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

Filed November 13, 2019

Portfolio Value

$14.4B

Holdings

718

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (718 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
4,199,555$583.9B4050.42%
2
AAPLAPPLE INC
2,215,124$496.1B3441.72%
3
ORCLORACLE CORP
8,366,559$460.4B3194.00%
4
MDTMEDTRONIC PLC
3,323,884$361.0B2504.63%
5
UNHUNITEDHEALTH GROUP INC
1,558,573$338.7B2349.71%
6
GOOGALPHABET INC
276,267$336.8B2336.25%
7
ACNACCENTURE PLC IRELAND
1,724,139$331.6B2300.66%
8
MRKMERCK & CO INC
3,911,895$329.3B2284.46%
9
WFCWELLS FARGO CO NEW
6,336,782$319.6B2217.34%
10
USBUS BANCORP DEL
5,477,885$303.1B2103.00%
11
BABAALIBABA GROUP HLDG LTD
1,779,298$297.6B2064.20%
12
AXPAMERICAN EXPRESS CO
2,464,146$291.5B2021.93%
13
JNJJOHNSON & JOHNSON
2,223,931$287.7B1996.07%
14
MMM3M CO
1,697,284$279.0B1935.72%
15
TXNTEXAS INSTRS INC
1,976,013$255.4B1771.64%
16
GOOGLALPHABET INC
208,753$254.9B1768.43%
17
ELVANTHEM INC
1,009,408$242.4B1681.31%
18
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,777,280$227.6B1579.18%
19
METAFACEBOOK INC
1,243,126$221.4B1535.74%
20
IEMGISHARES INC
4,357,063$213.6B1481.68%
21
CSCOCISCO SYS INC
4,282,247$211.6B1467.83%
22
TJXTJX COS INC NEW
3,774,519$210.4B1459.54%
23
EFAISHARES TR
3,112,748$203.0B1408.14%
24
LLYLILLY ELI & CO
1,780,920$199.2B1381.62%
25
4I1PHILIP MORRIS INTL INC
2,574,456$195.5B1356.08%
26
KOCOCA COLA CO
3,548,787$193.2B1340.25%
27
RYROYAL BK CDA MONTREAL QUE
2,239,435$181.8B1261.03%
28
COSTCOSTCO WHSL CORP NEW
595,273$171.5B1189.77%
29
ABTABBOTT LABS
1,800,968$150.7B1045.36%
30
BKNGBOOKING HLDGS INC
74,929$147.1B1020.17%
31
SUNTRUST BKS INC
2,089,168$143.7B997.13%
32
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,860,722$133.0B922.42%
33
HONHONEYWELL INTL INC
735,817$124.5B863.69%
34
UTXZUNITED TECHNOLOGIES CORP
898,926$122.7B851.35%
35
MAMASTERCARD INC
377,315$102.5B710.84%
36
BDXBECTON DICKINSON & CO
394,489$99.8B692.27%
37
LQDISHARES TR
758,862$96.7B671.11%
38
VVISA INC
517,360$89.0B617.35%
39
STMSTMICROELECTRONICS N V
4,379,866$84.7B587.63%
40
TDTORONTO DOMINION BK ONT
1,436,418$83.8B581.40%
41
CELGCELGENE CORP
729,700$72.5B502.67%
42
CVNACARVANA CO
1,083,600$71.5B496.14%
43
GWRUSDGENESEE & WYO INC
637,865$70.5B489.01%
44
APHAMPHENOL CORP NEW
712,775$68.8B477.17%
45
WBC1EURWABCO HLDGS INC
508,269$68.0B471.60%
46
ALLERGAN PLC
379,802$63.9B443.41%
47
WWAYFAIR INC
565,000$63.3B439.46%
48
VIABVIACOM INC NEW
2,405,253$57.8B400.96%
49
AABAUSDALTABA INC
2,927,500$57.0B395.62%
50
BMTABRITISH AMERN TOB PLC
1,544,700$57.0B395.42%
51
ZAYOEURZAYO GROUP HLDGS INC
1,587,129$53.8B373.25%
52
FCXFREEPORT-MCMORAN INC
5,315,058$50.9B352.86%
53
MEDIDATA SOLUTIONS INC
549,200$50.3B348.61%
54
SKMEURSK TELECOM LTD
2,172,151$48.2B334.53%
55
STLAFIAT CHRYSLER AUTOMOBILES N
3,676,809$47.6B330.32%
56
CNRCANADIAN NATL RY CO
505,900$45.5B315.37%
57
DISCKUSDDISCOVERY INC
1,801,096$44.3B307.62%
58
LSXMKUSDLIBERTY MEDIA CORP DELAWARE
1,046,081$43.9B304.50%
59
MELLANOX TECHNOLOGIES LTD
380,500$41.7B289.28%
60
GMGENERAL MTRS CO
1,087,000$40.7B282.63%
61
CYPRESS SEMICONDUCTOR CORP
1,572,912$36.7B254.68%
62
ADSWADVANCED DISP SVCS INC DEL
1,081,069$35.2B244.26%
63
TECH DATA CORP
333,847$34.8B241.42%
64
VSMEURVERSUM MATLS INC
652,600$34.5B239.63%
65
CZREURCAESARS ENTMT CORP
2,907,800$33.9B235.21%
66
SHOSUNSTONE HOTEL INVS INC NEW
2,445,000$33.6B233.05%
67
DEODIAGEO P L C
205,299$33.6B232.88%
68
MLKNMILLER HERMAN INC
728,036$33.6B232.78%
69
GSKGLAXOSMITHKLINE PLC
773,032$33.0B228.88%
70
ARANTERO RES CORP
10,923,657$33.0B228.85%
71
TGNATEGNA INC
2,112,019$32.8B227.54%
72
HYGISHARES TR
363,400$31.7B219.76%
73
WKCWORLD FUEL SVCS CORP
783,276$31.3B217.03%
74
SANMSANMINA CORPORATION
971,935$31.2B216.50%
75
BRCBRADY CORP
581,223$30.8B213.90%
76
NIELSEN HLDGS PLC
1,438,718$30.6B212.09%
77
MOSMOSAIC CO NEW
1,458,600$29.9B207.43%
78
FULTFULTON FINL CORP PA
1,763,700$28.5B197.97%
79
MOG/AMOOG INC
350,213$28.4B197.08%
80
PMTPENNYMAC MTG INVT TR
1,248,600$27.8B192.55%
81
CHLUSDCHINA MOBILE LIMITED
664,305$27.5B190.79%
82
ALBALBEMARLE CORP
393,100$27.3B189.58%
83
SEDGSOLAREDGE TECHNOLOGIES INC
323,550$27.1B187.92%
84
HOMEAT HOME GROUP INC
2,813,055$27.1B187.74%
85
SQMSOCIEDAD QUIMICA MINERA DE C
973,112$27.0B187.60%
86
SNYSANOFI
578,942$26.8B186.07%
87
XHRXENIA HOTELS & RESORTS INC
1,262,835$26.7B185.02%
88
GPIGROUP 1 AUTOMOTIVE INC
284,656$26.3B182.29%
89
FBCUSDFLAGSTAR BANCORP INC
692,500$25.9B179.43%
90
INFYINFOSYS LTD
2,254,828$25.6B177.85%
91
ALLYALLY FINL INC
761,754$25.3B175.24%
92
ACACIA COMMUNICATIONS INC
385,933$25.2B175.10%
93
IEIINSIGHT ENTERPRISES INC
449,020$25.0B173.47%
94
TXNMPNM RES INC
478,400$24.9B172.84%
95
LIESUN LIFE FINL INC
553,041$24.8B171.82%
96
CNCCENTENE CORP DEL
571,474$24.7B171.50%
97
ESNTESSENT GROUP LTD
516,800$24.6B170.91%
98
INTCINTEL CORP
476,700$24.6B170.41%
99
IBKRINTERACTIVE BROKERS GROUP IN
444,772$23.9B165.94%
100
REGIEURRENEWABLE ENERGY GROUP INC
1,579,792$23.7B164.45%
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