ARMOUR RESIDENTIAL REIT INC - 042315101
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | History | Added to | 20,447,912 | 88,539 | 0.01% | 0.01% | 1 | +26,031 | 0.13% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Reduced | 18,077,531 | 78,276 | 0.02% | 0.02% | 2 | -1,468,141 | -7.51% | Q2 2014 | Aug 06, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 9,806,270 | 42,461 | 0.01% | 0.01% | 3 | -205,702 | -2.05% | Q2 2014 | Aug 06, 2014 |
| Global X Management CO LLC | History | Added to | 2,884,108 | 12,488 | 0.72% | 0.65% | 4 | +562,477 | 24.23% | Q2 2014 | Jul 31, 2014 |
| Boston Partners | History | Reduced | 1,848,043 | 8,002 | 0.01% | 0.01% | 5 | -21,249 | -1.14% | Q2 2014 | Aug 08, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 1,132,809 | 4,905 | 0.01% | 0.01% | 6 | -151,303 | -11.78% | Q2 2014 | Aug 06, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Reduced | 934,926 | 4,049 | 0.01% | 0.01% | 7 | -67,443 | -6.73% | Q2 2014 | Jul 30, 2014 |
| CHICAGO EQUITY PARTNERS LLC | History | Reduced | 765,035 | 3,312 | 0.09% | 0.09% | 8 | -27,205 | -3.43% | Q2 2014 | Aug 01, 2014 |
| SEIZERT CAPITAL PARTNERS, LLC | History | Added to | 573,218 | 2,482 | 0.05% | 0.02% | 9 | +373,608 | 187.17% | Q2 2014 | Jul 31, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 432,891 | 1,874 | 0.01% | 0.01% | 10 | -23,762 | -5.2% | Q2 2014 | Aug 06, 2014 |
| Swiss National Bank | History | Reduced | 383,300 | 1,660 | 0.01% | 0.01% | 11 | -13,300 | -3.35% | Q2 2014 | Aug 06, 2014 |
| ProShare Advisors LLC | History | Reduced | 351,790 | 1,523 | 0.02% | 0.03% | 12 | -221,626 | -38.65% | Q2 2014 | Aug 08, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Added to | 331,603 | 1,436 | 0.06% | 0.01% | 13 | +305,373 | 1164.21% | Q2 2014 | Aug 08, 2014 |
| Nationwide Fund Advisors | History | New | 277,141 | 1,200 | 0.0% | — | 14 | +277,141 | New | Q2 2014 | Aug 11, 2014 |
| IndexIQ Advisors LLC | History | Added to | 277,083 | 1,200 | 0.1% | 0.11% | 15 | +3,334 | 1.22% | Q2 2014 | Aug 04, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 265,825 | 1,151 | 0.01% | 0.01% | 16 | -31,564 | -10.61% | Q2 2014 | Jul 31, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | No change | 253,438 | 1,097 | 0.0% | 0.0% | 17 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 235,901 | 1,021 | 0.0% | 0.0% | 18 | -20,793 | -8.1% | Q2 2014 | Aug 08, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 210,902 | 913 | 0.0% | 29.58% | 19 | -42,717 | -16.84% | Q2 2014 | Aug 06, 2014 |
| Aperio Group, LLC | History | Reduced | 168,866 | 731 | 0.01% | 0.02% | 20 | -103,173 | -37.93% | Q2 2014 | Jul 23, 2014 |
| STRS OHIO | History | Added to | 143,700 | 622 | 0.0% | 0.0% | 21 | +9,800 | 7.32% | Q2 2014 | Jul 24, 2014 |
| RMR ADVISORS, INC. | History | No change | 120,000 | 520 | 0.3% | 0.31% | 22 | 0 | 0.0% | Q2 2014 | Jul 21, 2014 |
| Kidder Stephen W | History | New | 117,500 | 509 | 0.34% | — | 23 | +117,500 | New | Q2 2014 | Jul 24, 2014 |
| BlackRock Group LTD | History | Reduced | 101,598 | 440 | 0.0% | 0.0% | 24 | -58,696 | -36.62% | Q2 2014 | Aug 06, 2014 |
| SECOR Capital Advisors, LP | History | Added to | 100,065 | 433 | 0.23% | 0.2% | 25 | +1,191 | 1.2% | Q2 2014 | Jul 23, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 92,510 | 400 | 0.0% | 0.0% | 26 | +68,842 | 290.87% | Q2 2014 | Aug 11, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Reduced | 88,627 | 384 | 0.03% | 0.03% | 27 | -5,007 | -5.35% | Q2 2014 | Aug 08, 2014 |
| McAdams Wright Ragen, Inc. | History | Reduced | 83,650 | 362 | 0.02% | 0.02% | 28 | -8,000 | -8.73% | Q2 2014 | Aug 08, 2014 |
| Commonwealth Equity Services, Inc | History | Added to | 81,716 | 354 | 0.0% | 0.0% | 29 | +10,312 | 14.44% | Q2 2014 | Jul 23, 2014 |
| LPL Financial LLC | History | Added to | 75,909 | 329 | 0.0% | 0.0% | 30 | +4,895 | 6.89% | Q2 2014 | Aug 05, 2014 |
| VIRGINIA RETIREMENT SYSTEMS ET AL | History | Reduced | 72,800 | 315 | 0.01% | 0.01% | 31 | -14,400 | -16.51% | Q2 2014 | Jul 23, 2014 |
| INTEGRAL DERIVATIVES, LLC | History | Reduced | 68,500 | 297 | 0.01% | 0.01% | 32 | -20,600 | -23.12% | Q2 2014 | Aug 07, 2014 |
| Princeton Alpha Management LP | History | Added to | 66,644 | 289 | 0.06% | 0.08% | 33 | +3,877 | 6.18% | Q2 2014 | Jul 17, 2014 |
| PROFUND ADVISORS LLC | History | Added to | 58,368 | 253 | 0.01% | 0.01% | 34 | +142 | 0.24% | Q2 2014 | Aug 08, 2014 |
| Highlander Capital Management, LLC | History | No change | 53,140 | 230 | 0.21% | 0.2% | 35 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| BANK OF HAWAII | History | No change | 50,000 | 217 | 0.02% | 0.02% | 36 | 0 | 0.0% | Q2 2014 | Jul 17, 2014 |
| DEERE & CO | History | No change | 49,314 | 214 | 0.01% | 0.01% | 37 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| Cambridge Investment Research Advisors, Inc. | History | Added to | 32,549 | 141 | 0.0% | 0.0% | 38 | +13,500 | 70.87% | Q2 2014 | Jul 25, 2014 |
| Greenwich Wealth Management LLC | History | Added to | 32,600 | 141 | 0.01% | 0.01% | 39 | +300 | 0.93% | Q2 2014 | Jul 29, 2014 |
| RidgeWorth Capital Management LLC | History | New | 30,474 | 132 | 0.0% | — | 40 | +30,474 | New | Q2 2014 | Jul 31, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 26,316 | 113 | 0.0% | 0.0% | 41 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| RAYMOND JAMES TRUST N.A. | History | No change | 25,355 | 110 | 0.01% | 0.01% | 42 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| BlackRock Inc. | History | Added to | 25,195 | 109 | 0.0% | 0.0% | 43 | +15,704 | 165.46% | Q2 2014 | Aug 06, 2014 |
| DELTA ASSET MANAGEMENT LLC/TN | History | No change | 24,225 | 105 | 0.02% | 0.02% | 44 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| HOWARD CAPITAL MANAGEMENT | History | No change | 20,000 | 87 | 0.02% | 0.02% | 45 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| America First Investment Advisors, LLC | History | New | 18,845 | 82 | 0.04% | — | 46 | +18,845 | New | Q2 2014 | Jul 03, 2014 |
| Buckingham Asset Management, LLC | History | Reduced | 17,237 | 75 | 0.03% | 0.03% | 47 | -34 | -0.2% | Q2 2014 | Jul 28, 2014 |
| World Asset Management Inc | History | Reduced | 16,668 | 72 | 0.0% | 0.0% | 48 | -1,779 | -9.64% | Q2 2014 | Jul 28, 2014 |
| HL FINANCIAL SERVICES LLC | History | New | 16,500 | 71 | 0.0% | — | 49 | +16,500 | New | Q2 2014 | Aug 01, 2014 |
| FOUNDERS FINANCIAL SECURITIES LLC | History | Added to | 15,154 | 66 | 0.04% | 0.04% | 50 | +1,438 | 10.48% | Q2 2014 | Jul 23, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Added to | 14,885 | 64 | 0.0% | 0.0% | 51 | +13,665 | 1120.08% | Q2 2014 | Aug 08, 2014 |
| DAVIDSON D A & CO | History | Reduced | 14,950 | 64 | 0.0% | 0.0% | 52 | -3,950 | -20.9% | Q2 2014 | Jul 29, 2014 |
| CIBC Asset Management Inc | History | No change | 13,431 | 58 | 0.0% | 0.0% | 53 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | Reduced | 12,981 | 56 | 0.0% | 0.0% | 54 | -706 | -5.16% | Q2 2014 | Aug 05, 2014 |
| Stratos Wealth Partners, LTD. | History | New | 11,350 | 49 | 0.02% | — | 55 | +11,350 | New | Q2 2014 | Jul 17, 2014 |
| PARSONS CAPITAL MANAGEMENT INC/RI | History | No change | 11,000 | 48 | 0.01% | 0.01% | 56 | 0 | 0.0% | Q2 2014 | Jul 25, 2014 |
| Wunderlich Securities, Inc. | History | Added to | 11,000 | 47 | 0.03% | 0.03% | 57 | +2,000 | 22.22% | Q2 2014 | Jul 17, 2014 |
| WEDBUSH MORGAN SECURITIES INC | History | No change | 10,200 | 44 | 0.01% | 0.01% | 58 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| Financial Architects, Inc | History | New | 10,000 | 43 | 0.02% | — | 59 | +10,000 | New | Q2 2014 | Aug 06, 2014 |
| HAP Trading, LLC | History | No change | 261,200 | 29 | 0.0% | 0.0% | 60 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| Financial Management Professionals, Inc. | History | No change | 6,493 | 28 | 0.02% | 0.02% | 61 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| MetLife Securities, Inc | History | Reduced | 4,100 | 18 | 0.0% | 0.01% | 62 | -12,515 | -75.32% | Q2 2014 | Aug 04, 2014 |
| BlackRock Japan Co. Ltd | History | New | 1,353 | 6 | 0.0% | — | 63 | +1,353 | New | Q2 2014 | Aug 06, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | No change | 685 | 3 | 0.0% | 0.0% | 64 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| Cornerstone Advisors, Inc. | History | No change | 133 | 1 | 0.0% | 0.0% | 65 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| SAN FRANCISCO SENTRY INVESTMENT GROUP (CA) | History | No change | 200 | 1 | 0.0% | 0.0% | 66 | 0 | 0.0% | Q2 2014 | Jul 18, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -7,979,324 | -100.0% | Q1 2014 | May 15, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.46% | — | -7,382,623 | -100.0% | Q1 2014 | May 15, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -6,510,631 | -100.0% | Q1 2014 | May 14, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.0% | — | -2,544,985 | -100.0% | Q1 2014 | May 13, 2014 |
| Pine River Capital Management L.P. | History | Closed out | 0 | 0 | — | 0.16% | — | -2,434,000 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.01% | — | -2,400,002 | -100.0% | Q1 2014 | May 16, 2014 |
| FIRST TRUST ADVISORS LP | History | Closed out | 0 | 0 | — | 0.04% | — | -2,133,819 | -100.0% | Q1 2014 | May 12, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,992,330 | -100.0% | Q1 2014 | May 14, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -1,991,363 | -100.0% | Q1 2014 | May 14, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.0% | — | -1,904,662 | -100.0% | Q1 2014 | May 14, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,739,208 | -100.0% | Q1 2014 | May 13, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -1,603,451 | -100.0% | Q1 2014 | May 14, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.0% | — | -1,541,507 | -100.0% | Q1 2014 | May 15, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | — | 0.01% | — | -1,161,833 | -100.0% | Q1 2014 | May 15, 2014 |
| Spot Trading L.L.C | History | Closed out | 0 | 0 | — | 0.02% | — | -809,316 | -100.0% | Q1 2014 | May 13, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -759,105 | -100.0% | Q1 2014 | May 13, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.0% | — | -738,700 | -100.0% | Q1 2014 | Apr 18, 2014 |
| VAN ECK ASSOCIATES CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -715,557 | -100.0% | Q1 2014 | May 08, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.04% | — | -685,878 | -100.0% | Q1 2014 | Apr 11, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -679,947 | -100.0% | Q1 2014 | May 08, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.01% | — | -565,943 | -100.0% | Q1 2014 | May 13, 2014 |
| TIG Advisors, LLC | History | Closed out | 0 | 0 | — | 0.29% | — | -565,350 | -100.0% | Q1 2014 | May 15, 2014 |
| RAFFLES ASSOCIATES LP | History | Closed out | 0 | 0 | — | 2.16% | — | -525,000 | -100.0% | Q1 2014 | May 15, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -389,839 | -100.0% | Q1 2014 | May 15, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.05% | — | -382,158 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -373,878 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -364,967 | -100.0% | Q1 2014 | May 15, 2014 |
| BLACKTHORN INVESTMENT GROUP LLC | History | Closed out | 0 | 0 | — | 1.48% | — | -329,969 | -100.0% | Q1 2014 | May 13, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -283,051 | -100.0% | Q1 2014 | May 15, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -281,557 | -100.0% | Q1 2014 | May 15, 2014 |
| National Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.33% | — | -264,837 | -100.0% | Q1 2014 | May 02, 2014 |
| INVESTMENT CENTERS OF AMERICA INC | History | Closed out | 0 | 0 | — | 0.23% | — | -264,170 | -100.0% | Q1 2014 | May 09, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -250,019 | -100.0% | Q1 2014 | May 13, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -235,115 | -100.0% | Q1 2014 | May 15, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -215,079 | -100.0% | Q1 2014 | May 15, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -186,466 | -100.0% | Q1 2014 | May 19, 2014 |
| GROUP ONE TRADING, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -169,307 | -100.0% | Q1 2014 | May 07, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.0% | — | -164,841 | -100.0% | Q1 2014 | May 15, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -164,300 | -100.0% | Q1 2014 | May 15, 2014 |
| First Allied Advisory Services, Inc. | History | Closed out | 0 | 0 | — | 0.05% | — | -164,171 | -100.0% | Q1 2014 | May 15, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -160,100 | -100.0% | Q1 2014 | May 15, 2014 |
| PENN MUTUAL LIFE INSURANCE CO | History | Closed out | 0 | 0 | — | 6.75% | — | -158,000 | -100.0% | Q1 2014 | Apr 23, 2014 |
| Investors Capital Advisory Services | History | Closed out | 0 | 0 | — | 0.12% | — | -140,917 | -100.0% | Q1 2014 | Apr 15, 2014 |
| TFS CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -140,582 | -100.0% | Q1 2014 | May 05, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -138,301 | -100.0% | Q1 2014 | May 16, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -134,640 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -132,200 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -123,201 | -100.0% | Q1 2014 | May 23, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -121,932 | -100.0% | Q1 2014 | May 16, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -109,162 | -100.0% | Q1 2014 | May 15, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | — | 0.0% | — | -99,897 | -100.0% | Q1 2014 | May 12, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -87,517 | -100.0% | Q1 2014 | May 13, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -77,119 | -100.0% | Q1 2014 | May 15, 2014 |
| Quantitative Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -76,100 | -100.0% | Q1 2014 | May 09, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -76,023 | -100.0% | Q1 2014 | May 15, 2014 |
| LMM LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -75,000 | -100.0% | Q1 2014 | May 15, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -71,724 | -100.0% | Q1 2014 | May 14, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -62,315 | -100.0% | Q1 2014 | May 15, 2014 |
| FIRST FOUNDATION ADVISORS | History | Closed out | 0 | 0 | — | 0.03% | — | -60,000 | -100.0% | Q1 2014 | May 15, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -55,069 | -100.0% | Q1 2014 | May 14, 2014 |
| HANCOCK HOLDING CO | History | Closed out | 0 | 0 | — | 0.01% | — | -50,000 | -100.0% | Q1 2014 | May 15, 2014 |
| Arbiter Partners Capital Management LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -50,000 | -100.0% | Q1 2014 | May 15, 2014 |
| CREDIT AGRICOLE S A | History | Closed out | 0 | 0 | — | 0.0% | — | -49,628 | -100.0% | Q1 2014 | May 12, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -47,849 | -100.0% | Q1 2014 | May 14, 2014 |
| UNITED CAPITAL FINANCIAL ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -43,465 | -100.0% | Q1 2014 | May 14, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -39,305 | -100.0% | Q1 2014 | May 12, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.0% | — | -34,683 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -32,828 | -100.0% | Q1 2014 | May 14, 2014 |
| Summit Investment Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -32,262 | -100.0% | Q1 2014 | May 13, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -32,101 | -100.0% | Q1 2014 | May 14, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Closed out | 0 | 0 | — | 0.0% | — | -31,204 | -100.0% | Q1 2014 | Apr 22, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -31,178 | -100.0% | Q1 2014 | May 14, 2014 |
| ANALYTIC INVESTORS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -27,272 | -100.0% | Q1 2014 | May 12, 2014 |
| COMMERZBANK AKTIENGESELLSCHAFT /FI | History | Closed out | 0 | 0 | — | 0.0% | — | -25,957 | -100.0% | Q1 2014 | May 14, 2014 |
| SUNRISE PARTNERS LIMITED PARTNERSHIP /CT | History | Closed out | 0 | 0 | — | 0.01% | — | -20,924 | -100.0% | Q1 2014 | May 15, 2014 |
| Cetera Advisor Networks LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -18,547 | -100.0% | Q1 2014 | May 15, 2014 |
| Verition Fund Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -16,474 | -100.0% | Q1 2014 | May 14, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -16,447 | -100.0% | Q1 2014 | May 15, 2014 |
| TUDOR INVESTMENT CORP ET AL | History | Closed out | 0 | 0 | — | 0.0% | — | -16,407 | -100.0% | Q1 2014 | May 15, 2014 |
| Horizon Investments, LLC/SC | History | Closed out | 0 | 0 | — | 0.01% | — | -13,835 | -100.0% | Q1 2014 | May 13, 2014 |
| KEYBANK NATIONAL ASSOCIATION/OH | History | Closed out | 0 | 0 | — | 0.0% | — | -13,700 | -100.0% | Q1 2014 | May 14, 2014 |
| Tradeworx Inc. | History | Closed out | 0 | 0 | — | 0.05% | — | -13,520 | -100.0% | Q1 2014 | Jun 02, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -13,401 | -100.0% | Q1 2014 | May 14, 2014 |
| Psagot Investment House Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -13,097 | -100.0% | Q1 2014 | May 12, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.08% | — | -13,064 | -100.0% | Q1 2014 | Aug 08, 2014 |
| Private Advisor Group, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -10,325 | -100.0% | Q1 2014 | May 15, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -6,113 | -100.0% | Q1 2014 | May 02, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -3,900 | -100.0% | Q1 2014 | May 14, 2014 |
| Winch Advisory Services, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -3,200 | -100.0% | Q1 2014 | May 14, 2014 |
| Archford Capital Strategies, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,004 | -100.0% | Q1 2014 | May 15, 2014 |
| REILLY FINANCIAL ADVISORS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,000 | -100.0% | Q1 2014 | Apr 23, 2014 |
| FineMark National Bank & Trust | History | Closed out | 0 | 0 | — | 0.0% | — | -2,000 | -100.0% | Q1 2014 | May 13, 2014 |
| FIRST MANHATTAN CO | History | Closed out | 0 | 0 | — | 0.0% | — | -955 | -100.0% | Q1 2014 | May 16, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | — | — | -234 | -100.0% | Q1 2014 | May 13, 2014 |