Grantham, Mayo, Van Otterloo & Co as of Dec. 31, 2011
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 0 positions in its portfolio as reported in the December 2011 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 316500 3787248 SH SOLE 3624748 0 162500
3M CO COM 88579Y101 171503 2098412 SH SOLE 2033965 0 64447
99 CENTS ONLY STORES COM 65440K106 4719 215000 SH SOLE 215000 0 0
AARONS INC COM PAR $0.50 002535300 248 9300 SH SOLE 9300 0 0
ABBOTT LABS COM 002824100 751002 13355898 SH SOLE 12651556 0 704342
ABERCROMBIE & FITCH CO CL A 002896207 3268 66920 SH SOLE 66920 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 73631 1383257 SH SOLE 1270757 0 112500
ACCRETIVE HEALTH INC COM 00438V103 324 14100 SH SOLE 14100 0 0
ACCURIDE CORP NEW COM NEW 00439T206 11984 1683124 SH SOLE 1683124 0 0
ACE LTD SHS H0023R105 12220 174266 SH SOLE 159766 0 14500
ADOBE SYS INC COM 00724F101 5077 179600 SH SOLE 179600 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 224 25000 SH SOLE 25000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4735 68000 SH SOLE 68000 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 115 26523 SH SOLE 26523 0 0
AERCAP HOLDINGS NV SHS N00985106 1394 123430 SH SOLE 123430 0 0
AEROPOSTALE COM 007865108 458 30042 SH SOLE 26242 0 3800
AETNA INC NEW COM 00817Y108 13408 317800 SH SOLE 250000 0 67800
AFFILIATED MANAGERS GROUP COM 008252108 2808 29268 SH SOLE 29268 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 597 17100 SH SOLE 17100 0 0
ALBEMARLE CORP COM 012653101 891 17300 SH SOLE 17300 0 0
ALCOA INC COM 013817101 189 21900 SH SOLE 21900 0 0
ALERE INC COM 01449J105 8396 363621 SH SOLE 361121 0 2500
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 219 3170 SH SOLE 3170 0 0
ALLERGAN INC COM 018490102 21093 240400 SH SOLE 224400 0 16000
ALLIANCE DATA SYSTEMS CORP COM 018581108 2371 22830 SH SOLE 18090 0 4740
ALLIANCE ONE INTL INC COM 018772103 67 24800 SH SOLE 24800 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 617 10800 SH SOLE 9800 0 1000
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 271 4300 SH SOLE 4300 0 0
ALTERA CORP COM 021441100 223 6000 SH SOLE 6000 0 0
ALTRIA GROUP INC COM 02209S103 9945 335402 SH SOLE 222292 0 113110
AMAZON COM INC COM 023135106 6991 40385 SH SOLE 40385 0 0
AMDOCS LTD ORD G02602103 9412 329913 SH SOLE 302613 0 27300
AMEREN CORP COM 023608102 6383 192678 SH SOLE 192678 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 136232 6027960 SH SOLE 5912300 0 115660
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4848 172647 SH SOLE 172647 0 0
AMERICAN EXPRESS CO COM 025816109 18407 390229 SH SOLE 390229 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 210 5700 SH SOLE 5700 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 387 70325 SH SOLE 70325 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1812 78100 SH SOLE 78100 0 0
AMERICAN RIVER BANKSHARES COM 029326105 67 14700 SH SOLE 14700 0 0
AMERIGROUP CORP COM 03073T102 786 13300 SH SOLE 13300 0 0
AMERIPRISE FINL INC COM 03076C106 4532 91297 SH SOLE 91297 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6538 175800 SH SOLE 134000 0 41800
AMGEN INC COM 031162100 302171 4705982 SH SOLE 4392682 0 313300
AMTRUST FINANCIAL SERVICES I COM 032359309 204 8600 SH SOLE 8600 0 0
ANADARKO PETE CORP COM 032511107 8283 108513 SH SOLE 108513 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 8834 208100 SH SOLE 204000 0 4100
ANNALY CAP MGMT INC COM 035710409 17262 1081600 SH SOLE 1006600 0 75000
ANSYS INC COM 03662Q105 3105 54200 SH SOLE 54200 0 0
AOL INC COM 00184X105 447 29600 SH SOLE 25500 0 4100
AON CORP COM 037389103 3229 69000 SH SOLE 69000 0 0
APACHE CORP COM 037411105 11292 124658 SH SOLE 124658 0 0
APOLLO GROUP INC CL A 037604105 11548 214360 SH SOLE 184860 0 29500
APPLE INC COM 037833100 925489 2285159 SH SOLE 2213286 0 71873
ARBITRON INC COM 03875Q108 279 8100 SH SOLE 8100 0 0
ARCH CAP GROUP LTD ORD G0450A105 10130 272100 SH SOLE 272100 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 8077 393400 SH SOLE 393400 0 0
ARKANSAS BEST CORP DEL COM 040790107 349 18100 SH SOLE 18100 0 0
ARROW ELECTRS INC COM 042735100 2637 70500 SH SOLE 53400 0 17100
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 368 13900 SH SOLE 11700 0 2200
ASSURANT INC COM 04621X108 8409 204805 SH SOLE 204805 0 0
ASSURED GUARANTY LTD COM G0585R106 281 21400 SH SOLE 12500 0 8900
AT^T INC COM 00206R102 47013 1554651 SH SOLE 875856 0 678795
ATWOOD OCEANICS INC COM 050095108 251 6300 SH SOLE 6300 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 185 42841 SH SOLE 42841 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 43699 809085 SH SOLE 809085 0 0
AUTONATION INC COM 05329W102 2850 77300 SH SOLE 77300 0 0
AUTOZONE INC COM 053332102 9253 28473 SH SOLE 28473 0 0
AVALONBAY CMNTYS INC COM 053484101 8569 65609 SH SOLE 65609 0 0
AVEO PHARMACEUTICALS INC COM 053588109 311 18100 SH SOLE 18100 0 0
AVIS BUDGET GROUP COM 053774105 237 22100 SH SOLE 22100 0 0
AVNET INC COM 053807103 336 10800 SH SOLE 10800 0 0
AVON PRODS INC COM 054303102 3728 213380 SH SOLE 202880 0 10500
AXIS CAPITAL HOLDINGS SHS G0692U109 304 9500 SH SOLE 9500 0 0
BAIDU INC SPON ADR REP A 056752108 697 5983 SH SOLE 5983 0 0
BAKER HUGHES INC COM 057224107 12798 263114 SH SOLE 263114 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 49583 2972626 SH SOLE 2923256 0 49370
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 29074 3571800 SH SOLE 3499400 0 72400
BANCORP INC DEL COM 05969A105 241 33400 SH SOLE 33400 0 0
BANK MONTREAL QUE COM 063671101 14648 272131 SH SOLE 272131 0 0
BANK OF AMERICA CORPORATION COM 060505104 29251 5260925 SH SOLE 4718987 0 541938
BANK OF AMERICA CORPORATION *W EXP 10/28/201 060505153 59 190000 SH SOLE 190000 0 0
BARD C R INC COM 067383109 13665 159822 SH SOLE 148522 0 11300
BARNES & NOBLE INC COM 067774109 237 16400 SH SOLE 16400 0 0
BARRICK GOLD CORP COM 067901108 422 9500 SH SOLE 9500 0 0
BAXTER INTL INC COM 071813109 48743 985109 SH SOLE 883959 0 101150
BCE INC COM NEW 05534B760 59004 1441816 SH SOLE 1441816 0 0
BECTON DICKINSON & CO COM 075887109 27498 368010 SH SOLE 347710 0 20300
BED BATH & BEYOND INC COM 075896100 3508 60511 SH SOLE 60511 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1396 18300 SH SOLE 18300 0 0
BEST BUY INC COM 086516101 8626 369111 SH SOLE 336111 0 33000
BIG 5 SPORTING GOODS CORP COM 08915P101 352 33700 SH SOLE 33700 0 0
BIG LOTS INC COM 089302103 336 8900 SH SOLE 8900 0 0
BIOFUEL ENERGY CORP COM 09064Y109 85 124900 SH SOLE 124900 0 0
BIOGEN IDEC INC COM 09062X103 22044 200310 SH SOLE 170390 0 29920
BLOCK H & R INC COM 093671105 8536 522700 SH SOLE 480700 0 42000
BMC SOFTWARE INC COM 055921100 4183 127600 SH SOLE 127600 0 0
BOSTON PROPERTIES INC COM 101121101 6295 63200 SH SOLE 63200 0 0
BOSTON SCIENTIFIC CORP COM 101137107 771 144300 SH SOLE 6000 0 138300
BP PLC SPONSORED ADR 055622104 1497 35028 SH SOLE 35028 0 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 18052 1014733 SH SOLE 999993 0 14740
BRE PROPERTIES INC CL A 05564E106 202 4000 SH SOLE 4000 0 0
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 22524 1152100 SH SOLE 1129800 0 22300
BRIDGEPOINT ED INC COM 10807M105 327 14200 SH SOLE 14200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 90221 2560186 SH SOLE 2257627 0 302559
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 264 11700 SH SOLE 11700 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1307 251762 SH SOLE 251762 0 0
BROWN FORMAN CORP CL B 115637209 10621 131927 SH SOLE 121927 0 10000
BRT RLTY TR SH BEN INT NEW 055645303 70 11000 SH SOLE 11000 0 0
BUFFALO WILD WINGS INC COM 119848109 216 3200 SH SOLE 3200 0 0
BUILD A BEAR WORKSHOP COM 120076104 341 40300 SH SOLE 40300 0 0
BUNGE LIMITED COM G16962105 641 11200 SH SOLE 700 0 10500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 23093 330937 SH SOLE 330937 0 0
CABOT OIL & GAS CORP COM 127097103 5374 70800 SH SOLE 70800 0 0
CACHE INC COM NEW 127150308 80 13000 SH SOLE 13000 0 0
CACI INTL INC CL A 127190304 235 4200 SH SOLE 4200 0 0
CALPINE CORP COM NEW 131347304 271 16600 SH SOLE 16600 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3311 53200 SH SOLE 53200 0 0
CAMPBELL SOUP CO COM 134429109 5795 174326 SH SOLE 156464 0 17862
CANADIAN NAT RES LTD COM 136385101 85604 2332532 SH SOLE 2332532 0 0
CANADIAN NATL RY CO COM 136375102 72910 945016 SH SOLE 945016 0 0
CANADIAN PAC RY LTD COM 13645T100 17859 268722 SH SOLE 268722 0 0
CAPITAL ONE FINL CORP COM 14040H105 14704 347705 SH SOLE 290405 0 57300
CAPITALSOURCE INC COM 14055X102 308 45900 SH SOLE 45900 0 0
CAPITOL FED FINL INC COM 14057J101 264 22900 SH SOLE 22900 0 0
CARDINAL HEALTH INC COM 14149Y108 7635 188000 SH SOLE 141400 0 46600
CAREER EDUCATION CORP COM 141665109 435 54600 SH SOLE 54600 0 0
CAREFUSION CORP COM 14170T101 1743 68600 SH SOLE 68600 0 0
CASH AMER INTL INC COM 14754D100 247 5300 SH SOLE 5300 0 0
CATERPILLAR INC DEL COM 149123101 19845 219037 SH SOLE 219037 0 0
CBRE GROUP INC CL A 12504L109 1962 128900 SH SOLE 128900 0 0
CBS CORP NEW CL B 124857202 16618 612321 SH SOLE 569321 0 43000
CELANESE CORP DEL COM SER A 150870103 4979 112461 SH SOLE 112461 0 0
CELGENE CORP COM 151020104 757 11200 SH SOLE 11200 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 154 28500 SH SOLE 28500 0 0
CENOVUS ENERGY INC COM 15135U109 3878 118953 SH SOLE 118953 0 0
CENTENE CORP DEL COM 15135B101 265 6700 SH SOLE 6700 0 0
CENTERPOINT ENERGY INC COM 15189T107 3508 174600 SH SOLE 174600 0 0
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 5016 345940 SH SOLE 343740 0 2200
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 12120 1248220 SH SOLE 1220920 0 27300
CENTRAL PAC FINL CORP COM NEW 154760409 275 21300 SH SOLE 21300 0 0
CENTURYLINK INC COM 156700106 2113 56812 SH SOLE 25812 0 31000
CEPHEID COM 15670R107 320 9300 SH SOLE 9300 0 0
CERNER CORP COM 156782104 8698 142000 SH SOLE 137120 0 4880
CF INDS HLDGS INC COM 125269100 6315 43556 SH SOLE 43556 0 0
CHARMING SHOPPES INC COM 161133103 89 18100 SH SOLE 18100 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 4094 71900 SH SOLE 58900 0 13000
CHESAPEAKE ENERGY CORP COM 165167107 368 16500 SH SOLE 16500 0 0
CHEVRON CORP NEW COM 166764100 969573 9112524 SH SOLE 8582143 0 530381
CHICOS FAS INC COM 168615102 167 15000 SH SOLE 15000 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2747 74300 SH SOLE 69900 0 4400
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 38374 791382 SH SOLE 781482 0 9900
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1169 11128 SH SOLE 11128 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 2714 47504 SH SOLE 46604 0 900
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 30007 1420100 SH SOLE 1406600 0 13500
CHIPOTLE MEXICAN GRILL INC COM 169656105 7532 22300 SH SOLE 22300 0 0
CHUBB CORP COM 171232101 2443 35300 SH SOLE 13300 0 22000
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 13612 409025 SH SOLE 403525 0 5500
CHURCH & DWIGHT INC COM 171340102 53398 1166905 SH SOLE 1132205 0 34700
CIGNA CORPORATION COM 125509109 3259 77600 SH SOLE 59000 0 18600
CISCO SYS INC COM 17275R102 1339856 74107099 SH SOLE 71323776 0 2783323
CIT GROUP INC COM NEW 125581801 2427 69600 SH SOLE 69600 0 0
CITIGROUP INC COM NEW 172967424 1326 50400 SH SOLE 50400 0 0
CITRIX SYS INC COM 177376100 6079 100120 SH SOLE 100120 0 0
CLEAN HARBORS INC COM 184496107 249 3900 SH SOLE 3900 0 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 392 31200 SH SOLE 31200 0 0
CLEARWIRE CORP NEW CL A 18538Q105 38 19400 SH SOLE 19400 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 3588 57550 SH SOLE 57550 0 0
CLOROX CO DEL COM 189054109 7498 112656 SH SOLE 97546 0 15110
CNO FINL GROUP INC COM 12621E103 565 89600 SH SOLE 89600 0 0
CNOOC LTD SPONSORED ADR 126132109 652 3730 SH SOLE 3730 0 0
COACH INC COM 189754104 28659 469514 SH SOLE 469514 0 0
COCA COLA CO COM 191216100 1334335 19070098 SH SOLE 18385585 0 684513
COCA COLA ENTERPRISES INC NE COM 19122T109 389 15100 SH SOLE 15100 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 462 4850 SH SOLE 4850 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 25882 402453 SH SOLE 402453 0 0
COLGATE PALMOLIVE CO COM 194162103 480117 5196629 SH SOLE 5012116 0 184513
COMCAST CORP NEW CL A 20030N101 12078 509400 SH SOLE 509400 0 0
COMCAST CORP NEW CL A SPL 20030N200 3948 167581 SH SOLE 167581 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 35181 974800 SH SOLE 958200 0 16600
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 2758 49560 SH SOLE 48020 0 1540
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 6049 288301 SH SOLE 282201 0 6100
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4852 76900 SH SOLE 76900 0 0
COMPLETE PRODUCTION SERVICES COM 20453E109 2858 85170 SH SOLE 85170 0 0
COMPUCREDIT HLDGS CORP COM 20478T107 80 21714 SH SOLE 21714 0 0
COMPUTER SCIENCES CORP COM 205363104 5822 245655 SH SOLE 229555 0 16100
COMPUWARE CORP COM 205638109 295 35400 SH SOLE 35400 0 0
COMSTOCK RES INC COM NEW 205768203 2548 166510 SH SOLE 166510 0 0
CONAGRA FOODS INC COM 205887102 713 27000 SH SOLE 27000 0 0
CONOCOPHILLIPS COM 20825C104 88088 1208831 SH SOLE 1010267 0 198564
CONSOLIDATED EDISON INC COM 209115104 4274 68907 SH SOLE 68907 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 18252 460100 SH SOLE 460100 0 0
COOPER COS INC COM NEW 216648402 416 5900 SH SOLE 5900 0 0
COPA HOLDINGS SA CL A P31076105 9815 167300 SH SOLE 167300 0 0
COPART INC COM 217204106 2117 44200 SH SOLE 44200 0 0
COSTCO WHSL CORP NEW COM 22160K105 11283 135419 SH SOLE 132469 0 2950
COURIER CORP COM 222660102 316 26900 SH SOLE 26900 0 0
COVANCE INC COM 222816100 823 18000 SH SOLE 18000 0 0
COVENTRY HEALTH CARE INC COM 222862104 3441 113300 SH SOLE 88200 0 25100
COVIDIEN PLC SHS G2554F113 10357 230100 SH SOLE 185300 0 44800
CREDIT ACCEP CORP MICH COM 225310101 272 3300 SH SOLE 3300 0 0
CROWN CASTLE INTL CORP COM 228227104 1074 23983 SH SOLE 23983 0 0
CSX CORP COM 126408103 10055 477469 SH SOLE 477469 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 333 8400 SH SOLE 8400 0 0
CVR ENERGY INC COM 12662P108 318 17000 SH SOLE 17000 0 0
CVS CAREMARK CORPORATION COM 126650100 30797 755187 SH SOLE 549328 0 205859
DANA HLDG CORP COM 235825205 2890 237900 SH SOLE 237900 0 0
DANAHER CORP DEL COM 235851102 15381 326975 SH SOLE 326975 0 0
DDR CORP COM 23317H102 136 11197 SH SOLE 11197 0 0
DEAN FOODS CO NEW COM 242370104 523 46700 SH SOLE 40900 0 5800
DECKERS OUTDOOR CORP COM 243537107 243 3210 SH SOLE 3210 0 0
DELL INC COM 24702R101 14486 990176 SH SOLE 726076 0 264100
DELUXE CORP COM 248019101 237 10400 SH SOLE 10400 0 0
DENTSPLY INTL INC NEW COM 249030107 2789 79700 SH SOLE 79700 0 0
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 422 25000 SH SOLE 25000 0 0
DESTINATION MATERNITY CORP COM 25065D100 466 27900 SH SOLE 27900 0 0
DEVRY INC DEL COM 251893103 935 24300 SH SOLE 24300 0 0
DIGITAL RLTY TR INC COM 253868103 2940 44100 SH SOLE 44100 0 0
DILLARDS INC CL A 254067101 557 12400 SH SOLE 5900 0 6500
DIRECTV COM CL A 25490A101 5532 129376 SH SOLE 129376 0 0
DISCOVER FINL SVCS COM 254709108 9628 401168 SH SOLE 401168 0 0
DISH NETWORK CORP CL A 25470M109 4229 148500 SH SOLE 110800 0 37700
DOLBY LABORATORIES INC COM 25659T107 802 26300 SH SOLE 26300 0 0
DOLLAR TREE INC COM 256746108 13538 162890 SH SOLE 162890 0 0
DOMINION RES INC VA NEW COM 25746U109 5398 101700 SH SOLE 101700 0 0
DOMINOS PIZZA INC COM 25754A201 15434 454600 SH SOLE 454600 0 0
DONNELLEY R R & SONS CO COM 257867101 5802 402100 SH SOLE 373500 0 28600
DOW CHEM CO COM 260543103 5293 184030 SH SOLE 184030 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 568 12400 SH SOLE 12400 0 0
DUKE ENERGY CORP NEW COM 26441C105 5038 229000 SH SOLE 229000 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1167 15600 SH SOLE 15600 0 0
DWS GLOBAL HIGH INCOME FD COM 23338W104 1566 206900 SH SOLE 206900 0 0
E M C CORP MASS COM 268648102 4581 212675 SH SOLE 212675 0 0
EAGLE MATERIALS INC COM 26969P108 25390 989486 SH SOLE 989486 0 0
EARTHLINK INC COM 270321102 260 40300 SH SOLE 40300 0 0
EASTMAN CHEM CO COM 277432100 3445 88199 SH SOLE 88199 0 0
EBAY INC COM 278642103 24432 805546 SH SOLE 736797 0 68749
ECOLAB INC COM 278865100 24811 429181 SH SOLE 429181 0 0
EDUCATION MGMT CORP NEW COM 28140M103 274 9800 SH SOLE 9800 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4686 66280 SH SOLE 66280 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 362 22900 SH SOLE 22900 0 0
EL PASO CORP COM 28336L109 31857 1199000 SH SOLE 1199000 0 0
ELDORADO GOLD CORP NEW COM 284902103 168 12500 SH SOLE 12500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 427 23600 SH SOLE 23600 0 0
ENBRIDGE INC COM 29250N105 41042 1117100 SH SOLE 1117100 0 0
ENCANA CORP COM 292505104 77158 4239917 SH SOLE 4239917 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 479 50200 SH SOLE 50200 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4068 117800 SH SOLE 103700 0 14100
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 528 13800 SH SOLE 12200 0 1600
ENERGY PARTNERS LTD COM NEW 29270U303 5993 410500 SH SOLE 410500 0 0
ENZON PHARMACEUTICALS INC COM 293904108 1523 227300 SH SOLE 227300 0 0
EQT CORP COM 26884L109 608 11100 SH SOLE 11100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5781 101368 SH SOLE 101368 0 0
ESSEX PPTY TR INC COM 297178105 2567 18270 SH SOLE 18270 0 0
EXCO RESOURCES INC COM 269279402 198 18900 SH SOLE 18900 0 0
EXELON CORP COM 30161N101 937 21600 SH SOLE 21600 0 0
EXPEDIA INC DEL COM NEW 30212P303 393 13550 SH SOLE 13550 0 0
EXPEDITORS INTL WASH INC COM 302130109 13055 318720 SH SOLE 318720 0 0
EXPRESS SCRIPTS INC COM 302182100 360881 8075215 SH SOLE 7812011 0 263204
EXXON MOBIL CORP COM 30231G102 652146 7694033 SH SOLE 7252453 0 441580
EZCORP INC CL A NON VTG 302301106 206 7800 SH SOLE 7800 0 0
FACTSET RESH SYS INC COM 303075105 3000 34370 SH SOLE 34370 0 0
FAMILY DLR STORES INC COM 307000109 4664 80889 SH SOLE 80889 0 0
FARMER BROS CO COM 307675108 299 39200 SH SOLE 39200 0 0
FASTENAL CO COM 311900104 8918 204500 SH SOLE 204500 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 209 2300 SH SOLE 2300 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 16322 1024616 SH SOLE 1024616 0 0
FIRST CASH FINL SVCS INC COM 31942D107 16669 475048 SH SOLE 475048 0 0
FIRST CONN BANCORP INC MD COM 319850103 301 23100 SH SOLE 23100 0 0
FIRSTENERGY CORP COM 337932107 7387 166753 SH SOLE 166753 0 0
FISERV INC COM 337738108 758 12900 SH SOLE 12900 0 0
FLIR SYS INC COM 302445101 3705 147800 SH SOLE 147800 0 0
FLOWERS FOODS INC COM 343498101 2368 124749 SH SOLE 124749 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1923 27590 SH SOLE 27590 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 336 28400 SH SOLE 28400 0 0
FOREST LABS INC COM 345838106 14317 473149 SH SOLE 420749 0 52400
FORTINET INC COM 34959E109 266 12200 SH SOLE 12200 0 0
FOSSIL INC COM 349882100 6128 77224 SH SOLE 77224 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 307 24300 SH SOLE 24300 0 0
FRANCO NEVADA CORP COM 351858105 2505 67000 SH SOLE 67000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1248 33920 SH SOLE 33920 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 269 16100 SH SOLE 16100 0 0
GAFISA S A SPONS ADR 362607301 6469 1406200 SH SOLE 1406200 0 0
GAMCO INVESTORS INC COM 361438104 261 6000 SH SOLE 6000 0 0
GAMESTOP CORP NEW CL A 36467W109 2633 109100 SH SOLE 85500 0 23600
GANNETT INC COM 364730101 1599 119600 SH SOLE 119600 0 0
GAP INC DEL COM 364760108 1701 91700 SH SOLE 48500 0 43200
GARMIN LTD SHS H2906T109 1182 29700 SH SOLE 13000 0 16700
GEN-PROBE INC NEW COM 36866T103 1856 31400 SH SOLE 31400 0 0
GENCORP INC COM 368682100 264 49601 SH SOLE 49601 0 0
GENERAL DYNAMICS CORP COM 369550108 33573 505548 SH SOLE 454948 0 50600
GENERAL ELECTRIC CO COM 369604103 5672 316700 SH SOLE 28700 0 288000
GENERAL GROWTH PPTYS INC NEW COM 370023103 250 16627 SH SOLE 16627 0 0
GENERAL MLS INC COM 370334104 27789 687674 SH SOLE 634074 0 53600
GENERAL MTRS CO COM 37045V100 27496 1356500 SH SOLE 1356500 0 0
GENESCO INC COM 371532102 253 4100 SH SOLE 4100 0 0
GENUINE PARTS CO COM 372460105 16254 265585 SH SOLE 252485 0 13100
GENWORTH FINL INC COM CL A 37247D106 2050 313000 SH SOLE 313000 0 0
GERDAU S A SPONSORED ADR 373737105 41533 5317950 SH SOLE 5226920 0 91030
GETTY RLTY CORP NEW COM 374297109 230 16500 SH SOLE 16500 0 0
GILDAN ACTIVEWEAR INC COM 375916103 6519 353287 SH SOLE 243131 0 110156
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