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
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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 0
GROUPE CGI INC CL A SUB VTG 39945C109 236 10600 SH SOLE 10600 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16602 242300 SH SOLE 242300 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 294 6400 SH SOLE 6400 0 0
GYRODYNE CO AMER INC COM 403820103 925 9255 SH SOLE 9255 0 0
HALLIBURTON CO COM 406216101 12788 385295 SH SOLE 385295 0 0
HARRIS CORP DEL COM 413875105 2349 52100 SH SOLE 52100 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16336 774966 SH SOLE 774966 0 0
HCA HOLDINGS INC COM 40412C101 784 31681 SH SOLE 31681 0 0
HCP INC COM 40414L109 730 18500 SH SOLE 18500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 46853 1373990 SH SOLE 1371990 0 2000
HEALTH CARE REIT INC COM 42217K106 5403 98300 SH SOLE 98300 0 0
HEALTH NET INC COM 42222G108 310 7800 SH SOLE 7800 0 0
HEINZ H J CO COM 423074103 6909 129021 SH SOLE 124321 0 4700
HELMERICH & PAYNE INC COM 423452101 2530 46900 SH SOLE 46900 0 0
HENRY JACK & ASSOC INC COM 426281101 2477 72600 SH SOLE 72600 0 0
HERBALIFE LTD COM USD SHS G4412G101 8597 124916 SH SOLE 124916 0 0
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