Grantham, Mayo, Van Otterloo & Co. LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$18.1T

Holdings

557

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (557 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
12,565,495$866.1B4.78%
2
ORCLORACLE CORP
14,190,193$711.5B3.93%
3
AAPLAPPLE INC
4,692,769$675.9B3.73%
4
JNJJOHNSON & JOHNSON
5,049,909$668.1B3.69%
5
UNHUNITEDHEALTH GROUP INC
3,587,013$665.1B3.67%
6
MMM3M CO
2,257,794$470.1B2.59%
7
GOOGALPHABET INC
514,091$467.2B2.58%
8
AXPAMERICAN EXPRESS CO
4,976,964$419.3B2.31%
9
4I1PHILIP MORRIS INTL INC
3,343,082$392.6B2.17%
10
MDTMEDTRONIC PLC
4,372,844$388.1B2.14%
11
GOOGLALPHABET INC
416,117$386.9B2.13%
12
CSCOCISCO SYS INC
11,852,086$371.0B2.05%
13
ACNACCENTURE PLC IRELAND
2,796,469$345.9B1.91%
14
QCOMQUALCOMM INC
5,898,843$325.7B1.80%
15
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,507,196$299.3B1.65%
16
AABAUSDALTABA INC
5,018,480$273.4B1.51%Put
17
KOCOCA COLA CO
5,788,760$259.6B1.43%
18
BABAALIBABA GROUP HLDG LTD
1,817,740$256.1B1.41%
19
ABTABBOTT LABS
5,251,959$255.3B1.41%
20
MONSANTO CO NEW
2,091,044$247.5B1.37%
21
UTXZUNITED TECHNOLOGIES CORP
1,988,544$242.8B1.34%
22
EEMISHARES TR
5,572,288$230.6B1.27%
23
ELVANTHEM INC
1,095,567$206.1B1.14%
24
EMREMERSON ELEC CO
3,436,646$204.9B1.13%
25
REYNOLDS AMERICAN INC
3,119,322$202.9B1.12%
26
COSTCOSTCO WHSL CORP NEW
1,212,020$193.8B1.07%
27
TSMTAIWAN SEMICONDUCTOR MFG LTD
5,246,957$183.4B1.01%
28
INFYINFOSYS LTD
11,807,757$177.4B0.98%
29
EWYISHARES
2,517,100$170.7B0.94%
30
SYKSTRYKER CORP
1,167,721$162.1B0.89%
31
PFEPFIZER INC
4,783,377$160.7B0.89%
32
HONHONEYWELL INTL INC
1,135,233$151.3B0.83%
33
HUMHUMANA INC
569,109$136.9B0.76%
34
LEVEL 3 COMMUNICATIONS INC
2,286,500$135.6B0.75%
35
PEPPEPSICO INC
1,162,140$134.2B0.74%
36
WWAYFAIR INC
1,700,000$130.7B0.72%
37
USBUS BANCORP DEL
2,490,689$129.3B0.71%
38
MAMASTERCARD INCORPORATED
1,061,408$128.9B0.71%
39
TWXCHFTIME WARNER INC
1,241,148$124.6B0.69%
40
BDXBECTON DICKINSON & CO
606,340$118.3B0.65%
41
TXNTEXAS INSTRS INC
1,536,234$118.2B0.65%
42
BCRUSDBARD C R INC
370,000$117.0B0.65%
43
SLBSCHLUMBERGER LTD
1,741,895$114.7B0.63%
44
NKENIKE INC
1,897,460$112.0B0.62%
45
CIMPRESS N V
1,160,000$109.7B0.61%
46
GMGENERAL MTRS CO
2,912,000$101.7B0.56%
47
LQDISHARES TR
791,650$95.4B0.53%
48
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
2,282,837$95.2B0.53%
49
CVSCVS HEALTH CORP
1,132,600$91.1B0.50%
50
TRCOTRIBUNE MEDIA CO
2,231,938$91.0B0.50%
51
ITWILLINOIS TOOL WKS INC
620,436$88.9B0.49%
52
ZBHZIMMER BIOMET HLDGS INC
680,934$87.4B0.48%
53
MOBILEYE N V AMSTELVEEN
1,375,600$86.4B0.48%
54
EWTISHARES INC
2,290,600$81.9B0.45%
55
HDBHDFC BANK LTD
904,124$78.6B0.43%
56
JPMJPMORGAN CHASE & CO
857,461$78.4B0.43%
57
VFCV F CORP
1,305,066$75.2B0.41%
58
RICEEURRICE ENERGY INC
2,769,555$73.8B0.41%
59
CXCEMEX SAB DE CV
7,786,325$73.3B0.40%
60
HUNHUNTSMAN CORP
2,801,119$72.4B0.40%
61
LLYLILLY ELI & CO
867,273$71.4B0.39%
62
HDHOME DEPOT INC
458,775$70.4B0.39%
63
TDCTERADATA CORP DEL
2,317,801$68.4B0.38%
64
MBTGBPMOBILE TELESYSTEMS PJSC
7,901,416$66.2B0.37%
65
ROKROCKWELL AUTOMATION INC
395,796$64.1B0.35%
66
IBKRINTERACTIVE BROKERS GROUP IN
1,597,544$59.8B0.33%
67
APHAMPHENOL CORP NEW
798,021$58.9B0.33%
68
TJXTJX COS INC NEW
813,297$58.7B0.32%
69
AYATLANTICA YIELD PLC
2,742,908$58.6B0.32%
70
INTCINTEL CORP
1,704,299$57.5B0.32%
71
STMSTMICROELECTRONICS N V
3,937,400$56.6B0.31%
72
VLOVALERO ENERGY CORP NEW
823,686$55.6B0.31%
73
IBMINTERNATIONAL BUSINESS MACHS
357,207$54.9B0.30%
74
TALTAL ED GROUP
432,960$53.0B0.29%
75
CACCCREDIT ACCEP CORP MICH
203,000$52.2B0.29%
76
ADIANALOG DEVICES INC
661,992$51.5B0.28%
77
CARSCARS COM INC
1,912,133$50.9B0.28%
78
ALLYALLY FINL INC
2,350,000$49.1B0.27%
79
LOGILOGITECH INTL S A
1,319,093$48.6B0.27%
80
WMTWAL-MART STORES INC
622,436$47.1B0.26%
81
BRK/BBERKSHIRE HATHAWAY INC DEL
275,000$46.6B0.26%
82
CHLUSDCHINA MOBILE LIMITED
869,369$46.2B0.25%
83
NPOENPRO INDS INC
640,087$45.7B0.25%
84
TAT&T INC
1,153,481$43.5B0.24%Put
85
AIGAMERICAN INTL GROUP INC
686,089$42.9B0.24%
86
LYBLYONDELLBASELL INDUSTRIES N
491,680$41.5B0.23%
87
INTERXION HOLDING N.V
870,000$39.8B0.22%
88
MDLZMONDELEZ INTL INC
913,809$39.5B0.22%Put
89
WDCWESTERN DIGITAL CORP
428,700$38.0B0.21%
90
NXPINXP SEMICONDUCTORS N V
346,287$37.9B0.21%
91
NTESNETEASE INC
122,900$36.9B0.20%
92
LBTYBLIBERTY GLOBAL PLC
1,725,000$36.9B0.20%
93
GPCGENUINE PARTS CO
395,514$36.7B0.20%
94
FFIVF5 NETWORKS INC
282,879$35.9B0.20%Put
95
CHKPCHECK POINT SOFTWARE TECH LT
327,700$35.7B0.20%
96
SOHUNSOHU COM INC
776,975$35.0B0.19%
97
CHANGYOU COM LTD
869,362$33.7B0.19%
98
PRGOPERRIGO CO PLC
445,199$33.6B0.19%Put
99
DOW CHEM CO
529,300$33.4B0.18%
100
STLAFIAT CHRYSLER AUTOMOBILES N
3,130,630$33.3B0.18%
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