Grantham, Mayo, Van Otterloo & Co. LLC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$26.8B

Holdings

576

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (576 positions)

#StockSharesValue% PortfolioType
301
VACMARRIOTT VACATIONS WRLDWDE C
69,200$4.7B17.45%
302
SIMOSILICON MOTION TECHNOLOGY CO
119,100$4.6B17.27%
303
MDMEDNAX INC
71,400$4.6B17.24%
304
WSOWATSCO INC
34,000$4.6B17.11%
305
CHEMICAL FINL CORP
126,800$4.5B16.90%
306
GAPGAP INC DEL
153,700$4.5B16.88%
307
HTLDEXPRESS INC
206,900$4.4B16.55%
308
WESTERN REFNG INC
145,100$4.2B15.77%
309
GNTXGENTEX CORP
266,281$4.2B15.61%
310
NAVIGATORS GROUP INC
49,000$4.1B15.35%
311
QIWQIWI PLC
283,300$4.1B15.33%
312
AERAERCAP HOLDINGS NV
105,900$4.1B15.33%
313
SNISCRIPPS NETWORKS INTERACT IN
62,400$4.1B15.27%
314
ROPROPER TECHNOLOGIES INC
22,228$4.1B15.18%
315
OMCOMNICOM GROUP INC
48,200$4.0B14.99%
316
ITUBITAU UNIBANCO HLDG SA
465,447$4.0B14.94%
317
ESNTESSENT GROUP LTD
191,500$4.0B14.88%
318
ELLAUDER ESTEE COS INC
42,141$4.0B14.85%
319
PDEURPRECISION DRILLING CORP
942,100$4.0B14.80%
320
RDYDR REDDYS LABS LTD
86,700$3.9B14.64%
321
ASRGRUPO AEROPORTUARIO DEL SURE
25,500$3.8B14.30%
322
GIBGROUPE CGI INC
79,300$3.8B14.21%
323
PLUSEPLUS INC
47,200$3.8B14.20%
324
THOTHOR INDS INC
59,500$3.8B14.17%
325
SILICONWARE PRECISION INDS L
473,500$3.8B14.10%
326
ASPEN INSURANCE HOLDINGS LTD
79,100$3.8B14.09%
327
ARCCARES CAP CORP
246,900$3.7B13.69%
328
SIGISELECTIVE INS GROUP INC
99,700$3.6B13.64%
329
GPIGROUP 1 AUTOMOTIVE INC
60,400$3.5B13.24%
330
UMCUNITED MICROELECTRONICS CORP
1,685,000$3.5B13.09%
331
DDSDILLARDS INC
40,400$3.4B12.81%
332
NWSANEWS CORP NEW
266,570$3.4B12.72%
333
MATMATTEL INC
99,645$3.4B12.51%
334
COLMCOLUMBIA SPORTSWEAR CO
55,200$3.3B12.39%
335
TKCTURKCELL ILETISIM HIZMETLERI
308,300$3.2B12.10%
336
GSKGLAXOSMITHKLINE PLC
79,900$3.2B12.10%
337
GYROGYRODYNE LLC
119,888$3.2B12.06%
338
MOALTRIA GROUP INC
48,900$3.1B11.45%
339
HENNESSY CAP ACQUISITION COR
300,000$2.9B11.01%
340
QUINPARIO ACQUISITION CORP 2
300,000$2.9B10.95%
341
CSGSCSG SYS INTL INC
64,300$2.9B10.85%
342
NGGNATIONAL GRID PLC
40,300$2.9B10.75%
343
AGROADECOAGRO S A
245,800$2.8B10.61%
344
SWKSTANLEY BLACK & DECKER INC
26,800$2.8B10.53%
345
HUBBHUBBELL INC
25,617$2.7B10.14%
346
PSXPHILLIPS 66
31,200$2.7B10.09%
347
NAVINAVIENT CORP
224,300$2.7B10.03%
348
IVZINVESCO LTD
86,902$2.7B9.99%
349
GIIIG-III APPAREL GROUP LTD
54,500$2.7B9.96%
350
SCANA CORP NEW
37,900$2.7B9.93%
351
TECK/BTECK RESOURCES LTD
347,298$2.6B9.88%
352
IPGINTERPUBLIC GROUP COS INC
114,800$2.6B9.84%
353
CVECENOVUS ENERGY INC
201,200$2.6B9.82%
354
UHSUNIVERSAL HLTH SVCS INC
20,700$2.6B9.65%
355
KNIGHT TRANSN INC
96,800$2.5B9.45%
356
DCIDONALDSON INC
78,680$2.5B9.38%
357
ACCOACCO BRANDS CORP
277,200$2.5B9.30%
358
TGNATEGNA INC
101,900$2.4B8.93%
359
ALSALLSTATE CORP
35,236$2.4B8.87%
360
ACGLARCH CAP GROUP LTD
31,800$2.3B8.45%
361
IAUISHARES
160,715$2.2B8.32%
362
WYNEURWYNDHAM WORLDWIDE CORP
29,100$2.2B8.31%
363
BRBROADRIDGE FINL SOLUTIONS IN
36,400$2.2B8.07%
364
HBANHUNTINGTON BANCSHARES INC
223,190$2.1B7.95%
365
VALIDUS HOLDINGS LTD
44,100$2.1B7.77%
366
HSN INC
39,700$2.1B7.76%
367
MATXMATSON INC
51,200$2.1B7.68%
368
STATOIL ASA
127,100$2.0B7.39%
369
AVG TECHNOLOGIES N V
95,300$2.0B7.39%
370
MPCMARATHON PETE CORP
52,800$2.0B7.33%
371
MMSMAXIMUS INC
36,200$1.9B7.12%
372
9990302DAPACHE CORP
38,849$1.9B7.08%
373
AU OPTRONICS CORP
639,700$1.9B7.05%
374
IEIINSIGHT ENTERPRISES INC
64,300$1.8B6.88%
375
UPBDRENT A CTR INC NEW
112,400$1.8B6.66%
376
LSAKNET 1 UEPS TECHNOLOGIES INC
193,100$1.8B6.64%
377
NJRNEW JERSEY RES
48,500$1.8B6.60%
378
AWRAMERICAN STS WTR CO
44,500$1.8B6.54%
379
NWLNEWELL RUBBERMAID INC
38,500$1.7B6.37%
380
BKCCUSDBLACKROCK CAPITAL INVESTMENT
181,000$1.7B6.36%
381
COSCNO FINL GROUP INC
94,500$1.7B6.32%
382
DONNELLEY R R & SONS CO
102,700$1.7B6.29%
383
TOWER INTL INC
60,600$1.6B6.16%
384
MURMURPHY OIL CORP
65,400$1.6B6.15%
385
MANMANPOWERGROUP INC
20,000$1.6B6.08%
386
THIRD PT REINS LTD
141,700$1.6B6.02%
387
MDPUSDMEREDITH CORP
33,600$1.6B5.96%
388
AWCAMERICAN WTR WKS CO INC NEW
22,900$1.6B5.89%
389
AXSAXIS CAPITAL HOLDINGS LTD
28,100$1.6B5.82%
390
PBFPBF ENERGY INC
46,900$1.6B5.82%
391
DINDINEEQUITY INC
16,500$1.5B5.76%
392
GISGENERAL MLS INC
23,900$1.5B5.66%
393
AELUSDAMERICAN EQTY INVT LIFE HLD
90,000$1.5B5.65%
394
GTGOODYEAR TIRE & RUBR CO
45,800$1.5B5.64%
395
BBDBANCO BRADESCO S A
200,098$1.5B5.57%
396
BABAALIBABA GROUP HLDG LTD
18,100$1.4B5.34%
397
AMXNAMERICA MOVIL SAB DE CV
91,600$1.4B5.32%
398
OMFONEMAIN HLDGS INC
49,800$1.4B5.10%
399
XELXCEL ENERGY INC
32,400$1.4B5.06%
400
COOPER TIRE & RUBR CO
36,500$1.4B5.05%
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