Grantham, Mayo, Van Otterloo & Co. LLC Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$20.2T

Holdings

672

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (672 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
3,355,491$946.0B4.68%
2
AAPLAPPLE INC
4,472,297$632.8B3.13%
3
UNHUNITEDHEALTH GROUP INC
1,546,306$604.2B2.99%
4
ORCLORACLE CORP
6,832,262$595.3B2.94%
5
USBUS BANCORP DEL
9,830,163$584.3B2.89%
6
KOCOCA COLA CO
9,661,448$506.9B2.51%
7
WFCWELLS FARGO CO NEW
10,781,753$500.4B2.48%
8
GOOGLALPHABET INC
186,006$497.3B2.46%
9
ACNACCENTURE PLC IRELAND
1,435,801$459.3B2.27%
10
METAFACEBOOK INC
1,339,559$454.6B2.25%
11
ELVANTHEM INC
1,141,846$425.7B2.11%
12
JNJJOHNSON & JOHNSON
2,520,779$407.1B2.01%
13
LRCXEURLAM RESEARCH CORP
710,179$404.2B2.00%
14
MDTMEDTRONIC PLC
3,123,481$391.5B1.94%
15
TXNTEXAS INSTRS INC
1,994,657$383.4B1.90%
16
CSCOCISCO SYS INC
6,311,343$343.5B1.70%
17
TJXTJX COS INC NEW
5,091,964$336.0B1.66%
18
AXPAMERICAN EXPRESS CO
1,786,530$299.3B1.48%
19
GOOGALPHABET INC
106,315$283.4B1.40%
20
MRKMERCK & CO INC
3,710,212$278.7B1.38%
21
DGXQUEST DIAGNOSTICS INC
1,773,355$257.7B1.27%
22
LLYLILLY ELI & CO
1,004,129$232.0B1.15%
23
ADBEADOBE SYSTEMS INCORPORATED
395,063$227.4B1.13%
24
CRMSALESFORCE COM INC
769,360$208.7B1.03%
25
ABTABBOTT LABS
1,755,898$207.4B1.03%
26
XLNXEURXILINX INC
1,281,940$193.6B0.96%
27
OTISOTIS WORLDWIDE CORP
2,314,049$190.4B0.94%
28
VVISA INC
835,300$186.1B0.92%
29
WTWWILLIS TOWERS WATSON PLC LTD
780,374$181.4B0.90%
30
MMM3M CO
1,009,660$177.1B0.88%
31
CICIGNA CORP NEW
855,023$171.1B0.85%
32
STZCONSTELLATION BRANDS INC
790,659$166.6B0.82%
33
LYFTLYFT INC
2,729,723$146.3B0.72%
34
GPNGLOBAL PMTS INC
840,008$132.4B0.65%
35
ATHENE HOLDING LTD
1,860,439$128.1B0.63%
36
NUANEURNUANCE COMMUNICATIONS INC
2,312,065$127.3B0.63%
37
KLACKLA CORP
369,628$123.6B0.61%
38
IHS MARKIT LTD
1,040,834$121.4B0.60%
39
VERVEREIT INC
2,676,762$121.1B0.60%
40
CHNGUSDCHANGE HEALTHCARE INC
5,310,083$111.2B0.55%
41
CLNECLEAN ENERGY FUELS CORP
12,206,099$99.5B0.49%
42
BABAALIBABA GROUP HLDG LTD
654,948$97.0B0.48%
43
KSUEURKANSAS CITY SOUTHERN
358,185$96.9B0.48%
44
MOSMOSAIC CO NEW
2,684,620$95.9B0.47%
45
DARDARLING INGREDIENTS INC
1,321,144$95.0B0.47%
46
PPD INC
1,877,559$87.9B0.43%
47
CSIQCANADIAN SOLAR INC
2,516,443$87.0B0.43%
48
KOSKOSMOS ENERGY LTD
28,680,328$84.9B0.42%
49
BMTABRITISH AMERN TOB PLC
2,337,458$82.5B0.41%
50
AGCOAGCO CORP
590,518$72.4B0.36%
51
RSX1USDVANECK ETF TRUST
2,302,600$69.8B0.35%
52
TXNMPNM RES INC
1,409,887$69.8B0.35%
53
REGIEURRENEWABLE ENERGY GROUP INC
1,373,360$68.9B0.34%
54
AMZNAMAZON COM INC
20,564$67.6B0.33%
55
AJRDEURAEROJET ROCKETDYNE HLDGS INC
1,511,035$65.8B0.33%
56
BWABORGWARNER INC
1,481,185$64.0B0.32%
57
FOXFOX CORP
1,703,147$63.2B0.31%
58
SJR/BEURSHAW COMMUNICATIONS INC
2,121,078$61.6B0.30%
59
COHREURCOHERENT INC
243,530$60.9B0.30%
60
EAFEURGRAFTECH INTL LTD
5,869,425$60.6B0.30%
61
IEMGISHARES INC
927,224$57.3B0.28%
62
AMRCAMERESCO INC
974,693$57.0B0.28%
63
SQMSOCIEDAD QUIMICA Y MINERA DE
1,048,273$56.3B0.28%
64
RUNSUNRUN INC
1,254,383$55.2B0.27%
65
BMOBANK MONTREAL QUE
541,900$54.1B0.27%
66
LTHM1EURLIVENT CORP
2,327,296$53.8B0.27%
67
LBRDKLIBERTY BROADBAND CORP
299,940$51.8B0.26%
68
CNRCANADIAN NATL RY CO
425,000$49.2B0.24%Put
69
7HPHP INC
1,789,049$48.9B0.24%
70
IVVISHARES TR
112,100$48.3B0.24%
71
VALEVALE S A
3,451,477$48.1B0.24%
72
RHCRH PLC
1,019,876$47.7B0.24%
73
PBCTEURPEOPLES UNITED FINANCIAL INC
2,701,908$47.2B0.23%
74
BIDUNBAIDU INC
305,710$47.0B0.23%
75
CBRECBRE GROUP INC
477,486$46.5B0.23%
76
SYFSYNCHRONY FINANCIAL
944,109$46.1B0.23%
77
TSMTAIWAN SEMICONDUCTOR MFG LTD
412,850$46.1B0.23%
78
DEDEERE & CO
136,589$45.8B0.23%
79
IBMINTERNATIONAL BUSINESS MACHS
325,818$45.3B0.22%
80
BACVERIZON COMMUNICATIONS INC
801,663$43.3B0.21%
81
CARRCARRIER GLOBAL CORPORATION
823,143$42.6B0.21%
82
HRCHILL-ROM HLDGS INC
281,543$42.2B0.21%
83
SEDGSOLAREDGE TECHNOLOGIES INC
153,137$40.6B0.20%
84
INTCINTEL CORP
761,344$40.6B0.20%
85
FCXFREEPORT-MCMORAN INC
1,244,027$40.5B0.20%
86
KRKROGER CO
966,233$39.1B0.19%
87
COFCAPITAL ONE FINL CORP
239,683$38.8B0.19%
88
ARWARROW ELECTRS INC
341,797$38.4B0.19%
89
LYBLYONDELLBASELL INDUSTRIES N
400,654$37.6B0.19%
90
BNSBANK NOVA SCOTIA B C
599,500$36.9B0.18%
91
LARGO RES LTD
3,438,596$36.1B0.18%
92
INFYINFOSYS LTD
1,615,634$35.9B0.18%
93
AMTXAEMETIS INC
1,918,513$35.1B0.17%
94
PFEPFIZER INC
815,180$35.1B0.17%
95
DHID R HORTON INC
411,262$34.5B0.17%
96
CMCSACOMCAST CORP NEW
609,783$34.1B0.17%
97
TRVCCITIGROUP INC
481,901$33.8B0.17%
98
FFORD MTR CO DEL
2,374,400$33.6B0.17%
99
STSENSATA TECHNOLOGIES HLDG PL
610,282$33.4B0.17%
100
LNCLINCOLN NATL CORP IND
485,400$33.4B0.17%
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