DuPont Capital Management Corporation

Dupont Capital Management as of June 30, 2016

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 665 positions in its portfolio as reported in the June 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 $646M 10M 64.80
Vanguard S&p 500 Etf idx (VOO) 12.8 $575M 3.0M 192.22
Ishares High Dividend Equity F (HDV) 3.1 $140M 1.7M 82.15
Exxon Mobil Corporation (XOM) 1.2 $54M 575k 93.74
Apple (AAPL) 1.2 $54M 560k 95.60
Taiwan Semiconductor Mfg (TSM) 1.2 $53M 2.0M 26.23
Alphabet Inc Class C cs (GOOG) 1.0 $46M 66k 692.10
Microsoft Corporation (MSFT) 1.0 $45M 885k 51.17
NetEase (NTES) 0.9 $43M 221k 193.22
JPMorgan Chase & Co. (JPM) 0.9 $39M 629k 62.14
Amazon (AMZN) 0.8 $37M 52k 715.61
Comcast Corporation (CMCSA) 0.8 $37M 560k 65.19
Pfizer (PFE) 0.8 $35M 987k 35.21
Cisco Systems (CSCO) 0.7 $32M 1.1M 28.69
Procter & Gamble Company (PG) 0.7 $32M 379k 84.67
Merck & Co (MRK) 0.7 $31M 541k 57.61
Citigroup (C) 0.7 $31M 725k 42.39
Visa (V) 0.6 $29M 387k 74.17
Facebook Inc cl a (META) 0.6 $28M 247k 114.28
UnitedHealth (UNH) 0.6 $28M 196k 141.20
Gilead Sciences (GILD) 0.6 $28M 331k 83.42
Occidental Petroleum Corporation (OXY) 0.6 $26M 337k 75.56
Lam Research Corporation (LRCX) 0.6 $26M 305k 84.06
Johnson & Johnson (JNJ) 0.6 $25M 209k 121.30
iShares MSCI Emerging Markets Indx (EEM) 0.5 $23M 675k 34.36
Oracle Corporation (ORCL) 0.5 $24M 574k 40.93
Medtronic (MDT) 0.5 $23M 267k 86.77
Cemex SAB de CV (CX) 0.5 $23M 3.7M 6.17
Schlumberger (SLB) 0.5 $23M 291k 79.08
Verizon Communications (VZ) 0.5 $23M 403k 55.84
Honeywell International (HON) 0.5 $22M 186k 116.32
Banco Macro SA (BMA) 0.5 $22M 293k 74.22
Delta Air Lines (DAL) 0.5 $21M 584k 36.43
American International (AIG) 0.5 $21M 402k 52.89
Coca-Cola Company (KO) 0.5 $20M 447k 45.33
Hess (HES) 0.5 $20M 334k 60.10
Walt Disney Company (DIS) 0.4 $20M 200k 97.82
At&t (T) 0.4 $20M 458k 43.21
Allergan 0.4 $20M 85k 231.09
Capital One Financial (COF) 0.4 $20M 306k 63.51
iShares MSCI Australia Index Fund (EWA) 0.4 $19M 992k 19.45
Wisdomtree Japan Hedged Real Estate Etf etf 0.4 $19M 788k 24.37
Texas Instruments Incorporated (TXN) 0.4 $19M 299k 62.65
Hca Holdings (HCA) 0.4 $18M 239k 77.01
McDonald's Corporation (MCD) 0.4 $18M 149k 120.34
U.s. Concrete Inc Cmn 0.4 $18M 293k 60.91
Home Depot (HD) 0.4 $17M 133k 127.69
Union Pacific Corporation (UNP) 0.4 $17M 195k 87.25
Mondelez Int (MDLZ) 0.4 $17M 380k 45.51
Berkshire Hathaway (BRK.B) 0.4 $17M 116k 144.79
American Tower Reit (AMT) 0.4 $17M 147k 113.61
Chevron Corporation (CVX) 0.4 $16M 153k 104.83
Celgene Corporation 0.4 $16M 163k 98.63
Ingersoll-rand Co Ltd-cl A 0.3 $16M 249k 63.68
CVS Caremark Corporation (CVS) 0.3 $15M 157k 95.74
Target Corporation (TGT) 0.3 $15M 212k 69.82
MetLife (MET) 0.3 $15M 371k 39.83
Chubb (CB) 0.3 $15M 114k 130.71
Wells Fargo & Company (WFC) 0.3 $14M 304k 47.33
Colgate-Palmolive Company (CL) 0.3 $15M 199k 73.20
Pepsi (PEP) 0.3 $15M 137k 105.94
Philip Morris International (PM) 0.3 $14M 139k 101.72
Simon Property (SPG) 0.3 $15M 67k 216.89
iShares MSCI Hong Kong Index Fund (EWH) 0.3 $14M 709k 19.58
Raytheon Company 0.3 $14M 101k 135.95
General Electric Company 0.3 $13M 418k 31.48
Amgen (AMGN) 0.3 $13M 85k 152.15
Parker-Hannifin Corporation (PH) 0.3 $13M 121k 108.05
AvalonBay Communities (AVB) 0.3 $13M 73k 180.39
U.S. Bancorp (USB) 0.3 $13M 312k 40.33
Exelon Corporation (EXC) 0.3 $13M 346k 36.36
TJX Companies (TJX) 0.3 $13M 165k 77.23
General Dynamics Corporation (GD) 0.3 $13M 91k 139.24
Mead Johnson Nutrition 0.3 $13M 138k 90.75
ICICI Bank (IBN) 0.3 $12M 1.7M 7.18
Altria (MO) 0.3 $12M 174k 68.96
iShares MSCI Canada Index (EWC) 0.3 $12M 490k 24.51
3M Company (MMM) 0.3 $12M 66k 175.13
Intel Corporation (INTC) 0.3 $12M 359k 32.80
Ford Motor Company (F) 0.3 $12M 911k 12.57
Wyndham Worldwide Corporation 0.3 $12M 163k 71.23
UGI Corporation (UGI) 0.3 $12M 255k 45.25
Express Scripts Holding 0.3 $12M 153k 75.80
Ezcorp Inc sr unsecured 06/19 2.625 0.3 $12M 14M 0.83
Hewlett Packard Enterprise (HPE) 0.3 $12M 639k 18.27
Citrix Systems 0.2 $11M 142k 80.09
Tyson Foods (TSN) 0.2 $11M 169k 66.79
Ingredion Incorporated (INGR) 0.2 $11M 86k 129.41
Dow Chemical Company 0.2 $11M 213k 49.71
Murphy Oil Corporation (MUR) 0.2 $11M 342k 31.75
Reliance Steel & Aluminum (RS) 0.2 $11M 138k 76.90
Dollar General (DG) 0.2 $11M 115k 94.00
General Motors Company (GM) 0.2 $11M 384k 28.30
Nasdaq Omx (NDAQ) 0.2 $10M 161k 64.67
Aspen Technology 0.2 $11M 260k 40.24
AECOM Technology Corporation (ACM) 0.2 $10M 320k 31.77
Huntington Ingalls Inds (HII) 0.2 $10M 61k 168.03
Level 3 Communications 0.2 $10M 201k 51.49
Wal-Mart Stores (WMT) 0.2 $9.9M 136k 73.02
Newell Rubbermaid (NWL) 0.2 $10M 207k 48.57
Arrow Electronics (ARW) 0.2 $9.9M 160k 61.90
Textron (TXT) 0.2 $9.8M 269k 36.56
Lowe's Companies (LOW) 0.2 $9.2M 117k 79.17
Brunswick Corporation (BC) 0.2 $9.6M 211k 45.32
iShares Russell 2000 Index (IWM) 0.2 $9.2M 80k 114.97
Industries N shs - a - (LYB) 0.2 $9.6M 129k 74.42
Quintiles Transnatio Hldgs I 0.2 $9.3M 143k 65.32
Westrock (WRK) 0.2 $9.3M 239k 38.87
Goldman Sachs (GS) 0.2 $8.8M 59k 148.59
Dr Pepper Snapple 0.2 $8.8M 92k 96.63
Travelers Companies (TRV) 0.2 $8.4M 70k 119.04
AutoZone (AZO) 0.2 $8.5M 11k 793.85
American Airls (AAL) 0.2 $8.5M 300k 28.31
International Business Machines (IBM) 0.2 $8.0M 53k 151.79
NCR Corporation (VYX) 0.2 $7.9M 286k 27.77
CenterPoint Energy (CNP) 0.2 $7.9M 328k 24.00
Worthington Industries (WOR) 0.2 $8.1M 193k 42.30
Michael Kors Holdings 0.2 $8.1M 163k 49.48
FedEx Corporation (FDX) 0.2 $7.7M 51k 151.79
Foot Locker (FL) 0.2 $7.6M 138k 54.86
Becton, Dickinson and (BDX) 0.2 $7.7M 45k 169.60
United Technologies Corporation 0.2 $7.7M 75k 102.55
Qualcomm (QCOM) 0.2 $7.7M 144k 53.57
Entergy Corporation (ETR) 0.2 $7.8M 96k 81.35
iShares MSCI Japan Index 0.2 $7.6M 665k 11.50
PacWest Ban 0.2 $7.8M 196k 39.78
Ypf Sa (YPF) 0.2 $7.7M 401k 19.20
Prologis (PLD) 0.2 $7.7M 158k 49.04
Alphabet Inc Class A cs (GOOGL) 0.2 $7.7M 11k 703.50
Prosperity Bancshares (PB) 0.2 $7.4M 145k 50.99
Crown Holdings (CCK) 0.1 $6.7M 132k 50.67
PNC Financial Services (PNC) 0.1 $6.6M 81k 81.39
Boeing Company (BA) 0.1 $6.8M 53k 129.86
Ternium (TX) 0.1 $6.9M 361k 19.06
TransDigm Group Incorporated (TDG) 0.1 $6.9M 26k 263.69
National Retail Properties (NNN) 0.1 $6.6M 129k 51.72
Spirit AeroSystems Holdings (SPR) 0.1 $6.9M 160k 43.00
Best Buy (BBY) 0.1 $6.4M 210k 30.60
Hospitality Properties Trust 0.1 $6.3M 217k 28.80
Abbvie (ABBV) 0.1 $6.2M 100k 61.91
Cit 0.1 $5.8M 180k 31.91
Discover Financial Services (DFS) 0.1 $5.7M 107k 53.59
Hologic (HOLX) 0.1 $5.7M 165k 34.60
Liberty Media 0.1 $5.8M 230k 25.37
Cintas Corporation (CTAS) 0.1 $5.7M 58k 98.13
Endurance Specialty Hldgs Lt 0.1 $5.7M 85k 67.16
Estee Lauder Companies (EL) 0.1 $6.0M 66k 91.02
Minerals Technologies (MTX) 0.1 $5.7M 101k 56.80
Post Properties 0.1 $5.7M 94k 61.05
Mallinckrodt Pub 0.1 $5.9M 97k 60.78
Waste Management (WM) 0.1 $5.6M 84k 66.27
Nucor Corporation (NUE) 0.1 $5.6M 113k 49.41
Public Storage (PSA) 0.1 $5.2M 20k 255.57
Kroger (KR) 0.1 $5.5M 150k 36.79
Ingram Micro 0.1 $5.6M 161k 34.78
MarketAxess Holdings (MKTX) 0.1 $5.5M 38k 145.41
Vail Resorts (MTN) 0.1 $5.5M 40k 138.24
Anthem (ELV) 0.1 $5.6M 43k 131.34
Packaging Corporation of America (PKG) 0.1 $4.8M 71k 66.93
NetApp (NTAP) 0.1 $4.8M 196k 24.59
Eastman Chemical Company (EMN) 0.1 $5.0M 74k 67.89
eBay (EBAY) 0.1 $4.9M 210k 23.41
American Electric Power Company (AEP) 0.1 $5.2M 74k 70.10
Prudential Financial (PRU) 0.1 $4.8M 67k 71.34
Pos (PKX) 0.1 $5.1M 114k 44.50
Quanta Services (PWR) 0.1 $4.8M 209k 23.12
L-3 Communications Holdings 0.1 $5.1M 35k 146.69
Scripps Networks Interactive 0.1 $4.8M 77k 62.27
Dominion Resources (D) 0.1 $4.6M 59k 77.94
FirstEnergy (FE) 0.1 $4.3M 124k 34.91
Franklin Resources (BEN) 0.1 $4.3M 130k 33.37
Nuance Communications 0.1 $4.3M 277k 15.63
C.R. Bard 0.1 $4.3M 18k 235.15
AmerisourceBergen (COR) 0.1 $4.6M 58k 79.33
Starbucks Corporation (SBUX) 0.1 $4.6M 81k 57.13
USG Corporation 0.1 $4.6M 170k 26.96
Carlisle Companies (CSL) 0.1 $4.6M 43k 105.67
Aspen Insurance Holdings 0.1 $4.5M 97k 46.38
Alaska Air (ALK) 0.1 $4.3M 73k 58.29
Dril-Quip (DRQ) 0.1 $4.3M 74k 58.44
Southwest Airlines (LUV) 0.1 $4.4M 113k 39.21
Oge Energy Corp (OGE) 0.1 $4.5M 138k 32.75
Mosaic (MOS) 0.1 $4.7M 178k 26.18
Allison Transmission Hldngs I (ALSN) 0.1 $4.7M 166k 28.23
Wp Carey (WPC) 0.1 $4.7M 68k 69.43
Epr Properties (EPR) 0.1 $4.4M 54k 80.68
Essent (ESNT) 0.1 $4.3M 197k 21.81
Fxcm Inc. conv 0.1 $4.3M 12M 0.35
Lear Corporation (LEA) 0.1 $3.9M 38k 101.76
Affiliated Managers (AMG) 0.1 $4.0M 28k 140.76
HSN 0.1 $4.0M 81k 48.93
ResMed (RMD) 0.1 $4.1M 66k 63.23
Bed Bath & Beyond 0.1 $4.2M 96k 43.22
NVIDIA Corporation (NVDA) 0.1 $3.8M 82k 47.01
Masco Corporation (MAS) 0.1 $4.1M 131k 30.94
PAREXEL International Corporation 0.1 $3.9M 62k 62.88
Crane 0.1 $3.9M 69k 56.72
Valero Energy Corporation (VLO) 0.1 $4.0M 79k 51.00
Nextera Energy (NEE) 0.1 $4.0M 31k 130.40
Accenture (ACN) 0.1 $4.2M 38k 113.28
East West Ban (EWBC) 0.1 $4.0M 118k 34.18
Robert Half International (RHI) 0.1 $4.2M 110k 38.16
Umpqua Holdings Corporation 0.1 $4.1M 264k 15.47
Cirrus Logic (CRUS) 0.1 $4.1M 105k 38.79
Nordson Corporation (NDSN) 0.1 $4.2M 51k 83.60
Sasol (SSL) 0.1 $3.9M 144k 27.12
Duke Energy (DUK) 0.1 $4.2M 49k 85.79
Dynegy 0.1 $4.0M 232k 17.24
Arris 0.1 $3.9M 187k 20.96
Corning Incorporated (GLW) 0.1 $3.7M 181k 20.48
Bank of America Corporation (BAC) 0.1 $3.4M 256k 13.27
Arthur J. Gallagher & Co. (AJG) 0.1 $3.5M 73k 47.60
Whirlpool Corporation (WHR) 0.1 $3.6M 22k 166.62
Campbell Soup Company (CPB) 0.1 $3.4M 51k 66.52
Helmerich & Payne (HP) 0.1 $3.7M 55k 67.13
Goodyear Tire & Rubber Company (GT) 0.1 $3.6M 141k 25.66
CIGNA Corporation 0.1 $3.8M 30k 128.00
Amtrust Financial Services 0.1 $3.4M 138k 24.50
Omega Healthcare Investors (OHI) 0.1 $3.6M 105k 33.95
Jack Henry & Associates (JKHY) 0.1 $3.4M 39k 87.27
Pentair cs (PNR) 0.1 $3.8M 65k 58.30
Vwr Corp cash securities 0.1 $3.7M 129k 28.90
Huntington Bancshares Incorporated (HBAN) 0.1 $3.0M 337k 8.94
Broadridge Financial Solutions (BR) 0.1 $3.3M 51k 65.19
Kimberly-Clark Corporation (KMB) 0.1 $3.2M 23k 137.47
Sealed Air (SEE) 0.1 $3.0M 65k 45.97
Snap-on Incorporated (SNA) 0.1 $3.4M 21k 157.83
United Rentals (URI) 0.1 $3.2M 48k 67.10
Synopsys (SNPS) 0.1 $3.1M 58k 54.07
Mentor Graphics Corporation 0.1 $3.3M 156k 21.26
Constellation Brands (STZ) 0.1 $3.1M 19k 165.42
Amdocs Ltd ord (DOX) 0.1 $2.9M 51k 57.72
Jones Lang LaSalle Incorporated (JLL) 0.1 $3.3M 34k 97.46
Steel Dynamics (STLD) 0.1 $3.0M 122k 24.50
Essex Property Trust (ESS) 0.1 $3.3M 14k 228.08
World Fuel Services Corporation (WKC) 0.1 $3.0M 63k 47.49
A. O. Smith Corporation (AOS) 0.1 $2.9M 33k 88.10
Extra Space Storage (EXR) 0.1 $3.2M 35k 92.54
Government Properties Income Trust 0.1 $3.1M 132k 23.06
Sprouts Fmrs Mkt (SFM) 0.1 $3.0M 133k 22.90
International Game Technology (IGT) 0.1 $2.9M 156k 18.74
Suntrust Banks Inc $1.00 Par Cmn 0.1 $2.7M 67k 41.08
Pulte (PHM) 0.1 $2.5M 127k 19.49
Verisign (VRSN) 0.1 $2.7M 31k 86.47
Morgan Stanley (MS) 0.1 $2.6M 98k 25.98
International Paper Company (IP) 0.1 $2.6M 62k 42.38
Southern Company (SO) 0.1 $2.7M 51k 53.62
Illinois Tool Works (ITW) 0.1 $2.7M 26k 104.15
Deluxe Corporation (DLX) 0.1 $2.8M 43k 66.36
Landstar System (LSTR) 0.1 $2.6M 38k 68.66
Intuit (INTU) 0.1 $2.8M 25k 111.61
KLA-Tencor Corporation (KLAC) 0.1 $2.6M 35k 73.25
United Therapeutics Corporation (UTHR) 0.1 $2.6M 24k 105.91
Valmont Industries (VMI) 0.1 $2.5M 19k 135.25
Alexandria Real Estate Equities (ARE) 0.1 $2.6M 25k 103.54
First American Financial (FAF) 0.1 $2.8M 69k 40.22
Mednax (MD) 0.1 $2.6M 36k 72.44
Argan (AGX) 0.1 $2.7M 66k 41.72
Delphi Automotive 0.1 $2.7M 43k 62.61
Post Holdings Inc Common (POST) 0.1 $2.5M 30k 82.70
SELECT INCOME REIT COM SH BEN int 0.1 $2.5M 97k 25.99
Popular (BPOP) 0.1 $2.8M 96k 29.30
Dean Foods Company 0.1 $2.6M 145k 18.09
Eversource Energy (ES) 0.1 $2.9M 49k 59.89
Wec Energy Group (WEC) 0.1 $2.8M 43k 65.30
Ameriprise Financial (AMP) 0.1 $2.0M 23k 89.84
SYSCO Corporation (SYY) 0.1 $2.3M 46k 50.74
T. Rowe Price (TROW) 0.1 $2.3M 31k 72.97
Western Digital (WDC) 0.1 $2.2M 46k 47.25
Mohawk Industries (MHK) 0.1 $2.5M 13k 189.77
Gartner (IT) 0.1 $2.1M 22k 97.39
Biogen Idec (BIIB) 0.1 $2.3M 9.5k 241.80
Markel Corporation (MKL) 0.1 $2.4M 2.5k 952.80
Fifth Third Ban (FITB) 0.1 $2.4M 134k 17.59
Big Lots (BIG) 0.1 $2.4M 48k 50.12
Calpine Corporation 0.1 $2.0M 138k 14.75
Radian (RDN) 0.1 $2.5M 237k 10.42
Celanese Corporation (CE) 0.1 $2.1M 32k 65.45
Assured Guaranty (AGO) 0.1 $2.4M 94k 25.37
AmSurg 0.1 $2.1M 28k 77.55
Hill-Rom Holdings 0.1 $2.2M 43k 50.45
Medivation 0.1 $2.3M 38k 60.30
F5 Networks (FFIV) 0.1 $2.3M 20k 113.84
Comfort Systems USA (FIX) 0.1 $2.3M 69k 32.57
Anika Therapeutics (ANIK) 0.1 $2.3M 43k 53.65
Kimco Realty Corporation (KIM) 0.1 $2.2M 69k 31.39
Liberty Property Trust 0.1 $2.1M 52k 39.72
Retail Opportunity Investments (ROIC) 0.1 $2.4M 109k 21.67
Howard Hughes 0.1 $2.2M 19k 114.32
Amc Networks Inc Cl A (AMCX) 0.1 $2.1M 35k 60.43
Marriott Vacations Wrldwde Cp (VAC) 0.1 $2.3M 34k 68.48
Rexnord 0.1 $2.2M 113k 19.63
Rowan Companies 0.1 $2.4M 135k 17.66
Sanmina (SANM) 0.1 $2.1M 79k 26.80
Owens Corning (OC) 0.0 $1.8M 35k 51.53
MasterCard Incorporated (MA) 0.0 $1.8M 21k 88.06
Caterpillar (CAT) 0.0 $1.6M 22k 75.82
Via 0.0 $1.7M 40k 41.48
Bunge 0.0 $1.9M 32k 59.13
Cardinal Health (CAH) 0.0 $1.8M 23k 78.00
Carnival Corporation (CCL) 0.0 $1.7M 39k 44.20
Cracker Barrel Old Country Store (CBRL) 0.0 $1.6M 9.5k 171.49
FMC Technologies 0.0 $1.7M 65k 26.68
Kohl's Corporation (KSS) 0.0 $1.7M 44k 37.92
Northrop Grumman Corporation (NOC) 0.0 $1.8M 7.9k 222.22
Nu Skin Enterprises (NUS) 0.0 $1.6M 34k 46.18
Cabot Corporation (CBT) 0.0 $1.8M 39k 45.66
Mid-America Apartment (MAA) 0.0 $1.6M 15k 106.39
Cincinnati Financial Corporation (CINF) 0.0 $1.7M 23k 74.87
Everest Re Group (EG) 0.0 $1.6M 8.9k 182.68
Cadence Design Systems (CDNS) 0.0 $1.9M 79k 24.30
Integrated Device Technology 0.0 $1.6M 80k 20.14
FactSet Research Systems (FDS) 0.0 $1.7M 10k 161.42
D.R. Horton (DHI) 0.0 $1.8M 57k 31.49
Discovery Communications 0.0 $1.7M 66k 25.23
Janus Capital 0.0 $1.7M 121k 13.92
Fiserv (FI) 0.0 $1.6M 15k 108.70
Sempra Energy (SRE) 0.0 $1.9M 17k 114.00
C.H. Robinson Worldwide (CHRW) 0.0 $1.6M 22k 74.27
priceline.com Incorporated 0.0 $1.7M 1.4k 1248.57
Lannett Company 0.0 $2.0M 82k 23.79
Sinclair Broadcast 0.0 $1.9M 63k 29.85
Brinker International (EAT) 0.0 $1.9M 42k 45.53
AMN Healthcare Services (AMN) 0.0 $1.9M 49k 39.96
Edison International (EIX) 0.0 $1.9M 24k 77.66
MKS Instruments (MKSI) 0.0 $1.9M 45k 43.06
LaSalle Hotel Properties 0.0 $1.7M 73k 23.59
Manhattan Associates (MANH) 0.0 $2.0M 31k 64.12
Pegasystems (PEGA) 0.0 $1.6M 59k 26.95
Skechers USA (SKX) 0.0 $1.8M 61k 29.71
Questar Corporation 0.0 $1.8M 72k 25.37
Hanover Insurance (THG) 0.0 $1.7M 20k 84.61
Urban Outfitters (URBN) 0.0 $1.9M 70k 27.50
Wabtec Corporation (WAB) 0.0 $1.7M 24k 70.21
American States Water Company (AWR) 0.0 $2.0M 45k 43.82
Ormat Technologies (ORA) 0.0 $1.8M 41k 43.75
Greenbrier Companies (GBX) 0.0 $1.9M 67k 29.13
EQT Corporation (EQT) 0.0 $1.9M 25k 77.41
Weingarten Realty Investors 0.0 $2.0M 49k 40.82
MiMedx (MDXG) 0.0 $1.7M 219k 7.98
General Mtrs Co *w exp 07/10/201 0.0 $1.9M 178k 10.44
Supernus Pharmaceuticals (SUPN) 0.0 $1.7M 82k 20.37
Eaton (ETN) 0.0 $1.6M 27k 59.72
Ambarella (AMBA) 0.0 $1.6M 32k 50.81
Ishares Inc msci india index (INDA) 0.0 $1.9M 69k 27.92
West 0.0 $1.6M 82k 19.66
Tegna (TGNA) 0.0 $1.9M 81k 23.17
E TRADE Financial Corporation 0.0 $1.4M 59k 23.49
Stewart Information Services Corporation (STC) 0.0 $1.5M 36k 41.41
MB Financial 0.0 $1.5M 43k 36.28
Cummins (CMI) 0.0 $1.5M 14k 112.41
Rollins (ROL) 0.0 $1.5M 52k 29.27
Adobe Systems Incorporated (ADBE) 0.0 $1.1M 12k 95.79
AFLAC Incorporated (AFL) 0.0 $1.2M 17k 72.18
Nordstrom (JWN) 0.0 $1.3M 33k 38.06
Jack in the Box (JACK) 0.0 $1.5M 18k 85.92
Commercial Metals Company (CMC) 0.0 $1.4M 82k 16.90
Equity Residential (EQR) 0.0 $1.1M 16k 68.88
DeVry 0.0 $1.3M 76k 17.84
Red Hat 0.0 $1.5M 21k 72.59
Nike (NKE) 0.0 $1.2M 22k 55.22
Stryker Corporation (SYK) 0.0 $1.2M 9.8k 119.80
Xerox Corporation 0.0 $1.4M 144k 9.49
Gap (GPS) 0.0 $1.2M 55k 21.21
Ca 0.0 $1.3M 38k 32.84
First Midwest Ban 0.0 $1.2M 70k 17.57
Staples 0.0 $1.2M 142k 8.62
Omni (OMC) 0.0 $1.3M 16k 81.52
Old Republic International Corporation (ORI) 0.0 $1.3M 67k 19.29
Meritage Homes Corporation (MTH) 0.0 $1.5M 40k 37.55
Seagate Technology Com Stk 0.0 $1.2M 50k 24.36
Wabash National Corporation (WNC) 0.0 $1.6M 122k 12.70
EnerSys (ENS) 0.0 $1.2M 19k 59.49
Great Southern Ban (GSBC) 0.0 $1.6M 42k 36.96
Methode Electronics (MEI) 0.0 $1.2M 36k 34.23
PolyOne Corporation 0.0 $1.2M 35k 35.24
DTE Energy Company (DTE) 0.0 $1.2M 12k 99.15
Piper Jaffray Companies (PIPR) 0.0 $1.3M 36k 37.71
Trinity Industries (TRN) 0.0 $1.3M 68k 18.57
West Pharmaceutical Services (WST) 0.0 $1.2M 16k 75.89
Shenandoah Telecommunications Company (SHEN) 0.0 $1.4M 35k 39.05
Realty Income (O) 0.0 $1.4M 20k 69.36
PS Business Parks 0.0 $1.2M 12k 106.05
PrivateBan 0.0 $1.2M 27k 44.04
Rockwell Automation (ROK) 0.0 $1.3M 11k 114.86
Nautilus (BFXXQ) 0.0 $1.5M 84k 17.84
Orthofix International Nv Com Stk 0.0 $1.3M 31k 42.42
OraSure Technologies (OSUR) 0.0 $1.5M 249k 5.91
LTC Properties (LTC) 0.0 $1.4M 28k 51.73
Superior Energy Services 0.0 $1.3M 71k 18.41
WebMD Health 0.0 $1.6M 27k 58.13
Apollo Commercial Real Est. Finance (ARI) 0.0 $1.4M 85k 16.07
John B. Sanfilippo & Son (JBSS) 0.0 $1.5M 35k 42.64
Boston Properties (BXP) 0.0 $1.3M 10k 131.87
Masimo Corporation (MASI) 0.0 $1.2M 23k 52.51
Oneok (OKE) 0.0 $1.3M 27k 47.44
DigitalGlobe 0.0 $1.5M 70k 21.39
Colfax Corporation 0.0 $1.4M 54k 26.47
Sucampo Pharmaceuticals 0.0 $1.4M 131k 10.97
Six Flags Entertainment (SIX) 0.0 $1.3M 22k 57.95
Qlik Technologies 0.0 $1.5M 52k 29.57
Chesapeake Lodging Trust sh ben int 0.0 $1.3M 56k 23.26
Dunkin' Brands Group 0.0 $1.4M 33k 43.62
J Global (ZD) 0.0 $1.2M 19k 63.16
Us Silica Hldgs (SLCA) 0.0 $1.4M 39k 34.47
Capit Bk Fin A 0.0 $1.2M 43k 28.80
Fleetmatics 0.0 $1.5M 36k 43.32
Cdw (CDW) 0.0 $1.3M 33k 40.07
Independent Bank (IBTX) 0.0 $1.2M 28k 42.90
Spartannash (SPTN) 0.0 $1.3M 41k 30.59
Heritage Ins Hldgs (HRTG) 0.0 $1.3M 111k 11.97
Inc Resh Hldgs Inc cl a 0.0 $1.4M 37k 38.12
Talen Energy 0.0 $1.2M 85k 13.55
Godaddy Inc cl a (GDDY) 0.0 $1.1M 36k 31.19
Livanova Plc Ord (LIVN) 0.0 $1.5M 31k 50.24
Corenergy Infrastructure Tr (CORRQ) 0.0 $1.1M 40k 28.86
Time Warner 0.0 $938k 13k 73.51
NRG Energy (NRG) 0.0 $1.0M 68k 15.00
Equifax (EFX) 0.0 $784k 6.1k 128.40
IAC/InterActive 0.0 $757k 14k 56.27
Republic Services (RSG) 0.0 $1.1M 21k 51.29
AMAG Pharmaceuticals 0.0 $809k 34k 23.91
Lennar Corporation (LEN) 0.0 $858k 19k 46.08
Spdr S&p 500 Etf (SPY) 0.0 $852k 4.1k 209.59
Federated Investors (FHI) 0.0 $769k 27k 28.79
RPM International (RPM) 0.0 $677k 14k 49.99
Valspar Corporation 0.0 $713k 6.6k 108.03
Healthcare Realty Trust Incorporated 0.0 $895k 26k 34.98
National-Oilwell Var 0.0 $1.1M 32k 33.66
La-Z-Boy Incorporated (LZB) 0.0 $965k 35k 27.83
SkyWest (SKYW) 0.0 $683k 26k 26.46
Sonic Corporation 0.0 $733k 27k 27.06
Federal Signal Corporation (FSS) 0.0 $874k 68k 12.87
Macy's (M) 0.0 $1.1M 33k 33.62
Clorox Company (CLX) 0.0 $983k 7.1k 138.45
Prestige Brands Holdings (PBH) 0.0 $888k 16k 55.40
Hershey Company (HSY) 0.0 $935k 8.2k 113.54
Msci (MSCI) 0.0 $1.1M 14k 77.14
Monarch Casino & Resort (MCRI) 0.0 $973k 44k 21.97
NVR (NVR) 0.0 $872k 490.00 1779.59
Gray Television (GTN) 0.0 $1.1M 100k 10.85
Avis Budget (CAR) 0.0 $806k 25k 32.24
SBA Communications Corporation 0.0 $1.1M 10k 107.92
Tenne 0.0 $875k 19k 46.62
Insight Enterprises (NSIT) 0.0 $869k 33k 25.99
Kadant (KAI) 0.0 $746k 15k 51.48
Owens-Illinois 0.0 $854k 47k 18.02
Abiomed 0.0 $995k 9.1k 109.28
AngioDynamics (ANGO) 0.0 $762k 53k 14.37
Cantel Medical 0.0 $901k 13k 68.69
Century Aluminum Company (CENX) 0.0 $912k 144k 6.33
Evercore Partners (EVR) 0.0 $1.1M 24k 44.17
Huntsman Corporation (HUN) 0.0 $870k 65k 13.44
Korn/Ferry International (KFY) 0.0 $875k 42k 20.71
Starwood Hotels & Resorts Worldwide 0.0 $850k 12k 73.91
Western Refining 0.0 $974k 47k 20.62
DreamWorks Animation SKG 0.0 $715k 18k 40.86
Euronet Worldwide (EEFT) 0.0 $897k 13k 69.18
Hibbett Sports (HIBB) 0.0 $1.0M 29k 34.80
M/I Homes (MHO) 0.0 $1.0M 56k 18.82
Morningstar (MORN) 0.0 $1.0M 13k 81.81
Oceaneering International (OII) 0.0 $964k 32k 29.85
Raymond James Financial (RJF) 0.0 $725k 15k 49.32
Amerisafe (AMSF) 0.0 $847k 14k 61.23
Centene Corporation (CNC) 0.0 $960k 14k 71.36
EMC Insurance 0.0 $726k 26k 27.71
HMS Holdings 0.0 $1.0M 60k 17.61
Knoll 0.0 $1.1M 44k 24.28
NetScout Systems (NTCT) 0.0 $868k 39k 22.26
Tessera Technologies 0.0 $818k 27k 30.66
Agree Realty Corporation (ADC) 0.0 $684k 14k 48.23
Cambrex Corporation 0.0 $1.1M 20k 51.72
Home BancShares (HOMB) 0.0 $962k 49k 19.79
ICU Medical, Incorporated (ICUI) 0.0 $1.1M 9.3k 112.71
Marcus Corporation (MCS) 0.0 $897k 43k 21.11
Matrix Service Company (MTRX) 0.0 $770k 47k 16.49
National Fuel Gas (NFG) 0.0 $1.0M 18k 56.89
Northwest Natural Gas 0.0 $690k 11k 64.82
Piedmont Natural Gas Company 0.0 $733k 12k 60.08
Rofin-Sinar Technologies 0.0 $725k 23k 31.94
St. Jude Medical 0.0 $998k 13k 77.97
Stamps 0.0 $1.0M 12k 87.42
Speedway Motorsports 0.0 $904k 51k 17.75
Urstadt Biddle Properties 0.0 $688k 28k 24.78
WGL Holdings 0.0 $857k 12k 70.75
Acorda Therapeutics 0.0 $736k 29k 25.50
Astronics Corporation (ATRO) 0.0 $908k 27k 33.27
CommVault Systems (CVLT) 0.0 $822k 19k 43.19
Omega Protein Corporation 0.0 $1.1M 54k 19.99
PDF Solutions (PDFS) 0.0 $690k 49k 14.00
Smith & Wesson Holding Corporation 0.0 $784k 29k 27.18
Teradyne (TER) 0.0 $763k 39k 19.69
Federal Realty Inv. Trust 0.0 $996k 6.0k 165.61
Nanometrics Incorporated 0.0 $898k 43k 20.78
FEI Company 0.0 $1.1M 10k 106.92
NCI Building Systems 0.0 $1.1M 69k 16.00
Vonage Holdings 0.0 $962k 158k 6.10
Web 0.0 $855k 47k 18.18
Oasis Petroleum 0.0 $739k 79k 9.34
Pebblebrook Hotel Trust (PEB) 0.0 $1.0M 39k 26.25
Chatham Lodging Trust (CLDT) 0.0 $916k 42k 21.99
Ligand Pharmaceuticals In (LGND) 0.0 $1.1M 9.2k 119.28
SPS Commerce (SPSC) 0.0 $807k 13k 60.59
Terreno Realty Corporation (TRNO) 0.0 $873k 34k 25.87
Reis 0.0 $705k 28k 24.89
Compucredit Hldgs Corp note 5.875%11/3 0.0 $880k 2.0M 0.44
Sapiens Intl Corp N V 0.0 $720k 62k 11.72
Cooper Standard Holdings (CPS) 0.0 $842k 11k 78.99
Nortel Networks 2.125% 4/15/14 conv 0.0 $870k 1.0M 0.87
Linkedin Corp 0.0 $1.1M 5.7k 189.30
Marathon Petroleum Corp (MPC) 0.0 $955k 25k 37.94
Ubiquiti Networks 0.0 $1.0M 27k 38.65
Jazz Pharmaceuticals (JAZZ) 0.0 $1.1M 7.5k 141.33
Avg Technologies 0.0 $1.1M 56k 18.99
Axiall 0.0 $1.1M 34k 32.60
Ophthotech 0.0 $788k 15k 51.05
Ambev Sa- (ABEV) 0.0 $1.1M 184k 5.91
Nmi Hldgs Inc cl a (NMIH) 0.0 $1.1M 196k 5.48
Investors Ban 0.0 $894k 81k 11.08
Synovus Finl (SNV) 0.0 $843k 29k 29.01
Rayonier Advanced Matls (RYAM) 0.0 $734k 54k 13.60
Memorial Resource Development 0.0 $858k 54k 15.89
Fidelity Natl Inc New Fnfv Group Com Isin #us31620r4020 0.0 $949k 83k 11.47
Meridian Ban 0.0 $708k 48k 14.77
Eldorado Resorts 0.0 $977k 64k 15.20
Centrus Energy Corp cl a (LEU) 0.0 $821k 250k 3.28
Walgreen Boots Alliance (WBA) 0.0 $1.0M 13k 83.28
Virgin America 0.0 $725k 13k 56.20
Great Wastern Ban 0.0 $800k 25k 31.54
Caleres (CAL) 0.0 $1.1M 45k 24.21
Alarm Com Hldgs (ALRM) 0.0 $696k 27k 25.64
Paypal Holdings (PYPL) 0.0 $899k 25k 36.52
Xura 0.0 $701k 29k 24.43
Calatlantic 0.0 $724k 20k 36.72
Leucadia National 0.0 $253k 15k 17.30
XenoPort 0.0 $510k 73k 7.03
AGL Resources 0.0 $310k 4.7k 65.96
LKQ Corporation (LKQ) 0.0 $286k 9.0k 31.68
International Flavors & Fragrances (IFF) 0.0 $553k 4.4k 126.05
TECO Energy 0.0 $622k 23k 27.64
Mettler-Toledo International (MTD) 0.0 $343k 941.00 364.51
AngloGold Ashanti 0.0 $623k 35k 18.07
Shoe Carnival (SCVL) 0.0 $546k 22k 25.05
EMC Corporation 0.0 $492k 18k 27.18
Lexmark International 0.0 $396k 11k 37.71
Resource America 0.0 $403k 42k 9.71
TrueBlue (TBI) 0.0 $416k 22k 18.92
Westar Energy 0.0 $595k 11k 56.13
Astoria Financial Corporation 0.0 $287k 19k 15.35
Empire District Electric Company 0.0 $313k 9.2k 34.02
Aaron's 0.0 $369k 17k 21.88
Hub (HUBG) 0.0 $387k 10k 38.38
Rite Aid Corporation 0.0 $380k 51k 7.48
Tesoro Corporation 0.0 $620k 8.3k 74.91
Ship Finance Intl 0.0 $620k 42k 14.74
Western Alliance Bancorporation (WAL) 0.0 $393k 12k 32.68
Cash America International 0.0 $654k 15k 42.61
Community Health Systems (CYH) 0.0 $489k 41k 12.06
DepoMed 0.0 $384k 20k 19.62
Elizabeth Arden 0.0 $495k 36k 13.76
Perry Ellis International 0.0 $397k 20k 20.12
Hecla Mining Company (HL) 0.0 $578k 113k 5.10
Neenah Paper 0.0 $438k 6.1k 72.38
Atlas Air Worldwide Holdings 0.0 $361k 8.7k 41.46
Align Technology (ALGN) 0.0 $228k 2.8k 80.65
Cabot Microelectronics Corporation 0.0 $318k 7.5k 42.33
Carrizo Oil & Gas 0.0 $456k 13k 35.82
El Paso Electric Company 0.0 $614k 13k 47.26
Group 1 Automotive (GPI) 0.0 $655k 13k 49.33
H&E Equipment Services (HEES) 0.0 $511k 27k 19.03
HEICO Corporation (HEI) 0.0 $598k 9.0k 66.78
InterDigital (IDCC) 0.0 $544k 9.8k 55.67
Rogers Corporation (ROG) 0.0 $612k 10k 61.08
Stepan Company (SCL) 0.0 $319k 5.4k 59.47
Sovran Self Storage 0.0 $328k 3.1k 104.86
Monotype Imaging Holdings 0.0 $320k 13k 24.60
Cal-Maine Foods (CALM) 0.0 $541k 12k 44.33
Ciena Corporation (CIEN) 0.0 $554k 30k 18.76
Molina Healthcare (MOH) 0.0 $629k 13k 49.92
Myriad Genetics (MYGN) 0.0 $307k 10k 30.64
Neurocrine Biosciences (NBIX) 0.0 $549k 12k 45.48
Neustar 0.0 $397k 17k 23.53
Alamo (ALG) 0.0 $673k 10k 66.01
Corrections Corporation of America 0.0 $632k 18k 35.00
FirstMerit Corporation 0.0 $328k 16k 20.25
Kforce (KFRC) 0.0 $450k 27k 16.90
Movado (MOV) 0.0 $386k 18k 21.68
Powell Industries (POWL) 0.0 $603k 15k 39.32
Republic Bancorp, Inc. KY (RBCAA) 0.0 $323k 12k 27.62
TAL International 0.0 $265k 20k 13.41
Carmike Cinemas 0.0 $322k 11k 30.10
Hackett (HCKT) 0.0 $533k 38k 13.87
PC Connection (CNXN) 0.0 $315k 13k 23.83
United Natural Foods (UNFI) 0.0 $511k 11k 46.80
Quaker Chemical Corporation (KWR) 0.0 $381k 4.3k 89.10
Senior Housing Properties Trust 0.0 $531k 26k 20.83
Dana Holding Corporation (DAN) 0.0 $359k 34k 10.57
Unit Corporation 0.0 $316k 20k 15.57
Hatteras Financial 0.0 $418k 26k 16.39
CAI International 0.0 $347k 46k 7.51
DuPont Fabros Technology 0.0 $547k 12k 47.55
Express 0.0 $507k 35k 14.52
inContact, Inc . 0.0 $500k 36k 13.85
HeartWare International 0.0 $502k 8.7k 57.70
RealPage 0.0 $317k 14k 22.35
BioSpecifics Technologies 0.0 $349k 8.7k 39.89
Examworks 0.0 $599k 17k 34.83
Parkway Properties 0.0 $581k 35k 16.74
Sierra Ban (BSRR) 0.0 $548k 33k 16.68
SciQuest 0.0 $496k 28k 17.65
Semgroup Corp cl a 0.0 $515k 16k 32.58
USD.001 Central Pacific Financial (CPF) 0.0 $618k 26k 23.59
Rlj Lodging Trust (RLJ) 0.0 $394k 18k 21.46
Preferred Bank, Los Angeles (PFBC) 0.0 $378k 13k 28.84
Demandware 0.0 $502k 6.7k 74.93
Wmi Holdings 0.0 $436k 196k 2.22
Matson (MATX) 0.0 $639k 20k 32.28
D Tumi Holdings 0.0 $406k 15k 26.71
Federated National Holding C 0.0 $405k 21k 19.03
Qualys (QLYS) 0.0 $396k 13k 29.83
Prothena (PRTA) 0.0 $506k 15k 34.96
Starz - Liberty Capital 0.0 $571k 19k 29.90
Solarcity 0.0 $479k 20k 23.92
United Ins Hldgs (ACIC) 0.0 $425k 26k 16.36
Gigamon 0.0 $458k 12k 37.42
First Nbc Bank Holding 0.0 $631k 38k 16.80
Marketo 0.0 $505k 15k 34.83
Biosante Pharmaceuticals (ANIP) 0.0 $444k 8.0k 55.81
Acceleron Pharma 0.0 $590k 17k 34.01
Cvent 0.0 $611k 17k 35.73
Control4 0.0 $313k 38k 8.17
Diamond Resorts International 0.0 $500k 17k 29.94
Ring Energy (REI) 0.0 $531k 60k 8.82
Celator Pharmaceuticals 0.0 $504k 17k 30.18
Paylocity Holding Corporation (PCTY) 0.0 $358k 8.3k 43.23
Rice Energy 0.0 $251k 11k 22.01
One Gas (OGS) 0.0 $381k 5.7k 66.60
Talmer Ban 0.0 $493k 26k 19.18
Flexion Therapeutics 0.0 $292k 20k 14.98
Applied Genetic Technol Corp C 0.0 $516k 37k 14.13
Halyard Health 0.0 $425k 13k 32.53
Neff Corp-class A 0.0 $447k 41k 10.92
Essendant 0.0 $563k 18k 30.54
Columbia Pipeline 0.0 $512k 20k 25.47
Ollies Bargain Outlt Hldgs I (OLLI) 0.0 $463k 19k 24.87
Planet Fitness Inc-cl A (PLNT) 0.0 $401k 21k 18.89
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $0 19M 0.00
Dycom Industries (DY) 0.0 $65k 720.00 90.28
Electro Rent Corporation 0.0 $72k 4.7k 15.46
First Niagara Financial 0.0 $22k 2.3k 9.69
Gulfport Energy Corporation 0.0 $46k 1.5k 31.46
Hallmark Financial Services 0.0 $210k 18k 11.59
Albemarle Corporation (ALB) 0.0 $178k 2.2k 79.39
QEP Resources 0.0 $72k 4.1k 17.59
Quad/Graphics (QUAD) 0.0 $0 8.00 0.00
Meritor 0.0 $122k 17k 7.22
Pacira Pharmaceuticals (PCRX) 0.0 $194k 5.8k 33.70
Fortune Brands (FBIN) 0.0 $98k 1.7k 57.89
Eastman Kodak Co *w exp 09/03/201 0.0 $11k 2.8k 3.97
Eastman Kodak Co *w exp 09/03/201 0.0 $10k 2.8k 3.61
Eastman Kodak (KODK) 0.0 $129k 8.0k 16.07
Markit 0.0 $97k 3.0k 32.66
Cdk Global Inc equities 0.0 $87k 1.6k 55.77
Energizer Holdings (ENR) 0.0 $70k 1.4k 51.28
Ion Geophysical Corp 0.0 $189k 30k 6.22