Grantham, Mayo, Van Otterloo & Co. LLC Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$18.6B
Holdings
479
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (479 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | SIGISELECTIVE INS GROUP INC | 10,755 | $463.0M | 2.50% | |
| 402 | NVDANVIDIA CORP | 4,300 | $459.0M | 2.47% | |
| 403 | PKGPACKAGING CORP AMER | 5,100 | $433.0M | 2.33% | |
| 404 | JKHYHENRY JACK & ASSOC INC | 4,868 | $432.0M | 2.33% | |
| 405 | CBCHUBB LIMITED | 3,251 | $430.0M | 2.32% | |
| 406 | AEOAMERICAN EAGLE OUTFITTERS NE | 28,300 | $429.0M | 2.31% | |
| 407 | AELUSDAMERICAN EQTY INVT LIFE HLD | 18,923 | $427.0M | 2.30% | |
| 408 | RTN1USDRAYTHEON CO | 3,000 | $426.0M | 2.30% | |
| 409 | HTLDEXPRESS INC | 38,717 | $417.0M | 2.25% | |
| 410 | ORIOLD REP INTL CORP | 20,700 | $393.0M | 2.12% | |
| 411 | FLRFLUOR CORP NEW | 7,400 | $389.0M | 2.10% | |
| 412 | ASPSALTISOURCE PORTFOLIO SOLNS S | 14,631 | $389.0M | 2.10% | |
| 413 | SCSANTANDER CONSUMER USA HDG I | 28,400 | $383.0M | 2.06% | |
| 414 | BAPCREDICORP LTD | 2,400 | $379.0M | 2.04% | |
| 415 | DBDEUTSCHE BANK AG | 20,328 | $370.0M | 1.99% | |
| 416 | AMGNAMGEN INC | 2,499 | $365.0M | 1.97% | |
| 417 | ROSTROSS STORES INC | 5,450 | $358.0M | 1.93% | |
| 418 | MPCMARATHON PETE CORP | 7,100 | $357.0M | 1.92% | |
| 419 | ALSALLSTATE CORP | 4,800 | $356.0M | 1.92% | |
| 420 | PEGPUBLIC SVC ENTERPRISE GROUP | 7,900 | $347.0M | 1.87% | |
| 421 | ARCCARES CAP CORP | 20,179 | $333.0M | 1.79% | |
| 422 | AGMFEDERAL AGRIC MTG CORP | 5,800 | $332.0M | 1.79% | |
| 423 | DDSDILLARDS INC | 5,128 | $321.0M | 1.73% | |
| 424 | VACMARRIOTT VACATIONS WRLDWDE C | 3,703 | $314.0M | 1.69% | |
| 425 | GGALGRUPO FINANCIERO SANTANDER M | 42,200 | $303.0M | 1.63% | |
| 426 | ASRGRUPO AEROPORTUARIO DEL SURE | 2,000 | $288.0M | 1.55% | |
| 427 | CULPCULP INC | 7,602 | $282.0M | 1.52% | |
| 428 | PG4PRINCIPAL FINL GROUP INC | 4,850 | $281.0M | 1.51% | |
| 429 | COPCONOCOPHILLIPS | 5,609 | $281.0M | 1.51% | |
| 430 | HANHAWAIIAN HOLDINGS INC | 4,892 | $279.0M | 1.50% | |
| 431 | SDRLSEADRILL LIMITED | 77,035 | $267.0M | 1.44% | |
| 432 | TRMKTRUSTMARK CORP | 7,433 | $265.0M | 1.43% | |
| 433 | FLXSFLEXSTEEL INDS INC | 4,295 | $265.0M | 1.43% | |
| 434 | HIGHARTFORD FINL SVCS GROUP INC | 5,325 | $254.0M | 1.37% | |
| 435 | PNCPNC FINL SVCS GROUP INC | 2,155 | $252.0M | 1.36% | |
| 436 | DHRDANAHER CORP DEL | 3,226 | $251.0M | 1.35% | |
| 437 | SYFSYNCHRONY FINL | 6,900 | $250.0M | 1.35% | |
| 438 | CR1USDCRANE CO | 3,400 | $245.0M | 1.32% | |
| 439 | COLMCOLUMBIA SPORTSWEAR CO | 4,199 | $245.0M | 1.32% | |
| 440 | —CATCHMARK TIMBER TR INC | 21,672 | $244.0M | 1.32% | |
| 441 | —EXACTECH INC | 8,821 | $241.0M | 1.30% | |
| 442 | CMSCMS ENERGY CORP | 5,700 | $237.0M | 1.28% | |
| 443 | ICLRICON PLC | 3,129 | $235.0M | 1.27% | |
| 444 | ASIXADVANSIX INC | 10,584 | $234.0M | 1.26% | |
| 445 | SWKSTANLEY BLACK & DECKER INC | 2,000 | $229.0M | 1.23% | |
| 446 | EBAEBAY INC | 7,578 | $225.0M | 1.21% | |
| 447 | —TRIPLE-S MGMT CORP | 10,819 | $224.0M | 1.21% | |
| 448 | WRBBERKLEY W R CORP | 3,362 | $224.0M | 1.21% | |
| 449 | —WHITING PETE CORP NEW | 18,500 | $222.0M | 1.20% | |
| 450 | MATXMATSON INC | 6,219 | $220.0M | 1.19% | |
| 451 | CTLEURCENTURYLINK INC | 9,200 | $219.0M | 1.18% | |
| 452 | TGNATEGNA INC | 10,196 | $218.0M | 1.18% | |
| 453 | MUMICRON TECHNOLOGY INC | 9,900 | $217.0M | 1.17% | |
| 454 | HPEHEWLETT PACKARD ENTERPRISE C | 9,300 | $215.0M | 1.16% | |
| 455 | BMYBRISTOL MYERS SQUIBB CO | 3,500 | $205.0M | 1.10% | |
| 456 | PHMPULTE GROUP INC | 10,500 | $193.0M | 1.04% | |
| 457 | SWN1EURSOUTHWESTERN ENERGY CO | 15,300 | $166.0M | 0.89% | |
| 458 | —TRC COS INC | 15,541 | $165.0M | 0.89% | |
| 459 | —VONAGE HLDGS CORP | 23,614 | $162.0M | 0.87% | |
| 460 | ACREARES COML REAL ESTATE CORP | 11,616 | $159.0M | 0.86% | |
| 461 | UPBDRENT A CTR INC NEW | 14,010 | $158.0M | 0.85% | |
| 462 | —BRIDGEPOINT ED INC | 15,033 | $152.0M | 0.82% | |
| 463 | —MCDERMOTT INTL INC | 19,400 | $143.0M | 0.77% | |
| 464 | NIHDEURNII HLDGS INC | 64,457 | $139.0M | 0.75% | |
| 465 | GAINGLADSTONE INVT CORP | 15,542 | $131.0M | 0.71% | |
| 466 | NOG1EURNORTHERN OIL & GAS INC NEV | 45,500 | $125.0M | 0.67% | |
| 467 | SAJACOMPANHIA DE SANEAMENTO BASI | 13,100 | $114.0M | 0.61% | |
| 468 | ENICENEL CHILE S A | 24,800 | $113.0M | 0.61% | |
| 469 | —TIDEWATER INC | 29,700 | $101.0M | 0.54% | |
| 470 | —STUDENT TRANSN INC | 14,700 | $82.0M | 0.44% | |
| 471 | BTEBAYTEX ENERGY CORP | 14,600 | $71.0M | 0.38% | |
| 472 | DSEURDRIVE SHACK INC | 18,480 | $69.0M | 0.37% | |
| 473 | SIDCOMPANHIA SIDERURGICA NACION | 16,300 | $53.0M | 0.29% | |
| 474 | GNWGENWORTH FINL INC | 13,859 | $53.0M | 0.29% | |
| 475 | EDGGOLD FIELDS LTD NEW | 14,800 | $45.0M | 0.24% | |
| 476 | TRQEURTURQUOISE HILL RES LTD | 13,100 | $42.0M | 0.23% | |
| 477 | —CIVEO CORP CDA | 16,300 | $36.0M | 0.19% | |
| 478 | —PARKER DRILLING CO | 12,900 | $34.0M | 0.18% | |
| 479 | —COMMUNITY HEALTH SYS INC NEW | 51,900 | $0 | 0.00% |
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