DuPont Capital Management Corporation

Dupont Capital Management as of Dec. 31, 2013

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 597 positions in its portfolio as reported in the December 2013 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 $648M 10M 64.97
iShares MSCI Emerging Markets Indx (EEM) 6.0 $344M 8.2M 41.77
Ternium (TX) 4.7 $270M 8.6M 31.30
Pos (PKX) 3.2 $185M 2.4M 78.00
iShares MSCI EAFE Index Fund (EFA) 2.4 $139M 2.1M 67.06
Exxon Mobil Corporation (XOM) 2.3 $134M 1.3M 101.20
Pfizer (PFE) 1.7 $98M 3.2M 30.63
Merck & Co (MRK) 1.5 $86M 1.7M 50.05
Apple (AAPL) 1.4 $83M 148k 561.11
Bancolombia (CIB) 1.2 $70M 1.4M 49.02
Oracle Corporation (ORCL) 1.2 $70M 1.8M 38.26
Compania de Minas Buenaventura SA (BVN) 1.2 $69M 6.1M 11.22
AngloGold Ashanti 1.1 $63M 5.4M 11.72
America Movil Sab De Cv spon adr l 1.1 $62M 2.6M 23.37
Procter & Gamble Company (PG) 1.1 $62M 763k 81.41
Schlumberger (SLB) 1.1 $61M 676k 90.11
Microsoft Corporation (MSFT) 1.0 $58M 1.5M 37.43
JPMorgan Chase & Co. (JPM) 0.8 $49M 829k 58.48
McDonald's Corporation (MCD) 0.8 $47M 481k 97.03
Coca-Cola Company (KO) 0.8 $45M 1.1M 41.31
Citigroup (C) 0.8 $45M 871k 52.11
Cisco Systems (CSCO) 0.8 $43M 1.9M 22.45
Copa Holdings Sa-class A (CPA) 0.7 $39M 242k 160.11
Occidental Petroleum Corporation (OXY) 0.7 $38M 398k 95.10
Celgene Corporation 0.6 $35M 209k 168.96
U.S. Bancorp (USB) 0.6 $34M 836k 40.40
Medtronic 0.6 $34M 590k 57.39
Walt Disney Company (DIS) 0.6 $33M 433k 76.40
General Electric Company 0.6 $32M 1.1M 28.03
Philip Morris International (PM) 0.6 $31M 360k 87.13
Newell Rubbermaid (NWL) 0.5 $31M 958k 32.41
PNC Financial Services (PNC) 0.5 $30M 390k 77.58
Baker Hughes Incorporated 0.5 $31M 552k 55.26
Bank of America Corporation (BAC) 0.5 $30M 1.9M 15.57
National-Oilwell Var 0.5 $30M 371k 79.53
Expedia (EXPE) 0.5 $29M 411k 69.66
Target Corporation (TGT) 0.5 $28M 447k 63.27
Delta Air Lines (DAL) 0.5 $28M 1.0M 27.47
Johnson & Johnson (JNJ) 0.5 $27M 291k 91.59
Capital One Financial (COF) 0.5 $27M 346k 76.61
American International (AIG) 0.5 $26M 516k 51.05
Express Scripts Holding 0.5 $27M 377k 70.24
Cenovus Energy (CVE) 0.5 $26M 896k 28.65
Hewlett-Packard Company 0.4 $25M 897k 27.98
Macy's (M) 0.4 $25M 475k 53.40
General Dynamics Corporation (GD) 0.4 $25M 265k 95.55
MetLife (MET) 0.4 $25M 466k 53.92
Via 0.4 $24M 275k 87.34
Ball Corporation (BALL) 0.4 $24M 465k 51.66
Western Digital (WDC) 0.4 $23M 270k 83.90
Coach 0.4 $21M 374k 56.13
Kraft Foods 0.4 $21M 390k 53.92
Joy Global 0.4 $21M 351k 58.49
CBS Corporation 0.3 $20M 318k 63.74
Google 0.3 $20M 18k 1120.74
Mosaic (MOS) 0.3 $20M 429k 47.27
Apache Corporation 0.3 $19M 226k 85.94
Kennametal (KMT) 0.3 $19M 355k 52.07
Bank of New York Mellon Corporation (BK) 0.3 $18M 506k 34.94
AFLAC Incorporated (AFL) 0.3 $18M 263k 66.80
Huntington Ingalls Inds (HII) 0.3 $18M 197k 90.01
NRG Energy (NRG) 0.3 $17M 607k 28.72
Allergan 0.3 $17M 155k 111.08
Clorox Company (CLX) 0.3 $17M 183k 92.76
Raytheon Company 0.3 $17M 183k 90.70
Navistar International Corporation 0.3 $17M 431k 38.19
Time Warner Cable 0.3 $16M 119k 135.50
Humana (HUM) 0.3 $16M 157k 103.22
Ultra Petroleum 0.3 $15M 714k 21.65
Gannett 0.3 $15M 520k 29.58
Textron (TXT) 0.3 $15M 415k 36.76
Teck Resources Ltd cl b (TECK) 0.3 $16M 594k 26.01
Becton, Dickinson and (BDX) 0.3 $15M 135k 110.49
Freeport-McMoRan Copper & Gold (FCX) 0.3 $15M 398k 37.74
Chevron Corporation (CVX) 0.2 $15M 116k 124.91
Pepsi (PEP) 0.2 $15M 175k 82.94
Level 3 Communications 0.2 $14M 429k 33.17
Annaly Capital Management 0.2 $14M 1.4M 9.97
HSN 0.2 $14M 223k 62.30
Spdr S&p 500 Etf (SPY) 0.2 $13M 73k 184.67
Verisign (VRSN) 0.2 $13M 219k 59.78
International Paper Company (IP) 0.2 $13M 266k 49.03
Public Service Enterprise (PEG) 0.2 $13M 411k 32.04
Wyndham Worldwide Corporation 0.2 $13M 182k 73.69
Wells Fargo & Company (WFC) 0.2 $13M 275k 45.40
Energizer Holdings 0.2 $13M 116k 108.24
Jones Lang LaSalle Incorporated (JLL) 0.2 $12M 122k 102.39
Lam Research Corporation (LRCX) 0.2 $13M 230k 54.45
General Motors Company (GM) 0.2 $13M 305k 40.87
Emerson Electric (EMR) 0.2 $12M 175k 70.18
CVS Caremark Corporation (CVS) 0.2 $12M 170k 71.57
CF Industries Holdings (CF) 0.2 $12M 53k 233.05
Avon Products 0.2 $11M 660k 17.22
Molson Coors Brewing Company (TAP) 0.2 $12M 205k 56.15
Foot Locker (FL) 0.2 $11M 271k 41.44
EnerSys (ENS) 0.2 $12M 165k 70.09
Reliance Steel & Aluminum (RS) 0.2 $12M 151k 75.84
United Therapeutics Corporation (UTHR) 0.2 $12M 102k 113.08
Estee Lauder Companies (EL) 0.2 $11M 148k 75.32
Delphi Automotive 0.2 $11M 177k 60.13
Directv 0.2 $11M 156k 69.09
IAC/InterActive 0.2 $10M 152k 68.69
AES Corporation (AES) 0.2 $10M 691k 14.51
WellPoint 0.2 $11M 114k 92.39
Avnet (AVT) 0.2 $9.8M 223k 44.11
Murphy Oil Corporation (MUR) 0.2 $9.8M 151k 64.88
Marriott Vacations Wrldwde Cp (VAC) 0.2 $9.5M 180k 52.76
Eastman Chemical Company (EMN) 0.2 $9.0M 111k 80.70
Mentor Graphics Corporation 0.2 $9.1M 377k 24.07
Ford Motor Company (F) 0.2 $8.9M 578k 15.43
Oshkosh Corporation (OSK) 0.2 $9.0M 179k 50.38
Assurant (AIZ) 0.1 $8.3M 126k 66.37
Intel Corporation (INTC) 0.1 $8.9M 341k 25.96
Tyson Foods (TSN) 0.1 $8.7M 261k 33.46
Ca 0.1 $8.4M 251k 33.65
Avis Budget (CAR) 0.1 $8.4M 207k 40.42
Webster Financial Corporation (WBS) 0.1 $8.9M 285k 31.18
URS Corporation 0.1 $8.5M 161k 52.99
Wal-Mart Stores (WMT) 0.1 $8.0M 102k 78.69
Universal Health Services (UHS) 0.1 $8.1M 100k 81.26
Kroger (KR) 0.1 $7.9M 201k 39.53
Agilent Technologies Inc C ommon (A) 0.1 $8.1M 142k 57.19
Dillard's (DDS) 0.1 $8.3M 85k 97.21
Fifth Third Ban (FITB) 0.1 $8.2M 392k 21.03
Iconix Brand 0.1 $8.0M 201k 39.70
UGI Corporation (UGI) 0.1 $7.9M 191k 41.46
iShares MSCI South Korea Index Fund (EWY) 0.1 $8.0M 124k 64.67
Outerwall 0.1 $8.2M 122k 67.27
Comcast Corporation (CMCSA) 0.1 $7.6M 147k 51.97
Pulte (PHM) 0.1 $7.4M 365k 20.37
Northrop Grumman Corporation (NOC) 0.1 $7.6M 66k 114.61
AGCO Corporation (AGCO) 0.1 $7.6M 129k 59.19
International Business Machines (IBM) 0.1 $7.5M 40k 187.56
Generac Holdings (GNRC) 0.1 $7.2M 127k 56.64
U.s. Concrete Inc Cmn 0.1 $7.5M 332k 22.63
Cbre Group Inc Cl A (CBRE) 0.1 $7.6M 291k 26.30
Home Depot (HD) 0.1 $6.8M 83k 82.35
Harris Corporation 0.1 $7.0M 101k 69.81
ConocoPhillips (COP) 0.1 $6.8M 97k 70.64
Dr Pepper Snapple 0.1 $6.7M 137k 48.72
L-3 Communications Holdings 0.1 $6.9M 64k 106.85
St. Jude Medical 0.1 $6.9M 111k 61.95
Technology SPDR (XLK) 0.1 $6.8M 192k 35.74
AECOM Technology Corporation (ACM) 0.1 $7.0M 239k 29.43
Industries N shs - a - (LYB) 0.1 $7.0M 87k 80.28
Mrc Global Inc cmn (MRC) 0.1 $7.1M 220k 32.26
Usec Inc note 3.000%10/0 0.1 $6.1M 19M 0.33
Lear Corporation (LEA) 0.1 $6.5M 80k 80.97
Affiliated Managers (AMG) 0.1 $6.4M 30k 216.89
Verizon Communications (VZ) 0.1 $6.1M 123k 49.14
Apollo 0.1 $6.3M 231k 27.32
Qualcomm (QCOM) 0.1 $6.6M 88k 74.25
CNA Financial Corporation (CNA) 0.1 $6.2M 145k 42.89
Alliant Techsystems 0.1 $6.1M 51k 121.68
KLA-Tencor Corporation (KLAC) 0.1 $6.4M 99k 64.46
Wabtec Corporation (WAB) 0.1 $6.2M 84k 74.27
Dana Holding Corporation (DAN) 0.1 $6.5M 331k 19.62
Jazz Pharmaceuticals (JAZZ) 0.1 $6.5M 52k 126.57
Dynegy 0.1 $6.5M 302k 21.52
Caterpillar (CAT) 0.1 $5.5M 60k 90.81
FedEx Corporation (FDX) 0.1 $5.9M 41k 143.77
Archer Daniels Midland Company (ADM) 0.1 $5.6M 129k 43.40
Boeing Company (BA) 0.1 $5.6M 41k 136.50
Dow Chemical Company 0.1 $5.8M 131k 44.40
Cabot Corporation (CBT) 0.1 $5.5M 106k 51.40
Endo Pharmaceuticals 0.1 $5.7M 85k 67.46
Synopsys (SNPS) 0.1 $5.8M 143k 40.57
Valero Energy Corporation (VLO) 0.1 $6.0M 119k 50.40
Helmerich & Payne (HP) 0.1 $5.5M 65k 84.08
McKesson Corporation (MCK) 0.1 $5.6M 35k 161.39
Arrow Electronics (ARW) 0.1 $5.5M 102k 54.25
Entergy Corporation (ETR) 0.1 $5.7M 91k 63.27
Owens-Illinois 0.1 $5.9M 165k 35.78
Alaska Air (ALK) 0.1 $5.8M 80k 73.37
Amer (UHAL) 0.1 $6.0M 25k 237.83
Southwest Airlines (LUV) 0.1 $6.0M 316k 18.84
Skyworks Solutions (SWKS) 0.1 $5.5M 193k 28.56
Validus Holdings 0.1 $5.5M 137k 40.29
Hollyfrontier Corp 0.1 $5.7M 114k 49.69
USD.01 Mannkind Corp sr unsecured 0.1 $6.0M 5.7M 1.05
Starz - Liberty Capital 0.1 $5.5M 188k 29.24
Goldman Sachs (GS) 0.1 $5.4M 30k 177.27
MasterCard Incorporated (MA) 0.1 $5.3M 6.3k 835.52
PennyMac Mortgage Investment Trust (PMT) 0.1 $5.1M 223k 22.96
Norfolk Southern (NSC) 0.1 $5.0M 54k 92.83
At&t (T) 0.1 $5.2M 148k 35.16
Waddell & Reed Financial 0.1 $5.1M 78k 65.12
Lowe's Companies (LOW) 0.1 $4.9M 99k 49.55
Dover Corporation (DOV) 0.1 $5.1M 53k 96.54
Umpqua Holdings Corporation 0.1 $5.2M 272k 19.14
Rock-Tenn Company 0.1 $5.2M 50k 105.02
Steel Dynamics (STLD) 0.1 $5.2M 264k 19.54
Jabil Circuit (JBL) 0.1 $5.0M 288k 17.44
Trinity Industries (TRN) 0.1 $5.1M 93k 54.52
Valmont Industries (VMI) 0.1 $5.2M 35k 149.11
Pinnacle West Capital Corporation (PNW) 0.1 $5.3M 101k 52.92
iShares Dow Jones US Real Estate (IYR) 0.1 $5.0M 79k 63.09
Coca-cola Enterprises 0.1 $5.3M 120k 44.13
Chubb Corporation 0.1 $4.6M 48k 96.62
PPG Industries (PPG) 0.1 $4.4M 23k 189.64
Travelers Companies (TRV) 0.1 $4.6M 51k 90.53
Omnicare 0.1 $4.7M 79k 60.36
Xerox Corporation 0.1 $4.6M 377k 12.17
East West Ban (EWBC) 0.1 $4.7M 136k 34.97
Tesoro Corporation 0.1 $4.8M 82k 58.50
Lorillard 0.1 $4.6M 91k 50.68
Marvell Technology Group 0.1 $4.4M 307k 14.38
Community Health Systems (CYH) 0.1 $4.6M 117k 39.27
Atmos Energy Corporation (ATO) 0.1 $4.7M 104k 45.42
Omega Healthcare Investors (OHI) 0.1 $4.3M 145k 29.80
Jarden Corporation 0.1 $4.6M 75k 61.35
Extra Space Storage (EXR) 0.1 $4.6M 109k 42.13
Albemarle Corporation (ALB) 0.1 $4.5M 71k 63.39
Triumph (TGI) 0.1 $4.9M 64k 76.07
Alexandria Real Estate Equities (ARE) 0.1 $4.7M 73k 63.62
Prospect Capital Corporation (PSEC) 0.1 $4.8M 426k 11.22
Nabors Industries 0.1 $4.3M 255k 16.99
Oasis Petroleum 0.1 $4.8M 102k 46.97
General Mtrs Co *w exp 07/10/201 0.1 $4.8M 154k 31.16
J Global (ZD) 0.1 $4.8M 97k 50.01
Adt 0.1 $4.3M 107k 40.47
Discover Financial Services (DFS) 0.1 $4.2M 75k 55.95
Ameriprise Financial (AMP) 0.1 $3.8M 33k 115.06
CSX Corporation (CSX) 0.1 $4.0M 139k 28.77
Cardinal Health (CAH) 0.1 $4.0M 60k 66.82
Cracker Barrel Old Country Store (CBRL) 0.1 $3.9M 36k 110.06
Fidelity National Financial 0.1 $4.0M 122k 32.45
Boston Scientific Corporation (BSX) 0.1 $4.1M 341k 12.02
C.R. Bard 0.1 $4.0M 30k 133.95
Unum (UNM) 0.1 $4.1M 116k 35.08
Cadence Design Systems (CDNS) 0.1 $4.1M 291k 14.02
Anadarko Petroleum Corporation 0.1 $3.9M 49k 79.32
John Wiley & Sons (WLY) 0.1 $4.0M 73k 55.20
ConAgra Foods (CAG) 0.1 $4.0M 119k 33.70
Broadcom Corporation 0.1 $4.1M 139k 29.65
Herbalife Ltd Com Stk (HLF) 0.1 $3.8M 49k 78.70
Prosperity Bancshares (PB) 0.1 $4.1M 64k 63.39
Questcor Pharmaceuticals 0.1 $4.2M 78k 54.45
FirstMerit Corporation 0.1 $3.8M 172k 22.23
Simon Property (SPG) 0.1 $3.8M 25k 152.17
Express 0.1 $3.9M 211k 18.67
General Mtrs Co *w exp 07/10/201 0.1 $4.0M 175k 23.13
Ensco Plc Shs Class A 0.1 $4.0M 69k 57.18
Third Point Reinsurance 0.1 $4.2M 226k 18.53
Abbott Laboratories (ABT) 0.1 $3.3M 87k 38.33
Lincoln Electric Holdings (LECO) 0.1 $3.3M 46k 71.35
Union Pacific Corporation (UNP) 0.1 $3.6M 21k 168.01
Las Vegas Sands (LVS) 0.1 $3.5M 44k 78.86
Everest Re Group (EG) 0.1 $3.5M 22k 155.85
Mylan 0.1 $3.2M 75k 43.40
Allstate Corporation (ALL) 0.1 $3.7M 67k 54.55
General Mills (GIS) 0.1 $3.6M 71k 49.91
Alliance Data Systems Corporation (BFH) 0.1 $3.2M 12k 262.95
Calpine Corporation 0.1 $3.5M 181k 19.51
Huntsman Corporation (HUN) 0.1 $3.7M 150k 24.60
Cimarex Energy 0.1 $3.6M 35k 104.92
World Fuel Services Corporation (WKC) 0.1 $3.4M 79k 43.17
Mednax (MD) 0.1 $3.6M 68k 53.38
Unit Corporation 0.1 $3.6M 69k 51.62
Consumer Discretionary SPDR (XLY) 0.1 $3.4M 51k 66.84
Verint Systems (VRNT) 0.1 $3.2M 75k 42.94
Rlj Lodging Trust (RLJ) 0.1 $3.4M 142k 24.32
Ingredion Incorporated (INGR) 0.1 $3.4M 49k 68.46
Corning Incorporated (GLW) 0.1 $2.7M 153k 17.82
ResMed (RMD) 0.1 $2.9M 62k 47.09
Sealed Air (SEE) 0.1 $3.0M 89k 34.05
Snap-on Incorporated (SNA) 0.1 $3.1M 28k 109.52
Hanesbrands (HBI) 0.1 $3.1M 44k 70.26
Amgen (AMGN) 0.1 $3.1M 27k 114.16
Aol 0.1 $2.7M 57k 46.61
Halliburton Company (HAL) 0.1 $2.8M 56k 50.75
Nike (NKE) 0.1 $3.0M 38k 78.65
Exelon Corporation (EXC) 0.1 $3.0M 109k 27.39
Staples 0.1 $2.9M 181k 15.89
Deluxe Corporation (DLX) 0.1 $2.8M 54k 52.19
Marathon Oil Corporation (MRO) 0.1 $3.1M 87k 35.30
Rite Aid Corporation 0.1 $2.6M 520k 5.06
Cliffs Natural Resources 0.1 $2.9M 109k 26.21
Post Properties 0.1 $3.0M 67k 45.23
Advanced Semiconductor Engineering 0.1 $2.8M 576k 4.80
TiVo 0.1 $2.8M 212k 13.12
Teradyne (TER) 0.1 $3.0M 173k 17.62
CoreLogic 0.1 $2.6M 74k 35.53
M.D.C. Holdings (MDC) 0.1 $3.1M 97k 32.24
Avago Technologies 0.1 $2.7M 51k 52.89
Pebblebrook Hotel Trust (PEB) 0.1 $3.0M 97k 30.76
Chesapeake Lodging Trust sh ben int 0.1 $3.0M 118k 25.29
Exelis 0.1 $2.6M 136k 19.06
SELECT INCOME REIT COM SH BEN int 0.1 $2.7M 100k 26.74
Fossil (FOSL) 0.1 $2.6M 22k 119.92
Time Warner 0.0 $2.1M 31k 69.72
China Mobile 0.0 $2.1M 40k 52.28
Renaissance Re Holdings Ltd Cmn (RNR) 0.0 $2.2M 23k 97.35
Starwood Property Trust (STWD) 0.0 $2.4M 86k 27.70
Fidelity National Information Services (FIS) 0.0 $2.4M 45k 53.69
Nasdaq Omx (NDAQ) 0.0 $2.5M 63k 39.79
Con-way 0.0 $2.4M 59k 39.71
Kimberly-Clark Corporation (KMB) 0.0 $2.5M 24k 104.45
LKQ Corporation (LKQ) 0.0 $2.3M 70k 32.90
Public Storage (PSA) 0.0 $2.1M 14k 150.52
Best Buy (BBY) 0.0 $2.1M 54k 39.88
Steris Corporation 0.0 $2.0M 42k 48.05
Entegris (ENTG) 0.0 $2.5M 216k 11.60
Nokia Corporation (NOK) 0.0 $2.2M 274k 8.11
Tetra Tech (TTEK) 0.0 $2.3M 81k 27.98
Pier 1 Imports 0.0 $2.1M 91k 23.08
Goodyear Tire & Rubber Company (GT) 0.0 $2.4M 101k 23.85
Colgate-Palmolive Company (CL) 0.0 $2.5M 39k 65.22
Domtar Corp 0.0 $2.3M 25k 94.33
Liberty Media 0.0 $2.4M 80k 29.35
Nextera Energy (NEE) 0.0 $2.5M 29k 85.62
Stryker Corporation (SYK) 0.0 $2.4M 32k 75.13
UnitedHealth (UNH) 0.0 $2.4M 32k 75.29
Vodafone 0.0 $2.3M 60k 39.31
Walgreen Company 0.0 $2.2M 39k 57.44
Gap (GPS) 0.0 $2.3M 60k 39.08
Alleghany Corporation 0.0 $2.1M 5.3k 399.92
Southern Company (SO) 0.0 $2.2M 53k 41.11
Cintas Corporation (CTAS) 0.0 $2.4M 41k 59.60
PPL Corporation (PPL) 0.0 $2.2M 73k 30.08
Aaron's 0.0 $2.4M 81k 29.40
Hawaiian Holdings (HA) 0.0 $2.4M 247k 9.63
SBA Communications Corporation 0.0 $2.1M 23k 89.85
Kelly Services (KELYA) 0.0 $2.1M 83k 24.94
Wabash National Corporation (WNC) 0.0 $2.2M 176k 12.35
Andersons (ANDE) 0.0 $2.6M 29k 89.19
Littelfuse (LFUS) 0.0 $2.5M 27k 92.93
Neenah Paper 0.0 $2.0M 47k 42.77
Cyberonics 0.0 $2.4M 37k 65.52
Delek US Holdings 0.0 $2.1M 60k 34.41
GameStop (GME) 0.0 $2.0M 41k 49.27
Hill-Rom Holdings 0.0 $2.3M 57k 41.35
Northern Oil & Gas 0.0 $2.0M 136k 15.07
Rosetta Resources 0.0 $2.2M 46k 48.05
Stone Energy Corporation 0.0 $2.2M 63k 34.59
Washington Federal (WAFD) 0.0 $2.5M 107k 23.29
Corrections Corporation of America 0.0 $2.4M 74k 32.07
SYNNEX Corporation (SNX) 0.0 $2.3M 34k 67.39
WGL Holdings 0.0 $2.3M 57k 40.06
CommVault Systems (CVLT) 0.0 $2.3M 31k 74.89
Greenbrier Companies (GBX) 0.0 $2.4M 74k 32.83
Anika Therapeutics (ANIK) 0.0 $2.4M 64k 38.17
Apollo Commercial Real Est. Finance (ARI) 0.0 $2.2M 133k 16.25
Macerich Company (MAC) 0.0 $2.1M 36k 58.88
Kimco Realty Corporation (KIM) 0.0 $2.5M 127k 19.75
iShares MSCI Taiwan Index 0.0 $2.3M 160k 14.42
Retail Opportunity Investments (ROIC) 0.0 $2.4M 160k 14.72
Government Properties Income Trust 0.0 $2.4M 96k 24.85
Walker & Dunlop (WD) 0.0 $2.1M 128k 16.17
Bpz Resources Inc bond 0.0 $2.3M 2.5M 0.90
Hca Holdings (HCA) 0.0 $2.0M 42k 47.72
Duke Energy (DUK) 0.0 $2.5M 36k 69.01
Epr Properties (EPR) 0.0 $2.3M 46k 49.16
Allegion Plc equity (ALLE) 0.0 $2.2M 50k 44.20
E TRADE Financial Corporation 0.0 $1.7M 86k 19.64
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $1.8M 2.0M 0.92
Northeast Utilities System 0.0 $1.9M 44k 42.39
Leucadia National 0.0 $1.4M 51k 28.35
Ace Limited Cmn 0.0 $1.6M 15k 103.51
Berkshire Hathaway (BRK.B) 0.0 $1.4M 12k 118.59
Tractor Supply Company (TSCO) 0.0 $1.5M 19k 77.61
Crocs (CROX) 0.0 $1.7M 109k 15.92
Eli Lilly & Co. (LLY) 0.0 $1.6M 32k 51.00
Dominion Resources (D) 0.0 $2.0M 31k 64.68
Ryland 0.0 $1.8M 42k 43.41
Bristol Myers Squibb (BMY) 0.0 $1.6M 31k 53.16
Cummins (CMI) 0.0 $1.4M 10k 140.94
Avista Corporation (AVA) 0.0 $1.6M 58k 28.18
Comerica Incorporated (CMA) 0.0 $1.7M 36k 47.54
Fresh Del Monte Produce (FDP) 0.0 $1.7M 62k 28.30
PAREXEL International Corporation 0.0 $1.9M 41k 45.18
CareFusion Corporation 0.0 $1.9M 49k 39.81
Praxair 0.0 $1.5M 12k 129.99
Symantec Corporation 0.0 $1.5M 63k 23.58
American Electric Power Company (AEP) 0.0 $1.7M 37k 46.73
Shinhan Financial (SHG) 0.0 $1.9M 41k 45.70
Biogen Idec (BIIB) 0.0 $1.8M 6.3k 279.71
Gilead Sciences (GILD) 0.0 $2.0M 26k 75.13
PG&E Corporation (PCG) 0.0 $1.5M 37k 40.28
Starbucks Corporation (SBUX) 0.0 $1.6M 20k 78.37
SL Green Realty 0.0 $1.6M 18k 92.39
Hospitality Properties Trust 0.0 $1.7M 62k 27.03
Montpelier Re Holdings/mrh 0.0 $1.6M 54k 29.10
Sempra Energy (SRE) 0.0 $1.7M 19k 89.78
Tibco Software 0.0 $1.7M 77k 22.48
PICO Holdings 0.0 $1.5M 64k 23.11
Sinclair Broadcast 0.0 $1.7M 48k 35.73
Magellan Health Services 0.0 $1.5M 25k 59.91
Louisiana-Pacific Corporation (LPX) 0.0 $2.0M 107k 18.51
Mead Johnson Nutrition 0.0 $1.8M 22k 83.76
Edison International (EIX) 0.0 $2.0M 43k 46.29
Insight Enterprises (NSIT) 0.0 $2.0M 88k 22.71
Kindred Healthcare 0.0 $1.6M 81k 19.74
Kulicke and Soffa Industries (KLIC) 0.0 $1.4M 108k 13.30
Newpark Resources (NR) 0.0 $1.4M 118k 12.29
Haverty Furniture Companies (HVT) 0.0 $1.7M 55k 31.29
Medicines Company 0.0 $1.7M 43k 38.63
Perficient (PRFT) 0.0 $1.6M 70k 23.43
Western Refining 0.0 $1.7M 40k 42.42
Celadon (CGIP) 0.0 $1.7M 89k 19.49
Columbus McKinnon (CMCO) 0.0 $1.5M 55k 27.13
Cirrus Logic (CRUS) 0.0 $1.6M 79k 20.43
Emergent BioSolutions (EBS) 0.0 $1.5M 63k 22.99
Greatbatch 0.0 $1.7M 39k 44.24
Plexus (PLXS) 0.0 $1.6M 36k 43.28
Raymond James Financial (RJF) 0.0 $2.0M 37k 52.20
Wintrust Financial Corporation (WTFC) 0.0 $1.6M 34k 46.11
Myriad Genetics (MYGN) 0.0 $2.0M 95k 20.98
OmniVision Technologies 0.0 $1.7M 98k 17.20
Unilever (UL) 0.0 $1.8M 43k 41.20
Worthington Industries (WOR) 0.0 $1.7M 39k 42.08
Ormat Technologies (ORA) 0.0 $1.9M 68k 27.21
Rockwell Automation (ROK) 0.0 $1.7M 14k 118.14
Susquehanna Bancshares 0.0 $1.6M 124k 12.84
Acorda Therapeutics 0.0 $1.6M 56k 29.20
NetGear (NTGR) 0.0 $1.5M 46k 32.93
Healthsouth 0.0 $1.8M 53k 33.32
CBL & Associates Properties 0.0 $1.9M 104k 17.96
Xl Group 0.0 $1.9M 59k 31.85
iShares MSCI Poland Investable ETF (EPOL) 0.0 $1.9M 63k 29.68
Te Connectivity Ltd for (TEL) 0.0 $1.5M 28k 55.11
Ann 0.0 $1.5M 41k 36.55
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.8M 2.0M 0.90
Spirit Airlines (SAVE) 0.0 $1.4M 32k 45.40
Marathon Petroleum Corp (MPC) 0.0 $1.6M 17k 91.74
Sagent Pharmaceuticals 0.0 $2.0M 78k 25.38
C&j Energy Services 0.0 $1.8M 76k 23.10
Tower Group Inc conv 0.0 $1.7M 2.0M 0.85
Bbcn Ban 0.0 $1.5M 91k 16.59
United Fire & Casualty (UFCS) 0.0 $1.5M 53k 28.66
Nationstar Mortgage 0.0 $1.5M 41k 36.95
Blucora 0.0 $1.6M 56k 29.16
Geospace Technologies (GEOS) 0.0 $1.8M 20k 94.84
Hyster Yale Materials Handling (HY) 0.0 $1.7M 18k 93.18
Altisource Residential Corp cl b 0.0 $1.6M 53k 30.11
Axiall 0.0 $1.9M 40k 47.44
Hci (HCI) 0.0 $1.8M 34k 53.50
Actavis 0.0 $1.7M 9.9k 168.05
Stewart Information Services Corporation (STC) 0.0 $1.4M 44k 32.28
MB Financial 0.0 $1.4M 43k 32.08
Western Union Company (WU) 0.0 $949k 55k 17.25
Lincoln National Corporation (LNC) 0.0 $1.1M 20k 51.62
Legg Mason 0.0 $886k 20k 43.48
Crown Castle International 0.0 $1.3M 18k 73.45
Incyte Corporation (INCY) 0.0 $998k 20k 50.65
Tree 0.0 $949k 29k 32.85
Advent Software 0.0 $860k 25k 34.99
Valspar Corporation 0.0 $1.2M 17k 71.27
Johnson Controls 0.0 $960k 19k 51.32
United Stationers 0.0 $1.4M 31k 45.87
Zale Corporation 0.0 $1.1M 71k 15.77
Plantronics 0.0 $1.4M 29k 46.44
Rockwell Collins 0.0 $864k 12k 73.88
CEC Entertainment 0.0 $1.4M 31k 44.29
Alcoa 0.0 $1.1M 102k 10.63
CIGNA Corporation 0.0 $1.2M 13k 87.47
Deere & Company (DE) 0.0 $940k 10k 91.36
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $1.3M 105k 12.24
Fluor Corporation (FLR) 0.0 $973k 12k 80.27
Parker-Hannifin Corporation (PH) 0.0 $916k 7.1k 128.63
Linear Technology Corporation 0.0 $1.1M 25k 45.56
Henry Schein (HSIC) 0.0 $1.4M 12k 114.22
Sturm, Ruger & Company (RGR) 0.0 $1.3M 18k 73.11
Monarch Casino & Resort (MCRI) 0.0 $1.3M 65k 20.08
PDL BioPharma 0.0 $1.2M 138k 8.44
Applied Materials (AMAT) 0.0 $860k 49k 17.69
Chesapeake Energy Corporation 0.0 $1.0M 37k 27.14
Darling International (DAR) 0.0 $1.4M 65k 20.88
Seagate Technology Com Stk 0.0 $1.4M 26k 56.18
Select Comfort 0.0 $1.4M 66k 21.08
Tutor Perini Corporation (TPC) 0.0 $1.1M 40k 26.31
Ez (EZPW) 0.0 $959k 82k 11.69
PennantPark Investment (PNNT) 0.0 $1.3M 110k 11.60
Regal-beloit Corporation (RRX) 0.0 $873k 12k 73.70
DTE Energy Company (DTE) 0.0 $947k 14k 66.39
InterDigital (IDCC) 0.0 $1.4M 47k 29.49
Ingersoll-rand Co Ltd-cl A 0.0 $1.4M 23k 61.59
Manhattan Associates (MANH) 0.0 $1.3M 11k 117.52
MarketAxess Holdings (MKTX) 0.0 $1.4M 21k 66.85
Parker Drilling Company 0.0 $1.1M 134k 8.13
Qiagen 0.0 $1.4M 57k 23.82
SPX Corporation 0.0 $991k 9.9k 99.63
Cubist Pharmaceuticals 0.0 $1.3M 19k 68.89
Cepheid 0.0 $1.4M 30k 46.72
ISIS Pharmaceuticals 0.0 $1.1M 28k 39.84
SanDisk Corporation 0.0 $1.1M 15k 70.54
Chemical Financial Corporation 0.0 $1.3M 42k 31.66
CONMED Corporation (CNMD) 0.0 $1.1M 25k 42.51
F5 Networks (FFIV) 0.0 $1.2M 13k 90.86
Tech Data Corporation 0.0 $1.4M 27k 51.60
Lattice Semiconductor (LSCC) 0.0 $1.4M 247k 5.51
Omega Protein Corporation 0.0 $1.0M 84k 12.30
Smith & Wesson Holding Corporation 0.0 $1.1M 85k 13.49
LTC Properties (LTC) 0.0 $1.1M 31k 35.38
NN (NNBR) 0.0 $1.4M 67k 20.19
CONSOLIDATED WATER CO Inc Com Stk (CWCO) 0.0 $1.2M 84k 14.09
Alnylam Pharmaceuticals (ALNY) 0.0 $913k 14k 64.35
CalAmp (CAMP) 0.0 $1.3M 46k 27.97
Kennedy-Wilson Holdings (KW) 0.0 $1.3M 57k 22.25
TESSCO Technologies 0.0 $1.2M 29k 40.32
Oneok (OKE) 0.0 $1.1M 17k 62.18
Vale 0.0 $1.2M 83k 14.01
Quality Distribution 0.0 $1.2M 96k 12.83
CAI International 0.0 $972k 41k 23.56
Embraer S A (ERJ) 0.0 $923k 29k 32.18
Ss&c Technologies Holding (SSNC) 0.0 $1.4M 32k 44.25
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $1.2M 1.2M 0.97
Fidelity Southern Corporation 0.0 $952k 57k 16.61
WisdomTree Investments (WT) 0.0 $1.3M 74k 17.71
PhotoMedex 0.0 $1.4M 108k 12.95
Rpx Corp 0.0 $1.3M 77k 16.90
Voxx International Corporation (VOXX) 0.0 $1.3M 77k 16.70
Homestreet (HMST) 0.0 $1.1M 53k 20.00
Epl Oil & Gas 0.0 $1.3M 46k 28.51
Abbvie (ABBV) 0.0 $1.4M 27k 52.81
Lin Media 0.0 $1.1M 37k 28.71
Melco Crown Entertainment (MLCO) 0.0 $631k 16k 39.24
Auxilium Pharmaceuticals 0.0 $823k 40k 20.74
FirstEnergy (FE) 0.0 $761k 23k 32.96
Bed Bath & Beyond 0.0 $596k 7.4k 80.31
Kohl's Corporation (KSS) 0.0 $723k 13k 56.77
Microchip Technology (MCHP) 0.0 $784k 18k 44.75
V.F. Corporation (VFC) 0.0 $661k 11k 62.33
Nordstrom (JWN) 0.0 $630k 10k 61.83
Morgan Stanley (MS) 0.0 $510k 16k 31.38
Equity Residential (EQR) 0.0 $370k 7.1k 51.88
Manitowoc Company 0.0 $689k 30k 23.31
Shoe Carnival (SCVL) 0.0 $755k 26k 29.02
Computer Sciences Corporation 0.0 $683k 12k 55.86
Marsh & McLennan Companies (MMC) 0.0 $453k 9.4k 48.38
Accenture (ACN) 0.0 $312k 3.8k 82.19
ITT Educational Services (ESINQ) 0.0 $832k 25k 33.59
WABCO Holdings 0.0 $726k 7.8k 93.42
PetroChina Company 0.0 $814k 7.4k 109.78
Fifth Street Finance 0.0 $564k 61k 9.24
Paccar (PCAR) 0.0 $481k 8.1k 59.12
Sohu 0.0 $483k 6.6k 72.93
Green Mountain Coffee Roasters 0.0 $728k 9.6k 75.61
ArcelorMittal 0.0 $539k 30k 17.83
Companhia Paranaense de Energia 0.0 $481k 37k 13.14
First Community Bancshares (FCBC) 0.0 $474k 28k 16.68
Forestar 0.0 $584k 28k 21.26
Lithia Motors (LAD) 0.0 $801k 12k 69.39
LaSalle Hotel Properties 0.0 $705k 23k 30.88
Alon USA Energy 0.0 $563k 34k 16.53
Neurocrine Biosciences (NBIX) 0.0 $694k 74k 9.33
Urban Outfitters (URBN) 0.0 $465k 13k 37.13
Westmoreland Coal Company 0.0 $775k 40k 19.28
Church & Dwight (CHD) 0.0 $844k 13k 66.28
Quality Systems 0.0 $478k 23k 21.06
Repligen Corporation (RGEN) 0.0 $614k 45k 13.63
TransDigm Group Incorporated (TDG) 0.0 $522k 3.2k 160.91
Analogic Corporation 0.0 $673k 7.6k 88.49
Anixter International 0.0 $719k 8.0k 89.88
Ducommun Incorporated (DCO) 0.0 $658k 22k 29.81
PC Connection (CNXN) 0.0 $764k 31k 24.86
Colony Financial 0.0 $324k 16k 20.28
Einstein Noah Restaurant 0.0 $686k 47k 14.49
TeleNav 0.0 $700k 106k 6.59
Ultra Clean Holdings (UCTT) 0.0 $513k 51k 10.04
Unisys Corporation (UIS) 0.0 $706k 21k 33.59
Celldex Therapeutics 0.0 $618k 26k 24.23
Quad/Graphics (QUAD) 0.0 $628k 23k 27.25
iShares MSCI Malaysia Index Fund 0.0 $654k 41k 15.82
Vanguard Emerging Markets ETF (VWO) 0.0 $782k 19k 41.16
Manitex International (MNTX) 0.0 $556k 35k 15.87
Simmons First National Corporation (SFNC) 0.0 $770k 21k 37.15
Compucredit Hldgs Corp note 5.875%11/3 0.0 $800k 2.0M 0.40
FutureFuel (FF) 0.0 $491k 31k 15.79
ChipMOS Technology Bermuda 0.0 $822k 43k 19.24
Pvh Corporation (PVH) 0.0 $599k 4.4k 135.92
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $540k 500k 1.08
Zillow 0.0 $399k 4.9k 81.63
Clovis Oncology 0.0 $348k 5.8k 60.28
Manning & Napier Inc cl a 0.0 $829k 47k 17.66
Avg Technologies 0.0 $850k 49k 17.21
Thompson Creek Metal unit 99/99/9999 0.0 $525k 40k 13.03
Insys Therapeutics 0.0 $698k 18k 38.73
Global Brass & Coppr Hldgs I 0.0 $807k 49k 16.55
Baxter International (BAX) 0.0 $199k 2.9k 69.70
Prudential Financial (PRU) 0.0 $109k 1.2k 92.29
Zimmer Holdings (ZBH) 0.0 $246k 2.6k 93.18
Oceaneering International (OII) 0.0 $110k 1.4k 78.85
First Defiance Financial 0.0 $120k 4.6k 25.87
iShares MSCI Brazil Index (EWZ) 0.0 $174k 3.9k 44.70
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $258k 5.4k 47.49
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $262k 12k 22.81
Cooper Standard Holdings (CPS) 0.0 $111k 2.3k 49.14
Covidien 0.0 $173k 2.5k 67.95
Aon 0.0 $143k 1.7k 83.97
Supernus Pharmaceuticals (SUPN) 0.0 $1.0k 100.00 10.00
Tetraphase Pharmaceuticals 0.0 $269k 20k 13.51
Epizyme 0.0 $255k 12k 20.84
Intercontinental Exchange (ICE) 0.0 $141k 625.00 225.60
Eastman Kodak Co *w exp 09/03/201 0.0 $42k 2.2k 19.02
Eastman Kodak Co *w exp 09/03/201 0.0 $39k 2.2k 17.66
Eastman Kodak (KODK) 0.0 $221k 6.4k 34.53