Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of June 30, 2013

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 647 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Johnson & Johnson (JNJ) 5.2 $2.0B 23M 85.86
Microsoft Corporation (MSFT) 5.1 $1.9B 57M 34.53
Google 5.0 $1.9B 2.2M 880.37
Coca-Cola Company (KO) 4.4 $1.7B 42M 40.11
Pfizer (PFE) 4.2 $1.6B 58M 28.01
Oracle Corporation (ORCL) 4.0 $1.5B 50M 30.72
Procter & Gamble Company (PG) 3.8 $1.5B 19M 76.99
Chevron Corporation (CVX) 3.7 $1.4B 12M 118.34
Philip Morris International (PM) 3.6 $1.4B 16M 86.62
International Business Machines (IBM) 3.5 $1.3B 7.0M 191.11
Cisco Systems (CSCO) 3.1 $1.2B 50M 24.31
Pepsi (PEP) 3.1 $1.2B 15M 81.79
Wal-Mart Stores (WMT) 3.0 $1.2B 16M 74.49
Express Scripts Holding 2.6 $982M 16M 61.69
McDonald's Corporation (MCD) 2.0 $770M 7.8M 99.00
Hewlett-Packard Company 1.9 $747M 30M 24.80
Colgate-Palmolive Company (CL) 1.9 $727M 13M 57.29
Abbott Laboratories (ABT) 1.6 $613M 18M 34.88
Merck & Co (MRK) 1.6 $601M 13M 46.45
Target Corporation (TGT) 1.4 $544M 7.9M 68.86
Exxon Mobil Corporation (XOM) 1.3 $510M 5.6M 90.35
3M Company (MMM) 1.3 $509M 4.7M 109.35
Apple (AAPL) 1.3 $498M 1.3M 396.08
Medtronic 1.3 $496M 9.6M 51.47
UnitedHealth (UNH) 1.0 $368M 5.6M 65.48
Qualcomm (QCOM) 0.9 $351M 5.7M 61.08
Bristol Myers Squibb (BMY) 0.9 $339M 7.6M 44.69
Lorillard 0.8 $311M 7.1M 43.68
Eli Lilly & Co. (LLY) 0.8 $307M 6.3M 49.12
MasterCard Incorporated (MA) 0.7 $283M 492k 574.50
Nike (NKE) 0.7 $286M 4.5M 63.68
iShares MSCI Emerging Markets Indx (EEM) 0.7 $270M 7.0M 38.57
Visa (V) 0.7 $254M 1.4M 182.75
Zimmer Holdings (ZBH) 0.6 $247M 3.3M 74.94
Amgen (AMGN) 0.5 $204M 2.1M 98.66
America Movil Sab De Cv spon adr l 0.5 $191M 8.8M 21.75
Laboratory Corp. of America Holdings (LH) 0.5 $188M 1.9M 100.10
Vale (VALE) 0.5 $181M 14M 13.15
SYSCO Corporation (SYY) 0.5 $176M 5.2M 34.16
Vale 0.5 $177M 15M 12.16
JPMorgan Chase & Co. (JPM) 0.4 $153M 2.9M 52.79
Kimberly-Clark Corporation (KMB) 0.4 $153M 1.6M 97.14
Copa Holdings Sa-class A (CPA) 0.4 $155M 1.2M 131.12
Costco Wholesale Corporation (COST) 0.4 $147M 1.3M 110.57
Baxter International (BAX) 0.4 $148M 2.1M 69.27
EMC Corporation 0.4 $138M 5.8M 23.62
CVS Caremark Corporation (CVS) 0.3 $132M 2.3M 57.18
Gilead Sciences (GILD) 0.3 $130M 2.5M 51.21
Citigroup (C) 0.3 $132M 2.8M 47.97
Becton, Dickinson and (BDX) 0.3 $128M 1.3M 98.83
Walgreen Company 0.3 $126M 2.8M 44.20
Bank of America Corporation (BAC) 0.3 $116M 9.0M 12.86
General Mills (GIS) 0.3 $115M 2.4M 48.53
Quest Diagnostics Incorporated (DGX) 0.3 $112M 1.8M 60.63
Banco Itau Holding Financeira (ITUB) 0.3 $107M 8.3M 12.92
Yum! Brands (YUM) 0.3 $103M 1.5M 69.34
Stryker Corporation (SYK) 0.3 $104M 1.6M 64.68
Infosys Technologies (INFY) 0.2 $94M 2.3M 41.19
TJX Companies (TJX) 0.2 $94M 1.9M 50.06
Vanguard Emerging Markets ETF (VWO) 0.2 $92M 2.4M 38.78
Compania de Minas Buenaventura SA (BVN) 0.2 $87M 5.9M 14.76
Research In Motion 0.2 $77M 7.4M 10.50
Allergan 0.2 $73M 861k 84.24
Church & Dwight (CHD) 0.2 $70M 1.1M 61.71
Intuit (INTU) 0.2 $67M 1.1M 61.03
American International (AIG) 0.2 $63M 1.4M 44.70
SK Tele 0.2 $62M 3.1M 20.33
China Mobile 0.1 $58M 1.1M 51.77
Home Depot (HD) 0.1 $58M 745k 77.47
Bed Bath & Beyond 0.1 $57M 805k 70.90
Wells Fargo & Company (WFC) 0.1 $57M 1.4M 41.27
PT Telekomunikasi Indonesia (TLK) 0.1 $58M 1.3M 42.74
Berkshire Hathaway (BRK.B) 0.1 $53M 473k 111.92
New Oriental Education & Tech 0.1 $54M 2.4M 22.15
Banco Santander (BSBR) 0.1 $51M 8.3M 6.22
Goldman Sachs (GS) 0.1 $50M 331k 151.25
Accenture (ACN) 0.1 $51M 714k 71.96
General Motors Company (GM) 0.1 $51M 1.5M 33.31
Mobile TeleSystems OJSC 0.1 $48M 2.5M 18.94
Southern Copper Corporation (SCCO) 0.1 $47M 1.7M 27.62
Grupo Fin Santander adr b 0.1 $46M 3.2M 14.21
MetLife (MET) 0.1 $44M 953k 45.76
Automatic Data Processing (ADP) 0.1 $37M 539k 68.86
KT Corporation (KT) 0.1 $38M 2.5M 15.52
At&t (T) 0.1 $35M 983k 35.40
AFLAC Incorporated (AFL) 0.1 $35M 594k 58.12
McKesson Corporation (MCK) 0.1 $36M 314k 114.50
Sprint Nextel Corporation 0.1 $36M 5.1M 7.02
WellPoint 0.1 $34M 418k 81.84
Starbucks Corporation (SBUX) 0.1 $34M 522k 65.49
Magna Intl Inc cl a (MGA) 0.1 $36M 513k 70.96
Berry Petroleum Company 0.1 $34M 810k 42.32
Phillips 66 (PSX) 0.1 $33M 555k 58.91
Hartford Financial Services (HIG) 0.1 $30M 976k 30.92
Lender Processing Services 0.1 $30M 917k 32.35
Apache Corporation 0.1 $33M 388k 83.83
AmerisourceBergen (COR) 0.1 $30M 536k 55.83
Biogen Idec (BIIB) 0.1 $31M 145k 215.20
Canadian Pacific Railway 0.1 $31M 258k 120.89
General Dynamics Corporation (GD) 0.1 $32M 410k 78.33
Life Technologies 0.1 $32M 435k 74.01
Covidien 0.1 $30M 474k 62.84
CTC Media 0.1 $26M 2.3M 11.12
Canadian Natl Ry (CNI) 0.1 $28M 290k 97.06
Cardinal Health (CAH) 0.1 $28M 596k 47.20
BMC Software 0.1 $28M 614k 45.14
Intel Corporation (INTC) 0.1 $27M 1.1M 24.22
Morgan Stanley (MS) 0.1 $27M 1.1M 24.43
Aetna 0.1 $27M 427k 63.54
Dell 0.1 $28M 2.1M 13.35
Prudential Financial (PRU) 0.1 $28M 389k 73.03
Smithfield Foods 0.1 $28M 865k 32.75
Tor Dom Bk Cad (TD) 0.1 $26M 324k 80.07
Bank Of Montreal Cadcom (BMO) 0.1 $26M 450k 57.82
Ypf Sa (YPF) 0.1 $26M 1.8M 14.76
Industries N shs - a - (LYB) 0.1 $26M 395k 66.26
Yandex Nv-a (YNDX) 0.1 $27M 969k 27.65
Coach 0.1 $24M 422k 57.09
Hudson City Ban 0.1 $23M 2.5M 9.16
Reynolds American 0.1 $22M 454k 48.37
Travelers Companies (TRV) 0.1 $22M 277k 79.92
W.W. Grainger (GWW) 0.1 $22M 86k 252.18
Valero Energy Corporation (VLO) 0.1 $22M 621k 34.77
Danaher Corporation (DHR) 0.1 $24M 372k 63.30
WMS Industries 0.1 $23M 899k 25.51
Gildan Activewear Inc Com Cad (GIL) 0.1 $23M 567k 40.43
Gran Tierra Energy 0.1 $21M 3.5M 6.09
Suncor Energy (SU) 0.1 $22M 740k 29.39
Marathon Petroleum Corp (MPC) 0.1 $21M 298k 71.06
Companhia de Bebidas das Americas 0.1 $17M 464k 37.35
Gerdau SA (GGB) 0.1 $20M 3.4M 5.71
Taiwan Semiconductor Mfg (TSM) 0.1 $21M 1.1M 18.32
BlackRock (BLK) 0.1 $19M 74k 256.85
State Street Corporation (STT) 0.1 $21M 314k 65.21
U.S. Bancorp (USB) 0.1 $18M 488k 36.15
American Express Company (AXP) 0.1 $19M 249k 74.76
Discover Financial Services (DFS) 0.1 $19M 399k 47.64
Ecolab (ECL) 0.1 $19M 222k 85.19
Genuine Parts Company (GPC) 0.1 $17M 223k 78.07
Paychex (PAYX) 0.1 $20M 558k 36.52
V.F. Corporation (VFC) 0.1 $20M 101k 193.06
Ross Stores (ROST) 0.1 $19M 289k 64.81
Arbitron 0.1 $20M 425k 46.45
Allstate Corporation (ALL) 0.1 $21M 431k 48.12
eBay (EBAY) 0.1 $20M 386k 51.72
Intuitive Surgical (ISRG) 0.1 $21M 41k 506.58
Freeport-McMoRan Copper & Gold (FCX) 0.1 $18M 654k 27.61
Cnh Global 0.1 $19M 465k 41.66
Marathon Oil Corporation (MRO) 0.1 $21M 610k 34.58
Mead Johnson Nutrition 0.1 $17M 220k 79.23
Powershares Senior Loan Portfo mf 0.1 $20M 824k 24.75
Cognizant Technology Solutions (CTSH) 0.0 $17M 273k 62.61
Grupo Televisa (TV) 0.0 $17M 676k 24.84
Time Warner 0.0 $14M 237k 57.82
Lincoln National Corporation (LNC) 0.0 $15M 420k 36.47
Comcast Corporation 0.0 $16M 406k 39.67
Philippine Long Distance Telephone 0.0 $14M 205k 67.86
Cummins (CMI) 0.0 $17M 154k 108.46
C.R. Bard 0.0 $14M 132k 108.68
Verizon Communications (VZ) 0.0 $15M 295k 50.34
ConocoPhillips (COP) 0.0 $15M 249k 60.50
Tupperware Brands Corporation (TUP) 0.0 $14M 183k 77.69
C.H. Robinson Worldwide (CHRW) 0.0 $17M 306k 56.31
Sun Life Financial (SLF) 0.0 $15M 507k 29.53
Transcanada Corp 0.0 $16M 381k 42.92
Gardner Denver 0.0 $15M 205k 75.18
China Uni 0.0 $15M 1.2M 13.14
Rbc Cad (RY) 0.0 $14M 240k 58.09
Simon Property (SPG) 0.0 $14M 88k 157.92
Alamos Gold 0.0 $14M 1.1M 12.08
American Tower Reit (AMT) 0.0 $14M 191k 73.17
Monster Beverage 0.0 $15M 252k 60.77
Genworth Financial (GNW) 0.0 $12M 1.0M 11.41
Assurant (AIZ) 0.0 $12M 240k 50.91
PNC Financial Services (PNC) 0.0 $10M 138k 72.92
Bank of New York Mellon Corporation (BK) 0.0 $10M 358k 28.05
Suntrust Banks Inc $1.00 Par Cmn 0.0 $12M 378k 31.57
Monsanto Company 0.0 $11M 114k 98.80
CBS Corporation 0.0 $13M 264k 48.87
Franklin Resources (BEN) 0.0 $12M 90k 136.03
NYSE Euronext 0.0 $11M 270k 41.40
Sherwin-Williams Company (SHW) 0.0 $9.8M 55k 176.60
Regions Financial Corporation (RF) 0.0 $12M 1.3M 9.53
Western Digital (WDC) 0.0 $13M 215k 62.09
Raytheon Company 0.0 $13M 203k 66.12
Altria (MO) 0.0 $10M 285k 34.99
Capital One Financial (COF) 0.0 $13M 208k 62.81
CIGNA Corporation 0.0 $9.9M 136k 72.49
Sigma-Aldrich Corporation 0.0 $10M 130k 80.36
United Technologies Corporation 0.0 $12M 130k 92.94
Weyerhaeuser Company (WY) 0.0 $11M 371k 28.49
Staples 0.0 $12M 742k 15.86
Lowe's Companies (LOW) 0.0 $12M 304k 40.90
Hershey Company (HSY) 0.0 $11M 120k 89.28
Kellogg Company (K) 0.0 $10M 157k 64.23
Dollar Tree (DLTR) 0.0 $13M 264k 50.84
Fastenal Company (FAST) 0.0 $12M 263k 45.85
Varian Medical Systems 0.0 $9.9M 147k 67.45
Delta Air Lines (DAL) 0.0 $13M 674k 18.71
Estee Lauder Companies (EL) 0.0 $12M 185k 65.77
Humana (HUM) 0.0 $11M 135k 84.38
L-3 Communications Holdings 0.0 $13M 154k 85.74
Celgene Corporation 0.0 $12M 103k 116.91
Unilever (UL) 0.0 $13M 319k 40.45
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.0 $11M 214k 49.68
St. Jude Medical 0.0 $10M 224k 45.63
Delphi Automotive 0.0 $12M 227k 50.69
Chubb Corporation 0.0 $6.8M 80k 84.65
Time Warner Cable 0.0 $9.6M 85k 112.49
Fomento Economico Mexicano SAB (FMX) 0.0 $7.3M 71k 103.20
Cnooc 0.0 $7.4M 44k 167.48
ICICI Bank (IBN) 0.0 $8.6M 226k 38.25
Cme (CME) 0.0 $6.0M 80k 75.98
Charles Schwab Corporation (SCHW) 0.0 $6.1M 285k 21.23
Western Union Company (WU) 0.0 $6.0M 350k 17.11
Ace Limited Cmn 0.0 $9.3M 104k 89.48
SLM Corporation (SLM) 0.0 $8.6M 376k 22.86
Moody's Corporation (MCO) 0.0 $9.5M 156k 60.93
Cabot Oil & Gas Corporation (CTRA) 0.0 $7.5M 106k 71.02
M&T Bank Corporation (MTB) 0.0 $7.3M 66k 111.76
Regeneron Pharmaceuticals (REGN) 0.0 $6.9M 31k 224.87
Martin Marietta Materials (MLM) 0.0 $6.7M 68k 98.42
Cerner Corporation 0.0 $8.9M 93k 96.09
Citrix Systems 0.0 $8.1M 135k 60.33
PPG Industries (PPG) 0.0 $7.8M 53k 146.41
Pitney Bowes (PBI) 0.0 $6.9M 469k 14.68
Public Storage (PSA) 0.0 $6.4M 42k 153.33
Brown-Forman Corporation (BF.B) 0.0 $7.6M 112k 67.55
Best Buy (BBY) 0.0 $9.0M 328k 27.33
International Paper Company (IP) 0.0 $6.4M 144k 44.31
Gol Linhas Aereas Inteligentes SA 0.0 $7.3M 2.2M 3.35
Foot Locker (FL) 0.0 $6.0M 171k 35.13
National-Oilwell Var 0.0 $5.8M 84k 68.90
Unum (UNM) 0.0 $9.5M 323k 29.37
Rockwell Collins 0.0 $8.5M 134k 63.41
Waters Corporation (WAT) 0.0 $6.6M 66k 100.05
AngloGold Ashanti 0.0 $7.2M 505k 14.30
BB&T Corporation 0.0 $6.2M 182k 33.88
News Corporation 0.0 $7.8M 240k 32.58
Gap (GPS) 0.0 $7.7M 183k 41.73
KB Financial (KB) 0.0 $6.5M 221k 29.63
Exelon Corporation (EXC) 0.0 $6.0M 193k 30.88
Canadian Natural Resources (CNQ) 0.0 $7.1M 252k 28.10
Stericycle (SRCL) 0.0 $7.2M 65k 110.43
Henry Schein (HSIC) 0.0 $6.5M 68k 95.76
EOG Resources (EOG) 0.0 $7.4M 56k 131.67
Clorox Company (CLX) 0.0 $8.3M 100k 83.14
Gannett 0.0 $7.3M 300k 24.46
AutoZone (AZO) 0.0 $8.8M 21k 423.71
Arch Capital Group (ACGL) 0.0 $6.1M 119k 51.41
HDFC Bank (HDB) 0.0 $5.8M 159k 36.24
Sears Holdings Corporation 0.0 $6.9M 164k 42.08
Pos (PKX) 0.0 $8.3M 128k 65.08
Ventas (VTR) 0.0 $5.8M 84k 69.45
Yahoo! 0.0 $7.8M 312k 25.11
Tesoro Corporation 0.0 $6.1M 116k 52.32
Enbridge (ENB) 0.0 $8.7M 207k 41.91
Rogers Communications -cl B (RCI) 0.0 $6.1M 156k 39.06
Colonial Properties Trust 0.0 $7.1M 296k 24.12
GameStop (GME) 0.0 $9.2M 218k 42.03
Hormel Foods Corporation (HRL) 0.0 $8.9M 232k 38.58
Sterlite Industries India 0.0 $7.1M 1.2M 5.84
Alexion Pharmaceuticals 0.0 $6.4M 70k 92.25
Credicorp (BAP) 0.0 $9.0M 70k 127.96
Banco Bradesco SA (BBD) 0.0 $9.3M 711k 13.01
McCormick & Company, Incorporated (MKC) 0.0 $7.4M 105k 70.36
Wipro (WIT) 0.0 $7.4M 1.0M 7.28
HCP 0.0 $6.0M 131k 45.44
Teck Resources Ltd cl b (TECK) 0.0 $6.4M 302k 21.30
American Capital Agency 0.0 $9.5M 415k 22.99
iShares MSCI Taiwan Index 0.0 $7.2M 539k 13.30
Valeant Pharmaceuticals Int 0.0 $7.6M 89k 85.96
Hldgs (UAL) 0.0 $6.2M 199k 31.29
O'reilly Automotive (ORLY) 0.0 $5.9M 52k 112.61
Magnachip Semiconductor Corp (MX) 0.0 $8.7M 477k 18.27
Hca Holdings (HCA) 0.0 $5.8M 161k 36.06
Hollyfrontier Corp 0.0 $6.8M 159k 42.78
Itt 0.0 $6.4M 216k 29.41
Aon 0.0 $6.2M 96k 64.35
Epl Oil & Gas 0.0 $5.8M 198k 29.36
Loews Corporation (L) 0.0 $3.5M 80k 44.40
7 Days Group Holdings 0.0 $2.1M 154k 13.79
Omnicare Inc dbcv 3.250%12/1 0.0 $3.1M 3.0M 1.03
Petroleo Brasileiro SA (PBR.A) 0.0 $2.4M 166k 14.66
Ansys (ANSS) 0.0 $3.1M 43k 73.09
Leucadia National 0.0 $2.0M 75k 26.23
Progressive Corporation (PGR) 0.0 $3.7M 144k 25.42
Principal Financial (PFG) 0.0 $3.8M 102k 37.45
Ameriprise Financial (AMP) 0.0 $4.3M 53k 80.89
Northern Trust Corporation (NTRS) 0.0 $3.3M 56k 57.91
Affiliated Managers (AMG) 0.0 $3.6M 22k 163.92
AutoNation (AN) 0.0 $5.1M 117k 43.39
Crown Castle International 0.0 $4.4M 61k 72.39
Expeditors International of Washington (EXPD) 0.0 $2.5M 67k 38.01
ResMed (RMD) 0.0 $2.8M 62k 45.12
Pulte (PHM) 0.0 $3.9M 204k 18.97
Edwards Lifesciences (EW) 0.0 $3.8M 56k 67.20
Host Hotels & Resorts (HST) 0.0 $3.5M 210k 16.87
IDEXX Laboratories (IDXX) 0.0 $4.2M 47k 89.78
Kohl's Corporation (KSS) 0.0 $4.8M 94k 50.51
MICROS Systems 0.0 $2.2M 50k 43.15
NVIDIA Corporation (NVDA) 0.0 $5.5M 389k 14.03
Noble Energy 0.0 $3.2M 54k 60.04
T. Rowe Price (TROW) 0.0 $4.9M 67k 73.15
Teradata Corporation (TDC) 0.0 $4.7M 94k 50.23
McGraw-Hill Companies 0.0 $5.0M 93k 53.19
Valspar Corporation 0.0 $2.1M 33k 64.67
Dun & Bradstreet Corporation 0.0 $1.9M 20k 97.46
Global Payments (GPN) 0.0 $2.1M 45k 46.32
Vulcan Materials Company (VMC) 0.0 $3.4M 70k 48.41
Gold Fields (GFI) 0.0 $5.4M 1.0M 5.25
Comerica Incorporated (CMA) 0.0 $1.9M 48k 39.83
Las Vegas Sands (LVS) 0.0 $5.5M 103k 52.93
Whirlpool Corporation (WHR) 0.0 $5.4M 48k 114.36
Equity Residential (EQR) 0.0 $5.3M 91k 58.06
Masco Corporation (MAS) 0.0 $5.6M 286k 19.49
Agrium 0.0 $5.3M 62k 86.43
Eastman Chemical Company (EMN) 0.0 $4.2M 60k 70.02
Campbell Soup Company (CPB) 0.0 $5.1M 113k 44.79
Kroger (KR) 0.0 $5.5M 159k 34.54
Potash Corp. Of Saskatchewan I 0.0 $4.1M 109k 38.03
Helmerich & Payne (HP) 0.0 $2.7M 44k 62.46
Health Care REIT 0.0 $5.4M 81k 67.03
Plum Creek Timber 0.0 $2.0M 42k 46.66
AGCO Corporation (AGCO) 0.0 $2.0M 39k 50.19
Halliburton Company (HAL) 0.0 $4.6M 110k 41.72
Hess (HES) 0.0 $3.2M 48k 66.49
Marsh & McLennan Companies (MMC) 0.0 $5.7M 142k 39.92
Occidental Petroleum Corporation (OXY) 0.0 $3.4M 38k 89.23
Symantec Corporation 0.0 $2.4M 107k 22.47
Texas Instruments Incorporated (TXN) 0.0 $5.6M 162k 34.87
Vodafone 0.0 $5.2M 181k 28.74
American Electric Power Company (AEP) 0.0 $2.0M 45k 44.78
Encana Corp 0.0 $3.7M 219k 16.86
Torchmark Corporation 0.0 $2.9M 44k 65.14
News Corporation 0.0 $4.0M 121k 32.82
Fifth Third Ban (FITB) 0.0 $4.1M 228k 18.05
FactSet Research Systems (FDS) 0.0 $2.9M 28k 101.95
AvalonBay Communities (AVB) 0.0 $4.6M 34k 134.90
Vornado Realty Trust (VNO) 0.0 $4.0M 48k 82.85
ConAgra Foods (CAG) 0.0 $4.8M 138k 34.93
PetroChina Company 0.0 $4.5M 40k 110.66
Public Service Enterprise (PEG) 0.0 $5.0M 153k 32.66
Methanex Corp (MEOH) 0.0 $4.7M 110k 42.70
Verisk Analytics (VRSK) 0.0 $2.3M 38k 59.71
Southwestern Energy Company (SWN) 0.0 $3.7M 100k 36.53
Lennar Corporation (LEN.B) 0.0 $3.7M 131k 28.35
Netflix (NFLX) 0.0 $4.5M 21k 211.09
Forest Laboratories 0.0 $5.3M 130k 41.00
Hertz Global Holdings 0.0 $5.7M 231k 24.80
Ctrip.com International 0.0 $2.4M 74k 32.63
Amdocs Ltd ord (DOX) 0.0 $5.4M 145k 37.09
TRW Automotive Holdings 0.0 $3.5M 53k 66.44
Micron Technology (MU) 0.0 $4.5M 311k 14.33
Green Mountain Coffee Roasters 0.0 $5.1M 68k 75.06
Invesco (IVZ) 0.0 $4.5M 140k 31.80
Entergy Corporation (ETR) 0.0 $5.2M 75k 69.68
IntercontinentalEx.. 0.0 $3.4M 19k 177.76
Baidu (BIDU) 0.0 $2.1M 22k 94.55
Alere 0.0 $2.8M 115k 24.50
Key (KEY) 0.0 $2.7M 242k 11.04
Rock-Tenn Company 0.0 $5.7M 57k 99.89
Community Health Systems (CYH) 0.0 $3.1M 65k 46.88
Herbalife Ltd Com Stk (HLF) 0.0 $2.4M 54k 45.13
ManTech International Corporation 0.0 $2.5M 94k 26.12
Sirius XM Radio 0.0 $3.4M 1.0M 3.35
True Religion Apparel 0.0 $2.0M 63k 31.67
Tata Motors 0.0 $5.2M 223k 23.44
Ameristar Casinos 0.0 $2.9M 110k 26.29
British American Tobac (BTI) 0.0 $5.7M 55k 102.94
China Telecom Corporation 0.0 $2.3M 48k 47.51
Elan Corporation 0.0 $4.2M 300k 14.14
Neustar 0.0 $2.2M 45k 48.67
NV Energy 0.0 $4.2M 180k 23.46
Panera Bread Company 0.0 $2.6M 14k 185.95
RTI International Metals 0.0 $5.2M 188k 27.71
United Microelectronics (UMC) 0.0 $2.8M 1.2M 2.33
Jack Henry & Associates (JKHY) 0.0 $2.5M 53k 47.13
Kansas City Southern 0.0 $2.4M 22k 105.98
Sasol (SSL) 0.0 $5.3M 121k 43.31
VMware 0.0 $3.2M 48k 67.00
Gen 0.0 $3.6M 224k 16.26
Navistar International Corporation 0.0 $2.7M 98k 27.76
Iamgold Corp (IAG) 0.0 $4.6M 1.1M 4.19
Mednax (MD) 0.0 $5.3M 58k 91.58
Pioneer Southwest Energy Partners 0.0 $4.6M 136k 34.28
Precision Drilling Corporation 0.0 $4.8M 568k 8.48
Macerich Company (MAC) 0.0 $2.1M 35k 60.97
Boston Properties (BXP) 0.0 $4.5M 43k 105.47
Kimco Realty Corporation (KIM) 0.0 $2.5M 116k 21.43
Dole Food Company 0.0 $3.9M 308k 12.75
Xl Group 0.0 $2.3M 75k 30.32
General Growth Properties 0.0 $5.4M 270k 19.87
Compucredit Hldgs Corp note 5.875%11/3 0.0 $4.5M 12M 0.37
Prologis (PLD) 0.0 $5.3M 141k 37.72
Ralph Lauren Corp (RL) 0.0 $2.9M 16k 173.75
Fortune Brands (FBIN) 0.0 $3.8M 99k 38.74
Allison Transmission Hldngs I (ALSN) 0.0 $3.9M 167k 23.08
Taylor Morrison Hom (TMHC) 0.0 $2.7M 111k 24.38
E TRADE Financial Corporation 0.0 $931k 74k 12.67
Huntington Bancshares Incorporated (HBAN) 0.0 $1.7M 221k 7.88
AU Optronics 0.0 $148k 43k 3.45
Comcast Corporation (CMCSA) 0.0 $1.8M 42k 41.88
Genco Shipping & Trading 0.0 $31k 19k 1.62
Mechel OAO 0.0 $51k 18k 2.89
Vimpel 0.0 $1.1M 111k 10.06
Petroleo Brasileiro SA (PBR) 0.0 $1.4M 108k 13.42
Dryships Inc. note 5.000%12/0 0.0 $1.2M 1.4M 0.89
LG Display (LPL) 0.0 $903k 76k 11.87
NRG Energy (NRG) 0.0 $1.8M 68k 26.71
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $293k 20k 14.36
Portland General Electric Company (POR) 0.0 $410k 13k 30.57
Joy Global 0.0 $370k 7.6k 48.56
Broadridge Financial Solutions (BR) 0.0 $323k 12k 26.55
PennyMac Mortgage Investment Trust (PMT) 0.0 $448k 21k 21.04
Starwood Property Trust (STWD) 0.0 $1.5M 60k 24.76
Two Harbors Investment 0.0 $1.4M 134k 10.25
Total System Services 0.0 $1.4M 55k 24.47
Legg Mason 0.0 $1.4M 47k 31.01
People's United Financial 0.0 $1.3M 89k 14.90
Nasdaq Omx (NDAQ) 0.0 $1.1M 32k 32.80
Equifax (EFX) 0.0 $311k 5.3k 58.85
Devon Energy Corporation (DVN) 0.0 $654k 13k 51.90
Via 0.0 $241k 3.5k 68.08
Bunge 0.0 $993k 14k 70.77
Lennar Corporation (LEN) 0.0 $508k 14k 36.03
General Electric Company 0.0 $306k 13k 23.18
Carter's (CRI) 0.0 $318k 4.3k 74.01
Copart (CPRT) 0.0 $336k 11k 30.83
DENTSPLY International 0.0 $975k 24k 40.97
Family Dollar Stores 0.0 $1.4M 22k 62.30
Federated Investors (FHI) 0.0 $1.2M 44k 27.41
Fidelity National Financial 0.0 $755k 32k 23.80
Forest Oil Corporation 0.0 $175k 43k 4.09
H&R Block (HRB) 0.0 $898k 32k 27.76
J.C. Penney Company 0.0 $929k 54k 17.08
R.R. Donnelley & Sons Company 0.0 $887k 63k 14.02
Rollins (ROL) 0.0 $1.2M 45k 25.90
Solera Holdings 0.0 $264k 4.7k 55.71
Buckle (BKE) 0.0 $323k 6.2k 52.10
Harris Corporation 0.0 $1.1M 23k 49.24
Nu Skin Enterprises (NUS) 0.0 $1.5M 24k 61.12
BE Aerospace 0.0 $438k 7.0k 63.01
CACI International (CACI) 0.0 $365k 5.7k 63.54
Apartment Investment and Management 0.0 $1.2M 41k 30.05
Corinthian Colleges 0.0 $33k 15k 2.21
Emerson Electric (EMR) 0.0 $1.2M 23k 54.54
Rent-A-Center (UPBD) 0.0 $311k 8.3k 37.59
Universal Corporation (UVV) 0.0 $446k 7.7k 57.88
Safeway 0.0 $798k 34k 23.66
United Rentals (URI) 0.0 $434k 8.7k 49.89
Cincinnati Financial Corporation (CINF) 0.0 $1.7M 38k 45.90
Valassis Communications 0.0 $398k 16k 24.56
Chiquita Brands International 0.0 $806k 74k 10.92
Mettler-Toledo International (MTD) 0.0 $1.2M 6.1k 201.12
Mohawk Industries (MHK) 0.0 $1.2M 11k 112.50
Endo Pharmaceuticals 0.0 $1.8M 48k 36.79
JetBlue Airways Corporation (JBLU) 0.0 $1.2M 194k 6.30
LifePoint Hospitals 0.0 $770k 16k 48.82
Lamar Advertising Company 0.0 $625k 14k 43.40
Weight Watchers International 0.0 $294k 6.4k 45.94
DeVry 0.0 $726k 23k 31.01
Synopsys (SNPS) 0.0 $1.7M 47k 35.76
Newfield Exploration 0.0 $547k 23k 23.89
Thermo Fisher Scientific (TMO) 0.0 $1.0M 12k 84.59
Health Management Associates 0.0 $1.3M 80k 15.72
RadioShack Corporation 0.0 $75k 24k 3.15
Goodyear Tire & Rubber Company (GT) 0.0 $375k 25k 15.28
American Financial (AFG) 0.0 $1.1M 23k 48.89
Partner Re 0.0 $605k 6.7k 90.60
MSC Industrial Direct (MSM) 0.0 $232k 3.0k 77.33
Arrow Electronics (ARW) 0.0 $1.5M 37k 39.85
Wolverine World Wide (WWW) 0.0 $257k 4.7k 54.68
Baker Hughes Incorporated 0.0 $1.1M 23k 46.13
CareFusion Corporation 0.0 $625k 17k 36.86
Cemex SAB de CV (CX) 0.0 $587k 56k 10.58
Computer Sciences Corporation 0.0 $729k 17k 43.77
Deere & Company (DE) 0.0 $1.9M 23k 81.27
Ultrapar Participacoes SA (UGP) 0.0 $320k 13k 23.92
John Wiley & Sons (WLY) 0.0 $454k 11k 40.08
Apollo 0.0 $961k 54k 17.73
Shinhan Financial (SHG) 0.0 $503k 16k 32.54
Patterson Companies (PDCO) 0.0 $1.3M 34k 37.61
Lexmark International 0.0 $915k 30k 30.58
Imperial Oil (IMO) 0.0 $384k 10k 38.02
Murphy Oil Corporation (MUR) 0.0 $1.1M 18k 60.90
Deluxe Corporation (DLX) 0.0 $557k 16k 34.65
Penn Virginia Corporation 0.0 $60k 13k 4.69
D.R. Horton (DHI) 0.0 $598k 28k 21.28
Advance Auto Parts (AAP) 0.0 $1.2M 15k 81.18
St. Joe Company (JOE) 0.0 $606k 29k 21.04
Westar Energy 0.0 $249k 7.8k 31.92
Fiserv (FI) 0.0 $1.4M 16k 87.41
Dean Foods Company 0.0 $280k 28k 10.01
Solar Cap (SLRC) 0.0 $378k 16k 23.08
Theravance 0.0 $801k 21k 38.51
ViaSat (VSAT) 0.0 $1.2M 17k 71.45
PDL BioPharma 0.0 $440k 57k 7.73
Linn Energy 0.0 $561k 17k 33.20
Bce (BCE) 0.0 $311k 7.6k 40.92
Frontier Communications 0.0 $794k 196k 4.05
Patterson-UTI Energy (PTEN) 0.0 $836k 43k 19.35
Fifth Street Finance 0.0 $426k 41k 10.45
First Solar (FSLR) 0.0 $710k 16k 44.72
Primerica (PRI) 0.0 $535k 14k 37.42
Quicksilver Resources 0.0 $43k 25k 1.69
J.M. Smucker Company (SJM) 0.0 $1.5M 14k 103.12
priceline.com Incorporated 0.0 $302k 365.00 827.40
World Acceptance (WRLD) 0.0 $446k 5.1k 86.99
Amazon (AMZN) 0.0 $283k 1.0k 277.72
HCC Insurance Holdings 0.0 $743k 17k 43.12
Meredith Corporation 0.0 $481k 10k 47.70
Whiting Petroleum Corporation 0.0 $253k 5.5k 46.00
NII Holdings 0.0 $609k 91k 6.67
Techne Corporation 0.0 $1.5M 22k 69.08
Choice Hotels International (CHH) 0.0 $333k 8.4k 39.64
Avis Budget (CAR) 0.0 $374k 13k 28.78
Boise 0.0 $336k 39k 8.55
Aspen Insurance Holdings 0.0 $484k 13k 37.06
Maximus (MMS) 0.0 $210k 2.8k 74.31
Barnes & Noble 0.0 $224k 14k 16.00
Vistaprint N V 0.0 $862k 18k 49.35
First Horizon National Corporation (FHN) 0.0 $620k 55k 11.20
US Airways 0.0 $1.4M 86k 16.42
American Capital 0.0 $734k 58k 12.67
Centrais Eletricas Brasileiras (EBR) 0.0 $1.4M 673k 2.12
CF Industries Holdings (CF) 0.0 $362k 2.1k 171.65
Marvell Technology Group 0.0 $707k 60k 11.72
RPC (RES) 0.0 $252k 18k 13.83
Seagate Technology Com Stk 0.0 $1.1M 26k 44.84
Syntel 0.0 $698k 11k 62.88
United Online 0.0 $173k 23k 7.59
W&T Offshore (WTI) 0.0 $210k 15k 14.29
Zions Bancorporation (ZION) 0.0 $1.4M 49k 28.88
Ares Capital Corporation (ARCC) 0.0 $611k 36k 17.21
Cal Dive International (CDVIQ) 0.0 $34k 18k 1.88
Cash America International 0.0 $297k 6.5k 45.47
Cliffs Natural Resources 0.0 $481k 30k 16.25
Ingram Micro 0.0 $853k 45k 18.99
Oshkosh Corporation (OSK) 0.0 $779k 21k 37.95
PennantPark Investment (PNNT) 0.0 $301k 27k 11.07
Assured Guaranty (AGO) 0.0 $218k 9.9k 22.02
AmSurg 0.0 $369k 11k 35.14
Atwood Oceanics 0.0 $463k 8.9k 52.02
First Niagara Financial 0.0 $201k 20k 10.07
Guess? (GES) 0.0 $433k 14k 31.01
Helix Energy Solutions (HLX) 0.0 $454k 20k 23.03
Iconix Brand 0.0 $423k 14k 29.39
Laclede 0.0 $301k 6.6k 45.61
Southwest Airlines (LUV) 0.0 $271k 21k 12.90
Morningstar (MORN) 0.0 $861k 11k 77.57
Noble Corporation Com Stk 0.0 $598k 16k 37.61
Oil States International (OIS) 0.0 $334k 3.6k 92.78
Parker Drilling Company 0.0 $397k 80k 4.98
Rovi Corporation 0.0 $331k 15k 22.87
Stone Energy Corporation 0.0 $383k 17k 22.01
Tim Hortons Inc Com Stk 0.0 $900k 17k 53.89
Talisman Energy Inc Com Stk 0.0 $677k 60k 11.38
UGI Corporation (UGI) 0.0 $871k 22k 39.10
Walter Investment Management 0.0 $331k 9.8k 33.78
Cimarex Energy 0.0 $357k 5.5k 64.91
Alliant Techsystems 0.0 $844k 10k 82.37
Denbury Resources 0.0 $192k 11k 17.30
Homex Development 0.0 $109k 29k 3.73
Informatica Corporation 0.0 $224k 6.4k 35.00
James River Coal Company 0.0 $56k 31k 1.83
SanDisk Corporation 0.0 $1.1M 18k 61.12
URS Corporation 0.0 $235k 5.0k 47.21
Virginia Commerce Ban 0.0 $1.4M 102k 13.96
Yanzhou Coal Mining (YZCAY) 0.0 $456k 64k 7.12
Basic Energy Services 0.0 $306k 25k 12.09
Idenix Pharmaceuticals 0.0 $107k 30k 3.61
Realty Income (O) 0.0 $214k 5.1k 41.96
Portfolio Recovery Associates 0.0 $538k 3.5k 153.71
StanCorp Financial 0.0 $637k 13k 49.40
Transglobe Energy Corp 0.0 $83k 13k 6.19
Westlake Chemical Corporation (WLK) 0.0 $212k 2.2k 96.36
Enersis 0.0 $611k 37k 16.36
Flowers Foods (FLO) 0.0 $1.2M 55k 22.05
Protective Life 0.0 $956k 25k 38.40
Silicon Motion Technology (SIMO) 0.0 $1.6M 154k 10.59
Northstar Realty Finance 0.0 $492k 54k 9.09
Superior Energy Services 0.0 $1.0M 39k 25.95
Brocade Communications Systems 0.0 $426k 74k 5.76
Prospect Capital Corporation (PSEC) 0.0 $190k 18k 10.80
Nortel Inversora 0.0 $1.1M 73k 14.51
Apollo Investment 0.0 $451k 58k 7.74
Colony Financial 0.0 $372k 19k 19.89
Dana Holding Corporation (DAN) 0.0 $610k 32k 19.27
Unit Corporation 0.0 $592k 14k 42.59
Validus Holdings 0.0 $1.2M 33k 36.13
Blackrock Kelso Capital 0.0 $300k 32k 9.38
Weatherford International Lt reg 0.0 $549k 40k 13.69
Manulife Finl Corp (MFC) 0.0 $402k 25k 15.95
Symetra Finl Corp 0.0 $760k 48k 16.00
Chimera Investment Corporation 0.0 $765k 255k 3.00
CNO Financial (CNO) 0.0 $648k 50k 12.97
Fibria Celulose 0.0 $1.2M 112k 11.09
Hatteras Financial 0.0 $896k 36k 24.64
SolarWinds 0.0 $202k 5.2k 38.85
Bank Of America Corp w exp 10/201 0.0 $146k 190k 0.77
Gyrodyne Company of America 0.0 $487k 6.8k 71.57
GulfMark Offshore 0.0 $365k 8.1k 45.06
Kodiak Oil & Gas 0.0 $388k 44k 8.88
Quad/Graphics (QUAD) 0.0 $223k 9.3k 24.08
Centrais Eletricas Brasileiras SA (EBR.B) 0.0 $51k 13k 3.95
Embraer S A (ERJ) 0.0 $941k 26k 36.90
FleetCor Technologies 0.0 $605k 7.4k 81.24
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $334k 19k 17.38
Golub Capital BDC (GBDC) 0.0 $254k 15k 17.52
Invesco Mortgage Capital 0.0 $967k 58k 16.56
Embotelladora Andina SA (AKO.B) 0.0 $220k 6.4k 34.32
Blackstone Gso Flting Rte Fu (BSL) 0.0 $1.3M 67k 20.02
ARMOUR Residential REIT 0.0 $740k 157k 4.71
Chunghwa Telecom Co Ltd - (CHT) 0.0 $1.9M 58k 32.10
D National Bk Greece S A pref 0.0 $1.3M 110k 12.01
DWS Global High Income Fund 0.0 $1.7M 207k 8.10
American Intl Group 0.0 $660k 36k 18.25
Huntington Ingalls Inds (HII) 0.0 $241k 4.3k 56.48
Remy International 0.0 $1.9M 100k 18.57
Just Energy Group 0.0 $104k 18k 5.94
Mosaic (MOS) 0.0 $640k 12k 53.78
C&j Energy Services 0.0 $565k 29k 19.38
Cys Investments 0.0 $659k 72k 9.20
Cbre Group Inc Cl A (CBRE) 0.0 $1.8M 78k 23.36
Ag Mtg Invt Tr 0.0 $231k 12k 18.78
Beam 0.0 $839k 13k 63.08
American Capital Mortgage In 0.0 $301k 17k 17.96
Wesco Aircraft Holdings 0.0 $568k 31k 18.56
Telefonica Brasil Sa 0.0 $714k 31k 22.82
Exelis 0.0 $1.0M 76k 13.78
J Global (ZD) 0.0 $477k 11k 42.50
Wpx Energy 0.0 $603k 32k 18.94
Telephone And Data Systems (TDS) 0.0 $379k 15k 24.66
Popular (BPOP) 0.0 $701k 23k 30.32
Resolute Fst Prods In 0.0 $245k 19k 13.17
Ensco Plc Shs Class A 0.0 $262k 4.5k 58.22
Pioneer Energy Services 0.0 $250k 38k 6.61
Burger King Worldwide 0.0 $576k 30k 19.53
Directv 0.0 $1.7M 28k 61.62
Tenet Healthcare Corporation (THC) 0.0 $1.1M 23k 46.09
Eaton (ETN) 0.0 $1.5M 23k 65.83
Abbvie (ABBV) 0.0 $881k 21k 41.36
Realogy Hldgs (HOUS) 0.0 $1.7M 35k 48.03
Sears Hometown and Outlet Stores 0.0 $411k 9.4k 43.72
Sibanye Gold 0.0 $605k 206k 2.94
Cst Brands 0.0 $1.1M 35k 30.82