Grantham, Mayo, Van Otterloo & Co. LLC Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$14.1T

Holdings

759

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (759 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
2,974,749$625.7B4.45%
2
AAPLAPPLE INC
4,791,070$554.9B3.95%
3
UNHUNITEDHEALTH GROUP INC
1,565,333$488.0B3.47%
4
KOCOCA COLA CO
9,132,270$450.9B3.21%
5
BABAALIBABA GROUP HLDG LTD
1,463,473$430.2B3.06%
6
ORCLORACLE CORP
6,588,655$393.3B2.80%
7
ACNACCENTURE PLC IRELAND
1,704,236$385.1B2.74%
8
JNJJOHNSON & JOHNSON
2,358,685$351.2B2.50%
9
USBUS BANCORP DEL
9,525,878$341.5B2.43%
10
MDTMEDTRONIC PLC
3,182,703$330.7B2.35%
11
METAFACEBOOK INC
1,260,336$330.1B2.35%
12
TXNTEXAS INSTRS INC
1,985,631$283.5B2.02%
13
ELVANTHEM INC
1,033,107$277.5B1.97%
14
AXPAMERICAN EXPRESS CO
2,726,534$273.3B1.95%
15
TJXTJX COS INC NEW
4,830,658$268.8B1.91%
16
MMM3M CO
1,643,505$263.3B1.87%
17
MRKMERCK & CO. INC
3,014,664$250.1B1.78%
18
GOOGLALPHABET INC
158,373$232.1B1.65%
19
CSCOCISCO SYS INC
5,883,835$231.8B1.65%
20
LRCXEURLAM RESEARCH CORP
680,468$225.7B1.61%
21
GOOGALPHABET INC
148,056$217.6B1.55%
22
WFCWELLS FARGO CO NEW
9,153,206$215.2B1.53%
23
ABTABBOTT LABS
1,910,237$207.9B1.48%
24
LLYLILLY ELI & CO
1,359,823$201.3B1.43%
25
NTESNETEASE INC
414,600$188.5B1.34%
26
DGXQUEST DIAGNOSTICS INC
1,550,915$177.6B1.26%
27
VVISA INC
836,548$167.3B1.19%
28
4I1PHILIP MORRIS INTL INC
2,017,359$151.3B1.08%
29
RTXRAYTHEON TECHNOLOGIES CORP
2,522,244$145.1B1.03%
30
SCHWSCHWAB CHARLES CORP
3,947,034$143.0B1.02%
31
OTISOTIS WORLDWIDE CORP
2,028,539$126.6B0.90%
32
IEMGISHARES INC
2,377,847$125.5B0.89%
33
LYFTLYFT INC
3,762,863$103.7B0.74%
34
ADBEADOBE SYSTEMS INCORPORATED
207,045$101.5B0.72%
35
SBUXSTARBUCKS CORP
1,180,787$101.5B0.72%
36
CRMSALESFORCE COM INC
399,428$100.4B0.71%
37
RYROYAL BK CDA
1,430,335$100.1B0.71%
38
WTWWILLIS TOWERS WATSON PLC LTD
462,200$96.5B0.69%
39
STMSTMICROELECTRONICS N V
2,943,363$90.3B0.64%
40
VIPSVIPSHOP HOLDINGS LIMITED
5,376,500$84.1B0.60%
41
HYGISHARES TR
995,914$83.6B0.59%
42
BMTABRITISH AMERN TOB PLC
2,234,800$80.8B0.57%
43
LBRDKLIBERTY BROADBAND CORP
542,200$77.5B0.55%
44
R6C2ROYAL DUTCH SHELL PLC
3,088,400$74.8B0.53%
45
DISCKUSDDISCOVERY INC
3,216,700$63.0B0.45%
46
CVNACARVANA CO
277,864$62.0B0.44%
47
RDFNREDFIN CORP
1,235,994$61.7B0.44%
48
TSMTAIWAN SEMICONDUCTOR MFG LTD
752,028$61.0B0.43%
49
JDJD.COM INC
741,700$57.6B0.41%
50
LSXMKUSDLIBERTY MEDIA CORP DEL
1,607,808$53.2B0.38%
51
REGIEURRENEWABLE ENERGY GROUP INC
976,421$52.2B0.37%
52
WWAYFAIR INC
173,729$50.6B0.36%
53
RHCRH PLC
1,368,060$49.4B0.35%
54
GCI LIBERTY INC
585,400$48.0B0.34%
55
AMTTD AMERITRADE HLDG CORP
1,133,268$44.4B0.32%
56
LIESUN LIFE FINANCIAL INC.
1,004,200$40.8B0.29%
57
MOSMOSAIC CO NEW
2,188,999$40.0B0.28%
58
STLAFIAT CHRYSLER AUTOMOBILES N
3,237,100$39.7B0.28%
59
MXIMMAXIM INTEGRATED PRODS INC
564,048$38.1B0.27%
60
SQMSOCIEDAD QUIMICA Y MINERA DE
1,049,823$34.0B0.24%
61
CDLXCARDLYTICS INC
465,830$32.9B0.23%
62
SKMEURSK TELECOM LTD
1,420,665$31.9B0.23%
63
VAREURVARIAN MED SYS INC
183,682$31.6B0.22%
64
ACACIA COMMUNICATIONS INC
468,300$31.6B0.22%
65
RDYDR REDDYS LABS LTD
443,408$30.8B0.22%
66
EDGGOLD FIELDS LTD
2,476,400$30.4B0.22%
67
BWABORGWARNER INC
766,189$29.7B0.21%
68
PFSIPENNYMAC FINL SVCS INC NEW
510,478$29.7B0.21%
69
GPIGROUP 1 AUTOMOTIVE INC
331,856$29.3B0.21%
70
WRIGHT MED GROUP N V
922,000$28.2B0.20%
71
RSX1USDVANECK VECTORS ETF TR
1,308,800$27.4B0.20%
72
BIGGQBIG LOTS INC
571,961$25.5B0.18%
73
SANMSANMINA CORPORATION
938,285$25.4B0.18%
74
UFPIUFP INDUSTRIES INC
442,611$25.0B0.18%
75
TDTORONTO DOMINION BK ONT
525,900$24.3B0.17%
76
CNYAISHARES TR
653,100$24.0B0.17%
77
STSENSATA TECHNOLOGIES HLDNG P
549,975$23.7B0.17%
78
CSIQCANADIAN SOLAR INC
671,566$23.6B0.17%
79
IEIINSIGHT ENTERPRISES INC
414,720$23.5B0.17%
80
EAFEURGRAFTECH INTL LTD
3,408,546$23.3B0.17%
81
ADSWADVANCED DISP SVCS INC DEL
759,530$23.0B0.16%
82
TGNATEGNA INC
1,904,641$22.4B0.16%
83
HOMEAT HOME GROUP INC
1,449,939$21.5B0.15%
84
MLKNMILLER HERMAN INC
706,372$21.3B0.15%
85
PEPPEPSICO INC
153,330$21.3B0.15%
86
MOG/AMOOG INC
329,653$20.9B0.15%
87
GLOBGLOBANT S A
115,900$20.8B0.15%
88
ANAUTONATION INC
390,726$20.7B0.15%
89
EATBRINKER INTL INC
482,600$20.6B0.15%
90
VFCV F CORP
291,471$20.5B0.15%
91
LVGOLIVONGO HEALTH INC
141,300$19.8B0.14%
92
BRCBRADY CORP
492,445$19.7B0.14%
93
DKSDICKS SPORTING GOODS INC
335,700$19.4B0.14%
94
WKCWORLD FUEL SVCS CORP
890,183$18.9B0.13%
95
ITWILLINOIS TOOL WKS INC
95,900$18.5B0.13%
96
FBCUSDFLAGSTAR BANCORP INC
616,435$18.3B0.13%
97
FSLYFASTLY INC
187,384$17.6B0.12%
98
SAHSONIC AUTOMOTIVE INC
431,082$17.3B0.12%
99
MBTGBPMOBILE TELESYSTEMS PJSC
1,953,135$17.1B0.12%
100
BKNGBOOKING HOLDINGS INC
9,950$17.0B0.12%
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