Grantham, Mayo, Van Otterloo & Co. LLC Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$24.4B
Holdings
560
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (560 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | SHLDEURSEARS HLDGS CORP | 1,054,600 | $14.4B | 58.89% | Put |
| 202 | NOCNORTHROP GRUMMAN CORP | 64,290 | $14.3B | 58.63% | |
| 203 | DOVDOVER CORP | 206,078 | $14.3B | 58.61% | |
| 204 | BENFRANKLIN RES INC | 421,919 | $14.1B | 57.77% | |
| 205 | GIBGROUPE CGI INC | 328,400 | $14.0B | 57.26% | |
| 206 | PNWPINNACLE WEST CAP CORP | 168,260 | $13.6B | 55.96% | |
| 207 | THGHANOVER INS GROUP INC | 159,811 | $13.5B | 55.48% | |
| 208 | ATRAPTARGROUP INC | 170,053 | $13.5B | 55.21% | |
| 209 | GU9GUESS INC | 887,802 | $13.4B | 54.82% | |
| 210 | DYHTARGET CORP | 190,620 | $13.3B | 54.61% | |
| 211 | AMEAMETEK INC NEW | 286,609 | $13.3B | 54.36% | |
| 212 | PSECPROSPECT CAPITAL CORPORATION | 1,684,000 | $13.2B | 54.03% | Put |
| 213 | TXRHTEXAS ROADHOUSE INC | 286,897 | $13.1B | 53.68% | |
| 214 | TRUPTRUPANION INC | 970,000 | $12.9B | 52.74% | |
| 215 | LOWLOWES COS INC | 160,029 | $12.7B | 51.98% | |
| 216 | HSICSCHEIN HENRY INC | 69,783 | $12.3B | 50.62% | |
| 217 | —AGRIUM INC | 135,851 | $12.2B | 50.17% | |
| 218 | ITUBITAU UNIBANCO HLDG SA | 1,261,647 | $11.9B | 48.87% | |
| 219 | TUPTUPPERWARE BRANDS CORP | 210,527 | $11.8B | 48.61% | |
| 220 | IPGINTERPUBLIC GROUP COS INC | 511,500 | $11.8B | 48.48% | |
| 221 | UNUSDUNILEVER N V | 250,000 | $11.7B | 48.15% | |
| 222 | —DREW INDS INC | 136,721 | $11.6B | 47.59% | |
| 223 | AEPAMERICAN ELEC PWR INC | 157,400 | $11.0B | 45.26% | |
| 224 | COPCONOCOPHILLIPS | 249,435 | $10.9B | 44.62% | |
| 225 | —CPFL ENERGIA S A | 845,066 | $10.9B | 44.59% | |
| 226 | UVVUNIVERSAL CORP VA | 182,400 | $10.5B | 43.21% | |
| 227 | EFAISHARES TR | 185,781 | $10.4B | 42.54% | |
| 228 | —DOUBLE EAGLE ACQUISITION COR | 999,897 | $9.9B | 40.74% | |
| 229 | STRZSTARZ | 331,337 | $9.9B | 40.68% | |
| 230 | SKYWSKYWEST INC | 371,266 | $9.8B | 40.31% | |
| 231 | —DOW CHEM CO | 194,500 | $9.7B | 39.67% | |
| 232 | SANMSANMINA CORPORATION | 356,893 | $9.6B | 39.26% | |
| 233 | AERAERCAP HOLDINGS NV | 278,200 | $9.3B | 38.34% | |
| 234 | CNRCANADIAN NATL RY CO | 158,100 | $9.3B | 38.10% | |
| 235 | —XEROX CORP | 975,500 | $9.3B | 37.98% | |
| 236 | SIXEURSIX FLAGS ENTMT CORP NEW | 158,466 | $9.2B | 37.68% | |
| 237 | —CHEMICAL FINL CORP | 245,148 | $9.1B | 37.51% | |
| 238 | PDLIEURPDL BIOPHARMA INC | 2,853,102 | $9.0B | 36.76% | |
| 239 | GCI1EURGANNETT CO INC | 643,598 | $8.9B | 36.47% | |
| 240 | HTLDEXPRESS INC | 595,421 | $8.6B | 35.45% | |
| 241 | SPYSPDR S&P 500 ETF TR | 41,081 | $8.6B | 35.32% | |
| 242 | ESNTESSENT GROUP LTD | 387,961 | $8.5B | 34.72% | |
| 243 | CCCHEMOURS CO | 1,023,544 | $8.4B | 34.60% | |
| 244 | GTGOODYEAR TIRE & RUBR CO | 325,700 | $8.4B | 34.29% | |
| 245 | —WINDSTREAM HLDGS INC | 900,000 | $8.3B | 34.23% | Put |
| 246 | AIGAMERICAN INTL GROUP INC | 441,238 | $8.2B | 33.84% | |
| 247 | TTENTOTAL S A | 170,579 | $8.2B | 33.67% | |
| 248 | FCXFREEPORT-MCMORAN INC | 733,344 | $8.2B | 33.52% | Put |
| 249 | POT1EURPOTASH CORP SASK INC | 504,100 | $8.2B | 33.44% | |
| 250 | QIWQIWI PLC | 617,400 | $8.1B | 33.18% | |
| 251 | NWSANEWS CORP NEW | 701,849 | $8.0B | 32.68% | |
| 252 | ANAUTONATION INC | 167,656 | $7.9B | 32.32% | |
| 253 | —LEUCADIA NATL CORP | 450,000 | $7.8B | 32.00% | |
| 254 | BMTABRITISH AMERN TOB PLC | 59,584 | $7.7B | 31.65% | |
| 255 | EDUNEW ORIENTAL ED & TECH GRP I | 180,600 | $7.6B | 31.04% | |
| 256 | CAKECHEESECAKE FACTORY INC | 156,534 | $7.5B | 30.92% | |
| 257 | NTESNETEASE INC | 38,900 | $7.5B | 30.84% | |
| 258 | SQMSOCIEDAD QUIMICA MINERA DE C | 303,578 | $7.5B | 30.79% | |
| 259 | AAWWUSDATLAS AIR WORLDWIDE HLDGS IN | 181,092 | $7.5B | 30.78% | |
| 260 | —ADVANCED SEMICONDUCTOR ENGR | 1,327,100 | $7.4B | 30.38% | |
| 261 | MFCMANULIFE FINL CORP | 531,500 | $7.2B | 29.67% | |
| 262 | CYHCOMMUNITY HEALTH SYS INC NEW | 600,000 | $7.2B | 29.66% | |
| 263 | PRAAPRA GROUP INC | 299,214 | $7.2B | 29.64% | |
| 264 | MBIMBIA INC | 1,054,666 | $7.2B | 29.55% | |
| 265 | CHTRCHARTER COMMUNICATIONS INC N | 31,389 | $7.2B | 29.45% | |
| 266 | NWBINORTHWEST BANCSHARES INC MD | 473,171 | $7.0B | 28.79% | |
| 267 | WDWALKER & DUNLOP INC | 307,819 | $7.0B | 28.77% | |
| 268 | ARCCARES CAP CORP | 479,538 | $6.8B | 27.94% | |
| 269 | GSKGLAXOSMITHKLINE PLC | 154,880 | $6.7B | 27.54% | |
| 270 | CLSEURCELESTICA INC | 703,100 | $6.5B | 26.70% | |
| 271 | TBITRUEBLUE INC | 341,038 | $6.5B | 26.47% | |
| 272 | GLPIGAMING & LEISURE PPTYS INC | 185,207 | $6.4B | 26.20% | |
| 273 | JKHYHENRY JACK & ASSOC INC | 72,541 | $6.3B | 25.98% | |
| 274 | GNTXGENTEX CORP | 403,072 | $6.2B | 25.55% | |
| 275 | —BROCADE COMMUNICATIONS SYS I | 668,866 | $6.1B | 25.19% | |
| 276 | DNREURDENBURY RES INC | 1,698,941 | $6.1B | 25.02% | |
| 277 | PDEURPRECISION DRILLING CORP | 1,139,500 | $6.0B | 24.66% | |
| 278 | SCZISHARES TR | 124,100 | $6.0B | 24.57% | |
| 279 | WBWEIBO CORP | 202,300 | $5.7B | 23.58% | |
| 280 | WYNEURWYNDHAM WORLDWIDE CORP | 78,500 | $5.6B | 22.94% | |
| 281 | SIMOSILICON MOTION TECHNOLOGY CO | 115,000 | $5.5B | 22.55% | |
| 282 | ROSTROSS STORES INC | 93,772 | $5.3B | 21.81% | |
| 283 | DGDOLLAR GEN CORP NEW | 56,250 | $5.3B | 21.70% | |
| 284 | ASRGRUPO AEROPORTUARIO DEL SURE | 33,100 | $5.3B | 21.67% | |
| 285 | SUPVGRUPO SUPERVIELLE S A | 408,798 | $5.2B | 21.45% | |
| 286 | ACCOACCO BRANDS CORP | 505,763 | $5.2B | 21.44% | |
| 287 | —SHIRE PLC | 28,297 | $5.2B | 21.37% | |
| 288 | —WPX ENERGY INC | 559,100 | $5.2B | 21.36% | |
| 289 | —WESTERN REFNG INC | 244,680 | $5.0B | 20.71% | |
| 290 | —NAVIGATORS GROUP INC | 54,529 | $5.0B | 20.58% | |
| 291 | BGCPEURBGC PARTNERS INC | 566,002 | $4.9B | 20.23% | |
| 292 | —STERIS PLC | 71,418 | $4.9B | 20.15% | |
| 293 | PSXPHILLIPS 66 | 60,000 | $4.8B | 19.53% | |
| 294 | WSOWATSCO INC | 33,834 | $4.8B | 19.53% | |
| 295 | NVONOVO-NORDISK A S | 87,600 | $4.7B | 19.33% | |
| 296 | NWLNEWELL BRANDS INC | 95,654 | $4.6B | 19.06% | |
| 297 | —OMEGA PROTEIN CORP | 228,500 | $4.6B | 18.74% | |
| 298 | MGAMAGNA INTL INC | 130,700 | $4.6B | 18.73% | |
| 299 | TECK/BTECK RESOURCES LTD | 347,298 | $4.5B | 18.66% | |
| 300 | VACMARRIOTT VACATIONS WRLDWDE C | 66,136 | $4.5B | 18.59% |