Grantham, Mayo, Van Otterloo & Co (GMO)’s Selective Insurance SIGI Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’s Portfolio SIGI Stock Details SIGI Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q1	–	Sell	-4,412	Closed	-$259K	–	625
2017 Q4	$259K	Hold	4,412	–	–	﹤0.01%	535
2017 Q3	$238K	Hold	4,412	–	–	﹤0.01%	515
2017 Q2	$221K	Sell	4,412 -1,000	-18%	-$49.4K	﹤0.01%	538
2017 Q1	$255K	Sell	5,412 -5,343	-50%	-$238K	﹤0.01%	460
2016 Q4	$463K	Sell	10,755 -7,037	-40%	-$284K	﹤0.01%	418
2016 Q3	$709K	Sell	17,792 -93,520	-84%	-$3.68M	﹤0.01%	376
2016 Q2	$4.25M	Buy	111,312 +11,612	+12%	+$419K	0.02%	309
2016 Q1	$3.65M	Buy	99,700 +15,000	+18%	+$497K	0.01%	328
2015 Q4	$2.84M	Buy	84,700 +56,500	+200%	+$1.96M	0.01%	306
2015 Q3	$876K	Buy	+28,200	New	+$862K	﹤0.01%	415

Other funds holding SIGI

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $552B AUM 44.19% 1-Year Est. Return

Macquarie Group Sydney, NSW 2000, Australia $23.2B AUM 40.19% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $999B AUM 46.22% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

SAM

Silvercrest Asset Management New York $15.3B AUM 40.56% 1-Year Est. Return

AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO)'s SIGI Position: Q1 2018 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of Selective Insurance (SIGI) in Q1 2018, closing a stake of 4,412 shares — an estimated $259K sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in SIGI in Q3 2015 and held it in 10 quarters. The position peaked at $4.25M in Q2 2016. 228 funds tracked by Wall St. Rank hold SIGI as of Q1 2018.

Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining Selective Insurance position as of Q1 2018 after selling out during the quarter.
Grantham, Mayo, Van Otterloo & Co (GMO) sold 4,412 Selective Insurance shares in Q1 2018, an estimated $259K.
Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in Selective Insurance in Q3 2015 and held it in 10 quarters.
Grantham, Mayo, Van Otterloo & Co (GMO)'s Selective Insurance position peaked at $4.25M in Q2 2016.
228 funds tracked by Wall St. Rank held Selective Insurance as of Q1 2018.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q1 2018, filed 15 May 2018.