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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 (2016Q3)
Portfolio Summary: 507 holdings with a total value of $21,181,129,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 COMMUNITY HEALTH SYS INC NEW 51,900 0 0.00%
2 CIVEO CORP CDA 16,300 19,000 0.00%
3 PARKER DRILLING COMPANY 12,900 28,000 0.00%
4 NQ MOBILE INC 10,100 39,000 0.00%
5 COMPANHIA SIDERURGICA NACION 16,300 45,000 0.00%
6 FANG HLDGS LIMITED ADR 14,400 65,000 0.00%
7 HORNBECK OFFSHORE SVCS IN 12,100 67,000 0.00%
8 GENWORTH FINL INC 13,859 69,000 0.00%
9 NEWCASTLE INVT CORP 18,480 84,000 0.00%
10 TIDEWATER INC 29,700 84,000 0.00%
11 DEERE & CO 1,000 85,000 0.00%
12 TSAKOS ENERGY NAVIGATION LTD 18,800 91,000 0.00%
13 DORIAN LPG LTD 16,900 101,000 0.00%
14 MCDERMOTT INTL INC 20,300 102,000 0.00%
15 AMBEV SA 16,700 102,000 0.00%
16 COMPANHIA DE SANEAMENTO BASI 11,000 102,000 0.00%
17 NORTHERN OIL & GAS INC NEV 45,500 122,000 0.00%
18 THIRD PT REINS LTD 10,900 131,000 0.00%
19 BRIDGEPOINT ED INC COM 19,796 136,000 0.00%
20 TRC COS INC 15,741 136,000 0.00%
21 COMPANIA DE MINAS BUENAVENTU 10,100 140,000 0.00%
22 ENEL CHILE S A 31,200 148,000 0.00%
23 GOLD FIELDS LTD NEW 31,400 152,000 0.00%
24 CNO FINL GROUP INC 10,000 153,000 0.00%
25 RYERSON HLDG CORP COM 14,500 164,000 0.00%
26 VONAGE HLDGS CORP 25,015 165,000 0.00%
27 FAIRPOINT COMMUNICATIONS INC COM NEW 11,690 176,000 0.00%
28 BROCADE COMMUNICATIONS SYS I 20,093 185,000 0.00%
29 SEADRILL LIMITED 77,035 186,000 0.00%
30 VALE S A 40,900 193,000 0.00%
31 PNC FINL SVCS GROUP INC 2,255 203,000 0.00%
32 REX AMERICAN RES CORP COM 2,399 203,000 0.00%
33 CUMMINS INC 1,600 205,000 0.00%
34 BERKLEY W R CORP 3,572 206,000 0.00%
35 ONEMAIN HLDGS INC 6,673 207,000 0.00%
36 BANCOLOMBIA S A 5,300 207,000 0.00%
37 TRUSTMARK CORP 7,533 208,000 0.00%
38 HEWLETT PACKARD ENTERPRISE C 9,300 212,000 0.00%
39 SOUTHWESTERN ENERGY CO 15,300 212,000 0.00%
40 ARES COML REAL ESTATE CORP COM 16,929 213,000 0.00%
41 SPX CORP 10,823 218,000 0.00%
42 GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 24,900 219,000 0.00%
43 ASPEN INSURANCE HOLDINGS LTD 4,800 224,000 0.00%
44 FLEXSTEEL INDS INC COM 4,395 227,000 0.00%
45 AUTONATION INC 4,710 229,000 0.00%
46 Culp, Inc. 7,702 229,000 0.00%
47 EBAY INC 6,978 230,000 0.00%
48 GENERAL MLS INC 3,700 236,000 0.00%
49 GLADSTONE INVT CORP 26,718 238,000 0.00%
50 PARKER HANNIFIN CORP 1,900 239,000 0.00%
Page 1 of 11

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001072613-16-000961, filed 2016.11.10).

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.