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Institutional Investment Manager
Grantham, Mayo, Van Otterloo & Co. LLC
Grantham, Mayo, Van Otterloo & Co. LLC (CIK: 0001352662) incorporated in Massachusetts, located at 53 State Street, Suite 3300, Boston, MA. Institutional holdings reported to the SEC.

Institutional Holdings (2014Q3)
Portfolio Summary: 434 holdings with a total value of $37,756,891,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 Syntel Inc Com 11,000 967,000 0.00%
52 ZWEIG TOTAL RETURN FD INC 70,000 970,000 0.00%
53 WESTERN ASSET GLOBAL CP DEFINE 53,675 976,000 0.00%
54 ALLIANCE BERNSTEIN INCOME FUND ADVISOR 135,000 1,013,000 0.00%
55 CANADIAN NAT RES LTD 27,900 1,086,000 0.00%
56 TURKCELL ILETISIM HIZMETLERI 87,106 1,145,000 0.00%
57 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 79,900 1,190,000 0.00%
58 PEOPLES UNITED FINANCIAL INC 86,700 1,255,000 0.00%
59 APARTMENT INVT & MGMT CO 40,900 1,301,000 0.00%
60 Neustar Inc CL A 54,337 1,349,000 0.00%
61 ROLLINS INC 47,000 1,376,000 0.00%
62 NASDAQ OMX GROUP 33,700 1,430,000 0.00%
63 HIBBETT INC COM 34,309 1,463,000 0.00%
64 LEGG MASON INC 29,500 1,509,000 0.00%
65 DECKERS OUTDOOR CORP 15,900 1,545,000 0.00%
66 HEARTLAND EXPRESS INC COM 65,018 1,558,000 0.00%
67 MWI VETERINARY SUP 10,599 1,573,000 0.00%
68 TRANSPORTADORA DE GAS SUR 476,659 1,583,000 0.00%
69 MASIMO CORP 75,535 1,607,000 0.00%
70 SYNOPSYS INC 41,100 1,631,000 0.00%
71 DEUTSCHE GLBL HI INCM FD 206,900 1,676,000 0.00%
72 APPLIED INDL TECHNOLOGIES IN 36,830 1,681,000 0.00%
73 ZIONS BANCORPORATION 60,800 1,767,000 0.00%
74 MADDEN STEVEN LTD COM 55,200 1,779,000 0.00%
75 VALMONT INDS INC 13,205 1,782,000 0.00%
76 BUFFALO WILD WINGS INC 13,410 1,801,000 0.00%
77 E TRADE FINANCIAL CORP 83,400 1,884,000 0.00%
78 NETSCOUT SYS INC 41,200 1,887,000 0.00%
79 SKYWORKS SOLUTIONS INC 32,700 1,898,000 0.01%
80 CINCINNATI FINL CORP 40,700 1,915,000 0.01%
81 SYNAPTICS INC 26,519 1,941,000 0.01%
82 WESTERN ASSET HGH YLD DFNDFD 116,871 1,941,000 0.01%
83 GENWORTH FINL INC 149,900 1,964,000 0.01%
84 TORCHMARK CORP COM 37,825 1,981,000 0.01%
85 PLUM CREEK TIMBER 51,300 2,001,000 0.01%
86 MFS CHARTER INCOME TR 228,312 2,023,000 0.01%
87 NEXSTAR MEDIA GROUP INC 50,263 2,032,000 0.01%
88 WESTERN ASSET HIGH INCOME OP 351,566 2,036,000 0.01%
89 BROOKFIELD MORTGAGE 120,000 2,039,000 0.01%
90 KNIGHT TRANSN INC 74,620 2,044,000 0.01%
91 NAVIENT 118,200 2,093,000 0.01%
92 GLOBAL EAGLE ENTMT INC 187,064 2,099,000 0.01%
93 GRAND CANYON ED INC 52,100 2,124,000 0.01%
94 HUNT J B TRANS SVCS INC 29,118 2,156,000 0.01%
95 Lancaster Colony Corp 25,443 2,170,000 0.01%
96 LEUCADIA NATL CORP 91,200 2,174,000 0.01%
97 AUTOMATIC DATA PROCESSING IN 26,180 2,175,000 0.01%
98 PAMPA S SPONS LVL 211,921 2,278,000 0.01%
99 HUNTINGTON BANCSHARES INC 244,500 2,379,000 0.01%
100 BALLY TECHNOLOGIES 29,624 2,391,000 0.01%
Page 2 of 9

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-14-000454, filed 2014.11.13).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.