Grantham, Mayo, Van Otterloo & Co as of March 31, 2012
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
{S} {C} {C} 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 0 DANAHER CORP DEL COM 235851102 14665 261875 SH SOLE 261875 0 0 DDR CORP COM 23317H102 163 11197 SH SOLE 11197 0 0 DEAN FOODS CO NEW COM 242370104 356 29400 SH SOLE 29400 0 0 DELL INC COM 24702R101 21620 1302776 SH SOLE 1302776 0 0 DELPHI FINL GROUP INC CL A 247131105 3094 69100 SH SOLE 69100 0 0 DELUXE CORP COM 248019101 251 10700 SH SOLE 10700 0 0 DENTSPLY INTL INC NEW COM 249030107 1978 49300 SH SOLE 49300 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 5287 281800 SH SOLE 281800 0 0 DESTINATION MATERNITY CORP COM 25065D100 290 15600 SH SOLE 15600 0 0 DEVRY INC DEL COM 251893103 318 9400 SH SOLE 9400 0 0 DIGITAL RLTY TR INC COM 253868103 3802 51400 SH SOLE 51400 0 0 DILLARDS INC CL A 254067101 378 6000 SH SOLE 6000 0 0 DIRECTV COM CL A 25490A101 6155 124737 SH SOLE 124737 0 0 DISCOVER FINL SVCS COM 254709108 12451 373468 SH SOLE 373468 0 0 DISH NETWORK CORP CL A 25470M109 2997 91000 SH SOLE 91000 0 0 DOLLAR GEN CORP NEW COM 256677105 995 21547 SH SOLE 21547 0 0 DOLLAR TREE 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 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5199 71480 SH SOLE 71480 0 0 EINSTEIN NOAH REST GROUP INC COM 28257U104 276 18500 SH SOLE 18500 0 0 EL PASO CORP COM 28336L109 38631 1307300 SH SOLE 1307300 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 234 6970 SH SOLE 6970 0 0 ENBRIDGE INC COM 29250N105 98970 2546100 SH SOLE 2546100 0 0 ENCANA CORP COM 292505104 82804 4211617 SH SOLE 4211617 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 476 50200 SH SOLE 50200 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3958 102200 SH SOLE 102200 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 496 12200 SH SOLE 12200 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 6798 409300 SH SOLE 409300 0 0 ENERSIS S A SPONSORED ADR 29274F104 421 20840 SH SOLE 20840 0 0 ENTERGY CORP NEW COM 29364G103 4395 65400 SH SOLE 65400 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1446 211400 SH SOLE 211400 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 6348 101368 SH SOLE 101368 0 0 ESSEX PPTY TR INC COM 297178105 3056 20170 SH SOLE 20170 0 0 EXCO RESOURCES INC COM 269279402 357 53800 SH SOLE 53800 0 0 EXELIS INC COM 30162A108 324 25900 SH SOLE 25900 0 0 EXELON CORP COM 30161N101 11734 299270 SH SOLE 299270 0 0 EXPEDIA INC DEL COM NEW 30212P303 1896 56700 SH SOLE 56700 0 0 EXPEDITORS INTL WASH INC COM 302130109 13196 283720 SH SOLE 283720 0 0 EXPRESS SCRIPTS INC COM 302182100 521826 9631337 SH SOLE 9357133 0 274204 EXXON MOBIL CORP COM 30231G102 448545 5171737 SH SOLE 4988124 0 183613 EZCORP INC CL A NON VTG 302301106 260 8000 SH SOLE 8000 0 0 FACTSET RESH SYS INC COM 303075105 3830 38670 SH SOLE 38670 0 0 FAMILY DLR STORES INC COM 307000109 5569 88000 SH SOLE 88000 0 0 FARMER BROS CO COM 307675108 366 33600 SH SOLE 33600 0 0 FASTENAL CO COM 311900104 17263 319100 SH SOLE 319100 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 223 2300 SH SOLE 2300 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 15503 859846 SH SOLE 859846 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 275 8300 SH SOLE 8300 0 0 FIRST CASH FINL SVCS INC 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 78450 0 0 GERDAU S A SPONSORED ADR 373737105 79782 8284786 SH SOLE 8136356 0 148430 GETTY RLTY CORP NEW COM 374297109 221 14200 SH SOLE 14200 0 0 GILDAN ACTIVEWEAR INC COM 375916103 10066 365187 SH SOLE 251031 0 114156 GILEAD SCIENCES INC COM 375558103 32607 667358 SH SOLE 656973 0 10385 GLOBAL PMTS INC COM 37940X102 2917 61400 SH SOLE 61400 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 269 18100 SH SOLE 18100 0 0 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 1242 184600 SH SOLE 184600 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 232 6100 SH SOLE 6100 0 0 GOLDCORP INC NEW COM 380956409 8235 182700 SH SOLE 182700 0 0 GOODRICH CORP COM 382388106 44511 354836 SH SOLE 354836 0 0 GOOGLE INC CL A 38259P508 1256232 1959067 SH SOLE 1905817 0 53250 GRAINGER W W INC COM 384802104 23615 109934 SH SOLE 109934 0 0 GRAN TIERRA ENERGY INC COM 38500T101 9258 1471000 SH SOLE 990700 0 480300 GREEN MTN COFFEE ROASTERS IN COM 393122106 2602 55546 SH SOLE 55546 0 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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 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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