Grantham, Mayo, Van Otterloo & Co. LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$18.1B

Holdings

557

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (557 positions)

#StockSharesValue% PortfolioType
301
GHCGRAHAM HLDGS CO
3,600$2.2B11.91%
302
UMCUNITED MICROELECTRONICS CORP
855,800$2.1B11.52%
303
UVVUNIVERSAL CORP VA
32,100$2.1B11.46%
304
CHKEURCHESAPEAKE ENERGY CORP
410,402$2.0B11.26%
305
WCCWESCO INTL INC
34,900$2.0B11.03%
306
MFCMANULIFE FINL CORP
103,000$1.9B10.64%
307
MURMURPHY OIL CORP
73,800$1.9B10.43%
308
OECORION ENGINEERED CARBONS S A
92,400$1.8B10.17%
309
SYKES ENTERPRISES INC
53,286$1.8B9.86%
310
EXPDEXPEDITORS INTL WASH INC
31,343$1.8B9.77%
311
MDPUSDMEREDITH CORP
29,385$1.7B9.64%
312
OASEUROASIS PETE INC NEW
212,700$1.7B9.45%
313
SBOWEURSILVERBOW RES INC
63,200$1.7B9.12%
314
SODASTREAM INTERNATIONAL LTD
30,700$1.6B9.07%
315
CSGSCSG SYS INTL INC
39,800$1.6B8.91%
316
CENTACENTRAL GARDEN & PET CO
53,700$1.6B8.89%
317
SPXCSPX CORP
64,036$1.6B8.89%
318
FSLRFIRST SOLAR INC
39,500$1.6B8.69%
319
NTGRNETGEAR INC
36,400$1.6B8.66%
320
NAVIGATORS GROUP INC
28,314$1.6B8.57%
321
PGRPROGRESSIVE CORP OHIO
35,250$1.6B8.57%
322
SNASNAP ON INC
9,800$1.5B8.54%
323
PDEURPRECISION DRILLING CORP
453,200$1.5B8.53%
324
POT1EURPOTASH CORP SASK INC
93,829$1.5B8.44%
325
JNPJUNIPER NETWORKS INC
53,100$1.5B8.17%
326
SAJACOMPANHIA DE SANEAMENTO BASI
153,100$1.5B8.04%
327
ICFIICF INTL INC
30,800$1.5B8.01%
328
OM ASSET MGMT PLC
97,200$1.4B7.97%
329
HBC2HSBC HLDGS PLC
31,100$1.4B7.96%
330
CBRECBRE GROUP INC
39,600$1.4B7.95%
331
INTUINTUIT
10,800$1.4B7.91%
332
IEIINSIGHT ENTERPRISES INC
34,902$1.4B7.70%
333
ANATUSDAMERICAN NATL INS CO
11,900$1.4B7.65%
334
SMPSTANDARD MTR PRODS INC
25,800$1.3B7.43%
335
CLSEURCELESTICA INC
97,400$1.3B7.29%
336
TOWER INTL INC
58,565$1.3B7.26%
337
MOG/AMOOG INC
18,300$1.3B7.24%
338
MTZMASTEC INC
28,100$1.3B7.00%
339
ENVAENOVA INTL INC
85,200$1.3B6.98%
340
37MMRC GLOBAL INC
76,300$1.3B6.95%
341
EXTERRAN CORP
47,078$1.3B6.94%
342
XRXCHFXEROX CORP
43,450$1.2B6.89%
343
BGGUSDBRIGGS & STRATTON CORP
51,700$1.2B6.87%
344
AU OPTRONICS CORP
271,300$1.2B6.83%
345
KOPKOPPERS HOLDINGS INC
34,200$1.2B6.82%
346
UNIT CORP
65,964$1.2B6.82%
347
WITWIPRO LTD
229,400$1.2B6.58%
348
ITUBITAU UNIBANCO HLDG SA
103,871$1.1B6.33%
349
ENSCO PLC
218,900$1.1B6.23%
350
SIMOSILICON MOTION TECHNOLOGY CO
21,900$1.1B5.83%
351
ABBVABBVIE INC
14,500$1.1B5.80%
352
BTEBAYTEX ENERGY CORP
431,400$1.0B5.78%
353
PNWPINNACLE WEST CAP CORP
12,100$1.0B5.68%
354
AWGASBURY AUTOMOTIVE GROUP INC
18,200$1.0B5.68%
355
WIXWIX COM LTD
14,300$995.0M5.49%
356
UPSUNITED PARCEL SERVICE INC
8,900$984.0M5.43%
357
VALEVALE S A
112,200$982.0M5.42%
358
ROWAN COMPANIES PLC
94,200$965.0M5.32%
359
JBLJABIL INC
31,700$925.0M5.10%
360
BIGGQBIG LOTS INC
19,100$923.0M5.09%
361
CENTCENTRAL GARDEN & PET CO
28,400$903.0M4.98%
362
RFREGIONS FINL CORP NEW
59,800$875.0M4.83%
363
AELUSDAMERICAN EQTY INVT LIFE HLD
32,492$854.0M4.71%
364
SBCSABRA HEALTH CARE REIT INC
35,400$853.0M4.71%
365
NENOBLE CORP PLC
234,600$849.0M4.68%
366
PGPROCTER AND GAMBLE CO
9,700$845.0M4.66%
367
AGMFEDERAL AGRIC MTG CORP
13,000$841.0M4.64%
368
GGBGERDAU S A
268,100$818.0M4.51%
369
ATWOOD OCEANICS INC
97,240$793.0M4.38%
370
CSLCARLISLE COS INC
8,200$782.0M4.31%
371
VONAGE HLDGS CORP
118,275$774.0M4.27%
372
CNRCANADIAN NATL RY CO
9,540$773.0M4.26%
373
BCEBCE INC
16,800$757.0M4.18%
374
CHIPMOS TECHNOLOGIES INC
37,700$745.0M4.11%
375
DOEURDIAMOND OFFSHORE DRILLING IN
67,900$735.0M4.06%
376
XYLXYLEM INC
12,460$691.0M3.81%
377
EMBJEMBRAER S A
37,500$684.0M3.77%
378
QIWQIWI PLC
26,200$647.0M3.57%
379
SWN1EURSOUTHWESTERN ENERGY CO
105,283$640.0M3.53%
380
MEOHMETHANEX CORP
14,400$634.0M3.50%
381
RMREGIONAL MGMT CORP
26,212$619.0M3.42%
382
PLOWDOUGLAS DYNAMICS INC
18,745$617.0M3.40%
383
AGRIUM INC
6,751$611.0M3.37%
384
JHGJANUS HENDERSON GROUP PLC
18,073$598.0M3.30%
385
DELPHI AUTOMOTIVE PLC
6,800$596.0M3.29%
386
AVPUSDAVON PRODS INC
154,100$586.0M3.23%
387
OKEONEOK INC NEW
11,175$583.0M3.22%
388
QUADQUAD / GRAPHICS INC
25,000$573.0M3.16%
389
TTMCHFTATA MTRS LTD
17,321$572.0M3.16%
390
TELTE CONNECTIVITY LTD
7,200$566.0M3.12%
391
JKHYHENRY JACK & ASSOC INC
5,310$552.0M3.05%
392
CR1USDCRANE CO
6,900$548.0M3.02%
393
PRAAPRA GROUP INC
14,400$546.0M3.01%
394
SCLSTEPAN CO
6,000$523.0M2.89%
395
ETNEATON CORP PLC
6,700$521.0M2.87%
396
VYXNCR CORP NEW
12,700$519.0M2.86%
397
NWSANEWS CORP NEW
37,099$508.0M2.80%
398
DVNDEVON ENERGY CORP NEW
15,600$499.0M2.75%
399
PENNYMAC FINL SVCS INC
29,750$497.0M2.74%
400
PEOEXELON CORP
13,500$487.0M2.69%
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