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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
CHUBK
101
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$27.1M 0.16%
1,270,000
-140,000
-10% -$2.75M
CM icon
102
Canadian Imperial Bank of Commerce
CM
$107B
$27.1M 0.16%
621,000
-148,200
-19% -$6.34M
SHLD
103
PUT
DELISTED
Sears Holding Corporation
SHLD
$26.8M 0.16%
3,672,300
+462,900
+14% +$3.8M
BUD icon
104
AB InBev
BUD
$158B
$26.6M 0.16%
222,600
+43,200
+24% +$5.06M
BIIB icon
105
PUT
Biogen
BIIB
$29.9B
$25.1M 0.15%
80,000
– –
WMT icon
106
Walmart Inc
WMT
$871B
$24.7M 0.14%
948,000
-919,308
-49% -$24.1M
PGR icon
107
Progressive
PGR
$124B
$23.7M 0.14%
489,750
+454,500
+1,289% +$21.3M
CSX icon
108
CSX Corp
CSX
$98.6B
$22.2M 0.13%
1,224,900
-161,400
-12% -$2.77M
BAX icon
109
Baxter International
BAX
$11.6B
$22M 0.13%
350,900
+247,900
+241% +$15.3M
AABA
110
PUT
DELISTED
Altaba Inc
AABA
$21.9M 0.13%
330,000
– –
MCD icon
111
McDonald's
MCD
$188B
$21.6M 0.13%
+137,700
New +$21.6M
SINA
112
DELISTED
Sina Corp
SINA
$21.4M 0.12%
186,400
+180,700
+3,170% +$18.3M
RTX icon
113
PUT
RTX Corp
RTX
$287B
$21.3M 0.12%
+291,740
New +$21.6M
EDU icon
114
New Oriental
EDU
$7.84B
$21.2M 0.12%
240,600
-36,100
-13% -$2.94M
LILA icon
115
Liberty Latin America Class A
LILA
$1.51B
$20.8M 0.12%
1,366,568
-78,090
-5% -$1.26M
AFL icon
116
Aflac
AFL
$63.9B
$19.3M 0.11%
475,148
-209,000
-31% -$8.42M
MRVL icon
117
PUT
Marvell Technology
MRVL
$174B
$19.2M 0.11%
1,070,000
– –
CL icon
118
PUT
Colgate-Palmolive
CL
$72.6B
$18.9M 0.11%
+260,000
New +$18.7M
QCOM icon
119
PUT
Qualcomm
QCOM
$176B
$18.1M 0.11%
+350,000
New +$18.5M
EBAY icon
120
eBay
EBAY
$48.6B
$18.1M 0.11%
471,578
-66,100
-12% -$2.4M
DIS icon
121
PUT
Walt Disney
DIS
$165B
$17.7M 0.1%
+180,000
New +$18.5M
RY icon
122
Royal Bank of Canada
RY
$291B
$17M 0.1%
+220,800
New +$16.5M
AMP icon
123
Ameriprise Financial
AMP
$46.8B
$16.9M 0.1%
+113,800
New +$15.9M
MDLZ icon
124
PUT
Mondelez International
MDLZ
$77.7B
$16.7M 0.1%
410,000
– –
TMUS icon
125
PUT
T-Mobile US
TMUS
$193B
$16.6M 0.1%
270,000
– –
3 4
5
6 7

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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.