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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 (2016Q2)
Portfolio Summary: 563 holdings with a total value of $24,372,480,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 LOCKHEED MARTIN CORP 1,280 318,000 0.00%
52 VERA BRADLEY INC 22,500 319,000 0.00%
53 BANCOLOMBIA S A 9,200 321,000 0.00%
54 OASIS PETE INC NEW 34,900 326,000 0.00%
55 CATO CORP NEW CL A 8,700 328,000 0.00%
56 QUALITY SYS INC 29,200 348,000 0.00%
57 West Corp 17,777 349,000 0.00%
58 ALLSTATE CORP 5,036 352,000 0.00%
59 BROOKFIELD ASSET MGMT INC 10,800 355,000 0.00%
60 WELLS FARGO & CO NEW 7,685 364,000 0.00%
61 MOVADO GROUP INC 16,900 366,000 0.00%
62 GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 40,300 366,000 0.00%
63 ALTISOURCE PORTFOLIO SOLNS S 13,300 370,000 0.00%
64 ARGAN INC 8,900 371,000 0.00%
65 TSAKOS ENERGY NAVIGATION LTD 79,500 373,000 0.00%
66 VALE S A 93,800 376,000 0.00%
67 GENERAL MLS INC 5,300 378,000 0.00%
68 DISNEY WALT CO 3,950 386,000 0.00%
69 VECTRUS INC 13,619 388,000 0.00%
70 CATCHMARK TIMBER TR INC 31,712 388,000 0.00%
71 P T TELEKOMUNIKASI INDONESIA 6,400 393,000 0.00%
72 KIMBERLY CLARK CORP 2,900 399,000 0.00%
73 TEXAS INSTRS INC 6,500 407,000 0.00%
74 DINE BRANDS GLOBAL INC 4,800 407,000 0.00%
75 COMPANHIA SIDERURGICA NACION 169,800 416,000 0.00%
76 Grupo Aeroportuario Del Pacifi 4,100 421,000 0.00%
77 AMGEN INC 2,799 426,000 0.00%
78 FBL FINL GROUP INC 7,100 431,000 0.00%
79 SCHOLASTIC CORP 10,912 432,000 0.00%
80 KEMPER CORP 13,933 432,000 0.00%
81 CNO FINL GROUP INC 24,900 435,000 0.00%
82 PENNYMAC FINL SVCS INC CL A 35,550 444,000 0.00%
83 TRIPLE-S MGMT CORP 18,400 450,000 0.00%
84 CENTRAL GARDEN & PET CO COM 19,800 452,000 0.00%
85 NETGEAR INC 9,700 461,000 0.00%
86 RAYTHEON CO 3,400 462,000 0.00%
87 AMERICAN FINL GROUP INC OHIO 6,500 481,000 0.00%
88 FAIRPOINT COMMUNICATIONS INC COM NEW 32,900 483,000 0.00%
89 NABORS INDUSTRIES LTD 48,300 485,000 0.00%
90 ATWOOD OCEANICS INC 39,000 488,000 0.00%
91 BERKLEY W R CORP 8,372 502,000 0.00%
92 POSCO 11,400 507,000 0.00%
93 Santander Consumer USA Holdings Inc 49,100 507,000 0.00%
94 NII HLDGS INC COM PAR 0.001 161,700 514,000 0.00%
95 FIRST DEFIANCE FINL CORP 13,300 517,000 0.00%
96 APACHE CORP 9,332 520,000 0.00%
97 PROVIDENT FINL SVCS INC COM 26,600 522,000 0.00%
98 DEVON ENERGY CORP NEW 14,400 522,000 0.00%
99 WADDELL & REED FINL INC 30,700 529,000 0.00%
100 CELANESE CORP DEL 8,100 530,000 0.00%
Page 2 of 12

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-16-000878, filed 2016.08.12).

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.