0001072613-12-000543.txt : 20120813 0001072613-12-000543.hdr.sgml : 20120813 20120813090456 ACCESSION NUMBER: 0001072613-12-000543 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120813 DATE AS OF CHANGE: 20120813 EFFECTIVENESS DATE: 20120813 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: 121026138 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_17364.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: June 30, 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: 599 Form 13F Information Table Value Total: 32,712,336 (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 273802 3055830 SH SOLE 2995883 0 59947 ABBOTT LABS COM 002824100 937739 14545356 SH SOLE 14161414 0 383942 ABOVENET INC COM 00374N107 12600 150000 SH SOLE 150000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 45831 762698 SH SOLE 762698 0 0 ACCURIDE CORP NEW COM NEW 00439T206 10317 1719424 SH SOLE 1719424 0 0 ACE LTD SHS H0023R105 16684 225066 SH SOLE 225066 0 0 ACTIVISION BLIZZARD INC COM 00507V109 447 37300 SH SOLE 37300 0 0 ADOBE SYS INC COM 00724F101 2230 68900 SH SOLE 68900 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 4762 69800 SH SOLE 69800 0 0 AERCAP HOLDINGS NV SHS N00985106 1493 132330 SH SOLE 132330 0 0 AEROPOSTALE COM 007865108 578 32400 SH SOLE 32400 0 0 AETNA INC NEW COM 00817Y108 13732 354200 SH SOLE 354200 0 0 AFFILIATED MANAGERS GROUP COM 008252108 328 3000 SH SOLE 3000 0 0 AFLAC INC COM 001055102 7027 165000 SH SOLE 165000 0 0 AIRGAS INC COM 009363102 529 6300 SH SOLE 6300 0 0 ALERE INC COM 01449J105 2848 146500 SH SOLE 146500 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 231 3170 SH SOLE 3170 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 606 6100 SH SOLE 6100 0 0 ALLEGHANY CORP DEL COM 017175100 258 760 SH SOLE 760 0 0 ALLERGAN INC COM 018490102 23281 251500 SH SOLE 251500 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 262 3300 SH SOLE 3300 0 0 ALLSTATE CORP COM 020002101 6558 186900 SH SOLE 186900 0 0 ALTRIA GROUP INC COM 02209S103 13598 393565 SH SOLE 385355 0 8210 AMAZON COM INC COM 023135106 1523 6671 SH SOLE 6671 0 0 AMDOCS LTD ORD G02602103 3980 133900 SH SOLE 133900 0 0 AMEREN CORP COM 023608102 7418 221178 SH SOLE 221178 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 256371 9837719 SH SOLE 9674659 0 163060 AMERICAN CAPITAL AGENCY CORP COM 02503X105 10599 315347 SH SOLE 315347 0 0 AMERICAN ELEC PWR INC COM 025537101 826 20700 SH SOLE 20700 0 0 AMERICAN EXPRESS CO COM 025816109 25550 438929 SH SOLE 438929 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 279 7100 SH SOLE 7100 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 5446 169700 SH SOLE 169700 0 0 AMERICAN TOWER CORP NEW COM 03027X100 11523 164821 SH SOLE 164821 0 0 AMERIPRISE FINL INC COM 03076C106 6182 118300 SH SOLE 118300 0 0 AMERISOURCEBERGEN CORP COM 03073E105 3624 92100 SH SOLE 92100 0 0 AMGEN INC COM 031162100 181917 2495086 SH SOLE 2434386 0 60700 ANNALY CAP MGMT INC COM 035710409 633 37700 SH SOLE 37700 0 0 ANSYS INC COM 03662Q105 3824 60600 SH SOLE 60600 0 0 AOL INC COM 00184X105 688 24500 SH SOLE 24500 0 0 AON PLC SHS CL A G0408V102 3111 66500 SH SOLE 66500 0 0 APACHE CORP COM 037411105 17279 196598 SH SOLE 196598 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 829 30686 SH SOLE 30686 0 0 APOLLO GROUP INC CL A 037604105 5964 164800 SH SOLE 164800 0 0 APPLE INC COM 037833100 1258088 2154260 SH SOLE 2097797 0 56463 ARBITRON INC COM 03875Q108 627 17900 SH SOLE 17900 0 0 ARCH CAP GROUP LTD ORD G0450A105 11435 288100 SH SOLE 288100 0 0 ARIBA INC COM NEW 04033V203 8472 189266 SH SOLE 189266 0 0 ARROW ELECTRS INC COM 042735100 279 8500 SH SOLE 8500 0 0 ASSURANT INC COM 04621X108 10163 291705 SH SOLE 291705 0 0 AT&T INC COM 00206R102 68827 1930076 SH SOLE 1930076 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 182 45241 SH SOLE 45241 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 29059 522085 SH SOLE 522085 0 0 AUTONATION INC COM 05329W102 1739 49300 SH SOLE 49300 0 0 AUTOZONE INC COM 053332102 9680 26363 SH SOLE 26363 0 0 AVALONBAY CMNTYS INC COM 053484101 11979 84669 SH SOLE 84669 0 0 AVNET INC COM 053807103 250 8100 SH SOLE 8100 0 0 AVON PRODS INC COM 054303102 329 20293 SH SOLE 9793 0 10500 BAIDU INC SPON ADR REP A 056752108 32528 282900 SH SOLE 282900 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 37001 2488306 SH SOLE 2458036 0 30270 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 64197 8283500 SH SOLE 8139100 0 144400 BANK MONTREAL QUE COM 063671101 20589 379831 SH SOLE 332031 0 47800 BANK OF AMERICA CORPORATION COM 060505104 35155 4297652 SH SOLE 4297652 0 0 BANK OF AMERICA CORPORATION *W EXP 10/28/20 060505153 152 190000 SH SOLE 190000 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 5371 244700 SH SOLE 244700 0 0 BARD C R INC COM 067383109 15785 146922 SH SOLE 146922 0 0 BAXTER INTL INC COM 071813109 33997 639636 SH SOLE 635386 0 4250 BB&T CORP COM 054937107 9712 314800 SH SOLE 314800 0 0 BCE INC COM NEW 05534B760 39279 971916 SH SOLE 971916 0 0 BECTON DICKINSON & CO COM 075887109 24721 330710 SH SOLE 330710 0 0 BED BATH & BEYOND INC COM 075896100 5804 93911 SH SOLE 93911 0 0 BELO CORP COM SER A 080555105 1872 290700 SH SOLE 290700 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 30549 366600 SH SOLE 366600 0 0 BEST BUY INC COM 086516101 10292 491010 SH SOLE 491010 0 0 BIG LOTS INC COM 089302103 1040 25500 SH SOLE 25500 0 0 BIOGEN IDEC INC COM 09062X103 23891 165471 SH SOLE 165471 0 0 BLACKROCK INC COM 09247X101 7352 43294 SH SOLE 43294 0 0 BLOCK H & R INC COM 093671105 7831 490025 SH SOLE 490025 0 0 BMC SOFTWARE INC COM 055921100 5711 133800 SH SOLE 133800 0 0 BOSTON PROPERTIES INC COM 101121101 4049 37360 SH SOLE 37360 0 0 BOSTON SCIENTIFIC CORP COM 101137107 278 49000 SH SOLE 49000 0 0 BP PLC SPONSORED ADR 055622104 1424 35128 SH SOLE 35128 0 0 BRE PROPERTIES INC CL A 05564E106 200 4000 SH SOLE 4000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 71693 1994237 SH SOLE 1985378 0 8859 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3173 31068 SH SOLE 31068 0 0 BROWN FORMAN CORP CL B 115637209 13045 134690 SH SOLE 131790 0 2900 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 19387 331237 SH SOLE 331237 0 0 CA INC COM 12673P105 582 21500 SH SOLE 21500 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3634 53700 SH SOLE 53700 0 0 CAMPBELL SOUP CO COM 134429109 5523 165445 SH SOLE 157583 0 7862 CANADIAN NAT RES LTD COM 136385101 52423 1990432 SH SOLE 1990432 0 0 CANADIAN NATL RY CO COM 136375102 53238 643200 SH SOLE 643200 0 0 CANADIAN PAC RY LTD COM 13645T100 16798 233753 SH SOLE 233753 0 0 CAPITAL ONE FINL CORP COM 14040H105 6876 125800 SH SOLE 125800 0 0 CARDINAL HEALTH INC COM 14149Y108 2642 62900 SH SOLE 62900 0 0 CAREFUSION CORP COM 14170T101 557 21681 SH SOLE 21681 0 0 CARTER INC COM 146229109 368 7000 SH SOLE 7000 0 0 CASTLE A M & CO COM 148411101 245 23100 SH SOLE 23100 0 0 CATERPILLAR INC DEL COM 149123101 5272 62087 SH SOLE 62087 0 0 CBRE GROUP INC CL A 12504L109 1076 65800 SH SOLE 65800 0 0 CBS CORP NEW CL B 124857202 12887 393121 SH SOLE 393121 0 0 CELGENE CORP COM 151020104 9432 147000 SH SOLE 147000 0 0 CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 19949 1953900 SH SOLE 1953900 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 2680 398236 SH SOLE 379536 0 18700 CENTERPOINT ENERGY INC COM 15189T107 3371 163100 SH SOLE 163100 0 0 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4741 494840 SH SOLE 491140 0 3700 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 12730 1810820 SH SOLE 1775620 0 35200 CERNER CORP COM 156782104 10614 128400 SH SOLE 124920 0 3480 CF INDS HLDGS INC COM 125269100 9262 47806 SH SOLE 47806 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 801 11300 SH SOLE 11300 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 233 4700 SH SOLE 4700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 331 17800 SH SOLE 17800 0 0 CHEVRON CORP NEW COM 166764100 919425 8714928 SH SOLE 8448784 0 266144 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 6717 170100 SH SOLE 165100 0 5000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 67564 1235852 SH SOLE 1222452 0 13400 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1651 37500 SH SOLE 37000 0 500 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 8188 652400 SH SOLE 651800 0 600 CHIPOTLE MEXICAN GRILL INC COM 169656105 8203 21590 SH SOLE 21590 0 0 CHUBB CORP COM 171232101 5673 77900 SH SOLE 77900 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2017 64181 SH SOLE 64181 0 0 CHURCH & DWIGHT INC COM 171340102 103738 1870167 SH SOLE 1823267 0 46900 CINCINNATI FINL CORP COM 172062101 1237 32500 SH SOLE 32500 0 0 CISCO SYS INC COM 17275R102 1042275 60703275 SH SOLE 58749852 0 1953423 CIT GROUP INC COM NEW 125581801 2516 70600 SH SOLE 70600 0 0 CITIGROUP INC COM NEW 172967424 16147 589100 SH SOLE 589100 0 0 CITRIX SYS INC COM 177376100 8528 101600 SH SOLE 101600 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 441 73300 SH SOLE 73300 0 0 CLOROX CO DEL COM 189054109 7873 108659 SH SOLE 104449 0 4210 CME GROUP INC COM 12572Q105 3593 13400 SH SOLE 13400 0 0 CNH GLOBAL N V SHS NEW N20935206 408 10500 SH SOLE 10500 0 0 CNO FINL GROUP INC COM 12621E103 357 45800 SH SOLE 45800 0 0 CNOOC LTD SPONSORED ADR 126132109 11495 57119 SH SOLE 55619 0 1500 COACH INC COM 189754104 26989 461514 SH SOLE 461514 0 0 COCA COLA CO COM 191216100 1493856 19105455 SH SOLE 18553242 0 552213 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 452 3450 SH SOLE 3450 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 16248 270797 SH SOLE 270797 0 0 COLGATE PALMOLIVE CO COM 194162103 702909 6752251 SH SOLE 6573788 0 178463 COLLECTIVE BRANDS INC COM 19421W100 21820 1018688 SH SOLE 1018688 0 0 COMCAST CORP NEW CL A 20030N101 18155 567863 SH SOLE 567863 0 0 COMCAST CORP NEW CL A SPL 20030N200 5243 166981 SH SOLE 166981 0 0 COMERICA INC COM 200340107 1345 43800 SH SOLE 43800 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 635 33225 SH SOLE 33225 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 55251 1441446 SH SOLE 1426746 0 14700 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1128 14870 SH SOLE 14870 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 18561 1007674 SH SOLE 988949 0 18725 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1700 78401 SH SOLE 74701 0 3700 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 10783 1901800 SH SOLE 1868000 0 33800 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 3816 61200 SH SOLE 61200 0 0 COMPUTER SCIENCES CORP COM 205363104 7125 287055 SH SOLE 287055 0 0 COMSTOCK RES INC COM NEW 205768203 2893 176210 SH SOLE 176210 0 0 CONAGRA FOODS INC COM 205887102 686 26463 SH SOLE 26463 0 0 CONOCOPHILLIPS COM 20825C104 10980 196492 SH SOLE 196492 0 0 CONSOLIDATED EDISON INC COM 209115104 5896 94807 SH SOLE 94807 0 0 CONTINENTAL RESOURCES INC COM 212015101 2578 38700 SH SOLE 38700 0 0 COOPER INDUSTRIES PLC SHS G24140108 30064 440947 SH SOLE 440947 0 0 COPA HOLDINGS SA CL A P31076105 27631 335000 SH SOLE 335000 0 0 COPART INC COM 217204106 739 31200 SH SOLE 31200 0 0 CORE LABORATORIES N V COM N22717107 3361 29000 SH SOLE 29000 0 0 COSTCO WHSL CORP NEW COM 22160K105 934 9834 SH SOLE 6884 0 2950 COURIER CORP COM 222660102 282 21286 SH SOLE 21286 0 0 COVENTRY HEALTH CARE INC COM 222862104 4543 142900 SH SOLE 142900 0 0 COVIDIEN PLC SHS G2554F113 10534 196900 SH SOLE 196900 0 0 CREDICORP LTD COM G2519Y108 630 5001 SH SOLE 5001 0 0 CROWN CASTLE INTL CORP COM 228227104 1509 25730 SH SOLE 25730 0 0 CSX CORP COM 126408103 4146 185400 SH SOLE 185400 0 0 CUMMINS INC COM 231021106 3563 36770 SH SOLE 36770 0 0 CVS CAREMARK CORPORATION COM 126650100 29311 627231 SH SOLE 620472 0 6759 DANA HLDG CORP COM 235825205 4630 361400 SH SOLE 361400 0 0 DANAHER CORP DEL COM 235851102 6233 119675 SH SOLE 119675 0 0 DDR CORP COM 23317H102 164 11197 SH SOLE 11197 0 0 DEAN FOODS CO NEW COM 242370104 199 11700 SH SOLE 11700 0 0 DELL INC COM 24702R101 16532 1321476 SH SOLE 1321476 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 3058 198600 SH SOLE 198600 0 0 DEVRY INC DEL COM 251893103 211 6800 SH SOLE 6800 0 0 DIGITAL RLTY TR INC COM 253868103 3671 48900 SH SOLE 48900 0 0 DILLARDS INC CL A 254067101 306 4800 SH SOLE 4800 0 0 DIRECTV COM CL A 25490A101 1191 24400 SH SOLE 24400 0 0 DISCOVER FINL SVCS COM 254709108 16504 477268 SH SOLE 477268 0 0 DISH NETWORK CORP CL A 25470M109 305 10700 SH SOLE 10700 0 0 DISNEY WALT CO COM DISNEY 254687106 4093 84400 SH SOLE 84400 0 0 DOLLAR GEN CORP NEW COM 256677105 481 8847 SH SOLE 8847 0 0 DOLLAR TREE INC COM 256746108 19439 361318 SH SOLE 361318 0 0 DOMINION RES INC VA NEW COM 25746U109 2025 37500 SH SOLE 37500 0 0 DOMINOS PIZZA INC COM 25754A201 8049 260400 SH SOLE 260400 0 0 DONNELLEY R R & SONS CO COM 257867101 3083 261901 SH SOLE 261901 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 538 12300 SH SOLE 12300 0 0 DTE ENERGY CO COM 233331107 896 15100 SH SOLE 15100 0 0 DUKE ENERGY CORP NEW COM 26441C105 11989 519900 SH SOLE 519900 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 804 11300 SH SOLE 11300 0 0 DWS GLOBAL HIGH INCOME FD COM 23338W104 1707 206900 SH SOLE 206900 0 0 E M C CORP MASS COM 268648102 20707 807926 SH SOLE 807926 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 410 51000 SH SOLE 51000 0 0 EAGLE MATERIALS INC COM 26969P108 18669 499980 SH SOLE 499980 0 0 EBAY INC COM 278642103 10290 244950 SH SOLE 237201 0 7749 ECOLAB INC COM 278865100 31817 464281 SH SOLE 464281 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 7776 75280 SH SOLE 75280 0 0 EINSTEIN NOAH REST GROUP INC COM 28257U104 321 18300 SH SOLE 18300 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 225 6970 SH SOLE 6970 0 0 EMBRAER S A SP ADR REP 4 CO 29082A107 26607 1002900 SH SOLE 989000 0 13900 ENBRIDGE INC COM 29250N105 86954 2220565 SH SOLE 2220565 0 0 ENCANA CORP COM 292505104 61037 2987215 SH SOLE 2987215 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 400 50200 SH SOLE 50200 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 2816 90900 SH SOLE 90900 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 7052 417300 SH SOLE 417300 0 0 ENERSIS S A SPONSORED ADR 29274F104 246 13140 SH SOLE 13140 0 0 ENTERGY CORP NEW COM 29364G103 4960 73060 SH SOLE 73060 0 0 ENZON PHARMACEUTICALS INC COM 293904108 683 99400 SH SOLE 99400 0 0 EQUINIX INC COM NEW 29444U502 333 1896 SH SOLE 1896 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 4646 74500 SH SOLE 74500 0 0 ERESEARCHTECHNOLOGY INC COM 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13262 330148 SH SOLE 330148 0 0 FIRST HORIZON NATL CORP COM 320517105 444 51300 SH SOLE 51300 0 0 FIRST SOLAR INC COM 336433107 590 39200 SH SOLE 39200 0 0 FIRSTENERGY CORP COM 337932107 7784 158253 SH SOLE 158253 0 0 FISERV INC COM 337738108 253 3500 SH SOLE 3500 0 0 FLOWERS FOODS INC COM 343498101 1726 74315 SH SOLE 74315 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 7826 87690 SH SOLE 87690 0 0 FOREST LABS INC COM 345838106 15341 438449 SH SOLE 438449 0 0 FOSSIL INC COM 349882100 3466 45285 SH SOLE 45285 0 0 FRANCO NEVADA CORP COM 351858105 816 18400 SH SOLE 18400 0 0 FRANKLIN RES INC COM 354613101 3182 28670 SH SOLE 28670 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1043 30620 SH SOLE 30620 0 0 GAFISA S A SPONS ADR 362607301 5594 2202200 SH SOLE 2202200 0 0 GAMESTOP CORP NEW CL A 36467W109 7809 425340 SH SOLE 425340 0 0 GANNETT INC COM 364730101 1404 95300 SH SOLE 95300 0 0 GAP INC DEL COM 364760108 3483 127300 SH SOLE 127300 0 0 GARMIN LTD SHS H2906T109 486 12700 SH SOLE 12700 0 0 GEN-PROBE INC NEW COM 36866T103 26498 322364 SH SOLE 322364 0 0 GENERAL DYNAMICS CORP COM 369550108 25589 387948 SH SOLE 387948 0 0 GENERAL ELECTRIC CO COM 369604103 7734 371100 SH SOLE 371100 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 547 30227 SH SOLE 30227 0 0 GENERAL MLS INC COM 370334104 29824 773845 SH SOLE 765645 0 8200 GENERAL MTRS CO COM 37045V100 53875 2732001 SH SOLE 2732001 0 0 GENUINE PARTS CO COM 372460105 15236 252885 SH SOLE 252885 0 0 GENWORTH FINL INC COM CL A 37247D106 972 171700 SH SOLE 171700 0 0 GERDAU S A SPONSORED ADR 373737105 78693 8983186 SH SOLE 8830756 0 152430 GILDAN ACTIVEWEAR INC COM 375916103 11586 429187 SH SOLE 324531 0 104656 GILEAD SCIENCES INC COM 375558103 28376 553358 SH SOLE 547773 0 5585 GLOBAL PMTS INC COM 37940X102 2317 53600 SH SOLE 53600 0 0 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 814 184600 SH SOLE 184600 0 0 GOLDCORP INC NEW COM 380956409 3487 92900 SH SOLE 92900 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9575 99890 SH SOLE 99890 0 0 GOODRICH CORP COM 382388106 33709 265636 SH SOLE 265636 0 0 GOOGLE INC CL A 38259P508 1142910 1970297 SH SOLE 1917457 0 52840 GRAINGER W W INC COM 384802104 21624 113074 SH SOLE 113074 0 0 GRAN TIERRA ENERGY INC COM 38500T101 8379 1739800 SH SOLE 1299500 0 440300 GROUPE CGI INC CL A SUB VTG 39945C109 273 11600 SH SOLE 11600 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16207 207600 SH SOLE 207600 0 0 GRUPO TELEVISA SA SPON ADR REP OR 40049J206 24113 1122600 SH SOLE 1122600 0 0 GULFMARK OFFSHORE INC CL A NEW 402629208 504 14800 SH SOLE 14800 0 0 GYRODYNE CO AMER INC COM 403820103 778 6805 SH SOLE 6805 0 0 HARRIS CORP DEL COM 413875105 2377 56800 SH SOLE 56800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 15840 898466 SH SOLE 898466 0 0 HCA HOLDINGS INC COM 40412C101 304 9981 SH SOLE 9981 0 0 HCP INC COM 40414L109 4459 101000 SH SOLE 101000 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 28120 862590 SH SOLE 857790 0 4800 HEALTH CARE REIT INC COM 42217K106 8179 140300 SH SOLE 140300 0 0 HEALTH NET INC COM 42222G108 447 18400 SH SOLE 18400 0 0 HEINZ H J CO COM 423074103 3449 63421 SH SOLE 58721 0 4700 HENRY JACK & ASSOC INC COM 426281101 2206 63900 SH SOLE 63900 0 0 HERBALIFE LTD COM USD SHS G4412G101 3756 77716 SH SOLE 77716 0 0 HERSHEY CO COM 427866108 15206 211105 SH SOLE 207105 0 4000 HEWLETT PACKARD CO COM 428236103 763483 37965326 SH SOLE 36879176 0 1086150 HIGHER ONE HLDGS INC COM 42983D104 249 20400 SH SOLE 20400 0 0 HOME DEPOT INC COM 437076102 29983 565824 SH SOLE 565824 0 0 HORMEL FOODS CORP COM 440452100 11724 385406 SH SOLE 385406 0 0 HOSPIRA INC COM 441060100 290 8300 SH SOLE 8300 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2518 159137 SH SOLE 159137 0 0 HUDSON CITY BANCORP COM 443683107 715 112300 SH SOLE 112300 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1484 113000 SH SOLE 113000 0 0 HUMANA INC COM 444859102 7171 92600 SH SOLE 92600 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1145 178900 SH SOLE 178900 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 628 15600 SH SOLE 15600 0 0 HUNTSMAN CORP COM 447011107 525 40600 SH SOLE 40600 0 0 IAMGOLD CORP COM 450913108 6121 528820 SH SOLE 396280 0 132540 ICICI BK LTD ADR 45104G104 1554 47940 SH SOLE 37040 0 10900 IDENIX PHARMACEUTICALS INC COM 45166R204 583 56700 SH SOLE 56700 0 0 IDEX CORP COM 45167R104 4354 111700 SH SOLE 111700 0 0 IDEXX LABS INC COM 45168D104 5095 53000 SH SOLE 53000 0 0 ILLINOIS TOOL WKS INC COM 452308109 3046 57600 SH SOLE 57600 0 0 IMPERIAL OIL LTD COM NEW 453038408 225 5500 SH SOLE 5500 0 0 INFORMATICA CORP COM 45666Q102 3037 71700 SH SOLE 71700 0 0 INFOSYS LTD SPONSORED ADR 456788108 55337 1228080 SH SOLE 1215590 0 12490 INGRAM MICRO INC CL A 457153104 1031 59000 SH SOLE 59000 0 0 INTEL CORP COM 458140100 38723 1453028 SH SOLE 1453028 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 1985 14600 SH SOLE 14600 0 0 INTERLINE BRANDS INC COM 458743101 1988 79300 SH SOLE 79300 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 871672 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PROTECTIVE LIFE CORP COM 743674103 588 20000 SH SOLE 20000 0 0 PRUDENTIAL FINL INC COM 744320102 11035 227854 SH SOLE 227854 0 0 PUBLIC STORAGE COM 74460D109 15292 105896 SH SOLE 105896 0 0 QUALCOMM INC COM 747525103 444385 7981044 SH SOLE 7780997 0 200047 QUALITY SYS INC COM 747582104 1340 48700 SH SOLE 48700 0 0 QUEST DIAGNOSTICS INC COM 74834L100 104665 1747326 SH SOLE 1702626 0 44700 RAYTHEON CO COM NEW 755111507 8500 150200 SH SOLE 150200 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 6963 1031500 SH SOLE 1031500 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1268 228401 SH SOLE 228401 0 0 RESEARCH IN MOTION LTD COM 760975102 26651 3676518 SH SOLE 3676518 0 0 RESMED INC COM 761152107 2409 77200 SH SOLE 77200 0 0 REYNOLDS AMERICAN INC COM 761713106 28560 636501 SH SOLE 631501 0 5000 ROCK-TENN CO CL A 772739207 7424 136100 SH SOLE 136100 0 0 ROCKWELL COLLINS INC COM 774341101 7279 147495 SH SOLE 147495 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 4252 119700 SH SOLE 119700 0 0 ROLLINS INC 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M CO COM NEW 832696405 4954 65600 SH SOLE 65600 0 0 SOLUTIA INC COM NEW 834376501 10087 359600 SH SOLE 359600 0 0 SOUTHERN CO COM 842587107 12363 267024 SH SOLE 267024 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 25064 161505 SH SOLE 124423 0 37082 SPECTRA ENERGY CORP COM 847560109 4196 144400 SH SOLE 144400 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 823 252500 SH SOLE 252500 0 0 ST JUDE MED INC COM 790849103 9829 246281 SH SOLE 246281 0 0 STANCORP FINL GROUP INC COM 852891100 294 7900 SH SOLE 7900 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 10632 288200 SH SOLE 288200 0 0 STAPLES INC COM 855030102 476 36500 SH SOLE 36500 0 0 STARBUCKS CORP COM 855244109 25151 471697 SH SOLE 471697 0 0 STATE STR CORP COM 857477103 4370 97900 SH SOLE 97900 0 0 STERICYCLE INC COM 858912108 5803 63300 SH SOLE 63300 0 0 STERLITE INDS INDIA LTD ADS 859737207 10836 1429520 SH SOLE 1406820 0 22700 STRYKER CORP COM 863667101 28585 518792 SH SOLE 518792 0 0 SUN LIFE FINL INC COM 866796105 35891 1681472 SH SOLE 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TECH DATA CORP COM 878237106 419 8700 SH SOLE 8700 0 0 TECHNE CORP COM 878377100 1862 25100 SH SOLE 25100 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 32176 1300550 SH SOLE 1300550 0 0 TERADATA CORP DEL COM 88076W103 4487 62313 SH SOLE 62313 0 0 TEXAS INSTRS INC COM 882508104 4741 165238 SH SOLE 165238 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 255 4913 SH SOLE 1800 0 3113 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 428 15573 SH SOLE 13989 0 1584 TIME WARNER INC COM NEW 887317303 5576 144833 SH SOLE 144833 0 0 TJX COS INC NEW COM 872540109 49627 1155998 SH SOLE 1155998 0 0 TORCHMARK CORP COM 891027104 1691 33450 SH SOLE 33450 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 11918 155308 SH SOLE 115986 0 39322 TOTAL SYS SVCS INC COM 891906109 2632 110000 SH SOLE 110000 0 0 TRANSCANADA CORP COM 89353D107 11515 280160 SH SOLE 209290 0 70870 TRANSDIGM GROUP INC COM 893641100 2032 15129 SH SOLE 15129 0 0 TRAVELERS COMPANIES INC COM 89417E109 19661 307968 SH SOLE 307968 0 0 TRIMBLE NAVIGATION LTD COM 896239100 248 5400 SH SOLE 5400 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 872 69500 SH SOLE 67500 0 2000 TYCO INTERNATIONAL LTD SHS H89128104 624 11800 SH SOLE 11800 0 0 UDR INC COM 902653104 204 7881 SH SOLE 7881 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 11469 505680 SH SOLE 491780 0 13900 UNION PAC CORP COM 907818108 6109 51200 SH SOLE 51200 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2648 1220400 SH SOLE 1220400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 5221 66296 SH SOLE 66296 0 0 UNITED TECHNOLOGIES CORP COM 913017109 18613 246436 SH SOLE 242248 0 4188 UNITEDHEALTH GROUP INC COM 91324P102 408035 6974965 SH SOLE 6770945 0 204020 UNUM GROUP COM 91529Y106 1113 58200 SH SOLE 58200 0 0 US BANCORP DEL COM NEW 902973304 27802 864500 SH SOLE 864500 0 0 V F CORP COM 918204108 13024 97596 SH SOLE 97596 0 0 VALE S A ADR 91912E105 178604 8997680 SH SOLE 8851380 0 146300 VALE S A ADR REPSTG PFD 91912E204 248714 12748018 SH SOLE 12548108 0 199910 VALEANT PHARMACEUTICALS INTL COM 91911K102 4232 96327 SH SOLE 96327 0 0 VALERO ENERGY CORP NEW COM 91913Y100 11226 464857 SH SOLE 464857 0 0 VALSPAR CORP COM 920355104 226 4300 SH SOLE 4300 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ET 922042858 307071 7690232 SH SOLE 7690232 0 0 VARIAN MED SYS INC COM 92220P105 11560 190229 SH SOLE 190229 0 0 VENTAS INC COM 92276F100 4412 69904 SH SOLE 69904 0 0 VERISK ANALYTICS INC CL A 92345Y106 1192 24200 SH SOLE 24200 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 22039 495926 SH SOLE 495926 0 0 VIASAT INC COM 92552V100 631 16700 SH SOLE 16700 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 35377 4362084 SH SOLE 4362084 0 0 VISA INC COM CL A 92826C839 393465 3182600 SH SOLE 3086260 0 96340 VISTEON CORP COM NEW 92839U206 424 11300 SH SOLE 11300 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 3494 124000 SH SOLE 124000 0 0 VORNADO RLTY TR SH BEN INT 929042109 3775 44946 SH SOLE 44946 0 0 VULCAN MATLS CO COM 929160109 2954 74400 SH SOLE 74400 0 0 WAL-MART STORES INC COM 931142103 1112707 15959652 SH SOLE 15544765 0 414887 WALGREEN CO COM 931422109 19009 642629 SH SOLE 632069 0 10560 WASHINGTON POST CO CL B 939640108 382 1021 SH SOLE 1021 0 0 WATERS CORP COM 941848103 5007 63000 SH SOLE 63000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 830 16100 SH SOLE 16100 0 0 WELLPOINT INC COM 94973V107 35352 554197 SH SOLE 549705 0 4492 WELLS FARGO & CO NEW COM 949746101 73477 2197285 SH SOLE 2197285 0 0 WESCO AIRCRAFT HLDGS INC COM 950814103 232 18200 SH SOLE 18200 0 0 WESTERN DIGITAL CORP COM 958102105 11812 387524 SH SOLE 387524 0 0 WEYERHAEUSER CO COM 962166104 2410 107800 SH SOLE 107800 0 0 WHIRLPOOL CORP COM 963320106 2740 44800 SH SOLE 44800 0 0 WHOLE FOODS MKT INC COM 966837106 5092 53423 SH SOLE 53423 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 4091 445648 SH SOLE 425248 0 20400 WORLD FUEL SVCS CORP COM 981475106 1206 31700 SH SOLE 31700 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 585 11100 SH SOLE 11100 0 0 XEROX CORP COM 984121103 2327 295700 SH SOLE 295700 0 0 XL GROUP PLC SHS G98290102 1330 63200 SH SOLE 63200 0 0 YAMANA GOLD INC COM 98462Y100 154 10200 SH SOLE 10200 0 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 981 64084 SH SOLE 63084 0 1000 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 23821 1928843 SH SOLE 1928843 0 0 YUM BRANDS INC COM 988498101 55987 869100 SH SOLE 869100 0 0 ZIMMER HLDGS INC COM 98956P102 358645 5572489 SH SOLE 5410389 0 162100 ZIONS BANCORPORATION COM 989701107 726 37400 SH SOLE 37400 0 0