DuPont Capital Management Corporation

DuPont Capital Management Corporation as of Dec. 31, 2011

Portfolio Holdings for DuPont Capital Management Corporation

DuPont Capital Management Corporation holds 499 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Exxon Mobil Corporation (XOM) 10.2 $95M 1.1M 84.76
Merck & Co (MRK) 4.7 $44M 1.2M 37.70
Time Warner Cable 3.8 $35M 555k 63.57
Via 3.5 $33M 730k 45.41
WellPoint 3.4 $32M 484k 66.25
Nabors Industries 2.8 $27M 1.5M 17.34
Oracle Corporation (ORCL) 2.7 $25M 984k 25.65
Macy's (M) 2.6 $24M 755k 32.18
Ens 2.3 $22M 459k 46.92
Noble Corporation Com Stk 2.0 $19M 624k 30.22
Valero Energy Corporation (VLO) 1.9 $18M 852k 21.05
Ingersoll-rand Co Ltd-cl A 1.7 $16M 535k 30.47
PPL Corporation (PPL) 1.7 $16M 542k 29.42
Goldman Sachs (GS) 1.7 $16M 174k 90.43
Weatherford International Lt reg 1.6 $15M 1.0M 14.64
Nu Skin Enterprises (NUS) 1.5 $14M 296k 48.57
EOG Resources (EOG) 1.5 $14M 141k 98.51
WABCO Holdings 1.4 $13M 301k 43.40
Vimpel 1.4 $13M 1.4M 9.47
Level 3 Communications 1.3 $12M 725k 16.99
Fidelity National Financial 1.3 $12M 757k 15.93
FedEx Corporation (FDX) 1.3 $12M 141k 83.51
TRW Automotive Holdings 1.2 $12M 356k 32.60
Par Pharmaceutical Companies 1.2 $12M 356k 32.73
ICICI Bank (IBN) 1.2 $11M 422k 26.43
GameStop (GME) 1.2 $11M 459k 24.13
Google 1.1 $11M 17k 645.90
Entergy Corporation (ETR) 1.1 $11M 143k 73.05
Sensient Technologies Corporation (SXT) 1.1 $10M 273k 37.90
WGL Holdings 1.1 $10M 234k 44.22
Public Storage (PSA) 1.1 $9.9M 74k 134.46
Energen Corporation 0.9 $8.4M 168k 50.00
Delphi Automotive 0.9 $8.3M 388k 21.54
Endo Pharmaceuticals 0.9 $8.3M 240k 34.53
MetLife (MET) 0.9 $8.3M 265k 31.18
First Niagara Financial 0.9 $8.1M 938k 8.63
JPMorgan Chase & Co. (JPM) 0.8 $7.8M 236k 33.25
Signet Jewelers (SIG) 0.8 $7.6M 172k 43.96
East West Ban (EWBC) 0.8 $7.5M 381k 19.75
Freeport-McMoRan Copper & Gold (FCX) 0.8 $7.4M 202k 36.79
Quest Software 0.7 $6.9M 373k 18.60
PS Business Parks 0.7 $6.8M 122k 55.43
Verizon Communications (VZ) 0.7 $6.6M 164k 40.12
NiSource (NI) 0.7 $6.3M 264k 23.81
Wyndham Worldwide Corporation 0.7 $6.1M 161k 37.83
Consumer Discretionary SPDR (XLY) 0.7 $6.1M 155k 39.02
Petroleo Brasileiro SA (PBR.A) 0.6 $5.7M 241k 23.49
Hca Holdings (HCA) 0.6 $5.7M 258k 22.03
ValueClick 0.6 $5.6M 347k 16.29
PG&E Corporation (PCG) 0.6 $5.2M 126k 41.22
Cnh Global 0.6 $5.3M 147k 35.99
General Motors Company (GM) 0.5 $4.8M 237k 20.27
Tyco International Ltd S hs 0.5 $4.7M 101k 46.71
Visa (V) 0.5 $4.6M 45k 101.53
UnitedHealth (UNH) 0.5 $4.5M 88k 50.68
Exelon Corporation (EXC) 0.5 $4.4M 101k 43.37
Usec Inc note 3.000%10/0 0.5 $4.3M 9.2M 0.46
Hi-Tech Pharmacal 0.4 $4.1M 106k 38.89
HCP 0.4 $4.1M 99k 41.43
Ace Limited Cmn 0.4 $4.0M 57k 70.12
Entertainment Properties Trust 0.4 $3.9M 90k 43.71
Dolby Laboratories (DLB) 0.4 $3.5M 115k 30.51
FEI Company 0.4 $3.5M 87k 40.78
Entegris (ENTG) 0.4 $3.4M 387k 8.72
Meadowbrook Insurance 0.4 $3.4M 319k 10.68
Xyratex 0.4 $3.3M 250k 13.32
NetGear (NTGR) 0.4 $3.4M 101k 33.57
Emcor (EME) 0.3 $3.3M 122k 26.81
Vodafone 0.3 $3.2M 115k 28.03
Select Comfort 0.3 $3.3M 151k 21.69
W&T Offshore (WTI) 0.3 $3.3M 156k 21.21
Assured Guaranty (AGO) 0.3 $3.3M 252k 13.14
Sovran Self Storage 0.3 $3.3M 77k 42.67
Molina Healthcare (MOH) 0.3 $3.3M 147k 22.33
Provident Financial Services (PFS) 0.3 $3.3M 248k 13.39
MasterCard Incorporated (MA) 0.3 $3.1M 8.3k 372.82
McKesson Corporation (MCK) 0.3 $3.1M 40k 77.91
Nextera Energy (NEE) 0.3 $3.1M 51k 60.88
Hanger Orthopedic 0.3 $3.0M 159k 18.69
Oritani Financial 0.3 $3.0M 233k 12.77
Titan Machinery (TITN) 0.3 $2.9M 132k 21.73
Heartland Payment Systems 0.3 $2.7M 110k 24.36
Expedia (EXPE) 0.3 $2.7M 95k 29.02
Marvell Technology Group 0.3 $2.6M 187k 13.85
SanDisk Corporation 0.3 $2.6M 53k 49.21
Marathon Petroleum Corp (MPC) 0.3 $2.6M 78k 33.29
SciClone Pharmaceuticals 0.3 $2.5M 591k 4.29
General Mtrs Co *w exp 07/10/201 0.3 $2.5M 216k 11.73
Innophos Holdings 0.3 $2.4M 50k 48.56
Monsanto Company 0.2 $2.3M 33k 70.07
Health Care SPDR (XLV) 0.2 $2.2M 64k 34.69
Energy Select Sector SPDR (XLE) 0.2 $2.2M 32k 69.13
Utilities SPDR (XLU) 0.2 $2.2M 61k 35.98
Powerwave Technologies Inc note 3.875%10/0 0.2 $2.1M 4.5M 0.47
Spdr S&p 500 Etf (SPY) 0.2 $2.1M 17k 125.50
Sealed Air (SEE) 0.2 $2.1M 122k 17.21
Zimmer Holdings (ZBH) 0.2 $1.8M 33k 53.42
3M Company (MMM) 0.2 $1.7M 20k 81.73
Sohu 0.2 $1.7M 34k 50.00
General Mtrs Co *w exp 07/10/201 0.2 $1.7M 216k 7.82
Tetra Tech (TTEK) 0.2 $1.6M 72k 21.59
O'reilly Automotive (ORLY) 0.2 $1.6M 20k 79.95
Allied World Assurance 0.2 $1.5M 24k 62.93
Hutchinson Technology Inc note 8.500% 1/1 0.1 $1.4M 2.0M 0.71
United Therapeutics Corporation (UTHR) 0.1 $1.3M 27k 47.25
USD.01 Mannkind Corp sr unsecured 0.1 $1.2M 2.0M 0.61
K V Pharmaceutical Co note 2.500% 5/1 0.1 $1.1M 4.0M 0.27
Principal Financial (PFG) 0.1 $1.1M 46k 24.60
Avago Technologies 0.1 $984k 34k 28.86
Market Vectors Poland ETF 0.1 $1.0M 61k 17.18
Stillwater Mng Co note 1.875% 3/1 0.1 $956k 1.0M 0.96
Hess (HES) 0.1 $920k 16k 56.80
Dominion Resources (D) 0.1 $806k 15k 53.08
Mbia (MBI) 0.1 $844k 73k 11.59
U.s. Concrete Inc Cmn 0.1 $811k 280k 2.90
Global Payments (GPN) 0.1 $753k 16k 47.38
QEP Resources 0.1 $652k 22k 29.30
Accenture (ACN) 0.1 $539k 10k 53.23
Gmx Res Inc note 4.500% 5/0 0.1 $479k 1.0M 0.48
PowerShares India Portfolio 0.1 $424k 26k 16.30
MSCI Indonesia Investable Market Ind (EIDO) 0.1 $499k 17k 29.31
SPDR S&P Emerging Middle Est & Afrca ETF 0.1 $507k 8.1k 62.75
Gmx Res Inc note 5.000% 2/0 0.0 $377k 589k 0.64
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.0 $409k 1.0M 0.41
Harry Winston Diamond Corp Com Stk 0.0 $278k 26k 10.65
SMF Energy Corporations 0.0 $308k 108k 2.86
Visteon Corporation (VC) 0.0 $146k 2.9k 49.94
BP (BP) 0.0 $0 51k 0.00
Chubb Corporation 0.0 $0 43k 0.00
Diamond Offshore Drilling 0.0 $9.7k 176k 0.06
E TRADE Financial Corporation 0.0 $0 126k 0.00
Loews Corporation (L) 0.0 $0 168k 0.00
America Movil Sab De Cv spon adr l 0.0 $3.6k 160k 0.02
China Petroleum & Chemical 0.0 $2.6k 25k 0.11
Comcast Corporation (CMCSA) 0.0 $3.6k 150k 0.02
Alpha Natural Resources Inc note 2.375% 4/1 0.0 $900.000000 1.0M 0.00
Central European Dist Corp note 3.000% 3/1 0.0 $4.4k 5.5M 0.00
China Med Technologies Inc note 4.000% 8/1 0.0 $14k 24M 0.00
Lear Corporation (LEA) 0.0 $0 116k 0.00
NRG Energy (NRG) 0.0 $0 992k 0.00
China Mobile 0.0 $1.8k 37k 0.05
iShares MSCI Emerging Markets Indx (EEM) 0.0 $0 1.2M 0.00
Portland General Electric Company (POR) 0.0 $0 28k 0.00
Taiwan Semiconductor Mfg (TSM) 0.0 $2.6k 205k 0.01
Microsoft Corporation (MSFT) 0.0 $0 3.2M 0.00
Annaly Capital Management 0.0 $0 37k 0.00
Cme (CME) 0.0 $5.5k 23k 0.24
Leucadia National 0.0 $0 18k 0.00
State Street Corporation (STT) 0.0 $0 8.3k 0.00
U.S. Bancorp (USB) 0.0 $22k 813k 0.03
Assurant (AIZ) 0.0 $2.2k 54k 0.04
Reinsurance Group of America (RGA) 0.0 $14.476200 145k 0.00
Lender Processing Services 0.0 $2.6k 172k 0.02
PNC Financial Services (PNC) 0.0 $4.250200 43k 0.00
Bank of America Corporation (BAC) 0.0 $0 2.8M 0.00
Bank of New York Mellon Corporation (BK) 0.0 $0 522k 0.00
Discover Financial Services (DFS) 0.0 $0 83k 0.00
Ameriprise Financial (AMP) 0.0 $2.0k 41k 0.05
Nasdaq Omx (NDAQ) 0.0 $0 155k 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.0 $14k 772k 0.02
Berkshire Hathaway (BRK.B) 0.0 $0 4.3k 0.00
Caterpillar (CAT) 0.0 $0 37k 0.00
Coca-Cola Company (KO) 0.0 $0 46k 0.00
Costco Wholesale Corporation (COST) 0.0 $1.0k 12k 0.08
CSX Corporation (CSX) 0.0 $0 388k 0.00
Devon Energy Corporation (DVN) 0.0 $2.3k 37k 0.06
Expeditors International of Washington (EXPD) 0.0 $0 11k 0.00
McDonald's Corporation (MCD) 0.0 $0 21k 0.00
Republic Services (RSG) 0.0 $0 167k 0.00
Wal-Mart Stores (WMT) 0.0 $7.3k 121k 0.06
Home Depot (HD) 0.0 $0 53k 0.00
Peabody Energy Corporation 0.0 $0 145k 0.00
Abbott Laboratories (ABT) 0.0 $0 166k 0.00
Baxter International (BAX) 0.0 $0 225k 0.00
Johnson & Johnson (JNJ) 0.0 $0 493k 0.00
Eli Lilly & Co. (LLY) 0.0 $0 107k 0.00
Pfizer (PFE) 0.0 $0 2.4M 0.00
Teva Pharmaceutical Industries (TEVA) 0.0 $833.856000 21k 0.04
Norfolk Southern (NSC) 0.0 $2.529900 25k 0.00
Philippine Long Distance Telephone 0.0 $1.238200 12k 0.00
CBS Corporation 0.0 $0 151k 0.00
AES Corporation (AES) 0.0 $4.5k 383k 0.01
Chevron Corporation (CVX) 0.0 $0 295k 0.00
General Electric Company 0.0 $0 4.0M 0.00
Cardinal Health (CAH) 0.0 $759.220000 19k 0.04
At&t (T) 0.0 $6.1k 202k 0.03
Apache Corporation 0.0 $0 210k 0.00
Avon Products 0.0 $0 823k 0.00
BMC Software 0.0 $0 24k 0.00
Cameco Corporation (CCJ) 0.0 $30k 1.6M 0.02
Carnival Corporation (CCL) 0.0 $0 364k 0.00
Cisco Systems (CSCO) 0.0 $46k 2.6M 0.02
Coach 0.0 $0 3.9k 0.00
Constellation Energy 0.0 $0 20k 0.00
Cracker Barrel Old Country Store (CBRL) 0.0 $2.8k 56k 0.05
Cullen/Frost Bankers (CFR) 0.0 $0 115k 0.00
Cummins (CMI) 0.0 $0 9.1k 0.00
Franklin Resources (BEN) 0.0 $0 37k 0.00
Greif (GEF) 0.0 $0 66k 0.00
Hologic (HOLX) 0.0 $0 423k 0.00
Kimberly-Clark Corporation (KMB) 0.0 $0 42k 0.00
Kohl's Corporation (KSS) 0.0 $0 170k 0.00
Microchip Technology (MCHP) 0.0 $0 18k 0.00
Noble Energy 0.0 $15.610100 156k 0.00
Northrop Grumman Corporation (NOC) 0.0 $7.083700 71k 0.00
Nucor Corporation (NUE) 0.0 $0 324k 0.00
PPG Industries (PPG) 0.0 $2.003500 20k 0.00
Pitney Bowes (PBI) 0.0 $0 89k 0.00
Polaris Industries (PII) 0.0 $11.730000 117k 0.00
R.R. Donnelley & Sons Company 0.0 $0 101k 0.00
Travelers Companies (TRV) 0.0 $1.4k 23k 0.06
Valspar Corporation 0.0 $3.4k 86k 0.04
Ultra Petroleum 0.0 $13k 454k 0.03
Union Pacific Corporation (UNP) 0.0 $1.7k 16k 0.11
W.W. Grainger (GWW) 0.0 $0 24k 0.00
Waste Connections 0.0 $7.0k 211k 0.03
Wells Fargo & Company (WFC) 0.0 $40k 1.4M 0.03
Buckle (BKE) 0.0 $0 212k 0.00
AFLAC Incorporated (AFL) 0.0 $0 138k 0.00
Best Buy (BBY) 0.0 $0 294k 0.00
Boeing Company (BA) 0.0 $0 11k 0.00
Dow Chemical Company 0.0 $0 89k 0.00
Harris Corporation 0.0 $0 390k 0.00
Intel Corporation (INTC) 0.0 $0 1.9M 0.00
Medtronic 0.0 $0 423k 0.00
Nordstrom (JWN) 0.0 $0 14k 0.00
C.R. Bard 0.0 $0 239k 0.00
Briggs & Stratton Corporation 0.0 $0 201k 0.00
CACI International (CACI) 0.0 $0 156k 0.00
Morgan Stanley (MS) 0.0 $0 710k 0.00
Timken Company (TKR) 0.0 $7.8k 202k 0.04
International Paper Company (IP) 0.0 $0 292k 0.00
Newell Rubbermaid (NWL) 0.0 $0 167k 0.00
Steris Corporation 0.0 $0 80k 0.00
Autoliv (ALV) 0.0 $0 56k 0.00
Western Digital (WDC) 0.0 $26k 827k 0.03
Nokia Corporation (NOK) 0.0 $0 153k 0.00
Darden Restaurants (DRI) 0.0 $0 7.7k 0.00
E.I. du Pont de Nemours & Company 0.0 $0 10M 0.00
Emerson Electric (EMR) 0.0 $0 28k 0.00
Whirlpool Corporation (WHR) 0.0 $24k 497k 0.05
Waddell & Reed Financial 0.0 $2.8k 114k 0.02
Safeway 0.0 $0 280k 0.00
Foot Locker (FL) 0.0 $0 307k 0.00
Manitowoc Company 0.0 $0 1.2M 0.00
Tellabs 0.0 $20k 5.0M 0.00
Arch Coal 0.0 $0 45k 0.00
National-Oilwell Var 0.0 $1.995200 20k 0.00
Universal Health Services (UHS) 0.0 $1.1k 28k 0.04
Plantronics 0.0 $0 267k 0.00
Tyson Foods (TSN) 0.0 $7.5k 362k 0.02
La-Z-Boy Incorporated (LZB) 0.0 $0 233k 0.00
Herman Miller (MLKN) 0.0 $0 249k 0.00
Synopsys (SNPS) 0.0 $6.6k 242k 0.03
Raytheon Company 0.0 $0 19k 0.00
CVS Caremark Corporation (CVS) 0.0 $0 129k 0.00
Campbell Soup Company (CPB) 0.0 $0 46k 0.00
Kroger (KR) 0.0 $0 362k 0.00
Mylan 0.0 $0 49k 0.00
Aetna 0.0 $1.5k 35k 0.04
Helmerich & Payne (HP) 0.0 $0 19k 0.00
RadioShack Corporation 0.0 $0 916k 0.00
Air Products & Chemicals (APD) 0.0 $0 38k 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $0 66k 0.00
Progress Software Corporation (PRGS) 0.0 $0 135k 0.00
CEC Entertainment 0.0 $0 82k 0.00
AGCO Corporation (AGCO) 0.0 $0 307k 0.00
Arrow Electronics (ARW) 0.0 $0 228k 0.00
Lockheed Martin Corporation (LMT) 0.0 $0 229k 0.00
Gartner (IT) 0.0 $0 176k 0.00
Mentor Graphics Corporation 0.0 $0 632k 0.00
Amgen (AMGN) 0.0 $0 96k 0.00
Apple (AAPL) 0.0 $0 59k 0.00
Capital One Financial (COF) 0.0 $11k 270k 0.04
Cemex SAB de CV (CX) 0.0 $0 114k 0.00
Colgate-Palmolive Company (CL) 0.0 $0 24k 0.00
ConocoPhillips (COP) 0.0 $12k 158k 0.07
Credit Suisse Group 0.0 $0 16k 0.00
Directv 0.0 $6.1k 143k 0.04
DISH Network 0.0 $4.8k 168k 0.03
Domtar Corp 0.0 $0 160k 0.00
Fluor Corporation (FLR) 0.0 $0 175k 0.00
Halliburton Company (HAL) 0.0 $0 81k 0.00
Hewlett-Packard Company 0.0 $0 712k 0.00
International Business Machines (IBM) 0.0 $0 50k 0.00
News Corporation 0.0 $194.020000 11k 0.02
Occidental Petroleum Corporation (OXY) 0.0 $0.910700 9.1k 0.00
Parker-Hannifin Corporation (PH) 0.0 $12.456000 125k 0.00
Pepsi (PEP) 0.0 $63.784200 638k 0.00
Philip Morris International (PM) 0.0 $54.538400 545k 0.00
Procter & Gamble Company (PG) 0.0 $36.974000 370k 0.00
Symantec Corporation 0.0 $12k 751k 0.02
Target Corporation (TGT) 0.0 $2.4k 47k 0.05
Texas Instruments Incorporated (TXN) 0.0 $119.310000 4.1k 0.03
United Technologies Corporation 0.0 $1.9k 26k 0.07
Walgreen Company 0.0 $1.8k 54k 0.03
Wisconsin Energy Corporation 0.0 $708.365000 20k 0.04
Apollo 0.0 $0 296k 0.00
Gap (GAP) 0.0 $0 377k 0.00
Ca 0.0 $5.8k 287k 0.02
iShares MSCI EAFE Index Fund (EFA) 0.0 $0 2.5M 0.00
Shinhan Financial (SHG) 0.0 $2.623400 26k 0.00
Biogen Idec (BIIB) 0.0 $1.1k 9.7k 0.11
Ford Motor Company (F) 0.0 $0 167k 0.00
Linear Technology Corporation 0.0 $0 24k 0.00
Dell 0.0 $36k 2.5M 0.01
Gilead Sciences (GILD) 0.0 $0 245k 0.00
Dillard's (DDS) 0.0 $0 192k 0.00
Jacobs Engineering 0.0 $0 155k 0.00
TJX Companies (TJX) 0.0 $436.050000 6.8k 0.06
Southern Company (SO) 0.0 $0 29k 0.00
Murphy Oil Corporation (MUR) 0.0 $0 130k 0.00
Whole Foods Market 0.0 $986.023200 14k 0.07
General Dynamics Corporation (GD) 0.0 $0 391k 0.00
Lowe's Companies (LOW) 0.0 $0 108k 0.00
Cohen & Steers (CNS) 0.0 $2.8k 96k 0.03
Clorox Company (CLX) 0.0 $0 14k 0.00
Gannett 0.0 $0 1.5M 0.00
Coventry Health Care 0.0 $0 38k 0.00
Prudential Financial (PRU) 0.0 $4.756000 48k 0.00
Deluxe Corporation (DLX) 0.0 $0 134k 0.00
Iron Mountain Incorporated 0.0 $0 105k 0.00
Toll Brothers (TOL) 0.0 $7.2k 351k 0.02
Aeropostale 0.0 $0 640k 0.00
AutoZone (AZO) 0.0 $0 6.8k 0.00
Discovery Communications 0.0 $5.9k 145k 0.04
Dr Pepper Snapple 0.0 $7.6k 192k 0.04
AvalonBay Communities (AVB) 0.0 $0 7.1k 0.00
Big Lots (BIGGQ) 0.0 $0 22k 0.00
Cousins Properties 0.0 $0 622k 0.00
Empire District Electric Company 0.0 $0 123k 0.00
ConAgra Foods (CAG) 0.0 $0 132k 0.00
PetroChina Company 0.0 $969.167100 7.8k 0.12
Dover Corporation (DOV) 0.0 $0 42k 0.00
NewMarket Corporation (NEU) 0.0 $12.634600 63k 0.00
Patterson-UTI Energy (PTEN) 0.0 $0 387k 0.00
Public Service Enterprise (PEG) 0.0 $0 464k 0.00
Sempra Energy (SRE) 0.0 $1.679800 17k 0.00
Magna Intl Inc cl a (MGA) 0.0 $0 469k 0.00
Applied Materials (AMAT) 0.0 $0 137k 0.00
Paccar (PCAR) 0.0 $0 209k 0.00
Precision Castparts 0.0 $0.472600 2.4k 0.00
priceline.com Incorporated 0.0 $2.950000 5.9k 0.00
Aaron's 0.0 $0 197k 0.00
Marathon Oil Corporation (MRO) 0.0 $0 168k 0.00
Smithfield Foods 0.0 $0 482k 0.00
Arctic Cat 0.0 $0 155k 0.00
Constellation Brands (STZ) 0.0 $795.997800 39k 0.02
Pos (PKX) 0.0 $42.135500 421k 0.00
Amazon (AMZN) 0.0 $0 1.7k 0.00
HCC Insurance Holdings 0.0 $0 196k 0.00
Wynn Resorts (WYNN) 0.0 $503.217000 4.6k 0.11
Landstar System (LSTR) 0.0 $0 171k 0.00
Fair Isaac Corporation (FICO) 0.0 $0 176k 0.00
Avis Budget (CAR) 0.0 $0 187k 0.00
Corn Products International 0.0 $0 162k 0.00
Calpine Corporation 0.0 $0 434k 0.00
Delta Air Lines (DAL) 0.0 $0 2.7M 0.00
Financial Institutions (FISI) 0.0 $0 156k 0.00
Magellan Health Services 0.0 $0 214k 0.00
BOK Financial Corporation (BOKF) 0.0 $6.1k 111k 0.05
Warna 0.0 $9.9k 198k 0.05
Brinker International (EAT) 0.0 $0 415k 0.00
Darling International (DAR) 0.0 $0 216k 0.00
Lorillard 0.0 $0 183k 0.00
Express Scripts 0.0 $0 25k 0.00
Broadcom Corporation 0.0 $0 71k 0.00
Webster Financial Corporation (WBS) 0.0 $9.0k 444k 0.02
AMERIGROUP Corporation 0.0 $6.3k 107k 0.06
CF Industries Holdings (CF) 0.0 $0 107k 0.00
Companhia Paranaense de Energia 0.0 $426.951000 20k 0.02
Fairchild Semiconductor International 0.0 $0 413k 0.00
Humana (HUM) 0.0 $0 442k 0.00
Kelly Services (KELYA) 0.0 $0 176k 0.00
Kindred Healthcare 0.0 $0 115k 0.00
Kulicke and Soffa Industries (KLIC) 0.0 $0 306k 0.00
Medicis Pharmaceutical Corporation 0.0 $0 100k 0.00
Newpark Resources (NR) 0.0 $0 350k 0.00
Old National Ban (ONB) 0.0 $0 230k 0.00
Rock-Tenn Company 0.0 $15.744600 157k 0.00
RPC (RES) 0.0 $0 35k 0.00
Rudolph Technologies 0.0 $0 287k 0.00
Sauer-Danfoss 0.0 $0 38k 0.00
Zions Bancorporation (ZION) 0.0 $785.382900 48k 0.02
Alaska Air (ALK) 0.0 $0 101k 0.00
Banco Santander-Chile (BSAC) 0.0 $270.854600 3.6k 0.08
Brown Shoe Company 0.0 $0 339k 0.00
Buckeye Technologies 0.0 $0 89k 0.00
Cash America International 0.0 $545.220000 12k 0.05
Cliffs Natural Resources 0.0 $6.8k 109k 0.06
Community Health Systems (CYH) 0.0 $0 921k 0.00
Littelfuse (LFUS) 0.0 $0 73k 0.00
Measurement Specialties 0.0 $0 83k 0.00
Neenah Paper 0.0 $0 122k 0.00
Oshkosh Corporation (OSK) 0.0 $0 1.0M 0.00
Reliance Steel & Aluminum (RS) 0.0 $0 177k 0.00
Atlas Air Worldwide Holdings 0.0 $0 127k 0.00
American Campus Communities 0.0 $0 86k 0.00
Bruker Corporation (BRKR) 0.0 $0 302k 0.00
Berry Petroleum Company 0.0 $0 65k 0.00
Community Bank System (CBU) 0.0 $0 136k 0.00
Celadon (CGIP) 0.0 $0 209k 0.00
Cirrus Logic (CRUS) 0.0 $0 195k 0.00
CVR Energy (CVI) 0.0 $2.1k 115k 0.02
DiamondRock Hospitality Company (DRH) 0.0 $0 333k 0.00
DTE Energy Company (DTE) 0.0 $0 147k 0.00
El Paso Electric Company 0.0 $0 266k 0.00
Gardner Denver 0.0 $0 106k 0.00
Guess? (GES) 0.0 $0 98k 0.00
Great Lakes Dredge & Dock Corporation (GLDD) 0.0 $0 574k 0.00
Gulfport Energy Corporation 0.0 $0 82k 0.00
Jabil Circuit (JBL) 0.0 $0 127k 0.00
Layne Christensen Company 0.0 $0 99k 0.00
LaSalle Hotel Properties 0.0 $0 153k 0.00
L-3 Communications Holdings 0.0 $0 101k 0.00
Southwest Airlines (LUV) 0.0 $0 71k 0.00
Nordson Corporation (NDSN) 0.0 $0 167k 0.00
Om 0.0 $0 82k 0.00
Piper Jaffray Companies (PIPR) 0.0 $0 105k 0.00
Parametric Technology 0.0 $0 477k 0.00
Ralcorp Holdings 0.0 $8.049800 81k 0.00
Ruddick Corporation 0.0 $0 230k 0.00
Stone Energy Corporation 0.0 $9.9k 373k 0.03
Steven Madden (SHOO) 0.0 $0 33k 0.00
Semtech Corporation (SMTC) 0.0 $0 368k 0.00
SPX Corporation 0.0 $16.904400 169k 0.00
Ternium (TX) 0.0 $6.4k 349k 0.02
Textron (TXT) 0.0 $16k 880k 0.02
UGI Corporation (UGI) 0.0 $9.8k 335k 0.03
Cimarex Energy 0.0 $0 125k 0.00
Ashland 0.0 $0 119k 0.00
Alliant Techsystems 0.0 $0 67k 0.00
Banco Bradesco SA (BBD) 0.0 $0 1.9M 0.00
Belden (BDC) 0.0 $0 153k 0.00
Cubist Pharmaceuticals 0.0 $0 240k 0.00
Celgene Corporation 0.0 $0 293k 0.00
CRH 0.0 $1.1k 55k 0.02
Jarden Corporation 0.0 $0 394k 0.00
Jos. A. Bank Clothiers 0.0 $0 59k 0.00
KLA-Tencor Corporation (KLAC) 0.0 $0 124k 0.00
Rockwood Holdings 0.0 $0 50k 0.00
Unilever (UL) 0.0 $3.4k 102k 0.03
United Microelectronics (UMC) 0.0 $352.884000 168k 0.00
URS Corporation 0.0 $5.9k 169k 0.04
Wabtec Corporation (WAB) 0.0 $7.1k 101k 0.07
Yanzhou Coal Mining (YZCAY) 0.0 $272.907600 13k 0.02
Actuate Corporation 0.0 $2.2k 378k 0.01
Applied Industrial Technologies (AIT) 0.0 $3.5k 100k 0.04
BRE Properties 0.0 $7.1k 141k 0.05
Compania Cervecerias Unidas (CCU) 0.0 $0 197k 0.00
Bancolombia (CIB) 0.0 $1.2k 20k 0.06
Cleco Corporation 0.0 $3.5k 93k 0.04
CryoLife (AORT) 0.0 $0 522k 0.00
DXP Enterprises (DXPE) 0.0 $0 85k 0.00
KBW 0.0 $0 165k 0.00
McDermott International 0.0 $0 1.7M 0.00
Novellus Systems 0.0 $0 39k 0.00
St. Jude Medical 0.0 $0 21k 0.00
TransDigm Group Incorporated (TDG) 0.0 $750.670800 7.8k 0.10
Tech Data Corporation 0.0 $1.4k 29k 0.05
Veeco Instruments (VECO) 0.0 $1.7k 80k 0.02
Albemarle Corporation (ALB) 0.0 $0 127k 0.00
Ametek (AME) 0.0 $0 293k 0.00
Ducommun Incorporated (DCO) 0.0 $0 136k 0.00
Triumph (TGI) 0.0 $3.0k 52k 0.06
Woodward Governor Company (WWD) 0.0 $3.4k 82k 0.04
Mitcham Industries 0.0 $0 158k 0.00
Standard Motor Products (SMP) 0.0 $0 135k 0.00
Teradyne (TER) 0.0 $11k 835k 0.01
Braskem SA (BAK) 0.0 $0 25k 0.00
BioMed Realty Trust 0.0 $2.7k 151k 0.02
Greenbrier Companies (GBX) 0.0 $0 96k 0.00
Alexandria Real Estate Equities (ARE) 0.0 $0 106k 0.00
National Retail Properties (NNN) 0.0 $0 17k 0.00
Rayonier (RYN) 0.0 $0 210k 0.00
Scripps Networks Interactive 0.0 $0 53k 0.00
Boston Properties (BXP) 0.0 $0 5.8k 0.00
AECOM Technology Corporation (ACM) 0.0 $5.2k 254k 0.02
American International (AIG) 0.0 $0 605k 0.00
iShares MSCI Brazil Index (EWZ) 0.0 $0 25k 0.00
Liberty Property Trust 0.0 $0 243k 0.00
Simon Property (SPG) 0.0 $2.135100 21k 0.00
Spirit AeroSystems Holdings (SPR) 0.0 $0 574k 0.00
iShares MSCI South Korea Index Fund (EWY) 0.0 $0 73k 0.00
iShares MSCI Taiwan Index 0.0 $0 284k 0.00
Lakeland Financial Corporation (LKFN) 0.0 $0 82k 0.00
Datalink Corporation 0.0 $0 317k 0.00
iShares MSCI Malaysia Index Fund 0.0 $0 1.5M 0.00
Vanguard Emerging Markets ETF (VWO) 0.0 $2.7k 71k 0.04
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.0 $0 331k 0.00
China Med Technologies Inc note 6.250%12/1 0.0 $3.3k 11M 0.00
Compucredit Hldgs Corp note 5.875%11/3 0.0 $800.000000 2.0M 0.00
Ascena Retail 0.0 $11k 376k 0.03
Huntington Ingalls Inds (HII) 0.0 $0 444k 0.00
Citigroup (C) 0.0 $0 1.1M 0.00
Central European Media sr nt cv 5%15 0.0 $1.5k 2.5M 0.00
Us Concrete Inc sr secured 0.0 $7.8k 8.0k 0.98
Astex Pharmaceuticals 0.0 $1.6k 820k 0.00
Tripadvisor (TRIP) 0.0 $2.4k 95k 0.03