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)

#StockSharesValue% PortfolioType
201
FDO.FMACYS INC
243,327$8.7B0.05%
202
SQMSOCIEDAD QUIMICA MINERA DE C
300,578$8.6B0.05%
203
OTXOPEN TEXT CORP
137,100$8.5B0.05%
204
FAFFIRST AMERN FINL CORP
231,231$8.5B0.05%
205
WERNWERNER ENTERPRISES INC
308,815$8.3B0.04%
206
POT1EURPOTASH CORP SASK INC
451,400$8.2B0.04%
207
CHECHEMED CORP NEW
50,712$8.1B0.04%
208
CLSCA INC
249,483$7.9B0.04%
209
SANMSANMINA CORPORATION
213,481$7.8B0.04%
210
THGHANOVER INS GROUP INC
85,384$7.8B0.04%
211
ESNTESSENT GROUP LTD
238,490$7.7B0.04%
212
LBEURL BRANDS INC
115,000$7.6B0.04%
213
PDEURPRECISION DRILLING CORP
1,366,000$7.5B0.04%
214
CMICUMMINS INC
54,500$7.4B0.04%
215
COACH INC
208,191$7.3B0.04%
216
QIWQIWI PLC
560,400$7.2B0.04%
217
JBLUJETBLUE AIRWAYS CORP
308,404$6.9B0.04%
218
KFYKORN FERRY INTL
228,058$6.7B0.04%
219
CNRCANADIAN NATL RY CO
99,500$6.7B0.04%
220
WINDSTREAM HLDGS INC
900,000$6.6B0.04%Put
221
AZNASTRAZENECA PLC
240,631$6.6B0.04%
222
AGCOAGCO CORP
111,920$6.5B0.03%
223
ADVANCED SEMICONDUCTOR ENGR
1,283,500$6.5B0.03%
224
CLSEURCELESTICA INC
544,091$6.5B0.03%
225
MBIMBIA INC
596,185$6.4B0.03%
226
PRAAPRA GROUP INC
156,615$6.1B0.03%
227
FIRSTCASH INC
127,285$6.0B0.03%
228
HALHALLIBURTON CO
107,900$5.8B0.03%Put
229
RYROYAL BK CDA MONTREAL QUE
84,700$5.7B0.03%
230
JLLJONES LANG LASALLE INC
54,378$5.5B0.03%
231
GTGOODYEAR TIRE & RUBR CO
171,437$5.3B0.03%
232
SUPVGRUPO SUPERVIELLE S A
383,298$5.0B0.03%
233
RYAAYRYANAIR HLDGS PLC
60,000$5.0B0.03%
234
ITUBITAU UNIBANCO HLDG SA
475,941$4.9B0.03%
235
ARLPALLIANCE RES PARTNER L P
210,804$4.7B0.03%
236
NAVIGATORS GROUP INC
39,444$4.6B0.03%
237
HBC2HSBC HLDGS PLC
114,800$4.6B0.02%
238
GNTXGENTEX CORP
233,963$4.6B0.02%
239
ACCOACCO BRANDS CORP
348,269$4.5B0.02%
240
TECK/BTECK RESOURCES LTD
225,798$4.5B0.02%
241
CIGCOMPANHIA ENERGETICA DE MINA
1,971,437$4.5B0.02%
242
BENFRANKLIN RES INC
108,879$4.3B0.02%
243
EOGEOG RES INC
41,800$4.2B0.02%Put
244
APCANADARKO PETE CORP
60,200$4.2B0.02%Put
245
MURMURPHY OIL CORP
134,482$4.2B0.02%
246
CMCSACOMCAST CORP NEW
59,854$4.1B0.02%
247
CIMCHIMERA INVT CORP
242,192$4.1B0.02%
248
EMEEMCOR GROUP INC
57,900$4.1B0.02%
249
ENVISION HEALTHCARE CORP
61,024$3.9B0.02%
250
CPSCOOPER STD HLDGS INC
37,322$3.9B0.02%
251
DNREURDENBURY RES INC
992,960$3.7B0.02%
252
SEDGSOLAREDGE TECHNOLOGIES INC
289,155$3.6B0.02%
253
SILICONWARE PRECISION INDS L
486,000$3.5B0.02%
254
HCAHCA HOLDINGS INC
47,400$3.5B0.02%
255
SNISCRIPPS NETWORKS INTERACT IN
49,131$3.5B0.02%
256
NTESNETEASE INC
16,200$3.5B0.02%
257
MICHAEL KORS HLDGS LTD
81,089$3.5B0.02%
258
ALKALASKA AIR GROUP INC
38,690$3.4B0.02%
259
EXPDEXPEDITORS INTL WASH INC
64,807$3.4B0.02%
260
TUPTUPPERWARE BRANDS CORP
62,677$3.3B0.02%
261
WHRWHIRLPOOL CORP
18,100$3.3B0.02%
262
SIMOSILICON MOTION TECHNOLOGY CO
76,900$3.3B0.02%
263
PHPARKER HANNIFIN CORP
23,300$3.3B0.02%
264
SONSONOCO PRODS CO
60,100$3.2B0.02%
265
RSRELIANCE STEEL & ALUMINUM CO
39,600$3.1B0.02%
266
PGPROCTER AND GAMBLE CO
36,465$3.1B0.02%
267
AGROADECOAGRO S A
295,000$3.1B0.02%
268
PXDEURPIONEER NAT RES CO
17,000$3.1B0.02%Put
269
WDWALKER & DUNLOP INC
97,381$3.0B0.02%
270
SCANA CORP NEW
41,364$3.0B0.02%
271
QUINPARIO ACQUISITION CORP 2
300,000$3.0B0.02%
272
GU9GUESS INC
243,379$2.9B0.02%
273
SKYWSKYWEST INC
79,331$2.9B0.02%
274
CSLCARLISLE COS INC
25,700$2.8B0.02%
275
OASEUROASIS PETE INC NEW
184,100$2.8B0.02%Put
276
XOPUSDSPDR SERIES TRUST
64,800$2.7B0.01%Put
277
PLUSEPLUS INC
23,282$2.7B0.01%
278
MOSMOSAIC CO NEW
91,204$2.7B0.01%
279
CTXSEURCITRIX SYS INC
29,643$2.6B0.01%
280
TOWER INTL INC
91,483$2.6B0.01%
281
WNCWABASH NATL CORP
163,233$2.6B0.01%
282
JBLJABIL CIRCUIT INC
107,618$2.5B0.01%
283
WCCWESCO INTL INC
37,903$2.5B0.01%
284
UNIT CORP
89,717$2.4B0.01%
285
PNWPINNACLE WEST CAP CORP
30,800$2.4B0.01%
286
CLRUSDCONTINENTAL RESOURCES INC
46,000$2.4B0.01%Put
287
WYNEURWYNDHAM WORLDWIDE CORP
30,660$2.3B0.01%
288
CHKEURCHESAPEAKE ENERGY CORP
332,747$2.3B0.01%
289
CA8ACACI INTL INC
18,723$2.3B0.01%
290
HASHASBRO INC
29,771$2.3B0.01%
291
CYNOSURE INC
50,000$2.3B0.01%
292
PDLIEURPDL BIOPHARMA INC
1,070,509$2.3B0.01%
293
IDAIDACORP INC
28,068$2.3B0.01%
294
HIMXHIMAX TECHNOLOGIES INC
366,800$2.2B0.01%
295
LOWLOWES COS INC
31,090$2.2B0.01%
296
GYROGYRODYNE LLC
119,888$2.2B0.01%
297
SYKES ENTERPRISES INC
74,868$2.2B0.01%
298
ISRAEL CHEMICALS LTD
526,093$2.2B0.01%
299
ENSCO PLC
216,212$2.1B0.01%
300
NAVIGANT CONSULTING INC
79,634$2.1B0.01%
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