Grantham, Mayo, Van Otterloo & Co. LLC Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$15.0T

Holdings

670

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (670 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
3,987,390$628.8B4.20%
2
AAPLAPPLE INC
1,776,952$521.8B3.48%
3
UNHUNITEDHEALTH GROUP INC
1,550,826$455.9B3.04%
4
ORCLORACLE CORP
8,465,098$448.5B3.00%
5
BABAALIBABA GROUP HLDG LTD
1,828,773$387.9B2.59%
6
JNJJOHNSON & JOHNSON
2,645,538$385.9B2.58%
7
MDTMEDTRONIC PLC
3,298,711$374.2B2.50%
8
MRKMERCK & CO INC
3,836,925$349.0B2.33%
9
WFCWELLS FARGO CO NEW
6,338,638$341.0B2.28%
10
GOOGALPHABET INC
251,498$336.3B2.25%
11
ACNACCENTURE PLC IRELAND
1,560,488$328.6B2.19%
12
USBUS BANCORP DEL
5,488,043$325.4B2.17%
13
AXPAMERICAN EXPRESS CO
2,448,393$304.8B2.04%
14
MMM3M CO
1,696,798$299.3B2.00%
15
ELVANTHEM INC
977,077$295.1B1.97%
16
GOOGLALPHABET INC
209,613$280.8B1.88%
17
TXNTEXAS INSTRS INC
2,159,915$277.1B1.85%
18
METAFACEBOOK INC
1,233,873$253.3B1.69%
19
LLYLILLY ELI & CO
1,782,924$234.3B1.56%
20
TJXTJX COS INC NEW
3,673,372$224.3B1.50%
21
4I1PHILIP MORRIS INTL INC
2,455,778$209.0B1.40%
22
KOCOCA COLA CO
3,636,588$201.3B1.34%
23
CSCOCISCO SYS INC
4,166,322$199.8B1.33%
24
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,218,521$199.6B1.33%
25
ABTABBOTT LABS
1,806,163$156.9B1.05%
26
RYROYAL BK CDA MONTREAL QUE
1,922,635$152.3B1.02%
27
MAMASTERCARD INC
504,091$150.5B1.01%
28
VVISA INC
764,483$143.6B0.96%
29
HUMHUMANA INC
360,505$132.1B0.88%
30
HONHONEYWELL INTL INC
738,262$130.7B0.87%
31
UTXZUNITED TECHNOLOGIES CORP
861,108$129.0B0.86%
32
STMSTMICROELECTRONICS N V
4,028,866$108.4B0.72%
33
BDXBECTON DICKINSON & CO
395,700$107.6B0.72%
34
COSTCOSTCO WHSL CORP NEW
338,921$99.6B0.67%
35
BMTABRITISH AMERN TOB PLC
2,334,000$99.1B0.66%
36
LQDISHARES TR
758,862$97.1B0.65%
37
BKNGBOOKING HLDGS INC
47,169$96.9B0.65%
38
WCGEURWELLCARE HEALTH PLANS INC
271,700$89.7B0.60%
39
LYFTLYFT INC
2,076,584$89.3B0.60%
40
WBC1EURWABCO HLDGS INC
616,717$83.6B0.56%
41
IEMGISHARES INC
1,505,181$80.9B0.54%
42
CVNACARVANA CO
858,200$79.0B0.53%
43
CYPRESS SEMICONDUCTOR CORP
3,364,500$78.5B0.52%
44
ZAYOEURZAYO GROUP HLDGS INC
2,047,500$70.9B0.47%
45
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,196,391$69.5B0.46%
46
ADSWADVANCED DISP SVCS INC DEL
2,003,227$65.8B0.44%
47
DDDUPONT DE NEMOURS INC
985,105$63.2B0.42%Put
48
INTERXION HOLDING N.V
752,123$63.0B0.42%
49
DISCKUSDDISCOVERY INC
2,054,400$62.6B0.42%
50
WWAYFAIR INC
672,500$60.8B0.41%
51
AYAEURSTARS GROUP INC
2,319,700$60.5B0.40%
52
TDTORONTO DOMINION BK ONT
1,020,118$57.3B0.38%
53
FCXFREEPORT-MCMORAN INC
4,310,258$56.6B0.38%
54
WRIGHT MED GROUP N V
1,830,900$55.8B0.37%
55
HYGISHARES TR
628,492$55.3B0.37%
56
ALLERGAN PLC
286,531$54.8B0.37%
57
TIFEURTIFFANY & CO NEW
392,433$52.4B0.35%
58
RSX1USDVANECK VECTORS ETF TRUST
2,053,000$51.3B0.34%
59
REGIEURRENEWABLE ENERGY GROUP INC
1,724,492$46.5B0.31%
60
LIESUN LIFE FINL INC
1,015,941$46.4B0.31%
61
CZREURCAESARS ENTMT CORP
3,172,505$43.1B0.29%
62
SKMEURSK TELECOM LTD
1,806,865$41.8B0.28%
63
STLAFIAT CHRYSLER AUTOMOBILES N
2,761,706$40.7B0.27%
64
LBTYBLIBERTY GLOBAL PLC
1,809,301$39.4B0.26%
65
RHCRH PLC
919,600$37.1B0.25%
66
TGNATEGNA INC
2,140,019$35.7B0.24%
67
WKCWORLD FUEL SVCS CORP
820,476$35.6B0.24%
68
SEDGSOLAREDGE TECHNOLOGIES INC
363,250$34.5B0.23%
69
PATTERN ENERGY GROUP INC
1,280,900$34.3B0.23%
70
SANMSANMINA CORPORATION
999,285$34.2B0.23%
71
DEODIAGEO P L C
202,999$34.2B0.23%
72
GMGENERAL MTRS CO
925,900$33.9B0.23%
73
SCHWTHE CHARLES SCHWAB CORPORATI
711,420$33.8B0.23%
74
IEIINSIGHT ENTERPRISES INC
469,620$33.0B0.22%
75
GPIGROUP 1 AUTOMOTIVE INC
328,156$32.8B0.22%
76
CDLXCARDLYTICS INC
517,000$32.5B0.22%
77
ALBALBEMARLE CORP
436,700$31.9B0.21%
78
BRCBRADY CORP
555,423$31.8B0.21%
79
MOSMOSAIC CO NEW
1,455,600$31.5B0.21%
80
PPGPPG INDS INC
234,000$31.2B0.21%Put
81
ARANTERO RES CORP
10,923,657$31.1B0.21%
82
SHOSUNSTONE HOTEL INVS INC NEW
2,207,100$30.7B0.21%
83
MOG/AMOOG INC
355,053$30.3B0.20%
84
FBCUSDFLAGSTAR BANCORP INC
789,700$30.2B0.20%
85
PMTPENNYMAC MTG INVT TR
1,353,700$30.2B0.20%
86
NTESNETEASE INC
97,900$30.0B0.20%
87
NIELSEN HLDGS PLC
1,477,918$30.0B0.20%
88
MLKNMILLER HERMAN INC
716,136$29.8B0.20%
89
SQMSOCIEDAD QUIMICA MINERA DE C
1,113,712$29.7B0.20%
90
MTORMERITOR INC
1,106,222$29.0B0.19%
91
MCHIISHARES TR
443,100$28.4B0.19%
92
IOSPINNOSPEC INC
271,208$28.1B0.19%
93
TECH DATA CORP
186,372$26.8B0.18%
94
0VVBVIACOMCBS INC
633,872$26.6B0.18%
95
SNYSANOFI
525,542$26.4B0.18%
96
IBERIABANK CORP
351,043$26.3B0.18%
97
XHRXENIA HOTELS & RESORTS INC
1,206,775$26.1B0.17%
98
PFSIPENNYMAC FINL SVCS INC
758,678$25.8B0.17%
99
ESNTESSENT GROUP LTD
494,500$25.7B0.17%
100
AXTAAXALTA COATING SYS LTD
835,444$25.4B0.17%
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