DuPont Capital Management Corporation

DuPont Capital Management Corporation as of Sept. 30, 2011

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 469 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Zimmer Holdings (ZBH) 44.5 $1.5B 28k 53500.00
Zions Bancorporation (ZION) 29.6 $1.0B 72k 14070.00
Yanzhou Coal Mining (YZCAY) 6.9 $235M 11k 21100.04
Wells Fargo & Company (WFC) 1.0 $35M 1.5M 24.12
Time Warner Cable 1.0 $34M 543k 62.67
WellPoint 1.0 $34M 513k 65.28
Whirlpool Corporation (WHR) 0.8 $26M 515k 49.91
Via 0.7 $24M 629k 38.74
Western Digital (WDC) 0.7 $23M 908k 25.72
U.S. Bancorp (USB) 0.6 $21M 885k 23.54
Tellabs 0.6 $19M 4.5M 4.29
Textron (TXT) 0.5 $17M 952k 17.64
Ultra Petroleum 0.4 $14M 503k 27.72
Symantec Corporation 0.4 $13M 814k 16.30
Vimpel 0.4 $13M 1.4M 9.53
Spirit AeroSystems Holdings (SPR) 0.4 $13M 787k 15.95
SPX Corporation 0.4 $12M 270k 45.31
Valero Energy Corporation (VLO) 0.3 $12M 680k 17.78
Timken Company (TKR) 0.3 $11M 345k 32.82
Warna 0.3 $11M 243k 46.09
Smithfield Foods 0.3 $10M 533k 19.50
Suntrust Banks Inc $1.00 Par Cmn 0.3 $10M 569k 17.95
Teradyne (TER) 0.3 $8.8M 802k 11.01
Sensient Technologies Corporation (SXT) 0.2 $8.4M 259k 32.55
WGL Holdings 0.2 $8.7M 221k 39.07
Steris Corporation 0.2 $8.3M 284k 29.27
Ternium (TX) 0.2 $8.0M 385k 20.83
Triumph (TGI) 0.2 $8.1M 167k 48.74
Synopsys (SNPS) 0.2 $7.7M 317k 24.36
WABCO Holdings 0.2 $7.9M 209k 37.86
ValueClick 0.2 $7.8M 500k 15.56
Ruddick Corporation 0.2 $7.7M 198k 38.99
UGI Corporation (UGI) 0.2 $7.9M 302k 26.27
Tyson Foods (TSN) 0.2 $7.2M 413k 17.36
Henry Schein (HSIC) 0.2 $6.7M 107k 62.01
TRW Automotive Holdings 0.2 $6.7M 206k 32.73
Wal-Mart Stores (WMT) 0.2 $6.3M 121k 51.90
Rock-Tenn Company 0.2 $6.5M 134k 48.68
Verizon Communications (VZ) 0.2 $6.2M 169k 36.80
WellCare Health Plans 0.2 $6.2M 164k 37.98
Reinsurance Group of America (RGA) 0.2 $5.7M 124k 45.95
Waste Connections 0.2 $5.9M 176k 33.82
Stone Energy Corporation 0.2 $5.8M 357k 16.21
Time Warner 0.2 $5.6M 187k 29.97
Safeway 0.2 $5.4M 325k 16.63
URS Corporation 0.2 $5.3M 180k 29.66
UnitedHealth (UNH) 0.1 $5.2M 113k 46.12
Wyndham Worldwide Corporation 0.1 $5.1M 179k 28.51
Reliance Steel & Aluminum (RS) 0.1 $5.1M 150k 34.01
Semtech Corporation (SMTC) 0.1 $5.2M 246k 21.10
Teleflex Incorporated (TFX) 0.1 $5.2M 96k 53.77
Tupperware Brands Corporation (TUP) 0.1 $4.8M 89k 53.74
Materials SPDR (XLB) 0.1 $4.8M 165k 29.32
Waters Corporation (WAT) 0.1 $4.5M 60k 75.49
Usec Inc note 3.000%10/0 0.1 $3.8M 7.2M 0.53
Vodafone 0.1 $3.3M 130k 25.65
Spdr S&p 500 Etf (SPY) 0.1 $3.0M 27k 113.17
Sovran Self Storage 0.1 $3.2M 86k 37.17
Unilever (UL) 0.1 $3.2M 102k 31.19
Vanguard Emerging Markets ETF (VWO) 0.1 $3.0M 84k 35.89
SBA Communications Corporation 0.1 $2.7M 78k 34.48
Ruby Tuesday 0.1 $2.4M 329k 7.16
Target Corporation (TGT) 0.1 $2.4M 49k 49.04
Walgreen Company 0.1 $2.4M 72k 32.89
Select Comfort 0.1 $2.5M 181k 13.97
ScanSource (SCSC) 0.1 $2.4M 80k 29.56
UniFirst Corporation (UNF) 0.1 $2.3M 50k 45.29
Scripps Networks Interactive 0.1 $2.2M 60k 37.17
Simon Property (SPG) 0.1 $2.3M 21k 109.98
Taiwan Semiconductor Mfg (TSM) 0.1 $2.1M 182k 11.43
Travelers Companies (TRV) 0.1 $1.9M 39k 48.73
Williams Companies (WMB) 0.1 $1.9M 79k 24.34
Standard Motor Products (SMP) 0.1 $2.2M 170k 12.97
SciClone Pharmaceuticals 0.1 $2.2M 573k 3.81
Stillwater Mng Co note 1.875% 3/1 0.1 $1.9M 2.0M 0.93
Sealed Air (SEE) 0.1 $1.7M 105k 16.70
Sherwin-Williams Company (SHW) 0.1 $1.6M 21k 74.32
United Technologies Corporation 0.1 $1.9M 26k 70.36
Shinhan Financial (SHG) 0.1 $1.7M 25k 68.44
Whole Foods Market 0.1 $1.6M 25k 65.31
Rudolph Technologies 0.1 $1.7M 248k 6.69
W&T Offshore (WTI) 0.1 $1.8M 133k 13.76
Veeco Instruments (VECO) 0.1 $1.7M 68k 24.40
Web 0.1 $1.9M 268k 6.98
Valspar Corporation 0.0 $1.3M 41k 31.21
Tetra Tech (TTEK) 0.0 $1.4M 72k 18.74
Southern Company (SO) 0.0 $1.3M 30k 42.37
Universal Health Services (UHS) 0.0 $1.0M 31k 34.00
Wisconsin Energy Corporation 0.0 $1.1M 35k 31.29
Sauer-Danfoss 0.0 $1.1M 39k 28.90
U.s. Concrete Inc Cmn 0.0 $1.2M 280k 4.17
Teva Pharmaceutical Industries (TEVA) 0.0 $768k 21k 37.22
Raytheon Company 0.0 $793k 19k 40.87
Toll Brothers (TOL) 0.0 $638k 44k 14.43
Wynn Resorts (WYNN) 0.0 $524k 4.6k 115.08
Southwest Airlines (LUV) 0.0 $627k 78k 8.04
TransDigm Group Incorporated (TDG) 0.0 $641k 7.8k 81.67
SPDR S&P Emerging Middle Est & Afrca ETF 0.0 $539k 8.9k 60.58
TJX Companies (TJX) 0.0 $374k 6.8k 55.47
United Microelectronics (UMC) 0.0 $464k 243k 1.91
SMF Energy Corporations 0.0 $323k 132k 2.44
BP (BP) 0.0 $0 67k 0.00
Chubb Corporation 0.0 $0 51k 0.00
Diamond Offshore Drilling 0.0 $0 163k 0.00
Ens 0.0 $0 457k 0.00
E TRADE Financial Corporation 0.0 $0 126k 0.00
America Movil Sab De Cv spon adr l 0.0 $0 141k 0.00
China Petroleum & Chemical 0.0 $0 22k 0.00
Comcast Corporation (CMCSA) 0.0 $0 145k 0.00
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $0 1.0M 0.00
Central European Dist Corp note 3.000% 3/1 0.0 $0 6.5M 0.00
China Med Technologies Inc note 4.000% 8/1 0.0 $0 21M 0.00
Gmx Res Inc note 4.500% 5/0 0.0 $0 1.0M 0.00
K V Pharmaceutical Co note 2.500% 5/1 0.0 $0 3.0M 0.00
Lear Corporation (LEA) 0.0 $0 111k 0.00
Gmx Res Inc note 5.000% 2/0 0.0 $0 589k 0.00
Petroleo Brasileiro SA (PBR.A) 0.0 $4.6k 222k 0.02
NRG Energy (NRG) 0.0 $21k 998k 0.02
China Mobile 0.0 $0 43k 0.00
ICICI Bank (IBN) 0.0 $0 184k 0.00
iShares MSCI Emerging Markets Indx (EEM) 0.0 $0 3.4M 0.00
Portland General Electric Company (POR) 0.0 $658.836300 28k 0.02
Microsoft Corporation (MSFT) 0.0 $85k 3.4M 0.02
Emcor (EME) 0.0 $0 119k 0.00
Annaly Capital Management 0.0 $0 129k 0.00
Cme (CME) 0.0 $0 16k 0.00
Hartford Financial Services (HIG) 0.0 $0 89k 0.00
JPMorgan Chase & Co. (JPM) 0.0 $0 458k 0.00
Leucadia National 0.0 $0 18k 0.00
MasterCard Incorporated (MA) 0.0 $6.6k 21k 0.32
Assurant (AIZ) 0.0 $0 73k 0.00
Lender Processing Services 0.0 $0 160k 0.00
Ace Limited Cmn 0.0 $0 119k 0.00
PNC Financial Services (PNC) 0.0 $2.0k 43k 0.05
Principal Financial (PFG) 0.0 $551.292200 24k 0.02
Bank of America Corporation (BAC) 0.0 $0 3.1M 0.00
Bank of New York Mellon Corporation (BK) 0.0 $0 480k 0.00
Discover Financial Services (DFS) 0.0 $0 87k 0.00
Ameriprise Financial (AMP) 0.0 $0 45k 0.00
Nasdaq Omx (NDAQ) 0.0 $2.3k 101k 0.02
Affiliated Managers (AMG) 0.0 $0 71k 0.00
Caterpillar (CAT) 0.0 $0 20k 0.00
Coca-Cola Company (KO) 0.0 $0 58k 0.00
Costco Wholesale Corporation (COST) 0.0 $0 12k 0.00
Crown Castle International 0.0 $0 135k 0.00
CSX Corporation (CSX) 0.0 $0 425k 0.00
Devon Energy Corporation (DVN) 0.0 $0 31k 0.00
Expedia 0.0 $0 273k 0.00
Exxon Mobil Corporation (XOM) 0.0 $0 1.2M 0.00
FedEx Corporation (FDX) 0.0 $0 183k 0.00
McDonald's Corporation (MCD) 0.0 $1.9k 21k 0.09
Monsanto Company 0.0 $2.0k 33k 0.06
Home Depot (HD) 0.0 $0 53k 0.00
Abbott Laboratories (ABT) 0.0 $0 225k 0.00
Baxter International (BAX) 0.0 $0 186k 0.00
Johnson & Johnson (JNJ) 0.0 $49.132600 491k 0.00
Eli Lilly & Co. (LLY) 0.0 $4.0k 107k 0.04
Pfizer (PFE) 0.0 $45k 2.5M 0.02
Norfolk Southern (NSC) 0.0 $1.5k 25k 0.06
Philippine Long Distance Telephone 0.0 $584.941500 12k 0.05
CBS Corporation 0.0 $0 245k 0.00
AES Corporation (AES) 0.0 $0 53k 0.00
Chevron Corporation (CVX) 0.0 $0 337k 0.00
Dominion Resources (D) 0.0 $0 35k 0.00
General Electric Company 0.0 $0 4.0M 0.00
At&t (T) 0.0 $0 624k 0.00
Apache Corporation 0.0 $0 155k 0.00
Avon Products 0.0 $0 1.2M 0.00
BMC Software 0.0 $0 130k 0.00
Cameco Corporation (CCJ) 0.0 $0 1.3M 0.00
Carnival Corporation (CCL) 0.0 $0 478k 0.00
Cerner Corporation 0.0 $0 92k 0.00
Cisco Systems (CSCO) 0.0 $0 3.0M 0.00
Coach 0.0 $0 3.9k 0.00
Fidelity National Financial 0.0 $0 681k 0.00
Franklin Resources (BEN) 0.0 $0 57k 0.00
Kimberly-Clark Corporation (KMB) 0.0 $24.329300 243k 0.00
Kohl's Corporation (KSS) 0.0 $0 148k 0.00
Microchip Technology (MCHP) 0.0 $524.999100 17k 0.03
NYSE Euronext 0.0 $206.480000 8.9k 0.02
Noble Energy 0.0 $15k 214k 0.07
Northrop Grumman Corporation (NOC) 0.0 $3.7k 71k 0.05
Nucor Corporation (NUE) 0.0 $14k 440k 0.03
PPG Industries (PPG) 0.0 $2.4k 34k 0.07
Pitney Bowes (PBI) 0.0 $1.5k 81k 0.02
Polaris Industries (PII) 0.0 $6.6k 132k 0.05
Public Storage (PSA) 0.0 $3.0k 27k 0.11
R.R. Donnelley & Sons Company 0.0 $0 101k 0.00
W.W. Grainger (GWW) 0.0 $3.100100 31k 0.00
Buckle (BKE) 0.0 $0 176k 0.00
AFLAC Incorporated (AFL) 0.0 $0 183k 0.00
Best Buy (BBY) 0.0 $0 254k 0.00
Boeing Company (BA) 0.0 $0 13k 0.00
Dow Chemical Company 0.0 $0 331k 0.00
Harris Corporation 0.0 $0 318k 0.00
Intel Corporation (INTC) 0.0 $0 2.2M 0.00
Medtronic 0.0 $12k 366k 0.03
Nordstrom (JWN) 0.0 $416.189900 9.1k 0.05
Nu Skin Enterprises (NUS) 0.0 $11k 261k 0.04
C.R. Bard 0.0 $0 257k 0.00
Morgan Stanley (MS) 0.0 $7.2k 536k 0.01
International Paper Company (IP) 0.0 $0 264k 0.00
Newell Rubbermaid (NWL) 0.0 $2.0k 168k 0.01
Entegris (ENTG) 0.0 $0 376k 0.00
Nokia Corporation (NOK) 0.0 $696.693900 122k 0.01
Darden Restaurants (DRI) 0.0 $0 5.4k 0.00
E.I. du Pont de Nemours & Company 0.0 $0 10M 0.00
Emerson Electric (EMR) 0.0 $0 384k 0.00
Limited Brands 0.0 $1.1k 27k 0.04
Foot Locker (FL) 0.0 $0 550k 0.00
Manitowoc Company 0.0 $10k 1.5M 0.01
National-Oilwell Var 0.0 $994.508800 19k 0.05
Endo Pharmaceuticals 0.0 $0 202k 0.00
Plantronics 0.0 $7.2k 253k 0.03
Fossil 0.0 $0 68k 0.00
La-Z-Boy Incorporated (LZB) 0.0 $0 293k 0.00
DeVry 0.0 $0 11k 0.00
Omnicare 0.0 $5.9k 230k 0.03
CVS Caremark Corporation (CVS) 0.0 $0 117k 0.00
Kroger (KR) 0.0 $0 115k 0.00
Mylan 0.0 $1.2k 70k 0.02
Adtran 0.0 $0 163k 0.00
Aetna 0.0 $0 28k 0.00
Helmerich & Payne (HP) 0.0 $0 18k 0.00
RadioShack Corporation 0.0 $14k 1.2M 0.01
McKesson Corporation (MCK) 0.0 $2.6k 36k 0.07
Progress Software Corporation (PRGS) 0.0 $2.3k 131k 0.02
CEC Entertainment 0.0 $0 79k 0.00
NiSource (NI) 0.0 $6.4k 297k 0.02
AGCO Corporation (AGCO) 0.0 $0 134k 0.00
Arrow Electronics (ARW) 0.0 $0 191k 0.00
Lockheed Martin Corporation (LMT) 0.0 $29k 403k 0.07
Gartner (IT) 0.0 $0 152k 0.00
Mentor Graphics Corporation 0.0 $2.0k 205k 0.01
Amgen (AMGN) 0.0 $0 75k 0.00
Apple (AAPL) 0.0 $0 37k 0.00
Capital One Financial (COF) 0.0 $0 310k 0.00
Cemex SAB de CV (CX) 0.0 $0 77k 0.00
Colgate-Palmolive Company (CL) 0.0 $0 24k 0.00
ConocoPhillips (COP) 0.0 $0 87k 0.00
Credit Suisse Group 0.0 $0 16k 0.00
Directv 0.0 $0 189k 0.00
DISH Network 0.0 $0 222k 0.00
Domtar Corp 0.0 $0 125k 0.00
Fluor Corporation (FLR) 0.0 $0 140k 0.00
Halliburton Company (HAL) 0.0 $0 55k 0.00
Hess (HES) 0.0 $0.910700 9.1k 0.00
Hewlett-Packard Company 0.0 $0 154k 0.00
Honeywell International (HON) 0.0 $0 26k 0.00
International Business Machines (IBM) 0.0 $11.940400 60k 0.00
Macy's (M) 0.0 $33k 1.3M 0.03
Merck & Co (MRK) 0.0 $39k 1.2M 0.03
News Corporation 0.0 $168.950000 11k 0.02
Parker-Hannifin Corporation (PH) 0.0 $7.9k 126k 0.06
Pepsi (PEP) 0.0 $42k 671k 0.06
Philip Morris International (PM) 0.0 $38k 601k 0.06
Procter & Gamble Company (PG) 0.0 $32k 509k 0.06
Tyco International Ltd S hs 0.0 $0 101k 0.00
Apollo 0.0 $0 317k 0.00
Gap (GPS) 0.0 $0 449k 0.00
Ca 0.0 $0 292k 0.00
iShares MSCI EAFE Index Fund (EFA) 0.0 $0 4.0M 0.00
Biogen Idec (BIIB) 0.0 $0 13k 0.00
Ford Motor Company (F) 0.0 $0 167k 0.00
Exelon Corporation (EXC) 0.0 $0 183k 0.00
Linear Technology Corporation 0.0 $433.954800 16k 0.03
Dell 0.0 $0 3.1M 0.00
Freeport-McMoRan Copper & Gold (FCX) 0.0 $0 260k 0.00
Gilead Sciences (GILD) 0.0 $0 196k 0.00
Dillard's (DDS) 0.0 $0 128k 0.00
PG&E Corporation (PCG) 0.0 $4.2k 100k 0.04
Cnh Global 0.0 $0 180k 0.00
EMC Corporation 0.0 $0 49k 0.00
Lexmark International 0.0 $792.342000 29k 0.03
Jacobs Engineering 0.0 $0 33k 0.00
Murphy Oil Corporation (MUR) 0.0 $5.2k 118k 0.04
Accenture (ACN) 0.0 $0 10k 0.00
EOG Resources (EOG) 0.0 $0 129k 0.00
General Dynamics Corporation (GD) 0.0 $0 440k 0.00
Lowe's Companies (LOW) 0.0 $2.7k 142k 0.02
Cohen & Steers (CNS) 0.0 $0 93k 0.00
Meadowbrook Insurance 0.0 $3.3k 370k 0.01
Clorox Company (CLX) 0.0 $0 14k 0.00
Gannett 0.0 $0 1.7M 0.00
Fifth Third Ban (FITB) 0.0 $0 461k 0.00
Coventry Health Care 0.0 $0 41k 0.00
Nicor 0.0 $612.040000 11k 0.06
Prudential Financial (PRU) 0.0 $2.2k 48k 0.05
Deluxe Corporation (DLX) 0.0 $0 130k 0.00
Entertainment Properties Trust 0.0 $0 82k 0.00
Iron Mountain Incorporated 0.0 $0 106k 0.00
Aeropostale 0.0 $0 688k 0.00
AutoZone (AZO) 0.0 $0 8.8k 0.00
Google 0.0 $11.464500 23k 0.00
Dr Pepper Snapple 0.0 $0 173k 0.00
Cousins Properties 0.0 $0 582k 0.00
ConAgra Foods (CAG) 0.0 $0 137k 0.00
East West Ban (EWBC) 0.0 $0 331k 0.00
PetroChina Company 0.0 $1.1k 9.3k 0.12
Dover Corporation (DOV) 0.0 $0 24k 0.00
NewMarket Corporation (NEU) 0.0 $9.6k 63k 0.15
Patterson-UTI Energy (PTEN) 0.0 $4.4k 257k 0.02
PPL Corporation (PPL) 0.0 $23k 812k 0.03
Public Service Enterprise (PEG) 0.0 $26k 789k 0.03
Magna Intl Inc cl a (MGA) 0.0 $13k 386k 0.03
Applied Materials (AMAT) 0.0 $0 111k 0.00
Oracle Corporation (ORCL) 0.0 $33k 1.2M 0.03
Paccar (PCAR) 0.0 $1.4k 41k 0.03
Precision Castparts 0.0 $460.746500 3.0k 0.16
Marathon Oil Corporation (MRO) 0.0 $6.4k 297k 0.02
Arctic Cat 0.0 $0 175k 0.00
Pos (PKX) 0.0 $26k 337k 0.08
HCC Insurance Holdings 0.0 $0 223k 0.00
Landstar System (LSTR) 0.0 $0 161k 0.00
Delphi Financial 0.0 $0 128k 0.00
Fair Isaac Corporation (FICO) 0.0 $0 165k 0.00
Avis Budget (CAR) 0.0 $0 182k 0.00
Corn Products International 0.0 $0 167k 0.00
Calpine Corporation 0.0 $0 434k 0.00
Delta Air Lines (DAL) 0.0 $0 2.7M 0.00
Financial Institutions (FISI) 0.0 $0 151k 0.00
Magellan Health Services 0.0 $3.6k 75k 0.05
BOK Financial Corporation (BOKF) 0.0 $0 94k 0.00
Plains Exploration & Production Company 0.0 $682.884100 30k 0.02
Brinker International (EAT) 0.0 $0 428k 0.00
Darling International (DAR) 0.0 $0 188k 0.00
Dolby Laboratories (DLB) 0.0 $0 123k 0.00
Lorillard 0.0 $31k 277k 0.11
Entergy Corporation (ETR) 0.0 $0 194k 0.00
Express Scripts 0.0 $0 25k 0.00
AMERIGROUP Corporation 0.0 $0 104k 0.00
CF Industries Holdings (CF) 0.0 $0 90k 0.00
Complete Production Services 0.0 $0 449k 0.00
Fairchild Semiconductor International 0.0 $0 386k 0.00
Humana (HUM) 0.0 $54.916000 549k 0.00
iShares Russell 2000 Index (IWM) 0.0 $0.186900 1.9k 0.00
Kelly Services (KELYA) 0.0 $0 146k 0.00
Kindred Healthcare 0.0 $0 101k 0.00
Kulicke and Soffa Industries (KLIC) 0.0 $0 335k 0.00
Marvell Technology Group 0.0 $0 188k 0.00
Medicis Pharmaceutical Corporation 0.0 $7.5k 207k 0.04
Newpark Resources (NR) 0.0 $2.1k 340k 0.01
Par Pharmaceutical Companies 0.0 $2.9k 108k 0.03
Alaska Air (ALK) 0.0 $0 50k 0.00
Banco Santander-Chile (BSAC) 0.0 $0 3.1k 0.00
Brown Shoe Company 0.0 $0 330k 0.00
Buckeye Technologies 0.0 $0 106k 0.00
Cliffs Natural Resources 0.0 $0 168k 0.00
Community Health Systems (CYH) 0.0 $0 244k 0.00
Littelfuse (LFUS) 0.0 $2.9k 71k 0.04
Measurement Specialties 0.0 $2.1k 81k 0.03
Oshkosh Corporation (OSK) 0.0 $17k 1.1M 0.02
Pioneer Drilling Company 0.0 $1.2k 168k 0.01
Atlas Air Worldwide Holdings 0.0 $0 125k 0.00
Assured Guaranty (AGO) 0.0 $0 462k 0.00
Bruker Corporation (BRKR) 0.0 $0 283k 0.00
Community Bank System (CBU) 0.0 $0 132k 0.00
Celadon (CGIP) 0.0 $0 203k 0.00
Cirrus Logic (CRUS) 0.0 $0 191k 0.00
DiamondRock Hospitality Company (DRH) 0.0 $0 323k 0.00
DTE Energy Company (DTE) 0.0 $0 133k 0.00
El Paso Electric Company 0.0 $0 236k 0.00
First Niagara Financial 0.0 $0 837k 0.00
Gardner Denver 0.0 $0 82k 0.00
Guess? (GES) 0.0 $0 175k 0.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.0 $0 558k 0.00
GameStop (GME) 0.0 $0 472k 0.00
Gulfport Energy Corporation 0.0 $0 80k 0.00
Hanger Orthopedic 0.0 $0 136k 0.00
Hi-Tech Pharmacal 0.0 $0 103k 0.00
Harry Winston Diamond Corp Com Stk 0.0 $0 26k 0.00
Innophos Holdings 0.0 $0 60k 0.00
Ingersoll-rand Co Ltd-cl A 0.0 $0 58k 0.00
ITT Corporation 0.0 $0 25k 0.00
Jabil Circuit (JBL) 0.0 $0 127k 0.00
Layne Christensen Company 0.0 $0 96k 0.00
LaSalle Hotel Properties 0.0 $0 135k 0.00
L-3 Communications Holdings 0.0 $10.085400 101k 0.00
MetLife (MET) 0.0 $6.7k 238k 0.03
Nordson Corporation (NDSN) 0.0 $6.2k 156k 0.04
Noble Corporation Com Stk 0.0 $0 448k 0.00
Om 0.0 $2.1k 79k 0.03
Piper Jaffray Companies (PIPR) 0.0 $1.8k 101k 0.02
Parametric Technology 0.0 $2.5k 163k 0.02
Steven Madden (SHOO) 0.0 $2.2k 74k 0.03
Warner Chilcott Plc - 0.0 $0 235k 0.00
Cimarex Energy 0.0 $0 91k 0.00
Xyratex 0.0 $0 310k 0.00
Alliant Techsystems 0.0 $0 32k 0.00
Banco Bradesco SA (BBD) 0.0 $0 1.2M 0.00
Belden (BDC) 0.0 $0 143k 0.00
Cubist Pharmaceuticals 0.0 $0 205k 0.00
Celgene Corporation 0.0 $0 449k 0.00
CRH 0.0 $0 60k 0.00
Energen Corporation 0.0 $0 133k 0.00
Heartland Payment Systems 0.0 $0 138k 0.00
Jarden Corporation 0.0 $0 199k 0.00
Jos. A. Bank Clothiers 0.0 $0 64k 0.00
Provident Financial Services (PFS) 0.0 $2.6k 241k 0.01
Actuate Corporation 0.0 $0 443k 0.00
Applied Industrial Technologies (AIT) 0.0 $0 97k 0.00
BRE Properties 0.0 $0 121k 0.00
Compania Cervecerias Unidas (CCU) 0.0 $0 146k 0.00
Bancolombia (CIB) 0.0 $0 18k 0.00
CryoLife (AORT) 0.0 $0 506k 0.00
DXP Enterprises (DXPE) 0.0 $0 105k 0.00
KBW 0.0 $0 160k 0.00
McDermott International 0.0 $23k 2.1M 0.01
MasTec (MTZ) 0.0 $2.4k 139k 0.02
Novellus Systems 0.0 $828.800700 30k 0.03
PS Business Parks 0.0 $5.0k 101k 0.05
Quest Software 0.0 $4.7k 294k 0.02
Albemarle Corporation (ALB) 0.0 $0 113k 0.00
Ametek (AME) 0.0 $0 247k 0.00
Ducommun Incorporated (DCO) 0.0 $0 121k 0.00
NetGear (NTGR) 0.0 $2.2k 84k 0.03
Orthofix International Nv Com Stk 0.0 $0 74k 0.00
Mitcham Industries 0.0 $1.9k 170k 0.01
Braskem SA (BAK) 0.0 $0 21k 0.00
BioMed Realty Trust 0.0 $0 147k 0.00
HCP 0.0 $0 35k 0.00
Alexandria Real Estate Equities (ARE) 0.0 $0 94k 0.00
Navistar International Corporation 0.0 $2.6k 82k 0.03
DCT Industrial Trust 0.0 $0 620k 0.00
FEI Company 0.0 $0 84k 0.00
Rayonier (RYN) 0.0 $7.2k 196k 0.04
Nabors Industries 0.0 $0 1.4M 0.00
Weatherford International Lt reg 0.0 $0 1.2M 0.00
Boston Properties (BXP) 0.0 $0 5.8k 0.00
AECOM Technology Corporation (ACM) 0.0 $0 202k 0.00
American International (AIG) 0.0 $0 646k 0.00
Bridgepoint Education 0.0 $0 75k 0.00
iShares MSCI Brazil Index (EWZ) 0.0 $2.401800 24k 0.00
Liberty Property Trust 0.0 $6.2k 214k 0.03
Signet Jewelers (SIG) 0.0 $0 162k 0.00
iShares MSCI South Korea Index Fund (EWY) 0.0 $0 81k 0.00
iShares MSCI Taiwan Index 0.0 $0 262k 0.00
Global Crossing 0.0 $0 722k 0.00
Lakeland Financial Corporation (LKFN) 0.0 $0 79k 0.00
Datalink Corporation 0.0 $0 290k 0.00
Oritani Financial 0.0 $2.5k 194k 0.01
QEP Resources 0.0 $685.575800 25k 0.03
iShares MSCI Malaysia Index Fund 0.0 $0 869k 0.00
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $19.463000 195k 0.00
Coca-cola Enterprises 0.0 $0 175k 0.00
Industries N shs - a - (LYB) 0.0 $0 188k 0.00
General Motors Company (GM) 0.0 $0 233k 0.00
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $0 194k 0.00
O'reilly Automotive (ORLY) 0.0 $673.858800 10k 0.07
Motorola Solutions (MSI) 0.0 $2.6k 62k 0.04
Flotek cv 5.25% 0.0 $0 1.3M 0.00
PowerShares India Portfolio 0.0 $13k 689k 0.02
China Med Technologies Inc note 6.250%12/1 0.0 $0 1.0M 0.00
Northgate Minerals Corp note 3.500%10/0 0.0 $4.4k 4.0M 0.00
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $0 17k 0.00
Compucredit Hldgs Corp note 5.875%11/3 0.0 $0 3.0M 0.00
Market Vectors Poland ETF 0.0 $882.328200 47k 0.02
Visteon Corporation (VC) 0.0 $125k 2.9k 43.00
Ascena Retail 0.0 $0 98k 0.00
Huntington Ingalls Inds (HII) 0.0 $0 477k 0.00
Hutchinson Technology Inc note 8.500% 1/1 0.0 $0 2.0M 0.00
Citigroup (C) 0.0 $0 1.2M 0.00
Central European Media sr nt cv 5%15 0.0 $0 500k 0.00
General Mtrs Co *w exp 07/10/201 0.0 $0 212k 0.00
General Mtrs Co *w exp 07/10/201 0.0 $0 212k 0.00
Marathon Petroleum Corp (MPC) 0.0 $4.3k 158k 0.03
Us Concrete Inc sr secured 0.0 $7.0k 8.0k 0.87
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $0 1.0M 0.00
Astex Pharmaceuticals 0.0 $0 795k 0.00