DuPont Capital Management Corporation as of March 31, 2012
Portfolio Holdings for DuPont Capital Management Corporation
DuPont Capital Management Corporation holds 500 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| WellPoint | 8.8 | $41B | 551k | 73800.00 | |
| Via | 7.6 | $35B | 744k | 47460.00 | |
| Time Warner Cable | 6.6 | $31B | 374k | 81500.00 | |
| Oracle Corporation (ORCL) | 6.1 | $29B | 978k | 29160.00 | |
| Valero Energy Corporation (VLO) | 4.4 | $20B | 789k | 25770.00 | |
| Nabors Industries | 4.1 | $19B | 1.1M | 17490.00 | |
| Vimpel | 3.9 | $18B | 1.6M | 11160.00 | |
| Noble Corporation Com Stk | 3.2 | $15B | 401k | 37470.00 | |
| Weatherford International Lt reg | 3.2 | $15B | 979k | 15090.00 | |
| Delphi Automotive | 2.6 | $12B | 388k | 31600.00 | |
| Par Pharmaceutical Companies | 2.4 | $11B | 281k | 38730.00 | |
| WABCO Holdings | 2.3 | $11B | 179k | 60480.00 | |
| TRW Automotive Holdings | 2.3 | $11B | 228k | 46450.00 | |
| PPL Corporation (PPL) | 2.3 | $11B | 372k | 28260.00 | |
| Ingersoll-rand Co Ltd-cl A | 2.2 | $10B | 248k | 41350.00 | |
| Public Storage (PSA) | 2.2 | $10B | 73k | 138170.01 | |
| Visa (V) | 2.0 | $9.1B | 77k | 118000.00 | |
| ValueClick | 1.9 | $8.8B | 448k | 19740.00 | |
| Spdr S&p 500 Etf (SPY) | 1.8 | $8.6B | 61k | 140719.99 | |
| Signet Jewelers (SIG) | 1.6 | $7.4B | 156k | 47280.00 | |
| Invesco (IVZ) | 1.3 | $6.2B | 232k | 26670.00 | |
| Wyndham Worldwide Corporation | 1.3 | $6.1B | 131k | 46510.00 | |
| Cnh Global | 1.2 | $5.8B | 146k | 39700.00 | |
| Usec Inc note 3.000%10/0 | 1.2 | $5.5B | 11M | 495.00 | |
| Verizon Communications (VZ) | 1.2 | $5.5B | 144k | 38230.00 | |
| Tyco International Ltd S hs | 1.2 | $5.5B | 97k | 56180.00 | |
| United Therapeutics Corporation (UTHR) | 1.2 | $5.5B | 117k | 47130.00 | |
| Quest Software | 1.2 | $5.5B | 236k | 23270.00 | |
| Assured Guaranty (AGO) | 1.1 | $5.2B | 316k | 16520.00 | |
| D Spdr Series Trust (XTL) | 1.1 | $5.1B | 110k | 46720.00 | |
| UnitedHealth (UNH) | 0.8 | $3.9B | 67k | 58940.00 | |
| Petroleo Brasileiro SA (PBR.A) | 0.8 | $3.8B | 148k | 25560.00 | |
| Ace Limited Cmn | 0.8 | $3.6B | 50k | 73199.99 | |
| Tetra Tech (TTEK) | 0.8 | $3.6B | 138k | 26360.00 | |
| Xyratex | 0.8 | $3.6B | 224k | 15910.00 | |
| Sovran Self Storage | 0.7 | $3.4B | 69k | 49830.00 | |
| Vodafone | 0.7 | $3.4B | 123k | 27670.00 | |
| Select Comfort | 0.7 | $3.3B | 103k | 32390.00 | |
| Titan Machinery (TITN) | 0.7 | $3.3B | 118k | 28200.00 | |
| SciClone Pharmaceuticals | 0.7 | $3.3B | 529k | 6310.00 | |
| Provident Financial Services (PFS) | 0.7 | $3.2B | 222k | 14530.00 | |
| Oritani Financial | 0.7 | $3.1B | 209k | 14680.00 | |
| Sensient Technologies Corporation (SXT) | 0.7 | $3.0B | 79k | 38000.00 | |
| PG&E Corporation (PCG) | 0.6 | $3.0B | 69k | 43410.01 | |
| W&T Offshore (WTI) | 0.6 | $2.9B | 140k | 21080.00 | |
| WGL Holdings | 0.6 | $2.8B | 69k | 40700.01 | |
| Thq Inc note 5.000% 8/1 | 0.6 | $2.7B | 5.5M | 488.75 | |
| Powerwave Technologies Inc note 3.875%10/0 | 0.6 | $2.7B | 5.5M | 482.50 | |
| SanDisk Corporation | 0.5 | $2.5B | 50k | 49590.00 | |
| Visteon Corporation (VC) | 0.5 | $2.3B | 43k | 53000.00 | |
| Zimmer Holdings (ZBH) | 0.5 | $2.2B | 35k | 64280.01 | |
| 3M Company (MMM) | 0.4 | $1.8B | 20k | 89210.00 | |
| Energy Xxi | 0.3 | $1.6B | 43k | 36110.00 | |
| Principal Financial (PFG) | 0.3 | $1.3B | 46k | 29510.00 | |
| U.s. Concrete Inc Cmn | 0.3 | $1.3B | 280k | 4660.00 | |
| Stillwater Mng Co note 1.875% 3/1 | 0.2 | $1.0B | 1.0M | 1010.00 | |
| Jazz Pharmaceuticals (JAZZ) | 0.1 | $688M | 14k | 48470.00 | |
| Accenture (ACN) | 0.1 | $653M | 10k | 64500.05 | |
| Avago Technologies | 0.1 | $522M | 13k | 38970.00 | |
| QEP Resources | 0.1 | $494M | 16k | 30500.00 | |
| SPDR S&P Emerging Middle Est & Afrca ETF | 0.1 | $523M | 7.4k | 71119.93 | |
| PowerShares India Portfolio | 0.1 | $484M | 26k | 18839.98 | |
| SMF Energy Corporations | 0.0 | $117M | 100k | 1170.00 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $96M | 1.1M | 86.73 | |
| Cameco Corporation (CCJ) | 0.0 | $33M | 1.5M | 21.49 | |
| Cisco Systems (CSCO) | 0.0 | $57M | 2.7M | 21.15 | |
| Merck & Co (MRK) | 0.0 | $44M | 1.1M | 38.40 | |
| Dell | 0.0 | $34M | 2.0M | 16.60 | |
| BP (BP) | 0.0 | $0 | 18k | 0.00 | |
| Chubb Corporation | 0.0 | $0 | 37k | 0.00 | |
| Diamond Offshore Drilling | 0.0 | $6.0M | 90k | 66.75 | |
| Ens | 0.0 | $931k | 18k | 52.93 | |
| E TRADE Financial Corporation | 0.0 | $0 | 126k | 0.00 | |
| Loews Corporation (L) | 0.0 | $0 | 167k | 0.00 | |
| America Movil Sab De Cv spon adr l | 0.0 | $4.9M | 199k | 24.83 | |
| China Petroleum & Chemical | 0.0 | $3.2M | 30k | 108.72 | |
| Comcast Corporation (CMCSA) | 0.0 | $5.7M | 191k | 30.01 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $446k | 500k | 0.89 | |
| Central European Dist Corp note 3.000% 3/1 | 0.0 | $5.7M | 6.5M | 0.88 | |
| Gmx Res Inc note 4.500% 5/0 | 0.0 | $1.1M | 2.5M | 0.46 | |
| K V Pharmaceutical Co note 2.500% 5/1 | 0.0 | $980k | 4.0M | 0.24 | |
| Lear Corporation (LEA) | 0.0 | $0 | 105k | 0.00 | |
| Gmx Res Inc note 5.000% 2/0 | 0.0 | $1.2M | 1.6M | 0.74 | |
| Time Warner | 0.0 | $918.010800 | 24k | 0.04 | |
| NRG Energy (NRG) | 0.0 | $0 | 1.2M | 0.00 | |
| China Mobile | 0.0 | $2.6M | 47k | 55.08 | |
| ICICI Bank (IBN) | 0.0 | $13M | 372k | 34.87 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $0 | 2.1M | 0.00 | |
| Portland General Electric Company (POR) | 0.0 | $0 | 28k | 0.00 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $3.8k | 248k | 0.02 | |
| Microsoft Corporation (MSFT) | 0.0 | $0 | 3.1M | 0.00 | |
| Emcor (EME) | 0.0 | $3.0M | 110k | 27.72 | |
| Annaly Capital Management | 0.0 | $0 | 40k | 0.00 | |
| Goldman Sachs (GS) | 0.0 | $18M | 148k | 124.37 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $11M | 228k | 45.98 | |
| Leucadia National | 0.0 | $0 | 42k | 0.00 | |
| MasterCard Incorporated (MA) | 0.0 | $1.9M | 4.6k | 420.54 | |
| State Street Corporation (STT) | 0.0 | $1.1k | 23k | 0.05 | |
| U.S. Bancorp (USB) | 0.0 | $26k | 823k | 0.03 | |
| Assurant (AIZ) | 0.0 | $5.1M | 127k | 40.50 | |
| Reinsurance Group of America (RGA) | 0.0 | $13.897000 | 139k | 0.00 | |
| Lender Processing Services | 0.0 | $4.6k | 176k | 0.03 | |
| PNC Financial Services (PNC) | 0.0 | $2.732200 | 27k | 0.00 | |
| Aon Corporation | 0.0 | $0 | 4.3k | 0.00 | |
| Bank of America Corporation (BAC) | 0.0 | $0 | 2.4M | 0.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $0 | 562k | 0.00 | |
| Discover Financial Services (DFS) | 0.0 | $0 | 89k | 0.00 | |
| Ameriprise Financial (AMP) | 0.0 | $1.7M | 29k | 57.13 | |
| Nasdaq Omx (NDAQ) | 0.0 | $0 | 101k | 0.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $18k | 722k | 0.02 | |
| Caterpillar (CAT) | 0.0 | $0 | 34k | 0.00 | |
| Coca-Cola Company (KO) | 0.0 | $0 | 417k | 0.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $1.1M | 12k | 90.80 | |
| CSX Corporation (CSX) | 0.0 | $0 | 284k | 0.00 | |
| Devon Energy Corporation (DVN) | 0.0 | $2.4M | 34k | 71.12 | |
| Expeditors International of Washington (EXPD) | 0.0 | $0 | 15k | 0.00 | |
| FedEx Corporation (FDX) | 0.0 | $5.1M | 56k | 91.96 | |
| McDonald's Corporation (MCD) | 0.0 | $0 | 24k | 0.00 | |
| Monsanto Company | 0.0 | $1.6M | 20k | 79.76 | |
| Republic Services (RSG) | 0.0 | $0 | 242k | 0.00 | |
| Wal-Mart Stores (WMT) | 0.0 | $7.3k | 119k | 0.06 | |
| Home Depot (HD) | 0.0 | $0 | 65k | 0.00 | |
| Peabody Energy Corporation | 0.0 | $0 | 378k | 0.00 | |
| Crocs (CROX) | 0.0 | $0 | 76k | 0.00 | |
| Abbott Laboratories (ABT) | 0.0 | $0 | 164k | 0.00 | |
| Baxter International (BAX) | 0.0 | $0 | 241k | 0.00 | |
| Johnson & Johnson (JNJ) | 0.0 | $0 | 565k | 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 | $831.644000 | 18k | 0.05 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $0 | 53k | 0.00 | |
| Norfolk Southern (NSC) | 0.0 | $18.942300 | 189k | 0.00 | |
| Philippine Long Distance Telephone | 0.0 | $1.162800 | 12k | 0.00 | |
| CBS Corporation | 0.0 | $0 | 21k | 0.00 | |
| AES Corporation (AES) | 0.0 | $7.6k | 580k | 0.01 | |
| Chevron Corporation (CVX) | 0.0 | $0 | 247k | 0.00 | |
| FirstEnergy (FE) | 0.0 | $0 | 61k | 0.00 | |
| General Electric Company | 0.0 | $0 | 3.8M | 0.00 | |
| Cardinal Health (CAH) | 0.0 | $806k | 19k | 43.11 | |
| United Parcel Service (UPS) | 0.0 | $605.250000 | 7.5k | 0.08 | |
| At&t (T) | 0.0 | $6.0k | 193k | 0.03 | |
| Apache Corporation | 0.0 | $0 | 232k | 0.00 | |
| Avon Products | 0.0 | $0 | 823k | 0.00 | |
| BMC Software | 0.0 | $0 | 26k | 0.00 | |
| Bed Bath & Beyond | 0.0 | $0 | 11k | 0.00 | |
| Carnival Corporation (CCL) | 0.0 | $0 | 355k | 0.00 | |
| Coach | 0.0 | $0 | 2.8k | 0.00 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $3.3M | 58k | 55.80 | |
| Cummins (CMI) | 0.0 | $0 | 52k | 0.00 | |
| Franklin Resources (BEN) | 0.0 | $0 | 28k | 0.00 | |
| Greif (GEF) | 0.0 | $0 | 154k | 0.00 | |
| Kimberly-Clark Corporation (KMB) | 0.0 | $0 | 15k | 0.00 | |
| Kohl's Corporation (KSS) | 0.0 | $0 | 464k | 0.00 | |
| Microchip Technology (MCHP) | 0.0 | $0 | 8.9k | 0.00 | |
| Molex Incorporated | 0.0 | $0 | 19k | 0.00 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $7.083700 | 71k | 0.00 | |
| Nucor Corporation (NUE) | 0.0 | $0 | 207k | 0.00 | |
| PPG Industries (PPG) | 0.0 | $2.529700 | 25k | 0.00 | |
| Pitney Bowes (PBI) | 0.0 | $0 | 66k | 0.00 | |
| Polaris Industries (PII) | 0.0 | $11.234200 | 112k | 0.00 | |
| R.R. Donnelley & Sons Company | 0.0 | $0 | 188k | 0.00 | |
| Valspar Corporation | 0.0 | $11k | 223k | 0.05 | |
| Ultra Petroleum | 0.0 | $15k | 664k | 0.02 | |
| Union Pacific Corporation (UNP) | 0.0 | $3.4k | 32k | 0.11 | |
| Waste Connections | 0.0 | $6.7k | 206k | 0.03 | |
| Wells Fargo & Company (WFC) | 0.0 | $48k | 1.4M | 0.03 | |
| Global Payments (GPN) | 0.0 | $798k | 17k | 47.47 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $1.1M | 23k | 45.25 | |
| AFLAC Incorporated (AFL) | 0.0 | $0 | 30k | 0.00 | |
| Airgas | 0.0 | $0 | 16k | 0.00 | |
| Best Buy (BBY) | 0.0 | $0 | 306k | 0.00 | |
| Boeing Company (BA) | 0.0 | $0 | 6.0k | 0.00 | |
| Boston Scientific Corporation (BSX) | 0.0 | $0 | 253k | 0.00 | |
| Dow Chemical Company | 0.0 | $0 | 86k | 0.00 | |
| Harris Corporation | 0.0 | $0 | 345k | 0.00 | |
| Intel Corporation (INTC) | 0.0 | $0 | 1.6M | 0.00 | |
| Itron (ITRI) | 0.0 | $0 | 38k | 0.00 | |
| KBR (KBR) | 0.0 | $743k | 21k | 35.55 | |
| Medtronic | 0.0 | $0 | 378k | 0.00 | |
| Nu Skin Enterprises (NUS) | 0.0 | $11M | 182k | 57.91 | |
| C.R. Bard | 0.0 | $0 | 235k | 0.00 | |
| Tiffany & Co. | 0.0 | $96.740000 | 1.4k | 0.07 | |
| Briggs & Stratton Corporation | 0.0 | $0 | 180k | 0.00 | |
| CACI International (CACI) | 0.0 | $0 | 164k | 0.00 | |
| Morgan Stanley (MS) | 0.0 | $0 | 707k | 0.00 | |
| Timken Company (TKR) | 0.0 | $9.4k | 185k | 0.05 | |
| International Paper Company (IP) | 0.0 | $0 | 250k | 0.00 | |
| Newell Rubbermaid (NWL) | 0.0 | $0 | 66k | 0.00 | |
| Steris Corporation | 0.0 | $2.3k | 71k | 0.03 | |
| Western Digital (WDC) | 0.0 | $33k | 804k | 0.04 | |
| Entegris (ENTG) | 0.0 | $3.2M | 347k | 9.34 | |
| Nokia Corporation (NOK) | 0.0 | $0 | 144k | 0.00 | |
| Darden Restaurants (DRI) | 0.0 | $0 | 4.8k | 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 | $25k | 326k | 0.08 | |
| Waddell & Reed Financial | 0.0 | $12k | 367k | 0.03 | |
| Safeway | 0.0 | $0 | 275k | 0.00 | |
| AmerisourceBergen (COR) | 0.0 | $1.9k | 48k | 0.04 | |
| Foot Locker (FL) | 0.0 | $0 | 343k | 0.00 | |
| Ruby Tuesday | 0.0 | $0 | 347k | 0.00 | |
| Manitowoc Company | 0.0 | $0 | 760k | 0.00 | |
| Tellabs | 0.0 | $20k | 5.0M | 0.00 | |
| National-Oilwell Var | 0.0 | $1.112500 | 11k | 0.00 | |
| Universal Health Services (UHS) | 0.0 | $549.937500 | 13k | 0.04 | |
| Plantronics | 0.0 | $0 | 243k | 0.00 | |
| Tyson Foods (TSN) | 0.0 | $7.9k | 409k | 0.02 | |
| La-Z-Boy Incorporated (LZB) | 0.0 | $0 | 208k | 0.00 | |
| Pier 1 Imports | 0.0 | $0 | 5.9k | 0.00 | |
| Herman Miller (MLKN) | 0.0 | $0 | 262k | 0.00 | |
| Synopsys (SNPS) | 0.0 | $7.5k | 246k | 0.03 | |
| Raytheon Company | 0.0 | $19.241600 | 192k | 0.00 | |
| Waters Corporation (WAT) | 0.0 | $6.3k | 68k | 0.09 | |
| CVS Caremark Corporation (CVS) | 0.0 | $0 | 173k | 0.00 | |
| Campbell Soup Company (CPB) | 0.0 | $0 | 55k | 0.00 | |
| Kroger (KR) | 0.0 | $0 | 397k | 0.00 | |
| Mylan | 0.0 | $0 | 54k | 0.00 | |
| Aetna | 0.0 | $2.0k | 41k | 0.05 | |
| Helmerich & Payne (HP) | 0.0 | $0 | 31k | 0.00 | |
| RadioShack Corporation | 0.0 | $0 | 890k | 0.00 | |
| Health Care REIT | 0.0 | $2.0M | 37k | 54.96 | |
| Air Products & Chemicals (APD) | 0.0 | $0 | 33k | 0.00 | |
| McKesson Corporation (MCK) | 0.0 | $3.9M | 44k | 87.77 | |
| PerkinElmer (RVTY) | 0.0 | $0 | 165k | 0.00 | |
| CEC Entertainment | 0.0 | $0 | 73k | 0.00 | |
| NiSource (NI) | 0.0 | $5.9M | 243k | 24.35 | |
| AGCO Corporation (AGCO) | 0.0 | $0 | 199k | 0.00 | |
| Arrow Electronics (ARW) | 0.0 | $0 | 194k | 0.00 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $0 | 74k | 0.00 | |
| Gartner (IT) | 0.0 | $0 | 169k | 0.00 | |
| Mentor Graphics Corporation | 0.0 | $0 | 575k | 0.00 | |
| Alcoa | 0.0 | $0 | 85k | 0.00 | |
| Amgen (AMGN) | 0.0 | $0 | 110k | 0.00 | |
| Aol | 0.0 | $3.9k | 207k | 0.02 | |
| Apple (AAPL) | 0.0 | $0 | 54k | 0.00 | |
| Baker Hughes Incorporated | 0.0 | $0 | 28k | 0.00 | |
| Capital One Financial (COF) | 0.0 | $16M | 283k | 55.74 | |
| CIGNA Corporation | 0.0 | $0 | 14k | 0.00 | |
| Colgate-Palmolive Company (CL) | 0.0 | $0 | 16k | 0.00 | |
| ConocoPhillips (COP) | 0.0 | $12M | 162k | 76.01 | |
| Credit Suisse Group | 0.0 | $0 | 7.5k | 0.00 | |
| Directv | 0.0 | $8.0M | 163k | 49.34 | |
| DISH Network | 0.0 | $5.1M | 154k | 32.93 | |
| Domtar Corp | 0.0 | $0 | 133k | 0.00 | |
| Fluor Corporation (FLR) | 0.0 | $0 | 95k | 0.00 | |
| Halliburton Company (HAL) | 0.0 | $0 | 220k | 0.00 | |
| Hess (HES) | 0.0 | $895k | 15k | 58.95 | |
| Hewlett-Packard Company | 0.0 | $0 | 988k | 0.00 | |
| International Business Machines (IBM) | 0.0 | $0 | 48k | 0.00 | |
| Macy's (M) | 0.0 | $22M | 565k | 39.73 | |
| News Corporation | 0.0 | $214.730000 | 11k | 0.02 | |
| Nextera Energy (NEE) | 0.0 | $3.3M | 54k | 61.08 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $1.214200 | 12k | 0.00 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $9.390200 | 94k | 0.00 | |
| Pepsi (PEP) | 0.0 | $59.190400 | 592k | 0.00 | |
| Philip Morris International (PM) | 0.0 | $49.731800 | 497k | 0.00 | |
| Procter & Gamble Company (PG) | 0.0 | $55.664900 | 557k | 0.00 | |
| Symantec Corporation | 0.0 | $14k | 743k | 0.02 | |
| Target Corporation (TGT) | 0.0 | $2.7k | 47k | 0.06 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $321.753600 | 9.6k | 0.03 | |
| Walgreen Company | 0.0 | $661.122500 | 20k | 0.03 | |
| American Electric Power Company (AEP) | 0.0 | $0 | 69k | 0.00 | |
| Apollo | 0.0 | $0 | 345k | 0.00 | |
| Gap (GAP) | 0.0 | $0 | 86k | 0.00 | |
| Alleghany Corporation | 0.0 | $0 | 13k | 0.00 | |
| Ca | 0.0 | $6.4M | 233k | 27.56 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $0 | 4.4M | 0.00 | |
| Shinhan Financial (SHG) | 0.0 | $2.886500 | 29k | 0.00 | |
| Biogen Idec (BIIB) | 0.0 | $1.1M | 8.9k | 125.97 | |
| Exelon Corporation (EXC) | 0.0 | $4.8M | 122k | 39.21 | |
| Linear Technology Corporation | 0.0 | $0 | 14k | 0.00 | |
| Staples | 0.0 | $655.727400 | 41k | 0.02 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $8.0M | 209k | 38.04 | |
| Gilead Sciences (GILD) | 0.0 | $0 | 88k | 0.00 | |
| Dillard's (DDS) | 0.0 | $0 | 84k | 0.00 | |
| EMC Corporation | 0.0 | $0 | 22k | 0.00 | |
| TJX Companies (TJX) | 0.0 | $297.750000 | 7.5k | 0.04 | |
| Henry Schein (HSIC) | 0.0 | $11.698300 | 117k | 0.00 | |
| Southern Company (SO) | 0.0 | $727.020800 | 16k | 0.04 | |
| Murphy Oil Corporation (MUR) | 0.0 | $14.075000 | 141k | 0.00 | |
| Whole Foods Market | 0.0 | $1.4k | 17k | 0.08 | |
| EOG Resources (EOG) | 0.0 | $20M | 179k | 111.10 | |
| General Dynamics Corporation (GD) | 0.0 | $0 | 319k | 0.00 | |
| Lowe's Companies (LOW) | 0.0 | $0 | 108k | 0.00 | |
| Cohen & Steers (CNS) | 0.0 | $3.0M | 93k | 31.90 | |
| Meadowbrook Insurance | 0.0 | $2.7M | 286k | 9.33 | |
| Gannett | 0.0 | $0 | 1.3M | 0.00 | |
| Coventry Health Care | 0.0 | $0 | 219k | 0.00 | |
| Prudential Financial (PRU) | 0.0 | $7.083500 | 71k | 0.00 | |
| Deluxe Corporation (DLX) | 0.0 | $0 | 129k | 0.00 | |
| Entertainment Properties Trust | 0.0 | $3.8M | 81k | 46.38 | |
| Toll Brothers (TOL) | 0.0 | $8.1k | 338k | 0.02 | |
| Aeropostale | 0.0 | $0 | 640k | 0.00 | |
| AutoZone (AZO) | 0.0 | $0 | 1.3k | 0.00 | |
| 0.0 | $15M | 23k | 641.24 | ||
| Discovery Communications | 0.0 | $7.2M | 142k | 50.60 | |
| Dr Pepper Snapple | 0.0 | $4.4k | 110k | 0.04 | |
| AvalonBay Communities (AVB) | 0.0 | $0 | 3.6k | 0.00 | |
| Big Lots (BIGGQ) | 0.0 | $0 | 168k | 0.00 | |
| Empire District Electric Company | 0.0 | $0 | 110k | 0.00 | |
| ConAgra Foods (CAG) | 0.0 | $0 | 140k | 0.00 | |
| East West Ban (EWBC) | 0.0 | $6.9M | 298k | 23.09 | |
| PetroChina Company | 0.0 | $1.1k | 7.5k | 0.14 | |
| Dover Corporation (DOV) | 0.0 | $0 | 33k | 0.00 | |
| Patterson-UTI Energy (PTEN) | 0.0 | $0 | 442k | 0.00 | |
| Public Service Enterprise (PEG) | 0.0 | $0 | 565k | 0.00 | |
| Sempra Energy (SRE) | 0.0 | $3.541800 | 35k | 0.00 | |
| Applied Materials (AMAT) | 0.0 | $0 | 137k | 0.00 | |
| Paccar (PCAR) | 0.0 | $0 | 221k | 0.00 | |
| Precision Castparts | 0.0 | $0.247600 | 1.2k | 0.00 | |
| priceline.com Incorporated | 0.0 | $0.490000 | 700.00 | 0.00 | |
| Aaron's | 0.0 | $0 | 199k | 0.00 | |
| Kennametal (KMT) | 0.0 | $0 | 23k | 0.00 | |
| Marathon Oil Corporation (MRO) | 0.0 | $0 | 102k | 0.00 | |
| Smithfield Foods | 0.0 | $0 | 548k | 0.00 | |
| Arctic Cat | 0.0 | $0 | 94k | 0.00 | |
| Constellation Brands (STZ) | 0.0 | $907k | 39k | 23.59 | |
| Pos (PKX) | 0.0 | $35.345400 | 354k | 0.00 | |
| HCC Insurance Holdings | 0.0 | $0 | 208k | 0.00 | |
| Landstar System (LSTR) | 0.0 | $0 | 135k | 0.00 | |
| Fair Isaac Corporation (FICO) | 0.0 | $0 | 162k | 0.00 | |
| Avis Budget (CAR) | 0.0 | $0 | 205k | 0.00 | |
| Corn Products International | 0.0 | $0 | 130k | 0.00 | |
| Calpine Corporation | 0.0 | $0 | 434k | 0.00 | |
| Delta Air Lines (DAL) | 0.0 | $0 | 2.6M | 0.00 | |
| Financial Institutions (FISI) | 0.0 | $0 | 139k | 0.00 | |
| Magellan Health Services | 0.0 | $0 | 194k | 0.00 | |
| BOK Financial Corporation (BOKF) | 0.0 | $5.2M | 92k | 56.28 | |
| Micron Technology (MU) | 0.0 | $0 | 20k | 0.00 | |
| Warna | 0.0 | $10k | 177k | 0.06 | |
| Brinker International (EAT) | 0.0 | $0 | 298k | 0.00 | |
| Darling International (DAR) | 0.0 | $0 | 213k | 0.00 | |
| Activision Blizzard | 0.0 | $468.480000 | 37k | 0.01 | |
| Dolby Laboratories (DLB) | 0.0 | $3.9M | 103k | 38.06 | |
| Lorillard | 0.0 | $0 | 125k | 0.00 | |
| Entergy Corporation (ETR) | 0.0 | $6.3M | 94k | 67.20 | |
| Express Scripts | 0.0 | $0 | 22k | 0.00 | |
| Broadcom Corporation | 0.0 | $0 | 163k | 0.00 | |
| Webster Financial Corporation (WBS) | 0.0 | $9.6k | 421k | 0.02 | |
| CF Industries Holdings (CF) | 0.0 | $0 | 61k | 0.00 | |
| Companhia Paranaense de Energia | 0.0 | $605k | 26k | 23.51 | |
| Edison International (EIX) | 0.0 | $0 | 57k | 0.00 | |
| Humana (HUM) | 0.0 | $0 | 402k | 0.00 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $7.1M | 86k | 83.31 | |
| Kelly Services (KELYA) | 0.0 | $0 | 158k | 0.00 | |
| Kindred Healthcare | 0.0 | $0 | 87k | 0.00 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $0 | 300k | 0.00 | |
| Medicis Pharmaceutical Corporation | 0.0 | $0 | 90k | 0.00 | |
| Newpark Resources (NR) | 0.0 | $0 | 342k | 0.00 | |
| Old National Ban (ONB) | 0.0 | $0 | 206k | 0.00 | |
| Rock-Tenn Company | 0.0 | $11.376600 | 114k | 0.00 | |
| RPC (RES) | 0.0 | $0 | 226k | 0.00 | |
| Rudolph Technologies | 0.0 | $0 | 257k | 0.00 | |
| Sauer-Danfoss | 0.0 | $0 | 39k | 0.00 | |
| Watson Pharmaceuticals | 0.0 | $583.770000 | 8.7k | 0.07 | |
| Zions Bancorporation (ZION) | 0.0 | $244.584000 | 11k | 0.02 | |
| Alaska Air (ALK) | 0.0 | $0 | 81k | 0.00 | |
| Brown Shoe Company | 0.0 | $0 | 333k | 0.00 | |
| Buckeye Technologies | 0.0 | $0 | 80k | 0.00 | |
| Cash America International | 0.0 | $566k | 12k | 47.93 | |
| Cliffs Natural Resources | 0.0 | $7.9M | 114k | 69.26 | |
| Community Health Systems (CYH) | 0.0 | $0 | 937k | 0.00 | |
| Ez (EZPW) | 0.0 | $0 | 26k | 0.00 | |
| Lam Research Corporation (LRCX) | 0.0 | $0 | 201k | 0.00 | |
| Littelfuse (LFUS) | 0.0 | $0 | 66k | 0.00 | |
| Neenah Paper | 0.0 | $0 | 93k | 0.00 | |
| Oshkosh Corporation (OSK) | 0.0 | $0 | 543k | 0.00 | |
| Prosperity Bancshares (PB) | 0.0 | $0 | 138k | 0.00 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $14.161400 | 142k | 0.00 | |
| Atlas Air Worldwide Holdings | 0.0 | $0 | 76k | 0.00 | |
| American Campus Communities | 0.0 | $0 | 242k | 0.00 | |
| Actuant Corporation | 0.0 | $1.4k | 47k | 0.03 | |
| Bruker Corporation (BRKR) | 0.0 | $0 | 355k | 0.00 | |
| Berry Petroleum Company | 0.0 | $0 | 66k | 0.00 | |
| Community Bank System (CBU) | 0.0 | $0 | 111k | 0.00 | |
| Celadon (CGIP) | 0.0 | $0 | 217k | 0.00 | |
| Cirrus Logic (CRUS) | 0.0 | $0 | 175k | 0.00 | |
| CVR Energy (CVI) | 0.0 | $3.1M | 117k | 26.75 | |
| DiamondRock Hospitality Company (DRH) | 0.0 | $0 | 298k | 0.00 | |
| DTE Energy Company (DTE) | 0.0 | $0 | 118k | 0.00 | |
| El Paso Electric Company | 0.0 | $0 | 242k | 0.00 | |
| First Niagara Financial | 0.0 | $6.4M | 654k | 9.84 | |
| Gardner Denver | 0.0 | $0 | 143k | 0.00 | |
| Guess? (GES) | 0.0 | $0 | 100k | 0.00 | |
| Great Lakes Dredge & Dock Corporation (GLDD) | 0.0 | $0 | 452k | 0.00 | |
| GameStop (GME) | 0.0 | $11M | 519k | 21.84 | |
| Hanger Orthopedic | 0.0 | $3.4M | 155k | 21.86 | |
| Hi-Tech Pharmacal | 0.0 | $3.0M | 85k | 35.93 | |
| Harry Winston Diamond Corp Com Stk | 0.0 | $234k | 16k | 14.69 | |
| Iconix Brand | 0.0 | $0 | 38k | 0.00 | |
| Jabil Circuit (JBL) | 0.0 | $0 | 94k | 0.00 | |
| Layne Christensen Company | 0.0 | $0 | 88k | 0.00 | |
| LaSalle Hotel Properties | 0.0 | $0 | 346k | 0.00 | |
| L-3 Communications Holdings | 0.0 | $0 | 113k | 0.00 | |
| Southwest Airlines (LUV) | 0.0 | $456.379200 | 56k | 0.01 | |
| MetLife (MET) | 0.0 | $16M | 427k | 37.35 | |
| MarketAxess Holdings (MKTX) | 0.0 | $3.1M | 84k | 37.29 | |
| Nordson Corporation (NDSN) | 0.0 | $14.601800 | 146k | 0.00 | |
| Oil States International (OIS) | 0.0 | $7.647900 | 77k | 0.00 | |
| Om | 0.0 | $0 | 100k | 0.00 | |
| Piper Jaffray Companies (PIPR) | 0.0 | $0 | 100k | 0.00 | |
| Parametric Technology | 0.0 | $0 | 357k | 0.00 | |
| Post Properties | 0.0 | $0 | 183k | 0.00 | |
| Stone Energy Corporation | 0.0 | $8.7k | 304k | 0.03 | |
| A. Schulman | 0.0 | $0 | 110k | 0.00 | |
| Steven Madden (SHOO) | 0.0 | $0 | 198k | 0.00 | |
| Semtech Corporation (SMTC) | 0.0 | $0 | 116k | 0.00 | |
| Ternium (TX) | 0.0 | $27k | 1.1M | 0.02 | |
| Textron (TXT) | 0.0 | $16k | 573k | 0.03 | |
| UGI Corporation (UGI) | 0.0 | $8.6k | 315k | 0.03 | |
| Werner Enterprises (WERN) | 0.0 | $1.1k | 45k | 0.02 | |
| Cimarex Energy | 0.0 | $0 | 107k | 0.00 | |
| Banco Bradesco SA (BBD) | 0.0 | $0 | 2.3M | 0.00 | |
| Belden (BDC) | 0.0 | $0 | 141k | 0.00 | |
| Cubist Pharmaceuticals | 0.0 | $0 | 218k | 0.00 | |
| Celgene Corporation | 0.0 | $0 | 282k | 0.00 | |
| Energen Corporation | 0.0 | $6.7M | 137k | 49.15 | |
| Heartland Payment Systems | 0.0 | $2.9M | 99k | 28.84 | |
| Jarden Corporation | 0.0 | $0 | 346k | 0.00 | |
| Jos. A. Bank Clothiers | 0.0 | $0 | 53k | 0.00 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $0 | 34k | 0.00 | |
| OmniVision Technologies | 0.0 | $0 | 170k | 0.00 | |
| Rockwood Holdings | 0.0 | $11.130000 | 111k | 0.00 | |
| Hanover Insurance (THG) | 0.0 | $0 | 143k | 0.00 | |
| Unilever (UL) | 0.0 | $3.4k | 102k | 0.03 | |
| URS Corporation | 0.0 | $5.8k | 136k | 0.04 | |
| Wabtec Corporation (WAB) | 0.0 | $6.7k | 88k | 0.08 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $437.184000 | 20k | 0.02 | |
| Actuate Corporation | 0.0 | $2.1k | 339k | 0.01 | |
| Applied Industrial Technologies (AIT) | 0.0 | $2.9M | 71k | 41.13 | |
| BRE Properties | 0.0 | $6.9k | 136k | 0.05 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $0 | 288k | 0.00 | |
| Bancolombia (CIB) | 0.0 | $5.8M | 90k | 64.66 | |
| Cleco Corporation | 0.0 | $2.7M | 69k | 39.65 | |
| DXP Enterprises (DXPE) | 0.0 | $0 | 67k | 0.00 | |
| Esterline Technologies Corporation | 0.0 | $0 | 83k | 0.00 | |
| Home BancShares (HOMB) | 0.0 | $0 | 99k | 0.00 | |
| McDermott International | 0.0 | $0 | 1.2M | 0.00 | |
| Novellus Systems | 0.0 | $0 | 18k | 0.00 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $475.706400 | 4.1k | 0.12 | |
| Albemarle Corporation (ALB) | 0.0 | $0 | 131k | 0.00 | |
| Ametek (AME) | 0.0 | $0 | 259k | 0.00 | |
| Ducommun Incorporated (DCO) | 0.0 | $0 | 122k | 0.00 | |
| Genomic Health | 0.0 | $2.4M | 77k | 30.61 | |
| NetGear (NTGR) | 0.0 | $2.8M | 72k | 38.20 | |
| Triumph (TGI) | 0.0 | $2.9k | 47k | 0.06 | |
| Mitcham Industries | 0.0 | $0 | 142k | 0.00 | |
| Teradyne (TER) | 0.0 | $10k | 589k | 0.02 | |
| Braskem SA (BAK) | 0.0 | $0 | 27k | 0.00 | |
| BioMed Realty Trust | 0.0 | $2.6M | 136k | 18.98 | |
| Greenbrier Companies (GBX) | 0.0 | $0 | 123k | 0.00 | |
| HCP | 0.0 | $1.3M | 34k | 39.46 | |
| Dana Holding Corporation (DAN) | 0.0 | $0 | 483k | 0.00 | |
| FEI Company | 0.0 | $3.8M | 78k | 49.11 | |
| Rayonier (RYN) | 0.0 | $0 | 184k | 0.00 | |
| Scripps Networks Interactive | 0.0 | $0 | 34k | 0.00 | |
| Macerich Company (MAC) | 0.0 | $0 | 134k | 0.00 | |
| Boston Properties (BXP) | 0.0 | $0 | 8.1k | 0.00 | |
| AECOM Technology Corporation (ACM) | 0.0 | $5.7k | 255k | 0.02 | |
| American International (AIG) | 0.0 | $0 | 592k | 0.00 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $0 | 33k | 0.00 | |
| Liberty Property Trust | 0.0 | $0 | 233k | 0.00 | |
| Simon Property (SPG) | 0.0 | $2.135100 | 21k | 0.00 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $11k | 427k | 0.02 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.0 | $0 | 80k | 0.00 | |
| iShares MSCI Taiwan Index | 0.0 | $0 | 264k | 0.00 | |
| Generac Holdings (GNRC) | 0.0 | $0 | 41k | 0.00 | |
| Lakeland Financial Corporation (LKFN) | 0.0 | $0 | 73k | 0.00 | |
| Datalink Corporation | 0.0 | $0 | 284k | 0.00 | |
| Quad/Graphics (QUAD) | 0.0 | $0 | 36.00 | 0.00 | |
| iShares MSCI Malaysia Index Fund | 0.0 | $0 | 1.6M | 0.00 | |
| Vanguard Emerging Markets ETF (VWO) | 0.0 | $23k | 528k | 0.04 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $0 | 348k | 0.00 | |
| Embraer S A (ERJ) | 0.0 | $965k | 30k | 31.98 | |
| Hldgs (UAL) | 0.0 | $2.0k | 91k | 0.02 | |
| General Motors Company (GM) | 0.0 | $6.1M | 237k | 25.65 | |
| O'reilly Automotive (ORLY) | 0.0 | $4.0M | 44k | 91.35 | |
| Northgate Minerals Corp note 3.500%10/0 | 0.0 | $4.4M | 4.0M | 1.10 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.0 | $173k | 5.6k | 30.94 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $868k | 2.0M | 0.43 | |
| Market Vectors Poland ETF | 0.0 | $1.3M | 61k | 20.60 | |
| Ascena Retail | 0.0 | $16M | 364k | 44.32 | |
| Huntington Ingalls Inds (HII) | 0.0 | $0 | 282k | 0.00 | |
| Hca Holdings (HCA) | 0.0 | $5.2M | 209k | 24.74 | |
| Hutchinson Technology Inc note 8.500% 1/1 | 0.0 | $1.5M | 2.0M | 0.75 | |
| Citigroup (C) | 0.0 | $0 | 888k | 0.00 | |
| Central European Media sr nt cv 5%15 | 0.0 | $2.0M | 2.5M | 0.79 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $3.6M | 216k | 16.63 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $2.4M | 216k | 11.20 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $2.5M | 58k | 43.36 | |
| Us Concrete Inc sr secured | 0.0 | $8.1M | 8.0k | 1017.50 | |
| Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 | 0.0 | $546k | 1.0M | 0.55 | |
| C&j Energy Services | 0.0 | $2.9M | 161k | 17.79 | |
| Astex Pharmaceuticals | 0.0 | $1.4M | 734k | 1.86 | |
| Level 3 Communications | 0.0 | $18M | 695k | 25.73 | |
| Expedia (EXPE) | 0.0 | $4.8M | 144k | 33.44 | |
| Exelis | 0.0 | $6.1M | 485k | 12.52 | |
| Hanmi Financial (HAFC) | 0.0 | $0 | 247k | 0.00 | |
| USD.01 Mannkind Corp sr unsecured | 0.0 | $1.2M | 2.0M | 0.59 | |
| Jaguar Mng Inc note 5.500% 3/3 | 0.0 | $4.6M | 5.0M | 0.92 |
