We are live on ! Find out more
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
TLN
176
DELISTED
Talen Energy Corporation
TLN
$16.6M 0.08%
1,201,126
-700,289
-37% -$9.62M
VEON icon
177
VEON
VEON
$3.53B
$15.8M 0.07%
181,808
-13,608
-7% -$1.37M
ENIA
178
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$15.5M 0.07%
1,893,740
+217,800
+13% +$1.87M
TEVA icon
179
Teva Pharmaceuticals
TEVA
$35.9B
$15.5M 0.07%
336,700
+49,400
+17% +$2.58M
IAG icon
180
IAMGOLD
IAG
$8.47B
$15.2M 0.07%
3,774,500
+3,193,300
+549% +$14.6M
TECD
181
DELISTED
Tech Data Corp
TECD
$15M 0.07%
176,689
-45,229
-20% -$3.5M
DLX icon
182
Deluxe
DLX
$1.19B
$14.7M 0.07%
219,445
-79,666
-27% -$5.42M
MUSA icon
183
Murphy USA
MUSA
$11.3B
$14.6M 0.07%
204,091
+747
+0.4% +$55.8K
FAF icon
184
First American
FAF
$7.67B
$14.1M 0.07%
358,981
-191,320
-35% -$7.94M
AME icon
185
Ametek
AME
$55.5B
$13.7M 0.06%
286,209
-400
-0.1% -$19.1K
PSEC icon
186
PUT
Prospect Capital
PSEC
$1.06B
$13.6M 0.06%
1,684,000
– –
IMPV
187
PUT
DELISTED
Imperva, Inc.
IMPV
$12.9M 0.06%
+240,000
New +$11.1M
ASRT
188
PUT
DELISTED
Assertio
ASRT
$12.5M 0.06%
+8,333
New +$10.5M
FCFS icon
189
FirstCash
FCFS
$8.55B
$12.3M 0.06%
+261,892
New +$13.2M
LOGI icon
190
Logitech
LOGI
$15.2B
$12.3M 0.06%
+547,718
New +$11M
JLL icon
191
Jones Lang LaSalle
JLL
$15.1B
$12.2M 0.06%
107,303
-63,040
-37% -$7.03M
TWTR
192
PUT
DELISTED
Twitter, Inc.
TWTR
$12M 0.06%
+520,000
New +$9.79M
KFY icon
193
Korn Ferry
KFY
$3.98B
$11.7M 0.06%
556,105
-146,956
-21% -$3.35M
FFIV icon
194
F5
FFIV
$22.1B
$11.4M 0.05%
91,496
-73,912
-45% -$8.97M
FFIV icon
195
PUT
F5
FFIV
$22.1B
$11.2M 0.05%
+90,000
New +$10.9M
CHE icon
196
Chemed
CHE
$6.78B
$11M 0.05%
77,755
-37,122
-32% -$5.17M
GIL icon
197
Gildan
GIL
$9.25B
$11M 0.05%
393,134
-205,200
-34% -$6.06M
BMA icon
198
Banco Macro
BMA
$5.7B
$10.8M 0.05%
+138,000
New +$10.5M
BTI icon
199
British American Tobacco
BTI
$132B
$10.6M 0.05%
166,568
+47,400
+40% +$3.01M
CHUBA
200
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$10.6M 0.05%
+670,000
New +$9.5M
6 7
8
9 10

Similar funds

Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Cambridge Investment Research Advisors
Cambridge Investment Research Advisors Fairfield, Iowa $38.8B AUM 21.88% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Parallax Volatility Advisers
Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return
Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM

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.