DuPont Capital Management Corporation

Dupont Capital Management as of June 30, 2014

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 638 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 10.7 $653M 10M 65.44
iShares MSCI Emerging Markets Indx (EEM) 6.1 $372M 8.6M 43.23
iShares MSCI EAFE Index Fund (EFA) 5.3 $323M 4.7M 68.37
Ternium (TX) 4.2 $258M 9.2M 27.93
Pos (PKX) 2.6 $156M 2.1M 74.44
Taiwan Semiconductor Mfg (TSM) 1.9 $114M 5.3M 21.39
Compania de Minas Buenaventura SA (BVN) 1.9 $113M 9.6M 11.81
Apple (AAPL) 1.8 $107M 1.1M 92.93
AngloGold Ashanti 1.6 $101M 5.9M 17.21
Bancolombia (CIB) 1.5 $90M 1.6M 57.80
Merck & Co (MRK) 1.3 $80M 1.4M 57.85
Oracle Corporation (ORCL) 1.2 $71M 1.8M 40.53
Procter & Gamble Company (PG) 1.1 $68M 865k 78.59
Chevron Corporation (CVX) 0.9 $56M 429k 130.55
Exxon Mobil Corporation (XOM) 0.8 $52M 513k 100.68
Coca-Cola Company (KO) 0.8 $50M 1.2M 42.36
Pfizer (PFE) 0.8 $50M 1.7M 29.68
Schlumberger (SLB) 0.8 $49M 419k 117.95
Cisco Systems (CSCO) 0.8 $49M 2.0M 24.85
America Movil Sab De Cv spon adr l 0.8 $48M 2.3M 20.75
McDonald's Corporation (MCD) 0.8 $48M 479k 100.74
Microsoft Corporation (MSFT) 0.8 $48M 1.1M 41.70
Celgene Corporation 0.8 $46M 539k 85.88
JPMorgan Chase & Co. (JPM) 0.7 $43M 745k 57.62
Verizon Communications (VZ) 0.7 $43M 880k 48.93
Citigroup (C) 0.7 $41M 867k 47.10
Walt Disney Company (DIS) 0.6 $38M 441k 85.74
Occidental Petroleum Corporation (OXY) 0.6 $35M 340k 102.63
U.S. Bancorp (USB) 0.6 $34M 786k 43.32
Estee Lauder Companies (EL) 0.6 $34M 459k 74.26
National-Oilwell Var 0.6 $34M 410k 82.35
American Airls (AAL) 0.5 $32M 753k 42.96
Hewlett-Packard Company 0.5 $31M 917k 33.68
Capital One Financial (COF) 0.5 $29M 347k 82.60
American International (AIG) 0.5 $29M 521k 54.58
PNC Financial Services (PNC) 0.5 $28M 315k 89.05
Johnson & Johnson (JNJ) 0.5 $28M 269k 104.62
Macy's (M) 0.5 $28M 479k 58.02
Kraft Foods 0.5 $28M 473k 59.95
Baker Hughes Incorporated 0.5 $28M 371k 74.45
Bank of America Corporation (BAC) 0.4 $27M 1.7M 15.37
Medtronic 0.4 $26M 413k 63.76
Goldman Sachs (GS) 0.4 $26M 153k 167.44
Philip Morris International (PM) 0.4 $26M 304k 84.31
Cenovus Energy (CVE) 0.4 $25M 778k 32.37
Bed Bath & Beyond 0.4 $24M 416k 57.38
Textron (TXT) 0.4 $24M 616k 38.29
Express Scripts Holding 0.4 $24M 342k 69.33
Spdr S&p 500 Etf (SPY) 0.4 $23M 119k 195.72
General Electric Company 0.4 $23M 890k 26.28
Reliance Steel & Aluminum (RS) 0.4 $23M 311k 73.71
MetLife (MET) 0.4 $23M 414k 55.56
Praxair 0.4 $23M 172k 132.84
Navistar International Corporation 0.4 $23M 607k 37.48
Joy Global 0.3 $22M 350k 61.58
Kennametal (KMT) 0.3 $21M 462k 46.28
Ultra Petroleum 0.3 $21M 706k 29.69
Clorox Company (CLX) 0.3 $21M 229k 91.40
Ball Corporation (BALL) 0.3 $21M 333k 62.68
Mosaic (MOS) 0.3 $21M 426k 49.45
CIGNA Corporation 0.3 $20M 219k 91.97
Delta Air Lines (DAL) 0.3 $20M 527k 38.72
Newell Rubbermaid (NWL) 0.3 $19M 627k 30.99
Colgate-Palmolive Company (CL) 0.3 $19M 284k 68.18
Gilead Sciences (GILD) 0.3 $20M 236k 82.91
NetApp (NTAP) 0.3 $18M 501k 36.52
Becton, Dickinson and (BDX) 0.3 $19M 156k 118.30
NRG Energy (NRG) 0.3 $18M 480k 37.20
International Paper Company (IP) 0.3 $18M 349k 50.47
Western Digital (WDC) 0.3 $17M 181k 92.30
iShares MSCI Taiwan Index 0.3 $17M 1.1M 15.80
Via 0.3 $16M 180k 86.73
General Dynamics Corporation (GD) 0.3 $16M 138k 116.55
Jabil Circuit (JBL) 0.3 $16M 749k 20.90
Teck Resources Ltd cl b (TECK) 0.3 $16M 703k 22.83
Annaly Capital Management 0.2 $14M 1.3M 11.43
CBS Corporation 0.2 $15M 240k 62.14
Wells Fargo & Company (WFC) 0.2 $15M 275k 52.56
AFLAC Incorporated (AFL) 0.2 $14M 222k 62.25
Public Service Enterprise (PEG) 0.2 $14M 339k 40.79
International Flavors & Fragrances (IFF) 0.2 $13M 125k 104.28
CVS Caremark Corporation (CVS) 0.2 $13M 167k 75.37
Alaska Air (ALK) 0.2 $12M 127k 95.05
AECOM Technology Corporation (ACM) 0.2 $12M 370k 32.20
General Motors Company (GM) 0.2 $12M 331k 36.30
Hca Holdings (HCA) 0.2 $12M 219k 56.38
Level 3 Communications 0.2 $12M 277k 43.91
CTC Media 0.2 $12M 1.1M 11.01
Avnet (AVT) 0.2 $11M 257k 44.31
Gannett 0.2 $12M 374k 31.31
Sanderson Farms 0.2 $12M 119k 97.20
Coach 0.2 $11M 317k 34.19
Qualcomm (QCOM) 0.2 $11M 137k 79.20
Entergy Corporation (ETR) 0.2 $11M 136k 82.09
EnerSys (ENS) 0.2 $11M 156k 68.79
Worthington Industries (WOR) 0.2 $11M 260k 43.04
Delphi Automotive 0.2 $11M 164k 68.74
Caterpillar (CAT) 0.2 $11M 97k 108.67
Intel Corporation (INTC) 0.2 $11M 341k 30.90
Kroger (KR) 0.2 $11M 212k 49.43
Bally Technologies 0.2 $10M 157k 65.72
Lam Research Corporation (LRCX) 0.2 $11M 155k 67.58
Avon Products 0.2 $9.7M 662k 14.61
Molson Coors Brewing Company (TAP) 0.2 $9.6M 130k 74.16
Foot Locker (FL) 0.2 $9.5M 187k 50.72
Avis Budget (CAR) 0.2 $9.6M 161k 59.69
CF Industries Holdings (CF) 0.2 $9.7M 40k 240.52
Affiliated Managers (AMG) 0.1 $9.3M 45k 205.39
AGL Resources 0.1 $9.0M 164k 55.03
Travelers Companies (TRV) 0.1 $9.3M 99k 94.07
Cadence Design Systems (CDNS) 0.1 $9.1M 522k 17.49
WellPoint 0.1 $9.0M 84k 107.61
Dillard's (DDS) 0.1 $9.0M 78k 116.60
Hospitality Properties Trust 0.1 $9.0M 297k 30.40
Skyworks Solutions (SWKS) 0.1 $9.2M 197k 46.96
AES Corporation (AES) 0.1 $8.3M 533k 15.55
Northrop Grumman Corporation (NOC) 0.1 $8.5M 71k 119.63
Union Pacific Corporation (UNP) 0.1 $8.7M 87k 99.75
Southwest Airlines (LUV) 0.1 $8.5M 316k 26.86
iShares MSCI South Korea Index Fund (EWY) 0.1 $8.6M 132k 65.02
Marriott Vacations Wrldwde Cp (VAC) 0.1 $8.7M 149k 58.63
Comcast Corporation (CMCSA) 0.1 $7.8M 145k 53.68
Valero Energy Corporation (VLO) 0.1 $8.0M 159k 50.10
AGCO Corporation (AGCO) 0.1 $7.8M 138k 56.22
Arrow Electronics (ARW) 0.1 $7.9M 131k 60.41
Alleghany Corporation 0.1 $7.8M 18k 438.12
D.R. Horton (DHI) 0.1 $7.7M 311k 24.58
U.s. Concrete Inc Cmn 0.1 $8.1M 329k 24.75
USD.01 Mannkind Corp sr unsecured 0.1 $8.0M 4.9M 1.63
Starz - Liberty Capital 0.1 $8.1M 271k 29.79
FedEx Corporation (FDX) 0.1 $7.0M 47k 151.38
HSN 0.1 $7.2M 122k 59.24
Dow Chemical Company 0.1 $7.1M 137k 51.46
Waddell & Reed Financial 0.1 $7.3M 116k 62.59
Universal Health Services (UHS) 0.1 $7.3M 76k 95.76
Energizer Holdings 0.1 $7.4M 60k 122.03
Mentor Graphics Corporation 0.1 $7.6M 353k 21.57
Webster Financial Corporation (WBS) 0.1 $7.5M 237k 31.54
UGI Corporation (UGI) 0.1 $7.2M 144k 50.50
Mondelez Int (MDLZ) 0.1 $7.6M 203k 37.61
Wal-Mart Stores (WMT) 0.1 $6.5M 87k 75.06
Pulte (PHM) 0.1 $7.0M 347k 20.16
Anadarko Petroleum Corporation 0.1 $6.4M 59k 109.47
ConocoPhillips (COP) 0.1 $6.6M 77k 85.74
Murphy Oil Corporation (MUR) 0.1 $6.8M 102k 66.48
Tesoro Corporation 0.1 $6.8M 116k 58.67
Wyndham Worldwide Corporation 0.1 $6.6M 88k 75.72
Jones Lang LaSalle Incorporated (JLL) 0.1 $6.5M 51k 126.38
Salix Pharmaceuticals 0.1 $6.4M 52k 123.34
Trinity Industries (TRN) 0.1 $6.9M 158k 43.72
Pebblebrook Hotel Trust (PEB) 0.1 $6.5M 177k 36.96
Industries N shs - a - (LYB) 0.1 $6.7M 68k 97.65
Mrc Global Inc cmn (MRC) 0.1 $7.0M 247k 28.29
Cit 0.1 $6.2M 135k 45.76
Leucadia National 0.1 $5.9M 225k 26.22
Home Depot (HD) 0.1 $6.0M 74k 80.96
Apache Corporation 0.1 $6.2M 61k 100.62
Crane 0.1 $6.3M 85k 74.36
American Campus Communities 0.1 $5.9M 154k 38.24
Heartland Payment Systems 0.1 $6.3M 153k 41.21
Wabtec Corporation (WAB) 0.1 $6.0M 72k 82.60
Dana Holding Corporation (DAN) 0.1 $6.0M 246k 24.42
Assurant (AIZ) 0.1 $5.3M 81k 65.54
Eastman Chemical Company (EMN) 0.1 $5.2M 60k 87.35
Synopsys (SNPS) 0.1 $5.3M 136k 38.82
Domtar Corp 0.1 $5.3M 124k 42.85
Apollo 0.1 $5.8M 185k 31.25
Ford Motor Company (F) 0.1 $5.7M 328k 17.24
Robert Half International (RHI) 0.1 $5.7M 119k 47.74
Broadcom Corporation 0.1 $5.2M 141k 37.12
iShares Russell 2000 Index (IWM) 0.1 $5.3M 45k 118.82
Rock-Tenn Company 0.1 $5.8M 55k 105.59
Iconix Brand 0.1 $5.4M 126k 42.94
Lithia Motors (LAD) 0.1 $5.3M 57k 94.07
FirstMerit Corporation 0.1 $5.4M 273k 19.75
Alexandria Real Estate Equities (ARE) 0.1 $5.8M 74k 77.64
Nabors Industries 0.1 $5.5M 189k 29.37
Coca-cola Enterprises 0.1 $5.4M 113k 47.78
Ingredion Incorporated (INGR) 0.1 $5.5M 73k 75.04
Dynegy 0.1 $5.3M 152k 34.80
Google Inc Class C 0.1 $5.2M 9.1k 575.32
Discover Financial Services (DFS) 0.1 $5.1M 83k 61.98
Archer Daniels Midland Company (ADM) 0.1 $4.6M 105k 44.11
At&t (T) 0.1 $5.1M 145k 35.36
Snap-on Incorporated (SNA) 0.1 $5.1M 43k 118.53
T. Rowe Price (TROW) 0.1 $5.1M 61k 84.41
C.R. Bard 0.1 $4.7M 33k 143.02
Cooper Companies 0.1 $4.9M 36k 135.53
Everest Re Group (EG) 0.1 $4.6M 29k 160.48
McKesson Corporation (MCK) 0.1 $4.7M 26k 186.20
Pepsi (PEP) 0.1 $4.7M 53k 89.33
Freeport-McMoRan Copper & Gold (FCX) 0.1 $4.9M 134k 36.50
EMC Corporation 0.1 $5.1M 194k 26.34
Manpower (MAN) 0.1 $5.2M 61k 84.84
W.R. Berkley Corporation (WRB) 0.1 $4.7M 101k 46.31
Visa (V) 0.1 $4.7M 22k 210.71
Google 0.1 $4.8M 8.2k 584.71
Energy Select Sector SPDR (XLE) 0.1 $5.0M 50k 100.11
Owens-Illinois 0.1 $4.7M 137k 34.64
Amer (UHAL) 0.1 $4.8M 17k 290.75
Community Health Systems (CYH) 0.1 $5.1M 113k 45.37
Huntsman Corporation (HUN) 0.1 $5.2M 184k 28.10
Oshkosh Corporation (OSK) 0.1 $5.1M 92k 55.53
United Therapeutics Corporation (UTHR) 0.1 $5.0M 57k 88.50
Albemarle Corporation (ALB) 0.1 $4.8M 67k 71.50
Mednax (MD) 0.1 $4.7M 80k 58.15
Huntington Ingalls Inds (HII) 0.1 $4.6M 49k 94.60
Rlj Lodging Trust (RLJ) 0.1 $4.7M 163k 28.89
Facebook Inc cl a (META) 0.1 $4.9M 73k 67.29
Adt 0.1 $4.6M 133k 34.94
Ptc (PTC) 0.1 $4.8M 123k 38.80
Actavis 0.1 $4.6M 21k 223.04
Chubb Corporation 0.1 $4.4M 48k 92.18
Packaging Corporation of America (PKG) 0.1 $4.2M 58k 71.49
Corning Incorporated (GLW) 0.1 $4.5M 204k 21.95
Genworth Financial (GNW) 0.1 $4.5M 260k 17.40
Berkshire Hathaway (BRK.B) 0.1 $4.5M 36k 126.55
Cardinal Health (CAH) 0.1 $4.5M 66k 68.56
Kohl's Corporation (KSS) 0.1 $4.0M 75k 52.68
Lincoln Electric Holdings (LECO) 0.1 $4.0M 57k 69.89
Boston Scientific Corporation (BSX) 0.1 $4.0M 316k 12.77
Verisign (VRSN) 0.1 $4.1M 84k 48.81
Morgan Stanley (MS) 0.1 $4.4M 137k 32.33
Vishay Intertechnology (VSH) 0.1 $4.3M 281k 15.49
Helmerich & Payne (HP) 0.1 $4.3M 37k 116.11
Halliburton Company (HAL) 0.1 $4.2M 59k 71.01
Gap (GPS) 0.1 $4.2M 101k 41.57
Lowe's Companies (LOW) 0.1 $4.2M 88k 47.99
Dr Pepper Snapple 0.1 $4.5M 77k 58.58
ConAgra Foods (CAG) 0.1 $4.2M 141k 29.68
GATX Corporation (GATX) 0.1 $4.4M 66k 66.95
Sohu 0.1 $4.2M 73k 57.70
Calpine Corporation 0.1 $4.5M 191k 23.81
Micron Technology (MU) 0.1 $4.6M 138k 32.95
Marvell Technology Group 0.1 $4.2M 292k 14.33
Steel Dynamics (STLD) 0.1 $4.5M 250k 17.95
Herbalife Ltd Com Stk (HLF) 0.1 $4.3M 67k 64.55
New Jersey Resources Corporation (NJR) 0.1 $4.5M 78k 57.16
Oceaneering International (OII) 0.1 $4.3M 55k 78.13
Wintrust Financial Corporation (WTFC) 0.1 $4.2M 92k 46.00
Alexion Pharmaceuticals 0.1 $4.5M 29k 156.24
KLA-Tencor Corporation (KLAC) 0.1 $4.0M 55k 72.64
Extra Space Storage (EXR) 0.1 $4.2M 79k 53.25
Prospect Capital Corporation (PSEC) 0.1 $4.3M 406k 10.63
Unit Corporation 0.1 $4.3M 63k 68.84
Validus Holdings 0.1 $4.3M 112k 38.24
Simon Property (SPG) 0.1 $4.2M 25k 166.30
Chesapeake Lodging Trust sh ben int 0.1 $4.4M 145k 30.23
Gnc Holdings Inc Cl A 0.1 $4.3M 125k 34.10
General Mtrs Co *w exp 07/10/201 0.1 $4.1M 154k 26.61
Cbre Group Inc Cl A (CBRE) 0.1 $4.0M 124k 32.04
Ensco Plc Shs Class A 0.1 $4.3M 77k 55.57
Directv 0.1 $4.2M 50k 85.01
Hyster Yale Materials Handling (HY) 0.1 $4.2M 48k 88.53
Fossil (FOSL) 0.1 $4.1M 40k 104.52
Time Warner Cable 0.1 $3.5M 24k 147.30
Fidelity National Information Services (FIS) 0.1 $3.9M 71k 54.74
IAC/InterActive 0.1 $3.8M 56k 69.23
PetSmart 0.1 $3.6M 61k 59.80
Timken Company (TKR) 0.1 $3.8M 55k 67.84
Mid-America Apartment (MAA) 0.1 $3.6M 49k 73.04
Las Vegas Sands (LVS) 0.1 $3.5M 46k 76.22
Emerson Electric (EMR) 0.1 $3.8M 57k 66.35
Mettler-Toledo International (MTD) 0.1 $3.9M 15k 253.18
International Business Machines (IBM) 0.1 $3.9M 21k 181.25
SL Green Realty 0.1 $3.8M 34k 109.40
East West Ban (EWBC) 0.1 $3.5M 100k 34.99
Penske Automotive (PAG) 0.1 $3.7M 74k 49.51
Rite Aid Corporation 0.1 $3.9M 539k 7.17
Prosperity Bancshares (PB) 0.1 $3.8M 61k 62.59
Informatica Corporation 0.1 $3.4M 95k 35.65
PrivateBan 0.1 $3.8M 132k 29.06
Greenbrier Companies (GBX) 0.1 $3.9M 68k 57.60
Pilgrim's Pride Corporation (PPC) 0.1 $3.8M 140k 27.36
DuPont Fabros Technology 0.1 $3.9M 146k 26.96
Hollyfrontier Corp 0.1 $3.8M 88k 43.69
Expedia (EXPE) 0.1 $3.4M 44k 78.77
Epr Properties (EPR) 0.1 $3.8M 68k 55.87
Ace Limited Cmn 0.1 $3.2M 31k 103.71
Dominion Resources (D) 0.1 $3.1M 44k 71.51
Ryder System (R) 0.1 $3.1M 35k 88.10
Nordstrom (JWN) 0.1 $3.2M 47k 67.94
Harley-Davidson (HOG) 0.1 $3.0M 43k 69.85
Whirlpool Corporation (WHR) 0.1 $2.8M 20k 139.21
United Rentals (URI) 0.1 $3.1M 30k 104.74
Tyson Foods (TSN) 0.1 $3.0M 80k 37.54
CareFusion Corporation 0.1 $2.8M 62k 44.35
Deere & Company (DE) 0.1 $3.3M 37k 90.54
Nextera Energy (NEE) 0.1 $3.0M 29k 102.48
UnitedHealth (UNH) 0.1 $2.9M 36k 81.76
Cintas Corporation (CTAS) 0.1 $3.2M 51k 63.54
Deluxe Corporation (DLX) 0.1 $3.1M 53k 58.59
Regal Entertainment 0.1 $3.0M 143k 21.10
Marathon Oil Corporation (MRO) 0.1 $3.0M 75k 39.92
Key (KEY) 0.1 $2.8M 195k 14.33
LaSalle Hotel Properties 0.1 $2.9M 82k 35.30
Omega Healthcare Investors (OHI) 0.1 $3.0M 81k 36.86
Rosetta Resources 0.1 $3.1M 57k 54.85
Advanced Semiconductor Engineering 0.1 $2.9M 445k 6.50
Alliant Techsystems 0.1 $2.9M 22k 133.91
Valmont Industries (VMI) 0.1 $2.8M 19k 151.94
F5 Networks (FFIV) 0.1 $3.0M 27k 111.43
Portfolio Recovery Associates 0.1 $3.1M 52k 59.54
SM Energy (SM) 0.1 $3.0M 35k 84.10
Kimco Realty Corporation (KIM) 0.1 $2.8M 121k 22.98
Financial Select Sector SPDR (XLF) 0.1 $2.9M 126k 22.74
Generac Holdings (GNRC) 0.1 $2.9M 61k 48.75
Government Properties Income Trust 0.1 $2.8M 111k 25.39
General Mtrs Co *w exp 07/10/201 0.1 $3.2M 175k 18.56
J Global (ZD) 0.1 $3.3M 65k 50.87
Third Point Reinsurance 0.1 $2.8M 182k 15.26
Lear Corporation (LEA) 0.0 $2.4M 27k 89.33
American Express Company (AXP) 0.0 $2.3M 25k 94.88
Nasdaq Omx (NDAQ) 0.0 $2.3M 60k 38.62
Suntrust Banks Inc $1.00 Par Cmn 0.0 $2.7M 67k 40.06
Abbott Laboratories (ABT) 0.0 $2.3M 56k 40.90
Eli Lilly & Co. (LLY) 0.0 $2.5M 41k 62.18
Public Storage (PSA) 0.0 $2.4M 14k 171.34
Hanesbrands (HBI) 0.0 $2.2M 22k 98.44
Entegris (ENTG) 0.0 $2.3M 169k 13.75
Omnicare 0.0 $2.2M 33k 66.57
Raytheon Company 0.0 $2.4M 26k 92.26
Mylan 0.0 $2.5M 49k 51.55
Alcoa 0.0 $2.1M 144k 14.89
Altria (MO) 0.0 $2.5M 59k 41.94
Amgen (AMGN) 0.0 $2.5M 21k 118.39
Computer Sciences Corporation 0.0 $2.5M 40k 63.19
Walgreen Company 0.0 $2.5M 34k 74.12
Xerox Corporation 0.0 $2.7M 219k 12.44
Biogen Idec (BIIB) 0.0 $2.3M 7.3k 315.37
PPL Corporation (PPL) 0.0 $2.6M 73k 35.53
World Acceptance (WRLD) 0.0 $2.3M 30k 75.97
Equinix 0.0 $2.4M 11k 210.09
Edison International (EIX) 0.0 $2.5M 43k 58.12
Humana (HUM) 0.0 $2.3M 18k 127.70
Wabash National Corporation (WNC) 0.0 $2.5M 176k 14.25
MKS Instruments (MKSI) 0.0 $2.2M 70k 31.24
Neenah Paper 0.0 $2.5M 47k 53.15
Western Refining 0.0 $2.7M 71k 37.55
Carrizo Oil & Gas 0.0 $2.7M 39k 69.27
Cyberonics 0.0 $2.3M 37k 62.46
Hill-Rom Holdings 0.0 $2.6M 64k 41.50
Northern Oil & Gas 0.0 $2.2M 136k 16.29
Cimarex Energy 0.0 $2.6M 18k 143.44
OmniVision Technologies 0.0 $2.2M 98k 21.98
Basic Energy Services 0.0 $2.3M 79k 29.22
Corrections Corporation of America 0.0 $2.3M 70k 32.85
Rockwell Automation (ROK) 0.0 $2.6M 21k 125.14
SYNNEX Corporation (SNX) 0.0 $2.5M 34k 72.86
NetGear (NTGR) 0.0 $2.6M 75k 34.77
LTC Properties (LTC) 0.0 $2.6M 67k 39.04
Anika Therapeutics (ANIK) 0.0 $2.3M 50k 46.32
Apollo Commercial Real Est. Finance (ARI) 0.0 $2.2M 133k 16.49
Pinnacle West Capital Corporation (PNW) 0.0 $2.6M 45k 57.84
Oasis Petroleum 0.0 $2.7M 48k 55.90
Ss&c Technologies Holding (SSNC) 0.0 $2.5M 56k 44.22
Bpz Resources Inc bond 0.0 $2.5M 2.5M 1.01
Exelis 0.0 $2.2M 129k 16.98
Home Loan Servicing Solution ord 0.0 $2.2M 98k 22.73
Duke Energy (DUK) 0.0 $2.6M 36k 74.20
Geospace Technologies (GEOS) 0.0 $2.2M 41k 55.07
E TRADE Financial Corporation 0.0 $1.8M 86k 21.25
Stewart Information Services Corporation (STC) 0.0 $1.5M 49k 31.01
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $2.0M 2.0M 0.98
China Mobile 0.0 $2.0M 42k 48.61
Portland General Electric Company (POR) 0.0 $1.6M 47k 34.66
Northeast Utilities System 0.0 $2.1M 44k 47.27
Lennar Corporation (LEN) 0.0 $1.7M 40k 41.97
Ryland 0.0 $1.7M 42k 39.44
Cracker Barrel Old Country Store (CBRL) 0.0 $1.5M 16k 99.56
Kimberly-Clark Corporation (KMB) 0.0 $2.1M 19k 111.19
Polaris Industries (PII) 0.0 $2.1M 16k 130.25
KBR (KBR) 0.0 $2.0M 82k 23.85
BE Aerospace 0.0 $1.9M 20k 92.50
Steris Corporation 0.0 $1.9M 35k 53.49
AmerisourceBergen (COR) 0.0 $2.0M 27k 72.67
Fresh Del Monte Produce (FDP) 0.0 $1.9M 62k 30.65
Unum (UNM) 0.0 $1.8M 53k 34.77
Aetna 0.0 $1.9M 23k 81.08
Allstate Corporation (ALL) 0.0 $2.0M 35k 58.71
Hess (HES) 0.0 $1.6M 16k 98.88
American Electric Power Company (AEP) 0.0 $2.1M 37k 55.78
PG&E Corporation (PCG) 0.0 $1.8M 37k 48.03
Southern Company (SO) 0.0 $1.9M 42k 45.37
Harman International Industries 0.0 $1.7M 16k 107.45
EOG Resources (EOG) 0.0 $2.0M 17k 116.84
Omni (OMC) 0.0 $1.6M 22k 71.21
Sempra Energy (SRE) 0.0 $1.8M 17k 104.73
Contango Oil & Gas Company 0.0 $1.9M 44k 42.31
Radian (RDN) 0.0 $1.7M 113k 14.81
Mead Johnson Nutrition 0.0 $2.0M 22k 93.19
Insight Enterprises (NSIT) 0.0 $2.0M 64k 30.74
Andersons (ANDE) 0.0 $1.9M 38k 51.57
Korn/Ferry International (KFY) 0.0 $2.0M 68k 29.37
Atwood Oceanics 0.0 $1.9M 36k 52.47
Columbus McKinnon (CMCO) 0.0 $1.7M 64k 27.04
Cirrus Logic (CRUS) 0.0 $1.8M 79k 22.74
Delek US Holdings 0.0 $1.7M 60k 28.23
GameStop (GME) 0.0 $1.6M 41k 40.46
Hanger Orthopedic 0.0 $1.9M 61k 31.46
L-3 Communications Holdings 0.0 $2.0M 17k 120.75
Manhattan Associates (MANH) 0.0 $1.5M 45k 34.43
Sovran Self Storage 0.0 $1.8M 23k 77.24
SanDisk Corporation 0.0 $2.0M 19k 104.45
Unilever (UL) 0.0 $1.9M 41k 45.31
Ormat Technologies (ORA) 0.0 $1.6M 57k 28.84
Lattice Semiconductor (LSCC) 0.0 $1.9M 225k 8.25
OraSure Technologies (OSUR) 0.0 $1.6M 190k 8.61
Healthsouth 0.0 $1.9M 53k 35.87
NN (NNBR) 0.0 $1.7M 67k 25.58
Retail Opportunity Investments (ROIC) 0.0 $1.8M 114k 15.73
Swift Transportation Company 0.0 $1.6M 65k 25.22
WisdomTree Investments (WT) 0.0 $1.7M 137k 12.36
Ishares Tr msci russ indx 0.0 $1.5M 77k 20.23
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.9M 2.0M 0.96
Synageva Biopharma 0.0 $1.8M 17k 104.78
Jazz Pharmaceuticals (JAZZ) 0.0 $2.0M 14k 147.03
United Fire & Casualty (UFCS) 0.0 $1.5M 53k 29.33
SELECT INCOME REIT COM SH BEN int 0.0 $1.7M 57k 29.65
Puma Biotechnology (PBYI) 0.0 $1.7M 26k 65.98
Outerwall 0.0 $1.8M 30k 59.35
Essent (ESNT) 0.0 $1.9M 95k 20.09
MB Financial 0.0 $1.1M 43k 27.04
MasterCard Incorporated (MA) 0.0 $1.2M 16k 73.49
Lincoln National Corporation (LNC) 0.0 $1.0M 20k 51.43
Ameriprise Financial (AMP) 0.0 $1.1M 9.2k 119.96
Crown Castle International 0.0 $984k 13k 74.29
Waste Management (WM) 0.0 $1.3M 29k 44.73
United Parcel Service (UPS) 0.0 $963k 9.4k 102.67
3M Company (MMM) 0.0 $1.2M 8.2k 143.30
Advent Software 0.0 $1.3M 40k 32.56
Citrix Systems 0.0 $1.1M 17k 62.56
Cummins (CMI) 0.0 $1.0M 6.7k 154.35
Valspar Corporation 0.0 $1.1M 15k 76.18
Boeing Company (BA) 0.0 $1.4M 11k 127.23
Harris Corporation 0.0 $1.1M 14k 75.72
Nu Skin Enterprises (NUS) 0.0 $1.0M 14k 73.97
Johnson Controls 0.0 $934k 19k 49.93
Nokia Corporation (NOK) 0.0 $1.0M 133k 7.56
DaVita (DVA) 0.0 $1.3M 18k 72.30
Plantronics 0.0 $1.1M 24k 48.04
Pier 1 Imports 0.0 $1.4M 91k 15.41
PAREXEL International Corporation 0.0 $1.4M 27k 52.85
eBay (EBAY) 0.0 $1.5M 29k 50.07
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $948k 79k 12.08
Symantec Corporation 0.0 $1.1M 49k 22.91
Staples 0.0 $1.2M 112k 10.84
Mbia (MBI) 0.0 $1.2M 112k 11.04
PetroChina Company 0.0 $1.2M 9.4k 125.54
Applied Materials (AMAT) 0.0 $992k 44k 22.54
Lannett Company 0.0 $1.4M 28k 49.62
PICO Holdings 0.0 $1.0M 43k 23.76
Louisiana-Pacific Corporation (LPX) 0.0 $1.0M 69k 15.02
Kadant (KAI) 0.0 $1.3M 34k 38.45
Newpark Resources (NR) 0.0 $1.5M 118k 12.46
Cash America International 0.0 $1.4M 31k 44.43
Ez (EZPW) 0.0 $1.2M 103k 11.55
Haverty Furniture Companies (HVT) 0.0 $1.4M 55k 25.14
Methode Electronics (MEI) 0.0 $1.0M 27k 38.22
PennantPark Investment (PNNT) 0.0 $962k 84k 11.46
Perficient (PRFT) 0.0 $1.4M 70k 19.47
Regal-beloit Corporation (RRX) 0.0 $931k 12k 78.59
DTE Energy Company (DTE) 0.0 $1.1M 14k 77.89
InterDigital (IDCC) 0.0 $1.3M 27k 47.80
Stone Energy Corporation 0.0 $1.3M 29k 46.80
SPX Corporation 0.0 $1.1M 9.9k 108.17
Cathay General Ban (CATY) 0.0 $1.3M 49k 25.57
Cepheid 0.0 $958k 20k 47.96
Ida (IDA) 0.0 $1.0M 17k 57.86
ISIS Pharmaceuticals 0.0 $973k 28k 34.46
Myriad Genetics (MYGN) 0.0 $947k 24k 38.92
Applied Industrial Technologies (AIT) 0.0 $1.3M 25k 50.71
Alamo (ALG) 0.0 $1.1M 20k 54.10
Chemical Financial Corporation 0.0 $1.2M 42k 28.08
Comfort Systems USA (FIX) 0.0 $1.2M 73k 15.80
Repligen Corporation (RGEN) 0.0 $1.0M 45k 22.78
Susquehanna Bancshares 0.0 $1.3M 124k 10.56
TreeHouse Foods (THS) 0.0 $1.4M 18k 80.08
Acorda Therapeutics 0.0 $1.5M 43k 33.70
CommVault Systems (CVLT) 0.0 $1.5M 30k 49.17
Omega Protein Corporation 0.0 $1.1M 84k 13.68
Bel Fuse (BELFB) 0.0 $1.2M 46k 25.67
CalAmp 0.0 $1.0M 46k 21.66
ePlus (PLUS) 0.0 $1.2M 20k 58.20
MedAssets 0.0 $1.2M 54k 22.84
Shutterfly 0.0 $1.1M 25k 43.07
SolarWinds 0.0 $1.2M 32k 38.66
Vale 0.0 $1.1M 95k 11.90
Web 0.0 $969k 34k 28.87
Quality Distribution 0.0 $1.0M 70k 14.86
Celldex Therapeutics 0.0 $1.0M 61k 16.32
Verint Systems (VRNT) 0.0 $1.4M 29k 49.04
iShares MSCI Malaysia Index Fund 0.0 $1.1M 66k 15.87
Manitex International (MNTX) 0.0 $1.2M 76k 16.23
Simmons First National Corporation (SFNC) 0.0 $1.2M 30k 39.38
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $1.2M 1.2M 1.01
iShares MSCI Poland Investable ETF (EPOL) 0.0 $1.5M 50k 29.36
Te Connectivity Ltd for (TEL) 0.0 $1.1M 18k 61.83
Ann 0.0 $1.2M 28k 41.15
Prologis (PLD) 0.0 $1.1M 27k 41.11
Rpx Corp 0.0 $1.4M 77k 17.75
Tower Group Inc conv 0.0 $1.3M 1.5M 0.86
Bbcn Ban 0.0 $1.4M 91k 15.96
Avg Technologies 0.0 $1.4M 72k 20.13
Matson (MATX) 0.0 $1.1M 41k 26.83
Sanmina (SANM) 0.0 $1.4M 61k 22.78
Abbvie (ABBV) 0.0 $1.5M 26k 56.44
Axiall 0.0 $1.1M 23k 47.25
Arris 0.0 $1.0M 32k 32.54
Noble Corp Plc equity 0.0 $1.1M 33k 33.55
Vodafone Group New Adr F (VOD) 0.0 $1.4M 43k 33.39
Arcbest (ARCB) 0.0 $1.0M 24k 43.49
Crown Holdings (CCK) 0.0 $730k 15k 49.77
Melco Crown Entertainment (MLCO) 0.0 $574k 16k 35.70
LG Display (LPL) 0.0 $546k 35k 15.77
Cnooc 0.0 $582k 3.2k 179.30
Dick's Sporting Goods (DKS) 0.0 $414k 8.9k 46.52
Auxilium Pharmaceuticals 0.0 $321k 16k 20.08
Tree 0.0 $842k 29k 29.15
FirstEnergy (FE) 0.0 $802k 23k 34.74
Heartland Express (HTLD) 0.0 $881k 41k 21.34
Microchip Technology (MCHP) 0.0 $444k 9.1k 48.79
Trimble Navigation (TRMB) 0.0 $562k 15k 36.95
Best Buy (BBY) 0.0 $830k 27k 31.01
United Stationers 0.0 $764k 18k 41.45
Equity Residential (EQR) 0.0 $449k 7.1k 62.96
Manitowoc Company 0.0 $482k 15k 32.89
Celestica (CLS) 0.0 $514k 41k 12.56
Electronics For Imaging 0.0 $706k 16k 45.23
Rockwell Collins 0.0 $914k 12k 78.16
Forward Air Corporation (FWRD) 0.0 $887k 19k 47.88
Marsh & McLennan Companies (MMC) 0.0 $485k 9.4k 51.79
United Technologies Corporation 0.0 $697k 6.0k 115.38
Shinhan Financial (SHG) 0.0 $744k 16k 45.87
Danaher Corporation (DHR) 0.0 $378k 4.8k 78.75
Exelon Corporation (EXC) 0.0 $713k 20k 36.48
Linear Technology Corporation 0.0 $424k 9.0k 47.03
Starbucks Corporation (SBUX) 0.0 $421k 5.4k 77.39
Accenture (ACN) 0.0 $372k 4.6k 80.94
Sturm, Ruger & Company (RGR) 0.0 $452k 7.7k 59.07
Monarch Casino & Resort (MCRI) 0.0 $641k 42k 15.13
WABCO Holdings 0.0 $830k 7.8k 106.81
Chesapeake Energy Corporation 0.0 $755k 24k 31.10
Credit Acceptance (CACC) 0.0 $332k 2.7k 122.96
Paccar (PCAR) 0.0 $511k 8.1k 62.81
Roper Industries (ROP) 0.0 $666k 4.6k 146.08
priceline.com Incorporated 0.0 $481k 400.00 1202.50
Hawaiian Holdings (HA) 0.0 $625k 46k 13.72
Companhia Paranaense de Energia 0.0 $607k 40k 15.32
Select Comfort 0.0 $494k 24k 20.66
Emergent BioSolutions (EBS) 0.0 $554k 25k 22.46
First Community Bancshares (FCBC) 0.0 $407k 28k 14.33
M/I Homes (MHO) 0.0 $581k 24k 24.26
A. Schulman 0.0 $780k 20k 38.69
Tempur-Pedic International (TPX) 0.0 $652k 11k 59.73
UIL Holdings Corporation 0.0 $817k 21k 38.72
Alon USA Energy 0.0 $661k 53k 12.44
EMC Insurance 0.0 $756k 25k 30.77
Neurocrine Biosciences (NBIX) 0.0 $490k 33k 14.85
QLogic Corporation 0.0 $423k 42k 10.10
URS Corporation 0.0 $726k 16k 45.82
United States Steel Corporation (X) 0.0 $357k 14k 26.06
Movado (MOV) 0.0 $827k 20k 41.66
Realty Income (O) 0.0 $560k 13k 44.44
PS Business Parks 0.0 $326k 3.9k 83.38
Quality Systems 0.0 $364k 23k 16.04
TransDigm Group Incorporated (TDG) 0.0 $543k 3.2k 167.39
Analogic Corporation 0.0 $595k 7.6k 78.24
Conn's (CONN) 0.0 $644k 13k 49.39
Ducommun Incorporated (DCO) 0.0 $577k 22k 26.14
EnerNOC 0.0 $619k 33k 18.95
PC Connection (CNXN) 0.0 $636k 31k 20.69
Triumph (TGI) 0.0 $430k 6.2k 69.86
Alnylam Pharmaceuticals (ALNY) 0.0 $910k 14k 63.20
Colony Financial 0.0 $780k 34k 23.22
Einstein Noah Restaurant 0.0 $760k 47k 16.06
Harbinger 0.0 $676k 53k 12.71
K12 0.0 $572k 24k 24.08
Thompson Creek Metals 0.0 $754k 255k 2.96
Ultra Clean Holdings (UCTT) 0.0 $893k 99k 9.05
Scripps Networks Interactive 0.0 $649k 8.0k 81.12
iShares MSCI Brazil Index (EWZ) 0.0 $665k 14k 47.79
Spirit AeroSystems Holdings (SPR) 0.0 $880k 26k 33.72
CAI International 0.0 $908k 41k 22.01
Vitamin Shoppe 0.0 $413k 9.6k 42.98
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $361k 8.0k 45.37
Embraer S A (ERJ) 0.0 $736k 20k 36.43
Opko Health (OPK) 0.0 $602k 68k 8.85
Unifi (UFI) 0.0 $661k 24k 27.52
Connecticut Water Service 0.0 $748k 22k 33.88
Ligand Pharmaceuticals In (LGND) 0.0 $434k 7.0k 62.27
Fidelity Southern Corporation 0.0 $566k 44k 12.99
Walker & Dunlop (WD) 0.0 $875k 62k 14.10
Compucredit Hldgs Corp note 5.875%11/3 0.0 $820k 2.0M 0.41
FutureFuel (FF) 0.0 $856k 52k 16.59
ChipMOS Technology Bermuda 0.0 $595k 25k 24.13
Endocyte 0.0 $381k 58k 6.59
Ishares Trust Msci China msci china idx (MCHI) 0.0 $432k 9.3k 46.39
Pvh Corporation (PVH) 0.0 $514k 4.4k 116.63
Zillow 0.0 $699k 4.9k 143.00
Voxx International Corporation (VOXX) 0.0 $726k 77k 9.42
Sunpower (SPWR) 0.0 $348k 8.5k 40.94
Manning & Napier Inc cl a 0.0 $810k 47k 17.25
Oi Sa-adr sp 0.0 $349k 405k 0.86
Supernus Pharmaceuticals (SUPN) 0.0 $350k 32k 10.94
Tesaro 0.0 $401k 13k 31.13
Sarepta Therapeutics (SRPT) 0.0 $359k 12k 29.83
D Stemline Therapeutics 0.0 $569k 39k 14.66
Epizyme 0.0 $381k 12k 31.14
Hci (HCI) 0.0 $898k 22k 40.62
Insys Therapeutics 0.0 $549k 18k 31.25
Windstream Hldgs 0.0 $330k 33k 9.97
Bank of New York Mellon Corporation (BK) 0.0 $266k 7.1k 37.43
Baxter International (BAX) 0.0 $206k 2.9k 72.15
ResMed (RMD) 0.0 $83k 1.6k 50.92
Henry Schein (HSIC) 0.0 $140k 1.2k 118.85
Prudential Financial (PRU) 0.0 $105k 1.2k 88.91
Zimmer Holdings (ZBH) 0.0 $274k 2.6k 103.79
Ingersoll-rand Co Ltd-cl A 0.0 $233k 3.7k 62.48
Republic Airways Holdings 0.0 $65k 6.0k 10.82
Washington Federal (WAFD) 0.0 $101k 4.5k 22.52
BankFinancial Corporation (BFIN) 0.0 $282k 25k 11.16
Cynosure 0.0 $257k 12k 21.22
Hurco Companies (HURC) 0.0 $159k 5.6k 28.24
First Defiance Financial 0.0 $133k 4.6k 28.68
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $61k 2.3k 26.52
Alliance Fiber Optic Products 0.0 $222k 12k 18.08
Cooper Standard Holdings (CPS) 0.0 $149k 2.3k 65.96
Covidien 0.0 $230k 2.5k 90.34
Clovis Oncology 0.0 $239k 5.8k 41.40
Oi Sa-adr sp 0.0 $40k 42k 0.96
Verastem 0.0 $298k 33k 9.06
Renewable Energy 0.0 $286k 25k 11.49
Tetraphase Pharmaceuticals 0.0 $269k 20k 13.51
Rocket Fuel 0.0 $255k 8.2k 31.10
Eastman Kodak Co *w exp 09/03/201 0.0 $21k 2.2k 9.51
Eastman Kodak Co *w exp 09/03/201 0.0 $21k 2.2k 9.51
Eastman Kodak (KODK) 0.0 $156k 6.4k 24.40