Grantham, Mayo, Van Otterloo & Co. LLC Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$17.1B

Holdings

537

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (537 positions)

#StockSharesValue% PortfolioType
201
EMNEASTMAN CHEM CO
64,000$5.8B33.86%
202
WITWIPRO LTD
1,011,938$5.7B33.60%
203
IRINGERSOLL-RAND PLC
64,400$5.7B33.58%
204
CLSCA INC
167,954$5.6B32.77%
205
EFAISHARES TR
80,988$5.5B32.42%
206
UNMUNUM GROUP
107,748$5.5B32.21%
207
4DHDANA INCORPORATED
195,500$5.5B31.96%
208
BCBRUNSWICK CORP
96,500$5.4B31.58%
209
JLLJONES LANG LASALLE INC
43,343$5.4B31.30%
210
THOTHOR INDS INC
41,485$5.2B30.54%
211
KLACKLA-TENCOR CORP
47,800$5.1B29.62%
212
VALEVALE S A
526,700$4.9B28.79%
213
DTEDTE ENERGY CO
45,789$4.9B28.74%
214
SYMCEURSYMANTEC CORP
149,700$4.9B28.72%
215
PHMPULTE GROUP INC
178,700$4.9B28.55%
216
MRKMERCK & CO INC
74,800$4.8B28.00%
217
TDTORONTO DOMINION BK ONT
83,500$4.7B27.42%
218
INDAISHARES TR
140,100$4.6B26.90%
219
CLXCLOROX CO DEL
34,500$4.6B26.61%
220
MTORMERITOR INC
169,300$4.4B25.74%
221
AGCOAGCO CORP
59,544$4.4B25.68%
222
TECH DATA CORP
48,638$4.3B25.26%
223
SANMSANMINA CORPORATION
114,893$4.3B24.95%
224
XHRXENIA HOTELS & RESORTS INC
201,600$4.2B24.81%
225
UGIUGI CORP NEW
90,400$4.2B24.76%
226
SCISERVICE CORP INTL
121,900$4.2B24.59%
227
MOG/AMOOG INC
50,300$4.2B24.54%
228
LDOSLEIDOS HLDGS INC
70,600$4.2B24.44%
229
OIEUROWENS ILL INC
163,200$4.1B24.00%
230
MCDERMOTT INTL INC
564,250$4.1B23.98%
231
RSRELIANCE STEEL & ALUMINUM CO
53,740$4.1B23.93%
232
DRIDARDEN RESTAURANTS INC
50,900$4.0B23.44%
233
BPOPPOPULAR INC
110,500$4.0B23.22%
234
BENFRANKLIN RES INC
88,800$4.0B23.10%
235
DLXDELUXE CORP
53,998$3.9B23.03%
236
ACCOACCO BRANDS CORP
330,529$3.9B22.99%
237
THCTENET HEALTHCARE CORP
238,900$3.9B22.95%
238
CHKPCHECK POINT SOFTWARE TECH LT
34,200$3.9B22.79%
239
APLEAPPLE HOSPITALITY REIT INC
205,900$3.9B22.77%
240
GKDGRAND CANYON ED INC
42,700$3.9B22.67%
241
TRVCCITIGROUP INC
52,800$3.8B22.46%
242
LAMRLAMAR ADVERTISING CO NEW
55,600$3.8B22.27%
243
TDSTELEPHONE & DATA SYS INC
134,500$3.8B21.93%
244
OGEOGE ENERGY CORP
103,700$3.7B21.84%
245
EMEEMCOR GROUP INC
53,850$3.7B21.84%
246
HRG GROUP INC
237,850$3.7B21.71%
247
CNRCANADIAN NATL RY CO
44,440$3.7B21.47%
248
VYXNCR CORP NEW
97,500$3.7B21.39%
249
FITBFIFTH THIRD BANCORP
129,700$3.6B21.22%
250
VCVISTEON CORP
29,100$3.6B21.06%
251
CPSCOOPER STD HLDGS INC
30,900$3.6B20.95%
252
OSKOSHKOSH CORP
43,400$3.6B20.94%
253
AGOASSURED GUARANTY LTD
94,176$3.6B20.78%
254
OCOWENS CORNING NEW
45,200$3.5B20.44%
255
XRXCHFXEROX CORP
102,750$3.4B20.00%
256
GEGGEO GROUP INC NEW
126,900$3.4B19.96%
257
ATGEADTALEM GLOBAL ED INC
95,100$3.4B19.93%
258
FAFFIRST AMERN FINL CORP
68,176$3.4B19.92%
259
CHECHEMED CORP NEW
16,807$3.4B19.85%
260
GTGOODYEAR TIRE & RUBR CO
101,900$3.4B19.81%
261
PTIP T TELEKOMUNIKASI INDONESIA
98,500$3.4B19.75%
262
CIGCOMPANHIA ENERGETICA DE MINA
1,343,091$3.3B19.47%
263
MANMANPOWERGROUP INC
27,900$3.3B19.22%
264
TDYTELEDYNE TECHNOLOGIES INC
20,600$3.3B19.17%
265
SCANA CORP NEW
67,100$3.3B19.02%
266
LSTRLANDSTAR SYS INC
32,600$3.2B18.99%
267
TEN1TENNECO INC
53,500$3.2B18.98%
268
ESTERLINE TECHNOLOGIES CORP
35,700$3.2B18.81%
269
PLUSEPLUS INC
34,582$3.2B18.69%
270
LNWOSCIENTIFIC GAMES CORP
69,600$3.2B18.66%
271
CA8ACACI INTL INC
22,500$3.1B18.33%
272
VWOVANGUARD INTL EQUITY INDEX F
70,800$3.1B18.04%
273
MURMURPHY OIL CORP
116,100$3.1B18.03%
274
NWSANEWS CORP NEW
231,422$3.1B17.94%
275
KOFCOCA COLA FEMSA S A B DE C V
39,500$3.0B17.81%
276
AGROADECOAGRO S A
281,153$3.0B17.75%
277
DRHDIAMONDROCK HOSPITALITY CO
277,200$3.0B17.74%
278
SODASTREAM INTERNATIONAL LTD
45,300$3.0B17.60%
279
TRINSEO S A
43,900$2.9B17.22%
280
HELEHELEN OF TROY CORP LTD
29,973$2.9B16.98%
281
GHCGRAHAM HLDGS CO
4,900$2.9B16.76%
282
WDWALKER & DUNLOP INC
54,241$2.8B16.59%
283
COSCNO FINL GROUP INC
119,300$2.8B16.28%
284
BDNBRANDYWINE RLTY TR
157,900$2.8B16.15%
285
SHOSUNSTONE HOTEL INVS INC NEW
169,600$2.7B15.93%
286
ISRAEL CHEMICALS LTD
607,941$2.7B15.77%
287
RSX1USDVANECK VECTORS ETF TR
120,700$2.7B15.73%
288
BIGGQBIG LOTS INC
49,600$2.7B15.53%
289
BMTABRITISH AMERN TOB PLC
41,568$2.6B15.18%
290
PPTPUTMAN HIGH INCOME SEC FUND
287,259$2.6B15.00%
291
NUTRI SYS INC NEW
43,900$2.5B14.35%
292
GYROGYRODYNE LLC
113,088$2.4B14.24%
293
AITAPPLIED INDL TECHNOLOGIES IN
36,900$2.4B14.19%
294
FSLRFIRST SOLAR INC
51,400$2.4B13.79%
295
TUPTUPPERWARE BRANDS CORP
37,827$2.3B13.67%
296
LSAKNET 1 UEPS TECHNOLOGIES INC
238,441$2.3B13.58%
297
CSIQCANADIAN SOLAR INC
136,263$2.3B13.42%
298
CSGSCSG SYS INTL INC
56,600$2.3B13.27%
299
STXSEAGATE TECHNOLOGY PLC
68,400$2.3B13.27%
300
CENTACENTRAL GARDEN & PET CO
60,200$2.2B13.09%
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