Grantham, Mayo, Van Otterloo & Co. LLC Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$26.8B
Holdings
576
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (576 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | BAXBAXTER INTL INC | 32,592 | $1.3B | 5.00% | |
| 402 | TTCTORO CO | 15,400 | $1.3B | 4.95% | |
| 403 | MOSMOSAIC CO NEW | 48,104 | $1.3B | 4.85% | |
| 404 | BAPCREDICORP LTD | 9,900 | $1.3B | 4.85% | |
| 405 | 3M4MASIMO CORP | 30,800 | $1.3B | 4.82% | |
| 406 | KSSKOHLS CORP | 27,577 | $1.3B | 4.80% | |
| 407 | BMTABRITISH AMERN TOB PLC | 10,984 | $1.3B | 4.80% | |
| 408 | ABEVAMBEV SA | 230,700 | $1.2B | 4.46% | |
| 409 | PHPARKER HANNIFIN CORP | 10,500 | $1.2B | 4.36% | |
| 410 | KRKROGER CO | 30,300 | $1.2B | 4.33% | |
| 411 | UI2KEMPER CORP DEL | 38,318 | $1.1B | 4.23% | |
| 412 | —EMPRESA NACIONAL DE ELCTRCID | 27,100 | $1.1B | 4.21% | |
| 413 | FNFABRINET | 32,400 | $1.0B | 3.91% | |
| 414 | —VONAGE HLDGS CORP | 225,300 | $1.0B | 3.85% | |
| 415 | MHLAMAIDEN HOLDINGS LTD | 77,800 | $1.0B | 3.76% | |
| 416 | BBBLACKBERRY LTD | 123,000 | $1.0B | 3.74% | |
| 417 | —COBALT INTL ENERGY INC | 2,000,000 | $998.0M | 3.73% | |
| 418 | DNREURDENBURY RES INC | 447,600 | $994.0M | 3.71% | |
| 419 | —SPX FLOW INC | 39,100 | $981.0M | 3.66% | |
| 420 | HMNHORACE MANN EDUCATORS CORP N | 30,200 | $957.0M | 3.58% | |
| 421 | CMICUMMINS INC | 8,700 | $956.0M | 3.57% | |
| 422 | METMETLIFE INC | 21,350 | $938.0M | 3.50% | |
| 423 | —STAPLES INC | 84,472 | $932.0M | 3.48% | |
| 424 | NIHDEURNII HLDGS INC | 161,700 | $894.0M | 3.34% | |
| 425 | PAGPENSKE AUTOMOTIVE GRP INC | 22,700 | $860.0M | 3.21% | |
| 426 | SHGSHINHAN FINANCIAL GROUP CO L | 24,200 | $852.0M | 3.18% | |
| 427 | —TIM PARTICIPACOES S A | 77,000 | $852.0M | 3.18% | |
| 428 | SSLSASOL LTD | 28,600 | $845.0M | 3.16% | |
| 429 | —COVISINT CORP | 415,911 | $832.0M | 3.11% | |
| 430 | ECPGENCORE CAP GROUP INC | 32,100 | $826.0M | 3.09% | |
| 431 | —APOLLO ED GROUP INC | 99,800 | $820.0M | 3.06% | |
| 432 | DRIDARDEN RESTAURANTS INC | 12,100 | $802.0M | 3.00% | |
| 433 | GNWGENWORTH FINL INC | 293,575 | $801.0M | 2.99% | |
| 434 | BSACBANCO SANTANDER CHILE NEW | 41,100 | $795.0M | 2.97% | |
| 435 | SHOOMADDEN STEVEN LTD | 21,300 | $789.0M | 2.95% | |
| 436 | NOVEURNATIONAL OILWELL VARCO INC | 25,213 | $784.0M | 2.93% | |
| 437 | IGTINTERNATIONAL GAME TECHNOLOG | 41,991 | $766.0M | 2.86% | |
| 438 | FMXFOMENTO ECONOMICO MEXICANO S | 7,900 | $761.0M | 2.84% | |
| 439 | CHKEURCHESAPEAKE ENERGY CORP | 179,300 | $739.0M | 2.76% | |
| 440 | NENOBLE CORP PLC | 70,200 | $727.0M | 2.72% | |
| 441 | NBISYANDEX N V | 46,200 | $708.0M | 2.64% | |
| 442 | —ENSCO PLC | 67,800 | $703.0M | 2.63% | |
| 443 | CECELANESE CORP DEL | 10,600 | $694.0M | 2.59% | |
| 444 | LECOLINCOLN ELEC HLDGS INC | 11,700 | $685.0M | 2.56% | |
| 445 | SMSM ENERGY CO | 36,000 | $675.0M | 2.52% | |
| 446 | MCXMCCORMICK & CO INC | 6,628 | $659.0M | 2.46% | |
| 447 | ADUNITED STATES CELLULAR CORP | 13,800 | $631.0M | 2.36% | |
| 448 | ICLRICON PLC | 8,100 | $608.0M | 2.27% | |
| 449 | IMGIAMGOLD CORP | 268,700 | $594.0M | 2.22% | |
| 450 | CO2ACATO CORP NEW | 15,400 | $594.0M | 2.22% | |
| 451 | SCSANTANDER CONSUMER USA HDG I | 52,900 | $555.0M | 2.07% | |
| 452 | SSUPSUPERIOR INDS INTL INC | 25,000 | $552.0M | 2.06% | |
| 453 | PLOWDOUGLAS DYNAMICS INC | 23,400 | $536.0M | 2.00% | |
| 454 | —CHIPMOS TECH BERMUDA LTD | 30,700 | $534.0M | 1.99% | |
| 455 | RLRALPH LAUREN CORP | 5,509 | $530.0M | 1.98% | |
| 456 | XOMEXXON MOBIL CORP | 6,300 | $527.0M | 1.97% | |
| 457 | HNIHNI CORP | 13,400 | $525.0M | 1.96% | |
| 458 | —XL GROUP PLC | 14,203 | $523.0M | 1.95% | |
| 459 | —OMEGA PROTEIN CORP | 30,400 | $515.0M | 1.92% | |
| 460 | DOEURDIAMOND OFFSHORE DRILLING IN | 23,000 | $500.0M | 1.87% | |
| 461 | MCYMERCURY GENL CORP NEW | 9,004 | $500.0M | 1.87% | |
| 462 | TPCTUTOR PERINI CORP | 31,900 | $496.0M | 1.85% | |
| 463 | SBSWSIBANYE GOLD LTD | 32,174 | $488.0M | 1.82% | |
| 464 | VIABVIACOM INC NEW | 11,768 | $486.0M | 1.82% | |
| 465 | —NEWFIELD EXPL CO | 14,600 | $485.0M | 1.81% | |
| 466 | SCHLSCHOLASTIC CORP | 12,700 | $475.0M | 1.77% | |
| 467 | BAMBROOKFIELD ASSET MGMT INC | 13,500 | $471.0M | 1.76% | |
| 468 | BF/BBROWN FORMAN CORP | 4,712 | $464.0M | 1.73% | |
| 469 | 7HPHP INC | 37,695 | $464.0M | 1.73% | |
| 470 | —LABORATORY CORP AMER HLDGS | 3,900 | $457.0M | 1.71% | |
| 471 | ORIOLD REP INTL CORP | 24,800 | $453.0M | 1.69% | |
| 472 | —EXTERRAN CORP | 29,200 | $451.0M | 1.68% | |
| 473 | RBAGBPRITCHIE BROS AUCTIONEERS | 16,600 | $450.0M | 1.68% | |
| 474 | NBRNABORS INDUSTRIES LTD | 48,300 | $444.0M | 1.66% | |
| 475 | VETVERMILION ENERGY INC | 15,000 | $441.0M | 1.65% | |
| 476 | —SELECT COMFORT CORP | 22,200 | $430.0M | 1.61% | |
| 477 | HCAHCA HOLDINGS INC | 5,500 | $429.0M | 1.60% | |
| 478 | RTN1USDRAYTHEON CO | 3,500 | $429.0M | 1.60% | |
| 479 | —WEST CORP | 18,400 | $420.0M | 1.57% | |
| 480 | SIDCOMPANHIA SIDERURGICA NACION | 212,300 | $418.0M | 1.56% | |
| 481 | DVNDEVON ENERGY CORP NEW | 14,400 | $395.0M | 1.48% | |
| 482 | CAHCARDINAL HEALTH INC | 4,800 | $393.0M | 1.47% | |
| 483 | PENNPENN NATL GAMING INC | 23,000 | $384.0M | 1.43% | |
| 484 | PQ3PROVIDENT FINL SVCS INC | 18,900 | $382.0M | 1.43% | |
| 485 | BNSBANK N S HALIFAX | 7,700 | $378.0M | 1.41% | |
| 486 | —SYKES ENTERPRISES INC | 12,400 | $374.0M | 1.40% | |
| 487 | CA8ACACI INTL INC | 3,500 | $373.0M | 1.39% | |
| 488 | CATCATERPILLAR INC DEL | 4,800 | $367.0M | 1.37% | |
| 489 | —ROWAN COMPANIES PLC | 22,700 | $365.0M | 1.36% | |
| 490 | LRCXEURLAM RESEARCH CORP | 4,389 | $363.0M | 1.36% | |
| 491 | —BEMIS INC | 7,000 | $362.0M | 1.35% | |
| 492 | BIIBBIOGEN INC | 1,380 | $359.0M | 1.34% | |
| 493 | —ATWOOD OCEANICS INC | 39,000 | $358.0M | 1.34% | |
| 494 | DEODIAGEO P L C | 3,300 | $356.0M | 1.33% | |
| 495 | UNMUNUM GROUP | 11,500 | $356.0M | 1.33% | |
| 496 | —FBL FINL GROUP INC | 5,700 | $351.0M | 1.31% | |
| 497 | LMTLOCKHEED MARTIN CORP | 1,580 | $350.0M | 1.31% | |
| 498 | —JOY GLOBAL INC | 21,700 | $349.0M | 1.30% | |
| 499 | NVRNVR INC | 200 | $346.0M | 1.29% | |
| 500 | RMREGIONAL MGMT CORP | 19,600 | $335.0M | 1.25% |