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
201
HDHOME DEPOT INC
31,775$6.0B0.04%
202
UNMUNUM GROUP
109,548$6.0B0.04%
203
MTDMETTLER TOLEDO INTERNATIONAL
9,700$6.0B0.04%
204
RFREGIONS FINL CORP NEW
345,100$6.0B0.04%
205
SHLDEURSEARS HLDGS CORP
1,660,900$5.9B0.04%Put
206
LIBERTY INTERACTIVE CORP
243,200$5.9B0.04%
207
TXTTEXTRON INC
104,300$5.9B0.03%
208
PKGPACKAGING CORP AMER
48,000$5.8B0.03%
209
SPBSPECTRUM BRANDS HLDGS INC
51,312$5.8B0.03%
210
IRINGERSOLL-RAND PLC
64,400$5.7B0.03%
211
MOG/AMOOG INC
65,100$5.7B0.03%
212
XHRXENIA HOTELS & RESORTS INC
260,000$5.6B0.03%
213
MURMURPHY OIL CORP
180,000$5.6B0.03%
214
CHDCHURCH & DWIGHT INC
110,300$5.5B0.03%
215
CLXCLOROX CO DEL
36,600$5.4B0.03%
216
COSCNO FINL GROUP INC
218,900$5.4B0.03%
217
TRINSEO S A
73,800$5.4B0.03%
218
AEEAMEREN CORP
89,600$5.3B0.03%
219
SODASTREAM INTERNATIONAL LTD
75,100$5.3B0.03%
220
NWSANEWS CORP NEW
322,235$5.2B0.03%
221
UGIUGI CORP NEW
110,700$5.2B0.03%
222
EFAISHARES TR
73,744$5.2B0.03%
223
WITWIPRO LTD
945,338$5.2B0.03%
224
INDAISHARES TR
140,100$5.1B0.03%
225
BPOPPOPULAR INC
141,200$5.0B0.03%
226
LKQ1LKQ CORP
123,100$5.0B0.03%
227
AGCOAGCO CORP
69,344$5.0B0.03%
228
RHT1EURRED HAT INC
40,300$4.8B0.03%
229
TDSTELEPHONE & DATA SYS INC
172,600$4.8B0.03%
230
CLSCA INC
139,654$4.6B0.03%
231
MANMANPOWERGROUP INC
36,600$4.6B0.03%
232
SCISERVICE CORP INTL
123,200$4.6B0.03%
233
FITBFIFTH THIRD BANCORP
150,300$4.6B0.03%
234
BGCPEURBGC PARTNERS INC
301,200$4.6B0.03%
235
FAFFIRST AMERN FINL CORP
80,176$4.5B0.03%
236
XRXCHFXEROX CORP
153,475$4.5B0.03%
237
FHIFEDERATED INVS INC PA
123,900$4.5B0.03%
238
CXWCORECIVIC INC
195,800$4.4B0.03%
239
EMEEMCOR GROUP INC
53,750$4.4B0.03%
240
LAZLAZARD LTD
83,500$4.4B0.03%
241
ATGEADTALEM GLOBAL ED INC
102,500$4.3B0.03%
242
ITTITT INC
80,600$4.3B0.03%
243
ARWARROW ELECTRS INC
53,200$4.3B0.03%
244
MSCIMSCI INC
33,600$4.3B0.03%
245
HBC2HSBC HLDGS PLC
81,800$4.2B0.02%
246
APLEAPPLE HOSPITALITY REIT INC
210,400$4.1B0.02%
247
TDYTELEDYNE TECHNOLOGIES INC
22,700$4.1B0.02%
248
FSLRFIRST SOLAR INC
60,600$4.1B0.02%
249
RSRELIANCE STEEL & ALUMINUM CO
47,140$4.0B0.02%
250
ONON SEMICONDUCTOR CORP
192,900$4.0B0.02%
251
LDOSLEIDOS HLDGS INC
62,400$4.0B0.02%
252
ACCOACCO BRANDS CORP
330,029$4.0B0.02%
253
IMGIAMGOLD CORP
684,600$4.0B0.02%
254
SEICSEI INVESTMENTS CO
54,900$3.9B0.02%
255
CBS CORP NEW
66,400$3.9B0.02%
256
LSAKNET 1 UEPS TECHNOLOGIES INC
326,581$3.9B0.02%
257
CPSCOOPER STD HLDGS INC
31,600$3.9B0.02%
258
INTCINTEL CORP
83,839$3.9B0.02%
259
GKDGRAND CANYON ED INC
42,800$3.8B0.02%
260
TECH DATA CORP
38,538$3.8B0.02%
261
VCVISTEON CORP
29,200$3.7B0.02%
262
THCTENET HEALTHCARE CORP
238,900$3.6B0.02%
263
MCDERMOTT INTL INC
547,350$3.6B0.02%
264
DLXDELUXE CORP
46,298$3.6B0.02%
265
35VVEON LTD
912,000$3.5B0.02%
266
MTORMERITOR INC
148,600$3.5B0.02%
267
AMXNAMERICA MOVIL SAB DE CV
202,500$3.5B0.02%
268
ISRAEL CHEMICALS LTD
850,806$3.5B0.02%
269
OGEOGE ENERGY CORP
103,700$3.4B0.02%
270
BCBRUNSWICK CORP
61,700$3.4B0.02%
271
CCKCROWN HOLDINGS INC
60,200$3.4B0.02%
272
PCHPOTLATCH CORP NEW
66,300$3.3B0.02%
273
MLKNMILLER HERMAN INC
80,500$3.2B0.02%
274
CCCHEMOURS CO
64,000$3.2B0.02%
275
CNRCANADIAN NATL RY CO
38,240$3.2B0.02%
276
HPTUSDHOSPITALITY PPTYS TR
105,500$3.1B0.02%
277
TEN1TENNECO INC
52,900$3.1B0.02%
278
AGROADECOAGRO S A
298,853$3.1B0.02%
279
ESTERLINE TECHNOLOGIES CORP
41,000$3.1B0.02%
280
TRVCCITIGROUP INC
40,500$3.0B0.02%
281
GEGGEO GROUP INC NEW
126,700$3.0B0.02%
282
DRHDIAMONDROCK HOSPITALITY CO
262,100$3.0B0.02%
283
THOTHOR INDS INC
19,485$2.9B0.02%
284
SNPUSDCHINA PETE & CHEM CORP
39,800$2.9B0.02%
285
BIGGQBIG LOTS INC
50,800$2.9B0.02%
286
JUMEI INTL HLDG LTD
971,690$2.8B0.02%
287
SHOSUNSTONE HOTEL INVS INC NEW
169,200$2.8B0.02%
288
BMTABRITISH AMERN TOB PLC
41,515$2.8B0.02%
289
BDNBRANDYWINE RLTY TR
152,400$2.8B0.02%
290
GHCGRAHAM HLDGS CO
4,900$2.7B0.02%
291
RHPRYMAN HOSPITALITY PPTYS INC
39,500$2.7B0.02%
292
BDCBELDEN INC
35,100$2.7B0.02%
293
CSIQCANADIAN SOLAR INC
156,663$2.6B0.02%
294
PPTPUTMAN HIGH INCOME SEC FUND
287,259$2.6B0.02%
295
R6C2ROYAL DUTCH SHELL PLC
37,300$2.5B0.02%
296
MTWMANITOWOC CO INC
64,225$2.5B0.01%
297
AITAPPLIED INDL TECHNOLOGIES IN
36,900$2.5B0.01%
298
APAMARTISAN PARTNERS ASSET MGMT
63,100$2.5B0.01%
299
PPCPILGRIMS PRIDE CORP NEW
80,200$2.5B0.01%
300
BCCBOISE CASCADE CO DEL
61,300$2.4B0.01%
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