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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | —SINA CORP | 5,700 | $484.0M | 2.67% | |
| 402 | GILDGILEAD SCIENCES INC | 6,800 | $481.0M | 2.65% | |
| 403 | SMSM ENERGY CO | 28,358 | $469.0M | 2.59% | |
| 404 | KLICKULICKE & SOFFA INDS INC | 24,600 | $468.0M | 2.58% | |
| 405 | IPARINTER PARFUMS INC | 12,700 | $465.0M | 2.57% | |
| 406 | BKCCUSDBLACKROCK CAPITAL INVESTMENT | 60,188 | $451.0M | 2.49% | |
| 407 | —CELLCOM ISRAEL LTD | 46,361 | $446.0M | 2.46% | |
| 408 | NOVEURNATIONAL OILWELL VARCO INC | 13,290 | $438.0M | 2.42% | |
| 409 | WCGEURWELLCARE HEALTH PLANS INC | 2,400 | $431.0M | 2.38% | |
| 410 | DNREURDENBURY RES INC | 275,208 | $421.0M | 2.32% | |
| 411 | —CLIFFS NAT RES INC | 59,500 | $412.0M | 2.27% | |
| 412 | BBDBANCO BRADESCO S A | 47,869 | $407.0M | 2.25% | |
| 413 | MRKMERCK & CO INC | 6,300 | $404.0M | 2.23% | |
| 414 | PVHPVH CORP | 3,500 | $401.0M | 2.21% | |
| 415 | CELGCELGENE CORP | 3,000 | $390.0M | 2.15% | |
| 416 | SUXSYNNEX CORP | 3,200 | $384.0M | 2.12% | |
| 417 | JBSSSANFILIPPO JOHN B & SON INC | 6,050 | $382.0M | 2.11% | |
| 418 | —COOPER TIRE & RUBR CO | 10,500 | $379.0M | 2.09% | |
| 419 | AMGNAMGEN INC | 2,200 | $379.0M | 2.09% | |
| 420 | —BANKRATE INC DEL | 29,300 | $377.0M | 2.08% | |
| 421 | ADUNITED STATES CELLULAR CORP | 9,800 | $376.0M | 2.07% | |
| 422 | —OMEGA PROTEIN CORP | 20,900 | $374.0M | 2.06% | |
| 423 | JXC1J2 GLOBAL INC | 4,400 | $374.0M | 2.06% | |
| 424 | —QUALITY SYS INC | 21,200 | $365.0M | 2.01% | |
| 425 | ADMARCHER DANIELS MIDLAND CO | 8,700 | $360.0M | 1.99% | |
| 426 | ORIOLD REP INTL CORP | 18,200 | $355.0M | 1.96% | |
| 427 | SUPNSUPERNUS PHARMACEUTICALS INC | 8,200 | $353.0M | 1.95% | |
| 428 | ARWARROW ELECTRS INC | 4,500 | $353.0M | 1.95% | |
| 429 | —CAPELLA EDUCATION COMPANY | 4,100 | $351.0M | 1.94% | |
| 430 | —SPRINT CORP | 42,583 | $350.0M | 1.93% | |
| 431 | SCHLSCHOLASTIC CORP | 8,000 | $349.0M | 1.93% | |
| 432 | —BLUCORA INC | 16,200 | $343.0M | 1.89% | |
| 433 | CTLEURCENTURYLINK INC | 14,200 | $339.0M | 1.87% | |
| 434 | LNWOSCIENTIFIC GAMES CORP | 12,900 | $337.0M | 1.86% | |
| 435 | BPOPPOPULAR INC | 8,000 | $334.0M | 1.84% | |
| 436 | MTDMETTLER TOLEDO INTERNATIONAL | 560 | $330.0M | 1.82% | |
| 437 | —PINNACLE ENTMT INC NEW | 16,500 | $326.0M | 1.80% | |
| 438 | MUSAMURPHY USA INC | 4,374 | $324.0M | 1.79% | |
| 439 | CRLCHARLES RIV LABS INTL INC | 3,200 | $324.0M | 1.79% | |
| 440 | CNACNA FINL CORP | 6,600 | $322.0M | 1.78% | |
| 441 | BUSDBARNES GROUP INC | 5,500 | $322.0M | 1.78% | |
| 442 | —TRINSEO S A | 4,600 | $316.0M | 1.74% | |
| 443 | BACBANK AMER CORP | 13,000 | $315.0M | 1.74% | |
| 444 | PAGPENSKE AUTOMOTIVE GRP INC | 7,100 | $312.0M | 1.72% | |
| 445 | DGXQUEST DIAGNOSTICS INC | 2,800 | $311.0M | 1.72% | |
| 446 | UTHUNITED THERAPEUTICS CORP DEL | 2,400 | $311.0M | 1.72% | |
| 447 | IPGINTERPUBLIC GROUP COS INC | 12,600 | $310.0M | 1.71% | |
| 448 | RRDEURDONNELLEY R R & SONS CO | 24,600 | $308.0M | 1.70% | |
| 449 | PRAHPRA HEALTH SCIENCES INC | 4,100 | $308.0M | 1.70% | |
| 450 | CNDTCONDUENT INC | 19,260 | $307.0M | 1.69% | |
| 451 | FTITECHNIPFMC PLC | 11,316 | $306.0M | 1.69% | |
| 452 | TDSTELEPHONE & DATA SYS INC | 10,900 | $302.0M | 1.67% | |
| 453 | AAWWUSDATLAS AIR WORLDWIDE HLDGS IN | 5,800 | $302.0M | 1.67% | |
| 454 | SKYWSKYWEST INC | 8,600 | $302.0M | 1.67% | |
| 455 | MERCMERCER INTL INC | 26,200 | $301.0M | 1.66% | |
| 456 | —TIER REIT INC | 16,100 | $298.0M | 1.64% | |
| 457 | —BARRACUDA NETWORKS INC | 12,900 | $297.0M | 1.64% | |
| 458 | —INC RESH HLDGS INC | 5,000 | $293.0M | 1.62% | |
| 459 | NBRNABORS INDUSTRIES LTD | 35,663 | $290.0M | 1.60% | |
| 460 | KBHKB HOME | 12,100 | $290.0M | 1.60% | |
| 461 | —NRG YIELD INC | 17,000 | $290.0M | 1.60% | |
| 462 | RLJRLJ LODGING TR | 14,600 | $290.0M | 1.60% | |
| 463 | —VIACOM INC NEW | 7,600 | $289.0M | 1.59% | |
| 464 | SF9SANDERSON FARMS INC | 2,500 | $289.0M | 1.59% | |
| 465 | MCSMARCUS CORP | 9,500 | $287.0M | 1.58% | |
| 466 | AAALCOA CORP | 8,800 | $287.0M | 1.58% | |
| 467 | MATVSCHWEITZER-MAUDUIT INTL INC | 7,600 | $283.0M | 1.56% | |
| 468 | MTGMGIC INVT CORP WIS | 25,200 | $282.0M | 1.56% | |
| 469 | RDYDR REDDYS LABS LTD | 6,700 | $282.0M | 1.56% | |
| 470 | KAIKADANT INC | 3,700 | $278.0M | 1.53% | |
| 471 | TTMITTM TECHNOLOGIES INC | 16,000 | $278.0M | 1.53% | |
| 472 | BDNBRANDYWINE RLTY TR | 15,800 | $277.0M | 1.53% | |
| 473 | —NEW SR INVT GROUP INC | 27,400 | $275.0M | 1.52% | |
| 474 | —INFRAREIT INC | 14,300 | $274.0M | 1.51% | |
| 475 | RMAXRE MAX HLDGS INC | 4,800 | $269.0M | 1.48% | |
| 476 | —GRAN TIERRA ENERGY INC | 120,118 | $269.0M | 1.48% | |
| 477 | JEGBPJUST ENERGY GROUP INC | 50,800 | $266.0M | 1.47% | |
| 478 | PSXPHILLIPS 66 | 3,200 | $265.0M | 1.46% | |
| 479 | —EXACTECH INC | 8,821 | $263.0M | 1.45% | |
| 480 | CHHCHOICE HOTELS INTL INC | 4,100 | $263.0M | 1.45% | |
| 481 | —CAMBREX CORP | 4,400 | $263.0M | 1.45% | |
| 482 | TMHCTAYLOR MORRISON HOME CORP | 10,900 | $262.0M | 1.45% | |
| 483 | —STRAYER ED INC | 2,800 | $261.0M | 1.44% | |
| 484 | BANFBANCFIRST CORP | 2,700 | $261.0M | 1.44% | |
| 485 | AIRAAR CORP | 7,500 | $261.0M | 1.44% | |
| 486 | MRTNMARTEN TRANS LTD | 9,500 | $260.0M | 1.43% | |
| 487 | —MANTECH INTL CORP | 6,200 | $257.0M | 1.42% | |
| 488 | TDYTELEDYNE TECHNOLOGIES INC | 2,000 | $255.0M | 1.41% | |
| 489 | CSIQCANADIAN SOLAR INC | 15,963 | $254.0M | 1.40% | |
| 490 | —VEDANTA LTD | 16,300 | $253.0M | 1.40% | |
| 491 | CADEEURCADENCE BANCORPORATION | 11,500 | $252.0M | 1.39% | |
| 492 | LAURLAUREATE EDUCATION INC | 14,300 | $251.0M | 1.38% | |
| 493 | RGCGBPREGAL ENTMT GROUP | 12,200 | $250.0M | 1.38% | |
| 494 | MMIMARCUS & MILLICHAP INC | 9,400 | $248.0M | 1.37% | |
| 495 | —SUPERVALU INC | 74,400 | $245.0M | 1.35% | |
| 496 | BSETBASSETT FURNITURE INDS INC | 6,400 | $243.0M | 1.34% | |
| 497 | UGIUGI CORP NEW | 5,000 | $242.0M | 1.34% | |
| 498 | OGSONE GAS INC | 3,461 | $242.0M | 1.34% | |
| 499 | —NATIONSTAR MTG HLDGS INC | 13,500 | $242.0M | 1.34% | |
| 500 | TWOTWO HBRS INVT CORP | 24,300 | $241.0M | 1.33% |