0001072613-13-000109.txt : 20130213 0001072613-13-000109.hdr.sgml : 20130213 20130213093317 ACCESSION NUMBER: 0001072613-13-000109 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130213 DATE AS OF CHANGE: 20130213 EFFECTIVENESS DATE: 20130213 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: 13599953 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_17459.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: December 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 February 13, 2013 ----------------------------------------------------------- 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: 583 Form 13F Information Table Value Total: 33,636,620 (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 319698 3443168 SH SOLE 3362759 0 80409 ABBOTT LABS COM 002824100 955824 14592726 SH SOLE 14203353 0 389373 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 48320 726610 SH SOLE 726610 0 0 ACCURIDE CORP NEW COM NEW 00439T206 1647 513081 SH SOLE 513081 0 0 ACE LTD SHS H0023R105 6576 82400 SH SOLE 82400 0 0 ACTUANT CORP CL A NEW 00508X203 6383 228717 SH SOLE 228717 0 0 ADTRAN INC COM 00738A106 418 21400 SH SOLE 21400 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 220 3044 SH SOLE 3044 0 0 AERCAP HOLDINGS NV SHS N00985106 2282 166330 SH SOLE 166330 0 0 AEROPOSTALE COM 007865108 479 36821 SH SOLE 36821 0 0 AETNA INC NEW COM 00817Y108 15154 327223 SH SOLE 327223 0 0 AFFILIATED MANAGERS GROUP COM 008252108 312 2400 SH SOLE 2400 0 0 AFLAC INC COM 001055102 24398 459300 SH SOLE 459300 0 0 AGCO CORP COM 001084102 473 9621 SH SOLE 9621 0 0 AGNICO EAGLE MINES LTD COM 008474108 501 9500 SH SOLE 9500 0 0 AGRIUM INC COM 008916108 22909 228400 SH SOLE 228400 0 0 ALERE INC COM 01449J105 2860 154612 SH SOLE 154612 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 5390 57500 SH SOLE 57500 0 0 ALLERGAN INC COM 018490102 23825 259731 SH SOLE 259731 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1119 18066 SH SOLE 18066 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 2838 139000 SH SOLE 139000 0 0 ALLSTATE CORP COM 020002101 17817 443528 SH SOLE 443528 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 4835 171514 SH SOLE 171514 0 0 ALTRIA GROUP INC COM 02209S103 9703 308609 SH SOLE 302599 0 6010 AMAZON COM INC COM 023135106 307 1224 SH SOLE 1224 0 0 AMDOCS LTD ORD G02602103 3561 104778 SH SOLE 104778 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 188952 8165619 SH SOLE 8023459 0 142160 AMERICAN CAPITAL AGENCY CORP COM 02503X105 13838 478832 SH SOLE 478832 0 0 AMERICAN ELEC PWR INC COM 025537101 1601 37500 SH SOLE 37500 0 0 AMERICAN EXPRESS CO COM 025816109 14261 248100 SH SOLE 248100 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 708 17920 SH SOLE 17920 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 45873 1299528 SH SOLE 1299528 0 0 AMERICAN TOWER CORP NEW COM 03027X100 12564 162600 SH SOLE 162600 0 0 AMERIPRISE FINL INC COM 03076C106 7713 123147 SH SOLE 123147 0 0 AMERISOURCEBERGEN CORP COM 03073E105 18283 423408 SH SOLE 418808 0 4600 AMGEN INC COM 031162100 128493 1490638 SH SOLE 1458132 0 32506 AMSURG CORP COM 03232P405 240 8000 SH SOLE 8000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 12714 405300 SH SOLE 405300 0 0 ANSYS INC COM 03662Q105 2882 42800 SH SOLE 42800 0 0 AOL INC COM 00184X105 814 27475 SH SOLE 27475 0 0 AON PLC SHS CL A G0408V102 4399 79100 SH SOLE 79100 0 0 APACHE CORP COM 037411105 33395 425418 SH SOLE 425418 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1074 39686 SH SOLE 39686 0 0 APOLLO GROUP INC CL A 037604105 1510 72201 SH SOLE 72201 0 0 APPLE INC COM 037833100 1037233 1949052 SH SOLE 1901605 0 47447 ARBITRON INC COM 03875Q108 17140 367189 SH SOLE 367189 0 0 ARCH CAP GROUP LTD ORD G0450A105 10816 245700 SH SOLE 245700 0 0 ARCH COAL INC COM 039380100 183 24999 SH SOLE 24999 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4479 163522 SH SOLE 163522 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315101 1107 171039 SH SOLE 171039 0 0 ARROW ELECTRS INC COM 042735100 802 21051 SH SOLE 21051 0 0 ASCENA RETAIL GROUP INC COM 04351G101 323 17467 SH SOLE 17467 0 0 ASSURANT INC COM 04621X108 11071 319063 SH SOLE 319063 0 0 AT&T INC COM 00206R102 113860 3377645 SH SOLE 3377645 0 0 ATMOS ENERGY CORP COM 049560105 249 7100 SH SOLE 7100 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 204 45241 SH SOLE 45241 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 30544 536512 SH SOLE 536512 0 0 AUTONATION INC COM 05329W102 5058 127400 SH SOLE 127400 0 0 AUTOZONE INC COM 053332102 6762 19079 SH SOLE 19079 0 0 AVALONBAY CMNTYS INC COM 053484101 6696 49381 SH SOLE 49381 0 0 AVON PRODS INC COM 054303102 262 18249 SH SOLE 7749 0 10500 BAIDU INC SPON ADR REP A 056752108 46503 463681 SH SOLE 463681 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 23376 1345746 SH SOLE 1320576 0 25170 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 63833 8768300 SH SOLE 8637100 0 131200 BANK MONTREAL QUE COM 063671101 34681 563331 SH SOLE 491831 0 71500 BANK NEW YORK MELLON CORP COM 064058100 7528 292910 SH SOLE 292910 0 0 BANK OF AMERICA CORPORATION COM 060505104 91543 7884861 SH SOLE 7884861 0 0 BANK OF AMERICA CORPORATION *W EXP 10/28/20 060505153 146 190000 SH SOLE 190000 0 0 BARD C R INC COM 067383109 12906 132045 SH SOLE 132045 0 0 BARNES & NOBLE INC COM 067774109 205 13610 SH SOLE 13610 0 0 BAXTER INTL INC COM 071813109 68590 1028948 SH SOLE 1019798 0 9150 BB&T CORP COM 054937107 13492 463498 SH SOLE 463498 0 0 BCE INC COM NEW 05534B760 17160 397916 SH SOLE 397916 0 0 BEAM INC COM 073730103 1081 17700 SH SOLE 17700 0 0 BECTON DICKINSON & CO COM 075887109 38476 492083 SH SOLE 490083 0 2000 BED BATH & BEYOND INC COM 075896100 5994 107211 SH SOLE 107211 0 0 BELO CORP COM SER A 080555105 2234 291277 SH SOLE 291277 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 40751 454300 SH SOLE 454300 0 0 BEST BUY INC COM 086516101 4120 347710 SH SOLE 347710 0 0 BIOGEN IDEC INC COM 09062X103 20828 142300 SH SOLE 142300 0 0 BLACKROCK INC COM 09247X101 10539 50983 SH SOLE 50983 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 260 25800 SH SOLE 25800 0 0 BMC SOFTWARE INC COM 055921100 5661 142895 SH SOLE 142895 0 0 BOISE INC COM 09746Y105 276 34721 SH SOLE 34721 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 267 19174 SH SOLE 19174 0 0 BOSTON PROPERTIES INC COM 101121101 4332 40940 SH SOLE 40940 0 0 BP PLC SPONSORED ADR 055622104 240 5770 SH SOLE 5770 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 161081 4942639 SH SOLE 4840780 0 101859 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3146 31068 SH SOLE 31068 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 356 66857 SH SOLE 66857 0 0 BROWN FORMAN CORP CL B 115637209 8418 133092 SH SOLE 130242 0 2850 BUCKLE INC COM 118440106 308 6900 SH SOLE 6900 0 0 BURGER KING WORLDWIDE INC COM 121220107 219 13300 SH SOLE 13300 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 20366 322137 SH SOLE 322137 0 0 CABOT OIL & GAS CORP COM 127097103 3340 67149 SH SOLE 67149 0 0 CAL DIVE INTL INC DEL COM 12802T101 22 12600 SH SOLE 12600 0 0 CAMPBELL SOUP CO COM 134429109 3108 89094 SH SOLE 83732 0 5362 CANADIAN NAT RES LTD COM 136385101 50382 1737632 SH SOLE 1737632 0 0 CANADIAN NATL RY CO COM 136375102 72263 790600 SH SOLE 790600 0 0 CANADIAN PAC RY LTD COM 13645T100 21683 212453 SH SOLE 212453 0 0 CAPITAL ONE FINL CORP COM 14040H105 25162 434353 SH SOLE 434353 0 0 CARDINAL HEALTH INC COM 14149Y108 18271 443692 SH SOLE 438892 0 4800 CATAMARAN CORP COM 148887102 435 9200 SH SOLE 9200 0 0 CBRE GROUP INC CL A 12504L109 1463 73500 SH SOLE 73500 0 0 CBS CORP NEW CL B 124857202 12953 340421 SH SOLE 340421 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 2452 248436 SH SOLE 239936 0 8500 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2522 503440 SH SOLE 499740 0 3700 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 10076 3229520 SH SOLE 3170920 0 58600 CERNER CORP COM 156782104 8960 115600 SH SOLE 113120 0 2480 CF INDS HLDGS INC COM 125269100 7831 38544 SH SOLE 38544 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 5693 119500 SH SOLE 119500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 201 12100 SH SOLE 12100 0 0 CHEVRON CORP NEW COM 166764100 1058502 9788256 SH SOLE 9513302 0 274954 CHIMERA INVT CORP COM 16934Q109 668 256080 SH SOLE 256080 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2425 48800 SH SOLE 43800 0 5000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 64977 1106552 SH SOLE 1094152 0 12400 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 421 3662 SH SOLE 3662 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 2211 38900 SH SOLE 38400 0 500 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 11230 689400 SH SOLE 686100 0 3300 CHIQUITA BRANDS INTL INC COM 170032809 244 29600 SH SOLE 29600 0 0 CHOICE HOTELS INTL INC COM 169905106 326 9700 SH SOLE 9700 0 0 CHUBB CORP COM 171232101 4964 65900 SH SOLE 65900 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1866 57692 SH SOLE 57692 0 0 CHURCH & DWIGHT INC COM 171340102 91152 1701552 SH SOLE 1652836 0 48716 CIGNA CORPORATION COM 125509109 1914 35800 SH SOLE 35800 0 0 CINCINNATI FINL CORP COM 172062101 1394 35600 SH SOLE 35600 0 0 CISCO SYS INC COM 17275R102 1383850 70428507 SH SOLE 68365695 0 2062812 CITIGROUP INC COM NEW 172967424 68391 1728800 SH SOLE 1728800 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 4775 251701 SH SOLE 251701 0 0 CITRIX SYS INC COM 177376100 8461 128934 SH SOLE 128934 0 0 CLEARWIRE CORP NEW CL A 18538Q105 4633 1603191 SH SOLE 1603191 0 0 CLOROX CO DEL COM 189054109 8334 113826 SH SOLE 111216 0 2610 CLOUD PEAK ENERGY INC COM 18911Q102 302 15600 SH SOLE 15600 0 0 CME GROUP INC COM 12572Q105 3765 74310 SH SOLE 74310 0 0 CNH GLOBAL N V SHS NEW N20935206 923 22900 SH SOLE 22900 0 0 CNO FINL GROUP INC COM 12621E103 637 68250 SH SOLE 68250 0 0 CNOOC LTD SPONSORED ADR 126132109 11389 51769 SH SOLE 50269 0 1500 COACH INC COM 189754104 22532 405914 SH SOLE 405914 0 0 COBALT INTL ENERGY INC COM 19075F106 3866 157400 SH SOLE 157400 0 0 COCA COLA CO COM 191216100 1405112 38761718 SH SOLE 37677942 0 1083776 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 261 1750 SH SOLE 1750 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14717 199202 SH SOLE 199202 0 0 COLGATE PALMOLIVE CO COM 194162103 733706 7018424 SH SOLE 6833671 0 184753 COLONY FINL INC COM 19624R106 349 17900 SH SOLE 17900 0 0 COMCAST CORP NEW CL A 20030N101 25386 679489 SH SOLE 679489 0 0 COMCAST CORP NEW CL A SPL 20030N200 10258 285581 SH SOLE 285581 0 0 COMERICA INC COM 200340107 1435 47300 SH SOLE 47300 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 957 31119 SH SOLE 31119 0 0 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 258 6200 SH SOLE 6200 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 26300 626346 SH SOLE 626346 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 975 11670 SH SOLE 11270 0 400 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 304 28000 SH SOLE 28000 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1441 93901 SH SOLE 88901 0 5000 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 28637 796584 SH SOLE 787084 0 9500 COMPUTER SCIENCES CORP COM 205363104 6202 154855 SH SOLE 154855 0 0 CONOCOPHILLIPS COM 20825C104 3055 52678 SH SOLE 52678 0 0 COPA HOLDINGS SA CL A P31076105 86847 873272 SH SOLE 873272 0 0 CORE LABORATORIES N V COM N22717107 2875 26300 SH SOLE 26300 0 0 CORELOGIC INC COM 21871D103 668 24808 SH SOLE 24808 0 0 COSTCO WHSL CORP NEW COM 22160K105 52733 534110 SH SOLE 521960 0 12150 COVENTRY HEALTH CARE INC COM 222862104 41051 915700 SH SOLE 915700 0 0 COVIDIEN PLC SHS G2554F113 23313 403751 SH SOLE 403751 0 0 CREDICORP LTD COM G2519Y108 31248 213211 SH SOLE 213211 0 0 CROWN CASTLE INTL CORP COM 228227104 3785 52449 SH SOLE 52449 0 0 CTRIP COM INTL LTD AMERICAN DEP SH 22943F100 1224 54000 SH SOLE 54000 0 0 CUMMINS INC COM 231021106 14985 138300 SH SOLE 138300 0 0 CVS CAREMARK CORPORATION COM 126650100 98108 2029128 SH SOLE 2004669 0 24459 CYMER INC COM 232572107 20374 225300 SH SOLE 225300 0 0 CYS INVTS INC COM 12673A108 1085 91844 SH SOLE 91844 0 0 DANA HLDG CORP COM 235825205 4819 308710 SH SOLE 308710 0 0 DANAHER CORP DEL COM 235851102 8825 157875 SH SOLE 157875 0 0 DEAN FOODS CO NEW COM 242370104 1132 68540 SH SOLE 68540 0 0 DEERE & CO COM 244199105 536 6200 SH SOLE 6200 0 0 DELL INC COM 24702R101 12502 1232949 SH SOLE 1232949 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 1457 38100 SH SOLE 38100 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1202 101252 SH SOLE 101252 0 0 DELUXE CORP COM 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4475745 SH SOLE 4373245 0 102500 E TRADE FINANCIAL CORP COM NEW 269246401 554 61900 SH SOLE 61900 0 0 EBAY INC COM 278642103 14206 278556 SH SOLE 274607 0 3949 ECOLAB INC COM 278865100 20044 278781 SH SOLE 278781 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 7445 82570 SH SOLE 82570 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 265 6970 SH SOLE 6970 0 0 EMBRAER S A SP ADR REP 4 CO 29082A107 239 8400 SH SOLE 8400 0 0 ENBRIDGE INC COM 29250N105 8671 199300 SH SOLE 199300 0 0 ENCANA CORP COM 292505104 35087 1768015 SH SOLE 1768015 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 971 37000 SH SOLE 37000 0 0 ENERGEN CORP COM 29265N108 280 6200 SH SOLE 6200 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 4667 108710 SH SOLE 108710 0 0 ENERSIS S A SPONSORED ADR 29274F104 551 30240 SH SOLE 30240 0 0 ENTERGY CORP NEW COM 29364G103 5097 79960 SH SOLE 79960 0 0 EPL OIL & GAS INC COM 26883D108 5784 256500 SH SOLE 256500 0 0 EQUIFAX INC COM 294429105 476 8792 SH SOLE 8792 0 0 EQUITY 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31678A103 383 36800 SH SOLE 36800 0 0 FIFTH THIRD BANCORP COM 316773100 7849 516353 SH SOLE 516353 0 0 FIRST CASH FINL SVCS INC COM 31942D107 13439 270848 SH SOLE 270848 0 0 FIRST HORIZON NATL CORP COM 320517105 614 61915 SH SOLE 61915 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 319 40258 SH SOLE 40258 0 0 FIRST SOLAR INC COM 336433107 459 14887 SH SOLE 14887 0 0 FLOWERS FOODS INC COM 343498101 1232 52931 SH SOLE 52931 0 0 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 1009 39300 SH SOLE 39300 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15708 155990 SH SOLE 155990 0 0 FOREST LABS INC COM 345838106 9714 275032 SH SOLE 275032 0 0 FRANKLIN RES INC COM 354613101 6394 50870 SH SOLE 50870 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 544 15900 SH SOLE 15900 0 0 GAMESTOP CORP NEW CL A 36467W109 4825 192324 SH SOLE 192324 0 0 GANNETT INC COM 364730101 3215 178517 SH SOLE 178517 0 0 GAP INC DEL COM 364760108 10394 334873 SH SOLE 334873 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 55 15900 SH SOLE 15900 0 0 GENERAL DYNAMICS CORP COM 369550108 29715 428967 SH SOLE 428967 0 0 GENERAL ELECTRIC CO COM 369604103 23990 1142936 SH SOLE 1142936 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 7089 357127 SH SOLE 357127 0 0 GENERAL MLS INC COM 370334104 26427 653816 SH SOLE 649016 0 4800 GENERAL MTRS CO COM 37045V100 45947 1593717 SH SOLE 1593717 0 0 GENUINE PARTS CO COM 372460105 13058 205385 SH SOLE 205385 0 0 GENWORTH FINL INC COM CL A 37247D106 3510 467356 SH SOLE 467356 0 0 GERDAU S A SPON ADR REP PF 373737105 36973 4112628 SH SOLE 4038198 0 74430 GILDAN ACTIVEWEAR INC COM 375916103 20083 546668 SH SOLE 413012 0 133656 GILEAD SCIENCES INC COM 375558103 66997 912138 SH SOLE 893253 0 18885 GLOBAL PMTS INC COM 37940X102 1952 43100 SH SOLE 43100 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 18689 1496300 SH SOLE 1473300 0 23000 GOLDCORP INC NEW COM 380956409 512 13900 SH SOLE 13900 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 14130 110770 SH SOLE 110770 0 0 GOODYEAR TIRE & 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LTD SPON ADR H SHS 984846105 1095 64084 SH SOLE 63084 0 1000 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 24796 1704223 SH SOLE 1704223 0 0 YUM BRANDS INC COM 988498101 121630 1831771 SH SOLE 1809318 0 22453 ZIMMER HLDGS INC COM 98956P102 305741 4586578 SH SOLE 4449819 0 136759 ZIONS BANCORPORATION COM 989701107 983 45942 SH SOLE 45942 0 0