DUPONT CAPITAL MANAGEMENT CORP

Fundamental diversified ★Signal CIK 1128251
League rank
#667
in Fundamental diversified · #5212 overall
Long book
$878.7M
Q1 2026
Positions
101
Top-10 weight
42%
concentration
Last quarter
+9.9%
SPY +14.8%
Turnover
16%
of book per quarter

Strategy in plain words

auto-generated from filings

DUPONT CAPITAL MANAGEMENT CORP is a diversified fundamental manager, running a $878.7M US long book across 101 positions.

The portfolio is moderately concentrated (top 10 ≈ 42% of the book). Turnover is modest: positions are typically held for years. Current anchor positions: NVIDIA CORP, APPLE INC, ALPHABET INC-CL C, MICROSOFT CORP, ISHARES MSCI EMERGING MARKET.

Over the last 9 quarters its long book ran on average 0.7pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. We rate its filings as signal-bearing: position changes reflect genuine views.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+3.5%
Q2 2024
+6.2%
Q3 2024
+0.8%
Q4 2024
-2.9%
Q1 2025
+11.0%
Q2 2025
+7.3%
Q3 2025
+2.7%
Q4 2025
-4.6%
Q1 2026
+9.9%

Sector allocation

Technology
41%
Consumer discretionary
12%
Industrials
11%
Healthcare
9%
Financials
9%
Services media
6%
Energy
4%
Consumer staples
2%

Long book by quarter

$1.21B
Q1 2024
$1.15B
Q2 2024
$1.20B
Q3 2024
$1.07B
Q4 2024
$903.1M
Q1 2025
$930.6M
Q2 2025
$967.0M
Q3 2025
$887.0M
Q4 2025
$878.7M
Q1 2026

What does DUPONT CAPITAL own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology351.4K$61.3M7.0%Held
AAPL APPLE INCTechnology196.7K$49.9M5.7%-3.7%
GOOG ALPHABET INC-CL CTechnology147.8K$42.4M4.8%Held
MSFT MICROSOFT CORPTechnology112.9K$41.8M4.8%+1.0%
AMZN AMAZON.COM INCConsumer discretionary171.6K$35.7M4.1%Held
MA MASTERCARD INC - AServices media46.2K$23.1M2.6%+11.3%
META META PLATFORMS INC-CLASS ATechnology36.7K$21.0M2.4%-5.4%
JPM JPMORGAN CHASE & COFinancials67.1K$19.7M2.2%-7.2%
AVGO BROADCOM INCTechnology62.2K$19.3M2.2%-14.4%
KO COCA-COLA CO/THEConsumer staples220.7K$16.8M1.9%Held
LLY ELI LILLY & COHealthcare16.9K$15.5M1.8%-7.4%
CVX CHEVRON CORPEnergy72.8K$15.1M1.7%Held
WMT WALMART INCConsumer discretionary115.5K$14.3M1.6%-21.2%
NFLX NETFLIX INCServices media140.9K$13.5M1.5%+22.5%
T AT&T INCCommunications447.8K$13.0M1.5%+11.2%
TJX TJX COMPANIES INCConsumer discretionary78.1K$12.5M1.4%Held
MRK MERCK & CO. INC.Healthcare101.9K$12.3M1.4%New
ABBV ABBVIE INCHealthcare56.1K$12.2M1.4%-14.0%
HD HOME DEPOT INCConsumer discretionary36.8K$12.1M1.4%+121.8%
PH PARKER HANNIFIN CORPIndustrials13.2K$11.8M1.3%Held
CB CHUBB LTDFinancials36.1K$11.8M1.3%Held
BAC BANK OF AMERICA CORPFinancials241.1K$11.8M1.3%-11.1%
ADI ANALOG DEVICES INCTechnology36.8K$11.7M1.3%Held
UNP UNION PACIFIC CORPIndustrials46.3K$11.2M1.3%+28.4%
XOM EXXON MOBIL CORPEnergy62.4K$10.6M1.2%Held
TSLA TESLA INCIndustrials27.4K$10.2M1.2%+12.8%
EMR EMERSON ELECTRIC COIndustrials75.3K$9.9M1.1%Held
AMAT APPLIED MATERIALS INCTechnology28.2K$9.6M1.1%-23.8%
MS MORGAN STANLEYFinancials57.3K$9.4M1.1%-26.2%
AME AMETEK INCTechnology43.8K$9.4M1.1%New
WAB WABTEC CORPIndustrials36.9K$9.2M1.0%-25.4%
FCX FREEPORT-MCMORAN INCMaterials148.4K$8.7M1.0%Held
ORLY O'REILLY AUTOMOTIVE INCConsumer discretionary93.2K$8.6M1.0%New
ETN EATON CORP PLCIndustrials23.9K$8.5M1.0%Held
LNG CHENIERE ENERGY INCUtilities29.6K$8.4M1.0%Held
RL RALPH LAUREN CORPOther23.6K$8.1M0.9%-12.9%
APH AMPHENOL CORP-CL ATechnology62.7K$7.9M0.9%-13.6%
ICE INTERCONTINENTAL EXCHANGE INFinancials49.0K$7.7M0.9%Held
ABT ABBOTT LABORATORIESHealthcare66.6K$6.8M0.8%-21.0%
JNJ JOHNSON & JOHNSONHealthcare26.5K$6.5M0.7%New
CAT CATERPILLAR INCIndustrials9.1K$6.4M0.7%New
MDT MEDTRONIC PLCHealthcare71.3K$6.2M0.7%Held
ADSK AUTODESK INCTechnology24.9K$6.0M0.7%+7.4%
DHR DANAHER CORPTechnology29.9K$5.7M0.6%-25.6%
CRH CRH PLCIndustrials53.2K$5.6M0.6%-44.0%
BSX BOSTON SCIENTIFIC CORPHealthcare84.5K$5.3M0.6%-9.5%
ALV AUTOLIV INCIndustrials48.6K$5.1M0.6%+48.9%
ROL ROLLINS INCServices media65.9K$3.5M0.4%New
PLTR PALANTIR TECHNOLOGIES INC-ATechnology18.8K$2.7M0.3%Held
SNEX STONEX GROUP INCFinancials11.6K$936K0.1%+51.6%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 23, 2026101$878.7M canonicalSEC ↗
Q4 202513F-HRJan 26, 2026103$887.0M canonicalSEC ↗
Q3 202513F-HROct 21, 2025109$967.0M canonicalSEC ↗
Q2 202513F-HRJul 30, 2025109$930.6M canonicalSEC ↗
Q1 202513F-HRApr 22, 2025114$903.1M canonicalSEC ↗
Q4 202413F-HRJan 17, 2025116$1.07B canonicalSEC ↗
Q3 202413F-HROct 22, 2024132$1.20B canonicalSEC ↗
Q2 202413F-HRJul 18, 2024142$1.15B canonicalSEC ↗
Q1 202413F-HR/ARESTATEMENTMay 23, 2024159$1.21B canonicalSEC ↗
Q1 202413F-HRApr 23, 2024159$1.21B SEC ↗