HOME PROPERTIES INC COM - 437306103
Detailed investor-level table based on 13F positions.
Early Q2 2021 data: only 1 institutional holders reported so far. The full shareholder list will grow as more funds file with the SEC.
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 | 7,866,614 | 503,149 | 0.04% | 0.04% | 1 | +176,545 | 2.3% | Q2 2014 | Aug 11, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 2,328,182 | 148,911 | 0.02% | 0.02% | 2 | -4,581 | -0.2% | Q2 2014 | Aug 06, 2014 |
| BlackRock Fund Advisors | History | Added to | 2,060,080 | 131,763 | 0.04% | 0.03% | 3 | +124,408 | 6.43% | Q2 2014 | Aug 06, 2014 |
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 675,359 | 43,196 | 0.03% | 0.03% | 4 | +16,194 | 2.46% | Q2 2014 | Aug 08, 2014 |
| Resolution Capital Ltd | History | Added to | 385,505 | 26,124 | 2.53% | 2.47% | 5 | +10,400 | 2.77% | Q2 2014 | Aug 08, 2014 |
| BlackRock Group LTD | History | Added to | 404,865 | 25,895 | 0.01% | 0.01% | 6 | +61,292 | 17.84% | Q2 2014 | Aug 06, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Added to | 272,469 | 17,428 | 0.03% | 0.03% | 7 | +13,747 | 5.31% | Q2 2014 | Jul 30, 2014 |
| Neuberger Berman Group LLC | History | Added to | 216,650 | 13,857 | 0.01% | 0.0% | 8 | +208,500 | 2558.28% | Q2 2014 | Aug 05, 2014 |
| BROWN ADVISORY INC | History | Added to | 196,356 | 12,559 | 0.04% | 0.04% | 9 | +5,845 | 3.07% | Q2 2014 | Aug 08, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 163,079 | 10,431 | 0.01% | 0.01% | 10 | -1,206 | -0.73% | Q2 2014 | Aug 06, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 162,890 | 10,417 | 0.01% | 0.01% | 11 | +28,054 | 20.81% | Q2 2014 | Aug 11, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Reduced | 156,700 | 10,023 | 0.01% | 0.02% | 12 | -45,100 | -22.35% | Q2 2014 | Aug 05, 2014 |
| ANCHOR CAPITAL ADVISORS LLC | History | Reduced | 129,487 | 8,282 | 0.16% | 0.17% | 13 | -13,410 | -9.38% | Q2 2014 | Aug 01, 2014 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA | History | Reduced | 126,710 | 8,104 | 0.29% | 0.35% | 14 | -9,750 | -7.14% | Q2 2014 | Aug 11, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 115,585 | 7,392 | 0.03% | 0.03% | 15 | -2,616 | -2.21% | Q2 2014 | Aug 08, 2014 |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | History | Reduced | 110,519 | 7,069 | 0.02% | 0.02% | 16 | -800 | -0.72% | Q2 2014 | Aug 04, 2014 |
| MANNING & NAPIER ADVISORS LLC | History | Reduced | 106,015 | 6,780 | 1.87% | 0.03% | 17 | -5,740 | -5.14% | Q2 2014 | Jul 28, 2014 |
| Nationwide Fund Advisors | History | Reduced | 103,455 | 6,617 | 0.03% | 0.04% | 18 | -22,777 | -18.04% | Q2 2014 | Aug 11, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | Added to | 98,679 | 6,312 | 0.02% | 0.02% | 19 | +6,287 | 6.8% | Q2 2014 | Aug 07, 2014 |
| STRS OHIO | History | Reduced | 96,766 | 6,189 | 0.03% | 0.03% | 20 | -13,234 | -12.03% | Q2 2014 | Jul 24, 2014 |
| DELTA LLOYD NV | History | Reduced | 94,200 | 6,025 | 0.19% | 0.21% | 21 | -7,500 | -7.37% | Q2 2014 | Aug 05, 2014 |
| REAL ESTATE MANAGEMENT SERVICES LLC | History | No change | 94,100 | 6,018 | 1.05% | 1.14% | 22 | 0 | 0.0% | Q2 2014 | Jul 11, 2014 |
| COMMONWEALTH BANK OF AUSTRALIA | History | Added to | 93,573 | 5,985 | 0.04% | 0.03% | 23 | +4,744 | 5.34% | Q2 2014 | Aug 11, 2014 |
| W.G. Shaheen & Associates DBA Whitney & Co | History | Added to | 84,007 | 5,373 | 2.48% | 2.52% | 24 | +906 | 1.09% | Q2 2014 | Aug 04, 2014 |
| CORNERSTONE CAPITAL MANAGEMENT HOLDINGS LLC. | History | Added to | 83,678 | 5,351 | 0.06% | 0.06% | 25 | +4,330 | 5.46% | Q2 2014 | Aug 11, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 73,560 | 4,705 | 0.01% | 0.01% | 26 | -8,678 | -10.55% | Q2 2014 | Aug 06, 2014 |
| Swiss National Bank | History | No change | 64,400 | 4,119 | 0.02% | 0.02% | 27 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Added to | 58,421 | 3,737 | 0.03% | 0.02% | 28 | +145 | 0.25% | Q2 2014 | Jul 31, 2014 |
| Tributary Capital Management, LLC | History | Added to | 58,291 | 3,728 | 0.74% | 0.54% | 29 | +15,739 | 36.99% | Q2 2014 | Aug 04, 2014 |
| TEXAS PERMANENT SCHOOL FUND | History | Added to | 57,758 | 3,694 | 0.04% | 0.04% | 30 | +170 | 0.3% | Q2 2014 | Jul 21, 2014 |
| CANANDAIGUA NATIONAL BANK & TRUST CO | History | Reduced | 56,455 | 3,611 | 1.2% | 1.21% | 31 | -3,145 | -5.28% | Q2 2014 | Jul 31, 2014 |
| Pensionfund DSM Netherlands | History | No change | 54,600 | 3,492 | 0.51% | 0.52% | 32 | 0 | 0.0% | Q2 2014 | Jul 01, 2014 |
| ProShare Advisors LLC | History | Added to | 54,362 | 3,477 | 0.05% | 0.03% | 33 | +18,937 | 53.46% | Q2 2014 | Aug 08, 2014 |
| ADVANTUS CAPITAL MANAGEMENT INC | History | Reduced | 54,205 | 3,466 | 0.12% | 0.12% | 34 | -1,516 | -2.72% | Q2 2014 | Aug 01, 2014 |
| BlackRock Inc. | History | Reduced | 48,394 | 3,096 | 0.0% | 0.0% | 35 | -145 | -0.3% | Q2 2014 | Aug 06, 2014 |
| GARLAND CAPITAL MANAGEMENT INC | History | Added to | 47,050 | 3,009 | 2.02% | 1.76% | 36 | +2,300 | 5.14% | Q2 2014 | Jul 31, 2014 |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | History | Added to | 46,884 | 2,999 | 0.07% | 0.07% | 37 | +741 | 1.61% | Q2 2014 | Aug 07, 2014 |
| FIRST QUADRANT L P/CA | History | No change | 41,900 | 2,680 | 0.06% | 0.06% | 38 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| Sumitomo Mitsui Trust Holdings, Inc. | History | Added to | 39,424 | 2,522 | 0.01% | 0.0% | 39 | +907 | 2.35% | Q2 2014 | Aug 11, 2014 |
| Arizona State Retirement System | History | Added to | 38,300 | 2,449 | 0.03% | 0.03% | 40 | +600 | 1.59% | Q2 2014 | Aug 07, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Reduced | 37,844 | 2,421 | 0.01% | 0.01% | 41 | -731 | -1.9% | Q2 2014 | Aug 07, 2014 |
| Chevy Chase Trust Holdings, Inc. | History | No change | 37,545 | 2,401 | 0.02% | 0.02% | 42 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| HUNTINGTON NATIONAL BANK | History | Reduced | 36,800 | 2,354 | 0.05% | 0.06% | 43 | -14,286 | -27.96% | Q2 2014 | Jul 25, 2014 |
| ALPINE WOODS CAPITAL INVESTORS, LLC | History | No change | 35,500 | 2,271 | 0.06% | 0.12% | 44 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| Presima Inc. | History | No change | 30,600 | 1,957 | 0.37% | 0.36% | 45 | 0 | 0.0% | Q2 2014 | Jul 23, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Added to | 30,370 | 1,942 | 0.01% | 0.01% | 46 | +30 | 0.1% | Q2 2014 | Aug 11, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Added to | 28,990 | 1,854 | 0.08% | 0.02% | 47 | +23,448 | 423.1% | Q2 2014 | Aug 08, 2014 |
| ABERDEEN ASSET MANAGEMENT PLC/UK | History | New | 27,938 | 1,787 | 0.0% | β | 48 | +27,938 | New | Q2 2014 | Jul 24, 2014 |
| STATE TREASURER STATE OF MICHIGAN | History | No change | 26,900 | 1,721 | 0.01% | 0.01% | 49 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| FOSTER & MOTLEY INC | History | Added to | 26,138 | 1,672 | 0.39% | 0.33% | 50 | +3,925 | 17.67% | Q2 2014 | Jul 25, 2014 |
| Pineno Levin & Ford Asset Management, Inc. | History | Reduced | 23,885 | 1,528 | 0.86% | 0.87% | 51 | -50 | -0.21% | Q2 2014 | Jul 29, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 23,829 | 1,524 | 0.01% | 0.01% | 52 | +3,704 | 18.4% | Q2 2014 | Aug 11, 2014 |
| MASON STREET ADVISORS, LLC | History | Reduced | 22,189 | 1,419 | 0.01% | 0.01% | 53 | -526 | -2.32% | Q2 2014 | Aug 05, 2014 |
| KBC Group NV | History | Added to | 21,875 | 1,399 | 0.02% | 0.01% | 54 | +9,573 | 77.82% | Q2 2014 | Aug 01, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | Reduced | 20,855 | 1,334 | 0.01% | 0.01% | 55 | -14 | -0.07% | Q2 2014 | Jul 16, 2014 |
| KEMPEN CAPITAL MANAGEMENT N.V. | History | Reduced | 18,217 | 1,165 | 0.11% | 0.15% | 56 | -8,534 | -31.9% | Q2 2014 | Aug 07, 2014 |
| AMERICAN NATIONAL INSURANCE CO /TX/ | History | No change | 17,975 | 1,150 | 0.07% | 0.07% | 57 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| GENEVA INVESTMENT MANAGEMENT OF CHICAGO LLC | History | Added to | 16,955 | 1,084 | 0.02% | 0.02% | 58 | +1,500 | 9.71% | Q2 2014 | Aug 07, 2014 |
| State of Alaska, Department of Revenue | History | Reduced | 16,500 | 1,055 | 0.21% | 0.49% | 59 | -21,590 | -56.68% | Q2 2014 | Jul 24, 2014 |
| Municipal Employees' Retirement System of Michigan | History | No change | 15,700 | 1,004 | 0.08% | 0.07% | 60 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| Louisiana State Employees Retirement System | History | Added to | 15,400 | 985 | 0.05% | 0.04% | 61 | +100 | 0.65% | Q2 2014 | Jul 30, 2014 |
| AR ASSET MANAGEMENT INC | History | No change | 15,000 | 959 | 0.38% | 0.38% | 62 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| PROFUND ADVISORS LLC | History | Added to | 14,326 | 916 | 0.04% | 0.03% | 63 | +2,584 | 22.01% | Q2 2014 | Aug 08, 2014 |
| RMR ADVISORS, INC. | History | No change | 14,000 | 895 | 0.52% | 0.53% | 64 | 0 | 0.0% | Q2 2014 | Jul 21, 2014 |
| Commonwealth Equity Services, Inc | History | Reduced | 13,865 | 887 | 0.01% | 0.01% | 65 | -459 | -3.2% | Q2 2014 | Jul 23, 2014 |
| WAGNER BOWMAN MANAGEMENT CORP | History | Added to | 12,301 | 786 | 0.3% | 0.27% | 66 | +832 | 7.25% | Q2 2014 | Jul 21, 2014 |
| GLOBEFLEX CAPITAL L P | History | Reduced | 12,223 | 781 | 0.08% | 0.48% | 67 | -57,582 | -82.49% | Q2 2014 | Jul 18, 2014 |
| Quadrant Capital Management, LLC | History | New | 11,900 | 761 | 0.73% | β | 68 | +11,900 | New | Q2 2014 | Aug 05, 2014 |
| NISA INVESTMENT ADVISORS L L C | History | No change | 11,500 | 736 | 0.01% | 0.01% | 69 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| Breton Hill Capital Ltd. | History | Reduced | 11,100 | 710 | 0.18% | 0.2% | 70 | -3,800 | -25.5% | Q2 2014 | Aug 01, 2014 |
| American National Registered Investment Advisor, Inc. | History | No change | 10,200 | 652 | 0.31% | 0.31% | 71 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| FIRST NATIONAL BANK OF OMAHA | History | Added to | 10,125 | 648 | 0.05% | 0.04% | 72 | +1,675 | 19.82% | Q2 2014 | Aug 11, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | Reduced | 10,000 | 640 | 0.01% | 0.01% | 73 | -1,000 | -9.09% | Q2 2014 | Jul 18, 2014 |
| Utah Retirement Systems | History | Reduced | 9,900 | 634 | 0.02% | 0.02% | 74 | -300 | -2.94% | Q2 2014 | Aug 08, 2014 |
| BLACKROCK ADVISORS LLC | History | No change | 8,866 | 567 | 0.0% | 15.09% | 75 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| RidgeWorth Capital Management LLC | History | New | 7,158 | 458 | 0.0% | β | 76 | +7,158 | New | Q2 2014 | Jul 31, 2014 |
| Aperio Group, LLC | History | Added to | 7,032 | 450 | 0.01% | 0.01% | 77 | +249 | 3.67% | Q2 2014 | Jul 23, 2014 |
| MACKENZIE FINANCIAL CORP | History | Added to | 6,675 | 427 | 0.0% | 0.0% | 78 | +1,600 | 31.53% | Q2 2014 | Aug 11, 2014 |
| QCI ASSET MANAGEMENT INC/NY | History | Added to | 6,394 | 409 | 0.06% | 0.06% | 79 | +165 | 2.65% | Q2 2014 | Aug 05, 2014 |
| SHELTON CAPITAL MANAGEMENT | History | No change | 5,450 | 349 | 0.05% | 0.05% | 80 | 0 | 0.0% | Q2 2014 | Jul 25, 2014 |
| World Asset Management Inc | History | Reduced | 5,389 | 345 | 0.01% | 0.01% | 81 | -211 | -3.77% | Q2 2014 | Jul 28, 2014 |
| Sumitomo Mitsui Asset Management Company, LTD | History | Reduced | 5,379 | 344 | 0.01% | 0.02% | 82 | -4,100 | -43.25% | Q2 2014 | Jul 14, 2014 |
| LPL Financial LLC | History | Reduced | 5,230 | 335 | 0.0% | 0.0% | 83 | -839 | -13.82% | Q2 2014 | Aug 05, 2014 |
| Mitsubishi UFJ Asset Management Co., Ltd. | History | Added to | 4,900 | 313 | 0.01% | 0.01% | 84 | +460 | 10.36% | Q2 2014 | Aug 05, 2014 |
| BANCED CORP | History | Added to | 4,457 | 285 | 0.34% | 0.27% | 86 | +142 | 3.29% | Q2 2014 | Jul 08, 2014 |
| PUTNAM FL INVESTMENT MANAGEMENT CO | History | No change | 4,452 | 285 | 0.03% | 0.03% | 85 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| SII INVESTMENTS INC/WI | History | Reduced | 4,303 | 276 | 0.04% | 0.09% | 87 | -4,038 | -48.41% | Q2 2014 | Jul 28, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Added to | 4,169 | 267 | 0.01% | 0.01% | 88 | +67 | 1.63% | Q2 2014 | Jul 11, 2014 |
| Yorktown Management & Research Co Inc | History | No change | 4,000 | 256 | 0.05% | 0.05% | 89 | 0 | 0.0% | Q2 2014 | Jul 23, 2014 |
| ProVise Management Group, LLC | History | No change | 3,900 | 249 | 0.05% | 0.06% | 90 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| BlackRock Japan Co. Ltd | History | Reduced | 3,808 | 244 | 0.0% | 0.0% | 91 | -380 | -9.07% | Q2 2014 | Aug 06, 2014 |
| Quantitative Systematic Strategies LLC | History | New | 3,617 | 231 | 0.17% | β | 92 | +3,617 | New | Q2 2014 | Jul 14, 2014 |
| Psagot Investment House Ltd. | History | Reduced | 3,600 | 230 | 0.01% | 0.01% | 93 | -2,015 | -35.89% | Q2 2014 | Aug 06, 2014 |
| Banyan Partners, LLC | History | Added to | 3,579 | 229 | 0.02% | 0.02% | 94 | +137 | 3.98% | Q2 2014 | Aug 08, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 3,183 | 203 | 0.0% | 0.0% | 95 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Added to | 2,914 | 187 | 0.0% | 0.0% | 96 | +596 | 25.71% | Q2 2014 | Aug 08, 2014 |
| HOWE & RUSLING INC | History | Reduced | 2,639 | 169 | 0.04% | 0.04% | 97 | -92 | -3.37% | Q2 2014 | Jul 31, 2014 |
| Shinko Asset Management Co., Ltd. | History | Reduced | 2,300 | 147 | 0.0% | 0.0% | 98 | -300 | -11.54% | Q2 2014 | Jul 29, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | Reduced | 2,096 | 134 | 0.0% | 0.04% | 99 | -63,234 | -96.79% | Q2 2014 | Aug 05, 2014 |
| Independent Order of Foresters | History | No change | 1,060 | 68 | 0.06% | 0.06% | 100 | 0 | 0.0% | Q2 2014 | Jul 30, 2014 |
| PAYDEN & RYGEL | History | No change | 1,000 | 64 | 0.02% | 0.02% | 101 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| Zurcher Kantonalbank (Zurich Cantonalbank) | History | Added to | 648 | 41 | 0.0% | 0.0% | 102 | +175 | 37.0% | Q2 2014 | Aug 06, 2014 |
| PRIVATE TRUST CO NA | History | No change | 399 | 26 | 0.01% | 0.01% | 103 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| TOMPKINS FINANCIAL CORP | History | Reduced | 346 | 22 | 0.01% | 0.01% | 104 | -48 | -12.18% | Q2 2014 | Jul 11, 2014 |
| Sanctuary Wealth Advisors, LLC | History | No change | 335 | 22 | 0.01% | 0.01% | 105 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| Focused Wealth Management, Inc | History | New | 200 | 13 | 0.01% | β | 106 | +200 | New | Q2 2014 | Jul 30, 2014 |
| DAVIDSON D A & CO | History | No change | 200 | 12 | 0.0% | 0.0% | 107 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| MUFG Americas Holdings Corp | History | Reduced | 112 | 7 | 0.0% | 0.0% | 108 | -12 | -9.68% | Q2 2014 | Aug 05, 2014 |
| REILLY FINANCIAL ADVISORS, LLC | History | No change | 75 | 5 | 0.0% | 0.0% | 109 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| DELTA ASSET MANAGEMENT LLC/TN | History | No change | 50 | 3 | 0.0% | 0.0% | 110 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| WHITTIER TRUST CO OF NEVADA INC | History | No change | 50 | 3 | 0.0% | 0.0% | 111 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| Weaver C. Barksdale & Associates, Inc. | History | No change | 49 | 3 | 0.0% | 0.0% | 112 | 0 | 0.0% | Q2 2014 | Jul 11, 2014 |
| WASHINGTON TRUST BANK | History | No change | 34 | 2 | 0.0% | 0.0% | 113 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| WHITTIER TRUST CO | History | No change | 35 | 2 | 0.0% | 0.0% | 114 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | No change | 16 | 1 | 0.0% | 0.0% | 115 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| COHEN & STEERS INC | History | Closed out | 0 | 0 | β | 1.5% | β | -8,261,538 | -100.0% | Q1 2014 | May 15, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | β | 0.03% | β | -4,129,755 | -100.0% | Q1 2014 | May 15, 2014 |
| Daiwa Securities Group Inc. | History | Closed out | 0 | 0 | β | 1.77% | β | -3,755,918 | -100.0% | Q1 2014 | May 15, 2014 |
| Perkins Investment Management, LLC | History | Closed out | 0 | 0 | β | 1.21% | β | -2,628,235 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | β | 0.09% | β | -2,003,323 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | β | 0.01% | β | -1,671,904 | -100.0% | Q1 2014 | May 15, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | β | 0.02% | β | -1,232,093 | -100.0% | Q1 2014 | May 15, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | β | 0.09% | β | -1,217,684 | -100.0% | Q1 2014 | May 28, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | β | 0.01% | β | -674,568 | -100.0% | Q1 2014 | May 14, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | β | 0.01% | β | -658,173 | -100.0% | Q1 2014 | May 14, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | β | 0.06% | β | -530,569 | -100.0% | Q1 2014 | May 14, 2014 |
| Pershing Square Capital Management, L.P. | History | Closed out | 0 | 0 | β | 0.33% | β | -473,778 | -100.0% | Q1 2014 | May 15, 2014 |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | History | Closed out | 0 | 0 | β | 0.01% | β | -441,901 | -100.0% | Q1 2014 | May 13, 2014 |
| PIONEER INVESTMENT MANAGEMENT INC | History | Closed out | 0 | 0 | β | 0.09% | β | -386,355 | -100.0% | Q1 2014 | May 12, 2014 |
| SENTINEL ASSET MANAGEMENT, INC. | History | Closed out | 0 | 0 | β | 0.44% | β | -365,180 | -100.0% | Q1 2014 | May 15, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -360,441 | -100.0% | Q1 2014 | May 14, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | β | 0.02% | β | -317,692 | -100.0% | Q1 2014 | May 15, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | β | 0.0% | β | -263,530 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | β | 0.01% | β | -251,506 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | β | 0.07% | β | -232,050 | -100.0% | Q1 2014 | May 15, 2014 |
| CBRE CLARION SECURITIES LLC | History | Closed out | 0 | 0 | β | 0.1% | β | -218,600 | -100.0% | Q1 2014 | May 15, 2014 |
| STRATTON MANAGEMENT CO | History | Closed out | 0 | 0 | β | 0.6% | β | -217,725 | -100.0% | Q1 2014 | May 13, 2014 |
| LORD, ABBETT & CO. LLC | History | Closed out | 0 | 0 | β | 0.03% | β | -214,800 | -100.0% | Q1 2014 | May 15, 2014 |
| LOOMIS SAYLES & CO L P | History | Closed out | 0 | 0 | β | 0.04% | β | -213,555 | -100.0% | Q1 2014 | May 15, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | β | 0.02% | β | -195,420 | -100.0% | Q1 2014 | May 16, 2014 |
| DIAM Co., Ltd. | History | Closed out | 0 | 0 | β | 0.18% | β | -188,531 | -100.0% | Q1 2014 | May 05, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | β | 0.0% | β | -186,370 | -100.0% | Q1 2014 | May 13, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | β | 0.02% | β | -179,669 | -100.0% | Q1 2014 | Apr 18, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | β | 0.02% | β | -173,233 | -100.0% | Q1 2014 | May 13, 2014 |
| FIRST MANHATTAN CO | History | Closed out | 0 | 0 | β | 0.06% | β | -149,489 | -100.0% | Q1 2014 | May 16, 2014 |
| State of Tennessee, Treasury Department | History | Closed out | 0 | 0 | β | 0.05% | β | -147,100 | -100.0% | Q1 2014 | May 30, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | β | 0.01% | β | -141,146 | -100.0% | Q1 2014 | May 14, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | β | 0.01% | β | -139,581 | -100.0% | Q1 2014 | May 13, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -132,762 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | β | 0.01% | β | -126,003 | -100.0% | Q1 2014 | May 16, 2014 |
| UNITED CAPITAL FINANCIAL ADVISERS, LLC | History | Closed out | 0 | 0 | β | 0.16% | β | -123,744 | -100.0% | Q1 2014 | May 14, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.02% | β | -122,897 | -100.0% | Q1 2014 | May 15, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | β | 0.0% | β | -119,538 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA ADVISERS, LLC | History | Closed out | 0 | 0 | β | 0.06% | β | -115,457 | -100.0% | Q1 2014 | May 15, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | β | 0.04% | β | -113,172 | -100.0% | Q1 2014 | May 15, 2014 |
| FIL Ltd | History | Closed out | 0 | 0 | β | 0.02% | β | -104,198 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | β | 0.02% | β | -103,451 | -100.0% | Q1 2014 | May 08, 2014 |
| LEGAL & GENERAL GROUP PLC | History | Closed out | 0 | 0 | β | 0.01% | β | -100,997 | -100.0% | Q1 2014 | May 14, 2014 |
| STEVENS CAPITAL MANAGEMENT LP | History | Closed out | 0 | 0 | β | 0.15% | β | -92,844 | -100.0% | Q1 2014 | May 06, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | β | 0.01% | β | -89,032 | -100.0% | Q1 2014 | May 23, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -88,285 | -100.0% | Q1 2014 | May 13, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | β | 0.01% | β | -86,973 | -100.0% | Q1 2014 | May 15, 2014 |
| Marshall Wace LLP | History | Closed out | 0 | 0 | β | 0.08% | β | -73,478 | -100.0% | Q1 2014 | May 14, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -71,849 | -100.0% | Q1 2014 | May 13, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | β | 0.0% | β | -71,624 | -100.0% | Q1 2014 | May 13, 2014 |
| HSBC HOLDINGS PLC | History | Closed out | 0 | 0 | β | 0.01% | β | -64,292 | -100.0% | Q1 2014 | May 14, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | β | 0.05% | β | -59,608 | -100.0% | Q1 2014 | May 15, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -58,804 | -100.0% | Q1 2014 | May 16, 2014 |
| SEGALL BRYANT & HAMILL | History | Closed out | 0 | 0 | β | 0.08% | β | -56,845 | -100.0% | Q1 2014 | May 15, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | β | 0.02% | β | -53,827 | -100.0% | Q1 2014 | May 14, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -53,289 | -100.0% | Q1 2014 | May 15, 2014 |
| Convergence Investment Partners, LLC | History | Closed out | 0 | 0 | β | 0.48% | β | -52,666 | -100.0% | Q1 2014 | May 08, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | β | 0.0% | β | -48,278 | -100.0% | Q1 2014 | May 15, 2014 |
| STIFEL FINANCIAL CORP | History | Closed out | 0 | 0 | β | 0.03% | β | -48,123 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | β | 0.0% | β | -46,249 | -100.0% | Q1 2014 | May 15, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | β | 0.07% | β | -44,967 | -100.0% | Q1 2014 | May 15, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | β | 0.02% | β | -44,594 | -100.0% | Q1 2014 | May 15, 2014 |
| FIDUCIARY FINANCIAL SERVICES OF THE SOUTHWEST INC /TX | History | Closed out | 0 | 0 | β | 0.79% | β | -43,645 | -100.0% | Q1 2014 | May 13, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | β | 0.0% | β | -41,496 | -100.0% | Q1 2014 | May 14, 2014 |
| STATE OF WISCONSIN INVESTMENT BOARD | History | Closed out | 0 | 0 | β | 0.01% | β | -40,630 | -100.0% | Q1 2014 | May 14, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | β | 0.01% | β | -36,510 | -100.0% | Q1 2014 | May 15, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -34,594 | -100.0% | Q1 2014 | May 15, 2014 |
| Forward Management, LLC | History | Closed out | 0 | 0 | β | 0.11% | β | -31,600 | -100.0% | Q1 2014 | May 08, 2014 |
| Employees Retirement System of Texas | History | Closed out | 0 | 0 | β | 0.02% | β | -29,500 | -100.0% | Q1 2014 | May 14, 2014 |
| DEERE & CO | History | Closed out | 0 | 0 | β | 0.09% | β | -26,831 | -100.0% | Q1 2014 | May 08, 2014 |
| PARADIGM ASSET MANAGEMENT CO LLC | History | Closed out | 0 | 0 | β | 0.18% | β | -22,100 | -100.0% | Q1 2014 | May 14, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -21,954 | -100.0% | Q1 2014 | May 14, 2014 |
| LAZARD ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -20,900 | -100.0% | Q1 2014 | May 12, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | β | 0.01% | β | -20,787 | -100.0% | Q1 2014 | May 14, 2014 |
| DENVER INVESTMENT ADVISORS LLC | History | Closed out | 0 | 0 | β | 0.04% | β | -20,719 | -100.0% | Q1 2014 | May 14, 2014 |
| ADVANCE CAPITAL I INC | History | Closed out | 0 | 0 | β | 0.63% | β | -20,200 | -100.0% | Q1 2014 | May 15, 2014 |
| NEW MEXICO EDUCATIONAL RETIREMENT BOARD | History | Closed out | 0 | 0 | β | 0.05% | β | -19,997 | -100.0% | Q1 2014 | May 12, 2014 |
| DECADE CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.08% | β | -19,398 | -100.0% | Q1 2014 | May 15, 2014 |
| BATTERYMARCH FINANCIAL MANAGEMENT INC | History | Closed out | 0 | 0 | β | 0.02% | β | -19,200 | -100.0% | Q1 2014 | May 15, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -19,009 | -100.0% | Q1 2014 | May 15, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | β | 0.23% | β | -18,863 | -100.0% | Q1 2014 | Apr 24, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | β | 0.0% | β | -18,832 | -100.0% | Q1 2014 | May 15, 2014 |
| Liberty Mutual Group Asset Management Inc. | History | Closed out | 0 | 0 | β | 0.04% | β | -18,056 | -100.0% | Q1 2014 | May 14, 2014 |
| NOMURA ASSET MANAGEMENT CO LTD | History | Closed out | 0 | 0 | β | 0.02% | β | -17,840 | -100.0% | Q1 2014 | May 14, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | β | 0.0% | β | -16,890 | -100.0% | Q1 2014 | May 15, 2014 |
| Walleye Trading LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -16,322 | -100.0% | Q1 2014 | May 15, 2014 |
| OREGON PUBLIC EMPLOYEES RETIREMENT FUND | History | Closed out | 0 | 0 | β | 0.03% | β | -16,216 | -100.0% | Q1 2014 | May 16, 2014 |
| ING GROEP NV | History | Closed out | 0 | 0 | β | 0.01% | β | -15,770 | -100.0% | Q1 2014 | May 14, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -15,201 | -100.0% | Q1 2014 | May 14, 2014 |
| MACQUARIE GROUP LTD | History | Closed out | 0 | 0 | β | 0.0% | β | -14,700 | -100.0% | Q1 2014 | May 15, 2014 |
| IBM Retirement Fund | History | Closed out | 0 | 0 | β | 0.02% | β | -14,021 | -100.0% | Q1 2014 | May 19, 2014 |
| VIRGINIA RETIREMENT SYSTEMS ET AL | History | Closed out | 0 | 0 | β | 0.02% | β | -13,600 | -100.0% | Q1 2014 | May 14, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | β | 0.01% | β | -13,569 | -100.0% | Q1 2014 | May 15, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | β | 0.01% | β | -12,340 | -100.0% | Q1 2014 | May 12, 2014 |
| Buckingham Capital Management, Inc. | History | Closed out | 0 | 0 | β | 0.24% | β | -11,929 | -100.0% | Q1 2014 | May 13, 2014 |
| FORT WASHINGTON INVESTMENT ADVISORS INC /OH/ | History | Closed out | 0 | 0 | β | 0.01% | β | -11,000 | -100.0% | Q1 2014 | May 13, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | β | 0.0% | β | -10,847 | -100.0% | Q1 2014 | May 13, 2014 |
| Placemark Investments, Inc. | History | Closed out | 0 | 0 | β | 0.01% | β | -10,309 | -100.0% | Q1 2014 | May 09, 2014 |
| MENTA CAPITAL LLC | History | Closed out | 0 | 0 | β | 0.16% | β | -9,100 | -100.0% | Q1 2014 | Apr 23, 2014 |
| MOODY NATIONAL BANK TRUST DIVISION | History | Closed out | 0 | 0 | β | 0.04% | β | -8,850 | -100.0% | Q1 2014 | May 15, 2014 |
| Summit Investment Advisors, Inc. | History | Closed out | 0 | 0 | β | 0.04% | β | -8,706 | -100.0% | Q1 2014 | May 13, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | β | 0.0% | β | -7,979 | -100.0% | Q1 2014 | May 15, 2014 |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | History | Closed out | 0 | 0 | β | 0.01% | β | -7,966 | -100.0% | Q1 2014 | May 08, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | β | 0.01% | β | -7,512 | -100.0% | Q1 2014 | May 15, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | β | 0.0% | β | -7,460 | -100.0% | Q1 2014 | May 14, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | β | 0.0% | β | -6,700 | -100.0% | Q1 2014 | May 19, 2014 |
| CREDIT AGRICOLE S A | History | Closed out | 0 | 0 | β | 0.0% | β | -6,535 | -100.0% | Q1 2014 | May 12, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | β | 0.0% | β | -5,845 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | β | 0.0% | β | -4,985 | -100.0% | Q1 2014 | May 14, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Closed out | 0 | 0 | β | 0.0% | β | -4,800 | -100.0% | Q1 2014 | May 14, 2014 |
| OPPENHEIMER & CO INC | History | Closed out | 0 | 0 | β | 0.01% | β | -4,760 | -100.0% | Q1 2014 | May 09, 2014 |
| NTV ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | β | 0.08% | β | -4,365 | -100.0% | Q1 2014 | May 05, 2014 |
| First Allied Advisory Services, Inc. | History | Closed out | 0 | 0 | β | 0.02% | β | -4,190 | -100.0% | Q1 2014 | May 15, 2014 |
| Azimuth Capital Management LLC | History | Closed out | 0 | 0 | β | 0.03% | β | -4,100 | -100.0% | Q1 2014 | May 12, 2014 |
| AMICA PENSION FUND BOARD OF TRUSTEES | History | Closed out | 0 | 0 | β | 0.03% | β | -4,077 | -100.0% | Q1 2014 | May 13, 2014 |
| AMICA MUTUAL INSURANCE CO | History | Closed out | 0 | 0 | β | 0.02% | β | -3,944 | -100.0% | Q1 2014 | May 13, 2014 |
| Gideon Capital Advisors, Inc. | History | Closed out | 0 | 0 | β | 0.12% | β | -3,570 | -100.0% | Q1 2014 | May 15, 2014 |
| BOKF, NA | History | Closed out | 0 | 0 | β | 0.01% | β | -3,404 | -100.0% | Q1 2014 | May 14, 2014 |
| M&T BANK CORP | History | Closed out | 0 | 0 | β | 0.01% | β | -2,500 | -100.0% | Q1 2014 | May 14, 2014 |
| VTL Associates, LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -1,954 | -100.0% | Q1 2014 | May 15, 2014 |
| CANADA PENSION PLAN INVESTMENT BOARD | History | Closed out | 0 | 0 | β | 0.0% | β | -1,700 | -100.0% | Q1 2014 | May 09, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | β | 0.0% | β | -1,386 | -100.0% | Q1 2014 | May 12, 2014 |
| SPIRIT OF AMERICA MANAGEMENT CORP/NY | History | Closed out | 0 | 0 | β | 0.02% | β | -1,000 | -100.0% | Q1 2014 | Apr 17, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | β | 0.0% | β | -836 | -100.0% | Q1 2014 | May 15, 2014 |
| Quantbot Technologies LP | History | Closed out | 0 | 0 | β | 0.01% | β | -700 | -100.0% | Q1 2014 | May 21, 2014 |
| Amica Retiree Medical Trust | History | Closed out | 0 | 0 | β | 0.03% | β | -622 | -100.0% | Q1 2014 | May 13, 2014 |
| Parallax Volatility Advisers, LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -583 | -100.0% | Q1 2014 | May 15, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | β | 0.04% | β | -487 | -100.0% | Q1 2014 | Aug 08, 2014 |
| JAMES INVESTMENT RESEARCH INC | History | Closed out | 0 | 0 | β | 0.0% | β | -485 | -100.0% | Q1 2014 | Apr 24, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | β | 0.0% | β | -485 | -100.0% | Q1 2014 | Apr 11, 2014 |
| MetLife Securities, Inc | History | Reduced | 6 | 0 | β | 0.0% | β | -200 | -97.09% | Q2 2014 | Aug 04, 2014 |
| Hudock Moyer Wealth Resources, LLC | History | Closed out | 0 | 0 | β | 0.01% | β | -165 | -100.0% | Q1 2014 | May 15, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -100 | -100.0% | Q1 2014 | May 02, 2014 |
| PIEDMONT INVESTMENT ADVISORS LLC | History | Closed out | 0 | 0 | β | 0.0% | β | -39 | -100.0% | Q1 2014 | May 01, 2014 |