Diamond Capital Management

Diamond Capital Management as of June 30, 2011

Portfolio Holdings for Diamond Capital Management

Diamond Capital Management holds 65 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 34.6 $358M 2.7M 131.97
iShares MSCI Emerging Markets Indx (EEM) 22.8 $237M 5.0M 47.60
iShares S&P 500 Index (IVV) 7.0 $72M 546k 132.42
Utilities SPDR (XLU) 3.3 $34M 1.0M 33.48
Vanguard Emerging Markets ETF (VWO) 3.0 $32M 651k 48.62
Financial Select Sector SPDR (XLF) 2.8 $29M 1.9M 15.35
Industrial SPDR (XLI) 2.4 $25M 668k 37.24
Vanguard Large-Cap ETF (VV) 2.4 $25M 410k 60.59
Consumer Staples Select Sect. SPDR (XLP) 1.2 $12M 398k 31.23
Energy Select Sector SPDR (XLE) 1.0 $10M 136k 75.35
Procter & Gamble Company (PG) 0.9 $9.0M 141k 63.57
Bank of America Corporation (BAC) 0.8 $8.4M 765k 10.96
Symantec Corporation 0.8 $8.0M 403k 19.72
Cisco Systems (CSCO) 0.8 $7.9M 504k 15.61
NVIDIA Corporation (NVDA) 0.7 $7.5M 471k 15.93
McDonald's Corporation (MCD) 0.7 $7.2M 85k 84.32
Marvell Technology Group 0.7 $7.2M 485k 14.76
Microsoft Corporation (MSFT) 0.7 $7.1M 272k 26.00
At&t (T) 0.7 $6.9M 220k 31.41
Health Care SPDR (XLV) 0.6 $6.3M 177k 35.53
Abbott Laboratories (ABT) 0.6 $5.9M 113k 52.62
Boston Scientific Corporation (BSX) 0.6 $5.9M 861k 6.91
General Motors Company (GM) 0.6 $5.8M 192k 30.36
Petroleo Brasileiro SA (PBR) 0.5 $5.6M 165k 33.86
Technology SPDR (XLK) 0.5 $5.2M 204k 25.70
United States Steel Corporation (X) 0.5 $5.2M 113k 46.04
Kraft Foods 0.5 $5.1M 145k 35.23
Aetna 0.5 $5.0M 113k 44.09
Broadcom Corporation 0.5 $4.7M 140k 33.64
Merck & Co (MRK) 0.4 $4.6M 131k 35.29
CenturyLink 0.4 $4.2M 105k 40.43
Google 0.4 $4.1M 8.1k 506.42
Nokia Corporation (NOK) 0.4 $4.0M 616k 6.42
Medtronic 0.4 $3.8M 100k 38.53
AMR Corporation 0.4 $3.7M 694k 5.40
Consumer Discretionary SPDR (XLY) 0.3 $3.7M 91k 40.21
Gilead Sciences (GILD) 0.3 $3.4M 83k 41.41
Hartford Financial Services (HIG) 0.3 $3.2M 120k 26.37
Motorola Solutions (MSI) 0.3 $3.2M 69k 46.04
Baxter International (BAX) 0.3 $3.0M 50k 59.70
Covidien 0.3 $2.8M 53k 53.23
Juniper Networks (JNPR) 0.3 $2.7M 85k 31.49
Entropic Communications 0.3 $2.7M 306k 8.89
Ens 0.2 $2.6M 48k 53.29
SYSCO Corporation (SYY) 0.2 $2.6M 84k 31.18
Citi 0.2 $2.5M 60k 41.63
Xilinx 0.2 $2.4M 65k 36.48
Insulet Corporation (PODD) 0.2 $2.4M 107k 22.17
Mosaic (MOS) 0.2 $2.4M 35k 67.74
Allegheny Technologies Incorporated (ATI) 0.2 $2.2M 35k 63.46
NetApp (NTAP) 0.1 $1.6M 30k 52.77
AES Corporation (AES) 0.1 $1.5M 115k 12.74
General Mills (GIS) 0.1 $1.5M 40k 37.22
Motorola Mobility Holdings 0.1 $1.3M 61k 22.05
Masco Corporation (MAS) 0.1 $1.2M 100k 12.03
Corning Incorporated (GLW) 0.1 $1.2M 64k 18.16
Mylan 0.1 $994k 40k 24.67
Arch Coal 0.1 $800k 30k 26.67
NeurogesX 0.1 $803k 459k 1.75
CONSOL Energy 0.1 $533k 11k 48.45
Visteon Corporation (VC) 0.0 $205k 3.0k 68.33
Alexza Pharmaceuticals 0.0 $126k 69k 1.82
Amicus Therapeutics (FOLD) 0.0 $132k 22k 5.96
IntercontinentalEx.. 0.0 $5.6k 47k 0.12
Cyclacel Pharmaceuticals 0.0 $44k 32k 1.37