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
401
EBAEBAY INC
50,561$1.2B4.86%
402
AELUSDAMERICAN EQTY INVT LIFE HLD
83,092$1.2B4.86%
403
NVRNVR INC
650$1.2B4.75%
404
OMFONEMAIN HLDGS INC
49,673$1.1B4.65%
405
KRKROGER CO
30,100$1.1B4.54%
406
NOVEURNATIONAL OILWELL VARCO INC
32,300$1.1B4.46%
407
ENSCO PLC
111,400$1.1B4.44%
408
WCCWESCO INTL INC
20,800$1.1B4.39%
409
CENTACENTRAL GARDEN & PET CO
47,900$1.0B4.27%
410
DHX MEDIA LTD
200,900$1.0B4.20%
411
CMGCHIPOTLE MEXICAN GRILL INC
2,530$1.0B4.18%
412
ADUNITED STATES CELLULAR CORP
25,755$1.0B4.15%
413
CMICUMMINS INC
8,973$1.0B4.14%
414
DRIDARDEN RESTAURANTS INC
15,800$1.0B4.11%
415
DFSEURDISCOVER FINL SVCS
18,368$984.0M4.04%
416
PNCPNC FINL SVCS GROUP INC
12,067$982.0M4.03%
417
DHRDANAHER CORP DEL
9,717$981.0M4.03%
418
AKXANSYS INC
10,438$947.0M3.89%
419
JOY GLOBAL INC
44,400$939.0M3.85%
420
MANMANPOWERGROUP INC
14,100$907.0M3.72%
421
NENOBLE CORP PLC
110,000$906.0M3.72%
422
CSANCOSAN LTD
138,920$904.0M3.71%
423
PBFPBF ENERGY INC
37,600$894.0M3.67%
424
HANHAWAIIAN HOLDINGS INC
23,484$891.0M3.66%
425
ENDURANCE SPECIALTY HLDGS LT
13,135$882.0M3.62%
426
MHLAMAIDEN HOLDINGS LTD
71,690$877.0M3.60%
427
UNIVERSAL FST PRODS INC
9,400$871.0M3.57%
428
CBCHUBB LIMITED
6,254$817.0M3.35%
429
DOEURDIAMOND OFFSHORE DRILLING IN
33,100$805.0M3.30%
430
CDNSCADENCE DESIGN SYSTEM INC
33,000$802.0M3.29%
431
SHGSHINHAN FINANCIAL GROUP CO L
24,200$792.0M3.25%
432
SSLSASOL LTD
28,600$776.0M3.18%
433
BBDBANCO BRADESCO S A
97,120$759.0M3.11%
434
COBALT INTL ENERGY INC
2,000,000$750.0M3.08%
435
FMXFOMENTO ECONOMICO MEXICANO S
8,100$749.0M3.07%
436
APOLLO ED GROUP INC
81,612$744.0M3.05%
437
XLNXEURXILINX INC
16,000$738.0M3.03%
438
EXTERRAN CORP
56,278$723.0M2.97%
439
IAUISHARES
51,093$718.0M2.95%
440
RMREGIONAL MGMT CORP
46,312$679.0M2.79%
441
TSSTOTAL SYS SVCS INC
12,790$679.0M2.79%
442
LECOLINCOLN ELEC HLDGS INC
11,412$674.0M2.77%
443
ROWAN COMPANIES PLC
37,300$659.0M2.70%
444
GNWGENWORTH FINL INC
254,334$656.0M2.69%
445
METMETLIFE INC
16,450$655.0M2.69%
446
NEWFIELD EXPL CO
14,600$645.0M2.65%
447
ACREARES COML REAL ESTATE CORP
52,421$644.0M2.64%
448
SKMEURSK TELECOM LTD
30,600$640.0M2.63%
449
GAINGLADSTONE INVT CORP
85,400$611.0M2.51%
450
CHIPMOS TECH BERMUDA LTD
33,600$608.0M2.49%
451
EDGGOLD FIELDS LTD NEW
124,100$608.0M2.49%
452
CHKEURCHESAPEAKE ENERGY CORP
140,547$602.0M2.47%
453
COVISINT CORP
273,987$597.0M2.45%
454
IGTINTERNATIONAL GAME TECHNOLOG
31,228$585.0M2.40%
455
XOMEXXON MOBIL CORP
6,100$572.0M2.35%
456
XNETXUNLEI LTD
107,500$563.0M2.31%
457
VIABVIACOM INC NEW
13,368$554.0M2.27%
458
DCIDONALDSON INC
16,104$553.0M2.27%
459
HCIHCI GROUP INC
20,200$551.0M2.26%
460
HOFTHOOKER FURNITURE CORP
25,400$546.0M2.24%
461
CECELANESE CORP DEL
8,100$530.0M2.17%
462
WDRWADDELL & REED FINL INC
30,700$529.0M2.17%
463
PQ3PROVIDENT FINL SVCS INC
26,600$522.0M2.14%
464
DVNDEVON ENERGY CORP NEW
14,400$522.0M2.14%
465
9990302DAPACHE CORP
9,332$520.0M2.13%
466
FDEFUSDFIRST DEFIANCE FINL CORP
13,300$517.0M2.12%
467
NIHDEURNII HLDGS INC
161,700$514.0M2.11%
468
SCSANTANDER CONSUMER USA HDG I
49,100$507.0M2.08%
469
PKXPOSCO
11,400$507.0M2.08%
470
WRBBERKLEY W R CORP
8,372$502.0M2.06%
471
ATWOOD OCEANICS INC
39,000$488.0M2.00%
472
NBRNABORS INDUSTRIES LTD
48,300$485.0M1.99%
473
FAIRPOINT COMMUNICATIONS INC
32,900$483.0M1.98%
474
AFGAMERICAN FINL GROUP INC OHIO
6,500$481.0M1.97%
475
RTN1USDRAYTHEON CO
3,400$462.0M1.90%
476
NTGRNETGEAR INC
9,700$461.0M1.89%
477
CENTCENTRAL GARDEN & PET CO
19,800$452.0M1.85%
478
TRIPLE-S MGMT CORP
18,400$450.0M1.85%
479
PENNYMAC FINL SVCS INC
35,550$444.0M1.82%
480
COSCNO FINL GROUP INC
24,900$435.0M1.78%
481
SCHLSCHOLASTIC CORP
10,912$432.0M1.77%
482
UI2KEMPER CORP DEL
13,933$432.0M1.77%
483
FBL FINL GROUP INC
7,100$431.0M1.77%
484
AMGNAMGEN INC
2,799$426.0M1.75%
485
G9NGPO AEROPORTUARIO DEL PAC SA
4,100$421.0M1.73%
486
SIDCOMPANHIA SIDERURGICA NACION
169,800$416.0M1.71%
487
TXNTEXAS INSTRS INC
6,500$407.0M1.67%
488
DINDINEEQUITY INC
4,800$407.0M1.67%
489
KMBKIMBERLY CLARK CORP
2,900$399.0M1.64%
490
PTIP T TELEKOMUNIKASI INDONESIA
6,400$393.0M1.61%
491
VVXVECTRUS INC
13,619$388.0M1.59%
492
CATCHMARK TIMBER TR INC
31,712$388.0M1.59%
493
DISDISNEY WALT CO
3,950$386.0M1.58%
494
GISGENERAL MLS INC
5,300$378.0M1.55%
495
VALEVALE S A
93,800$376.0M1.54%
496
TSAKOS ENERGY NAVIGATION LTD
79,500$373.0M1.53%
497
AGXARGAN INC
8,900$371.0M1.52%
498
ASPSALTISOURCE PORTFOLIO SOLNS S
13,300$370.0M1.52%
499
MOVMOVADO GROUP INC
16,900$366.0M1.50%
500
GGALGRUPO FINANCIERO SANTANDER M
40,300$366.0M1.50%
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