Grantham, Mayo, Van Otterloo & Co. LLC Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$14.1B

Holdings

536

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (536 positions)

#StockSharesValue% PortfolioType
401
BGCPEURBGC PARTNERS INC
64,300$728.0M5.17%
402
CONVERGYS CORP
29,800$728.0M5.17%
403
MFCMANULIFE FINL CORP
40,500$728.0M5.17%
404
MCSMARCUS CORP
22,300$725.0M5.15%
405
IVZINVESCO LTD
26,925$715.0M5.08%
406
LAURLAUREATE EDUCATION INC
49,800$714.0M5.07%
407
MYGNMYRIAD GENETICS INC
19,100$714.0M5.07%
408
UTHUNITED THERAPEUTICS CORP DEL
6,200$702.0M4.98%
409
QUADQUAD / GRAPHICS INC
33,700$702.0M4.98%
410
KRATON CORPORATION
15,200$701.0M4.98%
411
ELPCCOMPANHIA PARANAENSE ENERG C
125,700$701.0M4.98%
412
NPKINEWPARK RES INC
64,400$699.0M4.96%
413
MTDMETTLER TOLEDO INTERNATIONAL
1,200$694.0M4.93%
414
TSAACI WORLDWIDE INC
27,800$686.0M4.87%
415
VTYVERINT SYS INC
15,400$683.0M4.85%
416
GILDGILEAD SCIENCES INC
9,600$680.0M4.83%
417
BABOEING CO
2,000$671.0M4.76%
418
EX9EXELIXIS INC
31,000$667.0M4.74%
419
ESTERLINE TECHNOLOGIES CORP
9,000$664.0M4.71%
420
MCRIMONARCH CASINO & RESORT INC
15,000$661.0M4.69%
421
WRBW R BERKLEY CORPORATION
9,114$660.0M4.69%
422
SKYWSKYWEST INC
12,600$654.0M4.64%
423
FBCUSDFLAGSTAR BANCORP INC
18,800$644.0M4.57%
424
PKNPERKINELMER INC
8,800$644.0M4.57%
425
KEYSKEYSIGHT TECHNOLOGIES INC
10,900$643.0M4.57%
426
IVREURINVESCO MORTGAGE CAPITAL INC
40,200$639.0M4.54%
427
TROWPRICE T ROWE GROUP INC
5,500$638.0M4.53%
428
BGGUSDBRIGGS & STRATTON CORP
36,200$637.0M4.52%
429
VALEVALE S A
49,495$635.0M4.51%
430
UMCUNITED MICROELECTRONICS CORP
223,200$629.0M4.47%
431
ANATUSDAMERICAN NATL INS CO
5,245$627.0M4.45%
432
LNTHLANTHEUS HLDGS INC
42,900$624.0M4.43%
433
GU9GUESS INC
29,100$623.0M4.42%
434
DELPHI TECHNOLOGIES PLC
13,500$614.0M4.36%
435
OIEUROWENS ILL INC
36,500$614.0M4.36%
436
DARDARLING INGREDIENTS INC
30,600$608.0M4.32%
437
TSLXUSDTPG SPECIALTY LENDING INC
33,200$596.0M4.23%
438
RFPUSDRESOLUTE FST PRODS INC
57,200$592.0M4.20%
439
BMYBRISTOL MYERS SQUIBB CO
10,700$592.0M4.20%
440
PG4PRINCIPAL FINL GROUP INC
10,725$568.0M4.03%
441
KELYAKELLY SVCS INC
25,100$563.0M4.00%
442
CDEVEURCENTENNIAL RESOURCE DEV INC
31,000$560.0M3.98%
443
BLUCORA INC
15,100$559.0M3.97%
444
HYHYSTER YALE MATLS HANDLING I
8,428$541.0M3.84%
445
CNPCENTERPOINT ENERGY INC
19,200$532.0M3.78%
446
TIVO CORP
38,100$512.0M3.64%
447
TKCTURKCELL ILETISIM HIZMETLERI
77,800$509.0M3.61%
448
BHEBENCHMARK ELECTRS INC
17,400$507.0M3.60%
449
HDHOME DEPOT INC
2,600$507.0M3.60%
450
51AAMERICAN PUBLIC EDUCATION IN
12,025$506.0M3.59%
451
NTESNETEASE INC
2,000$505.0M3.59%
452
VSTVISTRA ENERGY CORP
21,100$499.0M3.54%
453
HLIHOULIHAN LOKEY INC
9,700$497.0M3.53%
454
OUTOUTFRONT MEDIA INC
25,500$496.0M3.52%
455
KOFCOCA COLA FEMSA S A B DE C V
8,700$491.0M3.49%
456
HSIHEIDRICK & STRUGGLES INTL IN
13,906$487.0M3.46%
457
SEACOR HOLDINGS INC
8,500$487.0M3.46%
458
CLXCLOROX CO DEL
3,500$473.0M3.36%
459
SEMSELECT MED HLDGS CORP
26,000$472.0M3.35%
460
ROKROCKWELL AUTOMATION INC
2,794$464.0M3.29%
461
EMBJEMBRAER S A
18,600$463.0M3.29%
462
AWGASBURY AUTOMOTIVE GROUP INC
6,600$452.0M3.21%
463
NUTRI SYS INC NEW
11,700$450.0M3.19%
464
RGSUSDREGIS CORP MINN
27,139$449.0M3.19%
465
G2CEVERI HLDGS INC
61,600$444.0M3.15%
466
PENGSMART GLOBAL HLDGS INC
13,900$443.0M3.15%
467
ENSENERSYS
5,800$433.0M3.07%
468
SYSTEMAX INC
12,500$429.0M3.05%
469
LPXLOUISIANA PAC CORP
15,300$416.0M2.95%
470
TTECTTEC HLDGS INC
11,800$408.0M2.90%
471
BPBP PLC
8,900$406.0M2.88%
472
UHSUNIVERSAL HLTH SVCS INC
3,600$401.0M2.85%
473
ENDURANCE INTL GROUP HLDGS I
40,200$400.0M2.84%
474
QUALITY SYS INC
19,900$388.0M2.75%
475
COFCAPITAL ONE FINL CORP
4,200$386.0M2.74%
476
AIRAAR CORP
8,300$386.0M2.74%
477
ADTNEURADTRAN INC
25,900$385.0M2.73%
478
ERFGBPENERPLUS CORP
30,500$384.0M2.73%
479
CNACNA FINL CORP
8,300$379.0M2.69%
480
BRIGHTSPHERE INVESTMNT GRP P
26,200$374.0M2.66%
481
TRUSTCO BK CORP N Y
41,900$373.0M2.65%
482
PRUPRUDENTIAL FINL INC
3,900$365.0M2.59%
483
SHOSUNSTONE HOTEL INVS INC NEW
21,300$354.0M2.51%
484
CTMXCYTOMX THERAPEUTICS INC
14,900$341.0M2.42%
485
AVIANCA HLDGS SA
52,500$339.0M2.41%
486
RMREGIONAL MGMT CORP
9,403$329.0M2.34%
487
MEIMETHODE ELECTRS INC
8,100$326.0M2.31%
488
PRSPPERSPECTA INC
15,478$318.0M2.26%
489
HELEHELEN OF TROY CORP LTD
3,200$315.0M2.24%
490
SODASTREAM INTERNATIONAL LTD
3,695$315.0M2.24%
491
RHT1EURRED HAT INC
2,300$309.0M2.19%
492
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
4,300$308.0M2.19%
493
ATHMAUTOHOME INC
3,000$303.0M2.15%
494
FFORD MTR CO DEL
26,900$298.0M2.12%
495
INFRAREIT INC
13,200$293.0M2.08%
496
BTEBAYTEX ENERGY CORP
87,600$292.0M2.07%
497
TIFEURTIFFANY & CO NEW
2,200$290.0M2.06%
498
RRDEURDONNELLEY R R & SONS CO
49,800$287.0M2.04%
499
SPEEDWAY MOTORSPORTS INC
16,500$286.0M2.03%
500
TTMCHFTATA MTRS LTD
14,300$280.0M1.99%
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