DuPont Capital Management Corporation

DuPont Capital Management Corporation as of June 30, 2011

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 479 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
E.I. du Pont de Nemours & Company 11.3 $539B 10M 54050.00
iShares MSCI EAFE Index Fund (EFA) 2.2 $104B 1.7M 60140.00
Microsoft Corporation (MSFT) 1.9 $89B 3.4M 26000.00
Exxon Mobil Corporation (XOM) 1.8 $86B 1.1M 81380.00
General Electric Company 1.5 $70B 3.7M 18860.00
iShares MSCI Emerging Markets Indx (EEM) 1.4 $68B 1.4M 47600.00
Chevron Corporation (CVX) 1.2 $57B 552k 102840.00
Pfizer (PFE) 1.1 $52B 2.5M 20600.00
Merck & Co (MRK) 0.9 $46B 1.3M 35290.00
Dell 0.9 $45B 2.7M 16670.00
Humana (HUM) 0.9 $45B 558k 80540.00
Procter & Gamble Company (PG) 0.9 $44B 697k 63570.00
Pepsi (PEP) 0.9 $44B 626k 70430.00
Intel Corporation (INTC) 0.9 $44B 2.0M 22160.00
Citigroup (C) 0.9 $44B 1.0M 41640.00
Bank of America Corporation (BAC) 0.9 $42B 3.9M 10960.00
WellPoint 0.9 $42B 536k 78770.00
Cisco Systems (CSCO) 0.9 $42B 2.7M 15610.00
Philip Morris International (PM) 0.8 $40B 595k 66770.00
Pos (PKX) 0.8 $39B 362k 108620.00
McDonald's Corporation (MCD) 0.8 $38B 451k 84320.00
Wells Fargo & Company (WFC) 0.8 $37B 1.3M 28060.00
Whirlpool Corporation (WHR) 0.8 $37B 454k 81320.00
Time Warner Cable 0.7 $35B 454k 78040.00
Banco Bradesco SA (BBD) 0.7 $35B 1.7M 20490.00
Noble Corporation Com Stk 0.7 $33B 844k 39410.00
Magna Intl Inc cl a (MGA) 0.7 $33B 612k 54040.00
Lorillard 0.7 $32B 290k 108870.00
Coca-Cola Company (KO) 0.7 $31B 464k 67290.00
Abbott Laboratories (ABT) 0.6 $31B 582k 52620.00
PPL Corporation (PPL) 0.6 $29B 1.0M 27830.00
Public Service Enterprise (PEG) 0.6 $29B 877k 32640.00
Global Crossing 0.6 $29B 747k 38380.00
NRG Energy (NRG) 0.6 $28B 1.1M 24580.00
Via 0.6 $27B 531k 51000.00
General Dynamics Corporation (GD) 0.6 $27B 363k 74520.00
Boeing Company (BA) 0.6 $27B 361k 73930.00
Lockheed Martin Corporation (LMT) 0.5 $26B 319k 80970.00
Celgene Corporation 0.5 $26B 425k 60320.00
Western Digital (WDC) 0.5 $26B 701k 36380.00
Delta Air Lines (DAL) 0.5 $25B 2.7M 9170.00
Carnival Corporation (CCL) 0.5 $24B 642k 37630.00
Enersis 0.5 $24B 1.1M 23100.00
U.S. Bancorp (USB) 0.5 $24B 944k 25510.00
CVS Caremark Corporation (CVS) 0.5 $23B 614k 37580.00
Macy's (M) 0.5 $23B 792k 29240.00
Noble Energy 0.5 $21B 237k 89630.00
Nabors Industries 0.4 $21B 860k 24640.00
Baxter International (BAX) 0.4 $21B 344k 59690.00
Tellabs 0.4 $20B 4.4M 4610.00
Oshkosh Corporation (OSK) 0.4 $20B 698k 28940.00
SPX Corporation 0.4 $20B 242k 82660.00
At&t (T) 0.4 $20B 621k 31410.00
C.R. Bard 0.4 $20B 178k 109860.00
Northrop Grumman Corporation (NOC) 0.4 $19B 275k 69350.00
American International (AIG) 0.4 $19B 643k 29320.00
Ultra Petroleum 0.4 $18B 399k 45800.00
Valero Energy Corporation (VLO) 0.4 $18B 708k 25570.00
Chesapeake Energy Corporation 0.4 $18B 616k 29690.00
Weatherford International Lt reg 0.4 $18B 962k 18750.00
Kimberly-Clark Corporation (KMB) 0.4 $18B 266k 66560.00
Nucor Corporation (NUE) 0.4 $18B 434k 41220.00
International Paper Company (IP) 0.4 $18B 592k 29820.00
JPMorgan Chase & Co. (JPM) 0.4 $17B 416k 40940.00
Motorola Mobility Holdings 0.4 $17B 778k 22040.00
Avon Products 0.3 $17B 599k 28000.00
Manitowoc Company 0.3 $17B 1.0M 16840.00
Symantec Corporation 0.3 $17B 849k 19720.00
CF Industries Holdings (CF) 0.3 $16B 115k 141670.00
Capital One Financial (COF) 0.3 $16B 303k 51670.00
Paccar (PCAR) 0.3 $16B 307k 51090.00
Vimpel 0.3 $16B 1.2M 12760.00
Timken Company (TKR) 0.3 $15B 302k 50400.00
RadioShack Corporation 0.3 $15B 1.1M 13310.00
EOG Resources (EOG) 0.3 $15B 146k 104550.00
Gannett 0.3 $15B 1.1M 14320.00
WABCO Holdings 0.3 $15B 215k 69060.00
McDermott International 0.3 $15B 743k 19810.00
PowerShares India Portfolio 0.3 $15B 628k 23460.00
Dow Chemical Company 0.3 $14B 395k 36000.00
Harris Corporation 0.3 $15B 321k 45060.00
Zions Bancorporation (ZION) 0.3 $14B 601k 24010.00
Emerson Electric (EMR) 0.3 $14B 246k 56250.00
Forest Laboratories 0.3 $14B 354k 39340.00
GameStop (GME) 0.3 $14B 527k 26670.00
Bank of New York Mellon Corporation (BK) 0.3 $13B 516k 25620.00
DISH Network 0.3 $13B 435k 30670.00
iShares MSCI Malaysia Index Fund 0.3 $13B 872k 15280.00
Domtar Corp 0.3 $13B 138k 94720.00
Google 0.3 $13B 25k 506380.01
NewMarket Corporation (NEU) 0.3 $13B 76k 170710.00
Cliffs Natural Resources 0.3 $13B 141k 92450.00
International Business Machines (IBM) 0.3 $12B 72k 171550.00
Apollo 0.3 $13B 289k 43680.00
Plains Exploration & Production Company 0.3 $12B 322k 38120.00
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.3 $12B 163k 75370.00
ConocoPhillips (COP) 0.2 $12B 160k 75190.00
Aeropostale 0.2 $12B 694k 17500.00
Entergy Corporation (ETR) 0.2 $12B 172k 68280.00
Teradyne (TER) 0.2 $12B 813k 14800.00
Reinsurance Group of America (RGA) 0.2 $11B 188k 60860.00
Arrow Electronics (ARW) 0.2 $11B 271k 41500.00
Apple (AAPL) 0.2 $12B 35k 335669.99
BB&T Corporation 0.2 $11B 422k 26840.00
Ball Corporation (BALL) 0.2 $11B 294k 38460.00
Huntington Ingalls Inds (HII) 0.2 $12B 338k 34500.00
Regions Financial Corporation (RF) 0.2 $11B 1.8M 6200.00
TRW Automotive Holdings 0.2 $11B 188k 59030.00
Brinker International (EAT) 0.2 $11B 451k 24460.00
Medicis Pharmaceutical Corporation 0.2 $11B 289k 38170.00
China Med Technologies Inc note 4.000% 8/1 0.2 $10B 14M 725.00
Sensient Technologies Corporation (SXT) 0.2 $10B 279k 37070.00
Plantronics 0.2 $10B 285k 36530.00
MetLife (MET) 0.2 $10B 235k 43870.00
Stone Energy Corporation 0.2 $11B 345k 30390.00
Ametek (AME) 0.2 $10B 231k 44900.00
Buckle (BKE) 0.2 $10B 236k 42700.00
Steris Corporation 0.2 $10B 291k 34980.00
Parker-Hannifin Corporation (PH) 0.2 $10B 114k 89740.00
SL Green Realty 0.2 $10B 120k 82870.00
CSX Corporation (CSX) 0.2 $9.7B 371k 26220.00
Tyson Foods (TSN) 0.2 $9.5B 487k 19420.00
ValueClick 0.2 $9.6B 581k 16600.00
UGI Corporation (UGI) 0.2 $9.4B 296k 31890.00
Diamond Offshore Drilling 0.2 $9.3B 132k 70410.00
Murphy Oil Corporation (MUR) 0.2 $9.1B 138k 65660.00
Rock-Tenn Company 0.2 $9.0B 135k 66340.00
El Paso Electric Company 0.2 $9.2B 285k 32300.00
Semtech Corporation (SMTC) 0.2 $8.8B 324k 27340.00
ICICI Bank (IBN) 0.2 $8.7B 177k 49300.00
WellCare Health Plans 0.2 $8.6B 168k 51410.00
Freeport-McMoRan Copper & Gold (FCX) 0.2 $8.7B 164k 52900.00
Corn Products International 0.2 $8.7B 157k 55280.00
DTE Energy Company (DTE) 0.2 $8.6B 171k 50020.00
Ruddick Corporation 0.2 $8.8B 203k 43540.00
Rayonier (RYN) 0.2 $8.7B 133k 65350.00
Fossil 0.2 $8.1B 69k 117720.00
Synopsys (SNPS) 0.2 $8.3B 322k 25710.00
Allstate Corporation (ALL) 0.2 $8.1B 264k 30530.00
Fluor Corporation (FLR) 0.2 $8.3B 129k 64660.00
Exelon Corporation (EXC) 0.2 $8.2B 191k 42840.00
Patterson-UTI Energy (PTEN) 0.2 $8.2B 261k 31610.00
Medical Properties Trust (MPW) 0.2 $8.4B 726k 11500.00
Nordson Corporation (NDSN) 0.2 $8.0B 147k 54850.00
Cimarex Energy 0.2 $8.3B 92k 89920.00
Kinetic Concepts 0.2 $8.0B 138k 57630.00
Albemarle Corporation (ALB) 0.2 $7.9B 114k 69200.00
Franklin Resources (BEN) 0.2 $7.8B 59k 131290.00
Polaris Industries (PII) 0.2 $7.5B 67k 111170.00
Safeway 0.2 $7.7B 328k 23370.00
Omnicare 0.2 $7.5B 234k 31890.00
Henry Schein (HSIC) 0.2 $7.8B 109k 71590.00
Tupperware Brands Corporation (TUP) 0.2 $7.5B 111k 67450.00
Reliance Steel & Aluminum (RS) 0.2 $7.5B 152k 49650.00
Compania Cervecerias Unidas (CCU) 0.2 $7.6B 129k 58790.00
Alexandria Real Estate Equities (ARE) 0.2 $7.4B 96k 77420.00
Time Warner 0.1 $7.1B 195k 36370.00
Affiliated Managers (AMG) 0.1 $7.3B 72k 101450.00
Best Buy (BBY) 0.1 $7.4B 235k 31410.00
Endo Pharmaceuticals 0.1 $7.4B 184k 40170.00
Gartner (IT) 0.1 $7.4B 183k 40290.00
HCC Insurance Holdings 0.1 $7.1B 226k 31500.00
L-3 Communications Holdings 0.1 $7.1B 81k 87450.00
Liberty Property Trust 0.1 $7.1B 217k 32580.00
Coca-cola Enterprises 0.1 $7.0B 238k 29180.00
FedEx Corporation (FDX) 0.1 $6.6B 70k 94850.00
CBS Corporation 0.1 $6.5B 229k 28490.00
Foot Locker (FL) 0.1 $6.9B 291k 23760.00
Crane 0.1 $6.5B 131k 49410.00
NiSource (NI) 0.1 $6.6B 327k 20250.00
Ca 0.1 $6.6B 288k 22840.00
Dillard's (DDS) 0.1 $6.9B 131k 52140.00
East West Ban (EWBC) 0.1 $6.8B 336k 20210.00
Warna 0.1 $6.6B 127k 52250.00
First Niagara Financial 0.1 $6.5B 490k 13200.00
Trinity Industries (TRN) 0.1 $6.5B 185k 34880.00
Ternium (TX) 0.1 $6.5B 221k 29530.00
Energen Corporation 0.1 $6.6B 116k 56500.00
Unilever (UL) 0.1 $6.5B 201k 32390.00
General Motors Company (GM) 0.1 $6.9B 227k 30360.00
MasterCard Incorporated (MA) 0.1 $6.4B 21k 301340.00
PNC Financial Services (PNC) 0.1 $6.3B 105k 59610.00
Expedia 0.1 $6.1B 210k 28990.00
Wal-Mart Stores (WMT) 0.1 $6.2B 116k 53140.00
United Parcel Service (UPS) 0.1 $6.4B 88k 72930.00
Waste Connections 0.1 $6.2B 197k 31730.00
Verizon Communications (VZ) 0.1 $6.3B 169k 37230.00
Vishay Intertechnology (VSH) 0.1 $6.2B 410k 15040.00
UnitedHealth (UNH) 0.1 $6.3B 121k 51580.00
Landstar System (LSTR) 0.1 $6.3B 135k 46480.00
Fair Isaac Corporation (FICO) 0.1 $6.4B 212k 30200.00
AMERIGROUP Corporation 0.1 $6.1B 86k 70470.00
Atlas Air Worldwide Holdings 0.1 $6.1B 103k 59510.00
Assured Guaranty (AGO) 0.1 $6.2B 383k 16310.00
Teleflex Incorporated (TFX) 0.1 $6.1B 99k 61060.00
Cubist Pharmaceuticals 0.1 $6.4B 179k 35990.00
Jarden Corporation 0.1 $6.4B 186k 34510.00
Triumph (TGI) 0.1 $6.1B 62k 99580.01
Signet Jewelers (SIG) 0.1 $6.3B 135k 46810.00
Ace Limited Cmn 0.1 $5.8B 88k 65820.00
Crown Castle International 0.1 $5.5B 136k 40790.00
Johnson & Johnson (JNJ) 0.1 $5.8B 87k 66520.00
Cerner Corporation 0.1 $6.0B 97k 61110.00
W.W. Grainger (GWW) 0.1 $5.6B 37k 153650.01
Ford Motor Company (F) 0.1 $5.9B 430k 13790.00
Gilead Sciences (GILD) 0.1 $6.0B 144k 41410.00
Lexmark International 0.1 $5.5B 189k 29260.00
Fairchild Semiconductor International 0.1 $5.9B 350k 16710.00
Key (KEY) 0.1 $5.9B 706k 8330.00
Quest Software 0.1 $6.0B 263k 22730.00
Loews Corporation (L) 0.1 $5.2B 124k 42090.00
Comcast Corporation (CMCSA) 0.1 $5.1B 200k 25340.00
Usec Inc note 3.000%10/0 0.1 $5.1B 7.2M 717.50
Petroleo Brasileiro SA (PBR.A) 0.1 $5.3B 172k 30680.00
Eli Lilly & Co. (LLY) 0.1 $5.3B 142k 37530.00
BMC Software 0.1 $5.1B 92k 54700.00
Waters Corporation (WAT) 0.1 $5.4B 56k 95739.99
Adtran 0.1 $5.2B 134k 38710.00
Gap (GPS) 0.1 $5.5B 303k 18100.00
Dr Pepper Snapple 0.1 $5.4B 129k 41930.00
Calpine Corporation 0.1 $5.5B 339k 16130.00
BOK Financial Corporation (BOKF) 0.1 $5.2B 96k 54770.00
Warner Chilcott Plc - 0.1 $5.1B 210k 24130.00
Applied Industrial Technologies (AIT) 0.1 $5.2B 146k 35610.00
American Capital Agency 0.1 $5.4B 185k 29110.00
Genuine Parts Company (GPC) 0.1 $5.0B 92k 54400.00
Mattel (MAT) 0.1 $4.7B 170k 27490.00
Tyco International Ltd S hs 0.1 $4.8B 96k 49430.00
PG&E Corporation (PCG) 0.1 $5.0B 119k 42030.00
Fifth Third Ban (FITB) 0.1 $4.9B 388k 12750.00
Energy Select Sector SPDR (XLE) 0.1 $4.9B 65k 75350.00
Complete Production Services 0.1 $4.5B 136k 33360.00
URS Corporation 0.1 $4.6B 102k 44740.00
PS Business Parks 0.1 $5.0B 91k 55100.00
iShares Dow Jones US Real Estate (IYR) 0.1 $4.9B 82k 60300.00
iShares MSCI South Korea Index Fund (EWY) 0.1 $4.5B 70k 65000.00
Lear Corporation (LEA) 0.1 $4.3B 81k 53480.00
Annaly Capital Management 0.1 $4.4B 246k 18040.00
Apache Corporation 0.1 $4.2B 34k 123390.00
Sherwin-Williams Company (SHW) 0.1 $4.1B 49k 83870.00
Travelers Companies (TRV) 0.1 $4.1B 71k 58379.99
Aetna 0.1 $4.3B 96k 44090.00
Directv 0.1 $4.1B 81k 50820.00
Hewlett-Packard Company 0.1 $4.5B 125k 36400.00
Vodafone 0.1 $4.3B 161k 26720.00
ITT Educational Services (ESINQ) 0.1 $4.2B 54k 78240.01
Smithfield Foods 0.1 $4.5B 207k 21870.00
Walter Energy 0.1 $4.2B 36k 115800.00
Magellan Health Services 0.1 $4.3B 79k 54740.00
SBA Communications Corporation 0.1 $4.2B 110k 38190.00
Wyndham Worldwide Corporation 0.1 $4.4B 129k 33650.00
Mack-Cali Realty (VRE) 0.1 $4.2B 128k 32940.00
Hi-Tech Pharmacal 0.1 $4.5B 156k 28930.00
Innophos Holdings 0.1 $4.5B 92k 48800.00
Ingersoll-rand Co Ltd-cl A 0.1 $4.2B 92k 45410.00
EnPro Industries (NPO) 0.1 $4.1B 86k 48070.00
General Cable Corporation 0.1 $4.3B 102k 42580.00
General Mtrs Co *w exp 07/10/201 0.1 $4.4B 206k 21400.00
Cme (CME) 0.1 $3.6B 12k 291590.00
Hartford Financial Services (HIG) 0.1 $3.8B 142k 26370.00
Nu Skin Enterprises (NUS) 0.1 $3.7B 97k 37550.00
Entegris (ENTG) 0.1 $3.6B 358k 10120.00
Cohen & Steers (CNS) 0.1 $3.7B 112k 33150.00
Meadowbrook Insurance 0.1 $3.8B 387k 9910.00
Entertainment Properties Trust 0.1 $3.8B 81k 46700.01
Marathon Oil Corporation (MRO) 0.1 $3.9B 75k 52680.00
Delphi Financial 0.1 $4.0B 138k 29210.00
Newpark Resources (NR) 0.1 $3.8B 419k 9070.00
Par Pharmaceutical Companies 0.1 $3.7B 113k 32980.00
Lam Research Corporation (LRCX) 0.1 $4.0B 91k 44280.00
Bruker Corporation (BRKR) 0.1 $3.7B 183k 20360.00
Community Bank System (CBU) 0.1 $3.9B 156k 24790.00
DiamondRock Hospitality Company (DRH) 0.1 $3.6B 338k 10730.00
LaSalle Hotel Properties 0.1 $3.7B 141k 26340.00
ScanSource (SCSC) 0.1 $3.6B 97k 37480.00
Sovran Self Storage 0.1 $3.7B 90k 41000.00
MGM Resorts International. (MGM) 0.1 $3.9B 299k 13210.00
Provident Financial Services (PFS) 0.1 $3.6B 251k 14320.00
Actuate Corporation 0.1 $3.8B 647k 5850.00
WGL Holdings 0.1 $4.1B 105k 38490.00
NetGear (NTGR) 0.1 $4.0B 92k 43720.00
SciClone Pharmaceuticals 0.1 $3.6B 600k 6040.00
iShares MSCI Taiwan Index 0.1 $3.8B 252k 15180.00
Oritani Financial 0.1 $3.8B 300k 12790.00
Northgate Minerals Corp note 3.500%10/0 0.1 $4.0B 4.0M 990.00
Chubb Corporation 0.1 $3.2B 51k 62609.99
Goldman Sachs (GS) 0.1 $3.4B 26k 133089.99
Assurant (AIZ) 0.1 $3.2B 87k 36270.00
Sealed Air (SEE) 0.1 $3.3B 141k 23790.00
Ruby Tuesday 0.1 $3.4B 316k 10780.00
National-Oilwell Var 0.1 $3.6B 46k 78210.00
Fresh Del Monte Produce (FDP) 0.1 $3.3B 123k 26670.00
Progress Software Corporation (PRGS) 0.1 $3.3B 137k 24130.00
CEC Entertainment 0.1 $3.3B 83k 40110.01
Amgen (AMGN) 0.1 $3.4B 58k 58350.00
Halliburton Company (HAL) 0.1 $3.3B 64k 51000.00
Target Corporation (TGT) 0.1 $3.5B 74k 46910.00
Deluxe Corporation (DLX) 0.1 $3.4B 136k 24710.00
ConAgra Foods (CAG) 0.1 $3.5B 137k 25810.00
Oracle Corporation (ORCL) 0.1 $3.3B 101k 32910.00
Darling International (DAR) 0.1 $3.5B 196k 17700.00
Kulicke and Soffa Industries (KLIC) 0.1 $3.4B 302k 11140.00
Select Comfort 0.1 $3.4B 189k 17980.00
W&T Offshore (WTI) 0.1 $3.3B 126k 26120.00
Alaska Air (ALK) 0.1 $3.6B 52k 68460.00
Brown Shoe Company 0.1 $3.4B 323k 10650.00
Buckeye Technologies 0.1 $3.2B 120k 26980.00
Littelfuse (LFUS) 0.1 $3.3B 57k 58720.00
Pioneer Drilling Company 0.1 $3.2B 210k 15240.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.1 $3.3B 583k 5580.00
Hanger Orthopedic 0.1 $3.1B 128k 24470.00
Om 0.1 $3.4B 83k 40640.00
Parametric Technology 0.1 $3.5B 153k 22930.00
Xyratex 0.1 $3.3B 324k 10260.00
Jos. A. Bank Clothiers 0.1 $3.1B 62k 50010.00
Shaw 0.1 $3.5B 115k 30210.00
Westlake Chemical Corporation (WLK) 0.1 $3.4B 65k 51900.00
BioMed Realty Trust 0.1 $3.4B 177k 19240.00
DCT Industrial Trust 0.1 $3.4B 647k 5230.00
Web 0.1 $3.3B 264k 12320.00
Invesco Mortgage Capital 0.1 $3.1B 149k 21130.00
General Mtrs Co *w exp 07/10/201 0.1 $3.3B 206k 15930.00
America Movil Sab De Cv spon adr l 0.1 $2.9B 53k 53879.99
Lender Processing Services 0.1 $2.7B 130k 20910.00
Spdr S&p 500 Etf (SPY) 0.1 $2.7B 20k 131970.02
Public Storage (PSA) 0.1 $3.0B 27k 114010.01
Transocean (RIG) 0.1 $2.7B 42k 64560.00
Newell Rubbermaid (NWL) 0.1 $2.7B 169k 15780.00
La-Z-Boy Incorporated (LZB) 0.1 $3.0B 306k 9870.00
Tetra Tech (TTEK) 0.1 $2.9B 131k 22500.00
Men's Wearhouse 0.1 $2.9B 85k 33700.00
Mentor Graphics Corporation 0.1 $2.7B 214k 12810.00
Williams Companies (WMB) 0.1 $2.7B 88k 30250.01
Iron Mountain Incorporated 0.1 $3.0B 87k 34090.00
Avis Budget (CAR) 0.1 $3.0B 175k 17090.00
Express Scripts 0.1 $2.8B 52k 53980.00
Kindred Healthcare 0.1 $2.7B 125k 21470.00
Rudolph Technologies 0.1 $2.8B 259k 10710.00
Celadon (CGIP) 0.1 $3.0B 211k 13960.00
Ceradyne 0.1 $3.0B 76k 38990.00
Gulfport Energy Corporation 0.1 $3.0B 101k 29690.00
Layne Christensen Company 0.1 $3.0B 100k 30340.00
Steven Madden (SHOO) 0.1 $2.9B 77k 37510.00
Alliant Techsystems 0.1 $2.9B 40k 71330.00
CryoLife (AORT) 0.1 $3.0B 529k 5600.00
DXP Enterprises (DXPE) 0.1 $2.8B 110k 25350.00
KBW 0.1 $2.6B 142k 18700.00
MasTec (MTZ) 0.1 $2.9B 148k 19720.00
Veeco Instruments (VECO) 0.1 $2.7B 55k 48410.01
FEI Company 0.1 $2.7B 72k 38190.01
Datalink Corporation 0.1 $2.9B 412k 6950.00
BP (BP) 0.1 $2.5B 56k 44290.00
Stillwater Mng Co note 1.875% 3/1 0.1 $2.3B 2.0M 1171.25
Nasdaq Omx (NDAQ) 0.1 $2.6B 101k 25300.00
Suntrust Banks Inc $1.00 Par Cmn 0.1 $2.5B 97k 25800.00
Caterpillar (CAT) 0.1 $2.2B 20k 106459.98
Medco Health Solutions 0.1 $2.6B 45k 56520.01
Constellation Energy 0.1 $2.2B 57k 37960.00
PPG Industries (PPG) 0.1 $2.4B 26k 90790.00
R.R. Donnelley & Sons Company 0.1 $2.4B 121k 19610.00
Shoe Carnival (SCVL) 0.1 $2.5B 84k 30150.00
Colgate-Palmolive Company (CL) 0.1 $2.6B 29k 87409.99
EMC Corporation 0.1 $2.2B 80k 27550.00
Southern Company (SO) 0.1 $2.5B 63k 40380.01
AutoZone (AZO) 0.1 $2.2B 7.6k 294850.07
Financial Institutions (FISI) 0.1 $2.6B 158k 16420.00
Asbury Automotive (ABG) 0.1 $2.6B 141k 18530.00
Piper Jaffray Companies (PIPR) 0.1 $2.5B 86k 28810.00
Textron (TXT) 0.1 $2.4B 101k 23610.00
Heartland Payment Systems 0.1 $2.5B 121k 20600.00
Standex Int'l (SXI) 0.1 $2.3B 74k 30670.00
Simon Property (SPG) 0.1 $2.3B 20k 116230.01
SuperGen 0.1 $2.5B 830k 2980.00
Jones Group 0.1 $2.3B 212k 10850.00
Flotek cv 5.25% 0.1 $2.2B 2.3M 973.75
U.s. Concrete Inc Cmn 0.1 $2.4B 275k 8750.00
Nielsen Holdings Nv 0.1 $2.3B 73k 31160.00
E TRADE Financial Corporation 0.0 $1.7B 126k 13800.00
China Petroleum & Chemical 0.0 $1.9B 19k 101440.01
China Mobile 0.0 $1.7B 36k 46779.99
Taiwan Semiconductor Mfg (TSM) 0.0 $2.1B 170k 12610.00
Ameriprise Financial (AMP) 0.0 $1.8B 30k 57680.00
Teva Pharmaceutical Industries (TEVA) 0.0 $2.0B 41k 48220.00
Dominion Resources (D) 0.0 $2.1B 43k 48269.99
Pitney Bowes (PBI) 0.0 $1.7B 76k 22990.00
Universal Health Services (UHS) 0.0 $1.9B 37k 51530.00
Mylan 0.0 $2.1B 84k 24670.00
Honeywell International (HON) 0.0 $2.0B 33k 59590.00
Texas Instruments Incorporated (TXN) 0.0 $1.7B 52k 32829.99
United Technologies Corporation 0.0 $1.9B 21k 88510.00
Walgreen Company 0.0 $1.8B 44k 42459.99
Wisconsin Energy Corporation 0.0 $1.8B 57k 31350.00
Shinhan Financial (SHG) 0.0 $2.1B 22k 95950.02
Whole Foods Market 0.0 $1.9B 30k 63450.01
Lowe's Companies (LOW) 0.0 $2.0B 87k 23310.00
Prudential Financial (PRU) 0.0 $2.1B 32k 63589.99
Zimmer Holdings (ZBH) 0.0 $1.8B 28k 63199.99
Community Health Systems (CYH) 0.0 $1.8B 68k 25680.00
Ez (EZPW) 0.0 $2.1B 60k 35575.01
Medicines Company 0.0 $1.7B 102k 16510.00
Jabil Circuit (JBL) 0.0 $2.1B 106k 20200.00
Rowan Companies 0.0 $1.9B 49k 38810.00
Lakeland Financial Corporation (LKFN) 0.0 $1.8B 83k 22260.00
Central European Dist Corp note 3.000% 3/1 0.0 $1.2B 1.5M 820.00
Devon Energy Corporation (DVN) 0.0 $1.6B 20k 78810.01
Waste Management (WM) 0.0 $1.3B 35k 37270.01
Cephalon 0.0 $1.5B 18k 79900.02
Raytheon Company 0.0 $1.2B 25k 49850.00
Kroger (KR) 0.0 $1.6B 66k 24800.01
McKesson Corporation (MCK) 0.0 $1.5B 18k 83650.00
Total (TTE) 0.0 $1.2B 22k 57840.00
Jacobs Engineering 0.0 $1.2B 29k 43250.00
Toll Brothers (TOL) 0.0 $1.5B 74k 20740.01
PetroChina Company 0.0 $1.2B 8.5k 146029.94
Dover Corporation (DOV) 0.0 $1.4B 20k 67799.99
Precision Castparts 0.0 $1.6B 9.9k 164650.00
Micron Technology (MU) 0.0 $1.5B 202k 7480.00
ITT Corporation 0.0 $1.4B 23k 58930.01
CRH 0.0 $1.7B 73k 22520.00
Bancolombia (CIB) 0.0 $1.3B 19k 66729.98
TransDigm Group Incorporated (TDG) 0.0 $1.5B 16k 91190.00
Teck Resources Ltd cl b (TECK) 0.0 $1.2B 24k 50740.00
AECOM Technology Corporation (ACM) 0.0 $1.6B 60k 27340.00
iShares MSCI Brazil Index (EWZ) 0.0 $1.4B 19k 73349.98
QEP Resources 0.0 $1.6B 39k 41830.00
Vanguard Emerging Markets ETF (VWO) 0.0 $1.6B 33k 48620.00
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $1.4B 75k 19110.00
Compucredit Hldgs Corp note 5.875%11/3 0.0 $1.3B 3.0M 448.75
Market Vectors Poland ETF 0.0 $1.3B 46k 29487.99
Covidien 0.0 $1.7B 31k 53230.00
Evergreen Solar Inc note 13.000% 4/1 0.0 $1.3B 3.5M 377.50
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $1.2B 1.0M 1170.00
K V Pharmaceutical Co note 2.500% 5/1 0.0 $1.0B 2.0M 500.00
Costco Wholesale Corporation (COST) 0.0 $1.2B 14k 81239.99
3M Company (MMM) 0.0 $893M 9.4k 94849.96
Cameco Corporation (CCJ) 0.0 $1.1B 41k 26350.00
Ryder System (R) 0.0 $1.2B 20k 56849.99
V.F. Corporation (VFC) 0.0 $1.1B 10k 108560.04
Medtronic 0.0 $1.2B 30k 38529.99
Nokia Corporation (NOK) 0.0 $794M 124k 6420.00
Limited Brands 0.0 $1.1B 27k 38449.98
Xerox Corporation 0.0 $1.1B 101k 10410.00
Nicor 0.0 $1.1B 19k 54740.01
Visa (V) 0.0 $1.1B 13k 84260.00
Amazon (AMZN) 0.0 $828M 4.0k 204490.12
Silgan Holdings (SLGN) 0.0 $901M 22k 40970.00
RPC (RES) 0.0 $955M 39k 24540.00
UniFirst Corporation (UNF) 0.0 $748M 13k 56189.99
Southern Copper Corporation (SCCO) 0.0 $1.2B 35k 32870.00
Savient Pharmaceuticals 0.0 $983M 131k 7490.00
Mitcham Industries 0.0 $1.1B 65k 17300.00
Garmin (GRMN) 0.0 $903M 27k 33030.01
O'reilly Automotive (ORLY) 0.0 $729M 11k 65510.02
China Med Technologies Inc note 6.250%12/1 0.0 $718M 1.0M 717.50
Gmx Res Inc note 5.000% 2/0 0.0 $556M 589k 943.75
Portland General Electric Company (POR) 0.0 $703M 28k 25280.01
Monsanto Company 0.0 $661M 9.1k 72539.97
Philippine Long Distance Telephone 0.0 $538M 10k 54039.96
Duke Energy Corporation 0.0 $495M 26k 18829.99
J.C. Penney Company 0.0 $278M 8.1k 34540.00
NYSE Euronext 0.0 $305M 8.9k 34270.00
Eastman Chemical Company (EMN) 0.0 $578M 5.7k 102070.05
DeVry 0.0 $497M 8.4k 59130.00
Energizer Holdings 0.0 $470M 6.5k 72360.00
Cemex SAB de CV (CX) 0.0 $700M 81k 8600.00
Credit Suisse Group 0.0 $640M 16k 39020.00
TJX Companies (TJX) 0.0 $473M 9.0k 52530.00
Accenture (ACN) 0.0 $611M 10k 60420.00
Arctic Cat 0.0 $416M 31k 13430.01
iShares Russell 2000 Index (IWM) 0.0 $643M 7.8k 82799.97
Banco Santander-Chile (BSAC) 0.0 $366M 3.9k 93810.00
Harry Winston Diamond Corp Com Stk 0.0 $530M 32k 16620.00
Boston Properties (BXP) 0.0 $612M 5.8k 106160.02
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $454M 14k 32010.02
SPDR S&P Emerging Middle Est & Afrca ETF 0.0 $645M 8.7k 74089.96
SMF Energy Corporations 0.0 $267M 192k 1390.00
Evergreen Solar Inc note 4.000% 7/1 0.0 $550M 2.5M 220.00
Visteon Corporation (VC) 0.0 $199M 2.9k 68410.09
Us Concrete Inc sr secured 0.0 $9.7M 8.0k 1212.50