Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of Sept. 30, 2013

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 663 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corporation (MSFT) 4.8 $1.8B 55M 33.31
Johnson & Johnson (JNJ) 4.8 $1.8B 21M 86.69
Google 4.8 $1.8B 2.1M 875.91
Oracle Corporation (ORCL) 4.3 $1.6B 49M 33.17
Coca-Cola Company (KO) 4.0 $1.5B 40M 37.88
Chevron Corporation (CVX) 3.9 $1.5B 12M 121.50
Procter & Gamble Company (PG) 3.9 $1.5B 19M 75.59
International Business Machines (IBM) 3.7 $1.4B 7.6M 185.18
Philip Morris International (PM) 3.7 $1.4B 16M 86.59
Pfizer (PFE) 3.6 $1.4B 48M 28.71
Wal-Mart Stores (WMT) 3.0 $1.1B 15M 73.96
Pepsi (PEP) 2.8 $1.1B 14M 79.50
Cisco Systems (CSCO) 2.6 $975M 42M 23.42
Express Scripts Holding 2.3 $871M 14M 61.78
McDonald's Corporation (MCD) 2.0 $747M 7.8M 96.21
Colgate-Palmolive Company (CL) 1.7 $657M 11M 59.30
Merck & Co (MRK) 1.7 $633M 13M 47.61
3M Company (MMM) 1.6 $623M 5.2M 119.41
Medtronic 1.4 $539M 10M 53.25
Abbott Laboratories (ABT) 1.4 $532M 16M 33.19
Qualcomm (QCOM) 1.3 $493M 7.3M 67.36
UnitedHealth (UNH) 1.2 $473M 6.6M 71.61
Exxon Mobil Corporation (XOM) 1.2 $470M 5.5M 86.04
Apple (AAPL) 1.2 $470M 987k 476.75
Hewlett-Packard Company 1.1 $418M 20M 20.98
Bristol Myers Squibb (BMY) 1.0 $387M 8.4M 46.28
Eli Lilly & Co. (LLY) 0.9 $353M 7.0M 50.33
Target Corporation (TGT) 0.9 $351M 5.5M 63.98
Nike (NKE) 0.8 $304M 4.2M 72.64
Amgen (AMGN) 0.8 $299M 2.7M 111.94
iShares MSCI Emerging Markets Indx (EEM) 0.7 $264M 6.5M 40.77
Vale (VALE) 0.6 $209M 13M 15.61
Zimmer Holdings (ZBH) 0.6 $209M 2.5M 82.14
MasterCard Incorporated (MA) 0.5 $207M 307k 672.78
Walgreen Company 0.5 $196M 3.6M 53.80
Vale 0.5 $199M 14M 14.21
Lorillard 0.5 $193M 4.3M 44.78
Gilead Sciences (GILD) 0.5 $184M 2.9M 62.84
Costco Wholesale Corporation (COST) 0.5 $180M 1.6M 115.12
Baxter International (BAX) 0.5 $178M 2.7M 65.69
EMC Corporation 0.5 $180M 7.0M 25.56
Baidu (BIDU) 0.5 $178M 1.1M 155.18
Kimberly-Clark Corporation (KMB) 0.5 $174M 1.8M 94.22
Copa Holdings Sa-class A (CPA) 0.5 $173M 1.2M 138.67
SYSCO Corporation (SYY) 0.4 $168M 5.3M 31.83
Visa (V) 0.4 $168M 878k 191.10
CVS Caremark Corporation (CVS) 0.4 $165M 2.9M 56.75
Becton, Dickinson and (BDX) 0.4 $159M 1.6M 100.02
America Movil Sab De Cv spon adr l 0.4 $154M 7.8M 19.81
Stryker Corporation (SYK) 0.4 $155M 2.3M 67.59
General Mills (GIS) 0.4 $148M 3.1M 47.92
JPMorgan Chase & Co. (JPM) 0.4 $135M 2.6M 51.69
Laboratory Corp. of America Holdings 0.3 $126M 1.3M 99.14
Banco Itau Holding Financeira (ITUB) 0.3 $122M 8.7M 14.12
Citigroup (C) 0.3 $118M 2.4M 48.51
Mobile TeleSystems OJSC 0.3 $113M 5.1M 22.26
TJX Companies (TJX) 0.3 $105M 1.9M 56.39
Bank of America Corporation (BAC) 0.3 $101M 7.3M 13.80
Intuit (INTU) 0.3 $101M 1.5M 66.31
Yum! Brands (YUM) 0.2 $94M 1.3M 71.39
United Technologies Corporation 0.2 $90M 833k 107.82
Quest Diagnostics Incorporated (DGX) 0.2 $91M 1.5M 61.79
Bed Bath & Beyond 0.2 $85M 1.1M 77.36
Allergan 0.2 $82M 903k 90.45
Taiwan Semiconductor Mfg (TSM) 0.2 $75M 4.4M 16.96
eBay (EBAY) 0.2 $76M 1.4M 55.79
Danaher Corporation (DHR) 0.2 $71M 1.0M 69.32
Magna Intl Inc cl a (MGA) 0.2 $71M 861k 82.64
SK Tele 0.2 $68M 3.0M 22.70
Wells Fargo & Company (WFC) 0.2 $68M 1.7M 41.32
Accenture (ACN) 0.2 $70M 948k 73.64
Blackberry (BB) 0.2 $67M 8.5M 7.88
Compania de Minas Buenaventura SA (BVN) 0.2 $64M 5.4M 11.71
Infosys Technologies (INFY) 0.2 $61M 1.3M 48.11
New Oriental Education & Tech 0.2 $62M 2.5M 24.90
American International (AIG) 0.2 $62M 1.3M 48.63
Banco Santander (BSBR) 0.1 $56M 8.1M 6.95
China Mobile 0.1 $57M 1.0M 56.43
WellPoint 0.1 $57M 677k 83.61
Vanguard Emerging Markets ETF (VWO) 0.1 $55M 1.4M 40.11
Berkshire Hathaway (BRK.B) 0.1 $49M 430k 113.51
Home Depot (HD) 0.1 $50M 654k 75.85
Emerson Electric (EMR) 0.1 $50M 778k 64.70
CTC Media 0.1 $45M 4.2M 10.51
Goldman Sachs (GS) 0.1 $46M 292k 158.21
Automatic Data Processing (ADP) 0.1 $47M 652k 72.38
MetLife (MET) 0.1 $44M 942k 46.95
Church & Dwight (CHD) 0.1 $46M 763k 60.05
General Motors Company (GM) 0.1 $46M 1.3M 35.97
PT Telekomunikasi Indonesia (TLK) 0.1 $42M 1.2M 36.31
KT Corporation (KT) 0.1 $40M 2.4M 16.77
Starbucks Corporation (SBUX) 0.1 $40M 524k 76.97
Cognizant Technology Solutions (CTSH) 0.1 $36M 441k 82.12
McKesson Corporation (MCK) 0.1 $39M 300k 128.30
Texas Instruments Incorporated (TXN) 0.1 $37M 921k 40.27
Morgan Stanley (MS) 0.1 $34M 1.3M 26.95
Vodafone 0.1 $34M 955k 35.18
Biogen Idec (BIIB) 0.1 $33M 137k 240.76
Omni (OMC) 0.1 $35M 557k 63.44
Life Technologies 0.1 $33M 445k 74.83
Covidien 0.1 $34M 564k 60.94
Lender Processing Services 0.1 $30M 910k 33.27
W.W. Grainger (GWW) 0.1 $31M 118k 261.71
AFLAC Incorporated (AFL) 0.1 $32M 509k 61.99
Gol Linhas Aereas Inteligentes SA 0.1 $32M 6.5M 4.89
Illinois Tool Works (ITW) 0.1 $29M 374k 76.27
Prudential Financial (PRU) 0.1 $30M 383k 77.98
Spreadtrum Communications 0.1 $29M 963k 30.46
Banco Bradesco SA (BBD) 0.1 $29M 2.1M 13.88
Southern Copper Corporation (SCCO) 0.1 $32M 1.2M 27.24
Gran Tierra Energy 0.1 $29M 4.0M 7.11
Valeant Pharmaceuticals Int 0.1 $30M 284k 104.48
Telefonica Brasil Sa 0.1 $31M 1.4M 22.44
Hartford Financial Services (HIG) 0.1 $27M 861k 31.12
American Express Company (AXP) 0.1 $26M 350k 75.52
Monsanto Company 0.1 $26M 253k 104.37
Genuine Parts Company (GPC) 0.1 $27M 334k 80.89
Intel Corporation (INTC) 0.1 $27M 1.2M 22.92
Aetna 0.1 $25M 390k 64.02
ConocoPhillips (COP) 0.1 $25M 362k 69.51
Canadian Pacific Railway 0.1 $26M 210k 123.64
Dell 0.1 $27M 2.0M 13.77
General Dynamics Corporation (GD) 0.1 $28M 318k 87.52
Industries N shs - a - (LYB) 0.1 $28M 388k 73.23
Gerdau SA (GGB) 0.1 $24M 3.2M 7.46
Cardinal Health (CAH) 0.1 $22M 427k 52.15
Apache Corporation 0.1 $23M 265k 85.14
Cummins (CMI) 0.1 $22M 166k 132.87
Hudson City Ban 0.1 $23M 2.6M 9.05
Travelers Companies (TRV) 0.1 $22M 256k 84.77
Adobe Systems Incorporated (ADBE) 0.1 $21M 406k 51.94
AmerisourceBergen (COR) 0.1 $22M 353k 61.10
Health Management Associates 0.1 $23M 1.8M 12.80
Celgene Corporation 0.1 $21M 138k 153.93
Bank Of Montreal Cadcom (BMO) 0.1 $24M 358k 66.88
Ypf Sa (YPF) 0.1 $22M 1.1M 20.13
Suncor Energy (SU) 0.1 $23M 654k 35.83
Phillips 66 (PSX) 0.1 $24M 411k 57.82
Abbvie (ABBV) 0.1 $23M 519k 44.73
Companhia de Bebidas das Americas 0.1 $17M 452k 38.35
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $21M 560k 37.08
BlackRock 0.1 $20M 75k 270.61
State Street Corporation (STT) 0.1 $17M 262k 65.75
Canadian Natl Ry (CNI) 0.1 $18M 180k 101.54
Ecolab (ECL) 0.1 $20M 199k 98.76
At&t (T) 0.1 $19M 552k 33.82
Coach 0.1 $20M 373k 54.53
Paychex (PAYX) 0.1 $20M 481k 40.64
Reynolds American 0.1 $19M 398k 48.78
V.F. Corporation (VFC) 0.1 $18M 90k 199.04
Ross Stores (ROST) 0.1 $18M 241k 72.80
Valero Energy Corporation (VLO) 0.1 $18M 535k 34.15
Allstate Corporation (ALL) 0.1 $19M 367k 50.55
Leap Wireless International 0.1 $19M 1.2M 15.79
Tupperware Brands Corporation 0.1 $20M 225k 86.37
Marathon Oil Corporation (MRO) 0.1 $18M 521k 34.88
Tor Dom Bk Cad (TD) 0.1 $20M 223k 90.22
Magnachip Semiconductor Corp (MX) 0.1 $18M 850k 21.53
Powershares Senior Loan Portfo mf 0.1 $20M 824k 24.68
Marathon Petroleum Corp (MPC) 0.1 $18M 281k 64.32
Vimpel 0.0 $14M 1.2M 11.75
Grupo Televisa (TV) 0.0 $16M 567k 27.95
U.S. Bancorp (USB) 0.0 $16M 439k 36.58
Lincoln National Corporation (LNC) 0.0 $16M 382k 41.99
Discover Financial Services 0.0 $14M 280k 50.54
Philippine Long Distance Telephone 0.0 $14M 202k 67.84
Franklin Resources (BEN) 0.0 $14M 267k 50.55
C.R. Bard 0.0 $13M 117k 115.20
Western Digital (WDC) 0.0 $13M 211k 63.40
Ford Motor Company (F) 0.0 $14M 819k 16.87
C.H. Robinson Worldwide (CHRW) 0.0 $16M 267k 59.56
Delta Air Lines (DAL) 0.0 $16M 664k 23.59
Transcanada Corp 0.0 $15M 345k 44.02
Elan Corporation 0.0 $16M 1.0M 15.58
Gildan Activewear Inc Com Cad (GIL) 0.0 $16M 350k 46.50
Teck Resources Ltd cl b (TECK) 0.0 $14M 508k 26.93
Alamos Gold 0.0 $15M 984k 15.57
Delphi Automotive 0.0 $15M 248k 58.42
Time Warner 0.0 $13M 191k 65.81
Genworth Financial (GNW) 0.0 $12M 912k 12.79
Assurant (AIZ) 0.0 $11M 198k 54.10
PNC Financial Services (PNC) 0.0 $12M 161k 72.45
Bank of New York Mellon Corporation (BK) 0.0 $9.6M 319k 30.19
CapitalSource 0.0 $13M 1.1M 11.88
Moody's Corporation (MCO) 0.0 $9.8M 140k 70.33
CBS Corporation 0.0 $13M 239k 55.16
Best Buy (BBY) 0.0 $13M 334k 37.50
Boeing Company (BA) 0.0 $13M 110k 117.50
Unum (UNM) 0.0 $12M 390k 30.44
Raytheon Company 0.0 $12M 155k 77.07
Altria (MO) 0.0 $13M 373k 34.35
Capital One Financial (COF) 0.0 $12M 178k 68.74
Intuitive Surgical (ISRG) 0.0 $13M 35k 376.27
Occidental Petroleum Corporation (OXY) 0.0 $9.9M 106k 93.54
Sigma-Aldrich Corporation 0.0 $11M 125k 85.30
Staples 0.0 $11M 722k 14.65
Lowe's Companies (LOW) 0.0 $11M 221k 47.61
Dollar Tree (DLTR) 0.0 $13M 226k 57.16
AutoZone (AZO) 0.0 $11M 27k 422.72
Fastenal Company (FAST) 0.0 $10M 204k 50.25
Precision Castparts 0.0 $13M 55k 227.24
Varian Medical Systems 0.0 $12M 155k 74.73
Yahoo! 0.0 $12M 359k 33.16
Estee Lauder Companies (EL) 0.0 $11M 156k 69.90
Companhia Energetica Minas Gerais (CIG) 0.0 $12M 1.4M 8.64
Companhia de Saneamento Basi (SBS) 0.0 $9.9M 993k 9.96
Humana (HUM) 0.0 $13M 140k 93.33
GameStop (GME) 0.0 $10M 202k 49.65
Hormel Foods Corporation (HRL) 0.0 $10M 236k 42.12
L-3 Communications Holdings 0.0 $12M 132k 94.50
Tata Motors 0.0 $12M 456k 26.62
Unilever (UL) 0.0 $12M 319k 38.58
St. Jude Medical 0.0 $11M 207k 53.64
Simon Property (SPG) 0.0 $12M 78k 148.23
PAA Natural Gas Storage 0.0 $13M 568k 23.29
Tim Participacoes Sa- 0.0 $12M 493k 23.57
Monster Beverage 0.0 $12M 221k 52.25
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.0 $12M 212k 56.80
Companhia Siderurgica Nacional (SID) 0.0 $6.6M 1.5M 4.27
Cnooc 0.0 $6.0M 30k 201.81
Charles Schwab Corporation (SCHW) 0.0 $5.7M 270k 21.14
Western Union Company (WU) 0.0 $6.2M 334k 18.66
Ace Limited Cmn 0.0 $8.5M 91k 93.56
Principal Financial (PFG) 0.0 $6.7M 156k 42.82
SLM Corporation (SLM) 0.0 $8.1M 324k 24.90
Cabot Oil & Gas Corporation (CTRA) 0.0 $7.1M 191k 37.32
M&T Bank Corporation (MTB) 0.0 $6.6M 59k 111.92
Martin Marietta Materials (MLM) 0.0 $6.6M 68k 98.17
Cerner Corporation 0.0 $8.6M 164k 52.55
Citrix Systems 0.0 $8.2M 116k 70.61
Kohl's Corporation (KSS) 0.0 $6.4M 125k 51.75
NVIDIA Corporation (NVDA) 0.0 $5.9M 378k 15.56
PPG Industries (PPG) 0.0 $8.0M 48k 167.06
Public Storage (PSA) 0.0 $6.6M 41k 160.54
Teradata Corporation (TDC) 0.0 $6.7M 121k 55.44
Union Pacific Corporation (UNP) 0.0 $6.3M 40k 155.35
Brown-Forman Corporation (BF.B) 0.0 $6.4M 94k 68.13
International Paper Company (IP) 0.0 $6.5M 145k 44.80
Regions Financial Corporation (RF) 0.0 $5.9M 634k 9.26
Las Vegas Sands (LVS) 0.0 $8.7M 131k 66.42
Whirlpool Corporation (WHR) 0.0 $6.0M 41k 146.44
National-Oilwell Var 0.0 $8.2M 105k 78.11
Rockwell Collins 0.0 $8.9M 131k 67.86
Waters Corporation (WAT) 0.0 $6.0M 57k 106.21
Kroger (KR) 0.0 $7.8M 192k 40.34
CIGNA Corporation 0.0 $8.9M 115k 76.86
Hess (HES) 0.0 $6.8M 88k 77.35
Marsh & McLennan Companies (MMC) 0.0 $5.7M 131k 43.55
Symantec Corporation 0.0 $6.4M 258k 24.75
Gap (GAP) 0.0 $6.5M 162k 40.28
Weyerhaeuser Company (WY) 0.0 $7.7M 270k 28.63
Exelon Corporation (EXC) 0.0 $8.3M 282k 29.64
Stericycle (SRCL) 0.0 $6.5M 56k 115.40
Henry Schein (HSIC) 0.0 $5.9M 57k 103.70
EOG Resources (EOG) 0.0 $8.4M 50k 169.28
Clorox Company (CLX) 0.0 $7.0M 86k 81.72
Gannett 0.0 $7.6M 283k 26.79
Belo 0.0 $7.0M 514k 13.70
Hershey Company (HSY) 0.0 $9.4M 102k 92.50
Kellogg Company (K) 0.0 $9.4M 160k 58.73
Public Service Enterprise (PEG) 0.0 $6.4M 194k 32.93
Methanex Corp (MEOH) 0.0 $6.8M 131k 51.44
Arch Capital Group (ACGL) 0.0 $6.4M 119k 54.13
HDFC Bank (HDB) 0.0 $5.7M 185k 30.78
Sears Holdings Corporation 0.0 $9.1M 153k 59.64
Netflix (NFLX) 0.0 $6.8M 22k 309.23
Micron Technology (MU) 0.0 $7.1M 406k 17.47
Invesco (IVZ) 0.0 $6.3M 199k 31.90
Entergy Corporation (ETR) 0.0 $6.1M 97k 63.19
Enbridge (ENB) 0.0 $6.2M 147k 41.85
KapStone Paper and Packaging 0.0 $6.8M 160k 42.80
Rock-Tenn Company 0.0 $7.9M 78k 101.27
Iconix Brand 0.0 $7.4M 223k 33.22
RTI International Metals 0.0 $7.0M 218k 32.04
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.0 $8.2M 145k 56.56
McCormick & Company, Incorporated (MKC) 0.0 $5.8M 90k 64.70
Wipro (WIT) 0.0 $8.5M 832k 10.26
Precision Drilling Corporation 0.0 $6.6M 660k 9.94
Cosan Ltd shs a 0.0 $9.3M 602k 15.37
American Capital Agency 0.0 $8.4M 371k 22.57
iShares MSCI Taiwan Index 0.0 $6.2M 446k 13.92
O'reilly Automotive (ORLY) 0.0 $6.5M 51k 127.59
Hca Holdings (HCA) 0.0 $5.7M 134k 42.75
Hollyfrontier Corp 0.0 $5.7M 136k 42.11
Itt 0.0 $7.2M 199k 35.95
American Tower Reit (AMT) 0.0 $6.9M 94k 74.13
Aon 0.0 $6.4M 85k 74.44
Epl Oil & Gas 0.0 $7.4M 199k 37.11
Twenty-first Century Fox 0.0 $7.2M 215k 33.50
Taylor Morrison Hom (TMHC) 0.0 $6.8M 301k 22.65
Sesa Sterlite Limted 0.0 $7.9M 702k 11.27
Chubb Corporation 0.0 $5.5M 62k 89.26
Loews Corporation (L) 0.0 $3.9M 84k 46.74
Comcast Corporation (CMCSA) 0.0 $2.0M 45k 45.15
Omnicare Inc dbcv 3.250%12/1 0.0 $3.2M 3.0M 1.06
Fomento Economico Mexicano SAB (FMX) 0.0 $4.9M 50k 97.10
Petroleo Brasileiro SA (PBR.A) 0.0 $2.8M 165k 16.73
Ansys (ANSS) 0.0 $4.9M 57k 86.53
Corning Incorporated (GLW) 0.0 $5.2M 358k 14.59
Cme (CME) 0.0 $5.5M 74k 73.88
Leucadia National 0.0 $2.0M 73k 27.24
Progressive Corporation (PGR) 0.0 $3.6M 131k 27.23
Ameriprise Financial (AMP) 0.0 $5.4M 59k 91.09
Northern Trust Corporation (NTRS) 0.0 $2.9M 53k 54.38
Suntrust Banks Inc $1.00 Par Cmn 0.0 $4.2M 129k 32.42
Affiliated Managers (AMG) 0.0 $4.3M 24k 182.64
AutoNation (AN) 0.0 $4.5M 87k 52.17
Crown Castle International 0.0 $4.0M 55k 73.02
Expeditors International of Washington (EXPD) 0.0 $2.5M 56k 44.06
ResMed (RMD) 0.0 $4.6M 87k 52.82
Edwards Lifesciences (EW) 0.0 $5.0M 72k 69.63
Family Dollar Stores 0.0 $2.1M 29k 72.02
Host Hotels & Resorts (HST) 0.0 $3.4M 193k 17.67
IDEXX Laboratories (IDXX) 0.0 $4.0M 40k 99.65
NYSE Euronext 0.0 $2.4M 58k 41.97
Noble Energy 0.0 $4.2M 62k 67.00
Northrop Grumman Corporation (NOC) 0.0 $3.3M 35k 95.25
T. Rowe Price (TROW) 0.0 $4.4M 62k 71.93
McGraw-Hill Companies 0.0 $4.4M 67k 65.59
Valspar Corporation 0.0 $2.0M 32k 63.42
Vulcan Materials Company (VMC) 0.0 $3.6M 70k 51.81
BE Aerospace 0.0 $3.0M 41k 73.81
Safeway 0.0 $3.5M 110k 31.99
Equity Residential (EQR) 0.0 $4.7M 87k 53.57
Masco Corporation (MAS) 0.0 $5.4M 253k 21.28
Mohawk Industries (MHK) 0.0 $3.6M 27k 130.26
Agrium 0.0 $3.2M 38k 84.23
Eastman Chemical Company (EMN) 0.0 $4.2M 53k 77.90
Synopsys (SNPS) 0.0 $2.1M 54k 37.70
Campbell Soup Company (CPB) 0.0 $4.9M 121k 40.71
Potash Corp. Of Saskatchewan I 0.0 $2.7M 85k 31.34
Helmerich & Payne (HP) 0.0 $3.2M 47k 68.94
Health Care REIT 0.0 $4.5M 72k 62.37
AGCO Corporation (AGCO) 0.0 $3.2M 52k 60.43
Arrow Electronics (ARW) 0.0 $2.4M 50k 48.54
Lockheed Martin Corporation (LMT) 0.0 $4.6M 36k 127.55
Baker Hughes Incorporated 0.0 $2.1M 43k 49.10
BB&T Corporation 0.0 $5.6M 167k 33.75
Deere & Company (DE) 0.0 $2.5M 30k 81.40
Halliburton Company (HAL) 0.0 $5.0M 104k 48.15
Torchmark Corporation 0.0 $4.3M 59k 72.35
KB Financial (KB) 0.0 $4.7M 135k 35.02
Canadian Natural Resources (CNQ) 0.0 $4.3M 138k 31.49
Freeport-McMoRan Copper & Gold (FCX) 0.0 $3.4M 104k 33.08
Murphy Oil Corporation (MUR) 0.0 $2.9M 49k 60.32
Fifth Third Ban (FITB) 0.0 $3.8M 211k 18.04
FactSet Research Systems (FDS) 0.0 $2.0M 18k 109.08
AvalonBay Communities (AVB) 0.0 $4.0M 31k 127.08
Vornado Realty Trust (VNO) 0.0 $4.0M 48k 84.06
ConAgra Foods (CAG) 0.0 $3.8M 126k 30.34
Fiserv (FI) 0.0 $2.1M 21k 101.06
PetroChina Company 0.0 $4.4M 40k 109.94
Theravance 0.0 $2.2M 54k 40.89
ViaSat (VSAT) 0.0 $2.1M 33k 63.74
Verisk Analytics (VRSK) 0.0 $4.7M 73k 64.96
Pos (PKX) 0.0 $3.2M 43k 73.65
Ventas (VTR) 0.0 $4.5M 73k 61.50
Hertz Global Holdings 0.0 $4.9M 222k 22.16
Tesoro Corporation 0.0 $4.5M 102k 43.98
Amdocs Ltd ord (DOX) 0.0 $4.3M 117k 36.64
TRW Automotive Holdings 0.0 $3.5M 49k 71.31
Green Mountain Coffee Roasters 0.0 $5.2M 69k 75.33
Mead Johnson Nutrition 0.0 $2.9M 39k 74.25
IntercontinentalEx.. 0.0 $3.1M 17k 181.43
Companhia Paranaense de Energia 0.0 $4.0M 289k 13.96
Key (KEY) 0.0 $2.5M 219k 11.40
Rogers Communications -cl B (RCI) 0.0 $5.3M 124k 43.09
Sun Life Financial (SLF) 0.0 $2.4M 75k 32.01
Community Health Systems (CYH) 0.0 $2.3M 55k 41.50
Herbalife Ltd Com Stk (HLF) 0.0 $4.3M 62k 69.78
ManTech International Corporation 0.0 $2.8M 96k 28.76
CPFL Energia 0.0 $3.1M 178k 17.25
Sirius XM Radio 0.0 $3.4M 886k 3.87
Warner Chilcott Plc - 0.0 $2.4M 104k 22.85
AsiaInfo-Linkage 0.0 $4.2M 367k 11.54
China Telecom Corporation 0.0 $2.3M 46k 49.44
China Uni 0.0 $2.2M 145k 15.42
Cree 0.0 $3.0M 50k 60.18
Panera Bread Company 0.0 $2.9M 18k 158.54
SanDisk Corporation 0.0 $5.2M 88k 59.51
United Microelectronics (UMC) 0.0 $2.4M 1.2M 2.06
Brookfield Ppty Corp Cad 0.0 $2.4M 128k 19.07
Kansas City Southern 0.0 $2.8M 26k 109.35
Sasol (SSL) 0.0 $5.5M 116k 47.79
Gen 0.0 $3.6M 224k 16.03
HCP 0.0 $4.9M 121k 40.95
Rbc Cad (RY) 0.0 $3.1M 49k 64.20
Navistar International Corporation 0.0 $3.0M 83k 36.49
EQT Corporation (EQT) 0.0 $2.9M 33k 88.73
Mednax (MD) 0.0 $5.4M 54k 100.39
Macerich Company (MAC) 0.0 $1.9M 34k 56.43
Boston Properties (BXP) 0.0 $4.2M 40k 106.91
Kimco Realty Corporation (KIM) 0.0 $2.2M 107k 20.18
Xl Group 0.0 $2.3M 74k 30.82
Optimer Pharmaceuticals 0.0 $2.6M 207k 12.60
American Strategic Income Portfolio III 0.0 $4.2M 600k 6.92
Hldgs (UAL) 0.0 $5.6M 182k 30.71
MFS Charter Income Trust (MCR) 0.0 $2.0M 228k 8.95
Western Asst High Incm Opprtnty Fnd (HIO) 0.0 $2.1M 352k 5.97
Blackstone Gso Flting Rte Fu (BSL) 0.0 $2.0M 102k 19.15
Compucredit Hldgs Corp note 5.875%11/3 0.0 $4.8M 12M 0.40
Sterling Finl Corp Wash 0.0 $4.9M 170k 28.65
Western Asset Hgh Yld Dfnd (HYI) 0.0 $2.1M 117k 17.86
Prologis (PLD) 0.0 $4.5M 119k 37.62
Linkedin Corp 0.0 $4.8M 20k 246.07
Ralph Lauren Corp (RL) 0.0 $5.1M 31k 164.73
Cbre Group Inc Cl A (CBRE) 0.0 $3.5M 150k 23.13
Fortune Brands (FBIN) 0.0 $4.9M 117k 41.63
Allison Transmission Hldngs I (ALSN) 0.0 $4.2M 167k 25.05
Kraft Foods 0.0 $4.8M 91k 52.44
Eaton (ETN) 0.0 $5.1M 74k 68.84
Fox News 0.0 $3.6M 106k 33.40
E TRADE Financial Corporation 0.0 $1.1M 67k 16.49
Huntington Bancshares Incorporated (HBAN) 0.0 $1.7M 200k 8.26
Hasbro (HAS) 0.0 $555k 12k 47.13
Genco Shipping & Trading 0.0 $75k 19k 3.93
Lear Corporation (LEA) 0.0 $631k 8.8k 71.59
Petroleo Brasileiro SA (PBR) 0.0 $854k 55k 15.50
Himax Technologies (HIMX) 0.0 $139k 14k 10.00
NRG Energy (NRG) 0.0 $645k 24k 27.33
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $1.3M 91k 14.75
Joy Global 0.0 $782k 15k 51.06
Broadridge Financial Solutions (BR) 0.0 $641k 20k 31.76
PennyMac Mortgage Investment Trust (PMT) 0.0 $430k 19k 22.65
Starwood Property Trust (STWD) 0.0 $580k 24k 23.97
Two Harbors Investment 0.0 $603k 62k 9.72
Total System Services 0.0 $1.4M 46k 29.41
FTI Consulting (FCN) 0.0 $265k 7.0k 37.78
MGIC Investment (MTG) 0.0 $418k 57k 7.28
Legg Mason 0.0 $1.4M 43k 33.44
People's United Financial 0.0 $1.1M 79k 14.38
Nasdaq Omx (NDAQ) 0.0 $1.3M 41k 32.10
Equifax (EFX) 0.0 $287k 4.8k 59.78
Devon Energy Corporation (DVN) 0.0 $832k 14k 57.78
Waste Management (WM) 0.0 $944k 23k 41.22
Via 0.0 $1.3M 16k 83.56
Comcast Corporation 0.0 $1.6M 38k 43.38
Consolidated Edison (ED) 0.0 $750k 14k 55.15
Lennar Corporation (LEN) 0.0 $421k 12k 35.38
FirstEnergy (FE) 0.0 $583k 16k 36.44
DENTSPLY International 0.0 $1.1M 25k 43.43
Federated Investors (FHI) 0.0 $513k 19k 27.14
Fidelity National Financial 0.0 $600k 23k 26.60
Forest Oil Corporation 0.0 $262k 43k 6.09
H&R Block (HRB) 0.0 $792k 30k 26.65
Hillenbrand (HI) 0.0 $275k 10k 27.42
J.C. Penney Company 0.0 $1.1M 125k 8.82
MICROS Systems 0.0 $1.6M 32k 49.94
Pitney Bowes (PBI) 0.0 $700k 39k 18.20
R.R. Donnelley & Sons Company 0.0 $450k 29k 15.80
Rollins (ROL) 0.0 $851k 32k 26.51
Dun & Bradstreet Corporation 0.0 $1.1M 11k 103.81
Global Payments (GPN) 0.0 $1.6M 30k 51.07
Buckle (BKE) 0.0 $222k 4.1k 54.15
Avery Dennison Corporation (AVY) 0.0 $452k 10k 43.50
Supervalu 0.0 $475k 58k 8.23
Harris Corporation 0.0 $763k 13k 59.27
Nu Skin Enterprises (NUS) 0.0 $1.3M 14k 95.75
CACI International (CACI) 0.0 $364k 5.3k 69.03
Gold Fields (GFI) 0.0 $947k 207k 4.57
Verizon Communications (VZ) 0.0 $460k 9.8k 46.71
Apartment Investment and Management 0.0 $975k 35k 27.94
Comerica Incorporated (CMA) 0.0 $1.7M 44k 39.32
Autoliv (ALV) 0.0 $367k 4.2k 87.38
United Stationers 0.0 $411k 9.4k 43.54
Waddell & Reed Financial 0.0 $436k 8.5k 51.48
Rent-A-Center (UPBD) 0.0 $228k 6.0k 38.08
Universal Corporation (UVV) 0.0 $363k 7.1k 50.94
United Rentals (URI) 0.0 $793k 14k 58.31
Cincinnati Financial Corporation (CINF) 0.0 $1.7M 35k 47.17
Valassis Communications 0.0 $391k 14k 28.90
Chiquita Brands International 0.0 $808k 64k 12.67
Mettler-Toledo International (MTD) 0.0 $1.4M 6.0k 240.13
Endo Pharmaceuticals 0.0 $793k 18k 45.44
JetBlue Airways Corporation (JBLU) 0.0 $1.3M 194k 6.66
LifePoint Hospitals 0.0 $662k 14k 46.62
Universal Health Services (UHS) 0.0 $617k 8.2k 74.98
Tyson Foods (TSN) 0.0 $1.5M 52k 28.28
DeVry 0.0 $647k 21k 30.57
CenturyLink 0.0 $1.0M 33k 31.37
Newfield Exploration 0.0 $731k 27k 27.38
Thermo Fisher Scientific (TMO) 0.0 $523k 5.7k 92.16
AngloGold Ashanti 0.0 $459k 35k 13.28
Energizer Holdings 0.0 $630k 6.9k 91.12
American Financial (AFG) 0.0 $1.8M 33k 54.07
Plum Creek Timber 0.0 $1.8M 39k 46.82
Avnet (AVT) 0.0 $432k 10k 41.67
CareFusion Corporation 0.0 $629k 17k 36.88
Cemex SAB de CV (CX) 0.0 $496k 44k 11.19
Computer Sciences Corporation 0.0 $664k 13k 51.70
Ultrapar Participacoes SA (UGP) 0.0 $290k 12k 24.62
John Wiley & Sons (WLY) 0.0 $617k 13k 47.69
Xerox Corporation 0.0 $947k 92k 10.29
American Electric Power Company (AEP) 0.0 $897k 21k 43.33
Apollo 0.0 $893k 43k 20.82
Shinhan Financial (SHG) 0.0 $626k 16k 40.49
Patterson Companies (PDCO) 0.0 $1.1M 29k 40.20
Mbia (MBI) 0.0 $248k 24k 10.23
Lexmark International 0.0 $772k 23k 33.01
Jacobs Engineering 0.0 $529k 9.1k 58.13
Imperial Oil (IMO) 0.0 $444k 10k 43.96
Hospitality Properties Trust 0.0 $220k 7.8k 28.28
Deluxe Corporation (DLX) 0.0 $556k 13k 41.63
D.R. Horton (DHI) 0.0 $476k 25k 19.43
Advance Auto Parts (AAP) 0.0 $1.5M 19k 82.67
Big Lots (BIGGQ) 0.0 $291k 7.8k 37.13
Dover Corporation (DOV) 0.0 $864k 9.6k 89.82
Solar Cap (SLRC) 0.0 $310k 14k 22.15
PDL BioPharma 0.0 $379k 48k 7.96
Frontier Communications 0.0 $542k 130k 4.17
Old Republic International Corporation (ORI) 0.0 $369k 24k 15.38
Patterson-UTI Energy (PTEN) 0.0 $541k 25k 21.39
Stewart Enterprises 0.0 $196k 15k 13.15
Applied Materials (AMAT) 0.0 $361k 21k 17.52
Fifth Street Finance 0.0 $338k 33k 10.29
First Solar (FSLR) 0.0 $631k 16k 40.20
Primerica (PRI) 0.0 $486k 12k 40.31
J.M. Smucker Company (SJM) 0.0 $1.9M 18k 105.06
priceline.com Incorporated 0.0 $796k 787.00 1011.44
World Acceptance (WRLD) 0.0 $398k 4.4k 89.90
Nelnet (NNI) 0.0 $204k 5.3k 38.44
Amazon (AMZN) 0.0 $213k 680.00 313.24
Forest Laboratories 0.0 $792k 19k 42.77
Meredith Corporation 0.0 $386k 8.1k 47.62
Whiting Petroleum Corporation 0.0 $431k 7.2k 59.86
NII Holdings 0.0 $213k 35k 6.08
Techne Corporation 0.0 $881k 11k 80.09
Avis Budget (CAR) 0.0 $392k 14k 28.80
Rite Aid Corporation 0.0 $673k 141k 4.76
Aspen Insurance Holdings 0.0 $437k 12k 36.27
Maximus (MMS) 0.0 $347k 7.7k 45.06
Barnes & Noble 0.0 $245k 19k 12.96
Vistaprint N V 0.0 $846k 15k 56.54
US Airways 0.0 $1.6M 86k 18.95
Centrais Eletricas Brasileiras (EBR) 0.0 $533k 190k 2.81
Marvell Technology Group 0.0 $642k 56k 11.50
Seagate Technology Com Stk 0.0 $1.2M 27k 43.75
United Online 0.0 $260k 33k 7.97
W&T Offshore (WTI) 0.0 $296k 17k 17.71
Zions Bancorporation (ZION) 0.0 $1.2M 44k 27.41
American Equity Investment Life Holding 0.0 $370k 18k 21.19
Ares Capital Corporation (ARCC) 0.0 $472k 27k 17.29
Cal Dive International (CDVIQ) 0.0 $37k 18k 2.04
Cash America International 0.0 $382k 8.4k 45.30
Ingram Micro 0.0 $1.5M 64k 23.04
Key Energy Services 0.0 $376k 52k 7.29
Oshkosh Corporation (OSK) 0.0 $604k 12k 48.95
PennantPark Investment (PNNT) 0.0 $271k 24k 11.24
Perrigo Company 0.0 $1.6M 13k 123.41
Reliance Steel & Aluminum (RS) 0.0 $489k 6.7k 73.34
Assured Guaranty (AGO) 0.0 $401k 21k 18.74
AmSurg 0.0 $330k 8.3k 39.76
Atwood Oceanics 0.0 $330k 6.0k 55.00
Berry Petroleum Company 0.0 $242k 5.6k 43.21
Guess? (GES) 0.0 $692k 23k 29.87
Helix Energy Solutions (HLX) 0.0 $396k 16k 25.40
Southwest Airlines (LUV) 0.0 $306k 21k 14.57
Morningstar (MORN) 0.0 $753k 9.5k 79.26
Noble Corporation Com Stk 0.0 $661k 18k 37.77
Oil States International (OIS) 0.0 $497k 4.8k 103.54
Parker Drilling Company 0.0 $504k 88k 5.70
Rovi Corporation 0.0 $423k 22k 19.17
Stone Energy Corporation 0.0 $572k 18k 32.42
Tim Hortons Inc Com Stk 0.0 $1.6M 27k 58.12
Talisman Energy Inc Com Stk 0.0 $437k 38k 11.50
UGI Corporation (UGI) 0.0 $501k 13k 39.17
Cimarex Energy 0.0 $617k 6.4k 96.41
Alliant Techsystems 0.0 $801k 8.2k 97.61
British American Tobac (BTI) 0.0 $1.4M 13k 105.12
Deckers Outdoor Corporation (DECK) 0.0 $352k 5.3k 65.89
Denbury Resources 0.0 $291k 16k 18.42
Energen Corporation 0.0 $298k 3.9k 76.41
Homex Development 0.0 $81k 38k 2.11
James River Coal Company 0.0 $39k 20k 1.96
MFA Mortgage Investments 0.0 $127k 17k 7.44
Neustar 0.0 $1.5M 30k 49.48
Yanzhou Coal Mining (YZCAY) 0.0 $498k 52k 9.56
Basic Energy Services 0.0 $395k 31k 12.63
Idenix Pharmaceuticals 0.0 $113k 22k 5.23
Jack Henry & Associates (JKHY) 0.0 $1.9M 36k 51.62
Portfolio Recovery Associates 0.0 $456k 7.6k 60.00
StanCorp Financial 0.0 $643k 12k 54.98
SYNNEX Corporation (SNX) 0.0 $440k 7.2k 61.39
Tech Data Corporation 0.0 $270k 5.4k 49.87
Transglobe Energy Corp 0.0 $105k 13k 7.84
Westlake Chemical Corporation (WLK) 0.0 $230k 2.2k 104.55
Enersis 0.0 $788k 49k 16.07
Protective Life 0.0 $695k 16k 42.54
Silicon Motion Technology (SIMO) 0.0 $1.4M 110k 13.06
Northstar Realty Finance 0.0 $425k 46k 9.28
Superior Energy Services 0.0 $897k 36k 25.05
Brocade Communications Systems 0.0 $398k 49k 8.05
Prospect Capital Corporation (PSEC) 0.0 $138k 12k 11.22
Nortel Inversora 0.0 $1.4M 73k 19.20
Apollo Investment 0.0 $385k 47k 8.16
Columbia Banking System (COLB) 0.0 $287k 12k 24.74
DCT Industrial Trust 0.0 $109k 15k 7.17
Dana Holding Corporation (DAN) 0.0 $541k 24k 22.86
SM Energy (SM) 0.0 $309k 4.0k 77.25
Unit Corporation 0.0 $776k 17k 46.47
Validus Holdings 0.0 $676k 18k 36.97
Weatherford International Lt reg 0.0 $694k 45k 15.32
Manulife Finl Corp (MFC) 0.0 $418k 25k 16.59
Symetra Finl Corp 0.0 $604k 34k 17.82
AECOM Technology Corporation (ACM) 0.0 $433k 14k 31.29
Chimera Investment Corporation 0.0 $709k 233k 3.04
Hatteras Financial 0.0 $779k 42k 18.70
Mellanox Technologies 0.0 $242k 6.4k 37.91
Vonage Holdings 0.0 $103k 33k 3.14
Dole Food Company 0.0 $376k 28k 13.61
Bank Of America Corp w exp 10/201 0.0 $150k 190k 0.79
Gyrodyne Company of America 0.0 $607k 8.1k 74.89
Express 0.0 $282k 12k 23.57
GulfMark Offshore 0.0 $336k 6.6k 50.91
Kodiak Oil & Gas 0.0 $574k 48k 12.06
Higher One Holdings 0.0 $102k 13k 7.67
Quad/Graphics (QUAD) 0.0 $276k 9.1k 30.33
Centrais Eletricas Brasileiras SA (EBR.B) 0.0 $60k 13k 4.65
American Strategic Income Portf. Inc II 0.0 $311k 38k 8.12
FXCM 0.0 $304k 15k 19.74
General Growth Properties 0.0 $822k 43k 19.30
FleetCor Technologies 0.0 $666k 6.0k 110.14
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $267k 14k 19.29
Golub Capital BDC (GBDC) 0.0 $236k 14k 17.35
Invesco Mortgage Capital 0.0 $780k 51k 15.39
Embotelladora Andina SA (AKO.B) 0.0 $211k 6.4k 32.92
ARMOUR Residential REIT 0.0 $554k 132k 4.20
Invesco Van Kampen High Inc Trust II (VLT) 0.0 $457k 29k 15.91
Chunghwa Telecom Co Ltd - (CHT) 0.0 $862k 27k 31.58
Blackrock Strategic Bond Trust 0.0 $391k 30k 12.94
D National Bk Greece S A pref 0.0 $937k 77k 12.17
Swiss Helvetia Fund (SWZ) 0.0 $1.2M 81k 14.22
DWS Global High Income Fund 0.0 $1.7M 207k 7.98
Western Asset Global Cp Defi (GDO) 0.0 $955k 54k 17.79
American Intl Group 0.0 $685k 36k 18.94
Huntington Ingalls Inds (HII) 0.0 $547k 8.1k 67.34
Te Connectivity Ltd for 0.0 $1.5M 28k 51.79
Mosaic (MOS) 0.0 $813k 19k 43.02
Spirit Airlines 0.0 $490k 14k 34.27
C&j Energy Services 0.0 $592k 30k 20.07
Cys Investments 0.0 $576k 71k 8.14
Beam 0.0 $821k 13k 64.65
Wesco Aircraft Holdings 0.0 $605k 29k 20.93
Exelis 0.0 $705k 45k 15.72
J Global (ZD) 0.0 $452k 9.1k 49.55
Wpx Energy 0.0 $496k 26k 19.27
Post Holdings Inc Common (POST) 0.0 $221k 5.5k 40.32
Popular (BPOP) 0.0 $489k 19k 26.23
Resolute Fst Prods In 0.0 $277k 21k 13.20
Ensco Plc Shs Class A 0.0 $425k 7.9k 53.80
Pioneer Energy Services 0.0 $334k 45k 7.51
Burger King Worldwide 0.0 $921k 47k 19.53
Directv 0.0 $1.6M 26k 59.76
Engility Hldgs 0.0 $288k 9.1k 31.74
Grupo Fin Santander adr b 0.0 $918k 66k 13.82
Tenet Healthcare Corporation (THC) 0.0 $825k 20k 41.17
Realogy Hldgs (HOUS) 0.0 $1.3M 29k 43.02
Sears Hometown and Outlet Stores 0.0 $483k 15k 31.78
Starz - Liberty Capital 0.0 $254k 9.0k 28.18
Cst Brands 0.0 $1.2M 41k 29.80
Sprint 0.0 $1.3M 209k 6.22
Spirit Realty reit 0.0 $149k 16k 9.17
Windstream Hldgs 0.0 $502k 63k 8.00