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
501
MFAUSDMFA FINL INC
28,200$237.0M1.31%
502
MCMOELIS & CO
6,100$237.0M1.31%
503
SRJSPARTANNASH CO
9,100$236.0M1.30%
504
CABOT MICROELECTRONICS CORP
3,200$236.0M1.30%
505
VSHVISHAY INTERTECHNOLOGY INC
14,200$236.0M1.30%
506
HTOSJW GROUP
4,800$236.0M1.30%
507
HALYARD HEALTH INC
6,000$236.0M1.30%
508
CIMCHIMERA INVT CORP
12,500$233.0M1.29%
509
NUTRACEUTICAL INTL CORP
5,600$233.0M1.29%
510
FLXSFLEXSTEEL INDS INC
4,295$232.0M1.28%
511
MGRCMCGRATH RENTCORP
6,700$232.0M1.28%
512
PKPARK HOTELS RESORTS INC
8,600$232.0M1.28%
513
MHLAMAIDEN HOLDINGS LTD
20,700$230.0M1.27%
514
TBITRUEBLUE INC
8,680$230.0M1.27%
515
HANHAWAIIAN HOLDINGS INC
4,900$230.0M1.27%
516
TSLXUSDTPG SPECIALTY LENDING INC
11,200$229.0M1.26%
517
MSIMOTOROLA SOLUTIONS INC
2,600$226.0M1.25%
518
TPCTUTOR PERINI CORP
7,800$224.0M1.24%
519
CAKECHEESECAKE FACTORY INC
4,430$223.0M1.23%
520
TRUSTCO BK CORP N Y
28,600$222.0M1.22%
521
GTLSCHART INDS INC
6,400$222.0M1.22%
522
SLRCSOLAR CAP LTD
10,100$221.0M1.22%
523
SIGISELECTIVE INS GROUP INC
4,412$221.0M1.22%
524
TCP CAP CORP
13,000$220.0M1.21%
525
W3UWESTERN UN CO
11,500$219.0M1.21%
526
RMRRMR GROUP INC
4,500$219.0M1.21%
527
CULPCULP INC
6,700$218.0M1.20%
528
CONSOL ENERGY INC
14,600$218.0M1.20%
529
SELECT INCOME REIT
9,000$216.0M1.19%
530
NTAPNETAPP INC
5,400$216.0M1.19%
531
WEST CORP
9,200$215.0M1.19%
532
JKSJINKOSOLAR HLDG CO LTD
10,194$212.0M1.17%
533
UNIVERSAL FST PRODS INC
2,400$210.0M1.16%
534
3M4MASIMO CORP
2,300$210.0M1.16%
535
EXPRESS SCRIPTS HLDG CO
3,200$204.0M1.13%
536
AMKRAMKOR TECHNOLOGY INC
20,300$198.0M1.09%
537
RIGTRANSOCEAN LTD
22,800$188.0M1.04%
538
BRIDGEPOINT ED INC
12,300$182.0M1.00%
539
TAILORED BRANDS INC
16,000$179.0M0.99%
540
DARDARLING INGREDIENTS INC
11,300$178.0M0.98%
541
FETUSDFORUM ENERGY TECHNOLOGIES IN
11,400$178.0M0.98%
542
TRIPLE-S MGMT CORP
10,100$171.0M0.94%
543
PREFERRED APT CMNTYS INC
10,300$162.0M0.89%
544
ASHFORD HOSPITALITY TR INC
25,400$154.0M0.85%
545
WHITING PETE CORP NEW
26,800$148.0M0.82%
546
UISUNISYS CORP
11,500$147.0M0.81%
547
ENICENEL CHILE S A
23,600$130.0M0.72%
548
ENERNOC INC
11,400$88.0M0.49%
549
AMRCAMERESCO INC
11,100$85.0M0.47%
550
MANITOWOC INC
13,700$82.0M0.45%
551
DSEURDRIVE SHACK INC
18,480$58.0M0.32%
552
SIDCOMPANHIA SIDERURGICA NACION
16,300$35.0M0.19%
553
TRQEURTURQUOISE HILL RES LTD
13,100$35.0M0.19%
554
PARKER DRILLING CO
12,900$17.0M0.09%
555
FRONTIER COMMUNICATIONS CORP
11,200$13.0M0.07%
556
NIHDEURNII HLDGS INC
12,200$10.0M0.06%
557
SDRLSEADRILL LIMITED
14,103$5.0M0.03%
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