Grantham, Mayo, Van Otterloo & Co. LLC Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$14.1B

Holdings

536

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (536 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
3,655,221$676.6B4803.90%
2
MSFTMICROSOFT CORP
5,786,724$570.6B4051.39%
3
ORCLORACLE CORP
12,764,324$562.4B3992.94%
4
UNHUNITEDHEALTH GROUP INC
1,965,421$482.2B3423.53%
5
JNJJOHNSON & JOHNSON
3,627,489$440.2B3125.08%
6
GOOGALPHABET INC
368,892$411.6B2921.98%
7
ACNACCENTURE PLC IRELAND
2,162,523$353.8B2511.70%
8
MDTMEDTRONIC PLC
3,568,527$305.5B2169.03%
9
COSTCOSTCO WHSL CORP NEW
1,423,532$297.5B2112.14%
10
EEMISHARES TR
6,820,845$295.5B2098.35%
11
TJXTJX COS INC NEW
3,071,607$292.4B2075.69%
12
WFCWELLS FARGO CO NEW
5,178,820$287.1B2038.47%
13
GOOGLALPHABET INC
254,078$286.9B2036.97%
14
QCOMQUALCOMM INC
4,914,921$275.8B1958.32%Put
15
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,390,315$267.8B1901.35%
16
ELVANTHEM INC
1,113,060$264.9B1881.05%
17
CSCOCISCO SYS INC
6,143,185$264.3B1876.79%
18
AXPAMERICAN EXPRESS CO
2,663,083$261.0B1852.94%
19
USBUS BANCORP DEL
5,142,606$257.2B1826.32%
20
MRKMERCK & CO INC
3,933,476$238.8B1695.18%
21
TXNTEXAS INSTRS INC
1,956,002$215.6B1531.08%
22
UTXZUNITED TECHNOLOGIES CORP
1,679,319$210.0B1490.72%
23
STLAFIAT CHRYSLER AUTOMOBILES N
10,960,503$207.1B1470.52%
24
EWTISHARES INC
5,241,236$188.7B1339.63%
25
MMM3M CO
864,291$170.0B1207.14%
26
KOCOCA COLA CO
3,723,579$163.3B1159.52%
27
ABTABBOTT LABS
2,558,239$156.0B1107.77%
28
HONHONEYWELL INTL INC
986,785$142.1B1009.22%
29
MAMASTERCARD INCORPORATED
715,640$140.6B998.51%
30
METAFACEBOOK INC
707,483$137.5B976.08%
31
BDXBECTON DICKINSON & CO
539,711$129.3B917.96%
32
4I1PHILIP MORRIS INTL INC
1,583,000$127.8B907.44%
33
BABAALIBABA GROUP HLDG LTD
666,697$123.7B878.20%
34
VVISA INC
932,861$123.6B877.24%
35
LQDISHARES TR
1,067,155$122.3B868.06%
36
MBTGBPMOBILE TELESYSTEMS PJSC
13,467,694$118.9B844.32%
37
EXPRESS SCRIPTS HLDG CO
1,537,908$118.7B843.05%Call
38
RYROYAL BK CDA MONTREAL QUE
1,503,100$113.1B803.10%
39
TSMTAIWAN SEMICONDUCTOR MFG LTD
3,017,853$110.3B783.35%
40
PFEPFIZER INC
2,987,204$108.4B769.46%
41
STMSTMICROELECTRONICS N V
4,780,822$105.8B750.83%
42
ROCKWELL COLLINS INC
757,000$102.0B723.85%
43
AABAUSDALTABA INC
1,304,100$95.5B677.85%
44
SYKSTRYKER CORP
519,755$87.8B623.13%
45
NXPINXP SEMICONDUCTORS N V
741,300$81.0B575.10%
46
AETNA INC NEW
425,000$78.0B553.70%
47
SHIRE PLC
453,200$76.5B543.14%
48
PEPPEPSICO INC
666,017$72.5B514.80%
49
DELLDELL TECHNOLOGIES INC
840,201$71.1B504.55%Call
50
GSKGLAXOSMITHKLINE PLC
1,707,000$68.8B488.54%
51
APHAMPHENOL CORP NEW
771,234$67.2B477.20%
52
TWENTY FIRST CENTY FOX INC
1,326,165$65.9B467.86%Call
53
WWAYFAIR INC
536,066$63.7B452.00%
54
CLCOLGATE PALMOLIVE CO
851,908$55.2B392.01%Put
55
GMGENERAL MTRS CO
1,361,216$53.6B380.78%
56
TDCTERADATA CORP DEL
1,311,790$52.7B373.94%
57
TRCOTRIBUNE MEDIA CO
1,286,700$49.2B349.61%
58
TAT&T INC
1,504,192$48.3B342.92%Put
59
HRG GROUP INC
3,086,321$40.4B286.83%
60
AYATLANTICA YIELD PLC
1,925,118$38.8B275.82%
61
LLYLILLY ELI & CO
423,559$36.1B256.60%
62
CIMPRESS N V
240,000$34.8B247.00%
63
BAPCREDICORP LTD
148,800$33.5B237.83%
64
7HPHP INC
1,450,440$32.9B233.66%
65
FCXFREEPORT-MCMORAN INC
1,881,405$32.5B230.55%
66
SKMEURSK TELECOM LTD
1,392,441$32.5B230.55%
67
IBKRINTERACTIVE BROKERS GROUP IN
498,772$32.1B228.09%
68
NVONOVO-NORDISK A S
681,527$31.4B223.16%
69
ABEVAMBEV SA
6,730,800$31.2B221.26%
70
EWYISHARES INC
455,100$30.8B218.78%
71
MDLZMONDELEZ INTL INC
734,554$30.1B213.83%Put
72
LIESUN LIFE FINL INC
746,400$30.0B212.75%
73
VFCV F CORP
366,185$29.9B211.94%
74
CAVIUM INC
340,372$29.4B209.03%
75
LASALLE HOTEL PPTYS
857,025$29.3B208.28%
76
MGAMAGNA INTL INC
504,400$29.3B208.16%
77
NXSTAGE MEDICAL INC
1,016,840$28.4B201.42%
78
SQMSOCIEDAD QUIMICA MINERA DE C
585,212$28.1B199.64%
79
ORBOTECH LTD
453,900$28.1B199.16%
80
BAXBAXTER INTL INC
379,417$28.0B198.91%
81
ELLAUDER ESTEE COS INC
185,647$26.5B188.08%
82
BMOBANK MONTREAL QUE
342,000$26.4B187.59%
83
ABBVABBVIE INC
282,453$26.2B185.80%
84
NBISYANDEX N V
698,100$25.1B177.94%
85
TDTORONTO DOMINION BK ONT
428,100$24.8B175.81%
86
MUMICRON TECHNOLOGY INC
463,496$24.3B172.57%
87
EDUNEW ORIENTAL ED & TECH GRP I
245,800$23.3B165.19%
88
FMXFOMENTO ECONOMICO MEXICANO S
263,600$23.1B164.30%
89
LOGILOGITECH INTL S A
520,761$22.9B162.61%
90
ANDEAVOR
173,905$22.8B161.97%
91
VMWEURVMWARE INC
155,100$22.8B161.84%Call
92
DISDISNEY WALT CO
215,256$22.6B160.18%Put
93
SHAKSHAKE SHACK INC
340,000$22.5B159.75%
94
DHRDANAHER CORP DEL
227,732$22.5B159.56%
95
TELTE CONNECTIVITY LTD
249,103$22.4B159.28%
96
TWTRUSDTWITTER INC
509,342$22.2B157.92%Put
97
BRK/BBERKSHIRE HATHAWAY INC DEL
116,500$21.7B154.39%
98
NOMDNOMAD FOODS LTD
1,121,548$21.5B152.81%
99
DEODIAGEO P L C
149,099$21.5B152.45%
100
HTHTHUAZHU GROUP LTD
504,432$21.2B150.38%
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