DUPONT CAPITAL MANAGEMENT CORP

CIK 0001128251 · Q2 2026

13F Equity AUM

$2.2M

-99.8% QoQ

Positions

-45 QoQ

AUM Rank

#8,512

Top 97%

Skill Alpha (FF)

+2.0%/yr^ns

No Clear Edge

Rank #1,384 · Top 17%

vs S&P +0.0%/yr (unadj.)

Quarters Tracked

~13 years

Portfolio Concentration

Top 5: 92.5%Top 10: 98.3%Top 20: 99.7%

SNEX63.1%

NE-WTA12.7%

ABX11.3%

FBYDW3.2%

KDKRW2.1%

CRTMF2.1%

GCTS/WS1.7%

AISPW1.3%

BNAIW0.4%

COINCHECK GROUP0.3%

Others (30)1.7%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services77.0%

Unclassified16.9%

Industrials3.4%

Other2.7%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 40Median: 0.05%Avg: 2.50%

0–0.5%

32(2.4%)

0.5–1%

0(0.0%)

1–3%

4(7.2%)

3–5%

1(3.2%)

5%+

3(87.2%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 0Unique: 40vs 20 funds

0%Low

Fund positions

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

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Position Changes This Quarter

New0Increased0Decreased0Exited60

Exited

-351,379

-196,660

-147,779

-112,893

-629,499

-171,575

-532,422

-128,372

-512,018

-46,228

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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