Grantham, Mayo, Van Otterloo & Co as of June 30, 2011
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 780 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Johnson & Johnson (JNJ) | 5.8 | $1.7B | 25M | 66.52 | |
| Microsoft Corporation (MSFT) | 5.5 | $1.6B | 62M | 26.00 | |
| Oracle Corporation (ORCL) | 4.4 | $1.3B | 39M | 32.91 | |
| Pfizer (PFE) | 4.4 | $1.3B | 62M | 20.60 | |
| Philip Morris International (PM) | 4.0 | $1.2B | 18M | 66.77 | |
| Coca-Cola Company (KO) | 4.0 | $1.2B | 18M | 67.29 | |
| Cisco Systems (CSCO) | 3.6 | $1.1B | 68M | 15.61 | |
| Wal-Mart Stores (WMT) | 3.6 | $1.0B | 20M | 53.14 | |
| Exxon Mobil Corporation (XOM) | 3.1 | $920M | 11M | 81.38 | |
| Apple (AAPL) | 3.1 | $896M | 2.7M | 335.67 | |
| 3.0 | $882M | 1.7M | 506.38 | ||
| Procter & Gamble Company (PG) | 2.8 | $804M | 13M | 63.57 | |
| Pepsi (PEP) | 2.6 | $764M | 11M | 70.43 | |
| Merck & Co (MRK) | 2.2 | $648M | 18M | 35.29 | |
| Abbott Laboratories (ABT) | 2.1 | $622M | 12M | 52.62 | |
| International Business Machines (IBM) | 2.1 | $620M | 3.6M | 171.55 | |
| Qualcomm (QCOM) | 1.9 | $560M | 9.9M | 56.79 | |
| Chevron Corporation (CVX) | 1.8 | $523M | 5.1M | 102.84 | |
| UnitedHealth (UNH) | 1.3 | $377M | 7.3M | 51.58 | |
| McDonald's Corporation (MCD) | 1.1 | $337M | 4.0M | 84.32 | |
| Amgen (AMGN) | 1.1 | $322M | 5.5M | 58.35 | |
| 3M Company (MMM) | 1.1 | $311M | 3.3M | 94.85 | |
| Colgate-Palmolive Company (CL) | 1.0 | $297M | 3.4M | 87.41 | |
| Nike (NKE) | 1.0 | $296M | 3.3M | 89.98 | |
| Vale | 1.0 | $298M | 10M | 28.96 | |
| Medtronic | 1.0 | $294M | 7.6M | 38.53 | |
| Visa (V) | 1.0 | $279M | 3.3M | 84.26 | |
| Eli Lilly & Co. (LLY) | 0.9 | $262M | 7.0M | 37.53 | |
| Walgreen Company | 0.9 | $253M | 6.0M | 42.46 | |
| Express Scripts | 0.8 | $226M | 4.2M | 53.98 | |
| Altria (MO) | 0.8 | $220M | 8.3M | 26.41 | |
| Petroleo Brasileiro SA (PBR.A) | 0.7 | $215M | 7.0M | 30.68 | |
| MasterCard Incorporated (MA) | 0.7 | $198M | 657k | 301.34 | |
| Petroleo Brasileiro SA (PBR) | 0.7 | $194M | 5.7M | 33.86 | |
| United Technologies Corporation | 0.6 | $167M | 1.9M | 88.51 | |
| Banco Itau Holding Financeira (ITUB) | 0.6 | $164M | 7.0M | 23.55 | |
| Hewlett-Packard Company | 0.5 | $150M | 4.1M | 36.40 | |
| Encana Corp | 0.5 | $148M | 4.6M | 31.90 | |
| Bristol Myers Squibb (BMY) | 0.5 | $146M | 5.0M | 28.96 | |
| Gilead Sciences (GILD) | 0.5 | $135M | 3.3M | 41.41 | |
| Kimberly-Clark Corporation (KMB) | 0.5 | $131M | 2.0M | 66.56 | |
| SYSCO Corporation (SYY) | 0.4 | $126M | 4.0M | 31.18 | |
| ConocoPhillips (COP) | 0.4 | $118M | 1.6M | 75.19 | |
| Zimmer Holdings (ZBH) | 0.4 | $118M | 1.9M | 63.20 | |
| America Movil Sab De Cv spon adr l | 0.3 | $103M | 1.9M | 53.88 | |
| WellPoint | 0.3 | $99M | 1.3M | 78.77 | |
| Vale (VALE) | 0.3 | $91M | 2.8M | 31.95 | |
| Lorillard | 0.3 | $91M | 837k | 108.87 | |
| General Mills (GIS) | 0.3 | $89M | 2.4M | 37.22 | |
| eBay (EBAY) | 0.3 | $86M | 2.7M | 32.27 | |
| Quest Diagnostics Incorporated (DGX) | 0.3 | $82M | 1.4M | 59.10 | |
| Baxter International (BAX) | 0.3 | $76M | 1.3M | 59.69 | |
| Hansen Natural Corporation | 0.3 | $76M | 934k | 80.95 | |
| Canadian Natl Ry (CNI) | 0.2 | $70M | 847k | 82.79 | |
| Verizon Communications (VZ) | 0.2 | $68M | 1.8M | 37.23 | |
| Accenture (ACN) | 0.2 | $67M | 1.1M | 60.42 | |
| Kellogg Company (K) | 0.2 | $66M | 1.2M | 55.32 | |
| Telefonos de Mexico | 0.2 | $68M | 4.1M | 16.50 | |
| At&t (T) | 0.2 | $64M | 2.1M | 31.41 | |
| Sun Life Financial (SLF) | 0.2 | $65M | 2.1M | 31.17 | |
| CVS Caremark Corporation (CVS) | 0.2 | $58M | 1.5M | 37.58 | |
| Vanguard Emerging Markets ETF (VWO) | 0.2 | $58M | 1.2M | 48.62 | |
| Infosys Technologies (INFY) | 0.2 | $56M | 864k | 65.23 | |
| Bce (BCE) | 0.2 | $49M | 1.2M | 40.71 | |
| Magna Intl Inc cl a (MGA) | 0.2 | $48M | 863k | 55.99 | |
| Banco Bradesco SA (BBD) | 0.2 | $49M | 2.4M | 20.49 | |
| Costco Wholesale Corporation (COST) | 0.2 | $46M | 572k | 81.24 | |
| Reynolds American | 0.2 | $48M | 1.3M | 37.05 | |
| Laboratory Corp. of America Holdings (LH) | 0.2 | $48M | 493k | 96.79 | |
| Clorox Company (CLX) | 0.2 | $46M | 675k | 67.44 | |
| Suncor Energy (SU) | 0.2 | $47M | 1.2M | 40.51 | |
| Automatic Data Processing (ADP) | 0.1 | $43M | 815k | 52.68 | |
| Research In Motion | 0.1 | $44M | 1.5M | 29.89 | |
| SPDR Gold Trust (GLD) | 0.1 | $45M | 309k | 146.00 | |
| iShares Silver Trust (SLV) | 0.1 | $45M | 1.3M | 33.84 | |
| General Dynamics Corporation (GD) | 0.1 | $42M | 565k | 74.52 | |
| Caterpillar (CAT) | 0.1 | $38M | 355k | 106.46 | |
| Kraft Foods | 0.1 | $38M | 1.1M | 35.23 | |
| Brown-Forman Corporation (BF.B) | 0.1 | $39M | 517k | 74.69 | |
| Henry Schein (HSIC) | 0.1 | $37M | 516k | 71.59 | |
| Marathon Oil Corporation (MRO) | 0.1 | $39M | 732k | 52.68 | |
| Estee Lauder Companies (EL) | 0.1 | $39M | 372k | 105.19 | |
| Church & Dwight (CHD) | 0.1 | $37M | 904k | 40.54 | |
| SK Tele | 0.1 | $34M | 1.8M | 18.70 | |
| Spdr S&p 500 Etf (SPY) | 0.1 | $36M | 271k | 131.97 | |
| Stryker Corporation (SYK) | 0.1 | $35M | 595k | 58.69 | |
| Canadian Natural Resources (CNQ) | 0.1 | $36M | 835k | 43.37 | |
| Pos (PKX) | 0.1 | $35M | 318k | 108.62 | |
| H.J. Heinz Company | 0.1 | $36M | 678k | 53.28 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $31M | 428k | 73.34 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $32M | 662k | 47.60 | |
| Coach | 0.1 | $32M | 506k | 63.93 | |
| Tele Norte Leste Participacoes SA | 0.1 | $32M | 2.0M | 15.54 | |
| Schlumberger (SLB) | 0.1 | $33M | 379k | 86.40 | |
| Brasil Telecom SA | 0.1 | $31M | 1.1M | 28.66 | |
| Avon Products | 0.1 | $28M | 1.0M | 28.00 | |
| Travelers Companies (TRV) | 0.1 | $28M | 484k | 58.38 | |
| E.I. du Pont de Nemours & Company | 0.1 | $31M | 565k | 54.05 | |
| National-Oilwell Var | 0.1 | $29M | 370k | 78.21 | |
| Campbell Soup Company (CPB) | 0.1 | $30M | 862k | 34.55 | |
| Becton, Dickinson and (BDX) | 0.1 | $30M | 345k | 86.17 | |
| Intuitive Surgical (ISRG) | 0.1 | $30M | 81k | 372.10 | |
| Hershey Company (HSY) | 0.1 | $30M | 536k | 56.85 | |
| Manulife Finl Corp (MFC) | 0.1 | $29M | 1.6M | 18.30 | |
| Barrick Gold Corp (GOLD) | 0.1 | $27M | 583k | 46.93 | |
| China Mobile | 0.1 | $25M | 541k | 46.78 | |
| Eagle Materials (EXP) | 0.1 | $27M | 976k | 27.87 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $28M | 349k | 78.84 | |
| China Uni | 0.1 | $27M | 1.4M | 20.27 | |
| Vimpel | 0.1 | $24M | 1.9M | 12.76 | |
| Ecolab (ECL) | 0.1 | $25M | 435k | 56.38 | |
| Philippine Long Distance Telephone | 0.1 | $24M | 450k | 54.04 | |
| Paychex (PAYX) | 0.1 | $22M | 717k | 30.72 | |
| Union Pacific Corporation (UNP) | 0.1 | $23M | 223k | 104.40 | |
| Valero Energy Corporation (VLO) | 0.1 | $23M | 903k | 25.57 | |
| PT Telekomunikasi Indonesia (TLK) | 0.1 | $24M | 691k | 34.50 | |
| Forest Laboratories | 0.1 | $24M | 610k | 39.34 | |
| Valeant Pharmaceuticals Int | 0.1 | $23M | 421k | 53.84 | |
| Suntech Power Holdings | 0.1 | $19M | 2.4M | 7.87 | |
| Annaly Capital Management | 0.1 | $19M | 1.1M | 18.04 | |
| Martin Marietta Materials (MLM) | 0.1 | $21M | 261k | 79.97 | |
| Cephalon | 0.1 | $21M | 262k | 79.90 | |
| Biogen Idec (BIIB) | 0.1 | $22M | 203k | 106.92 | |
| Canadian Pacific Railway | 0.1 | $20M | 312k | 64.57 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $20M | 381k | 52.90 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $20M | 333k | 59.67 | |
| Varian Semiconductor | 0.1 | $20M | 328k | 61.44 | |
| Intuit (INTU) | 0.1 | $21M | 396k | 51.86 | |
| Precision Drilling Corporation | 0.1 | $21M | 1.4M | 14.88 | |
| Comcast Corporation (CMCSA) | 0.1 | $17M | 672k | 25.34 | |
| Grupo Televisa (TV) | 0.1 | $16M | 653k | 24.60 | |
| Expeditors International of Washington (EXPD) | 0.1 | $17M | 329k | 51.19 | |
| NYSE Euronext | 0.1 | $18M | 527k | 34.27 | |
| Las Vegas Sands (LVS) | 0.1 | $17M | 397k | 42.21 | |
| Allergan | 0.1 | $19M | 225k | 83.25 | |
| Macy's (M) | 0.1 | $17M | 573k | 29.24 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $18M | 552k | 32.83 | |
| Danaher Corporation (DHR) | 0.1 | $18M | 348k | 52.99 | |
| Methanex Corp (MEOH) | 0.1 | $19M | 583k | 32.51 | |
| HDFC Bank (HDB) | 0.1 | $17M | 98k | 176.39 | |
| Telecomunicacoes de Sao Paulo SA | 0.1 | $16M | 549k | 29.70 | |
| Sterlite Industries India | 0.1 | $17M | 1.2M | 15.05 | |
| Talisman Energy Inc Com Stk | 0.1 | $16M | 758k | 21.23 | |
| Tor Dom Bk Cad (TD) | 0.1 | $16M | 183k | 87.97 | |
| Iamgold Corp (IAG) | 0.1 | $17M | 883k | 19.44 | |
| Teck Resources Ltd cl b (TECK) | 0.1 | $16M | 310k | 52.57 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.1 | $17M | 481k | 34.55 | |
| Ace Limited Cmn | 0.1 | $15M | 221k | 65.82 | |
| Bank of America Corporation (BAC) | 0.1 | $14M | 1.3M | 10.96 | |
| Genuine Parts Company (GPC) | 0.1 | $15M | 271k | 54.40 | |
| C.R. Bard | 0.1 | $16M | 141k | 109.86 | |
| Western Digital (WDC) | 0.1 | $14M | 391k | 36.38 | |
| Potash Corp. Of Saskatchewan I | 0.1 | $13M | 227k | 59.05 | |
| Baker Hughes Incorporated | 0.1 | $16M | 215k | 72.56 | |
| Sigma-Aldrich Corporation | 0.1 | $14M | 188k | 73.38 | |
| PetroChina Company | 0.1 | $15M | 101k | 146.03 | |
| priceline.com Incorporated | 0.1 | $15M | 29k | 511.93 | |
| Centrais Eletricas Brasileiras (EBR) | 0.1 | $16M | 1.1M | 13.50 | |
| Transcanada Corp | 0.1 | $16M | 351k | 45.43 | |
| St. Jude Medical | 0.1 | $15M | 321k | 47.68 | |
| American International (AIG) | 0.1 | $13M | 456k | 29.32 | |
| Accuride Corporation | 0.1 | $16M | 1.2M | 12.63 | |
| Mechel OAO | 0.0 | $11M | 477k | 23.89 | |
| Mobile TeleSystems OJSC | 0.0 | $13M | 666k | 19.02 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $10M | 252k | 40.94 | |
| Discover Financial Services (DFS) | 0.0 | $12M | 463k | 26.75 | |
| CBS Corporation | 0.0 | $12M | 412k | 28.49 | |
| Cardinal Health (CAH) | 0.0 | $11M | 245k | 45.42 | |
| Teradata Corporation (TDC) | 0.0 | $12M | 192k | 60.20 | |
| Rockwell Collins | 0.0 | $12M | 191k | 61.69 | |
| Kroger (KR) | 0.0 | $12M | 468k | 24.80 | |
| Aetna | 0.0 | $12M | 270k | 44.09 | |
| Allstate Corporation (ALL) | 0.0 | $12M | 382k | 30.53 | |
| Deere & Company (DE) | 0.0 | $13M | 151k | 82.45 | |
| Hess (HES) | 0.0 | $11M | 143k | 74.76 | |
| Target Corporation (TGT) | 0.0 | $11M | 232k | 46.91 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $13M | 210k | 60.14 | |
| Starbucks Corporation (SBUX) | 0.0 | $10M | 262k | 39.49 | |
| AutoZone (AZO) | 0.0 | $12M | 41k | 294.84 | |
| AvalonBay Communities (AVB) | 0.0 | $12M | 90k | 128.40 | |
| Vornado Realty Trust (VNO) | 0.0 | $11M | 114k | 93.18 | |
| Arch Capital Group (ACGL) | 0.0 | $11M | 358k | 31.92 | |
| Varian Medical Systems | 0.0 | $13M | 187k | 70.02 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $11M | 187k | 58.94 | |
| Humana (HUM) | 0.0 | $12M | 146k | 80.54 | |
| National Semiconductor Corporation | 0.0 | $13M | 515k | 24.61 | |
| Copa Holdings Sa-class A (CPA) | 0.0 | $11M | 157k | 66.74 | |
| Bank Of Montreal Cadcom (BMO) | 0.0 | $13M | 198k | 65.85 | |
| Medquist Hldgs | 0.0 | $12M | 925k | 12.92 | |
| Companhia Siderurgica Nacional (SID) | 0.0 | $7.8M | 629k | 12.46 | |
| Cnooc | 0.0 | $9.9M | 42k | 235.92 | |
| Hartford Financial Services (HIG) | 0.0 | $9.0M | 341k | 26.37 | |
| Assurant (AIZ) | 0.0 | $7.7M | 212k | 36.27 | |
| Ameriprise Financial (AMP) | 0.0 | $9.8M | 170k | 57.68 | |
| CSX Corporation (CSX) | 0.0 | $8.2M | 312k | 26.22 | |
| Via | 0.0 | $10M | 196k | 51.00 | |
| General Electric Company | 0.0 | $7.9M | 421k | 18.86 | |
| Apache Corporation | 0.0 | $8.5M | 69k | 123.39 | |
| BMC Software | 0.0 | $7.3M | 134k | 54.70 | |
| Cerner Corporation | 0.0 | $10M | 164k | 61.11 | |
| Citrix Systems | 0.0 | $8.2M | 102k | 80.00 | |
| Cummins (CMI) | 0.0 | $9.2M | 89k | 103.48 | |
| Eaton Corporation | 0.0 | $8.7M | 169k | 51.45 | |
| Public Storage (PSA) | 0.0 | $8.3M | 72k | 114.01 | |
| Best Buy (BBY) | 0.0 | $9.3M | 295k | 31.41 | |
| Ross Stores (ROST) | 0.0 | $8.6M | 108k | 80.12 | |
| United Rentals (URI) | 0.0 | $8.5M | 333k | 25.40 | |
| Mohawk Industries (MHK) | 0.0 | $7.5M | 125k | 59.99 | |
| Endo Pharmaceuticals | 0.0 | $7.6M | 189k | 40.17 | |
| Agrium | 0.0 | $9.3M | 102k | 90.93 | |
| CenturyLink | 0.0 | $7.6M | 188k | 40.43 | |
| McKesson Corporation (MCK) | 0.0 | $10M | 120k | 83.65 | |
| NiSource (NI) | 0.0 | $8.9M | 441k | 20.25 | |
| Anadarko Petroleum Corporation | 0.0 | $10M | 131k | 76.76 | |
| Capital One Financial (COF) | 0.0 | $8.4M | 163k | 51.67 | |
| Computer Sciences Corporation | 0.0 | $10M | 265k | 37.96 | |
| Ultrapar Participacoes SA (UGP) | 0.0 | $8.6M | 472k | 18.13 | |
| Apollo | 0.0 | $7.6M | 174k | 43.68 | |
| KT Corporation (KT) | 0.0 | $7.9M | 404k | 19.44 | |
| Dell | 0.0 | $8.0M | 478k | 16.67 | |
| Lazard Ltd-cl A shs a | 0.0 | $8.6M | 233k | 37.10 | |
| TJX Companies (TJX) | 0.0 | $10M | 192k | 52.53 | |
| Imperial Oil (IMO) | 0.0 | $7.6M | 157k | 48.28 | |
| Dollar Tree (DLTR) | 0.0 | $7.7M | 116k | 66.62 | |
| Aeropostale | 0.0 | $9.0M | 516k | 17.50 | |
| Omni (OMC) | 0.0 | $7.7M | 161k | 48.16 | |
| J.M. Smucker Company (SJM) | 0.0 | $9.2M | 121k | 76.44 | |
| Amdocs Ltd ord (DOX) | 0.0 | $9.4M | 310k | 30.39 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $8.5M | 1.0M | 8.14 | |
| Baidu (BIDU) | 0.0 | $9.4M | 67k | 140.13 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $8.2M | 395k | 20.64 | |
| Enbridge (ENB) | 0.0 | $9.1M | 270k | 33.63 | |
| Rock-Tenn Company | 0.0 | $9.2M | 139k | 66.34 | |
| Rogers Communications -cl B (RCI) | 0.0 | $7.5M | 183k | 40.95 | |
| Seagate Technology Com Stk | 0.0 | $7.7M | 478k | 16.16 | |
| Hormel Foods Corporation (HRL) | 0.0 | $8.8M | 296k | 29.81 | |
| Ternium (TX) | 0.0 | $8.6M | 291k | 29.53 | |
| Gildan Activewear Inc Com Cad (GIL) | 0.0 | $9.4M | 258k | 36.44 | |
| Schweitzer-Mauduit International (MATV) | 0.0 | $10M | 177k | 56.15 | |
| Navistar International Corporation | 0.0 | $9.3M | 164k | 56.46 | |
| China Petroleum & Chemical | 0.0 | $7.2M | 71k | 101.45 | |
| Cit | 0.0 | $4.8M | 108k | 44.26 | |
| Omnicare Inc dbcv 3.250%12/1 | 0.0 | $4.8M | 5.0M | 0.96 | |
| Time Warner | 0.0 | $5.4M | 148k | 36.37 | |
| NRG Energy (NRG) | 0.0 | $6.5M | 265k | 24.58 | |
| ICICI Bank (IBN) | 0.0 | $5.7M | 115k | 49.30 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $4.6M | 363k | 12.61 | |
| Goldman Sachs (GS) | 0.0 | $5.8M | 44k | 133.09 | |
| Leucadia National | 0.0 | $6.3M | 185k | 34.10 | |
| TD Ameritrade Holding | 0.0 | $4.6M | 238k | 19.51 | |
| Affiliated Managers (AMG) | 0.0 | $4.8M | 48k | 101.45 | |
| Peabody Energy Corporation | 0.0 | $5.7M | 96k | 58.91 | |
| Ameren Corporation (AEE) | 0.0 | $6.4M | 220k | 28.84 | |
| Tenet Healthcare Corporation | 0.0 | $4.7M | 750k | 6.24 | |
| Edwards Lifesciences (EW) | 0.0 | $6.9M | 79k | 87.18 | |
| FMC Technologies | 0.0 | $4.6M | 103k | 44.79 | |
| NetApp (NTAP) | 0.0 | $6.4M | 121k | 52.78 | |
| PPG Industries (PPG) | 0.0 | $7.1M | 79k | 90.79 | |
| R.R. Donnelley & Sons Company | 0.0 | $7.0M | 355k | 19.61 | |
| Stanley Black & Decker (SWK) | 0.0 | $4.7M | 65k | 72.06 | |
| T. Rowe Price (TROW) | 0.0 | $6.6M | 109k | 60.34 | |
| McGraw-Hill Companies | 0.0 | $5.0M | 118k | 41.91 | |
| V.F. Corporation (VFC) | 0.0 | $4.5M | 41k | 108.57 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $4.6M | 147k | 31.45 | |
| Gafisa SA | 0.0 | $6.8M | 721k | 9.46 | |
| Dow Chemical Company | 0.0 | $5.9M | 163k | 36.00 | |
| Limited Brands | 0.0 | $6.8M | 176k | 38.45 | |
| AmerisourceBergen (COR) | 0.0 | $6.5M | 158k | 41.40 | |
| Mettler-Toledo International (MTD) | 0.0 | $4.6M | 27k | 168.66 | |
| Eastman Chemical Company (EMN) | 0.0 | $5.5M | 54k | 102.07 | |
| Waters Corporation (WAT) | 0.0 | $5.8M | 61k | 95.74 | |
| Yum! Brands (YUM) | 0.0 | $6.0M | 109k | 55.24 | |
| Sprint Nextel Corporation | 0.0 | $4.4M | 823k | 5.39 | |
| Alcoa | 0.0 | $7.0M | 441k | 15.86 | |
| Halliburton Company (HAL) | 0.0 | $6.1M | 119k | 51.00 | |
| Honeywell International (HON) | 0.0 | $4.7M | 78k | 59.59 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $5.9M | 66k | 89.74 | |
| Symantec Corporation | 0.0 | $6.6M | 333k | 19.72 | |
| Xerox Corporation | 0.0 | $5.2M | 503k | 10.41 | |
| Ford Motor Company (F) | 0.0 | $5.3M | 384k | 13.79 | |
| Stericycle (SRCL) | 0.0 | $5.5M | 62k | 89.11 | |
| Lowe's Companies (LOW) | 0.0 | $6.3M | 269k | 23.31 | |
| USG Corporation | 0.0 | $6.0M | 420k | 14.34 | |
| Coventry Health Care | 0.0 | $4.5M | 122k | 36.47 | |
| Prudential Financial (PRU) | 0.0 | $4.6M | 73k | 63.60 | |
| Hospitality Properties Trust | 0.0 | $5.1M | 212k | 24.25 | |
| Advance Auto Parts (AAP) | 0.0 | $4.5M | 77k | 58.49 | |
| FLIR Systems | 0.0 | $5.1M | 152k | 33.71 | |
| PPL Corporation (PPL) | 0.0 | $5.9M | 214k | 27.83 | |
| Precision Castparts | 0.0 | $4.6M | 28k | 164.64 | |
| Netflix (NFLX) | 0.0 | $6.5M | 25k | 262.69 | |
| Invesco (IVZ) | 0.0 | $5.7M | 244k | 23.40 | |
| American Axle & Manufact. Holdings (AXL) | 0.0 | $6.4M | 561k | 11.38 | |
| Alere | 0.0 | $5.5M | 151k | 36.62 | |
| Marshall & Ilsley Corporation | 0.0 | $6.0M | 750k | 7.97 | |
| Medicis Pharmaceutical Corporation | 0.0 | $5.7M | 150k | 38.17 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $6.4M | 111k | 57.64 | |
| Ingram Micro | 0.0 | $6.0M | 332k | 18.14 | |
| Altera Corporation | 0.0 | $6.2M | 134k | 46.35 | |
| Chipotle Mexican Grill (CMG) | 0.0 | $6.8M | 22k | 308.19 | |
| Comstock Resources | 0.0 | $4.8M | 167k | 28.79 | |
| Concho Resources | 0.0 | $4.6M | 50k | 91.86 | |
| Gardner Denver | 0.0 | $5.0M | 59k | 84.05 | |
| Home Inns & Hotels Management | 0.0 | $6.0M | 158k | 38.04 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $6.5M | 144k | 45.41 | |
| L-3 Communications Holdings | 0.0 | $5.8M | 67k | 87.45 | |
| Noble Corporation Com Stk | 0.0 | $6.2M | 157k | 39.41 | |
| Pepco Holdings | 0.0 | $5.6M | 285k | 19.63 | |
| Warner Chilcott Plc - | 0.0 | $6.9M | 285k | 24.13 | |
| BorgWarner (BWA) | 0.0 | $5.5M | 68k | 80.79 | |
| First Cash Financial Services | 0.0 | $5.7M | 136k | 41.99 | |
| Informatica Corporation | 0.0 | $5.7M | 98k | 58.43 | |
| RTI International Metals | 0.0 | $7.2M | 188k | 38.37 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $6.1M | 157k | 38.49 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $4.6M | 78k | 58.79 | |
| McCormick & Company, Incorporated (MKC) | 0.0 | $5.1M | 104k | 49.57 | |
| Sasol (SSL) | 0.0 | $6.6M | 124k | 52.89 | |
| Virgin Media | 0.0 | $5.6M | 188k | 29.93 | |
| Wipro (WIT) | 0.0 | $4.7M | 360k | 13.17 | |
| Southern Copper Corporation (SCCO) | 0.0 | $6.7M | 204k | 32.87 | |
| HCP | 0.0 | $4.9M | 133k | 36.69 | |
| Energy Partners | 0.0 | $5.9M | 400k | 14.81 | |
| Silver Wheaton Corp | 0.0 | $7.2M | 210k | 34.19 | |
| Centrais Eletricas Brasileiras SA (EBR.B) | 0.0 | $5.0M | 292k | 17.14 | |
| China Lodging | 0.0 | $5.4M | 302k | 17.80 | |
| Citigroup (C) | 0.0 | $4.4M | 106k | 41.64 | |
| Arcos Dorados Holdings (ARCO) | 0.0 | $4.9M | 233k | 21.09 | |
| Chubb Corporation | 0.0 | $4.2M | 68k | 62.61 | |
| Warner Music | 0.0 | $2.1M | 250k | 8.22 | |
| Fomento Economico Mexicano SAB (FMX) | 0.0 | $1.9M | 29k | 66.50 | |
| Ansys (ANSS) | 0.0 | $2.5M | 46k | 54.67 | |
| Joy Global | 0.0 | $4.2M | 44k | 95.24 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.0 | $1.7M | 131k | 13.01 | |
| Progressive Corporation (PGR) | 0.0 | $1.9M | 90k | 21.38 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.0 | $2.8M | 40k | 69.95 | |
| PNC Financial Services (PNC) | 0.0 | $3.4M | 58k | 59.62 | |
| Total System Services | 0.0 | $2.6M | 138k | 18.58 | |
| Aon Corporation | 0.0 | $2.6M | 50k | 51.31 | |
| SLM Corporation (SLM) | 0.0 | $4.3M | 256k | 16.81 | |
| Nasdaq Omx (NDAQ) | 0.0 | $4.2M | 167k | 25.30 | |
| AutoNation (AN) | 0.0 | $2.8M | 76k | 36.61 | |
| Norfolk Southern (NSC) | 0.0 | $2.8M | 38k | 74.92 | |
| ResMed (RMD) | 0.0 | $3.0M | 98k | 30.95 | |
| United Parcel Service (UPS) | 0.0 | $1.8M | 25k | 72.93 | |
| Constellation Energy | 0.0 | $4.3M | 112k | 37.96 | |
| Copart (CPRT) | 0.0 | $2.3M | 49k | 46.60 | |
| DENTSPLY International | 0.0 | $3.6M | 95k | 38.08 | |
| Family Dollar Stores | 0.0 | $3.6M | 68k | 52.56 | |
| Fidelity National Financial | 0.0 | $4.4M | 277k | 15.74 | |
| Gen-Probe Incorporated | 0.0 | $2.3M | 34k | 69.14 | |
| H&R Block (HRB) | 0.0 | $3.0M | 186k | 16.04 | |
| Hologic (HOLX) | 0.0 | $3.1M | 152k | 20.17 | |
| IDEXX Laboratories (IDXX) | 0.0 | $3.7M | 48k | 77.55 | |
| J.C. Penney Company | 0.0 | $3.0M | 87k | 34.54 | |
| MICROS Systems | 0.0 | $3.0M | 61k | 49.71 | |
| Noble Energy | 0.0 | $3.5M | 39k | 89.62 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $3.5M | 50k | 69.36 | |
| Pharmaceutical Product Development | 0.0 | $2.0M | 73k | 26.84 | |
| Pitney Bowes (PBI) | 0.0 | $2.3M | 98k | 22.99 | |
| Rollins (ROL) | 0.0 | $2.3M | 111k | 20.38 | |
| Global Payments (GPN) | 0.0 | $2.9M | 56k | 51.00 | |
| Transocean (RIG) | 0.0 | $2.6M | 40k | 64.55 | |
| Suno | 0.0 | $1.6M | 38k | 41.72 | |
| Supervalu | 0.0 | $4.2M | 446k | 9.41 | |
| Boston Scientific Corporation (BSX) | 0.0 | $3.0M | 430k | 6.91 | |
| Exterran Holdings | 0.0 | $4.0M | 204k | 19.83 | |
| Safeway | 0.0 | $3.6M | 153k | 23.37 | |
| Equity Residential (EQR) | 0.0 | $3.9M | 65k | 60.00 | |
| Lubrizol Corporation | 0.0 | $4.4M | 33k | 134.28 | |
| Weight Watchers International | 0.0 | $2.9M | 39k | 75.48 | |
| Fossil | 0.0 | $3.8M | 33k | 117.72 | |
| Raytheon Company | 0.0 | $2.1M | 43k | 49.86 | |
| Newfield Exploration | 0.0 | $2.4M | 36k | 68.03 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $3.7M | 57k | 64.39 | |
| Lincare Holdings | 0.0 | $3.8M | 128k | 29.27 | |
| American Financial (AFG) | 0.0 | $2.5M | 70k | 35.69 | |
| Arrow Electronics (ARW) | 0.0 | $1.9M | 46k | 41.51 | |
| CareFusion Corporation | 0.0 | $1.7M | 61k | 27.17 | |
| CIGNA Corporation | 0.0 | $2.2M | 42k | 51.43 | |
| Liberty Media | 0.0 | $2.4M | 142k | 16.77 | |
| News Corporation | 0.0 | $1.6M | 89k | 17.70 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $2.7M | 26k | 104.05 | |
| Praxair | 0.0 | $2.1M | 20k | 108.38 | |
| Tyco International Ltd S hs | 0.0 | $2.5M | 50k | 49.44 | |
| Vodafone | 0.0 | $3.7M | 140k | 26.72 | |
| Gap (GPS) | 0.0 | $4.0M | 221k | 18.10 | |
| Weyerhaeuser Company (WY) | 0.0 | $3.0M | 137k | 21.86 | |
| Torchmark Corporation | 0.0 | $2.6M | 41k | 64.15 | |
| Exelon Corporation (EXC) | 0.0 | $1.6M | 38k | 42.84 | |
| Liberty Media | 0.0 | $3.2M | 38k | 85.76 | |
| Williams Companies (WMB) | 0.0 | $3.7M | 122k | 30.25 | |
| Fortune Brands | 0.0 | $2.4M | 38k | 63.78 | |
| Patterson Companies (PDCO) | 0.0 | $2.7M | 84k | 32.89 | |
| Southern Company (SO) | 0.0 | $2.7M | 68k | 40.38 | |
| Murphy Oil Corporation (MUR) | 0.0 | $3.3M | 51k | 65.67 | |
| CB Richard Ellis | 0.0 | $2.9M | 117k | 25.11 | |
| Gannett | 0.0 | $1.9M | 133k | 14.32 | |
| FactSet Research Systems (FDS) | 0.0 | $4.3M | 42k | 102.32 | |
| Transatlantic Holdings | 0.0 | $2.0M | 40k | 49.00 | |
| Fiserv (FI) | 0.0 | $2.4M | 39k | 62.62 | |
| Enzon Pharmaceuticals (ENZN) | 0.0 | $3.1M | 313k | 10.05 | |
| Fastenal Company (FAST) | 0.0 | $4.2M | 117k | 35.99 | |
| Sears Holdings Corporation | 0.0 | $2.8M | 39k | 71.44 | |
| Amazon (AMZN) | 0.0 | $1.6M | 7.6k | 204.50 | |
| Whiting Petroleum Corporation | 0.0 | $3.1M | 54k | 56.91 | |
| Wynn Resorts (WYNN) | 0.0 | $3.0M | 21k | 143.55 | |
| Techne Corporation | 0.0 | $2.1M | 25k | 83.36 | |
| Tibco Software | 0.0 | $1.9M | 65k | 29.02 | |
| Ventas (VTR) | 0.0 | $3.1M | 59k | 52.70 | |
| Yahoo! | 0.0 | $2.3M | 150k | 15.04 | |
| Perfect World | 0.0 | $1.7M | 89k | 18.76 | |
| Mueller Water Products (MWA) | 0.0 | $2.7M | 690k | 3.98 | |
| TRW Automotive Holdings | 0.0 | $2.0M | 34k | 59.04 | |
| Dolby Laboratories (DLB) | 0.0 | $2.5M | 60k | 42.47 | |
| Broadcom Corporation | 0.0 | $4.0M | 119k | 33.64 | |
| ATP Oil & Gas Corporation | 0.0 | $4.3M | 278k | 15.31 | |
| Companhia Paranaense de Energia | 0.0 | $1.9M | 72k | 27.16 | |
| Timberland Company | 0.0 | $2.2M | 52k | 42.97 | |
| Triple-S Management | 0.0 | $3.2M | 146k | 21.73 | |
| Community Health Systems (CYH) | 0.0 | $3.7M | 146k | 25.68 | |
| Starwood Hotels & Resorts Worldwide | 0.0 | $3.3M | 59k | 56.04 | |
| ITT Corporation | 0.0 | $3.9M | 67k | 58.93 | |
| MetLife (MET) | 0.0 | $2.9M | 66k | 43.87 | |
| VeriFone Systems | 0.0 | $1.5M | 33k | 44.34 | |
| Tata Motors | 0.0 | $2.2M | 98k | 22.51 | |
| MEMC Electronic Materials | 0.0 | $3.0M | 350k | 8.53 | |
| Kinetic Concepts | 0.0 | $2.7M | 47k | 57.63 | |
| Republic Airways Holdings | 0.0 | $2.0M | 373k | 5.46 | |
| BRE Properties | 0.0 | $1.8M | 37k | 49.89 | |
| Covance | 0.0 | $1.9M | 32k | 59.38 | |
| Jack Henry & Associates (JKHY) | 0.0 | $2.2M | 74k | 30.01 | |
| Realty Income (O) | 0.0 | $1.9M | 55k | 33.49 | |
| Quest Software | 0.0 | $1.6M | 70k | 22.73 | |
| Rockwell Automation (ROK) | 0.0 | $3.7M | 43k | 86.77 | |
| Tech Data Corporation | 0.0 | $1.6M | 32k | 48.90 | |
| Flowers Foods (FLO) | 0.0 | $2.2M | 98k | 22.04 | |
| Ihs | 0.0 | $3.5M | 43k | 83.41 | |
| Savient Pharmaceuticals | 0.0 | $1.9M | 253k | 7.49 | |
| Braskem SA (BAK) | 0.0 | $3.7M | 127k | 29.08 | |
| Brocade Communications Systems | 0.0 | $1.8M | 281k | 6.46 | |
| Mahanagar Telephone Nigam | 0.0 | $2.1M | 1.0M | 1.96 | |
| Dana Holding Corporation (DAN) | 0.0 | $4.2M | 232k | 18.30 | |
| Mednax (MD) | 0.0 | $2.6M | 37k | 72.19 | |
| Rayonier (RYN) | 0.0 | $2.4M | 36k | 65.36 | |
| Validus Holdings | 0.0 | $1.8M | 58k | 30.95 | |
| Kimco Realty Corporation (KIM) | 0.0 | $3.1M | 166k | 18.64 | |
| Regency Centers Corporation (REG) | 0.0 | $2.2M | 50k | 43.98 | |
| Simon Property (SPG) | 0.0 | $2.5M | 21k | 116.21 | |
| Capital One Financial Cor w exp 11/201 | 0.0 | $2.1M | 100k | 21.16 | |
| iShares MSCI Taiwan Index | 0.0 | $2.7M | 181k | 15.18 | |
| Charter Communications | 0.0 | $2.5M | 46k | 54.26 | |
| Allied World Assurance | 0.0 | $1.5M | 26k | 57.58 | |
| Coca-cola Enterprises | 0.0 | $3.5M | 121k | 29.18 | |
| O'reilly Automotive (ORLY) | 0.0 | $1.6M | 25k | 65.53 | |
| HudBay Minerals (HBM) | 0.0 | $1.7M | 110k | 15.50 | |
| Penn West Energy Trust | 0.0 | $3.3M | 139k | 23.91 | |
| DWS Global High Income Fund | 0.0 | $1.6M | 207k | 7.93 | |
| Mosaic (MOS) | 0.0 | $2.7M | 39k | 67.74 | |
| BP (BP) | 0.0 | $248k | 5.6k | 44.29 | |
| Loews Corporation (L) | 0.0 | $333k | 7.9k | 42.15 | |
| AU Optronics | 0.0 | $295k | 43k | 6.89 | |
| Companhia de Bebidas das Americas | 0.0 | $405k | 12k | 33.75 | |
| Lear Corporation (LEA) | 0.0 | $208k | 3.9k | 53.61 | |
| Sociedad Quimica y Minera (SQM) | 0.0 | $505k | 7.8k | 64.74 | |
| TIM Participacoes SA | 0.0 | $522k | 11k | 49.25 | |
| Gerdau SA (GGB) | 0.0 | $1.0M | 97k | 10.52 | |
| Northeast Utilities System | 0.0 | $411k | 12k | 35.13 | |
| Seacor Holdings | 0.0 | $380k | 3.8k | 100.00 | |
| BlackRock (BLK) | 0.0 | $298k | 1.6k | 191.64 | |
| Broadridge Financial Solutions (BR) | 0.0 | $1.3M | 52k | 24.06 | |
| Genworth Financial (GNW) | 0.0 | $167k | 16k | 10.31 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.0 | $210k | 13k | 16.54 | |
| State Street Corporation (STT) | 0.0 | $744k | 17k | 45.09 | |
| Reinsurance Group of America (RGA) | 0.0 | $1.2M | 20k | 60.85 | |
| Fidelity National Information Services (FIS) | 0.0 | $268k | 8.7k | 30.80 | |
| Principal Financial (PFG) | 0.0 | $499k | 16k | 30.43 | |
| Lincoln National Corporation (LNC) | 0.0 | $872k | 31k | 28.50 | |
| DST Systems | 0.0 | $238k | 4.5k | 52.89 | |
| Legg Mason | 0.0 | $819k | 25k | 32.76 | |
| CapitalSource | 0.0 | $657k | 102k | 6.45 | |
| Moody's Corporation (MCO) | 0.0 | $219k | 5.7k | 38.42 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.0 | $358k | 3.9k | 92.99 | |
| Crown Castle International | 0.0 | $326k | 8.0k | 40.84 | |
| Devon Energy Corporation (DVN) | 0.0 | $946k | 12k | 78.83 | |
| IAC/InterActive | 0.0 | $286k | 7.5k | 38.13 | |
| Monsanto Company | 0.0 | $950k | 13k | 72.52 | |
| Home Depot (HD) | 0.0 | $675k | 19k | 36.23 | |
| Tractor Supply Company (TSCO) | 0.0 | $395k | 5.9k | 66.95 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $1.4M | 45k | 30.16 | |
| Hospira | 0.0 | $482k | 8.5k | 56.71 | |
| Bunge | 0.0 | $1.2M | 17k | 68.93 | |
| Dominion Resources (D) | 0.0 | $1.2M | 25k | 48.29 | |
| Career Education | 0.0 | $220k | 10k | 21.15 | |
| Brown & Brown (BRO) | 0.0 | $1.2M | 47k | 25.67 | |
| Digital Realty Trust (DLR) | 0.0 | $204k | 3.3k | 61.82 | |
| Franklin Resources (BEN) | 0.0 | $249k | 1.9k | 131.05 | |
| Hawaiian Electric Industries (HE) | 0.0 | $301k | 13k | 24.08 | |
| Host Hotels & Resorts (HST) | 0.0 | $516k | 30k | 16.95 | |
| Hubbell Incorporated | 0.0 | $234k | 3.6k | 65.00 | |
| Mercury General Corporation (MCY) | 0.0 | $336k | 8.5k | 39.53 | |
| Polaris Industries (PII) | 0.0 | $367k | 3.3k | 111.21 | |
| Ryder System (R) | 0.0 | $279k | 4.9k | 56.94 | |
| Sonoco Products Company (SON) | 0.0 | $210k | 5.9k | 35.59 | |
| Trimble Navigation (TRMB) | 0.0 | $206k | 5.2k | 39.62 | |
| W.W. Grainger (GWW) | 0.0 | $1.4M | 9.3k | 153.66 | |
| Dun & Bradstreet Corporation | 0.0 | $1.2M | 16k | 75.56 | |
| AFLAC Incorporated (AFL) | 0.0 | $210k | 4.5k | 46.67 | |
| Avery Dennison Corporation (AVY) | 0.0 | $216k | 5.6k | 38.57 | |
| Harris Corporation | 0.0 | $572k | 13k | 45.04 | |
| Intel Corporation (INTC) | 0.0 | $236k | 11k | 22.21 | |
| KBR (KBR) | 0.0 | $878k | 23k | 37.68 | |
| CACI International (CACI) | 0.0 | $296k | 4.7k | 62.98 | |
| Morgan Stanley (MS) | 0.0 | $1.0M | 45k | 23.02 | |
| Timken Company (TKR) | 0.0 | $267k | 5.3k | 50.38 | |
| Newell Rubbermaid (NWL) | 0.0 | $776k | 49k | 15.77 | |
| Progress Energy | 0.0 | $509k | 11k | 48.02 | |
| Steris Corporation | 0.0 | $217k | 6.2k | 35.00 | |
| Arbitron | 0.0 | $417k | 10k | 41.29 | |
| Autoliv (ALV) | 0.0 | $651k | 8.3k | 78.43 | |
| Cooper Companies | 0.0 | $396k | 5.0k | 79.20 | |
| Rent-A-Center (UPBD) | 0.0 | $1.0M | 33k | 30.55 | |
| Everest Re Group (EG) | 0.0 | $1.2M | 14k | 81.75 | |
| Foot Locker (FL) | 0.0 | $905k | 38k | 23.75 | |
| Tidewater | 0.0 | $796k | 15k | 53.78 | |
| Vishay Intertechnology (VSH) | 0.0 | $174k | 12k | 15.00 | |
| Tellabs | 0.0 | $230k | 50k | 4.62 | |
| BJ's Wholesale Club | 0.0 | $317k | 6.3k | 50.32 | |
| Unum (UNM) | 0.0 | $1.3M | 50k | 25.49 | |
| Polo Ralph Lauren Corporation | 0.0 | $350k | 2.6k | 132.58 | |
| Tyson Foods (TSN) | 0.0 | $1.1M | 54k | 19.41 | |
| Unitrin | 0.0 | $596k | 20k | 29.65 | |
| DeVry | 0.0 | $213k | 3.6k | 59.17 | |
| Cabela's Incorporated | 0.0 | $255k | 9.4k | 27.13 | |
| Omnicare | 0.0 | $303k | 9.5k | 31.89 | |
| WellCare Health Plans | 0.0 | $272k | 5.3k | 51.32 | |
| Helmerich & Payne (HP) | 0.0 | $774k | 12k | 66.15 | |
| RadioShack Corporation | 0.0 | $379k | 29k | 13.30 | |
| Health Care REIT | 0.0 | $325k | 6.2k | 52.42 | |
| Red Hat | 0.0 | $239k | 5.2k | 45.96 | |
| Compuware Corporation | 0.0 | $379k | 39k | 9.77 | |
| Energizer Holdings | 0.0 | $630k | 8.7k | 72.41 | |
| Partner Re | 0.0 | $1.1M | 15k | 68.83 | |
| AGCO Corporation (AGCO) | 0.0 | $528k | 11k | 49.35 | |
| Avnet (AVT) | 0.0 | $223k | 7.0k | 31.86 | |
| Convergys Corporation | 0.0 | $250k | 18k | 13.66 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $480k | 5.9k | 80.94 | |
| Aol | 0.0 | $387k | 20k | 19.85 | |
| Cenovus Energy (CVE) | 0.0 | $1.4M | 36k | 39.03 | |
| Directv | 0.0 | $876k | 17k | 50.82 | |
| DISH Network | 0.0 | $800k | 26k | 30.65 | |
| Fluor Corporation (FLR) | 0.0 | $666k | 10k | 64.66 | |
| Liberty Global | 0.0 | $874k | 19k | 45.05 | |
| NCR Corporation (VYX) | 0.0 | $1.0M | 54k | 18.89 | |
| Nextera Energy (NEE) | 0.0 | $1.3M | 23k | 57.45 | |
| John Wiley & Sons (WLY) | 0.0 | $208k | 4.0k | 52.00 | |
| Wisconsin Energy Corporation | 0.0 | $439k | 14k | 31.36 | |
| American Electric Power Company (AEP) | 0.0 | $471k | 13k | 37.68 | |
| White Mountains Insurance Gp (WTM) | 0.0 | $382k | 910.00 | 419.78 | |
| Shinhan Financial (SHG) | 0.0 | $1.0M | 11k | 95.97 | |
| KB Financial (KB) | 0.0 | $944k | 20k | 47.82 | |
| Staples | 0.0 | $1.2M | 75k | 15.80 | |
| Windstream Corporation | 0.0 | $193k | 15k | 12.95 | |
| Mbia (MBI) | 0.0 | $185k | 21k | 8.69 | |
| Dillard's (DDS) | 0.0 | $297k | 5.7k | 52.11 | |
| EMC Corporation | 0.0 | $303k | 11k | 27.51 | |
| Lexmark International | 0.0 | $1.2M | 43k | 29.27 | |
| Forest City Enterprises | 0.0 | $274k | 15k | 18.64 | |
| Pre-Paid Legal Services | 0.0 | $219k | 3.3k | 66.36 | |
| Washington Post Company | 0.0 | $634k | 1.5k | 418.76 | |
| Manpower (MAN) | 0.0 | $231k | 4.3k | 53.72 | |
| SL Green Realty | 0.0 | $375k | 4.5k | 82.91 | |
| Abercrombie & Fitch (ANF) | 0.0 | $509k | 7.6k | 66.97 | |
| Deluxe Corporation (DLX) | 0.0 | $259k | 11k | 24.67 | |
| ITT Educational Services (ESINQ) | 0.0 | $826k | 11k | 78.22 | |
| W.R. Berkley Corporation (WRB) | 0.0 | $655k | 20k | 32.43 | |
| Enstar Group (ESGR) | 0.0 | $274k | 2.6k | 104.58 | |
| Penn National Gaming (PENN) | 0.0 | $210k | 5.2k | 40.38 | |
| Hilltop Holdings (HTH) | 0.0 | $137k | 16k | 8.84 | |
| WESCO International (WCC) | 0.0 | $319k | 5.9k | 54.07 | |
| ProAssurance Corporation (PRA) | 0.0 | $665k | 9.5k | 70.00 | |
| Strayer Education | 0.0 | $236k | 1.9k | 126.20 | |
| Telephone & Data Systems | 0.0 | $618k | 20k | 31.06 | |
| WABCO Holdings | 0.0 | $421k | 6.1k | 69.02 | |
| Dean Foods Company | 0.0 | $799k | 65k | 12.27 | |
| Audiovox Corporation | 0.0 | $181k | 24k | 7.57 | |
| Syneron Medical Ltd ord | 0.0 | $247k | 20k | 12.11 | |
| Theravance | 0.0 | $557k | 25k | 22.19 | |
| ViaSat (VSAT) | 0.0 | $597k | 14k | 43.26 | |
| PDL BioPharma | 0.0 | $194k | 33k | 5.88 | |
| Linn Energy | 0.0 | $328k | 8.4k | 39.05 | |
| Old Republic International Corporation (ORI) | 0.0 | $613k | 52k | 11.75 | |
| Patterson-UTI Energy (PTEN) | 0.0 | $847k | 27k | 31.60 | |
| Public Service Enterprise (PEG) | 0.0 | $506k | 16k | 32.65 | |
| Axis Capital Holdings (AXS) | 0.0 | $1.3M | 41k | 30.97 | |
| Chesapeake Energy Corporation | 0.0 | $698k | 24k | 29.70 | |
| Credit Acceptance (CACC) | 0.0 | $321k | 3.8k | 84.47 | |
| First Solar (FSLR) | 0.0 | $210k | 1.6k | 132.08 | |
| Paccar (PCAR) | 0.0 | $777k | 15k | 51.12 | |
| Pioneer Natural Resources (PXD) | 0.0 | $550k | 6.1k | 89.58 | |
| Roper Industries (ROP) | 0.0 | $217k | 2.6k | 83.46 | |
| TCF Financial Corporation | 0.0 | $654k | 47k | 13.80 | |
| Verisk Analytics (VRSK) | 0.0 | $263k | 7.6k | 34.61 | |
| Kaiser Aluminum (KALU) | 0.0 | $229k | 4.2k | 54.52 | |
| Penske Automotive (PAG) | 0.0 | $357k | 16k | 22.74 | |
| World Acceptance (WRLD) | 0.0 | $315k | 4.8k | 65.62 | |
| Constellation Brands (STZ) | 0.0 | $217k | 10k | 20.87 | |
| HCC Insurance Holdings | 0.0 | $1.0M | 32k | 31.51 | |
| NVR (NVR) | 0.0 | $247k | 341.00 | 724.34 | |
| CNA Financial Corporation (CNA) | 0.0 | $221k | 7.6k | 29.08 | |
| Farmer Brothers (FARM) | 0.0 | $250k | 25k | 10.12 | |
| Natuzzi, S.p.A | 0.0 | $445k | 126k | 3.52 | |
| Choice Hotels International (CHH) | 0.0 | $634k | 19k | 33.37 | |
| Hertz Global Holdings | 0.0 | $181k | 11k | 15.88 | |
| Corn Products International | 0.0 | $392k | 7.1k | 55.21 | |
| Take-Two Interactive Software (TTWO) | 0.0 | $179k | 12k | 15.30 | |
| Tesoro Corporation | 0.0 | $252k | 11k | 22.91 | |
| Aspen Insurance Holdings | 0.0 | $919k | 36k | 25.74 | |
| Atmel Corporation | 0.0 | $605k | 43k | 14.07 | |
| Employers Holdings (EIG) | 0.0 | $178k | 11k | 16.79 | |
| NetEase (NTES) | 0.0 | $243k | 5.4k | 45.00 | |
| Endurance Specialty Hldgs Lt | 0.0 | $843k | 20k | 41.32 | |
| Hypercom Corporation (HYC) | 0.0 | $786k | 80k | 9.82 | |
| Plains Exploration & Production Company | 0.0 | $229k | 6.0k | 38.17 | |
| Quanta Services (PWR) | 0.0 | $259k | 13k | 20.23 | |
| SeaChange International | 0.0 | $236k | 22k | 10.78 | |
| Brinker International (EAT) | 0.0 | $320k | 13k | 24.43 | |
| Darling International (DAR) | 0.0 | $216k | 12k | 17.70 | |
| ON Semiconductor (ON) | 0.0 | $192k | 18k | 10.49 | |
| TriQuint Semiconductor | 0.0 | $162k | 16k | 10.19 | |
| Green Mountain Coffee Roasters | 0.0 | $286k | 3.2k | 89.38 | |
| salesforce (CRM) | 0.0 | $907k | 6.1k | 148.93 | |
| Entergy Corporation (ETR) | 0.0 | $464k | 6.8k | 68.24 | |
| Illumina (ILMN) | 0.0 | $473k | 6.3k | 75.09 | |
| Under Armour (UAA) | 0.0 | $340k | 4.4k | 77.27 | |
| American Capital | 0.0 | $308k | 31k | 9.94 | |
| AMERIGROUP Corporation | 0.0 | $1.3M | 19k | 70.48 | |
| Amtrust Financial Services | 0.0 | $205k | 9.0k | 22.78 | |
| Celanese Corporation (CE) | 0.0 | $208k | 3.9k | 53.33 | |
| EarthLink | 0.0 | $232k | 30k | 7.71 | |
| Fairchild Semiconductor International | 0.0 | $177k | 11k | 16.70 | |
| Health Net | 0.0 | $1.0M | 32k | 32.10 | |
| HealthSpring | 0.0 | $747k | 16k | 46.11 | |
| Petrobras Energia Participaciones SA | 0.0 | $216k | 11k | 19.37 | |
| RPC (RES) | 0.0 | $315k | 13k | 24.51 | |
| Symmetri | 0.0 | $184k | 32k | 5.84 | |
| Syntel | 0.0 | $497k | 8.4k | 59.17 | |
| W&T Offshore (WTI) | 0.0 | $206k | 7.9k | 26.08 | |
| Cash America International | 0.0 | $266k | 4.6k | 57.83 | |
| Cypress Semiconductor Corporation | 0.0 | $226k | 11k | 21.12 | |
| Ez (EZPW) | 0.0 | $349k | 9.8k | 35.61 | |
| Huntsman Corporation (HUN) | 0.0 | $290k | 15k | 18.83 | |
| International Bancshares Corporation (IBOC) | 0.0 | $184k | 11k | 16.73 | |
| Presidential Life | 0.0 | $181k | 17k | 10.46 | |
| Synta Pharmaceuticals | 0.0 | $176k | 35k | 5.03 | |
| Western Refining | 0.0 | $258k | 14k | 18.04 | |
| Ariba | 0.0 | $262k | 7.6k | 34.47 | |
| Atwood Oceanics | 0.0 | $265k | 6.0k | 44.17 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $223k | 3.4k | 65.59 | |
| Columbia Sportswear Company (COLM) | 0.0 | $482k | 7.6k | 63.42 | |
| CVR Energy (CVI) | 0.0 | $224k | 9.1k | 24.62 | |
| Developers Diversified Realty | 0.0 | $158k | 11k | 14.11 | |
| Dril-Quip (DRQ) | 0.0 | $217k | 3.2k | 67.81 | |
| DTE Energy Company (DTE) | 0.0 | $920k | 18k | 50.00 | |
| Essex Property Trust (ESS) | 0.0 | $965k | 7.1k | 135.34 | |
| Group Cgi Cad Cl A | 0.0 | $271k | 11k | 25.57 | |
| GameStop (GME) | 0.0 | $1.3M | 50k | 26.67 | |
| Group 1 Automotive (GPI) | 0.0 | $202k | 4.9k | 41.22 | |
| John Bean Technologies Corporation (JBT) | 0.0 | $203k | 11k | 19.33 | |
| j2 Global Communications | 0.0 | $200k | 7.1k | 28.17 | |
| Kronos Worldwide (KRO) | 0.0 | $289k | 9.2k | 31.41 | |
| Southwest Airlines (LUV) | 0.0 | $571k | 50k | 11.42 | |
| Middleby Corporation (MIDD) | 0.0 | $320k | 3.4k | 94.12 | |
| MicroStrategy Incorporated (MSTR) | 0.0 | $277k | 1.7k | 162.94 | |
| Nordson Corporation (NDSN) | 0.0 | $203k | 3.7k | 54.86 | |
| Oceaneering International (OII) | 0.0 | $883k | 22k | 40.50 | |
| Oil States International (OIS) | 0.0 | $1.1M | 13k | 79.92 | |
| Polypore International | 0.0 | $285k | 4.2k | 67.86 | |
| Rowan Companies | 0.0 | $792k | 20k | 38.82 | |
| Rovi Corporation | 0.0 | $201k | 3.5k | 57.43 | |
| Steven Madden (SHOO) | 0.0 | $264k | 7.1k | 37.45 | |
| Banco Santander (SAN) | 0.0 | $1.4M | 120k | 11.51 | |
| Questar Corporation | 0.0 | $328k | 19k | 17.73 | |
| Savvis | 0.0 | $237k | 6.0k | 39.50 | |
| UGI Corporation (UGI) | 0.0 | $418k | 13k | 31.91 | |
| ViroPharma Incorporated | 0.0 | $235k | 13k | 18.50 | |
| Alexion Pharmaceuticals | 0.0 | $640k | 14k | 47.06 | |
| Advanced Semiconductor Engineering | 0.0 | $162k | 29k | 5.63 | |
| China Telecom Corporation | 0.0 | $1.3M | 20k | 65.45 | |
| Centene Corporation (CNC) | 0.0 | $306k | 8.6k | 35.58 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $296k | 3.4k | 88.10 | |
| Denbury Resources | 0.0 | $390k | 20k | 20.00 | |
| Energen Corporation | 0.0 | $593k | 11k | 56.48 | |
| Holly Corporation | 0.0 | $319k | 4.6k | 69.35 | |
| World Fuel Services Corporation (WKC) | 0.0 | $230k | 6.4k | 35.94 | |
| Jos. A. Bank Clothiers | 0.0 | $233k | 4.7k | 50.11 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $227k | 5.6k | 40.54 | |
| Patni Computer Systems | 0.0 | $698k | 48k | 14.60 | |
| Robbins & Myers | 0.0 | $238k | 4.5k | 52.89 | |
| RSC Holdings | 0.0 | $286k | 24k | 11.97 | |
| Riverbed Technology | 0.0 | $301k | 7.6k | 39.61 | |
| Skyworks Solutions (SWKS) | 0.0 | $280k | 12k | 22.95 | |
| United Microelectronics (UMC) | 0.0 | $830k | 324k | 2.56 | |
| Wendy's Arby's | 0.0 | $1.3M | 250k | 5.07 | |
| Aqua America | 0.0 | $251k | 11k | 22.02 | |
| Associated Banc- (ASB) | 0.0 | $478k | 34k | 13.90 | |
| Bk Nova Cad (BNS) | 0.0 | $1.4M | 22k | 62.36 | |
| Clear Channel Outdoor Holdings | 0.0 | $189k | 15k | 12.68 | |
| F5 Networks (FFIV) | 0.0 | $1.0M | 9.1k | 110.28 | |
| Winthrop Realty Trust | 0.0 | $177k | 15k | 11.96 | |
| McDermott International | 0.0 | $523k | 26k | 19.81 | |
| Nationwide Health Properties | 0.0 | $232k | 5.6k | 41.43 | |
| Owens & Minor (OMI) | 0.0 | $283k | 8.2k | 34.51 | |
| Quality Systems | 0.0 | $524k | 6.0k | 87.33 | |
| RBC Bearings Incorporated (RBC) | 0.0 | $208k | 5.5k | 37.82 | |
| Seaboard Corporation (SEB) | 0.0 | $254k | 105.00 | 2419.05 | |
| StanCorp Financial | 0.0 | $1.1M | 27k | 42.19 | |
| SYNNEX Corporation (SNX) | 0.0 | $203k | 6.4k | 31.72 | |
| Tejon Ranch Company (TRC) | 0.0 | $293k | 8.6k | 34.07 | |
| VMware | 0.0 | $1.1M | 11k | 100.19 | |
| Ametek (AME) | 0.0 | $263k | 5.9k | 44.96 | |
| Anixter International | 0.0 | $294k | 4.5k | 65.33 | |
| Enersis | 0.0 | $223k | 9.6k | 23.13 | |
| Gen | 0.0 | $237k | 37k | 6.42 | |
| Protective Life | 0.0 | $1.0M | 43k | 23.13 | |
| Palomar Medical Technologies | 0.0 | $153k | 14k | 11.25 | |
| Tata Communications (TCL) | 0.0 | $1.4M | 164k | 8.77 | |
| Triumph (TGI) | 0.0 | $209k | 2.1k | 99.52 | |
| Erie Indemnity Company (ERIE) | 0.0 | $277k | 3.9k | 70.79 | |
| Marlin Business Services | 0.0 | $197k | 16k | 12.63 | |
| Ruth's Hospitality | 0.0 | $185k | 33k | 5.62 | |
| Superior Energy Services | 0.0 | $390k | 11k | 37.14 | |
| Alexandria Real Estate Equities (ARE) | 0.0 | $245k | 3.2k | 77.29 | |
| Federal Realty Inv. Trust | 0.0 | $596k | 7.0k | 85.14 | |
| Einstein Noah Restaurant | 0.0 | $251k | 17k | 14.94 | |
| Furiex Pharmaceuticals | 0.0 | $199k | 11k | 17.77 | |
| Miller Industries (MLR) | 0.0 | $252k | 14k | 18.67 | |
| Richardson Electronics (RELL) | 0.0 | $192k | 14k | 13.62 | |
| Unit Corporation | 0.0 | $640k | 11k | 60.95 | |
| Cloud Peak Energy | 0.0 | $204k | 9.6k | 21.25 | |
| Macerich Company (MAC) | 0.0 | $396k | 7.4k | 53.54 | |
| Boston Properties (BXP) | 0.0 | $1.4M | 13k | 106.14 | |
| Symetra Finl Corp | 0.0 | $232k | 17k | 13.41 | |
| Acme Packet | 0.0 | $210k | 3.0k | 70.00 | |
| CNO Financial (CNO) | 0.0 | $251k | 32k | 7.92 | |
| MetroPCS Communications | 0.0 | $332k | 19k | 17.20 | |
| Rackspace Hosting | 0.0 | $205k | 4.8k | 42.71 | |
| BRF Brasil Foods SA (BRFS) | 0.0 | $771k | 45k | 17.33 | |
| Jpmorgan Chase & Co. w exp 10/201 | 0.0 | $1.3M | 100k | 13.47 | |
| Garmin (GRMN) | 0.0 | $836k | 25k | 33.04 | |
| AVEO Pharmaceuticals | 0.0 | $286k | 14k | 20.58 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref s | 0.0 | $1.2M | 72k | 17.31 | |
| ROYAL BK SCOTLAND Group Plc adr pref shs q | 0.0 | $1.2M | 70k | 17.44 | |
| Gyrodyne Company of America | 0.0 | $1.1M | 16k | 67.98 | |
| GulfMark Offshore | 0.0 | $287k | 6.5k | 44.15 | |
| OpenTable | 0.0 | $224k | 2.7k | 82.96 | |
| Xl Group | 0.0 | $1.1M | 49k | 21.97 | |
| Cobalt Intl Energy | 0.0 | $188k | 14k | 13.62 | |
| U.S. Energy | 0.0 | $472k | 111k | 4.27 | |
| CommonWealth REIT | 0.0 | $290k | 11k | 25.84 | |
| Oritani Financial | 0.0 | $229k | 18k | 12.79 | |
| Fox Chase Ban | 0.0 | $257k | 19k | 13.53 | |
| Fortinet (FTNT) | 0.0 | $303k | 11k | 27.30 | |
| SPECTRUM BRANDS Hldgs | 0.0 | $218k | 6.8k | 32.06 | |
| Capitol Federal Financial (CFFN) | 0.0 | $188k | 16k | 11.75 | |
| Destination Maternity Corporation | 0.0 | $260k | 13k | 20.00 | |
| OmniAmerican Ban | 0.0 | $237k | 16k | 15.00 | |
| One Liberty Properties (OLP) | 0.0 | $170k | 11k | 15.45 | |
| Safeguard Scientifics | 0.0 | $285k | 15k | 18.87 | |
| Apco Oil And Gas Internat | 0.0 | $217k | 2.5k | 86.80 | |
| Embotelladora Andina SA (AKO.B) | 0.0 | $216k | 7.5k | 28.92 | |
| Provident Energy | 0.0 | $382k | 41k | 9.25 | |
| Wts Talbots | 0.0 | $24k | 200k | 0.12 | |
| Morgan Stanley Emerging Markets Debt (MSD) | 0.0 | $849k | 80k | 10.63 | |
| American Intl Group | 0.0 | $815k | 80k | 10.20 | |
| Huntington Ingalls Inds (HII) | 0.0 | $226k | 6.5k | 34.51 | |
| Meritor | 0.0 | $199k | 12k | 16.05 | |
| Magnachip Semiconductor Corp (MX) | 0.0 | $1.4M | 125k | 11.52 | |
| Sanofi Aventis Wi Conval Rt | 0.0 | $682k | 283k | 2.41 | |
| Prologis (PLD) | 0.0 | $1.4M | 39k | 35.83 | |
| West Coast Banc Or | 0.0 | $183k | 11k | 16.79 |
