Dynamic Capital Management

Dynamic Capital Management as of Sept. 30, 2012

Portfolio Holdings for Dynamic Capital Management

Dynamic Capital Management holds 230 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
Gap (GPS) 2.3 $17M 477k 35.78
Apple (AAPL) 2.2 $16M 24k 667.10
American Express Company (AXP) 2.1 $15M 267k 56.86
Emerson Electric (EMR) 1.9 $14M 283k 48.27
Biogen Idec (BIIB) 1.8 $13M 90k 149.21
Apache Corporation 1.8 $13M 154k 86.47
Pepsi (PEP) 1.8 $13M 184k 70.77
Baker Hughes Incorporated 1.8 $13M 283k 45.23
Occidental Petroleum Corporation (OXY) 1.7 $13M 146k 86.06
Charles Schwab Corporation (SCHW) 1.7 $12M 966k 12.79
Walt Disney Company (DIS) 1.7 $12M 235k 52.28
McDonald's Corporation (MCD) 1.6 $12M 129k 91.75
Symantec Corporation 1.6 $12M 647k 17.98
TJX Companies (TJX) 1.6 $12M 260k 44.79
Union Pacific Corporation (UNP) 1.6 $12M 97k 118.70
Boeing Company (BA) 1.6 $12M 165k 69.59
Intel Corporation (INTC) 1.6 $12M 507k 22.65
Duke Energy (DUK) 1.6 $12M 178k 64.79
Caterpillar (CAT) 1.4 $10M 119k 86.04
Halliburton Company (HAL) 1.3 $9.6M 284k 33.69
Southern Company (SO) 1.3 $9.4M 203k 46.09
Qualcomm (QCOM) 1.2 $8.7M 139k 62.47
EMC Corporation 1.2 $8.5M 312k 27.27
Staples 1.1 $8.3M 719k 11.52
Noble Corporation Com Stk 1.1 $8.3M 232k 35.78
Anadarko Petroleum Corporation 1.1 $8.2M 118k 69.92
Devon Energy Corporation (DVN) 1.1 $8.2M 135k 60.50
Exelon Corporation (EXC) 1.1 $8.1M 227k 35.58
Altera Corporation 1.1 $8.1M 237k 34.00
J.C. Penney Company 1.1 $8.0M 329k 24.29
3M Company (MMM) 1.1 $7.8M 84k 92.42
CSX Corporation (CSX) 1.0 $7.2M 348k 20.75
Analog Devices (ADI) 1.0 $7.1M 181k 39.17
Dominion Resources (D) 0.9 $6.9M 131k 52.94
Paychex (PAYX) 0.9 $7.0M 210k 33.29
Merck & Co (MRK) 0.9 $6.9M 153k 45.09
McGraw-Hill Companies 0.9 $6.8M 125k 54.59
KLA-Tencor Corporation (KLAC) 0.9 $6.4M 135k 47.71
E.I. du Pont de Nemours & Company 0.9 $6.4M 127k 50.27
Harley-Davidson (HOG) 0.9 $6.3M 149k 42.37
Hewlett-Packard Company 0.8 $6.2M 364k 17.06
United Technologies Corporation 0.8 $6.2M 80k 78.30
Adobe Systems Incorporated (ADBE) 0.8 $5.9M 183k 32.44
UnitedHealth (UNH) 0.8 $5.9M 107k 55.41
AutoZone (AZO) 0.8 $5.9M 16k 369.69
Carnival Corporation (CCL) 0.8 $5.8M 160k 36.43
Xilinx 0.8 $5.7M 170k 33.41
Paccar (PCAR) 0.8 $5.7M 142k 40.02
Dell 0.8 $5.6M 568k 9.86
Ingersoll-rand Co Ltd-cl A 0.8 $5.5M 124k 44.82
PNC Financial Services (PNC) 0.8 $5.5M 87k 63.10
Electronic Arts (EA) 0.8 $5.5M 433k 12.69
Schlumberger (SLB) 0.8 $5.5M 76k 72.33
Automatic Data Processing (ADP) 0.7 $5.3M 90k 58.65
Fifth Third Ban (FITB) 0.7 $5.2M 337k 15.51
Micron Technology (MU) 0.7 $5.2M 875k 5.98
Consolidated Edison (ED) 0.7 $5.2M 86k 59.89
Interpublic Group of Companies (IPG) 0.7 $5.0M 452k 11.12
State Street Corporation (STT) 0.7 $5.0M 118k 41.96
Home Depot (HD) 0.7 $4.9M 82k 60.37
Dow Chemical Company 0.7 $4.9M 168k 28.96
Omni (OMC) 0.7 $4.9M 95k 51.56
Comerica Incorporated (CMA) 0.7 $4.8M 153k 31.05
Oracle Corporation (ORCL) 0.7 $4.8M 152k 31.46
Wal-Mart Stores (WMT) 0.6 $4.7M 64k 73.80
Texas Instruments Incorporated (TXN) 0.6 $4.7M 170k 27.56
Clorox Company (CLX) 0.6 $4.5M 63k 72.04
Johnson Controls 0.6 $4.5M 164k 27.40
LSI Corporation 0.6 $4.5M 647k 6.91
Linear Technology Corporation 0.6 $4.4M 137k 31.82
Coca-Cola Company (KO) 0.6 $4.3M 113k 37.93
Safeway 0.5 $4.0M 248k 16.09
Chubb Corporation 0.5 $3.9M 51k 76.28
Cardinal Health (CAH) 0.5 $3.8M 99k 38.97
Motorola Solutions (MSI) 0.5 $3.8M 75k 50.55
Hershey Company (HSY) 0.5 $3.7M 53k 70.89
Microsoft Corporation (MSFT) 0.5 $3.6M 122k 29.76
Wells Fargo & Company (WFC) 0.5 $3.6M 104k 34.53
Advanced Micro Devices (AMD) 0.5 $3.6M 1.1M 3.37
Pulte (PHM) 0.5 $3.5M 226k 15.50
Northern Trust Corporation (NTRS) 0.5 $3.5M 75k 46.41
Fiserv (FI) 0.5 $3.3M 45k 74.03
Best Buy (BBY) 0.4 $3.2M 186k 17.20
Teradyne (TER) 0.4 $3.1M 220k 14.22
Ca 0.4 $3.0M 117k 25.77
Jabil Circuit (JBL) 0.4 $2.7M 146k 18.72
Xerox Corporation 0.4 $2.6M 359k 7.34
Avon Products 0.3 $2.4M 149k 15.95
International Game Technology 0.3 $2.2M 171k 13.09
Limited Brands 0.3 $2.2M 44k 49.26
Allergan 0.3 $2.2M 24k 91.60
Nike (NKE) 0.3 $2.1M 22k 94.90
TD Ameritrade Holding 0.3 $2.1M 134k 15.37
Southwest Airlines (LUV) 0.3 $2.0M 232k 8.77
ConocoPhillips (COP) 0.3 $2.0M 34k 57.19
General Mills (GIS) 0.3 $1.9M 49k 39.85
Corning Incorporated (GLW) 0.2 $1.8M 137k 13.15
Applied Materials (AMAT) 0.2 $1.9M 166k 11.16
Cypress Semiconductor Corporation 0.2 $1.8M 174k 10.62
Norfolk Southern (NSC) 0.2 $1.7M 26k 63.64
Marvell Technology Group 0.2 $1.7M 186k 9.15
Skyworks Solutions (SWKS) 0.2 $1.7M 72k 23.56
Veeco Instruments (VECO) 0.2 $1.7M 56k 30.00
Hillshire Brands 0.2 $1.7M 64k 26.78
Avnet (AVT) 0.2 $1.6M 54k 29.08
Target Corporation (TGT) 0.2 $1.5M 24k 63.46
Poly 0.2 $1.5M 153k 9.85
American International (AIG) 0.2 $1.5M 47k 32.79
Louisiana-Pacific Corporation (LPX) 0.2 $1.5M 116k 12.50
Saks Incorporated 0.2 $1.5M 144k 10.31
Cooper Tire & Rubber Company 0.2 $1.5M 77k 19.18
CarMax (KMX) 0.2 $1.4M 49k 28.31
Fairchild Semiconductor International 0.2 $1.4M 106k 13.12
Lincoln National Corporation (LNC) 0.2 $1.3M 53k 24.19
Mbia (MBI) 0.2 $1.3M 129k 10.13
Dillard's (DDS) 0.2 $1.3M 18k 72.34
Juniper Networks (JNPR) 0.2 $1.3M 78k 17.11
Toll Brothers (TOL) 0.2 $1.2M 37k 33.22
Big Lots (BIG) 0.2 $1.2M 42k 29.58
Nucor Corporation (NUE) 0.2 $1.2M 32k 38.26
R.R. Donnelley & Sons Company 0.2 $1.2M 109k 10.60
Altria (MO) 0.2 $1.2M 35k 33.39
PMC-Sierra 0.2 $1.2M 212k 5.61
Jefferies 0.2 $1.2M 85k 13.69
Computer Sciences Corporation 0.1 $1.1M 34k 32.21
OmniVision Technologies 0.1 $1.1M 80k 13.96
At&t (T) 0.1 $1.0M 27k 37.72
Accenture (ACN) 0.1 $1.0M 14k 70.00
Abercrombie & Fitch (ANF) 0.1 $1.0M 31k 33.93
Research In Motion 0.1 $1.0M 137k 7.50
Monster Worldwide 0.1 $997k 136k 7.33
Cymer 0.1 $998k 20k 51.05
Arch Coal 0.1 $979k 155k 6.33
CenturyLink 0.1 $986k 24k 40.41
Mattel (MAT) 0.1 $863k 24k 35.47
NetApp (NTAP) 0.1 $855k 26k 32.88
United Rentals (URI) 0.1 $913k 28k 32.72
Cree 0.1 $854k 34k 25.49
Tech Data Corporation 0.1 $869k 19k 45.26
Rowan Companies 0.1 $858k 25k 33.78
Peabody Energy Corporation 0.1 $836k 38k 22.29
Adtran 0.1 $807k 47k 17.27
Total (TTE) 0.1 $817k 16k 50.12
Manpower (MAN) 0.1 $821k 22k 36.82
BorgWarner (BWA) 0.1 $836k 12k 69.09
Mobile TeleSystems OJSC 0.1 $724k 41k 17.51
Air Products & Chemicals (APD) 0.1 $710k 8.6k 82.75
Rio Tinto (RIO) 0.1 $697k 15k 46.78
Ingram Micro 0.1 $723k 48k 15.23
Starwood Hotels & Resorts Worldwide 0.1 $703k 12k 58.00
Bank of New York Mellon Corporation (BK) 0.1 $665k 29k 22.62
Cummins (CMI) 0.1 $655k 7.1k 92.25
Verizon Communications (VZ) 0.1 $691k 15k 45.56
Flextronics International Ltd Com Stk (FLEX) 0.1 $638k 106k 6.00
Public Storage (PSA) 0.1 $601k 4.3k 139.12
AFLAC Incorporated (AFL) 0.1 $555k 12k 47.84
Ross Stores (ROST) 0.1 $571k 8.8k 64.53
Aetna 0.1 $562k 14k 39.58
Marsh & McLennan Companies (MMC) 0.1 $586k 17k 33.95
Amphenol Corporation (APH) 0.1 $612k 10k 58.85
Par Pharmaceutical Companies 0.1 $615k 12k 50.00
Pentair 0.1 $570k 13k 44.53
SLM Corporation (SLM) 0.1 $486k 31k 15.72
Bed Bath & Beyond 0.1 $529k 8.4k 62.98
Nu Skin Enterprises (NUS) 0.1 $520k 13k 38.83
Arrow Electronics (ARW) 0.1 $516k 15k 33.73
Jacobs Engineering 0.1 $490k 12k 40.44
C.H. Robinson Worldwide (CHRW) 0.1 $486k 8.3k 58.55
QLogic Corporation 0.1 $500k 44k 11.43
Macerich Company (MAC) 0.1 $492k 8.6k 57.21
Liberty Property Trust 0.1 $515k 14k 36.27
FedEx Corporation (FDX) 0.1 $465k 5.5k 84.55
CACI International (CACI) 0.1 $445k 8.6k 51.74
Nokia Corporation (NOK) 0.1 $430k 167k 2.58
Endo Pharmaceuticals 0.1 $422k 13k 31.73
Cadence Design Systems (CDNS) 0.1 $462k 36k 12.85
Standard Pacific 0.1 $440k 65k 6.76
Harmony Gold Mining (HMY) 0.1 $439k 52k 8.40
Simon Property (SPG) 0.1 $455k 3.0k 151.67
Expeditors International of Washington (EXPD) 0.1 $335k 9.2k 36.34
Forest Oil Corporation 0.1 $376k 45k 8.44
DeVry 0.1 $369k 16k 22.78
D.R. Horton (DHI) 0.1 $382k 19k 20.65
Frontier Communications 0.1 $361k 73k 4.92
Patterson-UTI Energy (PTEN) 0.1 $372k 24k 15.83
Vale (VALE) 0.0 $294k 16k 17.93
Cerner Corporation 0.0 $325k 4.2k 77.38
Coach 0.0 $263k 4.7k 55.96
Microchip Technology (MCHP) 0.0 $260k 7.9k 32.76
Ryder System (R) 0.0 $307k 7.9k 39.10
Foot Locker (FL) 0.0 $284k 8.0k 35.50
JetBlue Airways Corporation (JBLU) 0.0 $302k 63k 4.80
Parker-Hannifin Corporation (PH) 0.0 $293k 3.5k 83.71
ITT Educational Services (ESINQ) 0.0 $279k 8.7k 32.25
FactSet Research Systems (FDS) 0.0 $309k 3.2k 96.56
Netflix (NFLX) 0.0 $299k 5.5k 54.36
American Axle & Manufact. Holdings (AXL) 0.0 $267k 24k 11.26
Steel Dynamics (STLD) 0.0 $327k 29k 11.24
Cliffs Natural Resources 0.0 $270k 6.9k 39.13
Rovi Corporation 0.0 $329k 23k 14.49
Enerplus Corp (ERF) 0.0 $278k 17k 16.61
Citigroup (C) 0.0 $262k 8.0k 32.75
Joy Global 0.0 $241k 4.3k 56.05
Hartford Financial Services (HIG) 0.0 $239k 12k 19.43
Lennar Corporation (LEN) 0.0 $216k 6.2k 34.84
Ryland 0.0 $228k 7.6k 30.00
American Eagle Outfitters (AEO) 0.0 $223k 11k 21.04
Whirlpool Corporation (WHR) 0.0 $232k 2.8k 82.86
Cincinnati Financial Corporation (CINF) 0.0 $242k 6.4k 37.90
Vishay Intertechnology (VSH) 0.0 $206k 21k 9.81
Unum (UNM) 0.0 $216k 11k 19.22
Newfield Exploration 0.0 $240k 7.7k 31.26
Brunswick Corporation (BC) 0.0 $256k 11k 22.65
Chico's FAS 0.0 $252k 14k 18.13
Helix Energy Solutions (HLX) 0.0 $248k 14k 18.24
RF Micro Devices 0.0 $227k 58k 3.94
Finish Line 0.0 $214k 9.4k 22.77
United States Steel Corporation (X) 0.0 $242k 13k 19.06
Fifth & Pac Cos 0.0 $205k 16k 12.78
E TRADE Financial Corporation 0.0 $168k 19k 8.81
Pitney Bowes (PBI) 0.0 $156k 11k 13.81
Regions Financial Corporation (RF) 0.0 $161k 22k 7.19
Goodyear Tire & Rubber Company (GT) 0.0 $182k 15k 12.21
Aeropostale 0.0 $146k 11k 13.52
Take-Two Interactive Software (TTWO) 0.0 $132k 13k 10.42
American Capital 0.0 $180k 16k 11.32
Duke Realty Corporation 0.0 $151k 10k 14.68
Brocade Communications Systems 0.0 $144k 24k 5.93
Weatherford International Lt reg 0.0 $130k 10k 12.65
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $93k 10k 9.12