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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
101 PLUM CREEK TIMBER 12,600 498,000 0.00%
102 WESTERN DIGITAL CORP 6,332 503,000 0.00%
103 TORCHMARK CORP COM 9,050 510,000 0.00%
104 STERIS PLC 7,900 513,000 0.00%
105 MIDDLEBY CORP 5,000 526,000 0.00%
106 GOL LINHAS AEREAS INTELIGENTES SA 545,645 532,000 0.00%
107 WHOLE FOODS MKT INC 17,026 539,000 0.00%
108 NEWFIELD EXPL CO 16,800 553,000 0.00%
109 MOSAIC CO NEW 18,000 560,000 0.00%
110 THIRD PT REINS LTD 41,700 561,000 0.00%
111 TECK RESOURCES LTD 119,600 568,000 0.00%
112 SASOL LTD 20,600 573,000 0.00%
113 CINCINNATI FINL CORP 10,700 576,000 0.00%
114 YPF SOCIEDAD ANONIMA 38,000 579,000 0.00%
115 CATO CORP NEW CL A 17,100 582,000 0.00%
116 E TRADE FINANCIAL CORP 22,170 584,000 0.00%
117 BANCO BRADESCO S A 109,356 586,000 0.00%
118 CHESAPEAKE ENERGY CORP 83,500 612,000 0.00%
119 BUFFALO WILD WINGS INC 3,200 619,000 0.00%
120 SCHOLASTIC CORP 16,200 631,000 0.00%
121 PANERA BREAD CO 3,300 638,000 0.00%
122 MSC INDL DIRECT INC 10,500 641,000 0.00%
123 INTERNATIONAL GAME TECHNOLOG 41,991 644,000 0.00%
124 Lancaster Colony Corp 6,637 647,000 0.00%
125 SELECT COMFORT CORP 29,700 650,000 0.00%
126 HORACE MANN EDUCATORS CORP NEW COM 19,900 661,000 0.00%
127 ISHARES MSCI TAIWAN ETF 50,507 665,000 0.00%
128 DENBURY RESOURCES INC 278,000 678,000 0.00%
129 UNITED NATURAL FOODSINC 14,100 684,000 0.00%
130 CBRE GROUP INC 21,400 685,000 0.00%
131 COMERICA INC 16,727 687,000 0.00%
132 OI SA 1,059,642 716,000 0.00%
133 KIMCO RLTY CORP 29,400 718,000 0.00%
134 CRESUD S A C I F Y A 74,127 725,000 0.00%
135 AFFILIATED MANAGERS GROUP 4,295 734,000 0.00%
136 CEMEX SAB DE CV 105,450 737,000 0.00%
137 Drew Inds Inc 13,600 743,000 0.00%
138 LOEWS CORP 20,800 752,000 0.00%
139 KEMPER CORP 21,300 753,000 0.00%
140 ATWOOD OCEANICS INC 51,100 757,000 0.00%
141 SL GREEN RLTY CORP 7,100 768,000 0.00%
142 AMBEV SA 159,100 780,000 0.00%
143 REALTY INCOME CORP 16,600 787,000 0.00%
144 DIAMOND OFFSHR DRILLING 45,700 791,000 0.00%
145 LINCOLN ELEC HLDGS INC 15,100 792,000 0.00%
146 Hewlett Packard Co 30,995 794,000 0.00%
147 MACERICH CO 10,375 797,000 0.00%
148 MAIDEN HOLDINGS LTD 58,300 809,000 0.00%
149 SM ENERGY CO 25,500 817,000 0.00%
150 WALGREENS BOOTS ALLIANCE INC 10,000 831,000 0.00%
Page 3 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.