BROWN SHOE INC NEW COM - 115736100
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 | 3,518,435 | 100,663 | 0.01% | 0.01% | 1 | +123,878 | 3.65% | Q2 2014 | Aug 11, 2014 |
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 2,606,570 | 74,573 | 0.05% | 0.05% | 2 | +51,014 | 2.0% | Q2 2014 | Aug 08, 2014 |
| BlackRock Fund Advisors | History | Reduced | 2,164,450 | 61,925 | 0.02% | 0.02% | 3 | -142,165 | -6.16% | Q2 2014 | Aug 06, 2014 |
| DENVER INVESTMENT ADVISORS LLC | History | Added to | 1,621,472 | 46,390 | 1.41% | 0.98% | 4 | +367,514 | 29.31% | Q2 2014 | Aug 08, 2014 |
| MUNDER CAPITAL MANAGEMENT | History | Added to | 1,331,376 | 38,091 | 0.27% | 0.22% | 5 | +186,857 | 16.33% | Q2 2014 | Aug 06, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 1,130,427 | 32,342 | 0.01% | 0.01% | 6 | -376,850 | -25.0% | Q2 2014 | Aug 06, 2014 |
| VICTORY CAPITAL MANAGEMENT INC | History | Added to | 901,327 | 25,788 | 0.17% | 0.09% | 7 | +391,648 | 76.84% | Q2 2014 | Aug 08, 2014 |
| APG Asset Management N.V. | History | No change | 498,200 | 14,254 | 0.03% | 0.03% | 8 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Reduced | 357,547 | 10,230 | 0.02% | 0.02% | 9 | -2,279 | -0.63% | Q2 2014 | Jul 30, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Reduced | 327,454 | 9,368 | 0.01% | 0.01% | 10 | -28,610 | -8.04% | Q2 2014 | Aug 04, 2014 |
| NORTHPOINTE CAPITAL LLC | History | Reduced | 257,951 | 7,380 | 0.78% | 0.7% | 11 | -1,150 | -0.44% | Q2 2014 | Aug 07, 2014 |
| Calvert Investment Management Inc. | History | Added to | 234,013 | 6,695 | 0.45% | 0.43% | 12 | +7,546 | 3.33% | Q2 2014 | Jul 18, 2014 |
| Nationwide Fund Advisors | History | Added to | 172,350 | 4,931 | 0.02% | 0.02% | 13 | +5,288 | 3.17% | Q2 2014 | Aug 11, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 150,806 | 4,315 | 0.01% | 0.01% | 14 | -1,769 | -1.16% | Q2 2014 | Aug 06, 2014 |
| SMITH ASSET MANAGEMENT GROUP LP | History | Reduced | 135,458 | 3,875 | 0.14% | 0.14% | 15 | -6,350 | -4.48% | Q2 2014 | Jul 23, 2014 |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | History | Reduced | 124,453 | 3,561 | 0.01% | 0.01% | 16 | -6,500 | -4.96% | Q2 2014 | Aug 04, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Added to | 99,555 | 2,848 | 0.0% | 0.0% | 17 | +4,000 | 4.19% | Q2 2014 | Aug 05, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 68,924 | 1,972 | 0.01% | 0.01% | 18 | +15,131 | 28.13% | Q2 2014 | Aug 11, 2014 |
| MENTA CAPITAL LLC | History | Added to | 66,869 | 1,913 | 0.35% | 0.34% | 19 | +23,750 | 55.08% | Q2 2014 | Aug 05, 2014 |
| RHUMBLINE ADVISERS | History | Added to | 58,913 | 1,686 | 0.0% | 0.0% | 20 | +1,768 | 3.09% | Q2 2014 | Aug 06, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | No change | 55,501 | 1,588 | 0.01% | 0.0% | 21 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| Swiss National Bank | History | No change | 47,400 | 1,356 | 0.01% | 0.0% | 22 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| FIRST CITIZENS BANK & TRUST CO | History | Reduced | 47,174 | 1,350 | 0.12% | 0.12% | 23 | -955 | -1.98% | Q2 2014 | Aug 05, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Added to | 44,099 | 1,261 | 0.01% | 0.0% | 24 | +10,546 | 31.43% | Q2 2014 | Aug 08, 2014 |
| EAM Investors, LLC | History | New | 43,990 | 1,259 | 0.24% | — | 25 | +43,990 | New | Q2 2014 | Aug 11, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Reduced | 42,735 | 1,223 | 0.06% | 0.09% | 26 | -2,407 | -5.33% | Q2 2014 | Aug 08, 2014 |
| TEXAS PERMANENT SCHOOL FUND | History | Added to | 41,934 | 1,200 | 0.01% | 0.01% | 27 | +530 | 1.28% | Q2 2014 | Jul 21, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 41,881 | 1,199 | 0.0% | 0.0% | 28 | +1,888 | 4.72% | Q2 2014 | Aug 11, 2014 |
| BALDWIN BROTHERS INC/MA | History | Added to | 39,953 | 1,143 | 0.17% | 0.17% | 29 | +353 | 0.89% | Q2 2014 | Aug 08, 2014 |
| LSV ASSET MANAGEMENT | History | No change | 38,300 | 1,095 | 0.0% | 0.0% | 30 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| STRS OHIO | History | Reduced | 36,300 | 1,039 | 0.0% | 0.0% | 31 | -1,900 | -4.97% | Q2 2014 | Jul 24, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 32,149 | 920 | 0.01% | 0.01% | 32 | -4,847 | -13.1% | Q2 2014 | Jul 31, 2014 |
| Arizona State Retirement System | History | Added to | 29,269 | 837 | 0.01% | 0.01% | 33 | +400 | 1.39% | Q2 2014 | Aug 07, 2014 |
| BlackRock Group LTD | History | Reduced | 26,698 | 764 | 0.0% | 0.0% | 34 | -43,075 | -61.74% | Q2 2014 | Aug 06, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 24,648 | 705 | 0.0% | 55.73% | 35 | -49,524 | -66.77% | Q2 2014 | Aug 06, 2014 |
| ProShare Advisors LLC | History | Reduced | 22,803 | 652 | 0.01% | 0.01% | 36 | -21,843 | -48.92% | Q2 2014 | Aug 08, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Added to | 22,240 | 636 | 0.02% | 0.02% | 37 | +2,567 | 13.05% | Q2 2014 | Jul 11, 2014 |
| ALGERT COLDIRON INVESTORS LLC | History | Reduced | 21,328 | 610 | 0.39% | 0.52% | 38 | -28,370 | -57.08% | Q2 2014 | Aug 11, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | No change | 20,150 | 576 | 0.01% | 0.01% | 39 | 0 | 0.0% | Q2 2014 | Jul 18, 2014 |
| Louisiana State Employees Retirement System | History | Added to | 19,300 | 552 | 0.03% | 0.02% | 40 | +300 | 1.58% | Q2 2014 | Jul 30, 2014 |
| ALPHA WINDWARD LLC | History | New | 17,880 | 512 | 0.35% | — | 41 | +17,880 | New | Q2 2014 | Jul 16, 2014 |
| WEDGE CAPITAL MANAGEMENT L L P/NC | History | New | 14,532 | 416 | 0.0% | — | 42 | +14,532 | New | Q2 2014 | Aug 11, 2014 |
| BOSTON ADVISORS LLC | History | Added to | 13,884 | 397 | 0.02% | 0.02% | 43 | +369 | 2.73% | Q2 2014 | Jul 23, 2014 |
| TFS CAPITAL LLC | History | Reduced | 13,459 | 385 | 0.03% | 0.05% | 44 | -17,128 | -56.0% | Q2 2014 | Jul 21, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | No change | 13,277 | 380 | 0.0% | 0.0% | 45 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| NISA INVESTMENT ADVISORS L L C | History | No change | 12,100 | 346 | 0.0% | 0.0% | 46 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| CAPITAL ONE, NATIONAL ASSOCIATION | History | Added to | 11,077 | 317 | 0.03% | 0.03% | 47 | +14 | 0.13% | Q2 2014 | Jul 25, 2014 |
| Municipal Employees' Retirement System of Michigan | History | No change | 9,900 | 284 | 0.02% | 0.02% | 48 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| Pennsylvania Trust Co | History | No change | 8,355 | 239 | 0.02% | 0.02% | 49 | 0 | 0.0% | Q2 2014 | Jul 08, 2014 |
| PROFUND ADVISORS LLC | History | Reduced | 7,974 | 228 | 0.01% | 0.01% | 50 | -1,869 | -18.99% | Q2 2014 | Aug 08, 2014 |
| BRITISH COLUMBIA INVESTMENT MANAGEMENT CORP | History | No change | 7,827 | 224 | 0.0% | 0.0% | 51 | 0 | 0.0% | Q2 2014 | Jul 07, 2014 |
| Chevy Chase Trust Holdings, Inc. | History | New | 7,642 | 219 | 0.0% | — | 52 | +7,642 | New | Q2 2014 | Jul 16, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Reduced | 7,422 | 212 | 0.0% | 0.0% | 53 | -13,582 | -64.66% | Q2 2014 | Aug 07, 2014 |
| DEERE & CO | History | New | 7,224 | 207 | 0.01% | — | 54 | +7,224 | New | Q2 2014 | Aug 11, 2014 |
| ACADIAN ASSET MANAGEMENT LLC | History | Reduced | 5,462 | 156 | 0.0% | 0.0% | 55 | -6,984 | -56.11% | Q2 2014 | Jul 21, 2014 |
| MASON STREET ADVISORS, LLC | History | Added to | 5,214 | 149 | 0.0% | 0.0% | 56 | +205 | 4.09% | Q2 2014 | Aug 05, 2014 |
| TRUST CO OF VERMONT | History | Reduced | 4,474 | 128 | 0.02% | 0.02% | 57 | -135 | -2.93% | Q2 2014 | Jul 16, 2014 |
| RidgeWorth Capital Management LLC | History | New | 3,725 | 107 | 0.0% | — | 58 | +3,725 | New | Q2 2014 | Jul 31, 2014 |
| Ohio Valley Financial Group | History | Reduced | 3,000 | 86 | 0.08% | 0.1% | 59 | -1,000 | -25.0% | Q2 2014 | Aug 11, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | No change | 1,548 | 44 | 0.0% | 0.0% | 60 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 1,540 | 44 | 0.0% | 0.0% | 61 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| FIRST MERCANTILE TRUST CO | History | No change | 1,545 | 44 | 0.0% | 0.0% | 62 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| BlackRock Inc. | History | Reduced | 1,251 | 36 | 0.0% | 0.0% | 63 | -335 | -21.12% | Q2 2014 | Aug 06, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | No change | 697 | 19 | 0.0% | 0.0% | 64 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| Quantbot Technologies LP | History | Reduced | 500 | 14 | 0.0% | 0.03% | 65 | -4,800 | -90.57% | Q2 2014 | Jul 08, 2014 |
| SMITHFIELD TRUST CO | History | No change | 190 | 5 | 0.0% | 0.0% | 66 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| Johnson Financial Group, Inc. | History | No change | 162 | 5 | 0.0% | 0.0% | 67 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| FRANKLIN RESOURCES INC | History | Closed out | 0 | 0 | — | 0.04% | — | -3,440,598 | -100.0% | Q1 2014 | May 13, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.16% | — | -2,112,262 | -100.0% | Q1 2014 | May 16, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -1,216,478 | -100.0% | Q1 2014 | May 15, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.05% | — | -1,065,636 | -100.0% | Q1 2014 | May 13, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.01% | — | -1,026,969 | -100.0% | Q1 2014 | May 15, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -938,557 | -100.0% | Q1 2014 | May 14, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -810,655 | -100.0% | Q1 2014 | May 14, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -764,715 | -100.0% | Q1 2014 | May 14, 2014 |
| Epoch Investment Partners, Inc. | History | Closed out | 0 | 0 | — | 0.08% | — | -744,710 | -100.0% | Q1 2014 | May 14, 2014 |
| PARADIGM CAPITAL MANAGEMENT INC/NY | History | Closed out | 0 | 0 | — | 1.07% | — | -560,175 | -100.0% | Q1 2014 | May 12, 2014 |
| STATE OF WISCONSIN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.05% | — | -527,261 | -100.0% | Q1 2014 | May 14, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -471,750 | -100.0% | Q1 2014 | May 14, 2014 |
| RK Capital Management, LLC | History | Closed out | 0 | 0 | — | 2.47% | — | -459,591 | -100.0% | Q1 2014 | May 12, 2014 |
| Gotham Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.18% | — | -458,451 | -100.0% | Q1 2014 | May 15, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -365,986 | -100.0% | Q1 2014 | May 15, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -291,983 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.01% | — | -291,747 | -100.0% | Q1 2014 | May 15, 2014 |
| JACOBS LEVY EQUITY MANAGEMENT, INC | History | Closed out | 0 | 0 | — | 0.13% | — | -287,070 | -100.0% | Q1 2014 | May 15, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -233,441 | -100.0% | Q1 2014 | May 13, 2014 |
| BATTERYMARCH FINANCIAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.12% | — | -223,865 | -100.0% | Q1 2014 | May 15, 2014 |
| BRIDGEWAY CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.17% | — | -219,150 | -100.0% | Q1 2014 | May 15, 2014 |
| BALYASNY ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.07% | — | -215,948 | -100.0% | Q1 2014 | May 15, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -212,863 | -100.0% | Q1 2014 | May 14, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.03% | — | -202,695 | -100.0% | Q1 2014 | May 15, 2014 |
| Marshall Wace LLP | History | Closed out | 0 | 0 | — | 0.08% | — | -173,653 | -100.0% | Q1 2014 | May 14, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -160,747 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -152,258 | -100.0% | Q1 2014 | May 15, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.0% | — | -145,516 | -100.0% | Q1 2014 | May 13, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -143,550 | -100.0% | Q1 2014 | Apr 18, 2014 |
| ROTHSCHILD ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.08% | — | -138,416 | -100.0% | Q1 2014 | May 15, 2014 |
| WHV Investment Management, Inc. | History | Closed out | 0 | 0 | — | 0.05% | — | -136,500 | -100.0% | Q1 2014 | Jul 31, 2014 |
| Copper Rock Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.3% | — | -116,254 | -100.0% | Q1 2014 | Apr 08, 2014 |
| HBK INVESTMENTS L P | History | Closed out | 0 | 0 | — | 0.06% | — | -110,800 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -99,787 | -100.0% | Q1 2014 | May 15, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -97,624 | -100.0% | Q1 2014 | May 13, 2014 |
| FineMark National Bank & Trust | History | Closed out | 0 | 0 | — | 0.47% | — | -95,064 | -100.0% | Q1 2014 | May 13, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -93,713 | -100.0% | Q1 2014 | May 14, 2014 |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.01% | — | -82,762 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -78,647 | -100.0% | Q1 2014 | May 08, 2014 |
| MARTINGALE ASSET MANAGEMENT L P | History | Closed out | 0 | 0 | — | 0.06% | — | -71,931 | -100.0% | Q1 2014 | May 14, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -69,800 | -100.0% | Q1 2014 | May 14, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -69,715 | -100.0% | Q1 2014 | May 13, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.0% | — | -69,300 | -100.0% | Q1 2014 | May 16, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.01% | — | -68,850 | -100.0% | Q1 2014 | Aug 11, 2014 |
| Piermont Capital Management LLC | History | Closed out | 0 | 0 | — | 0.87% | — | -68,200 | -100.0% | Q1 2014 | May 08, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -65,389 | -100.0% | Q1 2014 | May 13, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -65,146 | -100.0% | Q1 2014 | May 16, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -60,399 | -100.0% | Q1 2014 | May 15, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -58,477 | -100.0% | Q1 2014 | May 15, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -54,658 | -100.0% | Q1 2014 | May 15, 2014 |
| Perimeter Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.7% | — | -53,011 | -100.0% | Q1 2014 | May 05, 2014 |
| SASCO CAPITAL INC / CT/ | History | Closed out | 0 | 0 | — | 0.02% | — | -52,140 | -100.0% | Q1 2014 | May 14, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -52,023 | -100.0% | Q1 2014 | May 15, 2014 |
| HANCOCK HOLDING CO | History | Closed out | 0 | 0 | — | 0.05% | — | -51,161 | -100.0% | Q1 2014 | May 15, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -45,436 | -100.0% | Q1 2014 | May 15, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -42,477 | -100.0% | Q1 2014 | May 15, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.01% | — | -41,498 | -100.0% | Q1 2014 | May 15, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 1.53% | — | -39,875 | -100.0% | Q1 2014 | Aug 08, 2014 |
| VTL Associates, LLC | History | Closed out | 0 | 0 | — | 0.08% | — | -38,260 | -100.0% | Q1 2014 | May 15, 2014 |
| State of Tennessee, Treasury Department | History | Closed out | 0 | 0 | — | 0.01% | — | -37,000 | -100.0% | Q1 2014 | May 30, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -32,428 | -100.0% | Q1 2014 | May 15, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -31,199 | -100.0% | Q1 2014 | May 15, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -30,705 | -100.0% | Q1 2014 | May 14, 2014 |
| Pacific Ridge Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.53% | — | -28,800 | -100.0% | Q1 2014 | May 12, 2014 |
| KEYBANK NATIONAL ASSOCIATION/OH | History | Closed out | 0 | 0 | — | 0.01% | — | -27,454 | -100.0% | Q1 2014 | May 14, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -24,009 | -100.0% | Q1 2014 | May 13, 2014 |
| FIRST MANHATTAN CO | History | Closed out | 0 | 0 | — | 0.0% | — | -18,000 | -100.0% | Q1 2014 | May 16, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Closed out | 0 | 0 | — | 0.01% | — | -16,200 | -100.0% | Q1 2014 | May 14, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -15,823 | -100.0% | Q1 2014 | May 14, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -15,798 | -100.0% | Q1 2014 | May 23, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -15,750 | -100.0% | Q1 2014 | May 15, 2014 |
| PAX WORLD MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -15,600 | -100.0% | Q1 2014 | May 14, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | — | 0.0% | — | -14,925 | -100.0% | Q1 2014 | May 14, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -14,453 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -13,700 | -100.0% | Q1 2014 | May 16, 2014 |
| A.R.T. Advisors, LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -13,421 | -100.0% | Q1 2014 | May 15, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Closed out | 0 | 0 | — | 0.03% | — | -13,331 | -100.0% | Q1 2014 | May 05, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -11,530 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -10,727 | -100.0% | Q1 2014 | May 14, 2014 |
| SYMONS CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.06% | — | -10,535 | -100.0% | Q1 2014 | May 07, 2014 |
| PineBridge Investments Ltd | History | Closed out | 0 | 0 | — | 0.01% | — | -10,235 | -100.0% | Q1 2014 | May 14, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -10,038 | -100.0% | Q1 2014 | May 15, 2014 |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -10,018 | -100.0% | Q1 2014 | May 15, 2014 |
| SUMIT CAPITAL, LLC | History | Closed out | 0 | 0 | — | 0.97% | — | -9,686 | -100.0% | Q1 2014 | May 07, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | — | 0.0% | — | -8,002 | -100.0% | Q1 2014 | May 15, 2014 |
| STIFEL FINANCIAL CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -7,855 | -100.0% | Q1 2014 | May 15, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -7,781 | -100.0% | Q1 2014 | May 15, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -6,774 | -100.0% | Q1 2014 | May 14, 2014 |
| Walleye Trading LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -5,000 | -100.0% | Q1 2014 | May 15, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,601 | -100.0% | Q1 2014 | May 15, 2014 |
| PARADIGM ASSET MANAGEMENT CO LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,450 | -100.0% | Q1 2014 | May 14, 2014 |
| Index Management Solutions, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,150 | -100.0% | Q1 2014 | May 15, 2014 |
| Parallax Volatility Advisers, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,314 | -100.0% | Q1 2014 | May 15, 2014 |
| BlackRock Japan Co. Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -1,296 | -100.0% | Q1 2014 | May 02, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -670 | -100.0% | Q1 2014 | Apr 11, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -392 | -100.0% | Q1 2014 | May 02, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -193 | -100.0% | Q1 2014 | May 12, 2014 |
| Cupps Capital Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -131 | -100.0% | Q1 2014 | May 12, 2014 |
| Gemmer Asset Management LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -108 | -100.0% | Q1 2014 | May 23, 2014 |