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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 (2016Q1)
Portfolio Summary: 576 holdings with a total value of $26,768,947,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 MOBILE TELESYSTEMS PJSC 15,642,579 126,548,000 0.47%
52 AETNA INC NEW 1,072,915 120,542,000 0.45%
53 SUNCOR ENERGY INC NEW 4,286,407 119,865,000 0.45%
54 COGNIZANT TECHNOLOGY SOLUTIO 1,882,419 118,028,000 0.44%
55 TAIWAN SEMICONDUCTOR MFG LTD 4,427,423 115,998,000 0.43%
56 JD COM INC 4,321,559 114,521,000 0.43%
57 EXPRESS SCRIPTS HLDG CO 1,624,557 111,591,000 0.42%
58 GENERAL MTRS CO 3,403,900 106,985,000 0.40%
59 V F CORP 1,555,127 100,710,000 0.38%
60 LILLY ELI & CO 1,380,293 99,395,000 0.37%
61 CHECK POINT SOFTWARE TECH LT 1,103,300 96,506,000 0.36%
62 SUN LIFE FINL INC 2,959,200 95,860,000 0.36%
63 BECTON DICKINSON & CO 602,775 91,513,000 0.34%
64 DANAHER CORP DEL 929,733 88,194,000 0.33%
65 MONSANTO CO NEW 999,808 87,723,000 0.33%
66 LIBERTY GLOBAL PLC 2,267,895 87,314,000 0.33%
67 BED BATH & BEYOND INC 1,742,668 86,506,000 0.32%
68 TJX COS INC NEW 1,091,896 85,550,000 0.32%
69 TOPBUILD CORP 2,871,762 85,406,000 0.32%
70 CEMEX SAB DE CV 11,680,250 85,032,000 0.32%
71 CAPITAL ONE FINL CORP 1,185,770 82,186,000 0.31%
72 ALLY FINL INC 4,380,230 81,998,000 0.31%
73 LIBERTY GLOBAL PLC 2,146,724 80,631,000 0.30%
74 ITC HOLDINGS 1,816,236 79,133,000 0.30%
75 COMCAST CORP NEW 1,295,475 79,128,000 0.30%
76 INTUIT 737,498 76,707,000 0.29%
77 INFOSYS LTD 3,972,700 75,561,000 0.28%
78 BCE INC 1,629,300 74,529,000 0.28%
79 PAYCHEX INC 1,321,695 71,385,000 0.27%
80 LYONDELLBASELL INDUSTRIES N 802,000 68,635,000 0.26%
81 ROYAL BK CDA MONTREAL QUE 1,180,200 68,278,000 0.26%
82 UNITED TECHNOLOGIES CORP 676,100 67,678,000 0.25%
83 COMPANHIA DE SANEAMENTO BASI 10,204,463 67,349,000 0.25%
84 ROCKWELL AUTOMATION INC 574,294 65,326,000 0.24%
85 JARDEN CORP 1,107,600 65,293,000 0.24%
86 WELLS FARGO & CO NEW 1,346,615 65,122,000 0.24%
87 TESORO CORP 755,400 64,972,000 0.24%
88 BAXALTA INC COM 1,607,392 64,939,000 0.24%
89 UBIQUITI NETWORKS INC 1,902,990 63,312,000 0.24%
90 INTERACTIVE BROKERS GROUP IN 1,597,544 62,815,000 0.23%
91 REYNOLDS AMERICAN INC 1,214,668 61,110,000 0.23%
92 LEAR CORP 532,800 59,231,000 0.22%
93 PUMA BIOTECHNOLOGY 2,010,801 59,057,000 0.22%
94 ISHARES TR 1,738,800 58,719,000 0.22%
95 SANDISK CORP 757,543 57,634,000 0.22%
96 MEDIA GENERAL INC NEW 3,508,945 57,231,000 0.21%
97 FOOT LOCKER INC 871,400 56,205,000 0.21%
98 CONOCOPHILLIPS 1,395,448 56,195,000 0.21%
99 JETBLUE AIRWAYS CORP 2,646,500 55,894,000 0.21%
100 ANALOG DEVICES INC 940,476 55,667,000 0.21%
Page 2 of 12

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-16-000784, filed 2016.05.13).

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.