Grantham, Mayo, Van Otterloo & Co. LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$17.7T

Holdings

551

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (551 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
13,455,036$886.1B5.00%
2
AAPLAPPLE INC
4,398,231$631.9B3.56%
3
ORCLORACLE CORP
14,139,419$630.8B3.56%
4
JNJJOHNSON & JOHNSON
4,919,730$612.8B3.46%
5
UNHUNITEDHEALTH GROUP INC
3,521,684$577.6B3.26%
6
MMM3M CO
2,357,006$451.0B2.54%
7
GOOGLALPHABET INC
523,567$443.9B2.50%
8
GOOGALPHABET INC
520,085$431.4B2.43%
9
4I1PHILIP MORRIS INTL INC
3,666,588$414.0B2.33%
10
CSCOCISCO SYS INC
11,612,847$392.5B2.21%
11
AXPAMERICAN EXPRESS CO
4,841,203$383.0B2.16%
12
MONSANTO CO NEW
3,047,670$345.0B1.95%Put
13
QCOMQUALCOMM INC
6,000,067$344.0B1.94%
14
MDTMEDTRONIC PLC
4,205,711$338.8B1.91%
15
ACNACCENTURE PLC IRELAND
2,698,520$323.5B1.82%
16
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,349,611$258.9B1.46%
17
TSMTAIWAN SEMICONDUCTOR MFG LTD
7,425,475$243.9B1.38%
18
KOCOCA COLA CO
5,632,442$239.0B1.35%
19
ABTABBOTT LABS
5,008,798$222.4B1.25%
20
UTXZUNITED TECHNOLOGIES CORP
1,935,519$217.2B1.22%
21
EMREMERSON ELEC CO
3,552,891$212.7B1.20%
22
HYGISHARES TR
790,000$204.6B1.15%Put
23
COSTCOSTCO WHSL CORP NEW
1,178,568$197.6B1.11%
24
REYNOLDS AMERICAN INC
3,029,322$190.9B1.08%
25
BABAALIBABA GROUP HLDG LTD
1,734,640$187.0B1.05%
26
NXPINXP SEMICONDUCTORS N V
1,729,825$179.0B1.01%
27
ITWILLINOIS TOOL WKS INC
1,325,628$175.6B0.99%
28
EEMISHARES TR
4,434,908$174.7B0.99%
29
PFEPFIZER INC
4,786,189$163.7B0.92%
30
MCDMCDONALDS CORP
1,209,929$156.8B0.88%
31
SYKSTRYKER CORP
1,150,968$151.5B0.85%
32
HONHONEYWELL INTL INC
1,135,960$141.8B0.80%
33
INFYINFOSYS LTD
8,731,457$138.0B0.78%
34
EWTISHARES INC
4,047,338$134.5B0.76%
35
SLBSCHLUMBERGER LTD
1,691,654$132.1B0.75%
36
PEPPEPSICO INC
1,147,811$128.4B0.72%
37
MBTGBPMOBILE TELESYSTEMS PJSC
11,611,629$128.1B0.72%
38
TXNTEXAS INSTRS INC
1,504,234$121.2B0.68%
39
MAMASTERCARD INCORPORATED
1,033,879$116.3B0.66%
40
SYNGENTA AG
1,271,917$112.6B0.63%
41
BDXBECTON DICKINSON & CO
597,795$109.7B0.62%
42
CIMPRESS N V
1,260,000$108.6B0.61%
43
ELVANTHEM INC
632,547$104.6B0.59%
44
NKENIKE INC
1,852,628$103.2B0.58%
45
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
2,508,110$97.3B0.55%
46
TALTAL ED GROUP
852,560$90.9B0.51%
47
GMGENERAL MTRS CO
2,563,200$90.6B0.51%
48
AIGAMERICAN INTL GROUP INC
1,448,078$90.4B0.51%
49
WRUSDWESTAR ENERGY INC
1,651,400$89.6B0.51%
50
WWAYFAIR INC
2,200,000$89.1B0.50%
51
HUMHUMANA INC
431,861$89.0B0.50%
52
LQDISHARES TR
749,650$88.4B0.50%
53
CVSCVS HEALTH CORP
1,103,290$86.6B0.49%
54
EWYISHARES
1,350,000$83.5B0.47%
55
ZBHZIMMER BIOMET HLDGS INC
664,573$81.2B0.46%
56
CHKPCHECK POINT SOFTWARE TECH LT
769,500$79.0B0.45%
57
JPMJPMORGAN CHASE & CO
887,299$77.9B0.44%
58
CXCEMEX SAB DE CV
8,455,089$76.7B0.43%
59
DEDEERE & CO
701,400$76.4B0.43%Put
60
CERNCHFCERNER CORP
1,260,405$74.2B0.42%
61
MOBILEYE N V AMSTELVEEN
1,205,100$74.0B0.42%
62
MEAD JOHNSON NUTRITION CO
827,200$73.7B0.42%
63
HDHOME DEPOT INC
498,775$73.2B0.41%
64
TDCTERADATA CORP DEL
2,269,716$70.6B0.40%
65
LLYLILLY ELI & CO
838,219$70.5B0.40%
66
LEVEL 3 COMMUNICATIONS INC
1,203,157$68.8B0.39%
67
VFCV F CORP
1,247,358$68.6B0.39%
68
INTCINTEL CORP
1,753,699$63.3B0.36%
69
TJXTJX COS INC NEW
794,172$62.8B0.35%
70
HDBHDFC BANK LTD
819,846$61.7B0.35%
71
IBMINTERNATIONAL BUSINESS MACHS
347,881$60.6B0.34%
72
BACVERIZON COMMUNICATIONS INC
1,232,817$60.1B0.34%
73
ROKROCKWELL AUTOMATION INC
384,096$59.8B0.34%
74
VLOVALERO ENERGY CORP NEW
853,386$56.6B0.32%
75
IBKRINTERACTIVE BROKERS GROUP IN
1,597,544$55.5B0.31%
76
APHAMPHENOL CORP NEW
778,521$55.4B0.31%
77
AYATLANTICA YIELD PLC
2,616,850$54.8B0.31%
78
ADIANALOG DEVICES INC
652,937$53.5B0.30%
79
ALLYALLY FINL INC
2,630,600$53.5B0.30%
80
LYBLYONDELLBASELL INDUSTRIES N
555,780$50.7B0.29%
81
CHLUSDCHINA MOBILE LIMITED
909,869$50.3B0.28%
82
BRK/BBERKSHIRE HATHAWAY INC DEL
275,000$45.8B0.26%
83
NPOENPRO INDS INC
640,087$45.5B0.26%
84
WMTWAL-MART STORES INC
622,436$44.9B0.25%
85
GWWGRAINGER W W INC
192,179$44.7B0.25%
86
GPCGENUINE PARTS CO
457,214$42.3B0.24%
87
B/E AEROSPACE INC
641,807$41.1B0.23%
88
CACCCREDIT ACCEP CORP MICH
203,000$40.5B0.23%
89
LBTYBLIBERTY GLOBAL PLC
1,725,000$39.7B0.22%
90
WESTERN REFNG INC
1,122,900$39.4B0.22%
91
GIBGROUPE CGI INC
819,200$39.1B0.22%
92
INTERXION HOLDING N.V
970,000$38.4B0.22%
93
WHITEWAVE FOODS CO
680,801$38.2B0.22%
94
TRVTRAVELERS COMPANIES INC
315,722$38.1B0.21%
95
PRGOPERRIGO CO PLC
565,592$37.5B0.21%Put
96
BROCADE COMMUNICATIONS SYS I
2,959,000$36.9B0.21%
97
YAHOO INC
778,763$36.1B0.20%Put
98
ALERE INC
899,800$35.7B0.20%
99
SHLDEURSEARS HLDGS CORP
3,111,300$35.7B0.20%Put
100
COFCAPITAL ONE FINL CORP
410,937$35.6B0.20%
Page 1 of 6Next