DuPont Capital Management Corporation as of March 31, 2011
Portfolio Holdings for DuPont Capital Management Corporation
DuPont Capital Management Corporation holds 516 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 |
|---|---|---|---|---|---|
| E.I. du Pont de Nemours & Company | 11.4 | $548B | 10M | 54970.00 | |
| Exxon Mobil Corporation (XOM) | 1.9 | $90B | 1.1M | 84130.00 | |
| Microsoft Corporation (MSFT) | 1.8 | $86B | 3.4M | 25360.00 | |
| General Electric Company | 1.4 | $66B | 3.3M | 20050.00 | |
| JPMorgan Chase & Co. (JPM) | 1.3 | $61B | 1.3M | 46100.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 1.2 | $59B | 980k | 60090.00 | |
| Chevron Corporation (CVX) | 1.1 | $52B | 485k | 107430.00 | |
| Bank of America Corporation (BAC) | 1.1 | $51B | 3.8M | 13330.00 | |
| Pfizer (PFE) | 1.0 | $49B | 2.4M | 20310.00 | |
| Philip Morris International (PM) | 1.0 | $46B | 704k | 65630.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.9 | $45B | 933k | 48690.00 | |
| Cisco Systems (CSCO) | 0.9 | $42B | 2.4M | 17150.00 | |
| Time Warner Cable | 0.8 | $41B | 573k | 71340.00 | |
| International Paper Company (IP) | 0.8 | $41B | 1.4M | 30180.00 | |
| Merck & Co (MRK) | 0.8 | $41B | 1.2M | 33010.00 | |
| Coca-Cola Company (KO) | 0.8 | $39B | 590k | 66350.00 | |
| Procter & Gamble Company (PG) | 0.8 | $38B | 621k | 61600.00 | |
| Pepsi (PEP) | 0.8 | $38B | 582k | 64410.00 | |
| Via | 0.7 | $36B | 764k | 46520.00 | |
| WellPoint | 0.7 | $36B | 509k | 69790.00 | |
| Intel Corporation (INTC) | 0.7 | $35B | 1.7M | 20170.00 | |
| Humana (HUM) | 0.7 | $35B | 494k | 69940.00 | |
| Wells Fargo & Company (WFC) | 0.7 | $33B | 1.1M | 31700.00 | |
| Dell | 0.7 | $33B | 2.3M | 14510.00 | |
| Citi | 0.7 | $33B | 7.4M | 4420.00 | |
| Magna Intl Inc cl a (MGA) | 0.7 | $33B | 681k | 47910.00 | |
| Celgene Corporation | 0.7 | $33B | 568k | 57530.00 | |
| Pos (PKX) | 0.7 | $32B | 280k | 114290.00 | |
| Noble Corporation Com Stk | 0.7 | $32B | 692k | 45620.00 | |
| NRG Energy (NRG) | 0.7 | $31B | 1.4M | 21540.00 | |
| Whirlpool Corporation (WHR) | 0.7 | $31B | 365k | 85360.00 | |
| CVS Caremark Corporation (CVS) | 0.7 | $31B | 908k | 34320.00 | |
| Lockheed Martin Corporation (LMT) | 0.6 | $30B | 367k | 80400.00 | |
| Applied Materials (AMAT) | 0.6 | $30B | 1.9M | 15620.00 | |
| Capital One Financial (COF) | 0.6 | $28B | 530k | 51960.00 | |
| Public Service Enterprise (PEG) | 0.6 | $27B | 868k | 31510.00 | |
| Banco Bradesco SA (BBD) | 0.6 | $27B | 1.3M | 20750.00 | |
| Nabors Industries | 0.6 | $27B | 897k | 30380.00 | |
| Regions Financial Corporation (RF) | 0.6 | $27B | 3.7M | 7260.00 | |
| General Dynamics Corporation (GD) | 0.6 | $27B | 348k | 76560.00 | |
| PPL Corporation (PPL) | 0.6 | $27B | 1.1M | 25300.00 | |
| Chesapeake Energy Corporation | 0.6 | $27B | 792k | 33520.00 | |
| Paccar (PCAR) | 0.6 | $26B | 503k | 52350.00 | |
| Delta Air Lines (DAL) | 0.6 | $27B | 2.7M | 9800.00 | |
| Lorillard | 0.6 | $27B | 281k | 95010.00 | |
| Western Digital (WDC) | 0.5 | $26B | 699k | 37290.00 | |
| U.S. Bancorp (USB) | 0.5 | $26B | 971k | 26430.00 | |
| Abbott Laboratories (ABT) | 0.5 | $25B | 514k | 49050.00 | |
| ConocoPhillips (COP) | 0.5 | $25B | 313k | 79860.00 | |
| McDonald's Corporation (MCD) | 0.5 | $25B | 323k | 76090.00 | |
| EOG Resources (EOG) | 0.5 | $25B | 209k | 118510.00 | |
| Manitowoc Company | 0.5 | $23B | 1.1M | 21880.00 | |
| Boeing Company (BA) | 0.5 | $23B | 313k | 73930.00 | |
| Dow Chemical Company | 0.5 | $22B | 592k | 37750.00 | |
| Valero Energy Corporation (VLO) | 0.5 | $22B | 748k | 29820.00 | |
| Transocean (RIG) | 0.4 | $21B | 269k | 77950.00 | |
| WABCO Holdings | 0.4 | $21B | 343k | 61640.00 | |
| C.R. Bard | 0.4 | $21B | 207k | 99310.00 | |
| Weatherford International Lt reg | 0.4 | $21B | 918k | 22600.00 | |
| Northrop Grumman Corporation (NOC) | 0.4 | $20B | 320k | 62710.00 | |
| Bank of New York Mellon Corporation (BK) | 0.4 | $20B | 666k | 29870.00 | |
| Baxter International (BAX) | 0.4 | $20B | 368k | 53770.00 | |
| At&t (T) | 0.4 | $19B | 630k | 30600.00 | |
| Owens-Illinois | 0.4 | $19B | 635k | 30190.00 | |
| Carnival Corporation (CCL) | 0.4 | $18B | 478k | 38360.00 | |
| Kimberly-Clark Corporation (KMB) | 0.4 | $18B | 277k | 65270.00 | |
| Macy's (M) | 0.4 | $17B | 715k | 24260.00 | |
| RadioShack Corporation | 0.3 | $17B | 1.1M | 15010.00 | |
| Enersis | 0.3 | $17B | 815k | 20820.00 | |
| Harris Corporation | 0.3 | $16B | 326k | 49600.00 | |
| Apollo | 0.3 | $16B | 389k | 41710.00 | |
| Avon Products | 0.3 | $16B | 591k | 27040.00 | |
| Cephalon | 0.3 | $16B | 208k | 75780.00 | |
| Terex Corporation (TEX) | 0.3 | $16B | 429k | 37040.00 | |
| Apache Corporation | 0.3 | $15B | 116k | 130920.00 | |
| Timken Company (TKR) | 0.3 | $15B | 288k | 52300.00 | |
| BB&T Corporation | 0.3 | $15B | 545k | 27450.00 | |
| NewMarket Corporation (NEU) | 0.3 | $15B | 95k | 158220.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.3 | $14B | 494k | 28840.00 | |
| Arrow Electronics (ARW) | 0.3 | $14B | 337k | 41880.00 | |
| Zions Bancorporation (ZION) | 0.3 | $14B | 615k | 23060.00 | |
| GameStop (GME) | 0.3 | $14B | 623k | 22520.00 | |
| 0.3 | $14B | 23k | 586210.02 | ||
| Marathon Oil Corporation (MRO) | 0.3 | $14B | 253k | 53310.00 | |
| Cliffs Natural Resources | 0.3 | $14B | 139k | 98280.00 | |
| Lam Research Corporation (LRCX) | 0.3 | $13B | 235k | 56660.00 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.3 | $14B | 187k | 71840.00 | |
| International Business Machines (IBM) | 0.3 | $13B | 81k | 163070.00 | |
| Symantec Corporation | 0.3 | $13B | 705k | 18540.00 | |
| Tech Data Corporation | 0.3 | $13B | 253k | 50860.00 | |
| Global Crossing | 0.3 | $13B | 942k | 13920.00 | |
| Reinsurance Group of America (RGA) | 0.3 | $12B | 198k | 62780.00 | |
| Apple (AAPL) | 0.3 | $12B | 35k | 348450.01 | |
| Forest Laboratories | 0.3 | $13B | 392k | 32300.00 | |
| Tibco Software | 0.3 | $13B | 458k | 27250.00 | |
| Bruker Corporation (BRKR) | 0.3 | $13B | 599k | 20850.00 | |
| Brinker International (EAT) | 0.2 | $12B | 485k | 25300.00 | |
| AMERIGROUP Corporation | 0.2 | $12B | 186k | 64250.00 | |
| Rock-Tenn Company | 0.2 | $12B | 172k | 69350.00 | |
| MetLife (MET) | 0.2 | $12B | 274k | 44730.00 | |
| Hartford Financial Services (HIG) | 0.2 | $12B | 438k | 26930.00 | |
| NiSource (NI) | 0.2 | $11B | 591k | 19180.00 | |
| Allstate Corporation (ALL) | 0.2 | $12B | 361k | 31780.00 | |
| Plains Exploration & Production Company | 0.2 | $11B | 313k | 36230.00 | |
| CF Industries Holdings (CF) | 0.2 | $12B | 85k | 136790.00 | |
| Kinetic Concepts | 0.2 | $11B | 208k | 54420.00 | |
| DPL | 0.2 | $11B | 415k | 27410.00 | |
| Buckle (BKE) | 0.2 | $11B | 276k | 40400.00 | |
| DISH Network | 0.2 | $11B | 454k | 24360.00 | |
| Domtar Corp | 0.2 | $11B | 119k | 91780.00 | |
| UGI Corporation (UGI) | 0.2 | $11B | 342k | 32900.00 | |
| Compania Cervecerias Unidas (CCU) | 0.2 | $11B | 184k | 59100.00 | |
| Teradyne (TER) | 0.2 | $11B | 634k | 17810.00 | |
| CSX Corporation (CSX) | 0.2 | $11B | 133k | 78600.00 | |
| Plantronics | 0.2 | $11B | 286k | 36620.00 | |
| WellCare Health Plans | 0.2 | $11B | 251k | 41950.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.2 | $10B | 187k | 55550.00 | |
| TRW Automotive Holdings | 0.2 | $11B | 194k | 55080.00 | |
| Fairchild Semiconductor International | 0.2 | $10B | 569k | 18200.00 | |
| Medicis Pharmaceutical Corporation | 0.2 | $11B | 337k | 32040.00 | |
| LaSalle Hotel Properties | 0.2 | $11B | 393k | 27000.00 | |
| Steris Corporation | 0.2 | $10B | 291k | 34540.00 | |
| Fossil | 0.2 | $9.9B | 106k | 93650.00 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $10B | 108k | 94680.00 | |
| SPX Corporation | 0.2 | $10B | 126k | 79390.00 | |
| Nucor Corporation (NUE) | 0.2 | $9.7B | 212k | 46020.00 | |
| Dillard's (DDS) | 0.2 | $9.4B | 235k | 40120.00 | |
| Timberland Company | 0.2 | $9.7B | 235k | 41290.00 | |
| Medical Properties Trust (MPW) | 0.2 | $9.4B | 816k | 11570.00 | |
| Trinity Industries (TRN) | 0.2 | $9.7B | 265k | 36670.00 | |
| Bob Evans Farms | 0.2 | $9.6B | 294k | 32600.00 | |
| Affiliated Managers (AMG) | 0.2 | $9.0B | 82k | 109369.99 | |
| Synopsys (SNPS) | 0.2 | $9.0B | 325k | 27650.00 | |
| Corn Products International | 0.2 | $9.0B | 173k | 51820.00 | |
| El Paso Electric Company | 0.2 | $9.4B | 308k | 30400.00 | |
| Stone Energy Corporation | 0.2 | $9.0B | 270k | 33370.00 | |
| Cimarex Energy | 0.2 | $9.3B | 81k | 115240.00 | |
| Rayonier (RYN) | 0.2 | $9.0B | 145k | 62310.00 | |
| SL Green Realty | 0.2 | $8.6B | 114k | 75200.00 | |
| Tupperware Brands Corporation | 0.2 | $8.8B | 147k | 59710.00 | |
| Gardner Denver | 0.2 | $8.7B | 112k | 78030.00 | |
| Alexandria Real Estate Equities (ARE) | 0.2 | $8.5B | 109k | 77970.00 | |
| Vale (VALE) | 0.2 | $8.0B | 239k | 33350.00 | |
| Endo Pharmaceuticals | 0.2 | $8.3B | 217k | 38160.00 | |
| Exelon Corporation (EXC) | 0.2 | $8.1B | 196k | 41240.00 | |
| HCC Insurance Holdings | 0.2 | $8.1B | 260k | 31310.00 | |
| Semtech Corporation (SMTC) | 0.2 | $8.2B | 329k | 25020.00 | |
| Joy Global | 0.2 | $7.9B | 80k | 98809.99 | |
| Tyson Foods (TSN) | 0.2 | $7.7B | 401k | 19190.00 | |
| Williams-Sonoma (WSM) | 0.2 | $7.9B | 195k | 40500.00 | |
| Patterson-UTI Energy (PTEN) | 0.2 | $7.8B | 266k | 29390.00 | |
| Delphi Financial | 0.2 | $7.6B | 249k | 30710.00 | |
| Reliance Steel & Aluminum (RS) | 0.2 | $7.7B | 134k | 57780.00 | |
| Atlas Air Worldwide Holdings | 0.2 | $7.5B | 107k | 69720.00 | |
| Ralcorp Holdings | 0.2 | $7.5B | 110k | 68430.00 | |
| Chicago Bridge & Iron Company | 0.2 | $7.5B | 185k | 40660.00 | |
| Energen Corporation | 0.2 | $7.8B | 123k | 63120.00 | |
| Johnson & Johnson (JNJ) | 0.1 | $7.0B | 118k | 59250.00 | |
| Lincoln Electric Holdings (LECO) | 0.1 | $7.3B | 97k | 75920.00 | |
| Verizon Communications (VZ) | 0.1 | $7.4B | 191k | 38540.00 | |
| Honeywell International (HON) | 0.1 | $7.1B | 120k | 59710.00 | |
| Ford Motor Company (F) | 0.1 | $7.1B | 474k | 14910.00 | |
| ValueClick | 0.1 | $7.3B | 503k | 14460.00 | |
| Albemarle Corporation (ALB) | 0.1 | $7.0B | 117k | 59770.00 | |
| National Instruments | 0.1 | $7.3B | 224k | 32770.00 | |
| Ace Limited Cmn | 0.1 | $6.6B | 102k | 64700.00 | |
| FedEx Corporation (FDX) | 0.1 | $6.8B | 73k | 93550.00 | |
| Wal-Mart Stores (WMT) | 0.1 | $6.6B | 127k | 52050.00 | |
| Genuine Parts Company (GPC) | 0.1 | $6.8B | 127k | 53640.00 | |
| W.W. Grainger (GWW) | 0.1 | $6.6B | 48k | 137679.99 | |
| Safeway | 0.1 | $6.7B | 285k | 23540.00 | |
| Omnicare | 0.1 | $6.7B | 223k | 29990.00 | |
| TJX Companies (TJX) | 0.1 | $6.5B | 131k | 49730.00 | |
| Entergy Corporation (ETR) | 0.1 | $6.9B | 103k | 67210.00 | |
| PowerShares India Portfolio | 0.1 | $7.0B | 291k | 23980.00 | |
| ICICI Bank (IBN) | 0.1 | $6.2B | 124k | 49830.00 | |
| Nasdaq Omx (NDAQ) | 0.1 | $6.5B | 250k | 25840.00 | |
| CBS Corporation | 0.1 | $6.2B | 246k | 25040.00 | |
| H&R Block (HRB) | 0.1 | $6.1B | 367k | 16740.00 | |
| Public Storage (PSA) | 0.1 | $6.1B | 55k | 110910.01 | |
| Best Buy (BBY) | 0.1 | $6.4B | 222k | 28720.00 | |
| UnitedHealth (UNH) | 0.1 | $6.1B | 136k | 45200.00 | |
| Landstar System (LSTR) | 0.1 | $6.2B | 136k | 45680.00 | |
| First Niagara Financial | 0.1 | $6.4B | 473k | 13580.00 | |
| Teleflex Incorporated (TFX) | 0.1 | $6.4B | 110k | 57980.00 | |
| QLogic Corporation | 0.1 | $6.5B | 349k | 18550.00 | |
| Unilever (UL) | 0.1 | $6.2B | 201k | 30620.00 | |
| PS Business Parks | 0.1 | $6.3B | 109k | 57940.00 | |
| iShares MSCI Malaysia Index Fund | 0.1 | $6.2B | 423k | 14770.00 | |
| Diamond Offshore Drilling | 0.1 | $5.7B | 74k | 77700.00 | |
| Eli Lilly & Co. (LLY) | 0.1 | $5.6B | 160k | 35170.00 | |
| PPG Industries (PPG) | 0.1 | $6.0B | 63k | 95209.99 | |
| Rollins (ROL) | 0.1 | $5.8B | 284k | 20300.00 | |
| Waters Corporation (WAT) | 0.1 | $5.9B | 68k | 86900.00 | |
| Newfield Exploration | 0.1 | $5.9B | 78k | 76010.00 | |
| Hewlett-Packard Company | 0.1 | $5.6B | 137k | 40970.00 | |
| Nextera Energy (NEE) | 0.1 | $5.9B | 107k | 55120.00 | |
| Lexmark International | 0.1 | $5.7B | 154k | 37040.00 | |
| Murphy Oil Corporation (MUR) | 0.1 | $5.7B | 78k | 73420.00 | |
| Fifth Third Ban (FITB) | 0.1 | $5.9B | 429k | 13880.00 | |
| Calpine Corporation | 0.1 | $5.9B | 369k | 15870.00 | |
| Warna | 0.1 | $6.0B | 104k | 57190.00 | |
| MKS Instruments (MKSI) | 0.1 | $5.9B | 178k | 33300.00 | |
| Quest Software | 0.1 | $5.6B | 219k | 25390.00 | |
| Signet Jewelers (SIG) | 0.1 | $5.8B | 126k | 46020.00 | |
| Usec Inc note 3.000%10/0 | 0.1 | $5.2B | 6.6M | 790.00 | |
| Goldman Sachs (GS) | 0.1 | $5.2B | 33k | 158470.00 | |
| Health Care SPDR (XLV) | 0.1 | $5.1B | 155k | 33130.00 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $5.1B | 153k | 33160.00 | |
| Adtran | 0.1 | $5.5B | 128k | 42460.00 | |
| Tyco International Ltd S hs | 0.1 | $5.4B | 120k | 44770.00 | |
| Gap (GAP) | 0.1 | $5.5B | 241k | 22660.00 | |
| Gilead Sciences (GILD) | 0.1 | $5.3B | 125k | 42440.00 | |
| Aeropostale | 0.1 | $5.3B | 217k | 24320.00 | |
| Dr Pepper Snapple | 0.1 | $5.3B | 142k | 37160.00 | |
| BOK Financial Corporation (BOKF) | 0.1 | $5.2B | 101k | 51680.00 | |
| Industrial SPDR (XLI) | 0.1 | $5.2B | 137k | 37680.00 | |
| Key (KEY) | 0.1 | $5.3B | 594k | 8880.00 | |
| Clayton Williams Energy | 0.1 | $5.4B | 51k | 105700.00 | |
| L-3 Communications Holdings | 0.1 | $5.2B | 67k | 78310.00 | |
| Oil States International (OIS) | 0.1 | $5.4B | 71k | 76140.01 | |
| Embraer S A (ERJ) | 0.1 | $5.3B | 158k | 33700.00 | |
| PNC Financial Services (PNC) | 0.1 | $4.9B | 78k | 62990.00 | |
| Cerner Corporation | 0.1 | $4.6B | 41k | 111200.00 | |
| Redwood Trust (RWT) | 0.1 | $4.8B | 308k | 15550.00 | |
| Lubrizol Corporation | 0.1 | $4.7B | 35k | 133960.00 | |
| McKesson Corporation (MCK) | 0.1 | $5.0B | 64k | 79050.00 | |
| Fluor Corporation (FLR) | 0.1 | $4.9B | 66k | 73660.01 | |
| Vodafone | 0.1 | $4.7B | 164k | 28750.00 | |
| Smithfield Foods | 0.1 | $4.8B | 199k | 24060.00 | |
| Alpha Natural Resources | 0.1 | $4.9B | 83k | 59370.00 | |
| SBA Communications Corporation | 0.1 | $4.8B | 120k | 39680.00 | |
| Express Scripts | 0.1 | $4.8B | 86k | 55610.00 | |
| Brooks Automation (AZTA) | 0.1 | $4.6B | 338k | 13730.00 | |
| Complete Production Services | 0.1 | $4.9B | 154k | 31810.00 | |
| Assured Guaranty (AGO) | 0.1 | $4.7B | 316k | 14900.00 | |
| Gulfport Energy Corporation | 0.1 | $4.6B | 127k | 36150.00 | |
| Ternium (TX) | 0.1 | $5.0B | 139k | 35940.00 | |
| URS Corporation | 0.1 | $5.0B | 108k | 46050.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $4.6B | 185k | 24720.00 | |
| Lear Corporation (LEA) | 0.1 | $4.2B | 85k | 48870.00 | |
| Emcor (EME) | 0.1 | $4.2B | 136k | 30970.00 | |
| MasterCard Incorporated (MA) | 0.1 | $4.3B | 17k | 251720.00 | |
| Monsanto Company | 0.1 | $4.3B | 59k | 72260.00 | |
| Mattel (MAT) | 0.1 | $4.4B | 175k | 24930.00 | |
| Medtronic | 0.1 | $4.5B | 115k | 39350.00 | |
| Entegris (ENTG) | 0.1 | $4.4B | 505k | 8770.00 | |
| Aetna | 0.1 | $4.5B | 120k | 37430.00 | |
| Iron Mountain Incorporated | 0.1 | $4.2B | 133k | 31230.00 | |
| Wyndham Worldwide Corporation | 0.1 | $4.5B | 142k | 31810.00 | |
| Edison International (EIX) | 0.1 | $4.5B | 123k | 36590.00 | |
| Pioneer Drilling Company | 0.1 | $4.5B | 323k | 13800.00 | |
| Prosperity Bancshares (PB) | 0.1 | $4.2B | 98k | 42770.00 | |
| Cinemark Holdings (CNK) | 0.1 | $4.3B | 220k | 19350.00 | |
| Innophos Holdings | 0.1 | $4.6B | 99k | 46110.01 | |
| Ingersoll-rand Co Ltd-cl A | 0.1 | $4.4B | 92k | 48310.00 | |
| Steven Madden (SHOO) | 0.1 | $4.2B | 89k | 46930.00 | |
| MGM Resorts International. (MGM) | 0.1 | $4.5B | 343k | 13150.00 | |
| Corrections Corporation of America | 0.1 | $4.3B | 176k | 24400.00 | |
| Web | 0.1 | $4.2B | 286k | 14590.00 | |
| Chubb Corporation | 0.1 | $3.7B | 60k | 61310.01 | |
| Time Warner | 0.1 | $4.0B | 113k | 35700.00 | |
| Annaly Capital Management | 0.1 | $3.9B | 226k | 17450.00 | |
| Assurant (AIZ) | 0.1 | $3.7B | 96k | 38510.00 | |
| Ameriprise Financial (AMP) | 0.1 | $3.7B | 60k | 61080.01 | |
| Polaris Industries (PII) | 0.1 | $3.8B | 44k | 87020.00 | |
| Travelers Companies (TRV) | 0.1 | $3.9B | 65k | 59480.00 | |
| V.F. Corporation (VFC) | 0.1 | $3.9B | 39k | 98530.00 | |
| Rent-A-Center (UPBD) | 0.1 | $3.8B | 109k | 34910.00 | |
| Ruby Tuesday | 0.1 | $3.7B | 283k | 13110.00 | |
| Universal Health Services (UHS) | 0.1 | $4.0B | 81k | 49410.00 | |
| Progress Software Corporation (PRGS) | 0.1 | $4.1B | 140k | 29090.00 | |
| Directv | 0.1 | $3.8B | 81k | 46800.00 | |
| Target Corporation (TGT) | 0.1 | $4.1B | 81k | 50010.00 | |
| Meadowbrook Insurance | 0.1 | $4.0B | 386k | 10350.00 | |
| AutoZone (AZO) | 0.1 | $3.7B | 13k | 273559.99 | |
| Janus Capital | 0.1 | $3.7B | 297k | 12470.00 | |
| Fair Isaac Corporation (FICO) | 0.1 | $4.0B | 127k | 31610.00 | |
| Darling International (DAR) | 0.1 | $4.1B | 266k | 15370.00 | |
| Celanese Corporation (CE) | 0.1 | $3.8B | 85k | 44370.00 | |
| Newpark Resources (NR) | 0.1 | $3.9B | 499k | 7860.00 | |
| Measurement Specialties | 0.1 | $3.7B | 107k | 34060.00 | |
| InterDigital (IDCC) | 0.1 | $3.7B | 78k | 47710.00 | |
| Parametric Technology | 0.1 | $3.7B | 164k | 22490.00 | |
| ScanSource (SCSC) | 0.1 | $3.8B | 101k | 37990.00 | |
| Provident Financial Services (PFS) | 0.1 | $3.7B | 251k | 14800.00 | |
| Robbins & Myers | 0.1 | $4.0B | 86k | 45989.99 | |
| Actuate Corporation | 0.1 | $3.7B | 719k | 5200.00 | |
| Rofin-Sinar Technologies | 0.1 | $4.0B | 101k | 39500.00 | |
| Greenbrier Companies (GBX) | 0.1 | $3.6B | 128k | 28380.00 | |
| DCT Industrial Trust | 0.1 | $3.9B | 710k | 5550.00 | |
| FEI Company | 0.1 | $3.8B | 112k | 33720.00 | |
| Validus Holdings | 0.1 | $3.9B | 116k | 33330.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $3.4B | 68k | 50170.00 | |
| Autoliv (ALV) | 0.1 | $3.5B | 47k | 74230.00 | |
| La-Z-Boy Incorporated (LZB) | 0.1 | $3.5B | 369k | 9550.00 | |
| Tetra Tech (TTEK) | 0.1 | $3.2B | 130k | 24690.00 | |
| Avnet (AVT) | 0.1 | $3.2B | 94k | 34090.00 | |
| Aol | 0.1 | $3.4B | 173k | 19530.00 | |
| Halliburton Company (HAL) | 0.1 | $3.2B | 65k | 49840.00 | |
| Deluxe Corporation (DLX) | 0.1 | $3.2B | 119k | 26540.00 | |
| Magellan Health Services | 0.1 | $3.1B | 64k | 49080.00 | |
| Micron Technology (MU) | 0.1 | $3.5B | 305k | 11460.00 | |
| Alaska Air (ALK) | 0.1 | $3.4B | 53k | 63420.01 | |
| Cash America International | 0.1 | $3.5B | 77k | 46050.00 | |
| CIRCOR International | 0.1 | $3.2B | 67k | 47020.00 | |
| Asbury Automotive (ABG) | 0.1 | $3.2B | 171k | 18490.00 | |
| Community Bank System (CBU) | 0.1 | $3.2B | 134k | 24270.00 | |
| DiamondRock Hospitality Company (DRH) | 0.1 | $3.6B | 321k | 11170.00 | |
| Great Lakes Dredge & Dock Corporation (GLDD) | 0.1 | $3.4B | 440k | 7630.00 | |
| Hi-Tech Pharmacal | 0.1 | $3.5B | 173k | 20130.00 | |
| j2 Global Communications | 0.1 | $3.2B | 109k | 29510.00 | |
| A. Schulman | 0.1 | $3.6B | 144k | 24720.00 | |
| Sovran Self Storage | 0.1 | $3.3B | 83k | 39550.00 | |
| Savvis | 0.1 | $3.1B | 85k | 37090.00 | |
| Textron (TXT) | 0.1 | $3.6B | 132k | 27390.00 | |
| Deckers Outdoor Corporation (DECK) | 0.1 | $3.6B | 42k | 86150.01 | |
| Jos. A. Bank Clothiers | 0.1 | $3.2B | 62k | 50880.00 | |
| Applied Industrial Technologies (AIT) | 0.1 | $3.1B | 94k | 33260.00 | |
| CryoLife (AORT) | 0.1 | $3.2B | 528k | 6100.00 | |
| KBW | 0.1 | $3.5B | 133k | 26190.00 | |
| NetGear (NTGR) | 0.1 | $3.5B | 107k | 32440.00 | |
| BioMed Realty Trust | 0.1 | $3.4B | 176k | 19020.00 | |
| Navistar International Corporation | 0.1 | $3.3B | 47k | 69330.00 | |
| Cosan Ltd shs a | 0.1 | $3.6B | 279k | 12900.00 | |
| Oritani Financial | 0.1 | $3.5B | 277k | 12680.00 | |
| Genco Shipping & Trading | 0.1 | $2.7B | 253k | 10770.00 | |
| Compucredit Corp note 3.625% 5/3 | 0.1 | $2.7B | 3.0M | 905.00 | |
| IAC/InterActive | 0.1 | $2.8B | 92k | 30890.00 | |
| Spdr S&p 500 Etf (SPY) | 0.1 | $2.7B | 20k | 132510.01 | |
| R.R. Donnelley & Sons Company | 0.1 | $2.9B | 155k | 18920.00 | |
| Ultra Petroleum | 0.1 | $3.0B | 60k | 49250.00 | |
| Nu Skin Enterprises (NUS) | 0.1 | $2.9B | 100k | 28750.00 | |
| National-Oilwell Var | 0.1 | $3.0B | 38k | 79270.00 | |
| Fresh Del Monte Produce (FDP) | 0.1 | $3.0B | 116k | 26110.00 | |
| CEC Entertainment | 0.1 | $3.1B | 82k | 37730.00 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $3.0B | 88k | 34560.00 | |
| EMC Corporation | 0.1 | $2.8B | 107k | 26550.00 | |
| ProLogis | 0.1 | $2.9B | 180k | 15980.00 | |
| Entertainment Properties Trust | 0.1 | $3.1B | 65k | 46819.99 | |
| Montpelier Re Holdings/mrh | 0.1 | $2.7B | 153k | 17670.00 | |
| Oracle Corporation (ORCL) | 0.1 | $2.7B | 82k | 33370.00 | |
| Lexington Realty Trust (LXP) | 0.1 | $2.8B | 299k | 9350.00 | |
| Financial Institutions (FISI) | 0.1 | $2.8B | 157k | 17500.00 | |
| Endurance Specialty Hldgs Lt | 0.1 | $2.7B | 55k | 48820.00 | |
| eResearch Technology | 0.1 | $2.8B | 408k | 6770.00 | |
| Select Comfort | 0.1 | $3.1B | 255k | 12060.00 | |
| Brown Shoe Company | 0.1 | $2.9B | 238k | 12220.00 | |
| Medicines Company | 0.1 | $3.0B | 182k | 16290.00 | |
| Celadon (CGIP) | 0.1 | $3.1B | 189k | 16240.00 | |
| Cirrus Logic (CRUS) | 0.1 | $2.9B | 139k | 21030.00 | |
| Xyratex | 0.1 | $3.0B | 267k | 11180.00 | |
| Alliant Techsystems | 0.1 | $3.1B | 44k | 70670.00 | |
| WGL Holdings | 0.1 | $3.1B | 79k | 39000.00 | |
| Anixter International | 0.1 | $2.8B | 40k | 69890.00 | |
| Xl Group | 0.1 | $2.9B | 117k | 24600.00 | |
| Jones Group | 0.1 | $2.9B | 211k | 13750.00 | |
| Loews Corporation (L) | 0.1 | $2.4B | 56k | 43090.00 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.1 | $2.4B | 2.0M | 1198.75 | |
| Devon Energy Corporation (DVN) | 0.1 | $2.3B | 25k | 91769.99 | |
| Franklin Resources (BEN) | 0.1 | $2.3B | 19k | 125080.00 | |
| Hologic (HOLX) | 0.1 | $2.5B | 114k | 22200.00 | |
| Suno | 0.1 | $2.5B | 54k | 45590.00 | |
| Raytheon Company | 0.1 | $2.2B | 43k | 50870.00 | |
| Amgen (AMGN) | 0.1 | $2.5B | 46k | 53450.01 | |
| Colgate-Palmolive Company (CL) | 0.1 | $2.4B | 29k | 80760.01 | |
| United Technologies Corporation | 0.1 | $2.2B | 26k | 84649.99 | |
| Southern Company (SO) | 0.1 | $2.4B | 63k | 38110.01 | |
| Prudential Financial (PRU) | 0.1 | $2.6B | 42k | 61580.01 | |
| ITT Educational Services (ESINQ) | 0.1 | $2.4B | 33k | 72150.00 | |
| W.R. Grace & Co. | 0.1 | $2.6B | 68k | 38290.00 | |
| Flagstone Reinsurance Holdin | 0.1 | $2.3B | 260k | 9010.00 | |
| Novatel Wireless | 0.1 | $2.2B | 397k | 5460.00 | |
| Piper Jaffray Companies (PIPR) | 0.1 | $2.6B | 62k | 41430.00 | |
| Stec | 0.1 | $2.4B | 117k | 20090.00 | |
| St. Jude Medical | 0.1 | $2.3B | 45k | 51260.00 | |
| Savient Pharmaceuticals | 0.1 | $2.3B | 217k | 10600.00 | |
| SciClone Pharmaceuticals | 0.1 | $2.4B | 597k | 4040.00 | |
| Datalink Corporation | 0.1 | $2.6B | 412k | 6400.00 | |
| Smurfit-stone Container Corp | 0.1 | $2.6B | 68k | 38650.00 | |
| E TRADE Financial Corporation | 0.0 | $2.0B | 126k | 15630.00 | |
| EXCO Resources | 0.0 | $2.1B | 104k | 20660.00 | |
| Central European Dist Corp note 3.000% 3/1 | 0.0 | $1.7B | 2.0M | 868.75 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $2.0B | 167k | 12180.00 | |
| Starwood Property Trust (STWD) | 0.0 | $2.1B | 94k | 22300.00 | |
| Caterpillar (CAT) | 0.0 | $2.0B | 18k | 111350.03 | |
| Dominion Resources (D) | 0.0 | $1.9B | 43k | 44700.01 | |
| Cardinal Health (CAH) | 0.0 | $2.0B | 50k | 41130.00 | |
| Constellation Energy | 0.0 | $1.9B | 62k | 31130.01 | |
| Ryder System (R) | 0.0 | $1.7B | 34k | 50600.01 | |
| Sealed Air (SEE) | 0.0 | $2.2B | 81k | 26660.00 | |
| Mylan | 0.0 | $2.0B | 87k | 22670.00 | |
| Walgreen Company | 0.0 | $2.0B | 50k | 40140.01 | |
| Wisconsin Energy Corporation | 0.0 | $1.7B | 57k | 30500.01 | |
| Ca | 0.0 | $2.1B | 86k | 24180.00 | |
| Total (TTE) | 0.0 | $1.7B | 28k | 60970.00 | |
| Williams Companies (WMB) | 0.0 | $2.0B | 64k | 31180.00 | |
| Jacobs Engineering | 0.0 | $1.8B | 35k | 51430.00 | |
| Lowe's Companies (LOW) | 0.0 | $1.8B | 67k | 26429.99 | |
| Sara Lee | 0.0 | $1.7B | 96k | 17670.00 | |
| Amazon (AMZN) | 0.0 | $1.9B | 11k | 180129.96 | |
| Zimmer Holdings (ZBH) | 0.0 | $1.7B | 28k | 60530.00 | |
| Ez (EZPW) | 0.0 | $1.9B | 59k | 31390.00 | |
| Ihs | 0.0 | $2.1B | 23k | 88750.00 | |
| Simon Property (SPG) | 0.0 | $2.1B | 20k | 107160.01 | |
| Lakeland Financial Corporation (LKFN) | 0.0 | $1.9B | 83k | 22680.00 | |
| Vanguard Emerging Markets ETF (VWO) | 0.0 | $2.0B | 40k | 48920.00 | |
| Flotek cv 5.25% | 0.0 | $2.1B | 2.3M | 951.25 | |
| BP (BP) | 0.0 | $1.6B | 36k | 44140.00 | |
| America Movil Sab De Cv spon adr l | 0.0 | $1.6B | 27k | 58100.01 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $1.4B | 1.0M | 1360.00 | |
| Waste Management (WM) | 0.0 | $1.3B | 35k | 37340.01 | |
| 3M Company (MMM) | 0.0 | $1.5B | 16k | 93500.03 | |
| Nokia Corporation (NOK) | 0.0 | $1.3B | 155k | 8510.00 | |
| Limited Brands | 0.0 | $1.6B | 49k | 32880.00 | |
| Kroger (KR) | 0.0 | $1.6B | 66k | 23970.00 | |
| Toll Brothers (TOL) | 0.0 | $1.5B | 74k | 19770.01 | |
| Dover Corporation (DOV) | 0.0 | $1.3B | 20k | 65740.01 | |
| First Solar (FSLR) | 0.0 | $1.6B | 9.7k | 160840.00 | |
| Precision Castparts | 0.0 | $1.5B | 9.9k | 147180.00 | |
| Oshkosh Corporation (OSK) | 0.0 | $1.4B | 40k | 35380.00 | |
| DTE Energy Company (DTE) | 0.0 | $1.3B | 27k | 48960.00 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $1.4B | 16k | 83830.00 | |
| Thomas & Betts Corporation | 0.0 | $1.3B | 22k | 59470.00 | |
| AECOM Technology Corporation (ACM) | 0.0 | $1.6B | 59k | 27730.00 | |
| Univest Corp. of PA (UVSP) | 0.0 | $1.4B | 81k | 17720.01 | |
| Northgate Minerals Corp note 3.500%10/0 | 0.0 | $1.5B | 1.5M | 988.75 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $1.6B | 3.0M | 525.00 | |
| China Petroleum & Chemical | 0.0 | $1.1B | 11k | 100579.97 | |
| Standard Pac Corp note 6.000%10/0 | 0.0 | $1.0B | 1.0M | 1037.50 | |
| Ual Corp note 4.500% 6/3 | 0.0 | $1.0B | 1.0M | 1013.80 | |
| Petroleo Brasileiro SA (PBR.A) | 0.0 | $1.1B | 30k | 35539.98 | |
| China Mobile | 0.0 | $828M | 18k | 46240.02 | |
| Portland General Electric Company (POR) | 0.0 | $899M | 38k | 23769.98 | |
| BlackRock (BLK) | 0.0 | $774M | 3.9k | 201010.13 | |
| American Express Company (AXP) | 0.0 | $1.0B | 22k | 45200.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $1.0B | 14k | 73319.97 | |
| Expedia | 0.0 | $1.0B | 46k | 22659.99 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $1.0B | 21k | 49140.00 | |
| Hudson City Ban | 0.0 | $1.1B | 111k | 9680.00 | |
| T. Rowe Price (TROW) | 0.0 | $990M | 15k | 66420.00 | |
| Energizer Holdings | 0.0 | $864M | 12k | 71160.01 | |
| Computer Sciences Corporation | 0.0 | $937M | 19k | 48730.02 | |
| Royal Dutch Shell | 0.0 | $1.0B | 14k | 73240.00 | |
| Xerox Corporation | 0.0 | $873M | 82k | 10650.00 | |
| Shinhan Financial (SHG) | 0.0 | $1.1B | 12k | 90570.03 | |
| Whole Foods Market | 0.0 | $1.1B | 16k | 65900.01 | |
| Nicor | 0.0 | $1.0B | 19k | 53700.01 | |
| Walter Energy | 0.0 | $1.2B | 8.6k | 135430.00 | |
| Rowan Companies | 0.0 | $760M | 17k | 44180.03 | |
| CRH | 0.0 | $996M | 43k | 23220.00 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $810M | 17k | 47370.00 | |
| SanDisk Corporation | 0.0 | $933M | 20k | 46089.98 | |
| Bancolombia (CIB) | 0.0 | $741M | 12k | 62660.02 | |
| Rockwell Automation (ROK) | 0.0 | $1.2B | 13k | 94650.04 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $882M | 11k | 77479.97 | |
| American Capital Agency | 0.0 | $1.1B | 39k | 29140.00 | |
| Coca-cola Enterprises | 0.0 | $1.1B | 41k | 27300.00 | |
| Crown Holdings (CCK) | 0.0 | $313M | 8.1k | 38580.00 | |
| Gmx Res Inc note 5.000% 2/0 | 0.0 | $550M | 589k | 933.75 | |
| Cnooc | 0.0 | $522M | 2.1k | 253039.79 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $557M | 6.7k | 83629.99 | |
| Crown Castle International | 0.0 | $260M | 6.1k | 42550.00 | |
| Walt Disney Company (DIS) | 0.0 | $319M | 7.4k | 43090.00 | |
| AES Corporation (AES) | 0.0 | $244M | 19k | 13000.00 | |
| Ameren Corporation (AEE) | 0.0 | $334M | 12k | 28070.00 | |
| Pulte (PHM) | 0.0 | $517M | 70k | 7400.00 | |
| FirstEnergy (FE) | 0.0 | $241M | 6.5k | 37090.00 | |
| United Parcel Service (UPS) | 0.0 | $245M | 3.3k | 74320.00 | |
| Core Laboratories | 0.0 | $286M | 2.8k | 102170.00 | |
| Host Hotels & Resorts (HST) | 0.0 | $245M | 14k | 17610.00 | |
| Hubbell Incorporated | 0.0 | $341M | 4.8k | 71030.00 | |
| J.C. Penney Company | 0.0 | $289M | 8.1k | 35910.06 | |
| Paychex (PAYX) | 0.0 | $652M | 21k | 31360.00 | |
| Union Pacific Corporation (UNP) | 0.0 | $275M | 2.8k | 98330.00 | |
| Avery Dennison Corporation (AVY) | 0.0 | $273M | 6.5k | 41960.00 | |
| Waddell & Reed Financial | 0.0 | $305M | 7.5k | 40610.00 | |
| CenturyLink | 0.0 | $345M | 8.3k | 41550.00 | |
| Yum! Brands (YUM) | 0.0 | $479M | 9.3k | 51380.02 | |
| Credit Suisse Group | 0.0 | $698M | 16k | 42580.00 | |
| Torchmark Corporation | 0.0 | $372M | 5.6k | 66480.00 | |
| PG&E Corporation (PCG) | 0.0 | $671M | 15k | 44179.99 | |
| Gannett | 0.0 | $426M | 28k | 15230.00 | |
| Hospitality Properties Trust | 0.0 | $308M | 13k | 23150.00 | |
| FactSet Research Systems (FDS) | 0.0 | $492M | 4.7k | 104730.00 | |
| PetroChina Company | 0.0 | $686M | 4.5k | 152250.11 | |
| Companhia Paranaense de Energia | 0.0 | $270M | 9.7k | 27789.95 | |
| Banco Santander-Chile (BSAC) | 0.0 | $304M | 3.5k | 86750.00 | |
| Atmos Energy Corporation (ATO) | 0.0 | $437M | 13k | 34100.00 | |
| Commerce Bancshares (CBSH) | 0.0 | $413M | 10k | 40440.00 | |
| Southwest Airlines (LUV) | 0.0 | $330M | 26k | 12630.00 | |
| Wabtec Corporation (WAB) | 0.0 | $387M | 5.7k | 67830.00 | |
| Sasol (SSL) | 0.0 | $257M | 4.4k | 57949.97 | |
| Integrys Energy | 0.0 | $318M | 6.3k | 50510.00 | |
| HCP | 0.0 | $273M | 7.2k | 37940.00 | |
| Senior Housing Properties Trust | 0.0 | $265M | 12k | 23040.00 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $668M | 13k | 53020.00 | |
| Udr (UDR) | 0.0 | $251M | 10k | 24370.00 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.0 | $481M | 7.5k | 64350.01 | |
| iShares MSCI Taiwan Index | 0.0 | $710M | 48k | 14869.99 | |
| QEP Resources | 0.0 | $656M | 16k | 40539.99 | |
| SPDR S&P Emerging Middle Est & Afrca ETF | 0.0 | $449M | 6.0k | 75159.95 | |
| Market Vectors Poland ETF | 0.0 | $530M | 19k | 28618.02 | |
| SMF Energy Corporations | 0.0 | $294M | 192k | 1530.00 | |
| Philippine Long Distance Telephone | 0.0 | $177M | 3.3k | 53500.00 | |
| eBay (EBAY) | 0.0 | $174M | 5.6k | 31040.00 | |
| Dollar Tree (DLTR) | 0.0 | $222M | 4.0k | 55520.00 | |
| WESCO International (WCC) | 0.0 | $238M | 3.8k | 62500.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $176M | 2.1k | 84170.01 | |
| Oceaneering International (OII) | 0.0 | $224M | 2.5k | 89450.00 | |
| Warner Chilcott Plc - | 0.0 | $228M | 9.8k | 23280.00 | |
| Aluminum Corp. of China | 0.0 | $204M | 8.6k | 23669.95 | |
| Thomson Reuters Corp | 0.0 | $196M | 5.0k | 39240.00 | |
| Garmin (GRMN) | 0.0 | $224M | 6.6k | 33860.00 | |
| Market Vector Russia ETF Trust | 0.0 | $224M | 5.4k | 41619.93 | |
| SPDR S&P China (GXC) | 0.0 | $21M | 262.00 | 80351.15 |
