0001072613-12-000658.txt : 20121113 0001072613-12-000658.hdr.sgml : 20121112 20121113092946 ACCESSION NUMBER: 0001072613-12-000658 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121113 DATE AS OF CHANGE: 20121113 EFFECTIVENESS DATE: 20121113 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: 121196274 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_17416.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: September 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 November 13, 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: 661 Form 13F Information Table Value Total: 34,555,513 (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 246562 2667842 SH SOLE 2611433 0 56409 ABBOTT LABS COM 002824100 989767 14436509 SH SOLE 14054936 0 381573 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 58076 829298 SH SOLE 829298 0 0 ACCURIDE CORP NEW COM NEW 00439T206 7390 1585942 SH SOLE 1585942 0 0 ACE LTD SHS H0023R105 5148 68100 SH SOLE 68100 0 0 ACTUANT CORP CL A NEW 00508X203 3747 130908 SH SOLE 130908 0 0 ADOBE SYS INC COM 00724F101 937 28900 SH SOLE 28900 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3600 52600 SH SOLE 52600 0 0 AERCAP HOLDINGS NV SHS N00985106 1942 155330 SH SOLE 155330 0 0 AEROPOSTALE COM 007865108 207 15300 SH SOLE 15300 0 0 AETNA INC NEW COM 00817Y108 12205 308200 SH SOLE 308200 0 0 AFFILIATED MANAGERS GROUP COM 008252108 369 3000 SH SOLE 3000 0 0 AFLAC INC COM 001055102 11017 230100 SH SOLE 230100 0 0 AGCO CORP COM 001084102 256 5400 SH SOLE 5400 0 0 AGRIUM INC COM 008916108 967 9200 SH SOLE 9200 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 279 7300 SH SOLE 7300 0 0 ALERE INC COM 01449J105 2347 120400 SH SOLE 120400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1959 17120 SH SOLE 17120 0 0 ALLEGHANY CORP DEL COM 017175100 262 760 SH SOLE 760 0 0 ALLERGAN INC COM 018490102 22126 241600 SH SOLE 241600 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 436 8700 SH SOLE 8700 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 610 7900 SH SOLE 7900 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 2797 139000 SH SOLE 139000 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 292 23500 SH SOLE 23500 0 0 ALLSTATE CORP COM 020002101 12996 328100 SH SOLE 328100 0 0 ALTRIA GROUP INC COM 02209S103 14994 449065 SH SOLE 440855 0 8210 AMAZON COM INC COM 023135106 317 1245 SH SOLE 1245 0 0 AMDOCS LTD ORD G02602103 5120 155200 SH SOLE 155200 0 0 AMEREN CORP COM 023608102 1489 45578 SH SOLE 45578 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 206156 8106819 SH SOLE 7970059 0 136760 AMERICAN CAPITAL AGENCY CORP COM 02503X105 10517 303947 SH SOLE 303947 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 736 34908 SH SOLE 34908 0 0 AMERICAN EXPRESS CO COM 025816109 12401 218100 SH SOLE 218100 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 250 6600 SH SOLE 6600 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 20346 620500 SH SOLE 620500 0 0 AMERICAN TOWER CORP NEW COM 03027X100 11652 163221 SH SOLE 163221 0 0 AMERIGROUP CORP COM 03073T102 17744 194075 SH SOLE 194075 0 0 AMERIPRISE FINL INC COM 03076C106 6950 122600 SH SOLE 122600 0 0 AMERISOURCEBERGEN CORP COM 03073E105 3898 100700 SH SOLE 100700 0 0 AMGEN INC COM 031162100 129624 1537837 SH SOLE 1499831 0 38006 ANSYS INC COM 03662Q105 3589 48900 SH SOLE 48900 0 0 AOL INC COM 00184X105 860 24408 SH SOLE 24408 0 0 AON PLC SHS CL A G0408V102 4277 81800 SH SOLE 81800 0 0 APACHE CORP COM 037411105 21178 244918 SH SOLE 244918 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 772 29686 SH SOLE 29686 0 0 APOLLO GROUP INC CL A 037604105 3611 124308 SH SOLE 124308 0 0 APPLE INC COM 037833100 1277247 1914612 SH SOLE 1872415 0 42197 ARBITRON INC COM 03875Q108 280 7400 SH SOLE 7400 0 0 ARCH CAP GROUP LTD ORD G0450A105 10504 252252 SH SOLE 252252 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 14182 919100 SH SOLE 919100 0 0 ARIBA INC COM NEW 04033V203 25642 572366 SH SOLE 572366 0 0 ARROW ELECTRS INC COM 042735100 298 8854 SH SOLE 8854 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 280 10000 SH SOLE 10000 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 287 9400 SH SOLE 9400 0 0 ASSURANT INC COM 04621X108 10265 275205 SH SOLE 275205 0 0 AT&T INC COM 00206R102 64029 1698376 SH SOLE 1698376 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 157 45241 SH SOLE 45241 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 29153 496985 SH SOLE 496985 0 0 AUTONATION INC COM 05329W102 2201 50400 SH SOLE 50400 0 0 AUTOZONE INC COM 053332102 7193 19459 SH SOLE 19459 0 0 AVALONBAY CMNTYS INC COM 053484101 9230 67869 SH SOLE 67869 0 0 AVEO PHARMACEUTICALS INC COM 053588109 206 19800 SH SOLE 19800 0 0 AVNET INC COM 053807103 564 19400 SH SOLE 19400 0 0 AVON PRODS INC COM 054303102 854 53573 SH SOLE 43073 0 10500 BAIDU INC SPON ADR REP A 056752108 28311 242200 SH SOLE 242200 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 26267 1634546 SH SOLE 1602376 0 32170 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 64146 8703600 SH SOLE 8553400 0 150200 BANCORP INC DEL COM 05969A105 275 26800 SH SOLE 26800 0 0 BANK MONTREAL QUE COM 063671101 23481 391331 SH SOLE 330231 0 61100 BANK OF AMERICA CORPORATION COM 060505104 55100 6240066 SH SOLE 6240066 0 0 BANK OF AMERICA CORPORATION *W EXP 10/28/20 060505153 135 190000 SH SOLE 190000 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 6621 292700 SH SOLE 292700 0 0 BARD C R INC COM 067383109 14582 139342 SH SOLE 139342 0 0 BARNES & NOBLE INC COM 067774109 273 21400 SH SOLE 21400 0 0 BAXTER INTL INC COM 071813109 40906 678705 SH SOLE 674155 0 4550 BB&T CORP COM 054937107 16689 503300 SH SOLE 503300 0 0 BCE INC COM NEW 05534B760 32551 728916 SH SOLE 728916 0 0 BECTON DICKINSON & CO COM 075887109 25352 322710 SH SOLE 322710 0 0 BED BATH & BEYOND INC COM 075896100 6118 97111 SH SOLE 97111 0 0 BELO CORP COM SER A 080555105 2276 290700 SH SOLE 290700 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 31981 362600 SH SOLE 362600 0 0 BEST BUY INC COM 086516101 7941 461710 SH SOLE 461710 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 333 33300 SH SOLE 33300 0 0 BIG LOTS INC COM 089302103 207 7000 SH SOLE 7000 0 0 BIOGEN IDEC INC COM 09062X103 24789 166133 SH SOLE 166133 0 0 BLACKROCK INC COM 09247X101 7808 43794 SH SOLE 43794 0 0 BLOCK H & R INC COM 093671105 3146 181525 SH SOLE 181525 0 0 BMC SOFTWARE INC COM 055921100 5618 135400 SH SOLE 135400 0 0 BOSTON PROPERTIES INC COM 101121101 3765 34040 SH SOLE 34040 0 0 BOSTON SCIENTIFIC CORP COM 101137107 573 99900 SH SOLE 99900 0 0 BP PLC SPONSORED ADR 055622104 259 6103 SH SOLE 6103 0 0 BRIDGEPOINT ED INC COM 10807M105 383 37700 SH SOLE 37700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 70485 2088434 SH SOLE 2075075 0 13359 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3189 31068 SH SOLE 31068 0 0 BROWN FORMAN CORP CL B 115637209 12281 188220 SH SOLE 183870 0 4350 BUFFALO WILD WINGS INC COM 119848109 249 2900 SH SOLE 2900 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 18695 319137 SH SOLE 319137 0 0 CA INC COM 12673P105 971 37700 SH SOLE 37700 0 0 CAMDEN PPTY TR SH BEN INT 133131102 297 4600 SH SOLE 4600 0 0 CAMPBELL SOUP CO COM 134429109 6022 172943 SH SOLE 165081 0 7862 CANADIAN NAT RES LTD COM 136385101 48905 1562832 SH SOLE 1562832 0 0 CANADIAN NATL RY CO COM 136375102 67324 750800 SH SOLE 750800 0 0 CANADIAN PAC RY LTD COM 13645T100 19009 225653 SH SOLE 225653 0 0 CAPITAL ONE FINL CORP COM 14040H105 10878 190800 SH SOLE 190800 0 0 CAPITOL FED FINL INC COM 14057J101 242 20200 SH SOLE 20200 0 0 CARDINAL HEALTH INC COM 14149Y108 1272 32648 SH SOLE 32648 0 0 CARTER INC COM 146229109 635 11802 SH SOLE 11802 0 0 CASTLE A M & CO COM 148411101 289 23100 SH SOLE 23100 0 0 CATAMARAN CORP COM 148887102 2077 21200 SH SOLE 21200 0 0 CBRE GROUP INC CL A 12504L109 1211 65800 SH SOLE 65800 0 0 CBS CORP NEW CL B 124857202 13951 384021 SH SOLE 384021 0 0 CELGENE CORP COM 151020104 11819 154700 SH SOLE 154700 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 3726 447336 SH SOLE 422336 0 25000 CENCOSUD S A SPONSORED ADS 15132H101 21213 1156000 SH SOLE 1156000 0 0 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4546 503440 SH SOLE 499740 0 3700 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 13849 2335420 SH SOLE 2289720 0 45700 CENTRAL PAC FINL CORP COM NEW 154760409 256 17900 SH SOLE 17900 0 0 CENTURYLINK INC COM 156700106 869 21500 SH SOLE 21500 0 0 CERNER CORP COM 156782104 9960 128700 SH SOLE 125220 0 3480 CF INDS HLDGS INC COM 125269100 12691 57106 SH SOLE 57106 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 338 4500 SH SOLE 4500 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 22727 471900 SH SOLE 471900 0 0 CHEVRON CORP NEW COM 166764100 1070556 9184588 SH SOLE 8917664 0 266924 CHIMERA INVT CORP COM 16934Q109 38 14153 SH SOLE 14153 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 7520 173400 SH SOLE 168400 0 5000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 61154 1104652 SH SOLE 1092252 0 12400 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 2255 38900 SH SOLE 38400 0 500 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 10848 665100 SH SOLE 664500 0 600 CHIPOTLE MEXICAN GRILL INC COM 169656105 6443 20290 SH SOLE 20290 0 0 CHIQUITA BRANDS INTL INC COM 170032809 132 17300 SH SOLE 17300 0 0 CHUBB CORP COM 171232101 4676 61300 SH SOLE 61300 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1832 57692 SH SOLE 57692 0 0 CHURCH & DWIGHT INC COM 171340102 119899 2220759 SH SOLE 2158343 0 62416 CIGNA CORPORATION COM 125509109 670 14200 SH SOLE 14200 0 0 CINCINNATI FINL CORP COM 172062101 1473 38900 SH SOLE 38900 0 0 CISCO SYS INC COM 17275R102 1226513 64232168 SH SOLE 62271756 0 1960412 CIT GROUP INC COM NEW 125581801 2068 52500 SH SOLE 52500 0 0 CITIGROUP INC COM NEW 172967424 19416 593400 SH SOLE 593400 0 0 CITRIX SYS INC COM 177376100 8184 106940 SH SOLE 106940 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 296 49500 SH SOLE 49500 0 0 CLEARWATER PAPER CORP COM 18538R103 269 6500 SH SOLE 6500 0 0 CLOROX CO DEL COM 189054109 7608 105600 SH SOLE 101390 0 4210 CME GROUP INC COM 12572Q105 3844 67100 SH SOLE 67100 0 0 CNH GLOBAL N V SHS NEW N20935206 744 19200 SH SOLE 19200 0 0 CNO FINL GROUP INC COM 12621E103 449 46485 SH SOLE 46485 0 0 CNOOC LTD SPONSORED ADR 126132109 7075 34900 SH SOLE 33400 0 1500 COACH INC COM 189754104 23832 425414 SH SOLE 425414 0 0 COBALT INTL ENERGY INC COM 19075F106 4719 211900 SH SOLE 211900 0 0 COCA COLA CO COM 191216100 1406565 37083184 SH SOLE 36027808 0 1055376 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 393 3050 SH SOLE 3050 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 15739 225197 SH SOLE 225197 0 0 COLGATE PALMOLIVE CO COM 194162103 822185 7668201 SH SOLE 7467038 0 201163 COMCAST CORP NEW CL A 20030N101 34675 970063 SH SOLE 970063 0 0 COMCAST CORP NEW CL A SPL 20030N200 15465 444281 SH SOLE 444281 0 0 COMERICA INC COM 200340107 1360 43800 SH SOLE 43800 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 230 15825 SH SOLE 15825 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 295 10108 SH SOLE 10108 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 28180 736546 SH SOLE 736546 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 761 9370 SH SOLE 9270 0 100 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 11104 916200 SH SOLE 898975 0 17225 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1333 81201 SH SOLE 76201 0 5000 COMPUTER SCIENCES CORP COM 205363104 8567 265963 SH SOLE 265963 0 0 COMPUWARE CORP COM 205638109 263 26600 SH SOLE 26600 0 0 COMSTOCK RES INC COM NEW 205768203 2858 155510 SH SOLE 155510 0 0 CONNS INC COM 208242107 245 11100 SH SOLE 11100 0 0 CONOCOPHILLIPS COM 20825C104 10469 183092 SH SOLE 183092 0 0 CONSOLIDATED EDISON INC COM 209115104 4324 72207 SH SOLE 72207 0 0 COOPER INDUSTRIES PLC SHS G24140108 45565 607047 SH SOLE 607047 0 0 COPA HOLDINGS SA CL A P31076105 51038 628000 SH SOLE 628000 0 0 CORE LABORATORIES N V COM N22717107 3462 28500 SH SOLE 28500 0 0 CORELOGIC INC COM 21871D103 372 14008 SH SOLE 14008 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 266 7954 SH SOLE 7954 0 0 COSTCO WHSL CORP NEW COM 22160K105 4523 45157 SH SOLE 41907 0 3250 COVENTRY HEALTH CARE INC COM 222862104 39939 958000 SH SOLE 958000 0 0 COVIDIEN PLC SHS G2554F113 20072 337800 SH SOLE 337800 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 315 4700 SH SOLE 4700 0 0 CREDICORP LTD COM G2519Y108 639 5101 SH SOLE 5101 0 0 CREDIT ACCEP CORP MICH COM 225310101 265 3100 SH SOLE 3100 0 0 CROWN CASTLE INTL CORP COM 228227104 4047 63130 SH SOLE 63130 0 0 CSG SYS INTL INC COM 126349109 326 14500 SH SOLE 14500 0 0 CSX CORP COM 126408103 1695 81700 SH SOLE 81700 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 291 6100 SH SOLE 6100 0 0 CUMMINS INC COM 231021106 4435 48100 SH SOLE 48100 0 0 CVS CAREMARK CORPORATION COM 126650100 33838 698834 SH SOLE 691775 0 7059 D R HORTON INC COM 23331A109 578 28000 SH SOLE 28000 0 0 DANA HLDG CORP COM 235825205 3214 261300 SH SOLE 261300 0 0 DANAHER CORP DEL COM 235851102 6142 111375 SH SOLE 111375 0 0 DEAN FOODS CO NEW COM 242370104 620 37915 SH SOLE 37915 0 0 DEERE & CO COM 244199105 429 5200 SH SOLE 5200 0 0 DELL INC COM 24702R101 11604 1177476 SH SOLE 1177476 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 307 33552 SH SOLE 33552 0 0 DELUXE CORP COM 248019101 318 10400 SH SOLE 10400 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 498 36500 SH SOLE 36500 0 0 DESTINATION MATERNITY CORP COM 25065D100 234 12500 SH SOLE 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269246401 449 51000 SH SOLE 51000 0 0 EBAY INC COM 278642103 3417 70652 SH SOLE 62903 0 7749 ECOLAB INC COM 278865100 25476 393081 SH SOLE 393081 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 8050 74970 SH SOLE 74970 0 0 EINSTEIN NOAH REST GROUP INC COM 28257U104 324 18300 SH SOLE 18300 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 239 6970 SH SOLE 6970 0 0 EMBRAER S A SP ADR REP 4 CO 29082A107 22552 847200 SH SOLE 847200 0 0 ENBRIDGE INC COM 29250N105 44726 1127555 SH SOLE 1127555 0 0 ENCANA CORP COM 292505104 42860 1923915 SH SOLE 1923915 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 2068 65197 SH SOLE 65197 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 2363 55500 SH SOLE 55500 0 0 ENERSIS S A SPONSORED ADR 29274F104 463 28240 SH SOLE 28240 0 0 ENERSYS COM 29275Y102 251 7100 SH SOLE 7100 0 0 ENTERGY CORP NEW COM 29364G103 4134 59650 SH SOLE 59650 0 0 ENZON PHARMACEUTICALS INC COM 293904108 244 35000 SH SOLE 35000 0 0 EPL OIL & GAS INC COM 26883D108 7467 368000 SH SOLE 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311300 0 0 FEDERATED INVS INC PA CL B 314211103 397 19208 SH SOLE 19208 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 9408 439854 SH SOLE 439854 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 2098 67200 SH SOLE 67200 0 0 FIFTH THIRD BANCORP COM 316773100 7478 482300 SH SOLE 482300 0 0 FIRST CASH FINL SVCS INC COM 31942D107 13377 290748 SH SOLE 290748 0 0 FIRST CONN BANCORP INC MD COM 319850103 242 17900 SH SOLE 17900 0 0 FIRST HORIZON NATL CORP COM 320517105 772 80215 SH SOLE 80215 0 0 FIRST SOLAR INC COM 336433107 361 16320 SH SOLE 16320 0 0 FISERV INC COM 337738108 696 9400 SH SOLE 9400 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 16804 182690 SH SOLE 182690 0 0 FOOT LOCKER INC COM 344849104 288 8100 SH SOLE 8100 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 260 16400 SH SOLE 16400 0 0 FOREST LABS INC COM 345838106 13056 366649 SH SOLE 366649 0 0 FOSSIL INC COM 349882100 297 3506 SH SOLE 3506 0 0 FRANKLIN RES INC COM 354613101 3586 28670 SH SOLE 28670 0 0 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LABS INC COM 45168D104 4907 49390 SH SOLE 49390 0 0 ILLINOIS TOOL WKS INC COM 452308109 4080 68600 SH SOLE 68600 0 0 INFORMATICA CORP COM 45666Q102 1352 38800 SH SOLE 38800 0 0 INFOSYS LTD SPONSORED ADR 456788108 91895 1893180 SH SOLE 1851990 0 41190 INGERSOLL-RAND PLC SHS G47791101 847 18900 SH SOLE 18900 0 0 INGRAM MICRO INC CL A 457153104 257 16900 SH SOLE 16900 0 0 INTEL CORP COM 458140100 31612 1395352 SH SOLE 1395352 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 1961 14700 SH SOLE 14700 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 955344 4605178 SH SOLE 4493286 0 111892 INTUIT COM 461202103 20604 349929 SH SOLE 349929 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 37629 75921 SH SOLE 74805 0 1116 INVESCO LTD SHS G491BT108 7002 280200 SH SOLE 280200 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 272 13508 SH SOLE 13508 0 0 INVESTORS BANCORP INC COM 46146P102 263 14400 SH SOLE 14400 0 0 ISHARES INC MSCI TAIWAN 464286731 1982 148123 SH SOLE 148123 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 28002 836381 SH SOLE 644344 0 192037 ISTAR FINL INC COM 45031U101 309 37300 SH SOLE 37300 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PF 465562106 137470 8996753 SH SOLE 8843533 0 153220 ITT CORP NEW COM NEW 450911201 395 19600 SH SOLE 19600 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 387 12000 SH SOLE 12000 0 0 JANUS CAP GROUP INC COM 47102X105 303 32100 SH SOLE 32100 0 0 JARDEN CORP COM 471109108 367 6954 SH SOLE 6954 0 0 JOHNSON & JOHNSON COM 478160104 1726116 25048851 SH SOLE 24324303 0 724548 JOHNSON OUTDOORS INC CL A 479167108 267 12500 SH SOLE 12500 0 0 JPMORGAN CHASE & CO COM 46625H100 63357 1565138 SH SOLE 1565138 0 0 JUST ENERGY GROUP INC COM 48213W101 3816 344500 SH SOLE 344500 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 286 4900 SH SOLE 4900 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 4463 58900 SH SOLE 58900 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 5047 143029 SH SOLE 140829 0 2200 KELLOGG CO COM 487836108 10857 210154 SH SOLE 204354 0 5800 KEMPER CORP DEL COM 488401100 270 8800 SH SOLE 8800 0 0 KEYCORP NEW COM 493267108 1961 224400 SH SOLE 224400 0 0 KIMBERLY CLARK CORP COM 494368103 39361 458865 SH SOLE 456095 0 2770 KIMCO RLTY CORP COM 49446R109 1870 92258 SH SOLE 92258 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 6336 76800 SH SOLE 76800 0 0 KINDER MORGAN INC DEL COM 49456B101 13070 367974 SH SOLE 367974 0 0 KRAFT FOODS INC CL A 50075N104 2308 55821 SH SOLE 48962 0 6859 KROGER CO COM 501044101 4754 201973 SH SOLE 201973 0 0 KT CORP SPONSORED ADR 48268K101 37278 2383526 SH SOLE 2255870 0 127656 L-3 COMMUNICATIONS HLDGS INC COM 502424104 10011 139600 SH SOLE 139600 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 190338 2058378 SH SOLE 2019615 0 38763 LAMAR ADVERTISING CO CL A 512815101 2497 67400 SH SOLE 67400 0 0 LAN AIRLINES S A SPONSORED ADR 501723100 700 27700 SH SOLE 26640 0 1060 LAUDER ESTEE COS INC CL A 518439104 18240 296250 SH SOLE 291470 0 4780 LAZARD LTD SHS A G54050102 8412 287800 SH SOLE 287800 0 0 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SH SOLE 2450 0 0 NASDAQ OMX GROUP INC COM 631103108 617 26508 SH SOLE 26508 0 0 NATIONAL PRESTO INDS INC COM 637215104 248 3400 SH SOLE 3400 0 0 NAVISTAR INTL CORP NEW COM 63934E108 3619 171600 SH SOLE 171600 0 0 NCR CORP NEW COM 62886E108 270 11600 SH SOLE 11600 0 0 NELNET INC CL A 64031N108 268 11300 SH SOLE 11300 0 0 NEUSTAR INC CL A 64126X201 3006 75100 SH SOLE 75100 0 0 NEWCASTLE INVT CORP COM 65105M108 261 34700 SH SOLE 34700 0 0 NEWELL RUBBERMAID INC COM 651229106 347 18169 SH SOLE 18169 0 0 NEXEN INC COM 65334H102 35787 1412200 SH SOLE 1412200 0 0 NEXTERA ENERGY INC COM 65339F101 225 3200 SH SOLE 3200 0 0 NIKE INC CL B 654106103 191985 2022807 SH SOLE 1982903 0 39904 NISOURCE INC COM 65473P105 5762 226121 SH SOLE 226121 0 0 NORTEL INVERSORA S A SPON ADR PFD B 656567401 1011 98144 SH SOLE 98144 0 0 NORTHERN TR CORP COM 665859104 2246 48400 SH SOLE 48400 0 0 NORTHROP GRUMMAN CORP COM 666807102 4172 62800 SH SOLE 62800 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 279 43900 SH SOLE 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ROCKWELL COLLINS INC COM 774341101 8073 150495 SH SOLE 150495 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 4820 117400 SH SOLE 117400 0 0 ROLLINS INC COM 775711104 1576 67400 SH SOLE 67400 0 0 ROSS STORES INC COM 778296103 26600 411827 SH SOLE 411827 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 43641 747958 SH SOLE 747958 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 1421 68898 SH SOLE 68898 0 0 ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 462 22500 SH SOLE 22500 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 459 22500 SH SOLE 22500 0 0 RTI INTL METALS INC COM 74973W107 3620 151200 SH SOLE 151200 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 233 36400 SH SOLE 36400 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 259 16500 SH SOLE 16500 0 0 SAFEWAY INC COM NEW 786514208 290 18000 SH SOLE 18000 0 0 SAIC INC COM 78390X101 2675 222215 SH SOLE 222215 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 253 10100 SH SOLE 10100 0 0 SANDISK CORP COM 80004C101 11686 269086 SH SOLE 269086 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 633 253000 SH SOLE 253000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 837 13300 SH SOLE 13300 0 0 SCHEIN HENRY INC COM 806407102 21869 276056 SH SOLE 268064 0 7992 SCHWAB CHARLES CORP NEW COM 808513105 2791 218300 SH SOLE 218300 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3466 105054 SH SOLE 105054 0 0 SEABRIGHT HOLDINGS INC COM 811656107 2672 242920 SH SOLE 242920 0 0 SEACHANGE INTL INC COM 811699107 241 30700 SH SOLE 30700 0 0 SEACOR HOLDINGS INC COM 811904101 246 2954 SH SOLE 2954 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 5811 187700 SH SOLE 187700 0 0 SEARS HLDGS CORP COM 812350106 7499 135150 SH SOLE 135150 0 0 SEARS HLDGS CORP RIGHT 10/08/201 812350114 251 92240 SH SOLE 92240 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 1108 45000 SH SOLE 45000 0 0 SEMPRA ENERGY COM 816851109 503 7800 SH SOLE 7800 0 0 SHAW GROUP INC COM 820280105 17535 402000 SH SOLE 402000 0 0 SHERWIN WILLIAMS CO COM 824348106 11731 78778 SH SOLE 78778 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 519 7730 SH SOLE 7730 0 0 SIGMA ALDRICH CORP COM 826552101 8806 122355 SH SOLE 122355 0 0 SIMON PPTY GROUP INC NEW COM 828806109 26056 171633 SH SOLE 171633 0 0 SIRIUS XM RADIO INC COM 82967N108 29 11180 SH SOLE 11180 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 38602 2654894 SH SOLE 2631094 0 23800 SL GREEN RLTY CORP COM 78440X101 210 2623 SH SOLE 2623 0 0 SLM CORP COM 78442P106 7036 447600 SH SOLE 447600 0 0 SMUCKER J M CO COM NEW 832696405 4929 57100 SH SOLE 57100 0 0 SOUTHERN CO COM 842587107 7938 172224 SH SOLE 172224 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 27761 161505 SH SOLE 124423 0 37082 SPDR S&P 500 ETF TR TR UNIT 78462F103 1794 12460 SH SOLE 12460 0 0 SPECTRA ENERGY CORP COM 847560109 4240 144400 SH SOLE 144400 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1069 193700 SH SOLE 193700 0 0 ST JOE CO COM 790148100 324 16600 SH SOLE 16600 0 0 ST JUDE MED INC COM 790849103 10149 240900 SH SOLE 240900 0 0 STANCORP FINL GROUP INC COM 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87151Q106 544 44200 SH SOLE 44200 0 0 SYMMETRICOM INC COM 871543104 282 40400 SH SOLE 40400 0 0 SYNNEX CORP COM 87162W100 261 8000 SH SOLE 8000 0 0 SYSCO CORP COM 871829107 190514 6092539 SH SOLE 5944030 0 148509 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14729 931010 SH SOLE 931010 0 0 TARGET CORP COM 87612E106 732119 11534882 SH SOLE 11186085 0 348797 TATA COMMUNICATIONS LTD SPONS ADR 876564105 762 83600 SH SOLE 77000 0 6600 TATA MTRS LTD SPONSORED ADR 876568502 10855 422690 SH SOLE 413990 0 8700 TAUBMAN CTRS INC COM 876664103 384 5000 SH SOLE 5000 0 0 TECH DATA CORP COM 878237106 385 8500 SH SOLE 8500 0 0 TECHNE CORP COM 878377100 1396 19400 SH SOLE 19400 0 0 TECK RESOURCES LTD CL B 878742204 659 22003 SH SOLE 22003 0 0 TEJON RANCH CO COM 879080109 267 8900 SH SOLE 8900 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 36900 1697350 SH SOLE 1681350 0 16000 TENET HEALTHCARE CORP COM 88033G100 306 48838 SH SOLE 48838 0 0 TERADATA CORP DEL COM 88076W103 4209 55811 SH SOLE 55811 0 0 TESORO CORP COM 881609101 340 8108 SH SOLE 8108 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 218 15900 SH SOLE 15900 0 0 TEXAS INSTRS INC COM 882508104 1302 47238 SH SOLE 47238 0 0 THERAVANCE INC COM 88338T104 694 26800 SH SOLE 26800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 318 5413 SH SOLE 2300 0 3113 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 4189 217973 SH SOLE 212989 0 4984 TIME WARNER CABLE INC COM 88732J207 3289 34600 SH SOLE 34600 0 0 TIME WARNER INC COM NEW 887317303 6117 134933 SH SOLE 134933 0 0 TJX COS INC NEW COM 872540109 63126 1409376 SH SOLE 1407426 0 1950 TORCHMARK CORP COM 891027104 1674 32604 SH SOLE 32604 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 18281 215832 SH SOLE 165610 0 50222 TOTAL SYS SVCS INC COM 891906109 1365 57600 SH SOLE 57600 0 0 TRANSCANADA CORP COM 89353D107 17984 388910 SH SOLE 298340 0 90570 TRANSDIGM GROUP INC COM 893641100 5051 35603 SH SOLE 35603 0 0 TRAVELERS COMPANIES INC COM 89417E109 20933 306668 SH SOLE 306668 0 0 TRIMBLE NAVIGATION LTD COM 896239100 257 5400 SH SOLE 5400 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1052 69500 SH SOLE 67500 0 2000 TYCO INTERNATIONAL LTD SHS H89128104 2762 49100 SH SOLE 49100 0 0 U S G CORP COM NEW 903293405 277 12600 SH SOLE 12600 0 0 UBIQUITI NETWORKS INC COM 90347A100 244 20500 SH SOLE 20500 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 13216 592380 SH SOLE 576180 0 16200 UNION PAC CORP COM 907818108 9935 83700 SH SOLE 83700 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2502 1220400 SH SOLE 1220400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4470 62452 SH SOLE 62452 0 0 UNITED TECHNOLOGIES CORP COM 913017109 11558 147636 SH SOLE 143448 0 4188 UNITEDHEALTH GROUP INC COM 91324P102 245332 4427577 SH SOLE 4338882 0 88695 UNIVERSAL CORP VA COM 913456109 311 6100 SH SOLE 6100 0 0 UNUM GROUP COM 91529Y106 1457 75800 SH SOLE 75800 0 0 US BANCORP DEL COM NEW 902973304 40608 1183900 SH SOLE 1183900 0 0 USANA HEALTH SCIENCES INC COM 90328M107 279 6000 SH SOLE 6000 0 0 V F CORP COM 918204108 18055 113294 SH SOLE 113294 0 0 VALE S A ADR 91912E105 128173 7160480 SH SOLE 7034480 0 126000 VALE S A ADR REPSTG PFD 91912E204 202364 11656918 SH SOLE 11473208 0 183710 VALEANT PHARMACEUTICALS INTL COM 91911K102 3272 58243 SH SOLE 58243 0 0 VALERO ENERGY CORP NEW COM 91913Y100 14562 459657 SH SOLE 459657 0 0 VALSPAR CORP COM 920355104 699 12454 SH SOLE 12454 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ET 922042858 374234 8970123 SH SOLE 8932251 0 37872 VARIAN MED SYS INC COM 92220P105 10642 176429 SH SOLE 176429 0 0 VENTAS INC COM 92276F100 4159 66804 SH SOLE 66804 0 0 VERIFONE SYS INC COM 92342Y109 206 7400 SH SOLE 7400 0 0 VERISK ANALYTICS INC CL A 92345Y106 6194 130100 SH SOLE 130100 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 6900 151413 SH SOLE 151413 0 0 VIASAT INC COM 92552V100 250 6700 SH SOLE 6700 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 51734 4347400 SH SOLE 4325400 0 22000 VIROPHARMA INC COM 928241108 335 11100 SH SOLE 11100 0 0 VISA INC COM CL A 92826C839 382808 2850821 SH SOLE 2761550 0 89271 VISTAPRINT N V SHS N93540107 239 7000 SH SOLE 7000 0 0 VISTEON CORP COM NEW 92839U206 231 5200 SH SOLE 5200 0 0 VIVUS INC COM 928551100 260 14600 SH SOLE 14600 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2964 104000 SH SOLE 104000 0 0 VORNADO RLTY TR SH BEN INT 929042109 3351 41346 SH SOLE 41346 0 0 VULCAN MATLS CO COM 929160109 3689 78000 SH SOLE 78000 0 0 WAL-MART STORES INC COM 931142103 1086932 14728070 SH SOLE 14363252 0 364818 WALGREEN CO COM 931422109 16758 459891 SH SOLE 450031 0 9860 WASHINGTON POST CO CL B 939640108 967 2665 SH SOLE 2665 0 0 WATERS CORP COM 941848103 5100 61200 SH SOLE 61200 0 0 WELLPOINT INC COM 94973V107 29428 507297 SH SOLE 502805 0 4492 WELLS FARGO & CO NEW COM 949746101 112364 3254085 SH SOLE 3254085 0 0 WESCO AIRCRAFT HLDGS INC COM 950814103 249 18200 SH SOLE 18200 0 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 291 12900 SH SOLE 12900 0 0 WESTERN DIGITAL CORP COM 958102105 12739 328924 SH SOLE 328924 0 0 WESTERN REFNG INC COM 959319104 290 11062 SH SOLE 11062 0 0 WEYERHAEUSER CO COM 962166104 2831 108300 SH SOLE 108300 0 0 WHIRLPOOL CORP COM 963320106 3366 40600 SH SOLE 40600 0 0 WHOLE FOODS MKT INC COM 966837106 5135 52723 SH SOLE 52723 0 0 WILSHIRE BANCORP INC COM 97186T108 277 43900 SH SOLE 43900 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 6321 706248 SH SOLE 663948 0 42300 WORLD FUEL SVCS CORP COM 981475106 1170 32854 SH SOLE 32854 0 0 WRIGHT MED GROUP INC COM 98235T107 263 11900 SH SOLE 11900 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 2267 43202 SH SOLE 43202 0 0 XEROX CORP COM 984121103 2701 368000 SH SOLE 368000 0 0 XL GROUP PLC SHS G98290102 1519 63200 SH SOLE 63200 0 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 958 64084 SH SOLE 63084 0 1000 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 25981 1998543 SH SOLE 1998543 0 0 YUM BRANDS INC COM 988498101 63021 949971 SH SOLE 948718 0 1253 ZIMMER HLDGS INC COM 98956P102 405035 5989865 SH SOLE 5816706 0 173159 ZIONS BANCORPORATION COM 989701107 773 37400 SH SOLE 37400 0 0