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)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
10,515,494$783.3B4579.37%
2
ORCLORACLE CORP
13,827,848$668.6B3908.67%
3
AAPLAPPLE INC
4,255,945$655.9B3834.71%
4
JNJJOHNSON & JOHNSON
4,564,838$593.5B3469.61%
5
UNHUNITEDHEALTH GROUP INC
2,870,197$562.1B3286.35%
6
EEMISHARES TR
10,974,223$491.8B2874.93%
7
GOOGALPHABET INC
452,740$434.2B2538.60%
8
GOOGLALPHABET INC
402,546$392.0B2291.54%
9
AXPAMERICAN EXPRESS CO
3,949,056$357.2B2088.47%
10
AABAUSDALTABA INC
5,349,347$354.3B2071.57%Put
11
CSCOCISCO SYS INC
9,740,668$327.6B1915.11%
12
ACNACCENTURE PLC IRELAND
2,403,366$324.6B1897.83%
13
MDTMEDTRONIC PLC
4,075,480$316.9B1852.97%
14
MMM3M CO
1,499,968$314.8B1840.65%
15
BABAALIBABA GROUP HLDG LTD
1,808,392$312.3B1825.94%Call
16
QCOMQUALCOMM INC
5,824,411$301.9B1765.20%Put
17
MONSANTO CO NEW
2,489,566$298.3B1743.94%
18
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,020,182$291.6B1704.91%
19
ABTABBOTT LABS
4,853,567$259.0B1514.10%
20
WFCWELLS FARGO CO NEW
4,451,222$245.5B1435.17%
21
4I1PHILIP MORRIS INTL INC
2,099,799$233.1B1362.76%
22
COSTCOSTCO WHSL CORP NEW
1,392,591$228.8B1337.56%
23
UTXZUNITED TECHNOLOGIES CORP
1,938,897$225.1B1315.80%Put
24
TSMTAIWAN SEMICONDUCTOR MFG LTD
5,264,830$197.7B1155.77%
25
ELVANTHEM INC
1,022,758$194.2B1135.35%
26
USBUS BANCORP DEL
3,439,242$184.3B1077.52%
27
EMREMERSON ELEC CO
2,929,503$184.1B1076.24%
28
KOCOCA COLA CO
3,788,043$170.5B996.79%
29
TXNTEXAS INSTRS INC
1,739,215$155.9B911.45%
30
TWXCHFTIME WARNER INC
1,518,300$155.6B909.39%
31
INFYINFOSYS LTD
10,588,557$154.5B903.17%
32
LQDISHARES TR
1,267,900$153.7B898.62%
33
SYKSTRYKER CORP
1,075,670$152.8B893.12%
34
PFEPFIZER INC
4,140,797$147.8B864.23%
35
LEVEL 3 COMMUNICATIONS INC
2,749,500$146.5B856.60%
36
HONHONEYWELL INTL INC
1,028,135$145.7B851.96%
37
MAMASTERCARD INCORPORATED
1,000,034$141.2B825.52%
38
MBTGBPMOBILE TELESYSTEMS PJSC
13,086,577$136.6B798.74%
39
EWZISHARES INC
3,218,674$134.2B784.49%
40
HUMHUMANA INC
531,675$129.5B757.28%
41
NXPINXP SEMICONDUCTORS N V
1,134,135$128.3B749.84%
42
SLBSCHLUMBERGER LTD
1,699,857$118.6B693.26%
43
STLAFIAT CHRYSLER AUTOMOBILES N
6,532,843$117.0B684.04%
44
PEPPEPSICO INC
1,049,873$117.0B683.94%
45
GMGENERAL MTRS CO
2,833,300$114.4B668.86%
46
WWAYFAIR INC
1,620,000$109.2B638.34%
47
BDXBECTON DICKINSON & CO
541,066$106.0B619.83%
48
CIMPRESS N V
950,000$92.8B542.40%
49
CVSCVS HEALTH CORP
1,065,011$86.6B506.33%
50
NTESNETEASE INC
324,400$85.6B500.32%
51
VFCV F CORP
1,279,041$81.3B475.35%
52
ROCKWELL COLLINS INC
600,400$78.5B458.80%
53
ZBHZIMMER BIOMET HLDGS INC
641,484$75.1B439.12%
54
CTLEURCENTURYLINK INC
3,929,700$74.3B434.21%Put
55
STMSTMICROELECTRONICS N V
3,707,200$72.0B420.90%
56
IBKRINTERACTIVE BROKERS GROUP IN
1,597,544$72.0B420.66%
57
EWTISHARES INC
1,941,303$70.1B409.71%
58
LLYLILLY ELI & CO
802,049$68.6B401.09%
59
LOGILOGITECH INTL S A
1,798,848$65.6B383.77%
60
ROKROCKWELL AUTOMATION INC
361,603$64.4B376.74%
61
APHAMPHENOL CORP NEW
758,548$64.2B375.35%
62
HUNHUNTSMAN CORP
2,318,429$63.6B371.65%
63
JPMJPMORGAN CHASE & CO
663,360$63.4B370.41%
64
BCRUSDBARD C R INC
196,200$62.9B367.62%
65
TRCOTRIBUNE MEDIA CO
1,533,200$62.6B366.25%
66
SNISCRIPPS NETWORKS INTERACT IN
709,700$61.0B356.36%
67
TDCTERADATA CORP DEL
1,781,938$60.2B352.01%
68
TALTAL ED GROUP
1,768,902$59.6B348.61%
69
TJXTJX COS INC NEW
781,762$57.6B336.97%
70
ADPAUTOMATIC DATA PROCESSING IN
493,322$53.9B315.29%Put
71
ALLYALLY FINL INC
2,150,000$52.2B304.93%
72
CXCEMEX SAB DE CV
5,732,544$52.1B304.30%
73
BAPCREDICORP LTD
253,000$51.9B303.25%
74
CARSCARS COM INC
1,921,933$51.1B299.00%
75
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
1,215,540$50.9B297.55%
76
AYATLANTICA YIELD PLC
2,576,608$50.8B296.75%
77
ADIANALOG DEVICES INC
584,870$50.4B294.64%
78
BRK/BBERKSHIRE HATHAWAY INC DEL
265,000$48.6B284.01%
79
TAT&T INC
1,103,181$43.2B252.62%Put
80
NPOENPRO INDS INC
536,117$43.2B252.41%
81
CACCCREDIT ACCEP CORP MICH
153,000$42.9B250.61%
82
CHANGYOU COM LTD
1,062,495$42.1B246.04%
83
LBTYBLIBERTY GLOBAL PLC
1,675,000$39.0B228.17%
84
7HPHP INC
1,917,600$38.3B223.77%
85
INTERXION HOLDING N.V
750,000$38.2B223.32%
86
CHINA LODGING GROUP LTD
305,047$36.2B211.90%
87
CHLUSDCHINA MOBILE LIMITED
701,989$35.5B207.54%
88
MUMICRON TECHNOLOGY INC
894,600$35.2B205.70%
89
GSKGLAXOSMITHKLINE PLC
827,900$33.6B196.51%
90
HDBHDFC BANK LTD
341,278$32.9B192.28%
91
CAPITAL BK FINL CORP
795,200$32.6B190.84%
92
INTCINTEL CORP
841,738$32.1B187.39%
93
WDCWESTERN DIGITAL CORP
369,500$31.9B186.64%
94
HDHOME DEPOT INC
189,975$31.1B181.65%
95
AMATAPPLIED MATLS INC
553,400$28.8B168.53%
96
MDLZMONDELEZ INTL INC
707,663$28.8B168.22%Put
97
CVXCHEVRON CORP NEW
244,293$28.7B167.81%
98
DOWDUPONT INC
414,300$28.7B167.68%
99
NXSTAGE MEDICAL INC
1,032,500$28.5B166.60%
100
DISHDISH NETWORK CORP
521,868$28.3B165.45%Put
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