-----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, Cyy5x4CZecoLICpTIjem2hh934YACKzqs3rs80fLPw/sgMCkNQyxrrTgMfwnB9kb pS3OJZ6OY+MVnB5ihfjvMA== 0001072613-10-000743.txt : 20100813 0001072613-10-000743.hdr.sgml : 20100813 20100813122510 ACCESSION NUMBER: 0001072613-10-000743 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 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: 101014013 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_16881.txt GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2010 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. Kittridge Title: General Counsel, not in his individual capacity Phone: 617 790-5017 Signature, Place and Date of Signing: /s/ J.B. Kittridge Boston, MA August 10, 2010 - -------------------------------------------------------- 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: 827 Form 13F Information Table Value Total: 25,329,342 (000s omitted) List of Other Included Managers: None
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 - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM 88579Y101 305457 3867034 SH SOLE 3732575 0 134459 ABBOTT LABS COM 002824100 535849 11454659 SH SOLE 11041049 0 413610 ABERCROMBIE & FITCH CO CL A 002896207 1169 38100 SH SOLE 38100 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27307 706508 SH SOLE 706508 0 0 ACE LTD SHS H0023R105 9350 181624 SH SOLE 181624 0 0 ACME PACKET INC COM 004764106 282 10500 SH SOLE 10500 0 0 ACXIOM CORP COM 005125109 267 18200 SH SOLE 18200 0 0 ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 3038 71890 SH SOLE 71890 0 0 ADOBE SYS INC COM 00724F101 5178 195900 SH SOLE 195900 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 75 18200 SH SOLE 18200 0 0 ADVANCE AUTO PARTS INC COM 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IN COM 015271109 274 4320 SH SOLE 3170 0 1150 ALLEGHENY ENERGY INC COM 017361106 3102 150016 SH SOLE 150016 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 853 19300 SH SOLE 600 0 18700 ALLERGAN INC COM 018490102 9322 160000 SH SOLE 160000 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 1842 40600 SH SOLE 22200 0 18400 ALLSTATE CORP COM 020002101 26772 931853 SH SOLE 797053 0 134800 ALPHA NATURAL RESOURCES INC COM 02076X102 450 13300 SH SOLE 13300 0 0 ALTERA CORP COM 021441100 1191 48000 SH SOLE 48000 0 0 ALTRIA GROUP INC COM 02209S103 129360 6455093 SH SOLE 6267834 0 187259 AMAZON COM INC COM 023135106 16016 146589 SH SOLE 146589 0 0 AMB PROPERTY CORP COM 00163T109 984 41500 SH SOLE 8900 0 32600 AMDOCS LTD ORD G02602103 9371 349000 SH SOLE 349000 0 0 AMEREN CORP COM 023608102 6556 275800 SH SOLE 256300 0 19500 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 178175 3751050 SH SOLE 3751050 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 3886 530100 SH SOLE 530100 0 0 AMERICAN CAP LTD COM 02503Y103 683 141700 SH SOLE 22300 0 119400 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 541 46000 SH SOLE 46000 0 0 AMERICAN ELEC PWR INC COM 025537101 430 13300 SH SOLE 0 0 13300 AMERICAN EXPRESS CO COM 025816109 41795 1052761 SH SOLE 879061 0 173700 AMERICAN FINL GROUP INC OHIO COM 025932104 1347 49300 SH SOLE 5100 0 44200 AMERICAN INTL GROUP INC COM NEW 026874784 1577 45800 SH SOLE 45800 0 0 AMERICAN NATL INS CO COM 028591105 259 3200 SH SOLE 0 0 3200 AMERICAN TOWER CORP CL A 029912201 1020 22926 SH SOLE 22926 0 0 AMERICREDIT CORP COM 03060R101 1172 64300 SH SOLE 64300 0 0 AMERIPRISE FINL INC COM 03076C106 12830 355100 SH SOLE 333200 0 21900 AMERISOURCEBERGEN CORP COM 03073E105 12840 404400 SH SOLE 387500 0 16900 AMETEK INC NEW COM 031100100 385 9600 SH SOLE 9600 0 0 AMGEN INC COM 031162100 294853 5605567 SH SOLE 5355067 0 250500 AMPHENOL CORP NEW CL A 032095101 338 8600 SH SOLE 8600 0 0 ANADARKO PETE CORP COM 032511107 1765 48900 SH SOLE 48900 0 0 ANALOG DEVICES INC COM 032654105 1059 38000 SH SOLE 38000 0 0 ANNALY CAP MGMT INC COM 035710409 8133 474200 SH SOLE 474200 0 0 ANNTAYLOR STORES CORP COM 036115103 493 30300 SH SOLE 3500 0 26800 APACHE CORP COM 037411105 7495 89020 SH SOLE 89020 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 631 32586 SH SOLE 5886 0 26700 APOLLO GROUP INC CL A 037604105 10149 238960 SH SOLE 238960 0 0 APPLE INC COM 037833100 687992 2735228 SH SOLE 2631390 0 103838 APPLIED MATLS INC COM 038222105 783 65100 SH SOLE 65100 0 0 ARCH CAP GROUP LTD ORD G0450A105 8858 118900 SH SOLE 99900 0 19000 ARCH COAL INC COM 039380100 822 41500 SH SOLE 17800 0 23700 ARCHER DANIELS MIDLAND CO COM 039483102 927 35900 SH SOLE 35900 0 0 ARES CAP CORP COM 04010L103 128 10200 SH SOLE 10200 0 0 ARROW ELECTRS INC COM 042735100 409 18300 SH SOLE 18300 0 0 ASHLAND INC NEW COM 044209104 2451 52800 SH SOLE 40100 0 12700 ASIAINFO HLDGS INC COM 04518A104 8853 404970 SH SOLE 404970 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1371 55400 SH SOLE 31600 0 23800 ASSOCIATED BANC CORP COM 045487105 620 50600 SH SOLE 0 0 50600 ASSURANT INC COM 04621X108 9282 267500 SH SOLE 228100 0 39400 ASTORIA FINL CORP COM 046265104 378 27500 SH SOLE 0 0 27500 AT&T INC COM 00206R102 85515 3535124 SH SOLE 3032792 0 502332 ATHEROS COMMUNICATIONS INC COM 04743P108 259 9400 SH SOLE 9400 0 0 ATP OIL & GAS CORP COM 00208J108 2660 251200 SH SOLE 251200 0 0 ATWOOD OCEANICS INC COM 050095108 523 20500 SH SOLE 20500 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 827 93121 SH SOLE 93121 0 0 AUTOLIV INC COM 052800109 3024 63200 SH SOLE 40500 0 22700 AUTOMATIC DATA PROCESSING IN COM 053015103 42032 1044026 SH SOLE 1044026 0 0 AUTONATION INC COM 05329W102 2640 135376 SH SOLE 111376 0 24000 AUTOZONE INC COM 053332102 42341 219134 SH SOLE 210560 0 8574 AVALONBAY CMNTYS INC COM 053484101 8517 91213 SH SOLE 78163 0 13050 AVIS BUDGET GROUP COM 053774105 351 35700 SH SOLE 35700 0 0 AVNET INC COM 053807103 516 21400 SH SOLE 21400 0 0 AVON PRODS INC COM 054303102 36643 1382740 SH SOLE 1327040 0 55700 AXIS CAPITAL HOLDINGS SHS G0692U109 276 9300 SH SOLE 6800 0 2500 BAIDU INC SPON ADR REP A 056752108 91488 1343830 SH SOLE 1343830 0 0 BAKER HUGHES INC COM 057224107 1746 41993 SH SOLE 12751 0 29242 BANCO BRADESCO S A SP ADR PFD NEW 059460303 15407 971415 SH SOLE 971415 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 21042 2036950 SH SOLE 2036950 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2199 32770 SH SOLE 32770 0 0 BANK MONTREAL QUE COM 063671101 28993 567600 SH SOLE 567600 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 9375 216484 SH SOLE 216484 0 0 BANK OF AMERICA CORPORATION COM 060505104 56026 3898838 SH SOLE 3102100 0 796738 BARD C R INC COM 067383109 12982 167442 SH SOLE 167442 0 0 BAXTER INTL INC COM 071813109 105350 2592269 SH SOLE 2521519 0 70750 BB&T CORP COM 054937107 5601 212900 SH SOLE 177100 0 35800 BCE INC COM NEW 05534B760 7123 258605 SH SOLE 258605 0 0 BE AEROSPACE INC COM 073302101 473 18600 SH SOLE 18600 0 0 BECTON DICKINSON & CO COM 075887109 26112 386153 SH SOLE 386153 0 0 BED BATH & BEYOND INC COM 075896100 1216 32800 SH SOLE 32800 0 0 BERKLEY W R CORP COM 084423102 902 34100 SH SOLE 31100 0 3000 BEST BUY INC COM 086516101 10707 316223 SH SOLE 316223 0 0 BIG LOTS INC COM 089302103 276 8600 SH SOLE 8600 0 0 BIOGEN IDEC INC COM 09062X103 5201 109600 SH SOLE 109600 0 0 BIOSCRIP INC COM 09069N108 82 15600 SH SOLE 15600 0 0 BIOVAIL CORP COM 09067J109 429 23700 SH SOLE 23700 0 0 BLACKROCK INC COM 09247X101 8479 59125 SH SOLE 57815 0 1310 BMC SOFTWARE INC COM 055921100 585 16900 SH SOLE 16900 0 0 BOEING CO COM 097023105 11935 190200 SH SOLE 178600 0 11600 BOISE INC COM 09746Y105 82 15000 SH SOLE 15000 0 0 BOSTON BEER INC CL A 100557107 337 5000 SH SOLE 5000 0 0 BOSTON PROPERTIES INC COM 101121101 5058 70900 SH SOLE 53100 0 17800 BOSTON SCIENTIFIC CORP COM 101137107 2476 426868 SH SOLE 426868 0 0 BP PLC SPONSORED ADR 055622104 959 33200 SH SOLE 33200 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 527 48989 SH SOLE 4289 0 44700 BRASIL TELECOM SA SPONS ADR PFD 10553M101 16628 828104 SH SOLE 828104 0 0 BRASIL TELECOM SA SPON ADR COM 10553M200 103 11876 SH SOLE 11876 0 0 BRE PROPERTIES INC CL A 05564E106 824 22300 SH SOLE 4000 0 18300 BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 12734 960330 SH SOLE 960330 0 0 BRIGHAM EXPLORATION CO COM 109178103 374 24300 SH SOLE 24300 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 105535 4231556 SH SOLE 4051097 0 180459 BROADCOM CORP CL A 111320107 8562 259700 SH SOLE 259700 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 273 52838 SH SOLE 52838 0 0 BROWN & BROWN INC COM 115236101 850 44400 SH SOLE 44400 0 0 BROWN FORMAN CORP CL B 115637209 14259 249157 SH SOLE 242357 0 6800 BUCYRUS INTL INC NEW COM 118759109 1585 33400 SH SOLE 33400 0 0 BUNGE LIMITED COM G16962105 812 16500 SH SOLE 500 0 16000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 22672 407334 SH SOLE 407334 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 267 11100 SH SOLE 0 0 11100 CABOT CORP COM 127055101 395 16400 SH SOLE 900 0 15500 CAMDEN PPTY TR SH BEN INT 133131102 846 20700 SH SOLE 3700 0 17000 CAMERON INTERNATIONAL CORP COM 13342B105 5763 177200 SH SOLE 177200 0 0 CAMPBELL SOUP CO COM 134429109 25222 703947 SH SOLE 677585 0 26362 CANADIAN NAT RES LTD COM 136385101 1222 39092 SH SOLE 39092 0 0 CANADIAN NATL RY CO COM 136375102 16534 306200 SH SOLE 267800 0 38400 CANADIAN PAC RY LTD COM 13645T100 19029 377113 SH SOLE 377113 0 0 CAPITAL ONE FINL CORP COM 14040H105 13155 326421 SH SOLE 314421 0 12000 CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 1523 100000 SH SOLE 100000 0 0 CARBO CERAMICS INC COM 140781105 274 3800 SH SOLE 3800 0 0 CARDINAL HEALTH INC COM 14149Y108 15639 465300 SH SOLE 317700 0 147600 CARDTRONICS INC COM 14161H108 137 10600 SH SOLE 10600 0 0 CARE INVESTMENT TRUST INC COM 141657106 1409 162693 SH SOLE 162693 0 0 CARMAX INC COM 143130102 695 34900 SH SOLE 34900 0 0 CARNIVAL CORP PAIRED CTF 143658300 787 26021 SH SOLE 26021 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 588 17900 SH SOLE 300 0 17600 CATALYST HEALTH SOLUTIONS IN COM 14888B103 411 11900 SH SOLE 11900 0 0 CATERPILLAR INC DEL COM 149123101 28834 480000 SH SOLE 470500 0 9500 CB RICHARD ELLIS GROUP INC CL A 12497T101 574 42200 SH SOLE 42200 0 0 CBL & ASSOC PPTYS INC COM 124830100 690 55494 SH SOLE 7731 0 47763 CBS CORP NEW CL B 124857202 11284 872700 SH SOLE 688900 0 183800 CELANESE CORP DEL COM SER A 150870103 775 31100 SH SOLE 31100 0 0 CELESTICA INC SUB VTG SHS 15101Q108 89 11700 SH SOLE 11700 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 24533 2536978 SH SOLE 2536978 0 0 CENOVUS ENERGY INC COM 15135U109 706 29100 SH SOLE 29100 0 0 CENTERPOINT ENERGY INC COM 15189T107 8949 680000 SH SOLE 680000 0 0 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4067 256904 SH SOLE 256904 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 524 39220 SH SOLE 39220 0 0 CENTURYLINK INC COM 156700106 2646 79431 SH SOLE 79431 0 0 CERAGON NETWORKS LTD ORD M22013102 226 30532 SH SOLE 30532 0 0 CERNER CORP COM 156782104 2823 37200 SH SOLE 37200 0 0 CF INDS HLDGS INC COM 125269100 241 3806 SH SOLE 3806 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2080 99300 SH SOLE 43000 0 56300 CHEVRON CORP NEW COM 166764100 534228 7872503 SH SOLE 7415202 0 457301 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 683 36296 SH SOLE 36296 0 0 CHINA INFORMATION SEC TECH I COM 16944F101 4273 821664 SH SOLE 821664 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 14547 294412 SH SOLE 294412 0 0 CHUBB CORP COM 171232101 4736 94700 SH SOLE 36300 0 58400 CHUNGHWA TELECOM CO LTD SPON ADR NEW10 17133Q106 12446 632102 SH SOLE 531089 0 101013 CHURCH & DWIGHT INC COM 171340102 24210 386062 SH SOLE 373812 0 12250 CIGNA CORP COM 125509109 6457 207900 SH SOLE 151200 0 56700 CIMAREX ENERGY CO COM 171798101 7265 101500 SH SOLE 85700 0 15800 CINCINNATI FINL CORP COM 172062101 246 9500 SH SOLE 9500 0 0 CINEMARK HOLDINGS INC COM 17243V102 310 23600 SH SOLE 23600 0 0 CINTAS CORP COM 172908105 5010 209000 SH SOLE 209000 0 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