Grantham, Mayo, Van Otterloo & Co. LLC Q1 2020 Filing

Filed May 14, 2020

Portfolio Value

$12.0T

Holdings

743

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (743 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
3,442,202$542.9B4.53%
2
AAPLAPPLE INC
1,690,548$429.9B3.58%
3
UNHUNITEDHEALTH GROUP INC
1,459,485$364.0B3.04%
4
ORCLORACLE CORP
6,960,330$336.4B2.81%
5
BABAALIBABA GROUP HLDG LTD
1,680,573$326.8B2.73%
6
JNJJOHNSON & JOHNSON
2,326,857$305.1B2.54%
7
MDTMEDTRONIC PLC
3,246,370$292.8B2.44%
8
USBUS BANCORP DEL
8,295,962$285.8B2.38%
9
KOCOCA COLA CO
6,421,304$284.1B2.37%
10
ACNACCENTURE PLC IRELAND
1,667,176$272.2B2.27%
11
MRKMERCK & CO. INC
3,047,102$234.4B1.95%
12
GOOGLALPHABET INC
200,817$233.3B1.95%
13
ELVANTHEM INC
1,013,022$230.0B1.92%
14
WFCWELLS FARGO CO NEW
7,949,108$228.1B1.90%
15
CSCOCISCO SYS INC
5,667,060$222.8B1.86%
16
MMM3M CO
1,610,213$219.8B1.83%
17
METAFACEBOOK INC
1,307,870$218.2B1.82%
18
AXPAMERICAN EXPRESS CO
2,501,194$214.1B1.79%
19
TJXTJX COS INC NEW
4,356,759$208.3B1.74%
20
GOOGALPHABET INC
178,130$207.1B1.73%
21
TXNTEXAS INSTRS INC
1,991,937$199.1B1.66%
22
LLYLILLY ELI & CO
1,332,388$184.8B1.54%
23
IEMGISHARES INC
4,162,207$168.4B1.40%
24
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,222,311$149.7B1.25%
25
4I1PHILIP MORRIS INTL INC
1,961,612$143.1B1.19%
26
VVISA INC
775,717$125.0B1.04%
27
HONHONEYWELL INTL INC
924,392$123.7B1.03%
28
UTXZUNITED TECHNOLOGIES CORP
1,228,330$115.9B0.97%
29
RYROYAL BK CDA
1,878,135$115.0B0.96%
30
ABTABBOTT LABS
1,452,418$114.6B0.96%
31
DGXQUEST DIAGNOSTICS INC
1,373,100$110.3B0.92%
32
BMTABRITISH AMERN TOB PLC
2,894,000$98.9B0.83%
33
STMSTMICROELECTRONICS N V
4,033,666$86.2B0.72%
34
NTESNETEASE INC
265,000$85.1B0.71%
35
LYFTLYFT INC
3,139,284$84.3B0.70%
36
SBUXSTARBUCKS CORP
1,271,005$83.6B0.70%
37
ALLERGAN PLC
461,660$81.8B0.68%
38
SCHWSCHWAB CHARLES CORP
2,374,730$79.8B0.67%
39
NKENIKE INC
915,612$75.8B0.63%
40
LQDISHARES TR
565,862$69.9B0.58%
41
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,452,550$69.4B0.58%
42
WWAYFAIR INC
1,295,598$69.2B0.58%
43
ADSWADVANCED DISP SVCS INC DEL
2,042,418$67.0B0.56%
44
WRIGHT MED GROUP N V
2,296,216$65.8B0.55%
45
AYAEURSTARS GROUP INC
3,179,431$64.9B0.54%
46
BDXBECTON DICKINSON & CO
262,358$60.3B0.50%
47
CVNACARVANA CO
1,074,960$59.2B0.49%
48
LIESUN LIFE FINL INC
1,762,341$56.1B0.47%
49
WTWWILLIS TOWERS WATSON PLC LTD
325,460$55.3B0.46%
50
TECH DATA CORP
420,973$55.1B0.46%
51
MELLANOX TECHNOLOGIES LTD
439,478$53.3B0.44%
52
QIAGEN NV
1,215,405$50.6B0.42%
53
EL PASO ELEC CO
693,601$47.1B0.39%
54
TIFEURTIFFANY & CO NEW
358,464$46.4B0.39%
55
RHCRH PLC
1,713,160$46.0B0.38%
56
COSTCOSTCO WHSL CORP NEW
156,495$44.6B0.37%
57
JDJD COM INC
1,078,100$43.7B0.36%
58
DDDUPONT DE NEMOURS INC
1,251,381$42.7B0.36%Put
59
CYPRESS SEMICONDUCTOR CORP
1,811,947$42.3B0.35%
60
IBERIABANK CORP
1,148,091$41.5B0.35%
61
MOSMOSAIC CO NEW
3,789,349$41.0B0.34%
62
REGIEURRENEWABLE ENERGY GROUP INC
1,949,033$40.0B0.33%
63
PPGPPG INDS INC
476,800$39.9B0.33%Put
64
FCXFREEPORT-MCMORAN INC
5,824,027$39.3B0.33%
65
RDFNREDFIN CORP
2,305,213$35.5B0.30%
66
LMEURLEGG MASON INC
724,689$35.4B0.30%
67
WBC1EURWABCO HLDGS INC
255,087$34.4B0.29%
68
STLAFIAT CHRYSLER AUTOMOBILES N
4,149,174$29.9B0.25%
69
CZREURCAESARS ENTMT CORP
4,291,493$29.0B0.24%
70
CDLXCARDLYTICS INC
808,000$28.2B0.24%
71
SANMSANMINA CORPORATION
1,027,885$28.0B0.23%
72
AXTAAXALTA COATING SYS LTD
1,532,501$26.5B0.22%
73
WIXWIX COM LTD
255,900$25.8B0.22%
74
BRCBRADY CORP
561,845$25.4B0.21%
75
SEDGSOLAREDGE TECHNOLOGIES INC
302,828$24.8B0.21%
76
RDYDR REDDYS LABS LTD
598,808$24.1B0.20%
77
SKMEURSK TELECOM LTD
1,478,265$24.1B0.20%
78
HUMHUMANA INC
74,585$23.4B0.20%
79
TGNATEGNA INC
2,149,355$23.3B0.19%
80
WKCWORLD FUEL SVCS CORP
923,483$23.3B0.19%
81
NIELSEN HLDGS PLC
1,846,849$23.2B0.19%
82
FSSFEDERAL SIGNAL CORP
836,147$22.8B0.19%
83
SQMSOCIEDAD QUIMICA MINERA DE C
973,412$21.9B0.18%
84
LBTYBLIBERTY GLOBAL PLC
1,393,972$21.9B0.18%
85
UVVUNIVERSAL CORP VA
465,401$20.6B0.17%
86
IEIINSIGHT ENTERPRISES INC
487,920$20.6B0.17%
87
DEODIAGEO P L C
159,999$20.3B0.17%
88
IOSPINNOSPEC INC
280,774$19.5B0.16%
89
PEPPEPSICO INC
155,430$18.7B0.16%
90
SNYSANOFI
426,342$18.6B0.16%
91
RDNRADIAN GROUP INC
1,415,196$18.3B0.15%
92
MOG/AMOOG INC
358,053$18.1B0.15%
93
UNIVERSAL FST PRODS INC
483,811$18.0B0.15%
94
CXWCORECIVIC INC
1,573,689$17.6B0.15%
95
PFSIPENNYMAC FINL SVCS INC
789,378$17.5B0.15%
96
GSKGLAXOSMITHKLINE PLC
460,400$17.4B0.15%
97
0VVBVIACOMCBS INC
1,234,494$17.3B0.14%
98
GOLFACUSHNET HOLDINGS CORP
669,115$17.2B0.14%
99
SNNSMITH & NEPHEW GROUP PLC
479,800$17.2B0.14%
100
ENEL AMERICAS S A
2,789,373$16.9B0.14%
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