Synnex (SNX) had the highest return in May 2016 by a large-cap US stock when the return was < 14.2%, returning 14%.

ASSET	MONTH	% RETURN
Synnex (SNX)	May 2016	14.02%
Take-Two Interactive Software (TTWO)	May 2016	13.64%
Jacobs Solutions (J)	May 2016	13.6%
Nordson (NDSN)	May 2016	13.55%
Netflix (NFLX)	May 2016	13.45%
RB Global (RBA)	May 2016	13.28%
Dollar Tree (DLTR)	May 2016	13.09%
United Therapeutics (UTHR)	May 2016	12.87%
Intercontinental Exchange (ICE)	May 2016	12.72%
Fidelity National Information Services (FIS)	May 2016	12.53%
Corning (GLW)	May 2016	12.23%
Ubiquiti Networks (UI)	May 2016	12.06%
Ulta Beauty (ULTA)	May 2016	11.87%
Monolithic Power Systems (MPWR)	May 2016	11.85%
Texas Pacific Land Trust (TPL)	May 2016	11.84%
Sony (SONY)	May 2016	11.66%
Agilent Technologies (A)	May 2016	11.38%
Martin Marietta Materials (MLM)	May 2016	11.31%
Fabrinet (FN)	May 2016	11.25%
CDW (CDW)	May 2016	11.17%
NXP Semiconductors (NXPI)	May 2016	11.01%
CyberArk Software (CYBR)	May 2016	10.92%
Hewlett Packard Enterprise (HPE)	May 2016	10.86%
TransUnion (TRU)	May 2016	10.63%
Vertex Pharmaceuticals (VRTX)	May 2016	10.58%

Large-cap stocks are treated as having a market cap of $10B+.