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Grantham, Mayo, Van Otterloo & Co (GMO)

Grantham, Mayo, Van Otterloo & Co (GMO) Portfolio holdings

AUM $39.1B
1-Year Est. Return 28.69%
This Fund
S&P 500
This Quarter Est. Return
+5.3%
1 Year Est. Return
+28.69%
3 Year Est. Return
+71.15%
5 Year Est. Return
+97.93%
10 Year Est. Return
+429.41%
AUM
$21.2B
AUM Growth
-$3.19B
Cap. Flow
-$4.07B
Cap. Flow %
-19.22%
Top 10 Hldgs %
31.6%
Holding
632
New
70
Increased
110
Reduced
312
Closed
125

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$140M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$85.3M
3
CERN
Cerner Corp
CERN
+$81.2M
4
WWAV
The WhiteWave Foods Company
WWAV
+$76.7M
5
TXN icon
Texas Instruments
TXN
+$75.7M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$383M
2
EMC
EMC CORPORATION
EMC
+$348M
3
JNJ icon
Johnson & Johnson
JNJ
+$298M
4
VZ icon
Verizon
VZ
+$211M
5
PFE icon
Pfizer
PFE
+$196M

Sector Composition

Rank Sector Weight
1 Technology 28.28%
2 Healthcare 16.68%
3 Consumer Staples 10.27%
4 Industrials 9.54%
5 Communication Services 9.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADI icon
76
Analog Devices
ADI
$181B
$70M 0.33%
1,086,839
+28,704
+3% +$1.78M
DAL icon
77
Delta Air Lines
DAL
$55.9B
$70M 0.33%
1,779,428
-754,857
-30% -$28.6M
WR
78
DELISTED
Westar Energy Inc
WR
$67.7M 0.32%
1,192,200
+546,082
+85% +$30.2M
GSK icon
79
GSK
GSK
$103B
$67.4M 0.32%
1,250,669
+1,126,765
+909% +$61.8M
BCE icon
80
BCE
BCE
$19.9B
$67.2M 0.32%
1,457,400
-384,800
-21% -$18.2M
OMC icon
81
Omnicom Group
OMC
$22.7B
$65.6M 0.31%
771,702
+77,760
+11% +$6.52M
LSXMK
82
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$64.7M 0.31%
2,543,139
+62,063
+3% +$1.57M
HDB icon
83
HDFC Bank
HDB
$119B
$64.7M 0.31%
3,599,088
+122,740
+4% +$2.16M
VIAB
84
PUT
DELISTED
Viacom Inc. Class B
VIAB
$63.8M 0.3%
+1,675,000
New +$69.4M
BBBY
85
DELISTED
Bed Bath & Beyond Inc
BBBY
$62.7M 0.3%
1,453,603
-585,439
-29% -$26M
SE
86
DELISTED
Spectra Energy Corp Wi
SE
$61.5M 0.29%
+1,438,076
New +$54.8M
IM
87
DELISTED
Ingram Micro
IM
$61.5M 0.29%
1,723,313
-283,086
-14% -$9.82M
HUM icon
88
PUT
Humana
HUM
$46.7B
$60.7M 0.29%
343,000
+217,100
+172% +$37.7M
COF icon
89
Capital One
COF
$124B
$59.1M 0.28%
822,963
-464,351
-36% -$31.9M
TAL icon
90
TAL Education Group
TAL
$5.71B
$57.1M 0.27%
4,839,960
-312,600
-6% -$3.3M
ROK icon
91
Rockwell Automation
ROK
$51.4B
$57.1M 0.27%
466,598
-101,025
-18% -$11.8M
ARW icon
92
Arrow Electronics
ARW
$10.9B
$57M 0.27%
890,450
-138,001
-13% -$8.91M
CHL
93
DELISTED
China Mobile Limited
CHL
$56.5M 0.27%
918,042
-449,428
-33% -$27.6M
IBKR icon
94
Interactive Brokers
IBKR
$40.9B
$56.3M 0.27%
6,390,176
– –
LEA icon
95
Lear
LEA
$7.19B
$56.3M 0.27%
464,348
-242,712
-34% -$27.6M
AY
96
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$56.2M 0.27%
2,957,805
-154,614
-5% -$3.01M
TJX icon
97
TJX Companies
TJX
$170B
$55.6M 0.26%
1,487,594
-18,000
-1% -$704K
LBTYA icon
98
Liberty Global Class A
LBTYA
$3.31B
$55.2M 0.26%
1,615,000
+132,718
+9% +$4.21M
CVX icon
99
Chevron
CVX
$388B
$55.2M 0.26%
536,183
-942,726
-64% -$96.3M
IOC
100
DELISTED
Interoil Corporation
IOC
$55.1M 0.26%
+1,081,196
New +$53M
2 3
4
5 6

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q3 2016 Portfolio in Review

As of Q3 2016, Grantham, Mayo, Van Otterloo & Co (GMO) held 632 positions worth $21.2B, down 13% from $24.4B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $4.07B in Q3 2016, closing 125 positions and reducing 312 holdings. Its most notable exit was EMC CORPORATION, an estimated $348M position sold in full.

By sector, the portfolio is most concentrated in Technology at 28% of assets, up from 25% a quarter earlier, followed by Healthcare and Consumer Staples.

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in Cerner Corp worth $79.4M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q3 2016 buy was Cerner Corp: 1,285,818 shares worth $79.4M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to Microsoft in Q3 2016, an estimated $140M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q3 2016 reduction was Procter & Gamble, cutting an estimated $383M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited EMC CORPORATION in Q3 2016, selling an estimated $348M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 32% of its $21.2B portfolio in Q3 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 70 new positions and closed 125 in Q3 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 13% quarter-over-quarter to $21.2B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q3 2016, filed 10 Nov 2016.