0001072613-12-000388.txt : 20120514 0001072613-12-000388.hdr.sgml : 20120514 20120514103548 ACCESSION NUMBER: 0001072613-12-000388 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120514 DATE AS OF CHANGE: 20120514 EFFECTIVENESS DATE: 20120514 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: 12836937 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_17320.txt GRANTHAM, MAYO, VAN OTTERLOO & CO. UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 Check here if Amendment [_]; Amendment Number:_______ This Amendment (Check only one.): [_] is a restatement. [_] adds new 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: John B. McGinty, Jr. Title: Chief Compliance Officer, not in his individual capacity Phone: 617 790-5031 Signature, Place and Date of Signing: /s/ John B. McGinty, Jr. Boston, MA xxxxxxxxxxxx, 2012 ----------------------------------------------------------- Signature City, State Date I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. Report Type (Check only one): [_] 13F HOLDINGS REPORT [_] 13F NOTICE [X] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: Form 13F File Number Name 28-5810 United Services Automobile Association FORM 13F SUMMARY PAGE Report Summary: Number of Other Managers Included: 0 Form 13F Information Table Entry Total: 669 Form 13F Information Table Value Total: 33,240,274 (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 282861 3170730 SH SOLE 3121583 0 49147 AARONS INC COM PAR $0.50 002535300 269 10400 SH SOLE 10400 0 0 ABBOTT LABS COM 002824100 814695 13292456 SH SOLE 12924714 0 367742 ABOVENET INC COM 00374N107 3560 43000 SH SOLE 43000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 74265 1151398 SH SOLE 1151398 0 0 ACCURIDE CORP NEW COM NEW 00439T206 12367 1423124 SH SOLE 1423124 0 0 ACE LTD SHS H0023R105 11607 158566 SH SOLE 158566 0 0 ACTIVISION BLIZZARD INC COM 00507V109 862 67200 SH SOLE 67200 0 0 ADOBE SYS INC COM 00724F101 6008 175100 SH SOLE 175100 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 324 30900 SH SOLE 30900 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 5668 64000 SH SOLE 64000 0 0 AERCAP HOLDINGS NV SHS N00985106 1395 125530 SH SOLE 125530 0 0 AEROPOSTALE COM 007865108 411 19000 SH SOLE 19000 0 0 AETNA INC NEW COM 00817Y108 18920 377200 SH SOLE 377200 0 0 AFLAC INC COM 001055102 3242 70500 SH SOLE 70500 0 0 ALBEMARLE CORP COM 012653101 1125 17600 SH SOLE 17600 0 0 ALERE INC COM 01449J105 5727 220200 SH SOLE 220200 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 232 3170 SH SOLE 3170 0 0 ALLERGAN INC COM 018490102 24058 252100 SH SOLE 252100 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 830 6590 SH SOLE 6590 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 511 10200 SH SOLE 10200 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 323 4700 SH SOLE 4700 0 0 ALTRIA GROUP INC COM 02209S103 4374 141704 SH SOLE 128994 0 12710 AMAZON COM INC COM 023135106 4845 23927 SH SOLE 23927 0 0 AMDOCS LTD ORD G02602103 5334 168913 SH SOLE 168913 0 0 AMEREN CORP COM 023608102 6962 213678 SH SOLE 213678 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 143190 5766819 SH SOLE 5655059 0 111760 AMERICAN CAMPUS CMNTYS INC COM 024835100 367 8200 SH SOLE 8200 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 8544 289247 SH SOLE 289247 0 0 AMERICAN ELEC PWR INC COM 025537101 984 25500 SH SOLE 25500 0 0 AMERICAN EXPRESS CO COM 025816109 23001 397529 SH SOLE 397529 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 282 7300 SH SOLE 7300 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 980 31800 SH SOLE 31800 0 0 AMERICAN TOWER CORP NEW COM 03027X100 5547 88021 SH SOLE 88021 0 0 AMERIGROUP CORP COM 03073T102 383 5700 SH SOLE 5700 0 0 AMERISOURCEBERGEN CORP COM 03073E105 5314 134000 SH SOLE 134000 0 0 AMGEN INC COM 031162100 279913 4118186 SH SOLE 3989086 0 129100 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 284 7700 SH SOLE 7700 0 0 ANNALY CAP MGMT INC COM 035710409 2329 147200 SH SOLE 147200 0 0 ANSYS INC COM 03662Q105 3693 56800 SH SOLE 56800 0 0 AOL INC COM 00184X105 273 14400 SH SOLE 14400 0 0 AON CORP COM 037389103 2693 54900 SH SOLE 54900 0 0 APACHE CORP COM 037411105 13850 137898 SH SOLE 137898 0 0 APOLLO GROUP INC CL A 037604105 7500 194111 SH SOLE 194111 0 0 APPLE INC COM 037833100 1389439 2317470 SH SOLE 2249817 0 67653 ARBITRON INC COM 03875Q108 362 9800 SH SOLE 9800 0 0 ARCH CAP GROUP LTD ORD G0450A105 10174 273200 SH SOLE 273200 0 0 ARROW ELECTRS INC COM 042735100 382 9100 SH SOLE 9100 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1112 39800 SH SOLE 39800 0 0 ASSURANT INC COM 04621X108 9352 230905 SH SOLE 230905 0 0 AT&T INC COM 00206R102 63040 2018576 SH SOLE 2018576 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 206 45241 SH SOLE 45241 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 37313 676085 SH SOLE 676085 0 0 AUTONATION INC COM 05329W102 2982 86900 SH SOLE 86900 0 0 AUTOZONE INC COM 053332102 11988 32243 SH SOLE 32243 0 0 AVALONBAY CMNTYS INC COM 053484101 9472 67009 SH SOLE 67009 0 0 AVEO PHARMACEUTICALS INC COM 053588109 339 27300 SH SOLE 27300 0 0 AVNET INC COM 053807103 298 8200 SH SOLE 8200 0 0 AVON PRODS INC COM 054303102 3531 182393 SH SOLE 171893 0 10500 AXIS CAPITAL HOLDINGS SHS G0692U109 1844 55600 SH SOLE 55600 0 0 BAIDU INC SPON ADR REP A 056752108 19256 132100 SH SOLE 132100 0 0 BAKER HUGHES INC COM 057224107 4476 106714 SH SOLE 106714 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 58020 3315416 SH SOLE 3271046 0 44370 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 53444 5828100 SH SOLE 5714200 0 113900 BANCORP INC DEL COM 05969A105 284 28300 SH SOLE 28300 0 0 BANK MONTREAL QUE COM 063671101 23979 403331 SH SOLE 403331 0 0 BANK OF AMERICA CORPORATION COM 060505104 17152 1792252 SH SOLE 1792252 0 0 BANK OF AMERICA CORPORATION *W EXP 10/28/201 060505153 200 190000 SH SOLE 190000 0 0 BARD C R INC COM 067383109 14346 145322 SH SOLE 145322 0 0 BAXTER INTL INC COM 071813109 45145 755186 SH SOLE 750936 0 4250 BCE INC COM NEW 05534B760 61499 1534316 SH SOLE 1534316 0 0 BECTON DICKINSON & CO COM 075887109 26852 345810 SH SOLE 345810 0 0 BED BATH & BEYOND INC COM 075896100 3927 59711 SH SOLE 59711 0 0 BELO CORP COM SER A 080555105 2084 290700 SH SOLE 290700 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1096 13500 SH SOLE 13500 0 0 BEST BUY INC COM 086516101 11641 491610 SH SOLE 491610 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 230 29300 SH SOLE 29300 0 0 BIG LOTS INC COM 089302103 327 7600 SH SOLE 7600 0 0 BIOGEN IDEC INC COM 09062X103 22068 175141 SH SOLE 175141 0 0 BLOCK H & R INC COM 093671105 7789 472925 SH SOLE 472925 0 0 BMC SOFTWARE INC COM 055921100 5402 134500 SH SOLE 134500 0 0 BOSTON PROPERTIES INC COM 101121101 6635 63200 SH SOLE 63200 0 0 BP PLC SPONSORED ADR 055622104 1576 35028 SH SOLE 35028 0 0 BRE PROPERTIES INC CL A 05564E106 202 4000 SH SOLE 4000 0 0 BRIDGEPOINT ED INC COM 10807M105 307 12400 SH SOLE 12400 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 75247 2229537 SH SOLE 2214278 0 15259 BROWN FORMAN CORP CL B 115637209 11480 137661 SH SOLE 132061 0 5600 BUFFALO WILD WINGS INC COM 119848109 326 3600 SH SOLE 3600 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 22485 343337 SH SOLE 343337 0 0 CABOT OIL & GAS CORP COM 127097103 3519 112900 SH SOLE 112900 0 0 CACI INTL INC CL A 127190304 293 4700 SH SOLE 4700 0 0 CALPINE CORP COM NEW 131347304 244 14200 SH SOLE 14200 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3623 55100 SH SOLE 55100 0 0 CAMPBELL SOUP CO COM 134429109 5654 167045 SH SOLE 159183 0 7862 CANADIAN NAT RES LTD COM 136385101 83588 2517832 SH SOLE 2517832 0 0 CANADIAN NATL RY CO COM 136375102 78275 984916 SH SOLE 984916 0 0 CANADIAN PAC RY LTD COM 13645T100 12869 169353 SH SOLE 169353 0 0 CAPITAL ONE FINL CORP COM 14040H105 11466 205705 SH SOLE 205705 0 0 CAPITALSOURCE INC COM 14055X102 256 38800 SH SOLE 38800 0 0 CAPITOL FED FINL INC COM 14057J101 226 19000 SH SOLE 19000 0 0 CARDINAL HEALTH INC COM 14149Y108 5359 124300 SH SOLE 124300 0 0 CAREER EDUCATION CORP COM 141665109 212 26300 SH SOLE 26300 0 0 CAREFUSION CORP COM 14170T101 1542 59481 SH SOLE 59481 0 0 CARTER INC COM 146229109 358 7200 SH SOLE 7200 0 0 CASH AMER INTL INC COM 14754D100 264 5500 SH SOLE 5500 0 0 CATERPILLAR INC DEL COM 149123101 15263 143287 SH SOLE 143287 0 0 CBS CORP NEW CL B 124857202 14358 423421 SH SOLE 423421 0 0 CELANESE CORP DEL COM SER A 150870103 5023 108761 SH SOLE 108761 0 0 CELGENE CORP COM 151020104 8000 103200 SH SOLE 103200 0 0 CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 23140 2021000 SH SOLE 2021000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 734 94536 SH SOLE 94536 0 0 CENOVUS ENERGY INC COM 15135U109 4486 124753 SH SOLE 124753 0 0 CENTERPOINT ENERGY INC COM 15189T107 3471 176000 SH SOLE 176000 0 0 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4449 345940 SH SOLE 343740 0 2200 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 11683 1248220 SH SOLE 1220920 0 27300 CENTRAL PAC FINL CORP COM NEW 154760409 234 18100 SH SOLE 18100 0 0 CENTURYLINK INC COM 156700106 712 18412 SH SOLE 18412 0 0 CERNER CORP COM 156782104 12049 158200 SH SOLE 153520 0 4680 CF INDS HLDGS INC COM 125269100 8295 45416 SH SOLE 45416 0 0 CHARMING SHOPPES INC COM 161133103 274 46400 SH SOLE 46400 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2563 40400 SH SOLE 40400 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 300 4700 SH SOLE 4700 0 0 CHEVRON CORP NEW COM 166764100 946681 8830158 SH SOLE 8559014 0 271144 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2927 75300 SH SOLE 70900 0 4400 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 59115 1073252 SH SOLE 1061652 0 11600 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1090 10028 SH SOLE 10028 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 296 5400 SH SOLE 5300 0 100 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 12984 773300 SH SOLE 772700 0 600 CHIPOTLE MEXICAN GRILL INC COM 169656105 9351 22370 SH SOLE 22370 0 0 CHUBB CORP COM 171232101 1306 18900 SH SOLE 18900 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 4043 131425 SH SOLE 128525 0 2900 CHURCH & DWIGHT INC COM 171340102 85850 1745267 SH SOLE 1698767 0 46500 CIGNA CORPORATION COM 125509109 990 20100 SH SOLE 20100 0 0 CISCO SYS INC COM 17275R102 1174518 55532761 SH SOLE 53651538 0 1881223 CIT GROUP INC COM NEW 125581801 2610 63300 SH SOLE 63300 0 0 CITRIX SYS INC COM 177376100 8325 105500 SH SOLE 105500 0 0 CLOROX CO DEL COM 189054109 7890 114759 SH SOLE 110549 0 4210 CNH GLOBAL N V SHS NEW N20935206 417 10500 SH SOLE 10500 0 0 CNO FINL GROUP INC COM 12621E103 359 46200 SH SOLE 46200 0 0 CNOOC LTD SPONSORED ADR 126132109 517 2530 SH SOLE 2530 0 0 COACH INC COM 189754104 37327 483014 SH SOLE 483014 0 0 COCA COLA CO COM 191216100 1434384 19380955 SH SOLE 18821642 0 559313 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 323 3050 SH SOLE 3050 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27209 353597 SH SOLE 353597 0 0 COLGATE PALMOLIVE CO COM 194162103 582915 5961491 SH SOLE 5801978 0 159513 COMCAST CORP NEW CL A 20030N101 15013 500263 SH SOLE 500263 0 0 COMCAST CORP NEW CL A SPL 20030N200 4945 167581 SH SOLE 167581 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 347 18625 SH SOLE 18625 0 0 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 215 6200 SH SOLE 6200 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 80254 1942246 SH SOLE 1916746 0 25500 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1347 17580 SH SOLE 17580 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 15528 653000 SH SOLE 640000 0 13000 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 6418 273001 SH SOLE 268101 0 4900 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 7372 779300 SH SOLE 765000 0 14300 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 6209 78900 SH SOLE 78900 0 0 COMPUTER SCIENCES CORP COM 205363104 7133 238255 SH SOLE 238255 0 0 COMPUWARE CORP COM 205638109 291 31700 SH SOLE 31700 0 0 COMSTOCK RES INC COM NEW 205768203 2637 166610 SH SOLE 166610 0 0 CONAGRA FOODS INC COM 205887102 2846 108363 SH SOLE 108363 0 0 CONOCOPHILLIPS COM 20825C104 17527 230592 SH SOLE 230592 0 0 CONSOLIDATED EDISON INC COM 209115104 5299 90707 SH SOLE 90707 0 0 COPA HOLDINGS SA CL A P31076105 27950 352900 SH SOLE 352900 0 0 COPART INC COM 217204106 2065 79200 SH SOLE 79200 0 0 COSTAR GROUP INC COM 22160N109 255 3700 SH SOLE 3700 0 0 COSTCO WHSL CORP NEW COM 22160K105 9156 100834 SH SOLE 97884 0 2950 COVANCE INC COM 222816100 843 17700 SH SOLE 17700 0 0 COVENTRY HEALTH CARE INC COM 222862104 5865 164900 SH SOLE 164900 0 0 COVIDIEN PLC SHS G2554F113 12008 219600 SH SOLE 219600 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 279 5000 SH SOLE 5000 0 0 CREDICORP LTD COM G2519Y108 316 2401 SH SOLE 2401 0 0 CREDIT ACCEP CORP MICH COM 225310101 343 3400 SH SOLE 3400 0 0 CROWN CASTLE INTL CORP COM 228227104 855 16030 SH SOLE 16030 0 0 CSX CORP COM 126408103 10131 470769 SH SOLE 470769 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 281 6500 SH SOLE 6500 0 0 CUMMINS INC COM 231021106 3757 31300 SH SOLE 31300 0 0 CVS CAREMARK CORPORATION COM 126650100 28835 643631 SH SOLE 636872 0 6759 DANA HLDG CORP COM 235825205 3694 238300 SH SOLE 238300 0 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INC COM 256746108 17712 187449 SH SOLE 187449 0 0 DOMINION RES INC VA NEW COM 25746U109 8214 160400 SH SOLE 160400 0 0 DOMINOS PIZZA INC COM 25754A201 15424 424900 SH SOLE 424900 0 0 DONNELLEY R R & SONS CO COM 257867101 3679 296900 SH SOLE 296900 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 607 15100 SH SOLE 15100 0 0 DST SYS INC DEL COM 233326107 298 5500 SH SOLE 5500 0 0 DTE ENERGY CO COM 233331107 616 11200 SH SOLE 11200 0 0 DUKE ENERGY CORP NEW COM 26441C105 11062 526500 SH SOLE 526500 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1491 17600 SH SOLE 17600 0 0 DWS GLOBAL HIGH INCOME FD COM 23338W104 1672 206900 SH SOLE 206900 0 0 E M C CORP MASS COM 268648102 16796 562126 SH SOLE 562126 0 0 EAGLE MATERIALS INC COM 26969P108 21614 621980 SH SOLE 621980 0 0 EARTHLINK INC COM 270321102 280 35000 SH SOLE 35000 0 0 EASTMAN CHEM CO COM 277432100 3831 74119 SH SOLE 74119 0 0 EBAY INC COM 278642103 19339 524082 SH SOLE 514833 0 9249 ECOLAB INC COM 278865100 30698 497381 SH SOLE 497381 0 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COM 31942D107 13560 316148 SH SOLE 316148 0 0 FIRST CONN BANCORP INC MD COM 319850103 257 19500 SH SOLE 19500 0 0 FIRST SOLAR INC COM 336433107 208 8313 SH SOLE 8313 0 0 FIRSTENERGY CORP COM 337932107 10748 235753 SH SOLE 235753 0 0 FISERV INC COM 337738108 708 10200 SH SOLE 10200 0 0 FLIR SYS INC COM 302445101 2827 111700 SH SOLE 111700 0 0 FLOWERS FOODS INC COM 343498101 2246 110265 SH SOLE 110265 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 13738 166990 SH SOLE 166990 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 384 24500 SH SOLE 24500 0 0 FOREST LABS INC COM 345838106 15532 447749 SH SOLE 447749 0 0 FOSSIL INC COM 349882100 10026 75965 SH SOLE 75965 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 274 21100 SH SOLE 21100 0 0 FRANCO NEVADA CORP COM 351858105 3062 71200 SH SOLE 71200 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1401 36820 SH SOLE 36820 0 0 FURIEX PHARMACEUTICALS INC COM 36106P101 333 14100 SH SOLE 14100 0 0 GAFISA S A SPONS ADR 362607301 10558 2236900 SH SOLE 2236900 0 0 GAMCO INVESTORS INC COM 361438104 248 5000 SH SOLE 5000 0 0 GAMESTOP CORP NEW CL A 36467W109 5639 258200 SH SOLE 258200 0 0 GANNETT INC COM 364730101 1941 126600 SH SOLE 126600 0 0 GAP INC DEL COM 364760108 1231 47100 SH SOLE 47100 0 0 GARMIN LTD SHS H2906T109 672 14300 SH SOLE 14300 0 0 GEN-PROBE INC NEW COM 36866T103 2125 32000 SH SOLE 32000 0 0 GENCORP INC COM 368682100 296 41701 SH SOLE 41701 0 0 GENERAL DYNAMICS CORP COM 369550108 29003 395248 SH SOLE 395248 0 0 GENERAL ELECTRIC CO COM 369604103 7117 354600 SH SOLE 354600 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 345 20327 SH SOLE 20327 0 0 GENERAL MLS INC COM 370334104 26425 669845 SH SOLE 661645 0 8200 GENERAL MTRS CO COM 37045V100 40230 1568440 SH SOLE 1568440 0 0 GENESCO INC COM 371532102 330 4600 SH SOLE 4600 0 0 GENUINE PARTS CO COM 372460105 16465 262385 SH SOLE 262385 0 0 GENWORTH FINL INC COM CL A 37247D106 1883 226300 SH SOLE 226300 0 0 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 2736 78450 SH SOLE 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INC COM 871851101 246 14600 SH SOLE 14600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5787 378710 SH SOLE 378710 0 0 TALBOTS INC *W EXP 04/09/201 874161110 6 200000 SH SOLE 200000 0 0 TALISMAN ENERGY INC COM 87425E103 8550 678200 SH SOLE 455600 0 222600 TARGACEPT INC COM 87611R306 200 39000 SH SOLE 39000 0 0 TARGET CORP COM 87612E106 668517 11472751 SH SOLE 11139051 0 333700 TATA COMMUNICATIONS LTD SPONS ADR 876564105 792 89200 SH SOLE 89200 0 0 TATA MTRS LTD SPONSORED ADR 876568502 36952 1370110 SH SOLE 1365610 0 4500 TAUBMAN CTRS INC COM 876664103 219 3000 SH SOLE 3000 0 0 TECH DATA CORP COM 878237106 646 11900 SH SOLE 11900 0 0 TECHNE CORP COM 878377100 2012 28700 SH SOLE 28700 0 0 TEJON RANCH CO COM 879080109 263 9200 SH SOLE 9200 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 291 25600 SH SOLE 25600 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 23041 752250 SH SOLE 752250 0 0 TEMPUR PEDIC INTL INC COM 88023U101 633 7500 SH SOLE 7500 0 0 TERADATA CORP DEL COM 88076W103 12929 189713 SH SOLE 189713 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 269 15600 SH SOLE 15600 0 0 TEXAS INSTRS INC COM 882508104 11486 341738 SH SOLE 341738 0 0 THERAVANCE INC COM 88338T104 369 18900 SH SOLE 18900 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 277 4913 SH SOLE 1800 0 3113 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1186 36773 SH SOLE 33989 0 2784 TIME WARNER INC COM NEW 887317303 1719 45533 SH SOLE 45533 0 0 TJX COS INC NEW COM 872540109 46365 1167598 SH SOLE 1167598 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 11161 131308 SH SOLE 88386 0 42922 TOTAL SYS SVCS INC COM 891906109 2727 118200 SH SOLE 118200 0 0 TRANSCANADA CORP COM 89353D107 10195 236960 SH SOLE 159590 0 77370 TRAVELERS COMPANIES INC COM 89417E109 18853 318468 SH SOLE 318468 0 0 TUPPERWARE BRANDS CORP COM 899896104 248 3900 SH SOLE 3900 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 876 69500 SH SOLE 67500 0 2000 TYCO INTERNATIONAL LTD SHS H89128104 1287 22900 SH SOLE 22900 0 0 TYSON FOODS INC CL A 902494103 270 14086 SH SOLE 14086 0 0 UDR INC COM 902653104 211 7881 SH SOLE 7881 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 344 3700 SH SOLE 3700 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 9660 445380 SH SOLE 432880 0 12500 UNION PAC CORP COM 907818108 5159 48000 SH SOLE 48000 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 3058 1248100 SH SOLE 1248100 0 0 UNITED TECHNOLOGIES CORP COM 913017109 39155 472093 SH SOLE 467905 0 4188 UNITEDHEALTH GROUP INC COM 91324P102 580881 9855465 SH SOLE 9541745 0 313720 UNIVERSAL CORP VA COM 913456109 266 5700 SH SOLE 5700 0 0 URS CORP NEW COM 903236107 230 5400 SH SOLE 5400 0 0 US BANCORP DEL COM NEW 902973304 7983 252000 SH SOLE 252000 0 0 V F CORP COM 918204108 16552 113386 SH SOLE 113386 0 0 VALE S A ADR 91912E105 212074 9090180 SH SOLE 8919280 0 170900 VALE S A ADR REPSTG PFD 91912E204 371418 16369218 SH SOLE 16117908 0 251310 VALEANT PHARMACEUTICALS INTL COM 91911K102 11724 218239 SH SOLE 218239 0 0 VALERO ENERGY CORP NEW COM 91913Y100 14381 558057 SH SOLE 558057 0 0 VALHI INC NEW COM 918905100 594 11200 SH SOLE 11200 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 235 7600 SH SOLE 7600 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 140736 3237532 SH SOLE 3237532 0 0 VARIAN MED SYS INC COM 92220P105 12973 188129 SH SOLE 188129 0 0 VENTAS INC COM 92276F100 685 12004 SH SOLE 12004 0 0 VERISK ANALYTICS INC CL A 92345Y106 315 6700 SH SOLE 6700 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 25294 661626 SH SOLE 661626 0 0 VIACOM INC NEW CL B 92553P201 12329 259787 SH SOLE 259787 0 0 VIASAT INC COM 92552V100 521 10800 SH SOLE 10800 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 49306 4418084 SH SOLE 4418084 0 0 VIROPHARMA INC COM 928241108 331 11000 SH SOLE 11000 0 0 VISA INC COM CL A 92826C839 346775 2938770 SH SOLE 2839820 0 98950 VISTAPRINT N V SHS N93540107 247 6400 SH SOLE 6400 0 0 VISTEON CORP COM NEW 92839U206 239 4500 SH SOLE 4500 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 3431 124000 SH SOLE 124000 0 0 VORNADO RLTY TR SH BEN INT 929042109 795 9446 SH SOLE 9446 0 0 VULCAN MATLS CO COM 929160109 12024 281400 SH SOLE 281400 0 0 WAL MART STORES INC COM 931142103 1037661 16955252 SH SOLE 16508765 0 446487 WALGREEN CO COM 931422109 114512 3419289 SH SOLE 3289029 0 130260 WASHINGTON POST CO CL B 939640108 961 2573 SH SOLE 2573 0 0 WATERS CORP COM 941848103 6171 66600 SH SOLE 66600 0 0 WATSON PHARMACEUTICALS INC COM 942683103 550 8200 SH SOLE 8200 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1374 17800 SH SOLE 17800 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 359 5000 SH SOLE 5000 0 0 WELLPOINT INC COM 94973V107 43438 588585 SH SOLE 583093 0 5492 WELLS FARGO & CO NEW COM 949746101 1730 50685 SH SOLE 50685 0 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 250 13200 SH SOLE 13200 0 0 WESTERN DIGITAL CORP COM 958102105 9036 218324 SH SOLE 218324 0 0 WHIRLPOOL CORP COM 963320106 3291 42820 SH SOLE 42820 0 0 WHOLE FOODS MKT INC COM 966837106 5393 64823 SH SOLE 64823 0 0 WILLIAMS COS INC DEL COM 969457100 6333 205559 SH SOLE 205559 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 3413 310248 SH SOLE 310248 0 0 WISDOMTREE TRUST INDIA ERNGS FD 97717W422 2121 110000 SH SOLE 0 0 110000 WORLD FUEL SVCS CORP COM 981475106 262 6400 SH SOLE 6400 0 0 WRIGHT MED GROUP INC COM 98235T107 270 14000 SH SOLE 14000 0 0 WYNN RESORTS LTD COM 983134107 548 4390 SH SOLE 4390 0 0 XEROX CORP COM 984121103 2156 267000 SH SOLE 267000 0 0 YAHOO INC COM 984332106 1295 85068 SH SOLE 85068 0 0 YAMANA GOLD INC COM 98462Y100 8880 568200 SH SOLE 568200 0 0 YANDEX N V SHS CLASS A N97284108 7583 282200 SH SOLE 282200 0 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 1385 64084 SH SOLE 63084 0 1000 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 3324 117000 SH SOLE 117000 0 0 YUM BRANDS INC COM 988498101 95374 1339900 SH SOLE 1339900 0 0 ZIMMER HLDGS INC COM 98956P102 300264 4671189 SH SOLE 4550289 0 120900