Grantham, Mayo, Van Otterloo & Co. LLC Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$17.1T

Holdings

537

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (537 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
10,515,494$783.3B4.58%
2
ORCLORACLE CORP
13,827,848$668.6B3.91%
3
AAPLAPPLE INC
4,255,945$655.9B3.83%
4
JNJJOHNSON & JOHNSON
4,564,838$593.5B3.47%
5
UNHUNITEDHEALTH GROUP INC
2,870,197$562.1B3.29%
6
EEMISHARES TR
10,974,223$491.8B2.87%
7
GOOGALPHABET INC
452,740$434.2B2.54%
8
GOOGLALPHABET INC
402,546$392.0B2.29%
9
AXPAMERICAN EXPRESS CO
3,949,056$357.2B2.09%
10
AABAUSDALTABA INC
5,349,347$354.3B2.07%Put
11
CSCOCISCO SYS INC
9,740,668$327.6B1.92%
12
ACNACCENTURE PLC IRELAND
2,403,366$324.6B1.90%
13
MDTMEDTRONIC PLC
4,075,480$316.9B1.85%
14
MMM3M CO
1,499,968$314.8B1.84%
15
BABAALIBABA GROUP HLDG LTD
1,808,392$312.3B1.83%Call
16
QCOMQUALCOMM INC
5,824,411$301.9B1.77%Put
17
MONSANTO CO NEW
2,489,566$298.3B1.74%
18
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,020,182$291.6B1.70%
19
ABTABBOTT LABS
4,853,567$259.0B1.51%
20
WFCWELLS FARGO CO NEW
4,451,222$245.5B1.44%
21
4I1PHILIP MORRIS INTL INC
2,099,799$233.1B1.36%
22
COSTCOSTCO WHSL CORP NEW
1,392,591$228.8B1.34%
23
UTXZUNITED TECHNOLOGIES CORP
1,938,897$225.1B1.32%Put
24
TSMTAIWAN SEMICONDUCTOR MFG LTD
5,264,830$197.7B1.16%
25
ELVANTHEM INC
1,022,758$194.2B1.14%
26
USBUS BANCORP DEL
3,439,242$184.3B1.08%
27
EMREMERSON ELEC CO
2,929,503$184.1B1.08%
28
KOCOCA COLA CO
3,788,043$170.5B1.00%
29
TXNTEXAS INSTRS INC
1,739,215$155.9B0.91%
30
TWXCHFTIME WARNER INC
1,518,300$155.6B0.91%
31
INFYINFOSYS LTD
10,588,557$154.5B0.90%
32
LQDISHARES TR
1,267,900$153.7B0.90%
33
SYKSTRYKER CORP
1,075,670$152.8B0.89%
34
PFEPFIZER INC
4,140,797$147.8B0.86%
35
LEVEL 3 COMMUNICATIONS INC
2,749,500$146.5B0.86%
36
HONHONEYWELL INTL INC
1,028,135$145.7B0.85%
37
MAMASTERCARD INCORPORATED
1,000,034$141.2B0.83%
38
MBTGBPMOBILE TELESYSTEMS PJSC
13,086,577$136.6B0.80%
39
EWZISHARES INC
3,218,674$134.2B0.78%
40
HUMHUMANA INC
531,675$129.5B0.76%
41
NXPINXP SEMICONDUCTORS N V
1,134,135$128.3B0.75%
42
SLBSCHLUMBERGER LTD
1,699,857$118.6B0.69%
43
STLAFIAT CHRYSLER AUTOMOBILES N
6,532,843$117.0B0.68%
44
PEPPEPSICO INC
1,049,873$117.0B0.68%
45
GMGENERAL MTRS CO
2,833,300$114.4B0.67%
46
WWAYFAIR INC
1,620,000$109.2B0.64%
47
BDXBECTON DICKINSON & CO
541,066$106.0B0.62%
48
CIMPRESS N V
950,000$92.8B0.54%
49
CVSCVS HEALTH CORP
1,065,011$86.6B0.51%
50
NTESNETEASE INC
324,400$85.6B0.50%
51
VFCV F CORP
1,279,041$81.3B0.48%
52
ROCKWELL COLLINS INC
600,400$78.5B0.46%
53
ZBHZIMMER BIOMET HLDGS INC
641,484$75.1B0.44%
54
CTLEURCENTURYLINK INC
3,929,700$74.3B0.43%Put
55
STMSTMICROELECTRONICS N V
3,707,200$72.0B0.42%
56
IBKRINTERACTIVE BROKERS GROUP IN
1,597,544$72.0B0.42%
57
EWTISHARES INC
1,941,303$70.1B0.41%
58
LLYLILLY ELI & CO
802,049$68.6B0.40%
59
LOGILOGITECH INTL S A
1,798,848$65.6B0.38%
60
ROKROCKWELL AUTOMATION INC
361,603$64.4B0.38%
61
APHAMPHENOL CORP NEW
758,548$64.2B0.38%
62
HUNHUNTSMAN CORP
2,318,429$63.6B0.37%
63
JPMJPMORGAN CHASE & CO
663,360$63.4B0.37%
64
BCRUSDBARD C R INC
196,200$62.9B0.37%
65
TRCOTRIBUNE MEDIA CO
1,533,200$62.6B0.37%
66
SNISCRIPPS NETWORKS INTERACT IN
709,700$61.0B0.36%
67
TDCTERADATA CORP DEL
1,781,938$60.2B0.35%
68
TALTAL ED GROUP
1,768,902$59.6B0.35%
69
TJXTJX COS INC NEW
781,762$57.6B0.34%
70
ADPAUTOMATIC DATA PROCESSING IN
493,322$53.9B0.32%Put
71
ALLYALLY FINL INC
2,150,000$52.2B0.30%
72
CXCEMEX SAB DE CV
5,732,544$52.1B0.30%
73
BAPCREDICORP LTD
253,000$51.9B0.30%
74
CARSCARS COM INC
1,921,933$51.1B0.30%
75
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
1,215,540$50.9B0.30%
76
AYATLANTICA YIELD PLC
2,576,608$50.8B0.30%
77
ADIANALOG DEVICES INC
584,870$50.4B0.29%
78
BRK/BBERKSHIRE HATHAWAY INC DEL
265,000$48.6B0.28%
79
TAT&T INC
1,103,181$43.2B0.25%Put
80
NPOENPRO INDS INC
536,117$43.2B0.25%
81
CACCCREDIT ACCEP CORP MICH
153,000$42.9B0.25%
82
CHANGYOU COM LTD
1,062,495$42.1B0.25%
83
LBTYBLIBERTY GLOBAL PLC
1,675,000$39.0B0.23%
84
7HPHP INC
1,917,600$38.3B0.22%
85
INTERXION HOLDING N.V
750,000$38.2B0.22%
86
CHINA LODGING GROUP LTD
305,047$36.2B0.21%
87
CHLUSDCHINA MOBILE LIMITED
701,989$35.5B0.21%
88
MUMICRON TECHNOLOGY INC
894,600$35.2B0.21%
89
GSKGLAXOSMITHKLINE PLC
827,900$33.6B0.20%
90
HDBHDFC BANK LTD
341,278$32.9B0.19%
91
CAPITAL BK FINL CORP
795,200$32.6B0.19%
92
INTCINTEL CORP
841,738$32.1B0.19%
93
WDCWESTERN DIGITAL CORP
369,500$31.9B0.19%
94
HDHOME DEPOT INC
189,975$31.1B0.18%
95
AMATAPPLIED MATLS INC
553,400$28.8B0.17%
96
MDLZMONDELEZ INTL INC
707,663$28.8B0.17%Put
97
CVXCHEVRON CORP NEW
244,293$28.7B0.17%
98
DOWDUPONT INC
414,300$28.7B0.17%
99
NXSTAGE MEDICAL INC
1,032,500$28.5B0.17%
100
DISHDISH NETWORK CORP
521,868$28.3B0.17%Put
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