Dynamic Capital Management

Dynamic Capital Management as of March 31, 2012

Portfolio Holdings for Dynamic Capital Management

Dynamic Capital Management holds 213 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
Baker Hughes Incorporated 3.6 $28M 656k 41.94
Halliburton Company (HAL) 2.9 $23M 678k 33.19
Intel Corporation (INTC) 2.6 $20M 714k 28.11
Anadarko Petroleum Corporation 2.6 $20M 253k 78.34
Schlumberger (SLB) 2.4 $19M 265k 69.93
Altria (MO) 2.2 $17M 552k 30.87
Nike (NKE) 2.1 $16M 148k 108.44
Microsoft Corporation (MSFT) 2.0 $15M 479k 32.26
Texas Instruments Incorporated (TXN) 2.0 $15M 454k 33.61
Occidental Petroleum Corporation (OXY) 1.8 $14M 142k 95.23
CVS Caremark Corporation (CVS) 1.7 $13M 295k 44.80
Dell 1.7 $13M 788k 16.59
Duke Energy Corporation 1.7 $13M 610k 21.01
Pepsi (PEP) 1.6 $13M 188k 66.35
Walt Disney Company (DIS) 1.5 $12M 270k 43.78
Target Corporation (TGT) 1.5 $12M 200k 58.27
Qualcomm (QCOM) 1.5 $12M 169k 68.06
EMC Corporation 1.4 $11M 375k 29.88
Charles Schwab Corporation (SCHW) 1.4 $11M 750k 14.37
Caterpillar (CAT) 1.4 $11M 100k 106.52
Emerson Electric (EMR) 1.4 $11M 202k 52.18
Applied Materials (AMAT) 1.3 $10M 812k 12.45
PNC Financial Services (PNC) 1.3 $9.9M 153k 64.49
Travelers Companies (TRV) 1.3 $9.8M 166k 59.20
Best Buy (BBY) 1.2 $9.6M 404k 23.68
Altera Corporation 1.2 $9.5M 240k 39.82
Chubb Corporation 1.2 $9.5M 137k 69.11
Corning Incorporated (GLW) 1.1 $8.8M 628k 14.08
Xilinx 1.1 $8.8M 241k 36.48
American Electric Power Company (AEP) 1.1 $8.7M 226k 38.58
Staples 1.1 $8.7M 540k 16.19
Walgreen Company 1.1 $8.2M 246k 33.49
Hess (HES) 1.1 $8.2M 140k 58.95
Merck & Co (MRK) 1.1 $8.2M 213k 38.40
AutoZone (AZO) 1.1 $8.2M 22k 371.81
Ford Motor Company (F) 1.0 $7.8M 628k 12.48
Safeway 1.0 $7.6M 377k 20.21
Motorola Solutions (MSI) 1.0 $7.4M 146k 50.83
Apple (AAPL) 0.9 $7.3M 12k 599.59
Symantec Corporation 0.9 $7.4M 395k 18.70
Union Pacific Corporation (UNP) 0.9 $7.2M 67k 107.47
Key (KEY) 0.9 $6.9M 811k 8.50
Parker-Hannifin Corporation (PH) 0.8 $6.6M 78k 84.55
Advanced Micro Devices (AMD) 0.8 $6.5M 807k 8.02
TJX Companies (TJX) 0.8 $6.4M 161k 39.71
Boeing Company (BA) 0.8 $6.3M 84k 74.37
Deere & Company (DE) 0.8 $6.2M 77k 80.90
Oracle Corporation (ORCL) 0.8 $6.2M 213k 29.16
Johnson Controls 0.8 $6.1M 187k 32.48
Harley-Davidson (HOG) 0.8 $6.0M 122k 49.08
Fifth Third Ban (FITB) 0.7 $5.5M 392k 14.04
Interpublic Group of Companies (IPG) 0.7 $5.3M 466k 11.41
McDonald's Corporation (MCD) 0.7 $5.2M 53k 98.11
Analog Devices (ADI) 0.7 $5.3M 131k 40.40
Dominion Resources (D) 0.7 $5.1M 100k 51.21
SYSCO Corporation (SYY) 0.7 $5.0M 168k 29.86
Tyco International Ltd S hs 0.7 $5.0M 89k 56.18
Paychex (PAYX) 0.6 $5.0M 160k 30.99
Linear Technology Corporation 0.6 $4.7M 139k 33.70
Comerica Incorporated (CMA) 0.6 $4.6M 141k 32.36
Entergy Corporation (ETR) 0.6 $4.5M 68k 67.20
Exelon Corporation (EXC) 0.6 $4.5M 114k 39.21
Citigroup (C) 0.6 $4.4M 121k 36.55
State Street Corporation (STT) 0.6 $4.2M 93k 45.50
SLM Corporation (SLM) 0.6 $4.2M 268k 15.76
Clorox Company (CLX) 0.6 $4.3M 62k 68.75
Bank of New York Mellon Corporation (BK) 0.5 $4.2M 172k 24.13
Adobe Systems Incorporated (ADBE) 0.5 $4.1M 120k 34.31
United Technologies Corporation 0.5 $4.1M 50k 82.94
Apache Corporation 0.5 $3.9M 39k 100.44
3M Company (MMM) 0.5 $3.8M 42k 89.21
Kroger (KR) 0.5 $3.8M 155k 24.23
Micron Technology (MU) 0.5 $3.5M 427k 8.09
Johnson & Johnson (JNJ) 0.4 $3.4M 52k 65.96
Electronic Arts (EA) 0.4 $3.3M 198k 16.48
LSI Corporation 0.4 $3.2M 370k 8.68
Pfizer (PFE) 0.4 $3.2M 141k 22.64
Hewlett-Packard Company 0.4 $3.1M 129k 23.83
Tenet Healthcare Corporation 0.4 $3.0M 564k 5.31
Wal-Mart Stores (WMT) 0.4 $3.0M 49k 61.19
Eaton Corporation 0.4 $3.0M 60k 49.84
Southern Company (SO) 0.4 $2.8M 63k 44.94
Novellus Systems 0.4 $2.8M 55k 49.91
Xl Group 0.3 $2.7M 124k 21.69
Newmont Mining Corporation (NEM) 0.3 $2.6M 50k 51.27
Progress Energy 0.3 $2.5M 46k 53.12
McGraw-Hill Companies 0.3 $2.4M 50k 48.46
Verizon Communications (VZ) 0.3 $2.3M 60k 38.23
Avon Products 0.3 $2.3M 117k 19.36
Southwest Airlines (LUV) 0.3 $2.3M 275k 8.24
Hershey Company (HSY) 0.3 $2.2M 36k 61.32
J.C. Penney Company 0.3 $2.1M 59k 35.43
General Mills (GIS) 0.3 $2.1M 54k 39.44
Suntrust Banks Inc $1.00 Par Cmn 0.3 $2.0M 84k 24.17
Computer Sciences Corporation 0.3 $2.0M 67k 29.94
Cintas Corporation (CTAS) 0.3 $2.0M 52k 39.12
Alcoa 0.2 $2.0M 195k 10.02
Colgate-Palmolive Company (CL) 0.2 $1.9M 19k 97.76
Biogen Idec (BIIB) 0.2 $1.8M 14k 126.01
Gap (GPS) 0.2 $1.7M 64k 26.14
Wendy's/arby's Group (WEN) 0.2 $1.7M 335k 5.01
Liz Claiborne 0.2 $1.6M 119k 13.36
Gannett 0.2 $1.7M 108k 15.33
Research In Motion 0.2 $1.6M 111k 14.70
Newell Rubbermaid (NWL) 0.2 $1.6M 88k 17.81
Limited Brands 0.2 $1.6M 32k 47.99
Genon Energy 0.2 $1.5M 733k 2.08
Xerox Corporation 0.2 $1.5M 184k 8.08
Lincoln National Corporation (LNC) 0.2 $1.4M 54k 26.37
Dow Chemical Company 0.2 $1.4M 40k 34.63
International Paper Company (IP) 0.2 $1.3M 38k 35.09
Public Service Enterprise (PEG) 0.2 $1.3M 42k 30.60
Sears Holdings Corporation 0.2 $1.2M 18k 66.26
Teradyne (TER) 0.1 $1.1M 66k 16.89
AFLAC Incorporated (AFL) 0.1 $1.1M 24k 46.00
PMC-Sierra 0.1 $1.1M 151k 7.23
Starwood Hotels & Resorts Worldwide 0.1 $1.1M 19k 56.42
KB Home (KBH) 0.1 $1.0M 116k 8.90
Finish Line 0.1 $1.0M 48k 21.22
Nucor Corporation (NUE) 0.1 $911k 21k 42.97
Human Genome Sciences 0.1 $841k 102k 8.24
FedEx Corporation (FDX) 0.1 $791k 8.6k 91.98
Home Depot (HD) 0.1 $742k 15k 50.29
Family Dollar Stores 0.1 $785k 12k 63.31
Partner Re 0.1 $808k 12k 67.90
NII Holdings 0.1 $802k 44k 18.31
Whirlpool Corporation (WHR) 0.1 $681k 8.9k 76.84
Weatherford International Lt reg 0.1 $686k 45k 15.10
Arch Coal 0.1 $622k 58k 10.71
Mbia (MBI) 0.1 $654k 67k 9.80
Quicksilver Resources 0.1 $582k 115k 5.04
Collective Brands 0.1 $590k 30k 19.67
Tesoro Corporation 0.1 $639k 24k 26.85
Comcast Corporation (CMCSA) 0.1 $505k 17k 30.03
Stone Energy Corporation 0.1 $518k 18k 28.62
Peabody Energy Corporation 0.1 $449k 16k 28.97
Supervalu 0.1 $455k 80k 5.71
Campbell Soup Company (CPB) 0.1 $501k 15k 33.85
Goodyear Tire & Rubber Company (GT) 0.1 $427k 38k 11.23
Total (TTE) 0.1 $445k 8.7k 51.15
Sina Corporation 0.1 $429k 6.6k 65.00
Cisco Systems (CSCO) 0.1 $410k 19k 21.16
V.F. Corporation (VFC) 0.1 $365k 2.5k 146.00
Weight Watchers International 0.1 $417k 5.4k 77.22
Omnicare 0.1 $388k 11k 35.60
Valero Energy Corporation (VLO) 0.1 $417k 16k 25.74
Pioneer Natural Resources (PXD) 0.1 $424k 3.8k 111.58
Southwestern Energy Company (SWN) 0.1 $364k 12k 30.59
Hecla Mining Company (HL) 0.1 $363k 79k 4.62
Jabil Circuit (JBL) 0.1 $362k 14k 25.14
Terex Corporation (TEX) 0.1 $371k 17k 22.48
Alliant Techsystems 0.1 $381k 7.6k 50.13
Harmony Gold Mining (HMY) 0.1 $355k 33k 10.92
ING Groep (ING) 0.1 $348k 42k 8.33
Fomento Economico Mexicano SAB (FMX) 0.0 $288k 3.5k 82.29
Forest Oil Corporation 0.0 $296k 24k 12.14
NVIDIA Corporation (NVDA) 0.0 $309k 20k 15.37
R.R. Donnelley & Sons Company 0.0 $271k 22k 12.37
Avery Dennison Corporation (AVY) 0.0 $286k 9.5k 30.11
Nokia Corporation (NOK) 0.0 $339k 62k 5.49
DeVry 0.0 $274k 8.1k 33.83
Newfield Exploration 0.0 $316k 9.1k 34.73
Frontier Communications 0.0 $338k 81k 4.17
Chesapeake Energy Corporation 0.0 $324k 14k 23.14
Kinross Gold Corp (KGC) 0.0 $303k 31k 9.77
Veeco Instruments (VECO) 0.0 $320k 11k 28.60
Joy Global 0.0 $235k 3.2k 73.44
MGIC Investment (MTG) 0.0 $206k 42k 4.95
Cerner Corporation 0.0 $221k 2.9k 76.21
Coach 0.0 $209k 2.7k 77.41
Cummins (CMI) 0.0 $216k 1.8k 120.00
Suno 0.0 $237k 6.2k 38.23
SVB Financial (SIVBQ) 0.0 $219k 3.4k 64.41
Cadence Design Systems (CDNS) 0.0 $266k 23k 11.82
Health Management Associates 0.0 $224k 33k 6.71
AGCO Corporation (AGCO) 0.0 $203k 4.3k 47.21
Macy's (M) 0.0 $215k 5.4k 39.81
Encana Corp 0.0 $252k 13k 19.69
KT Corporation (KT) 0.0 $196k 14k 13.71
Lexmark International 0.0 $226k 6.8k 33.24
Jacobs Engineering 0.0 $213k 4.8k 44.38
USG Corporation 0.0 $196k 11k 17.19
WMS Industries 0.0 $254k 11k 23.74
D.R. Horton (DHI) 0.0 $250k 17k 15.15
Standard Pacific 0.0 $263k 59k 4.46
Janus Capital 0.0 $237k 27k 8.89
Patterson-UTI Energy (PTEN) 0.0 $216k 13k 17.28
Netflix (NFLX) 0.0 $230k 2.0k 115.00
Take-Two Interactive Software (TTWO) 0.0 $235k 15k 15.36
ValueClick 0.0 $221k 11k 19.73
Cablevision Systems Corporation 0.0 $198k 14k 14.67
Brinker International (EAT) 0.0 $251k 9.1k 27.58
Louisiana-Pacific Corporation (LPX) 0.0 $221k 24k 9.36
American Capital 0.0 $226k 26k 8.69
Seagate Technology Com Stk 0.0 $229k 8.5k 26.94
Community Health Systems (CYH) 0.0 $218k 9.8k 22.24
Helix Energy Solutions (HLX) 0.0 $215k 12k 17.77
Rowan Companies 0.0 $204k 6.2k 32.90
Rovi Corporation 0.0 $202k 6.2k 32.58
Cree 0.0 $244k 7.7k 31.69
MGM Resorts International. (MGM) 0.0 $253k 19k 13.60
Panera Bread Company 0.0 $225k 1.4k 160.71
United States Steel Corporation (X) 0.0 $258k 8.8k 29.32
EQT Corporation (EQT) 0.0 $200k 4.2k 48.17
Tellabs 0.0 $122k 30k 4.05
Tele Norte Leste Participacoes SA 0.0 $127k 11k 11.34
Mentor Graphics Corporation 0.0 $186k 13k 14.88
Monster Worldwide 0.0 $152k 16k 9.74
Chico's FAS 0.0 $180k 12k 15.13
RF Micro Devices 0.0 $140k 28k 4.99
Boston Scientific Corporation (BSX) 0.0 $82k 14k 5.99
First Horizon National Corporation (FHN) 0.0 $107k 10k 10.35
Brocade Communications Systems 0.0 $58k 10k 5.80