*COLONY FINL INC - 19624R106
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 | 5,756,434 | 133,665 | 0.01% | 0.01% | 1 | +32,079 | 0.56% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Reduced | 3,898,994 | 90,535 | 0.03% | 0.03% | 2 | -219,538 | -5.33% | Q2 2014 | Aug 06, 2014 |
| OPPENHEIMER FUNDS INC | History | Added to | 2,642,500 | 61,359 | 0.07% | 0.06% | 3 | +237,675 | 9.88% | Q2 2014 | Aug 08, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 2,412,227 | 56,012 | 0.01% | 0.01% | 4 | -43,625 | -1.78% | Q2 2014 | Aug 06, 2014 |
| JENNISON ASSOCIATES LLC | History | Reduced | 2,367,192 | 54,966 | 0.05% | 0.05% | 5 | -75,754 | -3.1% | Q2 2014 | Aug 08, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Added to | 1,890,697 | 43,902 | 0.14% | 0.11% | 6 | +425,249 | 29.02% | Q2 2014 | Aug 07, 2014 |
| ROYCE & ASSOCIATES LLC | History | No change | 1,744,149 | 40,499 | 0.12% | 0.11% | 7 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| TAMRO Capital Partners LLC | History | Reduced | 1,519,126 | 35,274 | 1.78% | 2.03% | 8 | -606,466 | -28.53% | Q2 2014 | Aug 07, 2014 |
| ALPINE WOODS CAPITAL INVESTORS, LLC | History | Reduced | 1,273,707 | 29,575 | 0.77% | 1.54% | 9 | -100 | -0.01% | Q2 2014 | Aug 08, 2014 |
| REAL ESTATE MANAGEMENT SERVICES LLC | History | Added to | 759,900 | 17,645 | 3.07% | 3.04% | 10 | +72,700 | 10.58% | Q2 2014 | Jul 11, 2014 |
| Swift Run Capital Management, LLC | History | Added to | 718,007 | 16,672 | 7.29% | 7.82% | 11 | +51,871 | 7.79% | Q2 2014 | Jul 28, 2014 |
| BRINKER CAPITAL INC | History | Added to | 519,025 | 12,051 | 0.83% | 0.81% | 12 | +57,221 | 12.39% | Q2 2014 | Aug 08, 2014 |
| DALTON GREINER HARTMAN MAHER & CO | History | Added to | 492,463 | 11,435 | 0.6% | 0.59% | 13 | +26,309 | 5.64% | Q2 2014 | Jul 11, 2014 |
| Boston Partners | History | Reduced | 479,361 | 11,131 | 0.02% | 0.07% | 14 | -1,159,034 | -70.74% | Q2 2014 | Aug 08, 2014 |
| WESLEY CAPITAL MANAGEMENT, LLC | History | Reduced | 440,000 | 10,217 | 12.18% | 15.08% | 15 | -109,090 | -19.87% | Q2 2014 | Aug 11, 2014 |
| BB&T SECURITIES, LLC | History | Added to | 43,472 | 10,094 | 0.02% | 0.02% | 16 | +429 | 1.0% | Q2 2014 | Jul 11, 2014 |
| Waterfront Capital Partners, LLC | History | Added to | 399,020 | 9,265 | 3.59% | 3.19% | 17 | +64,520 | 19.29% | Q2 2014 | Aug 11, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Added to | 335,194 | 7,783 | 0.01% | 0.01% | 18 | +99,868 | 42.44% | Q2 2014 | Aug 04, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 292,245 | 6,786 | 0.01% | 0.01% | 19 | -23,906 | -7.56% | Q2 2014 | Aug 06, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 252,947 | 5,873 | 0.02% | 0.02% | 20 | +50,496 | 24.94% | Q2 2014 | Aug 11, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Added to | 247,052 | 5,737 | 0.01% | 0.01% | 21 | +28,418 | 13.0% | Q2 2014 | Jul 30, 2014 |
| GRATIA CAPITAL, LLC | History | Reduced | 235,377 | 5,465 | 2.79% | 3.82% | 22 | -156,018 | -39.86% | Q2 2014 | Aug 07, 2014 |
| CREDIT SUISSE AG/ | History | Reduced | 221,635 | 5,147 | 0.0% | 0.01% | 23 | -123,810 | -35.84% | Q2 2014 | Aug 11, 2014 |
| Nationwide Fund Advisors | History | Added to | 181,937 | 4,225 | 0.02% | 0.01% | 24 | +54,977 | 43.3% | Q2 2014 | Aug 11, 2014 |
| VNBTrust, National Association | History | Reduced | 171,041 | 3,972 | 1.97% | 2.07% | 25 | -22,277 | -11.52% | Q2 2014 | Jul 18, 2014 |
| ADVANTUS CAPITAL MANAGEMENT INC | History | Added to | 146,862 | 3,410 | 0.12% | 0.1% | 26 | +22,962 | 18.53% | Q2 2014 | Aug 01, 2014 |
| RHUMBLINE ADVISERS | History | Added to | 113,688 | 2,640 | 0.01% | 0.01% | 27 | +21,118 | 22.81% | Q2 2014 | Aug 06, 2014 |
| Swiss National Bank | History | Reduced | 105,200 | 2,443 | 0.01% | 0.01% | 28 | -100 | -0.09% | Q2 2014 | Aug 06, 2014 |
| Benchmark Capital Advisors | History | Reduced | 100,267 | 2,328 | 1.46% | 1.54% | 29 | -967 | -0.96% | Q2 2014 | Aug 06, 2014 |
| Global X Management CO LLC | History | Added to | 97,325 | 2,260 | 0.13% | 0.1% | 30 | +31,391 | 47.61% | Q2 2014 | Jul 31, 2014 |
| PartnerRe Asset Management CORP | History | Added to | 83,190 | 1,932 | 0.34% | 0.29% | 31 | +3,768 | 4.74% | Q2 2014 | Jul 30, 2014 |
| SHIKIAR ASSET MANAGEMENT INC | History | Added to | 80,800 | 1,876 | 0.77% | 0.39% | 32 | +40,100 | 98.53% | Q2 2014 | Jul 23, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | No change | 73,807 | 1,714 | 0.01% | 0.01% | 33 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| IndexIQ Advisors LLC | History | Added to | 71,275 | 1,655 | 0.13% | 0.14% | 34 | +1,644 | 2.36% | Q2 2014 | Aug 04, 2014 |
| NJ State Employees Deferred Compensation Plan | History | No change | 70,000 | 1,625 | 0.32% | 0.32% | 35 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| National Planning Corp | History | Reduced | 67,363 | 1,564 | 0.12% | 0.13% | 36 | -910 | -1.33% | Q2 2014 | Jul 16, 2014 |
| BUCKHEAD CAPITAL MANAGEMENT LLC | History | Added to | 66,952 | 1,555 | 0.22% | 0.16% | 37 | +11,322 | 20.35% | Q2 2014 | Aug 08, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Added to | 60,416 | 1,402 | 0.01% | 0.01% | 38 | +8,402 | 16.15% | Q2 2014 | Aug 08, 2014 |
| EAM Investors, LLC | History | New | 56,648 | 1,315 | 0.25% | — | 39 | +56,648 | New | Q2 2014 | Aug 11, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 53,734 | 1,248 | 0.0% | 38.61% | 40 | -8,429 | -13.56% | Q2 2014 | Aug 06, 2014 |
| SPECTRUM ADVISORY SERVICES INC | History | No change | 51,487 | 1,196 | 0.41% | 0.4% | 41 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Added to | 49,424 | 1,148 | 0.05% | 0.03% | 42 | +31,045 | 168.92% | Q2 2014 | Aug 08, 2014 |
| ProShare Advisors LLC | History | Reduced | 44,463 | 1,032 | 0.01% | 0.02% | 43 | -32,895 | -42.52% | Q2 2014 | Aug 08, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | No change | 39,375 | 914 | 0.0% | 0.0% | 44 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| DUPONT CAPITAL MANAGEMENT Corp | History | Reduced | 33,592 | 780 | 0.01% | 0.02% | 45 | -8,880 | -20.91% | Q2 2014 | Aug 11, 2014 |
| BlackRock Group LTD | History | Reduced | 33,035 | 767 | 0.0% | 0.0% | 46 | -27,869 | -45.76% | Q2 2014 | Aug 06, 2014 |
| Aperio Group, LLC | History | Added to | 31,815 | 739 | 0.01% | 0.0% | 47 | +18,006 | 130.39% | Q2 2014 | Jul 23, 2014 |
| DEERE & CO | History | No change | 27,422 | 637 | 0.04% | 0.03% | 48 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| LOCUST WOOD CAPITAL ADVISERS, LLC | History | New | 27,097 | 629 | 0.09% | — | 49 | +27,097 | New | Q2 2014 | Jul 28, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Reduced | 23,657 | 549 | 0.0% | 0.0% | 50 | -6,419 | -21.34% | Q2 2014 | Aug 08, 2014 |
| FIRST REPUBLIC INVESTMENT MANAGEMENT, INC. | History | Added to | 23,201 | 539 | 0.01% | 0.01% | 51 | +9,000 | 63.38% | Q2 2014 | Aug 11, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Added to | 22,922 | 532 | 0.04% | 0.04% | 52 | +3,401 | 17.42% | Q2 2014 | Aug 08, 2014 |
| Highlander Capital Management, LLC | History | No change | 19,400 | 450 | 0.41% | 0.4% | 53 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| American Assets Investment Management, LLC | History | Reduced | 14,655 | 340 | 0.1% | 0.12% | 54 | -3,074 | -17.34% | Q2 2014 | Aug 04, 2014 |
| Neuberger Berman Group LLC | History | Reduced | 13,618 | 316 | 0.0% | 0.0% | 55 | -332 | -2.38% | Q2 2014 | Aug 05, 2014 |
| Baltimore-Washington Financial Advisors, Inc. | History | Added to | 12,000 | 279 | 0.09% | 0.05% | 56 | +6,000 | 100.0% | Q2 2014 | Jul 18, 2014 |
| Quantbot Technologies LP | History | Added to | 11,603 | 269 | 0.04% | 0.02% | 57 | +7,803 | 205.34% | Q2 2014 | Jul 08, 2014 |
| CONNABLE OFFICE INC | History | Reduced | 10,255 | 238 | 0.06% | 0.08% | 58 | -3,465 | -25.26% | Q2 2014 | Jul 22, 2014 |
| Laurel Grove Capital, LLC | History | New | 9,850 | 229 | 0.13% | — | 59 | +9,850 | New | Q2 2014 | Jul 15, 2014 |
| SMITHFIELD TRUST CO | History | Reduced | 9,770 | 227 | 0.04% | 0.04% | 60 | -180 | -1.81% | Q2 2014 | Jul 16, 2014 |
| Yorktown Management & Research Co Inc | History | New | 9,000 | 209 | 0.04% | — | 61 | +9,000 | New | Q2 2014 | Jul 23, 2014 |
| BlackRock Inc. | History | Added to | 8,678 | 202 | 0.0% | 0.0% | 62 | +6,760 | 352.45% | Q2 2014 | Aug 06, 2014 |
| RidgeWorth Capital Management LLC | History | New | 7,881 | 183 | 0.0% | — | 63 | +7,881 | New | Q2 2014 | Jul 31, 2014 |
| FIRST MERCANTILE TRUST CO | History | No change | 6,360 | 148 | 0.01% | 0.01% | 64 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| STRS OHIO | History | Reduced | 6,200 | 144 | 0.0% | 0.0% | 65 | -26,900 | -81.27% | Q2 2014 | Jul 24, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 5,359 | 124 | 0.0% | 0.0% | 66 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| WHITTIER TRUST CO | History | Reduced | 4,690 | 109 | 0.01% | 0.01% | 67 | -2,935 | -38.49% | Q2 2014 | Aug 04, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | Added to | 3,290 | 76 | 0.0% | 0.0% | 68 | +425 | 14.83% | Q2 2014 | Aug 05, 2014 |
| MUFG Americas Holdings Corp | History | Reduced | 3,155 | 73 | 0.0% | 0.0% | 69 | -135 | -4.1% | Q2 2014 | Aug 05, 2014 |
| SEI TRUST CO | History | Added to | 2,900 | 67 | 0.0% | 0.0% | 70 | +900 | 45.0% | Q2 2014 | Jul 22, 2014 |
| WESTPORT RESOURCES MANAGEMENT INC | History | No change | 1,400 | 33 | 0.01% | 0.01% | 71 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| TOCQUEVILLE ASSET MANAGEMENT L.P. | History | No change | 1,000 | 23 | 0.0% | 0.0% | 72 | 0 | 0.0% | Q2 2014 | Jul 30, 2014 |
| Warren Averett Asset Management, LLC | History | No change | 895 | 21 | 0.01% | 0.01% | 73 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| Alexandria Capital, LLC | History | No change | 300 | 7 | 0.0% | 0.0% | 74 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| MetLife Securities, Inc | History | New | 200 | 5 | 0.0% | — | 75 | +200 | New | Q2 2014 | Aug 04, 2014 |
| EJF Capital LLC | History | Closed out | 0 | 0 | — | 11.43% | — | -8,708,590 | -100.0% | Q1 2014 | May 12, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | — | 0.09% | — | -3,528,541 | -100.0% | Q1 2014 | May 28, 2014 |
| SIRIOS CAPITAL MANAGEMENT L P | History | Closed out | 0 | 0 | — | 2.45% | — | -3,420,989 | -100.0% | Q1 2014 | Jun 09, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.3% | — | -2,316,072 | -100.0% | Q1 2014 | May 14, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -2,202,611 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -1,659,876 | -100.0% | Q1 2014 | May 15, 2014 |
| GRS Advisors, LLC | History | Closed out | 0 | 0 | — | 2.3% | — | -1,518,000 | -100.0% | Q1 2014 | May 15, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.01% | — | -1,501,813 | -100.0% | Q1 2014 | May 13, 2014 |
| FULLER & THALER ASSET MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 1.46% | — | -1,382,550 | -100.0% | Q1 2014 | May 13, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.07% | — | -1,375,809 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -1,269,608 | -100.0% | Q1 2014 | May 14, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | — | 0.03% | — | -1,181,991 | -100.0% | Q1 2014 | May 15, 2014 |
| EII CAPITAL MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 0.55% | — | -1,172,700 | -100.0% | Q1 2014 | May 14, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -1,119,068 | -100.0% | Q1 2014 | May 14, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -1,106,110 | -100.0% | Q1 2014 | May 14, 2014 |
| BRIGADE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 1.71% | — | -1,071,500 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.02% | — | -954,681 | -100.0% | Q1 2014 | May 16, 2014 |
| V3 Capital Management, L.P. | History | Closed out | 0 | 0 | — | 6.39% | — | -894,320 | -100.0% | Q1 2014 | May 15, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 28.1% | — | -888,883 | -100.0% | Q1 2014 | Aug 08, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -723,730 | -100.0% | Q1 2014 | May 15, 2014 |
| TCW GROUP INC | History | Closed out | 0 | 0 | — | 0.06% | — | -702,693 | -100.0% | Q1 2014 | May 13, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.01% | — | -696,588 | -100.0% | Q1 2014 | May 15, 2014 |
| CLOUGH CAPITAL PARTNERS L P | History | Closed out | 0 | 0 | — | 0.42% | — | -610,500 | -100.0% | Q1 2014 | May 15, 2014 |
| Opus Capital Group, LLC | History | Closed out | 0 | 0 | — | 0.95% | — | -609,041 | -100.0% | Q1 2014 | Apr 30, 2014 |
| EDGE ASSET MANAGEMENT, INC | History | Closed out | 0 | 0 | — | 0.13% | — | -567,381 | -100.0% | Q1 2014 | May 13, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.0% | — | -484,471 | -100.0% | Q1 2014 | May 14, 2014 |
| Scepter Holdings, Inc. | History | Closed out | 0 | 0 | — | 2.2% | — | -466,972 | -100.0% | Q1 2014 | May 14, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -434,025 | -100.0% | Q1 2014 | May 14, 2014 |
| ING GROEP NV | History | Closed out | 0 | 0 | — | 0.05% | — | -397,374 | -100.0% | Q1 2014 | May 14, 2014 |
| Pine River Capital Management L.P. | History | Closed out | 0 | 0 | — | 0.13% | — | -378,154 | -100.0% | Q1 2014 | May 15, 2014 |
| Bodri Capital Management, LLC | History | Closed out | 0 | 0 | — | 3.84% | — | -350,000 | -100.0% | Q1 2014 | May 13, 2014 |
| Serengeti Asset Management LP | History | Closed out | 0 | 0 | — | 0.67% | — | -350,000 | -100.0% | Q1 2014 | May 15, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -348,280 | -100.0% | Q1 2014 | May 13, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -307,025 | -100.0% | Q1 2014 | May 15, 2014 |
| BlueMar Capital Management, LLC | History | Closed out | 0 | 0 | — | 4.28% | — | -304,155 | -100.0% | Q1 2014 | May 15, 2014 |
| Moab Capital Partners LLC | History | Closed out | 0 | 0 | — | 2.83% | — | -294,677 | -100.0% | Q1 2014 | May 14, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -270,891 | -100.0% | Q1 2014 | May 15, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -245,832 | -100.0% | Q1 2014 | May 15, 2014 |
| SCOGGIN LLC | History | Closed out | 0 | 0 | — | 13.16% | — | -235,000 | -100.0% | Q1 2014 | May 19, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -226,714 | -100.0% | Q1 2014 | May 13, 2014 |
| WASATCH ADVISORS INC | History | Closed out | 0 | 0 | — | 0.04% | — | -203,491 | -100.0% | Q1 2014 | May 13, 2014 |
| LAZARD ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -198,415 | -100.0% | Q1 2014 | May 12, 2014 |
| VAN ECK ASSOCIATES CORP | History | Closed out | 0 | 0 | — | 0.02% | — | -189,097 | -100.0% | Q1 2014 | May 08, 2014 |
| Emrys Partners, L.P. | History | Closed out | 0 | 0 | — | 3.26% | — | -179,425 | -100.0% | Q1 2014 | May 15, 2014 |
| GLG LLC | History | Closed out | 0 | 0 | — | 0.13% | — | -174,661 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -168,045 | -100.0% | Q1 2014 | May 08, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -162,662 | -100.0% | Q1 2014 | May 15, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.0% | — | -150,958 | -100.0% | Q1 2014 | May 15, 2014 |
| JANUS CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -147,872 | -100.0% | Q1 2014 | May 15, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -144,003 | -100.0% | Q1 2014 | May 15, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -139,801 | -100.0% | Q1 2014 | May 16, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | — | 0.07% | — | -135,746 | -100.0% | Q1 2014 | May 15, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -134,854 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -133,233 | -100.0% | Q1 2014 | May 15, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.01% | — | -132,962 | -100.0% | Q1 2014 | May 13, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -130,549 | -100.0% | Q1 2014 | May 13, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -129,391 | -100.0% | Q1 2014 | May 15, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -128,300 | -100.0% | Q1 2014 | May 14, 2014 |
| ARGENT CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.15% | — | -127,995 | -100.0% | Q1 2014 | May 12, 2014 |
| WHV Investment Management, Inc. | History | Closed out | 0 | 0 | — | 0.04% | — | -126,300 | -100.0% | Q1 2014 | Jul 31, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -122,952 | -100.0% | Q1 2014 | May 16, 2014 |
| MARTINGALE ASSET MANAGEMENT L P | History | Closed out | 0 | 0 | — | 0.09% | — | -114,970 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -110,922 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.0% | — | -102,600 | -100.0% | Q1 2014 | Apr 18, 2014 |
| CAXTON ASSOCIATES LP | History | Closed out | 0 | 0 | — | 0.13% | — | -100,000 | -100.0% | Q1 2014 | May 15, 2014 |
| PERMAL ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 1.89% | — | -99,061 | -100.0% | Q1 2014 | May 15, 2014 |
| RAYMOND JAMES & ASSOCIATES | History | Closed out | 0 | 0 | — | 0.01% | — | -80,025 | -100.0% | Q1 2014 | May 13, 2014 |
| HighTower Advisors, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -73,130 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERICAN FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.14% | — | -70,000 | -100.0% | Q1 2014 | May 14, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.0% | — | -63,600 | -100.0% | Q1 2014 | May 16, 2014 |
| FIRST FOUNDATION ADVISORS | History | Closed out | 0 | 0 | — | 0.16% | — | -58,800 | -100.0% | Q1 2014 | May 15, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | — | 0.01% | — | -56,691 | -100.0% | Q1 2014 | May 15, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -54,098 | -100.0% | Q1 2014 | May 15, 2014 |
| HALCYON OFFSHORE ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.11% | — | -52,555 | -100.0% | Q1 2014 | May 15, 2014 |
| Calamos Advisors LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -51,530 | -100.0% | Q1 2014 | May 16, 2014 |
| Calamos Wealth Management LLC | History | Closed out | 0 | 0 | — | 0.33% | — | -51,030 | -100.0% | Q1 2014 | May 16, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -49,100 | -100.0% | Q1 2014 | May 15, 2014 |
| ELLINGTON MANAGEMENT GROUP LLC | History | Closed out | 0 | 0 | — | 0.29% | — | -44,400 | -100.0% | Q1 2014 | May 15, 2014 |
| Dana Investment Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.06% | — | -41,257 | -100.0% | Q1 2014 | May 05, 2014 |
| Breton Hill Capital Ltd. | History | Closed out | 0 | 0 | — | 0.2% | — | -40,700 | -100.0% | Q1 2014 | Apr 28, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -36,253 | -100.0% | Q1 2014 | May 14, 2014 |
| SALEM INVESTMENT COUNSELORS INC | History | Closed out | 0 | 0 | — | 0.1% | — | -35,000 | -100.0% | Q1 2014 | May 15, 2014 |
| STIFEL FINANCIAL CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -33,376 | -100.0% | Q1 2014 | May 15, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -33,329 | -100.0% | Q1 2014 | May 13, 2014 |
| APG Asset Management N.V. | History | Closed out | 0 | 0 | — | 0.0% | — | -33,300 | -100.0% | Q1 2014 | Apr 30, 2014 |
| EATON VANCE MANAGEMENT | History | Closed out | 0 | 0 | — | 0.0% | — | -33,010 | -100.0% | Q1 2014 | May 05, 2014 |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | History | Closed out | 0 | 0 | — | 0.01% | — | -30,815 | -100.0% | Q1 2014 | May 08, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -29,598 | -100.0% | Q1 2014 | May 23, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,974 | -100.0% | Q1 2014 | May 15, 2014 |
| FORT WASHINGTON INVESTMENT ADVISORS INC /OH/ | History | Closed out | 0 | 0 | — | 0.01% | — | -28,700 | -100.0% | Q1 2014 | May 13, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -23,864 | -100.0% | Q1 2014 | May 15, 2014 |
| Princeton Alpha Management LP | History | Closed out | 0 | 0 | — | 0.16% | — | -23,793 | -100.0% | Q1 2014 | Apr 17, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.0% | — | -22,557 | -100.0% | Q1 2014 | May 15, 2014 |
| CREDIT AGRICOLE S A | History | Closed out | 0 | 0 | — | 0.0% | — | -21,700 | -100.0% | Q1 2014 | May 12, 2014 |
| Nine Chapters Capital Management LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -20,400 | -100.0% | Q1 2014 | May 15, 2014 |
| J.P. Marvel Investment Advisors, LLC | History | Closed out | 0 | 0 | — | 0.15% | — | -19,600 | -100.0% | Q1 2014 | May 22, 2014 |
| OPPENHEIMER & CO INC | History | Closed out | 0 | 0 | — | 0.01% | — | -19,500 | -100.0% | Q1 2014 | May 09, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -18,229 | -100.0% | Q1 2014 | May 15, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -17,849 | -100.0% | Q1 2014 | May 15, 2014 |
| TUDOR INVESTMENT CORP ET AL | History | Closed out | 0 | 0 | — | 0.02% | — | -16,388 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -16,100 | -100.0% | Q1 2014 | May 15, 2014 |
| Cipher Capital LP | History | Closed out | 0 | 0 | — | 0.14% | — | -14,403 | -100.0% | Q1 2014 | May 06, 2014 |
| SPRINGBOK CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -14,250 | -100.0% | Q1 2014 | May 15, 2014 |
| Ashfield Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -13,800 | -100.0% | Q1 2014 | May 09, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -12,600 | -100.0% | Q1 2014 | May 14, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -12,314 | -100.0% | Q1 2014 | May 14, 2014 |
| UNITED CAPITAL FINANCIAL ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -10,670 | -100.0% | Q1 2014 | May 14, 2014 |
| USCA RIA LLC | History | Closed out | 0 | 0 | — | 0.08% | — | -10,600 | -100.0% | Q1 2014 | May 12, 2014 |
| Invictus RG Pte. Ltd. | History | Closed out | 0 | 0 | — | 0.28% | — | -10,600 | -100.0% | Q1 2014 | May 14, 2014 |
| Veritable, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -9,970 | -100.0% | Q1 2014 | May 15, 2014 |
| CROFT-LEOMINSTER INC | History | Closed out | 0 | 0 | — | 0.03% | — | -9,968 | -100.0% | Q1 2014 | May 15, 2014 |
| FIFTH THIRD BANCORP | History | Closed out | 0 | 0 | — | 0.0% | — | -6,513 | -100.0% | Q1 2014 | May 15, 2014 |
| ETRADE Capital Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -4,894 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -4,241 | -100.0% | Q1 2014 | May 14, 2014 |
| Index Management Solutions, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -3,873 | -100.0% | Q1 2014 | May 15, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,500 | -100.0% | Q1 2014 | May 15, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,425 | -100.0% | Q1 2014 | May 02, 2014 |
| GROUP ONE TRADING, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -833 | -100.0% | Q1 2014 | May 07, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -409 | -100.0% | Q1 2014 | May 12, 2014 |
| Kamunting Street Capital Management, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -403 | -100.0% | Q1 2014 | May 15, 2014 |
| Archford Capital Strategies, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -121 | -100.0% | Q1 2014 | May 15, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -67 | -100.0% | Q1 2014 | May 13, 2014 |