-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OWfdDbHAfGNdKcQCUS9Shbde+2gLhwoaBgJCLnSnBB4Yx4jR7olDpGNvFLRq5MK0 oXypAL0LL0N3tTPZlT8rhQ== 0001072613-08-001188.txt : 20080514 0001072613-08-001188.hdr.sgml : 20080514 20080514153858 ACCESSION NUMBER: 0001072613-08-001188 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 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: 08831629 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 form13f_15871.txt 13F FOR THE QUARTER ENDING 3-31-08 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Grantham, Mayo, Van Otterloo & Co. LLC Address: 40 Rowes Wharf Boston, MA 02110 13F File Number: 028-11599 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: J. B. Kittredge Title: General Counsel Phone:(617) 790-5017 Signature, Place and Date of Signing: /s/ J. B. Kittredge Boston, MA May 2, 2008 - -------------------------------------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Managers Included: 0 Form 13F Information Table Entry Total: 930 Form 13F Information Table Value Total: 32800243 (000's omitted) List of Other Included Managers: No. 13F File Number Name
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ Ace Ltd Ord G0070K103 7433 135000 SH SOLE 0 0 135000 Administradora Fondos Pensione Sponsored Adr 00709P108 2006 55380 SH SOLE 55380 0 0 Advanced Semiconductor Engr Sponsored Adr 00756M404 691 143016 SH SOLE 143016 0 0 Altria Group Inc Com 02209S103 9260 417100 SH SOLE 0 0 417100 America Movil Sab De Cv Spon Adr L Shs 02364W105 23320 366070 SH SOLE 359680 0 6390 Anheuser Busch Cos Inc Com 035229103 8067 170000 SH SOLE 0 0 170000 At&t Inc Com 00206R102 10873 283900 SH SOLE 0 0 283900 Au Optronics Corp Sponsored Adr 002255107 1324 77043 SH SOLE 77043 0 0 Banco Bradesco S A Sp Adr Pfd New 059460303 898 32380 SH SOLE 29090 0 3290 Banco De Chile Sponsored Adr 059520106 4648 85448 SH SOLE 82923 0 2525 Banco Itau Hldg Financiera S A Sp Adr 500 Pfd 059602201 4350 191120 SH SOLE 191120 0 0 Banco Santander Chile New Sp Adr Rep Com 05965X109 13367 253546 SH SOLE 250106 0 3440 Belo Corp Com Ser A 080555105 2638 249600 SH SOLE 0 0 249600 Cemex Sab De Cv Spon Adr New 151290889 282 10780 SH SOLE 10780 0 0 Chevron Corp New Com 166764100 12198 142900 SH SOLE 0 0 142900 China Mobile Ltd Spon Adr ADR 16941M109 38737 517585 SH SOLE 517585 0 0 China Telecom Corp Ltd Spon Adr H Shs 169426103 10217 165300 SH SOLE 165300 0 0 Chp Invest Nv Eqty Lkd Nt /Res / 172729 27581 1 SH SOLE 1 0 0 Chunghwa Telecom Co Ltd Spon Adr New 17133Q304 29186 1129370 SH SOLE 1062476 0 66894 Coca Cola Femsa S A B De C V Spon Adr Rep L 191241108 314 4040 SH SOLE 4040 0 0 Companhia Energetica De Minas Sp Adr N-V Pfd 204409601 348 19320 SH SOLE 17370 0 1950 Companhia Vale Do Rio Doce Spon Adr Pfd 204412100 88296 3042368 SH SOLE 3036008 0 6360 Companhia Vale Do Rio Doce Sponsored Adr 204412209 158127 4580850 SH SOLE 4564920 0 15930 Compania Cervecerias Unidas Sa Sponsored Adr 204429104 4563 126600 SH SOLE 124200 0 2400 Compania De Minas Buenaventura Sponsored Adr 204448104 1874 28090 SH SOLE 27630 0 460 Compania De Telecomunics Chile Spon Adr New 204449300 219 25820 SH SOLE 25820 0 0 Conocophillips Com 20825C104 12117 159000 SH SOLE 0 0 159000 Constellation Energy Group Inc Com 210371100 11943 135300 SH SOLE 0 0 135300 Covidien Ltd Com G2552X108 6665 150625 SH SOLE 0 0 150625 Distribucion Y Servicio D&s Sa Sponsored Adr 254753106 1188 48240 SH SOLE 44990 0 3250 Divot Holding Nv Cl D / 518864 1 90000 SH SOLE 90000 0 0 Divot Holdings Nv Cl E /Rest/ / 518177 1 124330 SH SOLE 124330 0 0 Divot Holdings Nv Cl F / 528165 0 46624 SH SOLE 46624 0 0 Dow Chem Co Com 260543103 10274 278800 SH SOLE 0 0 278800 Dr Reddys Labs Ltd Adr 256135203 1145 79110 SH SOLE 73730 0 5380 Embotelladora Andina S A Spon Adr A 29081P204 1130 60000 SH SOLE 60000 0 0 Embotelladora Andina S A Spon Adr B 29081P303 1098 52500 SH SOLE 51690 0 810 Embraer-Empresa Brasileira De Sp Adr Com Shs 29081M102 980 24800 SH SOLE 24800 0 0 Foot Locker Inc Com 344849104 6960 591300 SH SOLE 0 0 591300 Goodyear Tire & Rubr Co Com 382550101 6045 234300 SH SOLE 0 0 234300 Grupo Tmm S A B Sp Adr A Shs 40051D105 212 76800 SH SOLE 76800 0 0 Hdfc Bank Ltd Adr Reps 3 Shs 40415F101 10097 95979 SH SOLE 89899 0 6080 Hdfc.bo Jp Morgan INDIAN EGMV01553 6 100 SH SOLE 100 0 0 Icbk.bo Ml Warrants INDIAN EGMV01473 1076 56145 SH SOLE 56145 0 0 Icici Bk Ltd Adr 45104G104 6454 169120 SH SOLE 157540 0 11580 Ingersoll-Rand Company Ltd Cl A G4776G101 6816 152900 SH SOLE 0 0 152900 J P Morgan Intl Derivatives Wt 3c7 144a 466246592 1161 282220 SH SOLE 282220 0 0 J P Morgan Intl Derivatives Wt Satyam 144a 466246576 1447 146730 SH SOLE 146730 0 0 Johnson & Johnson Com 478160104 7162 110400 SH SOLE 0 0 110400 Jp Morgan Intl Der Wts 9/3/12 EXP 9/3/2012 46627U422 714 35040 SH SOLE 35040 0 0 Jpm Intl-Cw08 H Wts Ex 6/23/08 HDBK.BO HDFC 466246659 2541 77238 SH SOLE 77238 0 0 Jpm Intl-Cw09 Infosys Techno__ Warrant Expires 46628H479 2615 73200 SH SOLE 73200 0 0 Jpm Intl-Cw09 Reliance Energ__ Warrant Expires 46628H388 2495 80074 SH SOLE 80074 0 0 Kimberly Clark Corp Com 494368103 16138 250000 SH SOLE 0 0 250000 Koninklijke Philips Electrs Nv Ny Reg Sh New 500472303 3830 99887 SH SOLE 99887 0 0 Kookmin Bk New Sponsored Adr 50049M109 2870 51200 SH SOLE 50700 0 500 Kraft Foods Inc Cl A COMMON STOCK 50075N104 10989 354370 SH SOLE 0 0 354370 Kroger Co Com 501044101 8832 347700 SH SOLE 0 0 347700 Kt Corp Sponsored Adr 48268K101 24041 1023510 SH SOLE 921500 0 102010 Lan Airlines Sa ADR 501723100 11024 778140 SH SOLE 768270 0 9870 Lilly Eli & Co Com 532457108 14198 275200 SH SOLE 0 0 275200 Matsushita Elec Indl Adr 576879209 7523 346500 SH SOLE 0 0 346500 Mechel Oao Sponsored Adr 583840103 73958 650120 SH SOLE 648770 0 1350 Merrill Lynch Call Wrt 1/28/09 INDIAN N5632D523 4647 711650 SH SOLE 711650 0 0 Merrill Lynch Call Wrt 1/28/09 INDIAN N5632D531 32 32542 SH SOLE 32542 0 0 Mhp Invest 0% 6/10/23 PRIVATE 168130 53867 1 SH SOLE 1 0 0 Millenium Information Techolog es /Private Plac 422934 787 2545869 SH SOLE 2545869 0 0 Mobile Telesystems Ojsc Sponsored Adr 607409109 95440 1265670 SH SOLE 1251120 0 14550 Motorola Inc Com 620076109 10324 1110100 SH SOLE 0 0 1110100 New Oriental Ed & Tech Grp Inc Spon Adr 647581107 48471 761070 SH SOLE 761070 0 0 Newmont Mining Corp Com 651639106 13916 307200 SH SOLE 0 0 307200 P T Telekomunikasi Indonesia Sponsored Adr 715684106 1057 25200 SH SOLE 25200 0 0 Parker Hannifin Corp Com 701094104 5195 75000 SH SOLE 0 0 75000 Petro Res Corp Com 71646K106 1958 1450000 SH SOLE 0 0 1450000 Petrobras Energia Partcptns Sa Sp Adr B Shs 71646M102 1083 98530 SH SOLE 96200 0 2330 Petroleo Brasileiro Sa Petrobr Sp Adr Non Vtg 71654V101 168313 1988022 SH SOLE 1931542 0 56480 Petroleo Brasileiro Sa Petrobr Sponsored Adr 71654V408 303719 3011096 SH SOLE 3005466 0 5630 Pfizer Inc Com 717081103 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SH SOLE 5216280 0 3990 Telefonos De Mexico S A B De C Spon Adr Ord 879403780 12928 330350 SH SOLE 327210 0 3140 Tenaris Sa Adr ADR 88031M109 9972 201580 SH SOLE 197540 0 4040 Texas Instrs Inc Com 882508104 13560 479672 SH SOLE 0 0 479672 Tyco Electronics Ltd Com New G9144P105 6776 197425 SH SOLE 0 0 197425 Unibanco-Uniao De Bancos Brasl Gdr Rep Pfd Ut 90458E107 111744 969820 SH SOLE 957120 0 12700 United Microelectronics Corp Spon Adr New 910873405 5663 1675564 SH SOLE 678777 0 996787 United Technologies Corp Com 913017109 8664 125900 SH SOLE 0 0 125900 Unitedhealth Group Inc Com 91324P102 10947 318600 SH SOLE 0 0 318600 Valassis Communications Inc Com 918866104 2720 250724 SH SOLE 0 0 250724 Verizon Communications Inc Com 92343V104 17362 476312 SH SOLE 0 0 476312 Vimpel Communications Spon Adr /1 Adr Rprs .75 68370R109 53807 1821610 SH SOLE 1799300 0 22310 Wal Mart Stores Inc Com 931142103 17195 326400 SH SOLE 0 0 326400 Wellpoint Inc Com 94973V107 11094 251400 SH SOLE 0 0 251400 Wimm 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7865108 1090 40200 SH SOLE 40200 0 0 AETNA INC NEW COM 00817Y108 17253 409900 SH SOLE 331800 0 78100 AFFILIATED COMPUTER SERVICES CL A 8190100 14101 281400 SH SOLE 223700 0 57700 AFLAC INC COM 1055102 52934 815000 SH SOLE 668700 0 146300 AGCO CORP COM 1084102 2006 33500 SH SOLE 31700 0 1800 AGNICO EAGLE MINES LTD COM 8474108 7096 104800 SH SOLE 81300 0 23500 AGRIUM INC COM 8916108 9062 149700 SH SOLE 149700 0 0 AIR PRODS & CHEMS INC COM 9158106 14343 155900 SH SOLE 126900 0 29000 AK STL HLDG CORP COM 1547108 397 7300 SH SOLE 7300 0 0 ALBEMARLE CORP COM 12653101 1063 29100 SH SOLE 29100 0 0 ALBERTO CULVER CO NEW COM 13078100 894 32600 SH SOLE 28500 0 4100 ALCOA INC COM 13817101 18546 514300 SH SOLE 378700 0 135600 ALCON INC COM SHS H01301102 12592 88520 SH SOLE 79620 0 8900 ALEXANDER & BALDWIN INC COM 14482103 289 6700 SH SOLE 0 0 6700 ALEXANDRIA REAL ESTATE EQ IN COM 15271109 287 3100 SH SOLE 3100 0 0 ALLERGAN INC COM 18490102 282 5000 SH SOLE 5000 0 0 ALLIANT TECHSYSTEMS INC COM 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CORP COM SER 1 852061100 1510 225700 SH SOLE 142300 0 83400 SPX CORP COM 784635104 21407 204072 SH SOLE 168991 0 35081 ST JUDE MED INC COM 790849103 6336 146700 SH SOLE 123300 0 23400 STANCORP FINL GROUP INC COM 852891100 1088 22800 SH SOLE 5800 0 17000 STANLEY WKS COM 854616109 695 14600 SH SOLE 2200 0 12400 STAPLES INC COM 855030102 18271 826350 SH SOLE 699450 0 126900 STARBUCKS CORP COM 855244109 1391 79500 SH SOLE 71000 0 8500 STATE STR CORP COM 857477103 14465 183100 SH SOLE 157300 0 25800 STEEL DYNAMICS INC COM 858119100 502 15200 SH SOLE 15200 0 0 STERICYCLE INC COM 858912108 2982 57900 SH SOLE 52100 0 5800 STEWART INFORMATION SVCS COR COM 860372101 621 22200 SH SOLE 22200 0 0 STRAYER ED INC COM 863236105 1068 7000 SH SOLE 7000 0 0 STRYKER CORP COM 863667101 163727 2516937 SH SOLE 2215726 0 301211 SUN LIFE FINL INC COM 866796105 30438 670200 SH SOLE 670200 0 0 SUNCOR ENERGY INC COM 867229106 35260 375500 SH SOLE 344900 0 30600 SUNOCO INC COM 86764P109 8280 157800 SH SOLE 135700 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