ORBITAL SCIENCES CORP - 685564106
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 | 3,821,745 | 112,933 | 0.01% | 0.01% | 1 | +52,867 | 1.4% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Reduced | 3,332,349 | 98,471 | 0.03% | 0.03% | 2 | -174,148 | -4.97% | Q2 2014 | Aug 06, 2014 |
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 2,289,424 | 67,653 | 0.05% | 0.05% | 3 | +40,587 | 1.8% | Q2 2014 | Aug 08, 2014 |
| CI Global Investments Inc. | History | Added to | 2,133,400 | 63,042 | 1.61% | 0.72% | 4 | +1,168,100 | 121.01% | Q2 2014 | Aug 01, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Added to | 1,654,047 | 48,877 | 0.01% | 0.01% | 5 | +7,327 | 0.44% | Q2 2014 | Aug 06, 2014 |
| LONDON CO OF VIRGINIA | History | New | 1,572,533 | 46,468 | 0.51% | — | 6 | +1,572,533 | New | Q2 2014 | Aug 07, 2014 |
| INVESTMENT COUNSELORS OF MARYLAND LLC | History | Reduced | 1,134,300 | 33,519 | 1.45% | 1.39% | 7 | -43,815 | -3.72% | Q2 2014 | Aug 04, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Added to | 825,667 | 24,398 | 0.17% | 0.1% | 8 | +307,057 | 59.21% | Q2 2014 | Aug 11, 2014 |
| COLUMBUS CIRCLE INVESTORS | History | Added to | 810,991 | 23,965 | 0.16% | 0.14% | 9 | +40,752 | 5.29% | Q2 2014 | Jul 31, 2014 |
| FIDUCIARY MANAGEMENT ASSOCIATES LLC | History | Reduced | 641,535 | 18,957 | 1.26% | 1.39% | 10 | -109,550 | -14.59% | Q2 2014 | Jul 31, 2014 |
| OPPENHEIMER FUNDS INC | History | Added to | 585,600 | 17,305 | 0.02% | 0.02% | 11 | +10,808 | 1.88% | Q2 2014 | Aug 08, 2014 |
| ROYCE & ASSOCIATES LLC | History | Reduced | 522,523 | 15,441 | 0.05% | 0.05% | 12 | -136,300 | -20.69% | Q2 2014 | Aug 11, 2014 |
| EAGLE BOSTON INVESTMENT MANAGEMENT INC | History | Reduced | 500,765 | 14,797 | 0.74% | 0.99% | 13 | -216,274 | -30.16% | Q2 2014 | Jul 10, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Added to | 277,275 | 8,193 | 0.01% | 0.01% | 14 | +132,775 | 91.89% | Q2 2014 | Aug 05, 2014 |
| IRONBRIDGE CAPITAL MANAGEMENT LP | History | Reduced | 271,735 | 8,030 | 0.2% | 0.17% | 15 | -9,462 | -3.36% | Q2 2014 | Jul 11, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 222,402 | 6,572 | 0.01% | 0.01% | 16 | -15,269 | -6.42% | Q2 2014 | Aug 06, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Reduced | 206,817 | 6,112 | 0.01% | 0.01% | 17 | -3,013 | -1.44% | Q2 2014 | Jul 30, 2014 |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | History | Added to | 187,695 | 5,546 | 0.13% | 0.11% | 18 | +31,711 | 20.33% | Q2 2014 | Aug 07, 2014 |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | History | Reduced | 161,125 | 4,761 | 0.01% | 0.01% | 19 | -9,800 | -5.73% | Q2 2014 | Aug 04, 2014 |
| MARKSTON INTERNATIONAL LLC | History | Reduced | 158,418 | 4,682 | 0.28% | 0.28% | 20 | -800 | -0.5% | Q2 2014 | Jul 29, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 106,064 | 3,135 | 0.0% | 0.0% | 21 | +62,408 | 142.95% | Q2 2014 | Aug 11, 2014 |
| RHUMBLINE ADVISERS | History | Added to | 86,702 | 2,562 | 0.01% | 0.01% | 22 | +11,388 | 15.12% | Q2 2014 | Aug 06, 2014 |
| CORNERSTONE CAPITAL MANAGEMENT HOLDINGS LLC. | History | New | 84,700 | 2,502 | 0.03% | — | 23 | +84,700 | New | Q2 2014 | Aug 11, 2014 |
| Canal Insurance CO | History | No change | 83,700 | 2,473 | 0.75% | 0.75% | 24 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| FIRST TRUST ADVISORS LP | History | Reduced | 83,215 | 2,459 | 0.01% | 0.01% | 25 | -9,565 | -10.31% | Q2 2014 | Aug 11, 2014 |
| REGIONS FINANCIAL CORP | History | Added to | 81,078 | 2,395 | 0.03% | 0.03% | 26 | +4,320 | 5.63% | Q2 2014 | Jul 23, 2014 |
| FRONTIER CAPITAL MANAGEMENT CO LLC | History | Reduced | 76,341 | 2,256 | 0.02% | 0.11% | 27 | -482,689 | -86.34% | Q2 2014 | Aug 01, 2014 |
| Swiss National Bank | History | No change | 70,600 | 2,086 | 0.01% | 0.01% | 28 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| TFS CAPITAL LLC | History | New | 65,962 | 1,949 | 0.15% | — | 29 | +65,962 | New | Q2 2014 | Jul 21, 2014 |
| SEI TRUST CO | History | Reduced | 65,115 | 1,924 | 0.02% | 0.03% | 30 | -43,465 | -40.03% | Q2 2014 | Jul 22, 2014 |
| NORDEA INVESTMENT MANAGEMENT AB | History | Reduced | 61,601 | 1,820 | 0.01% | 0.01% | 31 | -16,299 | -20.92% | Q2 2014 | Jul 22, 2014 |
| TEXAS PERMANENT SCHOOL FUND | History | Added to | 61,233 | 1,809 | 0.02% | 0.02% | 32 | +116 | 0.19% | Q2 2014 | Jul 21, 2014 |
| Nationwide Fund Advisors | History | Added to | 61,129 | 1,806 | 0.01% | 0.01% | 33 | +188 | 0.31% | Q2 2014 | Aug 11, 2014 |
| BlackRock Group LTD | History | Reduced | 58,983 | 1,743 | 0.0% | 0.0% | 34 | -36,315 | -38.11% | Q2 2014 | Aug 06, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | Added to | 53,552 | 1,582 | 0.01% | 0.0% | 35 | +3,194 | 6.34% | Q2 2014 | Aug 07, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 47,124 | 1,393 | 0.01% | 0.01% | 36 | -308 | -0.65% | Q2 2014 | Jul 31, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 46,245 | 1,366 | 0.01% | 0.01% | 37 | -666 | -1.42% | Q2 2014 | Aug 08, 2014 |
| EAM Investors, LLC | History | Reduced | 44,723 | 1,322 | 0.25% | 0.26% | 38 | -6,687 | -13.01% | Q2 2014 | Aug 11, 2014 |
| Arizona State Retirement System | History | Added to | 43,154 | 1,275 | 0.02% | 0.02% | 39 | +600 | 1.41% | Q2 2014 | Aug 07, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 34,892 | 1,031 | 0.0% | 164.48% | 40 | -173,392 | -83.25% | Q2 2014 | Aug 06, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Added to | 32,656 | 965 | 0.0% | 0.0% | 41 | +2,603 | 8.66% | Q2 2014 | Aug 04, 2014 |
| ProShare Advisors LLC | History | Reduced | 31,581 | 933 | 0.01% | 0.02% | 42 | -30,400 | -49.05% | Q2 2014 | Aug 08, 2014 |
| LPL Financial LLC | History | Reduced | 30,666 | 906 | 0.01% | 0.01% | 43 | -3,488 | -10.21% | Q2 2014 | Aug 05, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Added to | 29,784 | 880 | 0.03% | 0.02% | 44 | +4,060 | 15.78% | Q2 2014 | Jul 11, 2014 |
| Louisiana State Employees Retirement System | History | Added to | 28,100 | 830 | 0.04% | 0.04% | 45 | +100 | 0.36% | Q2 2014 | Jul 30, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | Reduced | 23,400 | 691 | 0.01% | 0.01% | 46 | -1,400 | -5.65% | Q2 2014 | Jul 18, 2014 |
| CAPITAL ONE, NATIONAL ASSOCIATION | History | Added to | 21,331 | 630 | 0.06% | 0.06% | 47 | +78 | 0.37% | Q2 2014 | Jul 25, 2014 |
| Cohen Klingenstein, LLC | History | No change | 19,666 | 581 | 0.11% | 0.11% | 48 | 0 | 0.0% | Q2 2014 | Jul 15, 2014 |
| FIRST MERCANTILE TRUST CO | History | Reduced | 19,190 | 567 | 0.05% | 0.05% | 49 | -7,300 | -27.56% | Q2 2014 | Jul 22, 2014 |
| DEERE & CO | History | Reduced | 17,768 | 525 | 0.03% | 0.04% | 50 | -5,987 | -25.2% | Q2 2014 | Aug 11, 2014 |
| SMITHFIELD TRUST CO | History | New | 16,797 | 496 | 0.1% | — | 51 | +16,797 | New | Q2 2014 | Jul 16, 2014 |
| Municipal Employees' Retirement System of Michigan | History | Added to | 15,000 | 443 | 0.03% | 0.03% | 52 | +400 | 2.74% | Q2 2014 | Aug 04, 2014 |
| MAI Wealth Advisors | History | New | 12,985 | 384 | 0.04% | — | 53 | +12,985 | New | Q2 2014 | Jul 28, 2014 |
| PROFUND ADVISORS LLC | History | Reduced | 12,877 | 381 | 0.02% | 0.02% | 54 | -1,720 | -11.78% | Q2 2014 | Aug 08, 2014 |
| BAIRD ROBERT W & CO INC /WI/ | History | Reduced | 12,780 | 378 | 0.01% | 0.01% | 56 | -16,833 | -56.84% | Q2 2014 | Aug 08, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | No change | 12,790 | 378 | 0.0% | 0.0% | 55 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Added to | 12,583 | 372 | 0.03% | 0.03% | 57 | +1,510 | 13.64% | Q2 2014 | Aug 08, 2014 |
| Ancora Advisors, LLC | History | New | 12,000 | 355 | 0.05% | — | 58 | +12,000 | New | Q2 2014 | Jul 31, 2014 |
| NJ State Employees Deferred Compensation Plan | History | No change | 11,603 | 343 | 0.07% | 0.07% | 59 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| STRS OHIO | History | New | 11,500 | 340 | 0.0% | — | 60 | +11,500 | New | Q2 2014 | Jul 24, 2014 |
| FIRST MIDWEST BANK TRUST DIVISION | History | Added to | 10,271 | 304 | 0.05% | 0.05% | 61 | +360 | 3.63% | Q2 2014 | Jul 24, 2014 |
| BENJAMIN F. EDWARDS & COMPANY, INC. | History | No change | 10,161 | 300 | 0.08% | 0.08% | 62 | 0 | 0.0% | Q2 2014 | Jul 21, 2014 |
| GENESEE VALLEY TRUST CO | History | New | 8,595 | 254 | 0.15% | — | 63 | +8,595 | New | Q2 2014 | Jul 31, 2014 |
| 1st Global Advisors, Inc. | History | Reduced | 8,103 | 239 | 0.04% | 0.06% | 64 | -2,938 | -26.61% | Q2 2014 | Jul 10, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | No change | 7,903 | 234 | 0.0% | 0.0% | 65 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| MASON STREET ADVISORS, LLC | History | Added to | 7,614 | 225 | 0.0% | 0.0% | 66 | +221 | 2.99% | Q2 2014 | Aug 05, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Added to | 7,025 | 209 | 0.0% | 0.0% | 67 | +1,410 | 25.11% | Q2 2014 | Aug 08, 2014 |
| RidgeWorth Capital Management LLC | History | New | 5,168 | 153 | 0.0% | — | 68 | +5,168 | New | Q2 2014 | Jul 31, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | Added to | 4,488 | 132 | 0.0% | 0.0% | 69 | +2,398 | 114.74% | Q2 2014 | Aug 06, 2014 |
| IndexIQ Advisors LLC | History | New | 4,201 | 124 | 0.01% | — | 70 | +4,201 | New | Q2 2014 | Aug 04, 2014 |
| Stevens First Principles Investment Advisors | History | No change | 2,370 | 70 | 0.04% | 0.04% | 71 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | No change | 2,211 | 65 | 0.0% | 0.0% | 72 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| BlackRock Inc. | History | Reduced | 1,795 | 53 | 0.0% | 0.0% | 73 | -131 | -6.8% | Q2 2014 | Aug 06, 2014 |
| BlackRock Japan Co. Ltd | History | New | 594 | 18 | 0.0% | — | 74 | +594 | New | Q2 2014 | Aug 06, 2014 |
| FTB Advisors, Inc. | History | New | 466 | 14 | 0.0% | — | 75 | +466 | New | Q2 2014 | Aug 07, 2014 |
| NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO | History | New | 185 | 5 | 0.0% | — | 77 | +185 | New | Q2 2014 | Aug 05, 2014 |
| DAVIDSON D A & CO | History | Reduced | 187 | 5 | 0.0% | 0.0% | 76 | -102 | -35.29% | Q2 2014 | Jul 29, 2014 |
| MetLife Securities, Inc | History | Reduced | 175 | 5 | 0.0% | 0.0% | 78 | -25 | -12.5% | Q2 2014 | Aug 04, 2014 |
| PRIVATE TRUST CO NA | History | No change | 118 | 3 | 0.0% | 0.0% | 79 | 0 | 0.0% | Q2 2014 | Jul 22, 2014 |
| TimesSquare Capital Management, LLC | History | Closed out | 0 | 0 | — | 0.48% | — | -3,245,551 | -100.0% | Q1 2014 | May 09, 2014 |
| Clearbridge Investments, LLC | History | Closed out | 0 | 0 | — | 0.1% | — | -3,115,924 | -100.0% | Q1 2014 | May 15, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.19% | — | -2,425,748 | -100.0% | Q1 2014 | May 16, 2014 |
| NWQ INVESTMENT MANAGEMENT COMPANY, LLC | History | Closed out | 0 | 0 | — | 0.58% | — | -2,365,645 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLINGTON MANAGEMENT CO LLP | History | Closed out | 0 | 0 | — | 0.02% | — | -2,272,344 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -1,344,076 | -100.0% | Q1 2014 | May 15, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -989,955 | -100.0% | Q1 2014 | May 14, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -965,470 | -100.0% | Q1 2014 | May 14, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -922,942 | -100.0% | Q1 2014 | May 15, 2014 |
| PRUDENTIAL PLC | History | Closed out | 0 | 0 | — | 0.1% | — | -834,440 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -729,878 | -100.0% | Q1 2014 | May 14, 2014 |
| Walthausen & Co., LLC | History | Closed out | 0 | 0 | — | 1.57% | — | -702,030 | -100.0% | Q1 2014 | May 12, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.03% | — | -521,723 | -100.0% | Q1 2014 | May 13, 2014 |
| F&C Asset Management plc | History | Closed out | 0 | 0 | — | 0.18% | — | -513,734 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.01% | — | -508,710 | -100.0% | Q1 2014 | May 15, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.02% | — | -383,528 | -100.0% | Q1 2014 | May 13, 2014 |
| EAGLE ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.05% | — | -351,123 | -100.0% | Q1 2014 | Apr 30, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.01% | — | -338,998 | -100.0% | Q1 2014 | May 23, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -337,631 | -100.0% | Q1 2014 | May 14, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -322,267 | -100.0% | Q1 2014 | May 15, 2014 |
| Arrowpoint Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.29% | — | -318,500 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -316,616 | -100.0% | Q1 2014 | Apr 18, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.01% | — | -302,544 | -100.0% | Q1 2014 | May 16, 2014 |
| JACOBS LEVY EQUITY MANAGEMENT, INC | History | Closed out | 0 | 0 | — | 0.14% | — | -301,051 | -100.0% | Q1 2014 | May 15, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -292,349 | -100.0% | Q1 2014 | May 14, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -276,440 | -100.0% | Q1 2014 | May 13, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -252,168 | -100.0% | Q1 2014 | May 15, 2014 |
| JUPITER ASSET MANAGEMENT LTD | History | Closed out | 0 | 0 | — | 0.18% | — | -203,030 | -100.0% | Q1 2014 | Apr 03, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -198,698 | -100.0% | Q1 2014 | May 15, 2014 |
| PIONEER INVESTMENT MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.02% | — | -193,787 | -100.0% | Q1 2014 | May 12, 2014 |
| ROTHSCHILD ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.11% | — | -183,851 | -100.0% | Q1 2014 | May 15, 2014 |
| HENNESSY ADVISORS INC | History | Closed out | 0 | 0 | — | 0.18% | — | -169,696 | -100.0% | Q1 2014 | Apr 24, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -151,355 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -150,826 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -150,135 | -100.0% | Q1 2014 | May 15, 2014 |
| DRIEHAUS CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.13% | — | -149,407 | -100.0% | Q1 2014 | May 15, 2014 |
| GLENMEDE TRUST CO NA | History | Closed out | 0 | 0 | — | 0.05% | — | -148,040 | -100.0% | Q1 2014 | May 07, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -143,803 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -142,730 | -100.0% | Q1 2014 | May 15, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -138,352 | -100.0% | Q1 2014 | May 14, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.0% | — | -124,678 | -100.0% | Q1 2014 | May 13, 2014 |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.02% | — | -122,128 | -100.0% | Q1 2014 | May 15, 2014 |
| OXFORD ASSET MANAGEMENT | History | Closed out | 0 | 0 | — | 0.11% | — | -119,513 | -100.0% | Q1 2014 | May 05, 2014 |
| SENTRY INVESTMENT MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.17% | — | -115,000 | -100.0% | Q1 2014 | May 12, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -109,054 | -100.0% | Q1 2014 | May 08, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -107,992 | -100.0% | Q1 2014 | May 13, 2014 |
| BRIDGEWAY CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.08% | — | -105,700 | -100.0% | Q1 2014 | May 15, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -104,127 | -100.0% | Q1 2014 | May 13, 2014 |
| REINHART PARTNERS, INC. | History | Closed out | 0 | 0 | — | 0.21% | — | -102,369 | -100.0% | Q1 2014 | May 06, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -96,756 | -100.0% | Q1 2014 | May 15, 2014 |
| ARGENT CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -93,850 | -100.0% | Q1 2014 | May 12, 2014 |
| AXA | History | Closed out | 0 | 0 | — | 0.01% | — | -88,300 | -100.0% | Q1 2014 | May 13, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -61,400 | -100.0% | Q1 2014 | May 14, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.01% | — | -60,785 | -100.0% | Q1 2014 | May 15, 2014 |
| Neuberger Berman Group LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -58,700 | -100.0% | Q1 2014 | May 05, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.0% | — | -55,806 | -100.0% | Q1 2014 | May 15, 2014 |
| State of Tennessee, Treasury Department | History | Closed out | 0 | 0 | — | 0.01% | — | -54,600 | -100.0% | Q1 2014 | May 30, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.01% | — | -53,671 | -100.0% | Q1 2014 | May 14, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -47,923 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -47,881 | -100.0% | Q1 2014 | May 15, 2014 |
| Spark Investment Management LLC | History | Closed out | 0 | 0 | — | 0.2% | — | -45,900 | -100.0% | Q1 2014 | May 13, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -45,626 | -100.0% | Q1 2014 | May 15, 2014 |
| I.G. INVESTMENT MANAGEMENT, LTD. | History | Closed out | 0 | 0 | — | 0.0% | — | -45,156 | -100.0% | Q1 2014 | May 15, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.0% | — | -37,532 | -100.0% | Q1 2014 | May 15, 2014 |
| Standard Life Investments LTD | History | Closed out | 0 | 0 | — | 0.0% | — | -35,230 | -100.0% | Q1 2014 | May 14, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 1.34% | — | -33,286 | -100.0% | Q1 2014 | Aug 08, 2014 |
| KEANE CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -33,280 | -100.0% | Q1 2014 | May 15, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | — | 0.0% | — | -30,725 | -100.0% | Q1 2014 | May 15, 2014 |
| SEGALL BRYANT & HAMILL | History | Closed out | 0 | 0 | — | 0.02% | — | -30,476 | -100.0% | Q1 2014 | May 15, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -29,785 | -100.0% | Q1 2014 | May 14, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Closed out | 0 | 0 | — | 0.05% | — | -24,663 | -100.0% | Q1 2014 | May 14, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | — | 0.0% | — | -22,050 | -100.0% | Q1 2014 | May 14, 2014 |
| VTL Associates, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -20,949 | -100.0% | Q1 2014 | May 15, 2014 |
| SECOR Capital Advisors, LP | History | Closed out | 0 | 0 | — | 0.27% | — | -19,343 | -100.0% | Q1 2014 | Apr 28, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -16,748 | -100.0% | Q1 2014 | May 13, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -16,570 | -100.0% | Q1 2014 | May 15, 2014 |
| Eqis Capital Management, Inc. | History | Closed out | 0 | 0 | — | 0.1% | — | -15,967 | -100.0% | Q1 2014 | May 14, 2014 |
| PineBridge Investments Ltd | History | Closed out | 0 | 0 | — | 0.01% | — | -15,125 | -100.0% | Q1 2014 | May 14, 2014 |
| AMERICAN FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.03% | — | -12,378 | -100.0% | Q1 2014 | May 14, 2014 |
| Nine Chapters Capital Management LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -10,700 | -100.0% | Q1 2014 | May 15, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -10,453 | -100.0% | Q1 2014 | May 15, 2014 |
| KING INVESTMENT ADVISORS INC/TX | History | Closed out | 0 | 0 | — | 0.13% | — | -9,890 | -100.0% | Q1 2014 | May 14, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -9,577 | -100.0% | Q1 2014 | May 14, 2014 |
| KENNEDY CAPITAL MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 0.01% | — | -9,560 | -100.0% | Q1 2014 | May 14, 2014 |
| THOMPSON DAVIS & CO., INC. | History | Closed out | 0 | 0 | — | 0.44% | — | -9,395 | -100.0% | Q1 2014 | May 09, 2014 |
| ZACKS INVESTMENT MANAGEMENT | History | Closed out | 0 | 0 | — | 0.01% | — | -9,216 | -100.0% | Q1 2014 | May 13, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -8,432 | -100.0% | Q1 2014 | May 15, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -7,942 | -100.0% | Q1 2014 | May 14, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -6,555 | -100.0% | Q1 2014 | May 15, 2014 |
| Evercore Wealth Management, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -3,219 | -100.0% | Q1 2014 | May 15, 2014 |
| CREDIT AGRICOLE S A | History | Closed out | 0 | 0 | — | 0.0% | — | -2,900 | -100.0% | Q1 2014 | May 12, 2014 |
| Quantbot Technologies LP | History | Closed out | 0 | 0 | — | 0.02% | — | -2,500 | -100.0% | Q1 2014 | May 21, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -1,925 | -100.0% | Q1 2014 | Apr 11, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -1,845 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -1,760 | -100.0% | Q1 2014 | May 16, 2014 |
| Gemmer Asset Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -324 | -100.0% | Q1 2014 | May 23, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -190 | -100.0% | Q1 2014 | May 12, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | — | 0.0% | — | -135 | -100.0% | Q1 2014 | Apr 24, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -100 | -100.0% | Q1 2014 | May 15, 2014 |
| Edge Wealth Management LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -100 | -100.0% | Q1 2014 | Apr 08, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -94 | -100.0% | Q1 2014 | May 02, 2014 |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -24 | -100.0% | Q1 2014 | May 15, 2014 |