Grantham, Mayo, Van Otterloo & Co. LLC Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$17.0T

Holdings

562

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (562 positions)

#StockSharesValue% PortfolioType
101
BAXBAXTER INTL INC
354,900$22.9B0.14%
102
EDUNEW ORIENTAL ED & TECH GRP I
234,700$22.1B0.13%
103
CHLUSDCHINA MOBILE LIMITED
415,789$21.0B0.12%
104
VALEVALE S A
1,708,232$20.9B0.12%
105
SINA CORP
197,700$19.8B0.12%
106
DISDISNEY WALT CO
184,334$19.8B0.12%Put
107
DXCDXC TECHNOLOGY CO
202,720$19.2B0.11%
108
PHPARKER HANNIFIN CORP
91,630$18.3B0.11%
109
SKMEURSK TELECOM LTD
648,809$18.1B0.11%
110
PLDPROLOGIS INC
280,325$18.1B0.11%
111
EBAEBAY INC
476,692$18.0B0.11%
112
CLCOLGATE PALMOLIVE CO
237,897$17.9B0.11%Put
113
TELTE CONNECTIVITY LTD
188,000$17.9B0.11%
114
WMTWAL-MART STORES INC
180,800$17.9B0.11%
115
LILALIBERTY GLOBAL PLC
875,000$17.6B0.10%
116
FCXFREEPORT-MCMORAN INC
913,305$17.3B0.10%
117
AFLAFLAC INC
195,174$17.1B0.10%
118
MDLZMONDELEZ INTL INC
394,482$16.9B0.10%Put
119
TDTORONTO DOMINION BK ONT
285,800$16.8B0.10%
120
PG4PRINCIPAL FINL GROUP INC
237,525$16.8B0.10%
121
STTSTATE STR CORP
168,575$16.5B0.10%
122
MPCMARATHON PETE CORP
242,700$16.0B0.09%
123
CMICUMMINS INC
90,340$16.0B0.09%
124
CDNSCADENCE DESIGN SYSTEM INC
380,600$15.9B0.09%
125
HDBHDFC BANK LTD
155,788$15.8B0.09%
126
PVHPVH CORP
113,700$15.6B0.09%
127
ADPAUTOMATIC DATA PROCESSING IN
132,842$15.6B0.09%Put
128
SNPSSYNOPSYS INC
182,300$15.5B0.09%
129
ITWILLINOIS TOOL WKS INC
91,812$15.3B0.09%
130
SOHUNSOHU COM INC
342,860$14.9B0.09%
131
WDCWESTERN DIGITAL CORP
184,000$14.6B0.09%
132
TMUST MOBILE US INC
228,000$14.5B0.09%Put
133
PEGPUBLIC SVC ENTERPRISE GROUP
278,004$14.3B0.08%
134
APTVAPTIV PLC
165,000$14.0B0.08%
135
CIBEURBANCOLOMBIA S A
345,200$13.7B0.08%
136
CBRECBRE GROUP INC
313,100$13.6B0.08%
137
AVYAVERY DENNISON CORP
117,147$13.5B0.08%
138
ELLAUDER ESTEE COS INC
104,900$13.3B0.08%
139
PYPLPAYPAL HLDGS INC
180,178$13.3B0.08%
140
QIWQIWI PLC
755,200$13.1B0.08%
141
DTEDTE ENERGY CO
119,089$13.0B0.08%
142
VLOVALERO ENERGY CORP NEW
138,186$12.7B0.07%
143
PRUPRUDENTIAL FINL INC
107,600$12.4B0.07%
144
SEDGSOLAREDGE TECHNOLOGIES INC
322,155$12.1B0.07%
145
PEOEXELON CORP
306,700$12.1B0.07%
146
SQMSOCIEDAD QUIMICA MINERA DE C
201,778$12.0B0.07%
147
INTUINTUIT
75,700$11.9B0.07%
148
COMMERCEHUB INC
530,000$11.7B0.07%
149
LNCLINCOLN NATL CORP IND
151,203$11.6B0.07%
150
LRCXEURLAM RESEARCH CORP
62,300$11.5B0.07%
151
HUNHUNTSMAN CORP
336,300$11.2B0.07%
152
MRO*MARATHON OIL CORP
654,424$11.1B0.07%
153
BBYBEST BUY INC
161,000$11.0B0.07%
154
DEDEERE & CO
68,200$10.7B0.06%
155
DOVDOVER CORP
104,500$10.6B0.06%
156
PINNACLE FOODS INC DEL
176,640$10.5B0.06%Put
157
HIGHARTFORD FINL SVCS GROUP INC
186,175$10.5B0.06%
158
CNPCENTERPOINT ENERGY INC
366,300$10.4B0.06%
159
RJFRAYMOND JAMES FINANCIAL INC
112,200$10.0B0.06%
160
HSTHOST HOTELS & RESORTS INC
501,300$10.0B0.06%
161
TWTRUSDTWITTER INC
410,932$9.9B0.06%Put
162
PVACUSDPENN VA CORP NEW
252,261$9.9B0.06%
163
TROWPRICE T ROWE GROUP INC
93,105$9.8B0.06%
164
MFCMANULIFE FINL CORP
464,900$9.7B0.06%
165
LUXOFT HLDG INC
172,900$9.6B0.06%
166
GGALGRUPO FINANCIERO SANTANDER M
1,290,700$9.4B0.06%
167
NINISOURCE INC
358,500$9.2B0.05%
168
LEALEAR CORP
51,880$9.2B0.05%
169
JNPJUNIPER NETWORKS INC
307,500$8.8B0.05%
170
AEPAMERICAN ELEC PWR INC
118,800$8.7B0.05%
171
WMBWILLIAMS COS INC DEL
285,367$8.7B0.05%Put
172
OCOWENS CORNING NEW
94,100$8.7B0.05%
173
HASHASBRO INC
94,353$8.6B0.05%
174
BENFRANKLIN RES INC
197,600$8.6B0.05%
175
CVXCHEVRON CORP NEW
68,293$8.6B0.05%
176
AG8AGILENT TECHNOLOGIES INC
126,100$8.4B0.05%
177
MCHPMICROCHIP TECHNOLOGY INC
94,800$8.3B0.05%
178
RCLROYAL CARIBBEAN CRUISES LTD
69,700$8.3B0.05%
179
ANDEAVOR
71,205$8.1B0.05%
180
BWABORGWARNER INC
159,100$8.1B0.05%
181
ETRENTERGY CORP NEW
99,800$8.1B0.05%
182
FEFIRSTENERGY CORP
254,900$7.8B0.05%
183
FIZZNATIONAL BEVERAGE CORP
80,000$7.8B0.05%
184
SWKSTANLEY BLACK & DECKER INC
44,700$7.6B0.04%
185
CHTCHUNGHWA TELECOM CO LTD
213,049$7.5B0.04%
186
ADBEADOBE SYS INC
42,000$7.4B0.04%
187
4DHDANA INCORPORATED
228,700$7.3B0.04%
188
CSTMCONSTELLIUM NV
650,300$7.3B0.04%
189
DOXAMDOCS LTD
106,955$7.0B0.04%
190
PSXPHILLIPS 66
69,200$7.0B0.04%
191
CTXSEURCITRIX SYS INC
78,978$7.0B0.04%
192
EMNEASTMAN CHEM CO
73,600$6.8B0.04%
193
KLACKLA-TENCOR CORP
63,100$6.6B0.04%
194
EIXEDISON INTL
104,500$6.6B0.04%
195
KOFCOCA COLA FEMSA S A B DE C V
94,800$6.6B0.04%
196
OIEUROWENS ILL INC
295,500$6.6B0.04%
197
JLLJONES LANG LASALLE INC
43,943$6.5B0.04%
198
IVZINVESCO LTD
175,425$6.4B0.04%
199
PTIP T TELEKOMUNIKASI INDONESIA
196,500$6.3B0.04%
200
OSKOSHKOSH CORP
66,800$6.1B0.04%
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