DuPont Capital Management Corporation

DuPont Capital Management Corporation as of March 31, 2012

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 500 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
WellPoint 8.8 $41B 551k 73800.00
Via 7.6 $35B 744k 47460.00
Time Warner Cable 6.6 $31B 374k 81500.00
Oracle Corporation (ORCL) 6.1 $29B 978k 29160.00
Valero Energy Corporation (VLO) 4.4 $20B 789k 25770.00
Nabors Industries 4.1 $19B 1.1M 17490.00
Vimpel 3.9 $18B 1.6M 11160.00
Noble Corporation Com Stk 3.2 $15B 401k 37470.00
Weatherford International Lt reg 3.2 $15B 979k 15090.00
Delphi Automotive 2.6 $12B 388k 31600.00
Par Pharmaceutical Companies 2.4 $11B 281k 38730.00
WABCO Holdings 2.3 $11B 179k 60480.00
TRW Automotive Holdings 2.3 $11B 228k 46450.00
PPL Corporation (PPL) 2.3 $11B 372k 28260.00
Ingersoll-rand Co Ltd-cl A 2.2 $10B 248k 41350.00
Public Storage (PSA) 2.2 $10B 73k 138170.01
Visa (V) 2.0 $9.1B 77k 118000.00
ValueClick 1.9 $8.8B 448k 19740.00
Spdr S&p 500 Etf (SPY) 1.8 $8.6B 61k 140719.99
Signet Jewelers (SIG) 1.6 $7.4B 156k 47280.00
Invesco (IVZ) 1.3 $6.2B 232k 26670.00
Wyndham Worldwide Corporation 1.3 $6.1B 131k 46510.00
Cnh Global 1.2 $5.8B 146k 39700.00
Usec Inc note 3.000%10/0 1.2 $5.5B 11M 495.00
Verizon Communications (VZ) 1.2 $5.5B 144k 38230.00
Tyco International Ltd S hs 1.2 $5.5B 97k 56180.00
United Therapeutics Corporation (UTHR) 1.2 $5.5B 117k 47130.00
Quest Software 1.2 $5.5B 236k 23270.00
Assured Guaranty (AGO) 1.1 $5.2B 316k 16520.00
D Spdr Series Trust (XTL) 1.1 $5.1B 110k 46720.00
UnitedHealth (UNH) 0.8 $3.9B 67k 58940.00
Petroleo Brasileiro SA (PBR.A) 0.8 $3.8B 148k 25560.00
Ace Limited Cmn 0.8 $3.6B 50k 73199.99
Tetra Tech (TTEK) 0.8 $3.6B 138k 26360.00
Xyratex 0.8 $3.6B 224k 15910.00
Sovran Self Storage 0.7 $3.4B 69k 49830.00
Vodafone 0.7 $3.4B 123k 27670.00
Select Comfort 0.7 $3.3B 103k 32390.00
Titan Machinery (TITN) 0.7 $3.3B 118k 28200.00
SciClone Pharmaceuticals 0.7 $3.3B 529k 6310.00
Provident Financial Services (PFS) 0.7 $3.2B 222k 14530.00
Oritani Financial 0.7 $3.1B 209k 14680.00
Sensient Technologies Corporation (SXT) 0.7 $3.0B 79k 38000.00
PG&E Corporation (PCG) 0.6 $3.0B 69k 43410.01
W&T Offshore (WTI) 0.6 $2.9B 140k 21080.00
WGL Holdings 0.6 $2.8B 69k 40700.01
Thq Inc note 5.000% 8/1 0.6 $2.7B 5.5M 488.75
Powerwave Technologies Inc note 3.875%10/0 0.6 $2.7B 5.5M 482.50
SanDisk Corporation 0.5 $2.5B 50k 49590.00
Visteon Corporation (VC) 0.5 $2.3B 43k 53000.00
Zimmer Holdings (ZBH) 0.5 $2.2B 35k 64280.01
3M Company (MMM) 0.4 $1.8B 20k 89210.00
Energy Xxi 0.3 $1.6B 43k 36110.00
Principal Financial (PFG) 0.3 $1.3B 46k 29510.00
U.s. Concrete Inc Cmn 0.3 $1.3B 280k 4660.00
Stillwater Mng Co note 1.875% 3/1 0.2 $1.0B 1.0M 1010.00
Jazz Pharmaceuticals (JAZZ) 0.1 $688M 14k 48470.00
Accenture (ACN) 0.1 $653M 10k 64500.05
Avago Technologies 0.1 $522M 13k 38970.00
QEP Resources 0.1 $494M 16k 30500.00
SPDR S&P Emerging Middle Est & Afrca ETF 0.1 $523M 7.4k 71119.93
PowerShares India Portfolio 0.1 $484M 26k 18839.98
SMF Energy Corporations 0.0 $117M 100k 1170.00
Exxon Mobil Corporation (XOM) 0.0 $96M 1.1M 86.73
Cameco Corporation (CCJ) 0.0 $33M 1.5M 21.49
Cisco Systems (CSCO) 0.0 $57M 2.7M 21.15
Merck & Co (MRK) 0.0 $44M 1.1M 38.40
Dell 0.0 $34M 2.0M 16.60
BP (BP) 0.0 $0 18k 0.00
Chubb Corporation 0.0 $0 37k 0.00
Diamond Offshore Drilling 0.0 $6.0M 90k 66.75
Ens 0.0 $931k 18k 52.93
E TRADE Financial Corporation 0.0 $0 126k 0.00
Loews Corporation (L) 0.0 $0 167k 0.00
America Movil Sab De Cv spon adr l 0.0 $4.9M 199k 24.83
China Petroleum & Chemical 0.0 $3.2M 30k 108.72
Comcast Corporation (CMCSA) 0.0 $5.7M 191k 30.01
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $446k 500k 0.89
Central European Dist Corp note 3.000% 3/1 0.0 $5.7M 6.5M 0.88
Gmx Res Inc note 4.500% 5/0 0.0 $1.1M 2.5M 0.46
K V Pharmaceutical Co note 2.500% 5/1 0.0 $980k 4.0M 0.24
Lear Corporation (LEA) 0.0 $0 105k 0.00
Gmx Res Inc note 5.000% 2/0 0.0 $1.2M 1.6M 0.74
Time Warner 0.0 $918.010800 24k 0.04
NRG Energy (NRG) 0.0 $0 1.2M 0.00
China Mobile 0.0 $2.6M 47k 55.08
ICICI Bank (IBN) 0.0 $13M 372k 34.87
iShares MSCI Emerging Markets Indx (EEM) 0.0 $0 2.1M 0.00
Portland General Electric Company (POR) 0.0 $0 28k 0.00
Taiwan Semiconductor Mfg (TSM) 0.0 $3.8k 248k 0.02
Microsoft Corporation (MSFT) 0.0 $0 3.1M 0.00
Emcor (EME) 0.0 $3.0M 110k 27.72
Annaly Capital Management 0.0 $0 40k 0.00
Goldman Sachs (GS) 0.0 $18M 148k 124.37
JPMorgan Chase & Co. (JPM) 0.0 $11M 228k 45.98
Leucadia National 0.0 $0 42k 0.00
MasterCard Incorporated (MA) 0.0 $1.9M 4.6k 420.54
State Street Corporation (STT) 0.0 $1.1k 23k 0.05
U.S. Bancorp (USB) 0.0 $26k 823k 0.03
Assurant (AIZ) 0.0 $5.1M 127k 40.50
Reinsurance Group of America (RGA) 0.0 $13.897000 139k 0.00
Lender Processing Services 0.0 $4.6k 176k 0.03
PNC Financial Services (PNC) 0.0 $2.732200 27k 0.00
Aon Corporation 0.0 $0 4.3k 0.00
Bank of America Corporation (BAC) 0.0 $0 2.4M 0.00
Bank of New York Mellon Corporation (BK) 0.0 $0 562k 0.00
Discover Financial Services (DFS) 0.0 $0 89k 0.00
Ameriprise Financial (AMP) 0.0 $1.7M 29k 57.13
Nasdaq Omx (NDAQ) 0.0 $0 101k 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.0 $18k 722k 0.02
Caterpillar (CAT) 0.0 $0 34k 0.00
Coca-Cola Company (KO) 0.0 $0 417k 0.00
Costco Wholesale Corporation (COST) 0.0 $1.1M 12k 90.80
CSX Corporation (CSX) 0.0 $0 284k 0.00
Devon Energy Corporation (DVN) 0.0 $2.4M 34k 71.12
Expeditors International of Washington (EXPD) 0.0 $0 15k 0.00
FedEx Corporation (FDX) 0.0 $5.1M 56k 91.96
McDonald's Corporation (MCD) 0.0 $0 24k 0.00
Monsanto Company 0.0 $1.6M 20k 79.76
Republic Services (RSG) 0.0 $0 242k 0.00
Wal-Mart Stores (WMT) 0.0 $7.3k 119k 0.06
Home Depot (HD) 0.0 $0 65k 0.00
Peabody Energy Corporation 0.0 $0 378k 0.00
Crocs (CROX) 0.0 $0 76k 0.00
Abbott Laboratories (ABT) 0.0 $0 164k 0.00
Baxter International (BAX) 0.0 $0 241k 0.00
Johnson & Johnson (JNJ) 0.0 $0 565k 0.00
Eli Lilly & Co. (LLY) 0.0 $0 107k 0.00
Pfizer (PFE) 0.0 $0 2.4M 0.00
Teva Pharmaceutical Industries (TEVA) 0.0 $831.644000 18k 0.05
Archer Daniels Midland Company (ADM) 0.0 $0 53k 0.00
Norfolk Southern (NSC) 0.0 $18.942300 189k 0.00
Philippine Long Distance Telephone 0.0 $1.162800 12k 0.00
CBS Corporation 0.0 $0 21k 0.00
AES Corporation (AES) 0.0 $7.6k 580k 0.01
Chevron Corporation (CVX) 0.0 $0 247k 0.00
FirstEnergy (FE) 0.0 $0 61k 0.00
General Electric Company 0.0 $0 3.8M 0.00
Cardinal Health (CAH) 0.0 $806k 19k 43.11
United Parcel Service (UPS) 0.0 $605.250000 7.5k 0.08
At&t (T) 0.0 $6.0k 193k 0.03
Apache Corporation 0.0 $0 232k 0.00
Avon Products 0.0 $0 823k 0.00
BMC Software 0.0 $0 26k 0.00
Bed Bath & Beyond 0.0 $0 11k 0.00
Carnival Corporation (CCL) 0.0 $0 355k 0.00
Coach 0.0 $0 2.8k 0.00
Cracker Barrel Old Country Store (CBRL) 0.0 $3.3M 58k 55.80
Cummins (CMI) 0.0 $0 52k 0.00
Franklin Resources (BEN) 0.0 $0 28k 0.00
Greif (GEF) 0.0 $0 154k 0.00
Kimberly-Clark Corporation (KMB) 0.0 $0 15k 0.00
Kohl's Corporation (KSS) 0.0 $0 464k 0.00
Microchip Technology (MCHP) 0.0 $0 8.9k 0.00
Molex Incorporated 0.0 $0 19k 0.00
Northrop Grumman Corporation (NOC) 0.0 $7.083700 71k 0.00
Nucor Corporation (NUE) 0.0 $0 207k 0.00
PPG Industries (PPG) 0.0 $2.529700 25k 0.00
Pitney Bowes (PBI) 0.0 $0 66k 0.00
Polaris Industries (PII) 0.0 $11.234200 112k 0.00
R.R. Donnelley & Sons Company 0.0 $0 188k 0.00
Valspar Corporation 0.0 $11k 223k 0.05
Ultra Petroleum 0.0 $15k 664k 0.02
Union Pacific Corporation (UNP) 0.0 $3.4k 32k 0.11
Waste Connections 0.0 $6.7k 206k 0.03
Wells Fargo & Company (WFC) 0.0 $48k 1.4M 0.03
Global Payments (GPN) 0.0 $798k 17k 47.47
Molson Coors Brewing Company (TAP) 0.0 $1.1M 23k 45.25
AFLAC Incorporated (AFL) 0.0 $0 30k 0.00
Airgas 0.0 $0 16k 0.00
Best Buy (BBY) 0.0 $0 306k 0.00
Boeing Company (BA) 0.0 $0 6.0k 0.00
Boston Scientific Corporation (BSX) 0.0 $0 253k 0.00
Dow Chemical Company 0.0 $0 86k 0.00
Harris Corporation 0.0 $0 345k 0.00
Intel Corporation (INTC) 0.0 $0 1.6M 0.00
Itron (ITRI) 0.0 $0 38k 0.00
KBR (KBR) 0.0 $743k 21k 35.55
Medtronic 0.0 $0 378k 0.00
Nu Skin Enterprises (NUS) 0.0 $11M 182k 57.91
C.R. Bard 0.0 $0 235k 0.00
Tiffany & Co. 0.0 $96.740000 1.4k 0.07
Briggs & Stratton Corporation 0.0 $0 180k 0.00
CACI International (CACI) 0.0 $0 164k 0.00
Morgan Stanley (MS) 0.0 $0 707k 0.00
Timken Company (TKR) 0.0 $9.4k 185k 0.05
International Paper Company (IP) 0.0 $0 250k 0.00
Newell Rubbermaid (NWL) 0.0 $0 66k 0.00
Steris Corporation 0.0 $2.3k 71k 0.03
Western Digital (WDC) 0.0 $33k 804k 0.04
Entegris (ENTG) 0.0 $3.2M 347k 9.34
Nokia Corporation (NOK) 0.0 $0 144k 0.00
Darden Restaurants (DRI) 0.0 $0 4.8k 0.00
E.I. du Pont de Nemours & Company 0.0 $0 10M 0.00
Emerson Electric (EMR) 0.0 $0 28k 0.00
Whirlpool Corporation (WHR) 0.0 $25k 326k 0.08
Waddell & Reed Financial 0.0 $12k 367k 0.03
Safeway 0.0 $0 275k 0.00
AmerisourceBergen (COR) 0.0 $1.9k 48k 0.04
Foot Locker (FL) 0.0 $0 343k 0.00
Ruby Tuesday 0.0 $0 347k 0.00
Manitowoc Company 0.0 $0 760k 0.00
Tellabs 0.0 $20k 5.0M 0.00
National-Oilwell Var 0.0 $1.112500 11k 0.00
Universal Health Services (UHS) 0.0 $549.937500 13k 0.04
Plantronics 0.0 $0 243k 0.00
Tyson Foods (TSN) 0.0 $7.9k 409k 0.02
La-Z-Boy Incorporated (LZB) 0.0 $0 208k 0.00
Pier 1 Imports 0.0 $0 5.9k 0.00
Herman Miller (MLKN) 0.0 $0 262k 0.00
Synopsys (SNPS) 0.0 $7.5k 246k 0.03
Raytheon Company 0.0 $19.241600 192k 0.00
Waters Corporation (WAT) 0.0 $6.3k 68k 0.09
CVS Caremark Corporation (CVS) 0.0 $0 173k 0.00
Campbell Soup Company (CPB) 0.0 $0 55k 0.00
Kroger (KR) 0.0 $0 397k 0.00
Mylan 0.0 $0 54k 0.00
Aetna 0.0 $2.0k 41k 0.05
Helmerich & Payne (HP) 0.0 $0 31k 0.00
RadioShack Corporation 0.0 $0 890k 0.00
Health Care REIT 0.0 $2.0M 37k 54.96
Air Products & Chemicals (APD) 0.0 $0 33k 0.00
McKesson Corporation (MCK) 0.0 $3.9M 44k 87.77
PerkinElmer (RVTY) 0.0 $0 165k 0.00
CEC Entertainment 0.0 $0 73k 0.00
NiSource (NI) 0.0 $5.9M 243k 24.35
AGCO Corporation (AGCO) 0.0 $0 199k 0.00
Arrow Electronics (ARW) 0.0 $0 194k 0.00
Lockheed Martin Corporation (LMT) 0.0 $0 74k 0.00
Gartner (IT) 0.0 $0 169k 0.00
Mentor Graphics Corporation 0.0 $0 575k 0.00
Alcoa 0.0 $0 85k 0.00
Amgen (AMGN) 0.0 $0 110k 0.00
Aol 0.0 $3.9k 207k 0.02
Apple (AAPL) 0.0 $0 54k 0.00
Baker Hughes Incorporated 0.0 $0 28k 0.00
Capital One Financial (COF) 0.0 $16M 283k 55.74
CIGNA Corporation 0.0 $0 14k 0.00
Colgate-Palmolive Company (CL) 0.0 $0 16k 0.00
ConocoPhillips (COP) 0.0 $12M 162k 76.01
Credit Suisse Group 0.0 $0 7.5k 0.00
Directv 0.0 $8.0M 163k 49.34
DISH Network 0.0 $5.1M 154k 32.93
Domtar Corp 0.0 $0 133k 0.00
Fluor Corporation (FLR) 0.0 $0 95k 0.00
Halliburton Company (HAL) 0.0 $0 220k 0.00
Hess (HES) 0.0 $895k 15k 58.95
Hewlett-Packard Company 0.0 $0 988k 0.00
International Business Machines (IBM) 0.0 $0 48k 0.00
Macy's (M) 0.0 $22M 565k 39.73
News Corporation 0.0 $214.730000 11k 0.02
Nextera Energy (NEE) 0.0 $3.3M 54k 61.08
Occidental Petroleum Corporation (OXY) 0.0 $1.214200 12k 0.00
Parker-Hannifin Corporation (PH) 0.0 $9.390200 94k 0.00
Pepsi (PEP) 0.0 $59.190400 592k 0.00
Philip Morris International (PM) 0.0 $49.731800 497k 0.00
Procter & Gamble Company (PG) 0.0 $55.664900 557k 0.00
Symantec Corporation 0.0 $14k 743k 0.02
Target Corporation (TGT) 0.0 $2.7k 47k 0.06
Texas Instruments Incorporated (TXN) 0.0 $321.753600 9.6k 0.03
Walgreen Company 0.0 $661.122500 20k 0.03
American Electric Power Company (AEP) 0.0 $0 69k 0.00
Apollo 0.0 $0 345k 0.00
Gap (GPS) 0.0 $0 86k 0.00
Alleghany Corporation 0.0 $0 13k 0.00
Ca 0.0 $6.4M 233k 27.56
iShares MSCI EAFE Index Fund (EFA) 0.0 $0 4.4M 0.00
Shinhan Financial (SHG) 0.0 $2.886500 29k 0.00
Biogen Idec (BIIB) 0.0 $1.1M 8.9k 125.97
Exelon Corporation (EXC) 0.0 $4.8M 122k 39.21
Linear Technology Corporation 0.0 $0 14k 0.00
Staples 0.0 $655.727400 41k 0.02
Freeport-McMoRan Copper & Gold (FCX) 0.0 $8.0M 209k 38.04
Gilead Sciences (GILD) 0.0 $0 88k 0.00
Dillard's (DDS) 0.0 $0 84k 0.00
EMC Corporation 0.0 $0 22k 0.00
TJX Companies (TJX) 0.0 $297.750000 7.5k 0.04
Henry Schein (HSIC) 0.0 $11.698300 117k 0.00
Southern Company (SO) 0.0 $727.020800 16k 0.04
Murphy Oil Corporation (MUR) 0.0 $14.075000 141k 0.00
Whole Foods Market 0.0 $1.4k 17k 0.08
EOG Resources (EOG) 0.0 $20M 179k 111.10
General Dynamics Corporation (GD) 0.0 $0 319k 0.00
Lowe's Companies (LOW) 0.0 $0 108k 0.00
Cohen & Steers (CNS) 0.0 $3.0M 93k 31.90
Meadowbrook Insurance 0.0 $2.7M 286k 9.33
Gannett 0.0 $0 1.3M 0.00
Coventry Health Care 0.0 $0 219k 0.00
Prudential Financial (PRU) 0.0 $7.083500 71k 0.00
Deluxe Corporation (DLX) 0.0 $0 129k 0.00
Entertainment Properties Trust 0.0 $3.8M 81k 46.38
Toll Brothers (TOL) 0.0 $8.1k 338k 0.02
Aeropostale 0.0 $0 640k 0.00
AutoZone (AZO) 0.0 $0 1.3k 0.00
Google 0.0 $15M 23k 641.24
Discovery Communications 0.0 $7.2M 142k 50.60
Dr Pepper Snapple 0.0 $4.4k 110k 0.04
AvalonBay Communities (AVB) 0.0 $0 3.6k 0.00
Big Lots (BIG) 0.0 $0 168k 0.00
Empire District Electric Company 0.0 $0 110k 0.00
ConAgra Foods (CAG) 0.0 $0 140k 0.00
East West Ban (EWBC) 0.0 $6.9M 298k 23.09
PetroChina Company 0.0 $1.1k 7.5k 0.14
Dover Corporation (DOV) 0.0 $0 33k 0.00
Patterson-UTI Energy (PTEN) 0.0 $0 442k 0.00
Public Service Enterprise (PEG) 0.0 $0 565k 0.00
Sempra Energy (SRE) 0.0 $3.541800 35k 0.00
Applied Materials (AMAT) 0.0 $0 137k 0.00
Paccar (PCAR) 0.0 $0 221k 0.00
Precision Castparts 0.0 $0.247600 1.2k 0.00
priceline.com Incorporated 0.0 $0.490000 700.00 0.00
Aaron's 0.0 $0 199k 0.00
Kennametal (KMT) 0.0 $0 23k 0.00
Marathon Oil Corporation (MRO) 0.0 $0 102k 0.00
Smithfield Foods 0.0 $0 548k 0.00
Arctic Cat 0.0 $0 94k 0.00
Constellation Brands (STZ) 0.0 $907k 39k 23.59
Pos (PKX) 0.0 $35.345400 354k 0.00
HCC Insurance Holdings 0.0 $0 208k 0.00
Landstar System (LSTR) 0.0 $0 135k 0.00
Fair Isaac Corporation (FICO) 0.0 $0 162k 0.00
Avis Budget (CAR) 0.0 $0 205k 0.00
Corn Products International 0.0 $0 130k 0.00
Calpine Corporation 0.0 $0 434k 0.00
Delta Air Lines (DAL) 0.0 $0 2.6M 0.00
Financial Institutions (FISI) 0.0 $0 139k 0.00
Magellan Health Services 0.0 $0 194k 0.00
BOK Financial Corporation (BOKF) 0.0 $5.2M 92k 56.28
Micron Technology (MU) 0.0 $0 20k 0.00
Warna 0.0 $10k 177k 0.06
Brinker International (EAT) 0.0 $0 298k 0.00
Darling International (DAR) 0.0 $0 213k 0.00
Activision Blizzard 0.0 $468.480000 37k 0.01
Dolby Laboratories (DLB) 0.0 $3.9M 103k 38.06
Lorillard 0.0 $0 125k 0.00
Entergy Corporation (ETR) 0.0 $6.3M 94k 67.20
Express Scripts 0.0 $0 22k 0.00
Broadcom Corporation 0.0 $0 163k 0.00
Webster Financial Corporation (WBS) 0.0 $9.6k 421k 0.02
CF Industries Holdings (CF) 0.0 $0 61k 0.00
Companhia Paranaense de Energia 0.0 $605k 26k 23.51
Edison International (EIX) 0.0 $0 57k 0.00
Humana (HUM) 0.0 $0 402k 0.00
Jones Lang LaSalle Incorporated (JLL) 0.0 $7.1M 86k 83.31
Kelly Services (KELYA) 0.0 $0 158k 0.00
Kindred Healthcare 0.0 $0 87k 0.00
Kulicke and Soffa Industries (KLIC) 0.0 $0 300k 0.00
Medicis Pharmaceutical Corporation 0.0 $0 90k 0.00
Newpark Resources (NR) 0.0 $0 342k 0.00
Old National Ban (ONB) 0.0 $0 206k 0.00
Rock-Tenn Company 0.0 $11.376600 114k 0.00
RPC (RES) 0.0 $0 226k 0.00
Rudolph Technologies 0.0 $0 257k 0.00
Sauer-Danfoss 0.0 $0 39k 0.00
Watson Pharmaceuticals 0.0 $583.770000 8.7k 0.07
Zions Bancorporation (ZION) 0.0 $244.584000 11k 0.02
Alaska Air (ALK) 0.0 $0 81k 0.00
Brown Shoe Company 0.0 $0 333k 0.00
Buckeye Technologies 0.0 $0 80k 0.00
Cash America International 0.0 $566k 12k 47.93
Cliffs Natural Resources 0.0 $7.9M 114k 69.26
Community Health Systems (CYH) 0.0 $0 937k 0.00
Ez (EZPW) 0.0 $0 26k 0.00
Lam Research Corporation (LRCX) 0.0 $0 201k 0.00
Littelfuse (LFUS) 0.0 $0 66k 0.00
Neenah Paper 0.0 $0 93k 0.00
Oshkosh Corporation (OSK) 0.0 $0 543k 0.00
Prosperity Bancshares (PB) 0.0 $0 138k 0.00
Reliance Steel & Aluminum (RS) 0.0 $14.161400 142k 0.00
Atlas Air Worldwide Holdings 0.0 $0 76k 0.00
American Campus Communities 0.0 $0 242k 0.00
Actuant Corporation 0.0 $1.4k 47k 0.03
Bruker Corporation (BRKR) 0.0 $0 355k 0.00
Berry Petroleum Company 0.0 $0 66k 0.00
Community Bank System (CBU) 0.0 $0 111k 0.00
Celadon (CGIP) 0.0 $0 217k 0.00
Cirrus Logic (CRUS) 0.0 $0 175k 0.00
CVR Energy (CVI) 0.0 $3.1M 117k 26.75
DiamondRock Hospitality Company (DRH) 0.0 $0 298k 0.00
DTE Energy Company (DTE) 0.0 $0 118k 0.00
El Paso Electric Company 0.0 $0 242k 0.00
First Niagara Financial 0.0 $6.4M 654k 9.84
Gardner Denver 0.0 $0 143k 0.00
Guess? (GES) 0.0 $0 100k 0.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.0 $0 452k 0.00
GameStop (GME) 0.0 $11M 519k 21.84
Hanger Orthopedic 0.0 $3.4M 155k 21.86
Hi-Tech Pharmacal 0.0 $3.0M 85k 35.93
Harry Winston Diamond Corp Com Stk 0.0 $234k 16k 14.69
Iconix Brand 0.0 $0 38k 0.00
Jabil Circuit (JBL) 0.0 $0 94k 0.00
Layne Christensen Company 0.0 $0 88k 0.00
LaSalle Hotel Properties 0.0 $0 346k 0.00
L-3 Communications Holdings 0.0 $0 113k 0.00
Southwest Airlines (LUV) 0.0 $456.379200 56k 0.01
MetLife (MET) 0.0 $16M 427k 37.35
MarketAxess Holdings (MKTX) 0.0 $3.1M 84k 37.29
Nordson Corporation (NDSN) 0.0 $14.601800 146k 0.00
Oil States International (OIS) 0.0 $7.647900 77k 0.00
Om 0.0 $0 100k 0.00
Piper Jaffray Companies (PIPR) 0.0 $0 100k 0.00
Parametric Technology 0.0 $0 357k 0.00
Post Properties 0.0 $0 183k 0.00
Stone Energy Corporation 0.0 $8.7k 304k 0.03
A. Schulman 0.0 $0 110k 0.00
Steven Madden (SHOO) 0.0 $0 198k 0.00
Semtech Corporation (SMTC) 0.0 $0 116k 0.00
Ternium (TX) 0.0 $27k 1.1M 0.02
Textron (TXT) 0.0 $16k 573k 0.03
UGI Corporation (UGI) 0.0 $8.6k 315k 0.03
Werner Enterprises (WERN) 0.0 $1.1k 45k 0.02
Cimarex Energy 0.0 $0 107k 0.00
Banco Bradesco SA (BBD) 0.0 $0 2.3M 0.00
Belden (BDC) 0.0 $0 141k 0.00
Cubist Pharmaceuticals 0.0 $0 218k 0.00
Celgene Corporation 0.0 $0 282k 0.00
Energen Corporation 0.0 $6.7M 137k 49.15
Heartland Payment Systems 0.0 $2.9M 99k 28.84
Jarden Corporation 0.0 $0 346k 0.00
Jos. A. Bank Clothiers 0.0 $0 53k 0.00
KLA-Tencor Corporation (KLAC) 0.0 $0 34k 0.00
OmniVision Technologies 0.0 $0 170k 0.00
Rockwood Holdings 0.0 $11.130000 111k 0.00
Hanover Insurance (THG) 0.0 $0 143k 0.00
Unilever (UL) 0.0 $3.4k 102k 0.03
URS Corporation 0.0 $5.8k 136k 0.04
Wabtec Corporation (WAB) 0.0 $6.7k 88k 0.08
Yanzhou Coal Mining (YZCAY) 0.0 $437.184000 20k 0.02
Actuate Corporation 0.0 $2.1k 339k 0.01
Applied Industrial Technologies (AIT) 0.0 $2.9M 71k 41.13
BRE Properties 0.0 $6.9k 136k 0.05
Compania Cervecerias Unidas (CCU) 0.0 $0 288k 0.00
Bancolombia (CIB) 0.0 $5.8M 90k 64.66
Cleco Corporation 0.0 $2.7M 69k 39.65
DXP Enterprises (DXPE) 0.0 $0 67k 0.00
Esterline Technologies Corporation 0.0 $0 83k 0.00
Home BancShares (HOMB) 0.0 $0 99k 0.00
McDermott International 0.0 $0 1.2M 0.00
Novellus Systems 0.0 $0 18k 0.00
TransDigm Group Incorporated (TDG) 0.0 $475.706400 4.1k 0.12
Albemarle Corporation (ALB) 0.0 $0 131k 0.00
Ametek (AME) 0.0 $0 259k 0.00
Ducommun Incorporated (DCO) 0.0 $0 122k 0.00
Genomic Health 0.0 $2.4M 77k 30.61
NetGear (NTGR) 0.0 $2.8M 72k 38.20
Triumph (TGI) 0.0 $2.9k 47k 0.06
Mitcham Industries 0.0 $0 142k 0.00
Teradyne (TER) 0.0 $10k 589k 0.02
Braskem SA (BAK) 0.0 $0 27k 0.00
BioMed Realty Trust 0.0 $2.6M 136k 18.98
Greenbrier Companies (GBX) 0.0 $0 123k 0.00
HCP 0.0 $1.3M 34k 39.46
Dana Holding Corporation (DAN) 0.0 $0 483k 0.00
FEI Company 0.0 $3.8M 78k 49.11
Rayonier (RYN) 0.0 $0 184k 0.00
Scripps Networks Interactive 0.0 $0 34k 0.00
Macerich Company (MAC) 0.0 $0 134k 0.00
Boston Properties (BXP) 0.0 $0 8.1k 0.00
AECOM Technology Corporation (ACM) 0.0 $5.7k 255k 0.02
American International (AIG) 0.0 $0 592k 0.00
iShares MSCI Brazil Index (EWZ) 0.0 $0 33k 0.00
Liberty Property Trust 0.0 $0 233k 0.00
Simon Property (SPG) 0.0 $2.135100 21k 0.00
Spirit AeroSystems Holdings (SPR) 0.0 $11k 427k 0.02
iShares MSCI South Korea Index Fund (EWY) 0.0 $0 80k 0.00
iShares MSCI Taiwan Index 0.0 $0 264k 0.00
Generac Holdings (GNRC) 0.0 $0 41k 0.00
Lakeland Financial Corporation (LKFN) 0.0 $0 73k 0.00
Datalink Corporation 0.0 $0 284k 0.00
Quad/Graphics (QUAD) 0.0 $0 36.00 0.00
iShares MSCI Malaysia Index Fund 0.0 $0 1.6M 0.00
Vanguard Emerging Markets ETF (VWO) 0.0 $23k 528k 0.04
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $0 348k 0.00
Embraer S A (ERJ) 0.0 $965k 30k 31.98
Hldgs (UAL) 0.0 $2.0k 91k 0.02
General Motors Company (GM) 0.0 $6.1M 237k 25.65
O'reilly Automotive (ORLY) 0.0 $4.0M 44k 91.35
Northgate Minerals Corp note 3.500%10/0 0.0 $4.4M 4.0M 1.10
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $173k 5.6k 30.94
Compucredit Hldgs Corp note 5.875%11/3 0.0 $868k 2.0M 0.43
Market Vectors Poland ETF 0.0 $1.3M 61k 20.60
Ascena Retail 0.0 $16M 364k 44.32
Huntington Ingalls Inds (HII) 0.0 $0 282k 0.00
Hca Holdings (HCA) 0.0 $5.2M 209k 24.74
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.5M 2.0M 0.75
Citigroup (C) 0.0 $0 888k 0.00
Central European Media sr nt cv 5%15 0.0 $2.0M 2.5M 0.79
General Mtrs Co *w exp 07/10/201 0.0 $3.6M 216k 16.63
General Mtrs Co *w exp 07/10/201 0.0 $2.4M 216k 11.20
Marathon Petroleum Corp (MPC) 0.0 $2.5M 58k 43.36
Us Concrete Inc sr secured 0.0 $8.1M 8.0k 1017.50
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $546k 1.0M 0.55
C&j Energy Services 0.0 $2.9M 161k 17.79
Astex Pharmaceuticals 0.0 $1.4M 734k 1.86
Level 3 Communications 0.0 $18M 695k 25.73
Expedia (EXPE) 0.0 $4.8M 144k 33.44
Exelis 0.0 $6.1M 485k 12.52
Hanmi Financial (HAFC) 0.0 $0 247k 0.00
USD.01 Mannkind Corp sr unsecured 0.0 $1.2M 2.0M 0.59
Jaguar Mng Inc note 5.500% 3/3 0.0 $4.6M 5.0M 0.92