DUPONT CAPITAL MANAGEMENT CORP

Q3 2016 13F Combination Report, Stock Holdings

Signature - Title
John Macedo - Chief Administrative Officer
Location
Wilmington, DE
Holdings as of
30 Sep 2016
Value $
$4,465,809,000
Num holdings
649
Filing time
01 Nov 2016, 12:33:17 UTC
Form type
13F-HR
Description
A portion of the US holdings for this investor are reported in this report and a portion are reported by other reporting manager(s). Top holdings included DD, VOO, HDV, AAPL, and TSM.
Previous filing
Q2 2016 - 02 Aug 2016
Next filing
Q4 2016 - 27 Jan 2017
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2016 Q3 compared to 2016 Q2 by default. Changes are calculated vs the previous SEC filing.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
John Macedo Chief Administrative Officer Wilmington, Delaware 31 Oct 2016

List of Other Managers Reporting for DUPONT CAPITAL MANAGEMENT CORP:

Name Holdings Value Location File Number
RUSSELL FRANK CO/ $56,874,342,000 Seattle, WA 028-01190