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)

#	Stock	Shares	Value	% Portfolio
401	SIGISELECTIVE INS GROUP INC	10,755	$463.0M	2.50%
402	NVDANVIDIA CORP	4,300	$459.0M	2.47%
403	PKGPACKAGING CORP AMER	5,100	$433.0M	2.33%
404	JKHYHENRY JACK & ASSOC INC	4,868	$432.0M	2.33%
405	CBCHUBB LIMITED	3,251	$430.0M	2.32%
406	AEOAMERICAN EAGLE OUTFITTERS NE	28,300	$429.0M	2.31%
407	AELUSDAMERICAN EQTY INVT LIFE HLD	18,923	$427.0M	2.30%
408	RTN1USDRAYTHEON CO	3,000	$426.0M	2.30%
409	HTLDEXPRESS INC	38,717	$417.0M	2.25%
410	ORIOLD REP INTL CORP	20,700	$393.0M	2.12%
411	FLRFLUOR CORP NEW	7,400	$389.0M	2.10%
412	ASPSALTISOURCE PORTFOLIO SOLNS S	14,631	$389.0M	2.10%
413	SCSANTANDER CONSUMER USA HDG I	28,400	$383.0M	2.06%
414	BAPCREDICORP LTD	2,400	$379.0M	2.04%
415	DBDEUTSCHE BANK AG	20,328	$370.0M	1.99%
416	AMGNAMGEN INC	2,499	$365.0M	1.97%
417	ROSTROSS STORES INC	5,450	$358.0M	1.93%
418	MPCMARATHON PETE CORP	7,100	$357.0M	1.92%
419	ALSALLSTATE CORP	4,800	$356.0M	1.92%
420	PEGPUBLIC SVC ENTERPRISE GROUP	7,900	$347.0M	1.87%
421	ARCCARES CAP CORP	20,179	$333.0M	1.79%
422	AGMFEDERAL AGRIC MTG CORP	5,800	$332.0M	1.79%
423	DDSDILLARDS INC	5,128	$321.0M	1.73%
424	VACMARRIOTT VACATIONS WRLDWDE C	3,703	$314.0M	1.69%
425	GGALGRUPO FINANCIERO SANTANDER M	42,200	$303.0M	1.63%
426	ASRGRUPO AEROPORTUARIO DEL SURE	2,000	$288.0M	1.55%
427	CULPCULP INC	7,602	$282.0M	1.52%
428	PG4PRINCIPAL FINL GROUP INC	4,850	$281.0M	1.51%
429	COPCONOCOPHILLIPS	5,609	$281.0M	1.51%
430	HANHAWAIIAN HOLDINGS INC	4,892	$279.0M	1.50%
431	SDRLSEADRILL LIMITED	77,035	$267.0M	1.44%
432	TRMKTRUSTMARK CORP	7,433	$265.0M	1.43%
433	FLXSFLEXSTEEL INDS INC	4,295	$265.0M	1.43%
434	HIGHARTFORD FINL SVCS GROUP INC	5,325	$254.0M	1.37%
435	PNCPNC FINL SVCS GROUP INC	2,155	$252.0M	1.36%
436	DHRDANAHER CORP DEL	3,226	$251.0M	1.35%
437	SYFSYNCHRONY FINL	6,900	$250.0M	1.35%
438	CR1USDCRANE CO	3,400	$245.0M	1.32%
439	COLMCOLUMBIA SPORTSWEAR CO	4,199	$245.0M	1.32%
440	—CATCHMARK TIMBER TR INC	21,672	$244.0M	1.32%
441	—EXACTECH INC	8,821	$241.0M	1.30%
442	CMSCMS ENERGY CORP	5,700	$237.0M	1.28%
443	ICLRICON PLC	3,129	$235.0M	1.27%
444	ASIXADVANSIX INC	10,584	$234.0M	1.26%
445	SWKSTANLEY BLACK & DECKER INC	2,000	$229.0M	1.23%
446	EBAEBAY INC	7,578	$225.0M	1.21%
447	—TRIPLE-S MGMT CORP	10,819	$224.0M	1.21%
448	WRBBERKLEY W R CORP	3,362	$224.0M	1.21%
449	—WHITING PETE CORP NEW	18,500	$222.0M	1.20%
450	MATXMATSON INC	6,219	$220.0M	1.19%
451	CTLEURCENTURYLINK INC	9,200	$219.0M	1.18%
452	TGNATEGNA INC	10,196	$218.0M	1.18%
453	MUMICRON TECHNOLOGY INC	9,900	$217.0M	1.17%
454	HPEHEWLETT PACKARD ENTERPRISE C	9,300	$215.0M	1.16%
455	BMYBRISTOL MYERS SQUIBB CO	3,500	$205.0M	1.10%
456	PHMPULTE GROUP INC	10,500	$193.0M	1.04%
457	SWN1EURSOUTHWESTERN ENERGY CO	15,300	$166.0M	0.89%
458	—TRC COS INC	15,541	$165.0M	0.89%
459	—VONAGE HLDGS CORP	23,614	$162.0M	0.87%
460	ACREARES COML REAL ESTATE CORP	11,616	$159.0M	0.86%
461	UPBDRENT A CTR INC NEW	14,010	$158.0M	0.85%
462	—BRIDGEPOINT ED INC	15,033	$152.0M	0.82%
463	—MCDERMOTT INTL INC	19,400	$143.0M	0.77%
464	NIHDEURNII HLDGS INC	64,457	$139.0M	0.75%
465	GAINGLADSTONE INVT CORP	15,542	$131.0M	0.71%
466	NOG1EURNORTHERN OIL & GAS INC NEV	45,500	$125.0M	0.67%
467	SAJACOMPANHIA DE SANEAMENTO BASI	13,100	$114.0M	0.61%
468	ENICENEL CHILE S A	24,800	$113.0M	0.61%
469	—TIDEWATER INC	29,700	$101.0M	0.54%
470	—STUDENT TRANSN INC	14,700	$82.0M	0.44%
471	BTEBAYTEX ENERGY CORP	14,600	$71.0M	0.38%
472	DSEURDRIVE SHACK INC	18,480	$69.0M	0.37%
473	SIDCOMPANHIA SIDERURGICA NACION	16,300	$53.0M	0.29%
474	GNWGENWORTH FINL INC	13,859	$53.0M	0.29%
475	EDGGOLD FIELDS LTD NEW	14,800	$45.0M	0.24%
476	TRQEURTURQUOISE HILL RES LTD	13,100	$42.0M	0.23%
477	—CIVEO CORP CDA	16,300	$36.0M	0.19%
478	—PARKER DRILLING CO	12,900	$34.0M	0.18%
479	—COMMUNITY HEALTH SYS INC NEW	51,900	$0	0.00%

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