Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
GRANTHAM MAYO VAN OTTERLOO & CO LLC 11-13-2019 09-30-2019 718 14,414,910,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
MICROSOFT CORP COM 1 $583,864,000 4,199,555 4.05 4.21 -265,982 -5.96 09-30-2019
APPLE INC COM 2 $496,121,000 2,215,124 3.44 3.44 -251,349 -10.19 09-30-2019
ORACLE CORP COM 3 $460,412,000 8,366,559 3.19 3.32 80,364 0.97 09-30-2019
MEDTRONIC PLC SHS 4 $361,040,000 3,323,884 2.50 2.27 12,603 0.38 09-30-2019
UNITEDHEALTH GROUP INC COM 5 $338,709,000 1,558,573 2.35 2.29 226,748 17.03 09-30-2019
ALPHABET INC CAP STK CL C 6 $336,769,000 276,267 2.34 2.09 1,645 0.60 09-30-2019
ACCENTURE PLC IRELAND SHS CLASS A 7 $331,638,000 1,724,139 2.30 2.19 43,459 2.59 09-30-2019
MERCK & CO INC COM 8 $329,303,000 3,911,895 2.28 2.20 191,749 5.15 09-30-2019
WELLS FARGO CO NEW COM 9 $319,627,000 6,336,782 2.22 2.06 162,050 2.62 09-30-2019
US BANCORP DEL COM NEW 10 $303,146,000 5,477,885 2.10 1.97 141,889 2.66 09-30-2019
ALIBABA GROUP HLDG LTD SPONSORED ADS 11 $297,552,000 1,779,298 2.06 1.27 716,400 67.40 09-30-2019
AMERICAN EXPRESS CO COM 12 $291,459,000 2,464,146 2.02 2.11 40,292 1.66 09-30-2019
JOHNSON & JOHNSON COM 13 $287,732,000 2,223,931 2.00 2.12 65,566 3.04 09-30-2019
3M CO COM 14 $279,033,000 1,697,284 1.94 2.02 45,349 2.75 09-30-2019
TEXAS INSTRS INC COM 15 $255,380,000 1,976,013 1.77 1.74 -182,567 -8.46 09-30-2019
ALPHABET INC CAP STK CL A 16 $254,917,000 208,753 1.77 1.52 9,100 4.56 09-30-2019
ANTHEM INC COM 17 $242,359,000 1,009,408 1.68 1.89 58,411 6.14 09-30-2019
COGNIZANT TECHNOLOGY SOLUTIO CL A 18 $227,638,000 3,777,280 1.58 1.64 96,059 2.61 09-30-2019
FACEBOOK INC CL A 19 $221,376,000 1,243,126 1.54 1.65 29,175 2.40 09-30-2019
ISHARES INC CORE MSCI EMKT 20 $213,583,000 4,357,063 1.48 1.29 806,366 22.71 09-30-2019
CISCO SYS INC COM 21 $211,586,000 4,282,247 1.47 1.69 -98,839 -2.26 09-30-2019
TJX COS INC NEW COM 22 $210,392,000 3,774,519 1.46 1.39 48,376 1.30 09-30-2019
ISHARES TR MSCI EAFE ETF 23 $202,982,000 3,112,748 1.41 0.04 3,025,126 3452.47 09-30-2019
LILLY ELI & CO COM 24 $199,160,000 1,780,920 1.38 1.24 189,524 11.91 09-30-2019
PHILIP MORRIS INTL INC COM 25 $195,478,000 2,574,456 1.36 0.78 1,162,634 82.35 09-30-2019
COCA COLA CO COM 26 $193,196,000 3,548,787 1.34 1.18 258,129 7.84 09-30-2019
ROYAL BK CDA MONTREAL QUE COM 27 $181,776,000 2,239,435 1.26 1.31 -95,800 -4.10 09-30-2019
COSTCO WHSL CORP NEW COM 28 $171,504,000 595,273 1.19 1.31 -111,424 -15.77 09-30-2019
ABBOTT LABS COM 29 $150,687,000 1,800,968 1.05 1.03 52,749 3.02 09-30-2019
BOOKING HLDGS INC COM 30 $147,056,000 74,929 1.02 0.96 1,893 2.59 09-30-2019
SUNTRUST BKS INC COM 31 $143,735,000 2,089,168 1.00 0.74 422,407 25.34 09-30-2019
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 32 $132,966,000 2,860,722 0.92 0.75 134,000 4.91 09-30-2019
HONEYWELL INTL INC COM 33 $124,500,000 735,817 0.86 0.88 19,800 2.77 09-30-2019
UNITED TECHNOLOGIES CORP COM 34 $122,721,000 898,926 0.85 0.80 20,892 2.38 09-30-2019
WORLDPAY INC CL A Liquidated $0 0 0.77 0.31 512,480 135.95 09-30-2019
MASTERCARD INC CL A 36 $102,467,000 377,315 0.71 0.69 6,945 1.88 09-30-2019
BECTON DICKINSON & CO COM 37 $99,790,000 394,489 0.69 0.68 10,500 2.73 09-30-2019
ISHARES TR IBOXX INV CP ETF 38 $96,740,000 758,862 0.67 0.75 -93,500 -10.97 09-30-2019
L3 TECHNOLOGIES INC COM Liquidated $0 0 0.67 0.44 94,765 32.08 09-30-2019
VISA INC COM CL A 40 $88,991,000 517,360 0.62 0.62 12,900 2.56 09-30-2019
STMICROELECTRONICS N V NY REGISTRY 41 $84,707,000 4,379,866 0.59 0.57 -236,500 -5.12 09-30-2019
TORONTO DOMINION BK ONT COM NEW 42 $83,809,000 1,436,418 0.58 0.73 -329,900 -18.68 09-30-2019
FIRST DATA CORP NEW COM CL A Liquidated $0 0 0.59 0.30 1,469,500 91.55 09-30-2019
CELGENE CORP COM 44 $72,459,000 729,700 0.50 0.49 -27,700 -3.66 09-30-2019
CARVANA CO CL A 45 $71,518,000 1,083,600 0.50 0.53 -126,000 -10.42 09-30-2019
GENESEE & WYO INC CL A 46 $70,490,000 637,865 0.49 637,865 +Inf 09-30-2019
AMPHENOL CORP NEW CL A 47 $68,783,000 712,775 0.48 0.47 19,800 2.86 09-30-2019
WABCO HLDGS INC COM 48 $67,981,000 508,269 0.47 0.30 184,669 57.07 09-30-2019
ALLERGAN PLC SHS 49 $63,917,000 379,802 0.44 0.37 62,962 19.87 09-30-2019
WAYFAIR INC CL A 50 $63,348,000 565,000 0.44 0.48 97,200 20.78 09-30-2019
VIACOM INC NEW CL B 51 $57,798,000 2,405,253 0.40 0.27 1,134,033 89.21 09-30-2019
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