DuPont Capital Management Corporation

Dupont Capital Management as of Dec. 31, 2015

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 635 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 16.0 $664M 10M 66.60
Vanguard S&p 500 Etf idx (VOO) 4.9 $202M 1.1M 186.93
Apple (AAPL) 1.7 $69M 653k 105.26
iShares MSCI Japan Index 1.7 $69M 5.7M 12.12
Microsoft Corporation (MSFT) 1.4 $57M 1.0M 55.48
Alphabet Inc Class C cs (GOOG) 1.2 $50M 65k 758.88
JPMorgan Chase & Co. (JPM) 1.1 $47M 712k 66.03
Citigroup (C) 1.0 $42M 820k 51.75
Exxon Mobil Corporation (XOM) 0.9 $39M 505k 77.95
NetEase (NTES) 0.9 $37M 205k 181.24
Pfizer (PFE) 0.9 $37M 1.1M 32.28
Gilead Sciences (GILD) 0.9 $36M 356k 101.19
Taiwan Semiconductor Mfg (TSM) 0.8 $35M 1.5M 22.75
iShares MSCI Hong Kong Index Fund (EWH) 0.8 $35M 1.7M 19.82
iShares MSCI Australia Index Fund (EWA) 0.8 $34M 1.8M 18.96
Amazon (AMZN) 0.8 $33M 49k 675.90
Cisco Systems (CSCO) 0.8 $32M 1.2M 27.15
Delta Air Lines (DAL) 0.7 $30M 598k 50.69
Autoliv (ALV) 0.7 $28M 225k 124.77
Comcast Corporation (CMCSA) 0.7 $27M 482k 56.43
American International (AIG) 0.7 $27M 440k 61.97
Allergan 0.7 $27M 88k 312.50
Procter & Gamble Company (PG) 0.6 $27M 334k 79.41
Walt Disney Company (DIS) 0.6 $26M 249k 105.08
Johnson & Johnson (JNJ) 0.6 $26M 249k 102.72
iShares MSCI Emerging Markets Indx (EEM) 0.6 $25M 780k 32.19
Home Depot (HD) 0.6 $25M 188k 132.25
Schlumberger (SLB) 0.6 $25M 354k 69.75
Capital One Financial (COF) 0.6 $24M 331k 72.18
Merck & Co (MRK) 0.6 $24M 450k 52.82
Wells Fargo & Company (WFC) 0.6 $23M 423k 54.36
Ryanair Holdings (RYAAY) 0.6 $23M 268k 86.46
Verizon Communications (VZ) 0.5 $22M 481k 46.22
UnitedHealth (UNH) 0.5 $21M 180k 117.64
Oracle Corporation (ORCL) 0.5 $21M 582k 36.53
Facebook Inc cl a (META) 0.5 $21M 201k 104.66
Intel Corporation (INTC) 0.5 $20M 571k 34.45
Occidental Petroleum Corporation (OXY) 0.5 $19M 288k 67.61
MetLife (MET) 0.5 $19M 403k 48.21
At&t (T) 0.5 $19M 552k 34.41
Cemex SAB de CV (CX) 0.5 $19M 3.3M 5.57
Celgene Corporation 0.5 $19M 155k 119.76
Goldman Sachs (GS) 0.4 $18M 102k 180.23
Pepsi (PEP) 0.4 $18M 182k 99.92
Coca-Cola Company (KO) 0.4 $18M 411k 42.96
General Electric Company 0.4 $17M 550k 31.15
CVS Caremark Corporation (CVS) 0.4 $17M 174k 97.77
Visa (V) 0.4 $17M 218k 77.55
Medtronic (MDT) 0.4 $17M 220k 76.92
Boeing Company (BA) 0.4 $16M 113k 144.59
Amgen (AMGN) 0.4 $16M 100k 162.33
Target Corporation (TGT) 0.4 $16M 222k 72.61
Hess (HES) 0.4 $16M 327k 48.48
Chevron Corporation (CVX) 0.4 $16M 173k 89.96
U.s. Concrete Inc Cmn 0.4 $16M 295k 52.66
Honeywell International (HON) 0.4 $15M 143k 103.57
Mondelez Int (MDLZ) 0.4 $15M 332k 44.84
McDonald's Corporation (MCD) 0.3 $15M 124k 118.14
Travelers Companies (TRV) 0.3 $14M 127k 112.86
ICICI Bank (IBN) 0.3 $14M 1.8M 7.83
Berkshire Hathaway (BRK.B) 0.3 $14M 108k 132.04
Textron (TXT) 0.3 $14M 329k 42.01
Philip Morris International (PM) 0.3 $13M 149k 87.91
Valero Energy Corporation (VLO) 0.3 $13M 179k 70.71
Ford Motor Company (F) 0.3 $13M 900k 14.09
General Dynamics Corporation (GD) 0.3 $13M 95k 137.36
American Airls (AAL) 0.3 $13M 307k 42.35
Newell Rubbermaid (NWL) 0.3 $13M 287k 44.08
Hca Holdings (HCA) 0.3 $12M 183k 67.63
Colgate-Palmolive Company (CL) 0.3 $12M 180k 66.62
Wal-Mart Stores (WMT) 0.3 $12M 191k 61.30
Union Pacific Corporation (UNP) 0.3 $12M 151k 78.20
Dr Pepper Snapple 0.3 $12M 123k 93.20
Ace Limited Cmn 0.3 $11M 96k 116.85
Nasdaq Omx (NDAQ) 0.3 $11M 194k 58.17
Altria (MO) 0.3 $11M 195k 58.21
Wyndham Worldwide Corporation 0.3 $11M 153k 72.65
Jabil Circuit (JBL) 0.3 $11M 476k 23.29
Industries N shs - a - (LYB) 0.3 $11M 131k 86.90
PNC Financial Services (PNC) 0.3 $11M 112k 95.31
Lowe's Companies (LOW) 0.3 $11M 141k 76.04
Jones Lang LaSalle Incorporated (JLL) 0.3 $11M 67k 159.87
Level 3 Communications 0.3 $11M 199k 54.36
Ingredion Incorporated (INGR) 0.3 $11M 111k 95.84
Alphabet Inc Class A cs (GOOGL) 0.3 $11M 14k 778.02
U.S. Bancorp (USB) 0.2 $11M 248k 42.67
Simon Property (SPG) 0.2 $10M 53k 194.44
FedEx Corporation (FDX) 0.2 $9.8M 66k 148.99
Everest Re Group (EG) 0.2 $9.8M 54k 183.09
Foot Locker (FL) 0.2 $10M 154k 65.09
Bank of America Corporation (BAC) 0.2 $9.4M 559k 16.83
Verisign (VRSN) 0.2 $9.6M 110k 87.36
AmerisourceBergen (COR) 0.2 $9.4M 90k 103.72
Nike (NKE) 0.2 $9.5M 152k 62.50
Express Scripts Holding 0.2 $9.5M 109k 87.41
Dow Chemical Company 0.2 $9.1M 176k 51.48
Texas Instruments Incorporated (TXN) 0.2 $9.0M 164k 54.81
Starbucks Corporation (SBUX) 0.2 $9.1M 152k 60.03
Entergy Corporation (ETR) 0.2 $9.1M 134k 68.36
Eastman Chemical Company (EMN) 0.2 $8.7M 129k 67.51
Kroger (KR) 0.2 $8.6M 205k 41.83
International Business Machines (IBM) 0.2 $8.6M 63k 137.63
Liberty Media 0.2 $8.6M 314k 27.32
Ingersoll-rand Co Ltd-cl A 0.2 $8.6M 155k 55.29
Delphi Automotive 0.2 $8.8M 103k 85.73
Quintiles Transnatio Hldgs I 0.2 $8.5M 124k 68.66
Fxcm Inc. conv 0.2 $8.5M 12M 0.70
Anthem (ELV) 0.2 $8.7M 62k 139.43
United Technologies Corporation 0.2 $8.2M 86k 96.07
Hospitality Properties Trust 0.2 $8.2M 315k 26.15
Edison International (EIX) 0.2 $8.3M 140k 59.21
Lam Research Corporation (LRCX) 0.2 $8.4M 105k 79.42
General Motors Company (GM) 0.2 $8.4M 246k 34.01
3M Company (MMM) 0.2 $8.0M 53k 150.64
Citrix Systems 0.2 $8.0M 106k 75.65
Franklin Resources (BEN) 0.2 $7.8M 211k 36.82
Exelon Corporation (EXC) 0.2 $8.0M 289k 27.77
Alaska Air (ALK) 0.2 $8.0M 99k 80.51
Reliance Steel & Aluminum (RS) 0.2 $7.9M 136k 57.91
Valmont Industries (VMI) 0.2 $7.8M 74k 106.02
A. O. Smith Corporation (AOS) 0.2 $8.0M 104k 76.61
Huntington Ingalls Inds (HII) 0.2 $7.9M 62k 126.84
Compania de Minas Buenaventura SA (BVN) 0.2 $7.4M 1.7M 4.28
Lennar Corporation (LEN) 0.2 $7.4M 152k 48.91
Estee Lauder Companies (EL) 0.2 $7.5M 85k 88.06
Prosperity Bancshares (PB) 0.2 $7.3M 152k 47.86
Aspen Technology 0.2 $7.5M 199k 37.76
Cit 0.2 $6.9M 175k 39.70
Crown Holdings (CCK) 0.2 $6.9M 136k 50.70
MasterCard Incorporated (MA) 0.2 $7.2M 74k 97.35
Masco Corporation (MAS) 0.2 $7.2M 254k 28.30
Tyson Foods (TSN) 0.2 $7.0M 131k 53.33
Juniper Networks (JNPR) 0.2 $6.9M 249k 27.60
Dollar General (DG) 0.2 $7.0M 98k 71.87
Coca-cola Enterprises 0.2 $6.9M 140k 49.24
Essent (ESNT) 0.2 $6.9M 315k 21.89
Public Storage (PSA) 0.2 $6.5M 26k 247.69
Crane 0.2 $6.5M 135k 47.84
CIGNA Corporation 0.2 $6.6M 45k 146.34
Parker-Hannifin Corporation (PH) 0.2 $6.4M 67k 96.97
AutoZone (AZO) 0.2 $6.5M 8.8k 741.86
Snap-on Incorporated (SNA) 0.1 $6.2M 36k 171.42
United Rentals (URI) 0.1 $6.3M 87k 72.54
Raytheon Company 0.1 $6.3M 51k 124.52
eBay (EBAY) 0.1 $6.4M 233k 27.48
Ternium (TX) 0.1 $6.1M 491k 12.43
UGI Corporation (UGI) 0.1 $6.4M 189k 33.76
National Retail Properties (NNN) 0.1 $6.3M 157k 40.05
American Tower Reit (AMT) 0.1 $6.3M 65k 96.95
Tiffany & Co. 0.1 $5.9M 77k 76.29
Becton, Dickinson and (BDX) 0.1 $5.9M 38k 154.09
Cintas Corporation (CTAS) 0.1 $5.9M 65k 91.04
Robert Half International (RHI) 0.1 $5.9M 125k 47.14
Endurance Specialty Hldgs Lt 0.1 $5.8M 90k 63.98
Cirrus Logic (CRUS) 0.1 $5.6M 191k 29.53
Hormel Foods Corporation (HRL) 0.1 $5.8M 73k 79.08
L-3 Communications Holdings 0.1 $5.9M 50k 119.51
Oge Energy Corp (OGE) 0.1 $6.0M 227k 26.29
Mosaic (MOS) 0.1 $5.7M 206k 27.59
Westrock (WRK) 0.1 $5.8M 127k 45.62
Ezcorp Inc sr unsecured 06/19 2.625 0.1 $5.7M 8.3M 0.69
Legg Mason 0.1 $5.6M 142k 39.23
Bed Bath & Beyond 0.1 $5.5M 114k 48.25
Western Digital (WDC) 0.1 $5.4M 90k 60.05
Arrow Electronics (ARW) 0.1 $5.4M 100k 54.18
NCR Corporation (VYX) 0.1 $5.3M 218k 24.46
Murphy Oil Corporation (MUR) 0.1 $5.2M 231k 22.45
East West Ban (EWBC) 0.1 $5.2M 126k 41.56
Worthington Industries (WOR) 0.1 $5.4M 179k 30.14
Alexandria Real Estate Equities (ARE) 0.1 $5.3M 59k 90.37
Abbvie (ABBV) 0.1 $5.4M 92k 59.24
Caterpillar (CAT) 0.1 $4.9M 72k 67.96
Dominion Resources (D) 0.1 $5.1M 76k 67.64
FirstEnergy (FE) 0.1 $4.8M 151k 31.73
Best Buy (BBY) 0.1 $5.0M 166k 30.45
C.R. Bard 0.1 $5.1M 27k 189.44
American Electric Power Company (AEP) 0.1 $4.9M 84k 58.27
EMC Corporation 0.1 $5.0M 196k 25.68
Jacobs Engineering 0.1 $4.8M 115k 41.95
TJX Companies (TJX) 0.1 $4.9M 69k 70.91
Pos (PKX) 0.1 $4.8M 136k 35.36
Cameron International Corporation 0.1 $5.0M 79k 63.20
Scripps Networks Interactive 0.1 $4.9M 89k 55.21
Allison Transmission Hldngs I (ALSN) 0.1 $5.1M 195k 25.89
Ensco Plc Shs Class A 0.1 $5.2M 336k 15.39
Duke Energy (DUK) 0.1 $4.8M 67k 71.39
Corning Incorporated (GLW) 0.1 $4.6M 251k 18.28
Equifax (EFX) 0.1 $4.7M 42k 111.38
Eli Lilly & Co. (LLY) 0.1 $4.6M 54k 84.26
Spdr S&p 500 Etf (SPY) 0.1 $4.7M 23k 203.88
Hologic (HOLX) 0.1 $4.7M 123k 38.69
Kohl's Corporation (KSS) 0.1 $4.4M 92k 47.63
Accenture (ACN) 0.1 $4.6M 44k 104.50
Minerals Technologies (MTX) 0.1 $4.5M 99k 45.86
Mednax (MD) 0.1 $4.6M 64k 71.66
iShares MSCI Germany Index Fund (EWG) 0.1 $4.5M 173k 26.19
iShares MSCI Spain Index (EWP) 0.1 $4.6M 161k 28.27
Adt 0.1 $4.6M 141k 32.98
Epr Properties (EPR) 0.1 $4.8M 81k 58.45
Suntrust Banks Inc $1.00 Par Cmn 0.1 $4.2M 97k 42.84
Jack in the Box (JACK) 0.1 $4.3M 56k 76.71
Goodyear Tire & Rubber Company (GT) 0.1 $4.1M 125k 32.67
Nextera Energy (NEE) 0.1 $4.2M 40k 103.88
Qualcomm (QCOM) 0.1 $4.1M 82k 49.98
Public Service Enterprise (PEG) 0.1 $4.0M 104k 38.69
Lannett Company 0.1 $4.1M 102k 40.12
Celanese Corporation (CE) 0.1 $3.9M 59k 67.34
Popular (BPOP) 0.1 $4.2M 147k 28.34
Hrg 0.1 $4.1M 300k 13.56
Progressive Corporation (PGR) 0.1 $3.8M 119k 31.80
AutoNation (AN) 0.1 $3.9M 65k 59.66
HSN 0.1 $3.6M 70k 50.68
ResMed (RMD) 0.1 $3.9M 73k 53.68
Avnet (AVT) 0.1 $3.9M 91k 42.84
Constellation Brands (STZ) 0.1 $3.5M 25k 142.42
Landstar System (LSTR) 0.1 $3.6M 61k 58.65
Steel Dynamics (STLD) 0.1 $3.8M 215k 17.87
InterDigital (IDCC) 0.1 $3.6M 73k 49.05
United Therapeutics Corporation (UTHR) 0.1 $3.6M 23k 156.61
AECOM Technology Corporation (ACM) 0.1 $3.5M 118k 30.03
General Mtrs Co *w exp 07/10/201 0.1 $3.8M 157k 24.38
Ralph Lauren Corp (RL) 0.1 $3.7M 33k 111.48
Ptc (PTC) 0.1 $3.8M 109k 34.63
Ishares Inc msci india index (INDA) 0.1 $3.7M 134k 27.54
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $3.3M 30k 113.19
Waste Management (WM) 0.1 $3.3M 63k 53.37
Via 0.1 $3.4M 82k 41.16
T. Rowe Price (TROW) 0.1 $3.2M 44k 71.49
Manitowoc Company 0.1 $3.2M 206k 15.35
Integrated Device Technology 0.1 $3.2M 121k 26.35
Gap (GPS) 0.1 $3.4M 138k 24.70
Southern Company (SO) 0.1 $3.5M 75k 46.79
Dril-Quip (DRQ) 0.1 $3.5M 59k 59.22
Intuit (INTU) 0.1 $3.1M 32k 96.51
Southwest Airlines (LUV) 0.1 $3.3M 76k 43.06
Omega Healthcare Investors (OHI) 0.1 $3.3M 94k 34.98
Jack Henry & Associates (JKHY) 0.1 $3.3M 42k 78.06
St. Jude Medical 0.1 $3.5M 56k 61.77
Spirit AeroSystems Holdings (SPR) 0.1 $3.1M 63k 50.06
Prologis (PLD) 0.1 $3.2M 74k 42.92
Hollyfrontier Corp 0.1 $3.3M 84k 39.89
Perrigo Company (PRGO) 0.1 $3.3M 23k 144.71
Eversource Energy (ES) 0.1 $3.2M 63k 51.07
Broadridge Financial Solutions (BR) 0.1 $2.9M 54k 53.72
NetApp (NTAP) 0.1 $2.9M 108k 26.53
Nucor Corporation (NUE) 0.1 $3.1M 77k 40.31
International Paper Company (IP) 0.1 $3.0M 80k 37.70
Mid-America Apartment (MAA) 0.1 $2.7M 30k 90.80
Mohawk Industries (MHK) 0.1 $2.8M 15k 189.36
Synopsys (SNPS) 0.1 $2.8M 62k 45.61
Yum! Brands (YUM) 0.1 $2.9M 40k 73.04
Gartner (IT) 0.1 $3.0M 33k 90.69
Mentor Graphics Corporation 0.1 $3.0M 165k 18.42
Stryker Corporation (SYK) 0.1 $2.8M 31k 92.95
Biogen Idec (BIIB) 0.1 $2.8M 9.2k 306.39
Danaher Corporation (DHR) 0.1 $2.8M 30k 92.87
D.R. Horton (DHI) 0.1 $2.8M 88k 32.03
Bank of the Ozarks 0.1 $2.9M 58k 49.46
Aspen Insurance Holdings 0.1 $2.8M 59k 48.30
Amtrust Financial Services 0.1 $3.1M 50k 61.59
Seagate Technology Com Stk 0.1 $2.9M 80k 36.66
Copa Holdings Sa-class A (CPA) 0.1 $2.8M 58k 48.25
Manhattan Associates (MANH) 0.1 $3.0M 46k 66.17
Trinity Industries (TRN) 0.1 $2.9M 121k 24.02
WebMD Health 0.1 $2.9M 59k 48.29
Rlj Lodging Trust (RLJ) 0.1 $2.7M 126k 21.63
Amc Networks Inc Cl A (AMCX) 0.1 $2.8M 37k 74.69
General Mtrs Co *w exp 07/10/201 0.1 $2.9M 178k 16.36
J Global (ZD) 0.1 $2.7M 33k 82.33
Michael Kors Holdings 0.1 $3.0M 74k 40.06
Dynegy 0.1 $3.1M 228k 13.40
Keurig Green Mtn 0.1 $2.9M 32k 89.97
E TRADE Financial Corporation 0.1 $2.5M 85k 29.64
Lear Corporation (LEA) 0.1 $2.5M 21k 122.85
Lincoln National Corporation (LNC) 0.1 $2.3M 47k 50.27
IAC/InterActive 0.1 $2.5M 41k 60.05
Republic Services (RSG) 0.1 $2.3M 53k 43.99
Pulte (PHM) 0.1 $2.3M 131k 17.82
Cardinal Health (CAH) 0.1 $2.6M 29k 89.25
Coach 0.1 $2.5M 78k 32.74
Cracker Barrel Old Country Store (CBRL) 0.1 $2.6M 21k 126.82
DENTSPLY International 0.1 $2.4M 39k 60.85
Nuance Communications 0.1 $2.7M 135k 19.89
Rollins (ROL) 0.1 $2.3M 90k 25.90
Sealed Air (SEE) 0.1 $2.6M 58k 44.60
Stanley Black & Decker (SWK) 0.1 $2.7M 25k 106.74
Plum Creek Timber 0.1 $2.4M 50k 47.71
Deluxe Corporation (DLX) 0.1 $2.5M 45k 54.55
Sempra Energy (SRE) 0.1 $2.5M 27k 94.00
Penske Automotive (PAG) 0.1 $2.3M 55k 42.34
Radian (RDN) 0.1 $2.4M 179k 13.39
Micron Technology (MU) 0.1 $2.6M 187k 14.16
Evercore Partners (EVR) 0.1 $2.6M 49k 54.07
Assured Guaranty (AGO) 0.1 $2.7M 100k 26.43
Hanger Orthopedic 0.1 $2.4M 144k 16.45
Post Properties 0.1 $2.7M 45k 59.16
Sovran Self Storage 0.1 $2.5M 23k 107.30
World Fuel Services Corporation (WKC) 0.1 $2.6M 67k 38.46
Hanover Insurance (THG) 0.1 $2.4M 29k 81.33
Extra Space Storage (EXR) 0.1 $2.4M 28k 88.22
Scotts Miracle-Gro Company (SMG) 0.1 $2.6M 40k 64.51
Astronics Corporation (ATRO) 0.1 $2.6M 63k 40.72
HCP 0.1 $2.5M 67k 38.24
Argan (AGX) 0.1 $2.4M 73k 32.40
Ss&c Technologies Holding (SSNC) 0.1 $2.4M 35k 68.28
Matson (MATX) 0.1 $2.7M 63k 42.63
Cdw (CDW) 0.1 $2.3M 55k 42.04
Baxalta Incorporated 0.1 $2.6M 67k 39.03
Paypal Holdings (PYPL) 0.1 $2.3M 64k 36.21
Hp (HPQ) 0.1 $2.6M 222k 11.84
Steris 0.1 $2.7M 35k 75.34
Livanova Plc Ord (LIVN) 0.1 $2.6M 44k 59.38
Hewlett Packard Enterprise (HPE) 0.1 $2.6M 171k 15.20
Huntington Bancshares Incorporated (HBAN) 0.1 $2.0M 183k 11.06
Leucadia National 0.1 $1.9M 111k 17.39
AMAG Pharmaceuticals 0.1 $1.9M 62k 30.20
AES Corporation (AES) 0.1 $2.2M 234k 9.57
Polaris Industries (PII) 0.1 $1.9M 23k 85.93
Morgan Stanley (MS) 0.1 $2.0M 63k 31.80
Fresh Del Monte Produce (FDP) 0.1 $1.9M 48k 38.88
Lazard Ltd-cl A shs a 0.1 $2.3M 50k 45.02
Prudential Financial (PRU) 0.1 $2.2M 27k 81.41
Omni (OMC) 0.1 $2.0M 27k 75.66
Big Lots (BIG) 0.1 $2.2M 58k 38.54
Fiserv (FI) 0.1 $1.9M 20k 91.44
Dover Corporation (DOV) 0.1 $2.2M 36k 61.30
GATX Corporation (GATX) 0.1 $2.2M 52k 42.55
Paccar (PCAR) 0.1 $1.9M 41k 47.40
Precision Castparts 0.1 $1.9M 8.1k 231.98
Roper Industries (ROP) 0.1 $2.3M 12k 189.75
Sinclair Broadcast 0.1 $2.2M 67k 32.54
Calpine Corporation 0.1 $2.0M 138k 14.47
Brinker International (EAT) 0.1 $2.1M 45k 47.94
Sanderson Farms 0.1 $2.3M 29k 77.51
Wabash National Corporation (WNC) 0.1 $2.2M 189k 11.83
Korn/Ferry International (KFY) 0.1 $1.9M 56k 33.18
AmSurg 0.1 $2.2M 29k 76.01
Hill-Rom Holdings 0.1 $2.2M 46k 48.06
LaSalle Hotel Properties 0.1 $2.1M 83k 25.16
Piper Jaffray Companies (PIPR) 0.1 $2.2M 54k 40.40
Pepco Holdings 0.1 $2.0M 76k 26.02
Amerisafe (AMSF) 0.1 $2.2M 42k 50.91
Medivation 0.1 $2.0M 41k 48.35
Matrix Service Company (MTRX) 0.1 $2.0M 96k 20.54
Realty Income (O) 0.1 $2.1M 40k 51.64
Greenbrier Companies (GBX) 0.1 $1.9M 58k 32.61
Anika Therapeutics (ANIK) 0.1 $1.9M 50k 38.16
ePlus (PLUS) 0.1 $2.2M 24k 93.27
First American Financial (FAF) 0.1 $1.9M 54k 35.89
Kimco Realty Corporation (KIM) 0.1 $1.9M 73k 26.46
Retail Opportunity Investments (ROIC) 0.1 $2.3M 127k 17.90
Government Properties Income Trust 0.1 $2.1M 132k 15.87
Ligand Pharmaceuticals In (LGND) 0.1 $2.0M 19k 108.39
Marriott Vacations Wrldwde Cp (VAC) 0.1 $2.2M 39k 56.95
Sanmina (SANM) 0.1 $2.1M 100k 20.58
Berry Plastics (BERY) 0.1 $2.0M 54k 36.19
Intercontinental Exchange (ICE) 0.1 $2.3M 8.8k 256.25
Mylan Nv 0.1 $1.9M 35k 54.06
Paychex (PAYX) 0.0 $1.6M 30k 52.90
Avery Dennison Corporation (AVY) 0.0 $1.6M 25k 62.64
Cadence Design Systems (CDNS) 0.0 $1.6M 76k 20.82
Allstate Corporation (ALL) 0.0 $1.7M 27k 62.10
Macy's (M) 0.0 $1.7M 49k 34.97
First Midwest Ban 0.0 $1.5M 84k 18.43
Prestige Brands Holdings (PBH) 0.0 $1.8M 35k 51.49
Umpqua Holdings Corporation 0.0 $1.5M 97k 15.90
AMN Healthcare Services (AMN) 0.0 $1.9M 60k 31.05
SBA Communications Corporation 0.0 $1.8M 17k 105.09
Invesco (IVZ) 0.0 $1.8M 52k 33.47
Owens-Illinois 0.0 $1.6M 93k 17.42
Benchmark Electronics (BHE) 0.0 $1.5M 73k 20.67
DTE Energy Company (DTE) 0.0 $1.6M 20k 80.20
Essex Property Trust (ESS) 0.0 $1.7M 7.1k 239.44
Ida (IDA) 0.0 $1.8M 27k 68.02
Neurocrine Biosciences (NBIX) 0.0 $1.5M 27k 56.57
Tyler Technologies (TYL) 0.0 $1.5M 8.6k 174.30
FirstMerit Corporation 0.0 $1.7M 89k 18.65
National Fuel Gas (NFG) 0.0 $1.8M 43k 42.75
Stamps 0.0 $1.7M 16k 109.59
Schweitzer-Mauduit International (MATV) 0.0 $1.6M 38k 41.98
VMware 0.0 $1.7M 31k 56.56
Superior Energy Services 0.0 $1.5M 112k 13.47
Brocade Communications Systems 0.0 $1.9M 202k 9.18
Apollo Commercial Real Est. Finance (ARI) 0.0 $1.5M 85k 17.23
Oneok (OKE) 0.0 $1.6M 66k 24.66
Pilgrim's Pride Corporation (PPC) 0.0 $1.8M 80k 22.09
SolarWinds 0.0 $1.7M 29k 58.89
Chesapeake Lodging Trust sh ben int 0.0 $1.6M 65k 25.17
Marathon Petroleum Corp (MPC) 0.0 $1.7M 32k 51.83
Dunkin' Brands Group 0.0 $1.5M 35k 42.59
Expedia (EXPE) 0.0 $1.8M 15k 124.32
Whitewave Foods 0.0 $1.9M 48k 38.91
Heritage Ins Hldgs (HRTG) 0.0 $1.6M 74k 21.82
Inc Resh Hldgs Inc cl a 0.0 $1.5M 31k 48.52
Calatlantic 0.0 $1.5M 40k 37.92
Annaly Capital Management 0.0 $1.3M 135k 9.38
MB Financial 0.0 $1.4M 43k 32.37
Ameriprise Financial (AMP) 0.0 $1.3M 12k 106.38
Dick's Sporting Goods (DKS) 0.0 $1.2M 33k 35.36
NVIDIA Corporation (NVDA) 0.0 $1.4M 43k 32.96
Cabot Corporation (CBT) 0.0 $1.4M 35k 40.89
Federal Signal Corporation (FSS) 0.0 $1.1M 68k 15.85
Baker Hughes Incorporated 0.0 $1.4M 30k 46.14
John Wiley & Sons (WLY) 0.0 $1.3M 30k 45.03
Henry Schein (HSIC) 0.0 $1.4M 8.7k 158.24
Whole Foods Market 0.0 $1.1M 32k 33.51
Krispy Kreme Doughnuts 0.0 $1.4M 90k 15.07
AvalonBay Communities (AVB) 0.0 $1.4M 7.6k 184.10
priceline.com Incorporated 0.0 $1.1M 900.00 1274.44
Gray Television (GTN) 0.0 $1.4M 87k 16.29
Tesoro Corporation 0.0 $1.3M 12k 105.36
Amkor Technology (AMKR) 0.0 $1.4M 225k 6.08
Insight Enterprises (NSIT) 0.0 $1.1M 45k 25.12
Meritage Homes Corporation (MTH) 0.0 $1.3M 40k 34.00
AngioDynamics (ANGO) 0.0 $1.2M 99k 12.14
Haverty Furniture Companies (HVT) 0.0 $1.1M 50k 21.43
Huntsman Corporation (HUN) 0.0 $1.3M 114k 11.37
Methode Electronics (MEI) 0.0 $1.1M 36k 31.84
MKS Instruments (MKSI) 0.0 $1.2M 32k 36.00
Neenah Paper 0.0 $1.3M 21k 62.43
Western Refining 0.0 $1.4M 40k 35.61
American Campus Communities 0.0 $1.0M 25k 41.34
Align Technology (ALGN) 0.0 $1.2M 19k 65.85
Infinity Property and Casualty 0.0 $1.2M 14k 82.21
MarketAxess Holdings (MKTX) 0.0 $1.2M 11k 111.55
MicroStrategy Incorporated (MSTR) 0.0 $1.5M 8.1k 179.31
Vail Resorts (MTN) 0.0 $1.3M 11k 127.98
Skechers USA (SKX) 0.0 $1.2M 39k 30.20
Cal-Maine Foods (CALM) 0.0 $1.2M 26k 46.33
Chesapeake Utilities Corporation (CPK) 0.0 $1.1M 19k 56.76
Jarden Corporation 0.0 $1.3M 22k 57.12
Molina Healthcare (MOH) 0.0 $1.3M 21k 60.14
ICU Medical, Incorporated (ICUI) 0.0 $1.0M 9.3k 112.81
Ormat Technologies (ORA) 0.0 $1.1M 29k 36.47
PS Business Parks 0.0 $1.2M 14k 87.46
Tech Data Corporation 0.0 $1.3M 19k 66.39
Speedway Motorsports 0.0 $1.1M 51k 20.71
WGL Holdings 0.0 $1.4M 22k 62.98
Citi Trends (CTRN) 0.0 $1.4M 66k 21.25
Nautilus (BFXXQ) 0.0 $1.1M 68k 16.71
PNM Resources (PNM) 0.0 $1.4M 46k 30.58
Smith & Wesson Holding Corporation 0.0 $1.1M 48k 21.97
Validus Holdings 0.0 $1.4M 31k 46.28
Symetra Finl Corp 0.0 $1.3M 41k 31.77
Nordic American Tanker Shippin (NAT) 0.0 $1.2M 74k 15.55
Anacor Pharmaceuticals In 0.0 $1.1M 9.8k 112.95
Heska Corporation 0.0 $1.1M 30k 38.66
Preferred Bank, Los Angeles (PFBC) 0.0 $1.1M 34k 33.01
Francescas Hldgs Corp 0.0 $1.3M 75k 17.42
Newlink Genetics Corporation 0.0 $1.1M 31k 36.38
Avg Technologies 0.0 $1.4M 72k 20.05
SELECT INCOME REIT COM SH BEN int 0.0 $1.4M 72k 19.82
Wp Carey (WPC) 0.0 $1.3M 22k 59.01
Federated National Holding C 0.0 $1.1M 38k 29.57
Hci (HCI) 0.0 $1.3M 36k 34.85
Insys Therapeutics 0.0 $1.2M 42k 28.64
Mallinckrodt Pub 0.0 $1.3M 17k 74.61
News (NWSA) 0.0 $1.2M 87k 13.35
Time 0.0 $1.4M 89k 15.67
Servicemaster Global 0.0 $1.4M 37k 39.24
Great Wastern Ban 0.0 $1.4M 49k 29.01
Anchor Bancorp Wisconsin 0.0 $1.3M 30k 43.54
Tree (TREE) 0.0 $1.3M 15k 89.25
Wec Energy Group (WEC) 0.0 $1.1M 22k 51.33
Packaging Corporation of America (PKG) 0.0 $826k 13k 63.05
Owens Corning (OC) 0.0 $710k 15k 47.02
Assurant (AIZ) 0.0 $701k 8.7k 80.57
MGIC Investment (MTG) 0.0 $885k 100k 8.83
Seattle Genetics 0.0 $790k 18k 44.89
FMC Technologies 0.0 $815k 28k 29.00
H&R Block (HRB) 0.0 $863k 26k 33.32
Airgas 0.0 $913k 6.6k 138.33
Healthcare Realty Trust Incorporated 0.0 $975k 34k 28.32
La-Z-Boy Incorporated (LZB) 0.0 $847k 35k 24.43
PAREXEL International Corporation 0.0 $1.0M 15k 68.11
Partner Re 0.0 $810k 5.8k 139.66
Staples 0.0 $1.0M 106k 9.47
Janus Capital 0.0 $865k 61k 14.09
Marathon Oil Corporation (MRO) 0.0 $847k 67k 12.59
NVR (NVR) 0.0 $822k 500.00 1644.00
Avis Budget (CAR) 0.0 $748k 21k 36.31
Under Armour (UAA) 0.0 $919k 11k 80.61
Kadant (KAI) 0.0 $988k 24k 40.59
Ship Finance Intl 0.0 $697k 42k 16.57
Western Alliance Bancorporation (WAL) 0.0 $918k 26k 35.87
Abiomed 0.0 $782k 8.7k 90.32
Great Southern Ban (GSBC) 0.0 $629k 14k 45.29
Ingram Micro 0.0 $817k 27k 30.37
Regal-beloit Corporation (RRX) 0.0 $743k 13k 58.50
Columbus McKinnon (CMCO) 0.0 $953k 50k 18.89
Delek US Holdings 0.0 $999k 41k 24.61
Hibbett Sports (HIBB) 0.0 $630k 21k 30.22
M/I Homes (MHO) 0.0 $801k 37k 21.93
Centene Corporation (CNC) 0.0 $911k 14k 65.82
Agree Realty Corporation (ADC) 0.0 $1.0M 30k 33.98
Alamo (ALG) 0.0 $872k 17k 52.08
Cambrex Corporation 0.0 $629k 13k 47.08
Church & Dwight (CHD) 0.0 $721k 8.5k 84.82
F5 Networks (FFIV) 0.0 $1.0M 11k 96.95
Piedmont Natural Gas Company 0.0 $696k 12k 57.05
Rockwell Automation (ROK) 0.0 $913k 8.9k 102.58
Acorda Therapeutics 0.0 $762k 18k 42.80
CommVault Systems (CVLT) 0.0 $749k 19k 39.35
Cynosure 0.0 $655k 15k 44.67
Omega Protein Corporation 0.0 $739k 33k 22.19
OraSure Technologies (OSUR) 0.0 $891k 138k 6.44
PC Connection (CNXN) 0.0 $926k 41k 22.63
United Natural Foods (UNFI) 0.0 $874k 22k 39.37
BioMed Realty Trust 0.0 $912k 39k 23.69
MDC PARTNERS INC CL A SUB Vtg 0.0 $713k 33k 21.71
Bel Fuse (BELFB) 0.0 $682k 40k 17.29
CoreLogic 0.0 $1.0M 31k 33.87
Dana Holding Corporation (DAN) 0.0 $776k 56k 13.79
NCI Building Systems 0.0 $980k 79k 12.41
PGT 0.0 $766k 67k 11.38
B&G Foods (BGS) 0.0 $714k 20k 35.00
Virtus Investment Partners (VRTS) 0.0 $723k 6.2k 117.52
Web 0.0 $1.0M 51k 20.02
National CineMedia 0.0 $778k 50k 15.71
Constant Contact 0.0 $649k 22k 29.23
CAI International 0.0 $988k 98k 10.08
Verint Systems (VRNT) 0.0 $763k 19k 40.54
Sucampo Pharmaceuticals 0.0 $753k 44k 17.29
Six Flags Entertainment (SIX) 0.0 $961k 18k 54.91
Vanguard Emerging Markets ETF (VWO) 0.0 $981k 30k 32.70
Pebblebrook Hotel Trust (PEB) 0.0 $775k 28k 28.03
Reis 0.0 $672k 28k 23.73
Compucredit Hldgs Corp note 5.875%11/3 0.0 $840k 2.0M 0.42
Alliance Fiber Optic Products 0.0 $762k 50k 15.17
Sapiens Intl Corp N V 0.0 $627k 62k 10.20
MiMedx (MDXG) 0.0 $942k 101k 9.37
Cooper Standard Holdings (CPS) 0.0 $827k 11k 77.59
Pacira Pharmaceuticals (PCRX) 0.0 $997k 13k 76.76
Linkedin Corp 0.0 $743k 3.3k 225.15
Rpx Corp 0.0 $866k 79k 11.00
Rexnord 0.0 $653k 36k 18.13
Phillips 66 (PSX) 0.0 $972k 12k 81.76
Rowan Companies 0.0 $870k 51k 16.96
Supernus Pharmaceuticals (SUPN) 0.0 $852k 63k 13.44
Gentherm (THRM) 0.0 $764k 16k 47.42
Palo Alto Networks (PANW) 0.0 $898k 5.1k 176.08
Capit Bk Fin A 0.0 $872k 27k 32.00
Pbf Energy Inc cl a (PBF) 0.0 $673k 18k 36.80
Outerwall 0.0 $745k 20k 36.53
Biosante Pharmaceuticals (ANIP) 0.0 $627k 14k 45.13
Ophthotech 0.0 $669k 8.5k 78.58
Ultragenyx Pharmaceutical (RARE) 0.0 $818k 7.3k 112.18
Arcbest (ARCB) 0.0 $701k 33k 21.39
Phibro Animal Health Corporati*on Cmn Class A (PAHC) 0.0 $834k 28k 30.12
Synchrony Financial (SYF) 0.0 $707k 23k 30.39
Eldorado Resorts 0.0 $633k 58k 11.00
Chubb Corporation 0.0 $438k 3.3k 132.73
Time Warner Cable 0.0 $297k 1.6k 185.62
Solera Holdings 0.0 $603k 11k 54.82
Uti Worldwide 0.0 $403k 57k 7.03
Hanesbrands (HBI) 0.0 $462k 16k 29.43
TECO Energy 0.0 $405k 15k 26.64
AngloGold Ashanti 0.0 $245k 35k 7.11
Monarch Casino & Resort (MCRI) 0.0 $570k 25k 22.72
Astoria Financial Corporation 0.0 $296k 19k 15.83
World Acceptance (WRLD) 0.0 $476k 13k 37.07
Cablevision Systems Corporation 0.0 $389k 12k 31.89
Genes (GCO) 0.0 $548k 9.6k 56.86
Cantel Medical 0.0 $339k 5.5k 62.18
Cross Country Healthcare (CCRN) 0.0 $309k 19k 16.38
EnerSys (ENS) 0.0 $619k 11k 55.91
Atlantic Tele-Network 0.0 $336k 4.3k 78.25
Acuity Brands (AYI) 0.0 $374k 1.6k 233.75
Cabot Microelectronics Corporation 0.0 $414k 9.5k 43.78
Digi International (DGII) 0.0 $314k 28k 11.39
First Community Bancshares (FCBC) 0.0 $529k 28k 18.62
Greatbatch 0.0 $442k 8.4k 52.51
Moog (MOG.A) 0.0 $552k 9.1k 60.63
Northern Oil & Gas 0.0 $381k 99k 3.86
Oxford Industries (OXM) 0.0 $599k 9.4k 63.81
ScanSource (SCSC) 0.0 $592k 18k 32.24
Cepheid 0.0 $497k 14k 36.53
EMC Insurance 0.0 $549k 22k 25.32
Heartland Payment Systems 0.0 $398k 4.2k 94.76
KLA-Tencor Corporation (KLAC) 0.0 $409k 5.9k 69.32
Shenandoah Telecommunications Company (SHEN) 0.0 $451k 11k 43.06
Cleco Corporation 0.0 $407k 7.8k 52.18
General Communication 0.0 $338k 17k 19.78
Movado (MOV) 0.0 $510k 20k 25.69
StanCorp Financial 0.0 $410k 3.6k 113.89
PDF Solutions (PDFS) 0.0 $325k 30k 10.84
Quaker Chemical Corporation (KWR) 0.0 $330k 4.3k 77.17
Federal Realty Inv. Trust 0.0 $380k 2.6k 146.15
CalAmp 0.0 $598k 30k 19.94
Cascade Microtech 0.0 $444k 27k 16.25
Cowen 0.0 $462k 121k 3.83
John B. Sanfilippo & Son (JBSS) 0.0 $396k 7.3k 54.08
MedAssets 0.0 $405k 13k 30.92
Udr (UDR) 0.0 $214k 5.7k 37.54
Oasis Petroleum 0.0 $346k 47k 7.36
Avago Technologies 0.0 $552k 3.8k 145.26
RealD 0.0 $295k 28k 10.54
Campus Crest Communities 0.0 $613k 90k 6.80
BioSpecifics Technologies 0.0 $220k 5.1k 43.03
Youku 0.0 $410k 15k 27.15
Clovis Oncology 0.0 $235k 6.7k 35.06
Imperva 0.0 $298k 4.7k 63.34
Us Silica Hldgs (SLCA) 0.0 $342k 18k 18.76
Epam Systems (EPAM) 0.0 $319k 4.1k 78.63
Wmi Holdings 0.0 $508k 196k 2.59
Hyster Yale Materials Handling (HY) 0.0 $322k 6.1k 52.38
Prothena (PRTA) 0.0 $332k 4.9k 68.05
United Ins Hldgs (ACIC) 0.0 $444k 26k 17.09
Enanta Pharmaceuticals (ENTA) 0.0 $433k 13k 32.98
West 0.0 $316k 15k 21.54
Cytokinetics (CYTK) 0.0 $300k 29k 10.48
First Nbc Bank Holding 0.0 $350k 9.4k 37.39
Diamond Resorts International 0.0 $310k 12k 25.52
Sorrento Therapeutics (SRNEQ) 0.0 $346k 40k 8.70
Wix (WIX) 0.0 $417k 18k 22.74
Fidelity + Guaranty Life 0.0 $490k 19k 25.39
King Digital Entertainment 0.0 $606k 34k 17.88
Paylocity Holding Corporation (PCTY) 0.0 $336k 8.3k 40.57
Q2 Holdings (QTWO) 0.0 $359k 14k 26.38
Flexion Therapeutics 0.0 $376k 20k 19.29
Investors Ban 0.0 $590k 48k 12.43
Centrus Energy Corp cl a (LEU) 0.0 $354k 268k 1.32
Dave & Buster's Entertainmnt (PLAY) 0.0 $343k 8.2k 41.80
Avolon Hldgs 0.0 $619k 20k 30.95
Aduro Biotech 0.0 $321k 11k 28.14
Essendant 0.0 $599k 18k 32.50
First Busey Corp Class A Common (BUSE) 0.0 $327k 16k 20.61
Planet Fitness Inc-cl A (PLNT) 0.0 $332k 21k 15.64
Mettler-Toledo International (MTD) 0.0 $68k 200.00 340.00
Thompson Creek Metals 0.0 $63k 316k 0.20
Quad/Graphics (QUAD) 0.0 $999.360000 144.00 6.94
Eastman Kodak Co *w exp 09/03/201 0.0 $8.0k 2.8k 2.89
Eastman Kodak Co *w exp 09/03/201 0.0 $5.0k 2.8k 1.80
Eastman Kodak (KODK) 0.0 $101k 8.0k 12.58
Rmr Group Inc cl a (RMR) 0.0 $0 2.00 0.00