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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 (2015Q4)
Portfolio Summary: 544 holdings with a total value of $27,817,592,000.
#
Name
Shares
Value ($)
%
Options
Notes
351 Drew Inds Inc 25,700 1,565,000 0.01%
352 GUESS INC 82,800 1,563,000 0.01%
353 EPLUS INC COM 16,600 1,548,000 0.01%
354 SMITH & WESSON HLDG 69,600 1,530,000 0.01%
355 DINE BRANDS GLOBAL INC 17,800 1,507,000 0.01%
356 CREDIT ACCEP CORP MICH 7,000 1,498,000 0.01%
357 VONAGE HLDGS CORP 255,300 1,465,000 0.01%
358 AMER STATES WTR CO 34,200 1,435,000 0.01%
359 BAXALTA INC COM 36,408 1,421,000 0.01%
360 LANDSTAR SYS INC COM 23,995 1,407,000 0.01%
361 Clarcor Inc Com 28,300 1,406,000 0.01%
362 MERCURY GENL CORP NEW 30,100 1,402,000 0.01%
363 GARTNER INC 15,400 1,397,000 0.01%
364 INGREDION INC 14,400 1,380,000 0.00%
365 MURPHY OIL 61,300 1,376,000 0.00%
366 RENT A CENTER INC-NEW 91,500 1,370,000 0.00%
367 AMERICA MOVIL SAB DE CV 97,420 1,370,000 0.00%
368 CHEMICAL FINANCIAL CORPORATION 39,700 1,361,000 0.00%
369 NORTHWEST BANCSHARES INC MD COM 101,200 1,355,000 0.00%
370 DOLLAR TREE INC 17,342 1,339,000 0.00%
371 JETBLUE AIRWAYS CORP 58,900 1,334,000 0.00%
372 COOPER TIRE RUBR CO 35,100 1,329,000 0.00%
373 RR DONNELLEY & SONS CO 90,000 1,325,000 0.00%
374 MAIDEN HOLDINGS LTD 88,400 1,318,000 0.00%
375 IDACORP INC 19,200 1,306,000 0.00%
376 MEREDITH CORP COM 29,900 1,293,000 0.00%
377 MASIMO CORP 31,100 1,291,000 0.00%
378 THIRD PT REINS LTD 95,900 1,286,000 0.00%
379 GENWORTH FINL INC 340,075 1,268,000 0.00%
380 UNILEVER PLC 28,888 1,246,000 0.00%
381 FISERV INC 13,500 1,235,000 0.00%
382 EMBRAER S A 41,800 1,235,000 0.00%
383 NEW JERSEY RES CORP 35,900 1,183,000 0.00%
384 TRUEBLUE INC COM 45,700 1,177,000 0.00%
385 HORACE MANN EDUCATORS CORP NEW COM 34,200 1,135,000 0.00%
386 TORO CO 15,400 1,125,000 0.00%
387 HESS CORP 23,043 1,117,000 0.00%
388 AMERISOURCEBERGEN CORP 10,700 1,110,000 0.00%
389 ENCORE CAP GROUP INC 38,000 1,105,000 0.00%
390 BANCO BRADESCO S A 218,498 1,051,000 0.00%
391 PARKER HANNIFIN CORP 10,800 1,047,000 0.00%
392 COVISINT CORP 415,911 1,040,000 0.00%
393 PBF ENERGY INC 28,000 1,031,000 0.00%
394 ENEL GENERACION CHILE S A 27,700 1,027,000 0.00%
395 STAPLES INC 106,572 1,009,000 0.00%
396 SPDR S&P 500 ETF TR 4,928 1,005,000 0.00%
397 ISHARES MSCI TAIWAN ETF 77,161 985,000 0.00%
398 SHINHAN FINANCIAL GROUP CO L 29,100 977,000 0.00%
399 PENSKE AUTOMOTIVE GRP INC 22,700 961,000 0.00%
400 MOSAIC CO NEW 34,704 957,000 0.00%
Page 8 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-16-000598, filed 2016.02.12).

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.