Dynamic Capital Management

Dynamic Capital Management as of Sept. 30, 2011

Portfolio Holdings for Dynamic Capital Management

Dynamic Capital Management holds 250 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apache Corporation 3.5 $18M 225k 80.24
Baker Hughes Incorporated 3.4 $18M 387k 46.15
EOG Resources (EOG) 2.5 $13M 183k 71.01
Halliburton Company (HAL) 2.3 $12M 387k 30.52
Applied Materials (AMAT) 2.0 $11M 1.0M 10.35
Altera Corporation 2.0 $10M 326k 31.53
Dow Chemical Company 2.0 $10M 457k 22.46
E.I. du Pont de Nemours & Company 1.8 $9.5M 238k 39.97
Deere & Company (DE) 1.8 $9.5M 148k 64.57
St. Jude Medical 1.8 $9.2M 255k 36.19
Schlumberger (SLB) 1.8 $9.1M 153k 59.73
Xilinx 1.7 $9.0M 327k 27.44
Marathon Oil Corporation (MRO) 1.7 $8.9M 411k 21.58
Occidental Petroleum Corporation (OXY) 1.7 $8.9M 124k 71.50
Alcoa 1.7 $8.7M 914k 9.57
Ingersoll-rand Co Ltd-cl A 1.7 $8.8M 312k 28.09
Altria (MO) 1.6 $8.1M 303k 26.81
Micron Technology (MU) 1.6 $8.1M 1.6M 5.04
Coca-Cola Company (KO) 1.5 $8.1M 119k 67.56
McDonald's Corporation (MCD) 1.5 $8.0M 91k 87.82
Union Pacific Corporation (UNP) 1.5 $8.0M 97k 81.67
Devon Energy Corporation (DVN) 1.4 $7.4M 133k 55.44
Comerica Incorporated (CMA) 1.2 $6.4M 279k 22.97
Apple (AAPL) 1.2 $6.1M 16k 381.32
Caterpillar (CAT) 1.1 $5.6M 76k 73.84
Advanced Micro Devices (AMD) 1.0 $5.4M 1.1M 5.08
International Paper Company (IP) 1.0 $5.3M 227k 23.25
Emerson Electric (EMR) 1.0 $5.2M 126k 41.31
Aetna 1.0 $5.1M 141k 36.34
TJX Companies (TJX) 1.0 $5.1M 92k 55.47
AutoZone (AZO) 0.9 $4.9M 15k 319.22
Lincoln National Corporation (LNC) 0.9 $4.6M 294k 15.63
Biogen Idec (BIIB) 0.9 $4.6M 49k 93.15
Johnson Controls 0.9 $4.5M 171k 26.37
3M Company (MMM) 0.8 $4.2M 58k 71.80
Weyerhaeuser Company (WY) 0.8 $4.0M 260k 15.55
Electronic Arts (EA) 0.7 $3.8M 187k 20.45
Fiserv (FI) 0.7 $3.5M 68k 50.77
CVS Caremark Corporation (CVS) 0.7 $3.4M 101k 33.59
Danaher Corporation (DHR) 0.6 $3.2M 77k 41.94
Avon Products 0.6 $3.1M 158k 19.60
Xerox Corporation 0.6 $3.1M 444k 6.97
LSI Corporation 0.6 $3.1M 596k 5.18
Bank of America Corporation (BAC) 0.6 $3.0M 488k 6.12
Suntrust Banks Inc $1.00 Par Cmn 0.6 $3.0M 165k 17.95
Nike (NKE) 0.6 $3.0M 35k 85.50
Tenet Healthcare Corporation 0.5 $2.8M 690k 4.11
CIGNA Corporation 0.5 $2.8M 66k 41.94
McGraw-Hill Companies 0.5 $2.7M 65k 41.00
Automatic Data Processing (ADP) 0.5 $2.6M 55k 47.16
Walgreen Company 0.5 $2.6M 78k 32.89
Williams Companies (WMB) 0.5 $2.6M 106k 24.34
Teradyne (TER) 0.5 $2.5M 232k 11.01
Pulte (PHM) 0.5 $2.3M 594k 3.95
Corning Incorporated (GLW) 0.4 $2.3M 186k 12.36
priceline.com Incorporated 0.4 $2.3M 5.1k 449.41
Qualcomm (QCOM) 0.4 $2.3M 46k 48.62
Tidewater 0.4 $2.1M 50k 42.06
Potash Corp. Of Saskatchewan I 0.4 $2.1M 48k 43.22
Cintas Corporation (CTAS) 0.4 $2.1M 75k 28.14
Wynn Resorts (WYNN) 0.4 $2.1M 18k 115.08
American Capital 0.4 $2.1M 304k 6.82
Safeway 0.4 $2.0M 121k 16.63
Kroger (KR) 0.4 $2.0M 90k 21.96
Starwood Hotels & Resorts Worldwide 0.4 $2.0M 51k 38.81
Home Depot (HD) 0.4 $1.9M 59k 32.87
FedEx Corporation (FDX) 0.4 $1.9M 28k 67.70
Sara Lee 0.4 $1.9M 116k 16.35
Forest Laboratories 0.3 $1.8M 59k 30.79
NII Holdings 0.3 $1.8M 68k 26.95
Staples 0.3 $1.8M 135k 13.30
Citigroup (C) 0.3 $1.8M 70k 25.61
Eaton Corporation 0.3 $1.7M 48k 35.50
Walt Disney Company (DIS) 0.3 $1.7M 55k 30.16
Tiffany & Co. 0.3 $1.7M 28k 60.82
Peabody Energy Corporation 0.3 $1.6M 48k 33.89
Fossil 0.3 $1.6M 20k 81.07
UnitedHealth (UNH) 0.3 $1.6M 35k 46.12
Bank of New York Mellon Corporation (BK) 0.3 $1.6M 84k 18.59
CSX Corporation (CSX) 0.3 $1.6M 85k 18.67
Illinois Tool Works (ITW) 0.3 $1.6M 38k 41.59
Key (KEY) 0.3 $1.6M 262k 5.93
Newell Rubbermaid (NWL) 0.3 $1.5M 130k 11.87
Netflix (NFLX) 0.3 $1.5M 13k 113.26
Hecla Mining Company (HL) 0.3 $1.5M 282k 5.36
Weatherford International Lt reg 0.3 $1.5M 125k 12.21
Charles Schwab Corporation (SCHW) 0.3 $1.5M 131k 11.27
Fluor Corporation (FLR) 0.3 $1.5M 32k 46.55
Freeport-McMoRan Copper & Gold (FCX) 0.3 $1.5M 48k 30.46
Coeur d'Alene Mines Corporation (CDE) 0.3 $1.5M 69k 21.44
Limited Brands 0.3 $1.4M 37k 38.51
Cemex SAB de CV (CX) 0.3 $1.4M 453k 3.16
Tyco International Ltd S hs 0.3 $1.4M 34k 40.76
Sohu 0.3 $1.4M 29k 48.20
Cliffs Natural Resources 0.3 $1.4M 28k 51.17
Best Buy (BBY) 0.3 $1.3M 58k 23.30
Masco Corporation (MAS) 0.3 $1.4M 192k 7.12
Mylan 0.2 $1.3M 79k 16.98
Suno 0.2 $1.3M 41k 31.00
Patterson-UTI Energy (PTEN) 0.2 $1.3M 73k 17.35
Sina Corporation 0.2 $1.3M 18k 71.59
Rowan Companies 0.2 $1.3M 42k 30.19
Joy Global 0.2 $1.2M 19k 62.40
Forest Oil Corporation 0.2 $1.2M 83k 14.40
Vishay Intertechnology (VSH) 0.2 $1.2M 141k 8.36
National-Oilwell Var 0.2 $1.2M 23k 51.20
Express Scripts 0.2 $1.2M 32k 37.07
Veeco Instruments (VECO) 0.2 $1.2M 49k 24.40
Transocean (RIG) 0.2 $1.1M 24k 47.74
Apartment Investment and Management 0.2 $1.1M 52k 22.12
Rio Tinto (RIO) 0.2 $1.2M 27k 44.10
Encana Corp 0.2 $1.2M 60k 19.20
Research In Motion 0.2 $1.1M 56k 20.30
InterDigital (IDCC) 0.2 $1.2M 25k 46.58
Cameron International Corporation 0.2 $1.1M 27k 41.54
CBL & Associates Properties 0.2 $1.1M 101k 11.36
Ens 0.2 $1.1M 27k 40.41
DaVita (DVA) 0.2 $1.1M 18k 62.67
General Mills (GIS) 0.2 $1.1M 28k 38.49
Chesapeake Energy Corporation 0.2 $1.1M 44k 25.56
Paccar (PCAR) 0.2 $1.1M 32k 33.82
Cree 0.2 $1.1M 43k 25.98
American International (AIG) 0.2 $1.1M 50k 21.96
Valero Energy Corporation (VLO) 0.2 $1.0M 58k 17.79
AGCO Corporation (AGCO) 0.2 $1.0M 30k 34.57
Colgate-Palmolive Company (CL) 0.2 $1.0M 12k 88.64
Hewlett-Packard Company 0.2 $1.1M 48k 22.44
Ca 0.2 $1.1M 55k 19.42
Juniper Networks (JNPR) 0.2 $1.1M 61k 17.26
Fairchild Semiconductor International 0.2 $1.1M 99k 10.80
j2 Global Communications 0.2 $1.0M 39k 26.91
Stone Energy Corporation 0.2 $1.0M 65k 16.22
Terex Corporation (TEX) 0.2 $1.0M 102k 10.26
Skyworks Solutions (SWKS) 0.2 $1.1M 60k 17.97
Arch Coal 0.2 $1.0M 70k 14.58
Adtran 0.2 $976k 37k 26.47
Vale (VALE) 0.2 $953k 42k 22.80
Chico's FAS 0.2 $940k 82k 11.43
Udr (UDR) 0.2 $930k 42k 22.14
Mobile TeleSystems OJSC 0.2 $910k 74k 12.30
Whirlpool Corporation (WHR) 0.2 $893k 18k 49.89
NetEase (NTES) 0.2 $904k 24k 38.16
CONSOL Energy 0.2 $886k 26k 33.95
E TRADE Financial Corporation 0.2 $850k 93k 9.11
AutoNation (AN) 0.2 $816k 25k 32.77
International Business Machines (IBM) 0.2 $822k 4.7k 174.89
Pos (PKX) 0.2 $859k 11k 76.02
Estee Lauder Companies (EL) 0.2 $817k 9.3k 87.85
Essex Property Trust (ESS) 0.2 $824k 6.9k 120.03
OmniVision Technologies 0.2 $854k 61k 14.05
Pan American Silver Corp Can (PAAS) 0.2 $837k 31k 26.76
Kinross Gold Corp (KGC) 0.2 $850k 58k 14.77
Wendy's/arby's Group (WEN) 0.2 $831k 181k 4.59
Petroleo Brasileiro SA (PBR) 0.1 $799k 36k 22.44
Carnival Corporation (CCL) 0.1 $782k 26k 30.31
FMC Technologies 0.1 $763k 20k 37.59
NVIDIA Corporation (NVDA) 0.1 $778k 62k 12.51
Vulcan Materials Company (VMC) 0.1 $783k 28k 27.57
Harmony Gold Mining (HMY) 0.1 $759k 65k 11.74
EQT Corporation (EQT) 0.1 $806k 15k 53.38
Hasbro (HAS) 0.1 $740k 23k 32.60
Ryder System (R) 0.1 $716k 19k 37.50
Harman International Industries 0.1 $712k 25k 28.59
Vornado Realty Trust (VNO) 0.1 $709k 9.5k 74.63
Quicksilver Resources 0.1 $711k 94k 7.58
Helix Energy Solutions (HLX) 0.1 $711k 54k 13.09
MGM Resorts International. (MGM) 0.1 $744k 80k 9.29
Poly 0.1 $729k 40k 18.36
Boston Properties (BXP) 0.1 $748k 8.4k 89.05
Diamond Offshore Drilling 0.1 $690k 13k 54.76
Petroleo Brasileiro SA (PBR.A) 0.1 $655k 32k 20.73
Harris Corporation 0.1 $670k 20k 34.18
Newfield Exploration 0.1 $706k 18k 39.66
Steel Dynamics (STLD) 0.1 $702k 71k 9.92
Coach 0.1 $643k 12k 51.85
Franklin Resources (BEN) 0.1 $603k 6.3k 95.71
Interpublic Group of Companies (IPG) 0.1 $645k 90k 7.20
Pepsi (PEP) 0.1 $607k 9.8k 61.94
AvalonBay Communities (AVB) 0.1 $650k 5.7k 114.04
Packaging Corporation of America (PKG) 0.1 $554k 24k 23.31
Pier 1 Imports 0.1 $551k 56k 9.79
AngloGold Ashanti 0.1 $579k 14k 41.36
eBay (EBAY) 0.1 $590k 20k 29.50
ITT Educational Services (ESINQ) 0.1 $553k 9.6k 57.60
Pioneer Natural Resources (PXD) 0.1 $585k 8.9k 65.73
AMERIGROUP Corporation 0.1 $573k 15k 38.98
BHP Billiton (BHP) 0.1 $591k 8.9k 66.40
United States Steel Corporation (X) 0.1 $583k 27k 22.00
Allegheny Technologies Incorporated (ATI) 0.1 $562k 15k 36.97
Jones Group 0.1 $584k 64k 9.20
Cummins (CMI) 0.1 $530k 6.5k 81.71
Nu Skin Enterprises (NUS) 0.1 $500k 12k 40.50
Target Corporation (TGT) 0.1 $535k 11k 49.08
Frontier Communications 0.1 $520k 85k 6.11
Owens-Illinois 0.1 $534k 35k 15.12
Zions Bancorporation (ZION) 0.1 $545k 39k 14.08
Public Storage (PSA) 0.1 $445k 4.0k 111.25
Gold Fields (GFI) 0.1 $464k 30k 15.33
Marsh & McLennan Companies (MMC) 0.1 $491k 19k 26.54
Ford Motor Company (F) 0.1 $490k 51k 9.66
Tesoro Corporation 0.1 $446k 23k 19.48
TiVo 0.1 $449k 48k 9.33
Genon Energy 0.1 $458k 165k 2.78
Barrick Gold Corp (GOLD) 0.1 $434k 9.3k 46.67
MGIC Investment (MTG) 0.1 $427k 228k 1.87
IDEXX Laboratories (IDXX) 0.1 $441k 6.4k 68.91
Noble Energy 0.1 $404k 5.7k 70.86
Adobe Systems Incorporated (ADBE) 0.1 $438k 18k 24.15
Harley-Davidson (HOG) 0.1 $402k 12k 34.36
Apollo 0.1 $420k 11k 39.62
Southwestern Energy Company (SWN) 0.1 $400k 12k 33.33
Oshkosh Corporation (OSK) 0.1 $427k 27k 15.76
Annaly Capital Management 0.1 $343k 21k 16.65
Regions Financial Corporation (RF) 0.1 $384k 115k 3.33
Computer Sciences Corporation 0.1 $387k 14k 26.88
Lexmark International 0.1 $389k 14k 27.01
Murphy Oil Corporation (MUR) 0.1 $388k 8.8k 44.11
Goldcorp 0.1 $379k 8.3k 45.66
Celgene Corporation 0.1 $378k 6.1k 61.97
United Therapeutics Corporation (UTHR) 0.1 $366k 9.8k 37.51
Stanley Black & Decker (SWK) 0.1 $324k 6.6k 49.09
Equity Residential (EQR) 0.1 $337k 6.5k 51.85
Omnicare 0.1 $289k 11k 25.39
Jefferies 0.1 $340k 27k 12.42
Ashland 0.1 $327k 7.4k 44.19
Panera Bread Company 0.1 $291k 2.8k 103.93
Urban Outfitters (URBN) 0.1 $330k 15k 22.30
Telefonos de Mexico 0.1 $302k 20k 14.95
Prologis (PLD) 0.1 $289k 12k 24.29
Microsoft Corporation (MSFT) 0.1 $264k 11k 24.91
Monsanto Company 0.1 $240k 4.0k 60.00
CarMax (KMX) 0.1 $265k 11k 23.87
SVB Financial (SIVBQ) 0.1 $254k 6.9k 36.99
Lamar Advertising Company 0.1 $243k 14k 17.04
Parker-Hannifin Corporation (PH) 0.1 $246k 3.9k 63.08
Yahoo! 0.1 $254k 19k 13.16
Cablevision Systems Corporation 0.1 $264k 17k 15.71
Seagate Technology Com Stk 0.1 $240k 23k 10.28
SPX Corporation 0.1 $276k 6.1k 45.25
Ball Corporation (BALL) 0.1 $282k 9.1k 30.99
Sealed Air (SEE) 0.0 $194k 12k 16.69
Western Digital (WDC) 0.0 $201k 7.8k 25.77
Universal Health Services (UHS) 0.0 $214k 6.3k 33.97
Humana (HUM) 0.0 $233k 3.2k 72.81
Liberty Property Trust 0.0 $233k 8.0k 29.12
Valeant Pharmaceuticals Int 0.0 $218k 5.9k 37.09
Aeropostale 0.0 $150k 14k 10.78
Office Depot 0.0 $107k 52k 2.05
PMC-Sierra 0.0 $82k 14k 5.99
AU Optronics 0.0 $56k 14k 3.94