In this paper, GMO’s Ben Nabet and Joe Auth argue that dynamically reevaluating structural and collateral leverage is the most effective way of assessing default risk in securitized credit.

ESG Investing

Back to main menu

ESG Investing

Overview

Stewardship

Industry Leadership and Collaboration

FEATURED PRODUCTS

Strategy

Horizons Strategy

Equities

The GMO Horizons Strategy is a global strategy reflecting the view that the world economy is transitioning to a lower carbon future, and that this process will create opportunities for investors to generate excess returns. The Str...

Strategy

Climate Change Strategy

Equities

The GMO Climate Change Strategy seeks to deliver high total return by investing primarily in equities of companies GMO believes are positioned to benefit, directly or indirectly, from efforts to curb or mitigate the long-term effe...

About GMO

Back to main menu

About GMO

Overview

Our Approach

Our Clients

Institutions

Family Offices

Consultants

Intermediaries & Wealth Managers

People

Careers

News and Media

LEADERSHIP SPOTLIGHT

Jeremy Grantham

Long-Term Investment Strategist, Co-Founder

Articles

Mr. Grantham co-founded GMO in 1977 and is a member of GMO’s Asset Allocation team, serving as the firm’s long-term investment strategist. He is the Chairman of the GMO Board of Directors, a partner of the firm, and has also served on the investment boards of several non-profit organizations. Prior to GMO’s founding, Mr. Grantham was co-founder of Batterymarch Financial Management in 1969 where he recommended commercial indexing in 1971, one of several claims to being first. He began his investment career as an economist with Royal Dutch Shell. Mr. Grantham earned his undergraduate degree from the University of Sheffield (U.K.) and an MBA from Harvard Business School. He is a member of the Academy of Arts and Sciences, holds a CBE from the UK and is a recipient of the Carnegie Medal for Philanthropy.

Tom Hancock

Head of Focused Equity

Articles

Dr. Hancock is the head of the Focused Equity team, a portfolio manager for GMO’s Quality Strategies and a partner of the firm. Previously at GMO, he was co-head of the Global Equity team. Prior to joining GMO in 1995, he was a research scientist at Siemens and a software engineer at IBM. Dr. Hancock holds BS and MS degrees from Rensselaer Polytechnic Institute and a PhD in Computer Science from Harvard University.

How to Invest

Back to main menu

How to Invest

Americas
Europe, Middle East, Africa
Asia
Australia, New Zealand

Contact Us Log In

Investment Capabilities

Back to main menu

Investment Capabilities

Strategies

Funds

QIFs & Private Funds

Document Library

GMO Solutions

Asset Allocation

Needs-Based Optimization (Nebo)

Quality Equity

GMO Research

Back to main menu

GMO Research

Research Library

GMO Required Reading

Subscribe

POPULAR RESOURCES

GMO Quarterly Letter

7-Year Asset Class Forecast

FEATURED RESEARCH

Insights

GMO Horizons

By Systematic Equity Team

26 March 2024

In this paper, we discuss how the GMO Horizons model utilizes green revenues data to provide a more comprehensive and impactful climate solution.

Insights

A Structural Alpha Opportunity

By Ben Nabet and Joe Auth

13 February 2024

In this paper, GMO’s Ben Nabet and Joe Auth argue that dynamically reevaluating structural and collateral leverage is the most effective way of assessing default risk in securitized credit.

ESG Investing

Back to main menu

ESG Investing

Overview

Stewardship

Industry Leadership and Collaboration

FEATURED PRODUCTS

Strategy

Horizons Strategy

Equities

The GMO Horizons Strategy is a global strategy reflecting the view that the world economy is transitioning to a lower carbon future, and that this process will create opportunities for investors to generate excess returns. The Str...

Strategy

Climate Change Strategy

Equities

The GMO Climate Change Strategy seeks to deliver high total return by investing primarily in equities of companies GMO believes are positioned to benefit, directly or indirectly, from efforts to curb or mitigate the long-term effe...

About GMO

Back to main menu

About GMO

Overview

Our Approach

Our Clients

Institutions

Family Offices

Consultants

Intermediaries & Wealth Managers

People

Careers

News and Media

LEADERSHIP SPOTLIGHT

Jeremy Grantham

Long-Term Investment Strategist, Co-Founder

Articles

Mr. Grantham co-founded GMO in 1977 and is a member of GMO’s Asset Allocation team, serving as the firm’s long-term investment strategist. He is the Chairman of the GMO Board of Directors, a partner of the firm, and has also served on the investment boards of several non-profit organizations. Prior to GMO’s founding, Mr. Grantham was co-founder of Batterymarch Financial Management in 1969 where he recommended commercial indexing in 1971, one of several claims to being first. He began his investment career as an economist with Royal Dutch Shell. Mr. Grantham earned his undergraduate degree from the University of Sheffield (U.K.) and an MBA from Harvard Business School. He is a member of the Academy of Arts and Sciences, holds a CBE from the UK and is a recipient of the Carnegie Medal for Philanthropy.

Tom Hancock

Head of Focused Equity

Articles

Dr. Hancock is the head of the Focused Equity team, a portfolio manager for GMO’s Quality Strategies and a partner of the firm. Previously at GMO, he was co-head of the Global Equity team. Prior to joining GMO in 1995, he was a research scientist at Siemens and a software engineer at IBM. Dr. Hancock holds BS and MS degrees from Rensselaer Polytechnic Institute and a PhD in Computer Science from Harvard University.