Grantham, Mayo, Van Otterloo & Co. LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$17.7T

Holdings

551

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (551 positions)

#StockSharesValue% PortfolioType
401
ORIOLD REP INTL CORP
19,200$393.0M0.00%
402
ADMARCHER DANIELS MIDLAND CO
8,500$391.0M0.00%
403
GGBGERDAU S A
108,900$376.0M0.00%
404
TRONOX LTD
19,900$367.0M0.00%
405
ABBVABBVIE INC
5,500$358.0M0.00%
406
PSXPHILLIPS 66
4,500$356.0M0.00%
407
IPGINTERPUBLIC GROUP COS INC
14,200$349.0M0.00%
408
SUXSYNNEX CORP
3,100$347.0M0.00%
409
ASRGRUPO AEROPORTUARIO DEL SURE
2,000$346.0M0.00%
410
DBDEUTSCHE BANK AG
19,967$345.0M0.00%
411
SRJSPARTANNASH CO
9,800$343.0M0.00%
412
WCGEURWELLCARE HEALTH PLANS INC
2,400$337.0M0.00%
413
AMGNAMGEN INC
2,000$328.0M0.00%
414
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
5,900$327.0M0.00%
415
GRAN TIERRA ENERGY INC
120,118$317.0M0.00%
416
CENTACENTRAL GARDEN & PET CO
9,100$316.0M0.00%
417
MATVSCHWEITZER-MAUDUIT INTL INC
7,600$315.0M0.00%
418
DELLDELL TECHNOLOGIES INC
4,816$309.0M0.00%
419
COPCONOCOPHILLIPS
6,109$305.0M0.00%
420
VIABVIACOM INC NEW
6,500$303.0M0.00%
421
TRINSEO S A
4,500$302.0M0.00%
422
PVHPVH CORP
2,900$300.0M0.00%
423
SF9SANDERSON FARMS INC
2,800$291.0M0.00%
424
QUALITY SYS INC
18,800$287.0M0.00%
425
COOPER TIRE & RUBR CO
6,400$284.0M0.00%
426
BACBANK AMER CORP
12,000$283.0M0.00%
427
AELUSDAMERICAN EQTY INVT LIFE HLD
11,992$283.0M0.00%
428
AMKRAMKOR TECHNOLOGY INC
24,100$279.0M0.00%
429
NEW SR INVT GROUP INC
27,400$279.0M0.00%
430
CNDTCONDUENT INC
16,480$277.0M0.00%
431
OECORION ENGINEERED CARBONS S A
13,500$277.0M0.00%
432
TTMITTM TECHNOLOGIES INC
17,200$277.0M0.00%
433
TMOTHERMO FISHER SCIENTIFIC INC
1,800$276.0M0.00%
434
37MMRC GLOBAL INC
15,000$275.0M0.00%
435
TRC COS INC
15,541$271.0M0.00%
436
MTDMETTLER TOLEDO INTERNATIONAL
566$271.0M0.00%
437
RMAXRE MAX HLDGS INC
4,500$268.0M0.00%
438
UNIVERSAL FST PRODS INC
2,700$266.0M0.00%
439
ADUNITED STATES CELLULAR CORP
7,100$265.0M0.00%
440
DGXQUEST DIAGNOSTICS INC
2,700$265.0M0.00%
441
HANHAWAIIAN HOLDINGS INC
5,550$258.0M0.00%
442
TAILORED BRANDS INC
17,200$257.0M0.00%
443
SUPNSUPERNUS PHARMACEUTICALS INC
8,200$257.0M0.00%
444
SIGISELECTIVE INS GROUP INC
5,412$255.0M0.00%
445
NUTRI SYS INC NEW
4,600$255.0M0.00%
446
ILG INC
12,100$254.0M0.00%
447
TSNTYSON FOODS INC
4,100$253.0M0.00%
448
LNWOSCIENTIFIC GAMES CORP
10,600$251.0M0.00%
449
PINNACLE ENTMT INC NEW
12,800$250.0M0.00%
450
CRUSCIRRUS LOGIC INC
4,100$249.0M0.00%
451
PRAHPRA HEALTH SCIENCES INC
3,800$248.0M0.00%
452
CAPELLA EDUCATION COMPANY
2,900$247.0M0.00%
453
MFCMANULIFE FINL CORP
13,900$246.0M0.00%
454
CABOT MICROELECTRONICS CORP
3,200$245.0M0.00%
455
TRTN-PATRITON INTL LTD
9,500$245.0M0.00%
456
NRG YIELD INC
14,100$245.0M0.00%
457
CONSOL ENERGY INC
14,600$245.0M0.00%
458
VIACOM INC NEW
5,000$244.0M0.00%
459
EXPRESS SCRIPTS HLDG CO
3,700$244.0M0.00%
460
CAMBREX CORP
4,400$242.0M0.00%
461
KBHKB HOME
12,100$241.0M0.00%
462
SPXCSPX CORP
9,900$240.0M0.00%
463
VYXNCR CORP NEW
5,200$238.0M0.00%
464
IPARINTER PARFUMS INC
6,500$238.0M0.00%
465
CELGCELGENE CORP
1,900$236.0M0.00%
466
FETUSDFORUM ENERGY TECHNOLOGIES IN
11,400$236.0M0.00%
467
MOALTRIA GROUP INC
3,300$236.0M0.00%
468
G3VGREEN PLAINS INC
9,500$235.0M0.00%
469
TPCTUTOR PERINI CORP
7,400$235.0M0.00%
470
CARDTRONICS PLC
5,000$234.0M0.00%
471
OGSONE GAS INC
3,461$234.0M0.00%
472
AYRAIRCASTLE LTD
9,700$234.0M0.00%
473
VSHVISHAY INTERTECHNOLOGY INC
14,200$234.0M0.00%
474
CTLEURCENTURYLINK INC
9,900$233.0M0.00%
475
INNSUMMIT HOTEL PPTYS
14,600$233.0M0.00%
476
DRHDIAMONDROCK HOSPITALITY CO
20,900$233.0M0.00%
477
TWOTWO HBRS INVT CORP
24,300$233.0M0.00%
478
CMCSACOMCAST CORP NEW
6,200$233.0M0.00%
479
SCSANTANDER CONSUMER USA HDG I
17,500$233.0M0.00%
480
TMHCTAYLOR MORRISON HOME CORP
10,900$232.0M0.00%
481
BRK-BQUALITY CARE PPTYS INC
12,300$232.0M0.00%
482
SELECT INCOME REIT
9,000$232.0M0.00%
483
PZZAPAPA JOHNS INTL INC
2,900$232.0M0.00%
484
COLUMBIA PPTY TR INC
10,400$231.0M0.00%
485
HTOSJW GROUP
4,800$231.0M0.00%
486
BUSDBARNES GROUP INC
4,500$231.0M0.00%
487
SPRINT CORP
26,480$230.0M0.00%
488
INC RESH HLDGS INC
5,000$229.0M0.00%
489
PARKWAY INC
11,500$229.0M0.00%
490
AVPUSDAVON PRODS INC
52,100$229.0M0.00%
491
LOWLOWES COS INC
2,775$228.0M0.00%
492
SLRCSOLAR CAP LTD
10,100$228.0M0.00%
493
TSLXUSDTPG SPECIALTY LENDING INC
11,200$228.0M0.00%
494
MCSMARCUS CORP
7,100$228.0M0.00%
495
TDSTELEPHONE & DATA SYS INC
8,600$228.0M0.00%
496
OPLNKAR AUCTION SVCS INC
5,200$227.0M0.00%
497
WMKWEIS MKTS INC
3,800$227.0M0.00%
498
IPHSEURINNOPHOS HOLDINGS INC
4,200$227.0M0.00%
499
TCP CAP CORP
13,000$226.0M0.00%
500
CNACNA FINL CORP
5,100$225.0M0.00%
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