DuPont Capital Management Corporation

Dupont Capital Management as of Sept. 30, 2014

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 622 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 12.4 $715M 10M 71.76
iShares MSCI Emerging Markets Indx (EEM) 6.9 $400M 9.6M 41.56
iShares MSCI EAFE Index Fund (EFA) 5.6 $322M 5.0M 64.12
Ternium (TX) 4.0 $230M 9.6M 24.05
Bancolombia (CIB) 2.1 $121M 2.1M 56.72
Pos (PKX) 2.0 $113M 1.5M 75.90
Compania de Minas Buenaventura SA (BVN) 1.6 $91M 7.9M 11.58
Apple (AAPL) 1.2 $72M 719k 100.75
Microsoft Corporation (MSFT) 1.1 $64M 1.4M 46.36
AngloGold Ashanti 1.1 $63M 5.2M 12.00
Pfizer (PFE) 1.0 $56M 1.9M 29.57
Merck & Co (MRK) 0.9 $54M 905k 59.28
Chevron Corporation (CVX) 0.9 $51M 427k 119.32
Cisco Systems (CSCO) 0.9 $51M 2.0M 25.17
Oracle Corporation (ORCL) 0.9 $50M 1.3M 38.28
America Movil Sab De Cv spon adr l 0.8 $49M 1.9M 25.20
Taiwan Semiconductor Mfg (TSM) 0.8 $49M 2.4M 20.18
Procter & Gamble Company (PG) 0.8 $48M 575k 83.74
Celgene Corporation 0.8 $47M 497k 94.78
JPMorgan Chase & Co. (JPM) 0.8 $46M 756k 60.24
Coca-Cola Company (KO) 0.8 $46M 1.1M 42.66
Verizon Communications (VZ) 0.8 $44M 874k 49.99
Copa Holdings Sa-class A (CPA) 0.7 $41M 381k 107.29
Exxon Mobil Corporation (XOM) 0.7 $38M 406k 94.05
Citigroup (C) 0.7 $38M 724k 51.82
American Airls (AAL) 0.7 $37M 1.1M 35.48
Walt Disney Company (DIS) 0.6 $36M 401k 89.03
Macy's (M) 0.6 $34M 584k 58.18
Comcast Corporation (CMCSA) 0.6 $33M 614k 53.78
Spdr S&p 500 Etf (SPY) 0.6 $33M 166k 197.02
National-Oilwell Var 0.6 $32M 417k 76.10
Bed Bath & Beyond 0.5 $31M 474k 65.83
International Business Machines (IBM) 0.5 $31M 165k 189.83
Schlumberger (SLB) 0.5 $31M 301k 101.69
Gilead Sciences (GILD) 0.5 $30M 285k 106.45
American International (AIG) 0.5 $31M 569k 54.02
Occidental Petroleum Corporation (OXY) 0.5 $30M 310k 96.15
Bank of America Corporation (BAC) 0.5 $30M 1.7M 17.05
McDonald's Corporation (MCD) 0.5 $29M 307k 94.81
Johnson & Johnson (JNJ) 0.5 $29M 269k 106.59
U.S. Bancorp (USB) 0.5 $28M 664k 41.83
CTC Media 0.5 $27M 4.0M 6.65
Kraft Foods 0.5 $27M 470k 56.40
PNC Financial Services (PNC) 0.5 $26M 306k 85.58
Union Pacific Corporation (UNP) 0.4 $25M 235k 108.42
Capital One Financial (COF) 0.4 $25M 308k 81.62
Express Scripts Holding 0.4 $25M 348k 70.63
Textron (TXT) 0.4 $25M 680k 35.99
Baker Hughes Incorporated 0.4 $24M 366k 65.06
Ball Corporation (BALL) 0.4 $23M 366k 63.27
Praxair 0.4 $22M 173k 129.00
Estee Lauder Companies (EL) 0.4 $22M 299k 74.72
NRG Energy (NRG) 0.4 $22M 717k 30.48
Goldman Sachs (GS) 0.4 $22M 119k 183.57
Philip Morris International (PM) 0.4 $22M 263k 83.40
Reliance Steel & Aluminum (RS) 0.4 $22M 321k 68.40
MetLife (MET) 0.4 $22M 411k 53.72
Medtronic 0.4 $21M 344k 61.95
Newell Rubbermaid (NWL) 0.4 $21M 617k 34.41
Hewlett-Packard Company 0.4 $21M 598k 35.47
Cenovus Energy (CVE) 0.3 $20M 754k 26.88
NetApp (NTAP) 0.3 $20M 459k 42.96
CIGNA Corporation 0.3 $19M 214k 90.69
Delta Air Lines (DAL) 0.3 $19M 520k 36.15
Mosaic (MOS) 0.3 $19M 429k 44.41
Becton, Dickinson and (BDX) 0.3 $18M 161k 113.81
Colgate-Palmolive Company (CL) 0.3 $19M 284k 65.22
United Technologies Corporation 0.3 $18M 174k 105.60
Ford Motor Company (F) 0.3 $18M 1.2M 14.79
General Electric Company 0.3 $17M 677k 25.62
International Paper Company (IP) 0.3 $18M 368k 47.74
Joy Global 0.3 $17M 304k 54.54
Western Digital (WDC) 0.3 $17M 174k 97.32
Clorox Company (CLX) 0.3 $17M 174k 96.04
Ultra Petroleum 0.3 $16M 704k 23.26
Navistar International Corporation 0.3 $16M 472k 32.91
iShares MSCI Taiwan Index 0.3 $15M 1.0M 15.27
Wells Fargo & Company (WFC) 0.3 $15M 293k 51.87
Hca Holdings (HCA) 0.2 $15M 205k 70.52
Caterpillar (CAT) 0.2 $14M 140k 99.03
Parker-Hannifin Corporation (PH) 0.2 $14M 121k 114.15
Via 0.2 $13M 175k 76.94
Wyndham Worldwide Corporation 0.2 $13M 163k 81.26
CBS Corporation 0.2 $13M 240k 53.50
Emerson Electric (EMR) 0.2 $13M 206k 62.58
CVS Caremark Corporation (CVS) 0.2 $13M 158k 79.59
Public Service Enterprise (PEG) 0.2 $13M 339k 37.24
CF Industries Holdings (CF) 0.2 $13M 46k 279.22
International Flavors & Fragrances (IFF) 0.2 $12M 124k 95.88
Level 3 Communications 0.2 $12M 267k 45.73
Intel Corporation (INTC) 0.2 $12M 330k 34.82
Kroger (KR) 0.2 $12M 222k 52.00
Alaska Air (ALK) 0.2 $11M 249k 43.54
General Motors Company (GM) 0.2 $11M 344k 31.94
Delphi Automotive 0.2 $11M 181k 61.34
Berkshire Hathaway (BRK.B) 0.2 $10M 75k 138.15
Avnet (AVT) 0.2 $10M 245k 41.50
Micron Technology (MU) 0.2 $10M 298k 34.26
Vanguard Emerging Markets ETF (VWO) 0.2 $11M 254k 41.71
AGL Resources 0.2 $9.8M 191k 51.34
Sanderson Farms 0.2 $9.6M 109k 87.95
Worthington Industries (WOR) 0.2 $9.6M 257k 37.22
Marriott Vacations Wrldwde Cp (VAC) 0.2 $9.9M 157k 63.41
Starz - Liberty Capital 0.2 $9.9M 298k 33.08
Foot Locker (FL) 0.2 $9.1M 164k 55.65
WellPoint 0.2 $9.2M 77k 119.62
Qualcomm (QCOM) 0.2 $9.5M 127k 74.77
EnerSys (ENS) 0.2 $9.4M 161k 58.64
Coca-cola Enterprises 0.2 $9.2M 207k 44.36
Huntington Ingalls Inds (HII) 0.2 $9.4M 90k 104.21
Mentor Graphics Corporation 0.1 $8.6M 421k 20.49
Hospitality Properties Trust 0.1 $8.4M 312k 26.85
Entergy Corporation (ETR) 0.1 $8.8M 113k 77.33
Southwest Airlines (LUV) 0.1 $8.8M 261k 33.77
U.s. Concrete Inc Cmn 0.1 $8.6M 329k 26.14
Mondelez Int (MDLZ) 0.1 $8.6M 251k 34.26
Packaging Corporation of America (PKG) 0.1 $8.1M 127k 63.82
Avon Products 0.1 $8.2M 648k 12.60
EMC Corporation 0.1 $8.0M 272k 29.26
Kennametal (KMT) 0.1 $8.3M 200k 41.31
Skyworks Solutions (SWKS) 0.1 $7.8M 134k 58.05
Industries N shs - a - (LYB) 0.1 $8.2M 76k 108.66
AES Corporation (AES) 0.1 $7.5M 528k 14.18
Northrop Grumman Corporation (NOC) 0.1 $7.6M 57k 131.76
Travelers Companies (TRV) 0.1 $7.4M 79k 93.94
Verisign (VRSN) 0.1 $7.6M 137k 55.12
Dillard's (DDS) 0.1 $7.6M 70k 108.98
ConAgra Foods (CAG) 0.1 $7.3M 221k 33.04
UGI Corporation (UGI) 0.1 $7.3M 215k 34.09
AECOM Technology Corporation (ACM) 0.1 $7.2M 214k 33.75
iShares MSCI South Korea Index Fund (EWY) 0.1 $7.6M 126k 60.51
Home Depot (HD) 0.1 $6.8M 74k 91.73
Kohl's Corporation (KSS) 0.1 $6.8M 112k 61.03
Molson Coors Brewing Company (TAP) 0.1 $7.1M 95k 74.44
Arrow Electronics (ARW) 0.1 $7.2M 130k 55.35
Murphy Oil Corporation (MUR) 0.1 $6.6M 117k 56.91
MKS Instruments (MKSI) 0.1 $6.7M 201k 33.38
Ensco Plc Shs Class A 0.1 $7.0M 171k 41.31
Wal-Mart Stores (WMT) 0.1 $6.6M 87k 76.47
Pulte (PHM) 0.1 $6.2M 348k 17.66
Edwards Lifesciences (EW) 0.1 $6.4M 63k 102.14
Everest Re Group (EG) 0.1 $6.3M 39k 162.02
Eastman Chemical Company (EMN) 0.1 $6.2M 76k 80.89
ConocoPhillips (COP) 0.1 $6.2M 82k 76.52
Lowe's Companies (LOW) 0.1 $6.4M 120k 52.92
Avis Budget (CAR) 0.1 $6.4M 116k 54.89
American Campus Communities 0.1 $6.2M 169k 36.45
Trinity Industries (TRN) 0.1 $6.4M 137k 46.72
Triumph (TGI) 0.1 $6.6M 101k 65.05
Facebook Inc cl a (META) 0.1 $6.5M 82k 79.05
FedEx Corporation (FDX) 0.1 $6.0M 37k 161.46
Archer Daniels Midland Company (ADM) 0.1 $5.6M 110k 51.10
Apache Corporation 0.1 $5.6M 60k 93.87
Morgan Stanley (MS) 0.1 $5.9M 171k 34.57
Universal Health Services (UHS) 0.1 $5.6M 54k 104.51
Cadence Design Systems (CDNS) 0.1 $6.0M 351k 17.21
Anadarko Petroleum Corporation 0.1 $6.0M 59k 101.43
eBay (EBAY) 0.1 $5.7M 101k 56.63
Gap (GPS) 0.1 $5.5M 132k 41.69
Steel Dynamics (STLD) 0.1 $5.7M 250k 22.61
United Therapeutics Corporation (UTHR) 0.1 $5.7M 44k 128.65
Healthsouth 0.1 $6.0M 163k 36.90
DuPont Fabros Technology 0.1 $5.5M 203k 27.04
USD.01 Mannkind Corp sr unsecured 0.1 $5.5M 4.9M 1.12
Mrc Global Inc cmn (MRC) 0.1 $5.8M 247k 23.32
Adt 0.1 $6.0M 168k 35.46
Leucadia National 0.1 $5.3M 224k 23.84
Assurant (AIZ) 0.1 $5.2M 81k 64.30
Health Care SPDR (XLV) 0.1 $5.1M 80k 63.91
HSN 0.1 $5.0M 81k 61.37
Synopsys (SNPS) 0.1 $5.4M 136k 39.70
Crane 0.1 $5.4M 85k 63.22
Pepsi (PEP) 0.1 $4.9M 53k 93.09
Google 0.1 $5.0M 8.6k 588.39
Dr Pepper Snapple 0.1 $5.0M 77k 64.31
Broadcom Corporation 0.1 $5.4M 132k 40.42
Community Health Systems (CYH) 0.1 $5.4M 99k 54.79
Alexandria Real Estate Equities (ARE) 0.1 $5.5M 74k 73.75
Corning Incorporated (GLW) 0.1 $4.4M 229k 19.34
Affiliated Managers (AMG) 0.1 $4.5M 23k 200.34
3M Company (MMM) 0.1 $4.3M 31k 141.69
At&t (T) 0.1 $4.7M 134k 35.24
Snap-on Incorporated (SNA) 0.1 $4.7M 39k 121.08
T. Rowe Price (TROW) 0.1 $4.8M 61k 78.40
C.R. Bard 0.1 $4.7M 33k 142.71
Hanesbrands (HBI) 0.1 $4.5M 42k 107.43
Masco Corporation (MAS) 0.1 $4.3M 181k 23.92
Valero Energy Corporation (VLO) 0.1 $4.8M 104k 46.27
Freeport-McMoRan Copper & Gold (FCX) 0.1 $4.4M 134k 32.65
Robert Half International (RHI) 0.1 $4.8M 98k 49.00
Tesoro Corporation 0.1 $4.5M 74k 60.99
Industrial SPDR (XLI) 0.1 $4.9M 92k 53.15
Webster Financial Corporation (WBS) 0.1 $4.9M 168k 29.14
Hill-Rom Holdings 0.1 $4.8M 115k 41.43
Iconix Brand 0.1 $4.8M 129k 36.94
Jabil Circuit (JBL) 0.1 $4.5M 223k 20.17
Wintrust Financial Corporation (WTFC) 0.1 $4.5M 100k 44.67
FirstMerit Corporation 0.1 $4.8M 273k 17.60
Mednax (MD) 0.1 $4.4M 80k 54.82
Validus Holdings 0.1 $4.4M 112k 39.14
Hollyfrontier Corp 0.1 $4.7M 107k 43.68
Expedia (EXPE) 0.1 $4.6M 53k 87.61
Ingredion Incorporated (INGR) 0.1 $4.7M 62k 75.80
Directv 0.1 $4.7M 54k 86.52
Dynegy 0.1 $4.5M 157k 28.86
Google Inc Class C 0.1 $4.5M 7.7k 577.30
Chubb Corporation 0.1 $3.8M 42k 91.09
Fidelity National Information Services (FIS) 0.1 $4.0M 71k 56.31
Discover Financial Services (DFS) 0.1 $4.3M 66k 64.38
Lennar Corporation (LEN) 0.1 $4.1M 107k 38.83
Citrix Systems 0.1 $4.2M 59k 71.34
Lincoln Electric Holdings (LECO) 0.1 $4.0M 57k 69.14
Polaris Industries (PII) 0.1 $4.2M 28k 149.78
Boston Scientific Corporation (BSX) 0.1 $3.9M 332k 11.81
Las Vegas Sands (LVS) 0.1 $4.1M 65k 62.22
Waddell & Reed Financial 0.1 $4.0M 78k 51.69
Vishay Intertechnology (VSH) 0.1 $4.3M 302k 14.29
Mettler-Toledo International (MTD) 0.1 $3.9M 15k 256.13
AGCO Corporation (AGCO) 0.1 $4.0M 89k 45.46
UnitedHealth (UNH) 0.1 $3.9M 45k 86.25
Manpower (MAN) 0.1 $4.3M 61k 70.11
Visa (V) 0.1 $4.1M 19k 213.39
D.R. Horton (DHI) 0.1 $4.3M 209k 20.52
Aspen Insurance Holdings 0.1 $3.8M 89k 42.77
Marvell Technology Group 0.1 $3.9M 292k 13.48
Rock-Tenn Company 0.1 $4.1M 86k 47.58
Prosperity Bancshares (PB) 0.1 $4.1M 71k 57.17
Lithia Motors (LAD) 0.1 $4.3M 57k 75.70
Extra Space Storage (EXR) 0.1 $4.1M 79k 51.57
Albemarle Corporation (ALB) 0.1 $4.0M 67k 58.90
Greenbrier Companies (GBX) 0.1 $4.1M 56k 73.38
Brocade Communications Systems 0.1 $4.2M 383k 10.87
Dana Holding Corporation (DAN) 0.1 $4.2M 218k 19.17
Nabors Industries 0.1 $4.3M 189k 22.76
Pilgrim's Pride Corporation (PPC) 0.1 $4.1M 136k 30.56
Simon Property (SPG) 0.1 $4.2M 25k 164.44
SolarWinds 0.1 $4.2M 101k 42.05
Xl Group 0.1 $4.2M 126k 33.17
Chesapeake Lodging Trust sh ben int 0.1 $4.2M 145k 29.15
Government Properties Income Trust 0.1 $3.8M 174k 21.91
J Global (ZD) 0.1 $4.1M 84k 49.36
Hyster Yale Materials Handling (HY) 0.1 $3.8M 54k 71.62
Ace Limited Cmn 0.1 $3.2M 31k 104.86
Abbott Laboratories (ABT) 0.1 $3.3M 79k 41.59
Cardinal Health (CAH) 0.1 $3.6M 48k 74.91
Aetna 0.1 $3.6M 45k 81.01
Amgen (AMGN) 0.1 $3.6M 26k 140.45
Halliburton Company (HAL) 0.1 $3.3M 52k 64.50
Alleghany Corporation 0.1 $3.2M 7.8k 418.16
Discovery Communications 0.1 $3.7M 98k 37.80
Calpine Corporation 0.1 $3.7M 171k 21.70
Jones Lang LaSalle Incorporated (JLL) 0.1 $3.5M 28k 126.33
Huntsman Corporation (HUN) 0.1 $3.7M 142k 25.99
Oceaneering International (OII) 0.1 $3.6M 55k 65.17
Informatica Corporation 0.1 $3.2M 95k 34.24
Rockwell Automation (ROK) 0.1 $3.4M 31k 109.89
SM Energy (SM) 0.1 $3.5M 45k 78.00
Generac Holdings (GNRC) 0.1 $3.5M 87k 40.54
Pebblebrook Hotel Trust (PEB) 0.1 $3.7M 99k 37.34
Rlj Lodging Trust (RLJ) 0.1 $3.4M 119k 28.47
General Mtrs Co *w exp 07/10/201 0.1 $3.4M 154k 22.38
Home Loan Servicing Solution ord 0.1 $3.5M 164k 21.19
Fossil (FOSL) 0.1 $3.7M 40k 93.89
Ims Health Holdings 0.1 $3.3M 127k 26.19
Dominion Resources (D) 0.1 $3.2M 46k 69.09
Hologic (HOLX) 0.1 $3.0M 123k 24.33
Ryder System (R) 0.1 $3.1M 35k 89.98
Stanley Black & Decker (SWK) 0.1 $2.6M 29k 88.77
Cooper Companies 0.1 $2.8M 18k 155.74
Helmerich & Payne (HP) 0.1 $2.9M 30k 97.86
Partner Re 0.1 $3.1M 28k 109.89
CareFusion Corporation 0.1 $2.8M 62k 45.25
Computer Sciences Corporation 0.1 $3.0M 49k 61.16
Xerox Corporation 0.1 $2.9M 219k 13.23
Biogen Idec (BIIB) 0.1 $2.8M 8.3k 330.86
Deluxe Corporation (DLX) 0.1 $2.7M 49k 55.17
Delek US Holdings 0.1 $2.7M 83k 33.12
Rosetta Resources 0.1 $3.0M 68k 44.56
Alliant Techsystems 0.1 $2.8M 22k 127.64
Portfolio Recovery Associates 0.1 $2.8M 53k 52.24
Tech Data Corporation 0.1 $2.9M 49k 58.86
Kimco Realty Corporation (KIM) 0.1 $2.6M 121k 21.91
Camden Property Trust (CPT) 0.1 $3.0M 43k 68.52
Oasis Petroleum 0.1 $2.8M 66k 41.82
Duke Energy (DUK) 0.1 $2.7M 36k 74.76
Centrus Energy Corp cl a (LEU) 0.1 $2.8M 275k 10.15
Time Warner Cable 0.0 $2.4M 17k 143.49
Lear Corporation (LEA) 0.0 $2.2M 26k 86.40
China Mobile 0.0 $2.3M 39k 58.76
Nasdaq Omx (NDAQ) 0.0 $2.5M 60k 42.42
Suntrust Banks Inc $1.00 Par Cmn 0.0 $2.4M 63k 38.02
Eli Lilly & Co. (LLY) 0.0 $2.5M 39k 64.86
Tree 0.0 $2.4M 67k 35.89
Kimberly-Clark Corporation (KMB) 0.0 $2.3M 22k 107.55
Public Storage (PSA) 0.0 $2.4M 14k 165.87
Airgas 0.0 $2.1M 19k 110.65
Dow Chemical Company 0.0 $2.5M 48k 52.44
Regions Financial Corporation (RF) 0.0 $2.2M 224k 10.04
Entegris (ENTG) 0.0 $2.2M 196k 11.50
Omnicare 0.0 $2.4M 38k 62.26
Raytheon Company 0.0 $2.6M 26k 101.60
Deere & Company (DE) 0.0 $2.2M 27k 81.99
Domtar Corp 0.0 $2.3M 65k 35.13
Hess (HES) 0.0 $2.2M 23k 94.32
Nextera Energy (NEE) 0.0 $2.2M 24k 93.89
Apollo 0.0 $2.3M 90k 25.15
Cintas Corporation (CTAS) 0.0 $2.4M 35k 70.58
Penske Automotive (PAG) 0.0 $2.5M 61k 40.59
Andersons (ANDE) 0.0 $2.4M 38k 62.87
Herbalife Ltd Com Stk (HLF) 0.0 $2.0M 46k 43.75
Neenah Paper 0.0 $2.5M 47k 53.48
Western Refining 0.0 $2.6M 61k 41.99
Cirrus Logic (CRUS) 0.0 $2.4M 117k 20.85
Heartland Payment Systems 0.0 $2.4M 51k 47.72
Corrections Corporation of America 0.0 $2.4M 70k 34.36
Ormat Technologies (ORA) 0.0 $2.1M 80k 26.27
PrivateBan 0.0 $2.3M 78k 29.91
SYNNEX Corporation (SNX) 0.0 $2.2M 34k 64.64
NetGear (NTGR) 0.0 $2.3M 75k 31.25
Pinnacle West Capital Corporation (PNW) 0.0 $2.5M 45k 54.65
Ss&c Technologies Holding (SSNC) 0.0 $2.4M 56k 43.90
Bpz Resources Inc bond 0.0 $2.5M 2.5M 1.00
General Mtrs Co *w exp 07/10/201 0.0 $2.5M 175k 14.45
Exelis 0.0 $2.1M 129k 16.54
Ptc (PTC) 0.0 $2.4M 65k 36.89
Essent (ESNT) 0.0 $2.0M 95k 21.41
Endo International (ENDPQ) 0.0 $2.2M 32k 68.34
E TRADE Financial Corporation 0.0 $1.9M 86k 22.60
Northeast Utilities System 0.0 $1.9M 44k 44.30
Genworth Financial (GNW) 0.0 $1.7M 130k 13.10
Ryland 0.0 $1.7M 50k 33.24
Cracker Barrel Old Country Store (CBRL) 0.0 $1.6M 16k 103.18
Steris Corporation 0.0 $1.9M 35k 53.97
DaVita (DVA) 0.0 $1.5M 20k 73.12
AmerisourceBergen (COR) 0.0 $1.5M 20k 77.32
Cincinnati Financial Corporation (CINF) 0.0 $1.7M 35k 47.04
Fresh Del Monte Produce (FDP) 0.0 $2.0M 62k 31.89
Unum (UNM) 0.0 $1.8M 53k 34.39
PAREXEL International Corporation 0.0 $1.7M 27k 63.09
Agilent Technologies Inc C ommon (A) 0.0 $1.9M 34k 56.99
Staples 0.0 $1.7M 139k 12.10
Southern Company (SO) 0.0 $1.5M 36k 43.66
EOG Resources (EOG) 0.0 $1.7M 17k 99.02
SL Green Realty 0.0 $1.5M 15k 101.33
Gannett 0.0 $1.7M 57k 29.67
PPL Corporation (PPL) 0.0 $1.8M 54k 32.85
Sempra Energy (SRE) 0.0 $1.8M 17k 105.36
World Acceptance (WRLD) 0.0 $2.0M 30k 67.51
Marathon Oil Corporation (MRO) 0.0 $2.0M 53k 37.60
Mead Johnson Nutrition 0.0 $1.9M 20k 96.22
Aircastle 0.0 $2.0M 122k 16.36
Edison International (EIX) 0.0 $1.5M 26k 55.91
Insight Enterprises (NSIT) 0.0 $1.5M 64k 22.64
Newpark Resources (NR) 0.0 $1.5M 118k 12.44
Owens-Illinois 0.0 $1.6M 62k 26.04
Wabash National Corporation (WNC) 0.0 $2.0M 148k 13.32
Korn/Ferry International (KFY) 0.0 $1.7M 68k 24.90
On Assignment 0.0 $1.6M 59k 26.84
PennantPark Investment (PNNT) 0.0 $1.4M 133k 10.91
Asbury Automotive (ABG) 0.0 $1.5M 24k 64.43
AmSurg 0.0 $1.6M 31k 50.05
Atwood Oceanics 0.0 $1.6M 36k 43.68
GameStop (GME) 0.0 $1.9M 47k 41.20
LaSalle Hotel Properties 0.0 $1.8M 53k 34.25
Manhattan Associates (MANH) 0.0 $1.5M 45k 33.43
Sovran Self Storage 0.0 $1.7M 23k 74.36
Alexion Pharmaceuticals 0.0 $2.0M 12k 165.80
Advanced Semiconductor Engineering 0.0 $1.8M 307k 5.91
SanDisk Corporation 0.0 $1.7M 18k 97.98
Unilever (UL) 0.0 $1.5M 37k 41.91
Basic Energy Services 0.0 $1.7M 79k 21.69
TreeHouse Foods (THS) 0.0 $1.5M 18k 80.52
Acorda Therapeutics 0.0 $1.5M 43k 33.88
Ametek (AME) 0.0 $1.9M 38k 50.21
CommVault Systems (CVLT) 0.0 $1.5M 30k 50.41
Lattice Semiconductor (LSCC) 0.0 $1.7M 225k 7.50
Omega Protein Corporation 0.0 $1.9M 155k 12.50
Prospect Capital Corporation (PSEC) 0.0 $1.8M 184k 9.90
Anika Therapeutics (ANIK) 0.0 $1.8M 50k 36.66
Harbinger 0.0 $2.0M 153k 13.12
Retail Opportunity Investments (ROIC) 0.0 $1.7M 114k 14.70
Verint Systems (VRNT) 0.0 $1.6M 29k 55.62
Swift Transportation Company 0.0 $1.8M 88k 20.98
iShares MSCI Poland Investable ETF (EPOL) 0.0 $1.7M 62k 28.40
Ishares Tr msci russ indx 0.0 $1.5M 85k 17.27
Hutchinson Technology Inc note 8.500% 1/1 0.0 $1.9M 2.0M 0.96
Jazz Pharmaceuticals (JAZZ) 0.0 $1.9M 12k 160.59
United Fire & Casualty (UFCS) 0.0 $1.5M 53k 27.77
Matador Resources (MTDR) 0.0 $1.4M 56k 25.85
Epr Properties (EPR) 0.0 $1.8M 35k 50.67
Outerwall 0.0 $1.7M 30k 56.10
Third Point Reinsurance 0.0 $1.7M 118k 14.55
Portland General Electric Company (POR) 0.0 $1.1M 35k 32.11
MB Financial 0.0 $1.2M 43k 27.68
MasterCard Incorporated (MA) 0.0 $1.2M 16k 73.92
American Express Company (AXP) 0.0 $1.1M 12k 87.51
Lincoln National Corporation (LNC) 0.0 $1.4M 26k 53.59
Ameriprise Financial (AMP) 0.0 $1.1M 9.2k 123.34
Crown Castle International 0.0 $1.1M 13k 80.56
Waste Management (WM) 0.0 $1.4M 29k 47.53
United Parcel Service (UPS) 0.0 $1.3M 13k 98.32
Advent Software 0.0 $1.3M 40k 31.57
Valspar Corporation 0.0 $1.3M 16k 79.01
Best Buy (BBY) 0.0 $899k 27k 33.58
BE Aerospace 0.0 $1.2M 14k 83.91
Electronic Arts (EA) 0.0 $896k 25k 35.60
Nokia Corporation (NOK) 0.0 $1.3M 154k 8.46
Whirlpool Corporation (WHR) 0.0 $1.1M 7.3k 145.58
Plantronics 0.0 $1.1M 24k 47.79
Tyson Foods (TSN) 0.0 $1.2M 32k 39.39
Pier 1 Imports 0.0 $1.3M 106k 11.89
Rockwell Collins 0.0 $918k 12k 78.50
Health Care REIT 0.0 $1.2M 19k 62.35
McKesson Corporation (MCK) 0.0 $893k 4.6k 194.77
Altria (MO) 0.0 $992k 22k 45.93
Telefonaktiebolaget LM Ericsson (ERIC) 0.0 $1.0M 82k 12.59
Symantec Corporation 0.0 $1.3M 56k 23.52
American Electric Power Company (AEP) 0.0 $1.4M 27k 52.21
PG&E Corporation (PCG) 0.0 $1.2M 27k 45.04
Illinois Tool Works (ITW) 0.0 $1.3M 15k 84.41
Harman International Industries 0.0 $1.4M 14k 98.01
Omni (OMC) 0.0 $1.3M 19k 68.86
PetroChina Company 0.0 $883k 6.9k 128.55
Applied Materials (AMAT) 0.0 $1.1M 51k 21.61
Lannett Company 0.0 $1.3M 28k 45.67
Rite Aid Corporation 0.0 $1.4M 297k 4.84
Hawaiian Holdings (HA) 0.0 $993k 74k 13.44
Louisiana-Pacific Corporation (LPX) 0.0 $944k 69k 13.60
Invesco (IVZ) 0.0 $1.1M 27k 39.48
Kadant (KAI) 0.0 $1.3M 34k 39.04
Cash America International 0.0 $904k 21k 43.80
Ez (EZPW) 0.0 $1.0M 103k 9.91
Haverty Furniture Companies (HVT) 0.0 $1.2M 55k 21.79
Methode Electronics (MEI) 0.0 $990k 27k 36.88
Minerals Technologies (MTX) 0.0 $984k 16k 61.69
Oshkosh Corporation (OSK) 0.0 $1.1M 24k 44.14
Perficient (PRFT) 0.0 $1.0M 70k 14.98
Columbus McKinnon (CMCO) 0.0 $1.4M 64k 21.99
Carrizo Oil & Gas 0.0 $908k 17k 53.80
Cyberonics 0.0 $1.1M 21k 51.15
DTE Energy Company (DTE) 0.0 $1.1M 14k 76.07
Hanger Orthopedic 0.0 $1.3M 61k 20.51
InterDigital (IDCC) 0.0 $907k 23k 39.82
New Jersey Resources Corporation (NJR) 0.0 $1.2M 25k 50.53
Northern Oil & Gas 0.0 $1.4M 101k 14.22
Cathay General Ban (CATY) 0.0 $1.2M 49k 24.83
Cepheid 0.0 $880k 20k 44.05
Ida (IDA) 0.0 $927k 17k 53.63
ISIS Pharmaceuticals 0.0 $1.1M 28k 38.81
Applied Industrial Technologies (AIT) 0.0 $1.1M 25k 45.65
Comfort Systems USA (FIX) 0.0 $994k 73k 13.55
Repligen Corporation (RGEN) 0.0 $897k 45k 19.92
Susquehanna Bancshares 0.0 $1.2M 124k 10.00
Ducommun Incorporated (DCO) 0.0 $926k 34k 27.40
OraSure Technologies (OSUR) 0.0 $1.2M 167k 7.22
PC Connection (CNXN) 0.0 $1.1M 51k 21.48
LTC Properties (LTC) 0.0 $1.0M 28k 36.89
Bel Fuse (BELFB) 0.0 $1.0M 42k 24.74
CalAmp 0.0 $1.0M 57k 17.63
Apollo Commercial Real Est. Finance (ARI) 0.0 $1.0M 66k 15.71
ePlus (PLUS) 0.0 $1.1M 20k 56.05
PGT 0.0 $1.2M 133k 9.32
Ultra Clean Holdings (UCTT) 0.0 $1.0M 116k 8.95
Virtus Investment Partners (VRTS) 0.0 $933k 5.4k 173.74
Vale 0.0 $911k 94k 9.71
iShares MSCI Malaysia Index Fund 0.0 $1.1M 74k 15.40
Embraer S A (ERJ) 0.0 $958k 24k 39.23
Unifi (UFI) 0.0 $1.2M 47k 25.90
Connecticut Water Service 0.0 $904k 28k 32.52
Simmons First National Corporation (SFNC) 0.0 $1.2M 30k 38.52
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $1.2M 1.2M 1.00
Walker & Dunlop (WD) 0.0 $991k 75k 13.29
WisdomTree Investments (WT) 0.0 $1.1M 99k 11.38
Neophotonics Corp 0.0 $1.2M 353k 3.35
Prologis (PLD) 0.0 $999k 27k 37.71
Gnc Holdings Inc Cl A 0.0 $1.1M 28k 38.75
Rpx Corp 0.0 $1.3M 92k 13.73
Bbcn Ban 0.0 $1.3M 91k 14.59
Manning & Napier Inc cl a 0.0 $1.4M 86k 16.78
Michael Kors Holdings 0.0 $1.1M 16k 71.42
Avg Technologies 0.0 $1.2M 72k 16.58
SELECT INCOME REIT COM SH BEN int 0.0 $1.4M 57k 24.05
Matson (MATX) 0.0 $1.0M 41k 25.04
Puma Biotechnology (PBYI) 0.0 $1.2M 5.0k 238.55
Hyperion Therapeutics 0.0 $1.2M 48k 25.21
Sanmina (SANM) 0.0 $941k 45k 20.86
Insys Therapeutics 0.0 $1.1M 29k 38.80
Actavis 0.0 $1.1M 4.7k 241.30
Noble Corp Plc equity 0.0 $1.1M 51k 22.22
Vodafone Group New Adr F (VOD) 0.0 $1.0M 32k 32.90
Arcbest (ARCB) 0.0 $886k 24k 37.30
Parsley Energy Inc-class A 0.0 $1.0M 48k 21.34
Timkensteel (MTUS) 0.0 $892k 19k 46.47
Altisource Portfolio Solns S reg (ASPS) 0.0 $323k 3.2k 100.94
Crown Holdings (CCK) 0.0 $846k 19k 44.55
Melco Crown Entertainment (MLCO) 0.0 $423k 16k 26.31
LG Display (LPL) 0.0 $575k 37k 15.75
Cnooc 0.0 $570k 3.3k 172.47
Dick's Sporting Goods (DKS) 0.0 $391k 8.9k 43.93
Baxter International (BAX) 0.0 $435k 6.1k 71.76
Interval Leisure 0.0 $689k 36k 19.06
Martin Marietta Materials (MLM) 0.0 $530k 4.1k 128.86
Norfolk Southern (NSC) 0.0 $663k 5.9k 111.67
Consolidated Edison (ED) 0.0 $470k 8.3k 56.63
FirstEnergy (FE) 0.0 $572k 17k 33.58
Microchip Technology (MCHP) 0.0 $393k 8.3k 47.21
NVIDIA Corporation (NVDA) 0.0 $718k 39k 18.46
Trimble Navigation (TRMB) 0.0 $464k 15k 30.51
AFLAC Incorporated (AFL) 0.0 $719k 12k 58.28
Harris Corporation 0.0 $501k 7.5k 66.45
Nordstrom (JWN) 0.0 $766k 11k 68.34
Harley-Davidson (HOG) 0.0 $460k 7.9k 58.23
Johnson Controls 0.0 $823k 19k 44.00
United Stationers 0.0 $693k 18k 37.60
Equity Residential (EQR) 0.0 $439k 7.1k 61.55
Manitowoc Company 0.0 $344k 15k 23.47
Celestica (CLS) 0.0 $481k 47k 10.15
Electronics For Imaging 0.0 $689k 16k 44.14
Mylan 0.0 $350k 7.7k 45.49
Forward Air Corporation (FWRD) 0.0 $593k 13k 44.80
NiSource (NI) 0.0 $376k 9.2k 41.00
Marsh & McLennan Companies (MMC) 0.0 $490k 9.4k 52.33
Shinhan Financial (SHG) 0.0 $819k 18k 45.47
Exelon Corporation (EXC) 0.0 $492k 14k 34.12
Jacobs Engineering 0.0 $590k 12k 48.82
Starbucks Corporation (SBUX) 0.0 $411k 5.4k 75.55
Accenture (ACN) 0.0 $433k 5.3k 81.31
General Dynamics Corporation (GD) 0.0 $770k 6.1k 127.15
Sturm, Ruger & Company (RGR) 0.0 $373k 7.7k 48.75
Monarch Casino & Resort (MCRI) 0.0 $505k 42k 11.92
WABCO Holdings 0.0 $707k 7.8k 90.98
GATX Corporation (GATX) 0.0 $449k 7.7k 58.31
Chesapeake Energy Corporation 0.0 $742k 32k 22.98
Paccar (PCAR) 0.0 $463k 8.1k 56.91
Roper Industries (ROP) 0.0 $667k 4.6k 146.30
Zimmer Holdings (ZBH) 0.0 $564k 5.6k 100.62
PICO Holdings 0.0 $645k 32k 19.96
Juniper Networks (JNPR) 0.0 $835k 38k 22.15
Equinix 0.0 $576k 2.7k 212.62
Amtrust Financial Services 0.0 $476k 12k 39.83
Microsemi Corporation 0.0 $340k 13k 25.37
Century Aluminum Company (CENX) 0.0 $582k 22k 25.96
Lam Research Corporation (LRCX) 0.0 $438k 5.9k 74.64
Regal-beloit Corporation (RRX) 0.0 $318k 4.9k 64.29
Starwood Hotels & Resorts Worldwide 0.0 $606k 7.3k 83.22
Emergent BioSolutions (EBS) 0.0 $526k 25k 21.33
First Community Bancshares (FCBC) 0.0 $406k 28k 14.29
M/I Homes (MHO) 0.0 $475k 24k 19.83
Stone Energy Corporation 0.0 $410k 13k 31.36
Salix Pharmaceuticals 0.0 $380k 2.4k 156.25
SPX Corporation 0.0 $706k 7.5k 93.97
Tempur-Pedic International (TPX) 0.0 $613k 11k 56.16
UIL Holdings Corporation 0.0 $747k 21k 35.40
Alon USA Energy 0.0 $763k 53k 14.35
EMC Insurance 0.0 $547k 19k 28.88
Neurocrine Biosciences (NBIX) 0.0 $517k 33k 15.67
QLogic Corporation 0.0 $630k 69k 9.15
Republic Airways Holdings 0.0 $584k 53k 11.10
Alamo (ALG) 0.0 $820k 20k 41.00
BankFinancial Corporation (BFIN) 0.0 $325k 31k 10.39
Movado (MOV) 0.0 $656k 20k 33.05
Realty Income (O) 0.0 $514k 13k 40.79
TransDigm Group Incorporated (TDG) 0.0 $598k 3.2k 184.34
Analogic Corporation 0.0 $486k 7.6k 63.91
Conn's (CONN) 0.0 $395k 13k 30.29
Cynosure 0.0 $308k 15k 21.01
EnerNOC 0.0 $554k 33k 16.96
Hurco Companies (HURC) 0.0 $471k 13k 37.65
NN (NNBR) 0.0 $834k 31k 26.71
Warren Resources 0.0 $500k 94k 5.30
Marlin Business Services 0.0 $658k 36k 18.32
K12 0.0 $379k 24k 15.96
Thompson Creek Metals 0.0 $696k 316k 2.20
First Defiance Financial 0.0 $327k 12k 26.98
iShares MSCI Brazil Index (EWZ) 0.0 $605k 14k 43.48
Web 0.0 $670k 34k 19.96
Quality Distribution 0.0 $564k 44k 12.77
Spirit AeroSystems Holdings (SPR) 0.0 $666k 18k 38.06
Spectrum Pharmaceuticals 0.0 $323k 40k 8.15
Celldex Therapeutics 0.0 $865k 67k 12.96
CAI International 0.0 $798k 41k 19.35
Vitamin Shoppe 0.0 $738k 17k 44.40
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $377k 8.8k 42.66
Manitex International (MNTX) 0.0 $862k 76k 11.29
Opko Health (OPK) 0.0 $579k 68k 8.51
Ligand Pharmaceuticals In (LGND) 0.0 $536k 11k 47.02
Fidelity Southern Corporation 0.0 $597k 44k 13.70
Compucredit Hldgs Corp note 5.875%11/3 0.0 $800k 2.0M 0.40
FutureFuel (FF) 0.0 $614k 52k 11.90
ChipMOS Technology Bermuda 0.0 $646k 29k 22.61
Covidien 0.0 $491k 5.7k 86.49
Endocyte 0.0 $670k 110k 6.08
Ishares Trust Msci China msci china idx (MCHI) 0.0 $491k 10k 47.38
Pvh Corporation (PVH) 0.0 $534k 4.4k 121.17
Voxx International Corporation (VOXX) 0.0 $717k 77k 9.30
Clovis Oncology 0.0 $304k 6.7k 45.35
Synageva Biopharma 0.0 $575k 8.4k 68.78
Tesaro 0.0 $347k 13k 26.94
Sarepta Therapeutics (SRPT) 0.0 $304k 14k 21.09
Geospace Technologies (GEOS) 0.0 $746k 21k 35.14
Axiall 0.0 $836k 23k 35.82
D Stemline Therapeutics 0.0 $360k 29k 12.44
Tetraphase Pharmaceuticals 0.0 $539k 27k 19.97
Epizyme 0.0 $332k 12k 27.13
Twenty-first Century Fox 0.0 $467k 14k 34.26
Voya Financial (VOYA) 0.0 $559k 14k 39.09
Bank of New York Mellon Corporation (BK) 0.0 $275k 7.1k 38.70
Henry Schein (HSIC) 0.0 $213k 1.8k 116.52
Prudential Financial (PRU) 0.0 $104k 1.2k 88.06
Advance Auto Parts (AAP) 0.0 $48k 370.00 129.73
Ingersoll-rand Co Ltd-cl A 0.0 $210k 3.7k 56.32
Quad/Graphics (QUAD) 0.0 $3.0k 144.00 20.83
iShares MSCI Thailand Index Fund (THD) 0.0 $258k 3.1k 83.77
Alliance Fiber Optic Products 0.0 $282k 23k 12.42
Cooper Standard Holdings (CPS) 0.0 $141k 2.3k 62.42
Oi Sa-adr sp 0.0 $31k 42k 0.75
Oi Sa-adr sp 0.0 $284k 405k 0.70
Supernus Pharmaceuticals (SUPN) 0.0 $263k 30k 8.68
Eastman Kodak Co *w exp 09/03/201 0.0 $18k 2.5k 7.21
Eastman Kodak Co *w exp 09/03/201 0.0 $18k 2.5k 7.21
Eastman Kodak (KODK) 0.0 $160k 7.2k 22.06
Vectrus (VVX) 0.0 $140k 7.2k 19.48