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
1
MSFTMICROSOFT CORP
9,821,501$840.1B4.96%
2
AAPLAPPLE INC
4,316,851$730.5B4.31%
3
ORCLORACLE CORP
14,778,609$698.7B4.12%
4
JNJJOHNSON & JOHNSON
4,319,219$603.5B3.56%
5
UNHUNITEDHEALTH GROUP INC
2,659,678$586.4B3.46%
6
GOOGALPHABET INC
441,198$461.7B2.72%
7
QCOMQUALCOMM INC
6,033,033$386.2B2.28%Put
8
GOOGLALPHABET INC
350,277$369.0B2.18%
9
ACNACCENTURE PLC IRELAND
2,375,914$363.7B2.15%
10
EEMISHARES TR
7,083,211$333.8B1.97%
11
MDTMEDTRONIC PLC
4,081,011$329.5B1.94%
12
CSCOCISCO SYS INC
8,439,623$323.2B1.91%
13
TWXCHFTIME WARNER INC
3,363,384$307.6B1.81%Put
14
AXPAMERICAN EXPRESS CO
3,036,246$301.5B1.78%
15
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,971,686$282.1B1.66%
16
AABAUSDALTABA INC
4,009,740$280.1B1.65%
17
BABAALIBABA GROUP HLDG LTD
1,618,104$279.0B1.65%Call
18
ABTABBOTT LABS
4,820,367$275.1B1.62%
19
WFCWELLS FARGO CO NEW
4,416,711$268.0B1.58%
20
MONSANTO CO NEW
2,254,425$263.3B1.55%
21
COSTCOSTCO WHSL CORP NEW
1,381,860$257.2B1.52%
22
TJXTJX COS INC NEW
3,123,425$238.8B1.41%
23
UTXZUNITED TECHNOLOGIES CORP
1,850,643$236.1B1.39%Put
24
USBUS BANCORP DEL
4,209,721$225.6B1.33%
25
TXNTEXAS INSTRS INC
2,122,159$221.6B1.31%
26
ELVANTHEM INC
956,507$215.2B1.27%
27
TSMTAIWAN SEMICONDUCTOR MFG LTD
5,027,927$199.4B1.18%
28
EMREMERSON ELEC CO
2,791,321$194.5B1.15%
29
EWYISHARES INC
2,495,535$187.0B1.10%
30
4I1PHILIP MORRIS INTL INC
1,742,056$184.0B1.09%
31
STLAFIAT CHRYSLER AUTOMOBILES N
9,709,452$173.2B1.02%
32
KOCOCA COLA CO
3,718,326$170.6B1.01%
33
MMM3M CO
677,476$159.5B0.94%
34
SYKSTRYKER CORP
1,011,362$156.6B0.92%
35
HONHONEYWELL INTL INC
1,009,535$154.8B0.91%
36
LQDISHARES TR
1,267,900$154.1B0.91%
37
MAMASTERCARD INCORPORATED
993,485$150.4B0.89%
38
MBTGBPMOBILE TELESYSTEMS PJSC
14,485,394$147.6B0.87%
39
PFEPFIZER INC
4,019,297$145.6B0.86%
40
CTLEURCENTURYLINK INC
7,855,135$131.0B0.77%Put
41
WWAYFAIR INC
1,620,000$130.0B0.77%
42
HUMHUMANA INC
493,251$122.4B0.72%
43
SLBSCHLUMBERGER LTD
1,693,632$114.1B0.67%
44
BDXBECTON DICKINSON & CO
532,868$114.1B0.67%
45
ROCKWELL COLLINS INC
754,599$102.3B0.60%
46
GMGENERAL MTRS CO
2,460,200$100.8B0.59%
47
CIMPRESS N V
790,000$94.7B0.56%
48
PEPPEPSICO INC
752,169$90.2B0.53%
49
VFCV F CORP
1,136,512$84.1B0.50%
50
LLYLILLY ELI & CO
980,849$82.8B0.49%
51
STMSTMICROELECTRONICS N V
3,757,200$82.1B0.48%
52
IBKRINTERACTIVE BROKERS GROUP IN
1,337,544$79.2B0.47%
53
CVSCVS HEALTH CORP
1,058,311$76.7B0.45%
54
BAPCREDICORP LTD
347,700$72.1B0.43%
55
NXPINXP SEMICONDUCTORS N V
578,172$67.7B0.40%
56
APHAMPHENOL CORP NEW
753,948$66.2B0.39%
57
TDCTERADATA CORP DEL
1,686,883$64.9B0.38%
58
EWTISHARES INC
1,761,403$63.8B0.38%
59
WBWEIBO CORP
601,140$62.2B0.37%
60
AETNA INC NEW
318,700$57.5B0.34%
61
CARSCARS COM INC
1,799,600$51.9B0.31%
62
ALLYALLY FINL INC
1,770,000$51.6B0.30%
63
BRK/BBERKSHIRE HATHAWAY INC DEL
260,000$51.5B0.30%
64
ADIANALOG DEVICES INC
574,254$51.1B0.30%
65
LOGILOGITECH INTL S A
1,502,911$50.7B0.30%
66
AYATLANTICA YIELD PLC
2,274,318$48.2B0.28%
67
SNISCRIPPS NETWORKS INTERACT IN
528,125$45.1B0.27%
68
MCDMCDONALDS CORP
254,300$43.8B0.26%
69
CACCCREDIT ACCEP CORP MICH
133,000$43.0B0.25%
70
TALTAL ED GROUP
1,442,610$42.9B0.25%
71
RYROYAL BK CDA MONTREAL QUE
521,500$42.7B0.25%
72
CXCEMEX SAB DE CV
5,551,333$41.6B0.25%
73
NBISYANDEX N V
1,267,700$41.5B0.24%
74
INTERXION HOLDING N.V
660,000$38.9B0.23%
75
SHAKSHAKE SHACK INC
900,000$38.9B0.23%
76
GSKGLAXOSMITHKLINE PLC
1,064,700$37.8B0.22%
77
INFYINFOSYS LTD
2,308,057$37.4B0.22%
78
7HPHP INC
1,768,200$37.1B0.22%
79
HRG GROUP INC
2,152,097$36.5B0.22%
80
JPMJPMORGAN CHASE & CO
335,260$35.9B0.21%
81
CHANGYOU COM LTD
931,195$33.9B0.20%
82
LBTYBLIBERTY GLOBAL PLC
1,675,000$33.3B0.20%
83
MUMICRON TECHNOLOGY INC
741,300$30.5B0.18%
84
ORBITAL ATK INC
231,618$30.5B0.18%
85
TRCOTRIBUNE MEDIA CO
713,430$30.3B0.18%
86
BNSBANK N S HALIFAX
452,300$29.3B0.17%
87
NXSTAGE MEDICAL INC
1,184,750$28.7B0.17%
88
PGRPROGRESSIVE CORP OHIO
502,750$28.3B0.17%
89
CAVIUM INC
335,974$28.2B0.17%
90
AMATAPPLIED MATLS INC
550,800$28.2B0.17%
91
MRKMERCK & CO INC
495,168$27.9B0.16%
92
UNUSDUNILEVER N V
489,833$27.6B0.16%Put
93
A4SAMERIPRISE FINL INC
154,700$26.2B0.15%
94
COMMERCEHUB INC
1,270,000$26.1B0.15%
95
CALATLANTIC GROUP INC
463,278$26.1B0.15%
96
NTESNETEASE INC
73,900$25.5B0.15%
97
BUDANHEUSER BUSCH INBEV SA/NV
222,600$24.8B0.15%
98
ITUBITAU UNIBANCO HLDG SA
1,910,200$24.8B0.15%
99
ECECOPETROL S A
1,632,500$23.9B0.14%
100
CHINA LODGING GROUP LTD
162,057$23.4B0.14%
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