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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 (2015Q3)
Portfolio Summary: 570 holdings with a total value of $28,785,507,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 NABORS INDUSTRIES LTD 31,700 300,000 0.00%
52 S & T BANCORP INC COM 9,500 310,000 0.00%
53 NEXTERA ENERGY INC 3,200 312,000 0.00%
54 AKAMAI TECHNOLOGIES INC 4,515 312,000 0.00%
55 PARKER DRILLING COMPANY 119,400 314,000 0.00%
56 LEGG MASON INC 7,600 316,000 0.00%
57 BRISTOL MYERS SQUIBB CO 5,400 320,000 0.00%
58 CHILDRENS PL INC 5,600 323,000 0.00%
59 AVAGO TECHNOLOGIES LTD SHS 2,600 325,000 0.00%
60 CNOOC LTD 3,200 330,000 0.00%
61 SOUTHERN COPPER CORP 12,400 331,000 0.00%
62 CATERPILLAR INC 5,100 333,000 0.00%
63 VOYA FINANCIAL INC 8,674 336,000 0.00%
64 UNIT CORP COM 29,900 337,000 0.00%
65 DR REDDYS LABS LTD 5,300 339,000 0.00%
66 ITAU CORPBANCA SPONSORED ADR 25,800 344,000 0.00%
67 ULTRA PETROLEUM CORP 54,100 346,000 0.00%
68 ROWAN COMPANIES PLC 21,800 352,000 0.00%
69 PEOPLES UNITED FINANCIAL INC 22,400 352,000 0.00%
70 GILEAD SCIENCES INC 3,600 353,000 0.00%
71 SOUTHWESTERN ENERGY CO 28,100 357,000 0.00%
72 TIDEWATER INC 27,500 361,000 0.00%
73 BANCO DE CHILE 5,800 364,000 0.00%
74 J2 GLOBAL INC 5,200 368,000 0.00%
75 CREDICORP LTD 3,500 372,000 0.00%
76 TELECOM ARGENTINA 26,000 379,000 0.00%
77 Linear Technology Corp 9,383 379,000 0.00%
78 PROVIDENT FINL SVCS INC COM 19,800 386,000 0.00%
79 VALMONT INDS INC 4,100 389,000 0.00%
80 LG DISPLAY CO LTD 41,300 392,000 0.00%
81 HEARTLAND EXPRESS INC COM 19,800 395,000 0.00%
82 ZIONS BANCORPORATION 14,700 405,000 0.00%
83 California Resources Corp 159,800 415,000 0.00%
84 APARTMENT INVT & MGMT CO 11,200 415,000 0.00%
85 IRON MTN INC NEW 13,600 422,000 0.00%
86 INTERVAL LEISURE GROUP INC 23,600 433,000 0.00%
87 NET 1 UEPS TECHNOLOGIES INC 26,100 437,000 0.00%
88 BANCO SANTANDER CHILE NEW 24,400 445,000 0.00%
89 APPLIED INDL TECHNOLOGIES IN 11,700 446,000 0.00%
90 GRANITE REAL ESTATE INVT TR 16,000 448,000 0.00%
91 COMPANHIA SIDERURGICA NACION 479,400 459,000 0.00%
92 HIBBETT INC COM 13,100 459,000 0.00%
93 LEUCADIA NATL CORP 22,800 462,000 0.00%
94 WESBANCO INC 14,700 462,000 0.00%
95 POSCO 13,400 469,000 0.00%
96 AGILENT TECHNOLOGIES INC 13,800 474,000 0.00%
97 NAVIGATORS GROUP INC 6,200 483,000 0.00%
98 CRACKER BARREL OLD CTRY STOR 3,300 486,000 0.00%
99 NORTHWEST BANCSHARES INC MD COM 37,900 493,000 0.00%
100 CHEMICAL FINANCIAL CORPORATION 15,300 495,000 0.00%
Page 2 of 12

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-15-000459, filed 2015.11.13).

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.