A police official said Thursday the van was taken from a warehouse in near the town of Getafe on Madrid's southern outskirts. The official spoke condition of anonymity in line with department rules.
Police refused to say exactly what was stolen but the Spanish newspaper El Mundo and other media said it included a Picasso drawing, and paintings, engravings and sculptures from some of the other artists.
The daily ABC said the art was valued at least euro5 million ($6.6 million).
The Crisostomo transport company responsible for the van had no immediate comment on the reported theft.
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