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
501
WFCWELLS FARGO & CO NEW
7,685$364.0M1.49%
502
BAMBROOKFIELD ASSET MGMT INC
10,800$355.0M1.46%
503
ALSALLSTATE CORP
5,036$352.0M1.44%
504
WEST CORP
17,777$349.0M1.43%
505
QUALITY SYS INC
29,200$348.0M1.43%
506
CO2ACATO CORP NEW
8,700$328.0M1.35%
507
OASEUROASIS PETE INC NEW
34,900$326.0M1.34%
508
CIBEURBANCOLOMBIA S A
9,200$321.0M1.32%
509
VRAVERA BRADLEY INC
22,500$319.0M1.31%
510
LMTLOCKHEED MARTIN CORP
1,280$318.0M1.30%
511
EQIXEQUINIX INC
818$317.0M1.30%
512
ARLINGTON ASSET INVT CORP
23,100$301.0M1.23%
513
HCAHCA HOLDINGS INC
3,900$300.0M1.23%
514
CMSCMS ENERGY CORP
6,400$294.0M1.21%
515
UBNTEURUBIQUITI NETWORKS INC
7,432$287.0M1.18%
516
CULPCULP INC
10,400$287.0M1.18%
517
ELLAUDER ESTEE COS INC
3,120$284.0M1.17%
518
BMYBRISTOL MYERS SQUIBB CO
3,800$279.0M1.14%
519
ALBALBEMARLE CORP
3,506$278.0M1.14%
520
AZOAUTOZONE INC
350$278.0M1.14%
521
THL CR INC
24,900$277.0M1.14%
522
LPLLG DISPLAY CO LTD
23,400$271.0M1.11%
523
ECPGENCORE CAP GROUP INC
10,904$257.0M1.05%
524
BBTBERKSHIRE HILLS BANCORP INC
9,200$248.0M1.02%
525
MATMATTEL INC
7,800$244.0M1.00%
526
KTKT CORP
17,100$244.0M1.00%
527
EXACTECH INC
9,121$244.0M1.00%
528
CCUCOMPANIA CERVECERIAS UNIDAS
10,100$236.0M0.97%
529
HPEHEWLETT PACKARD ENTERPRISE C
12,895$236.0M0.97%
530
BSACBANCO SANTANDER CHILE NEW
12,100$234.0M0.96%
531
MRSHMARSH & MCLENNAN COS INC
3,418$234.0M0.96%
532
MCXMCCORMICK & CO INC
2,141$228.0M0.94%
533
MCRIMONARCH CASINO & RESORT INC
10,331$227.0M0.93%
534
DHRB & G FOODS INC NEW
4,700$227.0M0.93%
535
CSS INDS INC
8,400$225.0M0.92%
536
BF/BBROWN FORMAN CORP
2,250$224.0M0.92%
537
SHWSHERWIN WILLIAMS CO
740$217.0M0.89%
538
NAVIGANT CONSULTING INC
13,100$212.0M0.87%
539
AGMFEDERAL AGRIC MTG CORP
6,000$209.0M0.86%
540
NOG1EURNORTHERN OIL & GAS INC NEV
44,300$205.0M0.84%
541
BBBLACKBERRY LTD
29,600$198.0M0.81%
542
SWN1EURSOUTHWESTERN ENERGY CO
14,900$187.0M0.77%
543
DKDELEK US HLDGS INC
13,800$182.0M0.75%
544
BRIDGEPOINT ED INC
24,600$178.0M0.73%
545
ENICENERSIS CHILE SA
29,600$173.0M0.71%
546
STAPLES INC
17,472$151.0M0.62%
547
SOUFUN HLDGS LTD
29,300$147.0M0.60%
548
IDTIDT CORP
10,300$146.0M0.60%
549
BVNCOMPANIA DE MINAS BUENAVENTU
11,900$142.0M0.58%
550
TIDEWATER INC
28,900$127.0M0.52%
551
HBANHUNTINGTON BANCSHARES INC
12,590$113.0M0.46%
552
TRC COS INC
15,741$99.0M0.41%
553
SAJACOMPANHIA DE SANEAMENTO BASI
11,000$99.0M0.41%
554
NEWCASTLE INVT CORP NEW
18,480$85.0M0.35%
555
EP ENERGY CORP
14,900$77.0M0.32%
556
TRONOX LTD
11,000$49.0M0.20%
557
ZIX CORP
12,200$46.0M0.19%
558
PARKER DRILLING CO
12,900$30.0M0.12%
559
CIVEO CORP CDA
16,300$29.0M0.12%
560
COMMUNITY HEALTH SYS INC NEW
51,900$00.00%
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