Grantham, Mayo, Van Otterloo & Co. LLC Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$14.8B

Holdings

518

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (518 positions)

#StockSharesValue% PortfolioType
401
AROCARCHROCK INC
60,300$736.0M4.99%
402
LITELUMENTUM HLDGS INC
12,265$735.0M4.98%
403
OSBCADNORBORD INC
22,100$732.0M4.96%
404
CUROEURCURO GROUP HLDGS CORP
24,100$729.0M4.94%
405
BUWABIO RAD LABS INC
2,300$720.0M4.88%
406
RFPUSDRESOLUTE FST PRODS INC
54,900$711.0M4.82%
407
BPBP PLC
15,400$710.0M4.81%
408
CONVERGYS CORP
29,800$707.0M4.79%
409
MYGNMYRIAD GENETICS INC
15,200$699.0M4.74%
410
PVACUSDPENN VA CORP NEW
8,649$697.0M4.72%
411
TIM PARTICIPACOES S A
47,900$694.0M4.70%
412
EXTERRAN CORP
25,900$687.0M4.65%
413
PAHCPHIBRO ANIMAL HEALTH CORP
16,000$686.0M4.65%
414
CAREER EDUCATION CORP
45,200$675.0M4.57%
415
TECH DATA CORP
9,400$673.0M4.56%
416
NFLXNETFLIX INC
1,800$673.0M4.56%
417
GU9GUESS INC
29,100$658.0M4.46%
418
EFAISHARES TR
9,489$645.0M4.37%
419
LNTHLANTHEUS HLDGS INC
42,900$641.0M4.34%
420
IVREURINVESCO MORTGAGE CAPITAL INC
40,200$636.0M4.31%
421
TILEINTERFACE INC
26,900$628.0M4.25%
422
QUADQUAD / GRAPHICS INC
30,000$625.0M4.23%
423
DELPHI TECHNOLOGIES PLC
19,200$602.0M4.08%
424
FBCUSDFLAGSTAR BANCORP INC
18,800$592.0M4.01%
425
UMCUNITED MICROELECTRONICS CORP
223,200$576.0M3.90%
426
KRATON CORPORATION
11,900$561.0M3.80%
427
CNACNA FINL CORP
12,200$557.0M3.77%
428
MPCMARATHON PETE CORP
6,900$552.0M3.74%
429
MCRIMONARCH CASINO & RESORT INC
12,000$545.0M3.69%
430
DARDARLING INGREDIENTS INC
28,100$543.0M3.68%
431
RGSUSDREGIS CORP MINN
26,239$536.0M3.63%
432
HSIHEIDRICK & STRUGGLES INTL IN
15,706$532.0M3.60%
433
MIXTMIX TELEMATICS LTD
36,579$528.0M3.58%
434
ROKROCKWELL AUTOMATION INC
2,794$524.0M3.55%
435
VRSUSDVERSO CORP
15,500$522.0M3.54%
436
HYHYSTER YALE MATLS HANDLING I
8,428$519.0M3.52%
437
HDHOME DEPOT INC
2,500$518.0M3.51%
438
ENDURANCE INTL GROUP HLDGS I
57,900$510.0M3.46%
439
AVYAUSDAVAYA HLDGS CORP
22,600$500.0M3.39%
440
DDR CORP
36,000$482.0M3.27%
441
BGGUSDBRIGGS & STRATTON CORP
24,900$479.0M3.25%
442
BMYBRISTOL MYERS SQUIBB CO
7,600$472.0M3.20%
443
COMPANHIA BRASILEIRA DE DIST
21,900$470.0M3.18%
444
TROWPRICE T ROWE GROUP INC
4,300$469.0M3.18%
445
OUTOUTFRONT MEDIA INC
22,700$453.0M3.07%
446
DOVDOVER CORP
5,100$452.0M3.06%
447
CNMDCONMED CORP
5,500$436.0M2.95%
448
MANMANPOWERGROUP INC
5,000$430.0M2.91%
449
TRIPLE-S MGMT CORP
21,900$414.0M2.81%
450
CSTMCONSTELLIUM NV
33,500$414.0M2.81%
451
SYSTEMAX INC
12,500$412.0M2.79%
452
SNEURSANCHEZ ENERGY CORP
174,200$401.0M2.72%
453
QSIIEURNEXTGEN HEALTHCARE INC
19,900$400.0M2.71%
454
ADPAUTOMATIC DATA PROCESSING IN
2,600$392.0M2.66%
455
CNPCENTERPOINT ENERGY INC
14,100$390.0M2.64%
456
AMEAMETEK INC NEW
4,900$388.0M2.63%
457
LUMINEX CORP DEL
12,800$388.0M2.63%
458
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
6,000$383.0M2.59%
459
CRLCHARLES RIV LABS INTL INC
2,800$377.0M2.55%
460
TKCTURKCELL ILETISIM HIZMETLERI
77,800$375.0M2.54%
461
BHEBENCHMARK ELECTRS INC
15,700$367.0M2.49%
462
GLOBAL BRASS & COPPR HLDGS I
9,900$365.0M2.47%
463
EMBJEMBRAER S A
18,600$364.0M2.47%
464
RRXREGAL BELOIT CORP
4,400$363.0M2.46%
465
TASTUSDCARROLS RESTAURANT GROUP INC
24,400$356.0M2.41%
466
PCCPC CONNECTION INC
9,100$354.0M2.40%
467
RGAREINSURANCE GROUP AMER INC
2,400$347.0M2.35%
468
EATBRINKER INTL INC
7,400$346.0M2.34%
469
MFCMANULIFE FINL CORP
19,200$343.0M2.32%
470
SHILOH INDS INC
30,000$330.0M2.24%
471
TIFEURTIFFANY & CO NEW
2,500$322.0M2.18%
472
BRIGHTSPHERE INVESTMNT GRP P
25,800$320.0M2.17%
473
BLUCORA INC
7,900$318.0M2.15%
474
WLYWILEY JOHN & SONS INC
5,100$309.0M2.09%
475
CMACOMERICA INC
3,400$307.0M2.08%
476
TTECTTEC HLDGS INC
11,800$306.0M2.07%
477
RXNEURREXNORD CORP NEW
9,700$299.0M2.03%
478
SPEEDWAY MOTORSPORTS INC
16,500$295.0M2.00%
479
SKYWSKYWEST INC
5,000$295.0M2.00%
480
JCIJOHNSON CTLS INTL PLC
8,300$291.0M1.97%
481
TRIVAGO N V
46,800$288.0M1.95%
482
MEDMEDIFAST INC
1,300$288.0M1.95%
483
TAT&T INC
8,200$275.0M1.86%
484
RCORESOURCES CONNECTION INC
16,500$274.0M1.86%
485
RETAIL PPTYS AMER INC
22,200$271.0M1.84%
486
RRDEURDONNELLEY R R & SONS CO
49,800$269.0M1.82%
487
MEIMETHODE ELECTRS INC
7,400$268.0M1.82%
488
CMTLCOMTECH TELECOMMUNICATIONS C
7,300$265.0M1.80%
489
BRBROADRIDGE FINL SOLUTIONS IN
2,000$264.0M1.79%
490
RCKYROCKY BRANDS INC
9,200$260.0M1.76%
491
REXREX AMERICAN RESOURCES CORP
3,400$257.0M1.74%
492
KELYAKELLY SVCS INC
10,700$257.0M1.74%
493
FFFUTUREFUEL CORPORATION
13,700$254.0M1.72%
494
IOSPINNOSPEC INC
3,300$253.0M1.71%
495
DGXQUEST DIAGNOSTICS INC
2,300$248.0M1.68%
496
HIGHARTFORD FINL SVCS GROUP INC
4,675$234.0M1.59%
497
ATHMAUTOHOME INC
3,000$232.0M1.57%
498
PREFERRED APT CMNTYS INC
13,000$229.0M1.55%
499
BANFBANCFIRST CORP
3,800$228.0M1.54%
500
BONANZA CREEK ENERGY INC
7,400$220.0M1.49%
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