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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
+6.09%
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
$17.1B
AUM Growth
-$1.02B
Cap. Flow
-$1.81B
Cap. Flow %
-10.56%
Top 10 Hldgs %
30.82%
Holding
683
New
109
Increased
128
Reduced
263
Closed
126

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$238M
2
WFC icon
Wells Fargo
WFC
+$237M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$126M
4
NXPI icon
NXP Semiconductors
NXPI
+$87.9M
5
COL
Rockwell Collins
COL
+$72.9M

Top Sells

Rank Stock Value
1
RAI
Reynolds American Inc
RAI
+$203M
2
EWY icon
iShares MSCI South Korea ETF
EWY
+$171M
3
MMM icon
3M
MMM
+$157M
4
MSFT icon
Microsoft
MSFT
+$150M
5
PM icon
Philip Morris
PM
+$145M

Sector Composition

Rank Sector Weight
1 Technology 29.89%
2 Healthcare 16.36%
3 Financials 9.37%
4 Communication Services 9.34%
5 Industrials 8.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DFS
576
DELISTED
Discover Financial Services
DFS
– –
-156,400
Closed -$9.73M
DVN icon
577
Devon Energy
DVN
$51.9B
– –
-15,600
Closed -$499K
EOG icon
578
PUT
EOG Resources
EOG
$78B
– –
-43,700
Closed -$3.96M
EMBJ
579
Embraer S.A. ADS
EMBJ
$11.6B
– –
-37,500
Closed -$684K
EWY icon
580
iShares MSCI South Korea ETF
EWY
$21.7B
– –
-2,517,100
Closed -$171M
EXPD icon
581
Expeditors International
EXPD
$22.9B
– –
-31,343
Closed -$1.77M
FET icon
582
Forum Energy Technologies
FET
$654M
– –
-570
Closed -$178K
FFIV icon
583
F5
FFIV
$22.1B
– –
-182,879
Closed -$23.2M
FFIV icon
584
PUT
F5
FFIV
$22.1B
– –
-100,000
Closed -$12.7M
FL
585
DELISTED
Foot Locker
FL
– –
-213,095
Closed -$10.5M
FTI icon
586
TechnipFMC
FTI
$30.6B
– –
-15,209
Closed -$306K
GGB icon
587
Gerdau
GGB
$9.44B
– –
-337,806
Closed -$818K
GILD icon
588
Gilead Sciences
GILD
$161B
– –
-6,800
Closed -$481K
GNTX icon
589
Gentex
GNTX
$4.88B
– –
-249,429
Closed -$4.73M
GPC icon
590
Genuine Parts
GPC
$17.1B
– –
-395,514
Closed -$36.7M
HAL icon
591
PUT
Halliburton
HAL
$27.9B
– –
-170,100
Closed -$7.26M
IMOS
592
ChipMOS TECHNOLOGIES
IMOS
$1.92B
– –
-32,007
Closed -$745K
IPG
593
DELISTED
Interpublic Group of Companies
IPG
– –
-12,600
Closed -$310K
JHG
594
DELISTED
Janus Henderson
JHG
– –
-18,073
Closed -$598K
JKS
595
JinkoSolar
JKS
$775M
– –
-10,194
Closed -$212K
LCII icon
596
LCI Industries
LCII
$2.51B
– –
-23,721
Closed -$2.43M
M icon
597
Macy's
M
$6.15B
– –
-276,700
Closed -$6.43M
MASI
598
DELISTED
Masimo
MASI
– –
-2,300
Closed -$210K
MEOH icon
599
Methanex
MEOH
$4.32B
– –
-14,400
Closed -$634K
MFA
600
MFA Financial
MFA
$929M
– –
-7,050
Closed -$237K
22 23
24
25 26

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q3 2017 Portfolio in Review

As of Q3 2017, Grantham, Mayo, Van Otterloo & Co (GMO) held 683 positions worth $17.1B, down 5.6% from $18.1B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $1.81B in Q3 2017, closing 126 positions and reducing 263 holdings. Its most notable exit was Reynolds American Inc, an estimated $203M position sold in full.

By sector, the portfolio is most concentrated in Technology at 30% of assets, up from 30% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in Wells Fargo worth $245M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q3 2017 buy was Wells Fargo: 4,451,222 shares worth $245M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to iShares MSCI Emerging Markets ETF in Q3 2017, an estimated $238M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q3 2017 reduction was 3M, cutting an estimated $157M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited Reynolds American Inc in Q3 2017, selling an estimated $203M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 31% of its $17.1B portfolio in Q3 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 109 new positions and closed 126 in Q3 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 5.6% quarter-over-quarter to $17.1B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q3 2017, filed 14 Nov 2017.