Grantham, Mayo, Van Otterloo & Co. LLC Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$24.4B
Holdings
560
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (560 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | JNJJOHNSON & JOHNSON | 9,741,420 | $1.2T | 4848.23% | |
| 2 | CSCOCISCO SYS INC | 28,126,795 | $807.0B | 3310.94% | |
| 3 | UNHUNITEDHEALTH GROUP INC | 5,311,524 | $750.0B | 3077.19% | |
| 4 | MSFTMICROSOFT CORP | 14,602,194 | $747.2B | 3065.73% | |
| 5 | ORCLORACLE CORP | 17,348,414 | $710.1B | 2913.41% | |
| 6 | AAPLAPPLE INC | 7,160,268 | $684.5B | 2808.59% | |
| 7 | PGPROCTER & GAMBLE CO | 7,542,399 | $638.6B | 2620.23% | |
| 8 | 4I1PHILIP MORRIS INTL INC | 6,183,936 | $629.0B | 2580.90% | |
| 9 | MMM3M CO | 3,561,839 | $623.7B | 2559.23% | |
| 10 | KOCOCA COLA CO | 12,451,260 | $564.4B | 2315.79% | |
| 11 | QCOMQUALCOMM INC | 9,142,660 | $489.8B | 2009.53% | |
| 12 | PFEPFIZER INC | 12,281,814 | $432.4B | 1774.31% | |
| 13 | GOOGLALPHABET INC | 593,148 | $417.3B | 1712.16% | |
| 14 | AXPAMERICAN EXPRESS CO | 6,574,099 | $399.4B | 1638.91% | |
| 15 | MDTMEDTRONIC PLC | 4,444,824 | $385.7B | 1582.43% | |
| 16 | BACVERIZON COMMUNICATIONS INC | 6,426,023 | $358.8B | 1472.27% | |
| 17 | ACNACCENTURE PLC IRELAND | 3,152,490 | $357.1B | 1465.37% | |
| 18 | —E M C CORP MASS | 12,794,029 | $347.6B | 1426.26% | |
| 19 | GOOGALPHABET INC | 473,980 | $328.0B | 1345.95% | |
| 20 | —MONSANTO CO NEW | 2,928,142 | $302.8B | 1242.38% | |
| 21 | HDHOME DEPOT INC | 2,228,704 | $284.6B | 1167.64% | |
| 22 | TRVTRAVELERS COMPANIES INC | 2,332,477 | $277.7B | 1139.23% | |
| 23 | VLOVALERO ENERGY CORP NEW | 4,912,944 | $250.6B | 1028.04% | |
| 24 | INTCINTEL CORP | 7,503,295 | $246.1B | 1009.78% | |
| 25 | PEPPEPSICO INC | 1,946,224 | $206.2B | 845.97% | |
| 26 | EMREMERSON ELEC CO | 3,929,254 | $204.9B | 840.91% | |
| 27 | CLCOLGATE PALMOLIVE CO | 2,760,642 | $202.1B | 829.13% | |
| 28 | JPMJPMORGAN CHASE & CO | 3,208,835 | $199.4B | 818.12% | |
| 29 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 7,369,567 | $193.3B | 793.12% | |
| 30 | ITWILLINOIS TOOL WKS INC | 1,841,783 | $191.8B | 787.12% | |
| 31 | —DR PEPPER SNAPPLE GROUP INC | 1,969,215 | $190.3B | 780.74% | |
| 32 | ABTABBOTT LABS | 4,519,034 | $177.6B | 728.87% | Put |
| 33 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 3,099,539 | $177.4B | 727.94% | |
| 34 | MCDMCDONALDS CORP | 1,452,731 | $174.8B | 717.29% | |
| 35 | CVSCVS HEALTH CORP | 1,825,963 | $174.8B | 717.28% | |
| 36 | SYKSTRYKER CORP | 1,321,268 | $158.3B | 649.62% | |
| 37 | CVXCHEVRON CORP NEW | 1,478,909 | $155.0B | 636.10% | |
| 38 | ELVANTHEM INC | 1,130,477 | $148.5B | 609.20% | |
| 39 | NKENIKE INC | 2,674,864 | $147.7B | 605.81% | |
| 40 | IBMINTERNATIONAL BUSINESS MACHS | 958,444 | $145.5B | 596.87% | |
| 41 | AIGAMERICAN INTL GROUP INC | 2,745,504 | $145.2B | 595.79% | |
| 42 | SLBSCHLUMBERGER LTD | 1,788,886 | $141.5B | 580.43% | |
| 43 | HUMHUMANA INC | 781,682 | $140.6B | 576.92% | Put |
| 44 | COSTCOSTCO WHSL CORP NEW | 870,875 | $136.8B | 561.13% | |
| 45 | PAYXPAYCHEX INC | 2,207,390 | $131.3B | 538.89% | |
| 46 | MBTGBPMOBILE TELESYSTEMS PJSC | 15,554,979 | $128.8B | 528.44% | |
| 47 | BDXBECTON DICKINSON & CO | 709,700 | $120.4B | 493.83% | |
| 48 | —ITC HLDGS CORP | 2,548,900 | $119.3B | 489.65% | |
| 49 | CHKPCHECK POINT SOFTWARE TECH LT | 1,441,000 | $114.8B | 471.10% | |
| 50 | LYBLYONDELLBASELL INDUSTRIES N | 1,508,280 | $112.2B | 460.54% | |
| 51 | —TESORO CORP | 1,467,105 | $109.9B | 450.98% | |
| 52 | TRVCCITIGROUP INC | 2,576,215 | $109.2B | 448.07% | |
| 53 | BRK/BBERKSHIRE HATHAWAY INC DEL | 745,000 | $107.9B | 442.59% | |
| 54 | —ST JUDE MED INC | 1,372,968 | $107.1B | 439.40% | |
| 55 | DEDEERE & CO | 1,321,000 | $107.1B | 439.24% | Put |
| 56 | —CIMPRESS N V | 1,150,000 | $106.4B | 436.36% | |
| 57 | HONHONEYWELL INTL INC | 911,777 | $106.1B | 435.15% | |
| 58 | —AETNA INC NEW | 850,567 | $103.9B | 426.22% | |
| 59 | INFYINFOSYS LTD | 5,788,472 | $103.3B | 423.94% | |
| 60 | WOOFOOT LOCKER INC | 1,854,595 | $101.7B | 417.45% | |
| 61 | BLDTOPBUILD CORP | 2,779,362 | $100.6B | 412.81% | |
| 62 | EEMISHARES TR | 2,866,481 | $98.5B | 404.11% | |
| 63 | FISVFISERV INC | 856,534 | $93.1B | 382.12% | |
| 64 | DALDELTA AIR LINES INC DEL | 2,534,285 | $92.3B | 378.80% | |
| 65 | INGRINGREDION INC | 698,707 | $90.4B | 370.99% | |
| 66 | BBBYEURBED BATH & BEYOND INC | 2,039,042 | $88.1B | 361.58% | |
| 67 | BCEBCE INC | 1,842,200 | $86.8B | 355.93% | |
| 68 | —EXPRESS SCRIPTS HLDG CO | 1,127,881 | $85.5B | 350.78% | |
| 69 | UTXZUNITED TECHNOLOGIES CORP | 813,448 | $83.4B | 342.27% | |
| 70 | LIESUN LIFE FINL INC | 2,516,500 | $82.2B | 337.41% | |
| 71 | COFCAPITAL ONE FINL CORP | 1,287,314 | $81.8B | 335.45% | |
| 72 | —STARWOOD HOTELS&RESORTS WRLD | 1,090,000 | $80.6B | 330.73% | |
| 73 | SNASNAP ON INC | 504,463 | $79.6B | 326.66% | |
| 74 | CHLUSDCHINA MOBILE LIMITED | 1,367,470 | $79.2B | 324.86% | |
| 75 | LLYLILLY ELI & CO | 984,510 | $77.5B | 318.10% | |
| 76 | CXCEMEX SAB DE CV | 12,548,588 | $77.4B | 317.67% | |
| 77 | —MEDIA GEN INC NEW | 4,431,968 | $76.2B | 312.59% | |
| 78 | INTUINTUIT | 676,815 | $75.5B | 309.94% | |
| 79 | VFCV F CORP | 1,204,445 | $74.1B | 303.87% | |
| 80 | —TYCO INTL PLC | 1,718,200 | $73.2B | 300.32% | |
| 81 | LEALEAR CORP | 707,060 | $72.0B | 295.21% | |
| 82 | INGMINGRAM MICRO INC | 2,006,399 | $69.8B | 286.32% | |
| 83 | AVYAVERY DENNISON CORP | 912,647 | $68.2B | 279.91% | |
| 84 | WMTWAL-MART STORES INC | 918,630 | $67.1B | 275.22% | |
| 85 | ROKROCKWELL AUTOMATION INC | 567,623 | $65.2B | 267.41% | |
| 86 | ZBHZIMMER BIOMET HLDGS INC | 536,631 | $64.6B | 265.05% | |
| 87 | ARWARROW ELECTRS INC | 1,028,451 | $63.7B | 261.20% | |
| 88 | AQLTISHARES TR | 1,622,200 | $63.5B | 260.71% | |
| 89 | —ALERE INC | 1,520,100 | $63.4B | 259.96% | |
| 90 | AVTAVNET INC | 1,538,273 | $62.3B | 255.68% | |
| 91 | TDCTERADATA CORP DEL | 2,444,813 | $61.3B | 251.48% | |
| 92 | ISRGINTUITIVE SURGICAL INC | 91,193 | $60.3B | 247.48% | |
| 93 | ADIANALOG DEVICES INC | 1,058,135 | $59.9B | 245.90% | |
| 94 | CITCINTAS CORP | 603,537 | $59.2B | 243.00% | |
| 95 | LSXMKUSDLIBERTY MEDIA CORP DELAWARE | 1,889,700 | $58.3B | 239.35% | |
| 96 | DOXAMDOCS LTD | 1,010,497 | $58.3B | 239.31% | |
| 97 | TJXTJX COS INC NEW | 752,797 | $58.1B | 238.54% | |
| 98 | MAMASTERCARD INC | 658,098 | $58.0B | 237.78% | |
| 99 | AYATLANTICA YIELD PLC | 3,112,419 | $57.8B | 237.27% | |
| 100 | HDBHDFC BANK LTD | 869,087 | $57.7B | 236.59% |
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