ALPHA NATURAL RES - 02076X102
Detailed investor-level table based on 13F positions.
Methodology:
Market value and % of portfolio use SEC reported VALUE ($000).
For PUT/CALL positions this reflects reported underlying exposure, not premium cash paid/received.
Details.
Rows: 0
| Investor | History | Status | Shares held | Market value ($000) | % of portfolio | Previous % | Rank | Change in shares | % change in shares | Source | Date reported |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DIMENSIONAL FUND ADVISORS LP | History | Reduced | 15,271,517 | 56,657 | 0.04% | 0.05% | 1 | -1,675,439 | -9.89% | Q2 2014 | Aug 08, 2014 |
| VANGUARD GROUP INC | History | Added to | 12,916,780 | 47,922 | 0.0% | 0.0% | 2 | +83,265 | 0.65% | Q2 2014 | Aug 11, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 6,270,298 | 23,263 | 0.0% | 0.01% | 3 | -602,157 | -8.76% | Q2 2014 | Aug 06, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 5,503,394 | 20,417 | 0.02% | 0.01% | 4 | +3,509,184 | 175.97% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Reduced | 5,294,022 | 19,641 | 0.01% | 0.01% | 5 | -4,949,646 | -48.32% | Q2 2014 | Aug 06, 2014 |
| STATE TREASURER STATE OF MICHIGAN | History | Added to | 4,440,150 | 16,473 | 0.12% | 0.09% | 6 | +1,690,700 | 61.49% | Q2 2014 | Aug 06, 2014 |
| Neuberger Berman Group LLC | History | Added to | 2,306,570 | 8,557 | 0.01% | 0.01% | 7 | +125,148 | 5.74% | Q2 2014 | Aug 05, 2014 |
| GENERAL AMERICAN INVESTORS CO INC | History | No change | 2,133,269 | 7,914 | 0.64% | 0.76% | 8 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| LMR Partners LLP | History | New | 1,536,327 | 5,700 | 0.47% | — | 9 | +1,536,327 | New | Q2 2014 | Jul 10, 2014 |
| Adirondack Research & Management Inc. | History | Added to | 1,241,616 | 4,606 | 1.56% | 1.91% | 10 | +65,848 | 5.6% | Q2 2014 | Aug 08, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Added to | 1,211,825 | 4,496 | 0.01% | 0.0% | 11 | +494,102 | 68.84% | Q2 2014 | Aug 04, 2014 |
| Regiment Capital Management LLC | History | No change | 1,200,000 | 4,452 | 1.01% | 1.1% | 12 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Added to | 770,608 | 2,859 | 0.0% | 0.01% | 13 | +66,667 | 9.47% | Q2 2014 | Jul 30, 2014 |
| GRANAHAN INVESTMENT MANAGEMENT INC/MA | History | No change | 703,600 | 2,610 | 0.08% | 0.08% | 14 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 689,881 | 2,559 | 0.0% | 0.01% | 15 | -593,114 | -46.23% | Q2 2014 | Aug 06, 2014 |
| EAGLE BOSTON INVESTMENT MANAGEMENT INC | History | Reduced | 682,018 | 2,530 | 0.13% | 0.15% | 16 | -21,098 | -3.0% | Q2 2014 | Jul 10, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 300,879 | 1,116 | 0.0% | 0.01% | 17 | -161,596 | -34.94% | Q2 2014 | Aug 06, 2014 |
| SHAH CAPITAL MANAGEMENT | History | New | 296,700 | 1,100 | 0.82% | — | 18 | +296,700 | New | Q2 2014 | Jul 07, 2014 |
| Swiss National Bank | History | No change | 248,408 | 922 | 0.0% | 0.0% | 19 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| Phoenix Investment Adviser LLC | History | New | 230,000 | 853 | 0.57% | — | 20 | +230,000 | New | Q2 2014 | Aug 06, 2014 |
| Nationwide Fund Advisors | History | Reduced | 218,292 | 810 | 0.0% | 0.01% | 21 | -368,321 | -62.79% | Q2 2014 | Aug 11, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | No change | 210,034 | 779 | 0.0% | 0.0% | 22 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| INTEGRAL DERIVATIVES, LLC | History | Reduced | 203,454 | 755 | 0.01% | 0.02% | 23 | -10,600 | -4.95% | Q2 2014 | Aug 07, 2014 |
| ProShare Advisors LLC | History | Reduced | 190,156 | 705 | 0.01% | 0.02% | 24 | -128,408 | -40.31% | Q2 2014 | Aug 08, 2014 |
| APG Asset Management N.V. | History | No change | 189,412 | 703 | 0.0% | 0.0% | 25 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| BlackRock Group LTD | History | Reduced | 173,573 | 643 | 0.0% | 0.0% | 26 | -84,261 | -32.68% | Q2 2014 | Aug 06, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 162,280 | 602 | 0.0% | 0.01% | 27 | -190,211 | -53.96% | Q2 2014 | Jul 31, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 151,774 | 563 | 0.0% | 0.01% | 28 | -492,857 | -76.46% | Q2 2014 | Aug 08, 2014 |
| ABERDEEN ASSET MANAGEMENT PLC/UK | History | New | 141,838 | 526 | 0.0% | — | 29 | +141,838 | New | Q2 2014 | Jul 24, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 127,691 | 474 | 0.0% | 17.78% | 30 | -20,024 | -13.56% | Q2 2014 | Aug 06, 2014 |
| VSR Financial Services, Inc. | History | Added to | 121,700 | 452 | 0.06% | 0.06% | 31 | +26,100 | 27.3% | Q2 2014 | Aug 05, 2014 |
| Concept Capital Markets, LLC | History | Added to | 70,001 | 260 | 0.1% | — | 32 | +70,000 | 7000000.0% | Q2 2014 | Aug 08, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | Added to | 68,532 | 253 | 0.0% | 0.0% | 33 | +25,695 | 59.98% | Q2 2014 | Aug 06, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | No change | 67,798 | 252 | 0.0% | 0.0% | 34 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| Aperio Group, LLC | History | Added to | 67,067 | 249 | 0.0% | 0.0% | 35 | +44,713 | 200.02% | Q2 2014 | Jul 23, 2014 |
| Electron Capital Partners, LLC | History | Reduced | 66,710 | 247 | 0.1% | 0.19% | 36 | -7,290 | -9.85% | Q2 2014 | Jul 11, 2014 |
| NORDEA INVESTMENT MANAGEMENT AB | History | Added to | 64,620 | 240 | 0.0% | 0.0% | 37 | +3,415 | 5.58% | Q2 2014 | Jul 22, 2014 |
| Municipal Employees' Retirement System of Michigan | History | No change | 61,100 | 227 | 0.02% | 0.02% | 38 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | No change | 60,247 | 224 | 0.0% | 0.0% | 39 | 0 | 0.0% | Q2 2014 | Jul 18, 2014 |
| COMMUNITY TRUST & INVESTMENT CO | History | Reduced | 57,900 | 215 | 0.03% | 0.04% | 40 | -1,775 | -2.97% | Q2 2014 | Jul 14, 2014 |
| Old Mutual Global Index Trackers (Proprietary) LTD | History | Added to | 52,200 | 194 | 0.05% | 0.01% | 41 | +40,500 | 346.15% | Q2 2014 | Aug 04, 2014 |
| BlackRock Inc. | History | Added to | 50,690 | 188 | 0.0% | 0.0% | 42 | +211 | 0.42% | Q2 2014 | Aug 06, 2014 |
| PROFUND ADVISORS LLC | History | Reduced | 37,686 | 140 | 0.01% | 0.01% | 43 | -29,554 | -43.95% | Q2 2014 | Aug 08, 2014 |
| WEDGE CAPITAL MANAGEMENT L L P/NC | History | Added to | 35,475 | 132 | 0.0% | 0.0% | 44 | +17,200 | 94.12% | Q2 2014 | Aug 11, 2014 |
| LPL Financial LLC | History | Reduced | 29,218 | 108 | 0.0% | 0.0% | 45 | -9,652 | -24.83% | Q2 2014 | Aug 05, 2014 |
| NuWave Investment Management, LLC | History | Added to | 29,051 | 108 | 0.28% | 0.25% | 46 | +8,829 | 43.66% | Q2 2014 | Jul 14, 2014 |
| WEDBUSH MORGAN SECURITIES INC | History | New | 25,000 | 93 | 0.01% | — | 47 | +25,000 | New | Q2 2014 | Aug 04, 2014 |
| Geduld E E | History | No change | 25,000 | 93 | 0.06% | 0.06% | 48 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| SHELTON CAPITAL MANAGEMENT | History | No change | 24,779 | 92 | 0.01% | 0.02% | 49 | 0 | 0.0% | Q2 2014 | Jul 25, 2014 |
| Quantitative Systematic Strategies LLC | History | Reduced | 22,868 | 85 | 0.06% | 0.45% | 50 | -105,344 | -82.16% | Q2 2014 | Jul 14, 2014 |
| Global X Management CO LLC | History | No change | 19,625 | 73 | 0.0% | 0.01% | 51 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| RidgeWorth Capital Management LLC | History | New | 18,889 | 70 | 0.0% | — | 52 | +18,889 | New | Q2 2014 | Jul 31, 2014 |
| World Asset Management Inc | History | Reduced | 18,223 | 68 | 0.0% | 0.0% | 53 | -9,648 | -34.62% | Q2 2014 | Jul 28, 2014 |
| MetLife Securities, Inc | History | Reduced | 16,883 | 63 | 0.01% | 0.01% | 54 | -3,527 | -17.28% | Q2 2014 | Aug 04, 2014 |
| BRAVE ASSET MANAGEMENT INC | History | Added to | 15,800 | 59 | 0.04% | 0.05% | 55 | +1,800 | 12.86% | Q2 2014 | Aug 11, 2014 |
| Cambridge Investment Research Advisors, Inc. | History | Added to | 15,382 | 57 | 0.0% | 0.0% | 56 | +250 | 1.65% | Q2 2014 | Jul 25, 2014 |
| KORNITZER CAPITAL MANAGEMENT INC /KS | History | Added to | 15,000 | 56 | 0.0% | 0.0% | 57 | +4,000 | 36.36% | Q2 2014 | Jul 30, 2014 |
| FIRST TRUST ADVISORS LP | History | Reduced | 11,257 | 42 | 0.0% | 0.0% | 58 | -5,225 | -31.7% | Q2 2014 | Aug 11, 2014 |
| SEI TRUST CO | History | Added to | 10,300 | 38 | 0.0% | 0.0% | 59 | +4,400 | 74.58% | Q2 2014 | Jul 22, 2014 |
| LONDON CO OF VIRGINIA | History | No change | 10,000 | 37 | 0.0% | 0.0% | 60 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| SAN FRANCISCO SENTRY INVESTMENT GROUP (CA) | History | Added to | 9,450 | 35 | 0.02% | 0.01% | 61 | +1,550 | 19.62% | Q2 2014 | Jul 18, 2014 |
| Hoxton Financial, Inc. | History | No change | 8,398 | 31 | 0.01% | 0.02% | 62 | 0 | 0.0% | Q2 2014 | Jul 10, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | Reduced | 8,117 | 30 | 0.0% | 0.0% | 63 | -240 | -2.87% | Q2 2014 | Aug 05, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Reduced | 7,004 | 26 | 0.0% | 0.0% | 64 | -3,922 | -35.9% | Q2 2014 | Aug 08, 2014 |
| Focused Wealth Management, Inc | History | No change | 2,610 | 10 | 0.01% | 0.01% | 65 | 0 | 0.0% | Q2 2014 | Jul 30, 2014 |
| Financial Architects, Inc | History | New | 2,500 | 9 | 0.0% | — | 66 | +2,500 | New | Q2 2014 | Aug 06, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | New | 1,232 | 5 | 0.0% | — | 67 | +1,232 | New | Q2 2014 | Jul 24, 2014 |
| FTB Advisors, Inc. | History | Reduced | 500 | 2 | 0.0% | 0.0% | 70 | -2,760 | -84.66% | Q2 2014 | Aug 07, 2014 |
| CENTRAL TRUST & INVESTMENT CO | History | No change | 512 | 2 | 0.0% | 0.0% | 68 | 0 | 0.0% | Q2 2014 | Jul 09, 2014 |
| Plante Moran Financial Advisors, LLC | History | No change | 450 | 2 | 0.0% | 0.0% | 69 | 0 | 0.0% | Q2 2014 | Jul 28, 2014 |
| DAVIDSON D A & CO | History | No change | 500 | 1 | 0.0% | 0.0% | 71 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| MASSMUTUAL TRUST CO FSB/ADV | History | No change | 500 | 1 | 0.0% | 0.0% | 72 | 0 | 0.0% | Q2 2014 | Jul 09, 2014 |
| WHITTIER TRUST CO | History | No change | 380 | 1 | 0.0% | 0.0% | 73 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| STEELHEAD PARTNERS LLC | History | Closed out | 0 | 0 | — | 6.41% | — | -22,030,081 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -12,371,380 | -100.0% | Q1 2014 | May 15, 2014 |
| Marketfield Asset Management LLC | History | Closed out | 0 | 0 | — | 0.44% | — | -12,306,975 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.03% | — | -8,866,546 | -100.0% | Q1 2014 | May 15, 2014 |
| Forty4 Asset Management LLC | History | Closed out | 0 | 0 | — | 12.38% | — | -6,873,722 | -100.0% | Q1 2014 | May 08, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -6,316,449 | -100.0% | Q1 2014 | May 14, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.02% | — | -5,395,193 | -100.0% | Q1 2014 | May 16, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -3,626,506 | -100.0% | Q1 2014 | May 14, 2014 |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | History | Closed out | 0 | 0 | — | 0.01% | — | -3,425,320 | -100.0% | Q1 2014 | May 13, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -3,042,299 | -100.0% | Q1 2014 | May 15, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -2,544,044 | -100.0% | Q1 2014 | May 15, 2014 |
| HOURGLASS CAPITAL, LLC | History | Closed out | 0 | 0 | — | 1.73% | — | -2,440,028 | -100.0% | Q1 2014 | May 06, 2014 |
| Anchorage Capital Group, L.L.C. | History | Closed out | 0 | 0 | — | 0.38% | — | -2,400,000 | -100.0% | Q1 2014 | May 15, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -2,311,618 | -100.0% | Q1 2014 | May 14, 2014 |
| VAN ECK ASSOCIATES CORP | History | Closed out | 0 | 0 | — | 0.04% | — | -1,928,015 | -100.0% | Q1 2014 | May 08, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.0% | — | -1,890,664 | -100.0% | Q1 2014 | May 15, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | — | 0.05% | — | -1,837,054 | -100.0% | Q1 2014 | May 14, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.0% | — | -1,684,026 | -100.0% | Q1 2014 | May 13, 2014 |
| Pomelo Capital LLC | History | Closed out | 0 | 0 | — | 1.42% | — | -1,625,300 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,385,115 | -100.0% | Q1 2014 | May 14, 2014 |
| Spot Trading L.L.C | History | Closed out | 0 | 0 | — | 0.03% | — | -1,332,225 | -100.0% | Q1 2014 | May 13, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,298,394 | -100.0% | Q1 2014 | May 13, 2014 |
| INVESTMENT MANAGEMENT OF VIRGINIA LLC | History | Closed out | 0 | 0 | — | 0.88% | — | -1,261,084 | -100.0% | Q1 2014 | May 06, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,136,576 | -100.0% | Q1 2014 | May 13, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,115,688 | -100.0% | Q1 2014 | May 14, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,064,383 | -100.0% | Q1 2014 | May 15, 2014 |
| DLS Capital Management, LLC | History | Closed out | 0 | 0 | — | 6.73% | — | -1,060,710 | -100.0% | Q1 2014 | Apr 16, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -1,042,499 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,012,016 | -100.0% | Q1 2014 | May 15, 2014 |
| ADAGE CAPITAL PARTNERS GP LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,000,000 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -943,965 | -100.0% | Q1 2014 | Apr 18, 2014 |
| TBP Investments Management, LLC | History | Closed out | 0 | 0 | — | 3.2% | — | -884,416 | -100.0% | Q1 2014 | May 15, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -879,766 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -820,019 | -100.0% | Q1 2014 | May 15, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -713,408 | -100.0% | Q1 2014 | May 15, 2014 |
| First Washington CORP | History | Closed out | 0 | 0 | — | 1.66% | — | -675,255 | -100.0% | Q1 2014 | May 05, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Closed out | 0 | 0 | — | 0.0% | — | -637,975 | -100.0% | Q1 2014 | May 05, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -576,624 | -100.0% | Q1 2014 | May 13, 2014 |
| GRT CAPITAL PARTNERS LLC | History | Closed out | 0 | 0 | — | 0.28% | — | -571,438 | -100.0% | Q1 2014 | May 15, 2014 |
| 3G Capital Partners LP | History | Closed out | 0 | 0 | — | 0.23% | — | -500,000 | -100.0% | Q1 2014 | May 15, 2014 |
| STEVENS CAPITAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.06% | — | -489,721 | -100.0% | Q1 2014 | May 06, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -483,080 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -454,076 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -450,730 | -100.0% | Q1 2014 | May 15, 2014 |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.0% | — | -445,475 | -100.0% | Q1 2014 | May 21, 2014 |
| CARLSON CAPITAL L P | History | Closed out | 0 | 0 | — | 1.9% | — | -435,700 | -100.0% | Q1 2014 | May 16, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.01% | — | -429,963 | -100.0% | Q1 2014 | Aug 11, 2014 |
| AVIVA PLC | History | Closed out | 0 | 0 | — | 0.01% | — | -425,248 | -100.0% | Q1 2014 | May 14, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -415,800 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.0% | — | -400,666 | -100.0% | Q1 2014 | May 08, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -380,850 | -100.0% | Q1 2014 | May 13, 2014 |
| LEGAL & GENERAL GROUP PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -318,437 | -100.0% | Q1 2014 | May 14, 2014 |
| Global Endowment Management, LP | History | Closed out | 0 | 0 | — | 0.21% | — | -314,010 | -100.0% | Q1 2014 | May 15, 2014 |
| COMMERZBANK AKTIENGESELLSCHAFT /FI | History | Closed out | 0 | 0 | — | 0.01% | — | -310,743 | -100.0% | Q1 2014 | May 14, 2014 |
| ETRADE Capital Management LLC | History | Closed out | 0 | 0 | — | 0.09% | — | -300,478 | -100.0% | Q1 2014 | May 15, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -257,277 | -100.0% | Q1 2014 | May 14, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -246,423 | -100.0% | Q1 2014 | May 14, 2014 |
| TEXAS PERMANENT SCHOOL FUND | History | Closed out | 0 | 0 | — | 0.01% | — | -223,145 | -100.0% | Q1 2014 | Apr 22, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -200,592 | -100.0% | Q1 2014 | May 23, 2014 |
| JANE STREET GROUP, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -193,542 | -100.0% | Q1 2014 | May 15, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.01% | — | -186,668 | -100.0% | Q1 2014 | May 15, 2014 |
| Pentwater Capital Management LP | History | Closed out | 0 | 0 | — | 0.02% | — | -180,000 | -100.0% | Q1 2014 | May 15, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -174,429 | -100.0% | Q1 2014 | May 16, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | — | 0.01% | — | -170,682 | -100.0% | Q1 2014 | May 12, 2014 |
| VTL Associates, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -164,179 | -100.0% | Q1 2014 | May 15, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -163,035 | -100.0% | Q1 2014 | May 13, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -152,066 | -100.0% | Q1 2014 | May 14, 2014 |
| Man Investments Ltd | History | Closed out | 0 | 0 | — | 0.06% | — | -150,511 | -100.0% | Q1 2014 | May 15, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -147,009 | -100.0% | Q1 2014 | May 15, 2014 |
| Arizona State Retirement System | History | Closed out | 0 | 0 | — | 0.01% | — | -146,200 | -100.0% | Q1 2014 | May 19, 2014 |
| Lloyds Banking Group plc | History | Closed out | 0 | 0 | — | 0.01% | — | -141,838 | -100.0% | Q1 2014 | Apr 30, 2014 |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -138,379 | -100.0% | Q1 2014 | May 09, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -129,200 | -100.0% | Q1 2014 | May 19, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Closed out | 0 | 0 | — | 0.0% | — | -116,819 | -100.0% | Q1 2014 | May 06, 2014 |
| BRIDGEWAY CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -114,000 | -100.0% | Q1 2014 | May 15, 2014 |
| HM PAYSON & CO | History | Closed out | 0 | 0 | — | 0.03% | — | -112,185 | -100.0% | Q1 2014 | May 07, 2014 |
| CANADA PENSION PLAN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.0% | — | -109,400 | -100.0% | Q1 2014 | May 09, 2014 |
| CSS LLC/IL | History | Closed out | 0 | 0 | — | 0.02% | — | -108,500 | -100.0% | Q1 2014 | May 15, 2014 |
| Matarin Capital Management, LLC | History | Closed out | 0 | 0 | — | 0.27% | — | -105,662 | -100.0% | Q1 2014 | May 06, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -104,296 | -100.0% | Q1 2014 | May 14, 2014 |
| OREGON PUBLIC EMPLOYEES RETIREMENT FUND | History | Closed out | 0 | 0 | — | 0.01% | — | -101,614 | -100.0% | Q1 2014 | May 16, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -100,876 | -100.0% | Q1 2014 | May 15, 2014 |
| HSBC HOLDINGS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -96,405 | -100.0% | Q1 2014 | May 14, 2014 |
| WOLVERINE ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -93,310 | -100.0% | Q1 2014 | May 14, 2014 |
| HIGHBRIDGE CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -91,900 | -100.0% | Q1 2014 | May 16, 2014 |
| 1st Global Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.07% | — | -91,095 | -100.0% | Q1 2014 | Apr 17, 2014 |
| PITCAIRN CO | History | Closed out | 0 | 0 | — | 0.04% | — | -90,678 | -100.0% | Q1 2014 | May 13, 2014 |
| A.R.T. Advisors, LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -89,062 | -100.0% | Q1 2014 | May 15, 2014 |
| MASON STREET ADVISORS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -88,018 | -100.0% | Q1 2014 | May 15, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -85,238 | -100.0% | Q1 2014 | May 14, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Closed out | 0 | 0 | — | 0.03% | — | -78,871 | -100.0% | Q1 2014 | May 05, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -77,462 | -100.0% | Q1 2014 | May 15, 2014 |
| Quantbot Technologies LP | History | Closed out | 0 | 0 | — | 0.08% | — | -75,319 | -100.0% | Q1 2014 | May 21, 2014 |
| RAYMOND JAMES & ASSOCIATES | History | Closed out | 0 | 0 | — | 0.0% | — | -69,833 | -100.0% | Q1 2014 | May 13, 2014 |
| Liberty Mutual Group Asset Management Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -69,411 | -100.0% | Q1 2014 | May 14, 2014 |
| Walleye Trading LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -64,915 | -100.0% | Q1 2014 | May 15, 2014 |
| Louisiana State Employees Retirement System | History | Closed out | 0 | 0 | — | 0.01% | — | -59,400 | -100.0% | Q1 2014 | Apr 29, 2014 |
| Weiss Multi-Strategy Advisers LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -56,120 | -100.0% | Q1 2014 | May 15, 2014 |
| Saba Capital Management, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -55,263 | -100.0% | Q1 2014 | May 15, 2014 |
| Summit Investment Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.02% | — | -54,147 | -100.0% | Q1 2014 | May 13, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | — | 0.0% | — | -52,486 | -100.0% | Q1 2014 | May 28, 2014 |
| UNITED SERVICES AUTOMOBILE ASSOCIATION | History | Closed out | 0 | 0 | — | 0.0% | — | -49,501 | -100.0% | Q1 2014 | May 22, 2014 |
| Princeton Alpha Management LP | History | Closed out | 0 | 0 | — | 0.07% | — | -49,489 | -100.0% | Q1 2014 | Apr 17, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | — | 0.04% | — | -47,408 | -100.0% | Q1 2014 | Apr 24, 2014 |
| ONTARIO TEACHERS PENSION PLAN BOARD | History | Closed out | 0 | 0 | — | 0.0% | — | -46,302 | -100.0% | Q1 2014 | May 13, 2014 |
| Trellus Management Company, LLC | History | Closed out | 0 | 0 | — | 0.17% | — | -45,000 | -100.0% | Q1 2014 | May 14, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.0% | — | -44,377 | -100.0% | Q1 2014 | May 15, 2014 |
| FIL Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -44,200 | -100.0% | Q1 2014 | May 15, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.26% | — | -43,130 | -100.0% | Q1 2014 | Aug 08, 2014 |
| BANQUE PICTET & CIE SA | History | Closed out | 0 | 0 | — | 0.0% | — | -40,500 | -100.0% | Q1 2014 | May 09, 2014 |
| TURNER INVESTMENTS, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -35,566 | -100.0% | Q1 2014 | May 12, 2014 |
| Visium Asset Management, LP | History | Closed out | 0 | 0 | — | 0.0% | — | -35,183 | -100.0% | Q1 2014 | May 15, 2014 |
| ROYAL BANK OF SCOTLAND GROUP PLC | History | Closed out | 0 | 0 | — | 0.01% | — | -34,110 | -100.0% | Q1 2014 | May 15, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -33,372 | -100.0% | Q1 2014 | May 13, 2014 |
| ADVANTUS CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -31,829 | -100.0% | Q1 2014 | May 07, 2014 |
| I.G. INVESTMENT MANAGEMENT, LTD. | History | Closed out | 0 | 0 | — | 0.0% | — | -31,045 | -100.0% | Q1 2014 | May 15, 2014 |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | History | Closed out | 0 | 0 | — | 0.0% | — | -30,867 | -100.0% | Q1 2014 | May 08, 2014 |
| ALTA CAPITAL MANAGEMENT LLC/ | History | Closed out | 0 | 0 | — | 0.01% | — | -30,540 | -100.0% | Q1 2014 | Apr 16, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Closed out | 0 | 0 | — | 0.0% | — | -28,910 | -100.0% | Q1 2014 | Apr 22, 2014 |
| 10-15 ASSOCIATES, INC. | History | Closed out | 0 | 0 | — | 0.04% | — | -28,850 | -100.0% | Q1 2014 | May 06, 2014 |
| Jefferies Group LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,687 | -100.0% | Q1 2014 | May 16, 2014 |
| First Allied Advisory Services, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -28,382 | -100.0% | Q1 2014 | May 15, 2014 |
| Advisory Services Network, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -24,700 | -100.0% | Q1 2014 | Apr 09, 2014 |
| Jump Trading, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -24,627 | -100.0% | Q1 2014 | May 16, 2014 |
| KBC Group NV | History | Closed out | 0 | 0 | — | 0.0% | — | -23,597 | -100.0% | Q1 2014 | Apr 30, 2014 |
| Cetera Advisors LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -23,312 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF NOVA SCOTIA / | History | Closed out | 0 | 0 | — | 0.0% | — | -23,279 | -100.0% | Q1 2014 | May 14, 2014 |
| INTRUST BANK NA | History | Closed out | 0 | 0 | — | 0.04% | — | -22,655 | -100.0% | Q1 2014 | Apr 28, 2014 |
| WATER ISLAND CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -20,142 | -100.0% | Q1 2014 | May 14, 2014 |
| KMS FINANCIAL SERVICES, INC | History | Closed out | 0 | 0 | — | 0.01% | — | -18,333 | -100.0% | Q1 2014 | Aug 08, 2014 |
| OAKBROOK INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -17,400 | -100.0% | Q1 2014 | Apr 17, 2014 |
| BB&T SECURITIES, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -16,702 | -100.0% | Q1 2014 | Apr 15, 2014 |
| Moors & Cabot, Inc. | History | Closed out | 0 | 0 | — | 0.02% | — | -16,592 | -100.0% | Q1 2014 | May 08, 2014 |
| HighTower Advisors, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -15,545 | -100.0% | Q1 2014 | May 15, 2014 |
| NATIXIS | History | Closed out | 0 | 0 | — | 0.0% | — | -14,874 | -100.0% | Q1 2014 | May 14, 2014 |
| PINNACLE ASSOCIATES LTD | History | Closed out | 0 | 0 | — | 0.0% | — | -13,770 | -100.0% | Q1 2014 | May 14, 2014 |
| OPPENHEIMER & CO INC | History | Closed out | 0 | 0 | — | 0.0% | — | -13,518 | -100.0% | Q1 2014 | May 09, 2014 |
| IndexIQ Advisors LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -13,458 | -100.0% | Q1 2014 | May 05, 2014 |
| Index Management Solutions, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -13,365 | -100.0% | Q1 2014 | May 15, 2014 |
| NOMURA ASSET MANAGEMENT CO LTD | History | Closed out | 0 | 0 | — | 0.0% | — | -13,100 | -100.0% | Q1 2014 | May 14, 2014 |
| FDx Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -13,060 | -100.0% | Q1 2014 | May 15, 2014 |
| BNP Paribas Investment Partners S.A. | History | Closed out | 0 | 0 | — | 0.0% | — | -12,993 | -100.0% | Q1 2014 | May 13, 2014 |
| NGAM ADVISORS, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -12,658 | -100.0% | Q1 2014 | May 13, 2014 |
| HOWE & RUSLING INC | History | Closed out | 0 | 0 | — | 0.01% | — | -12,315 | -100.0% | Q1 2014 | May 07, 2014 |
| Wilmington Funds Management Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -12,030 | -100.0% | Q1 2014 | May 14, 2014 |
| TRUSTMARK NATIONAL BANK TRUST DEPARTMENT | History | Closed out | 0 | 0 | — | 0.01% | — | -12,001 | -100.0% | Q1 2014 | May 14, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.0% | — | -11,700 | -100.0% | Q1 2014 | May 16, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Closed out | 0 | 0 | — | 0.0% | — | -11,700 | -100.0% | Q1 2014 | May 14, 2014 |
| Rodgers Brothers Inc. | History | Closed out | 0 | 0 | — | 0.02% | — | -11,600 | -100.0% | Q1 2014 | May 15, 2014 |
| FIFTH THIRD BANCORP | History | Closed out | 0 | 0 | — | 0.0% | — | -9,000 | -100.0% | Q1 2014 | May 15, 2014 |
| GLENMEDE TRUST CO NA | History | Closed out | 0 | 0 | — | 0.0% | — | -7,112 | -100.0% | Q1 2014 | May 07, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -7,000 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -6,640 | -100.0% | Q1 2014 | May 14, 2014 |
| Fore Research & Management, LP | History | Closed out | 0 | 0 | — | 0.0% | — | -6,300 | -100.0% | Q1 2014 | May 15, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -5,011 | -100.0% | Q1 2014 | Apr 11, 2014 |
| Weaver C. Barksdale & Associates, Inc. | History | Closed out | 0 | 0 | — | 0.02% | — | -4,739 | -100.0% | Q1 2014 | Apr 14, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,444 | -100.0% | Q1 2014 | May 15, 2014 |
| PALLADIUM PARTNERS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,000 | -100.0% | Q1 2014 | Apr 17, 2014 |
| GROUP ONE TRADING, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -3,380 | -100.0% | Q1 2014 | May 07, 2014 |
| Edge Wealth Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -3,000 | -100.0% | Q1 2014 | Apr 08, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,464 | -100.0% | Q1 2014 | May 15, 2014 |
| OPTIMUM INVESTMENT ADVISORS | History | Closed out | 0 | 0 | — | 0.0% | — | -2,400 | -100.0% | Q1 2014 | May 01, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,586 | -100.0% | Q1 2014 | May 02, 2014 |
| Hudock Moyer Wealth Resources, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,300 | -100.0% | Q1 2014 | May 15, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,230 | -100.0% | Q1 2014 | May 15, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,124 | -100.0% | Q1 2014 | May 12, 2014 |
| Carroll Financial Associates, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -300 | -100.0% | Q1 2014 | May 02, 2014 |
| Gemmer Asset Management LLC | History | Closed out | 0 | 0 | — | — | — | -130 | -100.0% | Q1 2014 | May 23, 2014 |
| First City Capital Management, Inc. | History | Closed out | 0 | 0 | — | — | — | -128 | -100.0% | Q1 2014 | May 19, 2014 |
| North Star Investment Management Corp. | History | Closed out | 0 | 0 | — | — | — | -102 | -100.0% | Q1 2014 | Apr 29, 2014 |
| Kistler-Tiffany Companies, LLC | History | Closed out | 0 | 0 | — | — | — | -102 | -100.0% | Q1 2014 | May 13, 2014 |
| CLS Investments, LLC | History | Closed out | 0 | 0 | — | — | — | -100 | -100.0% | Q1 2014 | May 13, 2014 |
| Antonetti Capital Management LLC | History | Closed out | 0 | 0 | — | — | — | -100 | -100.0% | Q1 2014 | May 14, 2014 |
| Nelson, Van Denburg & Campbell Wealth Management Group, LLC | History | Closed out | 0 | 0 | — | — | — | -100 | -100.0% | Q1 2014 | May 14, 2014 |
| SYNOVUS FINANCIAL CORP | History | New | 1 | 0 | — | — | — | +1 | New | Q2 2014 | Aug 01, 2014 |
| BENJAMIN F. EDWARDS & COMPANY, INC. | History | No change | 17 | 0 | — | — | — | 0 | 0.0% | Q2 2014 | Jul 21, 2014 |
| Winslow, Evans & Crocker, Inc. | History | No change | 250 | 0 | — | 0.0% | — | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |