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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
LOCK
201
PUT
DELISTED
LifeLock, Inc.
LOCK
$10.5M 0.05%
+620,000
New +$10.2M
LQD icon
202
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$10.2M 0.05%
+82,750
New +$10.2M
P
203
PUT
DELISTED
Pandora Media Inc
P
$10.2M 0.05%
+710,000
New +$9.59M
CHT icon
204
Chunghwa Telecom
CHT
$33.2B
$9.94M 0.05%
283,882
-229,280
-45% -$8.32M
GES
205
DELISTED
Guess Inc
GES
$9.88M 0.05%
675,893
-211,909
-24% -$3.21M
LCII icon
206
LCI Industries
LCII
$2.51B
$9.79M 0.05%
99,847
-36,874
-27% -$3.5M
NSC icon
207
PUT
Norfolk Southern
NSC
$78.8B
$9.71M 0.05%
+100,000
New +$9.1M
CYOU
208
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$9.62M 0.05%
353,000
+172,500
+96% +$4M
DNY
209
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
$9.43M 0.04%
+600,000
New +$9.43M
SU icon
210
Suncor Energy
SU
$77.7B
$9.41M 0.04%
339,700
-826,650
-71% -$22.6M
HPQ icon
211
HP
HPQ
$23.5B
$9.3M 0.04%
599,000
+378,361
+171% +$5.39M
THG icon
212
Hanover Insurance
THG
$7.63B
$9.14M 0.04%
121,258
-38,553
-24% -$3.06M
QIWI
213
DELISTED
QIWI PLC
QIWI
$9.06M 0.04%
619,000
+1,600
+0.3% +$21.7K
WIN
214
PUT
DELISTED
Windstream Holdings Inc
WIN
$9.04M 0.04%
180,000
– –
HSBC icon
215
HSBC
HSBC
$355B
$8.94M 0.04%
263,023
+193,997
+281% +$6.09M
DHXM
216
DELISTED
DHX Media Ltd. Common Voting and Variable Voting Shares
DHXM
$8.78M 0.04%
1,679,450
+1,478,550
+736% +$8.24M
VRTX icon
217
PUT
Vertex Pharmaceuticals
VRTX
$121B
$8.72M 0.04%
+100,000
New +$9.45M
UN
218
DELISTED
Unilever NV New York Registry Shares
UN
$8.66M 0.04%
187,800
-62,200
-25% -$2.87M
EFA icon
219
iShares MSCI EAFE ETF
EFA
$76.4B
$8.57M 0.04%
145,008
-40,773
-22% -$2.36M
SQM icon
220
Sociedad Química y Minera de Chile
SQM
$19.6B
$8.45M 0.04%
314,078
+10,500
+3% +$267K
AGU
221
DELISTED
Agrium
AGU
$8.22M 0.04%
90,851
-45,000
-33% -$4.14M
SANM icon
222
Sanmina
SANM
$11.2B
$8.15M 0.04%
286,195
-70,698
-20% -$1.91M
PRAA icon
223
PRA Group
PRAA
$648M
$7.81M 0.04%
226,141
-73,073
-24% -$2.15M
ESNT icon
224
Essent Group
ESNT
$6.06B
$7.74M 0.04%
290,789
-97,172
-25% -$2.46M
PDLI
225
DELISTED
PDL BioPharma, Inc.
PDLI
$7.69M 0.04%
2,295,234
-557,868
-20% -$1.77M
7 8
9
10 11

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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.