Grantham, Mayo, Van Otterloo & Co. LLC Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$14.8T

Holdings

518

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (518 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
3,054,056$689.4B4.67%
2
MSFTMICROSOFT CORP
5,565,124$636.5B4.31%
3
ORCLORACLE CORP
10,881,006$561.0B3.80%
4
EEMISHARES TR
10,678,686$458.3B3.11%
5
UNHUNITEDHEALTH GROUP INC
1,570,620$417.8B2.83%
6
GOOGALPHABET INC
341,107$407.1B2.76%
7
JNJJOHNSON & JOHNSON
2,634,443$364.0B2.47%
8
ACNACCENTURE PLC IRELAND
2,042,290$347.6B2.36%
9
MDTMEDTRONIC PLC
3,480,300$342.4B2.32%
10
COSTCOSTCO WHSL CORP NEW
1,395,932$327.9B2.22%
11
TJXTJX COS INC NEW
2,588,025$289.9B1.96%
12
AXPAMERICAN EXPRESS CO
2,656,583$282.9B1.92%
13
MRKMERCK & CO INC
3,972,987$281.8B1.91%
14
ELVANTHEM INC
1,027,778$281.7B1.91%
15
CSCOCISCO SYS INC
5,727,005$278.6B1.89%
16
GOOGLALPHABET INC
226,706$273.7B1.85%
17
USBUS BANCORP DEL
5,048,674$266.6B1.81%
18
WFCWELLS FARGO CO NEW
4,994,232$262.5B1.78%
19
QCOMQUALCOMM INC
3,596,671$259.1B1.76%
20
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,213,785$247.9B1.68%
21
UTXZUNITED TECHNOLOGIES CORP
1,698,017$237.4B1.61%
22
STLAFIAT CHRYSLER AUTOMOBILES N
13,417,419$235.0B1.59%
23
MMM3M CO
1,088,359$229.3B1.55%
24
TXNTEXAS INSTRS INC
1,716,622$184.2B1.25%
25
RYROYAL BK CDA MONTREAL QUE
2,187,035$175.2B1.19%
26
KOCOCA COLA CO
3,616,379$167.0B1.13%
27
ABTABBOTT LABS
2,274,848$166.9B1.13%
28
EWTISHARES INC
4,251,536$160.3B1.09%
29
HONHONEYWELL INTL INC
952,285$158.5B1.07%
30
METAFACEBOOK INC
949,344$156.1B1.06%
31
TSMTAIWAN SEMICONDUCTOR MFG LTD
3,372,927$148.9B1.01%
32
BABAALIBABA GROUP HLDG LTD
890,222$146.7B0.99%
33
MAMASTERCARD INCORPORATED
650,966$144.9B0.98%
34
VVISA INC
930,461$139.7B0.95%
35
4I1PHILIP MORRIS INTL INC
1,576,900$128.6B0.87%
36
AABAUSDALTABA INC
1,690,300$115.1B0.78%
37
BDXBECTON DICKINSON & CO
440,128$114.9B0.78%
38
LQDISHARES TR
964,362$110.8B0.75%
39
STMSTMICROELECTRONICS N V
5,897,466$108.2B0.73%
40
FOXATWENTY FIRST CENTY FOX INC
2,337,345$107.1B0.73%
41
SHIRE PLC
566,581$102.7B0.70%
42
AETNA INC NEW
495,100$100.4B0.68%
43
GSKGLAXOSMITHKLINE PLC
2,432,632$97.7B0.66%
44
TWENTY FIRST CENTY FOX INC
1,981,700$91.8B0.62%Put
45
NXPINXP SEMICONDUCTORS N V
953,677$81.5B0.55%Put
46
TDTORONTO DOMINION BK ONT
1,339,018$81.3B0.55%
47
SKMEURSK TELECOM LTD
2,669,851$74.4B0.50%
48
APHAMPHENOL CORP NEW
770,875$72.5B0.49%
49
BMOBANK MONTREAL QUE
844,983$69.7B0.47%
50
DISDISNEY WALT CO
586,900$68.6B0.47%Put
51
WWAYFAIR INC
458,000$67.6B0.46%
52
PEPPEPSICO INC
584,617$65.4B0.44%
53
PINNACLE FOODS INC DEL
988,600$64.1B0.43%
54
BIDUNBAIDU INC
276,104$63.1B0.43%
55
MBTGBPMOBILE TELESYSTEMS PJSC
7,149,994$61.0B0.41%
56
MGAMAGNA INTL INC
1,104,454$58.0B0.39%
57
ROCKWELL COLLINS INC
408,400$57.4B0.39%
58
ANDEAVOR
370,300$56.8B0.39%
59
INFYINFOSYS LTD
5,560,028$56.5B0.38%
60
SYKSTRYKER CORP
316,641$56.3B0.38%
61
CMCDN IMPERIAL BK COMM TORONTO
570,690$53.4B0.36%
62
CLSCA INC
1,172,387$51.8B0.35%
63
LIESUN LIFE FINL INC
1,259,386$50.1B0.34%
64
ORBOTECH LTD
788,765$46.9B0.32%
65
NVONOVO-NORDISK A S
983,880$46.4B0.31%
66
PFEPFIZER INC
1,030,132$45.4B0.31%
67
FCXFREEPORT-MCMORAN INC
3,091,105$43.0B0.29%
68
GMGENERAL MTRS CO
1,209,516$40.7B0.28%
69
LLYLILLY ELI & CO
373,459$40.1B0.27%
70
AYATLANTICA YIELD PLC
1,888,686$38.9B0.26%
71
ECECOPETROL S A
1,389,883$37.4B0.25%
72
BNSBANK N S HALIFAX
613,851$36.6B0.25%
73
CLCOLGATE PALMOLIVE CO
521,670$34.9B0.24%Put
74
INTCINTEL CORP
732,739$34.7B0.23%
75
ABEVAMBEV SA
7,541,758$34.5B0.23%
76
7HPHP INC
1,323,540$34.1B0.23%
77
ICLRICON PLC
202,790$31.2B0.21%
78
CIMPRESS N V
223,800$30.6B0.21%
79
AMGNAMGEN INC
141,800$29.4B0.20%
80
BAXBAXTER INTL INC
381,117$29.4B0.20%
81
EXPRESS SCRIPTS HLDG CO
308,600$29.3B0.20%
82
CHLUSDCHINA MOBILE LIMITED
582,239$28.5B0.19%
83
SQMSOCIEDAD QUIMICA MINERA DE C
614,312$28.1B0.19%
84
BEMIS INC
570,495$27.7B0.19%
85
IBKRINTERACTIVE BROKERS GROUP IN
498,772$27.6B0.19%
86
NOMDNOMAD FOODS LTD
1,342,343$27.2B0.18%
87
FMXFOMENTO ECONOMICO MEXICANO S
265,600$26.3B0.18%
88
DOOBRP INC
532,448$25.0B0.17%
89
DHRDANAHER CORP DEL
227,732$24.7B0.17%
90
MUMICRON TECHNOLOGY INC
529,896$24.0B0.16%
91
PGRPROGRESSIVE CORP OHIO
336,157$23.9B0.16%
92
SNYSANOFI
531,642$23.7B0.16%
93
LOGILOGITECH INTL S A
497,989$22.4B0.15%
94
ELLAUDER ESTEE COS INC
153,147$22.3B0.15%
95
ADBEADOBE SYS INC
81,930$22.1B0.15%
96
INTERXION HOLDING N.V
325,000$21.9B0.15%
97
TDCTERADATA CORP DEL
577,400$21.8B0.15%
98
IBNICICI BK LTD
2,550,736$21.7B0.15%
99
DEODIAGEO P L C
146,299$20.7B0.14%
100
FXIISHARES TR
480,800$20.6B0.14%
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