Chief Compliance Officer, not in his individual capacity

0001072613-15-000369.txt : 20150813 0001072613-15-000369.hdr.sgml : 20150813 20150813103940 ACCESSION NUMBER: 0001072613-15-000369 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150813 DATE AS OF CHANGE: 20150813 EFFECTIVENESS DATE: 20150813 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: 151049247 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 06-30-2015 06-30-2015 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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SYS INC COM 64115T104 671 18300 SH SOLE 18300 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 10138 10000000 PRN SOLE 10000000 0 0 NIKE INC CL B 654106103 236142 2186094 SH SOLE 2074495 0 111599 NORTEL INVERSORA S A SPON ADR PFD B 656567401 203 11115 SH SOLE 11115 0 0 NORTHERN TR CORP COM 665859104 3792 49600 SH SOLE 49600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 63196 812598 SH SOLE 812598 0 0 OCEANEERING INTL INC COM 675232102 391 8400 SH SOLE 8400 0 0 OFFICE DEPOT INC COM 676220106 116526 13455700 SH SOLE 13455700 0 0 OI S.A. SPN ADR PFD NEW 670851401 1332 697332 SH SOLE 645342 0 51990 OMNICARE INC COM 681904108 51555 547000 SH SOLE 547000 0 0 ORACLE CORP COM 68389X105 1077178 26728986 SH SOLE 25281810 0 1447176 ORBITZ WORLDWIDE INC COM 68557K109 64507 5648600 SH SOLE 5648600 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 36560 842600 SH SOLE 806900 0 35700 PALL CORP COM 696429307 15571 125122 SH SOLE 119322 0 5800 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3479 251921 SH SOLE 251921 0 0 PANERA BREAD CO CL A 69840W108 577 3300 SH SOLE 3300 0 0 PARKER HANNIFIN CORP COM 701094104 1570 13500 SH SOLE 13500 0 0 PATTERSON COMPANIES INC COM 703395103 2627 54000 SH SOLE 54000 0 0 PAYCHEX INC COM 704326107 70130 1495951 SH SOLE 1425451 0 70500 PENGROWTH ENERGY CORP COM 70706P104 520 208200 SH SOLE 208200 0 0 PENN WEST PETE LTD NEW COM 707887105 687 399200 SH SOLE 399200 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1153 71100 SH SOLE 71100 0 0 PEPSICO INC COM 713448108 243240 2605962 SH SOLE 2476638 0 129324 PERRIGO CO PLC SHS G97822103 536 2900 SH SOLE 2900 0 0 PFIZER INC COM 717081103 200891 5991393 SH SOLE 5671293 0 320100 PHILIP MORRIS INTL INC COM 718172109 1070716 13355568 SH SOLE 12571712 0 783856 PINNACLE ENTMT INC COM 723456109 10066 270000 SH SOLE 270000 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1615 39800 SH SOLE 39800 0 0 PNC FINL SVCS GROUP INC COM 693475105 11258 117700 SH SOLE 117700 0 0 POLARIS INDS INC COM 731068102 10695 72213 SH SOLE 65313 0 6900 POSCO SPONSORED ADR 693483109 1536 31296 SH SOLE 31296 0 0 PRECISION CASTPARTS CORP COM 740189105 137058 685734 SH SOLE 647634 0 38100 PRECISION DRILLING CORP COM 2010 74022D308 6498 965800 SH SOLE 965800 0 0 PRICE T ROWE GROUP INC COM 74144T108 7882 101400 SH SOLE 101400 0 0 PRICELINE GRP INC COM NEW 741503403 9222 8010 SH SOLE 8010 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3175 61900 SH SOLE 61900 0 0 PROCTER & GAMBLE CO COM 742718109 1137141 14534013 SH SOLE 13837800 0 696213 PROGRESSIVE CORP OHIO COM 743315103 3370 121100 SH SOLE 121100 0 0 PROLOGIS INC COM 74340W103 4289 115600 SH SOLE 115600 0 0 PRUDENTIAL FINL INC COM 744320102 9015 103000 SH SOLE 103000 0 0 PUBLIC STORAGE COM 74460D109 6047 32800 SH SOLE 32800 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 166572 1426738 SH SOLE 1372710 0 54028 QUALCOMM INC COM 747525103 628462 10034524 SH SOLE 9524472 0 510052 QUINPARIO ACQUISITION CORP 2 COM 74874U101 2958 300000 SH SOLE 300000 0 0 RALPH LAUREN CORP CL A 751212101 13949 105387 SH SOLE 96387 0 9000 REALTY INCOME CORP COM 756109104 2255 50800 SH SOLE 50800 0 0 RED HAT INC COM 756577102 11579 152500 SH SOLE 146500 0 6000 REGIONS FINL CORP NEW COM 7591EP100 3142 303300 SH SOLE 303300 0 0 RESMED INC COM 761152107 6195 109903 SH SOLE 109903 0 0 REYNOLDS AMERICAN INC COM 761713106 81371 1089891 SH SOLE 1050206 0 39685 ROCKWELL AUTOMATION INC COM 773903109 83189 667436 SH SOLE 628160 0 39276 ROCKWELL COLLINS INC COM 774341101 3453 37388 SH SOLE 37388 0 0 ROLLINS INC COM 775711104 1173 41125 SH SOLE 41125 0 0 ROPER TECHNOLOGIES INC COM 776696106 13198 76528 SH SOLE 74628 0 1900 ROSS STORES INC COM 778296103 26038 535658 SH SOLE 509956 0 25702 SASOL LTD SPONSORED ADR 803866300 5422 146300 SH SOLE 136800 0 9500 SCHEIN HENRY INC COM 806407102 32310 227346 SH SOLE 217446 0 9900 SCHWAB CHARLES CORP NEW COM 808513105 8492 260100 SH SOLE 260100 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4497 68800 SH SOLE 68800 0 0 SHERWIN WILLIAMS CO COM 824348106 4166 15147 SH SOLE 15147 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 79 12300 SH SOLE 12300 0 0 SIGMA ALDRICH CORP COM 826552101 25360 181987 SH SOLE 169687 0 12300 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2028 58600 SH SOLE 58600 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1040 139600 SH SOLE 139600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 12111 70000 SH SOLE 70000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 4911 48900 SH SOLE 43800 0 5100 SK TELECOM LTD SPONSORED ADR 78440P108 45722 1844353 SH SOLE 1759323 0 85030 SKYWORKS SOLUTIONS INC COM 83088M102 10837 104100 SH SOLE 104100 0 0 SL GREEN RLTY CORP COM 78440X101 2451 22300 SH SOLE 22300 0 0 SNAP ON INC COM 833034101 4411 27700 SH SOLE 27700 0 0 SOLARWINDS INC COM 83416B109 521 11300 SH SOLE 11300 0 0 SOUTHERN COPPER CORP COM 84265V105 602 20461 SH SOLE 20461 0 0 ST JUDE MED INC COM 790849103 96845 1325370 SH SOLE 1248070 0 77300 STARBUCKS CORP COM 855244109 258 4814 SH SOLE 4814 0 0 STATE STR CORP COM 857477103 7161 93000 SH SOLE 93000 0 0 STERICYCLE INC COM 858912108 3535 26400 SH SOLE 26400 0 0 STERIS CORP COM 859152100 509 7900 SH SOLE 7900 0 0 STRYKER CORP COM 863667101 203369 2127956 SH SOLE 2017156 0 110800 SUNCOR ENERGY INC NEW COM 867224107 183615 6663800 SH SOLE 6532100 0 131700 SUNTRUST BKS INC COM 867914103 5094 118400 SH SOLE 118400 0 0 SYNTEL INC COM 87162H103 288 6076 SH SOLE 6076 0 0 SYSCO CORP COM 871829107 45941 1272604 SH SOLE 1226500 0 46104 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 140620 6192000 SH SOLE 5889900 0 302100 TAL ED GROUP ADS REPSTG COM 874080104 47396 1342660 SH SOLE 1171040 0 171620 TATA MTRS LTD SPONSORED ADR 876568502 44592 1293656 SH SOLE 950158 0 343498 TECK RESOURCES LTD CL B 878742204 461 46500 SH SOLE 46500 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 468 26000 SH SOLE 26000 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 92072 6609594 SH SOLE 6234694 0 374900 TERADATA CORP DEL COM 88076W103 190207 5140718 SH SOLE 4919153 0 221565 TEXAS ROADHOUSE INC COM 882681109 2743 73286 SH SOLE 73286 0 0 TIFFANY & CO NEW COM 886547108 6315 68792 SH SOLE 68792 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 21980 1343500 SH SOLE 1261600 0 81900 TIME WARNER CABLE INC COM 88732J207 53991 303032 SH SOLE 303032 0 0 TJX COS INC NEW COM 872540109 90006 1360220 SH SOLE 1293270 0 66950 TORCHMARK CORP COM 891027104 1683 28900 SH SOLE 28900 0 0 TORO CO COM 891092108 1356 20000 SH SOLE 20000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 10991 258708 SH SOLE 258708 0 0 TOTAL SYS SVCS INC COM 891906109 11806 282652 SH SOLE 265852 0 16800 TRACTOR SUPPLY CO COM 892356106 1871 20800 SH SOLE 20800 0 0 TRANSGLOBE ENERGY CORP COM 893662106 40 10000 SH SOLE 10000 0 0 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 2335 516659 SH SOLE 516659 0 0 TRAVELERS COMPANIES INC COM 89417E109 7134 73800 SH SOLE 73800 0 0 TRIANGLE CAP CORP COM 895848109 4489 191519 SH SOLE 191519 0 0 TRIPADVISOR INC COM 896945201 229544 2634198 SH SOLE 2512598 0 121600 TRONOX LTD SHS CL A Q9235V101 214 14605 SH SOLE 14605 0 0 TUPPERWARE BRANDS CORP COM 899896104 1994 30900 SH SOLE 30400 0 500 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 4122 358706 SH SOLE 338406 0 20300 UBIQUITI NETWORKS INC COM 90347A100 96558 3025468 SH SOLE 2889289 0 136179 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 248 11780 SH SOLE 11780 0 0 UNDER ARMOUR INC CL A 904311107 3913 46900 SH SOLE 46900 0 0 UNILEVER PLC SPON ADR NEW 904767704 12975 302016 SH SOLE 273116 0 28900 UNITED CONTL HLDGS INC COM 910047109 239 4507 SH SOLE 4507 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 476 232100 SH SOLE 232100 0 0 UNITED NAT FOODS INC COM 911163103 917 14400 SH SOLE 14400 0 0 UNITED TECHNOLOGIES CORP COM 913017109 150136 1353428 SH SOLE 1286628 0 66800 UNITEDHEALTH GROUP INC COM 91324P102 766868 6285803 SH SOLE 5981680 0 304123 UNUM GROUP COM 91529Y106 2034 56900 SH SOLE 56900 0 0 US BANCORP DEL COM NEW 902973304 17438 401800 SH SOLE 401800 0 0 V F CORP COM 918204108 126086 1807949 SH SOLE 1708049 0 99900 VALE S A ADR 91912E105 3104 527040 SH SOLE 351600 0 175440 VALE S A ADR REPSTG PFD 91912E204 329 65200 SH SOLE 65200 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 379597 1708746 SH SOLE 1647731 0 61015 VALMONT INDS INC COM 920253101 487 4100 SH SOLE 4100 0 0 VARIAN MED SYS INC COM 92220P105 15612 185124 SH SOLE 176024 0 9100 VECTRUS INC COM 92242T101 10213 410667 SH SOLE 410667 0 0 VENTAS INC COM 92276F100 4644 74800 SH SOLE 74800 0 0 VERMILION ENERGY INC COM 923725105 1366 31600 SH SOLE 31600 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 36118 1623260 SH SOLE 1419050 0 204210 VORNADO RLTY TR SH BEN INT 929042109 3731 39300 SH SOLE 39300 0 0 WABCO HLDGS INC COM 92927K102 146631 1185188 SH SOLE 1133392 0 51796 WABTEC CORP COM 929740108 8958 95053 SH SOLE 89353 0 5700 WAL-MART STORES INC COM 931142103 589342 8308781 SH SOLE 7926363 0 382418 WALGREENS BOOTS ALLIANCE INC COM 931427108 481 5700 SH SOLE 5700 0 0 WATERS CORP COM 941848103 16499 128515 SH SOLE 121415 0 7100 WELLS FARGO & CO NEW COM 949746101 60780 1080725 SH SOLE 1080725 0 0 WESTERN DIGITAL CORP COM 958102105 274 3496 SH SOLE 3496 0 0 WEYERHAEUSER CO COM 962166104 3726 118300 SH SOLE 118300 0 0 WHOLE FOODS MKT INC COM 966837106 672 17026 SH SOLE 17026 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 462 38600 SH SOLE 24100 0 14500 WISDOMTREE TR INDIA ERNGS FD 97717W422 21258 981000 SH SOLE 981000 0 0 XILINX INC COM 983919101 57187 1295006 SH SOLE 1222406 0 72600 XL GROUP PLC SHS G98290102 6017 161759 SH SOLE 161759 0 0 YAHOO INC COM 984332106 145699 3708307 SH SOLE 3708307 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 1042 38000 SH SOLE 38000 0 0 YUM BRANDS INC COM 988498101 55451 615578 SH SOLE 543304 0 72274 ZIMMER BIOMET HLDGS INC COM 98956P102 94708 867053 SH SOLE 813675 0 53378 ZIONS BANCORPORATION COM 989701107 1463 46100 SH SOLE 46100 0 0