-----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, Pyc+P0rRVPmqveUm7MDu2iWT0ti+TR8Bpnyi1kV5q4j4wJmW62LGOkWncjUsdfyF GzNeZrccmNJKxXVYM+ypWA== 0001072613-08-001590.txt : 20080813 0001072613-08-001590.hdr.sgml : 20080813 20080813112917 ACCESSION NUMBER: 0001072613-08-001590 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080813 DATE AS OF CHANGE: 20080813 EFFECTIVENESS DATE: 20080813 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: 081012033 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_16012.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: June 30, 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 August 11, 2008 - ------------------------------------------------------ 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: 871 Form 13F Information Table Value Total: 29700902 (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 4941 71000 SH SOLE 0 0 71000 Ace Ltd Ord G0070K103 5548 100700 SH SOLE 0 0 100700 Administradora Fondos Pensione Sponsored Adr 00709P108 2873 115090 SH SOLE 115090 0 0 Advanced Semiconductor Engr Sponsored Adr 00756M404 636 143016 SH SOLE 143016 0 0 Altria Group Inc Com 02209S103 6398 311200 SH SOLE 0 0 311200 America Movil Sab De Cv Spon Adr L Shs 02364W105 65780 1243720 SH SOLE 1229860 0 13860 Anheuser Busch Cos Inc Com 035229103 6212 100000 SH SOLE 0 0 100000 At&t Inc Com 00206R102 7136 211800 SH SOLE 0 0 211800 Au Optronics Corp Sponsored Adr 002255107 1220 77043 SH SOLE 77043 0 0 Banco Bradesco S A Sp Adr Pfd New 059460303 996 48570 SH SOLE 43635 0 4935 Banco De Chile Sponsored Adr 059520106 3233 70578 SH SOLE 69153 0 1425 Banco Itau Hldg Financiera S A Sp Adr 500 Pfd 059602201 4174 205537 SH SOLE 205537 0 0 Banco Santander Chile New Sp Adr Rep Com 05965X109 19416 450756 SH SOLE 446256 0 4500 Cano Pete Inc Com 137801106 3176 400000 SH SOLE 0 0 400000 Cemex Sab De Cv Spon Adr New 151290889 22463 913766 SH SOLE 907256 0 6510 Chevron Corp New Com 166764100 12679 127900 SH SOLE 0 0 127900 China Mobile Ltd Spon Adr ADR 16941M109 34573 517585 SH SOLE 517585 0 0 China Telecom Corp Ltd Spon Adr H Shs 169426103 8846 165300 SH SOLE 165300 0 0 Chp Invest Nv Eqty Lkd Nt /Rest / 172729 24051 1 SH SOLE 1 0 0 Chunghwa Telecom Co Ltd Spon Adr New 17133Q304 28460 1129370 SH SOLE 1062476 0 66894 Coca Cola Femsa S A B De C V Spon Adr Rep L 191241108 587 7660 SH SOLE 7660 0 0 Companhia Energetica De Minas Sp Adr N-V Pfd 204409601 485 19709 SH SOLE 17720 0 1989 Companhia Vale Do Rio Doce Spon Adr Pfd 204412100 90334 3042368 SH SOLE 3036008 0 6360 Companhia Vale Do Rio Doce Sponsored Adr 204412209 104649 2911110 SH SOLE 2901480 0 9630 Compania Cervecerias Unidas Sa Sponsored Adr 204429104 4422 150290 SH SOLE 148690 0 1600 Compania De Minas Buenaventura Sponsored Adr 204448104 4274 66900 SH SOLE 66110 0 790 Conocophillips Com 20825C104 13120 139000 SH SOLE 0 0 139000 Constellation Energy Group Inc Com 210371100 8284 100900 SH SOLE 0 0 100900 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 7261 208000 SH SOLE 0 0 208000 Embotelladora Andina S A Spon Adr A 29081P204 2010 143390 SH SOLE 143390 0 0 Embotelladora Andina S A Spon Adr B 29081P303 1685 111270 SH SOLE 110460 0 810 Embraer-Empresa Brasileira De Sp Adr Com Shs 29081M102 657 24800 SH SOLE 24800 0 0 Enersis S A Sponsored Adr 29274F104 438 20700 SH SOLE 20700 0 0 Fomento Economico Mexicano Sab Spon Adr Units 344419106 13486 292700 SH SOLE 289360 0 3340 Goodyear Tire & Rubr Co Com 382550101 3286 184300 SH SOLE 0 0 184300 Hdfc Bank Ltd Adr Reps 3 Shs 40415F101 2117 28519 SH SOLE 26719 0 1800 Ingersoll-Rand Company Ltd Cl A G4776G101 4271 114100 SH SOLE 0 0 114100 Johnson & Johnson Com 478160104 5302 82400 SH SOLE 0 0 82400 Jpm Intl-Cw09 Infosys Techno__ Warrant Exp.8/ 46628H479 2495 62190 SH SOLE 62190 0 0 Kimberly Clark Corp Com 494368103 11149 186500 SH SOLE 0 0 186500 Kookmin Bk New Sponsored Adr 50049M109 2996 51200 SH SOLE 50700 0 500 Kraft Foods Inc Cl A COMMON STOCK 50075N104 7521 264370 SH SOLE 0 0 264370 Kroger Co Com 501044101 7489 259400 SH SOLE 0 0 259400 Kt Corp Sponsored Adr 48268K101 20751 984410 SH SOLE 902100 0 82310 Lan Airlines Sa ADR 501723100 1721 168030 SH SOLE 168030 0 0 Lilly Eli & Co Com 532457108 9010 195200 SH SOLE 0 0 195200 Magyar Telekom Telecommuns Plc Sponsored Adr 559776109 434 17950 SH SOLE 17950 0 0 Matsushita Elec Indl Adr 576879209 7422 346500 SH SOLE 0 0 346500 Mechel Oao Sponsored Adr 583840103 68120 1378390 SH SOLE 1369580 0 8810 Mhp Invest 0% 6/10/23 PRIVATE 168130 46974 1 SH SOLE 1 0 0 Millenium Information Tech. Private Placeme 422934 787 2545869 SH SOLE 2545869 0 0 Mobile Telesystems Ojsc Sponsored Adr 607409109 48976 642890 SH SOLE 636410 0 6480 Motorola Inc Com 620076109 6079 828200 SH SOLE 0 0 828200 New Oriental Ed & Tech Grp Inc Spon Adr 647581107 43674 761220 SH SOLE 761220 0 0 Newmont Mining Corp Com 651639106 10808 207200 SH SOLE 0 0 207200 P T Telekomunikasi Indonesia Sponsored Adr 715684106 813 25200 SH SOLE 25200 0 0 Petro Res Corp Com 71646K106 3770 1450000 SH SOLE 0 0 1450000 Petrobras Energia Partcptns Sa Sp Adr B Shs 71646M102 8756 742970 SH SOLE 734590 0 8380 Petroleo Brasileiro Sa Petrobr Sp Adr Non Vtg 71654V101 145605 2510884 SH SOLE 2418864 0 92020 Petroleo Brasileiro Sa Petrobr Sponsored Adr 71654V408 408036 5830802 SH SOLE 5819542 0 11260 Pfizer Inc Com 717081103 7544 431800 SH SOLE 0 0 431800 Philip Morris Internat-W/I COMMON STOCK 718172109 18625 377100 SH SOLE 0 0 377100 Philippine Long Distance Tel Sponsored Adr 718252604 2779 49080 SH SOLE 49080 0 0 Posco Sponsored Adr 693483109 10499 80900 SH SOLE 80900 0 0 Raytheon Co Com New 755111507 7992 142000 SH SOLE 0 0 142000 Satyam Computer Services Ltd Adr 804098101 5755 221400 SH SOLE 208620 0 12780 Sk Telecom Ltd Sponsored Adr 78440P108 23226 1107770 SH SOLE 1090390 0 17380 Sociedad Quimica Minera De Chi Spon Adr Ser B 833635105 8732 189830 SH SOLE 187770 0 2060 Southern Copper Corp COMMON STOCK 84265V105 8139 78570 SH SOLE 77600 0 970 Sprint Nextel Corp Com Ser 1 852061100 3563 375000 SH SOLE 0 0 375000 Suntech Pwr Hldgs Co Ltd Adr 86800C104 2474 66040 SH SOLE 66040 0 0 Supervalu Inc Com 868536103 5943 192400 SH SOLE 0 0 192400 Taiwan Semiconductor Mfg Ltd Sponsored Adr 874039100 31974 2966434 SH SOLE 2593208 0 373226 Tata Motors Limited-Spon Adr ADR 876568502 1691 167980 SH SOLE 154900 0 13080 Tele Norte Leste Part S A Spon Adr Pfd 879246106 121961 4957300 SH SOLE 4953310 0 3990 Telefonos De Mexico S A B De Cv Spon Adr Ord 879403780 3644 147250 SH SOLE 147250 0 0 Telmex Internacioal Adr W/I ADR 879690105 2478 147250 SH SOLE 147250 0 0 Tenaris Sa Adr ADR 88031M109 136002 1840540 SH SOLE 1828250 0 12290 Texas Instrs Inc Com 882508104 9565 339672 SH SOLE 0 0 339672 Tyco Electronics Ltd Com New G9144P105 5277 147325 SH SOLE 0 0 147325 Unibanco-Uniao De Bancos Brasl Gdr Rep Pfd Ut 90458E107 134122 1068720 SH SOLE 1056020 0 12700 United Technologies Corp Com 913017109 7410 120100 SH SOLE 0 0 120100 Unitedhealth Group Inc Com 91324P102 5738 218600 SH SOLE 0 0 218600 Vimpel Communications Spon Adr /1 Adr Rpr .75 Sh68370R109 31611 1074800 SH SOLE 1013650 0 61150 Wal Mart Stores Inc Com 931142103 13685 243500 SH SOLE 0 0 243500 Wellpoint Inc Com 94973V107 10552 221400 SH SOLE 0 0 221400 Wimm Bill Dann Foods Ojsc Sponsored Adr 97263M109 35351 338630 SH SOLE 336060 0 2570 Wyeth Com 983024100 16191 337600 SH SOLE 0 0 337600 3M CO COM 88579Y101 403062 5791948 SH SOLE 5296648 0 495300 ABBOTT LABS COM 2824100 283187 5346180 SH SOLE 4926136 0 420044 ABERCROMBIE & FITCH CO CL A 2896207 29733 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622390 0 159900 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 217 4900 SH SOLE 4900 0 0 GLOBAL PMTS INC COM 37940X102 1589 34100 SH SOLE 34100 0 0 GOLDCORP INC NEW COM 380956409 21440 471124 SH SOLE 419124 0 52000 GOLDMAN SACHS GROUP INC COM 38141G104 7293 41700 SH SOLE 13200 0 28500 GOODRICH CORP COM 382388106 9074 191200 SH SOLE 148400 0 42800 GOOGLE INC CL A 38259P508 353101 670759 SH SOLE 599759 0 71000 GRACO INC COM 384109104 228 6000 SH SOLE 6000 0 0 GRAINGER W W INC COM 384802104 12941 158200 SH SOLE 148300 0 9900 GREEN MTN COFFEE ROASTERS IN COM 393122106 222 5900 SH SOLE 5900 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 2172 221000 SH SOLE 221000 0 0 GUESS INC COM 401617105 386 10300 SH SOLE 10300 0 0 HALLIBURTON CO COM 406216101 13344 251449 SH SOLE 198049 0 53400 HANSEN NAT CORP COM 411310105 718 24900 SH SOLE 24900 0 0 HARLEY DAVIDSON INC COM 412822108 32723 902465 SH SOLE 732332 0 170133 HARRIS CORP DEL COM 413875105 217 4300 SH SOLE 4300 0 0 HARSCO CORP COM 415864107 1197 22000 SH SOLE 19400 0 2600 HARTFORD FINL SVCS GROUP INC COM 416515104 25680 397715 SH SOLE 303525 0 94190 HAWAIIAN ELEC INDUSTRIES COM 419870100 492 19900 SH SOLE 3400 0 16500 HCC INS HLDGS INC COM 404132102 702 33200 SH SOLE 33200 0 0 HCP INC COM 40414L109 1702 53500 SH SOLE 19100 0 34400 HDFC BANK LTD ADR REPS 3 SHS 40415F101 428 5970 SH SOLE 5970 0 0 HEALTH CARE REIT INC COM 42217K106 1406 31600 SH SOLE 10100 0 21500 HEALTH MGMT ASSOC INC NEW CL A 421933102 98 15100 SH SOLE 15100 0 0 HEINZ H J CO COM 423074103 18623 389200 SH SOLE 358700 0 30500 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 391 9400 SH SOLE 9400 0 0 HELMERICH & PAYNE INC COM 423452101 1779 24700 SH SOLE 18200 0 6500 HENRY JACK & ASSOC INC COM 426281101 210 9700 SH SOLE 9700 0 0 HERSHEY CO COM 427866108 9742 297200 SH SOLE 278100 0 19100 HESS CORP COM 42809H107 64594 511876 SH SOLE 402376 0 109500 HEWITT ASSOCS INC COM 42822Q100 303 7900 SH SOLE 7900 0 0 HEWLETT PACKARD CO COM 428236103 53097 1201022 SH SOLE 1018121 0 182901 HOLLY CORP COM PAR $0.01 435758305 299 8100 SH SOLE 8100 0 0 HOLOGIC INC COM 436440101 242 11100 SH SOLE 11100 0 0 HOME DEPOT INC COM 437076102 447069 19089203 SH SOLE 16896636 0 2192567 HONEYWELL INTL INC COM 438516106 8588 170812 SH SOLE 140812 0 30000 HORMEL FOODS CORP COM 440452100 986 28500 SH SOLE 21700 0 6800 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 208 8500 SH SOLE 8500 0 0 HOST HOTELS & RESORTS INC COM 44107P104 674 49400 SH SOLE 49400 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 160 23700 SH SOLE 23700 0 0 HUBBELL INC CL B 443510201 498 12500 SH SOLE 6200 0 6300 HUDSON CITY BANCORP COM 443683107 5813 348500 SH SOLE 296100 0 52400 HUMANA INC COM 444859102 334 8400 SH SOLE 8400 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1333 231000 SH SOLE 39000 0 192000 IDEX CORP COM 45167R104 247 6700 SH SOLE 6700 0 0 IDEXX LABS INC COM 45168D104 1467 30100 SH SOLE 30100 0 0 IHS INC CL A 451734107 459 6600 SH SOLE 6600 0 0 II VI INC COM 902104108 227 6500 SH SOLE 6500 0 0 ILLINOIS TOOL WKS INC COM 452308109 36413 766420 SH SOLE 662820 0 103600 ILLUMINA INC COM 452327109 2073 23800 SH SOLE 21700 0 2100 IMCLONE SYS INC COM 45245W109 202 5000 SH SOLE 5000 0 0 IMMUCOR INC COM 452526106 334 12900 SH SOLE 12900 0 0 IMPERIAL OIL LTD COM NEW 453038408 7518 138500 SH SOLE 138500 0 0 INFORMATICA CORP COM 45666Q102 295 19600 SH SOLE 19600 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1991 45810 SH SOLE 45810 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5877 157006 SH SOLE 104975 0 52031 INGRAM MICRO INC CL A 457153104 1348 75950 SH SOLE 65450 0 10500 INTEL CORP COM 458140100 69466 3234004 SH SOLE 2663304 0 570700 INTERACTIVE DATA CORP COM 45840J107 493 19600 SH SOLE 19600 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 342 3000 SH SOLE 3000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 312697 2638127 SH SOLE 2435001 0 203126 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 219 5600 SH SOLE 5600 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 232 9300 SH SOLE 9300 0 0 INTERSIL CORP CL A 46069S109 642 26400 SH SOLE 26400 0 0 INTL PAPER CO COM 460146103 960 41200 SH SOLE 0 0 41200 INTUIT COM 461202103 1194 43300 SH SOLE 37600 0 5700 INTUITIVE SURGICAL INC COM NEW 46120E602 17546 65130 SH SOLE 54330 0 10800 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 201 6000 SH SOLE 6000 0 0 INVITROGEN CORP COM 46185R100 4908 125000 SH SOLE 110000 0 15000 IRON MTN INC COM 462846106 247 9300 SH SOLE 9300 0 0 ITRON INC COM 465741106 482 4900 SH SOLE 4900 0 0 ITT CORP NEW COM 450911102 2305 36400 SH SOLE 26900 0 9500 ITT EDUCATIONAL SERVICES INC COM 45068B109 19269 233200 SH SOLE 197200 0 36000 JACK IN THE BOX INC COM 466367109 206 9200 SH SOLE 9200 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 22652 280700 SH SOLE 223400 0 57300 JANUS CAP GROUP INC COM 47102X105 1871 70700 SH SOLE 65000 0 5700 JOHNSON & JOHNSON COM 478160104 1577699 24521282 SH SOLE 22078343 0 2442939 JOHNSON CTLS INC COM 478366107 9947 346814 SH SOLE 260714 0 86100 JONES APPAREL GROUP INC COM 480074103 469 34126 SH SOLE 23326 0 10800 JOY GLOBAL INC COM 481165108 1683 22200 SH SOLE 22200 0 0 JP MORGAN CHASE & CO COM 46625H100 953 27768 SH SOLE 12268 0 15500 JUNIPER NETWORKS INC COM 48203R104 13282 598830 SH SOLE 476930 0 121900 KB HOME COM 48666K109 3568 210763 SH SOLE 188063 0 22700 KBR INC COM 48242W106 255 7300 SH SOLE 7300 0 0 KELLOGG CO COM 487836108 36519 760500 SH SOLE 706800 0 53700 KEYCORP NEW COM 493267108 1211 110300 SH SOLE 15800 0 94500 KIMBERLY CLARK CORP COM 494368103 183978 3077581 SH SOLE 2757385 0 320196 KIMCO REALTY CORP COM 49446R109 1259 36458 SH SOLE 24058 0 12400 KINETIC CONCEPTS INC COM NEW 49460W208 251 6300 SH SOLE 6300 0 0 KING PHARMACEUTICALS INC COM 495582108 1872 178800 SH SOLE 137300 0 41500 KINGSWAY FINL SVCS INC COM 496904103 788 92100 SH SOLE 92100 0 0 KINROSS GOLD CORP COM NO PAR 496902404 668 28700 SH SOLE 28700 0 0 KIRBY CORP COM 497266106 370 7700 SH SOLE 7700 0 0 KOHLS CORP COM 500255104 19544 488100 SH SOLE 395800 0 92300 KRAFT FOODS INC CL A 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680223104 13200 1114903 SH SOLE 871352 0 243551 OMNICOM GROUP INC COM 681919106 814 18129 SH SOLE 18129 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 216 17900 SH SOLE 17900 0 0 ONYX PHARMACEUTICALS INC COM 683399109 335 9400 SH SOLE 9400 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1249 42080 SH SOLE 42080 0 0 OPEN TEXT CORP COM 683715106 1209 38200 SH SOLE 38200 0 0 ORACLE CORP COM 68389X105 483934 23044470 SH SOLE 20934317 0 2110153 OVERSEAS SHIPHOLDING GROUP I COM 690368105 938 11800 SH SOLE 6600 0 5200 OWENS & MINOR INC NEW COM 690732102 434 9500 SH SOLE 9500 0 0 OWENS ILL INC COM NEW 690768403 8296 199000 SH SOLE 159400 0 39600 PACCAR INC COM 693718108 11242 268750 SH SOLE 212425 0 56325 PALL CORP COM 696429307 421 10600 SH SOLE 10600 0 0 PAREXEL INTL CORP COM 699462107 205 7800 SH SOLE 7800 0 0 PARKER HANNIFIN CORP COM 701094104 27615 387200 SH SOLE 285950 0 101250 PARTNERRE LTD COM G6852T105 567 8200 SH SOLE 8200 0 0 PATTERSON COMPANIES INC COM 703395103 2760 93900 SH SOLE 80300 0 13600 PATTERSON UTI ENERGY INC COM 703481101 3241 89700 SH SOLE 63700 0 26000 PAYCHEX INC COM 704326107 26765 855652 SH SOLE 747252 0 108400 PEABODY ENERGY CORP COM 704549104 3152 35800 SH SOLE 30400 0 5400 PEDIATRIX MED GROUP COM 705324101 1113 22600 SH SOLE 22600 0 0 PENN WEST ENERGY TR TR UNIT 707885109 8819 264400 SH SOLE 264400 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 501 34000 SH SOLE 18700 0 15300 PENTAIR INC COM 709631105 564 16100 SH SOLE 4900 0 11200 PEPCO HOLDINGS INC COM 713291102 8155 317930 SH SOLE 273562 0 44368 PEPSI BOTTLING GROUP INC COM 713409100 1655 59286 SH SOLE 47486 0 11800 PEPSIAMERICAS INC COM 71343P200 1424 72000 SH SOLE 51000 0 21000 PEPSICO INC COM 713448108 1014767 15957964 SH SOLE 14601564 0 1356400 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 686 27470 SH SOLE 27470 0 0 PERRIGO CO COM 714290103 2056 64700 SH SOLE 60100 0 4600 PETRO-CDA COM 7.16E+106 3451 62800 SH SOLE 62800 0 0 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 279 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SPONSORED ADR 693483109 4018 30960 SH SOLE 30960 0 0 POTASH CORP SASK INC COM 73755L107 321794 1428340 SH SOLE 1324940 0 103400 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 8060 180000 SH SOLE 180000 0 0 PPG INDS INC COM 693506107 9002 156907 SH SOLE 120007 0 36900 PPL CORP COM 69351T106 8311 159000 SH SOLE 115700 0 43300 PRAXAIR INC COM 74005P104 52769 559945 SH SOLE 470045 0 89900 PRECISION CASTPARTS CORP COM 740189105 14317 148558 SH SOLE 124734 0 23824 PRICE T ROWE GROUP INC COM 74144T108 2541 45000 SH SOLE 39600 0 5400 PRICELINE COM INC COM NEW 741503403 2586 22400 SH SOLE 22400 0 0 PROCTER & GAMBLE CO COM 742718109 650305 10694048 SH SOLE 9690548 0 1003500 PROGRESS ENERGY INC COM 743263105 9146 218637 SH SOLE 196903 0 21734 PROGRESSIVE CORP OHIO COM 743315103 11530 615900 SH SOLE 410000 0 205900 PROLOGIS SH BEN INT 743410102 1480 27238 SH SOLE 27238 0 0 PROTECTIVE LIFE CORP COM 743674103 864 22700 SH SOLE 7100 0 15600 PRUDENTIAL FINL INC COM 744320102 615 10300 SH SOLE 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COM 87162H103 401 11900 SH SOLE 11900 0 0 SYSCO CORP COM 871829107 26093 948498 SH SOLE 844098 0 104400 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3331 305287 SH SOLE 305287 0 0 TALISMAN ENERGY INC COM 8.74E+107 377 17300 SH SOLE 17300 0 0 TARGET CORP COM 8.76E+110 57155 1229400 SH SOLE 1049700 0 179700 TATA MTRS LTD SPONSORED ADR 876568502 528 52580 SH SOLE 52580 0 0 TCF FINL CORP COM 872275102 932 77500 SH SOLE 18300 0 59200 TECH DATA CORP COM 878237106 1166 34397 SH SOLE 31897 0 2500 TECHNE CORP COM 878377100 890 11500 SH SOLE 11500 0 0 TECK COMINCO LTD CL B 878742204 2453 51900 SH SOLE 51900 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 2265 90940 SH SOLE 90940 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 356 7300 SH SOLE 7300 0 0 TELEFLEX INC COM 879369106 901 16200 SH SOLE 8800 0 7400 TEMPLE INLAND INC COM 879868107 190 16900 SH SOLE 3100 0 13800 TENARIS S A SPONSORED ADR 88031M109 3662 49160 SH SOLE 49160 0 0 TENET HEALTHCARE CORP COM 88033G100 103 18500 SH SOLE 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379974 SH SOLE 308010 0 71964 TRAVELERS COMPANIES INC COM 8.94E+113 40727 938400 SH SOLE 625300 0 313100 TRIMBLE NAVIGATION LTD COM 896239100 1628 45600 SH SOLE 41600 0 4000 TUPPERWARE BRANDS CORP COM 899896104 561 16400 SH SOLE 16400 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 6752 188500 SH SOLE 159600 0 28900 TYCO INTL LTD BERMUDA SHS G9143X208 10924 272825 SH SOLE 169675 0 103150 TYSON FOODS INC CL A 902494103 1855 124186 SH SOLE 88786 0 35400 UAL CORP COM NEW 902549807 77 14800 SH SOLE 14800 0 0 UDR INC COM 902653104 2771 123823 SH SOLE 123823 0 0 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 9.05E+111 3895 30690 SH SOLE 30690 0 0 UNION PAC CORP COM 907818108 5462 72340 SH SOLE 56440 0 15900 UNIONBANCAL CORP COM 908906100 2328 57600 SH SOLE 22200 0 35400 UNIT CORP COM 909218109 855 10300 SH SOLE 10300 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 45 15447 SH SOLE 15447 0 0 UNITED PARCEL SERVICE INC CL B 911312106 148312 2412747 SH SOLE 2207772 0 204975 UNITED STATES STL CORP NEW COM 912909108 813 4400 SH SOLE 2400 0 2000 UNITED TECHNOLOGIES CORP COM 913017109 247744 4015292 SH SOLE 3603573 0 411719 UNITEDHEALTH GROUP INC COM 91324P102 698024 26591409 SH SOLE 24156627 0 2434782 UNITRIN INC COM 913275103 397 14400 SH SOLE 3000 0 11400 UNUM GROUP COM 91529Y106 11667 570533 SH SOLE 477937 0 92596 URBAN OUTFITTERS INC COM 917047102 1438 46100 SH SOLE 46100 0 0 US BANCORP DEL COM NEW 902973304 17752 636500 SH SOLE 303800 0 332700 UST INC COM 902911106 12615 231000 SH SOLE 159800 0 71200 V F CORP COM 918204108 18963 266406 SH SOLE 220506 0 45900 VALERO ENERGY CORP NEW COM 91913Y100 45477 1104355 SH SOLE 830592 0 273763 VALMONT INDS INC COM 920253101 501 4800 SH SOLE 4800 0 0 VARIAN MED SYS INC COM 92220P105 1908 36800 SH SOLE 33400 0 3400 VCA ANTECH INC COM 918194101 358 12900 SH SOLE 12900 0 0 VECTREN CORP COM 92240G101 490 15700 SH SOLE 0 0 15700 VENTAS INC COM 92276F100 579 13600 SH SOLE 13600 0 0 VERISIGN INC COM 9.23E+106 4672 123600 SH SOLE 100200 0 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2727784 SH SOLE 2350915 0 376869 WELLS FARGO & CO NEW COM 949746101 8796 370348 SH SOLE 150630 0 219718 WESTAMERICA BANCORPORATION COM 957090103 205 3900 SH SOLE 3900 0 0 WESTERN DIGITAL CORP COM 958102105 15715 455100 SH SOLE 371400 0 83700 WESTERN UN CO COM 959802109 1085 43900 SH SOLE 36900 0 7000 WHIRLPOOL CORP COM 963320106 7296 118198 SH SOLE 100595 0 17603 WHITING PETE CORP NEW COM 966387102 1252 11800 SH SOLE 10900 0 900 WILEY JOHN & SONS INC CL A 968223206 212 4700 SH SOLE 4700 0 0 WILLIAMS SONOMA INC COM 969904101 202 10200 SH SOLE 10200 0 0 WILMINGTON TRUST CORP COM 971807102 259 9800 SH SOLE 4600 0 5200 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 942 8950 SH SOLE 8950 0 0 WOODWARD GOVERNOR CO COM 980745103 467 13100 SH SOLE 13100 0 0 WRIGLEY WM JR CO COM 982526105 91407 1175200 SH SOLE 1078200 0 97000 WYETH COM 983024100 172072 3587832 SH SOLE 3291432 0 296400 WYNN RESORTS LTD COM 983134107 765 9400 SH SOLE 7700 0 1700 XCEL ENERGY INC COM 98389B100 12048 600300 SH 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