Grantham, Mayo, Van Otterloo & Co. LLC Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$17.0B

Holdings

562

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (562 positions)

#	Stock	Shares	Value	% Portfolio
501	REEVEREST RE GROUP LTD	1,400	$310.0M	1.83%
502	—NATIONSTAR MTG HLDGS INC	16,700	$309.0M	1.82%
503	HTOSJW GROUP	4,800	$306.0M	1.81%
504	GEFGREIF INC	5,000	$303.0M	1.79%
505	CNDTCONDUENT INC	18,700	$302.0M	1.78%
506	NTAPNETAPP INC	5,400	$299.0M	1.76%
507	MCMOELIS & CO	6,100	$296.0M	1.75%
508	AANUSDAARONS INC	7,400	$295.0M	1.74%
509	VVXVECTRUS INC	9,500	$293.0M	1.73%
510	MRTNMARTEN TRANS LTD	14,333	$291.0M	1.72%
511	—MANTECH INTL CORP	5,700	$286.0M	1.69%
512	RMRRMR GROUP INC	4,800	$285.0M	1.68%
513	CYHCOMMUNITY HEALTH SYS INC NEW	66,300	$282.0M	1.66%
514	ESNTESSENT GROUP LTD	6,500	$282.0M	1.66%
515	BANFBANCFIRST CORP	5,400	$276.0M	1.63%
516	CMCDN IMPERIAL BK COMM TORONTO	2,800	$274.0M	1.62%
517	NOMDNOMAD FOODS LTD	16,200	$274.0M	1.62%
518	VVISA INC	2,400	$274.0M	1.62%
519	—UNIVERSAL FST PRODS INC	7,200	$271.0M	1.60%
520	—QUALITY SYS INC	19,900	$270.0M	1.59%
521	LPLALPL FINL HLDGS INC	4,700	$269.0M	1.59%
522	DARDARLING INGREDIENTS INC	14,500	$263.0M	1.55%
523	SIGISELECTIVE INS GROUP INC	4,412	$259.0M	1.53%
524	—PLY GEM HLDGS INC	14,000	$259.0M	1.53%
525	—INFRAREIT INC	13,800	$256.0M	1.51%
526	—TRIPLE-S MGMT CORP	10,100	$251.0M	1.48%
527	—DR PEPPER SNAPPLE GROUP INC	2,579	$250.0M	1.47%
528	BSETBASSETT FURNITURE INDS INC	6,400	$241.0M	1.42%
529	XYLXYLEM INC	3,500	$239.0M	1.41%
530	—GENERAL CABLE CORP DEL NEW	8,000	$237.0M	1.40%
531	PDMPIEDMONT OFFICE REALTY TR IN	12,000	$235.0M	1.39%
532	MUSAMURPHY USA INC	2,907	$234.0M	1.38%
533	—SELECT INCOME REIT	9,000	$226.0M	1.33%
534	CIMCHIMERA INVT CORP	12,200	$225.0M	1.33%
535	CULPCULP INC	6,700	$224.0M	1.32%
536	W3UWESTERN UN CO	11,500	$219.0M	1.29%
537	PLCECHILDRENS PL INC	1,500	$218.0M	1.29%
538	FFORD MTR CO DEL	17,400	$217.0M	1.28%
539	DRIDARDEN RESTAURANTS INC	2,200	$211.0M	1.24%
540	INVAINNOVIVA INC	14,600	$207.0M	1.22%
541	JOUTJOHNSON OUTDOORS INC	3,300	$205.0M	1.21%
542	MOSMOSAIC CO NEW	7,900	$203.0M	1.20%
543	BUSDBARNES GROUP INC	3,200	$202.0M	1.19%
544	MASMASCO CORP	4,600	$202.0M	1.19%
545	FLXSFLEXSTEEL INDS INC	4,295	$201.0M	1.19%
546	—VONAGE HLDGS CORP	19,600	$199.0M	1.17%
547	—NEW SR INVT GROUP INC	23,400	$177.0M	1.04%
548	—KEMET CORP	11,400	$172.0M	1.01%
549	CLSEURCELESTICA INC	16,200	$170.0M	1.00%
550	WOWWIDEOPENWEST INC	14,600	$154.0M	0.91%
551	MPTMEDICAL PPTYS TRUST INC	10,700	$147.0M	0.87%
552	AVPUSDAVON PRODS INC	57,900	$124.0M	0.73%
553	—AU OPTRONICS CORP	29,000	$121.0M	0.71%
554	SPWRQSUNPOWER CORP	12,800	$108.0M	0.64%
555	—RENREN INC	10,100	$105.0M	0.62%
556	DSEURDRIVE SHACK INC	18,480	$102.0M	0.60%
557	—BRIDGEPOINT ED INC	12,300	$102.0M	0.60%
558	—ADVANCED SEMICONDUCTOR ENGR	14,100	$91.0M	0.54%
559	IPI1EURINTREPID POTASH INC	14,900	$71.0M	0.42%
560	WTIW & T OFFSHORE INC	14,600	$48.0M	0.28%
561	TRQEURTURQUOISE HILL RES LTD	13,100	$45.0M	0.27%
562	SDRLSEADRILL LIMITED	14,103	$4.0M	0.02%

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