Grantham, Mayo, Van Otterloo & Co. LLC Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$18.6T

Holdings

479

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (479 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
14,105,046$876.5B4.72%
2
UNHUNITEDHEALTH GROUP INC
3,902,774$624.6B3.37%
3
AAPLAPPLE INC
5,282,436$611.8B3.30%
4
ORCLORACLE CORP
15,780,809$606.8B3.27%
5
JNJJOHNSON & JOHNSON
5,255,334$605.5B3.26%
6
CSCOCISCO SYS INC
17,424,572$526.6B2.84%
7
AXPAMERICAN EXPRESS CO
6,221,905$460.9B2.48%
8
MMM3M CO
2,511,226$448.4B2.42%
9
QCOMQUALCOMM INC
6,805,290$443.7B2.39%
10
GOOGLALPHABET INC
557,488$441.8B2.38%
11
GOOGALPHABET INC
550,832$425.1B2.29%
12
4I1PHILIP MORRIS INTL INC
3,703,201$338.8B1.83%
13
ACNACCENTURE PLC IRELAND
2,803,741$328.4B1.77%
14
MONSANTO CO NEW
2,924,543$307.7B1.66%
15
MDTMEDTRONIC PLC
4,309,570$307.0B1.65%
16
KOCOCA COLA CO
6,386,459$264.8B1.43%
17
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,002,864$224.3B1.21%
18
UTXZUNITED TECHNOLOGIES CORP
1,989,903$218.1B1.18%
19
EMREMERSON ELEC CO
3,907,037$217.8B1.17%
20
TSMTAIWAN SEMICONDUCTOR MFG LTD
7,215,264$207.4B1.12%
21
EEMISHARES TR
5,717,790$200.2B1.08%
22
COSTCOSTCO WHSL CORP NEW
1,185,614$189.8B1.02%
23
HUMHUMANA INC
906,314$184.9B1.00%Put
24
MBTGBPMOBILE TELESYSTEMS PJSC
20,181,829$183.9B0.99%
25
ITWILLINOIS TOOL WKS INC
1,476,093$180.8B0.97%
26
PFEPFIZER INC
5,451,421$177.1B0.95%
27
SYKSTRYKER CORP
1,470,782$176.2B0.95%
28
ABTABBOTT LABS
4,484,944$172.3B0.93%
29
MCDMCDONALDS CORP
1,361,701$165.7B0.89%
30
SLBSCHLUMBERGER LTD
1,919,047$161.1B0.87%
31
MEDIA GEN INC NEW
7,679,010$144.6B0.78%
32
HONHONEYWELL INTL INC
1,209,313$140.1B0.76%
33
CHKPCHECK POINT SOFTWARE TECH LT
1,622,325$137.0B0.74%
34
NXPINXP SEMICONDUCTORS N V
1,356,000$132.9B0.72%
35
BDXBECTON DICKINSON & CO
764,568$126.6B0.68%
36
CIMPRESS N V
1,310,000$120.0B0.65%
37
EWTISHARES INC
3,847,720$113.0B0.61%
38
TXNTEXAS INSTRS INC
1,525,154$111.3B0.60%
39
B/E AEROSPACE INC
1,836,200$110.5B0.60%
40
MAMASTERCARD INCORPORATED
1,063,577$109.8B0.59%
41
JPMJPMORGAN CHASE & CO
1,214,765$104.8B0.56%
42
VIABVIACOM INC NEW
2,976,600$104.5B0.56%Put
43
INFYINFOSYS LTD
7,028,357$104.2B0.56%
44
DEDEERE & CO
1,006,000$103.7B0.56%Put
45
ELVANTHEM INC
701,535$100.9B0.54%
46
LEVEL 3 COMMUNICATIONS INC
1,771,981$99.9B0.54%
47
REYNOLDS AMERICAN INC
1,763,415$98.8B0.53%
48
NKENIKE INC
1,935,626$98.4B0.53%
49
SYNGENTA AG
1,219,200$96.4B0.52%
50
AIGAMERICAN INTL GROUP INC
1,453,303$94.9B0.51%
51
BABAALIBABA GROUP HLDG LTD
1,059,669$93.0B0.50%
52
CVSCVS HEALTH CORP
1,140,718$90.0B0.49%
53
HDHOME DEPOT INC
660,602$88.6B0.48%
54
BACVERIZON COMMUNICATIONS INC
1,649,544$88.1B0.47%
55
FXIISHARES TR
2,522,591$87.6B0.47%
56
LINEAR TECHNOLOGY CORP
1,396,769$87.1B0.47%
57
BRK/BBERKSHIRE HATHAWAY INC DEL
530,000$86.4B0.47%
58
PEPPEPSICO INC
815,951$85.4B0.46%
59
CXCEMEX SAB DE CV
10,563,389$84.8B0.46%
60
INTCINTEL CORP
2,320,549$84.2B0.45%
61
INTEROIL CORP
1,678,000$79.8B0.43%
62
LLYLILLY ELI & CO
1,085,111$79.8B0.43%
63
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
2,325,188$78.9B0.43%
64
VLOVALERO ENERGY CORP NEW
1,147,763$78.4B0.42%
65
ADIANALOG DEVICES INC
1,060,258$77.0B0.42%
66
HARMAN INTL INDS INC
683,700$76.0B0.41%
67
IBMINTERNATIONAL BUSINESS MACHS
456,281$75.7B0.41%
68
INTUINTUIT
629,107$72.1B0.39%
69
TRVTRAVELERS COMPANIES INC
588,353$72.0B0.39%
70
ZBHZIMMER BIOMET HLDGS INC
682,179$70.4B0.38%
71
GSKGLAXOSMITHKLINE PLC
1,820,174$70.1B0.38%
72
VFCV F CORP
1,278,885$68.2B0.37%
73
WHITEWAVE FOODS CO
1,216,100$67.6B0.36%
74
CLCOLGATE PALMOLIVE CO
1,030,943$67.5B0.36%
75
AYATLANTICA YIELD PLC
3,482,875$67.4B0.36%
76
ROKROCKWELL AUTOMATION INC
496,402$66.7B0.36%
77
DR PEPPER SNAPPLE GROUP INC
703,802$63.8B0.34%
78
TDCTERADATA CORP DEL
2,331,021$63.3B0.34%
79
TALTAL ED GROUP
901,460$63.2B0.34%
80
LYBLYONDELLBASELL INDUSTRIES N
731,512$62.7B0.34%
81
GILDGILEAD SCIENCES INC
874,684$62.6B0.34%
82
TJXTJX COS INC NEW
818,604$61.5B0.33%
83
CERNCHFCERNER CORP
1,291,903$61.2B0.33%
84
WWAYFAIR INC
1,725,000$60.5B0.33%
85
WESTERN REFNG INC
1,562,089$59.1B0.32%
86
ST JUDE MED INC
730,986$58.6B0.32%
87
IBKRINTERACTIVE BROKERS GROUP IN
1,597,544$58.3B0.31%
88
GMGENERAL MTRS CO
1,615,500$56.3B0.30%
89
OMCOMNICOM GROUP INC
653,964$55.7B0.30%
90
WRUSDWESTAR ENERGY INC
987,700$55.7B0.30%
91
AERAERCAP HOLDINGS NV
1,306,736$54.4B0.29%
92
APHAMPHENOL CORP NEW
786,637$52.9B0.28%
93
ALLYALLY FINL INC
2,635,600$50.1B0.27%
94
GIBGROUPE CGI INC
991,221$47.6B0.26%
95
GWWGRAINGER W W INC
197,324$45.8B0.25%
96
PAYXPAYCHEX INC
748,692$45.6B0.25%
97
LIESUN LIFE FINL INC
1,164,401$44.8B0.24%
98
GPCGENUINE PARTS CO
465,287$44.5B0.24%
99
COFCAPITAL ONE FINL CORP
508,180$44.3B0.24%
100
FFIVF5 NETWORKS INC
306,084$44.3B0.24%Put
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