Grantham, Mayo, Van Otterloo & Co. LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$18.1B

Holdings

557

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (557 positions)

#StockSharesValue% PortfolioType
201
GTGOODYEAR TIRE & RUBR CO
202,800$7.1B39.12%
202
CXWCORECIVIC INC
252,500$7.0B38.42%
203
HRG GROUP INC
388,352$6.9B37.95%
204
SANMSANMINA CORPORATION
177,093$6.7B37.23%
205
SPBSPECTRUM BRANDS HLDGS INC
53,086$6.6B36.62%
206
IBNICICI BK LTD
733,446$6.6B36.30%
207
SEDGSOLAREDGE TECHNOLOGIES INC
323,855$6.5B35.74%
208
CTXSEURCITRIX SYS INC
80,978$6.4B35.55%
209
FDO.FMACYS INC
276,700$6.4B35.48%
210
CITCINTAS CORP
49,608$6.3B34.50%
211
BAXBAXTER INTL INC
103,000$6.2B34.41%
212
UNMUNUM GROUP
132,848$6.2B34.18%
213
DTEDTE ENERGY CO
58,089$6.1B33.90%
214
JLLJONES LANG LASALLE INC
48,943$6.1B33.76%
215
OTXOPEN TEXT CORP
187,000$5.9B32.52%
216
DELLDELL TECHNOLOGIES INC
96,416$5.9B32.51%
217
FAFFIRST AMERN FINL CORP
130,776$5.8B32.24%
218
DLXDELUXE CORP
82,098$5.7B31.36%
219
SCANA CORP NEW
84,000$5.6B31.06%
220
PHMPULTE GROUP INC
227,000$5.6B30.72%
221
TECH DATA CORP
55,038$5.6B30.67%
222
THCTENET HEALTHCARE CORP
287,400$5.6B30.67%
223
THGHANOVER INS GROUP INC
61,189$5.4B29.92%
224
WNSNWNS HOLDINGS LTD
157,600$5.4B29.88%
225
WHRWHIRLPOOL CORP
27,930$5.4B29.53%
226
CHECHEMED CORP NEW
25,807$5.3B29.12%
227
XOPUSDSPDR SERIES TRUST
163,800$5.2B28.84%Put
228
WMWASTE MGMT INC DEL
69,700$5.1B28.20%
229
BACVERIZON COMMUNICATIONS INC
113,900$5.1B28.07%
230
CIGCOMPANHIA ENERGETICA DE MINA
2,119,337$5.1B28.06%
231
EMEEMCOR GROUP INC
77,650$5.1B28.01%
232
FITBFIFTH THIRD BANCORP
192,900$5.0B27.63%
233
BENFRANKLIN RES INC
108,500$4.9B26.81%
234
AGCOAGCO CORP
71,944$4.8B26.75%
235
4DHDANA INCORPORATED
212,600$4.7B26.19%
236
GNTXGENTEX CORP
249,429$4.7B26.11%
237
RSRELIANCE STEEL & ALUMINUM CO
64,940$4.7B26.09%
238
DRIDARDEN RESTAURANTS INC
51,400$4.6B25.65%
239
LAMRLAMAR ADVERTISING CO NEW
62,400$4.6B25.33%
240
LDOSLEIDOS HLDGS INC
87,200$4.5B24.87%
241
APLEAPPLE HOSPITALITY REIT INC
240,400$4.5B24.82%
242
INDAISHARES TR
140,100$4.5B24.81%
243
TECK/BTECK RESOURCES LTD
247,898$4.3B23.68%
244
ACCOACCO BRANDS CORP
367,338$4.3B23.61%
245
MCDERMOTT INTL INC
596,150$4.3B23.58%
246
WYNEURWYNDHAM WORLDWIDE CORP
42,300$4.2B23.43%
247
USCRU S CONCRETE INC
53,500$4.2B23.18%Call
248
ESNTESSENT GROUP LTD
109,546$4.1B22.45%
249
GKDGRAND CANYON ED INC
51,500$4.0B22.28%
250
NUENUCOR CORP
68,900$4.0B22.00%
251
NVDANVIDIA CORP
27,400$4.0B21.85%
252
EOGEOG RES INC
43,700$4.0B21.83%Put
253
SILICONWARE PRECISION INDS L
491,000$3.9B21.59%
254
TRVCCITIGROUP INC
56,800$3.8B20.96%
255
GEGGEO GROUP INC NEW
126,700$3.7B20.67%
256
XHRXENIA HOTELS & RESORTS INC
182,600$3.5B19.52%
257
DRHDIAMONDROCK HOSPITALITY CO
322,900$3.5B19.51%
258
CPSCOOPER STD HLDGS INC
34,800$3.5B19.37%
259
CA8ACACI INTL INC
27,900$3.5B19.25%
260
WNCWABASH NATL CORP
157,700$3.5B19.12%
261
TUPTUPPERWARE BRANDS CORP
48,227$3.4B18.69%
262
AETNA INC NEW
22,277$3.4B18.66%
263
RCLROYAL CARIBBEAN CRUISES LTD
30,900$3.4B18.62%
264
HELEHELEN OF TROY CORP LTD
35,673$3.4B18.52%
265
VLRSCONTROLADORA VUELA CIA DE AV
229,700$3.3B18.44%
266
PTIP T TELEKOMUNIKASI INDONESIA
97,800$3.3B18.17%
267
MTORMERITOR INC
195,700$3.3B17.94%
268
ATGEADTALEM GLOBAL ED INC
85,000$3.2B17.80%
269
BBBYEURBED BATH & BEYOND INC
105,642$3.2B17.72%
270
PLUSEPLUS INC
42,982$3.2B17.57%
271
ISRAEL CHEMICALS LTD
670,340$3.2B17.46%
272
TDTORONTO DOMINION BK ONT
61,700$3.1B17.13%
273
SONSONOCO PRODS CO
60,240$3.1B17.09%
274
AGROADECOAGRO S A
310,153$3.1B17.09%
275
SNISCRIPPS NETWORKS INTERACT IN
44,875$3.1B16.91%
276
VCVISTEON CORP
30,000$3.1B16.89%
277
MOSMOSAIC CO NEW
131,760$3.0B16.60%
278
WDWALKER & DUNLOP INC
61,327$3.0B16.52%
279
BMTABRITISH AMERN TOB PLC
41,200$2.8B15.58%
280
JOBSUSD51JOB INC
62,800$2.8B15.50%
281
INNSUMMIT HOTEL PPTYS
150,400$2.8B15.48%
282
STAPLES INC
274,900$2.8B15.27%
283
HASHASBRO INC
24,753$2.8B15.23%
284
ASRGRUPO AEROPORTUARIO DEL SURE
13,100$2.8B15.21%
285
GEFGREIF INC
48,000$2.7B14.77%
286
TEN1TENNECO INC
45,900$2.7B14.64%
287
AITAPPLIED INDL TECHNOLOGIES IN
44,500$2.6B14.50%
288
NUTRI SYS INC NEW
50,300$2.6B14.44%
289
BONANZA CREEK ENERGY INC
79,873$2.5B13.98%
290
PPTPUTMAN HIGH INCOME SEC FUND
286,658$2.5B13.90%
291
PLCECHILDRENS PL INC
24,600$2.5B13.86%
292
MDC1USDM D C HLDGS INC
71,000$2.5B13.84%
293
NAVIGANT CONSULTING INC
125,312$2.5B13.66%
294
OIEUROWENS ILL INC
103,100$2.5B13.61%
295
LCIILCI INDS
23,721$2.4B13.40%
296
LSAKNET 1 UEPS TECHNOLOGIES INC
240,041$2.4B13.06%
297
BRK-BQUALITY CARE PPTYS INC
127,200$2.3B12.85%
298
OMCOMNICOM GROUP INC
28,009$2.3B12.81%
299
GYROGYRODYNE LLC
113,088$2.3B12.79%
300
SUPVGRUPO SUPERVIELLE S A
125,298$2.3B12.50%
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