Grantham, Mayo, Van Otterloo & Co. LLC Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$18.6T
Holdings
479
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (479 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | NPOENPRO INDS INC | 640,087 | $43.1B | 0.23% | |
| 102 | BLDTOPBUILD CORP | 1,187,139 | $42.3B | 0.23% | |
| 103 | INGRINGREDION INC | 330,733 | $41.3B | 0.22% | |
| 104 | AFLAFLAC INC | 586,559 | $40.8B | 0.22% | |
| 105 | BCEBCE INC | 933,720 | $40.4B | 0.22% | |
| 106 | FISVFISERV INC | 374,681 | $39.8B | 0.21% | |
| 107 | HDBHDFC BANK LTD | 653,372 | $39.6B | 0.21% | |
| 108 | —TESORO CORP | 447,346 | $39.1B | 0.21% | |
| 109 | CHLUSDCHINA MOBILE LIMITED | 737,242 | $38.7B | 0.21% | |
| 110 | ARWARROW ELECTRS INC | 539,532 | $38.5B | 0.21% | |
| 111 | LBTYBLIBERTY GLOBAL PLC | 1,775,000 | $37.6B | 0.20% | |
| 112 | LEALEAR CORP | 277,520 | $36.7B | 0.20% | |
| 113 | CVXCHEVRON CORP NEW | 311,915 | $36.7B | 0.20% | |
| 114 | WOOFOOT LOCKER INC | 509,956 | $36.2B | 0.19% | |
| 115 | MRO*MARATHON OIL CORP | 2,011,456 | $34.8B | 0.19% | |
| 116 | —INTERXION HOLDING N.V | 970,000 | $34.0B | 0.18% | |
| 117 | ISRGINTUITIVE SURGICAL INC | 53,233 | $33.8B | 0.18% | |
| 118 | ADPAUTOMATIC DATA PROCESSING IN | 309,500 | $31.8B | 0.17% | |
| 119 | CACCCREDIT ACCEP CORP MICH | 142,681 | $31.0B | 0.17% | |
| 120 | DOXAMDOCS LTD | 531,894 | $31.0B | 0.17% | |
| 121 | TROWPRICE T ROWE GROUP INC | 408,916 | $30.8B | 0.17% | |
| 122 | SOHUNSOHU COM INC | 899,175 | $30.5B | 0.16% | |
| 123 | DALDELTA AIR LINES INC DEL | 616,934 | $30.3B | 0.16% | |
| 124 | WMTWAL-MART STORES INC | 426,830 | $29.5B | 0.16% | |
| 125 | SHLDEURSEARS HLDGS CORP | 3,111,300 | $28.9B | 0.16% | Put |
| 126 | CITCINTAS CORP | 249,314 | $28.8B | 0.16% | |
| 127 | AGOASSURED GUARANTY LTD | 758,474 | $28.6B | 0.15% | |
| 128 | TWXCHFTIME WARNER INC | 288,750 | $27.9B | 0.15% | |
| 129 | AVTAVNET INC | 554,717 | $26.4B | 0.14% | |
| 130 | AVYAVERY DENNISON CORP | 361,671 | $25.4B | 0.14% | |
| 131 | 7HPHP INC | 1,668,863 | $24.8B | 0.13% | |
| 132 | BBBYEURBED BATH & BEYOND INC | 592,113 | $24.1B | 0.13% | |
| 133 | ROPROPER TECHNOLOGIES INC | 125,000 | $22.9B | 0.12% | |
| 134 | THOTHOR INDS INC | 226,873 | $22.7B | 0.12% | |
| 135 | NDAQNASDAQ INC | 335,921 | $22.5B | 0.12% | |
| 136 | CMCDN IMPERIAL BK COMM TORONTO | 264,355 | $21.6B | 0.12% | |
| 137 | BCRUSDBARD C R INC | 95,867 | $21.5B | 0.12% | |
| 138 | IMGIAMGOLD CORP | 5,537,500 | $21.4B | 0.12% | |
| 139 | LILALIBERTY GLOBAL PLC | 975,000 | $21.4B | 0.12% | |
| 140 | —COMMERCEHUB INC | 1,410,000 | $21.2B | 0.11% | |
| 141 | IBNICICI BK LTD | 2,776,524 | $20.8B | 0.11% | |
| 142 | UPSUNITED PARCEL SERVICE INC | 178,586 | $20.5B | 0.11% | |
| 143 | REEVEREST RE GROUP LTD | 94,139 | $20.4B | 0.11% | |
| 144 | MRVLMARVELL TECHNOLOGY GROUP LTD | 1,421,352 | $19.7B | 0.11% | Put |
| 145 | TRUPTRUPANION INC | 1,270,000 | $19.7B | 0.11% | |
| 146 | —ENDURANCE SPECIALTY HLDGS LT | 211,735 | $19.6B | 0.11% | |
| 147 | —CHINA LODGING GROUP LTD | 375,524 | $19.5B | 0.10% | |
| 148 | —BROCADE COMMUNICATIONS SYS I | 1,520,820 | $19.0B | 0.10% | |
| 149 | DISHDISH NETWORK CORP | 326,506 | $18.9B | 0.10% | Put |
| 150 | WBWEIBO CORP | 463,530 | $18.8B | 0.10% | |
| 151 | —ALERE INC | 476,484 | $18.6B | 0.10% | |
| 152 | TTMCHFTATA MTRS LTD | 538,044 | $18.5B | 0.10% | |
| 153 | TMUST MOBILE US INC | 315,438 | $18.1B | 0.10% | Put |
| 154 | PVACUSDPENN VA CORP NEW | 358,246 | $17.6B | 0.09% | |
| 155 | CDKCDK GLOBAL INC | 291,536 | $17.4B | 0.09% | Put |
| 156 | —RITE AID CORP | 2,047,600 | $16.9B | 0.09% | |
| 157 | TDTORONTO DOMINION BK ONT | 329,868 | $16.3B | 0.09% | |
| 158 | BMOBANK MONTREAL QUE | 221,826 | $16.0B | 0.09% | |
| 159 | —CHANGYOU COM LTD | 743,375 | $15.8B | 0.09% | |
| 160 | —IMPERVA INC | 397,708 | $15.3B | 0.08% | Put |
| 161 | —ENEL AMERICAS S A | 1,813,240 | $14.9B | 0.08% | |
| 162 | —LIFELOCK INC | 620,000 | $14.8B | 0.08% | Put |
| 163 | VRTXVERTEX PHARMACEUTICALS INC | 200,000 | $14.7B | 0.08% | Put |
| 164 | BMTABRITISH AMERN TOB PLC | 125,735 | $14.2B | 0.08% | |
| 165 | DFSEURDISCOVER FINL SVCS | 196,500 | $14.2B | 0.08% | |
| 166 | PSECPROSPECT CAPITAL CORPORATION | 1,684,000 | $14.1B | 0.08% | Put |
| 167 | —DEPOMED INC | 756,509 | $13.6B | 0.07% | Put |
| 168 | HELEHELEN OF TROY CORP LTD | 161,143 | $13.6B | 0.07% | |
| 169 | PJTPJT PARTNERS INC | 440,623 | $13.6B | 0.07% | |
| 170 | —PANDORA MEDIA INC | 1,030,793 | $13.4B | 0.07% | Put |
| 171 | TWTRUSDTWITTER INC | 822,180 | $13.4B | 0.07% | Put |
| 172 | ARNCCHFARCONIC INC | 710,000 | $13.2B | 0.07% | Put |
| 173 | LOGILOGITECH INTL S A | 509,460 | $12.7B | 0.07% | |
| 174 | DLXDELUXE CORP | 177,287 | $12.7B | 0.07% | |
| 175 | —VIMPELCOM LTD | 3,265,500 | $12.6B | 0.07% | |
| 176 | WMBWILLIAMS COS INC DEL | 393,902 | $12.3B | 0.07% | Put |
| 177 | TRVCCITIGROUP INC | 202,934 | $12.1B | 0.07% | |
| 178 | —TECH DATA CORP | 141,072 | $11.9B | 0.06% | |
| 179 | HRLHORMEL FOODS CORP | 333,906 | $11.6B | 0.06% | |
| 180 | NSCNORFOLK SOUTHERN CORP | 105,165 | $11.4B | 0.06% | Put |
| 181 | SUSUNCOR ENERGY INC NEW | 338,300 | $11.1B | 0.06% | |
| 182 | BBYBEST BUY INC | 258,238 | $11.0B | 0.06% | |
| 183 | ATVIEURACTIVISION BLIZZARD INC | 300,887 | $10.9B | 0.06% | |
| 184 | MUSAMURPHY USA INC | 169,649 | $10.4B | 0.06% | |
| 185 | —COMMERCEHUB INC | 670,000 | $10.1B | 0.05% | |
| 186 | GILGILDAN ACTIVEWEAR INC | 393,134 | $10.0B | 0.05% | |
| 187 | SNASNAP ON INC | 58,028 | $9.9B | 0.05% | |
| 188 | LQDISHARES TR | 82,750 | $9.7B | 0.05% | |
| 189 | MFCMANULIFE FINL CORP | 532,700 | $9.5B | 0.05% | |
| 190 | —CONVERGYS CORP | 384,234 | $9.4B | 0.05% | |
| 191 | CHTCHUNGHWA TELECOM CO LTD | 294,382 | $9.3B | 0.05% | |
| 192 | —DREW INDS INC | 85,904 | $9.3B | 0.05% | |
| 193 | BMABANCO MACRO SA | 142,700 | $9.2B | 0.05% | |
| 194 | IPINTL PAPER CO | 172,800 | $9.2B | 0.05% | |
| 195 | —AGRIUM INC | 90,551 | $9.1B | 0.05% | |
| 196 | FCXFREEPORT-MCMORAN INC | 688,644 | $9.1B | 0.05% | Put |
| 197 | CNPCENTERPOINT ENERGY INC | 367,500 | $9.1B | 0.05% | |
| 198 | —AETNA INC NEW | 71,644 | $8.9B | 0.05% | |
| 199 | —DHX MEDIA LTD | 1,685,350 | $8.9B | 0.05% | |
| 200 | ARRUSDARMOUR RESIDENTIAL REIT INC | 408,979 | $8.9B | 0.05% |