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
301
OM ASSET MGMT PLC
147,800$2.2B12.89%
302
CR1USDCRANE CO
27,200$2.2B12.72%
303
PBIPITNEY BOWES INC
154,400$2.2B12.65%
304
INNSUMMIT HOTEL PPTYS
132,800$2.1B12.41%
305
IEIINSIGHT ENTERPRISES INC
46,102$2.1B12.38%
306
PLCECHILDRENS PL INC
17,500$2.1B12.09%
307
CHHCHOICE HOTELS INTL INC
32,200$2.1B12.03%
308
MOMOUSDMOMO INC
64,700$2.0B11.86%
309
HPTUSDHOSPITALITY PPTYS TR
68,800$2.0B11.46%
310
GEFGREIF INC
33,300$1.9B11.39%
311
UVVUNIVERSAL CORP VA
33,600$1.9B11.25%
312
PCHPOTLATCH CORP NEW
37,700$1.9B11.24%
313
LPLALPL FINL HLDGS INC
37,200$1.9B11.21%
314
PRGSPROGRESS SOFTWARE CORP
48,500$1.9B10.82%
315
LUXOFT HLDG INC
38,200$1.8B10.68%
316
CSTMCONSTELLIUM NV
177,200$1.8B10.62%
317
SAJACOMPANHIA DE SANEAMENTO BASI
170,900$1.8B10.45%
318
BRK-BQUALITY CARE PPTYS INC
114,200$1.8B10.35%
319
MDPUSDMEREDITH CORP
31,685$1.8B10.28%
320
SUXSYNNEX CORP
13,900$1.8B10.28%
321
NYTNEW YORK TIMES CO
88,000$1.7B10.08%
322
BGGUSDBRIGGS & STRATTON CORP
72,900$1.7B10.01%
323
EXTERRAN CORP
54,178$1.7B10.01%
324
GIBGROUPE CGI INC
33,100$1.7B10.01%
325
MDC1USDM D C HLDGS INC
51,400$1.7B9.98%
326
BCCBOISE CASCADE CO DEL
48,000$1.7B9.79%
327
AG8AGILENT TECHNOLOGIES INC
25,900$1.7B9.72%
328
AETNA INC NEW
10,177$1.6B9.46%
329
KOPKOPPERS HOLDINGS INC
34,900$1.6B9.42%
330
ICFIICF INTL INC
29,800$1.6B9.40%
331
POT1EURPOTASH CORP SASK INC
83,329$1.6B9.37%
332
SYKES ENTERPRISES INC
54,786$1.6B9.34%
333
BBDBANCO BRADESCO S A
144,200$1.6B9.33%
334
BLUCORA INC
63,000$1.6B9.32%
335
NWSNEWS CORP NEW
115,185$1.6B9.19%
336
SCHLSCHOLASTIC CORP
41,800$1.6B9.09%
337
SBOWEURSILVERBOW RES INC
63,200$1.6B9.07%
338
ELLAUDER ESTEE COS INC
14,300$1.5B9.01%
339
HBC2HSBC HLDGS PLC
31,100$1.5B8.99%
340
WHITING PETE CORP NEW
281,500$1.5B8.99%
341
IBNICICI BK LTD
171,396$1.5B8.58%
342
RYB ED INC
50,000$1.4B8.33%
343
BANKRATE INC DEL
96,200$1.3B7.85%
344
ABBVABBVIE INC
14,900$1.3B7.74%
345
ANATUSDAMERICAN NATL INS CO
10,600$1.3B7.32%
346
IPARINTER PARFUMS INC
30,200$1.2B7.28%
347
ADUNITED STATES CELLULAR CORP
34,700$1.2B7.18%
348
SMPSTANDARD MTR PRODS INC
24,700$1.2B6.97%
349
OECORION ENGINEERED CARBONS S A
52,200$1.2B6.85%
350
NAVIGANT CONSULTING INC
67,912$1.1B6.72%
351
TTMCHFTATA MTRS LTD
36,621$1.1B6.69%
352
ENSCO PLC
191,600$1.1B6.69%
353
37MMRC GLOBAL INC
63,300$1.1B6.47%
354
NENOBLE CORP PLC
235,600$1.1B6.34%
355
ROWAN COMPANIES PLC
83,200$1.1B6.25%
356
CENTCENTRAL GARDEN & PET CO
26,900$1.0B6.11%
357
TOWER INTL INC
38,065$1.0B6.05%
358
PGPROCTER AND GAMBLE CO
11,100$1.0B5.90%
359
INGRINGREDION INC
8,162$985.0M5.76%
360
IVZINVESCO LTD
26,925$943.0M5.51%
361
MOSMOSAIC CO NEW
41,660$899.0M5.26%
362
BACVERIZON COMMUNICATIONS INC
17,900$886.0M5.18%
363
G2CEVERI HLDGS INC
111,500$846.0M4.95%
364
CHKEURCHESAPEAKE ENERGY CORP
195,402$840.0M4.91%
365
AGMFEDERAL AGRIC MTG CORP
11,400$829.0M4.85%
366
INVESTMENT TECHNOLOGY GRP NE
37,400$828.0M4.84%
367
PREFERRED APT CMNTYS INC
43,600$823.0M4.81%
368
BTEBAYTEX ENERGY CORP
272,100$819.0M4.79%
369
OTXOPEN TEXT CORP
25,300$814.0M4.76%
370
REGIEURRENEWABLE ENERGY GROUP INC
66,800$812.0M4.75%
371
BWABORGWARNER INC
15,600$799.0M4.67%
372
ATWOOD OCEANICS INC
84,740$796.0M4.65%
373
JUMEI INTL HLDG LTD
273,600$793.0M4.64%
374
MTZMASTEC INC
17,000$789.0M4.61%
375
COFCAPITAL ONE FINL CORP
9,200$779.0M4.55%
376
THGHANOVER INS GROUP INC
7,700$746.0M4.36%
377
NAVIGATORS GROUP INC
12,514$730.0M4.27%
378
ITUBITAU UNIBANCO HLDG SA
52,811$724.0M4.23%
379
SUNTRUST BKS INC
12,100$723.0M4.23%
380
UNIT CORP
34,664$713.0M4.17%
381
DOEURDIAMOND OFFSHORE DRILLING IN
49,100$712.0M4.16%
382
DEODIAGEO P L C
5,300$700.0M4.09%
383
AGRIUM INC
6,551$700.0M4.09%
384
ENVAENOVA INTL INC
51,200$689.0M4.03%
385
CHDCHURCH & DWIGHT INC
14,100$683.0M3.99%
386
SPXCSPX CORP
22,036$647.0M3.78%
387
KLICKULICKE & SOFFA INDS INC
30,000$647.0M3.78%
388
AZNASTRAZENECA PLC
18,800$637.0M3.72%
389
RMREGIONAL MGMT CORP
26,212$635.0M3.71%
390
VEDANTA LTD
32,400$627.0M3.67%
391
RIGTRANSOCEAN LTD
57,300$617.0M3.61%
392
UMCUNITED MICROELECTRONICS CORP
242,600$607.0M3.55%
393
HESHESS CORP
12,700$596.0M3.48%
394
BRCBRADY CORP
15,700$596.0M3.48%
395
ESNTESSENT GROUP LTD
14,300$579.0M3.38%
396
RXNEURREXNORD CORP NEW
22,400$569.0M3.33%
397
PINNACLE ENTMT INC NEW
25,400$541.0M3.16%
398
JKHYHENRY JACK & ASSOC INC
5,210$536.0M3.13%
399
PENNYMAC FINL SVCS INC
29,750$530.0M3.10%
400
WNCWABASH NATL CORP
22,300$509.0M2.98%
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