Grantham, Mayo, Van Otterloo & Co. LLC Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$16.3T

Holdings

554

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (554 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
4,398,674$738.0B4.51%
2
MSFTMICROSOFT CORP
7,797,719$711.7B4.35%
3
ORCLORACLE CORP
15,265,421$698.4B4.27%
4
JNJJOHNSON & JOHNSON
4,941,803$633.3B3.87%
5
UNHUNITEDHEALTH GROUP INC
2,765,749$591.9B3.62%
6
GOOGALPHABET INC
421,516$434.9B2.66%
7
ACNACCENTURE PLC IRELAND
2,416,928$371.0B2.27%
8
MDTMEDTRONIC PLC
4,446,710$356.7B2.18%
9
GOOGLALPHABET INC
304,074$315.4B1.93%
10
QCOMQUALCOMM INC
5,681,214$314.8B1.93%Put
11
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,891,828$313.3B1.92%
12
CSCOCISCO SYS INC
7,252,413$311.1B1.90%
13
EEMISHARES TR
6,402,055$309.1B1.89%
14
AXPAMERICAN EXPRESS CO
3,270,928$305.1B1.87%
15
USBUS BANCORP DEL
5,877,922$296.8B1.82%
16
TJXTJX COS INC NEW
3,554,055$289.9B1.77%
17
WFCWELLS FARGO CO NEW
5,395,963$282.8B1.73%
18
COSTCOSTCO WHSL CORP NEW
1,500,260$282.7B1.73%
19
ELVANTHEM INC
1,263,383$277.6B1.70%
20
MONSANTO CO NEW
2,317,553$270.4B1.65%
21
UTXZUNITED TECHNOLOGIES CORP
1,992,743$250.7B1.53%Put
22
TXNTEXAS INSTRS INC
2,261,537$235.0B1.44%
23
STLAFIAT CHRYSLER AUTOMOBILES N
11,282,521$231.5B1.42%
24
TSMTAIWAN SEMICONDUCTOR MFG LTD
4,984,027$218.1B1.33%
25
ABTABBOTT LABS
3,384,241$202.8B1.24%
26
MAMASTERCARD INCORPORATED
1,144,785$200.5B1.23%
27
KOCOCA COLA CO
4,133,926$179.5B1.10%Put
28
4I1PHILIP MORRIS INTL INC
1,764,756$175.4B1.07%
29
BABAALIBABA GROUP HLDG LTD
926,665$170.1B1.04%
30
AABAUSDALTABA INC
2,179,840$161.4B0.99%
31
MBTGBPMOBILE TELESYSTEMS PJSC
14,119,294$160.8B0.98%
32
HONHONEYWELL INTL INC
1,079,235$156.0B0.95%
33
PFEPFIZER INC
4,282,113$152.0B0.93%
34
MRKMERCK & CO INC
2,774,838$151.1B0.92%
35
LQDISHARES TR
1,267,900$148.8B0.91%
36
SYKSTRYKER CORP
887,377$142.8B0.87%
37
EWYISHARES INC
1,877,100$141.6B0.87%
38
BDXBECTON DICKINSON & CO
580,916$125.9B0.77%
39
METAFACEBOOK INC
752,487$120.2B0.74%
40
SLBSCHLUMBERGER LTD
1,749,032$113.3B0.69%
41
STMSTMICROELECTRONICS N V
5,011,500$111.7B0.68%
42
EMREMERSON ELEC CO
1,626,670$111.1B0.68%
43
WWAYFAIR INC
1,620,000$109.4B0.67%
44
LLYLILLY ELI & CO
1,329,349$102.9B0.63%
45
ROCKWELL COLLINS INC
760,200$102.5B0.63%
46
VFCV F CORP
1,343,712$99.6B0.61%
47
EWTISHARES INC
2,524,536$96.8B0.59%
48
MMM3M CO
410,125$90.0B0.55%
49
PEPPEPSICO INC
803,469$87.7B0.54%Put
50
RYROYAL BK CDA MONTREAL QUE
1,134,000$87.5B0.54%
51
GMGENERAL MTRS CO
2,407,900$87.5B0.54%
52
DR PEPPER SNAPPLE GROUP INC
627,779$74.3B0.45%
53
CIMPRESS N V
480,000$74.3B0.45%
54
IBKRINTERACTIVE BROKERS GROUP IN
1,087,544$73.1B0.45%
55
APHAMPHENOL CORP NEW
831,148$71.6B0.44%
56
TDCTERADATA CORP DEL
1,774,383$70.4B0.43%
57
BAPCREDICORP LTD
282,100$64.0B0.39%
58
GSKGLAXOSMITHKLINE PLC
1,510,700$59.0B0.36%
59
NXPINXP SEMICONDUCTORS N V
500,240$58.5B0.36%
60
CLCOLGATE PALMOLIVE CO
757,056$54.3B0.33%Put
61
CAVIUM INC
666,307$52.9B0.32%
62
WBWEIBO CORP
418,660$50.0B0.31%
63
TWXCHFTIME WARNER INC
520,400$49.2B0.30%
64
HRG GROUP INC
2,941,762$48.5B0.30%
65
BRK/BBERKSHIRE HATHAWAY INC DEL
240,000$47.9B0.29%
66
HUMHUMANA INC
171,615$46.1B0.28%
67
AETNA INC NEW
257,680$43.5B0.27%
68
NBISYANDEX N V
1,086,300$42.9B0.26%
69
INTERXION HOLDING N.V
650,000$40.4B0.25%
70
ALLYALLY FINL INC
1,420,000$38.6B0.24%
71
AYATLANTICA YIELD PLC
1,925,118$37.7B0.23%
72
ADIANALOG DEVICES INC
413,200$37.7B0.23%
73
SHAKSHAKE SHACK INC
900,000$37.5B0.23%
74
7HPHP INC
1,707,000$37.4B0.23%
75
MCDMCDONALDS CORP
236,000$36.9B0.23%
76
MUMICRON TECHNOLOGY INC
694,900$36.2B0.22%
77
TRCOTRIBUNE MEDIA CO
874,462$35.4B0.22%
78
NXSTAGE MEDICAL INC
1,423,205$35.4B0.22%
79
LOGILOGITECH INTL S A
954,666$34.9B0.21%
80
NTESNETEASE INC
123,300$34.6B0.21%
81
ELLAUDER ESTEE COS INC
228,600$34.2B0.21%
82
NVONOVO-NORDISK A S
657,000$32.4B0.20%
83
EWZISHARES INC
708,100$31.8B0.19%
84
VIPSVIPSHOP HLDGS LTD
1,898,000$31.5B0.19%
85
AMATAPPLIED MATLS INC
555,200$30.9B0.19%
86
CACCCREDIT ACCEP CORP MICH
93,000$30.7B0.19%
87
PINNACLE FOODS INC DEL
554,748$30.0B0.18%Put
88
JPMJPMORGAN CHASE & CO
261,660$28.8B0.18%
89
PGRPROGRESSIVE CORP OHIO
460,650$28.1B0.17%
90
SKMEURSK TELECOM LTD
1,137,209$27.5B0.17%
91
DELLDELL TECHNOLOGIES INC
370,881$27.2B0.17%
92
LILALIBERTY LATIN AMERICA LTD
1,400,000$26.7B0.16%
93
EDUNEW ORIENTAL ED & TECH GRP I
286,700$25.1B0.15%
94
CHANGYOU COM LTD
866,312$24.2B0.15%
95
BAXBAXTER INTL INC
359,400$23.4B0.14%
96
PSXPHILLIPS 66
243,200$23.3B0.14%
97
DEODIAGEO P L C
170,500$23.1B0.14%
98
DISDISNEY WALT CO
226,419$22.7B0.14%Put
99
A4SAMERIPRISE FINL INC
153,300$22.7B0.14%
100
BUNGE LIMITED
306,100$22.6B0.14%
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