-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, P5DQ8Zl3ddIiZBLVpphfN00o2t3pAdEvs6WLky+m/DibOunRGMZMFMlTQIXgpHxm d0FfL/E9khbdCTNo4uKa2Q== 0001072613-09-000254.txt : 20090212 0001072613-09-000254.hdr.sgml : 20090212 20090212124303 ACCESSION NUMBER: 0001072613-09-000254 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090212 DATE AS OF CHANGE: 20090212 EFFECTIVENESS DATE: 20090212 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: 09593269 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_16297.txt GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings 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: J. B. Kittredge Title: General Counsel Phone:(617) 790-5017 Signature, Place and Date of Signing: /s/ J. B. Kittredge Boston, MA February 12, 2009 - ------------------------------------------------------ Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Managers Included: 0 Form 13F Information Table Entry Total: 840 Form 13F Information Table Value Total: 25328404 (000's omitted) List of Other Included Managers: No. 13F File Number Name
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 4643 80700 SH SOLE 0 0 80700 Ace Ltd Shs H0023R105 5890 111300 SH SOLE 0 0 111300 Administradora Fondos Pensione Sponsored Adr 00709P108 2143 159910 SH SOLE 159910 0 0 Advanced Semiconductor Engr Sponsored Adr 00756M404 259 147153 SH SOLE 147153 0 0 America Movil Sab De Cv Spon Adr L Shs 02364W105 35471 1130540 SH SOLE 1117800 0 12740 At&t Inc Com 00206R102 4953 173800 SH SOLE 0 0 173800 Au Optronics Corp Sponsored Adr 002255107 621 80895 SH SOLE 80895 0 0 Banco De Chile Sponsored Adr 059520106 453 12203 SH SOLE 11428 0 775 Banco Itau Hldg Financiera S A Sp Adr 500 Pfd 059602201 4351 374147 SH SOLE 360077 0 14070 Banco Macro Sa Spon Adr B 05961W105 98 6310 SH SOLE 6310 0 0 Banco Santander Chile New Sp Adr Rep Com 05965X109 14122 401980 SH SOLE 398690 0 3290 Bbva Banco Frances S A Sponsored Adr 07329M100 8 2800 SH SOLE 2800 0 0 Cemex Sab De Cv Spon Adr New 151290889 5951 657776 SH SOLE 651266 0 6510 Chevron Corp New Com 166764100 5156 69700 SH SOLE 0 0 69700 China Mobile Ltd Spon Adr ADR 16941M109 26080 513459 SH SOLE 513459 0 0 China Telecom Corp Ltd Spon Adr H Shs 169426103 898 25650 SH SOLE 25650 0 0 Chp Invest Nv Eqty Lkd Nt /Rest / 172729 16351 1 SH SOLE 1 0 0 Chunghwa Telecom Co Ltd Spon Adr New 17133Q304 20537 1323136 SH SOLE 1242222 0 80914 Companhia Energetica De Minas Sp Adr N-V Pfd 204409601 151 10831 SH SOLE 8842 0 1989 Companhia Vale Do Rio Doce Spon Adr Pfd 204412100 32197 3012788 SH SOLE 3006428 0 6360 Companhia Vale Do Rio Doce Sponsored Adr 204412209 2673 205810 SH SOLE 205810 0 0 Compania Cervecerias Unidas Sa Sponsored Adr 204429104 4103 156598 SH SOLE 154218 0 2380 Compania De Minas Buenaventura Sponsored Adr 204448104 139 6990 SH SOLE 6990 0 0 Conocophillips Com 20825C104 4134 79800 SH SOLE 0 0 79800 Distribucion Y Servicio D&s Sa Sponsored Adr 254753106 641 26490 SH SOLE 26490 0 0 Divot Holding Nv Cl D / 518864 1 90000 SH SOLE 90000 0 0 Divot Holdings Nv Cl E /Rest/ / 518177 1 124330 SH SOLE 124330 0 0 Divot Holdings Nv Cl F / 528165 0 46624 SH SOLE 46624 0 0 Dow Chem Co Com 260543103 2161 143200 SH SOLE 0 0 143200 Duke Energy Corp New Com 26441C105 5254 350055 SH SOLE 0 0 350055 Eaton Vance Corp Com Non Vtg 278265103 2416 115000 SH SOLE 0 0 115000 Embotelladora Andina S A Spon Adr A 29081P204 2397 230735 SH SOLE 229335 0 1400 Embotelladora Andina S A Spon Adr B 29081P303 4703 349880 SH SOLE 345130 0 4750 Embraer-Empresa Brasileira De Sp Adr Com Shs 29081M102 402 24800 SH SOLE 24800 0 0 Empresa Nacional De Elctrcidad Sponsored Adr 29244T101 5875 175390 SH SOLE 173770 0 1620 Enersis S A Sponsored Adr 29274F104 6631 519860 SH SOLE 515580 0 4280 Fomento Economico Mexicano Sab Spon Adr Units 344419106 19152 633300 SH SOLE 627390 0 5910 Gerdau S A Sponsored Adr 373737105 200 32270 SH SOLE 32270 0 0 Goodyear Tire & Rubr Co Com 382550101 1455 243700 SH SOLE 0 0 243700 Icici Bk Ltd Adr 45104G104 2209 113930 SH SOLE 100740 0 13190 Ingersoll-Rand Company Ltd Cl A G4776G101 1204 69400 SH SOLE 0 0 69400 J M Smucker Co COMMON STOCK 832696405 4336 100000 SH SOLE 0 0 100000 Johnson & Johnson Com 478160104 4433 74100 SH SOLE 0 0 74100 Jpm Intl-Cw09 Infosys Techno__ Warrant Expires 846628H479 2340 102130 SH SOLE 102130 0 0 Kb Financial Group Inc Sponsored Adr 48241A105 1338 50900 SH SOLE 50400 0 500 Kimberly Clark Corp Com 494368103 5501 104300 SH SOLE 0 0 104300 Kraft Foods Inc Cl A COMMON STOCK 50075N104 5608 208870 SH SOLE 0 0 208870 Kroger Co Com 501044101 4585 173600 SH SOLE 0 0 173600 Kt Corp Sponsored Adr 48268K101 10096 695160 SH SOLE 620650 0 74510 Lan Airlines Sa ADR 501723100 11229 1402390 SH SOLE 1381110 0 21280 Ldk Solar Co Ltd Sponsored Adr 50183L107 9714 751770 SH SOLE 751770 0 0 Lilly Eli & Co Com 532457108 4985 123800 SH SOLE 0 0 123800 Magyar Telekom Telecommuns Plc Sponsored Adr 559776109 49 3480 SH SOLE 3480 0 0 Mechel Oao Sponsored Adr 583840103 2338 584201 SH SOLE 584201 0 0 Mhp Invest 0% 6/10/23 PRIVATE 168130 31934 1 SH SOLE 1 0 0 Millenium Information Techologies/Private Placeme 422934 787 2545869 SH SOLE 2545869 0 0 Mindray Medical Intl Ltd Spon Adr 602675100 15412 868601 SH SOLE 858611 0 9990 Mobile Telesystems Ojsc Sponsored Adr 607409109 9303 348120 SH SOLE 348120 0 0 New Oriental Ed & Tech Grp Inc Spon Adr 647581107 25107 465780 SH SOLE 465780 0 0 Newmont Mining Corp Com 651639106 7249 178100 SH SOLE 0 0 178100 Panasonic Corp Adr 69832A205 1493 120000 SH SOLE 0 0 120000 Petro Res Corp Com 71646K106 479 1450000 SH SOLE 0 0 1450000 Petrobras Energia Partcptns Sa Sp Adr B Shs 71646M102 10820 1785215 SH SOLE 1758265 0 26950 Petroleo Brasileiro Sa Petrobr Sp Adr Non Vtg 71654V101 46302 2262664 SH SOLE 2170644 0 92020 Petroleo Brasileiro Sa Petrobr Sponsored Adr 71654V408 58858 2444992 SH SOLE 2444992 0 0 Pfizer Inc Com 717081103 4505 254400 SH SOLE 0 0 254400 Philip Morris Internat-W/I COMMON STOCK 718172109 11069 254400 SH SOLE 0 0 254400 Philippine Long Distance Tel Sponsored Adr 718252604 1357 25280 SH SOLE 25280 0 0 Posco Sponsored Adr 693483109 3256 43270 SH SOLE 25770 0 17500 Raytheon Co Com New 755111507 4665 91400 SH SOLE 0 0 91400 Rostelecom Open Jt Stk Lng Dst Sponsored Adr 778529107 9196 164300 SH SOLE 164300 0 0 Satyam Computer Services Ltd Adr 804098101 978 107600 SH SOLE 98790 0 8810 Sk Telecom Ltd Sponsored Adr 78440P108 18681 1013970 SH SOLE 947190 0 66780 Sociedad Quimica Minera De Chi Spon Adr Ser B 833635105 6864 283060 SH SOLE 280210 0 2850 Southern Copper Corp COMMON STOCK 84265V105 754 51690 SH SOLE 50440 0 1250 Suntech Pwr Hldgs Co Ltd Adr 86800C104 7531 652715 SH SOLE 646935 0 5780 Supervalu Inc Com 868536103 3136 214800 SH SOLE 0 0 214800 Taiwan Semiconductor Mfg Ltd Sponsored Adr 874039100 20992 2671427 SH SOLE 2056394 0 615033 Tata Motors Limited-Spon Adr ADR 876568502 1427 303440 SH SOLE 274850 0 28590 Tele Norte Leste Part S A Spon Adr Pfd 879246106 52125 3763460 SH SOLE 3763460 0 0 Telecom Argentina S A Spon Adr Rep B 879273209 1235 162070 SH SOLE 156260 0 5810 Telefonos De Mexico S A B De Cv Spon Adr Ord 879403780 50531 2412040 SH SOLE 2383850 0 28190 Telmex Internacioal Adr W/I ADR 879690105 292 25700 SH SOLE 25700 0 0 Unibanco-Uniao De Bancos Brasl Adr 90458E107 62349 967230 SH SOLE 954530 0 12700 United Technologies Corp Com 913017109 4347 81100 SH SOLE 0 0 81100 Unitedhealth Group Inc Com 91324P102 4448 167200 SH SOLE 0 0 167200 Vimpel Communications Spon Adr 1 Adr Rprs .75 Sh68370R109 160 15510 SH SOLE 15510 0 0 Wal Mart Stores Inc Com 931142103 7030 125400 SH SOLE 0 0 125400 Wellpoint Inc Com 94973V107 6239 148100 SH SOLE 0 0 148100 Wyeth Com 983024100 8350 222600 SH SOLE 0 0 222600 3M CO COM 88579Y101 305644 5311848 SH SOLE 5006048 0 305800 AARON RENTS INC COM 2535201 240 9000 SH SOLE 4000 0 5000 ABBOTT LABS COM 2824100 602205 11283580 SH SOLE 10673736 0 609844 ABERCROMBIE & FITCH CO CL A 2896207 2695 116800 SH SOLE 79000 0 37800 ACCENTURE LTD BERMUDA CL A G1150G111 11651 355308 SH SOLE 316108 0 39200 ACE LTD SHS H0023R105 7140 134924 SH SOLE 128224 0 6700 ACTIVISION BLIZZARD INC COM 00507V109 569 65800 SH SOLE 39400 0 26400 ADOBE SYS INC COM 00724F101 1991 93515 SH SOLE 93515 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3515 104450 SH SOLE 78550 0 25900 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 44 25010 SH SOLE 25010 0 0 ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 454 133000 SH SOLE 133000 0 0 AEROPOSTALE COM 7865108 927 57600 SH SOLE 57600 0 0 AFFILIATED COMPUTER SERVICES CL A 8190100 8386 182500 SH SOLE 110400 0 72100 AFLAC INC COM 1055102 28638 624749 SH SOLE 508149 0 116600 AGNICO EAGLE MINES LTD COM 8474108 1048 25200 SH SOLE 25200 0 0 AGRIUM INC COM 8916108 17396 629210 SH SOLE 578010 0 51200 AIR PRODS & CHEMS INC COM 9158106 2444 48627 SH SOLE 32927 0 15700 AK STL HLDG CORP COM 1547108 118 12700 SH SOLE 12700 0 0 ALCOA INC COM 13817101 4703 417700 SH SOLE 250000 0 167700 ALCON INC COM SHS H01301102 18540 207871 SH SOLE 180971 0 26900 ALEXANDRIA REAL ESTATE EQ IN COM 15271109 373 6180 SH SOLE 3790 0 2390 ALLIANCE DATA SYSTEMS CORP COM 18581108 805 17300 SH SOLE 17300 0 0 ALLSTATE CORP COM 20002101 52919 1615359 SH SOLE 1058824 0 556535 ALMOST FAMILY INC COM 20409108 265 5900 SH SOLE 5900 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 202 12500 SH SOLE 12500 0 0 ALTERA CORP COM 21441100 8591 514100 SH SOLE 427800 0 86300 ALTRIA GROUP INC COM 02209S103 60580 4022575 SH SOLE 2804998 0 1217577 AMB PROPERTY CORP COM 00163T109 459 19600 SH SOLE 9100 0 10500 AMDOCS LTD ORD G02602103 2445 133700 SH SOLE 133700 0 0 AMEDISYS INC COM 23436108 236 5700 SH SOLE 5700 0 0 AMERICAN CAP LTD COM 02503Y103 116 35900 SH SOLE 0 0 35900 AMERICAN EAGLE OUTFITTERS NE COM 2.55E+109 926 98950 SH SOLE 73100 0 25850 AMERICAN FINL GROUP INC OHIO COM 25932104 1649 72050 SH SOLE 22150 0 49900 AMERIGROUP CORP COM 03073T102 387 13100 SH SOLE 5500 0 7600 AMERISOURCEBERGEN CORP COM 3.07E+108 12367 346800 SH SOLE 176100 0 170700 AMETEK INC NEW COM 31100100 296 9800 SH SOLE 9800 0 0 AMGEN INC COM 31162100 449933 7791046 SH SOLE 6933746 0 857300 AMPHENOL CORP NEW CL A 32095101 5998 250122 SH SOLE 219522 0 30600 ANADARKO PETE CORP COM 32511107 25195 653557 SH SOLE 491157 0 162400 ANALOG DEVICES INC COM 32654105 325 17100 SH SOLE 17100 0 0 ANNALY CAP MGMT INC COM 35710409 24837 1565000 SH SOLE 1493700 0 71300 ANSYS INC COM 03662Q105 916 32858 SH SOLE 32858 0 0 AON CORP COM 37389103 7126 156000 SH SOLE 135500 0 20500 APACHE CORP COM 37411105 50183 673325 SH SOLE 464225 0 209100 APARTMENT INVT & MGMT CO CL A 03748R101 568 49143 SH SOLE 9395 0 39748 APOLLO GROUP INC CL A 37604105 3586 46800 SH SOLE 36300 0 10500 APPLE INC COM 37833100 21388 250589 SH SOLE 199131 0 51458 APPLIED MATLS INC COM 38222105 110 10900 SH SOLE 10900 0 0 ARCH CAP GROUP LTD ORD G0450A105 1381 19700 SH SOLE 6400 0 13300 ARCHER DANIELS MIDLAND CO COM 39483102 10846 376214 SH SOLE 233714 0 142500 ARENA RESOURCES INC COM 40049108 331 11800 SH SOLE 11800 0 0 ARKANSAS BEST CORP DEL COM 40790107 211 7000 SH SOLE 7000 0 0 ARROW ELECTRS INC COM 42735100 695 36900 SH SOLE 24500 0 12400 ASHLAND INC NEW COM 44209104 123 11700 SH SOLE 5000 0 6700 ASSOCIATED BANC CORP COM 45487105 1411 67400 SH SOLE 15000 0 52400 ASSURANT INC COM 04621X108 5283 176100 SH SOLE 124000 0 52100 ASTORIA FINL CORP COM 46265104 507 30750 SH SOLE 5650 0 25100 AT&T INC COM 00206R102 353967 12419888 SH SOLE 11785360 0 634528 ATMOS ENERGY CORP COM 49560105 261 11000 SH SOLE 0 0 11000 AU OPTRONICS CORP SPONSORED ADR 2255107 270 35170 SH SOLE 35170 0 0 AUTOLIV INC COM 52800109 534 24900 SH SOLE 7300 0 17600 AUTOMATIC DATA PROCESSING IN COM 53015103 45805 1164326 SH SOLE 1016326 0 148000 AUTONATION INC COM 05329W102 5036 509666 SH SOLE 390066 0 119600 AUTOZONE INC COM 53332102 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CORP COM 91797100 648 15500 SH SOLE 5700 0 9800 BLACKROCK INC COM 09247X101 12497 93154 SH SOLE 66484 0 26670 BLOCK H & R INC COM 93671105 4171 183600 SH SOLE 120800 0 62800 BMC SOFTWARE INC COM 55921100 2441 90700 SH SOLE 59300 0 31400 BOSTON PROPERTIES INC COM 101121101 7711 140200 SH SOLE 107400 0 32800 BOSTON SCIENTIFIC CORP COM 101137107 956 123500 SH SOLE 92200 0 31300 BP PLC SPONSORED ADR 55622104 262 5600 SH SOLE 5600 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 211 27389 SH SOLE 1389 0 26000 BRE PROPERTIES INC CL A 5.56E+109 434 15500 SH SOLE 4000 0 11500 BRINKS CO COM 109696104 255 9500 SH SOLE 9500 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 58132 2500300 SH SOLE 2452600 0 47700 BROADCOM CORP CL A 111320107 1397 82300 SH SOLE 82300 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 36 12700 SH SOLE 0 0 12700 BROWN & BROWN INC COM 115236101 405 19400 SH SOLE 19400 0 0 BUCKLE INC COM 118440106 391 17925 SH SOLE 17925 0 0 BUCYRUS INTL INC NEW COM 118759109 644 34800 SH SOLE 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0 7000 CLARCOR INC COM 179895107 232 7000 SH SOLE 7000 0 0 CLEAN HARBORS INC COM 184496107 412 6500 SH SOLE 6500 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 1291 50420 SH SOLE 50420 0 0 CLOROX CO DEL COM 189054109 42603 766800 SH SOLE 748900 0 17900 CNA FINL CORP COM 126117100 307 18700 SH SOLE 8600 0 10100 CNX GAS CORP COM 12618H309 341 12500 SH SOLE 8000 0 4500 COACH INC COM 189754104 33614 1618399 SH SOLE 1244068 0 374331 COCA COLA CO COM 191216100 1074272 23730330 SH SOLE 22132030 0 1598300 COEUR D ALENE MINES CORP IDA COM 192108108 17 19100 SH SOLE 19100 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8211 454651 SH SOLE 405951 0 48700 COLGATE PALMOLIVE CO COM 194162103 272782 3979897 SH SOLE 3720397 0 259500 COLONIAL BANCGROUP INC COM 195493309 32 15600 SH SOLE 0 0 15600 COLUMBIA SPORTSWEAR CO COM 198516106 233 6600 SH SOLE 2900 0 3700 COMCAST CORP NEW CL A 20030N101 27724 1642400 SH SOLE 1102600 0 539800 COMCAST CORP NEW CL A SPL 20030N200 5539 343000 SH SOLE 288000 0 55000 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0 239200 GENERAL MTRS CORP COM 370442105 370 115700 SH SOLE 34700 0 81000 GENESEE & WYO INC CL A 371559105 253 8300 SH SOLE 8300 0 0 GENTEX CORP COM 371901109 93 10500 SH SOLE 10500 0 0 GENUINE PARTS CO COM 372460105 11926 314993 SH SOLE 252393 0 62600 GENZYME CORP COM 372917104 3172 47800 SH SOLE 31100 0 16700 GERDAU AMERISTEEL CORP COM 37373P105 430 87600 SH SOLE 87600 0 0 GERDAU S A SPONSORED ADR 373737105 484 73310 SH SOLE 73310 0 0 GILEAD SCIENCES INC COM 375558103 87935 1719490 SH SOLE 1170990 0 548500 GLOBAL PMTS INC COM 37940X102 1977 60300 SH SOLE 48100 0 12200 GOLDCORP INC NEW COM 380956409 8225 322024 SH SOLE 282424 0 39600 GOLDMAN SACHS GROUP INC COM 38141G104 3910 46330 SH SOLE 28900 0 17430 GOODRICH CORP COM 382388106 252 6800 SH SOLE 6800 0 0 GOOGLE INC CL A 38259P508 271347 881999 SH SOLE 805129 0 76870 GORMAN RUPP CO COM 383082104 246 7900 SH SOLE 7900 0 0 GRAINGER W W INC COM 384802104 11700 148400 SH SOLE 140100 0 8300 GRANITE CONSTR INC COM 387328107 250 5700 SH 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COM 833034101 599 15200 SH SOLE 3000 0 12200 SOHU COM INC COM 83408W103 1595 33700 SH SOLE 33700 0 0 SOLERA HOLDINGS INC COM 83421A104 277 11500 SH SOLE 11500 0 0 SONOCO PRODS CO COM 835495102 806 34800 SH SOLE 11700 0 23100 SOUTHERN CO COM 842587107 9198 248600 SH SOLE 198300 0 50300 SOUTHWEST AIRLS CO COM 844741108 2602 301900 SH SOLE 160000 0 141900 SOUTHWESTERN ENERGY CO COM 845467109 11698 403800 SH SOLE 362900 0 40900 SPDR GOLD TRUST GOLD SHS 78463V107 50234 580600 SH SOLE 580600 0 0 SPECTRA ENERGY CORP COM 847560109 3043 193300 SH SOLE 91600 0 101700 SPX CORP COM 784635104 2623 64686 SH SOLE 51060 0 13626 ST JUDE MED INC COM 790849103 913 27700 SH SOLE 27700 0 0 ST MARY LD & EXPL CO COM 792228108 416 20500 SH SOLE 16000 0 4500 STANCORP FINL GROUP INC COM 852891100 760 18200 SH SOLE 5800 0 12400 STANLEY WKS COM 854616109 471 13800 SH SOLE 3300 0 10500 STAPLES INC COM 855030102 18331 1022950 SH SOLE 605450 0 417500 STATE STR CORP COM 857477103 6412 163022 SH SOLE 128722 0 34300 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880915103 343 20600 SH SOLE 20600 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 847 19886 SH SOLE 19886 0 0 TEXTRON INC COM 883203101 189 13600 SH SOLE 13600 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 507 14891 SH SOLE 14891 0 0 THOR INDS INC COM 885160101 391 29700 SH SOLE 6000 0 23700 TIDEWATER INC COM 886423102 346 8600 SH SOLE 2800 0 5800 TIME WARNER CABLE INC CL A 88732J108 2130 99300 SH SOLE 60800 0 38500 TJX COS INC NEW COM 872540109 23025 1119329 SH SOLE 909529 0 209800 TOLL BROTHERS INC COM 889478103 1202 56100 SH SOLE 27600 0 28500 TORCHMARK CORP COM 891027104 11450 256146 SH SOLE 184197 0 71949 TOTAL SYS SVCS INC COM 891906109 1485 106100 SH SOLE 51900 0 54200 TRANSALTA CORP COM 89346D107 216 13300 SH SOLE 13300 0 0 TRANSATLANTIC HLDGS INC COM 893521104 969 24200 SH SOLE 18700 0 5500 TRAVELERS COMPANIES INC COM 8.94E+113 47107 1042200 SH SOLE 519300 0 522900 TRINITY INDS INC COM 896522109 269 17100 SH SOLE 700 0 16400 TRIQUINT SEMICONDUCTOR INC COM 89674K103 65 19000 SH SOLE 19000 0 0 TRUE RELIGION APPAREL INC COM 89784N104 136 10900 SH SOLE 10900 0 0 TUPPERWARE BRANDS CORP COM 899896104 204 9000 SH SOLE 9000 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 7680 473800 SH SOLE 417300 0 56500 TYCO INTL LTD BERMUDA SHS G9143X208 14017 648950 SH SOLE 340100 0 308850 TYSON FOODS INC CL A 902494103 1705 194686 SH SOLE 159286 0 35400 UDR INC COM 902653104 2284 165623 SH SOLE 133023 0 32600 UGI CORP NEW COM 902681105 259 10600 SH SOLE 0 0 10600 UNIBANCO-UNIAO DE BANCOS BRA ADR 9.05E+111 832 12870 SH SOLE 12870 0 0 UNION PAC CORP COM 907818108 36239 758140 SH SOLE 544940 0 213200 UNIT CORP COM 909218109 663 24800 SH SOLE 24800 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 32 16142 SH SOLE 16142 0 0 UNITED PARCEL SERVICE INC CL B 911312106 195898 3551447 SH SOLE 3356372 0 195075 UNITED STATES NATL GAS FUND UNIT 912318102 34361 1483000 SH SOLE 1483000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 29062 878000 SH SOLE 878000 0 0 UNITED STATES STL CORP NEW COM 912909108 1973 53030 SH SOLE 51030 0 2000 UNITED TECHNOLOGIES CORP COM 913017109 201616 3761492 SH SOLE 3505573 0 255919 UNITEDHEALTH GROUP INC COM 91324P102 509474 19153152 SH SOLE 16316370 0 2836782 UNITRIN INC COM 913275103 274 17200 SH SOLE 2700 0 14500 UNIVERSAL CORP VA COM 913456109 224 7500 SH SOLE 0 0 7500 UNIVERSAL HLTH SVCS INC CL B 913903100 579 15400 SH SOLE 4400 0 11000 UNUM GROUP COM 91529Y106 1822 97935 SH SOLE 54735 0 43200 URBAN OUTFITTERS INC COM 917047102 5360 357800 SH SOLE 292100 0 65700 US BANCORP DEL COM NEW 902973304 15884 635100 SH SOLE 321700 0 313400 UST INC COM 902911106 12162 175300 SH SOLE 109100 0 66200 V F CORP COM 918204108 12581 229706 SH SOLE 200106 0 29600 VALEANT PHARMACEUTICALS INTL COM 91911X104 598 26100 SH SOLE 26100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 29587 1367255 SH SOLE 933292 0 433963 VALLEY NATL BANCORP COM 919794107 377 18600 SH SOLE 10800 0 7800 VALMONT INDS INC COM 920253101 215 3500 SH SOLE 3500 0 0 VALSPAR CORP COM 920355104 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