-----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, I8Ph7YL/FJSgWnPZIyQASksmS7kbkxj+X7n28IGsuhO6SGgPVGoGMZDay2BgRj/B Z0ATrYJBvHGnA06DqWVOZg== 0001072613-09-001469.txt : 20091113 0001072613-09-001469.hdr.sgml : 20091113 20091113152051 ACCESSION NUMBER: 0001072613-09-001469 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 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: 091181263 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_16636.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: September 30, 2009 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: John McGinty Title: Chief Compliance Officer, not in his individual capacity Phone:(617) 790-5031 Signature, Place and Date of Signing: /s/ John McGinty Boston, MA November 13, 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: 823 Form 13F Information Table Value Total: 26,399,730 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 - ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP COM 885535104 93 17700 SH SOLE 17700 0 0 3M CO COM 88579Y101 321882 4361548 SH SOLE 4160948 0 200600 ABBOTT LABS COM 002824100 538704 10889501 SH SOLE 10207601 0 681900 ABERCROMBIE & FITCH CO CL A 002896207 3548 107900 SH SOLE 68800 0 39100 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13157 353008 SH SOLE 342408 0 10600 ACE LTD SHS H0023R105 6465 120924 SH SOLE 116124 0 4800 ACME PACKET INC COM 004764106 114 11400 SH SOLE 11400 0 0 ACTIVISION BLIZZARD INC COM 00507V109 479 38700 SH SOLE 38700 0 0 ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 4790 139250 SH SOLE 139250 0 0 ADOBE SYS INC COM 00724F101 743 22500 SH SOLE 17400 0 5100 ADTRAN INC COM 00738A106 233 9500 SH SOLE 9500 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 5427 138150 SH SOLE 99750 0 38400 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 745 180453 SH SOLE 180453 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 1693 258500 SH SOLE 258500 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 304 11200 SH SOLE 6600 0 4600 AEROPOSTALE COM 007865108 1387 31900 SH SOLE 31900 0 0 AES CORP COM 00130H105 578 39000 SH SOLE 29200 0 9800 AETNA INC NEW COM 00817Y108 345 12400 SH SOLE 7800 0 4600 AFFILIATED COMPUTER SERVICES CL A 008190100 12475 230300 SH SOLE 153800 0 76500 AFFILIATED MANAGERS GROUP COM 008252108 286 4400 SH SOLE 4400 0 0 AFLAC INC COM 001055102 4404 103049 SH SOLE 90149 0 12900 AGNICO EAGLE MINES LTD COM 008474108 6707 106100 SH SOLE 82200 0 23900 AIR PRODS & CHEMS INC COM 009158106 528 6800 SH SOLE 5000 0 1800 AIRTRAN HLDGS INC COM 00949P108 286 45700 SH SOLE 45700 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 222 11300 SH SOLE 11300 0 0 ALCON INC COM SHS H01301102 28798 207671 SH SOLE 200271 0 7400 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1225 35000 SH SOLE 7300 0 27700 ALLERGAN INC COM 018490102 6981 123000 SH SOLE 86800 0 36200 ALLIANCE DATA SYSTEMS CORP COM 108581108 3665 60000 SH SOLE 45800 0 14200 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 1179 24600 SH SOLE 5500 0 19100 ALLSTATE CORP COM 020002101 41933 1369451 SH SOLE 1021253 0 348198 ALTERA CORP COM 021441100 7638 372400 SH SOLE 343300 0 29100 ALTRIA GROUP INC COM 02209S103 76884 4316913 SH SOLE 3257998 0 1058915 AMAZON COM INC COM 023135106 48342 517800 SH SOLE 425600 0 92200 AMB PROPERTY CORP COM 00163T109 213 9300 SH SOLE 9300 0 0 AMDOCS LTD ORD G02602103 7107 264400 SH SOLE 255200 0 9200 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 26873 613130 SH SOLE 613130 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3261 193400 SH SOLE 160200 0 33200 AMERICAN EXPRESS CO COM 025816109 2490 73461 SH SOLE 24161 0 49300 AMERICAN FINL GROUP INC OHIO COM 025932104 1813 71100 SH SOLE 21500 0 49600 AMERICAN TOWER CORP CL A 029912201 233 6400 SH SOLE 6400 0 0 AMERICREDIT CORP COM 03060R101 381 24100 SH SOLE 19700 0 4400 AMERIPRISE FINL INC COM 03076C106 1958 53900 SH SOLE 31800 0 22100 AMERISOURCEBERGEN CORP COM 03073E105 16503 737400 SH SOLE 461800 0 275600 AMGEN INC COM 031162100 455083 7555746 SH SOLE 6727046 0 828700 AMPHENOL CORP NEW CL A 032095101 290 7700 SH SOLE 7700 0 0 AMR CORP COM 001765106 742 93300 SH SOLE 93300 0 0 ANADARKO PETE CORP COM 032511107 772 12300 SH SOLE 12300 0 0 ANALOG DEVICES INC COM 032654105 342 12400 SH SOLE 12400 0 0 ANIXTER INTL INC COM 035290105 337 8400 SH SOLE 0 0 8400 ANNALY CAP MGMT INC COM 035710409 11133 613700 SH SOLE 588100 0 25600 AON CORP COM 037389103 8427 207100 SH SOLE 193600 0 13500 APACHE CORP COM 037411105 4205 45790 SH SOLE 33230 0 12560 APOLLO GROUP INC CL A 037604105 57883 785700 SH SOLE 594800 0 190900 APPLE INC COM 037833100 200631 1082443 SH SOLE 1003113 0 79330 APPLIED MATLS INC COM 038222105 498 37200 SH SOLE 37200 0 0 AQUA AMERICA INC COM 03836W103 2343 132800 SH SOLE 66700 0 66100 ARBITRON INC COM 03875Q108 2041 98300 SH SOLE 98300 0 0 ARCH CAP GROUP LTD ORD G0450A105 3857 57100 SH SOLE 34100 0 23000 ARCHER DANIELS MIDLAND CO COM 039483102 10692 365914 SH SOLE 247314 0 118600 ARROW ELECTRS INC COM 042735100 1019 36200 SH SOLE 28500 0 7700 ASHLAND INC NEW COM 044209104 1016 23500 SH SOLE 5000 0 18500 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 225 8500 SH SOLE 8500 0 0 ASSOCIATED BANC CORP COM 045487105 425 37200 SH SOLE 900 0 36300 ASSURANT INC COM 04621X108 4530 141300 SH SOLE 104300 0 37000 ASTORIA FINL CORP COM 046265104 200 18100 SH SOLE 0 0 18100 AT&T INC COM 00206R102 244184 9040488 SH SOLE 8462160 0 578328 AU OPTRONICS CORP SPONSORED ADR 002255107 934 96516 SH SOLE 96516 0 0 AUTOLIV INC COM 052800109 1055 31400 SH SOLE 5900 0 25500 AUTOMATIC DATA PROCESSING IN COM 053015103 48647 1237826 SH SOLE 1156726 0 81100 AUTONATION INC COM 05329W102 11782 651666 SH SOLE 509966 0 141700 AUTOZONE INC COM 053332102 23150 158320 SH SOLE 122670 0 35650 AVALONBAY CMNTYS INC COM 053484101 500 6873 SH SOLE 6873 0 0 AVIS BUDGET GROUP COM 053774105 454 34000 SH SOLE 34000 0 0 AVNET INC COM 053807103 1026 39500 SH SOLE 33900 0 5600 AVON PRODS INC COM 054303102 73537 2165400 SH SOLE 2071600 0 93800 AXIS CAPITAL HOLDINGS SHS G0692U109 2034 67400 SH SOLE 29400 0 38000 BAKER HUGHES INC COM 057224107 3426 80300 SH SOLE 34400 0 45900 BALL CORP COM 058498106 1068 21700 SH SOLE 21700 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 40124 2017318 SH SOLE 2017318 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1877 32620 SH SOLE 32620 0 0 BANCORPSOUTH INC COM 059692103 391 16000 SH SOLE 0 0 16000 BANK MONTREAL QUE COM 063671101 77873 1650500 SH SOLE 1650500 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 24375 573984 SH SOLE 562484 0 11500 BANK OF AMERICA CORPORATION COM 060505104 33905 2003849 SH SOLE 1382004 0 621845 BARD C R INC COM 067383109 13037 165842 SH SOLE 158742 0 7100 BARRICK GOLD CORP COM 067901108 35183 974800 SH SOLE 777400 0 197400 BAXTER INTL INC COM 071813109 44806 785931 SH SOLE 714431 0 71500 BB&T CORP COM 054937107 19656 721600 SH SOLE 529400 0 192200 BCE INC COM NEW 05534B760 1087 47305 SH SOLE 47305 0 0 BECKMAN COULTER INC COM 075811109 455 6600 SH SOLE 6600 0 0 BECTON DICKINSON & CO COM 075887109 23921 342953 SH SOLE 330453 0 12500 BED BATH & BEYOND INC COM 075896100 14025 373600 SH SOLE 258500 0 115100 BEMIS INC COM 081437105 767 29600 SH SOLE 17200 0 12400 BERKLEY W R CORP COM 084423102 9021 356850 SH SOLE 212750 0 144100 BEST BUY INC COM 086516101 24321 648223 SH SOLE 529823 0 118400 BIOGEN IDEC INC COM 09062X103 14487 286754 SH SOLE 198054 0 88700 BIOVAIL CORP COM 09067J109 2113 147000 SH SOLE 147000 0 0 BJ SVCS CO COM 055482103 5767 296800 SH SOLE 144700 0 152100 BJS WHOLESALE CLUB INC COM 05548J106 391 10800 SH SOLE 1400 0 9400 BLACK & DECKER CORP COM 091797100 889 19200 SH SOLE 1000 0 18200 BLACKROCK INC COM 09247X101 2526 11650 SH SOLE 7050 0 4600 BLOCK H & R INC COM 093671105 3830 208400 SH SOLE 156000 0 52400 BMC SOFTWARE INC COM 055921100 2758 73500 SH SOLE 59300 0 14200 BOSTON PROPERTIES INC COM 101121101 682 10400 SH SOLE 10400 0 0 BOSTON SCIENTIFIC CORP COM 101137107 165 15600 SH SOLE 15600 0 0 BP PLC SPONSORED ADR 055622104 298 5600 SH SOLE 5600 0 0 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 492 9230 SH SOLE 9230 0 0 BRINKER INTL INC COM 109641100 1070 68000 SH SOLE 68000 0 0 BRINKS CO COM 109696104 234 8700 SH SOLE 8700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 111383 4945941 SH SOLE 4249741 0 696200 BROADCOM CORP CL A 111320107 18371 598600 SH SOLE 494200 0 104400 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 287 14300 SH SOLE 14300 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 865 110100 SH SOLE 92200 0 17900 BROWN & BROWN INC COM 115236101 2508 130900 SH SOLE 96000 0 34900 BROWN FORMAN CORP CL B 115637209 646 13400 SH SOLE 13400 0 0 BRUNSWICK CORP COM 117043109 194 16200 SH SOLE 6300 0 9900 BUCKLE INC COM 118440106 206 6025 SH SOLE 6025 0 0 BUNGE LIMITED COM G16962105 977 15600 SH SOLE 300 0 15300 BURGER KING HLDGS INC COM 121208201 2090 118800 SH SOLE 118800 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 27826 481834 SH SOLE 448534 0 33300 CA INC COM 12673P105 1201 54600 SH SOLE 54600 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2746 115600 SH SOLE 57400 0 58200 CABOT OIL & GAS CORP COM 127097103 1333 37300 SH SOLE 37300 0 0 CACI INTL INC CL A 127190304 298 6300 SH SOLE 2000 0 4300 CADENCE DESIGN SYSTEM INC COM 127387108 89 12100 SH SOLE 12100 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 3071 81200 SH SOLE 81200 0 0 CAMPBELL SOUP CO COM 134429109 21024 644517 SH SOLE 604617 0 39900 CANADIAN NAT RES LTD COM 136385101 4553 72728 SH SOLE 72728 0 0 CANADIAN NATL RY CO COM 136375102 33170 726700 SH SOLE 652700 0 74000 CANADIAN PAC RY LTD COM 13645T100 34842 799913 SH SOLE 761813 0 38100 CAPITAL ONE FINL CORP COM 14040H105 1615 45200 SH SOLE 14800 0 30400 CAPITOL FED FINL COM 14057C106 1017 30900 SH SOLE 18400 0 12500 CARDINAL HEALTH INC COM 14149Y108 13376 499100 SH SOLE 292200 0 206900 CAREER EDUCATION CORP COM 141665109 1201 49400 SH SOLE 39000 0 10400 CAREFUSION CORP COM 14170T101 2193 100600 SH SOLE 57050 0 43550 CARLISLE COS INC COM 142339100 661 19500 SH SOLE 11200 0 8300 CARMAX INC COM 143130102 1298 62100 SH SOLE 46600 0 15500 CATERPILLAR INC DEL COM 149123101 888 17300 SH SOLE 5200 0 12100 CB RICHARD ELLIS GROUP INC CL A 12497T101 160 13600 SH SOLE 13600 0 0 CBL & ASSOC PPTYS INC COM 124830100 2286 235694 SH SOLE 12731 0 222963 CBS CORP NEW CL B 124857202 9347 775700 SH SOLE 372600 0 403100 CDN IMPERIAL BK OF COMMERCE COM 136069101 6145 108100 SH SOLE 108100 0 0 CELESTICA INC SUB VTG SHS 15101Q108 103 11700 SH SOLE 11700 0 0 CENTERPOINT ENERGY INC COM 15189T107 9332 750800 SH SOLE 714700 0 36100 CENTRAL EUROPEAN DIST CORP COM 153435102 1782 54396 SH SOLE 54396 0 0 CENTURYTEL INC COM 156700106 12388 368696 SH SOLE 235996 0 132700 CEPHALON INC COM 156708109 2411 41400 SH SOLE 29200 0 12200 CERNER CORP COM 156782104 5677 75900 SH SOLE 52500 0 23400 CHECK POINT SOFTWARE TECH LT ORD M22465104 3268 115280 SH SOLE 115280 0 0 CHEESECAKE FACTORY INC COM 163072101 250 13500 SH SOLE 13500 0 0 CHEMED CORP NEW COM 16359R103 277 6300 SH SOLE 6300 0 0 CHEVRON CORP NEW COM 166764100 831941 11812303 SH SOLE 10755002 0 1057301 CHICOS FAS INC COM 168615102 1469 113000 SH SOLE 113000 0 0 CHINA INFORMATION SEC TECH I COM 16944F101 1705 307836 SH SOLE 307836 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 18515 377012 SH SOLE 377012 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1213 25650 SH SOLE 25650 0 0 CHOICE HOTELS INTL INC COM 169905106 280 9000 SH SOLE 0 0 9000 CHUBB CORP COM 171232101 23219 460600 SH SOLE 261600 0 199000 CHUNGHWA TELECOM CO LTD SPONS ADR NEW 09 17133Q403 10352 573823 SH SOLE 495707 0 78115 CHURCH & DWIGHT INC COM 171340102 2417 42600 SH SOLE 35500 0 7100 CIGNA CORP COM 125509109 8638 307500 SH SOLE 181100 0 126400 CIMAREX ENERGY CO COM 171798101 2764 63800 SH SOLE 40600 0 23200 CINCINNATI FINL CORP COM 172062101 1001 38500 SH SOLE 13800 0 24700 CINTAS CORP COM 172908105 3952 130400 SH SOLE 111600 0 18800 CISCO SYS INC COM 17275R102 888437 37741600 SH SOLE 34933700 0 2807900 CITIGROUP INC COM 172967101 1042 215200 SH SOLE 215200 0 0 CITRIX SYS INC COM 177376100 6861 174900 SH SOLE 131000 0 43900 CITY NATL CORP COM 178566105 681 17500 SH SOLE 500 0 17000 CLECO CORP NEW COM 12561W105 349 13900 SH SOLE 0 0 13900 CLOROX CO DEL COM 189054109 50985 866800 SH SOLE 786900 0 79900 CME GROUP INC COM 12572Q105 7233 23470 SH SOLE 12020 0 11450 CMS ENERGY CORP COM 125896100 1218 90900 SH SOLE 43200 0 47700 CNA FINL CORP COM 126117100 1796 74400 SH SOLE 26900 0 47500 CNINSURE INC SPONSORED ADR 18976M103 8353 363820 SH SOLE 363820 0 0 CNOOC LTD SPONSORED ADR 126132109 2866 21160 SH SOLE 21160 0 0 COACH INC COM 189754104 48655 1477968 SH SOLE 1203868 0 274100 COCA COLA CO COM 191216100 1170302 21793330 SH SOLE 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629 9500 SH SOLE 7000 0 2500 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 225 22000 SH SOLE 0 0 22000 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 3281 9500 SH SOLE 9500 0 0 FAMILY DLR STORES INC COM 307000109 7094 268700 SH SOLE 207600 0 61100 FASTENAL CO COM 311900104 6080 157100 SH SOLE 139300 0 17800 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 258 4200 SH SOLE 4200 0 0 FEDERATED INVS INC PA CL B 314211103 208 7900 SH SOLE 7900 0 0 FEDEX CORP COM 31428X106 632 8400 SH SOLE 8400 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 7730 512570 SH SOLE 394136 0 118434 FIDELITY NATL INFORMATION SV COM 31620M106 2357 92400 SH SOLE 75500 0 16900 FIFTH THIRD BANCORP COM 316773100 862 85100 SH SOLE 1200 0 83900 FIRST AMERN CORP CALIF COM 318522307 9272 286450 SH SOLE 237050 0 49400 FIRST HORIZON NATL CORP COM 320517105 2067 156270 SH SOLE 74962 0 81308 FIRST NIAGARA FINL GP INC COM 33582V108 353 28600 SH SOLE 700 0 27900 FIRST SOLAR INC COM 336433107 7840 51290 SH SOLE 49990 0 1300 FISERV INC COM 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SPONSORED ADR 373737105 6786 504930 SH SOLE 504930 0 0 GFI GROUP INC COM 361652209 111 15300 SH SOLE 15300 0 0 GILDAN ACTIVEWEAR INC COM 375916103 3983 216800 SH SOLE 132900 0 83900 GILEAD SCIENCES INC COM 375558103 71837 1544890 SH SOLE 1418990 0 125900 GLOBAL CASH ACCESS HLDGS INC COM 378967103 119 16300 SH SOLE 16300 0 0 GLOBAL INDS LTD COM 379336100 200 21000 SH SOLE 0 0 21000 GLOBAL PMTS INC COM 37940X102 6099 130600 SH SOLE 97200 0 33400 GOLDCORP INC NEW COM 380956409 4378 116400 SH SOLE 116400 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 120412 653170 SH SOLE 473350 0 179820 GOODRICH CORP COM 382388106 2722 50100 SH SOLE 39200 0 10900 GOODYEAR TIRE & RUBR CO COM 382550101 2112 124000 SH SOLE 124000 0 0 GOOGLE INC CL A 38259P508 772354 1557636 SH SOLE 1419496 0 138140 GRAINGER W W INC COM 384802104 14914 166900 SH SOLE 155200 0 11700 GRANITE CONSTR INC COM 387328107 328 10600 SH SOLE 2000 0 8600 GREEN MTN COFFEE ROASTERS IN COM 393122106 989 13400 SH SOLE 13400 0 0 GREENHILL & CO 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CO COM 423074103 3962 99671 SH SOLE 88871 0 10800 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 232 15500 SH SOLE 0 0 15500 HENRY JACK & ASSOC INC COM 426281101 960 40900 SH SOLE 40900 0 0 HERBALIFE LTD COM USD SHS G4412G101 203 6200 SH SOLE 6200 0 0 HERSHEY CO COM 427866108 33245 855500 SH SOLE 758800 0 96700 HEWITT ASSOCS INC COM 42822Q100 240 6600 SH SOLE 6600 0 0 HEWLETT PACKARD CO COM 428236103 92962 1969120 SH SOLE 1906920 0 62200 HMS HLDGS CORP COM 40425J101 313 8200 SH SOLE 8200 0 0 HOLLY CORP COM PAR $0.01 435758305 338 13200 SH SOLE 13200 0 0 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2171 228720 SH SOLE 228720 0 0 HOME DEPOT INC COM 437076102 267273 10032784 SH SOLE 8542521 0 1490263 HORMEL FOODS CORP COM 440452100 2561 72100 SH SOLE 53300 0 18800 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 10344 507800 SH SOLE 366200 0 141600 HOST HOTELS & RESORTS INC COM 44107P104 567 48200 SH SOLE 48200 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 307 40800 SH SOLE 40800 0 0 HUDSON CITY BANCORP COM 443683107 710 54000 SH SOLE 47900 0 6100 HUMANA INC COM 444859102 3405 91300 SH SOLE 62500 0 28800 HUNTSMAN CORP COM 447011107 516 56600 SH SOLE 0 0 56600 IAC INTERACTIVECORP COM PAR $.001 44919P508 392 19400 SH SOLE 19400 0 0 IAMGOLD CORP COM 450913108 2084 158200 SH SOLE 158200 0 0 ICICI BK LTD ADR 45104G104 40935 1061600 SH SOLE 1061600 0 0 IDACORP INC COM 451107106 348 12100 SH SOLE 0 0 12100 ILLINOIS TOOL WKS INC COM 452308109 23325 546120 SH SOLE 526720 0 19400 IMPERIAL OIL LTD COM NEW 453038408 1555 43900 SH SOLE 43900 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 56828 1171950 SH SOLE 1127150 0 44800 INGERSOLL-RAND PLC SHS G47791101 905 29500 SH SOLE 29500 0 0 INGRAM MICRO INC CL A 457153104 2147 127400 SH SOLE 25500 0 101900 INLAND REAL ESTATE CORP COM NEW 457461200 107 12200 SH SOLE 12200 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 233 6500 SH SOLE 0 0 6500 INTEL CORP COM 458140100 4859 248308 SH SOLE 248308 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 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119500 SH SOLE 87800 0 31700 LINCARE HLDGS INC COM 532791100 644 20595 SH SOLE 20595 0 0 LINCOLN NATL CORP IND COM 534187109 9027 348400 SH SOLE 312600 0 35800 LINEAR TECHNOLOGY CORP COM 535678106 1113 40300 SH SOLE 40300 0 0 LOCKHEED MARTIN CORP COM 539830109 5559 71194 SH SOLE 51114 0 20080 LORILLARD INC COM 544147101 5617 75600 SH SOLE 55100 0 20500 LOWES COS INC COM 548661107 69881 3337208 SH SOLE 2816108 0 521100 LSI CORPORATION COM 502161102 391 71300 SH SOLE 0 0 71300 LUBRIZOL CORP COM 549271104 1429 20000 SH SOLE 17900 0 2100 M & T BK CORP COM 55261F104 480 7700 SH SOLE 0 0 7700 MACYS INC COM 55616P104 17749 970400 SH SOLE 858900 0 111500 MAGNA INTL INC CL A 559222401 23098 583049 SH SOLE 583049 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 513 438620 SH SOLE 438620 0 0 MANITOWOC INC COM 563571108 108 11400 SH SOLE 0 0 11400 MANNKIND CORP COM 56400P201 117 11900 SH SOLE 11900 0 0 MANPOWER INC COM 56418H100 3873 68300 SH SOLE 28900 0 39400 MANULIFE FINL CORP COM 56501R106 3475 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CORP COM 67066G104 13987 930600 SH SOLE 791200 0 139400 NVR INC COM 62944T105 1098 1723 SH SOLE 1018 0 705 NYSE EURONEXT COM 629491101 714 24700 SH SOLE 7100 0 17600 O REILLY AUTOMOTIVE INC COM 686091109 5472 151400 SH SOLE 106500 0 44900 OCCIDENTAL PETE CORP DEL COM 674599105 38291 488400 SH SOLE 345900 0 142500 OCEANEERING INTL INC COM 675232102 789 13900 SH SOLE 13900 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 3221 49700 SH SOLE 20200 0 29500 OFFICE DEPOT INC COM 676220106 274 41400 SH SOLE 27000 0 14400 OIL STS INTL INC COM 678026105 418 11900 SH SOLE 800 0 11100 OLD REP INTL CORP COM 680223104 11420 937616 SH SOLE 815265 0 122351 OMNICARE INC COM 681904108 3443 152900 SH SOLE 110500 0 42400 OMNICOM GROUP INC COM 681919106 2649 71700 SH SOLE 67000 0 4700 ON SEMICONDUCTOR CORP COM 682189105 559 67700 SH SOLE 67700 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 26668 1426090 SH SOLE 1426090 0 0 OPEN TEXT CORP COM 683715106 890 25575 SH SOLE 25575 0 0 ORACLE CORP COM 68389X105 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AUTOMOTIVE GRP INC COM 70959W103 675 35200 SH SOLE 9200 0 26000 PEOPLES UNITED FINANCIAL INC COM 712704105 3364 216200 SH SOLE 128400 0 87800 PEPCO HOLDINGS INC COM 713291102 3896 261830 SH SOLE 247762 0 14068 PEPSI BOTTLING GROUP INC COM 713409100 6373 174900 SH SOLE 114500 0 60400 PEPSIAMERICAS INC COM 71343P200 246 8600 SH SOLE 8600 0 0 PEPSICO INC COM 713448108 830151 14151907 SH SOLE 13339707 0 812200 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 45250 940750 SH SOLE 940750 0 0 PEROT SYS CORP CL A 714265105 636 21400 SH SOLE 3300 0 18100 PETROHAWK ENERGY CORP COM 716495106 5045 208400 SH SOLE 199600 0 8800 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 90682 2306834 SH SOLE 2306834 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 116528 2538732 SH SOLE 2538732 0 0 PETSMART INC COM 716768106 4172 191800 SH SOLE 140700 0 51100 PFIZER INC COM 717081103 1169225 70648037 SH SOLE 64524209 0 6123828 PG&E CORP COM 69331C108 21326 526700 SH SOLE 375500 0 151200 PHH CORP COM NEW 693320202 300 15100 SH SOLE 3200 0 11900 PHILIP MORRIS INTL INC COM 718172109 137784 2826913 SH SOLE 2205298 0 621615 PHILLIPS VAN HEUSEN CORP COM 718592108 595 13900 SH SOLE 13900 0 0 PIEDMONT NAT GAS INC COM 720186105 297 12400 SH SOLE 300 0 12100 PINNACLE WEST CAP CORP COM 723484101 8097 246700 SH SOLE 210600 0 36100 PIONEER NAT RES CO COM 723787107 700 19300 SH SOLE 19300 0 0 PITNEY BOWES INC COM 724479100 644 25900 SH SOLE 500 0 25400 PLAINS EXPL& PRODTN CO COM 726505100 727 26300 SH SOLE 26300 0 0 PMC-SIERRA INC COM 69344F106 382 40000 SH SOLE 0 0 40000 POLO RALPH LAUREN CORP CL A 731572103 2544 33200 SH SOLE 25200 0 8000 PORTLAND GEN ELEC CO COM NEW 736508847 335 17000 SH SOLE 0 0 17000 POSCO SPONSORED ADR 693483109 7216 69420 SH SOLE 57720 0 11700 PPG INDS INC COM 693506107 6270 107707 SH SOLE 101607 0 6100 PRAXAIR INC COM 74005P104 24821 303844 SH SOLE 291544 0 12300 PRECISION DRILLING TR TR UNIT 740215108 2928 474000 SH SOLE 474000 0 0 PRICE T ROWE GROUP INC COM 74144T108 347 7600 SH SOLE 7600 0 0 PRICELINE COM INC COM NEW 741503403 3172 19130 SH SOLE 13240 0 5890 PROASSURANCE CORP COM 74267C106 517 9900 SH SOLE 0 0 9900 PROCTER & GAMBLE CO COM 742718109 981828 16951448 SH SOLE 16250648 0 700800 PROGRESS ENERGY INC COM 743263105 8875 227203 SH SOLE 188903 0 38300 PROGRESSIVE CORP OHIO COM 743315103 5075 306100 SH SOLE 204000 0 102100 PROLOGIS SH BEN INT 743410102 2915 244538 SH SOLE 31938 0 212600 PROSPERITY BANCSHARES INC COM 743606105 407 11700 SH SOLE 0 0 11700 PROTECTIVE LIFE CORP COM 743674103 589 27500 SH SOLE 5100 0 22400 PRUDENTIAL FINL INC COM 744320102 3424 68600 SH SOLE 32100 0 36500 PUBLIC STORAGE COM 74460D109 2251 29914 SH SOLE 29914 0 0 PULTE HOMES INC COM 745867101 1931 175700 SH SOLE 98400 0 77300 QLT INC COM 746927102 43 12600 SH SOLE 12600 0 0 QUALCOMM INC COM 747525103 619102 13763932 SH SOLE 12459432 0 1304500 QUALITY SYS INC COM 747582104 431 7000 SH SOLE 7000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 38739 742277 SH SOLE 681177 0 61100 QWEST COMMUNICATIONS INTL IN COM 749121109 54 14300 SH SOLE 14300 0 0 RADIOSHACK CORP COM 750438103 1001 60400 SH SOLE 14300 0 46100 RALCORP HLDGS INC NEW COM 751028101 1345 23000 SH SOLE 10300 0 12700 RANGE RES CORP COM 75281A109 5439 110200 SH SOLE 106000 0 4200 RAYTHEON CO COM NEW 755111507 2191 45668 SH SOLE 45668 0 0 RED HAT INC COM 756577102 2645 95700 SH SOLE 90000 0 5700 REGAL BELOIT CORP COM 758750103 393 8600 SH SOLE 0 0 8600 REGENCY CTRS CORP COM 758849103 248 6700 SH SOLE 6700 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 324 52200 SH SOLE 52200 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 981 22000 SH SOLE 1400 0 20600 RELIANCE STEEL & ALUMINUM CO COM 759509102 2124 49900 SH SOLE 20400 0 29500 RENAISSANCERE HOLDINGS LTD COM G7496G103 1232 22500 SH SOLE 4600 0 17900 RENT A CTR INC NEW COM 76009N100 480 25400 SH SOLE 5000 0 20400 RESEARCH IN MOTION LTD COM 760975102 20379 323413 SH SOLE 264513 0 58900 RESMED INC COM 761152107 1767 39100 SH SOLE 29900 0 9200 RIVERBED TECHNOLOGY INC COM 768573107 367 16700 SH SOLE 16700 0 0 ROBERT HALF INTL INC COM 770323103 1016 40600 SH SOLE 33900 0 6700 ROCKWELL AUTOMATION INC COM 773903109 417 9800 SH SOLE 100 0 9700 ROCKWELL COLLINS INC COM 774341101 14267 280854 SH SOLE 267654 0 13200 ROGERS COMMUNICATIONS INC CL B 775109200 11442 435500 SH SOLE 338600 0 96900 ROSS STORES INC COM 778296103 9234 193291 SH SOLE 162367 0 30924 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 288 9810 SH SOLE 9810 0 0 ROVI CORP COM 779376102 1297 38600 SH SOLE 34200 0 4400 ROYAL BK CDA MONTREAL QUE COM 780087102 2880 57700 SH SOLE 57700 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 277 11500 SH SOLE 7600 0 3900 RYDER SYS INC COM 783549108 5164 132214 SH SOLE 128154 0 4060 SAFEWAY INC COM NEW 786514208 560 28400 SH SOLE 0 0 28400 SAIC INC COM 78390X101 2270 129400 SH SOLE 111700 0 17700 SALESFORCE COM INC COM 79466L302 888 15600 SH SOLE 15600 0 0 SANDISK CORP COM 80004C101 12417 572200 SH SOLE 488900 0 83300 SATYAM COMPUTER SERVICES LTD ADR 804098101 1006 152880 SH SOLE 152880 0 0 SCHERING PLOUGH CORP COM 806605101 19074 675200 SH SOLE 475200 0 200000 SCHWAB CHARLES CORP NEW COM 808513105 1904 99400 SH SOLE 99400 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 2908 67700 SH SOLE 57200 0 10500 SEAGATE TECHNOLOGY SHS G7945J104 1168 76800 SH SOLE 62000 0 14800 SEARS HLDGS CORP COM 812350106 4101 62800 SH SOLE 26100 0 36700 SEI INVESTMENTS CO COM 784117103 1537 78100 SH SOLE 68100 0 10000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 77062 5158125 SH SOLE 5158125 0 0 SEMPRA ENERGY COM 816851109 3270 65653 SH SOLE 60300 0 5353 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 32059 626144 SH SOLE 626144 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 7470 445200 SH SOLE 344400 0 100800 SHERWIN WILLIAMS CO COM 824348106 10997 182800 SH SOLE 137400 0 45400 SIGMA ALDRICH CORP COM 826552101 15552 288100 SH SOLE 276000 0 12100 SILICON LABORATORIES INC COM 826919102 357 7700 SH SOLE 7700 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1339 186532 SH SOLE 186532 0 0 SIMON PPTY GROUP INC NEW COM 828806109 677 9745 SH SOLE 9745 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 4365 250140 SH SOLE 200740 0 49400 SKYWORKS SOLUTIONS INC COM 83088M102 269 20300 SH SOLE 20300 0 0 SL GREEN RLTY CORP COM 78440X101 207 4723 SH SOLE 4723 0 0 SLM CORP COM 78442P106 350 40100 SH SOLE 0 0 40100 SMITH MICRO SOFTWARE INC COM 832154108 143 11600 SH SOLE 11600 0 0 SMITHFIELD FOODS INC COM 832248108 5727 415000 SH SOLE 415000 0 0 SMUCKER J M CO COM NEW 832696405 7692 145100 SH SOLE 112300 0 32800 SOUTHERN CO COM 842587107 18248 576200 SH SOLE 520800 0 55400 SOUTHERN COPPER CORP COM 84265V105 22118 720700 SH SOLE 585300 0 135400 SOUTHWESTERN ENERGY CO COM 845467109 14921 349600 SH SOLE 316700 0 32900 SPDR GOLD TRUST GOLD SHS 78463V107 126691 1281650 SH SOLE 1281650 0 0 SPECTRA ENERGY CORP COM 847560109 599 31600 SH SOLE 31600 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1197 66300 SH SOLE 66300 0 0 ST JUDE MED INC COM 790849103 6850 175600 SH SOLE 175600 0 0 STANCORP FINL GROUP INC COM 852891100 1009 25000 SH SOLE 4000 0 21000 STANLEY WKS COM 854616109 743 17400 SH SOLE 5400 0 12000 STAPLES INC COM 855030102 4678 201450 SH SOLE 143550 0 57900 STARBUCKS CORP COM 855244109 19302 934700 SH SOLE 775600 0 159100 STARENT NETWORKS CORP COM 85528P108 602 23700 SH SOLE 23700 0 0 STATE STR CORP COM 857477103 13267 252222 SH SOLE 217922 0 34300 STEC INC COM 784774101 303 10300 SH SOLE 10300 0 0 STERLITE INDS INDIA LTD ADS 859737207 9921 621240 SH SOLE 621240 0 0 STRAYER ED INC COM 863236105 1996 9170 SH SOLE 6410 0 2760 STRYKER CORP COM 863667101 48726 1072553 SH SOLE 1021653 0 50900 SUN LIFE FINL INC COM 866796105 28973 995400 SH SOLE 995400 0 0 SUNCOR ENERGY INC NEW COM 867224107 46666 1449260 SH SOLE 1441708 0 7552 SUNOCO INC COM 86764P109 11616 408300 SH SOLE 278300 0 130000 SUNTRUST BKS INC COM 867914103 1276 56600 SH SOLE 18700 0 37900 SUPERIOR ENERGY SVCS INC COM 868157108 399 17700 SH SOLE 0 0 17700 SUPERVALU INC COM 868536103 10014 664926 SH SOLE 553157 0 111769 SYBASE INC COM 871130100 634 16300 SH SOLE 16300 0 0 SYMANTEC CORP COM 871503108 14946 907486 SH SOLE 772886 0 134600 SYNIVERSE HLDGS INC COM 87163F106 193 11000 SH SOLE 11000 0 0 SYNTEL INC COM 87162H103 258 5400 SH SOLE 5400 0 0 SYSCO CORP COM 871829107 64903 2611798 SH SOLE 2519998 0 91800 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5575 508627 SH SOLE 383347 0 125280 TALISMAN ENERGY INC COM 87425E103 4834 299200 SH SOLE 227700 0 71500 TARGET CORP COM 87612E106 15535 332800 SH SOLE 263100 0 69700 TATA MTRS LTD SPONSORED ADR 876568502 498 38440 SH SOLE 38440 0 0 TCF FINL CORP COM 872275102 632 48500 SH SOLE 1200 0 47300 TD AMERITRADE HLDG CORP COM 87236Y108 5555 283000 SH SOLE 258400 0 24600 TECH DATA CORP COM 878237106 1773 42600 SH SOLE 7200 0 35400 TECK RESOURCES LTD CL B 878742204 21718 845500 SH SOLE 769700 0 75800 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 34798 1851960 SH SOLE 1851960 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 2528 158110 SH SOLE 158110 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 130 15500 SH SOLE 15500 0 0 TELEFLEX INC COM 879369106 338 7000 SH SOLE 4300 0 2700 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 12579 721270 SH SOLE 721270 0 0 TELEPHONE & DATA SYS INC COM 879433100 378 12200 SH SOLE 0 0 12200 TELLABS INC COM 879664100 1108 160100 SH SOLE 38400 0 121700 TEMPLE INLAND INC COM 879868107 493 30000 SH SOLE 0 0 30000 TEMPUR PEDIC INTL INC COM 88023U101 718 37900 SH SOLE 37900 0 0 TENET HEALTHCARE CORP COM 88033G100 418 71100 SH SOLE 71100 0 0 TERADATA CORP DEL COM 88076W103 358 13000 SH SOLE 7900 0 5100 TEREX CORP NEW COM 880779103 697 33600 SH SOLE 600 0 33000 TESORO CORP COM 881609101 1047 69900 SH SOLE 59600 0 10300 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 24045 475578 SH SOLE 475578 0 0 TEXAS INSTRS INC COM 882508104 22944 968500 SH SOLE 830000 0 138500 TEXTRON INC COM 883203101 1127 59400 SH SOLE 19600 0 39800 TFS FINL CORP COM 87240R107 1991 167300 SH SOLE 60700 0 106600 THERMO FISHER SCIENTIFIC INC COM 883556102 6481 148400 SH SOLE 88800 0 59600 THOMAS & BETTS CORP COM 884315102 211 7000 SH SOLE 1800 0 5200 THOMSON REUTERS CORP COM 884903105 13400 428431 SH SOLE 350301 0 78130 TIBCO SOFTWARE INC COM 88632Q103 182 19200 SH SOLE 19200 0 0 TICC CAPITAL CORP COM 87244T109 1777 352500 SH SOLE 352500 0 0 TIDEWATER INC COM 886423102 485 10300 SH SOLE 300 0 10000 TIM HORTONS INC COM 88706M103 552 19500 SH SOLE 19500 0 0 TIME WARNER CABLE INC COM 88732J207 4191 97256 SH SOLE 66179 0 31077 TIME WARNER INC COM NEW 887317303 1598 55533 SH SOLE 14033 0 41500 TIMKEN CO COM 887389104 433 18500 SH SOLE 0 0 18500 TJX COS INC NEW COM 872540109 19343 520669 SH SOLE 495069 0 25600 TOLL BROTHERS INC COM 889478103 938 48000 SH SOLE 16900 0 31100 TORCHMARK CORP COM 891027104 9174 211233 SH SOLE 160997 0 50236 TORO CO COM 891092108 243 6100 SH SOLE 6100 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 41980 699096 SH SOLE 643374 0 55722 TOTAL SYS SVCS INC COM 891906109 1973 122500 SH SOLE 122500 0 0 TRANSATLANTIC HLDGS INC COM 893521104 1184 23600 SH SOLE 4800 0 18800 TRANSCANADA CORP COM 89353D107 4249 147000 SH SOLE 95000 0 52000 TRANSDIGM GROUP INC COM 893641100 369 7400 SH SOLE 7400 0 0 TRAVELERS COMPANIES INC COM 89417E109 71049 1443200 SH SOLE 930100 0 513100 TREEHOUSE FOODS INC COM 89469A104 203 5700 SH SOLE 0 0 5700 TRINITY INDS INC COM 896522109 418 24300 SH SOLE 100 0 24200 TRUSTMARK CORP COM 898402102 316 16600 SH SOLE 0 0 16600 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 543 32400 SH SOLE 14100 0 18300 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 6985 313500 SH SOLE 297400 0 16100 TYSON FOODS INC CL A 902494103 1181 93486 SH SOLE 38086 0 55400 UDR INC COM 902653104 2133 135528 SH SOLE 135528 0 0 UMB FINL CORP COM 902788108 425 10500 SH SOLE 0 0 10500 UNIT CORP COM 909218109 701 17000 SH SOLE 1400 0 15600 UNITED PARCEL SERVICE INC CL B 911312106 20556 364024 SH SOLE 312224 0 51800 UNITED STATES STL CORP NEW COM 912909108 497 11200 SH SOLE 0 0 11200 UNITED TECHNOLOGIES CORP COM 913017109 201037 3299473 SH SOLE 3146473 0 153000 UNITEDHEALTH GROUP INC COM 91324P102 303937 12138078 SH SOLE 9700896 0 2437182 UNUM GROUP COM 91529Y106 2063 96235 SH SOLE 54535 0 41700 URBAN OUTFITTERS INC COM 917047102 1017 33700 SH SOLE 28500 0 5200 URS CORP NEW COM 903236107 3963 90800 SH SOLE 51600 0 39200 US BANCORP DEL COM NEW 902973304 2597 118800 SH SOLE 52400 0 66400 V F CORP COM 918204108 15261 210706 SH SOLE 196206 0 14500 VALASSIS COMMUNICATIONS INC COM 918866104 381 21300 SH SOLE 21300 0 0 VALE S A ADR 91912E105 31306 1353500 SH SOLE 1353500 0 0 VALE S A ADR REPSTG PFD 91912E204 64842 3161458 SH SOLE 3161458 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 480 17100 SH SOLE 17100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 35841 1848408 SH SOLE 1412292 0 436116 VALLEY NATL BANCORP COM 919794107 437 35590 SH SOLE 1340 0 34250 VALSPAR CORP COM 920355104 1409 51200 SH SOLE 17900 0 33300 VALUECLICK INC COM 92046N102 173 13100 SH SOLE 13100 0 0 VARIAN MED SYS INC COM 92220P105 497 11800 SH SOLE 11800 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 177688 5870107 SH SOLE 5272826 0 597281 VERTEX PHARMACEUTICALS INC COM 92532F100 3688 97300 SH SOLE 67600 0 29700 VIACOM INC NEW CL B 92553P201 5796 206700 SH SOLE 97700 0 109000 VIRGIN MEDIA INC COM 92769L101 1310 94100 SH SOLE 19000 0 75100 VIRGIN MOBILE USA INC CL A 92769R108 85 17000 SH SOLE 17000 0 0 VISA INC COM CL A 92826C839 241346 3492199 SH SOLE 3422299 0 69900 VISHAY INTERTECHNOLOGY INC COM 928298108 81 10300 SH SOLE 0 0 10300 VMWARE INC CL A COM 928563402 832 20700 SH SOLE 16400 0 4300 VORNADO RLTY TR SH BEN INT 929042109 681 10578 SH SOLE 10522 0 56 VULCAN MATLS CO COM 929160109 4358 80600 SH SOLE 41500 0 39100 WADDELL & REED FINL INC CL A 930059100 595 20900 SH SOLE 20900 0 0 WAL MART STORES INC COM 931142103 1297371 26428408 SH SOLE 24702008 0 1726400 WALGREEN CO COM 931422109 306381 8176701 SH SOLE 7341901 0 834800 WARNACO GROUP INC COM NEW 934390402 360 8200 SH SOLE 8200 0 0 WASTE MGMT INC DEL COM 94106L109 2818 94500 SH SOLE 70400 0 24100 WATSON PHARMACEUTICALS INC COM 942683103 2433 66400 SH SOLE 48300 0 18100 WATSON WYATT WORLDWIDE INC CL A 942712100 227 5200 SH SOLE 5200 0 0 WEBSTER FINL CORP CONN COM 947890109 211 16900 SH SOLE 0 0 16900 WEIGHT WATCHERS INTL INC NEW COM 948626106 305 11100 SH SOLE 3500 0 7600 WEINGARTEN RLTY INVS SH BEN INT 948741103 239 12000 SH SOLE 12000 0 0 WELLPOINT INC COM 94973V107 135681 2864884 SH SOLE 2189215 0 675669 WELLS FARGO & CO NEW COM 949746101 12188 432500 SH SOLE 250800 0 181700 WESCO INTL INC COM 95082P105 308 10700 SH SOLE 10700 0 0 WESTERN DIGITAL CORP COM 958102105 18364 502700 SH SOLE 404500 0 98200 WESTERN REFNG INC COM 959319104 128 19800 SH SOLE 7800 0 12000 WESTERN UN CO COM 959802109 4713 249100 SH SOLE 249100 0 0 WESTLAKE CHEM CORP COM 960413102 434 16900 SH SOLE 0 0 16900 WHIRLPOOL CORP COM 963320106 11606 165895 SH SOLE 141595 0 24300 WHITNEY HLDG CORP COM 966612103 135 14100 SH SOLE 0 0 14100 WHOLE FOODS MKT INC COM 966837106 3369 110500 SH SOLE 90700 0 19800 WILLIAMS COS INC DEL COM 969457100 463 25900 SH SOLE 25900 0 0 WILLIAMS SONOMA INC COM 969904101 769 38000 SH SOLE 24800 0 13200 WILMINGTON TRUST CORP COM 971807102 160 11300 SH SOLE 0 0 11300 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 2517 35200 SH SOLE 35200 0 0 WINDSTREAM CORP COM 97381W104 391 38600 SH SOLE 22000 0 16600 WIPRO LTD SPON ADR 1 SH 97651M109 3655 203610 SH SOLE 203610 0 0 WORLD ACCEP CORP DEL COM 981419104 3017 119677 SH SOLE 73377 0 46300 WRIGHT EXPRESS CORP COM 98233Q105 224 7600 SH SOLE 7600 0 0 WYETH COM 983024100 377439 7769432 SH SOLE 7040432 0 729000 WYNDHAM WORLDWIDE CORP COM 98310W108 354 21700 SH SOLE 21700 0 0 XCEL ENERGY INC COM 98389B100 10774 560000 SH SOLE 504900 0 55100 XEROX CORP COM 984121103 633 81800 SH SOLE 2300 0 79500 XILINX INC COM 983919101 7246 309400 SH SOLE 297700 0 11700 XL CAP LTD CL A G98255105 5290 303000 SH SOLE 263600 0 39400 XTO ENERGY INC COM 98385X106 466 11275 SH SOLE 11275 0 0 YAHOO INC COM 984332106 1619 90900 SH SOLE 72700 0 18200 YAMANA GOLD INC COM 98462Y100 2701 270700 SH SOLE 270700 0 0 YUCHENG TECHNOLOGIES LTD COM G98777108 2544 354830 SH SOLE 354830 0 0 YUM BRANDS INC COM 988498101 7451 220700 SH SOLE 205400 0 15300 ZIMMER HLDGS INC COM 98956P102 53622 1003216 SH SOLE 768516 0 234700 ZIONS BANCORPORATION COM 989701107 478 26600 SH SOLE 500 0 26100
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