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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
351 IAMGOLD CORP 581,200 2,394,000 0.01%
352 NEW JERSEY RES CORP 61,604 2,375,000 0.01%
353 DOUGLAS DYNAMICS INC 91,847 2,363,000 0.01%
354 HUBBELL INC 22,099 2,331,000 0.01%
355 SUPERIOR INDS INTL INC COM 84,484 2,262,000 0.01%
356 SANFILIPPO JOHN B & SON INC COM 52,600 2,242,000 0.01%
357 AMER STATES WTR CO 49,187 2,155,000 0.01%
358 KNIGHT TRANSN INC 79,758 2,120,000 0.01%
359 NATIONAL GRID PLC 28,200 2,096,000 0.01%
360 AVG Technologies NV 107,900 2,049,000 0.01%
361 AU OPTRONICS CORP 584,900 2,041,000 0.01%
362 SOUTHWEST AIRLS CO 51,000 2,000,000 0.01%
363 EURONET WORLDWIDE INC 28,500 1,972,000 0.01%
364 KOREA ELECTRIC PWR 74,900 1,942,000 0.01%
365 AMBEV SA 327,200 1,934,000 0.01%
366 HSBC HLDGS PLC 61,500 1,926,000 0.01%
367 BRIGGS & STRATTON CORP 88,110 1,866,000 0.01%
368 ICON PLC 26,300 1,841,000 0.01%
369 AMERICAN CAP LTD 115,900 1,835,000 0.01%
370 WHITING PETE CORP NEW 197,900 1,833,000 0.01%
371 AMERICA MOVIL SAB DE CV 145,100 1,779,000 0.01%
372 MOSAIC CO NEW 67,904 1,778,000 0.01%
373 YANDEX N V 80,724 1,764,000 0.01%
374 FREEPORT-MCMORAN INC 158,000 1,760,000 0.01% Put
375 UNIVERSAL HLTH SVCS INC 13,000 1,743,000 0.01%
376 ASSURANT INC 20,111 1,736,000 0.01%
377 TUTOR PERINI CORP 73,519 1,731,000 0.01%
378 RR DONNELLEY & SONS CO 101,719 1,721,000 0.01%
379 ENNIS INC COM 89,365 1,714,000 0.01%
380 ECOPETROL S A 179,300 1,714,000 0.01%
381 SCHWAB CHARLES CORP 67,447 1,707,000 0.01%
382 BROADCOM LTD 10,883 1,691,000 0.01%
383 PPL CORP 44,500 1,680,000 0.01%
384 UNIT CORP COM 107,000 1,665,000 0.01%
385 SINA CORP 31,900 1,655,000 0.01%
386 RENT A CENTER INC-NEW 134,507 1,652,000 0.01%
387 BAXTER INTL INC 36,465 1,649,000 0.01%
388 AMERICAN NATL INS CO COM 14,484 1,639,000 0.01%
389 MAXIMUS INC 29,572 1,637,000 0.01%
390 INSIGHT ENTERPRISES INC 62,602 1,628,000 0.01%
391 COOPER STD HLDGS INC 20,400 1,611,000 0.01%
392 CHIMERA INVT CORP 100,800 1,583,000 0.01%
393 THIRD PT REINS LTD 134,243 1,573,000 0.01%
394 ANGLOGOLD ASHANTI LIMITED 80,600 1,456,000 0.01%
395 C H ROBINSON WORLDWIDE INC 19,328 1,435,000 0.01%
396 HSN Inc 28,533 1,396,000 0.01%
397 VONAGE HLDGS CORP 221,075 1,349,000 0.01%
398 TEGNA INC 57,500 1,332,000 0.01%
399 FABRINET SHS 35,695 1,325,000 0.01%
400 WABCO HLDGS INC 13,796 1,263,000 0.01%
Page 8 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.