DuPont Capital Management Corporation

DuPont Capital Management Corporation as of March 31, 2013

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 575 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Copa Holdings Sa-class A (CPA) 41.4 $176B 1.5M 119610.00
Vimpel 13.4 $57B 4.8M 11890.00
Nabors Industries 4.8 $20B 1.3M 16220.00
Valero Energy Corporation (VLO) 4.7 $20B 436k 45490.00
Via 4.3 $18B 297k 61570.00
Ingersoll-rand Co Ltd-cl A 3.1 $13B 236k 55010.00
Unum (UNM) 2.9 $12B 436k 28250.00
Delphi Automotive 2.2 $9.3B 210k 44400.00
Wyndham Worldwide Corporation 1.9 $8.1B 125k 64480.00
ValueClick 1.7 $7.3B 247k 29550.00
Verizon Communications (VZ) 1.6 $6.7B 136k 49150.00
Industries N shs - a - (LYB) 1.5 $6.2B 98k 63290.00
Seagate Technology Com Stk 1.4 $6.0B 165k 36560.00
Avago Technologies 1.4 $5.8B 161k 35920.00
Validus Holdings 1.4 $5.7B 154k 37370.00
Jazz Pharmaceuticals (JAZZ) 1.0 $4.3B 76k 55910.00
Tyco International Ltd S hs 0.8 $3.6B 112k 32000.00
Everest Re Group (EG) 0.7 $3.1B 24k 129859.99
Cnh Global 0.7 $3.1B 74k 41320.00
Warner Chilcott Plc - 0.7 $3.1B 226k 13550.00
Montpelier Re Holdings/mrh 0.7 $3.0B 114k 26050.00
Vertex Pharmaceuticals Incorporated (VRTX) 0.7 $2.9B 54k 54980.00
Vodafone 0.6 $2.5B 88k 28410.00
WESCO International (WCC) 0.6 $2.4B 33k 72610.00
Alkermes (ALKS) 0.6 $2.4B 100k 23710.00
Herbalife Ltd Com Stk (HLF) 0.5 $2.1B 57k 37450.00
Ensco Plc Shs Class A 0.5 $2.0B 34k 60000.00
Visteon Corporation (VC) 0.5 $1.9B 33k 57700.01
WebMD Health 0.4 $1.7B 71k 24320.01
Zimmer Holdings (ZBH) 0.4 $1.7B 22k 75220.00
Qiagen 0.4 $1.7B 79k 21080.00
Visa (V) 0.4 $1.5B 9.0k 169840.03
Voxx International Corporation (VOXX) 0.3 $1.4B 130k 10710.00
Avg Technologies 0.3 $1.4B 101k 13920.00
WellPoint 0.3 $1.3B 20k 66230.03
Invesco (IVZ) 0.3 $1.2B 42k 28960.00
Zagg 0.2 $1.1B 144k 7280.00
Web 0.2 $936M 55k 17080.01
Vera Bradley (VRA) 0.2 $869M 37k 23629.99
WABCO Holdings 0.1 $636M 9.0k 70590.03
VAALCO Energy (EGY) 0.1 $267M 35k 7589.99
Exxon Mobil Corporation (XOM) 0.0 $99M 1.1M 90.11
JPMorgan Chase & Co. (JPM) 0.0 $44M 934k 47.46
Macy's (M) 0.0 $31M 751k 41.84
Merck & Co (MRK) 0.0 $61M 1.4M 44.23
Oracle Corporation (ORCL) 0.0 $37M 1.1M 32.34
MetLife (MET) 0.0 $23M 593k 38.02
Express Scripts Holding 0.0 $29M 500k 57.65
Chubb Corporation 0.0 $0 38k 0.00
E TRADE Financial Corporation 0.0 $0 126k 0.00
America Movil Sab De Cv spon adr l 0.0 $25k 1.2M 0.02
Comcast Corporation (CMCSA) 0.0 $7.7k 184k 0.04
Melco Crown Entertainment (MLCO) 0.0 $0 30k 0.00
Time Warner Cable 0.0 $19M 195k 96.06
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $2.0k 2.0M 0.00
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $3.4M 12M 0.29
Usec Inc note 3.000%10/0 0.0 $4.5M 13M 0.34
Lear Corporation (LEA) 0.0 $0 48k 0.00
Infosys Technologies (INFY) 0.0 $0 1.9M 0.00
Mannkind Corp note 3.750%12/1 0.0 $890k 1.0M 0.89
NRG Energy (NRG) 0.0 $0 987k 0.00
China Mobile 0.0 $2.4k 45k 0.05
Pike Electric Corporation 0.0 $0 170k 0.00
iShares MSCI Emerging Markets Indx (EEM) 0.0 $0 4.2M 0.00
Taiwan Semiconductor Mfg (TSM) 0.0 $1.3k 74k 0.02
Microsoft Corporation (MSFT) 0.0 $0 3.0M 0.00
Boyd Gaming Corporation (BYD) 0.0 $0 117k 0.00
Corning Incorporated (GLW) 0.0 $0 229k 0.00
Joy Global 0.0 $0 21k 0.00
Annaly Capital Management 0.0 $0 69k 0.00
Goldman Sachs (GS) 0.0 $6.2M 42k 147.15
Leucadia National 0.0 $0 85k 0.00
MasterCard Incorporated (MA) 0.0 $1.1M 2.0k 541.13
PennyMac Mortgage Investment Trust (PMT) 0.0 $9.1M 351k 25.89
Starwood Property Trust (STWD) 0.0 $9.5M 341k 27.76
State Street Corporation (STT) 0.0 $5.191300 52k 0.00
U.S. Bancorp (USB) 0.0 $22k 652k 0.03
Assurant (AIZ) 0.0 $4.1k 91k 0.04
Reinsurance Group of America (RGA) 0.0 $7.020400 70k 0.00
Signature Bank (SBNY) 0.0 $2.5M 32k 78.76
Fidelity National Information Services (FIS) 0.0 $3.5M 88k 39.62
Principal Financial (PFG) 0.0 $1.5M 45k 34.03
Bank of America Corporation (BAC) 0.0 $0 275k 0.00
Bank of New York Mellon Corporation (BK) 0.0 $0 696k 0.00
Discover Financial Services (DFS) 0.0 $0 77k 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.0 $0 173k 0.00
Affiliated Managers (AMG) 0.0 $0 26k 0.00
Berkshire Hathaway (BRK.B) 0.0 $0 11k 0.00
Coca-Cola Company (KO) 0.0 $0 649k 0.00
Costco Wholesale Corporation (COST) 0.0 $1.6k 15k 0.11
Crown Castle International 0.0 $0 44k 0.00
CSX Corporation (CSX) 0.0 $0 117k 0.00
FedEx Corporation (FDX) 0.0 $5.9M 60k 98.20
IAC/InterActive 0.0 $10M 225k 44.68
M&T Bank Corporation (MTB) 0.0 $5.3M 51k 103.16
McDonald's Corporation (MCD) 0.0 $0 285k 0.00
Monsanto Company 0.0 $1.1M 10k 105.63
Wal-Mart Stores (WMT) 0.0 $6.4k 85k 0.07
Crocs (CROX) 0.0 $0 315k 0.00
Abbott Laboratories (ABT) 0.0 $0 183k 0.00
Baxter International (BAX) 0.0 $0 2.3k 0.00
Johnson & Johnson (JNJ) 0.0 $0 729k 0.00
Eli Lilly & Co. (LLY) 0.0 $0 69k 0.00
Pfizer (PFE) 0.0 $0 2.6M 0.00
Regeneron Pharmaceuticals (REGN) 0.0 $1.9M 11k 176.40
Walt Disney Company (DIS) 0.0 $0 259k 0.00
Norfolk Southern (NSC) 0.0 $0 228k 0.00
CBS Corporation 0.0 $0 360k 0.00
AES Corporation (AES) 0.0 $7.0k 555k 0.01
Chevron Corporation (CVX) 0.0 $0 114k 0.00
Dominion Resources (D) 0.0 $1.6k 28k 0.06
KB Home (KBH) 0.0 $914k 42k 21.77
Scholastic Corporation (SCHL) 0.0 $0 81k 0.00
Spdr S&p 500 Etf (SPY) 0.0 $15M 93k 156.55
FirstEnergy (FE) 0.0 $0 81k 0.00
General Electric Company 0.0 $0 1.1M 0.00
Bristol Myers Squibb (BMY) 0.0 $0 158k 0.00
3M Company (MMM) 0.0 $1.6M 15k 106.31
At&t (T) 0.0 $7.1k 194k 0.04
Apache Corporation 0.0 $0 337k 0.00
Avon Products 0.0 $0 742k 0.00
BMC Software 0.0 $0 101k 0.00
Cisco Systems (CSCO) 0.0 $27k 1.3M 0.02
Coach 0.0 $0 526k 0.00
Con-way 0.0 $0 67k 0.00
Cracker Barrel Old Country Store (CBRL) 0.0 $6.3k 78k 0.08
Fidelity National Financial 0.0 $7.3M 288k 25.23
Franklin Resources (BEN) 0.0 $0 36k 0.00
Greif (GEF) 0.0 $0 253k 0.00
Kimberly-Clark Corporation (KMB) 0.0 $0 38k 0.00
Kohl's Corporation (KSS) 0.0 $0 663k 0.00
Lincoln Electric Holdings (LECO) 0.0 $0 78k 0.00
Mattel (MAT) 0.0 $0 33k 0.00
Microchip Technology (MCHP) 0.0 $0 11k 0.00
Northrop Grumman Corporation (NOC) 0.0 $0 129k 0.00
Nucor Corporation (NUE) 0.0 $0 219k 0.00
PPG Industries (PPG) 0.0 $1.628400 16k 0.00
Public Storage (PSA) 0.0 $8.7M 57k 152.32
Reynolds American 0.0 $0 40k 0.00
Sealed Air (SEE) 0.0 $933k 39k 24.11
T. Rowe Price (TROW) 0.0 $1.2M 16k 74.87
Travelers Companies (TRV) 0.0 $6.4k 76k 0.08
Valspar Corporation 0.0 $1.3k 21k 0.06
Ultra Petroleum 0.0 $19k 938k 0.02
Union Pacific Corporation (UNP) 0.0 $3.2k 22k 0.14
V.F. Corporation (VFC) 0.0 $575.386200 3.4k 0.17
Wells Fargo & Company (WFC) 0.0 $55k 1.5M 0.04
Molson Coors Brewing Company (TAP) 0.0 $3.1M 64k 48.93
AFLAC Incorporated (AFL) 0.0 $0 263k 0.00
Avery Dennison Corporation (AVY) 0.0 $0 92k 0.00
Redwood Trust (RWT) 0.0 $0 285k 0.00
Boeing Company (BA) 0.0 $0 293k 0.00
Boston Scientific Corporation (BSX) 0.0 $0 331k 0.00
Dow Chemical Company 0.0 $0 50k 0.00
Harris Corporation 0.0 $0 132k 0.00
Intel Corporation (INTC) 0.0 $0 417k 0.00
KBR (KBR) 0.0 $1.2M 37k 32.08
Medtronic 0.0 $0 468k 0.00
Nu Skin Enterprises (NUS) 0.0 $1.8M 41k 44.20
Schnitzer Steel Industries (RDUS) 0.0 $0 24k 0.00
Johnson Controls 0.0 $0 37k 0.00
Tiffany & Co. 0.0 $28k 408k 0.07
Morgan Stanley (MS) 0.0 $0 564k 0.00
Timken Company (TKR) 0.0 $4.9k 86k 0.06
Comerica Incorporated (CMA) 0.0 $0 42k 0.00
International Paper Company (IP) 0.0 $0 224k 0.00
Newell Rubbermaid (NWL) 0.0 $0 825k 0.00
Steris Corporation 0.0 $0 64k 0.00
Western Digital (WDC) 0.0 $22k 444k 0.05
Hanesbrands (HBI) 0.0 $0 97k 0.00
Entegris (ENTG) 0.0 $2.5M 249k 9.86
Las Vegas Sands (LVS) 0.0 $0 12k 0.00
Nokia Corporation (NOK) 0.0 $0 141k 0.00
Darden Restaurants (DRI) 0.0 $0 11k 0.00
E.I. du Pont de Nemours & Company 0.0 $0 10M 0.00
Emerson Electric (EMR) 0.0 $0 234k 0.00
United Stationers 0.0 $2.6k 67k 0.04
Whirlpool Corporation (WHR) 0.0 $2.6k 22k 0.12
Waddell & Reed Financial 0.0 $8.3k 190k 0.04
Safeway 0.0 $0 331k 0.00
Foot Locker (FL) 0.0 $0 312k 0.00
Manitowoc Company 0.0 $0 34k 0.00
Tellabs 0.0 $11k 5.2M 0.00
National-Oilwell Var 0.0 $0 49k 0.00
Endo Pharmaceuticals 0.0 $4.3M 141k 30.76
LifePoint Hospitals 0.0 $1.9M 40k 48.46
Universal Health Services (UHS) 0.0 $8.4k 132k 0.06
Plantronics 0.0 $0 125k 0.00
Tyson Foods (TSN) 0.0 $15k 608k 0.02
Fossil 0.0 $0 5.6k 0.00
Tetra Tech (TTEK) 0.0 $2.2M 74k 30.49
Pier 1 Imports 0.0 $0 106k 0.00
Eastman Chemical Company (EMN) 0.0 $0 24k 0.00
Herman Miller (MLKN) 0.0 $0 82k 0.00
PAREXEL International Corporation 0.0 $0 113k 0.00
Synopsys (SNPS) 0.0 $4.9k 136k 0.04
Crane 0.0 $0 109k 0.00
Omnicare 0.0 $0 138k 0.00
Raytheon Company 0.0 $31.247700 313k 0.00
Rockwell Collins 0.0 $0.923300 9.2k 0.00
CVS Caremark Corporation (CVS) 0.0 $0 149k 0.00
Kroger (KR) 0.0 $0 232k 0.00
Mylan 0.0 $0 158k 0.00
Aetna 0.0 $3.7k 73k 0.05
Becton, Dickinson and (BDX) 0.0 $0 250k 0.00
Helmerich & Payne (HP) 0.0 $0 160k 0.00
AngloGold Ashanti 0.0 $0 3.7M 0.00
McKesson Corporation (MCK) 0.0 $1.5M 14k 107.96
CEC Entertainment 0.0 $0 58k 0.00
Energizer Holdings 0.0 $12M 122k 99.73
AGCO Corporation (AGCO) 0.0 $0 96k 0.00
Arrow Electronics (ARW) 0.0 $0 126k 0.00
Avnet (AVT) 0.0 $0 106k 0.00
Shoe Carnival (SCVL) 0.0 $0 86k 0.00
Mentor Graphics Corporation 0.0 $0 526k 0.00
Alcoa 0.0 $0 44k 0.00
Allstate Corporation (ALL) 0.0 $0 116k 0.00
Amgen (AMGN) 0.0 $0 73k 0.00
Anadarko Petroleum Corporation 0.0 $0 11k 0.00
Apple (AAPL) 0.0 $0 76k 0.00
Baker Hughes Incorporated 0.0 $0 610k 0.00
Capital One Financial (COF) 0.0 $22k 400k 0.06
CIGNA Corporation 0.0 $0 92k 0.00
Computer Sciences Corporation 0.0 $0 53k 0.00
ConocoPhillips (COP) 0.0 $4.2k 70k 0.06
Credit Suisse Group 0.0 $0 25k 0.00
Domtar Corp 0.0 $0 49k 0.00
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $0 59k 0.00
Halliburton Company (HAL) 0.0 $0 133k 0.00
Hess (HES) 0.0 $2.5M 35k 71.61
Hewlett-Packard Company 0.0 $0 986k 0.00
International Business Machines (IBM) 0.0 $0 44k 0.00
Liberty Media 0.0 $4.7M 220k 21.38
Marsh & McLennan Companies (MMC) 0.0 $0 9.6k 0.00
News Corporation 0.0 $3.2k 104k 0.03
Nextera Energy (NEE) 0.0 $2.3M 29k 77.68
Nike (NKE) 0.0 $0 35k 0.00
Occidental Petroleum Corporation (OXY) 0.0 $0 304k 0.00
Parker-Hannifin Corporation (PH) 0.0 $24.817200 248k 0.00
Pepsi (PEP) 0.0 $31.132600 311k 0.00
Philip Morris International (PM) 0.0 $24.223600 242k 0.00
Procter & Gamble Company (PG) 0.0 $8.346600 84k 0.00
Schlumberger (SLB) 0.0 $39.910500 399k 0.00
Symantec Corporation 0.0 $3.1k 125k 0.02
Target Corporation (TGT) 0.0 $15k 212k 0.07
UnitedHealth (UNH) 0.0 $5.2M 92k 57.21
Walgreen Company 0.0 $5.7k 119k 0.05
John Wiley & Sons (WLY) 0.0 $2.1k 53k 0.04
Xerox Corporation 0.0 $2.2k 255k 0.01
American Electric Power Company (AEP) 0.0 $0 54k 0.00
Apollo 0.0 $0 272k 0.00
Gap (GPS) 0.0 $0 69k 0.00
Agilent Technologies Inc C ommon (A) 0.0 $1.7k 40k 0.04
Ca 0.0 $8.4k 334k 0.03
Torchmark Corporation 0.0 $3.5k 59k 0.06
iShares MSCI EAFE Index Fund (EFA) 0.0 $0 11M 0.00
Shinhan Financial (SHG) 0.0 $0 53k 0.00
Biogen Idec (BIIB) 0.0 $3.2k 16k 0.19
Ford Motor Company (F) 0.0 $0 498k 0.00
Danaher Corporation (DHR) 0.0 $0 16k 0.00
Exelon Corporation (EXC) 0.0 $8.4M 242k 34.48
Linear Technology Corporation 0.0 $0 14k 0.00
Staples 0.0 $0 112k 0.00
Dell 0.0 $28k 1.9M 0.01
Freeport-McMoRan Copper & Gold (FCX) 0.0 $19M 582k 33.10
Gilead Sciences (GILD) 0.0 $0 60k 0.00
Patterson Companies (PDCO) 0.0 $0 45k 0.00
PG&E Corporation (PCG) 0.0 $2.4M 55k 44.53
EMC Corporation 0.0 $0 57k 0.00
TJX Companies (TJX) 0.0 $3.0k 65k 0.05
Southern Company (SO) 0.0 $0 38k 0.00
Murphy Oil Corporation (MUR) 0.0 $0 97k 0.00
Starbucks Corporation (SBUX) 0.0 $1.628600 16k 0.00
General Dynamics Corporation (GD) 0.0 $0 415k 0.00
Lowe's Companies (LOW) 0.0 $0 61k 0.00
Cohen & Steers (CNS) 0.0 $1.5k 43k 0.04
Abercrombie & Fitch (ANF) 0.0 $0 24k 0.00
Clorox Company (CLX) 0.0 $0 226k 0.00
Gannett 0.0 $0 623k 0.00
Tupperware Brands Corporation (TUP) 0.0 $9.6k 117k 0.08
Prudential Financial (PRU) 0.0 $1.201200 12k 0.00
Hospitality Properties Trust 0.0 $3.4M 124k 27.44
Deluxe Corporation (DLX) 0.0 $0 150k 0.00
Iron Mountain Incorporated 0.0 $0 51k 0.00
Encore Capital (ECPG) 0.0 $0 14k 0.00
Monarch Casino & Resort (MCRI) 0.0 $0 117k 0.00
Hilltop Holdings (HTH) 0.0 $0 171k 0.00
Coinstar 0.0 $1.6k 28k 0.06
Google 0.0 $19M 24k 794.03
Strayer Education 0.0 $0 48k 0.00
Dr Pepper Snapple 0.0 $5.0k 107k 0.05
Beacon Roofing Supply (BECN) 0.0 $0 31k 0.00
AvalonBay Communities (AVB) 0.0 $0 6.5k 0.00
ConAgra Foods (CAG) 0.0 $0 291k 0.00
PetroChina Company 0.0 $1.6k 12k 0.13
Dover Corporation (DOV) 0.0 $0 28k 0.00
PDL BioPharma 0.0 $1.7M 229k 7.31
Patterson-UTI Energy (PTEN) 0.0 $0 190k 0.00
PPL Corporation (PPL) 0.0 $3.9M 124k 31.31
Public Service Enterprise (PEG) 0.0 $0 621k 0.00
Sempra Energy (SRE) 0.0 $2.341100 23k 0.00
Alliance Data Systems Corporation (BFH) 0.0 $0 693.00 0.00
Applied Materials (AMAT) 0.0 $0 286k 0.00
Fifth Street Finance 0.0 $1.7M 151k 11.02
First Solar (FSLR) 0.0 $0 50k 0.00
Paccar (PCAR) 0.0 $0.942500 9.4k 0.00
J.M. Smucker Company (SJM) 0.0 $5.070600 51k 0.00
priceline.com Incorporated 0.0 $5.740000 8.2k 0.00
Aaron's 0.0 $0 65k 0.00
Kennametal (KMT) 0.0 $0 410k 0.00
Smithfield Foods 0.0 $0 463k 0.00
Arctic Cat 0.0 $0 37k 0.00
Constellation Brands (STZ) 0.0 $1.5k 31k 0.05
Pos (PKX) 0.0 $101.057000 1.0M 0.00
Sohu 0.0 $476k 9.6k 49.61
HCC Insurance Holdings 0.0 $0 89k 0.00
Umpqua Holdings Corporation 0.0 $1.2k 88k 0.01
CNA Financial Corporation (CNA) 0.0 $0 75k 0.00
New York Times Company (NYT) 0.0 $0 88k 0.00
Wynn Resorts (WYNN) 0.0 $8.0k 64k 0.13
Tibco Software 0.0 $1.4M 71k 20.22
Sinclair Broadcast 0.0 $0 71k 0.00
Avis Budget (CAR) 0.0 $0 285k 0.00
Calpine Corporation 0.0 $0 249k 0.00
Delta Air Lines (DAL) 0.0 $0 2.6M 0.00
Financial Institutions (FISI) 0.0 $0 132k 0.00
Tesoro Corporation 0.0 $6.4k 110k 0.06
Genes (GCO) 0.0 $0 80k 0.00
Brinker International (EAT) 0.0 $0 137k 0.00
Darling International (DAR) 0.0 $0 136k 0.00
Louisiana-Pacific Corporation (LPX) 0.0 $0 215k 0.00
SBA Communications Corporation 0.0 $4.4M 62k 72.02
Juniper Networks (JNPR) 0.0 $491k 27k 18.54
Silgan Holdings (SLGN) 0.0 $0 15k 0.00
Green Mountain Coffee Roasters 0.0 $0 41k 0.00
Lorillard 0.0 $0 217k 0.00
Entergy Corporation (ETR) 0.0 $7.8M 123k 63.24
Equinix 0.0 $650k 3.0k 216.31
Broadcom Corporation 0.0 $0 40k 0.00
Webster Financial Corporation (WBS) 0.0 $6.0k 246k 0.02
American Axle & Manufact. Holdings (AXL) 0.0 $0 223k 0.00
CF Industries Holdings (CF) 0.0 $0 84k 0.00
Companhia Paranaense de Energia 0.0 $984.653000 64k 0.02
Edison International (EIX) 0.0 $0 49k 0.00
Humana (HUM) 0.0 $0 506k 0.00
Insight Enterprises (NSIT) 0.0 $728k 35k 20.62
Jones Lang LaSalle Incorporated (JLL) 0.0 $8.5M 85k 99.41
Kelly Services (KELYA) 0.0 $0 76k 0.00
Kindred Healthcare 0.0 $0 157k 0.00
Kulicke and Soffa Industries (KLIC) 0.0 $0 176k 0.00
Life Technologies 0.0 $2.4M 37k 64.63
National Financial Partners 0.0 $1.2M 55k 22.43
Newpark Resources (NR) 0.0 $0 238k 0.00
Owens-Illinois 0.0 $0 100k 0.00
Rock-Tenn Company 0.0 $5.151600 52k 0.00
Rudolph Technologies 0.0 $0 40k 0.00
Select Comfort 0.0 $895k 45k 19.77
Steel Dynamics (STLD) 0.0 $0 278k 0.00
Tutor Perini Corporation (TPC) 0.0 $1.9k 100k 0.02
Wabash National Corporation (WNC) 0.0 $1.8k 174k 0.01
Zions Bancorporation (ZION) 0.0 $15k 596k 0.03
Alaska Air (ALK) 0.0 $0 132k 0.00
Buckeye Technologies 0.0 $0 219k 0.00
Community Health Systems (CYH) 0.0 $0 504k 0.00
EnerSys (ENS) 0.0 $10M 220k 45.58
Ez (EZPW) 0.0 $0 61k 0.00
Huntsman Corporation (HUN) 0.0 $0 178k 0.00
Lam Research Corporation (LRCX) 0.0 $0 46k 0.00
Littelfuse (LFUS) 0.0 $0 48k 0.00
Neenah Paper 0.0 $0 47k 0.00
Oshkosh Corporation (OSK) 0.0 $0 227k 0.00
PennantPark Investment (PNNT) 0.0 $0 134k 0.00
Prosperity Bancshares (PB) 0.0 $0 175k 0.00
Questcor Pharmaceuticals 0.0 $761k 23k 32.54
Reliance Steel & Aluminum (RS) 0.0 $8.935500 89k 0.00
Western Refining 0.0 $1.8k 51k 0.04
Atmos Energy Corporation (ATO) 0.0 $0 162k 0.00
Coeur d'Alene Mines Corporation (CDE) 0.0 $0 376k 0.00
Celadon (CGIP) 0.0 $0 129k 0.00
Chico's FAS 0.0 $0 162k 0.00
Columbus McKinnon (CMCO) 0.0 $0 78k 0.00
Cooper Tire & Rubber Company 0.0 $0 73k 0.00
CVR Energy (CVI) 0.0 $3.9k 76k 0.05
Cyberonics 0.0 $592.534800 13k 0.05
Delek US Holdings 0.0 $0 197k 0.00
DTE Energy Company (DTE) 0.0 $0 20k 0.00
El Paso Electric Company 0.0 $0 164k 0.00
First Community Bancshares (FCBC) 0.0 $1.8M 115k 15.85
Greatbatch 0.0 $2.2M 75k 29.87
GameStop (GME) 0.0 $5.6M 201k 27.97
hhgregg (HGGG) 0.0 $821k 74k 11.05
Hanger Orthopedic 0.0 $1.9M 60k 31.53
Hi-Tech Pharmacal 0.0 $1.7M 51k 33.11
Iconix Brand 0.0 $0 467k 0.00
InterDigital (IDCC) 0.0 $6.0M 126k 47.83
International Shipholding Corporation 0.0 $0 43k 0.00
Lithia Motors (LAD) 0.0 $0 61k 0.00
L-3 Communications Holdings 0.0 $0 58k 0.00
Southwest Airlines (LUV) 0.0 $0 295k 0.00
LSB Industries (LXU) 0.0 $0 43k 0.00
Manhattan Associates (MANH) 0.0 $0 27k 0.00
MarketAxess Holdings (MKTX) 0.0 $3.1M 83k 37.30
Medical Properties Trust (MPW) 0.0 $3.8M 239k 16.04
Northern Oil & Gas 0.0 $0 214k 0.00
Omega Healthcare Investors (OHI) 0.0 $0 190k 0.00
Oil States International (OIS) 0.0 $0 61k 0.00
Plexus (PLXS) 0.0 $0 42k 0.00
Post Properties 0.0 $0 48k 0.00
Rovi Corporation 0.0 $0 72k 0.00
Stone Energy Corporation 0.0 $0 152k 0.00
Tempur-Pedic International (TPX) 0.0 $5.8M 116k 49.63
Ternium (TX) 0.0 $119k 5.8M 0.02
Textron (TXT) 0.0 $11k 370k 0.03
Monotype Imaging Holdings 0.0 $2.0M 83k 23.75
UGI Corporation (UGI) 0.0 $8.4k 219k 0.04
Cimarex Energy 0.0 $0 61k 0.00
Advanced Semiconductor Engineering 0.0 $159.535100 39k 0.00
Alliant Techsystems 0.0 $0 137k 0.00
Cubist Pharmaceuticals 0.0 $0 149k 0.00
Celgene Corporation 0.0 $0 144k 0.00
Cree 0.0 $0 17k 0.00
Jarden Corporation 0.0 $0 146k 0.00
KLA-Tencor Corporation (KLAC) 0.0 $0 236k 0.00
Lennox International (LII) 0.0 $0 43k 0.00
NV Energy 0.0 $6.1M 303k 20.03
Ocwen Financial Corporation 0.0 $0 283k 0.00
OmniVision Technologies 0.0 $0 157k 0.00
Pain Therapeutics 0.0 $520k 152k 3.43
Riverbed Technology 0.0 $0 52k 0.00
Skyworks Solutions (SWKS) 0.0 $3.5M 157k 22.03
tw tele 0.0 $4.5M 177k 25.19
Unilever (UL) 0.0 $3.6k 85k 0.04
Urban Outfitters (URBN) 0.0 $626.940000 16k 0.04
URS Corporation 0.0 $14k 302k 0.05
United Therapeutics Corporation (UTHR) 0.0 $10M 170k 60.87
Valmont Industries (VMI) 0.0 $3.9k 25k 0.16
Wabtec Corporation (WAB) 0.0 $3.1k 31k 0.10
Washington Federal (WAFD) 0.0 $1.5k 85k 0.02
Worthington Industries (WOR) 0.0 $2.5k 82k 0.03
Yanzhou Coal Mining (YZCAY) 0.0 $1.1k 77k 0.01
Compania Cervecerias Unidas (CCU) 0.0 $0 1.8M 0.00
Church & Dwight (CHD) 0.0 $0 24k 0.00
Bancolombia (CIB) 0.0 $48k 755k 0.06
Corrections Corporation of America 0.0 $2.0k 51k 0.04
Extra Space Storage (EXR) 0.0 $2.7M 69k 39.27
FirstMerit Corporation 0.0 $0 432k 0.00
ICU Medical, Incorporated (ICUI) 0.0 $1.3M 22k 58.95
Kansas City Southern 0.0 $0 26k 0.00
Ormat Technologies (ORA) 0.0 $0 54k 0.00
Powell Industries (POWL) 0.0 $3.500000 35k 0.00
Portfolio Recovery Associates 0.0 $5.4M 43k 126.92
Quality Systems 0.0 $0 30k 0.00
SYNNEX Corporation (SNX) 0.0 $3.0M 82k 37.00
St. Jude Medical 0.0 $0 274k 0.00
TransDigm Group Incorporated (TDG) 0.0 $574.751100 3.8k 0.15
Acorda Therapeutics 0.0 $3.0k 95k 0.03
Albemarle Corporation (ALB) 0.0 $0 87k 0.00
Ametek (AME) 0.0 $0 233k 0.00
Anixter International 0.0 $0 60k 0.00
Ducommun Incorporated (DCO) 0.0 $0 43k 0.00
Insteel Industries (IIIN) 0.0 $483k 30k 16.32
Lattice Semiconductor (LSCC) 0.0 $0 182k 0.00
Momenta Pharmaceuticals 0.0 $1.1M 82k 13.34
NetGear (NTGR) 0.0 $2.2M 66k 33.51
Omega Protein Corporation 0.0 $1.1M 105k 10.75
Triumph (TGI) 0.0 $5.5k 70k 0.08
Woodward Governor Company (WWD) 0.0 $1.5k 38k 0.04
LTC Properties (LTC) 0.0 $0 39k 0.00
Standard Motor Products (SMP) 0.0 $0 41k 0.00
Teradyne (TER) 0.0 $3.7k 229k 0.02
Greenbrier Companies (GBX) 0.0 $0 86k 0.00
Prospect Capital Corporation (PSEC) 0.0 $3.6M 329k 10.91
Acacia Research Corporation (ACTG) 0.0 $0 43k 0.00
Navistar International Corporation 0.0 $14k 398k 0.03
Nanometrics Incorporated 0.0 $0 29k 0.00
Anika Therapeutics (ANIK) 0.0 $0 133k 0.00
Apollo Commercial Real Est. Finance (ARI) 0.0 $2.4k 135k 0.02
Colony Financial 0.0 $2.8k 125k 0.02
Dana Holding Corporation (DAN) 0.0 $0 138k 0.00
FEI Company 0.0 $1.7M 26k 64.55
Pharmacyclics 0.0 $4.150700 42k 0.00
Rayonier (RYN) 0.0 $11.430600 114k 0.00
TESSCO Technologies 0.0 $1.8k 83k 0.02
TGC Industries 0.0 $446.539500 45k 0.01
CPI Aerostructures (CVU) 0.0 $0 67k 0.00
First Defiance Financial 0.0 $1.6M 68k 23.32
Macerich Company (MAC) 0.0 $0 24k 0.00
AECOM Technology Corporation (ACM) 0.0 $11k 343k 0.03
Ball Corporation (BALL) 0.0 $0 31k 0.00
Bridgepoint Education 0.0 $907.065600 89k 0.01
Green Plains Renewable Energy (GPRE) 0.0 $0 88k 0.00
iShares MSCI Brazil Index (EWZ) 0.0 $0 21k 0.00
Select Medical Holdings Corporation (SEM) 0.0 $2.1M 235k 9.00
Simon Property (SPG) 0.0 $4.295200 22k 0.00
Vale 0.0 $1.1k 64k 0.02
Unisys Corporation (UIS) 0.0 $2.5k 108k 0.02
Ebix 0.0 $0 114k 0.00
Spectrum Pharmaceuticals 0.0 $977k 131k 7.46
Camden Property Trust (CPT) 0.0 $0 82k 0.00
iShares MSCI South Korea Index Fund (EWY) 0.0 $0 75k 0.00
iShares MSCI Taiwan Index 0.0 $0 199k 0.00
Express 0.0 $7.9k 441k 0.02
Lakeland Financial Corporation (LKFN) 0.0 $0 57k 0.00
Oasis Petroleum 0.0 $0 82k 0.00
Datalink Corporation 0.0 $0 107k 0.00
OpenTable 0.0 $1.3M 20k 62.98
Primoris Services (PRIM) 0.0 $2.9M 130k 22.11
Quad/Graphics (QUAD) 0.0 $0 50k 0.00
iShares MSCI Malaysia Index Fund 0.0 $0 71k 0.00
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $0 20k 0.00
iShares MSCI Thailand Index Fund (THD) 0.0 $0 1.6k 0.00
Coca-cola Enterprises 0.0 $901.430100 24k 0.04
Embraer S A (ERJ) 0.0 $1.0M 29k 35.67
General Motors Company (GM) 0.0 $6.0M 215k 27.82
Jones Group 0.0 $1.0M 80k 12.72
Chesapeake Lodging Trust sh ben int 0.0 $0 155k 0.00
Government Properties Income Trust 0.0 $2.0M 78k 25.73
Howard Hughes 0.0 $2.7M 32k 83.81
O'reilly Automotive (ORLY) 0.0 $6.8M 66k 102.55
PowerShares India Portfolio 0.0 $120k 6.6k 18.07
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $2.7k 3.0M 0.00
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $900k 26k 34.84
Compucredit Hldgs Corp note 5.875%11/3 0.0 $800.000000 2.0M 0.00
iShares MSCI Poland Investable ETF (EPOL) 0.0 $1.9M 75k 25.70
PhotoMedex 0.0 $0 130k 0.00
Homeowners Choice 0.0 $1.9k 69k 0.03
Pernix Therapeutics Holdings 0.0 $342k 69k 4.96
Bpz Resources Inc bond 0.0 $2.8k 3.5M 0.00
U.s. Concrete Inc Cmn 0.0 $3.9M 280k 13.81
Huntington Ingalls Inds (HII) 0.0 $0 209k 0.00
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.5M 2.0M 0.74
Citigroup (C) 0.0 $0 871k 0.00
Central European Media sr nt cv 5%15 0.0 $500.000000 500k 0.00
Mosaic (MOS) 0.0 $15M 243k 59.61
Rlj Lodging Trust (RLJ) 0.0 $2.5M 110k 22.76
Rpx Corp 0.0 $2.7M 190k 14.11
Hollyfrontier Corp 0.0 $0 123k 0.00
General Mtrs Co *w exp 07/10/201 0.0 $3.9M 211k 18.51
General Mtrs Co *w exp 07/10/201 0.0 $2.5M 216k 11.79
Marathon Petroleum Corp (MPC) 0.0 $6.4M 71k 89.60
Sagent Pharmaceuticals 0.0 $0 29k 0.00
Pvh Corporation (PVH) 0.0 $0.726300 7.3k 0.00
Us Concrete Inc sr secured 0.0 $11k 8.0k 1.32
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $600k 1.0M 0.60
C&j Energy Services 0.0 $2.6k 115k 0.02
Francescas Hldgs Corp 0.0 $0 34k 0.00
Fortune Brands (FBIN) 0.0 $5.6M 150k 37.43
Level 3 Communications 0.0 $13M 638k 20.29
Expedia (EXPE) 0.0 $2.5M 42k 60.01
Exelis 0.0 $1.3M 121k 10.89
Marriott Vacations Wrldwde Cp (VAC) 0.0 $1.1M 26k 42.91
American Tower Reit (AMT) 0.0 $1.1k 15k 0.08
J Global (ZD) 0.0 $12M 294k 39.21
Moneygram International 0.0 $1.3M 69k 18.10
Bbcn Ban 0.0 $0 87k 0.00
Manning & Napier Inc cl a 0.0 $2.8M 169k 16.54
USD.01 Mannkind Corp sr unsecured 0.0 $4.8M 5.7M 0.84
United Fire & Casualty (UFCS) 0.0 $825.435000 32k 0.03
Nationstar Mortgage 0.0 $7.3M 199k 36.90
Homestreet (HMST) 0.0 $1.6M 71k 22.34
Roundy's 0.0 $0 212k 0.00
SELECT INCOME REIT COM SH BEN int 0.0 $2.0M 77k 26.45
Jaguar Mng Inc note 5.500% 3/3 0.0 $3.7M 11M 0.35
Phillips 66 (PSX) 0.0 $1.160000 12k 0.00
Ingredion Incorporated (INGR) 0.0 $0 48k 0.00
Duke Energy (DUK) 0.0 $2.6M 36k 72.59
Audience 0.0 $611.556300 40k 0.02
Directv 0.0 $11k 189k 0.06
Adt 0.0 $1.2k 24k 0.05
Mondelez Int (MDLZ) 0.0 $0 76k 0.00
Kraft Foods 0.0 $18M 349k 51.53
Dynegy 0.0 $11M 456k 23.99
Epr Properties (EPR) 0.0 $6.0M 115k 52.05
Gmx Resources 0.0 $195k 89k 2.19
Actavis 0.0 $1.5k 17k 0.09