Diamond Capital Management

Diamond Capital Management as of March 31, 2011

Portfolio Holdings for Diamond Capital Management

Diamond Capital Management holds 70 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares MSCI Emerging Markets Indx (EEM) 20.4 $170M 3.5M 48.67
Spdr S&p 500 Etf (SPY) 19.9 $165M 1.2M 132.59
iShares S&P 500 Index (IVV) 8.8 $73M 546k 133.01
Energy Select Sector SPDR (XLE) 6.4 $54M 671k 79.75
Financial Select Sector SPDR (XLF) 4.2 $35M 2.1M 16.39
Vanguard Emerging Markets ETF (VWO) 3.8 $32M 651k 48.95
Industrial SPDR (XLI) 3.0 $25M 668k 37.66
Vanguard Large-Cap ETF (VV) 3.0 $25M 410k 60.77
Monsanto Company 1.1 $9.0M 124k 72.26
Bank of America Corporation (BAC) 1.1 $8.7M 655k 13.33
Technology SPDR (XLK) 1.0 $8.4M 324k 26.06
Nabors Industries 1.0 $8.5M 280k 30.38
Consumer Staples Select Sect. SPDR (XLP) 1.0 $8.3M 278k 29.92
Cisco Systems (CSCO) 1.0 $8.0M 464k 17.15
IntercontinentalEx.. 0.9 $7.9M 64k 123.55
Jacobs Engineering 0.9 $7.5M 146k 51.43
Valero Energy Corporation (VLO) 0.9 $7.2M 243k 29.82
Symantec Corporation 0.8 $6.9M 373k 18.54
Mosaic Company 0.8 $6.9M 88k 78.74
Archer Daniels Midland Company (ADM) 0.8 $6.5M 180k 36.01
Microsoft Corporation (MSFT) 0.8 $6.3M 247k 25.39
Boston Scientific Corporation (BSX) 0.8 $6.2M 861k 7.19
General Motors Company (GM) 0.7 $6.0M 192k 31.03
Marathon Oil Corporation (MRO) 0.7 $5.9M 110k 53.31
Cme (CME) 0.7 $5.9M 19k 301.55
Health Care SPDR (XLV) 0.7 $5.9M 177k 33.11
Petroleo Brasileiro SA (PBR) 0.7 $5.7M 140k 40.43
Nokia Corporation (NOK) 0.6 $5.2M 616k 8.51
Marvell Technology Group 0.6 $5.1M 325k 15.55
Gilead Sciences (GILD) 0.6 $5.0M 117k 42.47
Utilities SPDR (XLU) 0.6 $4.9M 154k 31.87
United States Steel Corporation (X) 0.6 $4.8M 88k 53.94
At&t (T) 0.6 $4.6M 150k 30.61
Ens 0.5 $4.5M 78k 57.85
Bunge 0.5 $4.3M 60k 72.33
Nucor Corporation (NUE) 0.5 $4.3M 94k 46.02
NVIDIA Corporation (NVDA) 0.5 $4.3M 231k 18.46
Aetna 0.5 $4.2M 113k 37.43
Insulet Corporation (PODD) 0.5 $4.3M 206k 20.62
Masco Corporation (MAS) 0.5 $4.0M 291k 13.92
Google 0.5 $3.9M 6.6k 586.82
AMR Corporation 0.5 $3.8M 594k 6.46
Merck & Co (MRK) 0.4 $3.1M 95k 33.01
Motorola Solutions (MSI) 0.4 $3.1M 69k 44.68
Gap (GPS) 0.3 $2.9M 130k 22.66
Covidien 0.3 $2.9M 55k 51.94
Citi 0.3 $2.7M 600k 4.42
Entropic Communications 0.3 $2.6M 306k 8.45
Consumer Discretionary SPDR (XLY) 0.3 $2.6M 66k 39.06
Arch Coal 0.3 $2.3M 65k 36.05
Research In Motion 0.3 $2.3M 41k 56.54
Materials SPDR (XLB) 0.3 $2.4M 59k 40.01
Hartford Financial Services (HIG) 0.3 $2.2M 80k 26.92
JPMorgan Chase & Co. (JPM) 0.2 $2.1M 45k 46.11
Patriot Coal Corp 0.2 $2.1M 80k 25.82
Medtronic 0.2 $1.9M 50k 39.35
NeurogesX 0.2 $1.9M 459k 4.05
AES Corporation (AES) 0.2 $1.5M 115k 13.00
Adobe Systems Incorporated (ADBE) 0.2 $1.5M 45k 33.16
Motorola Mobility Holdings 0.2 $1.5M 61k 24.39
SunPower Corporation 0.2 $1.4M 81k 17.14
Corning Incorporated (GLW) 0.2 $1.3M 64k 20.62
American Intl Group 0.1 $1.2M 35k 35.14
Apple (AAPL) 0.1 $1.1M 3.2k 348.44
Alcatel-Lucent 0.1 $988k 170k 5.81
Mylan 0.1 $913k 40k 22.66
Broadcom Corporation 0.1 $788k 20k 39.40
Dell 0.1 $653k 45k 14.51
CONSOL Energy 0.1 $590k 11k 53.64
Allegheny Technologies Incorporated (ATI) 0.0 $339k 5.0k 67.80