DuPont Capital Management Corporation

Dupont Capital Management as of Sept. 30, 2016

Portfolio Holdings for Dupont Capital Management

Dupont Capital Management holds 650 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
E.I. du Pont de Nemours & Company 14.9 $668M 10M 66.97
Vanguard S&p 500 Etf idx (VOO) 12.8 $571M 2.9M 198.69
Ishares High Dividend Equity F (HDV) 2.5 $112M 1.4M 81.28
Apple (AAPL) 1.4 $61M 542k 113.05
Taiwan Semiconductor Mfg (TSM) 1.3 $59M 1.9M 30.59
Microsoft Corporation (MSFT) 1.1 $50M 871k 57.60
Alphabet Inc Class C cs (GOOG) 1.1 $49M 63k 777.28
Exxon Mobil Corporation (XOM) 1.0 $46M 527k 87.28
Amazon (AMZN) 1.0 $46M 54k 837.31
NetEase (NTES) 0.9 $41M 168k 240.78
JPMorgan Chase & Co. (JPM) 0.9 $39M 591k 66.59
Pfizer (PFE) 0.8 $37M 1.1M 33.87
Comcast Corporation (CMCSA) 0.7 $33M 498k 66.34
Procter & Gamble Company (PG) 0.7 $32M 359k 89.75
Cisco Systems (CSCO) 0.7 $32M 993k 31.72
Visa (V) 0.7 $31M 377k 82.70
Facebook Inc cl a (META) 0.7 $31M 244k 128.27
Merck & Co (MRK) 0.7 $29M 469k 62.41
Citigroup (C) 0.7 $30M 625k 47.23
UnitedHealth (UNH) 0.7 $29M 208k 140.00
Cemex SAB de CV (CX) 0.6 $29M 3.6M 7.94
Lam Research Corporation (LRCX) 0.6 $27M 281k 94.71
Occidental Petroleum Corporation (OXY) 0.6 $26M 356k 72.92
Allergan 0.5 $23M 100k 230.31
At&t (T) 0.5 $23M 559k 40.61
Celgene Corporation 0.5 $23M 217k 104.53
Gilead Sciences (GILD) 0.5 $22M 280k 79.12
Banco Macro SA (BMA) 0.5 $22M 285k 78.25
Honeywell International (HON) 0.5 $22M 187k 116.59
Schlumberger (SLB) 0.5 $21M 270k 78.64
Texas Instruments Incorporated (TXN) 0.5 $21M 304k 70.18
Oracle Corporation (ORCL) 0.5 $21M 540k 39.28
Medtronic (MDT) 0.5 $22M 249k 86.40
Johnson & Johnson (JNJ) 0.5 $21M 178k 118.13
American International (AIG) 0.5 $21M 352k 59.34
Verizon Communications (VZ) 0.5 $21M 395k 51.98
Delta Air Lines (DAL) 0.5 $21M 520k 39.36
Berkshire Hathaway (BRK.B) 0.4 $19M 132k 144.47
Hess (HES) 0.4 $19M 353k 53.62
Home Depot (HD) 0.4 $19M 144k 128.68
Capital One Financial (COF) 0.4 $18M 257k 71.83
Hca Holdings (HCA) 0.4 $18M 237k 75.63
Coca-Cola Company (KO) 0.4 $17M 406k 42.32
Pepsi (PEP) 0.4 $17M 159k 108.77
iShares MSCI Emerging Markets Indx (EEM) 0.4 $17M 452k 37.45
Union Pacific Corporation (UNP) 0.4 $17M 172k 97.53
American Tower Reit (AMT) 0.3 $15M 135k 113.33
Hewlett Packard Enterprise (HPE) 0.3 $15M 667k 22.75
Chubb (CB) 0.3 $15M 122k 125.65
Westrock (WRK) 0.3 $15M 302k 48.48
Intel Corporation (INTC) 0.3 $14M 379k 37.75
Amgen (AMGN) 0.3 $15M 87k 166.81
U.s. Concrete Inc Cmn 0.3 $14M 300k 46.07
Mondelez Int (MDLZ) 0.3 $14M 320k 43.90
Ezcorp Inc sr unsecured 06/19 2.625 0.3 $14M 14M 0.98
General Dynamics Corporation (GD) 0.3 $13M 86k 155.16
Simon Property (SPG) 0.3 $14M 65k 207.01
Chevron Corporation (CVX) 0.3 $13M 126k 102.92
PPG Industries (PPG) 0.3 $13M 127k 103.36
Mohawk Industries (MHK) 0.3 $13M 64k 200.35
Philip Morris International (PM) 0.3 $13M 135k 97.22
Target Corporation (TGT) 0.3 $13M 189k 68.68
United Technologies Corporation 0.3 $13M 126k 101.60
U.S. Bancorp (USB) 0.3 $12M 289k 42.89
Ingersoll-rand Co Ltd-cl A 0.3 $13M 183k 67.94
ICICI Bank (IBN) 0.3 $12M 1.6M 7.47
Citrix Systems 0.3 $12M 140k 85.22
Wells Fargo & Company (WFC) 0.3 $12M 276k 44.28
CVS Caremark Corporation (CVS) 0.3 $12M 138k 88.99
AvalonBay Communities (AVB) 0.3 $12M 69k 177.84
General Motors Company (GM) 0.3 $12M 380k 31.77
American Airls (AAL) 0.3 $12M 325k 36.61
General Electric Company 0.3 $12M 389k 29.62
Tyson Foods (TSN) 0.3 $12M 158k 74.67
WABCO Holdings 0.3 $12M 102k 113.53
Wal-Mart Stores (WMT) 0.2 $11M 155k 72.12
TJX Companies (TJX) 0.2 $11M 152k 74.78
UGI Corporation (UGI) 0.2 $11M 243k 45.24
Industries N shs - a - (LYB) 0.2 $11M 141k 80.66
Boeing Company (BA) 0.2 $11M 81k 131.73
Exelon Corporation (EXC) 0.2 $11M 320k 33.29
Aspen Technology 0.2 $11M 232k 46.79
Dollar General (DG) 0.2 $11M 153k 69.99
Wisdomtree Japan Hedged Real Estate Etf etf 0.2 $11M 449k 23.94
Walt Disney Company (DIS) 0.2 $10M 111k 92.86
Newell Rubbermaid (NWL) 0.2 $10M 193k 52.66
Altria (MO) 0.2 $10M 163k 63.23
Qualcomm (QCOM) 0.2 $10M 151k 68.50
Mead Johnson Nutrition 0.2 $10M 128k 79.01
Wyndham Worldwide Corporation 0.2 $10M 153k 67.33
PacWest Ban 0.2 $11M 244k 42.91
Reynolds American 0.2 $10M 213k 47.15
Raytheon Company 0.2 $9.9M 73k 136.14
iShares MSCI Australia Index Fund (EWA) 0.2 $10M 479k 20.90
Goldman Sachs (GS) 0.2 $9.3M 58k 161.27
CIGNA Corporation 0.2 $9.4M 72k 130.31
Parker-Hannifin Corporation (PH) 0.2 $9.5M 76k 125.53
Ford Motor Company (F) 0.2 $9.6M 794k 12.07
Ypf Sa (YPF) 0.2 $9.2M 505k 18.22
Level 3 Communications 0.2 $9.5M 204k 46.38
Quintiles Transnatio Hldgs I 0.2 $9.4M 116k 81.06
FedEx Corporation (FDX) 0.2 $8.9M 51k 174.68
Best Buy (BBY) 0.2 $8.8M 231k 38.18
Becton, Dickinson and (BDX) 0.2 $8.9M 49k 179.72
International Business Machines (IBM) 0.2 $8.7M 55k 158.85
CenterPoint Energy (CNP) 0.2 $8.9M 384k 23.23
Vail Resorts (MTN) 0.2 $9.1M 58k 156.87
AECOM Technology Corporation (ACM) 0.2 $9.0M 302k 29.73
Alphabet Inc Class A cs (GOOGL) 0.2 $8.8M 11k 804.02
Reinsurance Group of America (RGA) 0.2 $8.4M 78k 107.94
NCR Corporation (VYX) 0.2 $8.7M 269k 32.19
Dr Pepper Snapple 0.2 $8.5M 93k 91.31
Brunswick Corporation (BC) 0.2 $8.6M 175k 48.78
Travelers Companies (TRV) 0.2 $8.0M 70k 114.55
Colgate-Palmolive Company (CL) 0.2 $7.9M 107k 74.14
Murphy Oil Corporation (MUR) 0.2 $7.8M 258k 30.40
Quanta Services (PWR) 0.2 $7.9M 281k 27.99
MarketAxess Holdings (MKTX) 0.2 $7.9M 48k 165.60
TransDigm Group Incorporated (TDG) 0.2 $7.9M 27k 289.11
Huntington Ingalls Inds (HII) 0.2 $8.1M 53k 153.41
Discover Financial Services (DFS) 0.2 $7.6M 134k 56.55
Nucor Corporation (NUE) 0.2 $7.6M 153k 49.45
AutoZone (AZO) 0.2 $7.6M 9.9k 768.34
Omega Healthcare Investors (OHI) 0.2 $7.5M 213k 35.45
Textron (TXT) 0.2 $7.5M 188k 39.75
Spirit AeroSystems Holdings (SPR) 0.2 $7.7M 172k 44.54
Michael Kors Holdings 0.2 $7.6M 162k 46.79
Ingredion Incorporated (INGR) 0.2 $7.6M 57k 133.07
Packaging Corporation of America (PKG) 0.2 $7.0M 86k 81.26
Crown Holdings (CCK) 0.2 $7.2M 126k 57.09
Owens Corning (OC) 0.2 $7.1M 132k 53.39
PNC Financial Services (PNC) 0.2 $7.1M 79k 90.08
NetApp (NTAP) 0.2 $7.1M 199k 35.82
Foot Locker (FL) 0.2 $6.9M 103k 67.72
Entergy Corporation (ETR) 0.2 $7.3M 95k 76.73
InterDigital (IDCC) 0.2 $7.2M 91k 79.20
Prologis (PLD) 0.2 $7.1M 133k 53.54
Abbvie (ABBV) 0.2 $7.3M 116k 63.07
State Street Corporation (STT) 0.1 $6.5M 94k 69.63
Hologic (HOLX) 0.1 $6.7M 174k 38.83
Lowe's Companies (LOW) 0.1 $6.8M 95k 72.21
Minerals Technologies (MTX) 0.1 $6.7M 95k 70.69
National Retail Properties (NNN) 0.1 $6.6M 130k 50.85
iShares MSCI Canada Index (EWC) 0.1 $6.9M 268k 25.69
Essent (ESNT) 0.1 $6.5M 245k 26.61
Waste Management (WM) 0.1 $6.4M 100k 63.76
Dow Chemical Company 0.1 $6.2M 120k 51.83
Cintas Corporation (CTAS) 0.1 $6.4M 57k 112.59
Reliance Steel & Aluminum (RS) 0.1 $6.4M 89k 72.03
Ternium (TX) 0.1 $6.1M 312k 19.63
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $6.2M 280k 22.01
First American Financial (FAF) 0.1 $6.1M 156k 39.28
Mallinckrodt Pub 0.1 $6.4M 92k 69.78
3M Company (MMM) 0.1 $5.8M 33k 176.24
Cummins (CMI) 0.1 $5.7M 45k 128.14
Arrow Electronics (ARW) 0.1 $5.8M 91k 63.97
Discovery Communications 0.1 $5.8M 215k 26.92
Ingram Micro 0.1 $5.7M 161k 35.66
Post Properties 0.1 $5.8M 88k 66.13
Worthington Industries (WOR) 0.1 $5.9M 124k 48.03
Kraft Heinz (KHC) 0.1 $5.7M 64k 89.51
Boston Scientific Corporation (BSX) 0.1 $5.5M 232k 23.80
International Paper Company (IP) 0.1 $5.2M 109k 47.98
Crane 0.1 $5.4M 85k 63.01
eBay (EBAY) 0.1 $5.3M 163k 32.90
Prudential Financial (PRU) 0.1 $5.5M 67k 81.66
Pos (PKX) 0.1 $5.4M 106k 51.08
Prosperity Bancshares (PB) 0.1 $5.3M 96k 54.89
L-3 Communications Holdings 0.1 $5.3M 35k 150.74
Wabtec Corporation (WAB) 0.1 $5.2M 63k 81.66
McDonald's Corporation (MCD) 0.1 $4.8M 41k 115.35
HSN 0.1 $5.1M 128k 39.80
Franklin Resources (BEN) 0.1 $5.0M 140k 35.57
AFLAC Incorporated (AFL) 0.1 $4.8M 67k 71.88
Eastman Chemical Company (EMN) 0.1 $4.9M 73k 67.68
Baker Hughes Incorporated 0.1 $4.9M 98k 50.47
American Electric Power Company (AEP) 0.1 $5.0M 78k 64.21
Illinois Tool Works (ITW) 0.1 $5.1M 43k 119.85
Fifth Third Ban (FITB) 0.1 $4.9M 241k 20.46
Nordson Corporation (NDSN) 0.1 $4.8M 49k 99.64
Sasol (SSL) 0.1 $4.8M 175k 27.32
J Global (ZD) 0.1 $5.1M 76k 66.60
Fxcm Inc. conv 0.1 $5.1M 12M 0.42
Arris 0.1 $5.1M 180k 28.33
Lear Corporation (LEA) 0.1 $4.6M 38k 121.22
Corning Incorporated (GLW) 0.1 $4.5M 190k 23.65
Dominion Resources (D) 0.1 $4.4M 59k 74.28
Public Storage (PSA) 0.1 $4.5M 20k 223.12
United Rentals (URI) 0.1 $4.4M 56k 78.49
Goodyear Tire & Rubber Company (GT) 0.1 $4.5M 141k 32.30
Liberty Media 0.1 $4.4M 218k 20.01
Starbucks Corporation (SBUX) 0.1 $4.4M 81k 54.15
Hospitality Properties Trust 0.1 $4.3M 143k 29.72
Carlisle Companies (CSL) 0.1 $4.4M 43k 102.56
Aspen Insurance Holdings 0.1 $4.4M 93k 46.59
Cirrus Logic (CRUS) 0.1 $4.4M 83k 53.15
Southwest Airlines (LUV) 0.1 $4.3M 111k 38.89
Howard Hughes 0.1 $4.5M 39k 114.50
Post Holdings Inc Common (POST) 0.1 $4.4M 57k 77.17
Express Scripts Holding 0.1 $4.5M 64k 70.53
Anthem (ELV) 0.1 $4.5M 36k 125.32
International Game Technology (IGT) 0.1 $4.2M 174k 24.38
Bank of America Corporation (BAC) 0.1 $4.0M 256k 15.65
Bed Bath & Beyond 0.1 $4.0M 92k 43.11
Kimberly-Clark Corporation (KMB) 0.1 $4.0M 32k 126.15
Nuance Communications 0.1 $3.8M 265k 14.50
Snap-on Incorporated (SNA) 0.1 $3.8M 25k 151.98
Valero Energy Corporation (VLO) 0.1 $4.2M 79k 52.99
Helmerich & Payne (HP) 0.1 $4.0M 60k 67.30
McKesson Corporation (MCK) 0.1 $4.0M 24k 166.76
Mentor Graphics Corporation 0.1 $4.0M 151k 26.44
Nextera Energy (NEE) 0.1 $3.8M 31k 122.32
East West Ban (EWBC) 0.1 $4.2M 114k 36.71
Assured Guaranty (AGO) 0.1 $4.0M 145k 27.75
Manhattan Associates (MANH) 0.1 $3.8M 66k 57.62
Oge Energy Corp (OGE) 0.1 $4.2M 133k 31.62
Trinity Industries (TRN) 0.1 $4.0M 164k 24.18
Duke Energy (DUK) 0.1 $3.9M 49k 80.04
Nasdaq Omx (NDAQ) 0.1 $3.7M 54k 67.54
PAREXEL International Corporation 0.1 $3.7M 53k 69.45
EOG Resources (EOG) 0.1 $3.7M 39k 96.71
Amtrust Financial Services 0.1 $3.6M 134k 26.83
Steel Dynamics (STLD) 0.1 $3.8M 151k 24.99
Popular (BPOP) 0.1 $3.5M 93k 38.22
MasterCard Incorporated (MA) 0.1 $3.0M 30k 101.78
Assurant (AIZ) 0.1 $3.2M 35k 92.24
NVIDIA Corporation (NVDA) 0.1 $3.2M 46k 68.52
Synopsys (SNPS) 0.1 $3.3M 56k 59.36
Macy's (M) 0.1 $2.9M 80k 37.05
J.M. Smucker Company (SJM) 0.1 $3.3M 25k 135.52
Aaron's 0.1 $3.3M 131k 25.42
Umpqua Holdings Corporation 0.1 $3.0M 202k 15.05
Radian (RDN) 0.1 $3.2M 237k 13.55
Amdocs Ltd ord (DOX) 0.1 $2.9M 51k 57.85
Dril-Quip (DRQ) 0.1 $3.3M 59k 55.74
Essex Property Trust (ESS) 0.1 $3.2M 14k 222.71
Urban Outfitters (URBN) 0.1 $3.0M 87k 34.52
A. O. Smith Corporation (AOS) 0.1 $3.0M 30k 98.79
Jack Henry & Associates (JKHY) 0.1 $3.2M 38k 85.54
Amc Networks Inc Cl A (AMCX) 0.1 $3.3M 63k 51.86
Epr Properties (EPR) 0.1 $3.2M 41k 78.73
Eaton (ETN) 0.1 $3.2M 48k 65.72
Vwr Corp cash securities 0.1 $3.3M 117k 28.36
Affiliated Managers (AMG) 0.1 $2.8M 20k 144.70
Stanley Black & Decker (SWK) 0.1 $2.5M 20k 122.97
Nordstrom (JWN) 0.1 $2.5M 49k 51.87
Whirlpool Corporation (WHR) 0.1 $2.7M 16k 162.13
Southern Company (SO) 0.1 $2.6M 51k 51.30
Paccar (PCAR) 0.1 $2.5M 43k 58.77
Robert Half International (RHI) 0.1 $2.6M 69k 37.86
Landstar System (LSTR) 0.1 $2.5M 37k 68.09
EnerSys (ENS) 0.1 $2.5M 36k 69.20
Intuit (INTU) 0.1 $2.8M 25k 110.02
World Fuel Services Corporation (WKC) 0.1 $2.8M 60k 46.26
F5 Networks (FFIV) 0.1 $2.5M 20k 124.65
ICU Medical, Incorporated (ICUI) 0.1 $2.5M 20k 126.40
General Mtrs Co *w exp 07/10/201 0.1 $2.5M 178k 13.96
Dynegy 0.1 $2.9M 232k 12.39
Inc Resh Hldgs Inc cl a 0.1 $2.6M 59k 44.58
Eversource Energy (ES) 0.1 $2.6M 49k 54.18
Wec Energy Group (WEC) 0.1 $2.6M 43k 59.88
Northrop Grumman Corporation (NOC) 0.1 $2.2M 10k 213.95
SYSCO Corporation (SYY) 0.1 $2.3M 46k 49.00
T. Rowe Price (TROW) 0.1 $2.1M 31k 66.49
Morgan Stanley (MS) 0.1 $2.1M 65k 32.05
Western Digital (WDC) 0.1 $2.2M 38k 58.48
Fresh Del Monte Produce (FDP) 0.1 $2.0M 34k 59.90
Avnet (AVT) 0.1 $2.4M 59k 41.07
Biogen Idec (BIIB) 0.1 $2.1M 6.6k 313.08
Accenture (ACN) 0.1 $2.3M 19k 122.16
Deluxe Corporation (DLX) 0.1 $2.5M 37k 66.82
priceline.com Incorporated 0.1 $2.1M 1.4k 1471.43
Constellation Brands (STZ) 0.1 $2.0M 12k 166.46
Avis Budget (CAR) 0.1 $2.4M 70k 34.20
Brinker International (EAT) 0.1 $2.0M 40k 50.44
Activision Blizzard 0.1 $2.2M 49k 44.30
American Axle & Manufact. Holdings (AXL) 0.1 $2.1M 123k 17.22
Celanese Corporation (CE) 0.1 $2.2M 33k 66.57
Zions Bancorporation (ZION) 0.1 $2.2M 71k 31.02
MKS Instruments (MKSI) 0.1 $2.4M 49k 49.73
United Therapeutics Corporation (UTHR) 0.1 $2.1M 18k 118.08
Extra Space Storage (EXR) 0.1 $2.4M 30k 79.40
Realty Income (O) 0.1 $2.2M 33k 66.94
SYNNEX Corporation (SNX) 0.1 $2.2M 19k 114.12
Stamps 0.1 $2.3M 24k 94.49
Greenbrier Companies (GBX) 0.1 $2.4M 67k 35.30
Senior Housing Properties Trust 0.1 $2.3M 100k 22.71
Mednax (MD) 0.1 $2.1M 32k 66.25
Scripps Networks Interactive 0.1 $2.4M 37k 63.50
Retail Opportunity Investments (ROIC) 0.1 $2.4M 109k 21.96
Argan (AGX) 0.1 $2.3M 38k 59.20
Sun Communities (SUI) 0.1 $2.1M 27k 78.49
Delphi Automotive 0.1 $2.2M 31k 71.31
Rexnord 0.1 $2.4M 113k 21.41
Interface (TILE) 0.1 $2.3M 140k 16.69
Sanmina (SANM) 0.1 $2.3M 79k 28.47
Ambarella (AMBA) 0.1 $2.4M 32k 73.62
Dean Foods Company 0.1 $2.3M 143k 16.40
Heritage Ins Hldgs (HRTG) 0.1 $2.2M 155k 14.41
Xl 0.1 $2.2M 66k 33.63
E TRADE Financial Corporation 0.0 $1.7M 59k 29.12
Cit 0.0 $1.9M 53k 36.30
Broadridge Financial Solutions (BR) 0.0 $1.7M 26k 67.79
MGIC Investment (MTG) 0.0 $1.6M 205k 8.00
Ameriprise Financial (AMP) 0.0 $1.8M 18k 99.79
Caterpillar (CAT) 0.0 $1.9M 22k 88.77
FirstEnergy (FE) 0.0 $1.8M 54k 33.07
Cardinal Health (CAH) 0.0 $1.8M 23k 77.69
Carnival Corporation (CCL) 0.0 $1.9M 39k 48.82
Kohl's Corporation (KSS) 0.0 $1.9M 44k 43.75
Verisign (VRSN) 0.0 $1.8M 24k 78.23
Cabot Corporation (CBT) 0.0 $1.9M 37k 52.40
AmerisourceBergen (COR) 0.0 $1.8M 22k 80.79
Everest Re Group (EG) 0.0 $1.7M 8.8k 189.96
La-Z-Boy Incorporated (LZB) 0.0 $1.6M 65k 24.55
Cadence Design Systems (CDNS) 0.0 $1.9M 75k 25.53
Kroger (KR) 0.0 $2.0M 66k 29.67
Sonic Corporation 0.0 $1.7M 65k 26.18
Red Hat 0.0 $1.6M 20k 80.81
Integrated Device Technology 0.0 $1.8M 77k 23.10
USG Corporation 0.0 $1.6M 63k 25.85
D.R. Horton (DHI) 0.0 $1.7M 57k 30.21
Janus Capital 0.0 $1.7M 121k 14.01
Big Lots (BIG) 0.0 $1.9M 39k 47.75
Sempra Energy (SRE) 0.0 $1.8M 17k 107.20
Alliance Data Systems Corporation (BFH) 0.0 $1.8M 8.3k 214.50
Zimmer Holdings (ZBH) 0.0 $1.9M 14k 130.05
Lannett Company 0.0 $1.9M 71k 26.58
Sinclair Broadcast 0.0 $1.7M 60k 28.88
Calpine Corporation 0.0 $1.7M 138k 12.64
Edison International (EIX) 0.0 $1.8M 24k 72.25
Jones Lang LaSalle Incorporated (JLL) 0.0 $1.6M 15k 113.81
Wabash National Corporation (WNC) 0.0 $1.7M 122k 14.24
Alaska Air (ALK) 0.0 $1.9M 29k 65.87
AmSurg 0.0 $1.8M 26k 67.03
Hill-Rom Holdings 0.0 $1.6M 26k 62.00
MetLife (MET) 0.0 $1.6M 36k 44.44
Piper Jaffray Companies (PIPR) 0.0 $1.7M 36k 48.29
American States Water Company (AWR) 0.0 $1.8M 45k 40.04
Ormat Technologies (ORA) 0.0 $2.0M 41k 48.41
PS Business Parks 0.0 $1.7M 15k 113.59
Nautilus (BFXXQ) 0.0 $1.9M 84k 22.72
OraSure Technologies (OSUR) 0.0 $2.0M 249k 7.97
LTC Properties (LTC) 0.0 $1.7M 32k 51.99
ePlus (PLUS) 0.0 $1.7M 18k 94.41
John B. Sanfilippo & Son (JBSS) 0.0 $1.8M 35k 51.34
Liberty Property Trust 0.0 $2.0M 50k 40.34
Weingarten Realty Investors 0.0 $1.8M 47k 38.99
DigitalGlobe 0.0 $1.9M 70k 27.49
Colfax Corporation 0.0 $1.6M 51k 31.43
MiMedx (MDXG) 0.0 $1.9M 219k 8.58
Dunkin' Brands Group 0.0 $1.6M 32k 52.07
Marriott Vacations Wrldwde Cp (VAC) 0.0 $2.0M 27k 73.32
Now (DNOW) 0.0 $1.6M 75k 21.43
Legacytexas Financial 0.0 $1.7M 55k 31.63
Tegna (TGNA) 0.0 $1.7M 78k 21.86
Stewart Information Services Corporation (STC) 0.0 $1.3M 30k 44.45
Rollins (ROL) 0.0 $1.4M 48k 29.28
Jack in the Box (JACK) 0.0 $1.4M 14k 95.94
Mid-America Apartment (MAA) 0.0 $1.4M 15k 94.01
National-Oilwell Var 0.0 $1.3M 35k 36.75
DeVry 0.0 $1.3M 55k 23.06
Campbell Soup Company (CPB) 0.0 $1.4M 26k 54.69
Thermo Fisher Scientific (TMO) 0.0 $1.5M 9.2k 159.06
Gartner (IT) 0.0 $1.6M 18k 88.47
Xerox Corporation 0.0 $1.5M 144k 10.13
Gap (GPS) 0.0 $1.2M 55k 22.24
Ca 0.0 $1.2M 35k 33.09
First Midwest Ban 0.0 $1.4M 70k 19.36
Vornado Realty Trust (VNO) 0.0 $1.1M 11k 101.21
Fiserv (FI) 0.0 $1.4M 15k 99.49
Old Republic International Corporation (ORI) 0.0 $1.1M 65k 17.62
Applied Materials (AMAT) 0.0 $1.5M 51k 30.15
Bank of the Ozarks 0.0 $1.3M 35k 38.40
Southwest Gas Corporation (SWX) 0.0 $1.3M 18k 69.86
Meritage Homes Corporation (MTH) 0.0 $1.4M 40k 34.71
Rudolph Technologies 0.0 $1.1M 64k 17.74
Seagate Technology Com Stk 0.0 $1.1M 29k 38.54
Apogee Enterprises (APOG) 0.0 $1.3M 29k 44.67
Evercore Partners (EVR) 0.0 $1.3M 24k 51.50
Great Southern Ban (GSBC) 0.0 $1.4M 34k 40.69
Methode Electronics (MEI) 0.0 $1.3M 36k 34.98
PolyOne Corporation 0.0 $1.1M 34k 33.82
Western Refining 0.0 $1.2M 47k 26.46
DTE Energy Company (DTE) 0.0 $1.2M 12k 93.71
Hibbett Sports (HIBB) 0.0 $1.2M 29k 39.89
LaSalle Hotel Properties 0.0 $1.4M 61k 23.87
TTM Technologies (TTMI) 0.0 $1.2M 102k 11.45
HMS Holdings 0.0 $1.3M 60k 22.17
Knoll 0.0 $1.3M 57k 22.85
Hanover Insurance (THG) 0.0 $1.5M 19k 75.41
Tessera Technologies 0.0 $1.5M 40k 38.45
Comfort Systems USA (FIX) 0.0 $1.4M 48k 29.30
Marcus Corporation (MCS) 0.0 $1.4M 57k 25.04
PrivateBan 0.0 $1.3M 27k 45.91
1st Source Corporation (SRCE) 0.0 $1.5M 43k 35.69
Omega Protein Corporation 0.0 $1.3M 54k 23.37
Superior Energy Services 0.0 $1.3M 74k 17.90
WebMD Health 0.0 $1.3M 26k 49.71
Anika Therapeutics (ANIK) 0.0 $1.3M 27k 47.85
Boston Properties (BXP) 0.0 $1.4M 10k 136.26
CNO Financial (CNO) 0.0 $1.4M 92k 15.27
Kimco Realty Corporation (KIM) 0.0 $1.3M 46k 28.95
Masimo Corporation (MASI) 0.0 $1.4M 23k 59.47
Oneok (OKE) 0.0 $1.3M 26k 51.41
Sucampo Pharmaceuticals 0.0 $1.4M 115k 12.31
Chatham Lodging Trust (CLDT) 0.0 $1.5M 76k 19.25
Chesapeake Lodging Trust sh ben int 0.0 $1.3M 56k 22.90
Kinder Morgan (KMI) 0.0 $1.3M 58k 23.13
Us Silica Hldgs (SLCA) 0.0 $1.4M 31k 46.55
SELECT INCOME REIT COM SH BEN int 0.0 $1.3M 50k 26.89
Rowan Companies 0.0 $1.4M 90k 15.16
Pdc Energy 0.0 $1.5M 23k 67.08
Wp Carey (WPC) 0.0 $1.3M 21k 64.53
West 0.0 $1.4M 64k 22.08
Control4 0.0 $1.5M 121k 12.28
Nmi Hldgs Inc cl a (NMIH) 0.0 $1.5M 196k 7.62
Investors Ban 0.0 $1.5M 124k 12.01
Spartannash (SPTN) 0.0 $1.2M 41k 28.91
Talen Energy 0.0 $1.2M 85k 13.85
Caleres (CAL) 0.0 $1.1M 45k 25.28
Hp (HPQ) 0.0 $1.4M 88k 15.53
Corenergy Infrastructure Tr (CORRQ) 0.0 $1.2M 40k 29.33
Us Foods Hldg Corp call (USFD) 0.0 $1.5M 66k 23.61
Time Warner 0.0 $1.0M 13k 79.62
Annaly Capital Management 0.0 $926k 88k 10.50
Arthur J. Gallagher & Co. (AJG) 0.0 $870k 17k 50.88
Republic Services (RSG) 0.0 $1.0M 20k 50.45
AMAG Pharmaceuticals 0.0 $782k 32k 24.51
AES Corporation (AES) 0.0 $699k 54k 12.85
Lennar Corporation (LEN) 0.0 $756k 18k 42.33
Pulte (PHM) 0.0 $1.1M 53k 20.04
FMC Technologies 0.0 $1.1M 37k 29.67
Federated Investors (FHI) 0.0 $759k 26k 29.62
RPM International (RPM) 0.0 $698k 13k 53.73
Valspar Corporation 0.0 $700k 6.6k 106.06
Equity Residential (EQR) 0.0 $1.1M 16k 64.31
Masco Corporation (MAS) 0.0 $1.0M 31k 34.31
Federal Signal Corporation (FSS) 0.0 $900k 68k 13.26
Marsh & McLennan Companies (MMC) 0.0 $1.0M 16k 67.23
Stryker Corporation (SYK) 0.0 $1.0M 8.9k 116.40
Clorox Company (CLX) 0.0 $889k 7.1k 125.21
C.H. Robinson Worldwide (CHRW) 0.0 $1.1M 15k 70.47
NVR (NVR) 0.0 $820k 500.00 1640.00
Gray Television (GTN) 0.0 $1.0M 100k 10.36
SBA Communications Corporation 0.0 $1.0M 9.3k 112.15
Insight Enterprises (NSIT) 0.0 $1.1M 33k 32.54
Kadant (KAI) 0.0 $755k 15k 52.10
Newpark Resources (NR) 0.0 $822k 112k 7.36
Sanderson Farms 0.0 $901k 9.4k 96.31
Century Aluminum Company (CENX) 0.0 $1.0M 144k 6.95
Huntsman Corporation (HUN) 0.0 $1.0M 62k 16.27
Korn/Ferry International (KFY) 0.0 $887k 42k 20.99
Macquarie Infrastructure Company 0.0 $782k 9.4k 83.19
Euronet Worldwide (EEFT) 0.0 $1.0M 12k 81.85
Group 1 Automotive (GPI) 0.0 $848k 13k 63.87
Gulfport Energy Corporation 0.0 $886k 31k 28.25
M/I Homes (MHO) 0.0 $863k 37k 23.56
Oceaneering International (OII) 0.0 $889k 32k 27.52
Skechers USA (SKX) 0.0 $813k 36k 22.91
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.0 $978k 17k 56.45
Akorn 0.0 $973k 36k 27.27
Amerisafe (AMSF) 0.0 $813k 14k 58.77
Belden (BDC) 0.0 $1.1M 15k 69.00
Centene Corporation (CNC) 0.0 $864k 13k 66.96
KLA-Tencor Corporation (KLAC) 0.0 $837k 12k 69.75
Molina Healthcare (MOH) 0.0 $680k 12k 58.30
Shenandoah Telecommunications Company (SHEN) 0.0 $1.1M 40k 27.21
Skyworks Solutions (SWKS) 0.0 $967k 13k 76.14
Agree Realty Corporation (ADC) 0.0 $701k 14k 49.43
Matrix Service Company (MTRX) 0.0 $876k 47k 18.76
National Fuel Gas (NFG) 0.0 $932k 17k 54.09
Piedmont Natural Gas Company 0.0 $732k 12k 60.00
Rockwell Automation (ROK) 0.0 $1.1M 8.8k 122.39
Rofin-Sinar Technologies 0.0 $730k 23k 32.16
St. Jude Medical 0.0 $1.0M 13k 79.77
CommVault Systems (CVLT) 0.0 $1.0M 19k 53.13
Flowers Foods (FLO) 0.0 $744k 49k 15.12
Hackett (HCKT) 0.0 $1.1M 66k 16.51
Smith & Wesson Holding Corporation 0.0 $767k 29k 26.59
Teradyne (TER) 0.0 $802k 37k 21.58
Federal Realty Inv. Trust 0.0 $926k 6.0k 153.97
Apollo Commercial Real Est. Finance (ARI) 0.0 $1.1M 68k 16.37
EQT Corporation (EQT) 0.0 $697k 9.6k 72.60
NCI Building Systems 0.0 $1.0M 69k 14.59
Green Plains Renewable Energy (GPRE) 0.0 $871k 33k 26.21
Shutterfly 0.0 $728k 16k 44.64
Vonage Holdings 0.0 $1.0M 158k 6.61
DuPont Fabros Technology 0.0 $1.0M 25k 41.26
Oasis Petroleum 0.0 $908k 79k 11.47
Alpha & Omega Semiconductor (AOSL) 0.0 $777k 36k 21.71
IntraLinks Holdings 0.0 $844k 84k 10.06
Pebblebrook Hotel Trust (PEB) 0.0 $1.0M 39k 26.60
First Republic Bank/san F (FRCB) 0.0 $694k 9.0k 77.11
Government Properties Income Trust 0.0 $1.1M 47k 22.62
SPS Commerce (SPSC) 0.0 $978k 13k 73.42
Terreno Realty Corporation (TRNO) 0.0 $928k 34k 27.50
Compucredit Hldgs Corp note 5.875%11/3 0.0 $840k 2.0M 0.42
Heska Corporation 0.0 $855k 16k 54.43
Cooper Standard Holdings (CPS) 0.0 $840k 8.5k 98.82
Nortel Networks 2.125% 4/15/14 conv 0.0 $910k 1.0M 0.91
Linkedin Corp 0.0 $1.1M 5.7k 191.05
Marathon Petroleum Corp (MPC) 0.0 $1.0M 25k 40.61
Preferred Bank, Los Angeles (PFBC) 0.0 $916k 26k 35.74
Ubiquiti Networks 0.0 $687k 13k 53.50
Brightcove (BCOV) 0.0 $1.1M 82k 13.05
Puma Biotechnology (PBYI) 0.0 $749k 11k 67.01
Capit Bk Fin A 0.0 $784k 24k 32.12
Qualys (QLYS) 0.0 $942k 25k 38.18
Prothena (PRTA) 0.0 $868k 15k 59.97
Whitewave Foods 0.0 $876k 16k 54.41
Enanta Pharmaceuticals (ENTA) 0.0 $801k 30k 26.61
Independent Bank (IBTX) 0.0 $786k 18k 44.19
Ring Energy (REI) 0.0 $917k 84k 10.94
Five Prime Therapeutics 0.0 $925k 18k 52.47
Ambev Sa- (ABEV) 0.0 $784k 129k 6.09
Macrogenics (MGNX) 0.0 $801k 27k 29.92
Retrophin 0.0 $851k 38k 22.38
Rice Energy 0.0 $922k 35k 26.12
Synovus Finl (SNV) 0.0 $907k 28k 32.53
Pentair cs (PNR) 0.0 $1.1M 17k 64.24
Fidelity Natl Inc New Fnfv Group Com Isin #us31620r4020 0.0 $991k 79k 12.48
Meridian Ban 0.0 $746k 48k 15.57
Centrus Energy Corp cl a (LEU) 0.0 $970k 242k 4.00
Halyard Health 0.0 $715k 21k 34.67
Great Wastern Ban 0.0 $845k 25k 33.31
Beneficial Ban 0.0 $942k 64k 14.71
Chimera Investment Corp etf (CIM) 0.0 $1.1M 68k 15.95
Godaddy Inc cl a (GDDY) 0.0 $701k 20k 34.53
Alarm Com Hldgs (ALRM) 0.0 $784k 27k 28.88
Livanova Plc Ord (LIVN) 0.0 $680k 11k 60.08
Saexploration Holdings 0.0 $710k 86k 8.22
Joy Global 0.0 $405k 15k 27.74
Leucadia National 0.0 $278k 15k 19.01
MB Financial 0.0 $632k 17k 38.05
Spdr S&p 500 Etf (SPY) 0.0 $342k 1.6k 216.59
Cracker Barrel Old Country Store (CBRL) 0.0 $490k 3.7k 132.15
IDEXX Laboratories (IDXX) 0.0 $282k 2.5k 112.80
Spectra Energy 0.0 $624k 15k 42.74
International Flavors & Fragrances (IFF) 0.0 $602k 4.2k 143.06
Waddell & Reed Financial 0.0 $405k 22k 18.16
AngloGold Ashanti 0.0 $318k 20k 15.90
Linear Technology Corporation 0.0 $302k 5.1k 59.22
Lexmark International 0.0 $420k 11k 40.00
Prestige Brands Holdings (PBH) 0.0 $487k 10k 48.32
American Woodmark Corporation (AMWD) 0.0 $518k 6.4k 80.58
Isle of Capri Casinos 0.0 $604k 27k 22.29
Monarch Casino & Resort (MCRI) 0.0 $332k 13k 25.20
TrueBlue (TBI) 0.0 $498k 22k 22.65
Westar Energy 0.0 $602k 11k 56.79
Astoria Financial Corporation 0.0 $273k 19k 14.60
Empire District Electric Company 0.0 $314k 9.2k 34.13
Fair Isaac Corporation (FICO) 0.0 $408k 3.3k 124.54
Rite Aid Corporation 0.0 $391k 51k 7.70
Endurance Specialty Hldgs Lt 0.0 $377k 5.8k 65.51
AMN Healthcare Services (AMN) 0.0 $303k 9.5k 31.91
Impax Laboratories 0.0 $447k 19k 23.72
Ship Finance Intl 0.0 $620k 42k 14.74
Abiomed 0.0 $649k 5.0k 128.54
Cliffs Natural Resources 0.0 $463k 79k 5.85
Community Health Systems (CYH) 0.0 $353k 31k 11.54
DepoMed 0.0 $489k 20k 24.98
Haverty Furniture Companies (HVT) 0.0 $330k 17k 20.01
Neenah Paper 0.0 $478k 6.1k 79.00
Silicon Graphics International 0.0 $291k 38k 7.70
American Campus Communities 0.0 $303k 5.9k 50.95
Align Technology (ALGN) 0.0 $338k 3.6k 93.89
Cabot Microelectronics Corporation 0.0 $398k 7.5k 52.97
Carrizo Oil & Gas 0.0 $517k 13k 40.61
El Paso Electric Company 0.0 $608k 13k 46.79
EPIQ Systems 0.0 $302k 18k 16.50
H&E Equipment Services (HEES) 0.0 $450k 27k 16.76
HNI Corporation (HNI) 0.0 $586k 15k 39.81
Rogers Corporation (ROG) 0.0 $387k 6.3k 61.11
Monotype Imaging Holdings 0.0 $619k 28k 22.10
Cal-Maine Foods (CALM) 0.0 $329k 8.5k 38.57
Ciena Corporation (CIEN) 0.0 $318k 15k 21.81
Cepheid 0.0 $506k 9.6k 52.71
Neustar 0.0 $449k 17k 26.61
Kforce (KFRC) 0.0 $546k 27k 20.51
Northwest Natural Gas 0.0 $400k 6.7k 60.11
Republic Bancorp, Inc. KY (RBCAA) 0.0 $363k 12k 31.04
Speedway Motorsports 0.0 $508k 28k 17.88
Urstadt Biddle Properties 0.0 $386k 17k 22.22
PC Connection (CNXN) 0.0 $349k 13k 26.40
United Natural Foods (UNFI) 0.0 $522k 13k 40.02
Quaker Chemical Corporation (KWR) 0.0 $453k 4.3k 105.94
Unit Corporation 0.0 $377k 20k 18.58
Web 0.0 $355k 21k 17.28
Rackspace Hosting 0.0 $402k 13k 31.65
Ebix (EBIXQ) 0.0 $333k 5.9k 56.87
CAI International 0.0 $382k 46k 8.27
inContact, Inc . 0.0 $505k 36k 13.99
Silicom (SILC) 0.0 $375k 9.0k 41.44
RealPage 0.0 $364k 14k 25.67
Chemtura Corporation 0.0 $604k 18k 32.83
BioSpecifics Technologies 0.0 $400k 8.7k 45.72
Ligand Pharmaceuticals In (LGND) 0.0 $404k 4.0k 102.10
Parkway Properties 0.0 $590k 35k 17.00
Sierra Ban (BSRR) 0.0 $616k 33k 18.75
Semgroup Corp cl a 0.0 $343k 9.7k 35.33
Sapiens Intl Corp N V 0.0 $583k 46k 12.77
Meritor 0.0 $667k 60k 11.14
USD.001 Central Pacific Financial (CPF) 0.0 $660k 26k 25.19
Avg Technologies 0.0 $505k 20k 25.00
Wmi Holdings 0.0 $459k 196k 2.34
Everbank Finl 0.0 $304k 16k 19.36
Infoblox 0.0 $604k 23k 26.38
Supernus Pharmaceuticals (SUPN) 0.0 $495k 20k 24.72
Federated National Holding C 0.0 $579k 31k 18.69
Fleetmatics 0.0 $504k 8.4k 60.00
Starz - Liberty Capital 0.0 $596k 19k 31.20
United Ins Hldgs (ACIC) 0.0 $441k 26k 16.98
Cst Brands 0.0 $606k 13k 48.10
Insys Therapeutics 0.0 $432k 37k 11.80
Cdw (CDW) 0.0 $352k 7.7k 45.76
Acceleron Pharma 0.0 $628k 17k 36.20
Ophthotech 0.0 $315k 6.8k 46.13
Xencor (XNCR) 0.0 $372k 15k 24.48
One Gas (OGS) 0.0 $354k 5.7k 61.88
2u (TWOU) 0.0 $415k 11k 38.31
Flexion Therapeutics 0.0 $381k 20k 19.55
Applied Genetic Technol Corp C 0.0 $357k 37k 9.78
Sunedison Semiconductor 0.0 $294k 26k 11.40
Sage Therapeutics (SAGE) 0.0 $623k 14k 46.05
Eldorado Resorts 0.0 $302k 22k 14.05
Spark Energy Inc-class A 0.0 $373k 13k 29.16
Hubspot (HUBS) 0.0 $426k 7.4k 57.68
James River Group Holdings L (JRVR) 0.0 $333k 9.2k 36.25
Neff Corp-class A 0.0 $389k 41k 9.50
Nevro (NVRO) 0.0 $496k 4.8k 104.33
Essendant 0.0 $378k 18k 20.51
Ollies Bargain Outlt Hldgs I (OLLI) 0.0 $488k 19k 26.21
Planet Fitness Inc-cl A (PLNT) 0.0 $426k 21k 20.07
Performance Food (PFGC) 0.0 $583k 24k 24.81
Tailored Brands 0.0 $670k 43k 15.69
Atn Intl (ATNI) 0.0 $495k 7.6k 65.00
Bats Global Mkts 0.0 $582k 19k 30.16
Triton International 0.0 $261k 20k 13.21
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $0 19M 0.00
ResMed (RMD) 0.0 $99k 1.5k 64.50
Neurocrine Biosciences (NBIX) 0.0 $109k 2.2k 50.67
Duke Realty Corporation 0.0 $161k 5.9k 27.29
Pacira Pharmaceuticals (PCRX) 0.0 $197k 5.8k 34.22
Eastman Kodak Co *w exp 09/03/201 0.0 $10k 2.8k 3.61
Eastman Kodak Co *w exp 09/03/201 0.0 $7.0k 2.8k 2.53
Eastman Kodak (KODK) 0.0 $30k 2.0k 15.00
Cyberark Software (CYBR) 0.0 $84k 1.7k 49.41
Ion Geophysical Corp 0.0 $208k 30k 6.84
Verso Corp cl a 0.0 $6.0k 909.00 6.60