DuPont Capital Management Corporation

Dupont Capital Management as of March 31, 2016

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 625 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 14.4 $631M 10M 63.32
Vanguard S&p 500 Etf idx (VOO) 9.9 $434M 2.3M 188.56
Apple (AAPL) 1.6 $69M 633k 108.99
iShares MSCI Japan Index 1.5 $64M 5.6M 11.41
Microsoft Corporation (MSFT) 1.2 $55M 988k 55.23
Alphabet Inc Class C cs (GOOG) 1.2 $53M 71k 744.95
Taiwan Semiconductor Mfg (TSM) 1.2 $52M 2.0M 26.20
Exxon Mobil Corporation (XOM) 1.0 $45M 541k 83.59
JPMorgan Chase & Co. (JPM) 1.0 $43M 723k 59.22
Cisco Systems (CSCO) 0.8 $34M 1.2M 28.47
Gilead Sciences (GILD) 0.8 $34M 368k 91.86
Comcast Corporation (CMCSA) 0.8 $33M 545k 61.08
Procter & Gamble Company (PG) 0.7 $33M 396k 82.31
Pfizer (PFE) 0.7 $32M 1.1M 29.64
Verizon Communications (VZ) 0.7 $32M 591k 54.08
Citigroup (C) 0.7 $32M 771k 41.75
NetEase (NTES) 0.7 $31M 218k 143.58
Facebook Inc cl a (META) 0.7 $30M 267k 114.10
Merck & Co (MRK) 0.7 $29M 556k 52.91
Delta Air Lines (DAL) 0.7 $29M 593k 48.68
Amazon (AMZN) 0.7 $29M 48k 593.64
Lam Research Corporation (LRCX) 0.6 $28M 333k 82.60
Schlumberger (SLB) 0.6 $26M 358k 73.75
Oracle Corporation (ORCL) 0.6 $26M 630k 40.91
Johnson & Johnson (JNJ) 0.6 $26M 236k 108.20
Walt Disney Company (DIS) 0.6 $26M 257k 99.31
iShares MSCI Hong Kong Index Fund (EWH) 0.6 $26M 1.3M 19.77
American International (AIG) 0.6 $26M 473k 54.05
Allergan 0.6 $26M 95k 268.03
Capital One Financial (COF) 0.6 $25M 364k 69.31
UnitedHealth (UNH) 0.6 $25M 190k 128.90
Ryanair Holdings (RYAAY) 0.5 $23M 271k 85.82
Cemex SAB de CV (CX) 0.5 $22M 3.1M 7.28
Medtronic (MDT) 0.5 $22M 292k 75.00
Coca-Cola Company (KO) 0.5 $22M 464k 46.39
Occidental Petroleum Corporation (OXY) 0.5 $21M 309k 68.43
Intel Corporation (INTC) 0.5 $21M 637k 32.35
Simon Property (SPG) 0.5 $21M 100k 207.69
At&t (T) 0.5 $20M 521k 39.17
Honeywell International (HON) 0.5 $20M 182k 112.05
iShares MSCI Emerging Markets Indx (EEM) 0.5 $20M 577k 34.25
McDonald's Corporation (MCD) 0.5 $20M 157k 125.68
Visa (V) 0.5 $20M 261k 76.48
Hess (HES) 0.4 $20M 370k 52.65
Target Corporation (TGT) 0.4 $19M 229k 82.28
Home Depot (HD) 0.4 $19M 140k 133.43
MetLife (MET) 0.4 $19M 424k 43.94
CVS Caremark Corporation (CVS) 0.4 $18M 174k 103.73
iShares MSCI Australia Index Fund (EWA) 0.4 $18M 941k 19.32
U.s. Concrete Inc Cmn 0.4 $18M 300k 59.58
Banco Macro SA (BMA) 0.4 $18M 273k 64.47
Hca Holdings (HCA) 0.4 $17M 224k 78.05
Wells Fargo & Company (WFC) 0.4 $17M 354k 48.36
Celgene Corporation 0.4 $17M 170k 100.09
Parker-Hannifin Corporation (PH) 0.4 $17M 152k 111.08
Chevron Corporation (CVX) 0.4 $16M 168k 95.40
General Electric Company 0.4 $16M 502k 31.79
Ingersoll-rand Co Ltd-cl A 0.3 $15M 248k 62.01
Pepsi (PEP) 0.3 $15M 144k 102.48
3M Company (MMM) 0.3 $14M 86k 166.64
Amgen (AMGN) 0.3 $15M 97k 149.93
Wisdomtree Japan Hedged Real Estate Etf etf 0.3 $15M 563k 25.75
Chubb (CB) 0.3 $14M 120k 119.15
Berkshire Hathaway (BRK.B) 0.3 $14M 98k 141.88
Travelers Companies (TRV) 0.3 $14M 121k 116.71
Raytheon Company 0.3 $14M 115k 122.63
Philip Morris International (PM) 0.3 $13M 134k 98.11
AvalonBay Communities (AVB) 0.3 $13M 69k 190.20
MasterCard Incorporated (MA) 0.3 $13M 136k 94.50
U.S. Bancorp (USB) 0.3 $13M 309k 40.59
Nasdaq Omx (NDAQ) 0.3 $13M 193k 66.38
Colgate-Palmolive Company (CL) 0.3 $13M 181k 70.65
Wyndham Worldwide Corporation 0.3 $13M 165k 76.43
Tyson Foods (TSN) 0.3 $12M 183k 66.66
Altria (MO) 0.3 $13M 199k 62.66
Exelon Corporation (EXC) 0.3 $12M 343k 35.86
General Dynamics Corporation (GD) 0.3 $12M 94k 131.37
General Motors Company (GM) 0.3 $13M 396k 31.43
American Airls (AAL) 0.3 $12M 301k 41.01
ICICI Bank (IBN) 0.3 $12M 1.7M 7.16
Goldman Sachs (GS) 0.3 $12M 74k 156.99
Citrix Systems 0.3 $12M 148k 78.58
Dow Chemical Company 0.3 $12M 228k 50.86
Arrow Electronics (ARW) 0.3 $12M 179k 64.41
Brunswick Corporation (BC) 0.3 $11M 235k 47.98
Textron (TXT) 0.3 $11M 312k 36.46
Texas Instruments Incorporated (TXN) 0.2 $11M 191k 57.42
TJX Companies (TJX) 0.2 $11M 142k 78.35
AECOM Technology Corporation (ACM) 0.2 $11M 361k 30.79
Ingredion Incorporated (INGR) 0.2 $11M 103k 106.79
Wal-Mart Stores (WMT) 0.2 $11M 156k 68.49
Everest Re Group (EG) 0.2 $11M 54k 197.44
Foot Locker (FL) 0.2 $11M 166k 64.50
Lowe's Companies (LOW) 0.2 $11M 139k 75.75
Level 3 Communications 0.2 $11M 201k 52.85
Mondelez Int (MDLZ) 0.2 $10M 259k 40.12
NCR Corporation (VYX) 0.2 $9.9M 331k 29.93
Entergy Corporation (ETR) 0.2 $9.9M 125k 79.28
Valmont Industries (VMI) 0.2 $10M 81k 123.84
Alphabet Inc Class A cs (GOOGL) 0.2 $9.9M 13k 762.89
FedEx Corporation (FDX) 0.2 $9.9M 61k 162.72
Union Pacific Corporation (UNP) 0.2 $9.7M 122k 79.55
Dr Pepper Snapple 0.2 $9.7M 108k 89.42
Reliance Steel & Aluminum (RS) 0.2 $9.6M 138k 69.19
Aspen Technology 0.2 $9.6M 267k 36.13
Dollar General (DG) 0.2 $9.8M 114k 85.60
Industries N shs - a - (LYB) 0.2 $9.8M 114k 85.58
PNC Financial Services (PNC) 0.2 $9.2M 109k 84.57
Franklin Resources (BEN) 0.2 $9.4M 241k 39.05
Newell Rubbermaid (NWL) 0.2 $9.1M 206k 44.29
Liberty Media 0.2 $9.4M 371k 25.25
Huntington Ingalls Inds (HII) 0.2 $9.1M 67k 136.94
Michael Kors Holdings 0.2 $9.3M 163k 56.96
Quintiles Transnatio Hldgs I 0.2 $9.1M 140k 65.10
Westrock (WRK) 0.2 $9.3M 237k 39.03
Valero Energy Corporation (VLO) 0.2 $8.9M 139k 64.14
Anthem (ELV) 0.2 $9.0M 65k 138.99
Nucor Corporation (NUE) 0.2 $8.2M 173k 47.30
Ford Motor Company (F) 0.2 $8.5M 627k 13.50
Murphy Oil Corporation (MUR) 0.2 $8.2M 324k 25.19
AutoZone (AZO) 0.2 $8.4M 11k 796.67
Prologis (PLD) 0.2 $8.4M 189k 44.18
International Business Machines (IBM) 0.2 $8.1M 53k 151.46
A. O. Smith Corporation (AOS) 0.2 $7.8M 102k 76.31
Boeing Company (BA) 0.2 $7.4M 59k 126.94
AmerisourceBergen (COR) 0.2 $7.7M 88k 86.55
Masco Corporation (MAS) 0.2 $7.5M 239k 31.45
United Technologies Corporation 0.2 $7.6M 76k 100.10
Cintas Corporation (CTAS) 0.2 $7.5M 84k 89.81
Estee Lauder Companies (EL) 0.2 $7.4M 79k 94.32
Ternium (TX) 0.2 $7.7M 427k 17.98
Fxcm Inc. conv 0.2 $7.3M 12M 0.60
Bank of America Corporation (BAC) 0.2 $6.9M 509k 13.52
Hologic (HOLX) 0.2 $7.0M 203k 34.50
Kroger (KR) 0.2 $6.8M 178k 38.25
Prosperity Bancshares (PB) 0.2 $7.0M 152k 46.39
Express Scripts Holding 0.2 $7.2M 104k 68.69
Abbvie (ABBV) 0.2 $7.1M 124k 57.12
Mallinckrodt Pub 0.2 $7.1M 116k 61.28
Ezcorp Inc sr unsecured 06/19 2.625 0.2 $7.1M 11M 0.63
Crown Holdings (CCK) 0.1 $6.7M 136k 49.59
Public Storage (PSA) 0.1 $6.7M 24k 275.84
Tiffany & Co. 0.1 $6.7M 91k 73.38
Western Digital (WDC) 0.1 $6.5M 138k 47.24
Hospitality Properties Trust 0.1 $6.7M 253k 26.56
Alaska Air (ALK) 0.1 $6.8M 83k 82.01
Cit 0.1 $6.2M 198k 31.03
Bed Bath & Beyond 0.1 $6.0M 122k 49.64
Constellation Brands (STZ) 0.1 $6.2M 41k 151.09
Mead Johnson Nutrition 0.1 $6.2M 73k 84.97
Minerals Technologies (MTX) 0.1 $6.0M 105k 56.85
UGI Corporation (UGI) 0.1 $6.2M 153k 40.29
Worthington Industries (WOR) 0.1 $6.2M 174k 35.64
National Retail Properties (NNN) 0.1 $6.3M 137k 46.20
Spirit AeroSystems Holdings (SPR) 0.1 $6.3M 139k 45.36
American Tower Reit (AMT) 0.1 $5.9M 58k 102.36
Qualcomm (QCOM) 0.1 $5.7M 112k 51.14
Starbucks Corporation (SBUX) 0.1 $5.7M 96k 59.70
Prudential Financial (PRU) 0.1 $5.5M 76k 72.22
Endurance Specialty Hldgs Lt 0.1 $5.9M 90k 65.34
Ingram Micro 0.1 $5.8M 162k 35.91
Southwest Airlines (LUV) 0.1 $5.7M 127k 44.80
PacWest Ban 0.1 $5.7M 154k 37.15
TransDigm Group Incorporated (TDG) 0.1 $5.7M 26k 220.36
Coca-cola Enterprises 0.1 $5.6M 111k 50.74
Caterpillar (CAT) 0.1 $5.1M 67k 76.54
Dominion Resources (D) 0.1 $5.3M 70k 75.12
Lennar Corporation (LEN) 0.1 $5.3M 110k 48.36
Spdr S&p 500 Etf (SPY) 0.1 $5.2M 25k 205.57
Becton, Dickinson and (BDX) 0.1 $5.1M 34k 151.81
Goodyear Tire & Rubber Company (GT) 0.1 $5.3M 161k 32.98
Robert Half International (RHI) 0.1 $5.3M 115k 46.58
Pos (PKX) 0.1 $5.5M 116k 47.33
CenterPoint Energy (CNP) 0.1 $5.2M 248k 20.92
Questar Corporation 0.1 $5.3M 215k 24.80
Scripps Networks Interactive 0.1 $5.2M 79k 65.51
Adt 0.1 $5.3M 129k 41.26
Sprouts Fmrs Mkt (SFM) 0.1 $5.5M 188k 29.04
Lear Corporation (LEA) 0.1 $4.8M 44k 111.17
FirstEnergy (FE) 0.1 $4.7M 131k 35.97
RPM International (RPM) 0.1 $4.7M 100k 47.33
Eastman Chemical Company (EMN) 0.1 $5.0M 69k 72.23
PAREXEL International Corporation 0.1 $5.0M 79k 62.73
American Electric Power Company (AEP) 0.1 $4.9M 74k 66.40
Accenture (ACN) 0.1 $4.7M 41k 115.40
Dril-Quip (DRQ) 0.1 $4.6M 76k 60.56
L-3 Communications Holdings 0.1 $5.0M 42k 118.51
Cameron International Corporation 0.1 $4.9M 73k 67.05
Mosaic (MOS) 0.1 $5.0M 187k 27.00
Allison Transmission Hldngs I (ALSN) 0.1 $4.6M 172k 26.98
Duke Energy (DUK) 0.1 $4.7M 59k 80.67
Epr Properties (EPR) 0.1 $4.7M 70k 66.62
Corning Incorporated (GLW) 0.1 $4.5M 215k 20.89
Equifax (EFX) 0.1 $4.5M 39k 114.30
Sealed Air (SEE) 0.1 $4.5M 94k 48.02
Best Buy (BBY) 0.1 $4.2M 130k 32.44
C.R. Bard 0.1 $4.4M 22k 202.67
United Rentals (URI) 0.1 $4.2M 68k 62.19
eBay (EBAY) 0.1 $4.5M 188k 23.86
Nextera Energy (NEE) 0.1 $4.4M 37k 118.33
EMC Corporation 0.1 $4.3M 163k 26.65
Oge Energy Corp (OGE) 0.1 $4.3M 149k 28.63
Arris 0.1 $4.5M 194k 22.92
Waste Management (WM) 0.1 $3.7M 64k 59.01
ResMed (RMD) 0.1 $4.0M 70k 57.82
Verisign (VRSN) 0.1 $3.9M 44k 88.53
Whirlpool Corporation (WHR) 0.1 $3.9M 22k 180.32
Crane 0.1 $4.0M 74k 53.86
CIGNA Corporation 0.1 $4.1M 30k 137.25
Nike (NKE) 0.1 $4.1M 66k 61.47
Biogen Idec (BIIB) 0.1 $4.1M 16k 260.33
East West Ban (EWBC) 0.1 $4.1M 126k 32.48
Jones Lang LaSalle Incorporated (JLL) 0.1 $4.1M 35k 117.33
Essex Property Trust (ESS) 0.1 $3.8M 16k 233.88
Hormel Foods Corporation (HRL) 0.1 $3.8M 87k 43.24
Omega Healthcare Investors (OHI) 0.1 $4.0M 112k 35.30
Realty Income (O) 0.1 $4.1M 66k 62.50
Huntington Bancshares Incorporated (HBAN) 0.1 $3.5M 370k 9.54
Republic Services (RSG) 0.1 $3.4M 72k 47.65
HSN 0.1 $3.7M 70k 52.32
Snap-on Incorporated (SNA) 0.1 $3.5M 22k 157.00
Mentor Graphics Corporation 0.1 $3.3M 165k 20.33
Big Lots (BIGGQ) 0.1 $3.5M 78k 45.29
Carlisle Companies (CSL) 0.1 $3.4M 34k 99.51
Cirrus Logic (CRUS) 0.1 $3.6M 98k 36.41
Post Properties 0.1 $3.7M 61k 59.74
Extra Space Storage (EXR) 0.1 $3.4M 37k 93.45
Jack Henry & Associates (JKHY) 0.1 $3.5M 42k 84.58
WebMD Health 0.1 $3.7M 59k 62.63
Colfax Corporation 0.1 $3.3M 117k 28.59
Rowan Companies 0.1 $3.5M 215k 16.10
Dynegy 0.1 $3.4M 233k 14.37
Ptc (PTC) 0.1 $3.6M 109k 33.16
Ishares Inc msci india index (INDA) 0.1 $3.6M 134k 27.12
Pentair cs (PNR) 0.1 $3.5M 65k 54.26
Eversource Energy (ES) 0.1 $3.4M 58k 58.35
Packaging Corporation of America (PKG) 0.1 $3.2M 54k 60.39
Broadridge Financial Solutions (BR) 0.1 $3.2M 54k 59.31
Suntrust Banks Inc $1.00 Par Cmn 0.1 $2.9M 80k 36.08
NVIDIA Corporation (NVDA) 0.1 $2.9M 82k 35.63
Morgan Stanley (MS) 0.1 $2.9M 117k 25.01
International Paper Company (IP) 0.1 $3.0M 74k 41.04
Synopsys (SNPS) 0.1 $3.0M 62k 48.44
Campbell Soup Company (CPB) 0.1 $2.9M 46k 63.79
Integrated Device Technology 0.1 $2.9M 142k 20.44
Southern Company (SO) 0.1 $3.2M 61k 51.72
Radian (RDN) 0.1 $2.9M 237k 12.40
Intuit (INTU) 0.1 $3.1M 30k 104.03
World Fuel Services Corporation (WKC) 0.1 $3.3M 67k 48.58
KLA-Tencor Corporation (KLAC) 0.1 $2.9M 40k 72.81
Molina Healthcare (MOH) 0.1 $3.1M 47k 64.49
Urban Outfitters (URBN) 0.1 $3.1M 94k 33.09
United Therapeutics Corporation (UTHR) 0.1 $2.9M 26k 111.43
Brocade Communications Systems 0.1 $3.0M 279k 10.58
Mednax (MD) 0.1 $3.2M 49k 64.61
Delphi Automotive 0.1 $3.2M 43k 75.01
Popular (BPOP) 0.1 $2.9M 103k 28.61
Wec Energy Group (WEC) 0.1 $3.1M 51k 60.06
Owens Corning (OC) 0.1 $2.6M 55k 47.28
Ameriprise Financial (AMP) 0.1 $2.6M 27k 94.02
Pulte (PHM) 0.1 $2.4M 131k 18.71
Kohl's Corporation (KSS) 0.1 $2.4M 52k 46.61
NetApp (NTAP) 0.1 $2.7M 100k 27.29
Mohawk Industries (MHK) 0.1 $2.5M 13k 190.88
Helmerich & Payne (HP) 0.1 $2.4M 41k 58.73
Gartner (IT) 0.1 $2.5M 28k 89.35
Deluxe Corporation (DLX) 0.1 $2.7M 43k 62.48
GATX Corporation (GATX) 0.1 $2.6M 56k 47.50
priceline.com Incorporated 0.1 $2.4M 1.9k 1288.95
Landstar System (LSTR) 0.1 $2.6M 40k 64.60
Aspen Insurance Holdings 0.1 $2.8M 59k 47.69
Amdocs Ltd ord (DOX) 0.1 $2.5M 41k 60.41
Amtrust Financial Services 0.1 $2.6M 101k 25.88
Evercore Partners (EVR) 0.1 $2.5M 49k 51.76
Assured Guaranty (AGO) 0.1 $2.5M 100k 25.30
MarketAxess Holdings (MKTX) 0.1 $2.6M 21k 124.81
Vail Resorts (MTN) 0.1 $2.6M 20k 133.71
Centene Corporation (CNC) 0.1 $2.6M 43k 61.57
Jarden Corporation 0.1 $2.7M 46k 58.96
Comfort Systems USA (FIX) 0.1 $2.4M 76k 31.77
Astronics Corporation (ATRO) 0.1 $2.4M 63k 38.14
First American Financial (FAF) 0.1 $2.7M 72k 38.11
Amc Networks Inc Cl A (AMCX) 0.1 $2.4M 37k 64.93
General Mtrs Co *w exp 07/10/201 0.1 $2.4M 178k 13.66
Dunkin' Brands Group 0.1 $2.5M 54k 47.17
L Brands 0.1 $2.5M 29k 87.83
Essent (ESNT) 0.1 $2.8M 135k 20.80
Livanova Plc Ord (LIVN) 0.1 $2.4M 45k 53.98
Cardinal Health (CAH) 0.1 $2.2M 27k 81.96
United Parcel Service (UPS) 0.1 $2.1M 20k 105.45
T. Rowe Price (TROW) 0.1 $2.3M 31k 73.45
Nordstrom (JWN) 0.1 $2.3M 40k 57.22
Cabot Corporation (CBT) 0.1 $2.0M 41k 48.32
Mettler-Toledo International (MTD) 0.1 $2.3M 6.8k 344.71
Illinois Tool Works (ITW) 0.1 $2.4M 23k 102.42
Sempra Energy (SRE) 0.1 $2.1M 20k 104.07
Sinclair Broadcast 0.1 $2.0M 67k 30.75
Calpine Corporation 0.1 $2.1M 138k 15.17
Brinker International (EAT) 0.1 $2.1M 45k 45.95
AMN Healthcare Services (AMN) 0.1 $2.0M 60k 33.61
Celanese Corporation (CE) 0.1 $2.2M 34k 65.50
Edison International (EIX) 0.1 $2.1M 29k 71.90
Seagate Technology Com Stk 0.1 $2.1M 60k 34.45
Steel Dynamics (STLD) 0.1 $2.2M 96k 22.51
AmSurg 0.1 $2.2M 29k 74.61
Hill-Rom Holdings 0.1 $2.3M 46k 50.30
Manhattan Associates (MANH) 0.1 $2.3M 40k 56.86
Skechers USA (SKX) 0.1 $2.1M 69k 30.45
Trinity Industries (TRN) 0.1 $2.2M 121k 18.31
Alexandria Real Estate Equities (ARE) 0.1 $2.4M 26k 90.87
Kimco Realty Corporation (KIM) 0.1 $2.1M 73k 28.78
Retail Opportunity Investments (ROIC) 0.1 $2.2M 109k 20.12
Argan (AGX) 0.1 $2.3M 66k 35.16
Government Properties Income Trust 0.1 $2.4M 132k 17.85
Ligand Pharmaceuticals In (LGND) 0.1 $2.0M 19k 107.11
Hollyfrontier Corp 0.1 $2.2M 62k 35.32
J Global (ZD) 0.1 $2.0M 33k 61.59
Matson (MATX) 0.1 $2.0M 50k 40.18
Sanmina (SANM) 0.1 $2.3M 100k 23.38
Whitewave Foods 0.1 $2.1M 51k 40.65
Monsanto Company 0.0 $2.0M 22k 87.74
Via 0.0 $1.7M 40k 41.28
AES Corporation (AES) 0.0 $1.5M 131k 11.80
Bunge 0.0 $1.9M 34k 56.68
Cracker Barrel Old Country Store (CBRL) 0.0 $1.9M 13k 152.70
FMC Technologies 0.0 $1.8M 65k 27.35
Nuance Communications 0.0 $1.6M 84k 18.68
Rollins (ROL) 0.0 $1.8M 68k 27.13
SYSCO Corporation (SYY) 0.0 $1.9M 42k 46.72
SVB Financial (SIVBQ) 0.0 $1.7M 17k 102.02
Mid-America Apartment (MAA) 0.0 $1.7M 16k 102.20
National-Oilwell Var 0.0 $2.0M 63k 31.11
Cadence Design Systems (CDNS) 0.0 $1.8M 76k 23.58
Macy's (M) 0.0 $1.7M 39k 44.08
Xerox Corporation 0.0 $1.6M 141k 11.16
Gap (GAP) 0.0 $1.9M 65k 29.40
Staples 0.0 $1.9M 169k 11.03
Prestige Brands Holdings (PBH) 0.0 $1.9M 35k 53.40
Hershey Company (HSY) 0.0 $1.9M 21k 92.10
Omni (OMC) 0.0 $1.7M 21k 83.24
TrueBlue (TBI) 0.0 $1.7M 66k 26.15
Fiserv (FI) 0.0 $1.8M 17k 102.60
C.H. Robinson Worldwide (CHRW) 0.0 $1.6M 22k 74.23
Umpqua Holdings Corporation 0.0 $1.9M 117k 15.86
Quanta Services (PWR) 0.0 $1.6M 69k 22.56
Wabash National Corporation (WNC) 0.0 $2.0M 148k 13.20
Korn/Ferry International (KFY) 0.0 $1.6M 56k 28.29
Benchmark Electronics (BHE) 0.0 $1.8M 80k 23.05
Group 1 Automotive (GPI) 0.0 $1.7M 28k 58.70
LaSalle Hotel Properties 0.0 $1.8M 73k 25.31
Piper Jaffray Companies (PIPR) 0.0 $1.8M 36k 49.56
Amerisafe (AMSF) 0.0 $2.0M 37k 52.55
Cal-Maine Foods (CALM) 0.0 $1.9M 36k 51.91
Medivation 0.0 $1.9M 41k 45.98
Hanover Insurance (THG) 0.0 $1.9M 21k 90.23
F5 Networks (FFIV) 0.0 $1.5M 15k 105.82
Ormat Technologies (ORA) 0.0 $1.7M 41k 41.24
OraSure Technologies (OSUR) 0.0 $1.8M 249k 7.23
Greenbrier Companies (GBX) 0.0 $1.8M 67k 27.63
Anika Therapeutics (ANIK) 0.0 $1.9M 43k 44.73
Weingarten Realty Investors 0.0 $1.9M 52k 37.52
MiMedx (MDXG) 0.0 $1.6M 186k 8.74
Marriott Vacations Wrldwde Cp (VAC) 0.0 $1.6M 24k 67.48
SELECT INCOME REIT COM SH BEN int 0.0 $1.7M 72k 23.06
Dean Foods Company 0.0 $1.6M 92k 17.32
Tree (TREE) 0.0 $1.9M 20k 97.77
Hewlett Packard Enterprise (HPE) 0.0 $1.6M 92k 17.73
E TRADE Financial Corporation 0.0 $1.4M 59k 24.50
Time Warner 0.0 $1.1M 15k 72.56
MB Financial 0.0 $1.4M 43k 32.46
Legg Mason 0.0 $1.3M 38k 34.67
AMAG Pharmaceuticals 0.0 $1.5M 62k 23.39
American Eagle Outfitters (AEO) 0.0 $1.1M 67k 16.67
Adobe Systems Incorporated (ADBE) 0.0 $1.3M 14k 93.79
Cincinnati Financial Corporation (CINF) 0.0 $1.2M 19k 65.34
Equity Residential (EQR) 0.0 $1.5M 20k 75.01
Fresh Del Monte Produce (FDP) 0.0 $1.2M 28k 42.06
Deere & Company (DE) 0.0 $1.5M 20k 76.97
John Wiley & Sons (WLY) 0.0 $1.4M 30k 48.89
First Midwest Ban 0.0 $1.3M 70k 18.02
Lazard Ltd-cl A shs a 0.0 $1.3M 35k 38.79
Fifth Third Ban (FITB) 0.0 $1.4M 84k 16.69
FactSet Research Systems (FDS) 0.0 $1.1M 7.5k 151.47
Msci (MSCI) 0.0 $1.2M 16k 74.05
D.R. Horton (DHI) 0.0 $1.4M 48k 30.23
Krispy Kreme Doughnuts 0.0 $1.4M 90k 15.59
Old Republic International Corporation (ORI) 0.0 $1.3M 72k 18.28
American National Insurance Company 0.0 $1.3M 12k 115.52
SBA Communications Corporation 0.0 $1.1M 11k 100.18
Juniper Networks (JNPR) 0.0 $1.4M 56k 25.52
Meritage Homes Corporation (MTH) 0.0 $1.4M 40k 36.46
Sanderson Farms 0.0 $1.3M 15k 90.15
Western Alliance Bancorporation (WAL) 0.0 $1.2M 35k 33.39
AngioDynamics (ANGO) 0.0 $1.2M 99k 12.29
MKS Instruments (MKSI) 0.0 $1.2M 32k 37.63
Western Refining 0.0 $1.1M 38k 29.10
Asbury Automotive (ABG) 0.0 $1.2M 21k 59.82
DTE Energy Company (DTE) 0.0 $1.3M 15k 90.67
Fulton Financial (FULT) 0.0 $1.5M 109k 13.38
Infinity Property and Casualty 0.0 $1.1M 14k 80.51
MicroStrategy Incorporated (MSTR) 0.0 $1.5M 8.1k 179.68
Oceaneering International (OII) 0.0 $1.4M 43k 33.24
Sovran Self Storage 0.0 $1.1M 9.5k 117.94
Ida (IDA) 0.0 $1.3M 17k 74.59
Movado (MOV) 0.0 $1.3M 48k 27.54
PS Business Parks 0.0 $1.2M 12k 100.48
Rockwell Automation (ROK) 0.0 $1.2M 11k 113.76
Stamps 0.0 $1.3M 12k 106.30
Tech Data Corporation 0.0 $1.5M 19k 76.75
WGL Holdings 0.0 $1.2M 16k 72.39
Nautilus (BFXXQ) 0.0 $1.3M 68k 19.32
Federal Realty Inv. Trust 0.0 $1.1M 7.2k 156.04
Apollo Commercial Real Est. Finance (ARI) 0.0 $1.4M 85k 16.30
Dana Holding Corporation (DAN) 0.0 $1.1M 80k 14.09
ePlus (PLUS) 0.0 $1.3M 16k 80.51
NCI Building Systems 0.0 $1.4M 96k 14.20
Boston Properties (BXP) 0.0 $1.5M 12k 127.10
Web 0.0 $1.3M 68k 19.82
Six Flags Entertainment (SIX) 0.0 $1.2M 22k 55.49
Pebblebrook Hotel Trust (PEB) 0.0 $1.1M 39k 29.06
Chesapeake Lodging Trust sh ben int 0.0 $1.5M 56k 26.46
Gnc Holdings Inc Cl A 0.0 $1.2M 37k 31.76
Rlj Lodging Trust (RLJ) 0.0 $1.3M 57k 22.88
Marathon Petroleum Corp (MPC) 0.0 $1.1M 30k 37.19
Jazz Pharmaceuticals (JAZZ) 0.0 $1.4M 11k 130.57
Avg Technologies 0.0 $1.5M 72k 20.75
Supernus Pharmaceuticals (SUPN) 0.0 $1.2M 82k 15.25
Capit Bk Fin A 0.0 $1.1M 36k 30.84
Cdw (CDW) 0.0 $1.4M 33k 41.50
Spartannash (SPTN) 0.0 $1.2M 41k 30.32
Heritage Ins Hldgs (HRTG) 0.0 $1.3M 80k 15.97
Centrus Energy Corp cl a (LEU) 0.0 $1.1M 248k 4.51
Great Wastern Ban 0.0 $1.3M 49k 27.27
Inc Resh Hldgs Inc cl a 0.0 $1.2M 30k 41.22
Anchor Bancorp Wisconsin 0.0 $1.3M 30k 45.04
Paypal Holdings (PYPL) 0.0 $1.3M 34k 38.61
Steris 0.0 $1.3M 18k 71.05
IAC/InterActive 0.0 $942k 20k 47.10
Federated Investors (FHI) 0.0 $819k 28k 28.84
Polaris Industries (PII) 0.0 $699k 7.1k 98.45
Valspar Corporation 0.0 $706k 6.6k 106.97
Airgas 0.0 $935k 6.6k 141.67
Waddell & Reed Financial 0.0 $1.1M 45k 23.53
Healthcare Realty Trust Incorporated 0.0 $1.1M 34k 30.88
La-Z-Boy Incorporated (LZB) 0.0 $927k 35k 26.74
Red Hat 0.0 $738k 9.9k 74.55
Federal Signal Corporation (FSS) 0.0 $900k 68k 13.26
Stryker Corporation (SYK) 0.0 $772k 7.2k 107.22
Clorox Company (CLX) 0.0 $1.0M 8.2k 126.10
Janus Capital 0.0 $898k 61k 14.63
NVR (NVR) 0.0 $866k 500.00 1732.00
Lannett Company 0.0 $703k 39k 17.92
Gray Television (GTN) 0.0 $1.0M 87k 11.72
Avis Budget (CAR) 0.0 $684k 25k 27.36
Tesoro Corporation 0.0 $757k 8.8k 86.02
Micron Technology (MU) 0.0 $838k 80k 10.48
Tenne 0.0 $967k 19k 51.52
Insight Enterprises (NSIT) 0.0 $958k 33k 28.65
Kadant (KAI) 0.0 $890k 20k 45.14
Owens-Illinois 0.0 $901k 57k 15.96
Abiomed 0.0 $943k 9.9k 94.86
Cantel Medical 0.0 $936k 13k 71.36
Community Health Systems (CYH) 0.0 $818k 44k 18.51
EnerSys (ENS) 0.0 $1.1M 19k 55.72
Haverty Furniture Companies (HVT) 0.0 $1.0M 50k 21.17
Huntsman Corporation (HUN) 0.0 $915k 69k 13.30
Methode Electronics (MEI) 0.0 $1.1M 36k 29.25
Bristow 0.0 $666k 35k 18.93
Cabot Microelectronics Corporation 0.0 $789k 19k 40.90
Hibbett Sports (HIBB) 0.0 $1.0M 29k 35.91
M/I Homes (MHO) 0.0 $1.0M 56k 18.64
West Pharmaceutical Services (WST) 0.0 $1.1M 16k 69.34
EMC Insurance 0.0 $672k 26k 25.64
Tessera Technologies 0.0 $827k 27k 30.99
Agree Realty Corporation (ADC) 0.0 $812k 21k 38.48
Home BancShares (HOMB) 0.0 $1.1M 26k 40.93
ICU Medical, Incorporated (ICUI) 0.0 $929k 8.9k 104.15
Matrix Service Company (MTRX) 0.0 $826k 47k 17.69
National Fuel Gas (NFG) 0.0 $826k 17k 50.06
Piedmont Natural Gas Company 0.0 $730k 12k 59.84
PrivateBan 0.0 $838k 22k 38.61
Rofin-Sinar Technologies 0.0 $731k 23k 32.20
Speedway Motorsports 0.0 $1.0M 51k 19.83
Citi Trends (CTRN) 0.0 $758k 43k 17.82
CommVault Systems (CVLT) 0.0 $822k 19k 43.19
PDF Solutions (PDFS) 0.0 $660k 49k 13.39
Teradyne (TER) 0.0 $890k 41k 21.60
MDC PARTNERS INC CL A SUB Vtg 0.0 $775k 33k 23.60
John B. Sanfilippo & Son (JBSS) 0.0 $843k 12k 69.10
Oneok (OKE) 0.0 $956k 32k 29.88
CAI International 0.0 $947k 98k 9.66
Express 0.0 $748k 35k 21.42
Sucampo Pharmaceuticals 0.0 $995k 91k 10.93
Reis 0.0 $667k 28k 23.55
Youku 0.0 $717k 26k 27.47
Compucredit Hldgs Corp note 5.875%11/3 0.0 $840k 2.0M 0.42
Alliance Fiber Optic Products 0.0 $743k 50k 14.79
Sapiens Intl Corp N V 0.0 $736k 62k 11.98
Cooper Standard Holdings (CPS) 0.0 $766k 11k 71.86
Nortel Networks 2.125% 4/15/14 conv 0.0 $850k 1.0M 0.85
Us Silica Hldgs (SLCA) 0.0 $704k 31k 22.71
Rexnord 0.0 $1.0M 50k 20.23
Federated National Holding C 0.0 $741k 38k 19.67
Ambarella (AMBA) 0.0 $724k 16k 44.69
Outerwall 0.0 $754k 20k 36.97
Perrigo Company (PRGO) 0.0 $972k 7.6k 127.89
Investors Ban 0.0 $939k 81k 11.63
Arcbest (ARCB) 0.0 $885k 41k 21.59
Synovus Finl (SNV) 0.0 $893k 31k 28.90
Caleres (CAL) 0.0 $857k 30k 28.28
Calatlantic 0.0 $1.0M 31k 33.42
Stewart Information Services Corporation (STC) 0.0 $535k 15k 36.28
Time Warner Cable 0.0 $655k 3.2k 204.69
Leucadia National 0.0 $237k 15k 16.20
AGL Resources 0.0 $306k 4.7k 65.11
LKQ Corporation (LKQ) 0.0 $220k 6.9k 31.88
Paychex (PAYX) 0.0 $594k 11k 54.00
Jack in the Box (JACK) 0.0 $639k 10k 63.90
TECO Energy 0.0 $418k 15k 27.50
AngloGold Ashanti 0.0 $472k 35k 13.69
Shoe Carnival (SCVL) 0.0 $588k 22k 26.98
Apollo 0.0 $283k 35k 8.20
Monarch Casino & Resort (MCRI) 0.0 $488k 25k 19.45
Astoria Financial Corporation 0.0 $296k 19k 15.83
Empire District Electric Company 0.0 $304k 9.2k 33.04
Atmel Corporation 0.0 $408k 50k 8.11
Cablevision Systems Corporation 0.0 $403k 12k 33.03
Amkor Technology (AMKR) 0.0 $550k 93k 5.89
Alere 0.0 $375k 7.4k 50.68
Newport Corporation 0.0 $607k 26k 22.99
Ship Finance Intl 0.0 $584k 42k 13.88
Century Aluminum Company (CENX) 0.0 $426k 60k 7.05
Great Southern Ban (GSBC) 0.0 $516k 14k 37.15
Starwood Hotels & Resorts Worldwide 0.0 $551k 6.6k 83.48
Carrizo Oil & Gas 0.0 $394k 13k 30.95
Delek US Holdings 0.0 $588k 39k 15.24
El Paso Electric Company 0.0 $596k 13k 45.87
First Community Bancshares (FCBC) 0.0 $564k 28k 19.85
H&E Equipment Services (HEES) 0.0 $471k 27k 17.54
InterDigital (IDCC) 0.0 $544k 9.8k 55.67
Moog (MOG.A) 0.0 $416k 9.1k 45.69
Heartland Payment Systems 0.0 $406k 4.2k 96.67
Myriad Genetics (MYGN) 0.0 $375k 10k 37.42
Neustar 0.0 $415k 17k 24.59
NetScout Systems (NTCT) 0.0 $488k 21k 22.96
Shenandoah Telecommunications Company (SHEN) 0.0 $560k 21k 26.74
SanDisk Corporation 0.0 $396k 5.2k 76.15
Alamo (ALG) 0.0 $568k 10k 55.71
American States Water Company (AWR) 0.0 $466k 12k 39.39
Cambrex Corporation 0.0 $324k 7.4k 44.04
FirstMerit Corporation 0.0 $341k 16k 21.05
Headwaters Incorporated 0.0 $567k 29k 19.84
Republic Bancorp, Inc. KY (RBCAA) 0.0 $302k 12k 25.83
Urstadt Biddle Properties 0.0 $582k 28k 20.97
Acorda Therapeutics 0.0 $471k 18k 26.45
Carmike Cinemas 0.0 $412k 14k 30.07
Orthofix International Nv Com Stk 0.0 $499k 12k 41.55
Omega Protein Corporation 0.0 $564k 33k 16.93
PC Connection (CNXN) 0.0 $658k 26k 25.80
Smith & Wesson Holding Corporation 0.0 $525k 20k 26.61
PowerSecure International 0.0 $404k 22k 18.70
Quaker Chemical Corporation (KWR) 0.0 $363k 4.3k 84.89
Senior Housing Properties Trust 0.0 $318k 18k 17.87
Superior Energy Services 0.0 $380k 28k 13.38
National Health Investors (NHI) 0.0 $327k 4.9k 66.57
CalAmp 0.0 $538k 30k 17.94
First Defiance Financial 0.0 $418k 11k 38.43
Comscore 0.0 $244k 8.1k 30.07
Oasis Petroleum 0.0 $576k 79k 7.28
Verint Systems (VRNT) 0.0 $628k 19k 33.37
Kraton Performance Polymers 0.0 $341k 20k 17.29
Chatham Lodging Trust (CLDT) 0.0 $348k 16k 21.44
Fresh Market 0.0 $402k 14k 28.51
Semgroup Corp cl a 0.0 $354k 16k 22.40
Pacira Pharmaceuticals (PCRX) 0.0 $305k 5.8k 52.98
Rpx Corp 0.0 $546k 49k 11.27
Progressive Waste Solutions 0.0 $644k 21k 31.02
Ntelos Holdings 0.0 $257k 28k 9.20
Newlink Genetics Corporation 0.0 $281k 16k 18.18
Wmi Holdings 0.0 $459k 196k 2.34
D Tumi Holdings 0.0 $408k 15k 26.84
Gentherm (THRM) 0.0 $312k 7.5k 41.63
Hyster Yale Materials Handling (HY) 0.0 $409k 6.1k 66.54
Prothena (PRTA) 0.0 $596k 15k 41.17
United Ins Hldgs (ACIC) 0.0 $499k 26k 19.21
Enanta Pharmaceuticals (ENTA) 0.0 $386k 13k 29.40
West 0.0 $335k 15k 22.83
Hci (HCI) 0.0 $462k 14k 33.30
Gigamon 0.0 $380k 12k 31.04
Biosante Pharmaceuticals (ANIP) 0.0 $468k 14k 33.69
Control4 0.0 $305k 38k 7.96
Ophthotech 0.0 $652k 15k 42.24
Fidelity + Guaranty Life 0.0 $506k 19k 26.22
Paylocity Holding Corporation (PCTY) 0.0 $271k 8.3k 32.73
Ultragenyx Pharmaceutical (RARE) 0.0 $462k 7.3k 63.36
One Gas (OGS) 0.0 $350k 5.7k 61.18
Talmer Ban 0.0 $465k 26k 18.09
Rayonier Advanced Matls (RYAM) 0.0 $513k 54k 9.50
Eldorado Resorts 0.0 $658k 58k 11.44
Infrareit 0.0 $298k 18k 17.03
Essendant 0.0 $589k 18k 31.95
Baxalta Incorporated 0.0 $307k 7.6k 40.39
Columbia Pipeline 0.0 $505k 20k 25.12
First Busey Corp Class A Common (BUSE) 0.0 $325k 16k 20.49
Planet Fitness Inc-cl A (PLNT) 0.0 $345k 21k 16.25
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $0 19M 0.00
Rite Aid Corporation 0.0 $205k 25k 8.17
Atlas Air Worldwide Holdings 0.0 $200k 4.7k 42.22
Acuity Brands (AYI) 0.0 $196k 900.00 217.78
First Niagara Financial 0.0 $22k 2.3k 9.69
Neurocrine Biosciences (NBIX) 0.0 $203k 5.1k 39.46
Hallmark Financial Services 0.0 $208k 18k 11.48
Scotts Miracle-Gro Company (SMG) 0.0 $80k 1.1k 72.73
CoreLogic 0.0 $28k 800.00 35.00
First Nbc Bank Holding 0.0 $193k 9.4k 20.62
Diamond Resorts International 0.0 $91k 3.8k 24.27
Eastman Kodak Co *w exp 09/03/201 0.0 $7.0k 2.8k 2.53
Eastman Kodak Co *w exp 09/03/201 0.0 $5.0k 2.8k 1.80
Eastman Kodak (KODK) 0.0 $87k 8.0k 10.84
Flexion Therapeutics 0.0 $179k 20k 9.18
Phibro Animal Health Corporati*on Cmn Class A (PAHC) 0.0 $205k 7.6k 27.05
Markit 0.0 $105k 3.0k 35.35
California Resources 0.0 $0 3.00 0.00
Triumph Ban (TFIN) 0.0 $129k 8.2k 15.81
Alarm Com Hldgs (ALRM) 0.0 $196k 8.3k 23.67