Grantham, Mayo, Van Otterloo & Co as of Sept. 30, 2011
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 730 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Johnson & Johnson (JNJ) | 5.6 | $1.6B | 25M | 63.69 | |
| Microsoft Corporation (MSFT) | 5.5 | $1.6B | 63M | 24.89 | |
| Oracle Corporation (ORCL) | 4.7 | $1.3B | 46M | 28.74 | |
| Cisco Systems (CSCO) | 4.5 | $1.3B | 83M | 15.50 | |
| Coca-Cola Company (KO) | 4.4 | $1.3B | 19M | 67.56 | |
| Philip Morris International (PM) | 4.1 | $1.2B | 19M | 62.38 | |
| Pfizer (PFE) | 3.8 | $1.1B | 62M | 17.68 | |
| 3.7 | $1.1B | 2.0M | 515.04 | ||
| Apple (AAPL) | 3.5 | $1.0B | 2.7M | 381.32 | |
| Wal-Mart Stores (WMT) | 3.5 | $991M | 19M | 51.90 | |
| Chevron Corporation (CVX) | 2.9 | $834M | 9.0M | 92.59 | |
| Procter & Gamble Company (PG) | 2.6 | $751M | 12M | 63.18 | |
| Exxon Mobil Corporation (XOM) | 2.5 | $709M | 9.8M | 72.63 | |
| Pepsi (PEP) | 2.5 | $708M | 11M | 61.90 | |
| Abbott Laboratories (ABT) | 2.5 | $705M | 14M | 51.14 | |
| Merck & Co (MRK) | 1.9 | $558M | 17M | 32.70 | |
| International Business Machines (IBM) | 1.9 | $551M | 3.1M | 174.87 | |
| Qualcomm (QCOM) | 1.8 | $528M | 11M | 48.63 | |
| UnitedHealth (UNH) | 1.6 | $462M | 10M | 46.12 | |
| Colgate-Palmolive Company (CL) | 1.3 | $375M | 4.2M | 88.68 | |
| Visa (V) | 1.3 | $369M | 4.3M | 85.72 | |
| Vale | 1.2 | $346M | 17M | 21.00 | |
| MasterCard Incorporated (MA) | 1.1 | $328M | 1.0M | 317.16 | |
| Nike (NKE) | 1.1 | $308M | 3.6M | 85.51 | |
| Amgen (AMGN) | 1.0 | $294M | 5.4M | 54.96 | |
| Medtronic | 1.0 | $287M | 8.6M | 33.24 | |
| Target Corporation (TGT) | 0.9 | $271M | 5.5M | 49.04 | |
| McDonald's Corporation (MCD) | 0.9 | $255M | 2.9M | 87.82 | |
| Petroleo Brasileiro SA (PBR.A) | 0.8 | $236M | 11M | 20.72 | |
| Petroleo Brasileiro SA (PBR) | 0.8 | $221M | 9.8M | 22.45 | |
| Express Scripts | 0.8 | $218M | 5.9M | 37.07 | |
| Eli Lilly & Co. (LLY) | 0.7 | $204M | 5.5M | 36.97 | |
| Walgreen Company | 0.7 | $198M | 6.0M | 32.89 | |
| Vale (VALE) | 0.7 | $192M | 8.4M | 22.80 | |
| 3M Company (MMM) | 0.6 | $176M | 2.4M | 71.79 | |
| Zimmer Holdings (ZBH) | 0.6 | $159M | 3.0M | 53.48 | |
| Vanguard Emerging Markets ETF (VWO) | 0.5 | $142M | 4.0M | 35.83 | |
| Lorillard | 0.5 | $137M | 1.2M | 110.70 | |
| Hansen Natural Corporation | 0.5 | $136M | 1.6M | 87.29 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.5 | $128M | 3.6M | 35.10 | |
| Lowe's Companies (LOW) | 0.4 | $118M | 6.1M | 19.34 | |
| Banco Itau Holding Financeira (ITUB) | 0.4 | $115M | 7.4M | 15.52 | |
| Altria (MO) | 0.4 | $104M | 3.9M | 26.81 | |
| SYSCO Corporation (SYY) | 0.3 | $101M | 3.9M | 25.90 | |
| ConocoPhillips (COP) | 0.3 | $99M | 1.6M | 63.32 | |
| Kimberly-Clark Corporation (KMB) | 0.3 | $95M | 1.3M | 71.01 | |
| WellPoint | 0.3 | $93M | 1.4M | 65.28 | |
| Gilead Sciences (GILD) | 0.3 | $91M | 2.3M | 38.80 | |
| America Movil Sab De Cv spon adr l | 0.3 | $89M | 4.0M | 22.08 | |
| Hewlett-Packard Company | 0.3 | $90M | 4.0M | 22.45 | |
| Bristol Myers Squibb (BMY) | 0.3 | $80M | 2.5M | 31.38 | |
| Encana Corp | 0.3 | $79M | 4.3M | 18.43 | |
| Medco Health Solutions | 0.2 | $71M | 1.5M | 46.89 | |
| Accenture (ACN) | 0.2 | $63M | 1.2M | 52.68 | |
| Quest Diagnostics Incorporated (DGX) | 0.2 | $64M | 1.3M | 49.36 | |
| Canadian Natl Ry (CNI) | 0.2 | $60M | 933k | 63.89 | |
| Verizon Communications (VZ) | 0.2 | $58M | 1.6M | 36.80 | |
| United Technologies Corporation | 0.2 | $58M | 826k | 70.36 | |
| Sun Life Financial (SLF) | 0.2 | $58M | 2.6M | 22.83 | |
| Banco Bradesco SA (BBD) | 0.2 | $56M | 3.8M | 14.79 | |
| Vimpel | 0.2 | $51M | 5.4M | 9.53 | |
| Baxter International (BAX) | 0.2 | $50M | 895k | 56.14 | |
| eBay (EBAY) | 0.2 | $51M | 1.7M | 29.49 | |
| General Mills (GIS) | 0.2 | $51M | 1.3M | 38.49 | |
| Telefonos de Mexico | 0.2 | $52M | 3.5M | 14.95 | |
| At&t (T) | 0.2 | $47M | 1.7M | 28.52 | |
| Church & Dwight (CHD) | 0.2 | $45M | 1.0M | 44.20 | |
| Bce (BCE) | 0.1 | $44M | 1.2M | 35.95 | |
| Telecomunicacoes de Sao Paulo SA | 0.1 | $44M | 1.7M | 26.45 | |
| SK Tele | 0.1 | $40M | 2.8M | 14.07 | |
| Infosys Technologies (INFY) | 0.1 | $40M | 774k | 51.07 | |
| Tele Norte Leste Participacoes SA | 0.1 | $39M | 4.1M | 9.53 | |
| SPDR Gold Trust (GLD) | 0.1 | $39M | 248k | 158.06 | |
| China Uni | 0.1 | $40M | 2.0M | 20.40 | |
| China Mobile | 0.1 | $38M | 788k | 48.71 | |
| Automatic Data Processing (ADP) | 0.1 | $39M | 818k | 47.15 | |
| Canadian Natural Resources (CNQ) | 0.1 | $38M | 1.3M | 28.09 | |
| Research In Motion | 0.1 | $38M | 1.9M | 19.48 | |
| Reynolds American | 0.1 | $31M | 824k | 37.48 | |
| CVS Caremark Corporation (CVS) | 0.1 | $32M | 937k | 33.59 | |
| Henry Schein (HSIC) | 0.1 | $33M | 524k | 62.01 | |
| General Dynamics Corporation (GD) | 0.1 | $32M | 569k | 56.89 | |
| iShares Silver Trust (SLV) | 0.1 | $32M | 1.1M | 28.91 | |
| Annaly Capital Management | 0.1 | $29M | 1.8M | 16.63 | |
| Philippine Long Distance Telephone | 0.1 | $29M | 583k | 49.53 | |
| Laboratory Corp. of America Holdings | 0.1 | $27M | 346k | 79.05 | |
| Potash Corp. Of Saskatchewan I | 0.1 | $30M | 719k | 41.48 | |
| Kellogg Company (K) | 0.1 | $28M | 528k | 53.19 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $26M | 412k | 62.70 | |
| Coach | 0.1 | $25M | 479k | 51.83 | |
| Travelers Companies (TRV) | 0.1 | $26M | 532k | 48.73 | |
| Becton, Dickinson and (BDX) | 0.1 | $25M | 336k | 73.32 | |
| Stryker Corporation (SYK) | 0.1 | $26M | 540k | 47.13 | |
| Brasil Telecom SA | 0.1 | $25M | 1.4M | 17.46 | |
| Suncor Energy (SU) | 0.1 | $26M | 1.1M | 24.41 | |
| Manulife Finl Corp (MFC) | 0.1 | $25M | 2.3M | 10.87 | |
| Caterpillar (CAT) | 0.1 | $23M | 315k | 73.84 | |
| Costco Wholesale Corporation (COST) | 0.1 | $23M | 277k | 82.13 | |
| Intuitive Surgical (ISRG) | 0.1 | $24M | 67k | 364.28 | |
| PT Telekomunikasi Indonesia (TLK) | 0.1 | $23M | 694k | 33.07 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $23M | 328k | 68.47 | |
| Companhia de Bebidas das Americas | 0.1 | $20M | 657k | 30.65 | |
| Mobile TeleSystems OJSC | 0.1 | $19M | 1.6M | 12.30 | |
| Ecolab (ECL) | 0.1 | $21M | 427k | 48.89 | |
| Cerner Corporation | 0.1 | $21M | 303k | 68.52 | |
| Paychex (PAYX) | 0.1 | $19M | 708k | 26.37 | |
| Brown-Forman Corporation (BF.B) | 0.1 | $21M | 305k | 70.14 | |
| National-Oilwell Var | 0.1 | $20M | 385k | 51.22 | |
| Schlumberger (SLB) | 0.1 | $21M | 354k | 59.73 | |
| Louisiana-Pacific Corporation (LPX) | 0.1 | $19M | 3.7M | 5.10 | |
| Valero Energy Corporation (VLO) | 0.1 | $16M | 921k | 17.78 | |
| Goodrich Corporation | 0.1 | $16M | 131k | 120.68 | |
| Allergan | 0.1 | $17M | 205k | 82.38 | |
| Biogen Idec (BIIB) | 0.1 | $16M | 171k | 93.15 | |
| Danaher Corporation (DHR) | 0.1 | $17M | 409k | 41.94 | |
| Eagle Materials (EXP) | 0.1 | $17M | 1.0M | 16.65 | |
| Marathon Oil Corporation (MRO) | 0.1 | $18M | 818k | 21.58 | |
| Pos (PKX) | 0.1 | $17M | 222k | 76.01 | |
| Forest Laboratories | 0.1 | $17M | 563k | 30.79 | |
| H.J. Heinz Company | 0.1 | $17M | 332k | 50.48 | |
| Baidu (BIDU) | 0.1 | $19M | 173k | 106.91 | |
| Transcanada Corp | 0.1 | $16M | 412k | 38.86 | |
| Intuit (INTU) | 0.1 | $16M | 340k | 47.44 | |
| BRF Brasil Foods SA | 0.1 | $18M | 1.0M | 17.53 | |
| Valeant Pharmaceuticals Int | 0.1 | $16M | 450k | 35.62 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.1 | $16M | 481k | 33.00 | |
| Suntech Power Holdings | 0.1 | $13M | 5.6M | 2.31 | |
| Ace Limited Cmn | 0.1 | $14M | 230k | 60.60 | |
| Martin Marietta Materials (MLM) | 0.1 | $15M | 231k | 63.22 | |
| Spdr S&p 500 Etf (SPY) | 0.1 | $15M | 133k | 113.15 | |
| Genuine Parts Company (GPC) | 0.1 | $14M | 267k | 50.80 | |
| Union Pacific Corporation (UNP) | 0.1 | $13M | 165k | 81.67 | |
| C.R. Bard | 0.1 | $13M | 148k | 87.54 | |
| Western Digital (WDC) | 0.1 | $15M | 570k | 25.72 | |
| Mohawk Industries (MHK) | 0.1 | $13M | 311k | 42.91 | |
| Campbell Soup Company (CPB) | 0.1 | $13M | 400k | 32.37 | |
| Yum! Brands (YUM) | 0.1 | $15M | 297k | 49.39 | |
| Baker Hughes Incorporated | 0.1 | $15M | 325k | 46.15 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $15M | 558k | 26.65 | |
| Canadian Pacific Railway | 0.1 | $13M | 281k | 46.15 | |
| KT Corporation (KT) | 0.1 | $13M | 896k | 14.78 | |
| TJX Companies (TJX) | 0.1 | $15M | 265k | 55.47 | |
| priceline.com Incorporated | 0.1 | $15M | 33k | 449.45 | |
| NVR (NVR) | 0.1 | $16M | 26k | 603.97 | |
| Estee Lauder Companies (EL) | 0.1 | $14M | 155k | 87.84 | |
| First Cash Financial Services | 0.1 | $14M | 322k | 41.95 | |
| Bank Of Montreal Cadcom (BMO) | 0.1 | $13M | 243k | 53.60 | |
| Comcast Corporation (CMCSA) | 0.0 | $11M | 501k | 20.92 | |
| Mechel OAO | 0.0 | $10M | 1.0M | 10.19 | |
| Discover Financial Services | 0.0 | $13M | 552k | 22.94 | |
| Expeditors International of Washington (EXPD) | 0.0 | $13M | 312k | 40.55 | |
| CBS Corporation | 0.0 | $12M | 566k | 20.38 | |
| Constellation Energy | 0.0 | $11M | 300k | 38.06 | |
| Fidelity National Financial | 0.0 | $12M | 799k | 15.18 | |
| Teradata Corporation (TDC) | 0.0 | $10M | 194k | 53.53 | |
| E.I. du Pont de Nemours & Company | 0.0 | $11M | 285k | 39.97 | |
| Aetna | 0.0 | $11M | 291k | 36.34 | |
| Lincare Holdings | 0.0 | $12M | 526k | 22.50 | |
| Anadarko Petroleum Corporation | 0.0 | $11M | 172k | 63.05 | |
| Capital One Financial (COF) | 0.0 | $11M | 277k | 39.63 | |
| Halliburton Company (HAL) | 0.0 | $13M | 414k | 30.52 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $13M | 180k | 71.50 | |
| Sigma-Aldrich Corporation | 0.0 | $11M | 181k | 61.79 | |
| EMC Corporation | 0.0 | $11M | 524k | 20.99 | |
| PetroChina Company | 0.0 | $12M | 101k | 120.49 | |
| Magna Intl Inc cl a (MGA) | 0.0 | $13M | 397k | 31.64 | |
| Methanex Corp (MEOH) | 0.0 | $11M | 548k | 20.00 | |
| Arch Capital Group (ACGL) | 0.0 | $10M | 311k | 32.68 | |
| HDFC Bank (HDB) | 0.0 | $11M | 391k | 29.15 | |
| J.M. Smucker Company (SJM) | 0.0 | $11M | 155k | 72.89 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $13M | 254k | 49.72 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $13M | 852k | 14.84 | |
| Centrais Eletricas Brasileiras (EBR) | 0.0 | $12M | 1.3M | 8.77 | |
| Humana (HUM) | 0.0 | $11M | 152k | 72.73 | |
| Hormel Foods Corporation (HRL) | 0.0 | $10M | 385k | 27.02 | |
| Sterlite Industries India | 0.0 | $11M | 1.2M | 9.21 | |
| Gildan Activewear Inc Com Cad (GIL) | 0.0 | $10M | 420k | 24.80 | |
| NetLogic Microsystems | 0.0 | $11M | 225k | 48.12 | |
| Southern Union Company | 0.0 | $11M | 265k | 40.57 | |
| St. Jude Medical | 0.0 | $12M | 317k | 36.19 | |
| Tor Dom Bk Cad (TD) | 0.0 | $11M | 154k | 68.09 | |
| Iamgold Corp (IAG) | 0.0 | $12M | 606k | 18.98 | |
| Precision Drilling Corporation | 0.0 | $12M | 1.5M | 7.96 | |
| Motorola Mobility Holdings | 0.0 | $11M | 290k | 37.78 | |
| Gerdau SA (GGB) | 0.0 | $7.8M | 1.1M | 7.13 | |
| Hartford Financial Services (HIG) | 0.0 | $8.8M | 545k | 16.14 | |
| Assurant (AIZ) | 0.0 | $9.4M | 264k | 35.80 | |
| American Express Company (AXP) | 0.0 | $7.6M | 168k | 44.90 | |
| SLM Corporation (SLM) | 0.0 | $8.6M | 687k | 12.45 | |
| CSX Corporation (CSX) | 0.0 | $9.3M | 497k | 18.67 | |
| Via | 0.0 | $8.3M | 213k | 38.74 | |
| General Electric Company | 0.0 | $7.5M | 492k | 15.22 | |
| Cardinal Health (CAH) | 0.0 | $9.9M | 238k | 41.88 | |
| Apache Corporation | 0.0 | $8.3M | 104k | 80.24 | |
| V.F. Corporation (VFC) | 0.0 | $7.4M | 61k | 121.52 | |
| W.W. Grainger (GWW) | 0.0 | $9.1M | 61k | 149.54 | |
| Best Buy (BBY) | 0.0 | $7.3M | 312k | 23.30 | |
| Dow Chemical Company | 0.0 | $8.1M | 361k | 22.46 | |
| Ross Stores (ROST) | 0.0 | $9.2M | 117k | 78.69 | |
| Las Vegas Sands (LVS) | 0.0 | $8.9M | 232k | 38.34 | |
| Rockwell Collins | 0.0 | $8.5M | 161k | 52.76 | |
| Kroger (KR) | 0.0 | $7.2M | 328k | 21.96 | |
| Computer Sciences Corporation | 0.0 | $9.7M | 362k | 26.85 | |
| Deere & Company (DE) | 0.0 | $7.6M | 117k | 64.57 | |
| Macy's (M) | 0.0 | $10M | 381k | 26.32 | |
| Apollo | 0.0 | $7.3M | 184k | 39.61 | |
| Williams Companies (WMB) | 0.0 | $8.9M | 366k | 24.34 | |
| Dell | 0.0 | $8.0M | 569k | 14.14 | |
| Starbucks Corporation (SBUX) | 0.0 | $9.3M | 250k | 37.29 | |
| Clorox Company (CLX) | 0.0 | $9.0M | 136k | 66.33 | |
| USG Corporation | 0.0 | $9.4M | 1.4M | 6.73 | |
| Prudential Financial (PRU) | 0.0 | $8.5M | 181k | 46.86 | |
| Hershey Company (HSY) | 0.0 | $9.7M | 164k | 59.24 | |
| Dollar Tree (DLTR) | 0.0 | $8.3M | 110k | 75.14 | |
| AutoZone (AZO) | 0.0 | $9.4M | 30k | 319.19 | |
| AvalonBay Communities (AVB) | 0.0 | $7.6M | 66k | 114.05 | |
| Varian Medical Systems | 0.0 | $9.3M | 179k | 52.16 | |
| Amdocs Ltd ord (DOX) | 0.0 | $8.2M | 303k | 27.12 | |
| Enbridge (ENB) | 0.0 | $8.4M | 273k | 30.64 | |
| Rock-Tenn Company | 0.0 | $8.1M | 167k | 48.68 | |
| Copa Holdings Sa-class A (CPA) | 0.0 | $9.6M | 157k | 61.27 | |
| Talisman Energy Inc Com Stk | 0.0 | $7.5M | 635k | 11.78 | |
| Accuride Corporation | 0.0 | $8.2M | 1.6M | 5.12 | |
| Tim Participacoes Sa- | 0.0 | $8.7M | 368k | 23.56 | |
| Barrick Gold Corp (GOLD) | 0.0 | $7.0M | 157k | 44.76 | |
| Omnicare Inc dbcv 3.250%12/1 | 0.0 | $4.5M | 5.0M | 0.90 | |
| Grupo Televisa (TV) | 0.0 | $6.4M | 347k | 18.39 | |
| Cnooc | 0.0 | $6.4M | 40k | 160.29 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $5.8M | 504k | 11.43 | |
| Joy Global | 0.0 | $4.7M | 76k | 62.37 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $6.1M | 202k | 30.12 | |
| Leucadia National | 0.0 | $5.6M | 246k | 22.68 | |
| Bank of America Corporation (BAC) | 0.0 | $6.3M | 1.0M | 6.12 | |
| Ameriprise Financial (AMP) | 0.0 | $5.9M | 151k | 39.36 | |
| Norfolk Southern (NSC) | 0.0 | $5.8M | 95k | 61.02 | |
| Ameren Corporation (AEE) | 0.0 | $6.5M | 219k | 29.77 | |
| BMC Software | 0.0 | $5.1M | 133k | 38.56 | |
| Citrix Systems | 0.0 | $5.0M | 91k | 54.53 | |
| Cummins (CMI) | 0.0 | $6.6M | 80k | 81.66 | |
| Eaton Corporation | 0.0 | $5.3M | 150k | 35.50 | |
| Edwards Lifesciences (EW) | 0.0 | $5.1M | 72k | 71.28 | |
| H&R Block (HRB) | 0.0 | $5.2M | 388k | 13.31 | |
| Kraft Foods | 0.0 | $5.6M | 167k | 33.58 | |
| PPG Industries (PPG) | 0.0 | $5.2M | 73k | 70.66 | |
| Public Storage (PSA) | 0.0 | $5.0M | 45k | 111.36 | |
| R.R. Donnelley & Sons Company | 0.0 | $6.1M | 432k | 14.12 | |
| T. Rowe Price (TROW) | 0.0 | $5.2M | 109k | 47.77 | |
| McGraw-Hill Companies | 0.0 | $4.7M | 116k | 41.00 | |
| Gafisa SA | 0.0 | $5.2M | 895k | 5.77 | |
| Intel Corporation (INTC) | 0.0 | $4.8M | 223k | 21.34 | |
| Limited Brands | 0.0 | $6.5M | 169k | 38.51 | |
| United Rentals (URI) | 0.0 | $6.5M | 384k | 16.84 | |
| AmerisourceBergen (COR) | 0.0 | $5.5M | 148k | 37.27 | |
| Equity Residential (EQR) | 0.0 | $5.3M | 102k | 51.87 | |
| Fossil | 0.0 | $6.1M | 76k | 81.06 | |
| Agrium | 0.0 | $5.4M | 84k | 63.97 | |
| Waters Corporation (WAT) | 0.0 | $4.3M | 57k | 75.49 | |
| CenturyLink | 0.0 | $5.4M | 163k | 33.12 | |
| McKesson Corporation (MCK) | 0.0 | $5.8M | 80k | 72.70 | |
| NiSource (NI) | 0.0 | $5.0M | 234k | 21.38 | |
| Alcoa | 0.0 | $6.8M | 708k | 9.57 | |
| Allstate Corporation (ALL) | 0.0 | $5.6M | 236k | 23.69 | |
| Cenovus Energy (CVE) | 0.0 | $6.1M | 207k | 29.47 | |
| Directv | 0.0 | $4.8M | 113k | 42.27 | |
| Hess (HES) | 0.0 | $4.6M | 89k | 52.46 | |
| Symantec Corporation | 0.0 | $5.1M | 313k | 16.30 | |
| Ultrapar Participacoes SA (UGP) | 0.0 | $7.0M | 442k | 15.83 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $4.4M | 144k | 30.45 | |
| Stericycle (SRCL) | 0.0 | $4.8M | 59k | 80.71 | |
| Lazard Ltd-cl A shs a | 0.0 | $4.9M | 233k | 21.10 | |
| Imperial Oil (IMO) | 0.0 | $5.4M | 155k | 34.65 | |
| Abercrombie & Fitch (ANF) | 0.0 | $5.2M | 84k | 61.56 | |
| Omni (OMC) | 0.0 | $5.8M | 157k | 36.84 | |
| PPL Corporation (PPL) | 0.0 | $6.1M | 214k | 28.54 | |
| Fastenal Company (FAST) | 0.0 | $5.6M | 168k | 33.28 | |
| Sears Holdings Corporation | 0.0 | $5.2M | 91k | 57.52 | |
| Wynn Resorts (WYNN) | 0.0 | $5.8M | 51k | 115.08 | |
| New Oriental Education & Tech | 0.0 | $5.1M | 223k | 22.97 | |
| Mueller Water Products (MWA) | 0.0 | $5.1M | 2.0M | 2.48 | |
| Companhia Paranaense de Energia | 0.0 | $5.0M | 272k | 18.21 | |
| Alere | 0.0 | $6.9M | 352k | 19.65 | |
| Medicis Pharmaceutical Corporation | 0.0 | $5.5M | 151k | 36.48 | |
| Rogers Communications -cl B (RCI) | 0.0 | $6.0M | 183k | 32.83 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $6.4M | 120k | 53.60 | |
| Ingram Micro | 0.0 | $5.3M | 330k | 16.13 | |
| Altera Corporation | 0.0 | $4.3M | 137k | 31.53 | |
| Chipotle Mexican Grill (CMG) | 0.0 | $6.8M | 22k | 302.94 | |
| ITT Corporation | 0.0 | $5.6M | 134k | 42.00 | |
| L-3 Communications Holdings | 0.0 | $4.9M | 79k | 61.97 | |
| Pepco Holdings | 0.0 | $5.4M | 283k | 18.92 | |
| Warner Chilcott Plc - | 0.0 | $4.5M | 318k | 14.30 | |
| RTI International Metals | 0.0 | $4.4M | 188k | 23.32 | |
| McCormick & Company, Incorporated (MKC) | 0.0 | $4.6M | 101k | 46.16 | |
| Virgin Media | 0.0 | $4.5M | 185k | 24.35 | |
| Kinder Morgan Energy Partners | 0.0 | $5.7M | 83k | 68.38 | |
| Energy Partners | 0.0 | $4.4M | 400k | 11.07 | |
| Boston Properties (BXP) | 0.0 | $5.7M | 64k | 89.11 | |
| Simon Property (SPG) | 0.0 | $6.6M | 60k | 109.99 | |
| American Capital Agency | 0.0 | $4.6M | 171k | 27.10 | |
| Covidien | 0.0 | $4.7M | 107k | 44.10 | |
| Prologis (PLD) | 0.0 | $5.1M | 212k | 24.25 | |
| Arcos Dorados Holdings (ARCO) | 0.0 | $6.3M | 273k | 23.19 | |
| Chubb Corporation | 0.0 | $3.6M | 61k | 59.98 | |
| China Petroleum & Chemical | 0.0 | $3.9M | 41k | 95.79 | |
| Cit | 0.0 | $1.6M | 54k | 30.37 | |
| Time Warner Cable | 0.0 | $3.1M | 50k | 62.67 | |
| Fomento Economico Mexicano SAB (FMX) | 0.0 | $1.7M | 26k | 64.83 | |
| ICICI Bank (IBN) | 0.0 | $2.5M | 71k | 34.73 | |
| Ansys (ANSS) | 0.0 | $2.3M | 47k | 49.04 | |
| Goldman Sachs (GS) | 0.0 | $1.8M | 19k | 94.56 | |
| Progressive Corporation (PGR) | 0.0 | $1.5M | 87k | 17.76 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.0 | $2.1M | 33k | 63.81 | |
| TD Ameritrade Holding | 0.0 | $3.5M | 237k | 14.71 | |
| Total System Services | 0.0 | $2.0M | 117k | 16.93 | |
| Aon Corporation | 0.0 | $2.4M | 57k | 41.99 | |
| Nasdaq Omx (NDAQ) | 0.0 | $3.9M | 167k | 23.14 | |
| Affiliated Managers (AMG) | 0.0 | $3.7M | 47k | 78.06 | |
| CapitalSource | 0.0 | $1.5M | 239k | 6.14 | |
| AutoNation (AN) | 0.0 | $2.0M | 61k | 32.78 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $4.2M | 59k | 71.04 | |
| Monsanto Company | 0.0 | $1.5M | 24k | 60.05 | |
| Comcast Corporation | 0.0 | $3.5M | 169k | 20.72 | |
| ResMed (RMD) | 0.0 | $2.7M | 94k | 28.79 | |
| KB Home (KBH) | 0.0 | $2.9M | 488k | 5.86 | |
| FirstEnergy (FE) | 0.0 | $4.1M | 91k | 44.91 | |
| Avon Products | 0.0 | $4.1M | 208k | 19.60 | |
| Bed Bath & Beyond | 0.0 | $3.5M | 61k | 57.30 | |
| Copart (CPRT) | 0.0 | $1.7M | 44k | 39.12 | |
| DENTSPLY International | 0.0 | $2.8M | 90k | 30.69 | |
| FMC Technologies | 0.0 | $3.8M | 100k | 37.60 | |
| Family Dollar Stores | 0.0 | $2.9M | 58k | 50.85 | |
| Gen-Probe Incorporated | 0.0 | $1.9M | 33k | 57.24 | |
| IDEXX Laboratories (IDXX) | 0.0 | $3.2M | 46k | 68.97 | |
| J.C. Penney Company | 0.0 | $3.6M | 134k | 26.78 | |
| MICROS Systems | 0.0 | $2.4M | 54k | 43.93 | |
| Noble Energy | 0.0 | $2.8M | 39k | 70.79 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $2.9M | 56k | 52.17 | |
| Pharmaceutical Product Development | 0.0 | $1.8M | 71k | 25.66 | |
| Pitney Bowes (PBI) | 0.0 | $2.1M | 111k | 18.80 | |
| Rollins (ROL) | 0.0 | $2.0M | 107k | 18.71 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $3.8M | 157k | 24.17 | |
| Global Payments (GPN) | 0.0 | $2.4M | 58k | 40.40 | |
| Transocean (RIG) | 0.0 | $1.9M | 40k | 47.75 | |
| AFLAC Incorporated (AFL) | 0.0 | $2.4M | 68k | 34.95 | |
| Supervalu | 0.0 | $2.3M | 344k | 6.66 | |
| Boston Scientific Corporation (BSX) | 0.0 | $3.5M | 591k | 5.91 | |
| Tiffany & Co. | 0.0 | $4.0M | 65k | 60.83 | |
| Vulcan Materials Company (VMC) | 0.0 | $2.9M | 104k | 27.56 | |
| Cephalon | 0.0 | $2.2M | 27k | 80.70 | |
| Safeway | 0.0 | $2.9M | 173k | 16.63 | |
| Masco Corporation (MAS) | 0.0 | $2.3M | 330k | 7.12 | |
| Mettler-Toledo International (MTD) | 0.0 | $3.3M | 23k | 139.97 | |
| Endo Pharmaceuticals | 0.0 | $3.5M | 123k | 27.99 | |
| Weight Watchers International | 0.0 | $2.1M | 36k | 58.26 | |
| Eastman Chemical Company (EMN) | 0.0 | $3.6M | 53k | 68.53 | |
| Raytheon Company | 0.0 | $1.9M | 47k | 40.88 | |
| Sprint Nextel Corporation | 0.0 | $2.4M | 788k | 3.04 | |
| Arrow Electronics (ARW) | 0.0 | $1.6M | 58k | 27.77 | |
| CIGNA Corporation | 0.0 | $3.6M | 85k | 41.95 | |
| Honeywell International (HON) | 0.0 | $3.4M | 77k | 43.91 | |
| Liberty Media | 0.0 | $2.3M | 158k | 14.76 | |
| News Corporation | 0.0 | $1.9M | 121k | 15.48 | |
| Tyco International Ltd S hs | 0.0 | $3.7M | 90k | 40.75 | |
| Vodafone | 0.0 | $3.9M | 152k | 25.66 | |
| Weyerhaeuser Company (WY) | 0.0 | $2.1M | 136k | 15.55 | |
| Ford Motor Company (F) | 0.0 | $3.7M | 384k | 9.67 | |
| Exelon Corporation (EXC) | 0.0 | $2.9M | 69k | 42.60 | |
| Patterson Companies (PDCO) | 0.0 | $2.2M | 78k | 28.63 | |
| CB Richard Ellis | 0.0 | $2.8M | 208k | 13.46 | |
| Coventry Health Care | 0.0 | $3.7M | 129k | 28.81 | |
| Hospitality Properties Trust | 0.0 | $3.8M | 181k | 21.23 | |
| FactSet Research Systems (FDS) | 0.0 | $3.2M | 36k | 88.97 | |
| Advance Auto Parts (AAP) | 0.0 | $4.0M | 69k | 58.10 | |
| FLIR Systems | 0.0 | $3.7M | 148k | 25.05 | |
| Precision Castparts | 0.0 | $3.7M | 24k | 155.45 | |
| Amazon (AMZN) | 0.0 | $2.4M | 11k | 216.21 | |
| Netflix (NFLX) | 0.0 | $2.8M | 25k | 113.27 | |
| Domino's Pizza (DPZ) | 0.0 | $2.9M | 107k | 27.25 | |
| Techne Corporation | 0.0 | $1.7M | 25k | 68.02 | |
| Dolby Laboratories (DLB) | 0.0 | $1.5M | 56k | 27.44 | |
| ATP Oil & Gas Corporation | 0.0 | $2.1M | 278k | 7.71 | |
| Celanese Corporation (CE) | 0.0 | $4.3M | 132k | 32.53 | |
| CF Industries Holdings (CF) | 0.0 | $2.6M | 21k | 123.38 | |
| Companhia de Saneamento Basi (SBS) | 0.0 | $3.4M | 73k | 46.35 | |
| Seagate Technology Com Stk | 0.0 | $2.3M | 227k | 10.27 | |
| Triple-S Management | 0.0 | $2.5M | 147k | 16.75 | |
| Cliffs Natural Resources | 0.0 | $3.7M | 73k | 51.17 | |
| Comstock Resources | 0.0 | $2.6M | 168k | 15.46 | |
| Concho Resources | 0.0 | $3.3M | 46k | 71.14 | |
| Gardner Denver | 0.0 | $3.7M | 59k | 63.55 | |
| GameStop (GME) | 0.0 | $1.7M | 73k | 23.10 | |
| Home Inns & Hotels Management | 0.0 | $4.0M | 155k | 25.77 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $4.2M | 148k | 28.09 | |
| Tata Motors | 0.0 | $2.3M | 147k | 15.38 | |
| MEMC Electronic Materials | 0.0 | $1.8M | 350k | 5.24 | |
| BorgWarner (BWA) | 0.0 | $3.8M | 62k | 60.53 | |
| China Telecom Corporation | 0.0 | $3.6M | 59k | 61.90 | |
| Informatica Corporation | 0.0 | $3.8M | 93k | 40.95 | |
| Kinetic Concepts | 0.0 | $3.2M | 48k | 65.89 | |
| China Life Insurance Company | 0.0 | $2.7M | 75k | 35.51 | |
| Temple-Inland | 0.0 | $3.1M | 100k | 31.37 | |
| United Microelectronics (UMC) | 0.0 | $2.4M | 1.3M | 1.91 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $3.7M | 177k | 21.10 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $3.9M | 76k | 51.66 | |
| Jack Henry & Associates (JKHY) | 0.0 | $1.8M | 62k | 28.97 | |
| Rockwell Automation (ROK) | 0.0 | $3.0M | 53k | 56.01 | |
| Schweitzer-Mauduit International (MATV) | 0.0 | $2.2M | 39k | 55.86 | |
| Wipro (WIT) | 0.0 | $4.1M | 442k | 9.25 | |
| Flowers Foods (FLO) | 0.0 | $2.0M | 102k | 19.46 | |
| Ihs | 0.0 | $2.7M | 36k | 74.81 | |
| Southern Copper Corporation (SCCO) | 0.0 | $2.0M | 80k | 24.99 | |
| LoopNet | 0.0 | $3.7M | 214k | 17.13 | |
| Navistar International Corporation | 0.0 | $3.9M | 122k | 32.12 | |
| Dana Holding Corporation (DAN) | 0.0 | $2.4M | 231k | 10.50 | |
| Mednax (MD) | 0.0 | $2.1M | 34k | 62.63 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $3.3M | 118k | 28.01 | |
| American International (AIG) | 0.0 | $3.2M | 147k | 21.95 | |
| Silver Wheaton Corp | 0.0 | $3.8M | 135k | 28.26 | |
| Centrais Eletricas Brasileiras SA (EBR.B) | 0.0 | $4.2M | 356k | 11.69 | |
| Charter Communications | 0.0 | $2.7M | 57k | 46.85 | |
| Industries N shs - a - (LYB) | 0.0 | $2.6M | 106k | 24.43 | |
| General Motors Company (GM) | 0.0 | $3.3M | 163k | 20.18 | |
| Motorola Solutions (MSI) | 0.0 | $1.6M | 38k | 41.90 | |
| DWS Global High Income Fund | 0.0 | $1.5M | 207k | 7.19 | |
| Magnachip Semiconductor Corp (MX) | 0.0 | $1.7M | 250k | 6.72 | |
| Hca Holdings (HCA) | 0.0 | $1.4M | 72k | 20.15 | |
| Citigroup (C) | 0.0 | $3.9M | 153k | 25.62 | |
| Mosaic (MOS) | 0.0 | $1.9M | 39k | 48.98 | |
| Hollyfrontier Corp | 0.0 | $1.5M | 58k | 26.23 | |
| BP (BP) | 0.0 | $204k | 5.7k | 36.09 | |
| E TRADE Financial Corporation | 0.0 | $188k | 21k | 9.13 | |
| Loews Corporation (L) | 0.0 | $377k | 11k | 34.59 | |
| AU Optronics | 0.0 | $170k | 43k | 3.97 | |
| Banco Santander (BSBR) | 0.0 | $208k | 28k | 7.32 | |
| Sociedad Quimica y Minera (SQM) | 0.0 | $258k | 5.4k | 47.78 | |
| Time Warner | 0.0 | $987k | 33k | 29.97 | |
| NRG Energy (NRG) | 0.0 | $221k | 10k | 21.25 | |
| Turkcell Iletisim Hizmetleri A.S. (TKC) | 0.0 | $987k | 88k | 11.28 | |
| El Paso Corporation | 0.0 | $177k | 10k | 17.52 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.0 | $1.3M | 131k | 9.92 | |
| BlackRock | 0.0 | $264k | 1.8k | 147.90 | |
| Genworth Financial (GNW) | 0.0 | $247k | 43k | 5.74 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.0 | $202k | 13k | 15.91 | |
| State Street Corporation (STT) | 0.0 | $579k | 18k | 32.17 | |
| Reinsurance Group of America (RGA) | 0.0 | $1.1M | 24k | 45.93 | |
| Principal Financial (PFG) | 0.0 | $995k | 44k | 22.67 | |
| Lincoln National Corporation (LNC) | 0.0 | $610k | 39k | 15.64 | |
| Interactive Brokers (IBKR) | 0.0 | $258k | 19k | 13.95 | |
| Legg Mason | 0.0 | $1.2M | 47k | 25.71 | |
| Moody's Corporation (MCO) | 0.0 | $713k | 23k | 30.47 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.0 | $316k | 5.1k | 61.96 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.0 | $279k | 3.2k | 88.57 | |
| Crown Castle International | 0.0 | $483k | 12k | 40.65 | |
| Devon Energy Corporation (DVN) | 0.0 | $1.3M | 23k | 55.43 | |
| IAC/InterActive | 0.0 | $214k | 5.4k | 39.63 | |
| Range Resources (RRC) | 0.0 | $521k | 8.9k | 58.51 | |
| Home Depot (HD) | 0.0 | $280k | 8.5k | 32.82 | |
| Peabody Energy Corporation | 0.0 | $420k | 12k | 33.87 | |
| Tractor Supply Company (TSCO) | 0.0 | $350k | 5.6k | 62.50 | |
| Pharmasset | 0.0 | $222k | 2.7k | 82.22 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $227k | 3.9k | 58.21 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $391k | 8.8k | 44.43 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $769k | 31k | 24.81 | |
| Clean Harbors (CLH) | 0.0 | $200k | 3.9k | 51.28 | |
| Bunge | 0.0 | $1.0M | 17k | 58.31 | |
| Dominion Resources (D) | 0.0 | $269k | 5.3k | 50.75 | |
| Career Education | 0.0 | $136k | 10k | 13.08 | |
| Tenet Healthcare Corporation | 0.0 | $925k | 225k | 4.11 | |
| Shaw Communications Inc cl b conv | 0.0 | $231k | 12k | 19.41 | |
| Brown & Brown (BRO) | 0.0 | $733k | 41k | 17.79 | |
| Carter's (CRI) | 0.0 | $208k | 6.8k | 30.59 | |
| Harsco Corporation (NVRI) | 0.0 | $242k | 13k | 19.36 | |
| Host Hotels & Resorts (HST) | 0.0 | $245k | 22k | 10.92 | |
| Hubbell Incorporated | 0.0 | $357k | 7.2k | 49.58 | |
| Hudson City Ban | 0.0 | $164k | 29k | 5.67 | |
| MeadWestva | 0.0 | $744k | 30k | 24.55 | |
| Mercury General Corporation (MCY) | 0.0 | $326k | 8.5k | 38.35 | |
| NVIDIA Corporation (NVDA) | 0.0 | $143k | 11k | 12.54 | |
| Ryder System (R) | 0.0 | $458k | 12k | 37.54 | |
| Dun & Bradstreet Corporation | 0.0 | $839k | 14k | 61.24 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $749k | 19k | 39.63 | |
| Suno | 0.0 | $1.3M | 41k | 31.01 | |
| Harris Corporation | 0.0 | $431k | 13k | 34.21 | |
| KBR (KBR) | 0.0 | $425k | 18k | 23.61 | |
| Harley-Davidson (HOG) | 0.0 | $220k | 6.4k | 34.38 | |
| CACI International (CACI) | 0.0 | $220k | 4.4k | 50.00 | |
| Morgan Stanley (MS) | 0.0 | $750k | 56k | 13.51 | |
| Newell Rubbermaid (NWL) | 0.0 | $438k | 37k | 11.87 | |
| Autoliv (ALV) | 0.0 | $868k | 18k | 48.49 | |
| Entegris (ENTG) | 0.0 | $129k | 20k | 6.39 | |
| Cooper Companies | 0.0 | $419k | 5.3k | 79.06 | |
| Rent-A-Center (UPBD) | 0.0 | $900k | 33k | 27.44 | |
| Everest Re Group (EG) | 0.0 | $968k | 12k | 79.34 | |
| Foot Locker | 0.0 | $1.1M | 57k | 20.09 | |
| Tidewater | 0.0 | $622k | 15k | 42.03 | |
| Vishay Intertechnology (VSH) | 0.0 | $293k | 35k | 8.37 | |
| BJ's Wholesale Club | 0.0 | $323k | 6.3k | 51.27 | |
| Unum (UNM) | 0.0 | $1.0M | 50k | 20.97 | |
| Tyson Foods (TSN) | 0.0 | $941k | 54k | 17.37 | |
| DeVry | 0.0 | $218k | 5.9k | 36.95 | |
| Omnicare | 0.0 | $234k | 9.2k | 25.43 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $1.2M | 24k | 50.63 | |
| RadioShack Corporation | 0.0 | $132k | 11k | 11.58 | |
| Health Care REIT | 0.0 | $374k | 8.0k | 46.75 | |
| Goodyear Tire & Rubber Company (GT) | 0.0 | $167k | 17k | 10.06 | |
| Energizer Holdings | 0.0 | $864k | 13k | 66.46 | |
| American Financial (AFG) | 0.0 | $1.2M | 37k | 31.08 | |
| Partner Re | 0.0 | $821k | 16k | 52.29 | |
| AGCO Corporation (AGCO) | 0.0 | $1.1M | 32k | 34.56 | |
| Convergys Corporation | 0.0 | $160k | 17k | 9.36 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $304k | 4.2k | 72.73 | |
| Aol | 0.0 | $302k | 25k | 11.98 | |
| BB&T Corporation | 0.0 | $887k | 42k | 21.32 | |
| CareFusion Corporation | 0.0 | $1.3M | 55k | 23.94 | |
| DISH Network | 0.0 | $1.1M | 45k | 25.04 | |
| NCR Corporation (VYX) | 0.0 | $285k | 17k | 16.86 | |
| Xerox Corporation | 0.0 | $96k | 14k | 6.96 | |
| American Electric Power Company (AEP) | 0.0 | $475k | 13k | 38.00 | |
| Gap (GAP) | 0.0 | $549k | 34k | 16.24 | |
| White Mountains Insurance Gp (WTM) | 0.0 | $369k | 910.00 | 405.49 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $325k | 10k | 31.25 | |
| Torchmark Corporation | 0.0 | $1.4M | 40k | 34.86 | |
| Shinhan Financial (SHG) | 0.0 | $707k | 10k | 68.44 | |
| KB Financial (KB) | 0.0 | $213k | 6.5k | 32.82 | |
| LSI Corporation | 0.0 | $137k | 27k | 5.17 | |
| Fortune Brands | 0.0 | $606k | 11k | 54.11 | |
| Mbia (MBI) | 0.0 | $163k | 22k | 7.28 | |
| Dillard's (DDS) | 0.0 | $252k | 5.8k | 43.45 | |
| Lexmark International | 0.0 | $1.2M | 43k | 27.03 | |
| Murphy Oil Corporation (MUR) | 0.0 | $693k | 16k | 44.14 | |
| Forest City Enterprises | 0.0 | $133k | 13k | 10.64 | |
| Washington Post Company | 0.0 | $512k | 1.6k | 326.95 | |
| SL Green Realty | 0.0 | $420k | 7.2k | 58.15 | |
| Ban (TBBK) | 0.0 | $168k | 23k | 7.18 | |
| Gannett | 0.0 | $1.3M | 136k | 9.53 | |
| Tupperware Brands Corporation | 0.0 | $220k | 4.1k | 53.66 | |
| ITT Educational Services (ESINQ) | 0.0 | $469k | 8.2k | 57.55 | |
| W.R. Berkley Corporation (WRB) | 0.0 | $591k | 20k | 29.70 | |
| Enstar Group (ESGR) | 0.0 | $258k | 2.7k | 95.20 | |
| Penn National Gaming (PENN) | 0.0 | $426k | 13k | 33.28 | |
| Transatlantic Holdings | 0.0 | $1.0M | 21k | 48.50 | |
| Hilltop Holdings (HTH) | 0.0 | $208k | 29k | 7.22 | |
| Big 5 Sporting Goods Corporation | 0.0 | $149k | 25k | 6.08 | |
| WESCO International (WCC) | 0.0 | $315k | 9.4k | 33.51 | |
| Aeropostale | 0.0 | $1.0M | 95k | 10.81 | |
| ProAssurance Corporation (PRA) | 0.0 | $706k | 9.8k | 72.04 | |
| Service Corporation International (SCI) | 0.0 | $123k | 13k | 9.18 | |
| Telephone & Data Systems | 0.0 | $431k | 20k | 21.23 | |
| Janus Capital | 0.0 | $146k | 24k | 6.01 | |
| Vornado Realty Trust (VNO) | 0.0 | $712k | 9.5k | 74.59 | |
| Big Lots (BIGGQ) | 0.0 | $1.2M | 35k | 34.83 | |
| Fiserv (FI) | 0.0 | $396k | 7.8k | 50.77 | |
| Dean Foods Company | 0.0 | $749k | 84k | 8.87 | |
| Audiovox Corporation | 0.0 | $145k | 26k | 5.49 | |
| Enzon Pharmaceuticals (ENZN) | 0.0 | $1.4M | 194k | 7.04 | |
| Syneron Medical Ltd ord | 0.0 | $202k | 20k | 9.90 | |
| ViaSat (VSAT) | 0.0 | $420k | 13k | 33.33 | |
| PDL BioPharma | 0.0 | $185k | 33k | 5.56 | |
| Linn Energy | 0.0 | $271k | 7.6k | 35.66 | |
| Frontier Communications | 0.0 | $1.2M | 188k | 6.11 | |
| Old Republic International Corporation (ORI) | 0.0 | $176k | 20k | 8.93 | |
| Patterson-UTI Energy (PTEN) | 0.0 | $461k | 27k | 17.33 | |
| Public Service Enterprise (PEG) | 0.0 | $517k | 16k | 33.35 | |
| Alliance Data Systems Corporation (BFH) | 0.0 | $297k | 3.2k | 92.81 | |
| Axis Capital Holdings (AXS) | 0.0 | $672k | 26k | 25.95 | |
| Chesapeake Energy Corporation | 0.0 | $1.3M | 52k | 25.56 | |
| Credit Acceptance (CACC) | 0.0 | $264k | 4.1k | 64.39 | |
| TCF Financial Corporation | 0.0 | $411k | 45k | 9.15 | |
| Verisk Analytics (VRSK) | 0.0 | $264k | 7.6k | 34.74 | |
| Penske Automotive (PAG) | 0.0 | $256k | 16k | 16.00 | |
| Aaron's | 0.0 | $227k | 9.0k | 25.22 | |
| World Acceptance (WRLD) | 0.0 | $213k | 3.8k | 56.05 | |
| Resources Connection (RGP) | 0.0 | $171k | 18k | 9.77 | |
| HCC Insurance Holdings | 0.0 | $868k | 32k | 27.04 | |
| Whiting Petroleum Corporation | 0.0 | $972k | 28k | 35.09 | |
| Natuzzi, S.p.A | 0.0 | $360k | 126k | 2.85 | |
| Tibco Software | 0.0 | $293k | 13k | 22.37 | |
| Ventas (VTR) | 0.0 | $588k | 12k | 49.40 | |
| Avis Budget (CAR) | 0.0 | $115k | 12k | 9.66 | |
| Hertz Global Holdings | 0.0 | $135k | 15k | 8.88 | |
| Corn Products International | 0.0 | $279k | 7.1k | 39.30 | |
| Take-Two Interactive Software (TTWO) | 0.0 | $149k | 12k | 12.74 | |
| Calpine Corporation | 0.0 | $773k | 55k | 14.08 | |
| Tesoro Corporation | 0.0 | $368k | 19k | 19.47 | |
| Aspen Insurance Holdings | 0.0 | $846k | 37k | 23.05 | |
| Atmel Corporation | 0.0 | $178k | 22k | 8.09 | |
| Employers Holdings (EIG) | 0.0 | $135k | 11k | 12.74 | |
| NetEase (NTES) | 0.0 | $324k | 8.5k | 38.12 | |
| Endurance Specialty Hldgs Lt | 0.0 | $563k | 17k | 34.12 | |
| Plains Exploration & Production Company | 0.0 | $820k | 36k | 22.71 | |
| SeaChange International | 0.0 | $169k | 22k | 7.72 | |
| Darling International (DAR) | 0.0 | $155k | 12k | 12.60 | |
| ON Semiconductor (ON) | 0.0 | $1.2M | 167k | 7.18 | |
| Green Mountain Coffee Roasters | 0.0 | $682k | 7.3k | 92.92 | |
| Invesco (IVZ) | 0.0 | $949k | 61k | 15.51 | |
| Saic | 0.0 | $151k | 13k | 11.80 | |
| Entergy Corporation (ETR) | 0.0 | $451k | 6.8k | 66.32 | |
| Aircastle | 0.0 | $150k | 16k | 9.49 | |
| American Capital | 0.0 | $392k | 58k | 6.82 | |
| AMERIGROUP Corporation | 0.0 | $663k | 17k | 39.00 | |
| EarthLink | 0.0 | $204k | 31k | 6.54 | |
| Fairchild Semiconductor International | 0.0 | $114k | 11k | 10.75 | |
| Health Net | 0.0 | $744k | 31k | 23.69 | |
| HealthSpring | 0.0 | $525k | 14k | 36.46 | |
| Sonic Automotive (SAH) | 0.0 | $151k | 14k | 10.79 | |
| Symmetri | 0.0 | $137k | 32k | 4.35 | |
| Syntel | 0.0 | $367k | 8.5k | 43.18 | |
| Watson Pharmaceuticals | 0.0 | $505k | 7.4k | 68.24 | |
| Cash America International | 0.0 | $256k | 5.0k | 51.20 | |
| Cypress Semiconductor Corporation | 0.0 | $157k | 11k | 14.95 | |
| Ez (EZPW) | 0.0 | $217k | 7.6k | 28.55 | |
| Huntsman Corporation (HUN) | 0.0 | $136k | 14k | 9.65 | |
| International Bancshares Corporation | 0.0 | $145k | 11k | 13.18 | |
| LDK Solar | 0.0 | $278k | 89k | 3.12 | |
| Oshkosh Corporation (OSK) | 0.0 | $496k | 32k | 15.75 | |
| Presidential Life | 0.0 | $142k | 17k | 8.21 | |
| Prosperity Bancshares (PB) | 0.0 | $477k | 15k | 32.67 | |
| Advance America, Cash Advance Centers | 0.0 | $164k | 22k | 7.35 | |
| Ariba | 0.0 | $213k | 7.7k | 27.66 | |
| Atwood Oceanics | 0.0 | $206k | 6.0k | 34.33 | |
| Commerce Bancshares (CBSH) | 0.0 | $452k | 13k | 34.77 | |
| CVR Energy (CVI) | 0.0 | $222k | 11k | 21.14 | |
| DTE Energy Company (DTE) | 0.0 | $887k | 18k | 49.01 | |
| Group Cgi Cad Cl A | 0.0 | $191k | 11k | 18.02 | |
| John Bean Technologies Corporation (JBTM) | 0.0 | $148k | 10k | 14.23 | |
| MetLife (MET) | 0.0 | $644k | 23k | 28.00 | |
| Oil States International (OIS) | 0.0 | $204k | 4.0k | 51.00 | |
| Polypore International | 0.0 | $232k | 4.1k | 56.59 | |
| Ralcorp Holdings | 0.0 | $215k | 2.8k | 76.79 | |
| Rowan Companies | 0.0 | $607k | 20k | 30.20 | |
| Raymond James Financial (RJF) | 0.0 | $670k | 26k | 25.97 | |
| Steven Madden (SHOO) | 0.0 | $212k | 7.1k | 30.07 | |
| Banco Santander (SAN) | 0.0 | $965k | 120k | 8.04 | |
| Questar Corporation | 0.0 | $324k | 18k | 17.70 | |
| Tempur-Pedic International (SGI) | 0.0 | $253k | 4.8k | 52.71 | |
| UGI Corporation (UGI) | 0.0 | $486k | 19k | 26.27 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.0 | $218k | 3.5k | 62.29 | |
| ViroPharma Incorporated | 0.0 | $229k | 13k | 18.03 | |
| Alexion Pharmaceuticals | 0.0 | $602k | 9.4k | 64.04 | |
| Advanced Semiconductor Engineering | 0.0 | $112k | 27k | 4.22 | |
| Centene Corporation (CNC) | 0.0 | $247k | 8.6k | 28.72 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $309k | 3.3k | 93.07 | |
| World Fuel Services Corporation (WKC) | 0.0 | $209k | 6.4k | 32.66 | |
| Jos. A. Bank Clothiers | 0.0 | $221k | 4.8k | 46.53 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $214k | 5.6k | 38.21 | |
| Lululemon Athletica (LULU) | 0.0 | $204k | 4.2k | 48.57 | |
| Panera Bread Company | 0.0 | $661k | 6.4k | 103.93 | |
| Patni Computer Systems | 0.0 | $1.1M | 95k | 11.66 | |
| Republic Airways Holdings | 0.0 | $1.3M | 480k | 2.81 | |
| Washington Federal (WAFD) | 0.0 | $147k | 12k | 12.78 | |
| Wright Medical | 0.0 | $206k | 12k | 17.91 | |
| Aqua America | 0.0 | $246k | 11k | 21.58 | |
| Bk Nova Cad (BNS) | 0.0 | $677k | 14k | 48.14 | |
| Clear Channel Outdoor Holdings | 0.0 | $120k | 13k | 9.38 | |
| Covance | 0.0 | $973k | 21k | 45.47 | |
| Winthrop Realty Trust | 0.0 | $129k | 15k | 8.72 | |
| Hancock Holding Company (HWC) | 0.0 | $239k | 8.9k | 26.85 | |
| Idenix Pharmaceuticals | 0.0 | $156k | 31k | 4.98 | |
| Lufkin Industries | 0.0 | $277k | 5.2k | 53.27 | |
| Quest Software | 0.0 | $507k | 32k | 15.89 | |
| Quality Systems | 0.0 | $951k | 9.8k | 97.04 | |
| StanCorp Financial | 0.0 | $505k | 18k | 27.60 | |
| Stoneridge (SRI) | 0.0 | $313k | 60k | 5.22 | |
| Tech Data Corporation | 0.0 | $1.2M | 29k | 43.22 | |
| Albemarle Corporation (ALB) | 0.0 | $703k | 17k | 40.40 | |
| Enersis | 0.0 | $178k | 11k | 16.89 | |
| Gen | 0.0 | $166k | 37k | 4.50 | |
| Protective Life | 0.0 | $577k | 37k | 15.64 | |
| Palomar Medical Technologies | 0.0 | $287k | 36k | 7.88 | |
| Pentair | 0.0 | $275k | 8.6k | 31.98 | |
| Savient Pharmaceuticals | 0.0 | $1.0M | 253k | 4.10 | |
| Tata Communications (TCL) | 0.0 | $1.3M | 180k | 7.36 | |
| Golar Lng (GLNG) | 0.0 | $219k | 6.9k | 31.74 | |
| Braskem SA (BAK) | 0.0 | $212k | 14k | 15.59 | |
| Getty Realty (GTY) | 0.0 | $164k | 11k | 14.39 | |
| HCP | 0.0 | $649k | 19k | 35.08 | |
| Marlin Business Services | 0.0 | $183k | 17k | 10.58 | |
| Ruth's Hospitality | 0.0 | $141k | 33k | 4.29 | |
| Brocade Communications Systems | 0.0 | $1.2M | 281k | 4.32 | |
| Mahanagar Telephone Nigam | 0.0 | $1.3M | 1.1M | 1.20 | |
| Einstein Noah Restaurant | 0.0 | $216k | 17k | 12.86 | |
| Endeavour Silver Corp (EXK) | 0.0 | $140k | 16k | 8.59 | |
| Furiex Pharmaceuticals | 0.0 | $159k | 11k | 14.20 | |
| Miller Industries (MLR) | 0.0 | $234k | 14k | 17.33 | |
| Richardson Electronics (RELL) | 0.0 | $192k | 14k | 13.62 | |
| Unit Corporation | 0.0 | $602k | 16k | 36.93 | |
| Nabors Industries | 0.0 | $601k | 49k | 12.27 | |
| Validus Holdings | 0.0 | $1.2M | 49k | 24.93 | |
| Johnson Outdoors (JOUT) | 0.0 | $185k | 12k | 15.42 | |
| Syms (SYMS) | 0.0 | $153k | 17k | 8.79 | |
| Macerich Company (MAC) | 0.0 | $315k | 7.4k | 42.59 | |
| Symetra Finl Corp | 0.0 | $126k | 15k | 8.18 | |
| CNO Financial (CNO) | 0.0 | $628k | 116k | 5.41 | |
| Kimco Realty Corporation (KIM) | 0.0 | $274k | 18k | 15.01 | |
| Oneok (OKE) | 0.0 | $225k | 3.4k | 66.18 | |
| Dole Food Company | 0.0 | $155k | 16k | 10.00 | |
| Jazz Pharmaceuticals | 0.0 | $232k | 5.6k | 41.43 | |
| Bank Of America Corp w exp 10/201 | 0.0 | $323k | 380k | 0.85 | |
| Camden Property Trust (CPT) | 0.0 | $840k | 15k | 55.26 | |
| Garmin (GRMN) | 0.0 | $975k | 31k | 31.76 | |
| AVEO Pharmaceuticals | 0.0 | $222k | 14k | 15.42 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref s | 0.0 | $1.3M | 113k | 11.11 | |
| ROYAL BK SCOTLAND Group Plc adr pref shs q | 0.0 | $1.3M | 117k | 11.37 | |
| Gyrodyne Company of America | 0.0 | $985k | 18k | 53.52 | |
| GulfMark Offshore | 0.0 | $254k | 7.0k | 36.29 | |
| Xl Group | 0.0 | $1.0M | 55k | 18.80 | |
| Cobalt Intl Energy | 0.0 | $106k | 14k | 7.68 | |
| Oritani Financial | 0.0 | $230k | 18k | 12.85 | |
| Fox Chase Ban | 0.0 | $241k | 19k | 12.68 | |
| Fortinet (FTNT) | 0.0 | $186k | 11k | 16.76 | |
| Allied World Assurance | 0.0 | $1.2M | 23k | 53.73 | |
| Coca-cola Enterprises | 0.0 | $530k | 21k | 24.88 | |
| Capitol Federal Financial (CFFN) | 0.0 | $430k | 41k | 10.57 | |
| Destination Maternity Corporation | 0.0 | $163k | 13k | 12.83 | |
| OmniAmerican Ban | 0.0 | $216k | 16k | 13.67 | |
| One Liberty Properties (OLP) | 0.0 | $161k | 11k | 14.64 | |
| Safeguard Scientifics | 0.0 | $227k | 15k | 15.03 | |
| HudBay Minerals (HBM) | 0.0 | $273k | 30k | 9.15 | |
| Provident Energy | 0.0 | $228k | 29k | 7.84 | |
| Wts Talbots | 0.0 | $20k | 200k | 0.10 | |
| Morgan Stanley Emerging Markets Debt (MSD) | 0.0 | $773k | 80k | 9.67 | |
| State Street Bank Financial | 0.0 | $159k | 13k | 12.62 | |
| American Intl Group | 0.0 | $489k | 80k | 6.12 | |
| USD.001 Central Pacific Financial (CPF) | 0.0 | $157k | 15k | 10.33 | |
| Universal American | 0.0 | $175k | 17k | 10.06 | |
| Sanofi Aventis Wi Conval Rt | 0.0 | $300k | 283k | 1.06 | |
| West Coast Banc Or | 0.0 | $168k | 12k | 14.00 | |
| Wendy's/arby's Group (WEN) | 0.0 | $1.1M | 250k | 4.59 | |
| Ddr Corp | 0.0 | $122k | 11k | 10.90 | |
| Kemper Corp Del (KMPR) | 0.0 | $474k | 20k | 23.94 |
