DUPONT CAPITAL MANAGEMENT Corp

Q1 2014 13F-HR Holdings

Location
Wilmington, DE
Holdings as of
3/31/2014
Date filed
4/24/2014
Form type
13F-HR
Num holdings
622
Total value ($000)
$6,193,076
Net value change ($000)
+464,116 (8.1%)
New positions
95
Sold out positions
71
Turnover %
9.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/11/2014 Next filing: 8/11/2014 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
EFA 357,140 257.8%
TSM 128,118 NEW
ANGLOGOLD ASHANTI (PTY) LTD 51,626 81.4%
BVN 49,136 71.6%
VZ 35,350 583.5%
CVX 29,968 206.5%
20230930-DK-Butterfly-1, Inc. 21,904 3675.2%
DU PONT E I DE NEMOUR&CO 21,246 3.3%
PXGBX 20,921 1381.8%
THE CIGNA GROUP 19,337 1647.1%
Top Reduces (Value $000, Stocks/ETFs)
XOM -83,524 -62.5%
CPA -38,714 -100.0%
EXPE -27,264 -95.3%
TGT -22,911 -81.0%
HII -16,811 -94.8%
PKX -15,831 -8.5%
AMX -15,517 -25.2%
HUM -14,116 -87.2%
Time Warner Cable -12,793 -79.6%
NWL -12,299 -39.6%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type