Grantham, Mayo, Van Otterloo & Co. LLC Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.3B

Holdings

554

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (554 positions)

#StockSharesValue% PortfolioType
101
ECECOPETROL S A
1,148,200$22.2B135.78%
102
MDLZMONDELEZ INTL INC
504,055$21.0B128.67%Put
103
CHINA LODGING GROUP LTD
154,583$20.4B124.55%
104
ADPAUTOMATIC DATA PROCESSING IN
179,127$20.3B124.36%Put
105
MGAMAGNA INTL INC
358,300$20.2B123.38%
106
UNUSDUNILEVER N V
392,825$19.8B121.35%Put
107
EBAEBAY INC
477,092$19.2B117.44%
108
TMUST MOBILE US INC
310,842$19.0B116.07%Put
109
TWTRUSDTWITTER INC
653,498$19.0B115.97%Put
110
WMBWILLIAMS COS INC DEL
758,136$18.8B115.30%Put
111
SNYSANOFI
467,700$18.7B114.67%
112
TELTE CONNECTIVITY LTD
186,400$18.6B113.91%
113
FCXFREEPORT-MCMORAN INC
1,057,405$18.6B113.66%
114
TWENTY FIRST CENTY FOX INC
502,000$18.4B112.67%
115
INFYINFOSYS LTD
1,026,157$18.3B112.05%
116
SQMSOCIEDAD QUIMICA MINERA DE C
361,512$17.8B108.70%
117
MPCMARATHON PETE CORP
242,800$17.8B108.59%
118
PVHPVH CORP
116,300$17.6B107.73%
119
SINA CORP
168,400$17.6B107.42%
120
DHRDANAHER CORP DEL
176,711$17.3B105.84%
121
QIWQIWI PLC
897,600$17.2B104.93%
122
STTSTATE STR CORP
171,275$17.1B104.49%
123
CARSCARS COM INC
588,413$16.7B101.98%
124
BNSBANK N S HALIFAX
266,000$16.4B100.17%
125
DXCDXC TECHNOLOGY CO
161,020$16.2B99.02%
126
WMTWALMART INC
179,400$16.0B97.64%
127
SEDGSOLAREDGE TECHNOLOGIES INC
302,255$15.9B97.26%
128
ICLRICON PLC
124,500$14.7B89.98%
129
CMICUMMINS INC
90,540$14.7B89.78%
130
XL GROUP LTD
264,604$14.6B89.45%
131
LILALIBERTY LATIN AMERICA LTD
750,000$14.6B89.24%
132
MCKMCKESSON CORP
102,500$14.4B88.33%
133
EXPRESS SCRIPTS HLDG CO
208,300$14.4B88.02%
134
ITWILLINOIS TOOL WKS INC
91,812$14.4B87.99%
135
CVSCVS HEALTH CORP
220,000$13.7B83.72%Put
136
CBRECBRE GROUP INC
288,000$13.6B83.19%
137
INTUINTUIT
75,800$13.1B80.38%
138
NOMDNOMAD FOODS LTD
821,200$12.9B79.07%
139
SNPSSYNOPSYS INC
154,500$12.9B78.68%
140
VIABVIACOM INC NEW
412,000$12.8B78.29%
141
WDCWESTERN DIGITAL CORP
134,800$12.4B76.09%
142
LRCXEURLAM RESEARCH CORP
60,500$12.3B75.19%
143
PHPARKER HANNIFIN CORP
71,630$12.3B74.95%
144
PG4PRINCIPAL FINL GROUP INC
197,625$12.0B73.64%
145
APTVAPTIV PLC
137,000$11.6B71.21%
146
ABBVABBVIE INC
120,200$11.4B69.60%
147
AVYAVERY DENNISON CORP
106,447$11.3B69.19%
148
CDNSCADENCE DESIGN SYSTEM INC
304,400$11.2B68.47%
149
CHTCHUNGHWA TELECOM CO LTD
280,249$10.9B66.62%
150
DEDEERE & CO
70,100$10.9B66.61%
151
PRUPRUDENTIAL FINL INC
105,100$10.9B66.58%
152
LNCLINCOLN NATL CORP IND
147,303$10.8B65.84%
153
AFLAFLAC INC
240,448$10.5B64.37%
154
DOVDOVER CORP
103,300$10.1B62.07%
155
RJFRAYMOND JAMES FINANCIAL INC
112,300$10.0B61.43%
156
HUNHUNTSMAN CORP
341,200$10.0B61.05%
157
LIBERTY INTERACTIVE CORP
394,095$9.9B60.68%
158
LEALEAR CORP
51,780$9.6B58.95%
159
ADBEADOBE SYS INC
44,300$9.6B58.56%
160
VMWEURVMWARE INC
77,600$9.4B57.57%
161
CHLUSDCHINA MOBILE LIMITED
197,789$9.0B55.36%
162
VLOVALERO ENERGY CORP NEW
95,186$8.8B54.02%
163
TROWPRICE T ROWE GROUP INC
79,705$8.6B52.65%
164
FTVFORTIVE CORP
110,500$8.6B52.40%
165
BWABORGWARNER INC
166,900$8.4B51.28%
166
BIIBBIOGEN INC
30,200$8.3B50.59%
167
MRO*MARATHON OIL CORP
510,524$8.2B50.38%
168
SNPUSDCHINA PETE & CHEM CORP
91,600$8.1B49.58%
169
LIESUN LIFE FINL INC
196,100$8.0B49.23%
170
OCOWENS CORNING NEW
99,600$8.0B48.99%
171
JLLJONES LANG LASALLE INC
45,243$7.9B48.33%
172
HSTHOST HOTELS & RESORTS INC
422,400$7.9B48.17%
173
EMNEASTMAN CHEM CO
73,800$7.8B47.67%
174
TALTAL ED GROUP
209,954$7.8B47.64%
175
NTAPNETAPP INC
124,600$7.7B47.02%
176
KLACKLA-TENCOR CORP
70,300$7.7B46.88%
177
SWKSTANLEY BLACK & DECKER INC
49,400$7.6B46.30%
178
RFREGIONS FINL CORP NEW
403,200$7.5B45.83%
179
4DHDANA INCORPORATED
284,800$7.3B44.88%
180
FIZZNATIONAL BEVERAGE CORP
80,000$7.1B43.57%
181
ANDEAVOR
70,805$7.1B43.56%
182
ALBALBEMARLE CORP
76,400$7.1B43.34%
183
LKQ1LKQ CORP
186,200$7.1B43.23%
184
TSNTYSON FOODS INC
96,406$7.1B43.16%
185
AG8AGILENT TECHNOLOGIES INC
104,700$7.0B42.85%
186
FSLRFIRST SOLAR INC
98,300$7.0B42.68%
187
DOXAMDOCS LTD
102,255$6.8B41.73%
188
MANMANPOWERGROUP INC
59,100$6.8B41.61%
189
ARWARROW ELECTRS INC
87,600$6.7B41.27%
190
CFGCITIZENS FINL GROUP INC
157,700$6.6B40.50%
191
GAPGAP INC DEL
210,300$6.6B40.14%
192
MIC2EURMACQUARIE INFRASTRUCTURE COR
176,000$6.5B39.76%
193
CBS CORP NEW
126,000$6.5B39.61%
194
TXTTEXTRON INC
109,100$6.4B39.36%
195
TDTORONTO DOMINION BK ONT
112,500$6.4B39.03%
196
DHID R HORTON INC
144,800$6.3B38.83%
197
PTIP T TELEKOMUNIKASI INDONESIA
223,500$5.9B36.12%
198
IVZINVESCO LTD
175,425$5.6B34.35%
199
OSKOSHKOSH CORP
72,200$5.6B34.13%
200
UNMUNUM GROUP
117,148$5.6B34.12%
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