DuPont Capital Management Corporation as of June 30, 2011
Portfolio Holdings for DuPont Capital Management Corporation
DuPont Capital Management Corporation holds 479 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| E.I. du Pont de Nemours & Company | 11.3 | $539B | 10M | 54050.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 2.2 | $104B | 1.7M | 60140.00 | |
| Microsoft Corporation (MSFT) | 1.9 | $89B | 3.4M | 26000.00 | |
| Exxon Mobil Corporation (XOM) | 1.8 | $86B | 1.1M | 81380.00 | |
| General Electric Company | 1.5 | $70B | 3.7M | 18860.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 1.4 | $68B | 1.4M | 47600.00 | |
| Chevron Corporation (CVX) | 1.2 | $57B | 552k | 102840.00 | |
| Pfizer (PFE) | 1.1 | $52B | 2.5M | 20600.00 | |
| Merck & Co (MRK) | 0.9 | $46B | 1.3M | 35290.00 | |
| Dell | 0.9 | $45B | 2.7M | 16670.00 | |
| Humana (HUM) | 0.9 | $45B | 558k | 80540.00 | |
| Procter & Gamble Company (PG) | 0.9 | $44B | 697k | 63570.00 | |
| Pepsi (PEP) | 0.9 | $44B | 626k | 70430.00 | |
| Intel Corporation (INTC) | 0.9 | $44B | 2.0M | 22160.00 | |
| Citigroup (C) | 0.9 | $44B | 1.0M | 41640.00 | |
| Bank of America Corporation (BAC) | 0.9 | $42B | 3.9M | 10960.00 | |
| WellPoint | 0.9 | $42B | 536k | 78770.00 | |
| Cisco Systems (CSCO) | 0.9 | $42B | 2.7M | 15610.00 | |
| Philip Morris International (PM) | 0.8 | $40B | 595k | 66770.00 | |
| Pos (PKX) | 0.8 | $39B | 362k | 108620.00 | |
| McDonald's Corporation (MCD) | 0.8 | $38B | 451k | 84320.00 | |
| Wells Fargo & Company (WFC) | 0.8 | $37B | 1.3M | 28060.00 | |
| Whirlpool Corporation (WHR) | 0.8 | $37B | 454k | 81320.00 | |
| Time Warner Cable | 0.7 | $35B | 454k | 78040.00 | |
| Banco Bradesco SA (BBD) | 0.7 | $35B | 1.7M | 20490.00 | |
| Noble Corporation Com Stk | 0.7 | $33B | 844k | 39410.00 | |
| Magna Intl Inc cl a (MGA) | 0.7 | $33B | 612k | 54040.00 | |
| Lorillard | 0.7 | $32B | 290k | 108870.00 | |
| Coca-Cola Company (KO) | 0.7 | $31B | 464k | 67290.00 | |
| Abbott Laboratories (ABT) | 0.6 | $31B | 582k | 52620.00 | |
| PPL Corporation (PPL) | 0.6 | $29B | 1.0M | 27830.00 | |
| Public Service Enterprise (PEG) | 0.6 | $29B | 877k | 32640.00 | |
| Global Crossing | 0.6 | $29B | 747k | 38380.00 | |
| NRG Energy (NRG) | 0.6 | $28B | 1.1M | 24580.00 | |
| Via | 0.6 | $27B | 531k | 51000.00 | |
| General Dynamics Corporation (GD) | 0.6 | $27B | 363k | 74520.00 | |
| Boeing Company (BA) | 0.6 | $27B | 361k | 73930.00 | |
| Lockheed Martin Corporation (LMT) | 0.5 | $26B | 319k | 80970.00 | |
| Celgene Corporation | 0.5 | $26B | 425k | 60320.00 | |
| Western Digital (WDC) | 0.5 | $26B | 701k | 36380.00 | |
| Delta Air Lines (DAL) | 0.5 | $25B | 2.7M | 9170.00 | |
| Carnival Corporation (CCL) | 0.5 | $24B | 642k | 37630.00 | |
| Enersis | 0.5 | $24B | 1.1M | 23100.00 | |
| U.S. Bancorp (USB) | 0.5 | $24B | 944k | 25510.00 | |
| CVS Caremark Corporation (CVS) | 0.5 | $23B | 614k | 37580.00 | |
| Macy's (M) | 0.5 | $23B | 792k | 29240.00 | |
| Noble Energy | 0.5 | $21B | 237k | 89630.00 | |
| Nabors Industries | 0.4 | $21B | 860k | 24640.00 | |
| Baxter International (BAX) | 0.4 | $21B | 344k | 59690.00 | |
| Tellabs | 0.4 | $20B | 4.4M | 4610.00 | |
| Oshkosh Corporation (OSK) | 0.4 | $20B | 698k | 28940.00 | |
| SPX Corporation | 0.4 | $20B | 242k | 82660.00 | |
| At&t (T) | 0.4 | $20B | 621k | 31410.00 | |
| C.R. Bard | 0.4 | $20B | 178k | 109860.00 | |
| Northrop Grumman Corporation (NOC) | 0.4 | $19B | 275k | 69350.00 | |
| American International (AIG) | 0.4 | $19B | 643k | 29320.00 | |
| Ultra Petroleum | 0.4 | $18B | 399k | 45800.00 | |
| Valero Energy Corporation (VLO) | 0.4 | $18B | 708k | 25570.00 | |
| Chesapeake Energy Corporation | 0.4 | $18B | 616k | 29690.00 | |
| Weatherford International Lt reg | 0.4 | $18B | 962k | 18750.00 | |
| Kimberly-Clark Corporation (KMB) | 0.4 | $18B | 266k | 66560.00 | |
| Nucor Corporation (NUE) | 0.4 | $18B | 434k | 41220.00 | |
| International Paper Company (IP) | 0.4 | $18B | 592k | 29820.00 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $17B | 416k | 40940.00 | |
| Motorola Mobility Holdings | 0.4 | $17B | 778k | 22040.00 | |
| Avon Products | 0.3 | $17B | 599k | 28000.00 | |
| Manitowoc Company | 0.3 | $17B | 1.0M | 16840.00 | |
| Symantec Corporation | 0.3 | $17B | 849k | 19720.00 | |
| CF Industries Holdings (CF) | 0.3 | $16B | 115k | 141670.00 | |
| Capital One Financial (COF) | 0.3 | $16B | 303k | 51670.00 | |
| Paccar (PCAR) | 0.3 | $16B | 307k | 51090.00 | |
| Vimpel | 0.3 | $16B | 1.2M | 12760.00 | |
| Timken Company (TKR) | 0.3 | $15B | 302k | 50400.00 | |
| RadioShack Corporation | 0.3 | $15B | 1.1M | 13310.00 | |
| EOG Resources (EOG) | 0.3 | $15B | 146k | 104550.00 | |
| Gannett | 0.3 | $15B | 1.1M | 14320.00 | |
| WABCO Holdings | 0.3 | $15B | 215k | 69060.00 | |
| McDermott International | 0.3 | $15B | 743k | 19810.00 | |
| PowerShares India Portfolio | 0.3 | $15B | 628k | 23460.00 | |
| Dow Chemical Company | 0.3 | $14B | 395k | 36000.00 | |
| Harris Corporation | 0.3 | $15B | 321k | 45060.00 | |
| Zions Bancorporation (ZION) | 0.3 | $14B | 601k | 24010.00 | |
| Emerson Electric (EMR) | 0.3 | $14B | 246k | 56250.00 | |
| Forest Laboratories | 0.3 | $14B | 354k | 39340.00 | |
| GameStop (GME) | 0.3 | $14B | 527k | 26670.00 | |
| Bank of New York Mellon Corporation (BK) | 0.3 | $13B | 516k | 25620.00 | |
| DISH Network | 0.3 | $13B | 435k | 30670.00 | |
| iShares MSCI Malaysia Index Fund | 0.3 | $13B | 872k | 15280.00 | |
| Domtar Corp | 0.3 | $13B | 138k | 94720.00 | |
| 0.3 | $13B | 25k | 506380.01 | ||
| NewMarket Corporation (NEU) | 0.3 | $13B | 76k | 170710.00 | |
| Cliffs Natural Resources | 0.3 | $13B | 141k | 92450.00 | |
| International Business Machines (IBM) | 0.3 | $12B | 72k | 171550.00 | |
| Apollo | 0.3 | $13B | 289k | 43680.00 | |
| Plains Exploration & Production Company | 0.3 | $12B | 322k | 38120.00 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.3 | $12B | 163k | 75370.00 | |
| ConocoPhillips (COP) | 0.2 | $12B | 160k | 75190.00 | |
| Aeropostale | 0.2 | $12B | 694k | 17500.00 | |
| Entergy Corporation (ETR) | 0.2 | $12B | 172k | 68280.00 | |
| Teradyne (TER) | 0.2 | $12B | 813k | 14800.00 | |
| Reinsurance Group of America (RGA) | 0.2 | $11B | 188k | 60860.00 | |
| Arrow Electronics (ARW) | 0.2 | $11B | 271k | 41500.00 | |
| Apple (AAPL) | 0.2 | $12B | 35k | 335669.99 | |
| BB&T Corporation | 0.2 | $11B | 422k | 26840.00 | |
| Ball Corporation (BALL) | 0.2 | $11B | 294k | 38460.00 | |
| Huntington Ingalls Inds (HII) | 0.2 | $12B | 338k | 34500.00 | |
| Regions Financial Corporation (RF) | 0.2 | $11B | 1.8M | 6200.00 | |
| TRW Automotive Holdings | 0.2 | $11B | 188k | 59030.00 | |
| Brinker International (EAT) | 0.2 | $11B | 451k | 24460.00 | |
| Medicis Pharmaceutical Corporation | 0.2 | $11B | 289k | 38170.00 | |
| China Med Technologies Inc note 4.000% 8/1 | 0.2 | $10B | 14M | 725.00 | |
| Sensient Technologies Corporation (SXT) | 0.2 | $10B | 279k | 37070.00 | |
| Plantronics | 0.2 | $10B | 285k | 36530.00 | |
| MetLife (MET) | 0.2 | $10B | 235k | 43870.00 | |
| Stone Energy Corporation | 0.2 | $11B | 345k | 30390.00 | |
| Ametek (AME) | 0.2 | $10B | 231k | 44900.00 | |
| Buckle (BKE) | 0.2 | $10B | 236k | 42700.00 | |
| Steris Corporation | 0.2 | $10B | 291k | 34980.00 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $10B | 114k | 89740.00 | |
| SL Green Realty | 0.2 | $10B | 120k | 82870.00 | |
| CSX Corporation (CSX) | 0.2 | $9.7B | 371k | 26220.00 | |
| Tyson Foods (TSN) | 0.2 | $9.5B | 487k | 19420.00 | |
| ValueClick | 0.2 | $9.6B | 581k | 16600.00 | |
| UGI Corporation (UGI) | 0.2 | $9.4B | 296k | 31890.00 | |
| Diamond Offshore Drilling | 0.2 | $9.3B | 132k | 70410.00 | |
| Murphy Oil Corporation (MUR) | 0.2 | $9.1B | 138k | 65660.00 | |
| Rock-Tenn Company | 0.2 | $9.0B | 135k | 66340.00 | |
| El Paso Electric Company | 0.2 | $9.2B | 285k | 32300.00 | |
| Semtech Corporation (SMTC) | 0.2 | $8.8B | 324k | 27340.00 | |
| ICICI Bank (IBN) | 0.2 | $8.7B | 177k | 49300.00 | |
| WellCare Health Plans | 0.2 | $8.6B | 168k | 51410.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.2 | $8.7B | 164k | 52900.00 | |
| Corn Products International | 0.2 | $8.7B | 157k | 55280.00 | |
| DTE Energy Company (DTE) | 0.2 | $8.6B | 171k | 50020.00 | |
| Ruddick Corporation | 0.2 | $8.8B | 203k | 43540.00 | |
| Rayonier (RYN) | 0.2 | $8.7B | 133k | 65350.00 | |
| Fossil | 0.2 | $8.1B | 69k | 117720.00 | |
| Synopsys (SNPS) | 0.2 | $8.3B | 322k | 25710.00 | |
| Allstate Corporation (ALL) | 0.2 | $8.1B | 264k | 30530.00 | |
| Fluor Corporation (FLR) | 0.2 | $8.3B | 129k | 64660.00 | |
| Exelon Corporation (EXC) | 0.2 | $8.2B | 191k | 42840.00 | |
| Patterson-UTI Energy (PTEN) | 0.2 | $8.2B | 261k | 31610.00 | |
| Medical Properties Trust (MPW) | 0.2 | $8.4B | 726k | 11500.00 | |
| Nordson Corporation (NDSN) | 0.2 | $8.0B | 147k | 54850.00 | |
| Cimarex Energy | 0.2 | $8.3B | 92k | 89920.00 | |
| Kinetic Concepts | 0.2 | $8.0B | 138k | 57630.00 | |
| Albemarle Corporation (ALB) | 0.2 | $7.9B | 114k | 69200.00 | |
| Franklin Resources (BEN) | 0.2 | $7.8B | 59k | 131290.00 | |
| Polaris Industries (PII) | 0.2 | $7.5B | 67k | 111170.00 | |
| Safeway | 0.2 | $7.7B | 328k | 23370.00 | |
| Omnicare | 0.2 | $7.5B | 234k | 31890.00 | |
| Henry Schein (HSIC) | 0.2 | $7.8B | 109k | 71590.00 | |
| Tupperware Brands Corporation | 0.2 | $7.5B | 111k | 67450.00 | |
| Reliance Steel & Aluminum (RS) | 0.2 | $7.5B | 152k | 49650.00 | |
| Compania Cervecerias Unidas (CCU) | 0.2 | $7.6B | 129k | 58790.00 | |
| Alexandria Real Estate Equities (ARE) | 0.2 | $7.4B | 96k | 77420.00 | |
| Time Warner | 0.1 | $7.1B | 195k | 36370.00 | |
| Affiliated Managers (AMG) | 0.1 | $7.3B | 72k | 101450.00 | |
| Best Buy (BBY) | 0.1 | $7.4B | 235k | 31410.00 | |
| Endo Pharmaceuticals | 0.1 | $7.4B | 184k | 40170.00 | |
| Gartner (IT) | 0.1 | $7.4B | 183k | 40290.00 | |
| HCC Insurance Holdings | 0.1 | $7.1B | 226k | 31500.00 | |
| L-3 Communications Holdings | 0.1 | $7.1B | 81k | 87450.00 | |
| Liberty Property Trust | 0.1 | $7.1B | 217k | 32580.00 | |
| Coca-cola Enterprises | 0.1 | $7.0B | 238k | 29180.00 | |
| FedEx Corporation (FDX) | 0.1 | $6.6B | 70k | 94850.00 | |
| CBS Corporation | 0.1 | $6.5B | 229k | 28490.00 | |
| Foot Locker (FL) | 0.1 | $6.9B | 291k | 23760.00 | |
| Crane | 0.1 | $6.5B | 131k | 49410.00 | |
| NiSource (NI) | 0.1 | $6.6B | 327k | 20250.00 | |
| Ca | 0.1 | $6.6B | 288k | 22840.00 | |
| Dillard's (DDS) | 0.1 | $6.9B | 131k | 52140.00 | |
| East West Ban (EWBC) | 0.1 | $6.8B | 336k | 20210.00 | |
| Warna | 0.1 | $6.6B | 127k | 52250.00 | |
| First Niagara Financial | 0.1 | $6.5B | 490k | 13200.00 | |
| Trinity Industries (TRN) | 0.1 | $6.5B | 185k | 34880.00 | |
| Ternium (TX) | 0.1 | $6.5B | 221k | 29530.00 | |
| Energen Corporation | 0.1 | $6.6B | 116k | 56500.00 | |
| Unilever (UL) | 0.1 | $6.5B | 201k | 32390.00 | |
| General Motors Company (GM) | 0.1 | $6.9B | 227k | 30360.00 | |
| MasterCard Incorporated (MA) | 0.1 | $6.4B | 21k | 301340.00 | |
| PNC Financial Services (PNC) | 0.1 | $6.3B | 105k | 59610.00 | |
| Expedia | 0.1 | $6.1B | 210k | 28990.00 | |
| Wal-Mart Stores (WMT) | 0.1 | $6.2B | 116k | 53140.00 | |
| United Parcel Service (UPS) | 0.1 | $6.4B | 88k | 72930.00 | |
| Waste Connections | 0.1 | $6.2B | 197k | 31730.00 | |
| Verizon Communications (VZ) | 0.1 | $6.3B | 169k | 37230.00 | |
| Vishay Intertechnology (VSH) | 0.1 | $6.2B | 410k | 15040.00 | |
| UnitedHealth (UNH) | 0.1 | $6.3B | 121k | 51580.00 | |
| Landstar System (LSTR) | 0.1 | $6.3B | 135k | 46480.00 | |
| Fair Isaac Corporation (FICO) | 0.1 | $6.4B | 212k | 30200.00 | |
| AMERIGROUP Corporation | 0.1 | $6.1B | 86k | 70470.00 | |
| Atlas Air Worldwide Holdings | 0.1 | $6.1B | 103k | 59510.00 | |
| Assured Guaranty (AGO) | 0.1 | $6.2B | 383k | 16310.00 | |
| Teleflex Incorporated (TFX) | 0.1 | $6.1B | 99k | 61060.00 | |
| Cubist Pharmaceuticals | 0.1 | $6.4B | 179k | 35990.00 | |
| Jarden Corporation | 0.1 | $6.4B | 186k | 34510.00 | |
| Triumph (TGI) | 0.1 | $6.1B | 62k | 99580.01 | |
| Signet Jewelers (SIG) | 0.1 | $6.3B | 135k | 46810.00 | |
| Ace Limited Cmn | 0.1 | $5.8B | 88k | 65820.00 | |
| Crown Castle International | 0.1 | $5.5B | 136k | 40790.00 | |
| Johnson & Johnson (JNJ) | 0.1 | $5.8B | 87k | 66520.00 | |
| Cerner Corporation | 0.1 | $6.0B | 97k | 61110.00 | |
| W.W. Grainger (GWW) | 0.1 | $5.6B | 37k | 153650.01 | |
| Ford Motor Company (F) | 0.1 | $5.9B | 430k | 13790.00 | |
| Gilead Sciences (GILD) | 0.1 | $6.0B | 144k | 41410.00 | |
| Lexmark International | 0.1 | $5.5B | 189k | 29260.00 | |
| Fairchild Semiconductor International | 0.1 | $5.9B | 350k | 16710.00 | |
| Key (KEY) | 0.1 | $5.9B | 706k | 8330.00 | |
| Quest Software | 0.1 | $6.0B | 263k | 22730.00 | |
| Loews Corporation (L) | 0.1 | $5.2B | 124k | 42090.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $5.1B | 200k | 25340.00 | |
| Usec Inc note 3.000%10/0 | 0.1 | $5.1B | 7.2M | 717.50 | |
| Petroleo Brasileiro SA (PBR.A) | 0.1 | $5.3B | 172k | 30680.00 | |
| Eli Lilly & Co. (LLY) | 0.1 | $5.3B | 142k | 37530.00 | |
| BMC Software | 0.1 | $5.1B | 92k | 54700.00 | |
| Waters Corporation (WAT) | 0.1 | $5.4B | 56k | 95739.99 | |
| Adtran | 0.1 | $5.2B | 134k | 38710.00 | |
| Gap (GAP) | 0.1 | $5.5B | 303k | 18100.00 | |
| Dr Pepper Snapple | 0.1 | $5.4B | 129k | 41930.00 | |
| Calpine Corporation | 0.1 | $5.5B | 339k | 16130.00 | |
| BOK Financial Corporation (BOKF) | 0.1 | $5.2B | 96k | 54770.00 | |
| Warner Chilcott Plc - | 0.1 | $5.1B | 210k | 24130.00 | |
| Applied Industrial Technologies (AIT) | 0.1 | $5.2B | 146k | 35610.00 | |
| American Capital Agency | 0.1 | $5.4B | 185k | 29110.00 | |
| Genuine Parts Company (GPC) | 0.1 | $5.0B | 92k | 54400.00 | |
| Mattel (MAT) | 0.1 | $4.7B | 170k | 27490.00 | |
| Tyco International Ltd S hs | 0.1 | $4.8B | 96k | 49430.00 | |
| PG&E Corporation (PCG) | 0.1 | $5.0B | 119k | 42030.00 | |
| Fifth Third Ban (FITB) | 0.1 | $4.9B | 388k | 12750.00 | |
| Energy Select Sector SPDR (XLE) | 0.1 | $4.9B | 65k | 75350.00 | |
| Complete Production Services | 0.1 | $4.5B | 136k | 33360.00 | |
| URS Corporation | 0.1 | $4.6B | 102k | 44740.00 | |
| PS Business Parks | 0.1 | $5.0B | 91k | 55100.00 | |
| iShares Dow Jones US Real Estate (IYR) | 0.1 | $4.9B | 82k | 60300.00 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.1 | $4.5B | 70k | 65000.00 | |
| Lear Corporation (LEA) | 0.1 | $4.3B | 81k | 53480.00 | |
| Annaly Capital Management | 0.1 | $4.4B | 246k | 18040.00 | |
| Apache Corporation | 0.1 | $4.2B | 34k | 123390.00 | |
| Sherwin-Williams Company (SHW) | 0.1 | $4.1B | 49k | 83870.00 | |
| Travelers Companies (TRV) | 0.1 | $4.1B | 71k | 58379.99 | |
| Aetna | 0.1 | $4.3B | 96k | 44090.00 | |
| Directv | 0.1 | $4.1B | 81k | 50820.00 | |
| Hewlett-Packard Company | 0.1 | $4.5B | 125k | 36400.00 | |
| Vodafone | 0.1 | $4.3B | 161k | 26720.00 | |
| ITT Educational Services (ESINQ) | 0.1 | $4.2B | 54k | 78240.01 | |
| Smithfield Foods | 0.1 | $4.5B | 207k | 21870.00 | |
| Walter Energy | 0.1 | $4.2B | 36k | 115800.00 | |
| Magellan Health Services | 0.1 | $4.3B | 79k | 54740.00 | |
| SBA Communications Corporation | 0.1 | $4.2B | 110k | 38190.00 | |
| Wyndham Worldwide Corporation | 0.1 | $4.4B | 129k | 33650.00 | |
| Mack-Cali Realty (VRE) | 0.1 | $4.2B | 128k | 32940.00 | |
| Hi-Tech Pharmacal | 0.1 | $4.5B | 156k | 28930.00 | |
| Innophos Holdings | 0.1 | $4.5B | 92k | 48800.00 | |
| Ingersoll-rand Co Ltd-cl A | 0.1 | $4.2B | 92k | 45410.00 | |
| EnPro Industries (NPO) | 0.1 | $4.1B | 86k | 48070.00 | |
| General Cable Corporation | 0.1 | $4.3B | 102k | 42580.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.1 | $4.4B | 206k | 21400.00 | |
| Cme (CME) | 0.1 | $3.6B | 12k | 291590.00 | |
| Hartford Financial Services (HIG) | 0.1 | $3.8B | 142k | 26370.00 | |
| Nu Skin Enterprises (NUS) | 0.1 | $3.7B | 97k | 37550.00 | |
| Entegris (ENTG) | 0.1 | $3.6B | 358k | 10120.00 | |
| Cohen & Steers (CNS) | 0.1 | $3.7B | 112k | 33150.00 | |
| Meadowbrook Insurance | 0.1 | $3.8B | 387k | 9910.00 | |
| Entertainment Properties Trust | 0.1 | $3.8B | 81k | 46700.01 | |
| Marathon Oil Corporation (MRO) | 0.1 | $3.9B | 75k | 52680.00 | |
| Delphi Financial | 0.1 | $4.0B | 138k | 29210.00 | |
| Newpark Resources (NR) | 0.1 | $3.8B | 419k | 9070.00 | |
| Par Pharmaceutical Companies | 0.1 | $3.7B | 113k | 32980.00 | |
| Lam Research Corporation (LRCX) | 0.1 | $4.0B | 91k | 44280.00 | |
| Bruker Corporation (BRKR) | 0.1 | $3.7B | 183k | 20360.00 | |
| Community Bank System (CBU) | 0.1 | $3.9B | 156k | 24790.00 | |
| DiamondRock Hospitality Company (DRH) | 0.1 | $3.6B | 338k | 10730.00 | |
| LaSalle Hotel Properties | 0.1 | $3.7B | 141k | 26340.00 | |
| ScanSource (SCSC) | 0.1 | $3.6B | 97k | 37480.00 | |
| Sovran Self Storage | 0.1 | $3.7B | 90k | 41000.00 | |
| MGM Resorts International. (MGM) | 0.1 | $3.9B | 299k | 13210.00 | |
| Provident Financial Services (PFS) | 0.1 | $3.6B | 251k | 14320.00 | |
| Actuate Corporation | 0.1 | $3.8B | 647k | 5850.00 | |
| WGL Holdings | 0.1 | $4.1B | 105k | 38490.00 | |
| NetGear (NTGR) | 0.1 | $4.0B | 92k | 43720.00 | |
| SciClone Pharmaceuticals | 0.1 | $3.6B | 600k | 6040.00 | |
| iShares MSCI Taiwan Index | 0.1 | $3.8B | 252k | 15180.00 | |
| Oritani Financial | 0.1 | $3.8B | 300k | 12790.00 | |
| Northgate Minerals Corp note 3.500%10/0 | 0.1 | $4.0B | 4.0M | 990.00 | |
| Chubb Corporation | 0.1 | $3.2B | 51k | 62609.99 | |
| Goldman Sachs (GS) | 0.1 | $3.4B | 26k | 133089.99 | |
| Assurant (AIZ) | 0.1 | $3.2B | 87k | 36270.00 | |
| Sealed Air (SEE) | 0.1 | $3.3B | 141k | 23790.00 | |
| Ruby Tuesday | 0.1 | $3.4B | 316k | 10780.00 | |
| National-Oilwell Var | 0.1 | $3.6B | 46k | 78210.00 | |
| Fresh Del Monte Produce (FDP) | 0.1 | $3.3B | 123k | 26670.00 | |
| Progress Software Corporation (PRGS) | 0.1 | $3.3B | 137k | 24130.00 | |
| CEC Entertainment | 0.1 | $3.3B | 83k | 40110.01 | |
| Amgen (AMGN) | 0.1 | $3.4B | 58k | 58350.00 | |
| Halliburton Company (HAL) | 0.1 | $3.3B | 64k | 51000.00 | |
| Target Corporation (TGT) | 0.1 | $3.5B | 74k | 46910.00 | |
| Deluxe Corporation (DLX) | 0.1 | $3.4B | 136k | 24710.00 | |
| ConAgra Foods (CAG) | 0.1 | $3.5B | 137k | 25810.00 | |
| Oracle Corporation (ORCL) | 0.1 | $3.3B | 101k | 32910.00 | |
| Darling International (DAR) | 0.1 | $3.5B | 196k | 17700.00 | |
| Kulicke and Soffa Industries (KLIC) | 0.1 | $3.4B | 302k | 11140.00 | |
| Select Comfort | 0.1 | $3.4B | 189k | 17980.00 | |
| W&T Offshore (WTI) | 0.1 | $3.3B | 126k | 26120.00 | |
| Alaska Air (ALK) | 0.1 | $3.6B | 52k | 68460.00 | |
| Brown Shoe Company | 0.1 | $3.4B | 323k | 10650.00 | |
| Buckeye Technologies | 0.1 | $3.2B | 120k | 26980.00 | |
| Littelfuse (LFUS) | 0.1 | $3.3B | 57k | 58720.00 | |
| Pioneer Drilling Company | 0.1 | $3.2B | 210k | 15240.00 | |
| Great Lakes Dredge & Dock Corporation (GLDD) | 0.1 | $3.3B | 583k | 5580.00 | |
| Hanger Orthopedic | 0.1 | $3.1B | 128k | 24470.00 | |
| Om | 0.1 | $3.4B | 83k | 40640.00 | |
| Parametric Technology | 0.1 | $3.5B | 153k | 22930.00 | |
| Xyratex | 0.1 | $3.3B | 324k | 10260.00 | |
| Jos. A. Bank Clothiers | 0.1 | $3.1B | 62k | 50010.00 | |
| Shaw | 0.1 | $3.5B | 115k | 30210.00 | |
| Westlake Chemical Corporation (WLK) | 0.1 | $3.4B | 65k | 51900.00 | |
| BioMed Realty Trust | 0.1 | $3.4B | 177k | 19240.00 | |
| DCT Industrial Trust | 0.1 | $3.4B | 647k | 5230.00 | |
| Web | 0.1 | $3.3B | 264k | 12320.00 | |
| Invesco Mortgage Capital | 0.1 | $3.1B | 149k | 21130.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.1 | $3.3B | 206k | 15930.00 | |
| America Movil Sab De Cv spon adr l | 0.1 | $2.9B | 53k | 53879.99 | |
| Lender Processing Services | 0.1 | $2.7B | 130k | 20910.00 | |
| Spdr S&p 500 Etf (SPY) | 0.1 | $2.7B | 20k | 131970.02 | |
| Public Storage (PSA) | 0.1 | $3.0B | 27k | 114010.01 | |
| Transocean (RIG) | 0.1 | $2.7B | 42k | 64560.00 | |
| Newell Rubbermaid (NWL) | 0.1 | $2.7B | 169k | 15780.00 | |
| La-Z-Boy Incorporated (LZB) | 0.1 | $3.0B | 306k | 9870.00 | |
| Tetra Tech (TTEK) | 0.1 | $2.9B | 131k | 22500.00 | |
| Men's Wearhouse | 0.1 | $2.9B | 85k | 33700.00 | |
| Mentor Graphics Corporation | 0.1 | $2.7B | 214k | 12810.00 | |
| Williams Companies (WMB) | 0.1 | $2.7B | 88k | 30250.01 | |
| Iron Mountain Incorporated | 0.1 | $3.0B | 87k | 34090.00 | |
| Avis Budget (CAR) | 0.1 | $3.0B | 175k | 17090.00 | |
| Express Scripts | 0.1 | $2.8B | 52k | 53980.00 | |
| Kindred Healthcare | 0.1 | $2.7B | 125k | 21470.00 | |
| Rudolph Technologies | 0.1 | $2.8B | 259k | 10710.00 | |
| Celadon (CGIP) | 0.1 | $3.0B | 211k | 13960.00 | |
| Ceradyne | 0.1 | $3.0B | 76k | 38990.00 | |
| Gulfport Energy Corporation | 0.1 | $3.0B | 101k | 29690.00 | |
| Layne Christensen Company | 0.1 | $3.0B | 100k | 30340.00 | |
| Steven Madden (SHOO) | 0.1 | $2.9B | 77k | 37510.00 | |
| Alliant Techsystems | 0.1 | $2.9B | 40k | 71330.00 | |
| CryoLife (AORT) | 0.1 | $3.0B | 529k | 5600.00 | |
| DXP Enterprises (DXPE) | 0.1 | $2.8B | 110k | 25350.00 | |
| KBW | 0.1 | $2.6B | 142k | 18700.00 | |
| MasTec (MTZ) | 0.1 | $2.9B | 148k | 19720.00 | |
| Veeco Instruments (VECO) | 0.1 | $2.7B | 55k | 48410.01 | |
| FEI Company | 0.1 | $2.7B | 72k | 38190.01 | |
| Datalink Corporation | 0.1 | $2.9B | 412k | 6950.00 | |
| BP (BP) | 0.1 | $2.5B | 56k | 44290.00 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.1 | $2.3B | 2.0M | 1171.25 | |
| Nasdaq Omx (NDAQ) | 0.1 | $2.6B | 101k | 25300.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.1 | $2.5B | 97k | 25800.00 | |
| Caterpillar (CAT) | 0.1 | $2.2B | 20k | 106459.98 | |
| Medco Health Solutions | 0.1 | $2.6B | 45k | 56520.01 | |
| Constellation Energy | 0.1 | $2.2B | 57k | 37960.00 | |
| PPG Industries (PPG) | 0.1 | $2.4B | 26k | 90790.00 | |
| R.R. Donnelley & Sons Company | 0.1 | $2.4B | 121k | 19610.00 | |
| Shoe Carnival (SCVL) | 0.1 | $2.5B | 84k | 30150.00 | |
| Colgate-Palmolive Company (CL) | 0.1 | $2.6B | 29k | 87409.99 | |
| EMC Corporation | 0.1 | $2.2B | 80k | 27550.00 | |
| Southern Company (SO) | 0.1 | $2.5B | 63k | 40380.01 | |
| AutoZone (AZO) | 0.1 | $2.2B | 7.6k | 294850.07 | |
| Financial Institutions (FISI) | 0.1 | $2.6B | 158k | 16420.00 | |
| Asbury Automotive (ABG) | 0.1 | $2.6B | 141k | 18530.00 | |
| Piper Jaffray Companies (PIPR) | 0.1 | $2.5B | 86k | 28810.00 | |
| Textron (TXT) | 0.1 | $2.4B | 101k | 23610.00 | |
| Heartland Payment Systems | 0.1 | $2.5B | 121k | 20600.00 | |
| Standex Int'l (SXI) | 0.1 | $2.3B | 74k | 30670.00 | |
| Simon Property (SPG) | 0.1 | $2.3B | 20k | 116230.01 | |
| SuperGen | 0.1 | $2.5B | 830k | 2980.00 | |
| Jones Group | 0.1 | $2.3B | 212k | 10850.00 | |
| Flotek cv 5.25% | 0.1 | $2.2B | 2.3M | 973.75 | |
| U.s. Concrete Inc Cmn | 0.1 | $2.4B | 275k | 8750.00 | |
| Nielsen Holdings Nv | 0.1 | $2.3B | 73k | 31160.00 | |
| E TRADE Financial Corporation | 0.0 | $1.7B | 126k | 13800.00 | |
| China Petroleum & Chemical | 0.0 | $1.9B | 19k | 101440.01 | |
| China Mobile | 0.0 | $1.7B | 36k | 46779.99 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $2.1B | 170k | 12610.00 | |
| Ameriprise Financial (AMP) | 0.0 | $1.8B | 30k | 57680.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $2.0B | 41k | 48220.00 | |
| Dominion Resources (D) | 0.0 | $2.1B | 43k | 48269.99 | |
| Pitney Bowes (PBI) | 0.0 | $1.7B | 76k | 22990.00 | |
| Universal Health Services (UHS) | 0.0 | $1.9B | 37k | 51530.00 | |
| Mylan | 0.0 | $2.1B | 84k | 24670.00 | |
| Honeywell International (HON) | 0.0 | $2.0B | 33k | 59590.00 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $1.7B | 52k | 32829.99 | |
| United Technologies Corporation | 0.0 | $1.9B | 21k | 88510.00 | |
| Walgreen Company | 0.0 | $1.8B | 44k | 42459.99 | |
| Wisconsin Energy Corporation | 0.0 | $1.8B | 57k | 31350.00 | |
| Shinhan Financial (SHG) | 0.0 | $2.1B | 22k | 95950.02 | |
| Whole Foods Market | 0.0 | $1.9B | 30k | 63450.01 | |
| Lowe's Companies (LOW) | 0.0 | $2.0B | 87k | 23310.00 | |
| Prudential Financial (PRU) | 0.0 | $2.1B | 32k | 63589.99 | |
| Zimmer Holdings (ZBH) | 0.0 | $1.8B | 28k | 63199.99 | |
| Community Health Systems (CYH) | 0.0 | $1.8B | 68k | 25680.00 | |
| Ez (EZPW) | 0.0 | $2.1B | 60k | 35575.01 | |
| Medicines Company | 0.0 | $1.7B | 102k | 16510.00 | |
| Jabil Circuit (JBL) | 0.0 | $2.1B | 106k | 20200.00 | |
| Rowan Companies | 0.0 | $1.9B | 49k | 38810.00 | |
| Lakeland Financial Corporation (LKFN) | 0.0 | $1.8B | 83k | 22260.00 | |
| Central European Dist Corp note 3.000% 3/1 | 0.0 | $1.2B | 1.5M | 820.00 | |
| Devon Energy Corporation (DVN) | 0.0 | $1.6B | 20k | 78810.01 | |
| Waste Management (WM) | 0.0 | $1.3B | 35k | 37270.01 | |
| Cephalon | 0.0 | $1.5B | 18k | 79900.02 | |
| Raytheon Company | 0.0 | $1.2B | 25k | 49850.00 | |
| Kroger (KR) | 0.0 | $1.6B | 66k | 24800.01 | |
| McKesson Corporation (MCK) | 0.0 | $1.5B | 18k | 83650.00 | |
| Total (TTE) | 0.0 | $1.2B | 22k | 57840.00 | |
| Jacobs Engineering | 0.0 | $1.2B | 29k | 43250.00 | |
| Toll Brothers (TOL) | 0.0 | $1.5B | 74k | 20740.01 | |
| PetroChina Company | 0.0 | $1.2B | 8.5k | 146029.94 | |
| Dover Corporation (DOV) | 0.0 | $1.4B | 20k | 67799.99 | |
| Precision Castparts | 0.0 | $1.6B | 9.9k | 164650.00 | |
| Micron Technology (MU) | 0.0 | $1.5B | 202k | 7480.00 | |
| ITT Corporation | 0.0 | $1.4B | 23k | 58930.01 | |
| CRH | 0.0 | $1.7B | 73k | 22520.00 | |
| Bancolombia (CIB) | 0.0 | $1.3B | 19k | 66729.98 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $1.5B | 16k | 91190.00 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $1.2B | 24k | 50740.00 | |
| AECOM Technology Corporation (ACM) | 0.0 | $1.6B | 60k | 27340.00 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $1.4B | 19k | 73349.98 | |
| QEP Resources | 0.0 | $1.6B | 39k | 41830.00 | |
| Vanguard Emerging Markets ETF (VWO) | 0.0 | $1.6B | 33k | 48620.00 | |
| Booz Allen Hamilton Holding Corporation (BAH) | 0.0 | $1.4B | 75k | 19110.00 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $1.3B | 3.0M | 448.75 | |
| Market Vectors Poland ETF | 0.0 | $1.3B | 46k | 29487.99 | |
| Covidien | 0.0 | $1.7B | 31k | 53230.00 | |
| Evergreen Solar Inc note 13.000% 4/1 | 0.0 | $1.3B | 3.5M | 377.50 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $1.2B | 1.0M | 1170.00 | |
| K V Pharmaceutical Co note 2.500% 5/1 | 0.0 | $1.0B | 2.0M | 500.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $1.2B | 14k | 81239.99 | |
| 3M Company (MMM) | 0.0 | $893M | 9.4k | 94849.96 | |
| Cameco Corporation (CCJ) | 0.0 | $1.1B | 41k | 26350.00 | |
| Ryder System (R) | 0.0 | $1.2B | 20k | 56849.99 | |
| V.F. Corporation (VFC) | 0.0 | $1.1B | 10k | 108560.04 | |
| Medtronic | 0.0 | $1.2B | 30k | 38529.99 | |
| Nokia Corporation (NOK) | 0.0 | $794M | 124k | 6420.00 | |
| Limited Brands | 0.0 | $1.1B | 27k | 38449.98 | |
| Xerox Corporation | 0.0 | $1.1B | 101k | 10410.00 | |
| Nicor | 0.0 | $1.1B | 19k | 54740.01 | |
| Visa (V) | 0.0 | $1.1B | 13k | 84260.00 | |
| Amazon (AMZN) | 0.0 | $828M | 4.0k | 204490.12 | |
| Silgan Holdings (SLGN) | 0.0 | $901M | 22k | 40970.00 | |
| RPC (RES) | 0.0 | $955M | 39k | 24540.00 | |
| UniFirst Corporation (UNF) | 0.0 | $748M | 13k | 56189.99 | |
| Southern Copper Corporation (SCCO) | 0.0 | $1.2B | 35k | 32870.00 | |
| Savient Pharmaceuticals | 0.0 | $983M | 131k | 7490.00 | |
| Mitcham Industries | 0.0 | $1.1B | 65k | 17300.00 | |
| Garmin (GRMN) | 0.0 | $903M | 27k | 33030.01 | |
| O'reilly Automotive (ORLY) | 0.0 | $729M | 11k | 65510.02 | |
| China Med Technologies Inc note 6.250%12/1 | 0.0 | $718M | 1.0M | 717.50 | |
| Gmx Res Inc note 5.000% 2/0 | 0.0 | $556M | 589k | 943.75 | |
| Portland General Electric Company (POR) | 0.0 | $703M | 28k | 25280.01 | |
| Monsanto Company | 0.0 | $661M | 9.1k | 72539.97 | |
| Philippine Long Distance Telephone | 0.0 | $538M | 10k | 54039.96 | |
| Duke Energy Corporation | 0.0 | $495M | 26k | 18829.99 | |
| J.C. Penney Company | 0.0 | $278M | 8.1k | 34540.00 | |
| NYSE Euronext | 0.0 | $305M | 8.9k | 34270.00 | |
| Eastman Chemical Company (EMN) | 0.0 | $578M | 5.7k | 102070.05 | |
| DeVry | 0.0 | $497M | 8.4k | 59130.00 | |
| Energizer Holdings | 0.0 | $470M | 6.5k | 72360.00 | |
| Cemex SAB de CV (CX) | 0.0 | $700M | 81k | 8600.00 | |
| Credit Suisse Group | 0.0 | $640M | 16k | 39020.00 | |
| TJX Companies (TJX) | 0.0 | $473M | 9.0k | 52530.00 | |
| Accenture (ACN) | 0.0 | $611M | 10k | 60420.00 | |
| Arctic Cat | 0.0 | $416M | 31k | 13430.01 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $643M | 7.8k | 82799.97 | |
| Banco Santander-Chile (BSAC) | 0.0 | $366M | 3.9k | 93810.00 | |
| Harry Winston Diamond Corp Com Stk | 0.0 | $530M | 32k | 16620.00 | |
| Boston Properties (BXP) | 0.0 | $612M | 5.8k | 106160.02 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.0 | $454M | 14k | 32010.02 | |
| SPDR S&P Emerging Middle Est & Afrca ETF | 0.0 | $645M | 8.7k | 74089.96 | |
| SMF Energy Corporations | 0.0 | $267M | 192k | 1390.00 | |
| Evergreen Solar Inc note 4.000% 7/1 | 0.0 | $550M | 2.5M | 220.00 | |
| Visteon Corporation (VC) | 0.0 | $199M | 2.9k | 68410.09 | |
| Us Concrete Inc sr secured | 0.0 | $9.7M | 8.0k | 1212.50 |
