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)

#StockSharesValue% PortfolioType
301
TOWER INTL INC
219,865$4.5B18.57%
302
SILICONWARE PRECISION INDS L
580,500$4.4B18.25%
303
CA8ACACI INTL INC
49,100$4.4B18.21%
304
TAT&T INC
100,829$4.4B17.88%
305
COLMCOLUMBIA SPORTSWEAR CO
75,175$4.3B17.75%
306
MDPUSDMEREDITH CORP
82,085$4.3B17.48%
307
SIGISELECTIVE INS GROUP INC
111,312$4.3B17.45%
308
MATXMATSON INC
131,575$4.2B17.43%
309
ATHMAUTOHOME INC
211,100$4.2B17.42%
310
RDYDR REDDYS LABS LTD
80,200$4.1B16.86%
311
SMSM ENERGY CO
146,858$4.0B16.27%
312
BATRKUSDLIBERTY MEDIA CORP DELAWARE
268,562$3.9B16.15%
313
SBSWSIBANYE GOLD LTD
286,893$3.9B16.03%
314
MOALTRIA GROUP INC
55,700$3.8B15.76%
315
AVAAVISTA CORP
85,200$3.8B15.66%
316
COOPER TIRE & RUBR CO
127,233$3.8B15.57%
317
SNISCRIPPS NETWORKS INTERACT IN
60,875$3.8B15.55%
318
JANUS CAP GROUP INC
267,546$3.7B15.28%
319
MPCMARATHON PETE CORP
97,500$3.7B15.19%
320
PLUSEPLUS INC
44,841$3.7B15.05%
321
SWKSTANLEY BLACK & DECKER INC
32,900$3.7B15.01%
322
CHANGYOU COM LTD
180,500$3.6B14.84%
323
CSGSCSG SYS INTL INC
88,351$3.6B14.61%
324
HIMXHIMAX TECHNOLOGIES INC
430,200$3.6B14.58%
325
QUNAR CAYMAN IS LTD
115,876$3.5B14.16%
326
UMCUNITED MICROELECTRONICS CORP
1,692,400$3.4B13.82%
327
CALIFORNIA RES CORP
263,608$3.2B13.20%
328
GPIGROUP 1 AUTOMOTIVE INC
64,629$3.2B13.09%
329
SYKES ENTERPRISES INC
109,722$3.2B13.04%
330
WNCWABASH NATL CORP
250,059$3.2B13.03%
331
ORIOLD REP INTL CORP
159,400$3.1B12.62%
332
BAPCREDICORP LTD
19,500$3.0B12.35%
333
ARIAPOLLO COML REAL EST FIN INC
185,665$3.0B12.24%
334
QUINPARIO ACQUISITION CORP 2
300,000$3.0B12.17%
335
TKCTURKCELL ILETISIM HIZMETLERI
314,700$2.9B11.82%
336
MURMURPHY OIL CORP
89,500$2.8B11.66%
337
7HPHP INC
220,639$2.8B11.36%
338
CVECENOVUS ENERGY INC
201,200$2.8B11.36%
339
BKCCUSDBLACKROCK CAPITAL INVESTMENT
353,288$2.7B11.28%
340
AGROADECOAGRO S A
245,800$2.7B11.06%
341
DDSDILLARDS INC
44,206$2.7B10.99%
342
ASPEN INSURANCE HOLDINGS LTD
57,490$2.7B10.94%
343
AWCAMERICAN WTR WKS CO INC NEW
30,600$2.6B10.61%
344
STATOIL ASA
146,600$2.5B10.41%
345
LSAKNET 1 UEPS TECHNOLOGIES INC
252,741$2.5B10.36%
346
WDCWESTERN DIGITAL CORP
53,272$2.5B10.33%
347
GAPGAP INC DEL
114,743$2.4B9.99%
348
GYROGYRODYNE LLC
119,888$2.4B9.85%
349
IMGIAMGOLD CORP
581,200$2.4B9.82%
350
NJRNEW JERSEY RES
61,604$2.4B9.74%
351
PLOWDOUGLAS DYNAMICS INC
91,847$2.4B9.70%
352
HUBBHUBBELL INC
22,099$2.3B9.56%
353
SSUPSUPERIOR INDS INTL INC
84,484$2.3B9.28%
354
JBSSSANFILIPPO JOHN B & SON INC
52,600$2.2B9.20%
355
AWRAMERICAN STS WTR CO
49,187$2.2B8.84%
356
KNIGHT TRANSN INC
79,758$2.1B8.70%
357
NGGNATIONAL GRID PLC
28,200$2.1B8.60%
358
AVG TECHNOLOGIES N V
107,900$2.0B8.41%
359
AU OPTRONICS CORP
584,900$2.0B8.37%
360
LUVSOUTHWEST AIRLS CO
51,000$2.0B8.21%
361
EEFTEURONET WORLDWIDE INC
28,500$2.0B8.09%
362
KEPKOREA ELECTRIC PWR
74,900$1.9B7.97%
363
ABEVAMBEV SA
327,200$1.9B7.94%
364
HBC2HSBC HLDGS PLC
61,500$1.9B7.90%
365
BGGUSDBRIGGS & STRATTON CORP
88,110$1.9B7.66%
366
ICLRICON PLC
26,300$1.8B7.55%
367
AMERICAN CAP LTD
115,900$1.8B7.53%
368
WHITING PETE CORP NEW
197,900$1.8B7.52%
369
AMXNAMERICA MOVIL SAB DE CV
145,100$1.8B7.30%
370
MOSMOSAIC CO NEW
67,904$1.8B7.30%
371
NBISYANDEX N V
80,724$1.8B7.24%
372
UHSUNIVERSAL HLTH SVCS INC
13,000$1.7B7.15%
373
AIZASSURANT INC
20,111$1.7B7.12%
374
TPCTUTOR PERINI CORP
73,519$1.7B7.10%
375
DONNELLEY R R & SONS CO
101,719$1.7B7.06%
376
ECECOPETROL S A
179,300$1.7B7.03%
377
EBFENNIS INC
89,365$1.7B7.03%
378
SCHWSCHWAB CHARLES CORP NEW
67,447$1.7B7.00%
379
AVGOBROADCOM LTD
10,883$1.7B6.94%
380
PPLPPL CORP
44,500$1.7B6.89%
381
UNIT CORP
107,000$1.7B6.83%
382
SINA CORP
31,900$1.7B6.79%
383
UPBDRENT A CTR INC NEW
134,507$1.7B6.78%
384
BAXBAXTER INTL INC
36,465$1.6B6.77%
385
ANATUSDAMERICAN NATL INS CO
14,484$1.6B6.72%
386
MMSMAXIMUS INC
29,572$1.6B6.72%
387
IEIINSIGHT ENTERPRISES INC
62,602$1.6B6.68%
388
CPSCOOPER STD HLDGS INC
20,400$1.6B6.61%
389
CIMCHIMERA INVT CORP
100,800$1.6B6.50%
390
THIRD PT REINS LTD
134,243$1.6B6.45%
391
AU3EURANGLOGOLD ASHANTI LTD
80,600$1.5B5.97%
392
CHRWC H ROBINSON WORLDWIDE INC
19,328$1.4B5.89%
393
HSN INC
28,533$1.4B5.73%
394
VONAGE HLDGS CORP
221,075$1.3B5.53%
395
TGNATEGNA INC
57,500$1.3B5.47%
396
FNFABRINET
35,695$1.3B5.44%
397
WBC1EURWABCO HLDGS INC
13,796$1.3B5.18%
398
W3UWESTERN UN CO
65,100$1.2B5.12%
399
BBYBEST BUY INC
39,400$1.2B4.95%
400
SPX FLOW INC
45,787$1.2B4.90%
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