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 |
|---|---|---|---|---|---|
| E.I. du Pont de Nemours & Company | 11.3 | $501B | 10M | 50270.00 | |
| Exxon Mobil Corporation (XOM) | 2.3 | $102B | 1.1M | 91450.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.0 | $87B | 2.1M | 41320.00 | |
| Microsoft Corporation (MSFT) | 1.7 | $76B | 2.5M | 29780.00 | |
| Pfizer (PFE) | 1.4 | $62B | 2.5M | 24850.00 | |
| Merck & Co (MRK) | 1.4 | $61B | 1.4M | 45100.00 | |
| Ternium (TX) | 1.3 | $58B | 3.0M | 19620.00 | |
| General Electric Company | 1.3 | $56B | 2.5M | 22710.00 | |
| Copa Holdings Sa-class A (CPA) | 1.2 | $53B | 656k | 81270.00 | |
| iShares MSCI Malaysia Index Fund | 1.2 | $52B | 3.6M | 14570.00 | |
| Vimpel | 1.1 | $50B | 4.2M | 11900.00 | |
| Pos (PKX) | 1.1 | $49B | 606k | 81540.00 | |
| Cisco Systems (CSCO) | 1.1 | $49B | 2.6M | 19090.00 | |
| Johnson & Johnson (JNJ) | 1.1 | $47B | 688k | 68910.00 | |
| Wells Fargo & Company (WFC) | 1.0 | $44B | 1.3M | 34530.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 1.0 | $43B | 815k | 53000.00 | |
| Compania Cervecerias Unidas (CCU) | 1.0 | $43B | 598k | 71330.00 | |
| Oracle Corporation (ORCL) | 0.9 | $39B | 1.3M | 31490.00 | |
| Pepsi (PEP) | 0.9 | $38B | 536k | 70770.00 | |
| Philip Morris International (PM) | 0.9 | $38B | 424k | 89940.00 | |
| Dell | 0.8 | $34B | 3.5M | 9860.00 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.8 | $34B | 540k | 62120.00 | |
| JPMorgan Chase & Co. (JPM) | 0.8 | $33B | 821k | 40480.00 | |
| Hewlett-Packard Company | 0.7 | $31B | 1.8M | 17060.00 | |
| Celgene Corporation | 0.7 | $29B | 381k | 76400.00 | |
| Kohl's Corporation (KSS) | 0.7 | $29B | 562k | 51220.00 | |
| McDonald's Corporation (MCD) | 0.6 | $28B | 304k | 91750.00 | |
| ICICI Bank (IBN) | 0.6 | $27B | 681k | 40140.00 | |
| Apple (AAPL) | 0.6 | $27B | 40k | 667260.01 | |
| Schlumberger (SLB) | 0.6 | $26B | 361k | 72330.00 | |
| Apache Corporation | 0.6 | $25B | 292k | 86470.00 | |
| Valero Energy Corporation (VLO) | 0.6 | $25B | 774k | 31680.00 | |
| Delta Air Lines (DAL) | 0.6 | $24B | 2.7M | 9160.00 | |
| General Dynamics Corporation (GD) | 0.5 | $23B | 348k | 66120.00 | |
| Community Health Systems (CYH) | 0.5 | $23B | 795k | 29140.00 | |
| NRG Energy (NRG) | 0.5 | $22B | 1.0M | 21390.00 | |
| Macy's (M) | 0.5 | $23B | 601k | 37620.00 | |
| Baxter International (BAX) | 0.5 | $22B | 368k | 60260.00 | |
| Medtronic | 0.5 | $22B | 514k | 43120.00 | |
| Baker Hughes Incorporated | 0.5 | $22B | 493k | 45230.00 | |
| Via | 0.5 | $22B | 402k | 53590.00 | |
| Coach | 0.5 | $22B | 386k | 56020.00 | |
| Tiffany & Co. | 0.5 | $22B | 352k | 61880.00 | |
| Western Digital (WDC) | 0.5 | $22B | 554k | 38730.00 | |
| Time Warner Cable | 0.5 | $21B | 218k | 95060.00 | |
| Target Corporation (TGT) | 0.5 | $21B | 329k | 63470.00 | |
| Clorox Company (CLX) | 0.5 | $21B | 289k | 72050.00 | |
| Citigroup (C) | 0.5 | $21B | 630k | 32720.00 | |
| U.S. Bancorp (USB) | 0.5 | $20B | 589k | 34300.00 | |
| Ultra Petroleum | 0.5 | $20B | 914k | 21980.00 | |
| Tellabs | 0.4 | $19B | 5.5M | 3540.00 | |
| Capital One Financial (COF) | 0.4 | $19B | 341k | 57010.00 | |
| MetLife (MET) | 0.4 | $20B | 569k | 34460.00 | |
| Becton, Dickinson and (BDX) | 0.4 | $18B | 233k | 78560.00 | |
| Lorillard | 0.4 | $18B | 156k | 116450.00 | |
| Norfolk Southern (NSC) | 0.4 | $18B | 281k | 63630.00 | |
| Spdr S&p 500 Etf (SPY) | 0.4 | $18B | 124k | 143930.00 | |
| Kennametal (KMT) | 0.4 | $18B | 475k | 37080.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.4 | $17B | 606k | 28270.00 | |
| Bank of New York Mellon Corporation (BK) | 0.4 | $17B | 737k | 22620.00 | |
| Gannett | 0.4 | $17B | 935k | 17750.00 | |
| Zions Bancorporation (ZION) | 0.4 | $17B | 822k | 20655.00 | |
| Nabors Industries | 0.4 | $17B | 1.2M | 14030.00 | |
| Goldman Sachs (GS) | 0.4 | $17B | 145k | 113680.00 | |
| Public Service Enterprise (PEG) | 0.4 | $16B | 502k | 32180.00 | |
| Newell Rubbermaid (NWL) | 0.4 | $16B | 832k | 19090.00 | |
| PPL Corporation (PPL) | 0.4 | $16B | 544k | 29050.00 | |
| Express Scripts Holding | 0.4 | $16B | 253k | 62670.00 | |
| Coca-Cola Company (KO) | 0.3 | $16B | 410k | 37930.00 | |
| Level 3 Communications | 0.3 | $15B | 661k | 22970.00 | |
| Avon Products | 0.3 | $15B | 924k | 15950.00 | |
| Humana (HUM) | 0.3 | $15B | 207k | 70150.00 | |
| Vanguard Emerging Markets ETF (VWO) | 0.3 | $15B | 349k | 41750.00 | |
| Boeing Company (BA) | 0.3 | $14B | 204k | 69620.00 | |
| Symantec Corporation | 0.3 | $14B | 791k | 18000.00 | |
| WellPoint | 0.3 | $14B | 242k | 58010.00 | |
| 0.3 | $14B | 18k | 754500.00 | ||
| Ingersoll-rand Co Ltd-cl A | 0.3 | $14B | 310k | 44820.00 | |
| Emerson Electric (EMR) | 0.3 | $13B | 272k | 48270.00 | |
| Huntington Ingalls Inds (HII) | 0.3 | $13B | 314k | 42050.00 | |
| Harris Corporation | 0.3 | $13B | 252k | 51220.00 | |
| Raytheon Company | 0.3 | $13B | 221k | 57160.00 | |
| CBS Corporation | 0.3 | $12B | 338k | 36330.00 | |
| Chevron Corporation (CVX) | 0.3 | $12B | 103k | 116560.00 | |
| Delphi Automotive | 0.3 | $12B | 383k | 31000.00 | |
| CF Industries Holdings (CF) | 0.3 | $12B | 52k | 222240.00 | |
| United Therapeutics Corporation (UTHR) | 0.3 | $11B | 202k | 55880.00 | |
| Nucor Corporation (NUE) | 0.2 | $11B | 284k | 38260.00 | |
| Foot Locker (FL) | 0.2 | $11B | 309k | 35500.00 | |
| Greif (GEF) | 0.2 | $11B | 238k | 44180.00 | |
| Manitowoc Company | 0.2 | $11B | 804k | 13340.00 | |
| Oshkosh Corporation (OSK) | 0.2 | $10B | 380k | 27430.00 | |
| Ametek (AME) | 0.2 | $11B | 295k | 35450.00 | |
| Whirlpool Corporation (WHR) | 0.2 | $10B | 124k | 82910.00 | |
| NewMarket Corporation (NEU) | 0.2 | $10B | 42k | 246480.01 | |
| Intel Corporation (INTC) | 0.2 | $9.6B | 423k | 22680.00 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $9.6B | 115k | 83580.00 | |
| Calpine Corporation | 0.2 | $9.8B | 568k | 17300.00 | |
| Bancolombia (CIB) | 0.2 | $9.7B | 162k | 59710.00 | |
| Waddell & Reed Financial | 0.2 | $9.4B | 288k | 32770.00 | |
| International Business Machines (IBM) | 0.2 | $9.1B | 44k | 207450.01 | |
| TRW Automotive Holdings | 0.2 | $9.2B | 211k | 43710.00 | |
| Brinker International (EAT) | 0.2 | $9.2B | 261k | 35300.00 | |
| EnerSys (ENS) | 0.2 | $9.2B | 260k | 35290.00 | |
| GameStop (GME) | 0.2 | $9.2B | 440k | 21000.00 | |
| Textron (TXT) | 0.2 | $9.2B | 351k | 26170.00 | |
| Diamond Offshore Drilling | 0.2 | $9.0B | 137k | 65810.00 | |
| Public Storage (PSA) | 0.2 | $8.7B | 63k | 139170.00 | |
| Morgan Stanley (MS) | 0.2 | $8.9B | 534k | 16740.00 | |
| UnitedHealth (UNH) | 0.2 | $8.9B | 161k | 55410.00 | |
| Toll Brothers (TOL) | 0.2 | $9.0B | 270k | 33230.00 | |
| Webster Financial Corporation (WBS) | 0.2 | $8.8B | 373k | 23700.00 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $8.2B | 124k | 66430.00 | |
| International Paper Company (IP) | 0.2 | $8.5B | 235k | 36320.00 | |
| CVS Caremark Corporation (CVS) | 0.2 | $8.3B | 171k | 48420.00 | |
| Prosperity Bancshares (PB) | 0.2 | $8.3B | 196k | 42620.00 | |
| Expedia (EXPE) | 0.2 | $8.4B | 146k | 57840.00 | |
| Dillard's (DDS) | 0.2 | $8.0B | 111k | 72320.00 | |
| Murphy Oil Corporation (MUR) | 0.2 | $8.0B | 149k | 53690.00 | |
| ConAgra Foods (CAG) | 0.2 | $8.1B | 293k | 27590.00 | |
| Huntsman Corporation (HUN) | 0.2 | $8.1B | 545k | 14930.00 | |
| Nationstar Mortgage | 0.2 | $8.0B | 242k | 33180.00 | |
| Wal-Mart Stores (WMT) | 0.2 | $7.5B | 102k | 73800.00 | |
| At&t (T) | 0.2 | $7.3B | 194k | 37700.00 | |
| Kroger (KR) | 0.2 | $7.7B | 327k | 23540.00 | |
| Mentor Graphics Corporation | 0.2 | $7.5B | 487k | 15480.00 | |
| Magellan Health Services | 0.2 | $7.5B | 145k | 51610.00 | |
| Buckeye Technologies | 0.2 | $7.5B | 233k | 32060.00 | |
| El Paso Electric Company | 0.2 | $7.7B | 225k | 34250.00 | |
| Gardner Denver | 0.2 | $7.6B | 125k | 60410.00 | |
| Avago Technologies | 0.2 | $7.7B | 220k | 34800.50 | |
| Cummins (CMI) | 0.2 | $7.2B | 78k | 92210.00 | |
| Verizon Communications (VZ) | 0.2 | $6.9B | 151k | 45570.00 | |
| Plantronics | 0.2 | $6.9B | 196k | 35330.00 | |
| ProAssurance Corporation (PRA) | 0.2 | $7.1B | 78k | 90440.00 | |
| Cubist Pharmaceuticals | 0.2 | $7.0B | 146k | 47680.00 | |
| Rayonier (RYN) | 0.2 | $6.9B | 140k | 49010.00 | |
| Assurant (AIZ) | 0.1 | $6.5B | 175k | 37300.00 | |
| ResMed (RMD) | 0.1 | $6.4B | 159k | 40470.00 | |
| Amgen (AMGN) | 0.1 | $6.4B | 76k | 84320.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $6.8B | 172k | 39580.00 | |
| Deluxe Corporation (DLX) | 0.1 | $6.7B | 220k | 30560.00 | |
| Darling International (DAR) | 0.1 | $6.7B | 366k | 18290.00 | |
| Wyndham Worldwide Corporation | 0.1 | $6.8B | 131k | 52480.00 | |
| Alaska Air (ALK) | 0.1 | $6.8B | 193k | 35060.00 | |
| Reliance Steel & Aluminum (RS) | 0.1 | $6.4B | 123k | 52350.00 | |
| Wabtec Corporation (WAB) | 0.1 | $6.5B | 81k | 80290.01 | |
| Pvh Corporation (PVH) | 0.1 | $6.7B | 71k | 93720.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $6.1B | 171k | 35770.00 | |
| Affiliated Managers (AMG) | 0.1 | $6.2B | 51k | 123000.00 | |
| AES Corporation (AES) | 0.1 | $6.3B | 576k | 10970.00 | |
| Fidelity National Financial | 0.1 | $6.1B | 285k | 21390.00 | |
| Polaris Industries (PII) | 0.1 | $6.3B | 78k | 80870.00 | |
| Everest Re Group (EG) | 0.1 | $6.3B | 59k | 106960.00 | |
| Tyson Foods (TSN) | 0.1 | $6.3B | 392k | 16020.00 | |
| Synopsys (SNPS) | 0.1 | $6.2B | 188k | 33020.00 | |
| Omnicare | 0.1 | $6.0B | 177k | 33970.00 | |
| Energizer Holdings | 0.1 | $6.4B | 85k | 74609.99 | |
| Henry Schein (HSIC) | 0.1 | $6.1B | 76k | 79270.01 | |
| Fair Isaac Corporation (FICO) | 0.1 | $6.3B | 143k | 44260.00 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.1 | $6.2B | 82k | 76349.99 | |
| American Campus Communities | 0.1 | $6.2B | 142k | 43880.00 | |
| Parametric Technology | 0.1 | $6.3B | 288k | 21800.00 | |
| Jarden Corporation | 0.1 | $6.2B | 118k | 52840.00 | |
| Triumph (TGI) | 0.1 | $6.0B | 96k | 62530.00 | |
| Teradyne (TER) | 0.1 | $6.2B | 434k | 14220.00 | |
| FEI Company | 0.1 | $6.2B | 116k | 53500.00 | |
| Mednax (MD) | 0.1 | $6.3B | 84k | 74450.01 | |
| Signet Jewelers (SIG) | 0.1 | $6.2B | 128k | 48760.00 | |
| Best Buy (BBY) | 0.1 | $5.8B | 336k | 17190.00 | |
| ConocoPhillips (COP) | 0.1 | $5.9B | 104k | 57180.00 | |
| SL Green Realty | 0.1 | $5.7B | 71k | 80070.00 | |
| Entertainment Properties Trust | 0.1 | $5.6B | 127k | 44430.00 | |
| Coinstar | 0.1 | $5.8B | 129k | 44980.00 | |
| Constellation Brands (STZ) | 0.1 | $5.9B | 182k | 32350.00 | |
| Invesco (IVZ) | 0.1 | $5.5B | 221k | 24990.00 | |
| Entergy Corporation (ETR) | 0.1 | $5.9B | 86k | 69300.00 | |
| Broadcom Corporation | 0.1 | $5.9B | 172k | 34580.00 | |
| Chico's FAS | 0.1 | $5.5B | 306k | 18110.00 | |
| DTE Energy Company (DTE) | 0.1 | $5.6B | 93k | 59940.00 | |
| Nordson Corporation (NDSN) | 0.1 | $5.8B | 100k | 58620.00 | |
| Cimarex Energy | 0.1 | $5.9B | 101k | 58550.00 | |
| Hollyfrontier Corp | 0.1 | $5.7B | 137k | 41270.00 | |
| Harris Teeter Supermarkets | 0.1 | $5.9B | 151k | 38840.00 | |
| Eli Lilly & Co. (LLY) | 0.1 | $5.1B | 108k | 47410.00 | |
| Endo Pharmaceuticals | 0.1 | $5.2B | 163k | 31720.00 | |
| Tetra Tech (TTEK) | 0.1 | $5.3B | 201k | 26260.00 | |
| Liberty Media | 0.1 | $5.2B | 284k | 18500.00 | |
| Walgreen Company | 0.1 | $5.1B | 141k | 36440.00 | |
| Dr Pepper Snapple | 0.1 | $5.3B | 119k | 44530.00 | |
| Wynn Resorts (WYNN) | 0.1 | $5.2B | 45k | 115440.00 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.1 | $5.1B | 177k | 28830.00 | |
| Oil States International (OIS) | 0.1 | $5.2B | 65k | 79460.00 | |
| Riverbed Technology | 0.1 | $5.2B | 222k | 23270.00 | |
| URS Corporation | 0.1 | $5.1B | 146k | 35310.00 | |
| Materials SPDR (XLB) | 0.1 | $5.2B | 140k | 36770.00 | |
| Scripps Networks Interactive | 0.1 | $5.2B | 85k | 61230.00 | |
| AECOM Technology Corporation (ACM) | 0.1 | $5.2B | 245k | 21160.00 | |
| Hca Holdings (HCA) | 0.1 | $5.1B | 153k | 33250.00 | |
| Usec Inc note 3.000%10/0 | 0.1 | $4.8B | 12M | 391.88 | |
| Signature Bank (SBNY) | 0.1 | $4.9B | 73k | 67080.00 | |
| Discover Financial Services (DFS) | 0.1 | $4.7B | 118k | 39730.00 | |
| Home Depot (HD) | 0.1 | $4.9B | 80k | 60370.01 | |
| Peabody Energy Corporation | 0.1 | $4.7B | 209k | 22290.00 | |
| Copart (CPRT) | 0.1 | $4.6B | 168k | 27730.00 | |
| Union Pacific Corporation (UNP) | 0.1 | $5.0B | 42k | 118700.00 | |
| Nu Skin Enterprises (NUS) | 0.1 | $4.9B | 126k | 38830.00 | |
| Gartner (IT) | 0.1 | $4.7B | 101k | 46090.00 | |
| Domtar Corp | 0.1 | $5.1B | 65k | 78290.00 | |
| Nextera Energy (NEE) | 0.1 | $4.7B | 67k | 70330.01 | |
| Procter & Gamble Company (PG) | 0.1 | $4.9B | 71k | 69360.00 | |
| HCC Insurance Holdings | 0.1 | $4.8B | 140k | 33890.00 | |
| BOK Financial Corporation (BOKF) | 0.1 | $4.9B | 83k | 59100.00 | |
| Industrial SPDR (XLI) | 0.1 | $5.0B | 136k | 36540.00 | |
| Cliffs Natural Resources | 0.1 | $5.0B | 128k | 39130.00 | |
| Hill-Rom Holdings | 0.1 | $4.8B | 166k | 29060.00 | |
| L-3 Communications Holdings | 0.1 | $5.0B | 70k | 71710.00 | |
| Post Properties | 0.1 | $4.7B | 99k | 47960.00 | |
| Energen Corporation | 0.1 | $4.9B | 94k | 52410.00 | |
| Validus Holdings | 0.1 | $5.0B | 148k | 33910.00 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.1 | $4.7B | 79k | 59130.01 | |
| Hldgs (UAL) | 0.1 | $5.0B | 255k | 19500.00 | |
| General Motors Company (GM) | 0.1 | $4.9B | 215k | 22750.00 | |
| O'reilly Automotive (ORLY) | 0.1 | $4.9B | 58k | 83620.00 | |
| Directv | 0.1 | $4.8B | 91k | 52460.00 | |
| Powerwave Technologies Inc note 3.875%10/0 | 0.1 | $4.4B | 38M | 117.50 | |
| Lear Corporation (LEA) | 0.1 | $4.3B | 115k | 37790.00 | |
| IAC/InterActive | 0.1 | $4.3B | 83k | 52060.00 | |
| PPG Industries (PPG) | 0.1 | $4.3B | 38k | 114839.99 | |
| Air Products & Chemicals (APD) | 0.1 | $4.6B | 55k | 82700.00 | |
| PerkinElmer (RVTY) | 0.1 | $4.4B | 150k | 29470.00 | |
| Arrow Electronics (ARW) | 0.1 | $4.2B | 126k | 33710.00 | |
| Halliburton Company (HAL) | 0.1 | $4.3B | 128k | 33690.00 | |
| Cirrus Logic (CRUS) | 0.1 | $4.3B | 111k | 38390.00 | |
| Steven Madden (SHOO) | 0.1 | $4.6B | 105k | 43720.00 | |
| Lennox International (LII) | 0.1 | $4.5B | 92k | 48360.00 | |
| Unilever (UL) | 0.1 | $4.4B | 121k | 36520.00 | |
| Kansas City Southern | 0.1 | $4.2B | 56k | 75780.00 | |
| TreeHouse Foods (THS) | 0.1 | $4.6B | 87k | 52500.01 | |
| Prologis (PLD) | 0.1 | $4.5B | 129k | 35030.00 | |
| Jaguar Mng Inc note 5.500% 3/3 | 0.1 | $4.2B | 7.6M | 558.75 | |
| FedEx Corporation (FDX) | 0.1 | $3.9B | 46k | 84619.99 | |
| Abbott Laboratories (ABT) | 0.1 | $4.2B | 61k | 68559.99 | |
| Con-way | 0.1 | $4.0B | 145k | 27370.00 | |
| Mid-America Apartment (MAA) | 0.1 | $4.1B | 63k | 65310.00 | |
| Ca | 0.1 | $4.2B | 162k | 25765.00 | |
| priceline.com Incorporated | 0.1 | $3.9B | 6.3k | 618730.00 | |
| Aaron's | 0.1 | $3.8B | 137k | 27810.00 | |
| Landstar System (LSTR) | 0.1 | $4.0B | 85k | 47280.00 | |
| Edison International (EIX) | 0.1 | $4.1B | 89k | 45690.00 | |
| Lam Research Corporation (LRCX) | 0.1 | $3.9B | 123k | 31785.00 | |
| Atmos Energy Corporation (ATO) | 0.1 | $4.1B | 116k | 35790.00 | |
| Guess? (GES) | 0.1 | $4.0B | 157k | 25420.00 | |
| KLA-Tencor Corporation (KLAC) | 0.1 | $3.8B | 81k | 47705.00 | |
| Albemarle Corporation (ALB) | 0.1 | $4.1B | 78k | 52680.00 | |
| Lincoln Electric Holdings (LECO) | 0.1 | $3.6B | 92k | 39050.00 | |
| Dow Chemical Company | 0.1 | $3.5B | 120k | 28960.00 | |
| Safeway | 0.1 | $3.5B | 220k | 16090.00 | |
| NiSource (NI) | 0.1 | $3.7B | 146k | 25480.00 | |
| Vodafone | 0.1 | $3.6B | 125k | 28495.00 | |
| American Electric Power Company (AEP) | 0.1 | $3.5B | 79k | 43940.00 | |
| Gap (GPS) | 0.1 | $3.5B | 97k | 35780.00 | |
| Alleghany Corporation | 0.1 | $3.7B | 11k | 344940.00 | |
| PG&E Corporation (PCG) | 0.1 | $3.5B | 83k | 42670.00 | |
| Cnh Global | 0.1 | $3.6B | 93k | 38770.00 | |
| Prudential Financial (PRU) | 0.1 | $3.5B | 65k | 54510.00 | |
| Smithfield Foods | 0.1 | $3.5B | 177k | 19650.00 | |
| Genes (GCO) | 0.1 | $3.3B | 50k | 66729.99 | |
| Equinix | 0.1 | $3.6B | 17k | 206049.98 | |
| Tempur-Pedic International (TPX) | 0.1 | $3.6B | 121k | 29890.00 | |
| iShares MSCI Taiwan Index | 0.1 | $3.6B | 272k | 13360.00 | |
| Thq Inc note 5.000% 8/1 | 0.1 | $3.7B | 6.5M | 575.00 | |
| FirstEnergy (FE) | 0.1 | $3.2B | 74k | 44100.01 | |
| Steris Corporation | 0.1 | $3.1B | 89k | 35470.00 | |
| Pier 1 Imports | 0.1 | $2.9B | 156k | 18740.00 | |
| Fluor Corporation (FLR) | 0.1 | $3.2B | 58k | 56280.00 | |
| Hess (HES) | 0.1 | $3.2B | 60k | 53720.00 | |
| Tyco International Ltd S hs | 0.1 | $3.2B | 57k | 56260.00 | |
| LSI Corporation | 0.1 | $3.2B | 466k | 6910.00 | |
| EMC Corporation | 0.1 | $3.1B | 114k | 27270.00 | |
| Montpelier Re Holdings/mrh | 0.1 | $3.2B | 147k | 22130.00 | |
| Zimmer Holdings (ZBH) | 0.1 | $3.0B | 45k | 67620.01 | |
| Avis Budget (CAR) | 0.1 | $3.2B | 205k | 15380.00 | |
| Tesoro Corporation | 0.1 | $3.3B | 79k | 41900.00 | |
| Life Technologies | 0.1 | $3.1B | 64k | 48880.00 | |
| Tech Data Corporation | 0.1 | $3.3B | 73k | 45300.00 | |
| NetGear (NTGR) | 0.1 | $3.1B | 82k | 38140.00 | |
| Simon Property (SPG) | 0.1 | $3.3B | 22k | 151810.02 | |
| General Mtrs Co *w exp 07/10/201 | 0.1 | $3.0B | 216k | 13780.00 | |
| Chubb Corporation | 0.1 | $2.9B | 38k | 76280.00 | |
| Joy Global | 0.1 | $2.7B | 48k | 56059.99 | |
| Fidelity National Information Services (FIS) | 0.1 | $2.7B | 88k | 31220.00 | |
| Ace Limited Cmn | 0.1 | $2.5B | 33k | 75600.00 | |
| Costco Wholesale Corporation (COST) | 0.1 | $2.4B | 24k | 100125.02 | |
| Crocs (CROX) | 0.1 | $2.6B | 163k | 16210.00 | |
| 3M Company (MMM) | 0.1 | $2.5B | 28k | 92419.98 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $2.6B | 31k | 85780.00 | |
| McKesson Corporation (MCK) | 0.1 | $2.5B | 30k | 86030.01 | |
| Aol | 0.1 | $2.5B | 71k | 35230.00 | |
| TJX Companies (TJX) | 0.1 | $2.5B | 57k | 44790.00 | |
| Visa (V) | 0.1 | $2.9B | 21k | 134279.99 | |
| Marathon Oil Corporation (MRO) | 0.1 | $2.6B | 90k | 29570.00 | |
| Financial Institutions (FISI) | 0.1 | $2.5B | 132k | 18640.00 | |
| Kindred Healthcare | 0.1 | $2.6B | 229k | 11380.00 | |
| Herbalife Ltd Com Stk (HLF) | 0.1 | $2.5B | 52k | 47400.00 | |
| Littelfuse (LFUS) | 0.1 | $2.8B | 50k | 56540.00 | |
| Hanger Orthopedic | 0.1 | $2.6B | 93k | 28530.00 | |
| LaSalle Hotel Properties | 0.1 | $2.5B | 95k | 26690.00 | |
| LSB Industries (LXU) | 0.1 | $2.7B | 61k | 43870.00 | |
| MarketAxess Holdings (MKTX) | 0.1 | $2.9B | 90k | 31600.00 | |
| Noble Corporation Com Stk | 0.1 | $2.5B | 71k | 35779.99 | |
| Alliant Techsystems | 0.1 | $2.5B | 50k | 50110.00 | |
| Belden (BDC) | 0.1 | $2.7B | 73k | 36880.00 | |
| Deckers Outdoor Corporation (DECK) | 0.1 | $2.7B | 74k | 36640.00 | |
| Greenhill & Co | 0.1 | $2.5B | 49k | 51750.01 | |
| Jos. A. Bank Clothiers | 0.1 | $2.5B | 52k | 48480.01 | |
| Applied Industrial Technologies (AIT) | 0.1 | $2.7B | 65k | 41430.00 | |
| Extra Space Storage (EXR) | 0.1 | $2.6B | 77k | 33250.00 | |
| Home BancShares (HOMB) | 0.1 | $2.8B | 83k | 34090.00 | |
| Portfolio Recovery Associates | 0.1 | $2.8B | 27k | 104430.01 | |
| Trimas Corporation (TRS) | 0.1 | $2.8B | 117k | 24110.00 | |
| Cloud Peak Energy | 0.1 | $2.6B | 146k | 18100.00 | |
| American International (AIG) | 0.1 | $2.5B | 76k | 32790.00 | |
| Unisys Corporation (UIS) | 0.1 | $2.4B | 117k | 20820.00 | |
| Ebix (EBIXQ) | 0.1 | $2.7B | 116k | 23610.00 | |
| Vitamin Shoppe | 0.1 | $2.7B | 46k | 58320.00 | |
| Sabra Health Care REIT (SBRA) | 0.1 | $2.6B | 132k | 20010.00 | |
| Industries N shs - a - (LYB) | 0.1 | $2.6B | 51k | 51501.36 | |
| Chiquita Brands Intl Inc note 4.250% 8/1 | 0.1 | $2.6B | 3.0M | 878.75 | |
| C&j Energy Services | 0.1 | $2.8B | 139k | 19900.00 | |
| Alkermes (ALKS) | 0.1 | $2.7B | 128k | 20750.00 | |
| J Global (ZD) | 0.1 | $2.7B | 84k | 32820.00 | |
| China Petroleum & Chemical | 0.1 | $2.2B | 24k | 92420.00 | |
| MasterCard Incorporated (MA) | 0.1 | $2.3B | 5.1k | 451480.06 | |
| State Street Corporation (STT) | 0.1 | $2.0B | 48k | 41959.99 | |
| Bank of America Corporation (BAC) | 0.1 | $2.0B | 229k | 8830.00 | |
| CSX Corporation (CSX) | 0.1 | $2.3B | 112k | 20750.00 | |
| Advent Software | 0.1 | $2.3B | 93k | 24570.00 | |
| Valspar Corporation | 0.1 | $2.3B | 41k | 56100.00 | |
| KBR (KBR) | 0.1 | $2.3B | 76k | 29820.00 | |
| Schnitzer Steel Industries (RDUS) | 0.1 | $2.4B | 84k | 28150.00 | |
| Entegris (ENTG) | 0.1 | $2.3B | 283k | 8130.00 | |
| National-Oilwell Var | 0.1 | $2.4B | 30k | 80109.99 | |
| Shoe Carnival (SCVL) | 0.1 | $2.2B | 94k | 23530.00 | |
| News Corporation | 0.1 | $2.2B | 91k | 24530.00 | |
| Meadowbrook Insurance | 0.1 | $2.3B | 293k | 7690.00 | |
| Sempra Energy (SRE) | 0.1 | $2.2B | 34k | 64490.00 | |
| Forest Laboratories | 0.1 | $2.4B | 66k | 35610.00 | |
| Cincinnati Bell | 0.1 | $2.0B | 355k | 5700.00 | |
| Kulicke and Soffa Industries (KLIC) | 0.1 | $2.1B | 200k | 10400.00 | |
| Newpark Resources (NR) | 0.1 | $2.4B | 320k | 7410.00 | |
| Rudolph Technologies | 0.1 | $2.3B | 220k | 10500.00 | |
| Medicines Company | 0.1 | $2.3B | 90k | 25810.00 | |
| Neenah Paper | 0.1 | $2.3B | 79k | 28640.01 | |
| Acuity Brands (AYI) | 0.1 | $2.3B | 36k | 63290.00 | |
| Berry Petroleum Company | 0.1 | $2.0B | 50k | 40630.00 | |
| Celadon (CGIP) | 0.1 | $2.4B | 147k | 16070.00 | |
| Cyberonics | 0.1 | $2.4B | 46k | 52420.00 | |
| DiamondRock Hospitality Company (DRH) | 0.1 | $2.1B | 220k | 9630.00 | |
| First Community Bancshares (FCBC) | 0.1 | $2.3B | 151k | 15260.00 | |
| Gulfport Energy Corporation | 0.1 | $2.0B | 65k | 31260.00 | |
| Hi-Tech Pharmacal | 0.1 | $2.3B | 69k | 33110.00 | |
| Lithia Motors (LAD) | 0.1 | $2.0B | 60k | 33310.00 | |
| Plexus (PLXS) | 0.1 | $2.1B | 70k | 30290.00 | |
| Stone Energy Corporation | 0.1 | $2.3B | 90k | 25120.00 | |
| Heartland Payment Systems | 0.1 | $2.1B | 67k | 31680.00 | |
| ICU Medical, Incorporated (ICUI) | 0.1 | $2.2B | 37k | 60480.00 | |
| Greenbrier Companies (GBX) | 0.1 | $2.2B | 135k | 16140.00 | |
| iShares MSCI Brazil Index (EWZ) | 0.1 | $2.2B | 40k | 54050.00 | |
| Express | 0.1 | $2.2B | 151k | 14820.00 | |
| Lakeland Financial Corporation (LKFN) | 0.1 | $2.4B | 87k | 27600.00 | |
| Oasis Petroleum | 0.1 | $2.1B | 70k | 29470.00 | |
| 8x8 (EGHT) | 0.1 | $2.0B | 307k | 6560.00 | |
| Mosaic (MOS) | 0.1 | $2.2B | 39k | 57610.00 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $1.6B | 100k | 15820.00 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $1.8B | 33k | 55950.00 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $1.6B | 59k | 27180.01 | |
| United Parcel Service (UPS) | 0.0 | $1.7B | 23k | 71570.01 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $1.6B | 25k | 67110.00 | |
| Buckle (BKE) | 0.0 | $1.8B | 39k | 45430.00 | |
| Avery Dennison Corporation (AVY) | 0.0 | $1.6B | 51k | 31820.00 | |
| ACI Worldwide (ACIW) | 0.0 | $1.9B | 45k | 42259.99 | |
| Cato Corporation (CATO) | 0.0 | $2.0B | 66k | 29710.01 | |
| Campbell Soup Company (CPB) | 0.0 | $1.9B | 55k | 34820.00 | |
| Mylan | 0.0 | $1.8B | 76k | 24400.00 | |
| Aetna | 0.0 | $1.8B | 46k | 39600.00 | |
| Allstate Corporation (ALL) | 0.0 | $1.9B | 48k | 39609.99 | |
| Shinhan Financial (SHG) | 0.0 | $1.6B | 24k | 67139.99 | |
| Gilead Sciences (GILD) | 0.0 | $2.0B | 30k | 66330.01 | |
| Mbia (MBI) | 0.0 | $1.8B | 178k | 10130.00 | |
| Cohen & Steers (CNS) | 0.0 | $1.6B | 53k | 29619.99 | |
| Applied Materials (AMAT) | 0.0 | $1.8B | 161k | 11165.00 | |
| New York Times Company (NYT) | 0.0 | $1.8B | 185k | 9760.00 | |
| PICO Holdings | 0.0 | $1.7B | 75k | 22819.99 | |
| Cogent Communications (CCOI) | 0.0 | $1.8B | 77k | 22989.99 | |
| Old National Ban (ONB) | 0.0 | $1.9B | 139k | 13610.00 | |
| Pericom Semiconductor | 0.0 | $1.7B | 201k | 8685.00 | |
| Sauer-Danfoss | 0.0 | $2.0B | 49k | 40210.00 | |
| Select Comfort | 0.0 | $2.0B | 63k | 31549.99 | |
| Brown Shoe Company | 0.0 | $1.7B | 106k | 16030.00 | |
| Perry Ellis International | 0.0 | $1.9B | 86k | 22050.00 | |
| Measurement Specialties | 0.0 | $1.8B | 53k | 32980.01 | |
| Atlas Air Worldwide Holdings | 0.0 | $2.0B | 38k | 51630.01 | |
| Cooper Tire & Rubber Company | 0.0 | $2.0B | 103k | 19180.00 | |
| Education Realty Trust | 0.0 | $2.0B | 179k | 10900.00 | |
| Southwest Airlines (LUV) | 0.0 | $1.6B | 183k | 8770.00 | |
| Stepan Company (SCL) | 0.0 | $1.8B | 19k | 96119.99 | |
| Warner Chilcott Plc - | 0.0 | $1.8B | 135k | 13500.00 | |
| Xyratex | 0.0 | $1.7B | 187k | 9200.00 | |
| OmniVision Technologies | 0.0 | $1.8B | 128k | 13955.00 | |
| Provident Financial Services (PFS) | 0.0 | $1.9B | 119k | 15790.00 | |
| American States Water Company (AWR) | 0.0 | $1.7B | 38k | 44429.99 | |
| Cleco Corporation | 0.0 | $1.8B | 42k | 41980.00 | |
| DXP Enterprises (DXPE) | 0.0 | $2.0B | 41k | 47770.01 | |
| Acorda Therapeutics | 0.0 | $2.0B | 77k | 25610.01 | |
| Genomic Health | 0.0 | $1.9B | 56k | 34690.00 | |
| Mitcham Industries | 0.0 | $1.6B | 101k | 15930.00 | |
| Monmouth R.E. Inv | 0.0 | $1.7B | 152k | 11190.00 | |
| National Health Investors (NHI) | 0.0 | $1.9B | 37k | 51439.99 | |
| Anika Therapeutics (ANIK) | 0.0 | $1.9B | 128k | 15020.00 | |
| Entropic Communications | 0.0 | $1.8B | 317k | 5820.00 | |
| Web | 0.0 | $1.6B | 87k | 17950.00 | |
| Medidata Solutions | 0.0 | $1.9B | 47k | 41500.01 | |
| Oritani Financial | 0.0 | $1.9B | 125k | 15050.00 | |
| Hudson Pacific Properties (HPP) | 0.0 | $2.0B | 107k | 18500.00 | |
| Market Vectors Poland ETF | 0.0 | $1.8B | 89k | 20630.00 | |
| Visteon Corporation (VC) | 0.0 | $1.9B | 43k | 44460.01 | |
| U.s. Concrete Inc Cmn | 0.0 | $1.8B | 280k | 6480.00 | |
| Central European Media sr nt cv 5%15 | 0.0 | $1.9B | 2.0M | 945.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $1.8B | 216k | 8260.00 | |
| Astex Pharmaceuticals | 0.0 | $1.7B | 568k | 3070.00 | |
| Hanmi Financial (HAFC) | 0.0 | $1.9B | 146k | 12810.00 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $1.7B | 30k | 57010.00 | |
| Forum Energy Technolo | 0.0 | $1.9B | 77k | 24319.99 | |
| E TRADE Financial Corporation | 0.0 | $1.1B | 126k | 8810.00 | |
| China Mobile | 0.0 | $1.5B | 28k | 55360.01 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $1.3B | 8.6k | 152660.04 | |
| Molex Incorporated | 0.0 | $1.3B | 49k | 26280.01 | |
| R.R. Donnelley & Sons Company | 0.0 | $1.5B | 137k | 10600.00 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $1.3B | 29k | 45050.00 | |
| Boston Scientific Corporation (BSX) | 0.0 | $1.3B | 234k | 5740.00 | |
| United Stationers | 0.0 | $1.4B | 56k | 26020.00 | |
| Universal Health Services (UHS) | 0.0 | $1.1B | 25k | 45729.99 | |
| Herman Miller (MLKN) | 0.0 | $1.5B | 77k | 19440.01 | |
| Colgate-Palmolive Company (CL) | 0.0 | $1.5B | 14k | 107219.98 | |
| Apollo | 0.0 | $1.3B | 46k | 29050.00 | |
| Biogen Idec (BIIB) | 0.0 | $1.2B | 8.3k | 149230.04 | |
| Southern Company (SO) | 0.0 | $1.1B | 24k | 46090.01 | |
| Lowe's Companies (LOW) | 0.0 | $1.4B | 45k | 30239.99 | |
| Monarch Casino & Resort (MCRI) | 0.0 | $1.5B | 172k | 8710.00 | |
| AvalonBay Communities (AVB) | 0.0 | $1.3B | 9.5k | 135989.97 | |
| Big Lots (BIG) | 0.0 | $1.1B | 39k | 29579.99 | |
| PetroChina Company | 0.0 | $1.5B | 12k | 129159.98 | |
| Warna | 0.0 | $1.4B | 27k | 51900.00 | |
| RPC (RES) | 0.0 | $1.1B | 94k | 11890.00 | |
| Blyth | 0.0 | $1.3B | 50k | 25990.01 | |
| F5 Networks (FFIV) | 0.0 | $1.2B | 12k | 104700.00 | |
| Conn's (CONN) | 0.0 | $1.2B | 56k | 22050.00 | |
| Warren Resources | 0.0 | $1.5B | 499k | 3040.00 | |
| Boston Properties (BXP) | 0.0 | $1.5B | 13k | 110610.04 | |
| QEP Resources | 0.0 | $1.5B | 47k | 31660.01 | |
| Hutchinson Technology Inc note 8.500% 1/1 | 0.0 | $1.2B | 2.0M | 578.75 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $1.2B | 22k | 54590.01 | |
| USD.01 Mannkind Corp sr unsecured | 0.0 | $1.1B | 2.0M | 572.50 | |
| Annaly Capital Management | 0.0 | $758M | 45k | 16840.01 | |
| Principal Financial (PFG) | 0.0 | $768M | 29k | 26940.00 | |
| Nasdaq Omx (NDAQ) | 0.0 | $949M | 41k | 23294.99 | |
| Crown Castle International | 0.0 | $914M | 14k | 64099.99 | |
| M&T Bank Corporation (MTB) | 0.0 | $895M | 9.4k | 95160.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $739M | 18k | 41410.02 | |
| Cardinal Health (CAH) | 0.0 | $939M | 24k | 38969.98 | |
| T. Rowe Price (TROW) | 0.0 | $760M | 12k | 63300.00 | |
| Sherwin-Williams Company (SHW) | 0.0 | $1.0B | 6.8k | 148909.97 | |
| Johnson Controls | 0.0 | $722M | 26k | 27400.01 | |
| AGCO Corporation (AGCO) | 0.0 | $1.1B | 23k | 47480.00 | |
| Telefonaktiebolaget LM Ericsson (ERIC) | 0.0 | $680M | 75k | 9130.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $1.1B | 12k | 86060.02 | |
| Ford Motor Company (F) | 0.0 | $890M | 90k | 9860.00 | |
| Exelon Corporation (EXC) | 0.0 | $942M | 27k | 35580.00 | |
| Whole Foods Market | 0.0 | $1.1B | 11k | 97400.02 | |
| Accenture (ACN) | 0.0 | $927M | 13k | 70030.00 | |
| Discovery Communications | 0.0 | $728M | 12k | 59630.01 | |
| GMX Resources | 0.0 | $740M | 924k | 800.00 | |
| Companhia Paranaense de Energia | 0.0 | $898M | 55k | 16420.00 | |
| Watson Pharmaceuticals | 0.0 | $878M | 10k | 85159.96 | |
| Ez (EZPW) | 0.0 | $844M | 37k | 22930.00 | |
| Monotype Imaging Holdings | 0.0 | $852M | 55k | 15589.99 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $667M | 45k | 14950.01 | |
| FirstMerit Corporation | 0.0 | $1.1B | 74k | 14730.01 | |
| Ducommun Incorporated (DCO) | 0.0 | $1.1B | 81k | 13600.00 | |
| Vale | 0.0 | $853M | 49k | 17359.99 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $672M | 30k | 22209.99 | |
| Embraer S A (ERJ) | 0.0 | $855M | 32k | 26620.00 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $780M | 2.0M | 390.00 | |
| BP (BP) | 0.0 | $447M | 11k | 42360.03 | |
| America Movil Sab De Cv spon adr l | 0.0 | $484M | 19k | 25440.02 | |
| Crown Holdings (CCK) | 0.0 | $552M | 15k | 36750.03 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $438M | 500k | 875.00 | |
| Mannkind Corp note 3.750%12/1 | 0.0 | $600M | 1.0M | 600.00 | |
| Portland General Electric Company (POR) | 0.0 | $251M | 9.3k | 27040.00 | |
| Leucadia National | 0.0 | $406M | 18k | 22750.01 | |
| Republic Services (RSG) | 0.0 | $560M | 20k | 27510.02 | |
| Walt Disney Company (DIS) | 0.0 | $532M | 10k | 52279.99 | |
| Philippine Long Distance Telephone | 0.0 | $262M | 4.0k | 66010.08 | |
| Microchip Technology (MCHP) | 0.0 | $359M | 11k | 32740.02 | |
| V.F. Corporation (VFC) | 0.0 | $256M | 1.6k | 159360.12 | |
| AFLAC Incorporated (AFL) | 0.0 | $294M | 6.1k | 47880.08 | |
| Las Vegas Sands (LVS) | 0.0 | $250M | 5.4k | 46370.04 | |
| Nokia Corporation (NOK) | 0.0 | $494M | 192k | 2570.00 | |
| Darden Restaurants (DRI) | 0.0 | $358M | 6.4k | 55750.08 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $514M | 5.5k | 93380.00 | |
| Credit Suisse Group | 0.0 | $293M | 14k | 21150.04 | |
| Royal Dutch Shell | 0.0 | $451M | 6.5k | 69410.00 | |
| Linear Technology Corporation | 0.0 | $449M | 14k | 31850.03 | |
| Staples | 0.0 | $352M | 31k | 11520.01 | |
| WABCO Holdings | 0.0 | $519M | 9.0k | 57670.00 | |
| Energy Xxi | 0.0 | $657M | 19k | 34950.00 | |
| Precision Castparts | 0.0 | $269M | 1.6k | 163339.82 | |
| Walter Energy | 0.0 | $544M | 17k | 32460.01 | |
| Juniper Networks (JNPR) | 0.0 | $499M | 29k | 17110.01 | |
| Assured Guaranty (AGO) | 0.0 | $586M | 43k | 13620.00 | |
| Iconix Brand | 0.0 | $615M | 34k | 18240.00 | |
| Rockwood Holdings | 0.0 | $606M | 13k | 46600.00 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $533M | 3.8k | 141869.91 | |
| Navistar International Corporation | 0.0 | $333M | 16k | 21089.99 | |
| Udr (UDR) | 0.0 | $541M | 22k | 24820.00 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.0 | $260M | 8.7k | 29870.04 | |
| Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 | 0.0 | $390M | 1.0M | 390.00 | |
| Vivus | 0.0 | $212M | 12k | 17820.01 | |
| iShares MSCI Thailand Index Fund (THD) | 0.0 | $65M | 859.00 | 75830.03 | |
| PowerShares India Portfolio | 0.0 | $139M | 7.4k | 18770.05 | |
| Us Concrete Inc sr secured | 0.0 | $8.5M | 8.0k | 1056.88 | |
| Aon | 0.0 | $205M | 3.9k | 52290.05 |
