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)

#StockSharesValue% PortfolioType
501
G4RABANCO DE CHILE
5,000$322.0M1.20%
502
RIGTRANSOCEAN LTD
34,592$316.0M1.18%
503
EQIXEQUINIX INC
918$304.0M1.14%
504
PENN WEST PETE LTD NEW
326,500$303.0M1.13%
505
FMC TECHNOLOGIES INC
10,926$299.0M1.12%
506
HB6HIBBETT SPORTS INC
8,300$298.0M1.11%
507
EEFTEURONET WORLDWIDE INC
4,000$296.0M1.11%
508
DFSEURDISCOVER FINL SVCS
5,668$289.0M1.08%
509
SBUXSTARBUCKS CORP
4,800$287.0M1.07%
510
JXC1J2 GLOBAL INC
4,600$283.0M1.06%
511
CMSCMS ENERGY CORP
6,600$280.0M1.05%
512
WATWATERS CORP
2,109$278.0M1.04%
513
SLBSCHLUMBERGER LTD
3,747$276.0M1.03%
514
SUNTRUST BKS INC
7,525$272.0M1.02%
515
SHWSHERWIN WILLIAMS CO
940$268.0M1.00%
516
INTERVAL LEISURE GROUP INC
18,300$264.0M0.99%
517
BMYBRISTOL MYERS SQUIBB CO
4,100$262.0M0.98%
518
PENNYMAC FINL SVCS INC
22,100$260.0M0.97%
519
TSNTYSON FOODS INC
3,900$260.0M0.97%
520
BTEBAYTEX ENERGY CORP
65,100$258.0M0.96%
521
EBFENNIS INC
13,200$258.0M0.96%
522
G9NGPO AEROPORTUARIO DEL PAC SA
2,900$257.0M0.96%
523
MICHAEL KORS HLDGS LTD
4,498$256.0M0.96%
524
SCCOSOUTHERN COPPER CORP
9,100$252.0M0.94%
525
SFSTIFEL FINL CORP
8,400$249.0M0.93%
526
XNETXUNLEI LTD
40,766$249.0M0.93%
527
CICIGNA CORPORATION
1,800$247.0M0.92%
528
BBTBERKSHIRE HILLS BANCORP INC
9,200$247.0M0.92%
529
WDFCWD-40 CO
2,274$246.0M0.92%
530
PTIP T TELEKOMUNIKASI INDONESIA
4,800$244.0M0.91%
531
HOFTHOOKER FURNITURE CORP
7,200$237.0M0.89%
532
ERFGBPENERPLUS CORP
60,300$237.0M0.89%
533
LSTRLANDSTAR SYS INC
3,600$233.0M0.87%
534
PKXPOSCO
4,900$232.0M0.87%
535
DKDELEK US HLDGS INC
15,200$232.0M0.87%
536
CORPBANCA
16,800$231.0M0.86%
537
PGFUSDPENGROWTH ENERGY CORP
175,100$230.0M0.86%
538
HPEHEWLETT PACKARD ENTERPRISE C
12,895$229.0M0.86%
539
FOSLFOSSIL GROUP INC
5,100$227.0M0.85%
540
ALBALBEMARLE CORP
3,506$224.0M0.84%
541
WDCWESTERN DIGITAL CORP
4,732$224.0M0.84%
542
PARKER DRILLING CO
104,000$220.0M0.82%
543
KEPKOREA ELECTRIC PWR
8,500$219.0M0.82%
544
UNIT CORP
24,700$218.0M0.81%
545
ACREARES COML REAL ESTATE CORP
19,800$217.0M0.81%
546
W3UWESTERN UN CO
11,200$216.0M0.81%
547
ASCARDMORE SHIPPING CORP
25,267$214.0M0.80%
548
BVNCOMPANIA DE MINAS BUENAVENTU
28,900$213.0M0.80%
549
TRMKTRUSTMARK CORP
9,000$207.0M0.77%
550
NIJNELNET INC
5,200$205.0M0.77%
551
TIDEWATER INC
28,900$197.0M0.74%
552
OASEUROASIS PETE INC NEW
25,500$186.0M0.69%
553
GGALGRUPO FINANCIERO SANTANDER M
20,200$182.0M0.68%
554
NOG1EURNORTHERN OIL & GAS INC NEV
44,300$177.0M0.66%
555
CENCOSUD S A
22,800$175.0M0.65%
556
VALEVALE S A
52,600$164.0M0.61%
557
LPLLG DISPLAY CO LTD
14,300$163.0M0.61%
558
AU3EURANGLOGOLD ASHANTI LTD
11,500$157.0M0.59%
559
KTKT CORP
11,600$156.0M0.58%
560
EDGGOLD FIELDS LTD NEW
37,900$149.0M0.56%
561
BACBANK AMER CORP
10,700$145.0M0.54%
562
ROADRUNNER TRNSN SVCS HLDG I
10,300$128.0M0.48%
563
AVIANCA HLDGS SA
24,400$121.0M0.45%
564
SWN1EURSOUTHWESTERN ENERGY CO
14,900$120.0M0.45%
565
SOUFUN HLDGS LTD
19,200$115.0M0.43%
566
CALIFORNIA RES CORP
111,088$114.0M0.43%
567
WTIW & T OFFSHORE INC
50,600$111.0M0.41%
568
TSAKOS ENERGY NAVIGATION LTD
15,600$96.0M0.36%
569
TGLEURTRANSGLOBE ENERGY CORP
56,507$95.0M0.35%
570
AVALGRUPO AVAL ACCIONES Y VALORE
11,300$87.0M0.33%
571
TRC COS INC
10,600$77.0M0.29%
572
CENTRAIS ELETRICAS BRASILEIR
21,400$62.0M0.23%
573
NEWCASTLE INVT CORP NEW
12,400$54.0M0.20%
574
KEY ENERGY SVCS INC
100,000$37.0M0.14%
575
ULTRA PETROLEUM CORP
47,200$24.0M0.09%
576
COMMUNITY HEALTH SYS INC NEW
51,900$00.00%
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