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)

#StockSharesValue% PortfolioType
501
REEVEREST RE GROUP LTD
1,400$310.0M1.83%
502
NATIONSTAR MTG HLDGS INC
16,700$309.0M1.82%
503
HTOSJW GROUP
4,800$306.0M1.81%
504
GEFGREIF INC
5,000$303.0M1.79%
505
CNDTCONDUENT INC
18,700$302.0M1.78%
506
NTAPNETAPP INC
5,400$299.0M1.76%
507
MCMOELIS & CO
6,100$296.0M1.75%
508
AANUSDAARONS INC
7,400$295.0M1.74%
509
VVXVECTRUS INC
9,500$293.0M1.73%
510
MRTNMARTEN TRANS LTD
14,333$291.0M1.72%
511
MANTECH INTL CORP
5,700$286.0M1.69%
512
RMRRMR GROUP INC
4,800$285.0M1.68%
513
CYHCOMMUNITY HEALTH SYS INC NEW
66,300$282.0M1.66%
514
ESNTESSENT GROUP LTD
6,500$282.0M1.66%
515
BANFBANCFIRST CORP
5,400$276.0M1.63%
516
CMCDN IMPERIAL BK COMM TORONTO
2,800$274.0M1.62%
517
NOMDNOMAD FOODS LTD
16,200$274.0M1.62%
518
VVISA INC
2,400$274.0M1.62%
519
UNIVERSAL FST PRODS INC
7,200$271.0M1.60%
520
QUALITY SYS INC
19,900$270.0M1.59%
521
LPLALPL FINL HLDGS INC
4,700$269.0M1.59%
522
DARDARLING INGREDIENTS INC
14,500$263.0M1.55%
523
SIGISELECTIVE INS GROUP INC
4,412$259.0M1.53%
524
PLY GEM HLDGS INC
14,000$259.0M1.53%
525
INFRAREIT INC
13,800$256.0M1.51%
526
TRIPLE-S MGMT CORP
10,100$251.0M1.48%
527
DR PEPPER SNAPPLE GROUP INC
2,579$250.0M1.47%
528
BSETBASSETT FURNITURE INDS INC
6,400$241.0M1.42%
529
XYLXYLEM INC
3,500$239.0M1.41%
530
GENERAL CABLE CORP DEL NEW
8,000$237.0M1.40%
531
PDMPIEDMONT OFFICE REALTY TR IN
12,000$235.0M1.39%
532
MUSAMURPHY USA INC
2,907$234.0M1.38%
533
SELECT INCOME REIT
9,000$226.0M1.33%
534
CIMCHIMERA INVT CORP
12,200$225.0M1.33%
535
CULPCULP INC
6,700$224.0M1.32%
536
W3UWESTERN UN CO
11,500$219.0M1.29%
537
PLCECHILDRENS PL INC
1,500$218.0M1.29%
538
FFORD MTR CO DEL
17,400$217.0M1.28%
539
DRIDARDEN RESTAURANTS INC
2,200$211.0M1.24%
540
INVAINNOVIVA INC
14,600$207.0M1.22%
541
JOUTJOHNSON OUTDOORS INC
3,300$205.0M1.21%
542
MOSMOSAIC CO NEW
7,900$203.0M1.20%
543
BUSDBARNES GROUP INC
3,200$202.0M1.19%
544
MASMASCO CORP
4,600$202.0M1.19%
545
FLXSFLEXSTEEL INDS INC
4,295$201.0M1.19%
546
VONAGE HLDGS CORP
19,600$199.0M1.17%
547
NEW SR INVT GROUP INC
23,400$177.0M1.04%
548
KEMET CORP
11,400$172.0M1.01%
549
CLSEURCELESTICA INC
16,200$170.0M1.00%
550
WOWWIDEOPENWEST INC
14,600$154.0M0.91%
551
MPTMEDICAL PPTYS TRUST INC
10,700$147.0M0.87%
552
AVPUSDAVON PRODS INC
57,900$124.0M0.73%
553
AU OPTRONICS CORP
29,000$121.0M0.71%
554
SPWRQSUNPOWER CORP
12,800$108.0M0.64%
555
RENREN INC
10,100$105.0M0.62%
556
DSEURDRIVE SHACK INC
18,480$102.0M0.60%
557
BRIDGEPOINT ED INC
12,300$102.0M0.60%
558
ADVANCED SEMICONDUCTOR ENGR
14,100$91.0M0.54%
559
IPI1EURINTREPID POTASH INC
14,900$71.0M0.42%
560
WTIW & T OFFSHORE INC
14,600$48.0M0.28%
561
TRQEURTURQUOISE HILL RES LTD
13,100$45.0M0.27%
562
SDRLSEADRILL LIMITED
14,103$4.0M0.02%
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