When menstrual bleeding is heavy, clotting can also occur. Losing large clots can be extremely upsetting and even painful if they are large they can cause cramping as they pass through the cervix. All blood contains a clotting factor. To enable menstrual blood to flow freely from the uterus and leave your body without clotting, the uterus produces an anti-clotting agent. If the menstrual loss is heavy, it is possible that the anti-clotting agent will be used up before a period has finished, so that the remaining blood is likely to form clots.
Here is a site you can read more on as well, also make sure you check out the page " Investigating Heavy bleeding" Which lists some things your doctor could do to find out the cause for your heavy bleeding.
Hope this helps, If you need anything
