DUPONT CAPITAL MANAGEMENT CORP

Q4 2017 13F Combination Report, Stock Holdings

Signature - Title
John Macedo - Chief Administrative Officer
Location
Wilmington, DE
Holdings as of
31 Dec 2017
Value $
$4,368,794,000
Num holdings
922
Filing time
31 Jan 2018, 10:37:10 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 DWDP, AAPL, MSFT, GOOG, and AMZN.
Previous filing
Q3 2017 - 31 Oct 2017
Next filing
Q1 2018 - 02 May 2018
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2017 Q4 compared to 2017 Q3 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 30 Jan 2018

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