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)

#StockSharesValue% PortfolioType
301
BRBROADRIDGE FINL SOLUTIONS IN
31,388$2.1B11.22%
302
TBITRUEBLUE INC
82,769$2.0B11.00%
303
NTGRNETGEAR INC
37,235$2.0B10.91%
304
DVNDEVON ENERGY CORP NEW
44,300$2.0B10.90%Put
305
TAT&T INC
47,553$2.0B10.90%
306
TKCTURKCELL ILETISIM HIZMETLERI
289,800$2.0B10.78%
307
MDPUSDMEREDITH CORP
33,623$2.0B10.72%
308
XEROX CORP
227,349$2.0B10.70%
309
CVECENOVUS ENERGY INC
129,600$2.0B10.58%
310
JBSSSANFILIPPO JOHN B & SON INC
26,323$1.9B9.99%
311
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
35,084$1.8B9.86%
312
UMCUNITED MICROELECTRONICS CORP
1,038,700$1.8B9.80%
313
CSANCOSAN LTD
234,320$1.8B9.49%
314
DOW CHEM CO
30,500$1.7B9.41%
315
MOALTRIA GROUP INC
25,062$1.7B9.14%
316
LSAKNET 1 UEPS TECHNOLOGIES INC
146,306$1.7B9.06%
317
NOCNORTHROP GRUMMAN CORP
7,170$1.7B8.99%
318
LNCLINCOLN NATL CORP IND
25,153$1.7B8.99%
319
XYLXYLEM INC
32,600$1.6B8.70%
320
BKCCUSDBLACKROCK CAPITAL INVESTMENT
228,134$1.6B8.56%
321
RDYDR REDDYS LABS LTD
35,000$1.6B8.54%
322
GDGENERAL DYNAMICS CORP
9,124$1.6B8.49%
323
UNUSDUNILEVER N V
38,300$1.6B8.48%
324
FIZZNATIONAL BEVERAGE CORP
30,000$1.5B8.26%
325
ANATUSDAMERICAN NATL INS CO
12,110$1.5B8.13%
326
SBSWSIBANYE GOLD LTD
212,518$1.5B8.09%
327
DYHTARGET CORP
20,674$1.5B8.05%
328
ATWOOD OCEANICS INC
112,581$1.5B7.97%
329
ROWAN COMPANIES PLC
75,100$1.4B7.65%
330
COHREURCOHERENT INC
10,200$1.4B7.55%
331
CSGSCSG SYS INTL INC
28,650$1.4B7.48%
332
EFXEQUIFAX INC
11,170$1.3B7.12%
333
NENOBLE CORP PLC
218,100$1.3B6.96%
334
CHEMICAL FINL CORP
23,608$1.3B6.89%
335
ATOATMOS ENERGY CORP
17,235$1.3B6.89%
336
OPLNKAR AUCTION SVCS INC
29,735$1.3B6.83%
337
AVAAVISTA CORP
31,663$1.3B6.82%
338
IEIINSIGHT ENTERPRISES INC
31,142$1.3B6.79%
339
DTEDTE ENERGY CO
12,743$1.3B6.76%
340
NOVEURNATIONAL OILWELL VARCO INC
33,400$1.3B6.74%
341
JOY GLOBAL INC
43,900$1.2B6.62%
342
TXRHTEXAS ROADHOUSE INC
25,070$1.2B6.52%
343
AU OPTRONICS CORP
341,300$1.2B6.51%
344
CENTCENTRAL GARDEN & PET CO
36,308$1.2B6.47%
345
SWBISMITH & WESSON HLDG CORP
56,611$1.2B6.43%
346
ATRAPTARGROUP INC
16,218$1.2B6.42%
347
BAHBOOZ ALLEN HAMILTON HLDG COR
32,695$1.2B6.35%
348
HSICSCHEIN HENRY INC
7,431$1.1B6.07%
349
TTENTOTAL S A
21,900$1.1B6.02%
350
DOEURDIAMOND OFFSHORE DRILLING IN
62,800$1.1B5.99%
351
UVVUNIVERSAL CORP VA
17,398$1.1B5.98%
352
WITWIPRO LTD
111,700$1.1B5.83%
353
ARIAPOLLO COML REAL EST FIN INC
63,278$1.1B5.67%
354
NWSANEWS CORP NEW
90,610$1.0B5.59%
355
FSLRFIRST SOLAR INC
31,700$1.0B5.48%
356
AEEAMEREN CORP
19,269$1.0B5.45%
357
FITBFIFTH THIRD BANCORP
37,100$1.0B5.40%
358
UBSUBS GROUP AG
63,015$989.0M5.33%
359
IPGINTERPUBLIC GROUP COS INC
41,383$969.0M5.22%
360
EXTERRAN CORP
40,053$957.0M5.16%
361
GMEGAMESTOP CORP NEW
37,700$952.0M5.13%
362
SSUPSUPERIOR INDS INTL INC
35,942$947.0M5.10%
363
MGAMAGNA INTL INC
21,700$943.0M5.08%
364
PLOWDOUGLAS DYNAMICS INC
27,846$937.0M5.05%
365
OMEGA PROTEIN CORP
36,970$926.0M4.99%
366
PGRPROGRESSIVE CORP OHIO
25,831$917.0M4.94%
367
SMPSTANDARD MTR PRODS INC
17,100$910.0M4.90%
368
SMSM ENERGY CO
25,358$874.0M4.71%
369
CAKECHEESECAKE FACTORY INC
14,331$858.0M4.62%
370
ICFIICF INTL INC
15,300$845.0M4.55%
371
RMREGIONAL MGMT CORP
30,767$809.0M4.36%
372
MRKMERCK & CO INC
13,700$807.0M4.35%
373
RRDEURDONNELLEY R R & SONS CO
49,100$801.0M4.32%
374
NBRNABORS INDUSTRIES LTD
47,800$784.0M4.23%
375
STLAFIAT CHRYSLER AUTOMOBILES N
83,887$767.0M4.13%
376
ADUNITED STATES CELLULAR CORP
16,775$733.0M3.95%
377
EDCONSOLIDATED EDISON INC
9,857$726.0M3.91%
378
CMRECOSTAMARE INC
127,400$713.0M3.84%
379
METMETLIFE INC
12,832$692.0M3.73%
380
PSXPHILLIPS 66
7,900$683.0M3.68%
381
NWBINORTHWEST BANCSHARES INC MD
37,673$679.0M3.66%
382
NBISYANDEX N V
33,524$675.0M3.64%
383
RIGTRANSOCEAN LTD
45,000$663.0M3.57%Put
384
GCI1EURGANNETT CO INC
66,946$650.0M3.50%
385
COOPER TIRE & RUBR CO
16,695$649.0M3.50%
386
BGGUSDBRIGGS & STRATTON CORP
28,609$637.0M3.43%
387
NEUSTAR INC
18,800$628.0M3.38%
388
9990302DAPACHE CORP
9,332$592.0M3.19%
389
TEVATEVA PHARMACEUTICAL INDS LTD
14,950$542.0M2.92%
390
DGDOLLAR GEN CORP NEW
7,305$541.0M2.92%
391
CALIFORNIA RES CORP
25,211$537.0M2.89%
392
CENTACENTRAL GARDEN & PET CO
17,323$535.0M2.88%
393
TSAKOS ENERGY NAVIGATION LTD
111,300$522.0M2.81%
394
CHDCHURCH & DWIGHT INC
11,745$519.0M2.80%
395
PENNYMAC FINL SVCS INC
30,769$512.0M2.76%
396
CHIPMOS TECHNOLOGIES INC
35,736$504.0M2.72%
397
MRSHMARSH & MCLENNAN COS INC
7,450$504.0M2.72%
398
XOMEXXON MOBIL CORP
5,500$496.0M2.67%
399
DOVDOVER CORP
6,397$479.0M2.58%
400
BBDBANCO BRADESCO S A
54,590$475.0M2.56%
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