DuPont Capital Management Corporation

DuPont Capital Management Corporation as of Sept. 30, 2012

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 533 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ternium (TX) 9.9 $58B 3.0M 19620.00
Vimpel 8.6 $50B 4.2M 11900.00
Wells Fargo & Company (WFC) 7.6 $44B 1.3M 34530.00
Valero Energy Corporation (VLO) 4.2 $25B 774k 31680.00
Tiffany & Co. 3.7 $22B 352k 61880.00
Via 3.7 $22B 402k 53590.00
Western Digital (WDC) 3.7 $22B 554k 38730.00
Time Warner Cable 3.6 $21B 218k 95060.00
U.S. Bancorp (USB) 3.5 $20B 589k 34300.00
Ultra Petroleum 3.5 $20B 914k 21980.00
Zions Bancorporation (ZION) 2.9 $17B 822k 20655.00
Vanguard Emerging Markets ETF (VWO) 2.5 $15B 349k 41750.00
WellPoint 2.4 $14B 242k 58010.00
United Therapeutics Corporation (UTHR) 1.9 $11B 202k 55880.00
Whirlpool Corporation (WHR) 1.8 $10B 124k 82910.00
Waddell & Reed Financial 1.6 $9.4B 288k 32770.00
TRW Automotive Holdings 1.6 $9.2B 211k 43710.00
Textron (TXT) 1.6 $9.2B 351k 26170.00
Toll Brothers (TOL) 1.5 $9.0B 270k 33230.00
UnitedHealth (UNH) 1.5 $8.9B 161k 55410.00
Webster Financial Corporation (WBS) 1.5 $8.8B 373k 23700.00
Wal-Mart Stores (WMT) 1.3 $7.5B 102k 73800.00
Verizon Communications (VZ) 1.2 $6.9B 151k 45570.00
Wyndham Worldwide Corporation 1.2 $6.8B 131k 52480.00
Wabtec Corporation (WAB) 1.1 $6.5B 81k 80290.01
Tyson Foods (TSN) 1.1 $6.3B 392k 16020.00
Teradyne (TER) 1.1 $6.2B 434k 14220.00
Triumph (TGI) 1.0 $6.0B 96k 62530.00
Tetra Tech (TTEK) 0.9 $5.3B 201k 26260.00
Wynn Resorts (WYNN) 0.9 $5.2B 45k 115440.00
Walgreen Company 0.9 $5.1B 141k 36440.00
URS Corporation 0.9 $5.1B 146k 35310.00
Union Pacific Corporation (UNP) 0.9 $5.0B 42k 118700.00
Validus Holdings 0.9 $5.0B 148k 33910.00
Hldgs (UAL) 0.8 $5.0B 255k 19500.00
Usec Inc note 3.000%10/0 0.8 $4.8B 12M 391.88
TreeHouse Foods (THS) 0.8 $4.6B 87k 52500.01
Unilever (UL) 0.8 $4.4B 121k 36520.00
Thq Inc note 5.000% 8/1 0.6 $3.7B 6.5M 575.00
Tempur-Pedic International (TPX) 0.6 $3.6B 121k 29890.00
Vodafone 0.6 $3.6B 125k 28495.00
Tesoro Corporation 0.6 $3.3B 79k 41900.00
Tyco International Ltd S hs 0.6 $3.2B 57k 56260.00
Zimmer Holdings (ZBH) 0.5 $3.0B 45k 67620.01
Visa (V) 0.5 $2.9B 21k 134279.99
Trimas Corporation (TRS) 0.5 $2.8B 117k 24110.00
Vitamin Shoppe 0.5 $2.7B 46k 58320.00
TJX Companies (TJX) 0.4 $2.5B 57k 44790.00
Unisys Corporation (UIS) 0.4 $2.4B 117k 20820.00
Valspar Corporation 0.4 $2.3B 41k 56100.00
Visteon Corporation (VC) 0.3 $1.9B 43k 44460.01
Vertex Pharmaceuticals Incorporated (VRTX) 0.3 $1.8B 33k 55950.00
Warner Chilcott Plc - 0.3 $1.8B 135k 13500.00
U.s. Concrete Inc Cmn 0.3 $1.8B 280k 6480.00
Xyratex 0.3 $1.7B 187k 9200.00
United Parcel Service (UPS) 0.3 $1.7B 23k 71570.01
Web 0.3 $1.6B 87k 17950.00
Warren Resources 0.3 $1.5B 499k 3040.00
United Stationers 0.2 $1.4B 56k 26020.00
Warna 0.2 $1.4B 27k 51900.00
Universal Health Services (UHS) 0.2 $1.1B 25k 45729.99
Whole Foods Market 0.2 $1.1B 11k 97400.02
Watson Pharmaceuticals 0.1 $878M 10k 85159.96
Vale 0.1 $853M 49k 17359.99
Teva Pharmaceutical Industries (TEVA) 0.1 $739M 18k 41410.02
Yanzhou Coal Mining (YZCAY) 0.1 $667M 45k 14950.01
Walt Disney Company (DIS) 0.1 $532M 10k 52279.99
WABCO Holdings 0.1 $519M 9.0k 57670.00
Walter Energy 0.1 $544M 17k 32460.01
TransDigm Group Incorporated (TDG) 0.1 $533M 3.8k 141869.91
Udr (UDR) 0.1 $541M 22k 24820.00
V.F. Corporation (VFC) 0.0 $256M 1.6k 159360.12
Vivus 0.0 $212M 12k 17820.01
Pfizer (PFE) 0.0 $62M 2.5M 24.85
Pepsi (PEP) 0.0 $38M 536k 70.77
Philip Morris International (PM) 0.0 $38M 424k 89.94
Oracle Corporation (ORCL) 0.0 $39M 1.3M 31.49
Pos (PKX) 0.0 $49M 606k 81.54
BP (BP) 0.0 $0 11k 0.00
Chubb Corporation 0.0 $0 38k 0.00
Diamond Offshore Drilling 0.0 $0 137k 0.00
E TRADE Financial Corporation 0.0 $0 126k 0.00
America Movil Sab De Cv spon adr l 0.0 $0 19k 0.00
China Petroleum & Chemical 0.0 $0 24k 0.00
Comcast Corporation (CMCSA) 0.0 $0 171k 0.00
Crown Holdings (CCK) 0.0 $0 15k 0.00
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $0 500k 0.00
Powerwave Technologies Inc note 3.875%10/0 0.0 $4.4M 38M 0.12
Lear Corporation (LEA) 0.0 $4.3k 115k 0.04
Mannkind Corp note 3.750%12/1 0.0 $600.000000 1.0M 0.00
NRG Energy (NRG) 0.0 $22M 1.0M 21.39
China Mobile 0.0 $0 28k 0.00
ICICI Bank (IBN) 0.0 $27k 681k 0.04
iShares MSCI Emerging Markets Indx (EEM) 0.0 $87k 2.1M 0.04
Portland General Electric Company (POR) 0.0 $251k 9.3k 27.04
Taiwan Semiconductor Mfg (TSM) 0.0 $1.6M 100k 15.82
Microsoft Corporation (MSFT) 0.0 $76k 2.5M 0.03
Joy Global 0.0 $2.7k 48k 0.06
Annaly Capital Management 0.0 $0 45k 0.00
Goldman Sachs (GS) 0.0 $14.476000 145k 0.00
JPMorgan Chase & Co. (JPM) 0.0 $33k 821k 0.04
Leucadia National 0.0 $407.230800 18k 0.02
MasterCard Incorporated (MA) 0.0 $2.3k 5.1k 0.45
State Street Corporation (STT) 0.0 $2.0M 48k 41.96
Assurant (AIZ) 0.0 $0 175k 0.00
Signature Bank (SBNY) 0.0 $4.9M 73k 67.08
Fidelity National Information Services (FIS) 0.0 $0 88k 0.00
Ace Limited Cmn 0.0 $0 33k 0.00
Principal Financial (PFG) 0.0 $768k 29k 26.94
Bank of America Corporation (BAC) 0.0 $0 229k 0.00
Bank of New York Mellon Corporation (BK) 0.0 $0 737k 0.00
Discover Financial Services (DFS) 0.0 $0 118k 0.00
Nasdaq Omx (NDAQ) 0.0 $949k 41k 23.30
Suntrust Banks Inc $1.00 Par Cmn 0.0 $17M 606k 28.27
Affiliated Managers (AMG) 0.0 $0 51k 0.00
Coca-Cola Company (KO) 0.0 $0 410k 0.00
Costco Wholesale Corporation (COST) 0.0 $0 24k 0.00
Crown Castle International 0.0 $0 14k 0.00
CSX Corporation (CSX) 0.0 $0 112k 0.00
Exxon Mobil Corporation (XOM) 0.0 $111.434100 1.1M 0.00
FedEx Corporation (FDX) 0.0 $4.580700 46k 0.00
IAC/InterActive 0.0 $4.3k 83k 0.05
M&T Bank Corporation (MTB) 0.0 $894.880000 9.4k 0.10
McDonald's Corporation (MCD) 0.0 $28k 304k 0.09
Republic Services (RSG) 0.0 $560k 20k 27.51
Home Depot (HD) 0.0 $4.9k 80k 0.06
Peabody Energy Corporation 0.0 $4.7M 209k 22.29
Crocs (CROX) 0.0 $0 163k 0.00
Abbott Laboratories (ABT) 0.0 $0 61k 0.00
Baxter International (BAX) 0.0 $0 368k 0.00
Johnson & Johnson (JNJ) 0.0 $47k 688k 0.07
Eli Lilly & Co. (LLY) 0.0 $0 108k 0.00
Regeneron Pharmaceuticals (REGN) 0.0 $1.3M 8.6k 152.66
Archer Daniels Midland Company (ADM) 0.0 $0 59k 0.00
Norfolk Southern (NSC) 0.0 $18M 281k 63.63
Philippine Long Distance Telephone 0.0 $262k 4.0k 66.01
ResMed (RMD) 0.0 $6.4M 159k 40.47
CBS Corporation 0.0 $0 338k 0.00
AES Corporation (AES) 0.0 $0 576k 0.00
Chevron Corporation (CVX) 0.0 $0 103k 0.00
Spdr S&p 500 Etf (SPY) 0.0 $18M 124k 143.93
FirstEnergy (FE) 0.0 $0 74k 0.00
General Electric Company 0.0 $0 2.5M 0.00
Cardinal Health (CAH) 0.0 $0 24k 0.00
3M Company (MMM) 0.0 $0 28k 0.00
At&t (T) 0.0 $0 194k 0.00
Advent Software 0.0 $0 93k 0.00
Apache Corporation 0.0 $0 292k 0.00
Avon Products 0.0 $0 924k 0.00
Cisco Systems (CSCO) 0.0 $0 2.6M 0.00
Coach 0.0 $0 386k 0.00
Con-way 0.0 $0 145k 0.00
Copart (CPRT) 0.0 $0 168k 0.00
Cracker Barrel Old Country Store (CBRL) 0.0 $0 25k 0.00
Cummins (CMI) 0.0 $0 78k 0.00
Fidelity National Financial 0.0 $0 285k 0.00
Greif (GEF) 0.0 $0 238k 0.00
Kimberly-Clark Corporation (KMB) 0.0 $2.6k 31k 0.09
Kohl's Corporation (KSS) 0.0 $29k 562k 0.05
Lincoln Electric Holdings (LECO) 0.0 $3.6k 92k 0.04
Microchip Technology (MCHP) 0.0 $358.719000 11k 0.03
Molex Incorporated 0.0 $1.3k 49k 0.03
Northrop Grumman Corporation (NOC) 0.0 $8.2M 124k 66.43
Nucor Corporation (NUE) 0.0 $11M 284k 38.26
PPG Industries (PPG) 0.0 $4.3M 38k 114.84
Polaris Industries (PII) 0.0 $6.3M 78k 80.87
Public Storage (PSA) 0.0 $8.7M 63k 139.17
R.R. Donnelley & Sons Company 0.0 $1.5M 137k 10.60
T. Rowe Price (TROW) 0.0 $760k 12k 63.30
Sherwin-Williams Company (SHW) 0.0 $1.0M 6.8k 148.91
Molson Coors Brewing Company (TAP) 0.0 $1.3k 29k 0.04
Buckle (BKE) 0.0 $0 39k 0.00
AFLAC Incorporated (AFL) 0.0 $0 6.1k 0.00
Avery Dennison Corporation (AVY) 0.0 $0 51k 0.00
Best Buy (BBY) 0.0 $0 336k 0.00
Boeing Company (BA) 0.0 $0 204k 0.00
Boston Scientific Corporation (BSX) 0.0 $0 234k 0.00
Dow Chemical Company 0.0 $0 120k 0.00
Harris Corporation 0.0 $25.156600 252k 0.00
Intel Corporation (INTC) 0.0 $9.6k 423k 0.02
KBR (KBR) 0.0 $2.3k 76k 0.03
Medtronic 0.0 $22k 514k 0.04
Nu Skin Enterprises (NUS) 0.0 $4.9M 126k 38.83
Schnitzer Steel Industries (RDUS) 0.0 $2.4M 84k 28.15
Johnson Controls 0.0 $721.770800 26k 0.03
Morgan Stanley (MS) 0.0 $8.9k 534k 0.02
International Paper Company (IP) 0.0 $8.5k 235k 0.04
Newell Rubbermaid (NWL) 0.0 $16M 832k 19.09
Steris Corporation 0.0 $3.1M 89k 35.47
Mid-America Apartment (MAA) 0.0 $4.1k 63k 0.07
Entegris (ENTG) 0.0 $0 283k 0.00
Las Vegas Sands (LVS) 0.0 $250.281600 5.4k 0.05
Nokia Corporation (NOK) 0.0 $494k 192k 2.57
ACI Worldwide (ACIW) 0.0 $0 45k 0.00
Darden Restaurants (DRI) 0.0 $0 6.4k 0.00
E.I. du Pont de Nemours & Company 0.0 $0 10M 0.00
Emerson Electric (EMR) 0.0 $0 272k 0.00
Safeway 0.0 $3.5M 220k 16.09
Cato Corporation (CATO) 0.0 $0 66k 0.00
Everest Re Group (EG) 0.0 $0 59k 0.00
Foot Locker (FL) 0.0 $0 309k 0.00
Manitowoc Company 0.0 $11k 804k 0.01
Tellabs 0.0 $19M 5.5M 3.54
National-Oilwell Var 0.0 $2.4M 30k 80.11
Endo Pharmaceuticals 0.0 $0 163k 0.00
Plantronics 0.0 $6.9M 196k 35.33
Pier 1 Imports 0.0 $2.9M 156k 18.74
Herman Miller (MLKN) 0.0 $0 77k 0.00
Synopsys (SNPS) 0.0 $6.2M 188k 33.02
Omnicare 0.0 $6.0M 177k 33.97
Raytheon Company 0.0 $13M 221k 57.16
CVS Caremark Corporation (CVS) 0.0 $0 171k 0.00
Campbell Soup Company (CPB) 0.0 $0 55k 0.00
Kroger (KR) 0.0 $7.7k 327k 0.02
Mylan 0.0 $1.8M 76k 24.40
Aetna 0.0 $0 46k 0.00
Becton, Dickinson and (BDX) 0.0 $0 233k 0.00
Air Products & Chemicals (APD) 0.0 $0 55k 0.00
McKesson Corporation (MCK) 0.0 $2.5k 30k 0.09
PerkinElmer (RVTY) 0.0 $4.4M 150k 29.47
Energizer Holdings 0.0 $0 85k 0.00
NiSource (NI) 0.0 $3.7M 146k 25.48
AGCO Corporation (AGCO) 0.0 $0 23k 0.00
Arrow Electronics (ARW) 0.0 $0 126k 0.00
Shoe Carnival (SCVL) 0.0 $2.2M 94k 23.53
Lockheed Martin Corporation (LMT) 0.0 $513.700000 5.5k 0.09
Gartner (IT) 0.0 $0 101k 0.00
Mentor Graphics Corporation 0.0 $7.6k 487k 0.02
Allstate Corporation (ALL) 0.0 $0 48k 0.00
Amgen (AMGN) 0.0 $0 76k 0.00
Aol 0.0 $0 71k 0.00
Apple (AAPL) 0.0 $0 40k 0.00
Baker Hughes Incorporated 0.0 $0 493k 0.00
Capital One Financial (COF) 0.0 $0 341k 0.00
Colgate-Palmolive Company (CL) 0.0 $0 14k 0.00
ConocoPhillips (COP) 0.0 $0 104k 0.00
Credit Suisse Group 0.0 $0 14k 0.00
Domtar Corp 0.0 $0 65k 0.00
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $0 75k 0.00
Fluor Corporation (FLR) 0.0 $5.771800 58k 0.00
Halliburton Company (HAL) 0.0 $0 128k 0.00
Hess (HES) 0.0 $6.005700 60k 0.00
Hewlett-Packard Company 0.0 $0 1.8M 0.00
International Business Machines (IBM) 0.0 $9.1k 44k 0.21
Liberty Media 0.0 $5.2k 284k 0.02
Macy's (M) 0.0 $23k 601k 0.04
Merck & Co (MRK) 0.0 $61k 1.4M 0.05
News Corporation 0.0 $2.2M 91k 24.53
Nextera Energy (NEE) 0.0 $4.7M 67k 70.33
Occidental Petroleum Corporation (OXY) 0.0 $1.1M 12k 86.06
Parker-Hannifin Corporation (PH) 0.0 $9.6M 115k 83.58
Procter & Gamble Company (PG) 0.0 $4.9M 71k 69.36
Royal Dutch Shell 0.0 $451k 6.5k 69.41
Schlumberger (SLB) 0.0 $26M 361k 72.33
Symantec Corporation 0.0 $14M 791k 18.00
Target Corporation (TGT) 0.0 $21M 329k 63.47
American Electric Power Company (AEP) 0.0 $0 79k 0.00
Apollo 0.0 $0 46k 0.00
Gap (GPS) 0.0 $0 97k 0.00
Alleghany Corporation 0.0 $0 11k 0.00
Ca 0.0 $0 162k 0.00
iShares MSCI EAFE Index Fund (EFA) 0.0 $43k 815k 0.05
Shinhan Financial (SHG) 0.0 $1.6M 24k 67.14
Biogen Idec (BIIB) 0.0 $0 8.3k 0.00
Ford Motor Company (F) 0.0 $0 90k 0.00
Exelon Corporation (EXC) 0.0 $0 27k 0.00
Linear Technology Corporation 0.0 $449.885700 14k 0.03
LSI Corporation 0.0 $3.2k 466k 0.01
Staples 0.0 $352k 31k 11.52
Dell 0.0 $0 3.5M 0.00
Freeport-McMoRan Copper & Gold (FCX) 0.0 $0 172k 0.00
Gilead Sciences (GILD) 0.0 $2.969900 30k 0.00
Mbia (MBI) 0.0 $1.8k 178k 0.01
Dillard's (DDS) 0.0 $0 111k 0.00
PG&E Corporation (PCG) 0.0 $3.5M 83k 42.67
Cnh Global 0.0 $0 93k 0.00
EMC Corporation 0.0 $0 114k 0.00
Henry Schein (HSIC) 0.0 $7.636500 76k 0.00
Southern Company (SO) 0.0 $1.1M 24k 46.09
Murphy Oil Corporation (MUR) 0.0 $8.0k 149k 0.05
Accenture (ACN) 0.0 $0 13k 0.00
General Dynamics Corporation (GD) 0.0 $34.751400 348k 0.00
Lowe's Companies (LOW) 0.0 $1.4k 45k 0.03
SL Green Realty 0.0 $5.7M 71k 80.07
Cohen & Steers (CNS) 0.0 $0 53k 0.00
Meadowbrook Insurance 0.0 $2.3k 293k 0.01
Clorox Company (CLX) 0.0 $0 289k 0.00
Gannett 0.0 $0 935k 0.00
Prudential Financial (PRU) 0.0 $3.5M 65k 54.51
Deluxe Corporation (DLX) 0.0 $0 220k 0.00
Entertainment Properties Trust 0.0 $0 127k 0.00
Monarch Casino & Resort (MCRI) 0.0 $1.5k 172k 0.01
ProAssurance Corporation (PRA) 0.0 $7.1M 78k 90.44
Montpelier Re Holdings/mrh 0.0 $3.2k 147k 0.02
Coinstar 0.0 $0 129k 0.00
Google 0.0 $14.624000 18k 0.00
Discovery Communications 0.0 $0 12k 0.00
Dr Pepper Snapple 0.0 $0 119k 0.00
AvalonBay Communities (AVB) 0.0 $0 9.5k 0.00
Big Lots (BIG) 0.0 $0 39k 0.00
ConAgra Foods (CAG) 0.0 $0 293k 0.00
PetroChina Company 0.0 $1.5M 12k 129.16
Energy Xxi 0.0 $0 19k 0.00
NewMarket Corporation (NEU) 0.0 $10M 42k 246.48
PPL Corporation (PPL) 0.0 $16M 544k 29.05
Public Service Enterprise (PEG) 0.0 $16M 502k 32.18
Sempra Energy (SRE) 0.0 $2.2M 34k 64.49
Applied Materials (AMAT) 0.0 $0 161k 0.00
GMX Resources 0.0 $0 924k 0.00
Precision Castparts 0.0 $269k 1.6k 163.34
priceline.com Incorporated 0.0 $3.9M 6.3k 618.73
Aaron's 0.0 $0 137k 0.00
Kennametal (KMT) 0.0 $18k 475k 0.04
Marathon Oil Corporation (MRO) 0.0 $2.7k 90k 0.03
Smithfield Foods 0.0 $3.5M 177k 19.65
Constellation Brands (STZ) 0.0 $0 182k 0.00
Forest Laboratories 0.0 $0 66k 0.00
HCC Insurance Holdings 0.0 $0 140k 0.00
New York Times Company (NYT) 0.0 $1.8M 185k 9.76
Landstar System (LSTR) 0.0 $4.0k 85k 0.05
PICO Holdings 0.0 $1.7M 75k 22.82
Fair Isaac Corporation (FICO) 0.0 $0 143k 0.00
Avis Budget (CAR) 0.0 $0 205k 0.00
Calpine Corporation 0.0 $0 568k 0.00
Delta Air Lines (DAL) 0.0 $0 2.7M 0.00
Financial Institutions (FISI) 0.0 $0 132k 0.00
Genes (GCO) 0.0 $4.969900 50k 0.00
Magellan Health Services 0.0 $7.5k 145k 0.05
BOK Financial Corporation (BOKF) 0.0 $0 83k 0.00
Brinker International (EAT) 0.0 $0 261k 0.00
Darling International (DAR) 0.0 $0 366k 0.00
Industrial SPDR (XLI) 0.0 $5.0k 136k 0.04
Juniper Networks (JNPR) 0.0 $498.824100 29k 0.02
Invesco (IVZ) 0.0 $5.5k 221k 0.03
Lorillard 0.0 $18k 156k 0.12
Entergy Corporation (ETR) 0.0 $0 86k 0.00
Equinix 0.0 $0 17k 0.00
Broadcom Corporation 0.0 $0 172k 0.00
CF Industries Holdings (CF) 0.0 $0 52k 0.00
Cincinnati Bell 0.0 $0 355k 0.00
Cogent Communications (CCOI) 0.0 $0 77k 0.00
Companhia Paranaense de Energia 0.0 $0 55k 0.00
Edison International (EIX) 0.0 $0 89k 0.00
Humana (HUM) 0.0 $15k 207k 0.07
Jones Lang LaSalle Incorporated (JLL) 0.0 $6.2k 82k 0.08
Kindred Healthcare 0.0 $2.6k 229k 0.01
Kulicke and Soffa Industries (KLIC) 0.0 $2.1k 200k 0.01
Life Technologies 0.0 $3.1k 64k 0.05
Newpark Resources (NR) 0.0 $2.4M 320k 7.41
Old National Ban (ONB) 0.0 $1.9M 139k 13.61
Pericom Semiconductor 0.0 $1.7M 201k 8.69
RPC (RES) 0.0 $1.1M 94k 11.89
Rudolph Technologies 0.0 $2.3M 220k 10.50
Sauer-Danfoss 0.0 $2.0M 49k 40.21
Select Comfort 0.0 $2.0M 63k 31.55
Alaska Air (ALK) 0.0 $0 193k 0.00
Blyth 0.0 $0 50k 0.00
Brown Shoe Company 0.0 $0 106k 0.00
Buckeye Technologies 0.0 $0 233k 0.00
Cliffs Natural Resources 0.0 $0 128k 0.00
Community Health Systems (CYH) 0.0 $0 795k 0.00
Perry Ellis International 0.0 $1.9M 86k 22.05
EnerSys (ENS) 0.0 $0 260k 0.00
Ez (EZPW) 0.0 $0 37k 0.00
Herbalife Ltd Com Stk (HLF) 0.0 $0 52k 0.00
Huntsman Corporation (HUN) 0.0 $8.1k 545k 0.01
Lam Research Corporation (LRCX) 0.0 $3.9k 123k 0.03
Littelfuse (LFUS) 0.0 $2.8k 50k 0.06
Measurement Specialties 0.0 $1.8k 53k 0.03
Medicines Company 0.0 $2.3k 90k 0.03
Neenah Paper 0.0 $2.3M 79k 28.64
Oshkosh Corporation (OSK) 0.0 $10M 380k 27.43
Prosperity Bancshares (PB) 0.0 $8.3M 196k 42.62
Reliance Steel & Aluminum (RS) 0.0 $6.4M 123k 52.35
Atlas Air Worldwide Holdings 0.0 $0 38k 0.00
American Campus Communities 0.0 $0 142k 0.00
Assured Guaranty (AGO) 0.0 $0 43k 0.00
Atmos Energy Corporation (ATO) 0.0 $0 116k 0.00
Acuity Brands (AYI) 0.0 $0 36k 0.00
Berry Petroleum Company 0.0 $0 50k 0.00
Coeur d'Alene Mines Corporation (CDE) 0.0 $0 177k 0.00
Celadon (CGIP) 0.0 $0 147k 0.00
Chico's FAS 0.0 $0 306k 0.00
Copa Holdings Sa-class A (CPA) 0.0 $0 656k 0.00
Cirrus Logic (CRUS) 0.0 $0 111k 0.00
Cooper Tire & Rubber Company 0.0 $0 103k 0.00
Cyberonics 0.0 $0 46k 0.00
DiamondRock Hospitality Company (DRH) 0.0 $0 220k 0.00
DTE Energy Company (DTE) 0.0 $0 93k 0.00
Education Realty Trust 0.0 $0 179k 0.00
El Paso Electric Company 0.0 $0 225k 0.00
First Community Bancshares (FCBC) 0.0 $0 151k 0.00
Gardner Denver 0.0 $12.507500 125k 0.00
Guess? (GES) 0.0 $0 157k 0.00
GameStop (GME) 0.0 $0 440k 0.00
Gulfport Energy Corporation 0.0 $0 65k 0.00
Hanger Orthopedic 0.0 $0 93k 0.00
Hi-Tech Pharmacal 0.0 $0 69k 0.00
Hill-Rom Holdings 0.0 $0 166k 0.00
Iconix Brand 0.0 $613.340000 34k 0.02
Ingersoll-rand Co Ltd-cl A 0.0 $14k 310k 0.04
Lithia Motors (LAD) 0.0 $2.0k 60k 0.03
LaSalle Hotel Properties 0.0 $2.5k 95k 0.03
L-3 Communications Holdings 0.0 $5.0k 70k 0.07
Southwest Airlines (LUV) 0.0 $1.6M 183k 8.77
LSB Industries (LXU) 0.0 $2.7k 61k 0.04
MetLife (MET) 0.0 $20k 569k 0.03
MarketAxess Holdings (MKTX) 0.0 $2.9k 90k 0.03
Nordson Corporation (NDSN) 0.0 $5.8M 100k 58.62
Noble Corporation Com Stk 0.0 $2.5M 71k 35.78
Oil States International (OIS) 0.0 $5.2M 65k 79.46
Plexus (PLXS) 0.0 $2.1M 70k 30.29
Parametric Technology 0.0 $6.3M 288k 21.80
Post Properties 0.0 $4.7M 99k 47.96
Stepan Company (SCL) 0.0 $1.8M 19k 96.12
Stone Energy Corporation 0.0 $2.3M 90k 25.12
Steven Madden (SHOO) 0.0 $4.6M 105k 43.72
Monotype Imaging Holdings 0.0 $852.352800 55k 0.02
Cimarex Energy 0.0 $0 101k 0.00
Alliant Techsystems 0.0 $0 50k 0.00
Belden (BDC) 0.0 $0 73k 0.00
Cubist Pharmaceuticals 0.0 $0 146k 0.00
Celgene Corporation 0.0 $0 381k 0.00
Deckers Outdoor Corporation (DECK) 0.0 $0 74k 0.00
Energen Corporation 0.0 $0 94k 0.00
Greenhill & Co 0.0 $4.908600 49k 0.00
Heartland Payment Systems 0.0 $0 67k 0.00
Jarden Corporation 0.0 $6.2k 118k 0.05
Jos. A. Bank Clothiers 0.0 $2.5k 52k 0.05
KLA-Tencor Corporation (KLAC) 0.0 $3.8k 81k 0.05
Lennox International (LII) 0.0 $4.5k 92k 0.05
OmniVision Technologies 0.0 $1.8M 128k 13.96
Provident Financial Services (PFS) 0.0 $1.9M 119k 15.79
Rockwood Holdings 0.0 $606k 13k 46.60
Riverbed Technology 0.0 $5.2M 222k 23.27
Applied Industrial Technologies (AIT) 0.0 $0 65k 0.00
American States Water Company (AWR) 0.0 $0 38k 0.00
Compania Cervecerias Unidas (CCU) 0.0 $0 598k 0.00
Bancolombia (CIB) 0.0 $0 162k 0.00
Cleco Corporation 0.0 $0 42k 0.00
DXP Enterprises (DXPE) 0.0 $0 41k 0.00
Extra Space Storage (EXR) 0.0 $0 77k 0.00
F5 Networks (FFIV) 0.0 $1.160000 12k 0.00
FirstMerit Corporation 0.0 $0 74k 0.00
Home BancShares (HOMB) 0.0 $0 83k 0.00
ICU Medical, Incorporated (ICUI) 0.0 $2.2k 37k 0.06
Kansas City Southern 0.0 $4.2k 56k 0.08
Portfolio Recovery Associates 0.0 $2.8M 27k 104.43
Tech Data Corporation 0.0 $3.3M 73k 45.30
Acorda Therapeutics 0.0 $0 77k 0.00
Albemarle Corporation (ALB) 0.0 $0 78k 0.00
Ametek (AME) 0.0 $0 295k 0.00
Conn's (CONN) 0.0 $0 56k 0.00
Ducommun Incorporated (DCO) 0.0 $0 81k 0.00
Genomic Health 0.0 $0 56k 0.00
NetGear (NTGR) 0.0 $3.1M 82k 38.14
Mitcham Industries 0.0 $1.6k 101k 0.02
Monmouth R.E. Inv 0.0 $1.7k 152k 0.01
Greenbrier Companies (GBX) 0.0 $0 135k 0.00
National Health Investors (NHI) 0.0 $1.9M 37k 51.44
Materials SPDR (XLB) 0.0 $5.2k 140k 0.04
Navistar International Corporation 0.0 $333k 16k 21.09
Anika Therapeutics (ANIK) 0.0 $0 128k 0.00
FEI Company 0.0 $11.620200 116k 0.00
Mednax (MD) 0.0 $6.3k 84k 0.07
Rayonier (RYN) 0.0 $6.9M 140k 49.01
Nabors Industries 0.0 $17M 1.2M 14.03
Scripps Networks Interactive 0.0 $5.2M 85k 61.23
Entropic Communications 0.0 $0 317k 0.00
Cloud Peak Energy 0.0 $0 146k 0.00
Boston Properties (BXP) 0.0 $0 13k 0.00
AECOM Technology Corporation (ACM) 0.0 $0 245k 0.00
American International (AIG) 0.0 $0 76k 0.00
iShares MSCI Brazil Index (EWZ) 0.0 $2.2k 40k 0.05
Signet Jewelers (SIG) 0.0 $6.2M 128k 48.76
Simon Property (SPG) 0.0 $3.3M 22k 151.81
Spirit AeroSystems Holdings (SPR) 0.0 $672k 30k 22.21
Ebix 0.0 $0 116k 0.00
Medidata Solutions 0.0 $1.9k 47k 0.04
iShares MSCI South Korea Index Fund (EWY) 0.0 $4.7k 79k 0.06
iShares MSCI Taiwan Index 0.0 $3.6k 272k 0.01
Express 0.0 $0 151k 0.00
Lakeland Financial Corporation (LKFN) 0.0 $2.4k 87k 0.03
Oasis Petroleum 0.0 $2.1M 70k 29.47
Avago Technologies 0.0 $0 220k 0.00
Oritani Financial 0.0 $1.9M 125k 15.05
QEP Resources 0.0 $1.5M 47k 31.66
Hudson Pacific Properties (HPP) 0.0 $2.0k 107k 0.02
iShares MSCI Malaysia Index Fund 0.0 $53k 3.6M 0.01
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $34k 540k 0.06
iShares MSCI Thailand Index Fund (THD) 0.0 $65.112200 859.00 0.08
8x8 (EGHT) 0.0 $0 307k 0.00
Embraer S A (ERJ) 0.0 $0 32k 0.00
Sabra Health Care REIT (SBRA) 0.0 $2.6M 132k 20.01
Industries N shs - a - (LYB) 0.0 $2.6k 51k 0.05
General Motors Company (GM) 0.0 $0 215k 0.00
O'reilly Automotive (ORLY) 0.0 $4.9M 58k 83.62
PowerShares India Portfolio 0.0 $139k 7.4k 18.77
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $0 3.0M 0.00
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $259.980500 8.7k 0.03
Compucredit Hldgs Corp note 5.875%11/3 0.0 $0 2.0M 0.00
Market Vectors Poland ETF 0.0 $1.8k 89k 0.02
Huntington Ingalls Inds (HII) 0.0 $13k 314k 0.04
Hca Holdings (HCA) 0.0 $0 153k 0.00
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.2k 2.0M 0.00
Citigroup (C) 0.0 $0 630k 0.00
Central European Media sr nt cv 5%15 0.0 $0 2.0M 0.00
Mosaic (MOS) 0.0 $2.2k 39k 0.06
Prologis (PLD) 0.0 $4.5M 129k 35.03
Hollyfrontier Corp 0.0 $0 137k 0.00
General Mtrs Co *w exp 07/10/201 0.0 $0 216k 0.00
General Mtrs Co *w exp 07/10/201 0.0 $0 216k 0.00
Marathon Petroleum Corp (MPC) 0.0 $1.2k 22k 0.05
Pvh Corporation (PVH) 0.0 $6.7M 71k 93.72
Us Concrete Inc sr secured 0.0 $8.5M 8.0k 1056.88
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $400.000000 1.0M 0.00
C&j Energy Services 0.0 $0 139k 0.00
Astex Pharmaceuticals 0.0 $0 568k 0.00
Alkermes (ALKS) 0.0 $0 128k 0.00
Level 3 Communications 0.0 $15k 661k 0.02
Expedia (EXPE) 0.0 $14.595000 146k 0.00
J Global (ZD) 0.0 $2.7k 84k 0.03
Delphi Automotive 0.0 $0 383k 0.00
Hanmi Financial (HAFC) 0.0 $0 146k 0.00
Jazz Pharmaceuticals (JAZZ) 0.0 $1.7k 30k 0.06
USD.01 Mannkind Corp sr unsecured 0.0 $1.2k 2.0M 0.00
Express Scripts Holding 0.0 $25.297800 253k 0.00
Aon 0.0 $0 3.9k 0.00
Nationstar Mortgage 0.0 $8.0M 242k 33.18
Harris Teeter Supermarkets 0.0 $0 151k 0.00
Jaguar Mng Inc note 5.500% 3/3 0.0 $4.6k 7.6M 0.00
Forum Energy Technolo 0.0 $0 77k 0.00
Directv 0.0 $0 91k 0.00