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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
201 NASDAQ OMX GROUP 167,895 8,954,000 0.03%
202 ANSYS 101,566 8,952,000 0.03%
203 KIMBERLY CLARK CORP 81,451 8,881,000 0.03%
204 SKYWORKS SOLUTIONS INC 104,000 8,758,000 0.03%
205 TOTAL SYS SVCS INC 186,271 8,462,000 0.03%
206 BERKLEY W R CORP 153,500 8,346,000 0.03%
207 HERSHEY CO 90,321 8,299,000 0.03%
208 POLARIS INDS INC 69,119 8,285,000 0.03%
209 WABTEC CORP 93,923 8,270,000 0.03%
210 AECOM 295,000 8,115,000 0.03%
211 WHIRLPOOL CORP 54,700 8,055,000 0.03%
212 APACHE CORP 202,967 7,948,000 0.03%
213 MAGNACHIP SEMICONDUCTOR CORP 1,193,897 7,868,000 0.03%
214 ANHEUSER BUSCH INBEV SA/NV 72,300 7,687,000 0.03%
215 ASSURED GUARANTY LTD COM 306,745 7,669,000 0.03%
216 BARNES & NOBLE INC 624,198 7,559,000 0.03%
217 ENEL AMERICAS S A 590,140 7,459,000 0.03%
218 BANK N S HALIFAX 168,200 7,381,000 0.03%
219 MARATHON OIL CORP 478,455 7,368,000 0.03%
220 MUELLER WTR PRODUCTS INCORPORATED COM SER A 950,000 7,277,000 0.03%
221 CPFL ENERGIA S A 938,501 7,039,000 0.02%
222 CENOVUS ENERGY INC 451,017 6,809,000 0.02%
223 ASSURANT INC 85,725 6,773,000 0.02%
224 HELEN OF TROY CORP LTD 74,115 6,618,000 0.02%
225 GENERAL MLS INC 117,076 6,571,000 0.02%
226 BROCADE COMMUNICATIONS SYS I 621,300 6,449,000 0.02%
227 WATERS CORP 54,090 6,394,000 0.02%
228 HASBRO INC 86,905 6,269,000 0.02%
229 NATL PENN BANCSHARES INC 527,723 6,201,000 0.02%
230 YANDEX N V 577,300 6,194,000 0.02%
231 HENRY JACK & ASSOC INC 85,400 5,945,000 0.02%
232 BROWN FORMAN CORP 60,321 5,845,000 0.02%
233 PRINCIPAL FIN GROUP 122,200 5,785,000 0.02%
234 L BRANDS INC 63,925 5,762,000 0.02%
235 TEXAS ROADHOUSE INC 149,986 5,579,000 0.02%
236 US BANCORP DEL 134,502 5,516,000 0.02%
237 LABORATORY CORP AMER HLDGS 50,190 5,444,000 0.02%
238 SHERWIN WILLIAMS CO 24,147 5,379,000 0.02%
239 VECTRUS INC 240,667 5,304,000 0.02%
240 BRITISH AMERN TOB PLC 47,484 5,227,000 0.02%
241 VIMPELCOM LTD 1,224,000 5,037,000 0.02%
242 FANG HOLDINGS LTD 760,200 5,017,000 0.02%
243 AMERICAN FINL GROUP INC OHIO 71,400 4,920,000 0.02%
244 AUTONATION INC 84,200 4,899,000 0.02%
245 VALIDUS HOLDINGS LTD 106,100 4,782,000 0.02%
246 COSAN LTD 1,624,900 4,696,000 0.02%
247 GAP 164,500 4,688,000 0.02%
248 SIX FLAGS ENTMT CORP NEW 101,300 4,638,000 0.02%
249 RENAISSANCERE HOLDINGS LTD 43,600 4,636,000 0.02%
250 KEYSIGHT TECHNOLOGIES INC COM 150,000 4,626,000 0.02%
Page 5 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.