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
E.I. du Pont de Nemours & Company 11.2 $528B 10M 52900.00
iShares MSCI EAFE Index Fund (EFA) 5.1 $240B 4.4M 54900.00
Microsoft Corporation (MSFT) 2.1 $99B 3.1M 32250.00
Exxon Mobil Corporation (XOM) 2.0 $96B 1.1M 86730.00
iShares MSCI Emerging Markets Indx (EEM) 1.9 $91B 2.1M 42940.00
General Electric Company 1.6 $76B 3.8M 20070.00
Cisco Systems (CSCO) 1.2 $57B 2.7M 21150.00
Pfizer (PFE) 1.1 $53B 2.4M 22660.00
Wells Fargo & Company (WFC) 1.0 $48B 1.4M 34140.00
Intel Corporation (INTC) 1.0 $45B 1.6M 28110.00
Philip Morris International (PM) 0.9 $44B 497k 88610.00
Merck & Co (MRK) 0.9 $44B 1.1M 38400.00
WellPoint 0.9 $41B 551k 73800.00
Banco Bradesco SA (BBD) 0.8 $40B 2.3M 17500.00
Pepsi (PEP) 0.8 $39B 592k 66350.00
Johnson & Johnson (JNJ) 0.8 $37B 565k 65960.00
Procter & Gamble Company (PG) 0.8 $37B 557k 67210.00
Humana (HUM) 0.8 $37B 402k 92480.00
Via 0.8 $35B 744k 47460.00
Western Digital (WDC) 0.7 $33B 804k 41390.00
Dell 0.7 $34B 2.0M 16600.00
Cameco Corporation (CCJ) 0.7 $33B 1.5M 21490.00
Citigroup (C) 0.7 $32B 888k 36550.00
Apple (AAPL) 0.7 $32B 54k 599470.01
Coca-Cola Company (KO) 0.7 $31B 417k 74010.00
Time Warner Cable 0.7 $31B 374k 81500.00
Pos (PKX) 0.6 $30B 354k 83700.00
Oracle Corporation (ORCL) 0.6 $29B 978k 29160.00
Ternium (TX) 0.6 $27B 1.1M 23680.00
Chevron Corporation (CVX) 0.6 $27B 247k 107240.00
U.S. Bancorp (USB) 0.6 $26B 823k 31680.00
Delta Air Lines (DAL) 0.6 $26B 2.6M 9910.00
Whirlpool Corporation (WHR) 0.5 $25B 326k 76860.00
Hewlett-Packard Company 0.5 $24B 988k 23830.00
General Dynamics Corporation (GD) 0.5 $23B 319k 73380.00
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.5 $24B 348k 68300.00
Bank of America Corporation (BAC) 0.5 $23B 2.4M 9570.00
Apache Corporation 0.5 $23B 232k 100440.00
Kohl's Corporation (KSS) 0.5 $23B 464k 50030.00
C.R. Bard 0.5 $23B 235k 98720.00
iShares MSCI Malaysia Index Fund 0.5 $23B 1.6M 14610.00
Vanguard Emerging Markets ETF (VWO) 0.5 $23B 528k 43470.00
Macy's (M) 0.5 $22B 565k 39730.00
Compania Cervecerias Unidas (CCU) 0.5 $23B 288k 78690.00
Celgene Corporation 0.5 $22B 282k 77520.00
Community Health Systems (CYH) 0.4 $21B 937k 22240.00
Tellabs 0.4 $20B 5.0M 4050.00
Valero Energy Corporation (VLO) 0.4 $20B 789k 25770.00
EOG Resources (EOG) 0.4 $20B 179k 111100.00
Gannett 0.4 $20B 1.3M 15330.00
NRG Energy (NRG) 0.4 $19B 1.2M 15670.00
Nabors Industries 0.4 $19B 1.1M 17490.00
Goldman Sachs (GS) 0.4 $18B 148k 124370.00
American International (AIG) 0.4 $18B 592k 30830.00
Vimpel 0.4 $18B 1.6M 11160.00
Level 3 Communications 0.4 $18B 695k 25730.00
Suntrust Banks Inc $1.00 Par Cmn 0.4 $17B 722k 24170.00
Public Service Enterprise (PEG) 0.4 $17B 565k 30610.00
Avon Products 0.3 $16B 823k 19360.00
Capital One Financial (COF) 0.3 $16B 283k 55740.00
Lorillard 0.3 $16B 125k 129480.00
MetLife (MET) 0.3 $16B 427k 37350.00
Textron (TXT) 0.3 $16B 573k 27830.00
Ascena Retail 0.3 $16B 364k 44320.00
Harris Corporation 0.3 $16B 345k 45080.00
Ultra Petroleum 0.3 $15B 664k 22630.00
Google 0.3 $15B 23k 641240.00
Noble Corporation Com Stk 0.3 $15B 401k 37470.00
McDermott International 0.3 $15B 1.2M 12810.00
Baxter International (BAX) 0.3 $14B 241k 59780.00
Medtronic 0.3 $15B 378k 39190.00
Weatherford International Lt reg 0.3 $15B 979k 15090.00
Jarden Corporation 0.3 $14B 346k 40230.00
Bank of New York Mellon Corporation (BK) 0.3 $14B 562k 24130.00
Morgan Stanley (MS) 0.3 $14B 707k 19640.00
Symantec Corporation 0.3 $14B 743k 18700.00
Aeropostale 0.3 $14B 640k 21620.00
ICICI Bank (IBN) 0.3 $13B 372k 34870.00
Apollo 0.3 $13B 345k 38640.00
Domtar Corp 0.3 $13B 133k 95380.00
Oshkosh Corporation (OSK) 0.3 $13B 543k 23170.00
Ametek (AME) 0.3 $13B 259k 48510.00
Norfolk Southern (NSC) 0.3 $13B 189k 65830.00
ConocoPhillips (COP) 0.3 $12B 162k 76010.00
Smithfield Foods 0.3 $12B 548k 22030.00
Delphi Automotive 0.3 $12B 388k 31600.00
Waddell & Reed Financial 0.2 $12B 367k 32410.00
Carnival Corporation (CCL) 0.2 $11B 355k 32080.00
CF Industries Holdings (CF) 0.2 $11B 61k 182650.00
GameStop (GME) 0.2 $11B 519k 21840.00
Huntington Ingalls Inds (HII) 0.2 $11B 282k 40240.00
Peabody Energy Corporation 0.2 $11B 378k 28960.00
Valspar Corporation 0.2 $11B 223k 48290.00
Foot Locker (FL) 0.2 $11B 343k 31050.00
WABCO Holdings 0.2 $11B 179k 60480.00
Par Pharmaceutical Companies 0.2 $11B 281k 38730.00
American Campus Communities 0.2 $11B 242k 44720.00
JPMorgan Chase & Co. (JPM) 0.2 $11B 228k 45980.00
Nu Skin Enterprises (NUS) 0.2 $11B 182k 57910.00
CACI International (CACI) 0.2 $10B 164k 62290.00
Manitowoc Company 0.2 $11B 760k 13860.00
Raytheon Company 0.2 $10B 192k 52780.00
PPL Corporation (PPL) 0.2 $11B 372k 28260.00
Paccar (PCAR) 0.2 $10B 221k 46830.00
TRW Automotive Holdings 0.2 $11B 228k 46450.00
Warna 0.2 $10B 177k 58400.00
Ingersoll-rand Co Ltd-cl A 0.2 $10B 248k 41350.00
Spirit AeroSystems Holdings (SPR) 0.2 $11B 427k 24460.00
Abbott Laboratories (ABT) 0.2 $10B 164k 61290.00
Public Storage (PSA) 0.2 $10B 73k 138170.01
Plantronics 0.2 $9.8B 243k 40260.00
International Business Machines (IBM) 0.2 $9.9B 48k 208650.01
LaSalle Hotel Properties 0.2 $9.7B 346k 28140.00
Parametric Technology 0.2 $10B 357k 27940.00
Teradyne (TER) 0.2 $10B 589k 16890.00
Timken Company (TKR) 0.2 $9.4B 185k 50740.00
Kroger (KR) 0.2 $9.6B 397k 24230.00
AGCO Corporation (AGCO) 0.2 $9.4B 199k 47210.00
Magellan Health Services 0.2 $9.5B 194k 48810.00
Webster Financial Corporation (WBS) 0.2 $9.5B 421k 22670.00
Cubist Pharmaceuticals 0.2 $9.4B 218k 43250.00
Nucor Corporation (NUE) 0.2 $8.9B 207k 42950.00
International Paper Company (IP) 0.2 $8.8B 250k 35100.00
Henry Schein (HSIC) 0.2 $8.9B 117k 75680.00
Visa (V) 0.2 $9.1B 77k 118000.00
ValueClick 0.2 $8.8B 448k 19740.00
Lam Research Corporation (LRCX) 0.2 $9.0B 201k 44620.00
Gardner Denver 0.2 $9.0B 143k 63020.00
Reinsurance Group of America (RGA) 0.2 $8.3B 139k 59470.00
Spdr S&p 500 Etf (SPY) 0.2 $8.6B 61k 140719.99
Greif (GEF) 0.2 $8.6B 154k 55920.00
Mentor Graphics Corporation 0.2 $8.5B 575k 14860.00
Post Properties 0.2 $8.6B 183k 46860.00
Stone Energy Corporation 0.2 $8.7B 304k 28590.00
Steven Madden (SHOO) 0.2 $8.5B 198k 42750.00
UGI Corporation (UGI) 0.2 $8.6B 315k 27250.00
Albemarle Corporation (ALB) 0.2 $8.4B 131k 63920.00
Liberty Property Trust 0.2 $8.3B 233k 35720.00
Polaris Industries (PII) 0.2 $8.1B 112k 72150.00
Tyson Foods (TSN) 0.2 $7.8B 409k 19150.00
Arrow Electronics (ARW) 0.2 $8.1B 194k 41970.00
Directv 0.2 $8.0B 163k 49340.00
Parker-Hannifin Corporation (PH) 0.2 $7.9B 94k 84550.00
Freeport-McMoRan Copper & Gold (FCX) 0.2 $8.0B 209k 38040.00
Murphy Oil Corporation (MUR) 0.2 $7.9B 141k 56270.00
Coventry Health Care 0.2 $7.8B 219k 35570.00
Toll Brothers (TOL) 0.2 $8.1B 338k 23990.00
Landstar System (LSTR) 0.2 $7.8B 135k 57720.00
Brinker International (EAT) 0.2 $8.2B 298k 27550.00
Cliffs Natural Resources 0.2 $7.9B 114k 69260.00
Reliance Steel & Aluminum (RS) 0.2 $8.0B 142k 56480.00
El Paso Electric Company 0.2 $7.9B 242k 32490.00
L-3 Communications Holdings 0.2 $8.0B 113k 70770.00
Nordson Corporation (NDSN) 0.2 $8.0B 146k 54510.00
Cimarex Energy 0.2 $8.0B 107k 75470.00
Rayonier (RYN) 0.2 $8.1B 184k 44090.00
Republic Services (RSG) 0.2 $7.4B 242k 30560.00
Wal-Mart Stores (WMT) 0.2 $7.3B 119k 61200.00
AES Corporation (AES) 0.2 $7.6B 580k 13070.00
Synopsys (SNPS) 0.2 $7.5B 246k 30660.00
CVS Caremark Corporation (CVS) 0.2 $7.7B 173k 44800.00
Amgen (AMGN) 0.2 $7.5B 110k 67990.00
Patterson-UTI Energy (PTEN) 0.2 $7.6B 442k 17290.00
Corn Products International 0.2 $7.5B 130k 57650.00
Calpine Corporation 0.2 $7.5B 434k 17210.00
Rock-Tenn Company 0.2 $7.7B 114k 67560.00
Dana Holding Corporation (DAN) 0.2 $7.5B 483k 15500.00
Macerich Company (MAC) 0.2 $7.8B 134k 57750.00
Signet Jewelers (SIG) 0.2 $7.4B 156k 47280.00
Best Buy (BBY) 0.1 $7.2B 306k 23680.00
Gartner (IT) 0.1 $7.2B 169k 42640.00
Halliburton Company (HAL) 0.1 $7.3B 220k 33190.00
Discovery Communications 0.1 $7.2B 142k 50600.00
Big Lots (BIG) 0.1 $7.2B 168k 43020.00
East West Ban (EWBC) 0.1 $6.9B 298k 23090.00
Fair Isaac Corporation (FICO) 0.1 $7.1B 162k 43900.00
Jones Lang LaSalle Incorporated (JLL) 0.1 $7.1B 86k 83310.01
BRE Properties 0.1 $6.9B 136k 50550.00
Loews Corporation (L) 0.1 $6.7B 167k 39870.00
Waste Connections 0.1 $6.7B 206k 32530.00
Lockheed Martin Corporation (LMT) 0.1 $6.6B 74k 89860.01
Ca 0.1 $6.4B 233k 27560.00
HCC Insurance Holdings 0.1 $6.5B 208k 31170.00
Broadcom Corporation 0.1 $6.4B 163k 39300.00
DTE Energy Company (DTE) 0.1 $6.5B 118k 55030.00
First Niagara Financial 0.1 $6.4B 654k 9840.00
Energen Corporation 0.1 $6.7B 137k 49150.00
Wabtec Corporation (WAB) 0.1 $6.6B 88k 75370.00
Diamond Offshore Drilling 0.1 $6.0B 90k 66750.01
CSX Corporation (CSX) 0.1 $6.1B 284k 21520.00
At&t (T) 0.1 $6.0B 193k 31230.00
Cummins (CMI) 0.1 $6.3B 52k 120039.99
Herman Miller (MLKN) 0.1 $6.0B 262k 22960.00
Waters Corporation (WAT) 0.1 $6.3B 68k 92660.00
NiSource (NI) 0.1 $5.9B 243k 24350.00
Invesco (IVZ) 0.1 $6.2B 232k 26670.00
Wyndham Worldwide Corporation 0.1 $6.1B 131k 46510.00
Entergy Corporation (ETR) 0.1 $6.3B 94k 67200.00
Prosperity Bancshares (PB) 0.1 $6.3B 138k 45800.00
Oil States International (OIS) 0.1 $6.0B 77k 78060.00
Hanover Insurance (THG) 0.1 $5.9B 143k 41120.00
Esterline Technologies Corporation 0.1 $5.9B 83k 71460.00
General Motors Company (GM) 0.1 $6.1B 237k 25650.00
Exelis 0.1 $6.1B 485k 12520.00
Comcast Corporation (CMCSA) 0.1 $5.7B 191k 30010.00
Central European Dist Corp note 3.000% 3/1 0.1 $5.7B 6.5M 883.75
Usec Inc note 3.000%10/0 0.1 $5.5B 11M 495.00
Verizon Communications (VZ) 0.1 $5.5B 144k 38230.00
Safeway 0.1 $5.6B 275k 20210.00
RadioShack Corporation 0.1 $5.5B 890k 6220.00
Fluor Corporation (FLR) 0.1 $5.7B 95k 60040.00
Tyco International Ltd S hs 0.1 $5.5B 97k 56180.00
Cnh Global 0.1 $5.8B 146k 39700.00
Bruker Corporation (BRKR) 0.1 $5.4B 355k 15310.00
Rockwood Holdings 0.1 $5.8B 111k 52150.00
URS Corporation 0.1 $5.8B 136k 42520.00
United Therapeutics Corporation (UTHR) 0.1 $5.5B 117k 47130.00
Bancolombia (CIB) 0.1 $5.8B 90k 64660.01
Quest Software 0.1 $5.5B 236k 23270.00
AECOM Technology Corporation (ACM) 0.1 $5.7B 255k 22370.00
America Movil Sab De Cv spon adr l 0.1 $4.9B 199k 24830.00
Assurant (AIZ) 0.1 $5.1B 127k 40500.00
FedEx Corporation (FDX) 0.1 $5.1B 56k 91960.01
DISH Network 0.1 $5.1B 154k 32930.00
Dillard's (DDS) 0.1 $5.3B 84k 63020.00
Aaron's 0.1 $5.1B 199k 25900.00
BOK Financial Corporation (BOKF) 0.1 $5.2B 92k 56280.00
Assured Guaranty (AGO) 0.1 $5.2B 316k 16520.00
Belden (BDC) 0.1 $5.3B 141k 37910.00
Hca Holdings (HCA) 0.1 $5.2B 209k 24740.00
D Spdr Series Trust (XTL) 0.1 $5.1B 110k 46720.00
Lear Corporation (LEA) 0.1 $4.9B 105k 46490.00
Lender Processing Services 0.1 $4.6B 176k 26000.00
PerkinElmer (RVTY) 0.1 $4.6B 165k 27660.00
Exelon Corporation (EXC) 0.1 $4.8B 122k 39210.00
Prudential Financial (PRU) 0.1 $4.5B 71k 63390.00
iShares MSCI South Korea Index Fund (EWY) 0.1 $4.8B 80k 59540.00
Expedia (EXPE) 0.1 $4.8B 144k 33440.00
Jaguar Mng Inc note 5.500% 3/3 0.1 $4.6B 5.0M 920.00
Eli Lilly & Co. (LLY) 0.1 $4.3B 107k 40270.00
Northrop Grumman Corporation (NOC) 0.1 $4.3B 71k 61080.00
Alleghany Corporation 0.1 $4.2B 13k 329100.00
Gilead Sciences (GILD) 0.1 $4.3B 88k 48850.00
Dr Pepper Snapple 0.1 $4.4B 110k 40210.00
Arctic Cat 0.1 $4.0B 94k 42830.00
Littelfuse (LFUS) 0.1 $4.1B 66k 62700.00
Cirrus Logic (CRUS) 0.1 $4.2B 175k 23800.00
Northgate Minerals Corp note 3.500%10/0 0.1 $4.4B 4.0M 1101.25
Petroleo Brasileiro SA (PBR.A) 0.1 $3.8B 148k 25560.00
Taiwan Semiconductor Mfg (TSM) 0.1 $3.8B 248k 15280.00
Ace Limited Cmn 0.1 $3.6B 50k 73199.99
Caterpillar (CAT) 0.1 $3.7B 34k 106520.00
Tetra Tech (TTEK) 0.1 $3.6B 138k 26360.00
McKesson Corporation (MCK) 0.1 $3.9B 44k 87770.00
Aol 0.1 $3.9B 207k 18970.00
UnitedHealth (UNH) 0.1 $3.9B 67k 58940.00
Entertainment Properties Trust 0.1 $3.8B 81k 46380.00
ConAgra Foods (CAG) 0.1 $3.7B 140k 26260.00
Darling International (DAR) 0.1 $3.7B 213k 17420.00
Dolby Laboratories (DLB) 0.1 $3.9B 103k 38060.00
Kulicke and Soffa Industries (KLIC) 0.1 $3.7B 300k 12430.00
Atlas Air Worldwide Holdings 0.1 $3.7B 76k 49210.01
Xyratex 0.1 $3.6B 224k 15910.00
FEI Company 0.1 $3.8B 78k 49110.01
iShares MSCI Taiwan Index 0.1 $3.5B 264k 13430.00
O'reilly Automotive (ORLY) 0.1 $4.0B 44k 91350.00
General Mtrs Co *w exp 07/10/201 0.1 $3.6B 216k 16630.00
China Petroleum & Chemical 0.1 $3.2B 30k 108720.01
Home Depot (HD) 0.1 $3.3B 65k 50309.99
Cracker Barrel Old Country Store (CBRL) 0.1 $3.3B 58k 55800.00
Franklin Resources (BEN) 0.1 $3.5B 28k 124030.00
Union Pacific Corporation (UNP) 0.1 $3.4B 32k 107480.00
Briggs & Stratton Corporation 0.1 $3.2B 180k 17930.00
Entegris (ENTG) 0.1 $3.2B 347k 9340.00
Ruby Tuesday 0.1 $3.2B 347k 9130.00
La-Z-Boy Incorporated (LZB) 0.1 $3.1B 208k 14960.00
Nextera Energy (NEE) 0.1 $3.3B 54k 61080.00
Vodafone 0.1 $3.4B 123k 27670.00
Lowe's Companies (LOW) 0.1 $3.4B 108k 31380.00
Marathon Oil Corporation (MRO) 0.1 $3.2B 102k 31700.00
Medicis Pharmaceutical Corporation 0.1 $3.4B 90k 37590.00
Select Comfort 0.1 $3.3B 103k 32390.00
Brown Shoe Company 0.1 $3.1B 333k 9230.00
Berry Petroleum Company 0.1 $3.1B 66k 47130.00
Community Bank System (CBU) 0.1 $3.2B 111k 28780.00
Celadon (CGIP) 0.1 $3.4B 217k 15550.00
CVR Energy (CVI) 0.1 $3.1B 117k 26750.00
DiamondRock Hospitality Company (DRH) 0.1 $3.1B 298k 10290.00
Guess? (GES) 0.1 $3.1B 100k 31250.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.1 $3.3B 452k 7220.00
Hanger Orthopedic 0.1 $3.4B 155k 21860.00
MarketAxess Holdings (MKTX) 0.1 $3.1B 84k 37290.00
Semtech Corporation (SMTC) 0.1 $3.3B 116k 28460.00
Sovran Self Storage 0.1 $3.4B 69k 49830.00
Titan Machinery (TITN) 0.1 $3.3B 118k 28200.00
OmniVision Technologies 0.1 $3.4B 170k 20000.00
Provident Financial Services (PFS) 0.1 $3.2B 222k 14530.00
Unilever (UL) 0.1 $3.4B 102k 33050.00
Mitcham Industries 0.1 $3.2B 142k 22460.00
Simon Property (SPG) 0.1 $3.1B 21k 145680.01
SciClone Pharmaceuticals 0.1 $3.3B 529k 6310.00
Oritani Financial 0.1 $3.1B 209k 14680.00
Powerwave Technologies Inc note 3.875%10/0 0.1 $2.7B 5.5M 482.50
Emcor (EME) 0.1 $3.0B 110k 27720.00
Discover Financial Services (DFS) 0.1 $3.0B 89k 33340.00
Nasdaq Omx (NDAQ) 0.1 $2.6B 101k 25900.00
FirstEnergy (FE) 0.1 $2.8B 61k 45590.01
Dow Chemical Company 0.1 $3.0B 86k 34639.99
Sensient Technologies Corporation (SXT) 0.1 $3.0B 79k 38000.00
Air Products & Chemicals (APD) 0.1 $3.0B 33k 91800.01
CEC Entertainment 0.1 $2.8B 73k 37910.00
Target Corporation (TGT) 0.1 $2.7B 47k 58270.00
American Electric Power Company (AEP) 0.1 $2.7B 69k 38580.00
PG&E Corporation (PCG) 0.1 $3.0B 69k 43410.01
Cohen & Steers (CNS) 0.1 $3.0B 93k 31900.00
Meadowbrook Insurance 0.1 $2.7B 286k 9330.00
Deluxe Corporation (DLX) 0.1 $3.0B 129k 23420.00
Avis Budget (CAR) 0.1 $2.9B 205k 14150.00
Newpark Resources (NR) 0.1 $2.8B 342k 8190.00
Old National Ban (ONB) 0.1 $2.7B 206k 13140.00
Rudolph Technologies 0.1 $2.9B 257k 11110.00
W&T Offshore (WTI) 0.1 $2.9B 140k 21080.00
Alaska Air (ALK) 0.1 $2.9B 81k 35820.00
Buckeye Technologies 0.1 $2.7B 80k 33970.00
Neenah Paper 0.1 $2.8B 93k 29740.00
Hi-Tech Pharmacal 0.1 $3.0B 85k 35930.01
Om 0.1 $2.8B 100k 27510.00
Piper Jaffray Companies (PIPR) 0.1 $2.7B 100k 26620.00
A. Schulman 0.1 $3.0B 110k 27020.00
Heartland Payment Systems 0.1 $2.9B 99k 28840.00
Jos. A. Bank Clothiers 0.1 $2.7B 53k 50410.00
Applied Industrial Technologies (AIT) 0.1 $2.9B 71k 41130.00
Cleco Corporation 0.1 $2.7B 69k 39650.01
DXP Enterprises (DXPE) 0.1 $2.9B 67k 43489.99
Home BancShares (HOMB) 0.1 $2.6B 99k 26610.00
WGL Holdings 0.1 $2.8B 69k 40700.01
NetGear (NTGR) 0.1 $2.8B 72k 38199.99
Triumph (TGI) 0.1 $2.9B 47k 62660.01
Datalink Corporation 0.1 $2.7B 284k 9520.00
Thq Inc note 5.000% 8/1 0.1 $2.7B 5.5M 488.75
C&j Energy Services 0.1 $2.9B 161k 17790.00
Chubb Corporation 0.1 $2.6B 37k 69110.00
China Mobile 0.1 $2.6B 47k 55080.00
Devon Energy Corporation (DVN) 0.1 $2.4B 34k 71120.01
McDonald's Corporation (MCD) 0.1 $2.4B 24k 98100.02
PPG Industries (PPG) 0.1 $2.4B 25k 95800.02
R.R. Donnelley & Sons Company 0.1 $2.3B 188k 12390.00
Steris Corporation 0.1 $2.3B 71k 31619.99
Gap (GPS) 0.1 $2.2B 86k 26140.00
Shinhan Financial (SHG) 0.1 $2.2B 29k 77100.02
Empire District Electric Company 0.1 $2.2B 110k 20350.00
Sempra Energy (SRE) 0.1 $2.1B 35k 59959.99
Zimmer Holdings (ZBH) 0.1 $2.2B 35k 64280.01
Financial Institutions (FISI) 0.1 $2.3B 139k 16170.00
Edison International (EIX) 0.1 $2.4B 57k 42509.99
Kelly Services (KELYA) 0.1 $2.5B 158k 15990.00
RPC (RES) 0.1 $2.4B 226k 10610.00
Jabil Circuit (JBL) 0.1 $2.4B 94k 25120.00
SanDisk Corporation 0.1 $2.5B 50k 49590.00
Actuate Corporation 0.1 $2.1B 339k 6280.00
Genomic Health 0.1 $2.4B 77k 30610.01
BioMed Realty Trust 0.1 $2.6B 136k 18980.00
Greenbrier Companies (GBX) 0.1 $2.4B 123k 19790.00
iShares MSCI Brazil Index (EWZ) 0.1 $2.1B 33k 64739.99
Visteon Corporation (VC) 0.1 $2.3B 43k 53000.00
General Mtrs Co *w exp 07/10/201 0.1 $2.4B 216k 11200.00
Marathon Petroleum Corp (MPC) 0.1 $2.5B 58k 43360.01
Hanmi Financial (HAFC) 0.1 $2.5B 247k 10120.00
MasterCard Incorporated (MA) 0.0 $1.9B 4.6k 420539.96
PNC Financial Services (PNC) 0.0 $1.8B 27k 64490.01
Ameriprise Financial (AMP) 0.0 $1.7B 29k 57130.00
Archer Daniels Midland Company (ADM) 0.0 $1.7B 53k 31660.00
3M Company (MMM) 0.0 $1.8B 20k 89210.00
Itron (ITRI) 0.0 $1.7B 38k 45410.00
AmerisourceBergen (COR) 0.0 $1.9B 48k 39679.99
Campbell Soup Company (CPB) 0.0 $1.8B 55k 33850.00
Aetna 0.0 $2.0B 41k 50159.99
Helmerich & Payne (HP) 0.0 $1.7B 31k 53950.02
Health Care REIT 0.0 $2.0B 37k 54960.00
Dover Corporation (DOV) 0.0 $2.1B 33k 62940.01
Applied Materials (AMAT) 0.0 $1.7B 137k 12440.00
Sauer-Danfoss 0.0 $1.8B 39k 47000.00
Layne Christensen Company 0.0 $2.0B 88k 22250.00
KLA-Tencor Corporation (KLAC) 0.0 $1.9B 34k 54420.01
Scripps Networks Interactive 0.0 $1.7B 34k 48690.00
Lakeland Financial Corporation (LKFN) 0.0 $1.9B 73k 26030.00
Hldgs (UAL) 0.0 $2.0B 91k 21500.00
Central European Media sr nt cv 5%15 0.0 $2.0B 2.5M 790.00
E TRADE Financial Corporation 0.0 $1.4B 126k 10950.00
Gmx Res Inc note 5.000% 2/0 0.0 $1.2B 1.6M 741.25
Principal Financial (PFG) 0.0 $1.3B 46k 29510.00
Monsanto Company 0.0 $1.6B 20k 79759.98
Crocs (CROX) 0.0 $1.6B 76k 20920.00
AFLAC Incorporated (AFL) 0.0 $1.4B 30k 45989.99
Airgas 0.0 $1.4B 16k 88969.98
Boston Scientific Corporation (BSX) 0.0 $1.5B 253k 5980.00
Newell Rubbermaid (NWL) 0.0 $1.2B 66k 17810.00
Emerson Electric (EMR) 0.0 $1.4B 28k 52179.98
Mylan 0.0 $1.3B 54k 23449.99
Colgate-Palmolive Company (CL) 0.0 $1.6B 16k 97780.01
Whole Foods Market 0.0 $1.4B 17k 83199.98
Energy Xxi 0.0 $1.6B 43k 36110.00
Express Scripts 0.0 $1.2B 22k 54180.01
Actuant Corporation 0.0 $1.4B 47k 28990.00
Ducommun Incorporated (DCO) 0.0 $1.5B 122k 11900.00
HCP 0.0 $1.3B 34k 39460.00
Market Vectors Poland ETF 0.0 $1.3B 61k 20597.87
U.s. Concrete Inc Cmn 0.0 $1.3B 280k 4660.00
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.5B 2.0M 750.00
Astex Pharmaceuticals 0.0 $1.4B 734k 1860.00
USD.01 Mannkind Corp sr unsecured 0.0 $1.2B 2.0M 595.00
BP (BP) 0.0 $808M 18k 45000.00
Ens 0.0 $931M 18k 52930.02
Gmx Res Inc note 4.500% 5/0 0.0 $1.1B 2.5M 455.00
K V Pharmaceutical Co note 2.500% 5/1 0.0 $980M 4.0M 245.00
Stillwater Mng Co note 1.875% 3/1 0.0 $1.0B 1.0M 1010.00
Time Warner 0.0 $917M 24k 37750.02
Leucadia National 0.0 $1.1B 42k 26100.00
State Street Corporation (STT) 0.0 $1.1B 23k 45500.02
Costco Wholesale Corporation (COST) 0.0 $1.1B 12k 90799.97
Teva Pharmaceutical Industries (TEVA) 0.0 $831M 18k 45059.98
Philippine Long Distance Telephone 0.0 $723M 12k 62189.97
CBS Corporation 0.0 $721M 21k 33910.02
Cardinal Health (CAH) 0.0 $806M 19k 43110.00
BMC Software 0.0 $1.0B 26k 40160.00
Bed Bath & Beyond 0.0 $743M 11k 65770.00
Kimberly-Clark Corporation (KMB) 0.0 $1.1B 15k 73890.01
Pitney Bowes (PBI) 0.0 $1.2B 66k 17580.01
Global Payments (GPN) 0.0 $798M 17k 47470.00
Molson Coors Brewing Company (TAP) 0.0 $1.1B 23k 45250.02
KBR (KBR) 0.0 $743M 21k 35550.00
Nokia Corporation (NOK) 0.0 $791M 144k 5490.00
National-Oilwell Var 0.0 $884M 11k 79470.02
Alcoa 0.0 $854M 85k 10020.00
Baker Hughes Incorporated 0.0 $1.2B 28k 41940.01
Hess (HES) 0.0 $895M 15k 58950.00
Occidental Petroleum Corporation (OXY) 0.0 $1.2B 12k 95230.03
Biogen Idec (BIIB) 0.0 $1.1B 8.9k 125969.95
Southern Company (SO) 0.0 $728M 16k 44930.03
PetroChina Company 0.0 $1.1B 7.5k 140529.96
Kennametal (KMT) 0.0 $1.0B 23k 44530.00
Constellation Brands (STZ) 0.0 $907M 39k 23590.00
Kindred Healthcare 0.0 $753M 87k 8640.00
Ez (EZPW) 0.0 $850M 26k 32455.00
Werner Enterprises (WERN) 0.0 $1.1B 45k 24860.01
Novellus Systems 0.0 $884M 18k 49909.99
Boston Properties (BXP) 0.0 $850M 8.1k 104989.99
Generac Holdings (GNRC) 0.0 $1.0B 41k 24550.00
Embraer S A (ERJ) 0.0 $965M 30k 31980.02
Compucredit Hldgs Corp note 5.875%11/3 0.0 $868M 2.0M 433.75
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $446M 500k 892.50
Portland General Electric Company (POR) 0.0 $694M 28k 24980.00
Annaly Capital Management 0.0 $639M 40k 15820.00
Expeditors International of Washington (EXPD) 0.0 $682M 15k 46510.00
United Parcel Service (UPS) 0.0 $605M 7.5k 80720.00
Microchip Technology (MCHP) 0.0 $333M 8.9k 37200.04
Molex Incorporated 0.0 $541M 19k 28119.99
Boeing Company (BA) 0.0 $443M 6.0k 74370.03
Darden Restaurants (DRI) 0.0 $246M 4.8k 51160.00
Universal Health Services (UHS) 0.0 $550M 13k 41910.02
CIGNA Corporation 0.0 $665M 14k 49250.00
Texas Instruments Incorporated (TXN) 0.0 $322M 9.6k 33609.96
Walgreen Company 0.0 $661M 20k 33489.99
Linear Technology Corporation 0.0 $485M 14k 33699.99
Staples 0.0 $655M 41k 16180.00
EMC Corporation 0.0 $665M 22k 29880.02
TJX Companies (TJX) 0.0 $298M 7.5k 39710.00
Accenture (ACN) 0.0 $653M 10k 64500.05
AutoZone (AZO) 0.0 $483M 1.3k 371800.00
AvalonBay Communities (AVB) 0.0 $515M 3.6k 141349.99
priceline.com Incorporated 0.0 $502M 700.00 717500.00
Activision Blizzard 0.0 $469M 37k 12820.00
Companhia Paranaense de Energia 0.0 $605M 26k 23509.99
Watson Pharmaceuticals 0.0 $583M 8.7k 67060.00
Zions Bancorporation (ZION) 0.0 $244M 11k 21460.00
Cash America International 0.0 $566M 12k 47930.00
Iconix Brand 0.0 $659M 38k 17380.00
Southwest Airlines (LUV) 0.0 $459M 56k 8239.99
Yanzhou Coal Mining (YZCAY) 0.0 $437M 20k 21609.98
TransDigm Group Incorporated (TDG) 0.0 $476M 4.1k 115759.98
Braskem SA (BAK) 0.0 $424M 27k 15929.99
Avago Technologies 0.0 $522M 13k 38970.00
QEP Resources 0.0 $494M 16k 30500.00
PowerShares India Portfolio 0.0 $484M 26k 18839.98
SPDR S&P Emerging Middle Est & Afrca ETF 0.0 $523M 7.4k 71119.93
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $546M 1.0M 546.25
Jazz Pharmaceuticals (JAZZ) 0.0 $688M 14k 48470.00
Aon Corporation 0.0 $210M 4.3k 49059.95
Coach 0.0 $216M 2.8k 77280.00
Tiffany & Co. 0.0 $97M 1.4k 69130.00
Pier 1 Imports 0.0 $107M 5.9k 18180.00
Credit Suisse Group 0.0 $215M 7.5k 28509.96
News Corporation 0.0 $215M 11k 19690.00
Precision Castparts 0.0 $214M 1.2k 172899.84
Micron Technology (MU) 0.0 $164M 20k 8100.00
Harry Winston Diamond Corp Com Stk 0.0 $234M 16k 14690.00
Quad/Graphics (QUAD) 0.0 $500k 36.00 13888.89
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $173M 5.6k 30940.02
SMF Energy Corporations 0.0 $117M 100k 1170.00
Us Concrete Inc sr secured 0.0 $8.1M 8.0k 1017.50