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 Fund Type: INSTITUTION Report Date: 2008-08-13 Current Value: $26,454,728,703 Total Performance: -0.38 %
 
Worst Move: Grantham Mayo Van Otterloo And Co Llc potentially lost $-10,378,088 on changes made with Unitedhealth Group Inc (UNH) buying shares when price went down.
Best Move: Grantham Mayo Van Otterloo And Co Llc potentially made $7,545,896 on changes made with Tenaris S A (TS) buying shares when price went up.
Good Save: Grantham Mayo Van Otterloo And Co Llc potentially saved $3,367,659 on changes made with Qualcomm Inc (QCOM) selling shares when price went down.
Missed Move: Grantham Mayo Van Otterloo And Co Llc potentially missed $-7,786,570 on changes made with Wal Mart Stores Inc(WMT) selling shares when price went up.
 
 
   

Grantham Mayo Van Otterloo And Co Llc Details

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Stock Country Symbol Industry Current Shares Current Value Value Chng. Return Activity Shares Chng. Shares Chg.% Results
3m Co (MMM) US MMM Diversified Manufa ... 5,862,948 $414,627,683 $-13,133,004 -3.07 % Sold Some -1,382,852 -19.08 $3,097,588
Accenture (XET.BE) FR XET.BE Consulting Service ... 308,808 $12,216,444 $-299,544 -2.39 % Sold Some -10,692 -3.34 $10,371
Administradora De Fondos Depensio ... (D8P1.BE) US D8P1.BE Investment Compani ... 115,090 $3,324,950 $-63,300 -1.86 % Added More 59,710 107.81 $-32,841
Adobe Sys Inc (ADBE) US ADBE Electronic Forms 307,548 $13,578,244 $-535,134 -3.79 % Sold Some -15,143 -4.69 $26,349
Adtran Inc (ADTN) US ADTN Telecommunication ... None - - - % Sold All -12,000 -100.00 $2,400
Advance Auto Pts Inc (AWN.BE) US AWN.BE Retail-Auto Parts 61,650 $2,551,694 $-99,873 -3.76 % Sold Some -45,400 -42.41 $73,548
Aetna Inc (AET) US AET Medical-Hmo 122,164 $5,242,057 $-8,551 -0.16 % Sold Some -287,736 -70.19 $20,142
Alpha Nat Res Inc (LFA.BE) US LFA.BE Coal 16,700 $1,664,823 $124,749 8.10 % Added More 8,800 111.39 $65,736
Altria Group Inc (MO) US MO Tobacco 4,918,875 $101,427,203 $-4,574,554 -4.31 % Added More 547,800 12.53 $-509,454
Amb Ppty Corp (A4V.BE) US A4V.BE Reits-Warehouse/In ... 14,500 $638,435 $-57,710 -8.28 % Added More 5,100 54.25 $-20,298
America Movil S A De C V (AMX) US AMX Cellular Telecom 1,271,030 $65,394,494 $2,758,135 4.40 % Added More 904,960 247.20 $1,963,763
Amerigroup Corp (AGP) US AGP Medical-Hmo 12,800 $320,512 $-10,624 -3.20 % New Holding 12,800 100.00 $-10,624
Ameriprise Finl Inc (AMP) US AMP Invest Mgmnt/Advis ... None - - - % Sold All -5,800 -100.00 $-9,976
Anheuser Busch Cos Inc (ABC.BE) US ABC.BE Brewery 100,000 $6,771,000 $30,000 0.44 % Sold Some -70,000 -41.17 $-21,000
Ansys Ag (ANSS) CH ANSS Computer Aided Des ... 30,200 $1,340,276 $-70,064 -4.96 % Added More 10,200 51.00 $-23,664
Apartment Invt And Mgmt Co (AIV) US AIV Reits-Apartments 19,007 $671,137 $-51,889 -7.17 % New Holding 19,007 100.00 $-51,889
Arch Capital Group Ltd (ACGL) BM ACGL Property/Casualty ... 9,900 $687,555 $9,603 1.41 % Added More 6,200 167.56 $6,014
Assurant Inc (AIZ) US AIZ Multi-Line Insuran ... 39,600 $2,266,308 $-20,592 -0.90 % New Holding 39,600 100.00 $-20,592
At And T Inc (T) US T Telephone-Integrat ... 5,989,798 $186,881,698 $-598,980 -0.31 % Sold Some -1,877,955 -23.86 $187,796
Au Optronics Corp (AUO) US AUO Electronic Compo-M ... 77,043 $912,189 $-45,455 -4.74 % No Change - - -
Autonation Inc (AN) US AN Retail-Automobile 539,766 $6,304,467 $129,544 2.09 % Sold Some -220,000 -28.95 $-52,800
Axis Capital Holdings Ltd (AXS) BM AXS Reinsurance 28,400 $937,200 $-14,200 -1.49 % Added More 14,900 110.37 $-7,450
Bally Technologies Inc (BYI) US BYI Casino Services 16,000 $551,840 $29,280 5.60 % New Holding 16,000 100.00 $29,280
Banco Santander Chile (BSA.BE) US BSA.BE Commer Banks Non-U ... 458,426 $18,580,006 $-811,414 -4.18 % Added More 204,880 80.80 $-362,638
Belo Corp (BLC) US BLC Multimedia None - - - % Sold All -249,600 -100.00 $79,872
Biogen Idec Inc (BIIB) US BIIB Medical-Biomedical ... 434,654 $22,206,473 $-599,823 -2.63 % Sold Some -13,746 -3.06 $18,969
Biomarin Pharmaceutical Inc (BMRN) US BMRN Therapeutics 29,600 $837,680 $43,512 5.47 % New Holding 29,600 100.00 $43,512
Biomed Rlty Tr Inc (BMR) US BMR Reits-Office Prope ... 8,600 $230,824 $-258 -0.11 % New Holding 8,600 100.00 $-258
Bjs Whsl Club Inc (BJ) US BJ Retail-Discount 15,400 $582,736 $-53,284 -8.37 % Sold Some -22,600 -59.47 $78,196
Blackrock Inc (BLQA.BE) US BLQA.BE Invest Mgmnt/Advis ... 83,744 $17,371,855 $-903,598 -4.94 % Added More 70,944 554.25 $-765,486
Blue Nile Inc (NILE) US NILE E-Commerce/Product ... None - - - % Sold All -7,900 -100.00 $46,215
Blyth Inc (BTH) US BTH Consumer Products- ... None - - - % Sold All -36,300 -100.00 $-13,068
Boston Beer Inc (SAM) US SAM Brewery 5,800 $262,334 $-9,396 -3.45 % Added More 400 7.40 $-648
Boston Pptys Inc (BXP) US BXP Reits-Office Prope ... 26,400 $2,694,384 $107,712 4.16 % Added More 13,600 106.25 $55,488
Brinker Intl Inc (EAT) US EAT Retail-Restaurants None - - - % Sold All -14,100 -100.00 $23,829
Bristol Myers Squibb Co (BRM.BE) US BRM.BE Medical-Drugs 927,700 $20,474,339 $176,263 0.86 % Sold Some -623,752 -40.20 $-118,513
Brown And Brown Inc (BRO) US BRO Insurance Brokers 75,700 $1,493,561 $82,513 5.84 % Sold Some -227,400 -75.02 $-247,866
Brunswick Corp (BC) US BC Leisure&Rec Produc ... 26,700 $356,979 $-21,894 -5.77 % Sold Some -11,000 -29.17 $9,020
Buckle Inc (BK2.BE) US BK2.BE Retail-Apparel/Sho ... 5,550 $278,277 $22,478 8.78 % Sold Some -16,500 -74.82 $-66,825
Bucyrus Intl Inc (BUCY) US BUCY Machinery-Constr&M ... 9,300 $647,001 $41,850 6.91 % New Holding 9,300 100.00 $41,850
Bunge Limited (BG) BM BG Agricultural Opera ... 115,575 $10,535,817 $-755,861 -6.69 % Added More 2,875 2.55 $-18,803
Burlington Northn Santa Fecorp (BNI) US BNI Transport-Rail None - - - % Sold All -4,900 -100.00 $-33,418
C H Robinson Worldwide Inc (CHRW) US CHRW Transport-Services 477,034 $24,562,481 $-28,622 -0.11 % Added More 66,434 16.17 $-3,986
Ca Inc (CA) US CA Enterprise Softwar ... None - - - % Sold All -202,400 -100.00 $44,528
Cabot Oil And Gas Corp (COG) US COG Oil Comp-Explor&Pr ... 7,000 $319,410 $13,790 4.51 % Added More 300 4.47 $591
Cadence Design Sys Inc (CDNS) US CDNS Electronic Design ... None - - - % Sold All -52,800 -100.00 $-50,160
Cal Maine Foods Inc (CALM) US CALM Food-Misc/Diversif ... None - - - % Sold All -7,700 -100.00 $27,797
Calamos Asset Mgmt Inc (CLMS) US CLMS Invest Mgmnt/Advis ... None - - - % Sold All -10,500 -100.00 $5,355
Cameron Intl Corp (CAM) US CAM Oil Field Mach&Equ ... 222,071 $10,770,444 $299,796 2.86 % Sold Some -132,929 -37.44 $-179,454
Campbell Soup Co (CPB) US CPB Food-Misc/Diversif ... 517,000 $19,206,550 $-330,880 -1.69 % Added More 87,900 20.48 $-56,256
Canadian National Railway Co (CNI) CA CNI Transport-Rail 316,500 $16,312,410 $-53,805 -0.32 % Added More 18,500 6.20 $-3,145
Canadian Natural Resources Ltd (CNQ) CA CNQ Oil Comp-Explor&Pr ... 906,504 $78,158,775 $6,390,853 8.90 % Sold Some -72,354 -7.39 $-510,096
Canadian Pacific Railway Ltd (CP) CA CP Transport-Rail 811,813 $48,067,448 $-836,167 -1.70 % Added More 252,013 45.01 $-259,573
Cano Pete Inc (CFW) US CFW Oil Comp-Explor&Pr ... 400,000 $1,388,000 $280,000 25.27 % New Holding 400,000 100.00 $280,000
Capella Ed Co (CPLA) US CPLA Schools 3,700 $188,959 $-10,915 -5.46 % New Holding 3,700 100.00 $-10,915
Capital One Finl Corp (CFX.BE) US CFX.BE Super-Regional Ban ... 530,981 $22,141,908 $700,895 3.26 % Sold Some -18,000 -3.27 $-23,760
Capitalsource Inc (CAU.BE) US CAU.BE Reits-Diversified 86,500 $965,340 $-41,520 -4.12 % Added More 26,300 43.68 $-12,624
Cardinal Health Inc (CAH) US CAH Medical-Whsle Drug ... 408,200 $22,516,312 $453,102 2.05 % Sold Some -97,300 -19.24 $-108,003
Career Ed Corp (CECO) US CECO Schools 41,700 $766,863 $-27,939 -3.51 % Sold Some -47,500 -53.25 $31,825
Carmax Inc (KMX) US KMX Retail-Automobile None - - - % Sold All -31,000 -100.00 $-1,550
Casual Male Retail Group Inc (CMRG) US CMRG Retail-Apparel/Sho ... None - - - % Sold All -25,300 -100.00 $1,518
Caterpillar Inc (CAT1.BE) US CAT1.BE Machinery-Constr&M ... 170,500 $11,703,120 $-98,890 -0.83 % Sold Some -343,200 -66.80 $199,056
Cbrl Group Inc (CBRL) US CBRL Retail-Restaurants None - - - % Sold All -11,400 -100.00 $29,526
Celanese Ag (CE) CH CE Chemicals-Diversif ... 101,100 $3,736,656 $-271,959 -6.78 % Sold Some -149,000 -59.57 $400,810
Centennial Communications Corpnew (CYCL) US CYCL Cellular Telecom None - - - % Sold All -28,900 -100.00 $11,560
Centerpoint Energy Inc (CNPZP.PK) US CNPZP.PK - 857,100 $23,698,815 $-299,985 -1.25 % Sold Some -26,800 -3.03 $9,380
Centex Corp (CTX) US CTX Bldg-Residential/C ... 32,300 $483,208 $5,168 1.08 % Added More 23,800 280.00 $3,808
Central European Distr Corp (CEDC) US CEDC Beverages-Wine/Spi ... 15,200 $870,200 $-117,800 -11.92 % Added More 4,600 43.39 $-35,650
Centurytel Inc (CYT.BE) US CYT.BE Telephone-Integrat ... 21,100 $786,608 $4,431 0.56 % Sold Some -3,600 -14.57 $-756
Cepheid (XEP.BE) US XEP.BE Medical Instrument ... 10,400 $186,992 $-28,600 -13.26 % New Holding 10,400 100.00 $-28,600
Ceradyne Inc (CRDN) US CRDN Advanced Materials ... None - - - % Sold All -21,100 -100.00 $89,042
Cerner Corp (CERN) US CERN Medical Informatio ... 5,600 $262,248 $-112 -0.04 % Sold Some -1,600 -22.22 $32
Cf Inds Hldgs Inc (CF) US CF Agricultural Chemi ... 13,400 $2,012,144 $151,554 8.14 % Sold Some -4,200 -23.86 $-47,502
Cgi Group Inc (GIB) CA GIB Computer Services 221,000 $2,324,920 $-92,820 -3.83 % Sold Some -4,600 -2.03 $1,932
Charles River Laboratories Inc (CRL) US CRL Medical-Biomedical ... 14,000 $921,620 $-21,980 -2.32 % Added More 700 5.26 $-1,099
Chattem Inc (CHTT) US CHTT Cosmetics&Toiletri ... 3,700 $251,489 $2,701 1.08 % Sold Some -17,200 -82.29 $-12,556
Chemed Corp (CHE) US CHE Divers Oper/Commer ... None - - - % Sold All -14,100 -100.00 $22,701
Chemtura Corp (CEM) US CEM Chemicals-Specialt ... None - - - % Sold All -11,300 -100.00 $1,582
Chesapeake Energy Corp (CHK) US CHK Oil Comp-Explor&Pr ... 420,000 $21,252,000 $1,465,800 7.40 % Added More 405,900 2878.72 $1,416,591
Chevron Corp (CHV.BE) US CHV.BE Oil Comp-Integrate ... 13,089,873 $1,126,907,167 $3,141,570 0.27 % Sold Some -1,933,789 -12.87 $-464,109
Chicago Brdg And Iron Co N V (CBI) US CBI Building-Heavy Con ... 39,500 $1,259,260 $-69,915 -5.26 % Sold Some -17,400 -30.57 $30,798
Chicos Fas Inc (YC8.BE) US YC8.BE Retail-Apparel/Sho ... 78,600 $393,000 $21,222 5.70 % Sold Some -25,700 -24.64 $-6,939
China Mobile Hong Kong Ltd (CHL) US CHL Cellular Telecom 521,885 $32,101,146 $1,362,120 4.43 % No Change - - -
China Telecom Corp Ltd (CHA) US CHA Telecom Services 165,300 $8,694,780 $333,906 3.99 % No Change - - -
Chipotle Mexican Grill Inc (CMG) US CMG Retail-Restaurants None - - - % Sold All -2,300 -100.00 $6,785
Choice Hotels Intl Inc (CHH) US CHH Hotels&Motels 8,400 $221,676 $-11,676 -5.00 % Sold Some -2,800 -25.00 $3,892
Chubb Corp (CB) US CB Property/Casualty ... 806,644 $38,404,321 $24,199 0.06 % Added More 346,444 75.28 $10,393
Church And Dwight Inc (CHD) US CHD Soap&Cleaning Prep ... 9,600 $597,408 $7,872 1.33 % Sold Some -8,400 -46.66 $-6,888
Cigna Corp (CI) US CI Life/Health Insura ... 11,700 $488,826 $-5,382 -1.08 % Sold Some -458,554 -97.51 $210,935
Cimarex Energy Co (ENY.BE) US ENY.BE Oil Comp-Explor&Pr ... 24,700 $1,357,512 $31,863 2.40 % Added More 16,800 212.65 $21,672
Cincinnati Finl Corp (CINF) US CINF Multi-Line Insuran ... 28,800 $831,744 $40,896 5.17 % Added More 10,700 59.11 $15,194
Cintas Corp (CTAS) US CTAS Linen Supply&Rel I ... 9,700 $298,857 $3,298 1.11 % New Holding 9,700 100.00 $3,298
Cisco Sys Inc (CSCO) US CSCO Networking Product ... 19,466,000 $474,386,420 $1,167,960 0.24 % Sold Some -4,089,000 -17.35 $-245,340
Cit Group Inc (CIT) US CIT Finance-Commercial 353,900 $3,496,532 $477,765 15.82 % Added More 299,900 555.37 $404,865
Citigroup Inc (C) US C Finance-Invest Bnk ... 7,289,294 $132,082,007 $2,259,681 1.74 % Sold Some -1,901,000 -20.68 $-589,310
Citrix Sys Inc (CTXS) US CTXS Applications Softw ... 1,486,377 $44,531,855 $-1,605,287 -3.47 % Added More 426,977 40.30 $-461,135
City National Bancshares Corporat ... (CYN) US CYN Commer Banks-Weste ... 12,300 $584,496 $-14,145 -2.36 % Sold Some -6,800 -35.60 $7,820
Clarcor Inc (CLC) US CLC Filtration/Separat ... 7,700 $327,481 $11,935 3.78 % New Holding 7,700 100.00 $11,935
Cleveland Cliffs Inc (CLF) US CLF Metal-Iron 14,500 $1,439,270 $81,055 5.96 % Added More 200 1.39 $1,118
Clorox Co (CLX) US CLX Consumer Products- ... 407,700 $23,817,834 $-236,466 -0.98 % Sold Some -4,100 -0.99 $2,378
Cme Group Inc (MX4A.BE) US MX4A.BE Finance-Other Serv ... 31,837 $10,255,971 $-432,346 -4.04 % Added More 437 1.39 $-5,934
Cna Finl Corp (CNA) US CNA Multi-Line Insuran ... 23,200 $623,616 $12,760 2.08 % Sold Some -155,470 -87.01 $-85,509
Coach Inc (COY.BE) US COY.BE Retail-Apparel/Sho ... 1,056,999 $29,891,932 $-1,881,458 -5.92 % Sold Some -441,916 -29.48 $786,610
Coca Cola Ag (KO) CH KO Beverages-Non-Alco ... 24,754,130 $1,331,524,653 $-35,150,865 -2.57 % Sold Some -34,870 -0.14 $49,515
Coca Cola Enterprises (COX.BE) US COX.BE Beverages-Non-Alco ... 232,376 $3,896,946 $-169,634 -4.17 % Sold Some -17,024 -6.82 $12,428
Coca Cola Femsa S A De C V (KOF) US KOF Beverages-Non-Alco ... 7,660 $437,616 $-15,167 -3.34 % Added More 3,620 89.60 $-7,168
Coeur D Alene Mines Corp Idaho (CDE) US CDE Precious Metals 50,600 $89,056 $-8,096 -8.33 % New Holding 50,600 100.00 $-8,096
Cognizant Technology Solutionscor ... (CTSH) US CTSH Computer Services 462,751 $13,771,470 $-273,023 -1.94 % Added More 252,751 120.35 $-149,123
Colgate Palmolive Co (CL) US CL Cosmetics&Toiletri ... 2,303,097 $175,565,084 $-2,648,562 -1.48 % Added More 558,297 31.99 $-642,042
Columbia Sportswear Co (COLM) US COLM Retail-Apparel/Sho ... None - - - % Sold All -8,900 -100.00 $-5,963
Comerica Inc (CMA) US CMA Super-Regional Ban ... 466,400 $12,331,616 $-1,604,416 -11.51 % Added More 256,600 122.30 $-882,704
Commerce Bancshares Inc (CBSH) US CBSH Commer Banks-Centr ... 5,460 $242,752 $-928 -0.38 % Sold Some -10,920 -66.66 $1,856
Commerce Group Corp (CGI) US CGI Property/Casualty ... None - - - % Sold All -58,600 -100.00 $22,854
Commercial Metals Co (CMC) US CMC Metal Processors&F ... 12,400 $323,144 $-10,416 -3.12 % Added More 600 5.08 $-504
Commscope Inc (COJ.BE) US COJ.BE Telecommunication ... None - - - % Sold All -10,600 -100.00 $11,872
Companhia Vale Do Rio Doce (RIO) US RIO Diversified Minera ... 3,097,348 $82,823,086 $2,570,799 3.20 % No Change - - -
Compania Cervecerias Unidass A (CU) US CU Brewery 150,290 $5,159,456 $51,099 1.00 % Added More 23,690 18.71 $8,055
Compania De Minas Buenaventuras A (BVN) US BVN Gold Mining 66,900 $1,531,341 $24,084 1.59 % Added More 38,810 138.16 $13,972
Compass Minerals Intl Inc (CMP) US CMP Quarrying 6,200 $434,558 $22,630 5.49 % New Holding 6,200 100.00 $22,630
Computer Sciences Corp (CSC) US CSC Computer Services 442,608 $20,997,324 $-115,078 -0.54 % Sold Some -14,100 -3.08 $3,666
Compuware Corp (CPWR) US CPWR Applications Softw ... None - - - % Sold All -82,500 -100.00 $8,250
Comstock Res Inc (CRK) US CRK Oil Comp-Explor&Pr ... 7,100 $472,931 $62,622 15.26 % New Holding 7,100 100.00 $62,622
Comtech Telecommunicationscorp (CMTL) US CMTL Telecommunication ... None - - - % Sold All -5,700 -100.00 $17,613
Concur Technologies Inc (CNQR) US CNQR Enterprise Softwar ... 11,200 $486,976 $-46,592 -8.73 % Added More 4,000 55.55 $-16,640
Conocophillips (COP) US COP Oil Comp-Integrate ... 2,778,589 $231,928,824 $3,056,448 1.33 % Sold Some -936,782 -25.21 $-1,030,460
Consol Energy Inc (CNX) US CNX Coal 9,700 $679,485 $46,463 7.33 % New Holding 9,700 100.00 $46,463
Constellation Energy Group Incmar ... (CEG) US CEG Electric-Integrate ... 100,900 $6,903,578 $370,303 5.66 % Sold Some -118,344 -53.97 $-434,322
Continental Res Inc Okla (C5L.BE) US C5L.BE Oil Comp-Explor&Pr ... 3,500 $176,050 $8,330 4.96 % New Holding 3,500 100.00 $8,330
Convergys Corp (CVG) US CVG Commercial Service ... 67,262 $992,115 $34,304 3.58 % Sold Some -8,200 -10.86 $-4,182
Cooper Tire And Rubr Co (CTB) US CTB Rubber-Tires None - - - % Sold All -14,200 -100.00 $23,146
Copart Inc (CPRT) US CPRT Retail-Automobile 63,200 $2,773,216 $-9,480 -0.34 % Added More 14,700 30.30 $-2,205
Corinthian Colleges Inc (COCO) US COCO Schools None - - - % Sold All -12,800 -100.00 $30,336
Corning Inc (GLW) US GLW Telecom Eq Fiber O ... 577,062 $12,106,761 $28,853 0.23 % Sold Some -532,838 -48.00 $-26,642
Costco Whsl Corp (COST) US COST Retail-Discount 377,513 $25,183,892 $-90,603 -0.35 % Added More 199,300 111.83 $-47,832
Countrywide Finl Corp (CFC) US CFC Finance-Mtge Loan/ ... 1,652,606 % Sold Some -40,600 -2.39
Covance Inc (CVD) US CVD Medical Labs&Testi ... 79,600 $7,542,100 $-145,668 -1.89 % Added More 24,500 44.46 $-44,835
Coventry Health Care Inc (CVH) US CVH Medical-Hmo 2,255,037 $78,903,745 $-6,990,615 -8.13 % Added More 174,300 8.37 $-540,330
Covidien Limited (COV) BM COV Medical Products None - - - % Sold All -150,625 -100.00 $-222,925
Crane Co (CR) US CR Diversified Manufa ... 11,900 $428,876 $8,568 2.03 % Sold Some -8,400 -41.37 $-6,048
Cree Inc (CREE) US CREE Electronic Compo-S ... 27,400 $640,886 $32,058 5.26 % Added More 1,000 3.78 $1,170
Crown Hldgs Inc (CCK) US CCK Containers-Metal/G ... None - - - % Sold All -30,700 -100.00 $-28,551
Csk Auto Corp (CAO) US CAO Retail-Auto Parts None - - - % Sold All -18,900 -100.00 $0
Csx Corp (CSX) US CSX Transport-Rail 280,628 $17,867,585 $993,423 5.88 % Sold Some -4,808 -1.68 $-17,020
Ctc Media Inc (CTCM) US CTCM Television 30,300 $589,638 $-91,203 -13.39 % Sold Some -6,760 -18.24 $20,348
Cummins Inc (CMI) US CMI Engines-Internal C ... 162,400 $10,512,152 $-993,888 -8.63 % Sold Some -70,700 -30.33 $432,684
Cvs Caremark Corp (CVS.BE) US CVS.BE Retail-Drug Store 231,021 $8,584,740 $-187,127 -2.13 % Sold Some -57,879 -20.03 $46,882
Cypress Semiconductor Corp (CY) US CY Semicon Compo-Intg ... 78,100 $2,448,435 $336,611 15.93 % Added More 29,100 59.38 $125,421
D R Horton Inc (HO2.BE) US HO2.BE Bldg-Residential/C ... 1,144,904 $12,433,657 $-343,471 -2.68 % Sold Some -17,566 -1.51 $5,270
Danaher Corp (DHR) US DHR Diversified Manufa ... 1,854,398 $150,336,046 $-4,061,132 -2.63 % Sold Some -110,738 -5.63 $242,516
Darling Intl Inc (43D.BE) US 43D.BE Alternative Waste ... 15,900 $213,219 $1,113 0.52 % New Holding 15,900 100.00 $1,113
Dean Foods Co (DF) US DF Food-Dairy Product ... 17,200 $432,752 $15,652 3.75 % Sold Some -2,600 -13.13 $-2,366
Deckers Outdoor Corp (DECK) US DECK Footwear&Related A ... 6,000 $659,280 $-82,320 -11.10 % Sold Some -6,800 -53.12 $93,296
Deere And Co (DE) US DE Machinery-Farm 1,045,310 $71,039,268 $898,967 1.28 % Sold Some -176,418 -14.44 $-151,719
Dell Inc (DELL) US DELL Computers 4,610,000 $118,154,300 $2,305,000 1.98 % Sold Some -6,222,600 -57.44 $-3,111,300
Deluxe Corp (DLX) US DLX Commercial Serv-Fi ... 20,200 $330,472 $-27,068 -7.57 % Sold Some -34,600 -63.13 $46,364
Denbury Res Inc (DNR) US DNR Oil Comp-Explor&Pr ... 192,400 $4,931,212 $113,516 2.35 % Added More 34,100 21.54 $20,119
Dentsply Intl Inc (XRAY) US XRAY Dental Supplies&Eq ... 72,300 $2,837,775 $-106,281 -3.61 % Sold Some -3,500 -4.61 $5,145
Developers Diversified Rltycorp (DDR) US DDR Reits-Shopping Cen ... 10,800 $343,980 $-12,096 -3.39 % Added More 300 2.85 $-336
Devon Energy Corp (DVN) US DVN Oil Comp-Explor&Pr ... 589,455 $62,942,005 $5,104,680 8.82 % Added More 367,155 165.16 $3,179,562
Devry Inc (DV) US DV Schools 11,800 $593,658 $-45,666 -7.14 % Sold Some -3,400 -22.36 $13,158
Diamond Offshore Drilling Inc (DO) US DO Oil&Gas Drilling 101,524 $11,406,221 $95,433 0.84 % Sold Some -52,376 -34.03 $-49,233
Dionex Corp (DNEX) US DNEX Instruments-Scient ... 3,900 $254,358 $-16,809 -6.19 % Sold Some -200 -4.87 $862
Discovery Hldg Co (DISCA) US DISCA Broadcast Serv/Pro ... 184,400 $3,590,268 $-49,788 -1.36 % Sold Some -182,400 -49.72 $49,248
Disney Walt Co (DIS) US DIS Multimedia 48,132 $1,528,672 $963 0.06 % Added More 2,132 4.63 $43
Distribucion Y Servicio D And S S ... (DYS) US DYS Food-Retail None - - - % Sold All -48,240 -100.00 $17,849
Dolby Laboratories Inc (DLB) US DLB Industr Audio&Vide ... 5,100 $210,834 $-714 -0.33 % New Holding 5,100 100.00 $-714
Donaldson Inc (DCI) US DCI Filtration/Separat ... 15,900 $722,337 $-18,762 -2.53 % Added More 5,800 57.42 $-6,844
Donnelley R R And Sons Co (DLL.BE) US DLL.BE Printing-Commercia ... 11,500 $309,695 $-7,475 -2.35 % Sold Some -125,900 -91.63 $81,835
Dow Chem Co (DOW) US DOW Chemicals-Diversif ... 500,572 $16,834,236 $-725,829 -4.13 % Sold Some -202,894 -28.84 $294,196
Dresser Rand Group Inc (D3G.BE) US D3G.BE Oil Field Mach&Equ ... 8,300 $319,218 $-1,494 -0.46 % Sold Some -26,200 -75.94 $4,716
Dst Sys Inc (DST) US DST Computer Services None - - - % Sold All -9,700 -100.00 $23,377
Dte Energy Co (DGY.BE) US DGY.BE Electric-Integrate ... 365,937 $15,292,507 $278,112 1.85 % Sold Some -25,500 -6.51 $-19,380
Du Pont E I De Nemours And Co (DD) US DD Chemicals-Diversif ... None - - - % Sold All -8,400 -100.00 $6,720
Duke Energy Corp (DUK) US DUK Electric-Integrate ... 891,700 $15,809,841 $-26,751 -0.16 % Sold Some -120,700 -11.92 $3,621
Dynamic Matls Corp (BOOM) US BOOM Metal Processors&F ... None - - - % Sold All -4,700 -100.00 $8,460
Earthlink Inc (ELNK) US ELNK Web Portals/Isp 16,000 $148,000 $6,880 4.87 % Sold Some -3,100 -16.23 $-1,333
Eastman Kodak Co (EK) US EK Photo Equipment&Su ... None - - - % Sold All -39,400 -100.00 $20,882
Eaton Corp (ETN) US ETN Diversified Manufa ... 19,800 $1,413,324 $-22,572 -1.57 % Sold Some -155,300 -88.69 $177,042
Ebay Inc (EBAY) US EBAY E-Commerce/Service ... 9,648,134 $240,045,574 $-8,876,283 -3.56 % Sold Some -643,773 -6.25 $592,271
Ecolab Inc (ECL) US ECL Chemicals-Specialt ... 438,035 $19,733,477 $-350,428 -1.74 % Added More 68,935 18.67 $-55,148
Edison Intl (EIX) US EIX Electric-Integrate ... 23,800 $1,106,224 $32,368 3.01 % Sold Some -146,205 -86.00 $-198,839
El Paso Corp (EP) US EP Pipelines 30,000 $519,600 $6,300 1.22 % Added More 18,300 156.41 $3,843
Embraer Empresa Brasileira De Aer ... (ERJ) US ERJ Aerospace/Defense 24,800 $817,904 $21,328 2.67 % No Change - - -
Emc Corp (EMC) US EMC Computers-Memory D ... 2,172,346 $33,888,598 $1,325,131 4.06 % Sold Some -3,734,554 -63.22 $-2,278,078
Emerson Elec Co (EMR) US EMR Electric Products- ... 549,387 $25,266,308 $-1,741,557 -6.44 % Added More 126,387 29.87 $-400,647
Enbridge Inc (EN3.BE) CA EN3.BE Pipelines 112,900 $4,678,576 $2,258 0.04 % Added More 60,600 115.86 $1,212
Encore Acquisition Co (EAC) US EAC Oil Comp-Explor&Pr ... 16,400 $891,012 $64,452 7.79 % New Holding 16,400 100.00 $64,452
Endo Pharmaceuticals Hldgs Inc (ENDP) US ENDP Medical-Drugs 21,250 $491,088 $-2,550 -0.51 % No Change - - -
Endurance Specialty Holdingsltd (ENH) BM ENH Reinsurance 23,500 $753,175 $-12,220 -1.59 % New Holding 23,500 100.00 $-12,220
Energen Corp (EGN) US EGN Gas-Distribution 14,700 $802,179 $11,613 1.46 % Sold Some -4,700 -24.22 $-3,713
Energizer Hldgs Inc (ENR) US ENR Batteries/Battery ... 515,140 $42,916,313 $2,070,863 5.06 % Sold Some -284,860 -35.60 $-1,145,137
Energy East Corp (EAS) US EAS Electric-Integrate ... 446,507 $12,055,689 $692,086 6.09 % Sold Some -12,000 -2.61 $-18,600
Enersis Sa (ENI) CL ENI Electric-Integrate ... 20,700 $360,387 $-21,114 -5.53 % New Holding 20,700 100.00 $-21,114
Entergy Corp (ETR) US ETR Electric-Integrate ... None - - - % Sold All -28,700 -100.00 $-157,563
Eog Res Inc (EOG) US EOG Oil Comp-Explor&Pr ... 232,665 $25,400,038 $2,231,257 9.63 % Added More 223,365 2401.77 $2,142,070
Epiq Sys Inc (EPIQ) US EPIQ Applications Softw ... None - - - % Sold All -11,800 -100.00 $4,012
Equifax Inc (EFX.BE) US EFX.BE Commercial Serv-Fi ... 8,100 $282,285 $-10,935 -3.72 % Sold Some -2,800 -25.68 $3,780
Equitable Res Inc (EQT) US EQT Pipelines 3,300 $169,950 $3,927 2.36 % Sold Some -11,400 -77.55 $-13,566
Equity Lifestyle Pptys Inc (ELS) US ELS Reits-Manufactured ... None - - - % Sold All -4,500 -100.00 $5,625
Equity Residential (EQR) US EQR Reits-Apartments 31,600 $1,321,828 $-88,796 -6.29 % Added More 23,700 300.00 $-66,597
Eresearchtechnology Inc (ERES) US ERES Internet Applic Sf ... 10,200 $135,456 $5,610 4.32 % Sold Some -1,600 -13.55 $-880
Erie Corp (ERIE) US ERIE Insurance Brokers 8,900 $406,018 $4,094 1.01 % Sold Some -200 -2.19 $-92
Ethan Allen Interiors Inc (ETH) US ETH Home Furnishings None - - - % Sold All -11,500 -100.00 $1,725
Everest Reinsurance Group Ltd (RE) BM RE Reinsurance 21,062 $1,730,665 $4,634 0.26 % Added More 3,988 23.35 $877
Exelon Corp (EXC) US EXC Electric-Integrate ... 11,000 $850,960 $27,280 3.31 % Sold Some -1,000 -8.33 $-2,480
Expedia Inc (EXPEW) US EXPEW - 116,600 $4,664 $-9,328 -66.66 % Sold Some -298,700 -71.92 $23,896
Expeditors Intl Wash Inc (EXPD) US EXPD Transport-Services 490,116 $17,585,362 $279,366 1.61 % Added More 20,916 4.45 $11,922
Express Scripts Inc (ESRX) US ESRX Pharmacy Services 2,373,106 $172,263,765 $688,201 0.40 % Sold Some -908,514 -27.68 $-263,469
Exxon Mobil Corp (XOM) US XOM Oil Comp-Integrate ... 18,055,580 $1,452,932,523 $41,527,834 2.94 % Sold Some -1,746,427 -8.81 $-4,016,782
Factset Resh Sys Inc (FDS) US FDS Multimedia 26,700 $1,688,508 $-22,161 -1.29 % Sold Some -17,800 -40.00 $14,774
Fairpoint Communications Inc (FRP) US FRP Telecom Services 44,376 $382,965 $18,638 5.11 % New Holding 44,376 100.00 $18,638
Family Dlr Stores Inc (FDO) US FDO Retail-Discount 157,100 $3,779,826 $25,136 0.66 % Sold Some -183,000 -53.80 $-29,280
Fastenal Co (FAST) US FAST Distribution/Whole ... 431,200 $22,172,304 $431,200 1.98 % Added More 3,700 0.86 $3,700
Federal Home Ln Mtg Corp (FRE) US FRE Finance-Mtge Loan/ ... 241,100 $1,145,225 $-192,880 -14.41 % Added More 173,848 258.50 $-139,078
Federal Natl Mtg Assn (FNM) US FNM Finance-Mtge Loan/ ... 412,800 $2,674,944 $-499,488 -15.73 % Sold Some -814,608 -66.36 $985,676
Federated Invs Inc Pa (FII) US FII Invest Mgmnt/Advis ... 17,700 $590,826 $58,587 11.00 % Added More 1,500 9.25 $4,965
Fedex Corp (FDX) US FDX Transport-Services 19,000 $1,548,880 $-62,700 -3.89 % Sold Some -63,000 -76.82 $207,900
Fidelity Natl Finl Inc (FNF) US FNF Property/Casualty ... 701,474 $9,778,548 $666,400 7.31 % Sold Some -76,324 -9.81 $-72,508
Fifth Third Bancorp (FITB) US FITB Super-Regional Ban ... 182,800 $2,760,280 $186,456 7.24 % Added More 15,000 8.93 $15,300
First Amern Corp Calif (FAF) US FAF - 479,796 $11,807,780 $926,006 8.50 % Sold Some -64,600 -11.86 $-124,678
First Horizon Natl Corp (FHN) US FHN Commer Banks-South ... 75,700 $780,467 $-20,439 -2.55 % Sold Some -125,096 -62.30 $33,776
First Marblehead Corp (FMD) US FMD Finance-Consumer L ... None - - - % Sold All -268,482 -100.00 $-263,112
First Solar Inc (FSLR) US FSLR Energy-Alternate S ... 95,560 $26,470,120 $1,621,653 6.52 % Added More 6,460 7.25 $109,626
Firstenergy Corp (FE) US FE Electric-Integrate ... 7,500 $552,375 $26,925 5.12 % New Holding 7,500 100.00 $26,925
Firstmerit Corp (FMER) US FMER Commer Banks-Centr ... 16,300 $325,674 $1,141 0.35 % New Holding 16,300 100.00 $1,141
Fiserv Inc (FISV) US FISV Data Processing/Mg ... 1,348,907 $69,994,784 $1,564,732 2.28 % Sold Some -318,000 -19.07 $-368,880
Flir Sys Inc (FLIR) US FLIR Electronic Measur ... 152,300 $5,575,703 $-360,951 -6.08 % Sold Some -48,500 -24.15 $114,945
Flowers Foods Inc (FLO) US FLO Food-Baking 22,400 $570,976 $-145,152 -20.26 % Sold Some -600 -2.60 $3,888
Flowserve Corp (FLS) US FLS Machinery-Pumps 59,800 $7,957,586 $362,986 4.77 % Added More 8,000 15.44 $48,560
Fluor Corp (FLR) US FLR Engineering/R&D Se ... 225,367 $18,304,308 $1,221,489 7.15 % Sold Some -71,633 -24.11 $-388,251
Fmc Technologies Inc (FTI) US FTI Oil Field Mach&Equ ... 138,325 $7,490,299 $-142,475 -1.86 % Sold Some -42,475 -23.49 $43,749
Focus Media Holding Limited (FMCN) KY FMCN Advertising Sales 16,580 $517,628 $113,407 28.05 % Added More 2,050 14.10 $14,022
Foot Locker Inc (WOO.BE) US WOO.BE Retail-Apparel/Sho ... 49,700 $789,236 $94,430 13.59 % Sold Some -561,600 -91.86 $-1,067,040
Forest Labs Inc (FQX.BE) US FQX.BE Medical-Drugs 1,394,788 $51,955,853 $-432,384 -0.82 % Sold Some -1,059,625 -43.17 $328,484
Fossil Inc (FOSL) US FOSL Distribution/Whole ... 19,150 $563,585 $-40,024 -6.63 % Sold Some -9,300 -32.68 $19,437
Foundation Coal Hldgs Inc (FCL) US FCL Coal 9,400 $581,672 $60,254 11.55 % New Holding 9,400 100.00 $60,254
Foundry Networks Inc (FDRY) US FDRY Networking Product ... None - - - % Sold All -18,900 -100.00 $-6,804
Fpl Group Inc (FPL) US FPL Electric-Integrate ... 200,948 $12,203,572 $128,607 1.06 % Sold Some -7,680 -3.68 $-4,915
Franklin Res Inc (BEN) US BEN Invest Mgmnt/Advis ... None - - - % Sold All -94,252 -100.00 $-190,389
Fresh Del Monte Produce Inc (FDP) KY FDP Food-Wholesale/Dis ... 18,000 $421,920 $3,420 0.81 % Sold Some -14,500 -44.61 $-2,755
Frontier Oil Corp (FTO) US FTO Oil Refining&Marke ... 25,300 $491,073 $-21,252 -4.14 % Sold Some -34,000 -57.33 $28,560
Fti Consulting Inc (FCN) US FCN Consulting Service ... 25,300 $1,843,358 $18,975 1.04 % Added More 2,300 10.00 $1,725
Fulton Finl Corp Pa (FULT) US FULT Commer Banks-Easte ... 46,100 $476,213 $-26,738 -5.31 % Added More 25,400 122.70 $-14,732
Furniture Brands Intl Inc (FBN) US FBN Home Furnishings None - - - % Sold All -12,090 -100.00 $21,762
Gamestop Corp (GME) US GME Retail-Computer Eq ... 144,800 $6,240,880 $-160,728 -2.51 % Sold Some -51,200 -26.12 $56,832
Gannett Inc (GCI) US GCI Publishing-Newspap ... 1,005,473 $17,726,489 $-1,638,921 -8.46 % Sold Some -178,700 -15.09 $291,281
Gap Inc (GPS) US GPS Retail-Apparel/Sho ... 397,325 $7,596,854 $99,331 1.32 % Added More 298,925 303.78 $74,731
Garmin Ltd (GRMN) KY GRMN Electronic Compo-M ... 127,066 $4,443,498 $-261,756 -5.56 % Sold Some -8,734 -6.43 $17,992
Gen Probe Inc (GPRO) US GPRO Diagnostic Equipme ... 14,900 $893,404 $-5,066 -0.56 % Added More 3,900 35.45 $-1,326
Genco Shipping And Tradinglimited (GNK) MH GNK