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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
401 HORMEL FOODS CORP 215,809 13,663,000 0.05%
402 CANADIAN NAT RES LTD 718,297 13,962,000 0.05%
403 EXPEDITORS INTL WASH INC 302,775 14,246,000 0.05%
404 ATMEL CORP 1,802,484 14,546,000 0.05%
405 AMETEK INC NEW 279,128 14,604,000 0.05%
406 GOLDMAN SACHS GROUP INC 84,638 14,707,000 0.05%
407 MACYS INC 290,556 14,911,000 0.05%
408 MEREDITH CORP COM 357,100 15,205,000 0.05%
409 TIM PARTICIPACOES S A 1,610,100 15,215,000 0.05%
410 FOOT LOCKER INC 218,100 15,697,000 0.05%
411 CA INC 594,995 16,243,000 0.06%
412 EVEREST RE GROUP LTD 95,370 16,531,000 0.06%
413 DOLLAR GEN CORP NEW 229,170 16,601,000 0.06%
414 AFLAC INC 286,222 16,638,000 0.06%
415 BERKSHIRE HATHAWAY INC DEL 128,000 16,691,000 0.06%
416 LEAR CORP 154,800 16,839,000 0.06%
417 GILDAN ACTIVEWEAR INC 584,634 17,565,000 0.06%
418 EDWARDS LIFESCIENCES CORP 124,620 17,717,000 0.06%
419 C H ROBINSON WORLDWIDE INC 269,720 18,282,000 0.06%
420 XILINX INC 441,507 18,720,000 0.07%
421 PEPCO HOLDINGS INC 789,382 19,119,000 0.07%
422 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 2,367,801 19,440,000 0.07%
423 INTERXION HOLDING N.V 724,719 19,625,000 0.07%
424 COACH INC 681,988 19,730,000 0.07%
425 LIBERTY GLOBAL PLC 538,109 23,106,000 0.08%
426 BARD C R INC 126,470 23,563,000 0.08%
427 WISDOMTREE TR 1,221,600 24,334,000 0.08%
428 HENRY SCHEIN INC 185,258 24,587,000 0.09%
429 LAUDER ESTEE COS INC 311,856 25,161,000 0.09%
430 PRICE T ROWE GROUP INC 374,163 26,004,000 0.09%
431 ROSS STORES INC 543,861 26,361,000 0.09%
432 VistaPrint NV 352,242 26,809,000 0.09%
433 HEALTH NET INC 447,780 26,965,000 0.09%
434 DR PEPPER SNAPPLE GROUP INC 343,404 27,146,000 0.09%
435 AGL Resources Inc 446,901 27,279,000 0.09%
436 CHINA MOBILE LIMITED 465,342 27,688,000 0.10%
437 PROGRESSIVE CORP OHIO 927,565 28,421,000 0.10%
438 P T TELEKOMUNIKASI INDONESIA 804,500 28,680,000 0.10%
439 ENPRO INDS INC COM 733,606 28,735,000 0.10%
440 ICICI BANK LIMITED 3,432,154 28,761,000 0.10%
441 COMPANHIA ENERGETICA DE MINA 16,486,037 29,345,000 0.10%
442 TATA MTRS LTD 1,314,332 29,572,000 0.10%
443 LINCOLN NATL CORP IND 688,688 32,685,000 0.11%
444 SUN LIFE FINL INC 1,102,700 35,400,000 0.12%
445 ALLSTATE CORP 608,906 35,463,000 0.12%
446 INFOSYS LTD 1,969,900 37,605,000 0.13%
447 BCE INC 926,000 37,725,000 0.13%
448 CDN IMPERIAL BK COMM TORONTO 530,400 37,931,000 0.13%
449 DOVER CORP 679,935 38,879,000 0.14%
450 INTUITIVE SURGICAL INC 85,811 39,437,000 0.14%
Page 9 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.