Grantham, Mayo, Van Otterloo & Co. LLC Q2 2021 Filing

Filed August 12, 2021

Portfolio Value

$20.0T

Holdings

703

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (703 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
3,207,398$868.9B4.33%
2
UNHUNITEDHEALTH GROUP INC
1,475,872$591.0B2.95%
3
AAPLAPPLE INC
4,262,596$583.8B2.91%
4
USBUS BANCORP DEL
9,650,178$549.8B2.74%
5
ORCLORACLE CORP
6,558,807$510.5B2.55%
6
ACNACCENTURE PLC IRELAND
1,724,056$508.2B2.54%
7
KOCOCA COLA CO
9,377,897$507.4B2.53%
8
METAFACEBOOK INC
1,338,649$465.5B2.32%
9
WFCWELLS FARGO CO NEW
9,715,198$440.0B2.20%
10
LRCXEURLAM RESEARCH CORP
654,054$425.6B2.12%
11
GOOGLALPHABET INC
167,875$409.9B2.04%
12
ELVANTHEM INC
1,045,280$399.1B1.99%
13
JNJJOHNSON & JOHNSON
2,397,631$395.0B1.97%
14
MDTMEDTRONIC PLC
2,981,038$370.0B1.85%
15
TXNTEXAS INSTRS INC
1,903,318$366.0B1.83%
16
AXPAMERICAN EXPRESS CO
2,131,623$352.2B1.76%
17
TJXTJX COS INC NEW
4,863,009$327.9B1.64%
18
CSCOCISCO SYS INC
5,960,147$315.9B1.58%
19
MRKMERCK & CO INC
3,571,878$277.8B1.39%
20
GOOGALPHABET INC
105,395$264.2B1.32%
21
BABAALIBABA GROUP HLDG LTD
1,021,517$231.7B1.16%
22
LLYLILLY ELI & CO
989,422$227.1B1.13%
23
DGXQUEST DIAGNOSTICS INC
1,716,097$226.5B1.13%
24
ADBEADOBE SYSTEMS INCORPORATED
376,890$220.7B1.10%
25
ABTABBOTT LABS
1,731,212$200.7B1.00%
26
OTISOTIS WORLDWIDE CORP
2,420,935$198.0B0.99%
27
MMM3M CO
994,271$197.5B0.99%
28
VVISA INC
840,891$196.6B0.98%
29
CRMSALESFORCE COM INC
734,172$179.3B0.89%
30
CICIGNA CORP NEW
656,281$155.6B0.78%
31
LYFTLYFT INC
2,513,491$152.0B0.76%
32
WTWWILLIS TOWERS WATSON PLC LTD
655,278$150.7B0.75%
33
IHS MARKIT LTD
1,297,281$146.2B0.73%
34
KSUEURKANSAS CITY SOUTHERN
511,226$144.9B0.72%
35
STZCONSTELLATION BRANDS INC
565,411$132.2B0.66%
36
XLNXEURXILINX INC
883,805$127.8B0.64%
37
GPNGLOBAL PMTS INC
675,969$126.8B0.63%
38
WORKSLACK TECHNOLOGIES INC
2,752,009$121.9B0.61%
39
BIDUNBAIDU INC
583,910$119.1B0.59%
40
NUANEURNUANCE COMMUNICATIONS INC
1,907,749$103.9B0.52%
41
AJRDEURAEROJET ROCKETDYNE HLDGS INC
2,144,179$103.5B0.52%
42
VERVEREIT INC
2,133,743$98.0B0.49%
43
ATHENE HOLDING LTD
1,451,848$98.0B0.49%
44
KLACKLA CORP
299,433$97.1B0.48%
45
ALXNALEXION PHARMACEUTICALS INC
528,033$97.0B0.48%
46
CHNGUSDCHANGE HEALTHCARE INC
4,091,445$94.3B0.47%
47
REGIEURRENEWABLE ENERGY GROUP INC
1,494,246$93.2B0.46%
48
MOSMOSAIC CO NEW
2,873,701$91.7B0.46%
49
TXNMPNM RES INC
1,838,356$89.7B0.45%
50
BMTABRITISH AMERN TOB PLC
2,251,358$88.5B0.44%
51
IEMGISHARES INC
1,306,490$87.5B0.44%
52
AMRCAMERESCO INC
1,358,572$85.2B0.43%
53
CSIQCANADIAN SOLAR INC
1,822,633$81.7B0.41%
54
MXIMMAXIM INTEGRATED PRODS INC
773,116$81.5B0.41%
55
AMZNAMAZON COM INC
22,314$76.8B0.38%
56
CLNECLEAN ENERGY FUELS CORP
7,457,253$75.7B0.38%
57
NTESNETEASE INC
656,665$75.7B0.38%
58
KOSKOSMOS ENERGY LTD
21,007,146$72.7B0.36%
59
RUNSUNRUN INC
1,291,715$72.1B0.36%
60
DARDARLING INGREDIENTS INC
1,058,786$71.5B0.36%
61
IVVISHARES TR
162,100$69.7B0.35%
62
BWABORGWARNER INC
1,421,217$69.0B0.34%
63
VALEVALE S A
2,953,800$67.4B0.34%
64
PPD INC
1,459,846$67.3B0.34%
65
TSMTAIWAN SEMICONDUCTOR MFG LTD
529,172$63.6B0.32%
66
SCHWSCHWAB CHARLES CORP
850,439$61.9B0.31%
67
EAFEURGRAFTECH INTL LTD
5,194,991$60.4B0.30%
68
COHREURCOHERENT INC
223,857$59.2B0.30%
69
TDTORONTO DOMINION BK ONT
785,000$55.1B0.27%
70
SEDGSOLAREDGE TECHNOLOGIES INC
193,322$53.4B0.27%
71
RSX1USDVANECK VECTORS ETF TR
1,834,700$53.2B0.27%
72
RHCRH PLC
1,037,776$52.8B0.26%
73
AGCOAGCO CORP
399,309$52.1B0.26%
74
LBRDKLIBERTY BROADBAND CORP
298,441$51.8B0.26%
75
FCXFREEPORT-MCMORAN INC
1,396,168$51.8B0.26%
76
SQMSOCIEDAD QUIMICA Y MINERA DE
1,063,429$50.3B0.25%
77
7HPHP INC
1,627,289$49.1B0.25%
78
SJR/BEURSHAW COMMUNICATIONS INC
1,641,348$47.6B0.24%
79
LARGO RES LTD
2,988,728$46.6B0.23%
80
BPBP PLC
1,676,781$44.3B0.22%
81
CARRCARRIER GLOBAL CORPORATION
847,043$41.2B0.21%
82
BMOBANK MONTREAL QUE
394,900$40.5B0.20%
83
DEDEERE & CO
111,258$39.2B0.20%
84
DHID R HORTON INC
432,754$39.1B0.20%
85
IBMINTERNATIONAL BUSINESS MACHS
265,836$39.0B0.19%
86
SYFSYNCHRONY FINANCIAL
803,027$39.0B0.19%
87
INTCINTEL CORP
693,807$39.0B0.19%
88
LTHM1EURLIVENT CORP
1,982,067$38.4B0.19%
89
KRKROGER CO
992,224$38.0B0.19%
90
BACVERIZON COMMUNICATIONS INC
666,575$37.3B0.19%
91
CBRECBRE GROUP INC
434,196$37.2B0.19%
92
INFYINFOSYS LTD
1,751,334$37.1B0.19%
93
BNSBANK NOVA SCOTIA B C
560,300$36.5B0.18%
94
LYBLYONDELLBASELL INDUSTRIES N
353,642$36.4B0.18%
95
COFCAPITAL ONE FINL CORP
231,583$35.8B0.18%
96
ARWARROW ELECTRS INC
304,591$34.7B0.17%
97
DYHTARGET CORP
141,564$34.2B0.17%
98
CMCSACOMCAST CORP NEW
596,465$34.0B0.17%
99
STSENSATA TECHNOLOGIES HLDG PL
580,033$33.6B0.17%
100
CNRCANADIAN NATL RY CO
318,200$33.6B0.17%Put
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