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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
PH icon
126
Parker-Hannifin
PH
$125B
$16.5M 0.1%
94,330
+16,000
+20% +$2.63M
BBY icon
127
Best Buy
BBY
$18B
$16.4M 0.1%
288,600
-106,400
-27% -$6.1M
ADP icon
128
PUT
Automatic Data Processing
ADP
$100B
$16.4M 0.1%
+150,000
New +$16.1M
PRU icon
129
Prudential Financial
PRU
$41.7B
$16.4M 0.1%
154,000
-25,900
-14% -$2.77M
UN
130
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$16M 0.09%
320,000
-260,000
-45% -$15.2M
DE icon
131
Deere & Co
DE
$170B
$15.8M 0.09%
125,800
-23,300
-16% -$2.87M
DISH
132
PUT
DELISTED
DISH Network Corp.
DISH
$15.7M 0.09%
290,000
– –
SKM icon
133
SK Telecom
SKM
$13.7B
$15.3M 0.09%
378,349
+142,469
+60% +$6.02M
CMI icon
134
Cummins
CMI
$91.7B
$15.3M 0.09%
91,040
-12,200
-12% -$1.97M
TEL icon
135
TE Connectivity
TEL
$58.8B
$15.3M 0.09%
183,600
+176,400
+2,450% +$14.2M
ITW icon
136
Illinois Tool Works
ITW
$81.4B
$15.1M 0.09%
101,912
-518,524
-84% -$73.7M
LEA icon
137
Lear
LEA
$7.19B
$14.8M 0.09%
85,780
-60,077
-41% -$9.09M
PFG icon
138
Principal Financial Group
PFG
$23.6B
$14.4M 0.08%
224,025
-41,400
-16% -$2.66M
SNPS icon
139
Synopsys
SNPS
$71.5B
$14.4M 0.08%
178,900
+28,100
+19% +$2.18M
APTV icon
140
Aptiv
APTV
$12B
$14.1M 0.08%
142,900
+136,100
+2,001% +$12.8M
IBM icon
141
IBM
IBM
$202B
$14M 0.08%
100,818
-272,821
-73% -$38M
MPC icon
142
Marathon Petroleum
MPC
$90.3B
$13.7M 0.08%
243,900
+7,800
+3% +$418K
ANDV
143
DELISTED
Andeavor
ANDV
$13.4M 0.08%
129,905
-87,144
-40% -$8.58M
EC icon
144
Ecopetrol
EC
$32.9B
$13.2M 0.08%
1,391,000
-277,300
-17% -$2.56M
CDNS icon
145
Cadence Design Systems
CDNS
$90B
$12.9M 0.08%
326,100
+98,200
+43% +$3.62M
DISH
146
DELISTED
DISH Network Corp.
DISH
$12.6M 0.07%
231,868
+102,260
+79% +$6.05M
PEG icon
147
Public Service Enterprise Group
PEG
$39.8B
$12.5M 0.07%
269,304
+69,904
+35% +$3.17M
BKR icon
148
PUT
Baker Hughes
BKR
$56.8B
$12.5M 0.07%
+340,000
New +$12.1M
MDLZ icon
149
Mondelez International
MDLZ
$77.7B
$12.1M 0.07%
297,663
-206,146
-41% -$8.75M
VALE icon
150
Vale
VALE
$62.9B
$12M 0.07%
1,194,000
+1,081,800
+964% +$10.9M
4 5
6
7 8

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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.