Grantham, Mayo, Van Otterloo & Co. LLC Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$18.1B
Holdings
557
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (557 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | —PANERA BREAD CO | 104,922 | $33.0B | 182.15% | |
| 102 | GSGOLDMAN SACHS GROUP INC | 145,810 | $32.4B | 178.52% | |
| 103 | —CHINA LODGING GROUP LTD | 392,224 | $31.6B | 174.60% | |
| 104 | ADPAUTOMATIC DATA PROCESSING IN | 307,400 | $31.5B | 173.78% | |
| 105 | CMCDN IMPERIAL BK COMM TORONTO | 384,600 | $31.2B | 172.20% | |
| 106 | MUMICRON TECHNOLOGY INC | 1,019,400 | $30.4B | 167.94% | |
| 107 | CDKCDK GLOBAL INC | 474,514 | $29.4B | 162.48% | Put |
| 108 | TMUST MOBILE US INC | 483,550 | $29.3B | 161.73% | Put |
| 109 | SHLDEURSEARS HLDGS CORP | 3,209,400 | $28.4B | 156.89% | Put |
| 110 | BIIBBIOGEN INC | 104,484 | $28.4B | 156.43% | Put |
| 111 | —WGL HLDGS INC | 337,600 | $28.2B | 155.40% | |
| 112 | UNUSDUNILEVER N V | 580,000 | $28.0B | 154.63% | Put |
| 113 | 7HPHP INC | 1,563,900 | $27.3B | 150.83% | |
| 114 | MRVLMARVELL TECHNOLOGY GROUP LTD | 1,623,647 | $26.8B | 147.99% | Put |
| 115 | AFLAFLAC INC | 342,074 | $26.6B | 146.61% | |
| 116 | —WHOLE FOODS MKT INC | 625,600 | $26.3B | 145.35% | |
| 117 | DISHDISH NETWORK CORP | 419,608 | $26.3B | 145.30% | Put |
| 118 | CVXCHEVRON CORP NEW | 250,393 | $26.1B | 144.14% | |
| 119 | BKRBAKER HUGHES INC | 471,104 | $25.7B | 141.68% | Put |
| 120 | CHTRCHARTER COMMUNICATIONS INC N | 74,940 | $25.2B | 139.28% | Put |
| 121 | CSXCSX CORP | 462,100 | $25.2B | 139.10% | |
| 122 | PPGPPG INDS INC | 225,983 | $24.8B | 137.10% | Put |
| 123 | PVACUSDPENN VA CORP NEW | 669,161 | $24.6B | 135.68% | |
| 124 | —COMMERCEHUB INC | 1,410,000 | $24.6B | 135.67% | |
| 125 | —PINNACLE FOODS INC DEL | 400,000 | $23.8B | 131.09% | |
| 126 | WMBWILLIAMS COS INC DEL | 781,675 | $23.7B | 130.59% | Put |
| 127 | TRVTRAVELERS COMPANIES INC | 183,822 | $23.3B | 128.33% | |
| 128 | FISVFISERV INC | 190,064 | $23.3B | 128.29% | |
| 129 | BIDUNBAIDU INC | 129,700 | $23.2B | 127.99% | |
| 130 | BBYBEST BUY INC | 395,000 | $22.6B | 124.94% | |
| 131 | LSCCLATTICE SEMICONDUCTOR CORP | 3,234,717 | $21.5B | 118.86% | |
| 132 | LEALEAR CORP | 145,857 | $20.7B | 114.34% | |
| 133 | —DU PONT E I DE NEMOURS & CO | 252,068 | $20.3B | 112.25% | Put |
| 134 | —TESORO CORP | 217,049 | $20.3B | 112.09% | |
| 135 | LILALIBERTY GLOBAL PLC | 925,000 | $20.1B | 111.10% | |
| 136 | BUDANHEUSER BUSCH INBEV SA/NV | 179,400 | $19.8B | 109.24% | |
| 137 | EDUNEW ORIENTAL ED & TECH GRP I | 276,700 | $19.5B | 107.62% | |
| 138 | PRUPRUDENTIAL FINL INC | 179,900 | $19.5B | 107.34% | |
| 139 | BAPCREDICORP LTD | 107,800 | $19.3B | 106.70% | |
| 140 | EBAEBAY INC | 537,678 | $18.8B | 103.59% | |
| 141 | —SWIFT TRANSN CO | 705,933 | $18.7B | 103.21% | |
| 142 | DEDEERE & CO | 149,100 | $18.4B | 101.67% | |
| 143 | BMOBANK MONTREAL QUE | 235,500 | $17.3B | 95.28% | |
| 144 | PG4PRINCIPAL FINL GROUP INC | 265,425 | $17.0B | 93.83% | |
| 145 | CMICUMMINS INC | 103,240 | $16.7B | 92.41% | |
| 146 | IPINTL PAPER CO | 282,700 | $16.0B | 88.30% | |
| 147 | —DR PEPPER SNAPPLE GROUP INC | 174,108 | $15.9B | 87.52% | |
| 148 | TROWPRICE T ROWE GROUP INC | 211,605 | $15.7B | 86.64% | |
| 149 | STXSEAGATE TECHNOLOGY PLC | 395,700 | $15.3B | 84.60% | |
| 150 | ECECOPETROL S A | 1,668,300 | $15.2B | 83.67% | |
| 151 | REEVEREST RE GROUP LTD | 58,604 | $14.9B | 82.32% | |
| 152 | PAYXPAYCHEX INC | 258,651 | $14.7B | 81.26% | |
| 153 | GIBGROUPE CGI INC | 264,200 | $13.5B | 74.37% | |
| 154 | GDGENERAL DYNAMICS CORP | 67,240 | $13.3B | 73.49% | |
| 155 | GSKGLAXOSMITHKLINE PLC | 304,800 | $13.1B | 72.52% | |
| 156 | FEFIRSTENERGY CORP | 444,200 | $13.0B | 71.47% | |
| 157 | COFCAPITAL ONE FINL CORP | 153,837 | $12.7B | 70.13% | |
| 158 | DOXAMDOCS LTD | 195,976 | $12.6B | 69.70% | |
| 159 | HCAHCA HEALTHCARE INC | 143,620 | $12.5B | 69.10% | |
| 160 | PHPARKER HANNIFIN CORP | 78,330 | $12.5B | 69.07% | |
| 161 | MPCMARATHON PETE CORP | 236,100 | $12.4B | 68.17% | |
| 162 | FIZZNATIONAL BEVERAGE CORP | 130,000 | $12.2B | 67.11% | |
| 163 | LIESUN LIFE FINL INC | 338,000 | $12.1B | 66.57% | |
| 164 | MRO*MARATHON OIL CORP | 1,009,224 | $12.0B | 65.98% | |
| 165 | SYYSYSCO CORP | 236,200 | $11.9B | 65.59% | |
| 166 | CNPCENTERPOINT ENERGY INC | 433,900 | $11.9B | 65.55% | |
| 167 | —COMMERCEHUB INC | 670,000 | $11.7B | 64.39% | |
| 168 | THOTHOR INDS INC | 110,785 | $11.6B | 63.89% | |
| 169 | CHTCHUNGHWA TELECOM CO LTD | 328,747 | $11.6B | 63.88% | |
| 170 | HSTHOST HOTELS & RESORTS INC | 610,200 | $11.1B | 61.51% | |
| 171 | SNPSSYNOPSYS INC | 150,800 | $11.0B | 60.68% | |
| 172 | DALDELTA AIR LINES INC DEL | 203,071 | $10.9B | 60.21% | |
| 173 | TWTRUSDTWITTER INC | 606,242 | $10.8B | 59.77% | Put |
| 174 | GLWCORNING INC | 358,100 | $10.8B | 59.37% | |
| 175 | IMGIAMGOLD CORP | 2,081,500 | $10.7B | 59.18% | |
| 176 | ATVIEURACTIVISION BLIZZARD INC | 186,173 | $10.7B | 59.14% | |
| 177 | INGRINGREDION INC | 88,707 | $10.6B | 58.35% | |
| 178 | VIABVIACOM INC NEW | 314,700 | $10.6B | 58.29% | |
| 179 | WOOFOOT LOCKER INC | 213,095 | $10.5B | 57.94% | |
| 180 | SQMSOCIEDAD QUIMICA MINERA DE C | 315,878 | $10.4B | 57.55% | |
| 181 | AVYAVERY DENNISON CORP | 117,564 | $10.4B | 57.32% | |
| 182 | SKMEURSK TELECOM LTD | 388,600 | $10.0B | 55.04% | |
| 183 | LRCXEURLAM RESEARCH CORP | 70,100 | $9.9B | 54.70% | |
| 184 | —ENEL AMERICAS S A | 1,046,340 | $9.9B | 54.44% | |
| 185 | DFSEURDISCOVER FINL SVCS | 156,400 | $9.7B | 53.67% | |
| 186 | AMATAPPLIED MATLS INC | 233,200 | $9.6B | 53.15% | |
| 187 | FCXFREEPORT-MCMORAN INC | 798,605 | $9.6B | 52.92% | Put |
| 188 | HIGHARTFORD FINL SVCS GROUP INC | 181,775 | $9.6B | 52.72% | |
| 189 | —CAPITAL BK FINL CORP | 234,104 | $8.9B | 49.21% | |
| 190 | LNCLINCOLN NATL CORP IND | 129,903 | $8.8B | 48.44% | |
| 191 | PEGPUBLIC SVC ENTERPRISE GROUP | 199,400 | $8.6B | 47.32% | |
| 192 | EFAISHARES TR | 131,021 | $8.5B | 47.14% | |
| 193 | —ADVANCED SEMICONDUCTOR ENGR | 1,327,300 | $8.4B | 46.21% | |
| 194 | —COACH INC | 171,700 | $8.1B | 44.85% | |
| 195 | CLSCA INC | 232,654 | $8.0B | 44.25% | |
| 196 | RJFRAYMOND JAMES FINANCIAL INC | 99,700 | $8.0B | 44.13% | |
| 197 | CDNSCADENCE DESIGN SYSTEM INC | 227,900 | $7.6B | 42.11% | |
| 198 | PKGPACKAGING CORP AMER | 67,400 | $7.5B | 41.42% | |
| 199 | AGOASSURED GUARANTY LTD | 177,876 | $7.4B | 40.97% | |
| 200 | HALHALLIBURTON CO | 170,100 | $7.3B | 40.08% | Put |