DuPont Capital Management Corporation

DuPont Capital Management Corporation as of March 31, 2011

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 516 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 11.4 $548B 10M 54970.00
Exxon Mobil Corporation (XOM) 1.9 $90B 1.1M 84130.00
Microsoft Corporation (MSFT) 1.8 $86B 3.4M 25360.00
General Electric Company 1.4 $66B 3.3M 20050.00
JPMorgan Chase & Co. (JPM) 1.3 $61B 1.3M 46100.00
iShares MSCI EAFE Index Fund (EFA) 1.2 $59B 980k 60090.00
Chevron Corporation (CVX) 1.1 $52B 485k 107430.00
Bank of America Corporation (BAC) 1.1 $51B 3.8M 13330.00
Pfizer (PFE) 1.0 $49B 2.4M 20310.00
Philip Morris International (PM) 1.0 $46B 704k 65630.00
iShares MSCI Emerging Markets Indx (EEM) 0.9 $45B 933k 48690.00
Cisco Systems (CSCO) 0.9 $42B 2.4M 17150.00
Time Warner Cable 0.8 $41B 573k 71340.00
International Paper Company (IP) 0.8 $41B 1.4M 30180.00
Merck & Co (MRK) 0.8 $41B 1.2M 33010.00
Coca-Cola Company (KO) 0.8 $39B 590k 66350.00
Procter & Gamble Company (PG) 0.8 $38B 621k 61600.00
Pepsi (PEP) 0.8 $38B 582k 64410.00
Via 0.7 $36B 764k 46520.00
WellPoint 0.7 $36B 509k 69790.00
Intel Corporation (INTC) 0.7 $35B 1.7M 20170.00
Humana (HUM) 0.7 $35B 494k 69940.00
Wells Fargo & Company (WFC) 0.7 $33B 1.1M 31700.00
Dell 0.7 $33B 2.3M 14510.00
Citi 0.7 $33B 7.4M 4420.00
Magna Intl Inc cl a (MGA) 0.7 $33B 681k 47910.00
Celgene Corporation 0.7 $33B 568k 57530.00
Pos (PKX) 0.7 $32B 280k 114290.00
Noble Corporation Com Stk 0.7 $32B 692k 45620.00
NRG Energy (NRG) 0.7 $31B 1.4M 21540.00
Whirlpool Corporation (WHR) 0.7 $31B 365k 85360.00
CVS Caremark Corporation (CVS) 0.7 $31B 908k 34320.00
Lockheed Martin Corporation (LMT) 0.6 $30B 367k 80400.00
Applied Materials (AMAT) 0.6 $30B 1.9M 15620.00
Capital One Financial (COF) 0.6 $28B 530k 51960.00
Public Service Enterprise (PEG) 0.6 $27B 868k 31510.00
Banco Bradesco SA (BBD) 0.6 $27B 1.3M 20750.00
Nabors Industries 0.6 $27B 897k 30380.00
Regions Financial Corporation (RF) 0.6 $27B 3.7M 7260.00
General Dynamics Corporation (GD) 0.6 $27B 348k 76560.00
PPL Corporation (PPL) 0.6 $27B 1.1M 25300.00
Chesapeake Energy Corporation 0.6 $27B 792k 33520.00
Paccar (PCAR) 0.6 $26B 503k 52350.00
Delta Air Lines (DAL) 0.6 $27B 2.7M 9800.00
Lorillard 0.6 $27B 281k 95010.00
Western Digital (WDC) 0.5 $26B 699k 37290.00
U.S. Bancorp (USB) 0.5 $26B 971k 26430.00
Abbott Laboratories (ABT) 0.5 $25B 514k 49050.00
ConocoPhillips (COP) 0.5 $25B 313k 79860.00
McDonald's Corporation (MCD) 0.5 $25B 323k 76090.00
EOG Resources (EOG) 0.5 $25B 209k 118510.00
Manitowoc Company 0.5 $23B 1.1M 21880.00
Boeing Company (BA) 0.5 $23B 313k 73930.00
Dow Chemical Company 0.5 $22B 592k 37750.00
Valero Energy Corporation (VLO) 0.5 $22B 748k 29820.00
Transocean (RIG) 0.4 $21B 269k 77950.00
WABCO Holdings 0.4 $21B 343k 61640.00
C.R. Bard 0.4 $21B 207k 99310.00
Weatherford International Lt reg 0.4 $21B 918k 22600.00
Northrop Grumman Corporation (NOC) 0.4 $20B 320k 62710.00
Bank of New York Mellon Corporation (BK) 0.4 $20B 666k 29870.00
Baxter International (BAX) 0.4 $20B 368k 53770.00
At&t (T) 0.4 $19B 630k 30600.00
Owens-Illinois 0.4 $19B 635k 30190.00
Carnival Corporation (CCL) 0.4 $18B 478k 38360.00
Kimberly-Clark Corporation (KMB) 0.4 $18B 277k 65270.00
Macy's (M) 0.4 $17B 715k 24260.00
RadioShack Corporation 0.3 $17B 1.1M 15010.00
Enersis 0.3 $17B 815k 20820.00
Harris Corporation 0.3 $16B 326k 49600.00
Apollo 0.3 $16B 389k 41710.00
Avon Products 0.3 $16B 591k 27040.00
Cephalon 0.3 $16B 208k 75780.00
Terex Corporation (TEX) 0.3 $16B 429k 37040.00
Apache Corporation 0.3 $15B 116k 130920.00
Timken Company (TKR) 0.3 $15B 288k 52300.00
BB&T Corporation 0.3 $15B 545k 27450.00
NewMarket Corporation (NEU) 0.3 $15B 95k 158220.00
Suntrust Banks Inc $1.00 Par Cmn 0.3 $14B 494k 28840.00
Arrow Electronics (ARW) 0.3 $14B 337k 41880.00
Zions Bancorporation (ZION) 0.3 $14B 615k 23060.00
GameStop (GME) 0.3 $14B 623k 22520.00
Google 0.3 $14B 23k 586210.02
Marathon Oil Corporation (MRO) 0.3 $14B 253k 53310.00
Cliffs Natural Resources 0.3 $14B 139k 98280.00
Lam Research Corporation (LRCX) 0.3 $13B 235k 56660.00
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.3 $14B 187k 71840.00
International Business Machines (IBM) 0.3 $13B 81k 163070.00
Symantec Corporation 0.3 $13B 705k 18540.00
Tech Data Corporation 0.3 $13B 253k 50860.00
Global Crossing 0.3 $13B 942k 13920.00
Reinsurance Group of America (RGA) 0.3 $12B 198k 62780.00
Apple (AAPL) 0.3 $12B 35k 348450.01
Forest Laboratories 0.3 $13B 392k 32300.00
Tibco Software 0.3 $13B 458k 27250.00
Bruker Corporation (BRKR) 0.3 $13B 599k 20850.00
Brinker International (EAT) 0.2 $12B 485k 25300.00
AMERIGROUP Corporation 0.2 $12B 186k 64250.00
Rock-Tenn Company 0.2 $12B 172k 69350.00
MetLife (MET) 0.2 $12B 274k 44730.00
Hartford Financial Services (HIG) 0.2 $12B 438k 26930.00
NiSource (NI) 0.2 $11B 591k 19180.00
Allstate Corporation (ALL) 0.2 $12B 361k 31780.00
Plains Exploration & Production Company 0.2 $11B 313k 36230.00
CF Industries Holdings (CF) 0.2 $12B 85k 136790.00
Kinetic Concepts 0.2 $11B 208k 54420.00
DPL 0.2 $11B 415k 27410.00
Buckle (BKE) 0.2 $11B 276k 40400.00
DISH Network 0.2 $11B 454k 24360.00
Domtar Corp 0.2 $11B 119k 91780.00
UGI Corporation (UGI) 0.2 $11B 342k 32900.00
Compania Cervecerias Unidas (CCU) 0.2 $11B 184k 59100.00
Teradyne (TER) 0.2 $11B 634k 17810.00
CSX Corporation (CSX) 0.2 $11B 133k 78600.00
Plantronics 0.2 $11B 286k 36620.00
WellCare Health Plans 0.2 $11B 251k 41950.00
Freeport-McMoRan Copper & Gold (FCX) 0.2 $10B 187k 55550.00
TRW Automotive Holdings 0.2 $11B 194k 55080.00
Fairchild Semiconductor International 0.2 $10B 569k 18200.00
Medicis Pharmaceutical Corporation 0.2 $11B 337k 32040.00
LaSalle Hotel Properties 0.2 $11B 393k 27000.00
Steris Corporation 0.2 $10B 291k 34540.00
Fossil 0.2 $9.9B 106k 93650.00
Parker-Hannifin Corporation (PH) 0.2 $10B 108k 94680.00
SPX Corporation 0.2 $10B 126k 79390.00
Nucor Corporation (NUE) 0.2 $9.7B 212k 46020.00
Dillard's (DDS) 0.2 $9.4B 235k 40120.00
Timberland Company 0.2 $9.7B 235k 41290.00
Medical Properties Trust (MPW) 0.2 $9.4B 816k 11570.00
Trinity Industries (TRN) 0.2 $9.7B 265k 36670.00
Bob Evans Farms 0.2 $9.6B 294k 32600.00
Affiliated Managers (AMG) 0.2 $9.0B 82k 109369.99
Synopsys (SNPS) 0.2 $9.0B 325k 27650.00
Corn Products International 0.2 $9.0B 173k 51820.00
El Paso Electric Company 0.2 $9.4B 308k 30400.00
Stone Energy Corporation 0.2 $9.0B 270k 33370.00
Cimarex Energy 0.2 $9.3B 81k 115240.00
Rayonier (RYN) 0.2 $9.0B 145k 62310.00
SL Green Realty 0.2 $8.6B 114k 75200.00
Tupperware Brands Corporation (TUP) 0.2 $8.8B 147k 59710.00
Gardner Denver 0.2 $8.7B 112k 78030.00
Alexandria Real Estate Equities (ARE) 0.2 $8.5B 109k 77970.00
Vale (VALE) 0.2 $8.0B 239k 33350.00
Endo Pharmaceuticals 0.2 $8.3B 217k 38160.00
Exelon Corporation (EXC) 0.2 $8.1B 196k 41240.00
HCC Insurance Holdings 0.2 $8.1B 260k 31310.00
Semtech Corporation (SMTC) 0.2 $8.2B 329k 25020.00
Joy Global 0.2 $7.9B 80k 98809.99
Tyson Foods (TSN) 0.2 $7.7B 401k 19190.00
Williams-Sonoma (WSM) 0.2 $7.9B 195k 40500.00
Patterson-UTI Energy (PTEN) 0.2 $7.8B 266k 29390.00
Delphi Financial 0.2 $7.6B 249k 30710.00
Reliance Steel & Aluminum (RS) 0.2 $7.7B 134k 57780.00
Atlas Air Worldwide Holdings 0.2 $7.5B 107k 69720.00
Ralcorp Holdings 0.2 $7.5B 110k 68430.00
Chicago Bridge & Iron Company 0.2 $7.5B 185k 40660.00
Energen Corporation 0.2 $7.8B 123k 63120.00
Johnson & Johnson (JNJ) 0.1 $7.0B 118k 59250.00
Lincoln Electric Holdings (LECO) 0.1 $7.3B 97k 75920.00
Verizon Communications (VZ) 0.1 $7.4B 191k 38540.00
Honeywell International (HON) 0.1 $7.1B 120k 59710.00
Ford Motor Company (F) 0.1 $7.1B 474k 14910.00
ValueClick 0.1 $7.3B 503k 14460.00
Albemarle Corporation (ALB) 0.1 $7.0B 117k 59770.00
National Instruments 0.1 $7.3B 224k 32770.00
Ace Limited Cmn 0.1 $6.6B 102k 64700.00
FedEx Corporation (FDX) 0.1 $6.8B 73k 93550.00
Wal-Mart Stores (WMT) 0.1 $6.6B 127k 52050.00
Genuine Parts Company (GPC) 0.1 $6.8B 127k 53640.00
W.W. Grainger (GWW) 0.1 $6.6B 48k 137679.99
Safeway 0.1 $6.7B 285k 23540.00
Omnicare 0.1 $6.7B 223k 29990.00
TJX Companies (TJX) 0.1 $6.5B 131k 49730.00
Entergy Corporation (ETR) 0.1 $6.9B 103k 67210.00
PowerShares India Portfolio 0.1 $7.0B 291k 23980.00
ICICI Bank (IBN) 0.1 $6.2B 124k 49830.00
Nasdaq Omx (NDAQ) 0.1 $6.5B 250k 25840.00
CBS Corporation 0.1 $6.2B 246k 25040.00
H&R Block (HRB) 0.1 $6.1B 367k 16740.00
Public Storage (PSA) 0.1 $6.1B 55k 110910.01
Best Buy (BBY) 0.1 $6.4B 222k 28720.00
UnitedHealth (UNH) 0.1 $6.1B 136k 45200.00
Landstar System (LSTR) 0.1 $6.2B 136k 45680.00
First Niagara Financial 0.1 $6.4B 473k 13580.00
Teleflex Incorporated (TFX) 0.1 $6.4B 110k 57980.00
QLogic Corporation 0.1 $6.5B 349k 18550.00
Unilever (UL) 0.1 $6.2B 201k 30620.00
PS Business Parks 0.1 $6.3B 109k 57940.00
iShares MSCI Malaysia Index Fund 0.1 $6.2B 423k 14770.00
Diamond Offshore Drilling 0.1 $5.7B 74k 77700.00
Eli Lilly & Co. (LLY) 0.1 $5.6B 160k 35170.00
PPG Industries (PPG) 0.1 $6.0B 63k 95209.99
Rollins (ROL) 0.1 $5.8B 284k 20300.00
Waters Corporation (WAT) 0.1 $5.9B 68k 86900.00
Newfield Exploration 0.1 $5.9B 78k 76010.00
Hewlett-Packard Company 0.1 $5.6B 137k 40970.00
Nextera Energy (NEE) 0.1 $5.9B 107k 55120.00
Lexmark International 0.1 $5.7B 154k 37040.00
Murphy Oil Corporation (MUR) 0.1 $5.7B 78k 73420.00
Fifth Third Ban (FITB) 0.1 $5.9B 429k 13880.00
Calpine Corporation 0.1 $5.9B 369k 15870.00
Warna 0.1 $6.0B 104k 57190.00
MKS Instruments (MKSI) 0.1 $5.9B 178k 33300.00
Quest Software 0.1 $5.6B 219k 25390.00
Signet Jewelers (SIG) 0.1 $5.8B 126k 46020.00
Usec Inc note 3.000%10/0 0.1 $5.2B 6.6M 790.00
Goldman Sachs (GS) 0.1 $5.2B 33k 158470.00
Health Care SPDR (XLV) 0.1 $5.1B 155k 33130.00
Adobe Systems Incorporated (ADBE) 0.1 $5.1B 153k 33160.00
Adtran 0.1 $5.5B 128k 42460.00
Tyco International Ltd S hs 0.1 $5.4B 120k 44770.00
Gap (GPS) 0.1 $5.5B 241k 22660.00
Gilead Sciences (GILD) 0.1 $5.3B 125k 42440.00
Aeropostale 0.1 $5.3B 217k 24320.00
Dr Pepper Snapple 0.1 $5.3B 142k 37160.00
BOK Financial Corporation (BOKF) 0.1 $5.2B 101k 51680.00
Industrial SPDR (XLI) 0.1 $5.2B 137k 37680.00
Key (KEY) 0.1 $5.3B 594k 8880.00
Clayton Williams Energy 0.1 $5.4B 51k 105700.00
L-3 Communications Holdings 0.1 $5.2B 67k 78310.00
Oil States International (OIS) 0.1 $5.4B 71k 76140.01
Embraer S A (ERJ) 0.1 $5.3B 158k 33700.00
PNC Financial Services (PNC) 0.1 $4.9B 78k 62990.00
Cerner Corporation 0.1 $4.6B 41k 111200.00
Redwood Trust (RWT) 0.1 $4.8B 308k 15550.00
Lubrizol Corporation 0.1 $4.7B 35k 133960.00
McKesson Corporation (MCK) 0.1 $5.0B 64k 79050.00
Fluor Corporation (FLR) 0.1 $4.9B 66k 73660.01
Vodafone 0.1 $4.7B 164k 28750.00
Smithfield Foods 0.1 $4.8B 199k 24060.00
Alpha Natural Resources 0.1 $4.9B 83k 59370.00
SBA Communications Corporation 0.1 $4.8B 120k 39680.00
Express Scripts 0.1 $4.8B 86k 55610.00
Brooks Automation (AZTA) 0.1 $4.6B 338k 13730.00
Complete Production Services 0.1 $4.9B 154k 31810.00
Assured Guaranty (AGO) 0.1 $4.7B 316k 14900.00
Gulfport Energy Corporation 0.1 $4.6B 127k 36150.00
Ternium (TX) 0.1 $5.0B 139k 35940.00
URS Corporation 0.1 $5.0B 108k 46050.00
Comcast Corporation (CMCSA) 0.1 $4.6B 185k 24720.00
Lear Corporation (LEA) 0.1 $4.2B 85k 48870.00
Emcor (EME) 0.1 $4.2B 136k 30970.00
MasterCard Incorporated (MA) 0.1 $4.3B 17k 251720.00
Monsanto Company 0.1 $4.3B 59k 72260.00
Mattel (MAT) 0.1 $4.4B 175k 24930.00
Medtronic 0.1 $4.5B 115k 39350.00
Entegris (ENTG) 0.1 $4.4B 505k 8770.00
Aetna 0.1 $4.5B 120k 37430.00
Iron Mountain Incorporated 0.1 $4.2B 133k 31230.00
Wyndham Worldwide Corporation 0.1 $4.5B 142k 31810.00
Edison International (EIX) 0.1 $4.5B 123k 36590.00
Pioneer Drilling Company 0.1 $4.5B 323k 13800.00
Prosperity Bancshares (PB) 0.1 $4.2B 98k 42770.00
Cinemark Holdings (CNK) 0.1 $4.3B 220k 19350.00
Innophos Holdings 0.1 $4.6B 99k 46110.01
Ingersoll-rand Co Ltd-cl A 0.1 $4.4B 92k 48310.00
Steven Madden (SHOO) 0.1 $4.2B 89k 46930.00
MGM Resorts International. (MGM) 0.1 $4.5B 343k 13150.00
Corrections Corporation of America 0.1 $4.3B 176k 24400.00
Web 0.1 $4.2B 286k 14590.00
Chubb Corporation 0.1 $3.7B 60k 61310.01
Time Warner 0.1 $4.0B 113k 35700.00
Annaly Capital Management 0.1 $3.9B 226k 17450.00
Assurant (AIZ) 0.1 $3.7B 96k 38510.00
Ameriprise Financial (AMP) 0.1 $3.7B 60k 61080.01
Polaris Industries (PII) 0.1 $3.8B 44k 87020.00
Travelers Companies (TRV) 0.1 $3.9B 65k 59480.00
V.F. Corporation (VFC) 0.1 $3.9B 39k 98530.00
Rent-A-Center (UPBD) 0.1 $3.8B 109k 34910.00
Ruby Tuesday 0.1 $3.7B 283k 13110.00
Universal Health Services (UHS) 0.1 $4.0B 81k 49410.00
Progress Software Corporation (PRGS) 0.1 $4.1B 140k 29090.00
Directv 0.1 $3.8B 81k 46800.00
Target Corporation (TGT) 0.1 $4.1B 81k 50010.00
Meadowbrook Insurance 0.1 $4.0B 386k 10350.00
AutoZone (AZO) 0.1 $3.7B 13k 273559.99
Janus Capital 0.1 $3.7B 297k 12470.00
Fair Isaac Corporation (FICO) 0.1 $4.0B 127k 31610.00
Darling International (DAR) 0.1 $4.1B 266k 15370.00
Celanese Corporation (CE) 0.1 $3.8B 85k 44370.00
Newpark Resources (NR) 0.1 $3.9B 499k 7860.00
Measurement Specialties 0.1 $3.7B 107k 34060.00
InterDigital (IDCC) 0.1 $3.7B 78k 47710.00
Parametric Technology 0.1 $3.7B 164k 22490.00
ScanSource (SCSC) 0.1 $3.8B 101k 37990.00
Provident Financial Services (PFS) 0.1 $3.7B 251k 14800.00
Robbins & Myers 0.1 $4.0B 86k 45989.99
Actuate Corporation 0.1 $3.7B 719k 5200.00
Rofin-Sinar Technologies 0.1 $4.0B 101k 39500.00
Greenbrier Companies (GBX) 0.1 $3.6B 128k 28380.00
DCT Industrial Trust 0.1 $3.9B 710k 5550.00
FEI Company 0.1 $3.8B 112k 33720.00
Validus Holdings 0.1 $3.9B 116k 33330.00
Teva Pharmaceutical Industries (TEVA) 0.1 $3.4B 68k 50170.00
Autoliv (ALV) 0.1 $3.5B 47k 74230.00
La-Z-Boy Incorporated (LZB) 0.1 $3.5B 369k 9550.00
Tetra Tech (TTEK) 0.1 $3.2B 130k 24690.00
Avnet (AVT) 0.1 $3.2B 94k 34090.00
Aol 0.1 $3.4B 173k 19530.00
Halliburton Company (HAL) 0.1 $3.2B 65k 49840.00
Deluxe Corporation (DLX) 0.1 $3.2B 119k 26540.00
Magellan Health Services 0.1 $3.1B 64k 49080.00
Micron Technology (MU) 0.1 $3.5B 305k 11460.00
Alaska Air (ALK) 0.1 $3.4B 53k 63420.01
Cash America International 0.1 $3.5B 77k 46050.00
CIRCOR International 0.1 $3.2B 67k 47020.00
Asbury Automotive (ABG) 0.1 $3.2B 171k 18490.00
Community Bank System (CBU) 0.1 $3.2B 134k 24270.00
DiamondRock Hospitality Company (DRH) 0.1 $3.6B 321k 11170.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.1 $3.4B 440k 7630.00
Hi-Tech Pharmacal 0.1 $3.5B 173k 20130.00
j2 Global Communications 0.1 $3.2B 109k 29510.00
A. Schulman 0.1 $3.6B 144k 24720.00
Sovran Self Storage 0.1 $3.3B 83k 39550.00
Savvis 0.1 $3.1B 85k 37090.00
Textron (TXT) 0.1 $3.6B 132k 27390.00
Deckers Outdoor Corporation (DECK) 0.1 $3.6B 42k 86150.01
Jos. A. Bank Clothiers 0.1 $3.2B 62k 50880.00
Applied Industrial Technologies (AIT) 0.1 $3.1B 94k 33260.00
CryoLife (AORT) 0.1 $3.2B 528k 6100.00
KBW 0.1 $3.5B 133k 26190.00
NetGear (NTGR) 0.1 $3.5B 107k 32440.00
BioMed Realty Trust 0.1 $3.4B 176k 19020.00
Navistar International Corporation 0.1 $3.3B 47k 69330.00
Cosan Ltd shs a 0.1 $3.6B 279k 12900.00
Oritani Financial 0.1 $3.5B 277k 12680.00
Genco Shipping & Trading 0.1 $2.7B 253k 10770.00
Compucredit Corp note 3.625% 5/3 0.1 $2.7B 3.0M 905.00
IAC/InterActive 0.1 $2.8B 92k 30890.00
Spdr S&p 500 Etf (SPY) 0.1 $2.7B 20k 132510.01
R.R. Donnelley & Sons Company 0.1 $2.9B 155k 18920.00
Ultra Petroleum 0.1 $3.0B 60k 49250.00
Nu Skin Enterprises (NUS) 0.1 $2.9B 100k 28750.00
National-Oilwell Var 0.1 $3.0B 38k 79270.00
Fresh Del Monte Produce (FDP) 0.1 $3.0B 116k 26110.00
CEC Entertainment 0.1 $3.1B 82k 37730.00
Texas Instruments Incorporated (TXN) 0.1 $3.0B 88k 34560.00
EMC Corporation 0.1 $2.8B 107k 26550.00
ProLogis 0.1 $2.9B 180k 15980.00
Entertainment Properties Trust 0.1 $3.1B 65k 46819.99
Montpelier Re Holdings/mrh 0.1 $2.7B 153k 17670.00
Oracle Corporation (ORCL) 0.1 $2.7B 82k 33370.00
Lexington Realty Trust (LXP) 0.1 $2.8B 299k 9350.00
Financial Institutions (FISI) 0.1 $2.8B 157k 17500.00
Endurance Specialty Hldgs Lt 0.1 $2.7B 55k 48820.00
eResearch Technology 0.1 $2.8B 408k 6770.00
Select Comfort 0.1 $3.1B 255k 12060.00
Brown Shoe Company 0.1 $2.9B 238k 12220.00
Medicines Company 0.1 $3.0B 182k 16290.00
Celadon (CGIP) 0.1 $3.1B 189k 16240.00
Cirrus Logic (CRUS) 0.1 $2.9B 139k 21030.00
Xyratex 0.1 $3.0B 267k 11180.00
Alliant Techsystems 0.1 $3.1B 44k 70670.00
WGL Holdings 0.1 $3.1B 79k 39000.00
Anixter International 0.1 $2.8B 40k 69890.00
Xl Group 0.1 $2.9B 117k 24600.00
Jones Group 0.1 $2.9B 211k 13750.00
Loews Corporation (L) 0.1 $2.4B 56k 43090.00
Stillwater Mng Co note 1.875% 3/1 0.1 $2.4B 2.0M 1198.75
Devon Energy Corporation (DVN) 0.1 $2.3B 25k 91769.99
Franklin Resources (BEN) 0.1 $2.3B 19k 125080.00
Hologic (HOLX) 0.1 $2.5B 114k 22200.00
Suno 0.1 $2.5B 54k 45590.00
Raytheon Company 0.1 $2.2B 43k 50870.00
Amgen (AMGN) 0.1 $2.5B 46k 53450.01
Colgate-Palmolive Company (CL) 0.1 $2.4B 29k 80760.01
United Technologies Corporation 0.1 $2.2B 26k 84649.99
Southern Company (SO) 0.1 $2.4B 63k 38110.01
Prudential Financial (PRU) 0.1 $2.6B 42k 61580.01
ITT Educational Services (ESINQ) 0.1 $2.4B 33k 72150.00
W.R. Grace & Co. 0.1 $2.6B 68k 38290.00
Flagstone Reinsurance Holdin 0.1 $2.3B 260k 9010.00
Novatel Wireless 0.1 $2.2B 397k 5460.00
Piper Jaffray Companies (PIPR) 0.1 $2.6B 62k 41430.00
Stec 0.1 $2.4B 117k 20090.00
St. Jude Medical 0.1 $2.3B 45k 51260.00
Savient Pharmaceuticals 0.1 $2.3B 217k 10600.00
SciClone Pharmaceuticals 0.1 $2.4B 597k 4040.00
Datalink Corporation 0.1 $2.6B 412k 6400.00
Smurfit-stone Container Corp 0.1 $2.6B 68k 38650.00
E TRADE Financial Corporation 0.0 $2.0B 126k 15630.00
EXCO Resources 0.0 $2.1B 104k 20660.00
Central European Dist Corp note 3.000% 3/1 0.0 $1.7B 2.0M 868.75
Taiwan Semiconductor Mfg (TSM) 0.0 $2.0B 167k 12180.00
Starwood Property Trust (STWD) 0.0 $2.1B 94k 22300.00
Caterpillar (CAT) 0.0 $2.0B 18k 111350.03
Dominion Resources (D) 0.0 $1.9B 43k 44700.01
Cardinal Health (CAH) 0.0 $2.0B 50k 41130.00
Constellation Energy 0.0 $1.9B 62k 31130.01
Ryder System (R) 0.0 $1.7B 34k 50600.01
Sealed Air (SEE) 0.0 $2.2B 81k 26660.00
Mylan 0.0 $2.0B 87k 22670.00
Walgreen Company 0.0 $2.0B 50k 40140.01
Wisconsin Energy Corporation 0.0 $1.7B 57k 30500.01
Ca 0.0 $2.1B 86k 24180.00
Total (TTE) 0.0 $1.7B 28k 60970.00
Williams Companies (WMB) 0.0 $2.0B 64k 31180.00
Jacobs Engineering 0.0 $1.8B 35k 51430.00
Lowe's Companies (LOW) 0.0 $1.8B 67k 26429.99
Sara Lee 0.0 $1.7B 96k 17670.00
Amazon (AMZN) 0.0 $1.9B 11k 180129.96
Zimmer Holdings (ZBH) 0.0 $1.7B 28k 60530.00
Ez (EZPW) 0.0 $1.9B 59k 31390.00
Ihs 0.0 $2.1B 23k 88750.00
Simon Property (SPG) 0.0 $2.1B 20k 107160.01
Lakeland Financial Corporation (LKFN) 0.0 $1.9B 83k 22680.00
Vanguard Emerging Markets ETF (VWO) 0.0 $2.0B 40k 48920.00
Flotek cv 5.25% 0.0 $2.1B 2.3M 951.25
BP (BP) 0.0 $1.6B 36k 44140.00
America Movil Sab De Cv spon adr l 0.0 $1.6B 27k 58100.01
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $1.4B 1.0M 1360.00
Waste Management (WM) 0.0 $1.3B 35k 37340.01
3M Company (MMM) 0.0 $1.5B 16k 93500.03
Nokia Corporation (NOK) 0.0 $1.3B 155k 8510.00
Limited Brands 0.0 $1.6B 49k 32880.00
Kroger (KR) 0.0 $1.6B 66k 23970.00
Toll Brothers (TOL) 0.0 $1.5B 74k 19770.01
Dover Corporation (DOV) 0.0 $1.3B 20k 65740.01
First Solar (FSLR) 0.0 $1.6B 9.7k 160840.00
Precision Castparts 0.0 $1.5B 9.9k 147180.00
Oshkosh Corporation (OSK) 0.0 $1.4B 40k 35380.00
DTE Energy Company (DTE) 0.0 $1.3B 27k 48960.00
TransDigm Group Incorporated (TDG) 0.0 $1.4B 16k 83830.00
Thomas & Betts Corporation 0.0 $1.3B 22k 59470.00
AECOM Technology Corporation (ACM) 0.0 $1.6B 59k 27730.00
Univest Corp. of PA (UVSP) 0.0 $1.4B 81k 17720.01
Northgate Minerals Corp note 3.500%10/0 0.0 $1.5B 1.5M 988.75
Compucredit Hldgs Corp note 5.875%11/3 0.0 $1.6B 3.0M 525.00
China Petroleum & Chemical 0.0 $1.1B 11k 100579.97
Standard Pac Corp note 6.000%10/0 0.0 $1.0B 1.0M 1037.50
Ual Corp note 4.500% 6/3 0.0 $1.0B 1.0M 1013.80
Petroleo Brasileiro SA (PBR.A) 0.0 $1.1B 30k 35539.98
China Mobile 0.0 $828M 18k 46240.02
Portland General Electric Company (POR) 0.0 $899M 38k 23769.98
BlackRock (BLK) 0.0 $774M 3.9k 201010.13
American Express Company (AXP) 0.0 $1.0B 22k 45200.00
Costco Wholesale Corporation (COST) 0.0 $1.0B 14k 73319.97
Expedia 0.0 $1.0B 46k 22659.99
Cracker Barrel Old Country Store (CBRL) 0.0 $1.0B 21k 49140.00
Hudson City Ban 0.0 $1.1B 111k 9680.00
T. Rowe Price (TROW) 0.0 $990M 15k 66420.00
Energizer Holdings 0.0 $864M 12k 71160.01
Computer Sciences Corporation 0.0 $937M 19k 48730.02
Royal Dutch Shell 0.0 $1.0B 14k 73240.00
Xerox Corporation 0.0 $873M 82k 10650.00
Shinhan Financial (SHG) 0.0 $1.1B 12k 90570.03
Whole Foods Market 0.0 $1.1B 16k 65900.01
Nicor 0.0 $1.0B 19k 53700.01
Walter Energy 0.0 $1.2B 8.6k 135430.00
Rowan Companies 0.0 $760M 17k 44180.03
CRH 0.0 $996M 43k 23220.00
KLA-Tencor Corporation (KLAC) 0.0 $810M 17k 47370.00
SanDisk Corporation 0.0 $933M 20k 46089.98
Bancolombia (CIB) 0.0 $741M 12k 62660.02
Rockwell Automation (ROK) 0.0 $1.2B 13k 94650.04
iShares MSCI Brazil Index (EWZ) 0.0 $882M 11k 77479.97
American Capital Agency 0.0 $1.1B 39k 29140.00
Coca-cola Enterprises 0.0 $1.1B 41k 27300.00
Crown Holdings (CCK) 0.0 $313M 8.1k 38580.00
Gmx Res Inc note 5.000% 2/0 0.0 $550M 589k 933.75
Cnooc 0.0 $522M 2.1k 253039.79
Berkshire Hathaway (BRK.B) 0.0 $557M 6.7k 83629.99
Crown Castle International 0.0 $260M 6.1k 42550.00
Walt Disney Company (DIS) 0.0 $319M 7.4k 43090.00
AES Corporation (AES) 0.0 $244M 19k 13000.00
Ameren Corporation (AEE) 0.0 $334M 12k 28070.00
Pulte (PHM) 0.0 $517M 70k 7400.00
FirstEnergy (FE) 0.0 $241M 6.5k 37090.00
United Parcel Service (UPS) 0.0 $245M 3.3k 74320.00
Core Laboratories 0.0 $286M 2.8k 102170.00
Host Hotels & Resorts (HST) 0.0 $245M 14k 17610.00
Hubbell Incorporated 0.0 $341M 4.8k 71030.00
J.C. Penney Company 0.0 $289M 8.1k 35910.06
Paychex (PAYX) 0.0 $652M 21k 31360.00
Union Pacific Corporation (UNP) 0.0 $275M 2.8k 98330.00
Avery Dennison Corporation (AVY) 0.0 $273M 6.5k 41960.00
Waddell & Reed Financial 0.0 $305M 7.5k 40610.00
CenturyLink 0.0 $345M 8.3k 41550.00
Yum! Brands (YUM) 0.0 $479M 9.3k 51380.02
Credit Suisse Group 0.0 $698M 16k 42580.00
Torchmark Corporation 0.0 $372M 5.6k 66480.00
PG&E Corporation (PCG) 0.0 $671M 15k 44179.99
Gannett 0.0 $426M 28k 15230.00
Hospitality Properties Trust 0.0 $308M 13k 23150.00
FactSet Research Systems (FDS) 0.0 $492M 4.7k 104730.00
PetroChina Company 0.0 $686M 4.5k 152250.11
Companhia Paranaense de Energia 0.0 $270M 9.7k 27789.95
Banco Santander-Chile (BSAC) 0.0 $304M 3.5k 86750.00
Atmos Energy Corporation (ATO) 0.0 $437M 13k 34100.00
Commerce Bancshares (CBSH) 0.0 $413M 10k 40440.00
Southwest Airlines (LUV) 0.0 $330M 26k 12630.00
Wabtec Corporation (WAB) 0.0 $387M 5.7k 67830.00
Sasol (SSL) 0.0 $257M 4.4k 57949.97
Integrys Energy 0.0 $318M 6.3k 50510.00
HCP 0.0 $273M 7.2k 37940.00
Senior Housing Properties Trust 0.0 $265M 12k 23040.00
Teck Resources Ltd cl b (TECK) 0.0 $668M 13k 53020.00
Udr (UDR) 0.0 $251M 10k 24370.00
iShares MSCI South Korea Index Fund (EWY) 0.0 $481M 7.5k 64350.01
iShares MSCI Taiwan Index 0.0 $710M 48k 14869.99
QEP Resources 0.0 $656M 16k 40539.99
SPDR S&P Emerging Middle Est & Afrca ETF 0.0 $449M 6.0k 75159.95
Market Vectors Poland ETF 0.0 $530M 19k 28618.02
SMF Energy Corporations 0.0 $294M 192k 1530.00
Philippine Long Distance Telephone 0.0 $177M 3.3k 53500.00
eBay (EBAY) 0.0 $174M 5.6k 31040.00
Dollar Tree (DLTR) 0.0 $222M 4.0k 55520.00
WESCO International (WCC) 0.0 $238M 3.8k 62500.00
iShares Russell 2000 Index (IWM) 0.0 $176M 2.1k 84170.01
Oceaneering International (OII) 0.0 $224M 2.5k 89450.00
Warner Chilcott Plc - 0.0 $228M 9.8k 23280.00
Aluminum Corp. of China 0.0 $204M 8.6k 23669.95
Thomson Reuters Corp 0.0 $196M 5.0k 39240.00
Garmin (GRMN) 0.0 $224M 6.6k 33860.00
Market Vector Russia ETF Trust 0.0 $224M 5.4k 41619.93
SPDR S&P China (GXC) 0.0 $21M 262.00 80351.15