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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
+2.21%
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
$18.6B
AUM Growth
-$2.63B
Cap. Flow
-$2.82B
Cap. Flow %
-15.22%
Top 10 Hldgs %
30.44%
Holding
574
New
67
Increased
113
Reduced
275
Closed
77

Top Buys

Rank Stock Value
1
NXPI icon
NXP Semiconductors
NXPI
+$135M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$120M
3
EWT icon
iShares MSCI Taiwan ETF
EWT
+$117M
4
BEAV
B/E Aerospace Inc
BEAV
+$106M
5
LVLT
Level 3 Communications Inc
LVLT
+$93.6M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$264M
2
JNJ icon
Johnson & Johnson
JNJ
+$234M
3
CSCO icon
Cisco
CSCO
+$188M
4
MSFT icon
Microsoft
MSFT
+$179M
5
PM icon
Philip Morris
PM
+$145M

Sector Composition

Rank Sector Weight
1 Technology 29.1%
2 Healthcare 15.81%
3 Industrials 10.8%
4 Communication Services 8.88%
5 Financials 8.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HRL icon
176
Hormel Foods
HRL
$13.9B
$11.6M 0.06%
333,906
-166,463
-33% -$6.01M
SU icon
177
Suncor Energy
SU
$77.7B
$11.1M 0.06%
338,300
-1,400
-0.4% -$42.9K
BBY icon
178
Best Buy
BBY
$18B
$11M 0.06%
258,238
+247,538
+2,313% +$10.5M
ATVI
179
DELISTED
Activision Blizzard
ATVI
$10.9M 0.06%
300,887
-219,716
-42% -$8.79M
NSC icon
180
PUT
Norfolk Southern
NSC
$78.8B
$10.8M 0.06%
100,000
– –
MUSA icon
181
Murphy USA
MUSA
$11.3B
$10.4M 0.06%
169,649
-34,442
-17% -$2.32M
CHUBA
182
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$10.1M 0.05%
670,000
– –
GIL icon
183
Gildan
GIL
$9.25B
$9.99M 0.05%
393,134
– –
SNA icon
184
Snap-on
SNA
$20.9B
$9.94M 0.05%
58,028
-153,165
-73% -$24.9M
LQD icon
185
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$9.7M 0.05%
82,750
– –
WMB icon
186
PUT
Williams Companies
WMB
$90.5B
$9.65M 0.05%
+310,000
New +$9.34M
MFC icon
187
Manulife Financial
MFC
$72.6B
$9.5M 0.05%
532,700
+7,900
+2% +$129K
CVG
188
DELISTED
Convergys
CVG
$9.44M 0.05%
384,234
-215,985
-36% -$5.81M
CHT icon
189
Chunghwa Telecom
CHT
$33.2B
$9.29M 0.05%
294,382
+10,500
+4% +$353K
P
190
PUT
DELISTED
Pandora Media Inc
P
$9.26M 0.05%
710,000
– –
LCII icon
191
LCI Industries
LCII
$2.51B
$9.26M 0.05%
85,904
-13,943
-14% -$1.39M
IMPV
192
PUT
DELISTED
Imperva, Inc.
IMPV
$9.22M 0.05%
240,000
– –
BMA icon
193
Banco Macro
BMA
$5.7B
$9.18M 0.05%
142,700
+4,700
+3% +$338K
IP icon
194
International Paper
IP
$22.3B
$9.17M 0.05%
+182,477
New +$8.44M
AGU
195
DELISTED
Agrium
AGU
$9.11M 0.05%
90,551
-300
-0.3% -$28.9K
CNP icon
196
CenterPoint Energy
CNP
$29.1B
$9.05M 0.05%
+367,500
New +$8.59M
ASRT
197
PUT
DELISTED
Assertio
ASRT
$9.01M 0.05%
8,333
– –
AET
198
DELISTED
Aetna Inc
AET
$8.88M 0.05%
71,644
-130,037
-64% -$15.6M
DHXM
199
DELISTED
DHX Media Ltd. Common Voting and Variable Voting Shares
DHXM
$8.87M 0.05%
1,685,350
+5,900
+0.4% +$30.2K
ARR
200
Armour Residential REIT
ARR
$2.02B
$8.87M 0.05%
81,796
-70,669
-46% -$7.85M
6 7
8
9 10

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q4 2016 Portfolio in Review

As of Q4 2016, Grantham, Mayo, Van Otterloo & Co (GMO) held 574 positions worth $18.6B, down 12% from $21.2B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $2.82B in Q4 2016, closing 77 positions and reducing 275 holdings. Its most notable exit was LinkedIn Corporation, an estimated $83.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 29% of assets, up from 28% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in NXP Semiconductors worth $133M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q4 2016 buy was NXP Semiconductors: 1,356,000 shares worth $133M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to iShares MSCI Emerging Markets ETF in Q4 2016, an estimated $120M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q4 2016 reduction was Procter & Gamble, cutting an estimated $264M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited LinkedIn Corporation in Q4 2016, selling an estimated $83.7M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 30% of its $18.6B portfolio in Q4 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 67 new positions and closed 77 in Q4 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 12% quarter-over-quarter to $18.6B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q4 2016, filed 13 Feb 2017.