Chief Compliance Officer, not in his individual capacity

0001072613-18-000142.txt : 20180214 0001072613-18-000142.hdr.sgml : 20180214 20180214075132 ACCESSION NUMBER: 0001072613-18-000142 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180214 DATE AS OF CHANGE: 20180214 EFFECTIVENESS DATE: 20180214 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: 18607163 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 12-31-2017 12-31-2017 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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SOLE 13700 0 0 LPL FINL HLDGS INC COM 50212V100 269 4700 SH SOLE 4700 0 0 LUMINEX CORP DEL COM 55027E102 626 31800 SH SOLE 31800 0 0 LUXOFT HLDG INC ORD SHS CL A G57279104 9631 172900 SH SOLE 172900 0 0 M D C HLDGS INC COM 552676108 1763 55300 SH SOLE 55300 0 0 MANITOWOC CO INC COM NEW 563571405 2527 64225 SH SOLE 64225 0 0 MANPOWERGROUP INC COM 56418H100 4616 36600 SH SOLE 36600 0 0 MANTECH INTL CORP CL A 564563104 286 5700 SH SOLE 5700 0 0 MANULIFE FINL CORP COM 56501R106 9702 464900 SH SOLE 464900 0 0 MARATHON OIL CORP COM 565849106 11079 654424 SH SOLE 654424 0 0 MARATHON PETE CORP COM 56585A102 16013 242700 SH SOLE 242700 0 0 MARCUS CORP COM 566330106 339 12400 SH SOLE 12400 0 0 MARTEN TRANS LTD COM 573075108 291 14333 SH SOLE 14333 0 0 MASCO CORP COM 574599106 202 4600 SH SOLE 4600 0 0 MASTEC INC COM 576323109 568 11600 SH SOLE 11600 0 0 MASTERCARD INCORPORATED CL A 57636Q104 150374 993485 SH SOLE 952347 0 41138 MCDERMOTT INTL INC COM 580037109 3602 547350 SH SOLE 547350 0 0 MCDONALDS CORP COM 580135101 43770 254300 SH SOLE 254300 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 147 10700 SH SOLE 10700 0 0 MEDTRONIC PLC SHS G5960L103 329542 4081011 SH SOLE 3890862 0 190149 MERCER INTL INC COM 588056101 699 48900 SH SOLE 48900 0 0 MERCK & CO INC COM 58933Y105 27863 495168 SH SOLE 495168 0 0 MEREDITH CORP COM 589433101 350 5300 SH SOLE 5300 0 0 MERITOR INC COM 59001K100 3486 148600 SH SOLE 148600 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 6009 9700 SH SOLE 9700 0 0 MGIC INVT CORP WIS COM 552848103 356 25200 SH SOLE 25200 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 8331 94800 SH SOLE 94800 0 0 MICRON TECHNOLOGY INC COM 595112103 30482 741300 SH SOLE 741300 0 0 MICROSOFT CORP COM 594918104 840131 9821501 SH SOLE 9291735 0 529766 MILLER HERMAN INC COM 600544100 3224 80500 SH SOLE 80500 0 0 MITEL NETWORKS CORP COM 60671Q104 711 86400 SH SOLE 86400 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 147606 14485394 SH SOLE 14485394 0 0 MODINE MFG CO COM 607828100 822 40700 SH SOLE 40700 0 0 MOELIS & CO CL A 60786M105 296 6100 SH SOLE 6100 0 0 MONARCH CASINO & RESORT INC COM 609027107 654 14600 SH SOLE 14600 0 0 MONDELEZ INTL INC CL A 609207105 1904 44482 SH SOLE 44482 0 0 MONDELEZ INTL INC CL A 609207105 14980 350000 SH Put SOLE 350000 0 0 MONSANTO CO NEW COM 61166W101 263272 2254425 SH SOLE 2160105 0 94320 MOOG INC CL A 615394202 5654 65100 SH SOLE 65100 0 0 MOSAIC CO NEW COM 61945C103 203 7900 SH SOLE 7900 0 0 MOVADO GROUP INC COM 624580106 766 23800 SH SOLE 23800 0 0 MSCI INC COM 55354G100 4252 33600 SH SOLE 33600 0 0 MURPHY OIL CORP COM 626717102 5589 180000 SH SOLE 180000 0 0 MURPHY USA INC COM 626755102 234 2907 SH SOLE 2907 0 0 MYRIAD GENETICS INC COM 62855J104 481 14000 SH SOLE 14000 0 0 NATIONAL BEVERAGE CORP COM 635017106 7795 80000 SH SOLE 80000 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 309 16700 SH SOLE 16700 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 3883 326581 SH SOLE 326581 0 0 NETAPP INC COM 64110D104 299 5400 SH SOLE 5400 0 0 NETEASE INC SPONSORED ADR 64110W102 25501 73900 SH SOLE 63700 0 10200 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 22062 234700 SH SOLE 197500 0 37200 NEW SR INVT GROUP INC COM 648691103 177 23400 SH SOLE 23400 0 0 NEW YORK TIMES CO CL A 650111107 2035 110000 SH SOLE 110000 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1322 153700 SH SOLE 153700 0 0 NEWS CORP NEW CL A 65249B109 5223 322235 SH SOLE 322235 0 0 NEWS CORP NEW CL B 65249B208 2311 139206 SH SOLE 139206 0 0 NISOURCE INC COM 65473P105 9203 358500 SH SOLE 358500 0 0 NOBLE CORP PLC SHS USD G65431101 975 215700 SH SOLE 215700 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 274 16200 SH SOLE 16200 0 0 NRG ENERGY INC COM NEW 629377508 957 33600 SH SOLE 33600 0 0 NRG YIELD INC CL A NEW 62942X306 326 17300 SH SOLE 17300 0 0 NUTRI SYS INC NEW COM 67069D108 610 11600 SH SOLE 11600 0 0 NXP SEMICONDUCTORS N V COM N6596X109 67698 578172 SH SOLE 578172 0 0 NXSTAGE MEDICAL INC COM 67072V103 28706 1184750 SH SOLE 1184750 0 0 OGE ENERGY CORP COM 670837103 3413 103700 SH SOLE 103700 0 0 OM ASSET MGMT PLC SHS G67506108 789 47100 SH SOLE 47100 0 0 ON SEMICONDUCTOR CORP COM 682189105 4039 192900 SH SOLE 192900 0 0 ORACLE CORP COM 68389X105 698733 14778609 SH SOLE 14036381 0 742228 ORBITAL ATK INC COM 68557N103 30458 231618 SH SOLE 231618 0 0 ORTHOFIX INTL N V COM N6748L102 366 6700 SH SOLE 6700 0 0 OSHKOSH CORP COM 688239201 6071 66800 SH SOLE 66800 0 0 OWENS CORNING NEW COM 690742101 8652 94100 SH SOLE 94100 0 0 OWENS ILL INC COM NEW 690768403 6551 295500 SH SOLE 295500 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6331 196500 SH SOLE 196500 0 0 PACKAGING CORP AMER COM 695156109 5786 48000 SH SOLE 48000 0 0 PARKER HANNIFIN CORP COM 701094104 18288 91630 SH SOLE 91630 0 0 PAYPAL HLDGS INC COM 70450Y103 13265 180178 SH SOLE 180178 0 0 PENN VA CORP NEW COM 70788V102 9866 252261 SH SOLE 252261 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 340 7100 SH SOLE 7100 0 0 PEPSICO INC COM 713448108 90200 752169 SH SOLE 723280 0 28889 PERFORMANCE FOOD GROUP CO COM 71377A103 639 19300 SH SOLE 19300 0 0 PERKINELMER INC COM 714046109 424 5800 SH SOLE 5800 0 0 PFIZER INC COM 717081103 145579 4019297 SH SOLE 3908697 0 110600 PHILIP MORRIS INTL INC COM 718172109 184048 1742056 SH SOLE 1603639 0 138417 PHILLIPS 66 COM 718546104 7000 69200 SH SOLE 69200 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 235 12000 SH SOLE 12000 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 2491 80200 SH SOLE 80200 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 635 19400 SH SOLE 19400 0 0 PINNACLE FOODS INC DEL COM 72348P104 1584 26640 SH SOLE 26640 0 0 PINNACLE FOODS INC DEL COM 72348P104 8921 150000 SH Put SOLE 150000 0 0 PITNEY BOWES INC COM 724479100 493 44100 SH SOLE 44100 0 0 PLY GEM HLDGS INC COM 72941W100 259 14000 SH SOLE 14000 0 0 POPULAR INC COM NEW 733174700 5011 141200 SH SOLE 141200 0 0 POTASH CORP SASK INC COM 73755L107 2001 97129 SH SOLE 97129 0 0 POTLATCH CORP NEW COM 737630103 3308 66300 SH SOLE 66300 0 0 PRA HEALTH SCIENCES INC COM 69354M108 747 8200 SH SOLE 8200 0 0 PREFERRED APT CMNTYS INC COM 74039L103 1893 93500 SH SOLE 93500 0 0 PRICE T ROWE GROUP INC COM 74144T108 9770 93105 SH SOLE 93105 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 16760 237525 SH SOLE 237525 0 0 PROCTER AND GAMBLE CO COM 742718109 1093 11900 SH SOLE 11900 0 0 PROGRESS SOFTWARE CORP COM 743312100 1005 23600 SH SOLE 23600 0 0 PROGRESSIVE CORP OHIO COM 743315103 28315 502750 SH SOLE 502750 0 0 PROLOGIS INC COM 74340W103 18084 280325 SH SOLE 280325 0 0 PRUDENTIAL FINL INC COM 744320102 12372 107600 SH SOLE 107600 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 14317 278004 SH SOLE 278004 0 0 PULTE GROUP INC COM 745867101 519 15600 SH SOLE 15600 0 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 2591 287259 SH SOLE 287259 0 0 PVH CORP COM 693656100 15601 113700 SH SOLE 113700 0 0 QIWI PLC SPON ADR REP B 74735M108 13088 755200 SH SOLE 755200 0 0 QUAD / GRAPHICS INC COM CL A 747301109 735 32500 SH SOLE 32500 0 0 QUALCOMM INC COM 747525103 367093 5734033 SH SOLE 5499777 0 234256 QUALCOMM INC COM 747525103 19142 299000 SH Put SOLE 299000 0 0 QUALITY SYS INC COM 747582104 270 19900 SH SOLE 19900 0 0 QUEST DIAGNOSTICS INC COM 74834L100 374 3800 SH SOLE 3800 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 10019 112200 SH SOLE 112200 0 0 RAYTHEON CO COM NEW 755111507 1540 8200 SH SOLE 8200 0 0 REALOGY HLDGS CORP COM 75605Y106 2054 77500 SH SOLE 77500 0 0 RED HAT INC COM 756577102 4840 40300 SH SOLE 40300 0 0 REGIONAL MGMT CORP COM 75902K106 690 26212 SH SOLE 26212 0 0 REGIONS FINL CORP NEW COM 7591EP100 5963 345100 SH SOLE 345100 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 4044 47140 SH SOLE 47140 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 916 77600 SH SOLE 77600 0 0 RENREN INC SPON ADR A NEW 759892201 105 10100 SH SOLE 10100 0 0 RETAIL PPTYS AMER INC CL A 76131V202 2404 178900 SH SOLE 178900 0 0 REXNORD CORP NEW COM 76169B102 671 25800 SH SOLE 25800 0 0 RMR GROUP INC CL A 74967R106 285 4800 SH SOLE 4800 0 0 ROCKWELL AUTOMATION INC COM 773903109 333 1694 SH SOLE 1694 0 0 ROCKWELL COLLINS INC COM 774341101 102339 754599 SH SOLE 754599 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1889 120600 SH SOLE 120600 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 42725 521500 SH SOLE 521500 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8314 69700 SH SOLE 69700 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2547 37300 SH SOLE 37300 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 672 28100 SH SOLE 28100 0 0 RUSH ENTERPRISES INC CL A 781846209 706 13900 SH SOLE 13900 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2726 39500 SH SOLE 39500 0 0 SANDERSON FARMS INC COM 800013104 389 2800 SH SOLE 2800 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 313 4950 SH SOLE 4950 0 0 SANMINA CORPORATION COM 801056102 525 15900 SH SOLE 15900 0 0 SCHLUMBERGER LTD COM 806857108 114134 1693632 SH SOLE 1618269 0 75363 SCHOLASTIC CORP COM 807066105 1805 45000 SH SOLE 45000 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 372 8200 SH SOLE 8200 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 790 15400 SH SOLE 15400 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 45091 528125 SH SOLE 528125 0 0 SEACOR HOLDINGS INC COM 811904101 1659 35900 SH SOLE 35900 0 0 SEADRILL LIMITED SHS G7945E105 4 14103 SH SOLE 14103 0 0 SEARS HLDGS CORP COM 812350106 5946 1660900 SH Put SOLE 1660900 0 0 SEI INVESTMENTS CO COM 784117103 3945 54900 SH SOLE 54900 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 226 9000 SH SOLE 9000 0 0 SELECT MED HLDGS CORP COM 81619Q105 683 38700 SH SOLE 38700 0 0 SELECTIVE INS GROUP INC COM 816300107 259 4412 SH SOLE 4412 0 0 SERVICE CORP INTL COM 817565104 4598 123200 SH SOLE 123200 0 0 SHAKE SHACK INC CL A 819047101 38880 900000 SH SOLE 900000 0 0 SILICON LABORATORIES INC COM 826919102 733 8300 SH SOLE 8300 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 482 57300 SH SOLE 57300 0 0 SILVERBOW RES INC COM 82836G102 1878 63200 SH SOLE 63200 0 0 SINA CORP ORD G81477104 19831 197700 SH SOLE 197700 0 0 SJW GROUP COM 784305104 306 4800 SH SOLE 4800 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 18108 648809 SH SOLE 648809 0 0 SKYWEST INC COM 830879102 462 8700 SH SOLE 8700 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 11980 201778 SH SOLE 201778 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 5283 75100 SH SOLE 75100 0 0 SOHU COM INC COM 83408W103 14863 342860 SH SOLE 342860 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 12097 322155 SH SOLE 322155 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 509 27600 SH SOLE 27600 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 5767 51312 SH SOLE 51312 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 409 21600 SH SOLE 21600 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 311 16500 SH SOLE 16500 0 0 SPX CORP COM 784635104 2166 68992 SH SOLE 68992 0 0 STANDARD MTR PRODS INC COM 853666105 458 10200 SH SOLE 10200 0 0 STANLEY BLACK & DECKER INC COM 854502101 7585 44700 SH SOLE 44700 0 0 STATE STR CORP COM 857477103 16455 168575 SH SOLE 168575 0 0 STEPAN CO COM 858586100 371 4700 SH SOLE 4700 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 82057 3757200 SH SOLE 3757200 0 0 STRYKER CORP COM 863667101 156599 1011362 SH SOLE 955262 0 56100 SUMMIT HOTEL PPTYS INC COM 866082100 1931 126800 SH SOLE 126800 0 0 SUNPOWER CORP COM 867652406 108 12800 SH SOLE 12800 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2797 169200 SH SOLE 169200 0 0 SUNTRUST BKS INC COM 867914103 743 11500 SH SOLE 11500 0 0 SYKES ENTERPRISES INC COM 871237103 1317 41886 SH SOLE 41886 0 0 SYMANTEC CORP COM 871503108 1019 36300 SH SOLE 36300 0 0 SYNNEX CORP COM 87162W100 653 4800 SH SOLE 4800 0 0 SYNOPSYS INC COM 871607107 15539 182300 SH SOLE 182300 0 0 SYSTEMAX INC COM 871851101 442 13300 SH SOLE 13300 0 0 T MOBILE US INC COM 872590104 14480 228000 SH Put SOLE 228000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 199357 5027927 SH SOLE 5027927 0 0 TAL ED GROUP SPONSORED ADS 874080104 42860 1442610 SH SOLE 1209882 0 232728 TCF FINL CORP COM 872275102 453 22100 SH SOLE 22100 0 0 TE CONNECTIVITY LTD REG SHS H84989104 17868 188000 SH SOLE 188000 0 0 TECH DATA CORP COM 878237106 3776 38538 SH SOLE 38538 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 4112 22700 SH SOLE 22700 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4798 172600 SH SOLE 172600 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 3622 238900 SH SOLE 238900 0 0 TENNECO INC COM 880349105 3097 52900 SH SOLE 52900 0 0 TERADATA CORP DEL COM 88076W103 64878 1686883 SH SOLE 1595983 0 90900 TEXAS INSTRS INC COM 882508104 221638 2122159 SH SOLE 2025657 0 96502 TEXTRON INC COM 883203101 5902 104300 SH SOLE 104300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 722 3800 SH SOLE 3800 0 0 THOR INDS INC COM 885160101 2937 19485 SH SOLE 19485 0 0 TIER REIT INC COM NEW 88650V208 826 40500 SH SOLE 40500 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1079 55900 SH SOLE 55900 0 0 TIME WARNER INC COM NEW 887317303 132502 1448584 SH SOLE 1448584 0 0 TIME WARNER INC COM NEW 887317303 175147 1914800 SH Put SOLE 1914800 0 0 TIVO CORP COM 88870P106 647 41500 SH SOLE 41500 0 0 TJX COS INC NEW COM 872540109 238817 3123425 SH SOLE 2961758 0 161667 TORONTO DOMINION BK ONT COM NEW 891160509 16800 285800 SH SOLE 285800 0 0 TOWER INTL INC COM 891826109 1163 38065 SH SOLE 38065 0 0 TPG SPECIALTY LENDING INC COM 87265K102 657 33200 SH SOLE 33200 0 0 TRANSOCEAN LTD REG SHS H8817H100 791 74100 SH SOLE 74100 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 719 55000 SH SOLE 55000 0 0 TRIBUNE MEDIA CO CL A 896047503 30299 713430 SH SOLE 713430 0 0 TRINSEO S A SHS L9340P101 5358 73800 SH SOLE 73800 0 0 TRIPLE-S MGMT CORP CL B 896749108 251 10100 SH SOLE 10100 0 0 TRUSTCO BK CORP N Y COM 898349105 385 41900 SH SOLE 41900 0 0 TUPPERWARE BRANDS CORP COM 899896104 408 6500 SH SOLE 6500 0 0 TURQUOISE HILL RES LTD COM 900435108 45 13100 SH SOLE 13100 0 0 TWITTER INC COM 90184L102 743 30932 SH SOLE 30932 0 0 TWITTER INC COM 90184L102 9124 380000 SH Put SOLE 380000 0 0 TYSON FOODS INC CL A 902494103 673 8306 SH SOLE 8306 0 0 UGI CORP NEW COM 902681105 5197 110700 SH SOLE 110700 0 0 UNILEVER N V N Y SHS NEW 904784709 12268 217833 SH SOLE 217833 0 0 UNILEVER N V N Y SHS NEW 904784709 15319 272000 SH Put SOLE 272000 0 0 UNIT CORP COM 909218109 611 27764 SH SOLE 27764 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 557 232900 SH SOLE 232900 0 0 UNITED STATES CELLULAR CORP COM 911684108 1686 44800 SH SOLE 44800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 212665 1667043 SH SOLE 1595530 0 71513 UNITED TECHNOLOGIES CORP COM 913017109 23422 183600 SH Put SOLE 183600 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 355 2400 SH SOLE 2400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 586353 2659678 SH SOLE 2524503 0 135175 UNIVERSAL CORP VA COM 913456109 2415 46000 SH SOLE 46000 0 0 UNIVERSAL FST PRODS INC COM 913543104 271 7200 SH SOLE 7200 0 0 UNUM GROUP COM 91529Y106 6013 109548 SH SOLE 109548 0 0 US BANCORP DEL COM NEW 902973304 225557 4209721 SH SOLE 3995398 0 214323 V F CORP COM 918204108 84102 1136512 SH SOLE 1088238 0 48274 VALE S A ADR 91912E105 20892 1708232 SH SOLE 1708232 0 0 VALERO ENERGY CORP NEW COM 91913Y100 12701 138186 SH SOLE 138186 0 0 VECTRUS INC COM 92242T101 293 9500 SH SOLE 9500 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 604 29000 SH SOLE 29000 0 0 VEON LTD SPONSORED ADR 91822M106 3502 912000 SH SOLE 912000 0 0 VERINT SYS INC COM 92343X100 720 17200 SH SOLE 17200 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 524 9900 SH SOLE 9900 0 0 VISA INC COM CL A 92826C839 274 2400 SH SOLE 2400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 483 23300 SH SOLE 23300 0 0 VISTEON CORP COM NEW 92839U206 3654 29200 SH SOLE 29200 0 0 VONAGE HLDGS CORP COM 92886T201 199 19600 SH SOLE 19600 0 0 W & T OFFSHORE INC COM 92922P106 48 14600 SH SOLE 14600 0 0 WABASH NATL CORP COM 929566107 326 15000 SH SOLE 15000 0 0 WAL-MART STORES INC COM 931142103 17854 180800 SH SOLE 180800 0 0 WALKER & DUNLOP INC COM 93148P102 1726 36341 SH SOLE 36341 0 0 WAYFAIR INC CL A 94419L101 130037 1620000 SH SOLE 1620000 0 0 WEB COM GROUP INC COM 94733A104 377 17300 SH SOLE 17300 0 0 WEIBO CORP SPONSORED ADR 948596101 62194 601140 SH SOLE 502240 0 98900 WELLCARE HEALTH PLANS INC COM 94946T106 362 1800 SH SOLE 1800 0 0 WELLS FARGO CO NEW COM 949746101 267962 4416711 SH SOLE 4189488 0 227223 WESTERN DIGITAL CORP COM 958102105 14634 184000 SH SOLE 184000 0 0 WESTERN UN CO COM 959802109 219 11500 SH SOLE 11500 0 0 WHITING PETE CORP NEW COM NEW 966387409 432 16325 SH SOLE 16325 0 0 WIDEOPENWEST INC COM 96758W101 154 14600 SH SOLE 14600 0 0 WILLIAMS COS INC DEL COM 969457100 1749 57367 SH SOLE 57367 0 0 WILLIAMS COS INC DEL COM 969457100 6952 228000 SH Put SOLE 228000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 5171 945338 SH SOLE 945338 0 0 WOLVERINE WORLD WIDE INC COM 978097103 743 23300 SH SOLE 23300 0 0 WORKIVA INC COM CL A 98139A105 661 30900 SH SOLE 30900 0 0 XENIA HOTELS & RESORTS INC COM 984017103 5613 260000 SH SOLE 260000 0 0 XEROX CORP COM NEW 984121608 4474 153475 SH SOLE 153475 0 0 XYLEM INC COM 98419M100 239 3500 SH SOLE 3500 0 0 YANDEX N V SHS CLASS A N97284108 41517 1267700 SH SOLE 1145200 0 122500