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
401
BABOEING CO
2,000$508.0M2.97%
402
CYDCHINA YUCHAI INTL LTD
22,252$495.0M2.89%
403
CLSEURCELESTICA INC
39,600$489.0M2.86%
404
ETNEATON CORP PLC
6,100$468.0M2.74%
405
SILICONWARE PRECISION INDS L
57,300$452.0M2.64%
406
SCLSTEPAN CO
5,400$452.0M2.64%
407
PPCPILGRIMS PRIDE CORP NEW
15,800$449.0M2.62%
408
WCGEURWELLCARE HEALTH PLANS INC
2,600$447.0M2.61%
409
CAPELLA EDUCATION COMPANY
6,100$428.0M2.50%
410
AU OPTRONICS CORP
104,100$421.0M2.46%
411
DGXQUEST DIAGNOSTICS INC
4,500$421.0M2.46%
412
QUADQUAD / GRAPHICS INC
18,500$418.0M2.44%
413
WYNEURWYNDHAM WORLDWIDE CORP
3,950$416.0M2.43%
414
BKCCUSDBLACKROCK CAPITAL INVESTMENT
55,388$415.0M2.43%
415
OKEONEOK INC NEW
7,475$414.0M2.42%
416
AMGNAMGEN INC
2,200$410.0M2.40%
417
BUSDBARNES GROUP INC
5,800$409.0M2.39%
418
BVNCOMPANIA DE MINAS BUENAVENTU
32,000$409.0M2.39%
419
SF9SANDERSON FARMS INC
2,500$404.0M2.36%
420
CELGCELGENE CORP
2,700$394.0M2.30%
421
ALSALLSTATE CORP
4,275$393.0M2.30%
422
HYHYSTER YALE MATLS HANDLING I
5,006$383.0M2.24%
423
JOBSUSD51JOB INC
6,300$382.0M2.23%
424
SKYWSKYWEST INC
8,600$378.0M2.21%
425
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
5,700$375.0M2.19%
426
HOUSREALOGY HLDGS CORP
11,200$369.0M2.16%
427
LPXLOUISIANA PAC CORP
13,600$368.0M2.15%
428
AWGASBURY AUTOMOTIVE GROUP INC
6,000$367.0M2.15%
429
KAIKADANT INC
3,700$365.0M2.13%
430
QUALITY SYS INC
23,100$363.0M2.12%
431
LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN
29,200$361.0M2.11%
432
MTDMETTLER TOLEDO INTERNATIONAL
560$351.0M2.05%
433
CRLCHARLES RIV LABS INTL INC
3,200$346.0M2.02%
434
MCSMARCUS CORP
12,400$343.0M2.01%
435
NVDANVIDIA CORP
1,900$340.0M1.99%
436
AIRAAR CORP
9,000$340.0M1.99%
437
PAGPENSKE AUTOMOTIVE GRP INC
7,100$338.0M1.98%
438
XYLXYLEM INC
5,360$336.0M1.96%
439
WEB COM GROUP INC
13,400$335.0M1.96%
440
MERCMERCER INTL INC
28,200$334.0M1.95%
441
JBSSSANFILIPPO JOHN B & SON INC
4,950$333.0M1.95%
442
CNACNA FINL CORP
6,600$332.0M1.94%
443
MODMODINE MFG CO
17,200$331.0M1.94%
444
NRG YIELD INC
17,300$328.0M1.92%
445
SUPNSUPERNUS PHARMACEUTICALS INC
8,200$328.0M1.92%
446
LPLLG DISPLAY CO LTD
24,300$326.0M1.91%
447
GCI1EURGANNETT CO INC
36,200$326.0M1.91%
448
TMOTHERMO FISHER SCIENTIFIC INC
1,700$322.0M1.88%
449
DNREURDENBURY RES INC
240,108$322.0M1.88%
450
CYHCOMMUNITY HEALTH SYS INC NEW
41,200$316.0M1.85%
451
MTGMGIC INVT CORP WIS
25,200$316.0M1.85%
452
MATVSCHWEITZER-MAUDUIT INTL INC
7,600$315.0M1.84%
453
BRKRBRUKER CORP
10,600$315.0M1.84%
454
BARRACUDA NETWORKS INC
12,900$313.0M1.83%
455
PRAHPRA HEALTH SCIENCES INC
4,100$312.0M1.82%
456
NATIONSTAR MTG HLDGS INC
16,700$310.0M1.81%
457
COACH INC
7,700$310.0M1.81%
458
RRDEURDONNELLEY R R & SONS CO
30,000$309.0M1.81%
459
INFRAREIT INC
13,800$309.0M1.81%
460
IPINTL PAPER CO
5,400$307.0M1.79%
461
MRTNMARTEN TRANS LTD
14,933$307.0M1.79%
462
BANFBANCFIRST CORP
5,400$306.0M1.79%
463
CNDTCONDUENT INC
19,080$299.0M1.75%
464
CTLTEURCATALENT INC
7,400$295.0M1.72%
465
HALYARD HEALTH INC
6,500$293.0M1.71%
466
PSXPHILLIPS 66
3,200$293.0M1.71%
467
KBHKB HOME
12,100$292.0M1.71%
468
EXACTECH INC
8,821$291.0M1.70%
469
OMEGA PROTEIN CORP
17,500$291.0M1.70%
470
JBLJABIL INC
10,200$291.0M1.70%
471
PAYXPAYCHEX INC
4,700$282.0M1.65%
472
UTHUNITED THERAPEUTICS CORP DEL
2,400$281.0M1.64%
473
HTOSJW GROUP
4,800$272.0M1.59%
474
JEGBPJUST ENERGY GROUP INC
47,000$272.0M1.59%
475
HCAHCA HEALTHCARE INC
3,400$271.0M1.58%
476
VSHVISHAY INTERTECHNOLOGY INC
14,200$267.0M1.56%
477
TIER REIT INC
13,700$264.0M1.54%
478
MCMOELIS & CO
6,100$263.0M1.54%
479
RDYDR REDDYS LABS LTD
7,200$257.0M1.50%
480
RFREGIONS FINL CORP NEW
16,900$257.0M1.50%
481
CABOT MICROELECTRONICS CORP
3,200$256.0M1.50%
482
TRUSTCO BK CORP N Y
28,600$255.0M1.49%
483
PNWPINNACLE WEST CAP CORP
3,000$254.0M1.48%
484
VVISA INC
2,400$253.0M1.48%
485
MANTECH INTL CORP
5,700$252.0M1.47%
486
NRANRG ENERGY INC
9,800$251.0M1.47%
487
GTLSCHART INDS INC
6,400$251.0M1.47%
488
RMRRMR GROUP INC
4,800$246.0M1.44%
489
TWOTWO HBRS INVT CORP
24,300$245.0M1.43%
490
STRAYER ED INC
2,800$244.0M1.43%
491
GRAN TIERRA ENERGY INC
105,618$241.0M1.41%
492
BSETBASSETT FURNITURE INDS INC
6,400$241.0M1.41%
493
KEMET CORP
11,400$241.0M1.41%
494
GSGOLDMAN SACHS GROUP INC
1,010$240.0M1.40%
495
PLY GEM HLDGS INC
14,000$239.0M1.40%
496
TRIPLE-S MGMT CORP
10,100$239.0M1.40%
497
SIGISELECTIVE INS GROUP INC
4,412$238.0M1.39%
498
DARDARLING INGREDIENTS INC
13,600$238.0M1.39%
499
LAURLAUREATE EDUCATION INC
16,200$236.0M1.38%
500
UNIVERSAL FST PRODS INC
2,400$236.0M1.38%
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