Grantham, Mayo, Van Otterloo & Co. LLC Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$14.1B

Holdings

536

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (536 positions)

#StockSharesValue% PortfolioType
101
ICLRICON PLC
157,111$20.8B147.83%
102
INTERXION HOLDING N.V
325,000$20.3B144.04%
103
TMUST MOBILE US INC
328,319$19.6B139.28%Put
104
ALLYALLY FINL INC
710,000$18.7B132.43%
105
BIDUNBAIDU INC
76,500$18.6B131.99%
106
ECECOPETROL S A
896,545$18.4B130.81%
107
HDBHDFC BANK LTD
173,799$18.3B129.59%
108
SNYSANOFI
453,928$18.2B128.95%
109
PGRPROGRESSIVE CORP OHIO
301,957$17.9B126.81%
110
ADBEADOBE SYS INC
73,130$17.8B126.59%
111
EWZISHARES INC
554,560$17.8B126.19%
112
ADPAUTOMATIC DATA PROCESSING IN
130,990$17.6B124.75%Put
113
PSXPHILLIPS 66
155,704$17.5B124.16%
114
CHANGYOU COM LTD
1,042,075$17.4B123.33%
115
CMCDN IMPERIAL BK COMM TORONTO
198,400$17.2B122.46%
116
UNUSDUNILEVER N V
335,993$17.0B120.53%Put
117
AMATAPPLIED MATLS INC
362,128$16.7B118.76%
118
CARSCARS COM INC
588,413$16.7B118.60%
119
CACCCREDIT ACCEP CORP MICH
46,500$16.4B116.67%
120
A4SAMERIPRISE FINL INC
117,014$16.4B116.21%
121
SEDGSOLAREDGE TECHNOLOGIES INC
339,755$16.3B115.42%
122
EBAEBAY INC
432,747$15.7B111.40%
123
PVHPVH CORP
102,566$15.4B109.03%
124
WMBWILLIAMS COS INC DEL
561,839$15.2B108.14%Put
125
JPMJPMORGAN CHASE & CO
144,490$15.1B106.90%
126
BNSBANK N S HALIFAX
264,900$15.0B106.44%
127
CXCEMEX SAB DE CV
2,278,700$14.9B106.13%
128
QIWQIWI PLC
912,400$14.4B102.03%
129
WBWEIBO CORP
161,560$14.3B101.81%
130
INFYINFOSYS LTD
707,257$13.7B97.57%
131
TALTAL ED GROUP
368,100$13.5B96.17%
132
STTSTATE STR CORP
144,284$13.4B95.36%
133
CATCATERPILLAR INC DEL
95,855$13.0B92.33%
134
MCKMCKESSON CORP
95,378$12.7B90.33%
135
CBRECBRE GROUP INC
265,949$12.7B90.14%
136
ALBALBEMARLE CORP
134,400$12.7B90.01%
137
AMXNAMERICA MOVIL SAB DE CV
757,100$12.6B89.55%
138
EMREMERSON ELEC CO
177,807$12.3B87.29%
139
ALSALLSTATE CORP
134,077$12.2B86.88%
140
NTAPNETAPP INC
153,495$12.1B85.58%
141
KSSKOHLS CORP
164,538$12.0B85.16%
142
DEDEERE & CO
81,868$11.4B81.26%
143
SAJACOMPANHIA DE SANEAMENTO BASI
1,901,000$11.4B81.12%
144
CMICUMMINS INC
84,466$11.2B79.76%
145
INTUINTUIT
54,695$11.2B79.33%
146
LEALEAR CORP
58,609$10.9B77.32%
147
HPEHEWLETT PACKARD ENTERPRISE C
722,114$10.6B74.90%
148
HBC2HSBC HLDGS PLC
222,900$10.5B74.61%
149
PGPROCTER AND GAMBLE CO
131,617$10.3B72.94%
150
MRO*MARATHON OIL CORP
481,417$10.0B71.30%
151
SNPSSYNOPSYS INC
116,819$10.0B70.97%
152
LYBLYONDELLBASELL INDUSTRIES N
90,779$10.0B70.80%
153
AVYAVERY DENNISON CORP
96,449$9.8B69.91%
154
QVCAUSDQURATE RETAIL INC
450,963$9.6B67.94%
155
ITWILLINOIS TOOL WKS INC
68,510$9.5B67.38%
156
HUNHUNTSMAN CORP
315,992$9.2B65.51%
157
LRCXEURLAM RESEARCH CORP
52,931$9.1B64.96%
158
CDNSCADENCE DESIGN SYSTEM INC
210,905$9.1B64.85%
159
WDCWESTERN DIGITAL CORP
117,714$9.1B64.69%
160
CHLUSDCHINA MOBILE LIMITED
202,589$9.0B63.85%
161
APTVAPTIV PLC
93,900$8.6B61.09%
162
EMNEASTMAN CHEM CO
85,927$8.6B60.98%
163
FSLRFIRST SOLAR INC
161,300$8.5B60.31%
164
CFGCITIZENS FINL GROUP INC
217,754$8.5B60.14%
165
CHTCHUNGHWA TELECOM CO LTD
234,549$8.4B59.82%
166
MPCMARATHON PETE CORP
118,423$8.3B58.99%
167
KLACKLA-TENCOR CORP
79,242$8.1B57.69%
168
ISRAEL CHEMICALS LTD
1,776,805$8.1B57.55%
169
CTXSEURCITRIX SYS INC
76,105$8.0B56.65%
170
SNPUSDCHINA PETE & CHEM CORP
84,625$7.6B53.98%
171
CLSCA INC
212,587$7.6B53.81%
172
MIC2EURMACQUARIE INFRASTRUCTURE COR
176,000$7.4B52.73%
173
RFREGIONS FINL CORP NEW
415,567$7.4B52.46%
174
BWABORGWARNER INC
166,845$7.2B51.13%
175
JLLJONES LANG LASALLE INC
42,588$7.1B50.19%
176
HSTHOST HOTELS & RESORTS INC
334,581$7.0B50.05%
177
RJFRAYMOND JAMES FINANCIAL INC
74,393$6.6B47.19%
178
STXSEAGATE TECHNOLOGY PLC
114,683$6.5B45.98%
179
ARWARROW ELECTRS INC
82,333$6.2B44.01%
180
TDYTELEDYNE TECHNOLOGIES INC
31,123$6.2B43.98%
181
VLOVALERO ENERGY CORP NEW
55,174$6.1B43.42%
182
GRMNGARMIN LTD
98,987$6.0B42.87%
183
AGROADECOAGRO S A
747,653$5.9B42.20%
184
LNCLINCOLN NATL CORP IND
94,388$5.9B41.72%
185
R6C2ROYAL DUTCH SHELL PLC
80,200$5.8B41.37%
186
SWKSTANLEY BLACK & DECKER INC
43,299$5.8B40.83%
187
TLVGRUPO TELEVISA SA
301,500$5.7B40.56%
188
BRBROADRIDGE FINL SOLUTIONS IN
48,997$5.6B40.04%
189
PHPARKER HANNIFIN CORP
36,189$5.6B40.04%
190
GAPGAP INC DEL
172,517$5.6B39.67%
191
INTCINTEL CORP
109,539$5.4B38.66%
192
IACIEURIAC INTERACTIVECORP
35,544$5.4B38.48%
193
ADMARCHER DANIELS MIDLAND CO
116,870$5.4B38.03%
194
NWSANEWS CORP NEW
344,571$5.3B37.92%
195
DHID R HORTON INC
128,736$5.3B37.47%
196
DOXAMDOCS LTD
79,277$5.2B37.25%
197
AFLAFLAC INC
121,738$5.2B37.18%
198
ETRAE TRADE FINANCIAL CORP
85,591$5.2B37.17%
199
RSRELIANCE STEEL & ALUMINUM CO
57,940$5.1B36.01%
200
DNREURDENBURY RES INC
1,049,294$5.0B35.83%
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