DuPont Capital Management Corporation

Dupont Capital Management as of Sept. 30, 2013

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 592 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
E.I. du Pont de Nemours & Company 10.7 $584M 10M 58.56
iShares MSCI Emerging Markets Indx (EEM) 4.1 $225M 5.5M 40.77
Ternium (TX) 3.7 $202M 8.4M 24.02
Pos (PKX) 3.1 $172M 2.3M 73.64
Exxon Mobil Corporation (XOM) 2.0 $110M 1.3M 86.04
Bancolombia (CIB) 1.8 $97M 1.7M 57.54
Infosys Technologies (INFY) 1.8 $96M 2.0M 48.11
Pfizer (PFE) 1.6 $88M 3.1M 28.71
Apple (AAPL) 1.5 $83M 174k 476.75
iShares MSCI EAFE Index Fund (EFA) 1.5 $81M 1.3M 63.79
Microsoft Corporation (MSFT) 1.4 $79M 2.4M 33.31
Merck & Co (MRK) 1.4 $78M 1.6M 47.61
Oracle Corporation (ORCL) 1.4 $78M 2.4M 33.17
AngloGold Ashanti 1.4 $76M 5.7M 13.28
Schlumberger (SLB) 1.1 $57M 649k 88.36
Procter & Gamble Company (PG) 1.0 $56M 737k 75.59
America Movil Sab De Cv spon adr l 0.9 $50M 2.5M 19.81
JPMorgan Chase & Co. (JPM) 0.9 $50M 972k 51.69
Citigroup (C) 0.8 $41M 854k 48.51
Coca-Cola Company (KO) 0.7 $40M 1.1M 37.88
Wells Fargo & Company (WFC) 0.7 $39M 937k 41.32
Delta Air Lines (DAL) 0.7 $35M 1.5M 23.59
Celgene Corporation 0.6 $34M 219k 153.93
McDonald's Corporation (MCD) 0.6 $33M 346k 96.21
Occidental Petroleum Corporation (OXY) 0.6 $34M 359k 93.54
Copa Holdings Sa-class A (CPA) 0.6 $34M 242k 138.67
Philip Morris International (PM) 0.6 $30M 347k 86.59
Cisco Systems (CSCO) 0.5 $29M 1.2M 23.42
Medtronic 0.5 $29M 547k 53.25
Express Scripts Holding 0.5 $29M 468k 61.78
General Electric Company 0.5 $28M 1.2M 23.89
U.S. Bancorp (USB) 0.5 $28M 764k 36.58
National-Oilwell Var 0.5 $28M 356k 78.11
Raytheon Company 0.5 $28M 363k 77.07
Target Corporation (TGT) 0.5 $28M 435k 63.98
Coach 0.5 $28M 506k 54.53
Humana (HUM) 0.5 $28M 294k 93.33
Baker Hughes Incorporated 0.5 $27M 547k 49.10
Kraft Foods 0.5 $27M 509k 52.44
Walt Disney Company (DIS) 0.5 $26M 405k 64.49
Cenovus Energy (CVE) 0.5 $27M 887k 29.85
Newell Rubbermaid (NWL) 0.5 $26M 927k 27.50
Spdr S&p 500 Etf (SPY) 0.5 $25M 151k 168.10
Bank of America Corporation (BAC) 0.5 $25M 1.8M 13.80
Johnson & Johnson (JNJ) 0.5 $25M 284k 86.69
American International (AIG) 0.5 $25M 506k 48.63
Macy's (M) 0.4 $24M 560k 43.27
Capital One Financial (COF) 0.4 $23M 340k 68.74
General Dynamics Corporation (GD) 0.4 $24M 271k 87.52
Kennametal (KMT) 0.4 $23M 497k 45.60
Pepsi (PEP) 0.4 $22M 275k 79.50
Via 0.4 $21M 252k 83.58
MetLife (MET) 0.4 $21M 454k 46.95
NRG Energy (NRG) 0.4 $21M 768k 27.33
Gannett 0.4 $21M 783k 26.79
Expedia (EXPE) 0.4 $21M 403k 51.79
Apache Corporation 0.4 $20M 237k 85.14
Compania Cervecerias Unidas (CCU) 0.4 $20M 766k 26.61
Bank of New York Mellon Corporation (BK) 0.3 $19M 628k 30.19
AFLAC Incorporated (AFL) 0.3 $19M 307k 61.99
Western Digital (WDC) 0.3 $19M 304k 63.40
Hewlett-Packard Company 0.3 $19M 922k 20.98
Textron (TXT) 0.3 $19M 694k 27.61
Ball Corporation (BALL) 0.3 $19M 429k 44.88
Emerson Electric (EMR) 0.3 $18M 277k 64.70
Mosaic (MOS) 0.3 $18M 412k 43.02
PNC Financial Services (PNC) 0.3 $17M 234k 72.45
CBS Corporation 0.3 $17M 306k 55.16
Time Warner Cable 0.3 $16M 145k 111.60
Wal-Mart Stores (WMT) 0.3 $16M 221k 73.96
Huntington Ingalls Inds (HII) 0.3 $16M 242k 67.40
CF Industries Holdings (CF) 0.3 $16M 75k 210.83
Teck Resources Ltd cl b (TECK) 0.3 $16M 589k 26.84
Google 0.3 $15M 17k 875.89
Community Health Systems (CYH) 0.3 $16M 374k 41.50
Annaly Capital Management 0.3 $15M 1.3M 11.58
Navistar International Corporation 0.3 $15M 408k 36.48
Chevron Corporation (CVX) 0.3 $14M 116k 121.50
Ultra Petroleum 0.3 $14M 690k 20.57
Tellabs 0.3 $14M 6.2M 2.27
Clorox Company (CLX) 0.3 $14M 176k 81.72
Allergan 0.2 $13M 148k 90.45
Freeport-McMoRan Copper & Gold (FCX) 0.2 $14M 419k 33.08
Avon Products 0.2 $13M 643k 20.60
Becton, Dickinson and (BDX) 0.2 $13M 130k 100.02
Avnet (AVT) 0.2 $13M 320k 41.71
Public Service Enterprise (PEG) 0.2 $13M 405k 32.93
St. Jude Medical 0.2 $13M 244k 53.64
Jones Lang LaSalle Incorporated (JLL) 0.2 $13M 145k 87.30
Oshkosh Corporation (OSK) 0.2 $13M 259k 48.98
International Paper Company (IP) 0.2 $12M 271k 44.80
Level 3 Communications 0.2 $12M 446k 26.69
Joy Global 0.2 $11M 224k 51.04
Norfolk Southern (NSC) 0.2 $12M 149k 77.35
Tyson Foods (TSN) 0.2 $11M 401k 28.28
IAC/InterActive 0.2 $11M 202k 54.67
HSN 0.2 $11M 200k 53.62
Northrop Grumman Corporation (NOC) 0.2 $11M 116k 95.26
CVS Caremark Corporation (CVS) 0.2 $11M 193k 56.75
Ca 0.2 $11M 365k 29.67
Wyndham Worldwide Corporation 0.2 $11M 180k 60.97
EnerSys (ENS) 0.2 $11M 177k 60.63
UGI Corporation (UGI) 0.2 $11M 273k 39.13
United Therapeutics Corporation (UTHR) 0.2 $11M 141k 78.85
Delphi Automotive 0.2 $11M 184k 58.42
Mentor Graphics Corporation 0.2 $10M 444k 23.37
AES Corporation (AES) 0.2 $10M 756k 13.29
International Business Machines (IBM) 0.2 $9.9M 53k 185.18
WellPoint 0.2 $9.8M 117k 83.61
Industrial SPDR (XLI) 0.2 $9.9M 214k 46.37
URS Corporation 0.2 $9.8M 182k 53.75
Tiffany & Co. 0.2 $9.2M 120k 76.62
Energizer Holdings 0.2 $9.3M 102k 91.15
AGCO Corporation (AGCO) 0.2 $9.1M 151k 60.42
Reliance Steel & Aluminum (RS) 0.2 $9.4M 129k 73.27
Iconix Brand 0.2 $9.3M 279k 33.22
Dana Holding Corporation (DAN) 0.2 $9.4M 410k 22.84
Directv 0.2 $9.2M 154k 59.75
Comcast Corporation (CMCSA) 0.2 $8.9M 197k 45.15
Molson Coors Brewing Company (TAP) 0.2 $8.9M 178k 50.13
Verisign (VRSN) 0.2 $8.5M 167k 50.89
Universal Health Services (UHS) 0.2 $9.0M 120k 74.99
Valero Energy Corporation (VLO) 0.2 $8.5M 249k 34.15
Entergy Corporation (ETR) 0.2 $8.8M 139k 63.19
Webster Financial Corporation (WBS) 0.2 $8.6M 335k 25.53
Lam Research Corporation (LRCX) 0.2 $8.6M 167k 51.19
General Motors Company (GM) 0.2 $8.5M 237k 35.97
Intel Corporation (INTC) 0.1 $8.0M 351k 22.92
Foot Locker (FL) 0.1 $8.0M 236k 33.94
Murphy Oil Corporation (MUR) 0.1 $8.1M 134k 60.32
Marriott Vacations Wrldwde Cp (VAC) 0.1 $8.1M 184k 44.00
Outerwall 0.1 $8.3M 165k 49.99
Abbott Laboratories (ABT) 0.1 $7.8M 234k 33.19
Lorillard 0.1 $7.4M 166k 44.78
Valmont Industries (VMI) 0.1 $7.7M 55k 138.91
Extra Space Storage (EXR) 0.1 $7.6M 165k 45.75
AECOM Technology Corporation (ACM) 0.1 $7.4M 238k 31.27
iShares MSCI South Korea Index Fund (EWY) 0.1 $7.6M 123k 61.53
U.s. Concrete Inc Cmn 0.1 $7.5M 373k 20.06
Valassis Communications 0.1 $7.2M 250k 28.88
Kroger (KR) 0.1 $6.8M 170k 40.34
Fifth Third Ban (FITB) 0.1 $7.1M 396k 18.04
Prosperity Bancshares (PB) 0.1 $7.1M 116k 61.84
Alliant Techsystems 0.1 $6.9M 71k 97.55
KLA-Tencor Corporation (KLAC) 0.1 $6.9M 114k 60.85
Skyworks Solutions (SWKS) 0.1 $6.9M 280k 24.84
Prospect Capital Corporation (PSEC) 0.1 $7.2M 640k 11.18
Coca-cola Enterprises 0.1 $6.9M 172k 40.21
Industries N shs - a - (LYB) 0.1 $7.4M 101k 73.23
Cbre Group Inc Cl A (CBRE) 0.1 $7.3M 314k 23.13
Dynegy 0.1 $7.1M 369k 19.32
Assurant (AIZ) 0.1 $6.5M 121k 54.10
At&t (T) 0.1 $6.4M 188k 33.82
Travelers Companies (TRV) 0.1 $6.5M 76k 84.77
Verizon Communications (VZ) 0.1 $6.6M 142k 46.66
Everest Re Group (EG) 0.1 $6.7M 46k 145.41
Synopsys (SNPS) 0.1 $6.4M 170k 37.70
McKesson Corporation (MCK) 0.1 $6.8M 53k 128.30
ConocoPhillips (COP) 0.1 $6.7M 97k 69.51
Dillard's (DDS) 0.1 $6.5M 83k 78.29
Dr Pepper Snapple 0.1 $6.7M 149k 44.82
Avis Budget (CAR) 0.1 $6.4M 223k 28.83
Rock-Tenn Company 0.1 $6.3M 62k 101.27
Questcor Pharmaceuticals 0.1 $6.7M 115k 58.00
Jabil Circuit (JBL) 0.1 $6.3M 292k 21.68
M.D.C. Holdings (MDC) 0.1 $6.8M 227k 30.01
J Global (ZD) 0.1 $6.3M 127k 49.52
Lear Corporation (LEA) 0.1 $5.9M 83k 71.57
Goldman Sachs (GS) 0.1 $6.0M 38k 158.22
Ryland 0.1 $6.1M 152k 40.54
Harris Corporation 0.1 $6.0M 102k 59.30
Endo Pharmaceuticals 0.1 $6.1M 134k 45.44
Omnicare 0.1 $6.0M 109k 55.50
Arrow Electronics (ARW) 0.1 $5.9M 122k 48.53
Alleghany Corporation 0.1 $5.8M 14k 409.66
L-3 Communications Holdings 0.1 $6.1M 64k 94.50
Wabtec Corporation (WAB) 0.1 $6.2M 99k 62.87
WGL Holdings 0.1 $5.9M 139k 42.71
Express 0.1 $6.3M 266k 23.59
USD.01 Mannkind Corp sr unsecured 0.1 $6.0M 5.7M 1.06
FedEx Corporation (FDX) 0.1 $5.6M 49k 114.11
Bristol Myers Squibb (BMY) 0.1 $5.4M 117k 46.28
Cabot Corporation (CBT) 0.1 $5.4M 126k 42.71
Apollo 0.1 $5.3M 257k 20.81
Owens-Illinois 0.1 $5.4M 181k 30.02
Steel Dynamics (STLD) 0.1 $5.2M 313k 16.71
Alaska Air (ALK) 0.1 $5.3M 85k 62.62
Atmos Energy Corporation (ATO) 0.1 $5.2M 123k 42.59
LaSalle Hotel Properties 0.1 $5.6M 196k 28.52
Albemarle Corporation (ALB) 0.1 $5.3M 84k 62.94
Camden Property Trust (CPT) 0.1 $5.4M 87k 61.44
Jazz Pharmaceuticals (JAZZ) 0.1 $5.2M 57k 91.97
Home Depot (HD) 0.1 $4.9M 65k 75.85
Health Care SPDR (XLV) 0.1 $4.9M 97k 50.57
Fidelity National Financial 0.1 $5.1M 192k 26.60
Boston Scientific Corporation (BSX) 0.1 $4.8M 411k 11.74
Dow Chemical Company 0.1 $4.9M 129k 38.40
Waddell & Reed Financial 0.1 $4.8M 93k 51.48
Unum (UNM) 0.1 $4.9M 160k 30.44
Eastman Chemical Company (EMN) 0.1 $5.1M 65k 77.90
Nike (NKE) 0.1 $5.0M 68k 72.64
Ford Motor Company (F) 0.1 $5.0M 297k 16.87
Deluxe Corporation (DLX) 0.1 $5.1M 123k 41.66
Umpqua Holdings Corporation 0.1 $5.2M 319k 16.22
Darling International (DAR) 0.1 $4.9M 233k 21.16
Omega Healthcare Investors (OHI) 0.1 $5.2M 173k 29.87
Trinity Industries (TRN) 0.1 $5.0M 111k 45.35
Ametek (AME) 0.1 $4.8M 105k 46.02
Alexandria Real Estate Equities (ARE) 0.1 $4.9M 77k 63.85
Mednax (MD) 0.1 $4.7M 47k 100.40
Unit Corporation 0.1 $4.8M 102k 46.49
Marathon Petroleum Corp (MPC) 0.1 $4.8M 75k 64.31
Adt 0.1 $4.7M 115k 40.66
Usec Inc note 3.000%10/0 0.1 $4.2M 19M 0.23
Affiliated Managers (AMG) 0.1 $4.2M 23k 182.64
Cracker Barrel Old Country Store (CBRL) 0.1 $4.3M 42k 103.23
Kohl's Corporation (KSS) 0.1 $4.5M 87k 51.75
Union Pacific Corporation (UNP) 0.1 $4.1M 27k 155.33
Allstate Corporation (ALL) 0.1 $4.5M 90k 50.55
John Wiley & Sons (WLY) 0.1 $4.1M 87k 47.69
East West Ban (EWBC) 0.1 $4.6M 143k 31.95
Dover Corporation (DOV) 0.1 $4.6M 51k 89.83
CNA Financial Corporation (CNA) 0.1 $4.3M 112k 38.18
Wynn Resorts (WYNN) 0.1 $4.4M 28k 158.01
Marvell Technology Group 0.1 $4.2M 365k 11.50
Southwest Airlines (LUV) 0.1 $4.6M 316k 14.56
FirstMerit Corporation 0.1 $4.6M 212k 21.71
Validus Holdings 0.1 $4.6M 126k 36.98
Generac Holdings (GNRC) 0.1 $4.2M 98k 42.64
Avago Technologies 0.1 $4.2M 98k 43.12
Mrc Global Inc cmn (MRC) 0.1 $4.4M 165k 26.80
Starz - Liberty Capital 0.1 $4.3M 151k 28.13
Ansys (ANSS) 0.1 $4.0M 46k 86.52
Starwood Property Trust (STWD) 0.1 $4.1M 169k 23.97
Discover Financial Services (DFS) 0.1 $4.0M 79k 50.54
Caterpillar (CAT) 0.1 $3.9M 47k 83.38
Lincoln Electric Holdings (LECO) 0.1 $3.6M 55k 66.62
Safeway 0.1 $4.1M 127k 31.99
AmerisourceBergen (COR) 0.1 $3.7M 61k 61.11
Fresh Del Monte Produce (FDP) 0.1 $4.0M 134k 29.68
Mylan 0.1 $4.0M 106k 38.17
Xerox Corporation 0.1 $3.7M 363k 10.29
Exelon Corporation (EXC) 0.1 $3.7M 127k 29.64
Broadcom Corporation 0.1 $3.6M 137k 26.01
Huntsman Corporation (HUN) 0.1 $3.7M 178k 20.61
InterDigital (IDCC) 0.1 $4.0M 107k 37.33
Post Properties 0.1 $3.6M 79k 45.03
Cimarex Energy 0.1 $3.7M 38k 96.41
Nabors Industries 0.1 $3.8M 239k 16.06
Oasis Petroleum 0.1 $3.8M 78k 49.14
General Mtrs Co *w exp 07/10/201 0.1 $3.8M 143k 26.42
Ensco Plc Shs Class A 0.1 $4.0M 74k 53.75
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.1 $3.0M 12M 0.26
Corning Incorporated (GLW) 0.1 $3.5M 238k 14.59
Advent Software 0.1 $3.4M 107k 31.75
Con-way 0.1 $3.0M 70k 43.09
Kimberly-Clark Corporation (KMB) 0.1 $3.2M 34k 94.22
Best Buy (BBY) 0.1 $3.4M 91k 37.50
Boeing Company (BA) 0.1 $3.4M 29k 117.48
Cadence Design Systems (CDNS) 0.1 $3.3M 241k 13.50
Helmerich & Payne (HP) 0.1 $3.2M 47k 68.95
Gartner (IT) 0.1 $3.0M 51k 60.00
Anadarko Petroleum Corporation 0.1 $3.4M 37k 92.98
priceline.com Incorporated 0.1 $3.4M 3.4k 1010.88
Calpine Corporation 0.1 $3.1M 161k 19.43
Genes (GCO) 0.1 $3.3M 50k 65.59
Wabash National Corporation (WNC) 0.1 $3.1M 269k 11.66
Stone Energy Corporation 0.1 $3.0M 94k 32.43
Cubist Pharmaceuticals 0.1 $3.3M 52k 63.55
World Fuel Services Corporation (WKC) 0.1 $3.5M 93k 37.31
Corrections Corporation of America 0.1 $3.0M 88k 34.55
Triumph (TGI) 0.1 $3.4M 48k 70.22
Teradyne (TER) 0.1 $3.4M 205k 16.52
Towers Watson & Co 0.1 $3.5M 33k 106.97
Pinnacle West Capital Corporation (PNW) 0.1 $3.3M 60k 54.75
Rackspace Hosting 0.1 $3.2M 61k 52.76
Retail Opportunity Investments (ROIC) 0.1 $3.2M 234k 13.82
Verint Systems (VRNT) 0.1 $3.3M 88k 37.05
Pebblebrook Hotel Trust (PEB) 0.1 $3.0M 106k 28.71
Chesapeake Lodging Trust sh ben int 0.1 $3.2M 138k 23.54
Government Properties Income Trust 0.1 $3.2M 135k 23.93
O'reilly Automotive (ORLY) 0.1 $3.3M 26k 127.61
Ss&c Technologies Holding (SSNC) 0.1 $3.0M 80k 38.10
Bpz Resources Inc bond 0.1 $3.2M 3.5M 0.92
Hca Holdings (HCA) 0.1 $3.1M 72k 42.76
Rlj Lodging Trust (RLJ) 0.1 $3.2M 135k 23.49
General Mtrs Co *w exp 07/10/201 0.1 $3.0M 164k 18.60
Chubb Corporation 0.1 $3.0M 34k 89.25
China Mobile 0.1 $2.5M 45k 56.43
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $2.5M 27k 90.54
Western Union Company (WU) 0.1 $2.7M 143k 18.66
Fidelity National Information Services (FIS) 0.1 $2.5M 54k 46.43
Suntrust Banks Inc $1.00 Par Cmn 0.1 $2.7M 84k 32.42
Crocs (CROX) 0.1 $2.6M 188k 13.61
Archer Daniels Midland Company (ADM) 0.1 $2.5M 69k 36.85
Cardinal Health (CAH) 0.1 $2.6M 50k 52.14
Sealed Air (SEE) 0.1 $3.0M 110k 27.19
Avery Dennison Corporation (AVY) 0.1 $2.9M 66k 43.51
Entegris (ENTG) 0.1 $2.5M 249k 10.15
Tetra Tech (TTEK) 0.1 $2.8M 110k 25.89
General Mills (GIS) 0.1 $2.9M 61k 47.93
Nextera Energy (NEE) 0.1 $2.5M 31k 80.16
Vodafone 0.1 $2.9M 83k 35.18
Gap (GPS) 0.1 $2.8M 69k 40.29
Staples 0.1 $2.8M 193k 14.65
Gilead Sciences (GILD) 0.1 $2.5M 40k 62.84
PDL BioPharma 0.1 $2.8M 345k 7.97
PPL Corporation (PPL) 0.1 $2.9M 94k 30.38
J.M. Smucker Company (SJM) 0.1 $2.9M 28k 105.03
Aaron's 0.1 $2.7M 96k 27.70
Edison International (EIX) 0.1 $2.7M 60k 46.07
Herbalife Ltd Com Stk (HLF) 0.1 $3.0M 43k 69.77
GameStop (GME) 0.1 $2.6M 53k 49.65
Informatica Corporation 0.1 $3.0M 77k 38.96
Ocwen Financial Corporation 0.1 $2.5M 45k 55.78
CommVault Systems (CVLT) 0.1 $2.5M 29k 87.84
Simon Property (SPG) 0.1 $2.8M 19k 148.23
Hollyfrontier Corp 0.1 $2.7M 64k 42.11
Exelis 0.1 $2.5M 162k 15.71
Nationstar Mortgage 0.1 $2.7M 49k 56.22
Ingredion Incorporated (INGR) 0.1 $2.5M 38k 66.18
Blucora 0.1 $2.9M 128k 22.98
Epr Properties (EPR) 0.1 $2.7M 54k 48.75
Ptc (PTC) 0.1 $2.5M 88k 28.43
Stewart Information Services Corporation (STC) 0.0 $2.2M 70k 31.98
Time Warner 0.0 $2.4M 37k 65.82
PennyMac Mortgage Investment Trust (PMT) 0.0 $2.0M 90k 22.68
CSX Corporation (CSX) 0.0 $2.3M 91k 25.74
Franklin Resources (BEN) 0.0 $2.4M 47k 50.55
PPG Industries (PPG) 0.0 $2.2M 13k 167.04
Public Storage (PSA) 0.0 $2.0M 12k 160.55
Steris Corporation 0.0 $2.1M 49k 42.96
Pier 1 Imports 0.0 $2.1M 105k 19.52
PAREXEL International Corporation 0.0 $2.4M 47k 50.22
CEC Entertainment 0.0 $2.4M 52k 45.85
CIGNA Corporation 0.0 $2.4M 32k 76.87
Domtar Corp 0.0 $2.3M 29k 79.42
Walgreen Company 0.0 $2.4M 44k 53.80
American Electric Power Company (AEP) 0.0 $2.2M 52k 43.34
Agilent Technologies Inc C ommon (A) 0.0 $2.1M 40k 51.25
Shinhan Financial (SHG) 0.0 $2.2M 55k 40.50
Biogen Idec (BIIB) 0.0 $2.1M 8.9k 240.76
PG&E Corporation (PCG) 0.0 $2.1M 52k 40.92
Southern Company (SO) 0.0 $2.2M 53k 41.19
Lowe's Companies (LOW) 0.0 $2.4M 51k 47.61
ConAgra Foods (CAG) 0.0 $2.4M 81k 30.34
Tesoro Corporation 0.0 $2.4M 55k 43.99
Sanderson Farms 0.0 $1.9M 30k 65.25
Amer (UHAL) 0.0 $1.9M 11k 184.11
Andersons (ANDE) 0.0 $2.0M 29k 69.91
Ez (EZPW) 0.0 $2.4M 141k 16.88
Littelfuse (LFUS) 0.0 $2.2M 28k 78.20
Methode Electronics (MEI) 0.0 $2.0M 70k 28.00
Neenah Paper 0.0 $2.0M 50k 39.30
Columbus McKinnon (CMCO) 0.0 $2.0M 84k 24.04
Cyberonics 0.0 $2.1M 42k 50.75
Delek US Holdings 0.0 $1.9M 92k 21.09
Manhattan Associates (MANH) 0.0 $1.9M 20k 95.44
MarketAxess Holdings (MKTX) 0.0 $2.1M 34k 60.04
Northern Oil & Gas 0.0 $2.3M 157k 14.43
OmniVision Technologies 0.0 $2.3M 153k 15.31
Ormat Technologies (ORA) 0.0 $2.1M 79k 26.77
SYNNEX Corporation (SNX) 0.0 $2.4M 40k 61.45
Acorda Therapeutics 0.0 $2.2M 65k 34.28
Healthsouth 0.0 $2.1M 61k 34.48
Greenbrier Companies (GBX) 0.0 $2.4M 98k 24.73
Apollo Commercial Real Est. Finance (ARI) 0.0 $2.1M 138k 15.27
CoreLogic 0.0 $2.4M 87k 27.05
Kimco Realty Corporation (KIM) 0.0 $2.4M 121k 20.18
iShares MSCI Taiwan Index 0.0 $2.2M 155k 13.92
Terreno Realty Corporation (TRNO) 0.0 $2.0M 110k 17.76
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $2.2M 2.2M 0.98
Walker & Dunlop (WD) 0.0 $2.5M 154k 15.91
iShares MSCI Poland Investable ETF (EPOL) 0.0 $2.3M 81k 28.63
United Fire & Casualty (UFCS) 0.0 $2.0M 66k 30.46
Homestreet (HMST) 0.0 $2.2M 115k 19.30
SELECT INCOME REIT COM SH BEN int 0.0 $2.3M 91k 25.80
Duke Energy (DUK) 0.0 $2.4M 36k 66.78
Actavis 0.0 $2.1M 15k 143.99
E TRADE Financial Corporation 0.0 $1.4M 86k 16.49
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $1.8M 2.0M 0.92
State Street Corporation (STT) 0.0 $1.6M 24k 65.74
Ace Limited Cmn 0.0 $1.4M 15k 93.53
Nasdaq Omx (NDAQ) 0.0 $1.5M 46k 32.09
Berkshire Hathaway (BRK.B) 0.0 $1.7M 15k 113.51
Crown Castle International 0.0 $1.6M 22k 73.05
Dominion Resources (D) 0.0 $1.9M 31k 62.48
Nu Skin Enterprises (NUS) 0.0 $1.7M 18k 95.76
Johnson Controls 0.0 $1.4M 33k 41.50
Avista Corporation (AVA) 0.0 $1.8M 69k 26.39
Comerica Incorporated (CMA) 0.0 $1.7M 42k 39.31
United Stationers 0.0 $1.5M 35k 43.50
Plantronics 0.0 $1.6M 34k 46.05
Aetna 0.0 $1.8M 29k 64.01
Goodyear Tire & Rubber Company (GT) 0.0 $1.6M 71k 22.45
Shoe Carnival (SCVL) 0.0 $1.8M 68k 27.00
BB&T Corporation 0.0 $1.9M 55k 33.76
Liberty Media 0.0 $1.9M 80k 23.47
UnitedHealth (UNH) 0.0 $1.6M 23k 71.60
Dell 0.0 $1.8M 128k 13.77
Abercrombie & Fitch (ANF) 0.0 $1.6M 46k 35.37
ITT Educational Services (ESINQ) 0.0 $1.5M 47k 30.99
Monarch Casino & Resort (MCRI) 0.0 $1.4M 75k 18.98
Montpelier Re Holdings/mrh 0.0 $1.8M 67k 26.05
Sempra Energy (SRE) 0.0 $1.7M 19k 85.58
Fifth Street Finance 0.0 $1.6M 151k 10.29
Louisiana-Pacific Corporation (LPX) 0.0 $1.9M 108k 17.59
Insight Enterprises (NSIT) 0.0 $1.9M 101k 18.92
Kelly Services (KELYA) 0.0 $1.9M 96k 19.47
Kulicke and Soffa Industries (KLIC) 0.0 $1.4M 125k 11.55
Newpark Resources (NR) 0.0 $1.7M 136k 12.66
Seagate Technology Com Stk 0.0 $1.7M 40k 43.73
Select Comfort 0.0 $1.4M 58k 24.35
PennantPark Investment (PNNT) 0.0 $1.4M 127k 11.26
Perficient (PRFT) 0.0 $1.8M 99k 18.36
Celadon (CGIP) 0.0 $1.9M 103k 18.67
Cirrus Logic (CRUS) 0.0 $1.8M 78k 22.68
Emergent BioSolutions (EBS) 0.0 $1.4M 73k 19.04
Hill-Rom Holdings 0.0 $1.6M 46k 35.84
Plexus (PLXS) 0.0 $1.5M 42k 37.21
Rosetta Resources 0.0 $1.9M 34k 54.47
Unilever (UL) 0.0 $1.6M 43k 38.58
Washington Federal (WAFD) 0.0 $1.8M 85k 20.68
Susquehanna Bancshares 0.0 $1.8M 143k 12.55
NetGear (NTGR) 0.0 $1.6M 53k 30.87
Omega Protein Corporation 0.0 $1.4M 137k 10.17
Acacia Research Corporation (ACTG) 0.0 $1.6M 71k 23.06
Anika Therapeutics (ANIK) 0.0 $1.8M 73k 23.95
First Defiance Financial 0.0 $1.4M 62k 23.39
Xl Group 0.0 $1.8M 59k 30.83
Invesco Mortgage Capital 0.0 $1.7M 108k 15.39
PhotoMedex 0.0 $1.6M 102k 15.90
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.8M 2.0M 0.91
Rpx Corp 0.0 $1.6M 89k 17.53
Sagent Pharmaceuticals 0.0 $1.8M 90k 20.40
Avg Technologies 0.0 $1.5M 64k 23.93
Epl Oil & Gas 0.0 $1.6M 42k 37.10
Geospace Technologies (GEOS) 0.0 $1.9M 23k 84.30
Hci (HCI) 0.0 $1.6M 39k 40.84
Fossil (FOSL) 0.0 $1.5M 13k 116.25
Insys Therapeutics 0.0 $1.6M 46k 34.98
Melco Crown Entertainment (MLCO) 0.0 $955k 30k 31.83
Mannkind Corp note 3.750%12/1 0.0 $990k 1.0M 0.99
Pike Electric Corporation 0.0 $842k 74k 11.32
Northeast Utilities System 0.0 $1.0M 25k 41.26
MB Financial 0.0 $1.3M 45k 28.25
MasterCard Incorporated (MA) 0.0 $1.0M 1.5k 673.00
First Citizens BancShares (FCNCA) 0.0 $1.1M 5.6k 205.67
Auxilium Pharmaceuticals 0.0 $835k 46k 18.22
Tree 0.0 $1.1M 42k 26.25
FirstEnergy (FE) 0.0 $1.2M 32k 36.44
LKQ Corporation (LKQ) 0.0 $1.3M 41k 31.85
Valspar Corporation 0.0 $1.0M 16k 63.46
Commercial Metals Company (CMC) 0.0 $839k 50k 16.95
Hanesbrands (HBI) 0.0 $906k 15k 62.33
Nokia Corporation (NOK) 0.0 $1.0M 155k 6.51
Rockwell Collins 0.0 $919k 14k 67.83
Computer Sciences Corporation 0.0 $1.2M 23k 51.73
Fluor Corporation (FLR) 0.0 $958k 14k 70.96
Parker-Hannifin Corporation (PH) 0.0 $1.0M 9.6k 108.72
Starbucks Corporation (SBUX) 0.0 $1.0M 13k 77.00
Hospitality Properties Trust 0.0 $962k 34k 28.30
Sturm, Ruger & Company (RGR) 0.0 $1.3M 20k 62.62
PetroChina Company 0.0 $980k 8.9k 110.00
Chesapeake Energy Corporation 0.0 $898k 35k 25.87
SBA Communications Corporation 0.0 $1.3M 16k 80.44
Green Mountain Coffee Roasters 0.0 $861k 11k 75.29
Mead Johnson Nutrition 0.0 $1.3M 18k 74.25
Kindred Healthcare 0.0 $1.1M 81k 13.43
Triple-S Management 0.0 $991k 54k 18.39
Regal-beloit Corporation (RRX) 0.0 $896k 13k 67.92
Western Refining 0.0 $849k 28k 30.03
Carrizo Oil & Gas 0.0 $887k 24k 37.33
DTE Energy Company (DTE) 0.0 $1.2M 18k 65.99
Greatbatch 0.0 $1.3M 39k 34.02
Lithia Motors (LAD) 0.0 $973k 13k 72.99
Oil States International (OIS) 0.0 $1.2M 11k 103.44
Parker Drilling Company 0.0 $989k 174k 5.70
Wintrust Financial Corporation (WTFC) 0.0 $986k 24k 41.09
Advanced Semiconductor Engineering 0.0 $1.0M 212k 4.78
Cepheid 0.0 $1.0M 27k 39.04
Medivation 0.0 $1.3M 21k 59.95
MGM Resorts International. (MGM) 0.0 $1.2M 60k 20.43
Neurocrine Biosciences (NBIX) 0.0 $972k 86k 11.32
PS Business Parks 0.0 $912k 12k 74.64
Tech Data Corporation 0.0 $967k 19k 49.89
Lydall 0.0 $1.2M 70k 17.17
Smith & Wesson Holding Corporation 0.0 $1.0M 93k 10.98
NN (NNBR) 0.0 $1.2M 78k 15.56
Alnylam Pharmaceuticals (ALNY) 0.0 $1.0M 16k 64.00
Colony Financial 0.0 $865k 43k 19.97
Einstein Noah Restaurant 0.0 $947k 55k 17.32
TESSCO Technologies 0.0 $1.3M 38k 33.70
Pilgrim's Pride Corporation (PPC) 0.0 $1.2M 72k 16.80
Vale 0.0 $1.3M 91k 14.21
American Capital Agency 0.0 $1.2M 53k 22.57
Quality Distribution 0.0 $1.0M 111k 9.24
CAI International 0.0 $1.1M 48k 23.28
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $980k 1.0M 0.98
C&j Energy Services 0.0 $903k 45k 20.09
Voxx International Corporation (VOXX) 0.0 $1.2M 89k 13.70
Bbcn Ban 0.0 $1.2M 87k 13.76
Manning & Napier Inc cl a 0.0 $1.1M 66k 16.69
Roundy's 0.0 $1.2M 144k 8.60
Renewable Energy 0.0 $1.3M 87k 15.15
Abbvie (ABBV) 0.0 $1.1M 25k 44.72
Axiall 0.0 $1.3M 35k 37.79
Diamond Offshore Drilling 0.0 $773k 12k 62.34
Tractor Supply Company (TSCO) 0.0 $628k 9.4k 67.12
Bunge 0.0 $296k 3.9k 75.90
Bed Bath & Beyond 0.0 $743k 9.6k 77.40
Cerner Corporation 0.0 $331k 6.3k 52.54
Microchip Technology (MCHP) 0.0 $400k 9.9k 40.31
NVIDIA Corporation (NVDA) 0.0 $554k 36k 15.55
V.F. Corporation (VFC) 0.0 $683k 3.4k 199.18
Redwood Trust (RWT) 0.0 $742k 38k 19.68
CACI International (CACI) 0.0 $422k 6.1k 69.04
Morgan Stanley (MS) 0.0 $449k 17k 26.93
Las Vegas Sands (LVS) 0.0 $765k 12k 66.39
Manitowoc Company 0.0 $670k 34k 19.57
Sappi (SPPJY) 0.0 $339k 136k 2.49
Alcoa 0.0 $359k 44k 8.12
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $795k 60k 13.35
Marsh & McLennan Companies (MMC) 0.0 $418k 9.6k 43.52
Praxair 0.0 $720k 6.0k 120.18
Symantec Corporation 0.0 $637k 26k 24.74
Linear Technology Corporation 0.0 $566k 14k 39.63
Henry Schein (HSIC) 0.0 $295k 2.8k 103.69
Prudential Financial (PRU) 0.0 $670k 8.6k 77.94
WABCO Holdings 0.0 $759k 9.0k 84.31
Alliance Data Systems Corporation (BFH) 0.0 $681k 3.2k 211.56
Applied Materials (AMAT) 0.0 $483k 28k 17.55
Paccar (PCAR) 0.0 $525k 9.4k 55.70
Sohu 0.0 $371k 4.7k 78.94
Tibco Software 0.0 $372k 15k 25.57
PICO Holdings 0.0 $783k 36k 21.67
Brinker International (EAT) 0.0 $611k 15k 40.50
Silgan Holdings (SLGN) 0.0 $479k 10k 46.96
US Airways 0.0 $789k 42k 18.96
Companhia Paranaense de Energia 0.0 $507k 36k 13.97
Tutor Perini Corporation (TPC) 0.0 $470k 22k 21.30
Medicines Company 0.0 $489k 15k 33.54
Atlas Air Worldwide Holdings 0.0 $801k 17k 46.12
El Paso Electric Company 0.0 $667k 20k 33.42
First Community Bancshares (FCBC) 0.0 $536k 33k 16.34
Forestar 0.0 $683k 32k 21.53
Ingersoll-rand Co Ltd-cl A 0.0 $486k 7.5k 64.91
Medical Properties Trust (MPW) 0.0 $795k 65k 12.17
Alon USA Energy 0.0 $341k 33k 10.22
Myriad Genetics (MYGN) 0.0 $371k 16k 23.48
Urban Outfitters (URBN) 0.0 $596k 16k 36.79
Yanzhou Coal Mining (YZCAY) 0.0 $536k 56k 9.55
CONMED Corporation (CNMD) 0.0 $589k 17k 34.00
Powell Industries (POWL) 0.0 $471k 7.7k 61.29
Quality Systems 0.0 $570k 26k 21.75
TransDigm Group Incorporated (TDG) 0.0 $521k 3.8k 138.60
Urstadt Biddle Properties 0.0 $429k 22k 19.90
Ducommun Incorporated (DCO) 0.0 $731k 26k 28.67
Lattice Semiconductor (LSCC) 0.0 $604k 135k 4.46
PC Connection (CNXN) 0.0 $706k 47k 15.09
LTC Properties (LTC) 0.0 $747k 20k 37.98
CONSOLIDATED WATER CO Inc Com Stk (CWCO) 0.0 $749k 50k 14.98
Green Plains Renewable Energy (GPRE) 0.0 $496k 31k 16.06
Unisys Corporation (UIS) 0.0 $707k 28k 25.19
Quad/Graphics (QUAD) 0.0 $808k 27k 30.35
iShares MSCI Malaysia Index Fund 0.0 $629k 42k 15.04
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $416k 8.3k 50.15
Manitex International (MNTX) 0.0 $442k 41k 10.93
Embraer S A (ERJ) 0.0 $669k 21k 32.49
Zagg 0.0 $555k 123k 4.50
Compucredit Hldgs Corp note 5.875%11/3 0.0 $800k 2.0M 0.40
Pvh Corporation (PVH) 0.0 $677k 5.7k 118.77
Clovis Oncology 0.0 $405k 6.7k 60.75
Matador Resources (MTDR) 0.0 $773k 47k 16.33
Epizyme 0.0 $567k 14k 40.12
Global Brass & Coppr Hldgs I 0.0 $735k 42k 17.53
Murphy Usa (MUSA) 0.0 $727k 18k 40.39
Leucadia National 0.0 $194k 7.1k 27.22
Baxter International (BAX) 0.0 $113k 1.7k 65.70
Gold Fields (GFI) 0.0 $123k 27k 4.58
Accenture (ACN) 0.0 $158k 2.2k 73.49
Zimmer Holdings (ZBH) 0.0 $131k 1.6k 82.39
IntercontinentalEx.. 0.0 $116k 641.00 180.97
Equinix 0.0 $204k 1.1k 183.45
Oceaneering International (OII) 0.0 $198k 2.4k 81.18
iShares MSCI Brazil Index (EWZ) 0.0 $185k 3.9k 47.93
Vanguard Emerging Markets ETF (VWO) 0.0 $201k 5.0k 40.20
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $201k 8.5k 23.59
Covidien 0.0 $93k 1.5k 60.63
Aon 0.0 $130k 1.7k 74.41
Thompson Creek Metal unit 99/99/9999 0.0 $214k 12k 18.53
Ak Steel Corp. conv 0.0 $235k 250k 0.94