Grantham, Mayo, Van Otterloo & Co. LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$17.7B

Holdings

551

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (551 positions)

#StockSharesValue% PortfolioType
201
BBBYEURBED BATH & BEYOND INC
171,182$6.8B38.10%
202
CIGCOMPANHIA ENERGETICA DE MINA
1,995,437$6.6B37.03%
203
ESNTESSENT GROUP LTD
178,746$6.5B36.46%
204
CLSEURCELESTICA INC
445,600$6.5B36.45%
205
PKGPACKAGING CORP AMER
69,700$6.4B36.02%
206
SKMEURSK TELECOM LTD
252,800$6.4B35.90%
207
AVTAVNET INC
135,973$6.2B35.09%
208
CHECHEMED CORP NEW
34,007$6.2B35.04%
209
EFAISHARES TR
99,599$6.2B34.99%
210
FAFFIRST AMERN FINL CORP
155,636$6.1B34.48%
211
TECH DATA CORP
65,038$6.1B34.44%
212
CIMCHIMERA INVT CORP
298,851$6.0B34.01%
213
GNTXGENTEX CORP
281,229$6.0B33.83%
214
DTEDTE ENERGY CO
58,289$6.0B33.57%
215
DHX MEDIA LTD
1,432,850$5.9B33.39%
216
THGHANOVER INS GROUP INC
63,089$5.7B32.05%
217
SCANA CORP NEW
86,900$5.7B32.03%
218
TECK/BTECK RESOURCES LTD
256,798$5.6B31.60%
219
SUPVGRUPO SUPERVIELLE S A
325,698$5.5B31.23%
220
PDEURPRECISION DRILLING CORP
1,161,400$5.5B30.90%
221
BENFRANKLIN RES INC
125,900$5.3B29.92%
222
INTUINTUIT
44,398$5.2B29.05%
223
WMWASTE MGMT INC DEL
69,800$5.1B28.71%
224
THCTENET HEALTHCARE CORP
287,400$5.1B28.71%
225
JLLJONES LANG LASALLE INC
45,243$5.0B28.44%
226
RYAAYRYANAIR HLDGS PLC
60,000$5.0B28.08%
227
BMTABRITISH AMERN TOB PLC
74,000$4.9B27.68%
228
MUSAMURPHY USA INC
66,640$4.9B27.60%
229
EMEEMCOR GROUP INC
77,650$4.9B27.57%
230
FITBFIFTH THIRD BANCORP
192,400$4.9B27.56%
231
EOGEOG RES INC
50,000$4.9B27.51%Put
232
QIWQIWI PLC
277,300$4.8B26.82%
233
SEDGSOLAREDGE TECHNOLOGIES INC
304,455$4.7B26.78%
234
RSRELIANCE STEEL & ALUMINUM CO
59,140$4.7B26.69%
235
WHRWHIRLPOOL CORP
27,430$4.7B26.51%
236
TRUPTRUPANION INC
327,569$4.7B26.27%
237
LCIILCI INDS
46,521$4.6B26.19%
238
XOPUSDSPDR SERIES TRUST
122,800$4.6B25.93%Put
239
APLEAPPLE HOSPITALITY REIT INC
240,400$4.6B25.90%
240
HELEHELEN OF TROY CORP LTD
47,588$4.5B25.28%
241
ACCOACCO BRANDS CORP
337,638$4.4B25.04%
242
INDAISHARES TR
140,100$4.4B24.88%
243
CPSCOOPER STD HLDGS INC
38,400$4.3B24.03%
244
LNCLINCOLN NATL CORP IND
65,003$4.3B23.99%
245
NDAQNASDAQ INC
60,624$4.2B23.74%
246
ECECOPETROL S A
438,100$4.1B23.03%
247
AGCOAGCO CORP
67,444$4.1B22.89%
248
CTXSEURCITRIX SYS INC
47,878$4.0B22.52%
249
TTMCHFTATA MTRS LTD
111,982$4.0B22.51%
250
SILICONWARE PRECISION INDS L
491,000$4.0B22.40%
251
BAXBAXTER INTL INC
74,400$3.9B21.76%
252
RJFRAYMOND JAMES FINANCIAL INC
49,100$3.7B21.12%
253
ENVISION HEALTHCARE CORP
61,024$3.7B21.10%
254
OASEUROASIS PETE INC NEW
257,900$3.7B20.74%Put
255
TDTORONTO DOMINION BK ONT
70,700$3.5B19.91%
256
HBC2HSBC HLDGS PLC
86,400$3.5B19.89%
257
MICHAEL KORS HLDGS LTD
92,300$3.5B19.84%
258
SNISCRIPPS NETWORKS INTERACT IN
44,875$3.5B19.84%
259
CSLCARLISLE COS INC
33,000$3.5B19.81%
260
WYNEURWYNDHAM WORLDWIDE CORP
41,400$3.5B19.68%
261
GKDGRAND CANYON ED INC
48,700$3.5B19.67%
262
MCDERMOTT INTL INC
507,750$3.4B19.33%
263
CLCOLGATE PALMOLIVE CO
46,719$3.4B19.28%
264
AGROADECOAGRO S A
297,400$3.4B19.22%
265
TUPTUPPERWARE BRANDS CORP
54,227$3.4B19.18%
266
TRVCCITIGROUP INC
55,700$3.3B18.79%
267
WNCWABASH NATL CORP
160,559$3.3B18.74%
268
WNSNWNS HOLDINGS LTD
115,400$3.3B18.62%
269
CONVERGYS CORP
154,249$3.3B18.40%
270
SONSONOCO PRODS CO
61,340$3.2B18.31%
271
SNASNAP ON INC
19,200$3.2B18.26%
272
AETNA INC NEW
24,877$3.2B17.90%
273
SIMOSILICON MOTION TECHNOLOGY CO
66,700$3.1B17.59%
274
IBNICICI BK LTD
360,424$3.1B17.48%
275
PTIP T TELEKOMUNIKASI INDONESIA
95,100$3.0B16.72%
276
MURMURPHY OIL CORP
102,700$2.9B16.56%
277
RIGTRANSOCEAN LTD
233,900$2.9B16.42%Put
278
WDWALKER & DUNLOP INC
68,627$2.9B16.14%
279
UNMUNUM GROUP
59,248$2.8B15.67%
280
MOSMOSAIC CO NEW
94,204$2.7B15.50%
281
WCCWESCO INTL INC
38,400$2.7B15.06%
282
PLUSEPLUS INC
19,741$2.7B15.04%
283
NAVIGANT CONSULTING INC
115,412$2.6B14.88%
284
APCANADARKO PETE CORP
42,500$2.6B14.86%Put
285
4DHDANA INCORPORATED
134,400$2.6B14.64%
286
NVDANVIDIA CORP
23,600$2.6B14.50%
287
BNSBANK N S HALIFAX
43,800$2.6B14.47%
288
GILDGILEAD SCIENCES INC
37,400$2.5B14.33%
289
MPCMARATHON PETE CORP
50,000$2.5B14.25%
290
PRAAPRA GROUP INC
73,264$2.4B13.70%
291
SNPSSYNOPSYS INC
33,600$2.4B13.67%
292
PNWPINNACLE WEST CAP CORP
28,700$2.4B13.50%
293
GYROGYRODYNE LLC
113,088$2.4B13.47%
294
UNIT CORP
98,300$2.4B13.39%
295
TKCTURKCELL ILETISIM HIZMETLERI
285,800$2.4B13.34%
296
COHREURCOHERENT INC
11,500$2.4B13.34%
297
EXPDEXPEDITORS INTL WASH INC
41,743$2.4B13.30%
298
BCEBCE INC
53,300$2.4B13.29%
299
NAVIGATORS GROUP INC
41,814$2.3B12.81%
300
BIGGQBIG LOTS INC
45,100$2.2B12.38%
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