DuPont Capital Management Corporation as of Sept. 30, 2012
Portfolio Holdings for DuPont Capital Management Corporation
DuPont Capital Management Corporation holds 533 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ternium (TX) | 9.9 | $58B | 3.0M | 19620.00 | |
| Vimpel | 8.6 | $50B | 4.2M | 11900.00 | |
| Wells Fargo & Company (WFC) | 7.6 | $44B | 1.3M | 34530.00 | |
| Valero Energy Corporation (VLO) | 4.2 | $25B | 774k | 31680.00 | |
| Tiffany & Co. | 3.7 | $22B | 352k | 61880.00 | |
| Via | 3.7 | $22B | 402k | 53590.00 | |
| Western Digital (WDC) | 3.7 | $22B | 554k | 38730.00 | |
| Time Warner Cable | 3.6 | $21B | 218k | 95060.00 | |
| U.S. Bancorp (USB) | 3.5 | $20B | 589k | 34300.00 | |
| Ultra Petroleum | 3.5 | $20B | 914k | 21980.00 | |
| Zions Bancorporation (ZION) | 2.9 | $17B | 822k | 20655.00 | |
| Vanguard Emerging Markets ETF (VWO) | 2.5 | $15B | 349k | 41750.00 | |
| WellPoint | 2.4 | $14B | 242k | 58010.00 | |
| United Therapeutics Corporation (UTHR) | 1.9 | $11B | 202k | 55880.00 | |
| Whirlpool Corporation (WHR) | 1.8 | $10B | 124k | 82910.00 | |
| Waddell & Reed Financial | 1.6 | $9.4B | 288k | 32770.00 | |
| TRW Automotive Holdings | 1.6 | $9.2B | 211k | 43710.00 | |
| Textron (TXT) | 1.6 | $9.2B | 351k | 26170.00 | |
| Toll Brothers (TOL) | 1.5 | $9.0B | 270k | 33230.00 | |
| UnitedHealth (UNH) | 1.5 | $8.9B | 161k | 55410.00 | |
| Webster Financial Corporation (WBS) | 1.5 | $8.8B | 373k | 23700.00 | |
| Wal-Mart Stores (WMT) | 1.3 | $7.5B | 102k | 73800.00 | |
| Verizon Communications (VZ) | 1.2 | $6.9B | 151k | 45570.00 | |
| Wyndham Worldwide Corporation | 1.2 | $6.8B | 131k | 52480.00 | |
| Wabtec Corporation (WAB) | 1.1 | $6.5B | 81k | 80290.01 | |
| Tyson Foods (TSN) | 1.1 | $6.3B | 392k | 16020.00 | |
| Teradyne (TER) | 1.1 | $6.2B | 434k | 14220.00 | |
| Triumph (TGI) | 1.0 | $6.0B | 96k | 62530.00 | |
| Tetra Tech (TTEK) | 0.9 | $5.3B | 201k | 26260.00 | |
| Wynn Resorts (WYNN) | 0.9 | $5.2B | 45k | 115440.00 | |
| Walgreen Company | 0.9 | $5.1B | 141k | 36440.00 | |
| URS Corporation | 0.9 | $5.1B | 146k | 35310.00 | |
| Union Pacific Corporation (UNP) | 0.9 | $5.0B | 42k | 118700.00 | |
| Validus Holdings | 0.9 | $5.0B | 148k | 33910.00 | |
| Hldgs (UAL) | 0.8 | $5.0B | 255k | 19500.00 | |
| Usec Inc note 3.000%10/0 | 0.8 | $4.8B | 12M | 391.88 | |
| TreeHouse Foods (THS) | 0.8 | $4.6B | 87k | 52500.01 | |
| Unilever (UL) | 0.8 | $4.4B | 121k | 36520.00 | |
| Thq Inc note 5.000% 8/1 | 0.6 | $3.7B | 6.5M | 575.00 | |
| Tempur-Pedic International (TPX) | 0.6 | $3.6B | 121k | 29890.00 | |
| Vodafone | 0.6 | $3.6B | 125k | 28495.00 | |
| Tesoro Corporation | 0.6 | $3.3B | 79k | 41900.00 | |
| Tyco International Ltd S hs | 0.6 | $3.2B | 57k | 56260.00 | |
| Zimmer Holdings (ZBH) | 0.5 | $3.0B | 45k | 67620.01 | |
| Visa (V) | 0.5 | $2.9B | 21k | 134279.99 | |
| Trimas Corporation (TRS) | 0.5 | $2.8B | 117k | 24110.00 | |
| Vitamin Shoppe | 0.5 | $2.7B | 46k | 58320.00 | |
| TJX Companies (TJX) | 0.4 | $2.5B | 57k | 44790.00 | |
| Unisys Corporation (UIS) | 0.4 | $2.4B | 117k | 20820.00 | |
| Valspar Corporation | 0.4 | $2.3B | 41k | 56100.00 | |
| Visteon Corporation (VC) | 0.3 | $1.9B | 43k | 44460.01 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.3 | $1.8B | 33k | 55950.00 | |
| Warner Chilcott Plc - | 0.3 | $1.8B | 135k | 13500.00 | |
| U.s. Concrete Inc Cmn | 0.3 | $1.8B | 280k | 6480.00 | |
| Xyratex | 0.3 | $1.7B | 187k | 9200.00 | |
| United Parcel Service (UPS) | 0.3 | $1.7B | 23k | 71570.01 | |
| Web | 0.3 | $1.6B | 87k | 17950.00 | |
| Warren Resources | 0.3 | $1.5B | 499k | 3040.00 | |
| United Stationers | 0.2 | $1.4B | 56k | 26020.00 | |
| Warna | 0.2 | $1.4B | 27k | 51900.00 | |
| Universal Health Services (UHS) | 0.2 | $1.1B | 25k | 45729.99 | |
| Whole Foods Market | 0.2 | $1.1B | 11k | 97400.02 | |
| Watson Pharmaceuticals | 0.1 | $878M | 10k | 85159.96 | |
| Vale | 0.1 | $853M | 49k | 17359.99 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $739M | 18k | 41410.02 | |
| Yanzhou Coal Mining (YZCAY) | 0.1 | $667M | 45k | 14950.01 | |
| Walt Disney Company (DIS) | 0.1 | $532M | 10k | 52279.99 | |
| WABCO Holdings | 0.1 | $519M | 9.0k | 57670.00 | |
| Walter Energy | 0.1 | $544M | 17k | 32460.01 | |
| TransDigm Group Incorporated (TDG) | 0.1 | $533M | 3.8k | 141869.91 | |
| Udr (UDR) | 0.1 | $541M | 22k | 24820.00 | |
| V.F. Corporation (VFC) | 0.0 | $256M | 1.6k | 159360.12 | |
| Vivus | 0.0 | $212M | 12k | 17820.01 | |
| Pfizer (PFE) | 0.0 | $62M | 2.5M | 24.85 | |
| Pepsi (PEP) | 0.0 | $38M | 536k | 70.77 | |
| Philip Morris International (PM) | 0.0 | $38M | 424k | 89.94 | |
| Oracle Corporation (ORCL) | 0.0 | $39M | 1.3M | 31.49 | |
| Pos (PKX) | 0.0 | $49M | 606k | 81.54 | |
| BP (BP) | 0.0 | $0 | 11k | 0.00 | |
| Chubb Corporation | 0.0 | $0 | 38k | 0.00 | |
| Diamond Offshore Drilling | 0.0 | $0 | 137k | 0.00 | |
| E TRADE Financial Corporation | 0.0 | $0 | 126k | 0.00 | |
| America Movil Sab De Cv spon adr l | 0.0 | $0 | 19k | 0.00 | |
| China Petroleum & Chemical | 0.0 | $0 | 24k | 0.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $0 | 171k | 0.00 | |
| Crown Holdings (CCK) | 0.0 | $0 | 15k | 0.00 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.0 | $0 | 500k | 0.00 | |
| Powerwave Technologies Inc note 3.875%10/0 | 0.0 | $4.4M | 38M | 0.12 | |
| Lear Corporation (LEA) | 0.0 | $4.3k | 115k | 0.04 | |
| Mannkind Corp note 3.750%12/1 | 0.0 | $600.000000 | 1.0M | 0.00 | |
| NRG Energy (NRG) | 0.0 | $22M | 1.0M | 21.39 | |
| China Mobile | 0.0 | $0 | 28k | 0.00 | |
| ICICI Bank (IBN) | 0.0 | $27k | 681k | 0.04 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $87k | 2.1M | 0.04 | |
| Portland General Electric Company (POR) | 0.0 | $251k | 9.3k | 27.04 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $1.6M | 100k | 15.82 | |
| Microsoft Corporation (MSFT) | 0.0 | $76k | 2.5M | 0.03 | |
| Joy Global | 0.0 | $2.7k | 48k | 0.06 | |
| Annaly Capital Management | 0.0 | $0 | 45k | 0.00 | |
| Goldman Sachs (GS) | 0.0 | $14.476000 | 145k | 0.00 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $33k | 821k | 0.04 | |
| Leucadia National | 0.0 | $407.230800 | 18k | 0.02 | |
| MasterCard Incorporated (MA) | 0.0 | $2.3k | 5.1k | 0.45 | |
| State Street Corporation (STT) | 0.0 | $2.0M | 48k | 41.96 | |
| Assurant (AIZ) | 0.0 | $0 | 175k | 0.00 | |
| Signature Bank (SBNY) | 0.0 | $4.9M | 73k | 67.08 | |
| Fidelity National Information Services (FIS) | 0.0 | $0 | 88k | 0.00 | |
| Ace Limited Cmn | 0.0 | $0 | 33k | 0.00 | |
| Principal Financial (PFG) | 0.0 | $768k | 29k | 26.94 | |
| Bank of America Corporation (BAC) | 0.0 | $0 | 229k | 0.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $0 | 737k | 0.00 | |
| Discover Financial Services (DFS) | 0.0 | $0 | 118k | 0.00 | |
| Nasdaq Omx (NDAQ) | 0.0 | $949k | 41k | 23.30 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $17M | 606k | 28.27 | |
| Affiliated Managers (AMG) | 0.0 | $0 | 51k | 0.00 | |
| Coca-Cola Company (KO) | 0.0 | $0 | 410k | 0.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $0 | 24k | 0.00 | |
| Crown Castle International | 0.0 | $0 | 14k | 0.00 | |
| CSX Corporation (CSX) | 0.0 | $0 | 112k | 0.00 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $111.434100 | 1.1M | 0.00 | |
| FedEx Corporation (FDX) | 0.0 | $4.580700 | 46k | 0.00 | |
| IAC/InterActive | 0.0 | $4.3k | 83k | 0.05 | |
| M&T Bank Corporation (MTB) | 0.0 | $894.880000 | 9.4k | 0.10 | |
| McDonald's Corporation (MCD) | 0.0 | $28k | 304k | 0.09 | |
| Republic Services (RSG) | 0.0 | $560k | 20k | 27.51 | |
| Home Depot (HD) | 0.0 | $4.9k | 80k | 0.06 | |
| Peabody Energy Corporation | 0.0 | $4.7M | 209k | 22.29 | |
| Crocs (CROX) | 0.0 | $0 | 163k | 0.00 | |
| Abbott Laboratories (ABT) | 0.0 | $0 | 61k | 0.00 | |
| Baxter International (BAX) | 0.0 | $0 | 368k | 0.00 | |
| Johnson & Johnson (JNJ) | 0.0 | $47k | 688k | 0.07 | |
| Eli Lilly & Co. (LLY) | 0.0 | $0 | 108k | 0.00 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $1.3M | 8.6k | 152.66 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $0 | 59k | 0.00 | |
| Norfolk Southern (NSC) | 0.0 | $18M | 281k | 63.63 | |
| Philippine Long Distance Telephone | 0.0 | $262k | 4.0k | 66.01 | |
| ResMed (RMD) | 0.0 | $6.4M | 159k | 40.47 | |
| CBS Corporation | 0.0 | $0 | 338k | 0.00 | |
| AES Corporation (AES) | 0.0 | $0 | 576k | 0.00 | |
| Chevron Corporation (CVX) | 0.0 | $0 | 103k | 0.00 | |
| Spdr S&p 500 Etf (SPY) | 0.0 | $18M | 124k | 143.93 | |
| FirstEnergy (FE) | 0.0 | $0 | 74k | 0.00 | |
| General Electric Company | 0.0 | $0 | 2.5M | 0.00 | |
| Cardinal Health (CAH) | 0.0 | $0 | 24k | 0.00 | |
| 3M Company (MMM) | 0.0 | $0 | 28k | 0.00 | |
| At&t (T) | 0.0 | $0 | 194k | 0.00 | |
| Advent Software | 0.0 | $0 | 93k | 0.00 | |
| Apache Corporation | 0.0 | $0 | 292k | 0.00 | |
| Avon Products | 0.0 | $0 | 924k | 0.00 | |
| Cisco Systems (CSCO) | 0.0 | $0 | 2.6M | 0.00 | |
| Coach | 0.0 | $0 | 386k | 0.00 | |
| Con-way | 0.0 | $0 | 145k | 0.00 | |
| Copart (CPRT) | 0.0 | $0 | 168k | 0.00 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $0 | 25k | 0.00 | |
| Cummins (CMI) | 0.0 | $0 | 78k | 0.00 | |
| Fidelity National Financial | 0.0 | $0 | 285k | 0.00 | |
| Greif (GEF) | 0.0 | $0 | 238k | 0.00 | |
| Kimberly-Clark Corporation (KMB) | 0.0 | $2.6k | 31k | 0.09 | |
| Kohl's Corporation (KSS) | 0.0 | $29k | 562k | 0.05 | |
| Lincoln Electric Holdings (LECO) | 0.0 | $3.6k | 92k | 0.04 | |
| Microchip Technology (MCHP) | 0.0 | $358.719000 | 11k | 0.03 | |
| Molex Incorporated | 0.0 | $1.3k | 49k | 0.03 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $8.2M | 124k | 66.43 | |
| Nucor Corporation (NUE) | 0.0 | $11M | 284k | 38.26 | |
| PPG Industries (PPG) | 0.0 | $4.3M | 38k | 114.84 | |
| Polaris Industries (PII) | 0.0 | $6.3M | 78k | 80.87 | |
| Public Storage (PSA) | 0.0 | $8.7M | 63k | 139.17 | |
| R.R. Donnelley & Sons Company | 0.0 | $1.5M | 137k | 10.60 | |
| T. Rowe Price (TROW) | 0.0 | $760k | 12k | 63.30 | |
| Sherwin-Williams Company (SHW) | 0.0 | $1.0M | 6.8k | 148.91 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $1.3k | 29k | 0.04 | |
| Buckle (BKE) | 0.0 | $0 | 39k | 0.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $0 | 6.1k | 0.00 | |
| Avery Dennison Corporation (AVY) | 0.0 | $0 | 51k | 0.00 | |
| Best Buy (BBY) | 0.0 | $0 | 336k | 0.00 | |
| Boeing Company (BA) | 0.0 | $0 | 204k | 0.00 | |
| Boston Scientific Corporation (BSX) | 0.0 | $0 | 234k | 0.00 | |
| Dow Chemical Company | 0.0 | $0 | 120k | 0.00 | |
| Harris Corporation | 0.0 | $25.156600 | 252k | 0.00 | |
| Intel Corporation (INTC) | 0.0 | $9.6k | 423k | 0.02 | |
| KBR (KBR) | 0.0 | $2.3k | 76k | 0.03 | |
| Medtronic | 0.0 | $22k | 514k | 0.04 | |
| Nu Skin Enterprises (NUS) | 0.0 | $4.9M | 126k | 38.83 | |
| Schnitzer Steel Industries (RDUS) | 0.0 | $2.4M | 84k | 28.15 | |
| Johnson Controls | 0.0 | $721.770800 | 26k | 0.03 | |
| Morgan Stanley (MS) | 0.0 | $8.9k | 534k | 0.02 | |
| International Paper Company (IP) | 0.0 | $8.5k | 235k | 0.04 | |
| Newell Rubbermaid (NWL) | 0.0 | $16M | 832k | 19.09 | |
| Steris Corporation | 0.0 | $3.1M | 89k | 35.47 | |
| Mid-America Apartment (MAA) | 0.0 | $4.1k | 63k | 0.07 | |
| Entegris (ENTG) | 0.0 | $0 | 283k | 0.00 | |
| Las Vegas Sands (LVS) | 0.0 | $250.281600 | 5.4k | 0.05 | |
| Nokia Corporation (NOK) | 0.0 | $494k | 192k | 2.57 | |
| ACI Worldwide (ACIW) | 0.0 | $0 | 45k | 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 | 272k | 0.00 | |
| Safeway | 0.0 | $3.5M | 220k | 16.09 | |
| Cato Corporation (CATO) | 0.0 | $0 | 66k | 0.00 | |
| Everest Re Group (EG) | 0.0 | $0 | 59k | 0.00 | |
| Foot Locker (FL) | 0.0 | $0 | 309k | 0.00 | |
| Manitowoc Company | 0.0 | $11k | 804k | 0.01 | |
| Tellabs | 0.0 | $19M | 5.5M | 3.54 | |
| National-Oilwell Var | 0.0 | $2.4M | 30k | 80.11 | |
| Endo Pharmaceuticals | 0.0 | $0 | 163k | 0.00 | |
| Plantronics | 0.0 | $6.9M | 196k | 35.33 | |
| Pier 1 Imports | 0.0 | $2.9M | 156k | 18.74 | |
| Herman Miller (MLKN) | 0.0 | $0 | 77k | 0.00 | |
| Synopsys (SNPS) | 0.0 | $6.2M | 188k | 33.02 | |
| Omnicare | 0.0 | $6.0M | 177k | 33.97 | |
| Raytheon Company | 0.0 | $13M | 221k | 57.16 | |
| CVS Caremark Corporation (CVS) | 0.0 | $0 | 171k | 0.00 | |
| Campbell Soup Company (CPB) | 0.0 | $0 | 55k | 0.00 | |
| Kroger (KR) | 0.0 | $7.7k | 327k | 0.02 | |
| Mylan | 0.0 | $1.8M | 76k | 24.40 | |
| Aetna | 0.0 | $0 | 46k | 0.00 | |
| Becton, Dickinson and (BDX) | 0.0 | $0 | 233k | 0.00 | |
| Air Products & Chemicals (APD) | 0.0 | $0 | 55k | 0.00 | |
| McKesson Corporation (MCK) | 0.0 | $2.5k | 30k | 0.09 | |
| PerkinElmer (RVTY) | 0.0 | $4.4M | 150k | 29.47 | |
| Energizer Holdings | 0.0 | $0 | 85k | 0.00 | |
| NiSource (NI) | 0.0 | $3.7M | 146k | 25.48 | |
| AGCO Corporation (AGCO) | 0.0 | $0 | 23k | 0.00 | |
| Arrow Electronics (ARW) | 0.0 | $0 | 126k | 0.00 | |
| Shoe Carnival (SCVL) | 0.0 | $2.2M | 94k | 23.53 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $513.700000 | 5.5k | 0.09 | |
| Gartner (IT) | 0.0 | $0 | 101k | 0.00 | |
| Mentor Graphics Corporation | 0.0 | $7.6k | 487k | 0.02 | |
| Allstate Corporation (ALL) | 0.0 | $0 | 48k | 0.00 | |
| Amgen (AMGN) | 0.0 | $0 | 76k | 0.00 | |
| Aol | 0.0 | $0 | 71k | 0.00 | |
| Apple (AAPL) | 0.0 | $0 | 40k | 0.00 | |
| Baker Hughes Incorporated | 0.0 | $0 | 493k | 0.00 | |
| Capital One Financial (COF) | 0.0 | $0 | 341k | 0.00 | |
| Colgate-Palmolive Company (CL) | 0.0 | $0 | 14k | 0.00 | |
| ConocoPhillips (COP) | 0.0 | $0 | 104k | 0.00 | |
| Credit Suisse Group | 0.0 | $0 | 14k | 0.00 | |
| Domtar Corp | 0.0 | $0 | 65k | 0.00 | |
| Telefonaktiebolaget LM Ericsson (ERIC) | 0.0 | $0 | 75k | 0.00 | |
| Fluor Corporation (FLR) | 0.0 | $5.771800 | 58k | 0.00 | |
| Halliburton Company (HAL) | 0.0 | $0 | 128k | 0.00 | |
| Hess (HES) | 0.0 | $6.005700 | 60k | 0.00 | |
| Hewlett-Packard Company | 0.0 | $0 | 1.8M | 0.00 | |
| International Business Machines (IBM) | 0.0 | $9.1k | 44k | 0.21 | |
| Liberty Media | 0.0 | $5.2k | 284k | 0.02 | |
| Macy's (M) | 0.0 | $23k | 601k | 0.04 | |
| Merck & Co (MRK) | 0.0 | $61k | 1.4M | 0.05 | |
| News Corporation | 0.0 | $2.2M | 91k | 24.53 | |
| Nextera Energy (NEE) | 0.0 | $4.7M | 67k | 70.33 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $1.1M | 12k | 86.06 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $9.6M | 115k | 83.58 | |
| Procter & Gamble Company (PG) | 0.0 | $4.9M | 71k | 69.36 | |
| Royal Dutch Shell | 0.0 | $451k | 6.5k | 69.41 | |
| Schlumberger (SLB) | 0.0 | $26M | 361k | 72.33 | |
| Symantec Corporation | 0.0 | $14M | 791k | 18.00 | |
| Target Corporation (TGT) | 0.0 | $21M | 329k | 63.47 | |
| American Electric Power Company (AEP) | 0.0 | $0 | 79k | 0.00 | |
| Apollo | 0.0 | $0 | 46k | 0.00 | |
| Gap (GAP) | 0.0 | $0 | 97k | 0.00 | |
| Alleghany Corporation | 0.0 | $0 | 11k | 0.00 | |
| Ca | 0.0 | $0 | 162k | 0.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $43k | 815k | 0.05 | |
| Shinhan Financial (SHG) | 0.0 | $1.6M | 24k | 67.14 | |
| Biogen Idec (BIIB) | 0.0 | $0 | 8.3k | 0.00 | |
| Ford Motor Company (F) | 0.0 | $0 | 90k | 0.00 | |
| Exelon Corporation (EXC) | 0.0 | $0 | 27k | 0.00 | |
| Linear Technology Corporation | 0.0 | $449.885700 | 14k | 0.03 | |
| LSI Corporation | 0.0 | $3.2k | 466k | 0.01 | |
| Staples | 0.0 | $352k | 31k | 11.52 | |
| Dell | 0.0 | $0 | 3.5M | 0.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $0 | 172k | 0.00 | |
| Gilead Sciences (GILD) | 0.0 | $2.969900 | 30k | 0.00 | |
| Mbia (MBI) | 0.0 | $1.8k | 178k | 0.01 | |
| Dillard's (DDS) | 0.0 | $0 | 111k | 0.00 | |
| PG&E Corporation (PCG) | 0.0 | $3.5M | 83k | 42.67 | |
| Cnh Global | 0.0 | $0 | 93k | 0.00 | |
| EMC Corporation | 0.0 | $0 | 114k | 0.00 | |
| Henry Schein (HSIC) | 0.0 | $7.636500 | 76k | 0.00 | |
| Southern Company (SO) | 0.0 | $1.1M | 24k | 46.09 | |
| Murphy Oil Corporation (MUR) | 0.0 | $8.0k | 149k | 0.05 | |
| Accenture (ACN) | 0.0 | $0 | 13k | 0.00 | |
| General Dynamics Corporation (GD) | 0.0 | $34.751400 | 348k | 0.00 | |
| Lowe's Companies (LOW) | 0.0 | $1.4k | 45k | 0.03 | |
| SL Green Realty | 0.0 | $5.7M | 71k | 80.07 | |
| Cohen & Steers (CNS) | 0.0 | $0 | 53k | 0.00 | |
| Meadowbrook Insurance | 0.0 | $2.3k | 293k | 0.01 | |
| Clorox Company (CLX) | 0.0 | $0 | 289k | 0.00 | |
| Gannett | 0.0 | $0 | 935k | 0.00 | |
| Prudential Financial (PRU) | 0.0 | $3.5M | 65k | 54.51 | |
| Deluxe Corporation (DLX) | 0.0 | $0 | 220k | 0.00 | |
| Entertainment Properties Trust | 0.0 | $0 | 127k | 0.00 | |
| Monarch Casino & Resort (MCRI) | 0.0 | $1.5k | 172k | 0.01 | |
| ProAssurance Corporation (PRA) | 0.0 | $7.1M | 78k | 90.44 | |
| Montpelier Re Holdings/mrh | 0.0 | $3.2k | 147k | 0.02 | |
| Coinstar | 0.0 | $0 | 129k | 0.00 | |
| 0.0 | $14.624000 | 18k | 0.00 | ||
| Discovery Communications | 0.0 | $0 | 12k | 0.00 | |
| Dr Pepper Snapple | 0.0 | $0 | 119k | 0.00 | |
| AvalonBay Communities (AVB) | 0.0 | $0 | 9.5k | 0.00 | |
| Big Lots (BIGGQ) | 0.0 | $0 | 39k | 0.00 | |
| ConAgra Foods (CAG) | 0.0 | $0 | 293k | 0.00 | |
| PetroChina Company | 0.0 | $1.5M | 12k | 129.16 | |
| Energy Xxi | 0.0 | $0 | 19k | 0.00 | |
| NewMarket Corporation (NEU) | 0.0 | $10M | 42k | 246.48 | |
| PPL Corporation (PPL) | 0.0 | $16M | 544k | 29.05 | |
| Public Service Enterprise (PEG) | 0.0 | $16M | 502k | 32.18 | |
| Sempra Energy (SRE) | 0.0 | $2.2M | 34k | 64.49 | |
| Applied Materials (AMAT) | 0.0 | $0 | 161k | 0.00 | |
| GMX Resources | 0.0 | $0 | 924k | 0.00 | |
| Precision Castparts | 0.0 | $269k | 1.6k | 163.34 | |
| priceline.com Incorporated | 0.0 | $3.9M | 6.3k | 618.73 | |
| Aaron's | 0.0 | $0 | 137k | 0.00 | |
| Kennametal (KMT) | 0.0 | $18k | 475k | 0.04 | |
| Marathon Oil Corporation (MRO) | 0.0 | $2.7k | 90k | 0.03 | |
| Smithfield Foods | 0.0 | $3.5M | 177k | 19.65 | |
| Constellation Brands (STZ) | 0.0 | $0 | 182k | 0.00 | |
| Forest Laboratories | 0.0 | $0 | 66k | 0.00 | |
| HCC Insurance Holdings | 0.0 | $0 | 140k | 0.00 | |
| New York Times Company (NYT) | 0.0 | $1.8M | 185k | 9.76 | |
| Landstar System (LSTR) | 0.0 | $4.0k | 85k | 0.05 | |
| PICO Holdings | 0.0 | $1.7M | 75k | 22.82 | |
| Fair Isaac Corporation (FICO) | 0.0 | $0 | 143k | 0.00 | |
| Avis Budget (CAR) | 0.0 | $0 | 205k | 0.00 | |
| Calpine Corporation | 0.0 | $0 | 568k | 0.00 | |
| Delta Air Lines (DAL) | 0.0 | $0 | 2.7M | 0.00 | |
| Financial Institutions (FISI) | 0.0 | $0 | 132k | 0.00 | |
| Genes (GCO) | 0.0 | $4.969900 | 50k | 0.00 | |
| Magellan Health Services | 0.0 | $7.5k | 145k | 0.05 | |
| BOK Financial Corporation (BOKF) | 0.0 | $0 | 83k | 0.00 | |
| Brinker International (EAT) | 0.0 | $0 | 261k | 0.00 | |
| Darling International (DAR) | 0.0 | $0 | 366k | 0.00 | |
| Industrial SPDR (XLI) | 0.0 | $5.0k | 136k | 0.04 | |
| Juniper Networks (JNPR) | 0.0 | $498.824100 | 29k | 0.02 | |
| Invesco (IVZ) | 0.0 | $5.5k | 221k | 0.03 | |
| Lorillard | 0.0 | $18k | 156k | 0.12 | |
| Entergy Corporation (ETR) | 0.0 | $0 | 86k | 0.00 | |
| Equinix | 0.0 | $0 | 17k | 0.00 | |
| Broadcom Corporation | 0.0 | $0 | 172k | 0.00 | |
| CF Industries Holdings (CF) | 0.0 | $0 | 52k | 0.00 | |
| Cincinnati Bell | 0.0 | $0 | 355k | 0.00 | |
| Cogent Communications (CCOI) | 0.0 | $0 | 77k | 0.00 | |
| Companhia Paranaense de Energia | 0.0 | $0 | 55k | 0.00 | |
| Edison International (EIX) | 0.0 | $0 | 89k | 0.00 | |
| Humana (HUM) | 0.0 | $15k | 207k | 0.07 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $6.2k | 82k | 0.08 | |
| Kindred Healthcare | 0.0 | $2.6k | 229k | 0.01 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $2.1k | 200k | 0.01 | |
| Life Technologies | 0.0 | $3.1k | 64k | 0.05 | |
| Newpark Resources (NR) | 0.0 | $2.4M | 320k | 7.41 | |
| Old National Ban (ONB) | 0.0 | $1.9M | 139k | 13.61 | |
| Pericom Semiconductor | 0.0 | $1.7M | 201k | 8.69 | |
| RPC (RES) | 0.0 | $1.1M | 94k | 11.89 | |
| Rudolph Technologies | 0.0 | $2.3M | 220k | 10.50 | |
| Sauer-Danfoss | 0.0 | $2.0M | 49k | 40.21 | |
| Select Comfort | 0.0 | $2.0M | 63k | 31.55 | |
| Alaska Air (ALK) | 0.0 | $0 | 193k | 0.00 | |
| Blyth | 0.0 | $0 | 50k | 0.00 | |
| Brown Shoe Company | 0.0 | $0 | 106k | 0.00 | |
| Buckeye Technologies | 0.0 | $0 | 233k | 0.00 | |
| Cliffs Natural Resources | 0.0 | $0 | 128k | 0.00 | |
| Community Health Systems (CYH) | 0.0 | $0 | 795k | 0.00 | |
| Perry Ellis International | 0.0 | $1.9M | 86k | 22.05 | |
| EnerSys (ENS) | 0.0 | $0 | 260k | 0.00 | |
| Ez (EZPW) | 0.0 | $0 | 37k | 0.00 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $0 | 52k | 0.00 | |
| Huntsman Corporation (HUN) | 0.0 | $8.1k | 545k | 0.01 | |
| Lam Research Corporation (LRCX) | 0.0 | $3.9k | 123k | 0.03 | |
| Littelfuse (LFUS) | 0.0 | $2.8k | 50k | 0.06 | |
| Measurement Specialties | 0.0 | $1.8k | 53k | 0.03 | |
| Medicines Company | 0.0 | $2.3k | 90k | 0.03 | |
| Neenah Paper | 0.0 | $2.3M | 79k | 28.64 | |
| Oshkosh Corporation (OSK) | 0.0 | $10M | 380k | 27.43 | |
| Prosperity Bancshares (PB) | 0.0 | $8.3M | 196k | 42.62 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $6.4M | 123k | 52.35 | |
| Atlas Air Worldwide Holdings | 0.0 | $0 | 38k | 0.00 | |
| American Campus Communities | 0.0 | $0 | 142k | 0.00 | |
| Assured Guaranty (AGO) | 0.0 | $0 | 43k | 0.00 | |
| Atmos Energy Corporation (ATO) | 0.0 | $0 | 116k | 0.00 | |
| Acuity Brands (AYI) | 0.0 | $0 | 36k | 0.00 | |
| Berry Petroleum Company | 0.0 | $0 | 50k | 0.00 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.0 | $0 | 177k | 0.00 | |
| Celadon (CGIP) | 0.0 | $0 | 147k | 0.00 | |
| Chico's FAS | 0.0 | $0 | 306k | 0.00 | |
| Copa Holdings Sa-class A (CPA) | 0.0 | $0 | 656k | 0.00 | |
| Cirrus Logic (CRUS) | 0.0 | $0 | 111k | 0.00 | |
| Cooper Tire & Rubber Company | 0.0 | $0 | 103k | 0.00 | |
| Cyberonics | 0.0 | $0 | 46k | 0.00 | |
| DiamondRock Hospitality Company (DRH) | 0.0 | $0 | 220k | 0.00 | |
| DTE Energy Company (DTE) | 0.0 | $0 | 93k | 0.00 | |
| Education Realty Trust | 0.0 | $0 | 179k | 0.00 | |
| El Paso Electric Company | 0.0 | $0 | 225k | 0.00 | |
| First Community Bancshares (FCBC) | 0.0 | $0 | 151k | 0.00 | |
| Gardner Denver | 0.0 | $12.507500 | 125k | 0.00 | |
| Guess? (GES) | 0.0 | $0 | 157k | 0.00 | |
| GameStop (GME) | 0.0 | $0 | 440k | 0.00 | |
| Gulfport Energy Corporation | 0.0 | $0 | 65k | 0.00 | |
| Hanger Orthopedic | 0.0 | $0 | 93k | 0.00 | |
| Hi-Tech Pharmacal | 0.0 | $0 | 69k | 0.00 | |
| Hill-Rom Holdings | 0.0 | $0 | 166k | 0.00 | |
| Iconix Brand | 0.0 | $613.340000 | 34k | 0.02 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $14k | 310k | 0.04 | |
| Lithia Motors (LAD) | 0.0 | $2.0k | 60k | 0.03 | |
| LaSalle Hotel Properties | 0.0 | $2.5k | 95k | 0.03 | |
| L-3 Communications Holdings | 0.0 | $5.0k | 70k | 0.07 | |
| Southwest Airlines (LUV) | 0.0 | $1.6M | 183k | 8.77 | |
| LSB Industries (LXU) | 0.0 | $2.7k | 61k | 0.04 | |
| MetLife (MET) | 0.0 | $20k | 569k | 0.03 | |
| MarketAxess Holdings (MKTX) | 0.0 | $2.9k | 90k | 0.03 | |
| Nordson Corporation (NDSN) | 0.0 | $5.8M | 100k | 58.62 | |
| Noble Corporation Com Stk | 0.0 | $2.5M | 71k | 35.78 | |
| Oil States International (OIS) | 0.0 | $5.2M | 65k | 79.46 | |
| Plexus (PLXS) | 0.0 | $2.1M | 70k | 30.29 | |
| Parametric Technology | 0.0 | $6.3M | 288k | 21.80 | |
| Post Properties | 0.0 | $4.7M | 99k | 47.96 | |
| Stepan Company (SCL) | 0.0 | $1.8M | 19k | 96.12 | |
| Stone Energy Corporation | 0.0 | $2.3M | 90k | 25.12 | |
| Steven Madden (SHOO) | 0.0 | $4.6M | 105k | 43.72 | |
| Monotype Imaging Holdings | 0.0 | $852.352800 | 55k | 0.02 | |
| Cimarex Energy | 0.0 | $0 | 101k | 0.00 | |
| Alliant Techsystems | 0.0 | $0 | 50k | 0.00 | |
| Belden (BDC) | 0.0 | $0 | 73k | 0.00 | |
| Cubist Pharmaceuticals | 0.0 | $0 | 146k | 0.00 | |
| Celgene Corporation | 0.0 | $0 | 381k | 0.00 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $0 | 74k | 0.00 | |
| Energen Corporation | 0.0 | $0 | 94k | 0.00 | |
| Greenhill & Co | 0.0 | $4.908600 | 49k | 0.00 | |
| Heartland Payment Systems | 0.0 | $0 | 67k | 0.00 | |
| Jarden Corporation | 0.0 | $6.2k | 118k | 0.05 | |
| Jos. A. Bank Clothiers | 0.0 | $2.5k | 52k | 0.05 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $3.8k | 81k | 0.05 | |
| Lennox International (LII) | 0.0 | $4.5k | 92k | 0.05 | |
| OmniVision Technologies | 0.0 | $1.8M | 128k | 13.96 | |
| Provident Financial Services (PFS) | 0.0 | $1.9M | 119k | 15.79 | |
| Rockwood Holdings | 0.0 | $606k | 13k | 46.60 | |
| Riverbed Technology | 0.0 | $5.2M | 222k | 23.27 | |
| Applied Industrial Technologies (AIT) | 0.0 | $0 | 65k | 0.00 | |
| American States Water Company (AWR) | 0.0 | $0 | 38k | 0.00 | |
| Compania Cervecerias Unidas (CCU) | 0.0 | $0 | 598k | 0.00 | |
| Bancolombia (CIB) | 0.0 | $0 | 162k | 0.00 | |
| Cleco Corporation | 0.0 | $0 | 42k | 0.00 | |
| DXP Enterprises (DXPE) | 0.0 | $0 | 41k | 0.00 | |
| Extra Space Storage (EXR) | 0.0 | $0 | 77k | 0.00 | |
| F5 Networks (FFIV) | 0.0 | $1.160000 | 12k | 0.00 | |
| FirstMerit Corporation | 0.0 | $0 | 74k | 0.00 | |
| Home BancShares (HOMB) | 0.0 | $0 | 83k | 0.00 | |
| ICU Medical, Incorporated (ICUI) | 0.0 | $2.2k | 37k | 0.06 | |
| Kansas City Southern | 0.0 | $4.2k | 56k | 0.08 | |
| Portfolio Recovery Associates | 0.0 | $2.8M | 27k | 104.43 | |
| Tech Data Corporation | 0.0 | $3.3M | 73k | 45.30 | |
| Acorda Therapeutics | 0.0 | $0 | 77k | 0.00 | |
| Albemarle Corporation (ALB) | 0.0 | $0 | 78k | 0.00 | |
| Ametek (AME) | 0.0 | $0 | 295k | 0.00 | |
| Conn's (CONNQ) | 0.0 | $0 | 56k | 0.00 | |
| Ducommun Incorporated (DCO) | 0.0 | $0 | 81k | 0.00 | |
| Genomic Health | 0.0 | $0 | 56k | 0.00 | |
| NetGear (NTGR) | 0.0 | $3.1M | 82k | 38.14 | |
| Mitcham Industries | 0.0 | $1.6k | 101k | 0.02 | |
| Monmouth R.E. Inv | 0.0 | $1.7k | 152k | 0.01 | |
| Greenbrier Companies (GBX) | 0.0 | $0 | 135k | 0.00 | |
| National Health Investors (NHI) | 0.0 | $1.9M | 37k | 51.44 | |
| Materials SPDR (XLB) | 0.0 | $5.2k | 140k | 0.04 | |
| Navistar International Corporation | 0.0 | $333k | 16k | 21.09 | |
| Anika Therapeutics (ANIK) | 0.0 | $0 | 128k | 0.00 | |
| FEI Company | 0.0 | $11.620200 | 116k | 0.00 | |
| Mednax (MD) | 0.0 | $6.3k | 84k | 0.07 | |
| Rayonier (RYN) | 0.0 | $6.9M | 140k | 49.01 | |
| Nabors Industries | 0.0 | $17M | 1.2M | 14.03 | |
| Scripps Networks Interactive | 0.0 | $5.2M | 85k | 61.23 | |
| Entropic Communications | 0.0 | $0 | 317k | 0.00 | |
| Cloud Peak Energy | 0.0 | $0 | 146k | 0.00 | |
| Boston Properties (BXP) | 0.0 | $0 | 13k | 0.00 | |
| AECOM Technology Corporation (ACM) | 0.0 | $0 | 245k | 0.00 | |
| American International (AIG) | 0.0 | $0 | 76k | 0.00 | |
| iShares MSCI Brazil Index (EWZ) | 0.0 | $2.2k | 40k | 0.05 | |
| Signet Jewelers (SIG) | 0.0 | $6.2M | 128k | 48.76 | |
| Simon Property (SPG) | 0.0 | $3.3M | 22k | 151.81 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $672k | 30k | 22.21 | |
| Ebix (EBIXQ) | 0.0 | $0 | 116k | 0.00 | |
| Medidata Solutions | 0.0 | $1.9k | 47k | 0.04 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.0 | $4.7k | 79k | 0.06 | |
| iShares MSCI Taiwan Index | 0.0 | $3.6k | 272k | 0.01 | |
| Express | 0.0 | $0 | 151k | 0.00 | |
| Lakeland Financial Corporation (LKFN) | 0.0 | $2.4k | 87k | 0.03 | |
| Oasis Petroleum | 0.0 | $2.1M | 70k | 29.47 | |
| Avago Technologies | 0.0 | $0 | 220k | 0.00 | |
| Oritani Financial | 0.0 | $1.9M | 125k | 15.05 | |
| QEP Resources | 0.0 | $1.5M | 47k | 31.66 | |
| Hudson Pacific Properties (HPP) | 0.0 | $2.0k | 107k | 0.02 | |
| iShares MSCI Malaysia Index Fund | 0.0 | $53k | 3.6M | 0.01 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $34k | 540k | 0.06 | |
| iShares MSCI Thailand Index Fund (THD) | 0.0 | $65.112200 | 859.00 | 0.08 | |
| 8x8 (EGHT) | 0.0 | $0 | 307k | 0.00 | |
| Embraer S A (ERJ) | 0.0 | $0 | 32k | 0.00 | |
| Sabra Health Care REIT (SBRA) | 0.0 | $2.6M | 132k | 20.01 | |
| Industries N shs - a - (LYB) | 0.0 | $2.6k | 51k | 0.05 | |
| General Motors Company (GM) | 0.0 | $0 | 215k | 0.00 | |
| O'reilly Automotive (ORLY) | 0.0 | $4.9M | 58k | 83.62 | |
| PowerShares India Portfolio | 0.0 | $139k | 7.4k | 18.77 | |
| Chiquita Brands Intl Inc note 4.250% 8/1 | 0.0 | $0 | 3.0M | 0.00 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.0 | $259.980500 | 8.7k | 0.03 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $0 | 2.0M | 0.00 | |
| Market Vectors Poland ETF | 0.0 | $1.8k | 89k | 0.02 | |
| Huntington Ingalls Inds (HII) | 0.0 | $13k | 314k | 0.04 | |
| Hca Holdings (HCA) | 0.0 | $0 | 153k | 0.00 | |
| Hutchinson Technology Inc note 8.500% 1/1 | 0.0 | $1.2k | 2.0M | 0.00 | |
| Citigroup (C) | 0.0 | $0 | 630k | 0.00 | |
| Central European Media sr nt cv 5%15 | 0.0 | $0 | 2.0M | 0.00 | |
| Mosaic (MOS) | 0.0 | $2.2k | 39k | 0.06 | |
| Prologis (PLD) | 0.0 | $4.5M | 129k | 35.03 | |
| Hollyfrontier Corp | 0.0 | $0 | 137k | 0.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $0 | 216k | 0.00 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $0 | 216k | 0.00 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $1.2k | 22k | 0.05 | |
| Pvh Corporation (PVH) | 0.0 | $6.7M | 71k | 93.72 | |
| Us Concrete Inc sr secured | 0.0 | $8.5M | 8.0k | 1056.88 | |
| Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 | 0.0 | $400.000000 | 1.0M | 0.00 | |
| C&j Energy Services | 0.0 | $0 | 139k | 0.00 | |
| Astex Pharmaceuticals | 0.0 | $0 | 568k | 0.00 | |
| Alkermes (ALKS) | 0.0 | $0 | 128k | 0.00 | |
| Level 3 Communications | 0.0 | $15k | 661k | 0.02 | |
| Expedia (EXPE) | 0.0 | $14.595000 | 146k | 0.00 | |
| J Global (ZD) | 0.0 | $2.7k | 84k | 0.03 | |
| Delphi Automotive | 0.0 | $0 | 383k | 0.00 | |
| Hanmi Financial (HAFC) | 0.0 | $0 | 146k | 0.00 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $1.7k | 30k | 0.06 | |
| USD.01 Mannkind Corp sr unsecured | 0.0 | $1.2k | 2.0M | 0.00 | |
| Express Scripts Holding | 0.0 | $25.297800 | 253k | 0.00 | |
| Aon | 0.0 | $0 | 3.9k | 0.00 | |
| Nationstar Mortgage | 0.0 | $8.0M | 242k | 33.18 | |
| Harris Teeter Supermarkets | 0.0 | $0 | 151k | 0.00 | |
| Jaguar Mng Inc note 5.500% 3/3 | 0.0 | $4.6k | 7.6M | 0.00 | |
| Forum Energy Technolo | 0.0 | $0 | 77k | 0.00 | |
| Directv | 0.0 | $0 | 91k | 0.00 |
