Grantham, Mayo, Van Otterloo & Co. LLC Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$17.1B
Holdings
537
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (537 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | DISDISNEY WALT CO | 285,673 | $28.2B | 164.62% | Put |
| 102 | SOHUNSOHU COM INC | 500,060 | $27.2B | 159.18% | |
| 103 | —COMMERCEHUB INC | 1,270,000 | $27.1B | 158.52% | |
| 104 | CMCDN IMPERIAL BK COMM TORONTO | 310,500 | $27.1B | 158.46% | |
| 105 | SHLDEURSEARS HLDGS CORP | 3,672,300 | $26.8B | 156.73% | Put |
| 106 | BUDANHEUSER BUSCH INBEV SA/NV | 222,600 | $26.6B | 155.25% | |
| 107 | BIIBBIOGEN INC | 81,480 | $25.5B | 149.16% | Put |
| 108 | MRVLMARVELL TECHNOLOGY GROUP LTD | 1,391,095 | $24.9B | 145.58% | Put |
| 109 | WMTWAL-MART STORES INC | 316,000 | $24.7B | 144.36% | |
| 110 | CLCOLGATE PALMOLIVE CO | 327,846 | $23.9B | 139.63% | Put |
| 111 | PGRPROGRESSIVE CORP OHIO | 489,750 | $23.7B | 138.64% | |
| 112 | TMUST MOBILE US INC | 367,794 | $22.7B | 132.58% | Put |
| 113 | CSXCSX CORP | 408,300 | $22.2B | 129.52% | |
| 114 | BAXBAXTER INTL INC | 350,900 | $22.0B | 128.73% | |
| 115 | MCDMCDONALDS CORP | 137,700 | $21.6B | 126.13% | |
| 116 | —SINA CORP | 186,400 | $21.4B | 124.94% | |
| 117 | EDUNEW ORIENTAL ED & TECH GRP I | 240,600 | $21.2B | 124.15% | |
| 118 | LILALIBERTY GLOBAL PLC | 875,000 | $20.8B | 121.54% | |
| 119 | AFLAFLAC INC | 237,574 | $19.3B | 113.04% | |
| 120 | UNUSDUNILEVER N V | 362,973 | $18.6B | 108.45% | Put |
| 121 | EBAEBAY INC | 471,578 | $18.1B | 106.03% | |
| 122 | RYROYAL BK CDA MONTREAL QUE | 220,800 | $17.0B | 99.64% | |
| 123 | A4SAMERIPRISE FINL INC | 113,800 | $16.9B | 98.80% | |
| 124 | BKRBAKER HUGHES A GE CO | 457,200 | $16.7B | 97.88% | Put |
| 125 | PHPARKER HANNIFIN CORP | 94,330 | $16.5B | 96.52% | |
| 126 | BBYBEST BUY INC | 288,600 | $16.4B | 96.11% | |
| 127 | PRUPRUDENTIAL FINL INC | 154,000 | $16.4B | 95.72% | |
| 128 | DEDEERE & CO | 125,800 | $15.8B | 92.37% | |
| 129 | SKMEURSK TELECOM LTD | 623,309 | $15.3B | 89.61% | |
| 130 | CMICUMMINS INC | 91,040 | $15.3B | 89.43% | |
| 131 | TELTE CONNECTIVITY LTD | 183,600 | $15.3B | 89.16% | |
| 132 | FCXFREEPORT-MCMORAN INC | 1,077,605 | $15.1B | 88.45% | Put |
| 133 | ITWILLINOIS TOOL WKS INC | 101,912 | $15.1B | 88.16% | |
| 134 | LEALEAR CORP | 85,780 | $14.8B | 86.80% | |
| 135 | PG4PRINCIPAL FINL GROUP INC | 224,025 | $14.4B | 84.27% | |
| 136 | SNPSSYNOPSYS INC | 178,900 | $14.4B | 84.23% | |
| 137 | —DELPHI AUTOMOTIVE PLC | 142,900 | $14.1B | 82.20% | |
| 138 | IBMINTERNATIONAL BUSINESS MACHS | 96,384 | $14.0B | 81.75% | |
| 139 | MPCMARATHON PETE CORP | 243,900 | $13.7B | 79.97% | |
| 140 | —ANDEAVOR | 129,905 | $13.4B | 78.34% | |
| 141 | ECECOPETROL S A | 1,391,000 | $13.2B | 77.18% | |
| 142 | CDNSCADENCE DESIGN SYSTEM INC | 326,100 | $12.9B | 75.25% | |
| 143 | PEGPUBLIC SVC ENTERPRISE GROUP | 269,304 | $12.5B | 72.82% | |
| 144 | VALEVALE S A | 1,194,000 | $12.0B | 70.30% | |
| 145 | —COMMERCEHUB INC | 530,000 | $12.0B | 69.93% | |
| 146 | WMBWILLIAMS COS INC DEL | 397,742 | $11.9B | 69.79% | Put |
| 147 | FEFIRSTENERGY CORP | 386,200 | $11.9B | 69.61% | |
| 148 | PEOEXELON CORP | 307,100 | $11.6B | 67.63% | |
| 149 | LRCXEURLAM RESEARCH CORP | 62,500 | $11.6B | 67.61% | |
| 150 | LSCCLATTICE SEMICONDUCTOR CORP | 2,204,400 | $11.5B | 67.14% | |
| 151 | MRO*MARATHON OIL CORP | 844,424 | $11.4B | 66.94% | |
| 152 | BMOBANK MONTREAL QUE | 150,200 | $11.3B | 66.31% | |
| 153 | WBWEIBO CORP | 114,540 | $11.3B | 66.26% | |
| 154 | FISVFISERV INC | 87,164 | $11.2B | 65.72% | |
| 155 | EIXEDISON INTL | 143,600 | $11.1B | 64.79% | |
| 156 | TWTRUSDTWITTER INC | 645,677 | $10.9B | 63.68% | Put |
| 157 | CNPCENTERPOINT ENERGY INC | 370,400 | $10.8B | 63.25% | |
| 158 | STTSTATE STR CORP | 112,675 | $10.8B | 62.93% | |
| 159 | PVHPVH CORP | 84,800 | $10.7B | 62.50% | |
| 160 | VLOVALERO ENERGY CORP NEW | 138,386 | $10.6B | 62.24% | |
| 161 | INTUINTUIT | 72,900 | $10.4B | 60.58% | |
| 162 | AVYAVERY DENNISON CORP | 105,047 | $10.3B | 60.39% | |
| 163 | IMGIAMGOLD CORP | 1,667,300 | $10.2B | 59.47% | |
| 164 | HASHASBRO INC | 103,653 | $10.1B | 59.19% | |
| 165 | PVACUSDPENN VA CORP NEW | 252,261 | $10.1B | 58.96% | |
| 166 | HIGHARTFORD FINL SVCS GROUP INC | 180,475 | $10.0B | 58.49% | |
| 167 | FIZZNATIONAL BEVERAGE CORP | 80,000 | $9.9B | 58.02% | |
| 168 | DOXAMDOCS LTD | 153,855 | $9.9B | 57.85% | |
| 169 | SQMSOCIEDAD QUIMICA MINERA DE C | 172,778 | $9.6B | 56.22% | |
| 170 | SYYSYSCO CORP | 177,800 | $9.6B | 56.08% | |
| 171 | JNPJUNIPER NETWORKS INC | 343,000 | $9.5B | 55.81% | |
| 172 | CIBEURBANCOLOMBIA S A | 208,000 | $9.5B | 55.68% | |
| 173 | RJFRAYMOND JAMES FINANCIAL INC | 112,400 | $9.5B | 55.42% | |
| 174 | ATVIEURACTIVISION BLIZZARD INC | 142,673 | $9.2B | 53.81% | |
| 175 | HSTHOST HOTELS & RESORTS INC | 497,200 | $9.2B | 53.74% | |
| 176 | DOVDOVER CORP | 97,700 | $8.9B | 52.20% | |
| 177 | TROWPRICE T ROWE GROUP INC | 95,105 | $8.6B | 50.40% | |
| 178 | RCLROYAL CARIBBEAN CRUISES LTD | 72,300 | $8.6B | 50.10% | |
| 179 | NBISYANDEX N V | 259,900 | $8.6B | 50.07% | |
| 180 | MFCMANULIFE FINL CORP | 411,600 | $8.3B | 48.80% | |
| 181 | SEDGSOLAREDGE TECHNOLOGIES INC | 283,655 | $8.1B | 47.34% | |
| 182 | GLWCORNING INC | 268,300 | $8.0B | 46.93% | |
| 183 | LNCLINCOLN NATL CORP IND | 108,703 | $8.0B | 46.69% | |
| 184 | LYBLYONDELLBASELL INDUSTRIES N | 77,180 | $7.6B | 44.69% | |
| 185 | CHTCHUNGHWA TELECOM CO LTD | 221,427 | $7.6B | 44.16% | |
| 186 | CBRECBRE GROUP INC | 195,300 | $7.4B | 43.25% | |
| 187 | SPBSPECTRUM BRANDS HLDGS INC | 69,021 | $7.3B | 42.74% | |
| 188 | —DR PEPPER SNAPPLE GROUP INC | 75,108 | $6.6B | 38.85% | |
| 189 | OSGAMBAC FINL GROUP INC | 385,000 | $6.6B | 38.85% | Put |
| 190 | PKGPACKAGING CORP AMER | 57,900 | $6.6B | 38.82% | |
| 191 | DXCDXC TECHNOLOGY CO | 76,620 | $6.6B | 38.47% | |
| 192 | REEVEREST RE GROUP LTD | 27,304 | $6.2B | 36.46% | |
| 193 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 291,800 | $6.2B | 36.32% | Put |
| 194 | DELLDELL TECHNOLOGIES INC | 80,216 | $6.2B | 36.21% | |
| 195 | NINISOURCE INC | 241,100 | $6.2B | 36.07% | |
| 196 | CTXSEURCITRIX SYS INC | 79,978 | $6.1B | 35.92% | |
| 197 | GDGENERAL DYNAMICS CORP | 29,640 | $6.1B | 35.62% | |
| 198 | CXWCORECIVIC INC | 223,200 | $6.0B | 34.93% | |
| 199 | QIWQIWI PLC | 348,600 | $5.9B | 34.52% | |
| 200 | —ENEL AMERICAS S A | 573,040 | $5.9B | 34.24% |