DuPont Capital Management Corporation as of June 30, 2012
Portfolio Holdings for DuPont Capital Management Corporation
DuPont Capital Management Corporation holds 538 positions in its portfolio as reported in the June 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Copa Holdings Sa-class A (CPA) | 59.8 | $40B | 490k | 82480.00 | |
| Cnh Global | 8.0 | $5.4B | 139k | 38860.00 | |
| Validus Holdings | 7.2 | $4.9B | 152k | 32030.00 | |
| Avago Technologies | 6.7 | $4.5B | 126k | 35900.00 | |
| Tyco International Ltd S hs | 5.7 | $3.9B | 73k | 52850.00 | |
| Ace Limited Cmn | 5.5 | $3.7B | 50k | 74130.01 | |
| Noble Corporation Com Stk | 3.9 | $2.6B | 80k | 32530.00 | |
| Warner Chilcott Plc - | 1.3 | $876M | 49k | 17920.00 | |
| Te Connectivity Ltd for (TEL) | 0.9 | $585M | 18k | 31910.00 | |
| Merck & Co (MRK) | 0.1 | $56M | 1.3M | 41.75 | |
| ICICI Bank (IBN) | 0.1 | $32M | 984k | 32.41 | |
| Oracle Corporation (ORCL) | 0.1 | $33M | 1.1M | 29.70 | |
| Time Warner Cable | 0.0 | $25M | 299k | 82.10 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $29M | 821k | 35.73 | |
| Vimpel | 0.0 | $23M | 2.8M | 8.11 | |
| Goldman Sachs (GS) | 0.0 | $18M | 183k | 95.86 | |
| Via | 0.0 | $22M | 471k | 47.02 | |
| Valero Energy Corporation (VLO) | 0.0 | $20M | 842k | 24.15 | |
| WellPoint | 0.0 | $22M | 339k | 63.79 | |
| PPL Corporation (PPL) | 0.0 | $20M | 705k | 27.81 | |
| Nabors Industries | 0.0 | $17M | 1.2M | 14.40 | |
| Tetra Tech (TTEK) | 0.0 | $11M | 426k | 26.08 | |
| ProAssurance Corporation (PRA) | 0.0 | $11M | 118k | 89.09 | |
| 0.0 | $13M | 22k | 580.07 | ||
| Ingersoll-rand Co Ltd-cl A | 0.0 | $13M | 313k | 42.18 | |
| MetLife (MET) | 0.0 | $14M | 452k | 30.85 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $11M | 214k | 49.38 | |
| Level 3 Communications | 0.0 | $16M | 706k | 22.15 | |
| Powerwave Technologies Inc note 3.875%10/0 | 0.0 | $5.1M | 38M | 0.14 | |
| Usec Inc note 3.000%10/0 | 0.0 | $5.9M | 12M | 0.48 | |
| Fidelity National Information Services (FIS) | 0.0 | $5.3M | 156k | 34.08 | |
| Spdr S&p 500 Etf (SPY) | 0.0 | $7.5M | 55k | 136.27 | |
| Public Storage (PSA) | 0.0 | $9.3M | 64k | 144.41 | |
| Nu Skin Enterprises (NUS) | 0.0 | $5.2M | 112k | 46.90 | |
| Sensient Technologies Corporation (SXT) | 0.0 | $7.1M | 192k | 36.73 | |
| Verizon Communications (VZ) | 0.0 | $6.7M | 151k | 44.44 | |
| Everest Re Group (EG) | 0.0 | $6.3M | 61k | 103.49 | |
| WellCare Health Plans | 0.0 | $4.3M | 81k | 53.00 | |
| McKesson Corporation (MCK) | 0.0 | $4.0M | 43k | 93.75 | |
| NiSource (NI) | 0.0 | $5.7M | 229k | 24.75 | |
| Macy's (M) | 0.0 | $8.9M | 260k | 34.35 | |
| Nextera Energy (NEE) | 0.0 | $5.7M | 83k | 68.81 | |
| UnitedHealth (UNH) | 0.0 | $4.3M | 74k | 58.50 | |
| Vodafone | 0.0 | $4.3M | 154k | 28.18 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $6.2M | 182k | 34.07 | |
| PG&E Corporation (PCG) | 0.0 | $3.9M | 86k | 45.27 | |
| SL Green Realty | 0.0 | $6.0M | 75k | 80.24 | |
| Visa (V) | 0.0 | $8.6M | 69k | 123.63 | |
| Montpelier Re Holdings/mrh | 0.0 | $3.6M | 171k | 21.29 | |
| Tibco Software | 0.0 | $5.1M | 171k | 29.92 | |
| TRW Automotive Holdings | 0.0 | $6.9M | 188k | 36.76 | |
| Invesco (IVZ) | 0.0 | $5.2M | 229k | 22.60 | |
| Wyndham Worldwide Corporation | 0.0 | $5.2M | 98k | 52.74 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $6.8M | 97k | 70.37 | |
| Life Technologies | 0.0 | $5.0M | 111k | 44.99 | |
| Kilroy Realty Corporation (KRC) | 0.0 | $5.6M | 116k | 48.41 | |
| Myriad Genetics (MYGN) | 0.0 | $4.2M | 177k | 23.77 | |
| Technology SPDR (XLK) | 0.0 | $4.9M | 169k | 28.75 | |
| Mednax (MD) | 0.0 | $5.4M | 79k | 68.54 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.0 | $4.9M | 141k | 34.77 | |
| General Motors Company (GM) | 0.0 | $4.2M | 215k | 19.72 | |
| O'reilly Automotive (ORLY) | 0.0 | $4.8M | 57k | 83.77 | |
| Hca Holdings (HCA) | 0.0 | $5.1M | 167k | 30.43 | |
| Prologis (PLD) | 0.0 | $5.6M | 168k | 33.23 | |
| Delphi Automotive | 0.0 | $9.9M | 388k | 25.50 | |
| Michael Kors Holdings | 0.0 | $3.9M | 94k | 41.84 | |
| Jaguar Mng Inc note 5.500% 3/3 | 0.0 | $3.7M | 7.6M | 0.49 | |
| BP (BP) | 0.0 | $0 | 21k | 0.00 | |
| Chubb Corporation | 0.0 | $0 | 38k | 0.00 | |
| Diamond Offshore Drilling | 0.0 | $8.7k | 147k | 0.06 | |
| E TRADE Financial Corporation | 0.0 | $0 | 126k | 0.00 | |
| Loews Corporation (L) | 0.0 | $0 | 135k | 0.00 | |
| America Movil Sab De Cv spon adr l | 0.0 | $3.0k | 117k | 0.03 | |
| China Petroleum & Chemical | 0.0 | $2.9k | 33k | 0.09 | |
| Comcast Corporation (CMCSA) | 0.0 | $6.9k | 216k | 0.03 | |
| Crown Holdings (CCK) | 0.0 | $0 | 15k | 0.00 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $400.000000 | 500k | 0.00 | |
| 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 | $400k | 4.0M | 0.10 | |
| Lear Corporation (LEA) | 0.0 | $0 | 115k | 0.00 | |
| Gmx Res Inc note 5.000% 2/0 | 0.0 | $1.2M | 1.6M | 0.76 | |
| Petroleo Brasileiro SA (PBR.A) | 0.0 | $260k | 14k | 18.14 | |
| Time Warner | 0.0 | $1.4k | 35k | 0.04 | |
| NRG Energy (NRG) | 0.0 | $0 | 1.5M | 0.00 | |
| China Mobile | 0.0 | $2.2k | 40k | 0.05 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $0 | 2.6M | 0.00 | |
| Portland General Electric Company (POR) | 0.0 | $0 | 9.3k | 0.00 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $0 | 34k | 0.00 | |
| Microsoft Corporation (MSFT) | 0.0 | $0 | 2.7M | 0.00 | |
| Joy Global | 0.0 | $0 | 69k | 0.00 | |
| Emcor (EME) | 0.0 | $2.3k | 83k | 0.03 | |
| Annaly Capital Management | 0.0 | $0 | 51k | 0.00 | |
| Leucadia National | 0.0 | $0 | 18k | 0.00 | |
| MasterCard Incorporated (MA) | 0.0 | $2.6M | 6.1k | 430.11 | |
| State Street Corporation (STT) | 0.0 | $0 | 27k | 0.00 | |
| U.S. Bancorp (USB) | 0.0 | $18k | 568k | 0.03 | |
| Assurant (AIZ) | 0.0 | $1.8k | 51k | 0.03 | |
| Lender Processing Services | 0.0 | $3.8k | 150k | 0.03 | |
| PNC Financial Services (PNC) | 0.0 | $1.017800 | 10k | 0.00 | |
| Principal Financial (PFG) | 0.0 | $1.2M | 46k | 26.23 | |
| Bank of America Corporation (BAC) | 0.0 | $0 | 2.6M | 0.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $0 | 615k | 0.00 | |
| Discover Financial Services (DFS) | 0.0 | $0 | 102k | 0.00 | |
| Ameriprise Financial (AMP) | 0.0 | $1.5k | 30k | 0.05 | |
| Nasdaq Omx (NDAQ) | 0.0 | $0 | 51k | 0.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $0 | 768k | 0.00 | |
| Affiliated Managers (AMG) | 0.0 | $0 | 63k | 0.00 | |
| Caterpillar (CAT) | 0.0 | $0 | 46k | 0.00 | |
| Coca-Cola Company (KO) | 0.0 | $0 | 203k | 0.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $1.2k | 12k | 0.10 | |
| CSX Corporation (CSX) | 0.0 | $0 | 84k | 0.00 | |
| Devon Energy Corporation (DVN) | 0.0 | $2.0k | 35k | 0.06 | |
| Expeditors International of Washington (EXPD) | 0.0 | $0 | 17k | 0.00 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $95k | 1.1M | 0.09 | |
| FedEx Corporation (FDX) | 0.0 | $5.0k | 55k | 0.09 | |
| McDonald's Corporation (MCD) | 0.0 | $0 | 274k | 0.00 | |
| Republic Services (RSG) | 0.0 | $0 | 192k | 0.00 | |
| Wal-Mart Stores (WMT) | 0.0 | $8.4k | 120k | 0.07 | |
| Home Depot (HD) | 0.0 | $0 | 69k | 0.00 | |
| Peabody Energy Corporation | 0.0 | $0 | 666k | 0.00 | |
| Crocs (CROX) | 0.0 | $0 | 148k | 0.00 | |
| Abbott Laboratories (ABT) | 0.0 | $0 | 92k | 0.00 | |
| Baxter International (BAX) | 0.0 | $0 | 363k | 0.00 | |
| Johnson & Johnson (JNJ) | 0.0 | $0 | 684k | 0.00 | |
| Eli Lilly & Co. (LLY) | 0.0 | $0 | 108k | 0.00 | |
| Orexigen Therapeutics | 0.0 | $0 | 140k | 0.00 | |
| Pfizer (PFE) | 0.0 | $0 | 2.5M | 0.00 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $2.0M | 17k | 114.22 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $702.817200 | 18k | 0.04 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $1.2M | 21k | 55.92 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $0 | 75k | 0.00 | |
| Norfolk Southern (NSC) | 0.0 | $0 | 304k | 0.00 | |
| Philippine Long Distance Telephone | 0.0 | $0.416300 | 4.2k | 0.00 | |
| ResMed (RMD) | 0.0 | $0 | 136k | 0.00 | |
| CBS Corporation | 0.0 | $0 | 333k | 0.00 | |
| AES Corporation (AES) | 0.0 | $7.6k | 596k | 0.01 | |
| Chevron Corporation (CVX) | 0.0 | $0 | 160k | 0.00 | |
| FirstEnergy (FE) | 0.0 | $0 | 77k | 0.00 | |
| General Electric Company | 0.0 | $0 | 2.5M | 0.00 | |
| Cardinal Health (CAH) | 0.0 | $1.0k | 24k | 0.04 | |
| United Parcel Service (UPS) | 0.0 | $7.3k | 93k | 0.08 | |
| 3M Company (MMM) | 0.0 | $1.7M | 19k | 89.60 | |
| At&t (T) | 0.0 | $6.9k | 194k | 0.04 | |
| Advent Software | 0.0 | $0 | 71k | 0.00 | |
| Apache Corporation | 0.0 | $0 | 226k | 0.00 | |
| Avon Products | 0.0 | $0 | 896k | 0.00 | |
| Bed Bath & Beyond | 0.0 | $0 | 6.6k | 0.00 | |
| Brown & Brown (BRO) | 0.0 | $0 | 193k | 0.00 | |
| Carnival Corporation (CCL) | 0.0 | $0 | 9.6k | 0.00 | |
| Cisco Systems (CSCO) | 0.0 | $49k | 2.9M | 0.02 | |
| Coach | 0.0 | $0 | 4.9k | 0.00 | |
| Con-way | 0.0 | $0 | 88k | 0.00 | |
| Copart (CPRT) | 0.0 | $0 | 236k | 0.00 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $3.0k | 47k | 0.06 | |
| Cummins (CMI) | 0.0 | $0 | 69k | 0.00 | |
| Fidelity National Financial | 0.0 | $1.9M | 100k | 19.26 | |
| Greif (GEF) | 0.0 | $0 | 164k | 0.00 | |
| Kimberly-Clark Corporation (KMB) | 0.0 | $0 | 31k | 0.00 | |
| Kohl's Corporation (KSS) | 0.0 | $0 | 672k | 0.00 | |
| Lincoln Electric Holdings (LECO) | 0.0 | $0 | 129k | 0.00 | |
| Microchip Technology (MCHP) | 0.0 | $0 | 12k | 0.00 | |
| Molex Incorporated | 0.0 | $0 | 43k | 0.00 | |
| Newmont Mining Corporation (NEM) | 0.0 | $0 | 35k | 0.00 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $0 | 111k | 0.00 | |
| Nucor Corporation (NUE) | 0.0 | $0 | 279k | 0.00 | |
| PPG Industries (PPG) | 0.0 | $2.544600 | 25k | 0.00 | |
| PetSmart | 0.0 | $10.445400 | 105k | 0.00 | |
| Polaris Industries (PII) | 0.0 | $9.026100 | 90k | 0.00 | |
| R.R. Donnelley & Sons Company | 0.0 | $0 | 132k | 0.00 | |
| T. Rowe Price (TROW) | 0.0 | $447k | 7.1k | 62.96 | |
| Travelers Companies (TRV) | 0.0 | $2.0k | 31k | 0.06 | |
| Valspar Corporation | 0.0 | $3.3k | 64k | 0.05 | |
| Ultra Petroleum | 0.0 | $17k | 723k | 0.02 | |
| Union Pacific Corporation (UNP) | 0.0 | $4.5k | 38k | 0.12 | |
| V.F. Corporation (VFC) | 0.0 | $214.107000 | 1.6k | 0.13 | |
| Waste Connections | 0.0 | $4.3k | 143k | 0.03 | |
| Wells Fargo & Company (WFC) | 0.0 | $40k | 1.2M | 0.03 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $1.6M | 39k | 41.61 | |
| AFLAC Incorporated (AFL) | 0.0 | $0 | 7.1k | 0.00 | |
| Airgas | 0.0 | $0 | 16k | 0.00 | |
| Best Buy (BBY) | 0.0 | $0 | 317k | 0.00 | |
| Boeing Company (BA) | 0.0 | $0 | 7.9k | 0.00 | |
| Boston Scientific Corporation (BSX) | 0.0 | $0 | 255k | 0.00 | |
| Dow Chemical Company | 0.0 | $0 | 105k | 0.00 | |
| Harris Corporation | 0.0 | $0 | 250k | 0.00 | |
| Intel Corporation (INTC) | 0.0 | $0 | 450k | 0.00 | |
| Itron (ITRI) | 0.0 | $0 | 71k | 0.00 | |
| KBR (KBR) | 0.0 | $2.5M | 101k | 24.71 | |
| Medtronic | 0.0 | $0 | 508k | 0.00 | |
| C.R. Bard | 0.0 | $0 | 74k | 0.00 | |
| Tiffany & Co. | 0.0 | $14k | 270k | 0.05 | |
| Briggs & Stratton Corporation | 0.0 | $0 | 118k | 0.00 | |
| CACI International (CACI) | 0.0 | $0 | 113k | 0.00 | |
| Morgan Stanley (MS) | 0.0 | $0 | 617k | 0.00 | |
| Timken Company (TKR) | 0.0 | $4.9k | 108k | 0.05 | |
| International Paper Company (IP) | 0.0 | $0 | 234k | 0.00 | |
| Newell Rubbermaid (NWL) | 0.0 | $0 | 92k | 0.00 | |
| Steris Corporation | 0.0 | $0 | 85k | 0.00 | |
| Mine Safety Appliances | 0.0 | $0 | 178k | 0.00 | |
| Western Digital (WDC) | 0.0 | $21k | 695k | 0.03 | |
| Entegris (ENTG) | 0.0 | $498.933000 | 59k | 0.01 | |
| Nokia Corporation (NOK) | 0.0 | $0 | 192k | 0.00 | |
| ACI Worldwide (ACIW) | 0.0 | $0 | 174k | 0.00 | |
| Darden Restaurants (DRI) | 0.0 | $0 | 6.4k | 0.00 | |
| E.I. du Pont de Nemours & Company | 0.0 | $0 | 10M | 0.00 | |
| Emerson Electric (EMR) | 0.0 | $0 | 343k | 0.00 | |
| Whirlpool Corporation (WHR) | 0.0 | $21k | 347k | 0.06 | |
| Waddell & Reed Financial | 0.0 | $9.7k | 321k | 0.03 | |
| Safeway | 0.0 | $0 | 286k | 0.00 | |
| AmerisourceBergen (COR) | 0.0 | $1.7k | 44k | 0.04 | |
| Cato Corporation (CATO) | 0.0 | $0 | 70k | 0.00 | |
| Foot Locker (FL) | 0.0 | $0 | 156k | 0.00 | |
| Ruby Tuesday | 0.0 | $0 | 373k | 0.00 | |
| Manitowoc Company | 0.0 | $0 | 1.1M | 0.00 | |
| Tellabs | 0.0 | $18k | 5.4M | 0.00 | |
| National-Oilwell Var | 0.0 | $0 | 52k | 0.00 | |
| Universal Health Services (UHS) | 0.0 | $372.211200 | 8.6k | 0.04 | |
| BancorpSouth | 0.0 | $0 | 348k | 0.00 | |
| Plantronics | 0.0 | $0 | 78k | 0.00 | |
| Tyson Foods (TSN) | 0.0 | $8.1k | 429k | 0.02 | |
| Pier 1 Imports | 0.0 | $0 | 21k | 0.00 | |
| Synopsys (SNPS) | 0.0 | $0 | 227k | 0.00 | |
| Omnicare | 0.0 | $0 | 163k | 0.00 | |
| Raytheon Company | 0.0 | $47.045500 | 471k | 0.00 | |
| CVS Caremark Corporation (CVS) | 0.0 | $0 | 210k | 0.00 | |
| Campbell Soup Company (CPB) | 0.0 | $0 | 55k | 0.00 | |
| Kroger (KR) | 0.0 | $0 | 372k | 0.00 | |
| Mylan | 0.0 | $0 | 76k | 0.00 | |
| Aetna | 0.0 | $1.6k | 41k | 0.04 | |
| Becton, Dickinson and (BDX) | 0.0 | $0 | 230k | 0.00 | |
| Helmerich & Payne (HP) | 0.0 | $0 | 32k | 0.00 | |
| Air Products & Chemicals (APD) | 0.0 | $0 | 51k | 0.00 | |
| PerkinElmer (RVTY) | 0.0 | $0 | 169k | 0.00 | |
| Energizer Holdings | 0.0 | $5.2k | 70k | 0.08 | |
| AGCO Corporation (AGCO) | 0.0 | $0 | 215k | 0.00 | |
| Avnet (AVT) | 0.0 | $0 | 203k | 0.00 | |
| Shoe Carnival (SCVL) | 0.0 | $0 | 106k | 0.00 | |
| Gartner (IT) | 0.0 | $0 | 108k | 0.00 | |
| Mentor Graphics Corporation | 0.0 | $0 | 567k | 0.00 | |
| Amgen (AMGN) | 0.0 | $0 | 76k | 0.00 | |
| Aol | 0.0 | $1.8k | 62k | 0.03 | |
| Apple (AAPL) | 0.0 | $0 | 45k | 0.00 | |
| Baker Hughes Incorporated | 0.0 | $0 | 543k | 0.00 | |
| Capital One Financial (COF) | 0.0 | $16k | 292k | 0.05 | |
| Colgate-Palmolive Company (CL) | 0.0 | $0 | 14k | 0.00 | |
| ConocoPhillips (COP) | 0.0 | $11k | 195k | 0.06 | |
| Credit Suisse Group | 0.0 | $0 | 18k | 0.00 | |
| Directv | 0.0 | $10k | 205k | 0.05 | |
| Telefonaktiebolaget LM Ericsson (ERIC) | 0.0 | $0 | 75k | 0.00 | |
| Fluor Corporation (FLR) | 0.0 | $0 | 95k | 0.00 | |
| Halliburton Company (HAL) | 0.0 | $0 | 25k | 0.00 | |
| Hess (HES) | 0.0 | $663k | 15k | 43.45 | |
| Hewlett-Packard Company | 0.0 | $0 | 1.5M | 0.00 | |
| International Business Machines (IBM) | 0.0 | $0 | 48k | 0.00 | |
| News Corporation | 0.0 | $412.170900 | 19k | 0.02 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $0 | 12k | 0.00 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $9.974000 | 100k | 0.00 | |
| Pepsi (PEP) | 0.0 | $53.075600 | 531k | 0.00 | |
| Philip Morris International (PM) | 0.0 | $47.458400 | 475k | 0.00 | |
| Procter & Gamble Company (PG) | 0.0 | $7.257500 | 73k | 0.00 | |
| Schlumberger (SLB) | 0.0 | $32.810400 | 328k | 0.00 | |
| Symantec Corporation | 0.0 | $0 | 790k | 0.00 | |
| Target Corporation (TGT) | 0.0 | $19k | 324k | 0.06 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $135.636200 | 4.7k | 0.03 | |
| Walgreen Company | 0.0 | $3.3k | 112k | 0.03 | |
| American Electric Power Company (AEP) | 0.0 | $0 | 82k | 0.00 | |
| Apollo | 0.0 | $0 | 449k | 0.00 | |
| Gap (GPS) | 0.0 | $0 | 89k | 0.00 | |
| Weyerhaeuser Company (WY) | 0.0 | $633.360000 | 28k | 0.02 | |
| Ca | 0.0 | $4.8k | 178k | 0.03 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $0 | 3.5M | 0.00 | |
| Shinhan Financial (SHG) | 0.0 | $1.606700 | 16k | 0.00 | |
| Biogen Idec (BIIB) | 0.0 | $1.2k | 8.3k | 0.14 | |
| Ford Motor Company (F) | 0.0 | $0 | 23k | 0.00 | |
| Exelon Corporation (EXC) | 0.0 | $995.046400 | 27k | 0.04 | |
| Linear Technology Corporation | 0.0 | $0 | 17k | 0.00 | |
| Staples | 0.0 | $0 | 31k | 0.00 | |
| Dell | 0.0 | $34k | 2.7M | 0.01 | |
| Gilead Sciences (GILD) | 0.0 | $0 | 19k | 0.00 | |
| Dillard's (DDS) | 0.0 | $0 | 146k | 0.00 | |
| EMC Corporation | 0.0 | $0 | 54k | 0.00 | |
| TJX Companies (TJX) | 0.0 | $0 | 5.9k | 0.00 | |
| Henry Schein (HSIC) | 0.0 | $8.368800 | 84k | 0.00 | |
| Southern Company (SO) | 0.0 | $0 | 16k | 0.00 | |
| Murphy Oil Corporation (MUR) | 0.0 | $0 | 146k | 0.00 | |
| Whole Foods Market | 0.0 | $1.8k | 19k | 0.10 | |
| Accenture (ACN) | 0.0 | $795k | 13k | 60.09 | |
| EOG Resources (EOG) | 0.0 | $12k | 131k | 0.09 | |
| General Dynamics Corporation (GD) | 0.0 | $0 | 339k | 0.00 | |
| Lowe's Companies (LOW) | 0.0 | $0 | 114k | 0.00 | |
| Marriott International (MAR) | 0.0 | $0 | 49k | 0.00 | |
| Washington Post Company | 0.0 | $1.3k | 3.5k | 0.37 | |
| Cohen & Steers (CNS) | 0.0 | $3.2k | 93k | 0.03 | |
| Meadowbrook Insurance | 0.0 | $2.9M | 327k | 8.79 | |
| Gannett | 0.0 | $0 | 1.0M | 0.00 | |
| Coventry Health Care | 0.0 | $0 | 20k | 0.00 | |
| Tupperware Brands Corporation (TUP) | 0.0 | $537.040000 | 9.8k | 0.05 | |
| Prudential Financial (PRU) | 0.0 | $0 | 75k | 0.00 | |
| Deluxe Corporation (DLX) | 0.0 | $0 | 312k | 0.00 | |
| Entertainment Properties Trust | 0.0 | $2.9k | 71k | 0.04 | |
| Monarch Casino & Resort (MCRI) | 0.0 | $0 | 182k | 0.00 | |
| Toll Brothers (TOL) | 0.0 | $11k | 362k | 0.03 | |
| AutoZone (AZO) | 0.0 | $0 | 6.1k | 0.00 | |
| Coinstar | 0.0 | $9.2k | 134k | 0.07 | |
| Discovery Communications | 0.0 | $2.2k | 41k | 0.05 | |
| Dr Pepper Snapple | 0.0 | $3.2k | 74k | 0.04 | |
| Beacon Roofing Supply (BECN) | 0.0 | $0 | 94k | 0.00 | |
| AvalonBay Communities (AVB) | 0.0 | $0 | 5.6k | 0.00 | |
| Big Lots (BIG) | 0.0 | $0 | 33k | 0.00 | |
| ConAgra Foods (CAG) | 0.0 | $0 | 111k | 0.00 | |
| WABCO Holdings | 0.0 | $477k | 9.0k | 52.93 | |
| PetroChina Company | 0.0 | $1.1k | 8.6k | 0.13 | |
| Dover Corporation (DOV) | 0.0 | $0 | 24k | 0.00 | |
| NewMarket Corporation (NEU) | 0.0 | $0 | 7.5k | 0.00 | |
| Public Service Enterprise (PEG) | 0.0 | $0 | 641k | 0.00 | |
| Sempra Energy (SRE) | 0.0 | $3.359000 | 34k | 0.00 | |
| Applied Materials (AMAT) | 0.0 | $0 | 167k | 0.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.0 | $877.500000 | 15k | 0.06 | |
| Precision Castparts | 0.0 | $0.329000 | 1.6k | 0.00 | |
| Verisk Analytics (VRSK) | 0.0 | $3.2M | 65k | 49.26 | |
| Aaron's | 0.0 | $0 | 181k | 0.00 | |
| Sears Holdings Corporation | 0.0 | $0.860000 | 8.6k | 0.00 | |
| Kennametal (KMT) | 0.0 | $0 | 218k | 0.00 | |
| Marathon Oil Corporation (MRO) | 0.0 | $0 | 103k | 0.00 | |
| Smithfield Foods | 0.0 | $0 | 434k | 0.00 | |
| Pos (PKX) | 0.0 | $40.929400 | 409k | 0.00 | |
| HCC Insurance Holdings | 0.0 | $0 | 178k | 0.00 | |
| Zimmer Holdings (ZBH) | 0.0 | $2.6M | 40k | 64.36 | |
| Wynn Resorts (WYNN) | 0.0 | $4.9k | 47k | 0.10 | |
| Landstar System (LSTR) | 0.0 | $0 | 90k | 0.00 | |
| Fair Isaac Corporation (FICO) | 0.0 | $0 | 113k | 0.00 | |
| Calpine Corporation | 0.0 | $0 | 584k | 0.00 | |
| Delta Air Lines (DAL) | 0.0 | $0 | 2.8M | 0.00 | |
| Financial Institutions (FISI) | 0.0 | $0 | 139k | 0.00 | |
| Amphenol Corporation (APH) | 0.0 | $0 | 73k | 0.00 | |
| Magellan Health Services | 0.0 | $0 | 163k | 0.00 | |
| BOK Financial Corporation (BOKF) | 0.0 | $5.1k | 88k | 0.06 | |
| Warna | 0.0 | $1.0k | 24k | 0.04 | |
| Brinker International (EAT) | 0.0 | $0 | 279k | 0.00 | |
| Darling International (DAR) | 0.0 | $0 | 481k | 0.00 | |
| PSS World Medical | 0.0 | $2.2M | 104k | 20.99 | |
| Juniper Networks (JNPR) | 0.0 | $293k | 18k | 16.31 | |
| Lorillard | 0.0 | $0 | 132k | 0.00 | |
| Entergy Corporation (ETR) | 0.0 | $3.8k | 57k | 0.07 | |
| Equinix | 0.0 | $2.1k | 12k | 0.18 | |
| Broadcom Corporation | 0.0 | $0 | 174k | 0.00 | |
| Onyx Pharmaceuticals | 0.0 | $0 | 60k | 0.00 | |
| Webster Financial Corporation (WBS) | 0.0 | $8.9k | 410k | 0.02 | |
| AMERIGROUP Corporation | 0.0 | $632.442300 | 9.6k | 0.07 | |
| CF Industries Holdings (CF) | 0.0 | $0 | 79k | 0.00 | |
| Cincinnati Bell | 0.0 | $0 | 499k | 0.00 | |
| Companhia Paranaense de Energia | 0.0 | $832.216700 | 38k | 0.02 | |
| Edison International (EIX) | 0.0 | $0 | 71k | 0.00 | |
| Humana (HUM) | 0.0 | $0 | 213k | 0.00 | |
| Kelly Services (KELYA) | 0.0 | $0 | 207k | 0.00 | |
| Kindred Healthcare | 0.0 | $0 | 121k | 0.00 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $0 | 257k | 0.00 | |
| Medicis Pharmaceutical Corporation | 0.0 | $0 | 68k | 0.00 | |
| Newpark Resources (NR) | 0.0 | $0 | 430k | 0.00 | |
| Old National Ban (ONB) | 0.0 | $0 | 200k | 0.00 | |
| Owens-Illinois | 0.0 | $0 | 43k | 0.00 | |
| Par Pharmaceutical Companies | 0.0 | $2.4M | 67k | 36.14 | |
| Pericom Semiconductor | 0.0 | $0 | 266k | 0.00 | |
| Rock-Tenn Company | 0.0 | $9.043700 | 90k | 0.00 | |
| Zions Bancorporation (ZION) | 0.0 | $11k | 572k | 0.02 | |
| Alaska Air (ALK) | 0.0 | $0 | 105k | 0.00 | |
| Brown Shoe Company | 0.0 | $0 | 227k | 0.00 | |
| Buckeye Technologies | 0.0 | $0 | 259k | 0.00 | |
| Cliffs Natural Resources | 0.0 | $5.3k | 108k | 0.05 | |
| Community Health Systems (CYH) | 0.0 | $0 | 1.1M | 0.00 | |
| Perry Ellis International | 0.0 | $0 | 120k | 0.00 | |
| EnerSys (ENS) | 0.0 | $3.1k | 88k | 0.04 | |
| Ez (EZPW) | 0.0 | $0 | 36k | 0.00 | |
| Huntsman Corporation (HUN) | 0.0 | $0 | 165k | 0.00 | |
| Lam Research Corporation (LRCX) | 0.0 | $0 | 130k | 0.00 | |
| Littelfuse (LFUS) | 0.0 | $0 | 44k | 0.00 | |
| Medicines Company | 0.0 | $0 | 100k | 0.00 | |
| Oshkosh Corporation (OSK) | 0.0 | $0 | 982k | 0.00 | |
| Perficient (PRFT) | 0.0 | $2.0M | 177k | 11.23 | |
| Prosperity Bancshares (PB) | 0.0 | $0 | 134k | 0.00 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $13.015100 | 130k | 0.00 | |
| Atlas Air Worldwide Holdings | 0.0 | $0 | 51k | 0.00 | |
| American Campus Communities | 0.0 | $0 | 151k | 0.00 | |
| Atmos Energy Corporation (ATO) | 0.0 | $0 | 178k | 0.00 | |
| Berry Petroleum Company | 0.0 | $0 | 66k | 0.00 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.0 | $0 | 126k | 0.00 | |
| Celadon (CGIP) | 0.0 | $0 | 129k | 0.00 | |
| Chico's FAS | 0.0 | $0 | 26k | 0.00 | |
| Cyberonics | 0.0 | $2.2k | 50k | 0.04 | |
| DiamondRock Hospitality Company (DRH) | 0.0 | $0 | 277k | 0.00 | |
| DTE Energy Company (DTE) | 0.0 | $0 | 90k | 0.00 | |
| Education Realty Trust | 0.0 | $2.9k | 258k | 0.01 | |
| El Paso Electric Company | 0.0 | $0 | 213k | 0.00 | |
| First Community Bancshares (FCBC) | 0.0 | $492k | 34k | 14.43 | |
| Gardner Denver | 0.0 | $0 | 115k | 0.00 | |
| Guess? (GES) | 0.0 | $0 | 175k | 0.00 | |
| GameStop (GME) | 0.0 | $1.4M | 78k | 18.36 | |
| Gulfport Energy Corporation | 0.0 | $0 | 118k | 0.00 | |
| hhgregg (HGGG) | 0.0 | $551k | 49k | 11.31 | |
| Hanger Orthopedic | 0.0 | $3.2M | 124k | 25.64 | |
| Hi-Tech Pharmacal | 0.0 | $2.9M | 88k | 32.40 | |
| Iconix Brand | 0.0 | $0 | 33k | 0.00 | |
| Jabil Circuit (JBL) | 0.0 | $0 | 60k | 0.00 | |
| LaSalle Hotel Properties | 0.0 | $0 | 237k | 0.00 | |
| L-3 Communications Holdings | 0.0 | $0 | 100k | 0.00 | |
| Southwest Airlines (LUV) | 0.0 | $0 | 92k | 0.00 | |
| LSB Industries (LXU) | 0.0 | $0 | 82k | 0.00 | |
| Nordson Corporation (NDSN) | 0.0 | $0 | 127k | 0.00 | |
| Oil States International (OIS) | 0.0 | $0 | 85k | 0.00 | |
| OPNET Technologies | 0.0 | $0 | 83k | 0.00 | |
| Parametric Technology | 0.0 | $0 | 106k | 0.00 | |
| Post Properties | 0.0 | $0 | 96k | 0.00 | |
| Stepan Company (SCL) | 0.0 | $3.000000 | 30k | 0.00 | |
| Stone Energy Corporation | 0.0 | $0 | 83k | 0.00 | |
| Semtech Corporation (SMTC) | 0.0 | $0 | 129k | 0.00 | |
| Sovran Self Storage | 0.0 | $2.8M | 56k | 50.09 | |
| Titan Machinery (TITN) | 0.0 | $2.8M | 92k | 30.37 | |
| Tempur-Pedic International (TPX) | 0.0 | $2.9M | 125k | 23.39 | |
| Ternium (TX) | 0.0 | $39k | 2.0M | 0.02 | |
| Textron (TXT) | 0.0 | $9.0k | 361k | 0.02 | |
| UGI Corporation (UGI) | 0.0 | $2.0k | 70k | 0.03 | |
| Werner Enterprises (WERN) | 0.0 | $1.5k | 64k | 0.02 | |
| Cimarex Energy | 0.0 | $0 | 123k | 0.00 | |
| Ashland | 0.0 | $0 | 92k | 0.00 | |
| Alliant Techsystems | 0.0 | $0 | 8.2k | 0.00 | |
| Cubist Pharmaceuticals | 0.0 | $0 | 82k | 0.00 | |
| Celgene Corporation | 0.0 | $0 | 314k | 0.00 | |
| Cepheid | 0.0 | $1.7k | 37k | 0.04 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $0 | 22k | 0.00 | |
| Energen Corporation | 0.0 | $5.3k | 118k | 0.05 | |
| Heartland Payment Systems | 0.0 | $2.3M | 76k | 30.08 | |
| Jarden Corporation | 0.0 | $0 | 113k | 0.00 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $0 | 36k | 0.00 | |
| Provident Financial Services (PFS) | 0.0 | $2.7M | 177k | 15.35 | |
| Rockwood Holdings | 0.0 | $0 | 143k | 0.00 | |
| Unilever (UL) | 0.0 | $4.4k | 131k | 0.03 | |
| URS Corporation | 0.0 | $5.2k | 149k | 0.03 | |
| Wabtec Corporation (WAB) | 0.0 | $4.5k | 58k | 0.08 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $325.369800 | 21k | 0.02 | |
| Applied Industrial Technologies (AIT) | 0.0 | $2.1k | 56k | 0.04 | |
| American States Water Company (AWR) | 0.0 | $0 | 53k | 0.00 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $0 | 358k | 0.00 | |
| Bancolombia (CIB) | 0.0 | $7.1k | 114k | 0.06 | |
| Cleco Corporation | 0.0 | $3.9k | 92k | 0.04 | |
| DXP Enterprises (DXPE) | 0.0 | $0 | 43k | 0.00 | |
| Extra Space Storage (EXR) | 0.0 | $4.9k | 161k | 0.03 | |
| Home BancShares (HOMB) | 0.0 | $0 | 88k | 0.00 | |
| Movado (MOV) | 0.0 | $0 | 71k | 0.00 | |
| Portfolio Recovery Associates | 0.0 | $3.2M | 35k | 91.26 | |
| St. Jude Medical | 0.0 | $0 | 71k | 0.00 | |
| TransDigm Group Incorporated (TDG) | 0.0 | $733.143700 | 5.5k | 0.13 | |
| Tech Data Corporation | 0.0 | $0 | 28k | 0.00 | |
| Veeco Instruments (VECO) | 0.0 | $2.5k | 72k | 0.03 | |
| Acorda Therapeutics | 0.0 | $2.3k | 98k | 0.02 | |
| Albemarle Corporation (ALB) | 0.0 | $0 | 111k | 0.00 | |
| Ametek (AME) | 0.0 | $0 | 178k | 0.00 | |
| Conn's (CONN) | 0.0 | $0 | 119k | 0.00 | |
| Ducommun Incorporated (DCO) | 0.0 | $0 | 246k | 0.00 | |
| Genomic Health | 0.0 | $2.3M | 68k | 33.40 | |
| NetGear (NTGR) | 0.0 | $3.0M | 87k | 34.51 | |
| Triumph (TGI) | 0.0 | $5.7k | 101k | 0.06 | |
| Builders FirstSource (BLDR) | 0.0 | $589.972200 | 126k | 0.00 | |
| Mitcham Industries | 0.0 | $0 | 116k | 0.00 | |
| Monmouth R.E. Inv | 0.0 | $0 | 176k | 0.00 | |
| Teradyne (TER) | 0.0 | $6.6k | 470k | 0.01 | |
| Braskem SA (BAK) | 0.0 | $0 | 30k | 0.00 | |
| Greenbrier Companies (GBX) | 0.0 | $0 | 179k | 0.00 | |
| National Health Investors (NHI) | 0.0 | $2.9M | 58k | 50.92 | |
| Acacia Research Corporation (ACTG) | 0.0 | $0 | 87k | 0.00 | |
| Navistar International Corporation | 0.0 | $448.464400 | 16k | 0.03 | |
| Anika Therapeutics (ANIK) | 0.0 | $0 | 157k | 0.00 | |
| Dana Holding Corporation (DAN) | 0.0 | $0 | 216k | 0.00 | |
| FEI Company | 0.0 | $2.4k | 50k | 0.05 | |
| M.D.C. Holdings (MDC) | 0.0 | $0 | 221k | 0.00 | |
| Rayonier (RYN) | 0.0 | $0 | 160k | 0.00 | |
| Scripps Networks Interactive | 0.0 | $8.980000 | 90k | 0.00 | |
| Entropic Communications | 0.0 | $1.1k | 196k | 0.01 | |
| Cloud Peak Energy | 0.0 | $2.4k | 140k | 0.02 | |
| 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 | $2.7k | 167k | 0.02 | |
| American International (AIG) | 0.0 | $0 | 350k | 0.00 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $0 | 42k | 0.00 | |
| Simon Property (SPG) | 0.0 | $4.295200 | 22k | 0.00 | |
| SciClone Pharmaceuticals | 0.0 | $2.0M | 287k | 7.01 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $0 | 460k | 0.00 | |
| Ebix (EBIXQ) | 0.0 | $0 | 101k | 0.00 | |
| Camden Property Trust (CPT) | 0.0 | $0 | 83k | 0.00 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.0 | $0 | 86k | 0.00 | |
| iShares MSCI Taiwan Index | 0.0 | $0 | 285k | 0.00 | |
| Express | 0.0 | $957.866000 | 53k | 0.02 | |
| Lakeland Financial Corporation (LKFN) | 0.0 | $0 | 91k | 0.00 | |
| Oasis Petroleum | 0.0 | $0 | 62k | 0.00 | |
| Datalink Corporation | 0.0 | $0 | 35k | 0.00 | |
| Vitamin Shoppe | 0.0 | $2.1k | 38k | 0.05 | |
| Oritani Financial | 0.0 | $2.6M | 184k | 14.39 | |
| QEP Resources | 0.0 | $1.0M | 35k | 29.97 | |
| Hudson Pacific Properties (HPP) | 0.0 | $0 | 157k | 0.00 | |
| iShares MSCI Malaysia Index Fund | 0.0 | $0 | 2.4M | 0.00 | |
| Vanguard Emerging Markets ETF (VWO) | 0.0 | $18k | 451k | 0.04 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $0 | 495k | 0.00 | |
| iShares MSCI Thailand Index Fund (THD) | 0.0 | $0 | 3.2k | 0.00 | |
| Embraer S A (ERJ) | 0.0 | $675.140500 | 26k | 0.03 | |
| Sabra Health Care REIT (SBRA) | 0.0 | $2.3M | 136k | 17.11 | |
| PowerShares India Portfolio | 0.0 | $174k | 10k | 17.32 | |
| Chiquita Brands Intl Inc note 4.250% 8/1 | 0.0 | $2.1k | 3.0M | 0.00 | |
| Northgate Minerals Corp note 3.500%10/0 | 0.0 | $2.2M | 2.0M | 1.08 | |
| Thq Inc note 5.000% 8/1 | 0.0 | $3.1M | 5.5M | 0.56 | |
| iShares S&P NA Tec. Semi. Idx (SOXX) | 0.0 | $0 | 100k | 0.00 | |
| SPDR S&P Emerging Middle Est & Afrca ETF | 0.0 | $423k | 6.4k | 66.41 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $800.000000 | 2.0M | 0.00 | |
| Market Vectors Poland ETF | 0.0 | $1.4M | 75k | 19.03 | |
| Visteon Corporation (VC) | 0.0 | $1.6M | 43k | 37.50 | |
| Ascena Retail | 0.0 | $5.2k | 282k | 0.02 | |
| U.s. Concrete Inc Cmn | 0.0 | $1.4M | 280k | 4.95 | |
| Huntington Ingalls Inds (HII) | 0.0 | $0 | 284k | 0.00 | |
| Hutchinson Technology Inc note 8.500% 1/1 | 0.0 | $1.4M | 2.0M | 0.68 | |
| Citigroup (C) | 0.0 | $0 | 685k | 0.00 | |
| Central European Media sr nt cv 5%15 | 0.0 | $1.8k | 2.0M | 0.00 | |
| Mosaic (MOS) | 0.0 | $2.4M | 44k | 54.76 | |
| Amc Networks Inc Cl A (AMCX) | 0.0 | $2.0k | 57k | 0.04 | |
| Hollyfrontier Corp | 0.0 | $0 | 237k | 0.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $2.4M | 216k | 11.02 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $1.5M | 216k | 6.78 | |
| Us Concrete Inc sr secured | 0.0 | $8.4k | 8.0k | 1.05 | |
| Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 | 0.0 | $474k | 1.0M | 0.47 | |
| C&j Energy Services | 0.0 | $2.2k | 119k | 0.02 | |
| Astex Pharmaceuticals | 0.0 | $1.5k | 734k | 0.00 | |
| Francescas Hldgs Corp | 0.0 | $0 | 87k | 0.00 | |
| Expedia (EXPE) | 0.0 | $7.6k | 158k | 0.05 | |
| J Global (ZD) | 0.0 | $2.5M | 94k | 26.42 | |
| Hanmi Financial (HAFC) | 0.0 | $0 | 259k | 0.00 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $1.6M | 35k | 45.01 | |
| USD.01 Mannkind Corp sr unsecured | 0.0 | $978k | 2.0M | 0.49 | |
| Express Scripts Holding | 0.0 | $1.3k | 23k | 0.06 | |
| Aon | 0.0 | $263k | 5.6k | 46.78 | |
| Harris Teeter Supermarkets | 0.0 | $0 | 224k | 0.00 | |
| Ensco Plc Shs Class A | 0.0 | $2.8M | 59k | 46.97 |
