Grantham, Mayo, Van Otterloo & Co. LLC Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$14.4T

Holdings

718

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (718 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
4,199,555$583.9B4.05%
2
AAPLAPPLE INC
2,215,124$496.1B3.44%
3
ORCLORACLE CORP
8,366,559$460.4B3.19%
4
MDTMEDTRONIC PLC
3,323,884$361.0B2.50%
5
UNHUNITEDHEALTH GROUP INC
1,558,573$338.7B2.35%
6
GOOGALPHABET INC
276,267$336.8B2.34%
7
ACNACCENTURE PLC IRELAND
1,724,139$331.6B2.30%
8
MRKMERCK & CO INC
3,911,895$329.3B2.28%
9
WFCWELLS FARGO CO NEW
6,336,782$319.6B2.22%
10
USBUS BANCORP DEL
5,477,885$303.1B2.10%
11
BABAALIBABA GROUP HLDG LTD
1,779,298$297.6B2.06%
12
AXPAMERICAN EXPRESS CO
2,464,146$291.5B2.02%
13
JNJJOHNSON & JOHNSON
2,223,931$287.7B2.00%
14
MMM3M CO
1,697,284$279.0B1.94%
15
TXNTEXAS INSTRS INC
1,976,013$255.4B1.77%
16
GOOGLALPHABET INC
208,753$254.9B1.77%
17
ELVANTHEM INC
1,009,408$242.4B1.68%
18
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,777,280$227.6B1.58%
19
METAFACEBOOK INC
1,243,126$221.4B1.54%
20
IEMGISHARES INC
4,357,063$213.6B1.48%
21
CSCOCISCO SYS INC
4,282,247$211.6B1.47%
22
TJXTJX COS INC NEW
3,774,519$210.4B1.46%
23
EFAISHARES TR
3,112,748$203.0B1.41%
24
LLYLILLY ELI & CO
1,780,920$199.2B1.38%
25
4I1PHILIP MORRIS INTL INC
2,574,456$195.5B1.36%
26
KOCOCA COLA CO
3,548,787$193.2B1.34%
27
RYROYAL BK CDA MONTREAL QUE
2,239,435$181.8B1.26%
28
COSTCOSTCO WHSL CORP NEW
595,273$171.5B1.19%
29
ABTABBOTT LABS
1,800,968$150.7B1.05%
30
BKNGBOOKING HLDGS INC
74,929$147.1B1.02%
31
SUNTRUST BKS INC
2,089,168$143.7B1.00%
32
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,860,722$133.0B0.92%
33
HONHONEYWELL INTL INC
735,817$124.5B0.86%
34
UTXZUNITED TECHNOLOGIES CORP
898,926$122.7B0.85%
35
MAMASTERCARD INC
377,315$102.5B0.71%
36
BDXBECTON DICKINSON & CO
394,489$99.8B0.69%
37
LQDISHARES TR
758,862$96.7B0.67%
38
VVISA INC
517,360$89.0B0.62%
39
STMSTMICROELECTRONICS N V
4,379,866$84.7B0.59%
40
TDTORONTO DOMINION BK ONT
1,436,418$83.8B0.58%
41
CELGCELGENE CORP
729,700$72.5B0.50%
42
CVNACARVANA CO
1,083,600$71.5B0.50%
43
GWRUSDGENESEE & WYO INC
637,865$70.5B0.49%
44
APHAMPHENOL CORP NEW
712,775$68.8B0.48%
45
WBC1EURWABCO HLDGS INC
508,269$68.0B0.47%
46
ALLERGAN PLC
379,802$63.9B0.44%
47
WWAYFAIR INC
565,000$63.3B0.44%
48
VIABVIACOM INC NEW
2,405,253$57.8B0.40%
49
AABAUSDALTABA INC
2,927,500$57.0B0.40%
50
BMTABRITISH AMERN TOB PLC
1,544,700$57.0B0.40%
51
ZAYOEURZAYO GROUP HLDGS INC
1,587,129$53.8B0.37%
52
FCXFREEPORT-MCMORAN INC
5,315,058$50.9B0.35%
53
MEDIDATA SOLUTIONS INC
549,200$50.3B0.35%
54
SKMEURSK TELECOM LTD
2,172,151$48.2B0.33%
55
STLAFIAT CHRYSLER AUTOMOBILES N
3,676,809$47.6B0.33%
56
CNRCANADIAN NATL RY CO
505,900$45.5B0.32%
57
DISCKUSDDISCOVERY INC
1,801,096$44.3B0.31%
58
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
1,046,081$43.9B0.30%
59
MELLANOX TECHNOLOGIES LTD
380,500$41.7B0.29%
60
GMGENERAL MTRS CO
1,087,000$40.7B0.28%
61
CYPRESS SEMICONDUCTOR CORP
1,572,912$36.7B0.25%
62
ADSWADVANCED DISP SVCS INC DEL
1,081,069$35.2B0.24%
63
TECH DATA CORP
333,847$34.8B0.24%
64
VSMEURVERSUM MATLS INC
652,600$34.5B0.24%
65
CZREURCAESARS ENTMT CORP
2,907,800$33.9B0.24%
66
SHOSUNSTONE HOTEL INVS INC NEW
2,445,000$33.6B0.23%
67
DEODIAGEO P L C
205,299$33.6B0.23%
68
MLKNMILLER HERMAN INC
728,036$33.6B0.23%
69
GSKGLAXOSMITHKLINE PLC
773,032$33.0B0.23%
70
ARANTERO RES CORP
10,923,657$33.0B0.23%
71
TGNATEGNA INC
2,112,019$32.8B0.23%
72
HYGISHARES TR
363,400$31.7B0.22%
73
WKCWORLD FUEL SVCS CORP
783,276$31.3B0.22%
74
SANMSANMINA CORPORATION
971,935$31.2B0.22%
75
BRCBRADY CORP
581,223$30.8B0.21%
76
NIELSEN HLDGS PLC
1,438,718$30.6B0.21%
77
MOSMOSAIC CO NEW
1,458,600$29.9B0.21%
78
FULTFULTON FINL CORP PA
1,763,700$28.5B0.20%
79
MOG/AMOOG INC
350,213$28.4B0.20%
80
PMTPENNYMAC MTG INVT TR
1,248,600$27.8B0.19%
81
CHLUSDCHINA MOBILE LIMITED
664,305$27.5B0.19%
82
ALBALBEMARLE CORP
393,100$27.3B0.19%
83
SEDGSOLAREDGE TECHNOLOGIES INC
323,550$27.1B0.19%
84
HOMEAT HOME GROUP INC
2,813,055$27.1B0.19%
85
SQMSOCIEDAD QUIMICA MINERA DE C
973,112$27.0B0.19%
86
SNYSANOFI
578,942$26.8B0.19%
87
XHRXENIA HOTELS & RESORTS INC
1,262,835$26.7B0.19%
88
GPIGROUP 1 AUTOMOTIVE INC
284,656$26.3B0.18%
89
FBCUSDFLAGSTAR BANCORP INC
692,500$25.9B0.18%
90
INFYINFOSYS LTD
2,254,828$25.6B0.18%
91
ALLYALLY FINL INC
761,754$25.3B0.18%
92
ACACIA COMMUNICATIONS INC
385,933$25.2B0.18%
93
IEIINSIGHT ENTERPRISES INC
449,020$25.0B0.17%
94
TXNMPNM RES INC
478,400$24.9B0.17%
95
LIESUN LIFE FINL INC
553,041$24.8B0.17%
96
CNCCENTENE CORP DEL
571,474$24.7B0.17%
97
ESNTESSENT GROUP LTD
516,800$24.6B0.17%
98
INTCINTEL CORP
476,700$24.6B0.17%
99
IBKRINTERACTIVE BROKERS GROUP IN
444,772$23.9B0.17%
100
REGIEURRENEWABLE ENERGY GROUP INC
1,579,792$23.7B0.16%
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