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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
+8.91%
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
$17.7B
AUM Growth
-$822M
Cap. Flow
-$2.29B
Cap. Flow %
-12.92%
Top 10 Hldgs %
30.86%
Holding
683
New
186
Increased
124
Reduced
237
Closed
111

Top Buys

Rank Stock Value
1
EWY icon
iShares MSCI South Korea ETF
EWY
+$78.9M
2
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$78.3M
3
RAI
Reynolds American Inc
RAI
+$76.1M
4
BABA icon
Alibaba
BABA
+$68.7M
5
MJN
Mead Johnson Nutrition Company
MJN
+$68M

Top Sells

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$188M
2
MEG
Media General, Inc
MEG
+$145M
3
AAPL icon
Apple
AAPL
+$116M
4
AXP icon
American Express
AXP
+$108M
5
MBT
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
+$88.9M

Sector Composition

Rank Sector Weight
1 Technology 28.91%
2 Healthcare 15.47%
3 Industrials 10.19%
4 Consumer Staples 8.66%
5 Communication Services 7.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HUM icon
51
Humana
HUM
$46.7B
$89M 0.5%
431,861
-131,453
-23% -$27.2M
LQD icon
52
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$88.4M 0.5%
749,650
+666,900
+806% +$78.3M
CVS icon
53
CVS Health
CVS
$137B
$86.6M 0.49%
1,103,290
-37,428
-3% -$2.99M
EWY icon
54
iShares MSCI South Korea ETF
EWY
$21.7B
$83.5M 0.47%
+1,350,000
New +$78.9M
ZBH icon
55
Zimmer Biomet
ZBH
$17.7B
$81.2M 0.46%
684,510
-18,134
-3% -$2.06M
CHKP icon
56
Check Point Software Technologies
CHKP
$13.3B
$79M 0.45%
769,500
-852,825
-53% -$83.6M
JPM icon
57
JPMorgan Chase
JPM
$939B
$77.9M 0.44%
887,299
-327,466
-27% -$28.9M
CX icon
58
Cemex
CX
$17.4B
$76.7M 0.43%
8,793,293
-2,192,632
-20% -$18.4M
DE icon
59
PUT
Deere & Co
DE
$170B
$76.2M 0.43%
700,000
-305,000
-30% -$33M
CERN
60
DELISTED
Cerner Corp
CERN
$74.2M 0.42%
1,260,405
-31,498
-2% -$1.7M
MBLY
61
DELISTED
Mobileye N.V.
MBLY
$74M 0.42%
+1,205,100
New +$58M
MJN
62
DELISTED
Mead Johnson Nutrition Company
MJN
$73.7M 0.42%
+827,200
New +$68M
HD icon
63
Home Depot
HD
$332B
$73.2M 0.41%
498,775
-161,827
-24% -$23M
TDC icon
64
Teradata
TDC
$2.68B
$70.6M 0.4%
2,269,716
-61,305
-3% -$1.85M
LLY icon
65
Eli Lilly
LLY
$1.07T
$70.5M 0.4%
838,219
-246,892
-23% -$19.8M
LVLT
66
DELISTED
Level 3 Communications Inc
LVLT
$68.8M 0.39%
1,203,157
-568,824
-32% -$32.9M
VFC icon
67
VF Corp
VFC
$6.68B
$68.6M 0.39%
1,324,694
-33,482
-2% -$1.65M
INTC icon
68
Intel
INTC
$466B
$63.3M 0.36%
1,753,699
-566,850
-24% -$20.5M
TJX icon
69
TJX Companies
TJX
$170B
$62.8M 0.35%
1,588,344
-48,864
-3% -$1.88M
HDB icon
70
HDFC Bank
HDB
$119B
$61.7M 0.35%
3,279,384
+665,896
+25% +$11.6M
IBM icon
71
IBM
IBM
$202B
$60.6M 0.34%
363,884
-113,386
-24% -$19M
VZ icon
72
Verizon
VZ
$194B
$60.1M 0.34%
1,232,817
-416,727
-25% -$20.9M
ROK icon
73
Rockwell Automation
ROK
$51.4B
$59.8M 0.34%
384,096
-112,306
-23% -$16.8M
VLO icon
74
Valero Energy
VLO
$89.8B
$56.6M 0.32%
853,386
-294,377
-26% -$19.7M
IBKR icon
75
Interactive Brokers
IBKR
$40.9B
$55.5M 0.31%
6,390,176
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3
4 5

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q1 2017 Portfolio in Review

As of Q1 2017, Grantham, Mayo, Van Otterloo & Co (GMO) held 683 positions worth $17.7B, down 4.4% from $18.6B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $2.29B in Q1 2017, closing 111 positions and reducing 237 holdings. Its most notable exit was Media General, Inc, an estimated $145M position sold in full.

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

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in iShares MSCI South Korea ETF worth $83.5M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q1 2017 buy was iShares MSCI South Korea ETF: 1,350,000 shares worth $83.5M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q1 2017, an estimated $78.3M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q1 2017 reduction was Cisco, cutting an estimated $188M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited Media General, Inc in Q1 2017, selling an estimated $145M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 31% of its $17.7B portfolio in Q1 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 186 new positions and closed 111 in Q1 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 4.4% quarter-over-quarter to $17.7B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q1 2017, filed 15 May 2017.