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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
+7.22%
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
$17B
AUM Growth
-$154M
Cap. Flow
-$1.22B
Cap. Flow %
-7.22%
Top 10 Hldgs %
31.59%
Holding
667
New
110
Increased
181
Reduced
215
Closed
92

Top Buys

Rank Stock Value
1
EWY icon
iShares MSCI South Korea ETF
EWY
+$185M
2
TJX icon
TJX Companies
TJX
+$170M
3
LUMN icon
Lumen
LUMN
+$66.6M
4
STLA icon
Stellantis
STLA
+$55.9M
5
AET
Aetna Inc
AET
+$53M

Top Sells

Rank Stock Value
1
MMM icon
3M
MMM
+$189M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$180M
3
LVLT
Level 3 Communications Inc
LVLT
+$147M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$134M
5
INFY icon
Infosys
INFY
+$126M

Sector Composition

Rank Sector Weight
1 Technology 30.24%
2 Healthcare 16.88%
3 Financials 10.42%
4 Communication Services 9.52%
5 Consumer Discretionary 7.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AEP icon
176
American Electric Power
AEP
$73.7B
$8.74M 0.05%
+118,800
New +$8.88M
OC icon
177
Owens Corning
OC
$11.5B
$8.65M 0.05%
94,100
+48,900
+108% +$4.12M
HAS icon
178
Hasbro
HAS
$12.6B
$8.58M 0.05%
94,353
-9,300
-9% -$872K
BEN icon
179
Franklin Resources
BEN
$16.9B
$8.56M 0.05%
197,600
+108,800
+123% +$4.71M
CVX icon
180
Chevron
CVX
$388B
$8.55M 0.05%
68,293
-176,000
-72% -$20.9M
A icon
181
Agilent Technologies
A
$39.1B
$8.45M 0.05%
126,100
+100,200
+387% +$6.76M
MCHP icon
182
Microchip Technology
MCHP
$42.8B
$8.33M 0.05%
+189,600
New +$8.58M
RCL icon
183
Royal Caribbean
RCL
$78.7B
$8.31M 0.05%
69,700
-2,600
-4% -$322K
ANDV
184
DELISTED
Andeavor
ANDV
$8.14M 0.05%
71,205
-58,700
-45% -$6.31M
BWA icon
185
BorgWarner
BWA
$13.2B
$8.13M 0.05%
180,738
+163,016
+920% +$7.54M
ETR icon
186
Entergy
ETR
$54.1B
$8.12M 0.05%
+199,600
New +$8.36M
FE icon
187
FirstEnergy
FE
$28.9B
$7.8M 0.05%
254,900
-131,300
-34% -$4.27M
FIZZ icon
188
National Beverage
FIZZ
$2.87B
$7.79M 0.05%
160,000
– –
SWK icon
189
Stanley Black & Decker
SWK
$14.2B
$7.58M 0.04%
+44,700
New +$7.32M
CHT icon
190
Chunghwa Telecom
CHT
$33.2B
$7.55M 0.04%
213,049
-8,378
-4% -$287K
ADBE icon
191
Adobe
ADBE
$89.5B
$7.36M 0.04%
+42,000
New +$7.23M
DAN icon
192
Dana Inc
DAN
$2.91B
$7.32M 0.04%
228,700
+33,200
+17% +$1.02M
CSTM icon
193
Constellium
CSTM
$3.96B
$7.25M 0.04%
650,300
+473,100
+267% +$5.03M
DOX icon
194
Amdocs
DOX
$5.53B
$7M 0.04%
106,955
-46,900
-30% -$3.04M
PSX icon
195
Phillips 66
PSX
$82.9B
$7M 0.04%
69,200
+66,000
+2,063% +$6.27M
WMB icon
196
PUT
Williams Companies
WMB
$90.5B
$6.95M 0.04%
228,000
-42,000
-16% -$1.22M
CTXS
197
DELISTED
Citrix Systems Inc
CTXS
$6.95M 0.04%
78,978
-1,000
-1% -$84.7K
EMN icon
198
Eastman Chemical
EMN
$7.8B
$6.82M 0.04%
73,600
+9,600
+15% +$872K
KLAC icon
199
KLA
KLAC
$275B
$6.63M 0.04%
631,000
+153,000
+32% +$1.61M
EIX icon
200
Edison International
EIX
$30.7B
$6.61M 0.04%
104,500
-39,100
-27% -$2.98M
6 7
8
9 10

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q4 2017 Portfolio in Review

As of Q4 2017, Grantham, Mayo, Van Otterloo & Co (GMO) held 667 positions worth $17B, down 0.9% from $17.1B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $1.22B in Q4 2017, closing 92 positions and reducing 215 holdings. Its most notable exit was Level 3 Communications Inc, an estimated $147M 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 iShares MSCI South Korea ETF worth $187M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q4 2017 buy was iShares MSCI South Korea ETF: 2,495,535 shares worth $187M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to TJX Companies in Q4 2017, an estimated $170M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q4 2017 reduction was 3M, cutting an estimated $189M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited Level 3 Communications Inc in Q4 2017, selling an estimated $147M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 32% of its $17B portfolio in Q4 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 110 new positions and closed 92 in Q4 2017.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 0.9% quarter-over-quarter to $17B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q4 2017, filed 14 Feb 2018.