Chief Compliance Officer, not in his individual capacity

0001072613-17-000564.txt : 20171114 0001072613-17-000564.hdr.sgml : 20171114 20171114075133 ACCESSION NUMBER: 0001072613-17-000564 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171114 DATE AS OF CHANGE: 20171114 EFFECTIVENESS DATE: 20171114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Grantham, Mayo, Van Otterloo & Co. LLC CENTRAL INDEX KEY: 0001352662 IRS NUMBER: 042691242 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11599 FILM NUMBER: 171198355 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-330-7500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001352662 XXXXXXXX 09-30-2017 09-30-2017 false Grantham, Mayo, Van Otterloo & Co. LLC

40 Rowes Wharf Boston MA 02110

13F HOLDINGS REPORT 028-11599 N Gregory L. Pottle Chief Compliance Officer, not in his individual capacity 617-346-7620 /s/ Gregory L. 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68607 802049 SH SOLE 758249 0 43800 LINCOLN NATL CORP IND COM 534187109 7987 108703 SH SOLE 108703 0 0 LOGITECH INTL S A SHS H50430232 65644 1798848 SH SOLE 1798848 0 0 LOUISIANA PAC CORP COM 546347105 368 13600 SH SOLE 13600 0 0 LPL FINL HLDGS INC COM 50212V100 1918 37200 SH SOLE 37200 0 0 LUXOFT HLDG INC ORD SHS CL A G57279104 1826 38200 SH SOLE 38200 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7645 77180 SH SOLE 77180 0 0 M D C HLDGS INC COM 552676108 1707 51400 SH SOLE 51400 0 0 MANITOWOC INC COM 563571108 123 13700 SH SOLE 13700 0 0 MANPOWERGROUP INC COM 56418H100 3287 27900 SH SOLE 27900 0 0 MANTECH INTL CORP CL A 564563104 252 5700 SH SOLE 5700 0 0 MANULIFE FINL CORP COM 56501R106 8348 411600 SH SOLE 411600 0 0 MARATHON OIL CORP COM 565849106 11450 844424 SH SOLE 844424 0 0 MARATHON PETE CORP COM 56585A102 13678 243900 SH SOLE 243900 0 0 MARCUS CORP COM 566330106 343 12400 SH SOLE 12400 0 0 MARTEN TRANS LTD COM 573075108 307 14933 SH SOLE 14933 0 0 MARVELL TECHNOLOGY 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3658 97500 SH SOLE 97500 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 2322 238441 SH SOLE 238441 0 0 NETAPP INC COM 64110D104 236 5400 SH SOLE 5400 0 0 NETEASE INC SPONSORED ADR 64110W102 85580 324400 SH SOLE 310800 0 13600 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 21235 240600 SH SOLE 199400 0 41200 NEW SR INVT GROUP INC COM 648691103 214 23400 SH SOLE 23400 0 0 NEW YORK TIMES CO CL A 650111107 1725 88000 SH SOLE 88000 0 0 NEWS CORP NEW CL A 65249B109 3069 231422 SH SOLE 231422 0 0 NEWS CORP NEW CL B 65249B208 1572 115185 SH SOLE 115185 0 0 NISOURCE INC COM 65473P105 6170 241100 SH SOLE 241100 0 0 NOBLE CORP PLC SHS USD G65431101 1084 235600 SH SOLE 235600 0 0 NRG ENERGY INC COM NEW 629377508 251 9800 SH SOLE 9800 0 0 NRG YIELD INC CL A NEW 62942X306 328 17300 SH SOLE 17300 0 0 NUTRI SYS INC NEW COM 67069D108 2454 43900 SH SOLE 43900 0 0 NVIDIA CORP COM 67066G104 340 1900 SH SOLE 1900 0 0 NXP SEMICONDUCTORS N V COM N6596X109 128259 1134135 SH SOLE 1134135 0 0 NXSTAGE MEDICAL INC COM 67072V103 28497 1032500 SH SOLE 1032500 0 0 OGE ENERGY CORP COM 670837103 3736 103700 SH SOLE 103700 0 0 OM ASSET MGMT PLC SHS G67506108 2205 147800 SH SOLE 147800 0 0 OMEGA PROTEIN CORP COM 68210P107 291 17500 SH SOLE 17500 0 0 ONEOK INC NEW COM 682680103 414 7475 SH SOLE 7475 0 0 OPEN TEXT CORP COM 683715106 814 25300 SH SOLE 25300 0 0 ORACLE CORP COM 68389X105 668576 13827848 SH SOLE 13183415 0 644433 ORION ENGINEERED CARBONS S A COM L72967109 1172 52200 SH SOLE 52200 0 0 OSHKOSH CORP COM 688239201 3582 43400 SH SOLE 43400 0 0 OWENS CORNING NEW COM 690742101 3496 45200 SH SOLE 45200 0 0 OWENS ILL INC COM NEW 690768403 4106 163200 SH SOLE 163200 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3379 98500 SH SOLE 95100 0 3400 PACKAGING CORP AMER COM 695156109 6640 57900 SH SOLE 57900 0 0 PARKER HANNIFIN CORP COM 701094104 16510 94330 SH SOLE 94330 0 0 PAYCHEX INC COM 704326107 282 4700 SH SOLE 4700 0 0 PENN VA CORP NEW COM 70788V102 10085 252261 SH SOLE 252261 0 0 PENNYMAC FINL SVCS INC CL A 70932B101 530 29750 SH SOLE 29750 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 338 7100 SH SOLE 7100 0 0 PEPSICO INC COM 713448108 116987 1049873 SH SOLE 1020984 0 28889 PFIZER INC COM 717081103 147826 4140797 SH SOLE 4030197 0 110600 PHILIP MORRIS INTL INC COM 718172109 233099 2099799 SH SOLE 1961382 0 138417 PHILLIPS 66 COM 718546104 293 3200 SH SOLE 3200 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 449 15800 SH SOLE 15800 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 541 25400 SH SOLE 25400 0 0 PINNACLE WEST CAP CORP COM 723484101 254 3000 SH SOLE 3000 0 0 PITNEY BOWES INC COM 724479100 2163 154400 SH SOLE 154400 0 0 PLY GEM HLDGS INC COM 72941W100 239 14000 SH SOLE 14000 0 0 POPULAR INC COM NEW 733174700 3971 110500 SH SOLE 110500 0 0 POTASH CORP SASK INC COM 73755L107 1602 83329 SH SOLE 83329 0 0 POTLATCH CORP NEW COM 737630103 1923 37700 SH SOLE 37700 0 0 PRA HEALTH SCIENCES INC COM 69354M108 312 4100 SH SOLE 4100 0 0 PREFERRED APT CMNTYS INC COM 74039L103 823 43600 SH SOLE 43600 0 0 PRICE T ROWE GROUP INC COM 74144T108 8621 95105 SH SOLE 95105 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 14414 224025 SH SOLE 224025 0 0 PROCTER AND GAMBLE CO COM 742718109 1010 11100 SH SOLE 11100 0 0 PROGRESS SOFTWARE CORP COM 743312100 1851 48500 SH SOLE 48500 0 0 PROGRESSIVE CORP OHIO COM 743315103 23714 489750 SH SOLE 489750 0 0 PRUDENTIAL FINL INC COM 744320102 16373 154000 SH SOLE 154000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 12455 269304 SH SOLE 269304 0 0 PULTE GROUP INC COM 745867101 4884 178700 SH SOLE 178700 0 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 2565 287259 SH SOLE 287259 0 0 PVH CORP COM 693656100 10690 84800 SH SOLE 84800 0 0 QIWI PLC SPON ADR REP B 74735M108 5905 348600 SH SOLE 338300 0 10300 QUAD / GRAPHICS INC COM CL A 747301109 418 18500 SH SOLE 18500 0 0 QUALCOMM INC COM 747525103 283793 5474411 SH SOLE 5230349 0 244062 QUALCOMM INC COM 747525103 18144 350000 SH Put SOLE 350000 0 0 QUALITY CARE PPTYS INC COM 747545101 1770 114200 SH SOLE 114200 0 0 QUALITY SYS INC COM 747582104 363 23100 SH SOLE 23100 0 0 QUEST DIAGNOSTICS INC COM 74834L100 421 4500 SH SOLE 4500 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 9479 112400 SH SOLE 112400 0 0 REALOGY HLDGS CORP COM 75605Y106 369 11200 SH SOLE 11200 0 0 REGIONAL MGMT CORP COM 75902K106 635 26212 SH SOLE 26212 0 0 REGIONS FINL CORP NEW COM 7591EP100 257 16900 SH SOLE 16900 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 4093 53740 SH SOLE 53740 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 812 66800 SH SOLE 66800 0 0 REXNORD CORP NEW COM 76169B102 569 22400 SH SOLE 22400 0 0 RMR GROUP INC CL A 74967R106 246 4800 SH SOLE 4800 0 0 ROCKWELL AUTOMATION INC COM 773903109 64441 361603 SH SOLE 341715 0 19888 ROCKWELL COLLINS INC COM 774341101 78478 600400 SH SOLE 600400 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1069 83200 SH SOLE 83200 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 17044 220800 SH SOLE 220800 0 0 ROYAL CARIBBEAN CRUISES LTD COM 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SH SOLE 4412 0 0 SERVICE CORP INTL COM 817565104 4206 121900 SH SOLE 121900 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 452 57300 SH SOLE 57300 0 0 SILVERBOW RES INC COM 82836G102 1552 63200 SH SOLE 63200 0 0 SINA CORP ORD G81477104 21371 186400 SH SOLE 186400 0 0 SJW GROUP COM 784305104 272 4800 SH SOLE 4800 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 15327 623309 SH SOLE 608509 0 14800 SKYWEST INC COM 830879102 378 8600 SH SOLE 8600 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 9617 172778 SH SOLE 172778 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3010 45300 SH SOLE 45300 0 0 SOHU COM INC COM 83408W103 27228 500060 SH SOLE 500060 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 8098 283655 SH SOLE 283655 0 0 SONOCO PRODS CO COM 835495102 204 4040 SH SOLE 4040 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 7311 69021 SH SOLE 69021 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 215 15300 SH SOLE 15300 0 0 SPRINT CORP COM SER 1 85207U105 159 20485 SH SOLE 20485 0 0 SPX CORP COM 784635104 647 22036 SH SOLE 22036 0 0 STANDARD MTR PRODS INC COM 853666105 1192 24700 SH SOLE 24700 0 0 STATE STR CORP COM 857477103 10765 112675 SH SOLE 112675 0 0 STEPAN CO COM 858586100 452 5400 SH SOLE 5400 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 71994 3707200 SH SOLE 3707200 0 0 STRAYER ED INC COM 863236105 244 2800 SH SOLE 2800 0 0 STRYKER CORP COM 863667101 152767 1075670 SH SOLE 1019570 0 56100 SUMMIT HOTEL PPTYS COM 866082100 2123 132800 SH SOLE 132800 0 0 SUNPOWER CORP COM 867652406 93 12800 SH SOLE 12800 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2725 169600 SH SOLE 169600 0 0 SUNTRUST BKS INC COM 867914103 723 12100 SH SOLE 12100 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 328 8200 SH SOLE 8200 0 0 SYKES ENTERPRISES INC COM 871237103 1598 54786 SH SOLE 54786 0 0 SYMANTEC CORP COM 871503108 4912 149700 SH SOLE 149700 0 0 SYNNEX CORP COM 87162W100 1758 13900 SH SOLE 13900 0 0 SYNOPSYS INC COM 871607107 14407 178900 SH SOLE 178900 0 0 SYSCO CORP COM 871829107 9592 177800 SH SOLE 177800 0 0 SYSTEMAX INC COM 871851101 225 8500 SH SOLE 8500 0 0 T MOBILE US INC COM 872590104 6030 97794 SH SOLE 97794 0 0 T MOBILE US INC COM 872590104 16648 270000 SH Put SOLE 270000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 197694 5264830 SH SOLE 5200630 0 64200 TAL ED GROUP SPONSORED ADS 874080104 59630 1768902 SH SOLE 1451582 0 317320 TATA MTRS LTD SPONSORED ADR 876568502 1145 36621 SH SOLE 25721 0 10900 TE CONNECTIVITY LTD REG SHS H84989104 15250 183600 SH SOLE 183600 0 0 TECH DATA CORP COM 878237106 4321 48638 SH SOLE 48638 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 3279 20600 SH SOLE 20600 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 3751 134500 SH SOLE 134500 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 3925 238900 SH SOLE 238900 0 0 TENNECO INC COM 880349105 3246 53500 SH SOLE 53500 0 0 TERADATA CORP DEL COM 88076W103 60212 1781938 SH SOLE 1691038 0 90900 TEXAS INSTRS INC COM 882508104 155903 1739215 SH SOLE 1667777 0 71438 THERMO FISHER SCIENTIFIC INC COM 883556102 322 1700 SH SOLE 1700 0 0 THOR INDS INC COM 885160101 5223 41485 SH SOLE 41485 0 0 TIER REIT INC COM NEW 88650V208 264 13700 SH SOLE 13700 0 0 TIME WARNER INC COM NEW 887317303 155550 1518300 SH SOLE 1518300 0 0 TJX COS INC NEW COM 872540109 57639 781762 SH SOLE 743895 0 37867 TORONTO DOMINION BK ONT COM NEW 891160509 4690 83500 SH SOLE 83500 0 0 TOWER INTL INC COM 891826109 1035 38065 SH SOLE 38065 0 0 TRANSOCEAN LTD REG SHS H8817H100 617 57300 SH SOLE 57300 0 0 TRIBUNE MEDIA CO CL A 896047503 62647 1533200 SH SOLE 1533200 0 0 TRINSEO S A SHS L9340P101 2946 43900 SH SOLE 43900 0 0 TRIPLE-S MGMT CORP CL B 896749108 239 10100 SH SOLE 10100 0 0 TRUSTCO BK CORP N Y COM 898349105 255 28600 SH SOLE 28600 0 0 TTM TECHNOLOGIES INC COM 87305R109 215 14000 SH SOLE 14000 0 0 TUPPERWARE BRANDS CORP COM 899896104 2338 37827 SH SOLE 37827 0 0 TURQUOISE HILL RES LTD COM 900435108 41 13100 SH SOLE 13100 0 0 TWITTER INC COM 90184L102 2120 125677 SH SOLE 125677 0 0 TWITTER INC COM 90184L102 8772 520000 SH Put SOLE 520000 0 0 TWO HBRS INVT CORP COM 90187B101 245 24300 SH SOLE 24300 0 0 UGI CORP NEW COM 902681105 4236 90400 SH SOLE 90400 0 0 UNILEVER N V N Y SHS NEW 904784709 2537 42973 SH SOLE 42973 0 0 UNILEVER N V N Y SHS NEW 904784709 16013 320000 SH Put SOLE 320000 0 0 UNIT CORP COM 909218109 713 34664 SH SOLE 34664 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 607 242600 SH SOLE 242600 0 0 UNITED STATES CELLULAR CORP COM 911684108 1228 34700 SH SOLE 34700 0 0 UNITED TECHNOLOGIES CORP COM 913017109 203755 1755297 SH SOLE 1683784 0 71513 UNITED TECHNOLOGIES CORP COM 913017109 21312 183600 SH Put SOLE 183600 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 281 2400 SH SOLE 2400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 562128 2870197 SH SOLE 2732209 0 137988 UNIVERSAL CORP VA COM 913456109 1925 33600 SH SOLE 33600 0 0 UNIVERSAL FST PRODS INC COM 913543104 236 2400 SH SOLE 2400 0 0 UNUM GROUP COM 91529Y106 5509 107748 SH SOLE 107748 0 0 US BANCORP DEL COM NEW 902973304 184309 3439242 SH SOLE 3263856 0 175386 V F CORP COM 918204108 81309 1279041 SH SOLE 1222179 0 56862 VALE S A ADR 91912E105 12024 1194000 SH SOLE 1194000 0 0 VALE S A ADR REPSTG PFD 91912E204 4925 526700 SH SOLE 526700 0 0 VALERO ENERGY CORP NEW COM 91913Y100 10646 138386 SH SOLE 138386 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2690 120700 SH SOLE 120700 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3085 70800 SH SOLE 70800 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 627 32400 SH SOLE 32400 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 886 17900 SH SOLE 17900 0 0 VISA INC COM CL A 92826C839 253 2400 SH SOLE 2400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 267 14200 SH SOLE 14200 0 0 VISTEON CORP COM NEW 92839U206 3602 29100 SH SOLE 29100 0 0 VONAGE HLDGS CORP COM 92886T201 160 19600 SH SOLE 19600 0 0 WABASH NATL CORP COM 929566107 509 22300 SH SOLE 22300 0 0 WAL-MART STORES INC COM 931142103 24692 316000 SH SOLE 316000 0 0 WALKER & DUNLOP INC COM 93148P102 2838 54241 SH SOLE 54241 0 0 WAYFAIR INC CL A 94419L101 109188 1620000 SH SOLE 1620000 0 0 WEB COM GROUP INC COM 94733A104 335 13400 SH SOLE 13400 0 0 WEIBO CORP SPONSORED ADR 948596101 11333 114540 SH SOLE 94940 0 19600 WELLCARE HEALTH PLANS INC COM 94946T106 447 2600 SH SOLE 2600 0 0 WELLS FARGO CO NEW COM 949746101 245485 4451222 SH SOLE 4223999 0 227223 WEST CORP COM 952355204 216 9200 SH SOLE 9200 0 0 WESTERN DIGITAL CORP COM 958102105 31925 369500 SH SOLE 369500 0 0 WESTERN UN CO COM 959802109 221 11500 SH SOLE 11500 0 0 WHITING PETE CORP NEW COM 966387102 1537 281500 SH SOLE 281500 0 0 WILLIAMS COS INC DEL COM 969457100 3834 127742 SH SOLE 127742 0 0 WILLIAMS COS INC DEL COM 969457100 8103 270000 SH Put SOLE 270000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 5748 1011938 SH SOLE 935838 0 76100 WYNDHAM WORLDWIDE CORP COM 98310W108 416 3950 SH SOLE 3950 0 0 XENIA HOTELS & RESORTS INC COM 984017103 4244 201600 SH SOLE 201600 0 0 XEROX CORP COM NEW 984121608 3421 102750 SH SOLE 102750 0 0 XYLEM INC COM 98419M100 336 5360 SH SOLE 5360 0 0 YANDEX N V SHS CLASS A N97284108 8564 259900 SH SOLE 259900 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 75111 641484 SH SOLE 615472 0 26012