Dark
Light
System
Institutional Investment Manager
DUPONT CAPITAL MANAGEMENT CORP
DUPONT CAPITAL MANAGEMENT CORP (CIK: 0001128251) incorporated in Delaware, located at 1000 N West Street, 9th Floor, Wilmington, DE. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q4)
Portfolio Summary: 805 holdings with a total value of $4,470,153,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 TRAVELERS COMPANIES INC 47,876 5,861,000 0.13%
152 APPLIED MATLS INC 177,902 5,741,000 0.13%
153 MINERALS TECHNOLOGIES INC 74,055 5,721,000 0.13%
154 ALTRIA GROUP INC 83,906 5,674,000 0.13%
155 PACKAGING CORP AMER 66,526 5,643,000 0.13%
156 FIFTH THIRD BANCORP 207,203 5,588,000 0.13%
157 EVEREST RE GROUP LTD 25,766 5,576,000 0.12%
158 PACWEST BANCORP DEL COM 98,823 5,380,000 0.12%
159 POSCO 101,226 5,319,000 0.12%
160 AMC NETWORKS INC CL A 101,454 5,310,000 0.12%
161 SASOL LTD 185,601 5,306,000 0.12%
162 CINTAS CORP 45,872 5,301,000 0.12%
163 ANTHEM INC 36,426 5,237,000 0.12%
164 F5 NETWORKS INC 36,164 5,234,000 0.12%
165 SNAP ON INC 30,421 5,210,000 0.12%
166 DR PEPPER SNAPPLE GROUP INC 56,814 5,151,000 0.12%
167 INGREDION INC 40,951 5,117,000 0.11%
168 ARROW ELECTRONICS 71,393 5,090,000 0.11%
169 AFFILIATED MANAGERS GROUP 34,886 5,069,000 0.11%
170 EAST WEST BANCORP INC 99,251 5,045,000 0.11%
171 FIRSTENERGY CORP 162,894 5,045,000 0.11%
172 W P CAREY INC 83,560 4,938,000 0.11%
173 KRAFT HEINZ CO 55,080 4,810,000 0.11%
174 PROSPERITY BANCSHARES INC 66,963 4,807,000 0.11%
175 WHITEWAVE FOODS CO 85,717 4,766,000 0.11%
176 ESSEX PPTY TR INC 20,014 4,653,000 0.10%
177 CRANE CO 63,453 4,576,000 0.10%
178 ARRIS INTL INC 151,854 4,575,000 0.10%
179 EXPRESS SCRIPTS HLDG CO 65,859 4,530,000 0.10%
180 DISCOVERY COMMUNICATNS NEW 165,203 4,528,000 0.10%
181 DOW CHEM CO 79,018 4,521,000 0.10%
182 GOODYEAR TIRE & RUBR CO 144,362 4,456,000 0.10%
183 CUMMINS INC 32,315 4,416,000 0.10%
184 CIRRUS LOGIC INC 77,930 4,406,000 0.10%
185 HOSPITALITY PPTYS TR 138,580 4,399,000 0.10%
186 AVALONBAY COMM 24,822 4,397,000 0.10%
187 FORTUNE BRANDS HOME & SEC IN 81,646 4,365,000 0.10%
188 WORTHINGTON INDS INC 91,458 4,339,000 0.10%
189 MICHAEL KORS HLDGS LTD 99,659 4,283,000 0.10%
190 STEEL DYNAMICS INC 118,808 4,227,000 0.09%
191 AMERICAN ELEC PWR INC 66,949 4,215,000 0.09%
192 Aaron's Inc 130,254 4,167,000 0.09%
193 SYSCO CORP 74,987 4,152,000 0.09%
194 CARLISLE COS INC 37,222 4,105,000 0.09%
195 UNITED RENTALS INC 38,730 4,089,000 0.09%
196 BLOCK H & R INC 176,828 4,065,000 0.09%
197 HELMERICH & PAYNE INC 51,582 3,992,000 0.09%
198 LOWES COS INC 55,954 3,979,000 0.09%
199 HANOVER INS GROUP INC 43,638 3,971,000 0.09%
200 CELANESE CORP DEL 50,007 3,938,000 0.09%
Page 4 of 17

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-17-003138, filed 2017.01.27).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.