SUSQUEHANNA BANCSHARES INC - 869099101
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 14,160,102 | 149,530 | 0.1% | 0.12% | 1 | +373,518 | 2.71% | Q2 2014 | Aug 08, 2014 |
| VANGUARD GROUP INC | History | Added to | 12,052,383 | 127,273 | 0.01% | 0.01% | 2 | +205,117 | 1.73% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Reduced | 10,103,584 | 106,694 | 0.03% | 0.04% | 3 | -626,463 | -5.84% | Q2 2014 | Aug 06, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 4,865,649 | 51,381 | 0.01% | 0.01% | 4 | -71,955 | -1.46% | Q2 2014 | Aug 06, 2014 |
| Fisher Asset Management, LLC | History | Reduced | 4,331,686 | 45,743 | 0.1% | 0.11% | 5 | -24,740 | -0.57% | Q2 2014 | Jul 25, 2014 |
| DENVER INVESTMENT ADVISORS LLC | History | New | 2,422,410 | 25,580 | 0.78% | — | 6 | +2,422,410 | New | Q2 2014 | Aug 08, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Added to | 2,139,769 | 22,596 | 0.07% | 0.05% | 7 | +704,232 | 49.06% | Q2 2014 | Aug 07, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Reduced | 828,981 | 8,754 | 0.01% | 0.01% | 8 | -3,000 | -0.36% | Q2 2014 | Aug 05, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Reduced | 826,362 | 8,727 | 0.01% | 0.02% | 9 | -29,057 | -3.4% | Q2 2014 | Jul 30, 2014 |
| BASSWOOD CAPITAL MANAGEMENT, L.L.C. | History | Added to | 753,615 | 7,958 | 0.41% | 0.43% | 10 | +32,659 | 4.53% | Q2 2014 | Jul 08, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 689,238 | 7,278 | 0.01% | 0.01% | 11 | -50,205 | -6.79% | Q2 2014 | Aug 06, 2014 |
| LSV ASSET MANAGEMENT | History | Added to | 651,000 | 6,874 | 0.02% | 0.02% | 12 | +11,500 | 1.8% | Q2 2014 | Aug 06, 2014 |
| HENNESSY ADVISORS INC | History | Added to | 610,000 | 6,442 | 0.2% | 0.14% | 13 | +280,000 | 84.85% | Q2 2014 | Jul 15, 2014 |
| EMERALD ADVISERS INC/PA | History | Reduced | 472,023 | 4,985 | 0.28% | 0.36% | 14 | -86,080 | -15.42% | Q2 2014 | Jul 17, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Reduced | 448,525 | 4,736 | 0.03% | 0.04% | 15 | -825 | -0.18% | Q2 2014 | Aug 11, 2014 |
| Irving Magee Investment Management | History | No change | 401,440 | 4,239 | 1.92% | 2.07% | 16 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| TOCQUEVILLE ASSET MANAGEMENT L.P. | History | Reduced | 390,636 | 4,125 | 0.04% | 0.06% | 17 | -4,814 | -1.22% | Q2 2014 | Jul 30, 2014 |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | History | Added to | 373,429 | 3,943 | 0.01% | 0.01% | 18 | +200 | 0.05% | Q2 2014 | Aug 04, 2014 |
| CREDIT SUISSE AG/ | History | Reduced | 330,929 | 3,493 | 0.0% | 0.0% | 19 | -46,918 | -12.42% | Q2 2014 | Aug 11, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 301,495 | 3,184 | 0.01% | 0.01% | 20 | +76,169 | 33.8% | Q2 2014 | Aug 11, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 299,602 | 3,164 | 0.01% | 0.01% | 21 | -6,142 | -2.01% | Q2 2014 | Aug 06, 2014 |
| BlackRock Group LTD | History | Reduced | 252,230 | 2,663 | 0.0% | 0.0% | 22 | -11,697 | -4.43% | Q2 2014 | Aug 06, 2014 |
| Nationwide Fund Advisors | History | Reduced | 247,940 | 2,618 | 0.01% | 0.01% | 23 | -584 | -0.23% | Q2 2014 | Aug 11, 2014 |
| WHEATLAND ADVISORS INC | History | No change | 65,654 | 2,545 | 2.31% | 0.76% | 24 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| SECURITY NATIONAL TRUST CO | History | Reduced | 1,611 | 2,129 | 0.83% | 0.96% | 25 | -206,300 | -99.23% | Q2 2014 | Jul 14, 2014 |
| Swiss National Bank | History | No change | 198,900 | 2,100 | 0.01% | 0.01% | 26 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| TEXAS PERMANENT SCHOOL FUND | History | Added to | 189,687 | 2,003 | 0.02% | 0.02% | 27 | +470 | 0.25% | Q2 2014 | Jul 21, 2014 |
| JENNISON ASSOCIATES LLC | History | Reduced | 179,570 | 1,896 | 0.0% | 0.0% | 28 | -108,278 | -37.62% | Q2 2014 | Aug 08, 2014 |
| Stanley-Laman Group, Ltd. | History | Added to | 170,080 | 1,796 | 0.33% | 0.3% | 29 | +20,080 | 13.39% | Q2 2014 | Jul 02, 2014 |
| ProShare Advisors LLC | History | Reduced | 166,434 | 1,758 | 0.02% | 0.04% | 30 | -108,672 | -39.5% | Q2 2014 | Aug 08, 2014 |
| SUSQUEHANNA TRUST & INVESTMENT CO | History | Reduced | 161,406 | 1,705 | 0.36% | 0.42% | 31 | -4,701 | -2.83% | Q2 2014 | Jul 24, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 144,634 | 1,527 | 0.01% | 0.01% | 32 | -5,168 | -3.45% | Q2 2014 | Jul 31, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | No change | 143,959 | 1,520 | 0.0% | 0.01% | 33 | 0 | 0.0% | Q2 2014 | Aug 07, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 143,258 | 1,512 | 0.01% | 0.01% | 34 | -2,479 | -1.7% | Q2 2014 | Aug 08, 2014 |
| Arizona State Retirement System | History | Added to | 136,125 | 1,437 | 0.02% | 0.02% | 35 | +1,900 | 1.42% | Q2 2014 | Aug 07, 2014 |
| Maple Capital Management, Inc. | History | Reduced | 125,552 | 1,326 | 0.48% | 0.73% | 36 | -39,789 | -24.06% | Q2 2014 | Jul 23, 2014 |
| DUPONT CAPITAL MANAGEMENT Corp | History | No change | 123,548 | 1,305 | 0.02% | 0.02% | 37 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| STRS OHIO | History | No change | 120,600 | 1,274 | 0.01% | 0.01% | 38 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 106,671 | 1,126 | 0.0% | 39.68% | 39 | -16,673 | -13.52% | Q2 2014 | Aug 06, 2014 |
| BURNEY CO/ | History | Reduced | 94,263 | 995 | 0.09% | 0.11% | 40 | -16,065 | -14.56% | Q2 2014 | Aug 05, 2014 |
| NISA INVESTMENT ADVISORS L L C | History | No change | 92,300 | 975 | 0.01% | 0.01% | 41 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| Breton Hill Capital Ltd. | History | Added to | 91,900 | 970 | 0.25% | 0.16% | 42 | +31,600 | 52.4% | Q2 2014 | Aug 01, 2014 |
| Louisiana State Employees Retirement System | History | Added to | 87,200 | 921 | 0.04% | 0.05% | 43 | +400 | 0.46% | Q2 2014 | Jul 30, 2014 |
| CAPSTONE ASSET MANAGEMENT CO | History | Added to | 84,541 | 893 | 0.03% | 0.03% | 44 | +3,999 | 4.97% | Q2 2014 | Jul 11, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Added to | 78,381 | 828 | 0.07% | 0.07% | 45 | +9,621 | 13.99% | Q2 2014 | Aug 08, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | Reduced | 74,443 | 786 | 0.01% | 0.01% | 46 | -3,700 | -4.73% | Q2 2014 | Jul 18, 2014 |
| BLB&B Advisors, LLC | History | Reduced | 74,254 | 784 | 0.17% | 0.2% | 47 | -4,996 | -6.3% | Q2 2014 | Jul 17, 2014 |
| Airain ltd | History | Reduced | 73,986 | 781 | 0.06% | 0.15% | 48 | -2,230 | -2.93% | Q2 2014 | Aug 05, 2014 |
| ANCHOR CAPITAL ADVISORS LLC | History | Added to | 69,390 | 733 | 0.01% | 0.01% | 49 | +8,538 | 14.03% | Q2 2014 | Aug 01, 2014 |
| MENTA CAPITAL LLC | History | Added to | 65,200 | 689 | 0.13% | 0.17% | 50 | +16,200 | 33.06% | Q2 2014 | Aug 05, 2014 |
| BRYN MAWR TRUST Co | History | Reduced | 60,180 | 636 | 0.04% | 0.04% | 51 | -1,200 | -1.96% | Q2 2014 | Aug 07, 2014 |
| Aperio Group, LLC | History | Added to | 59,782 | 631 | 0.01% | 0.01% | 52 | +8,866 | 17.41% | Q2 2014 | Jul 23, 2014 |
| OUTFITTER ADVISORS, LTD. | History | Added to | 59,673 | 630 | 0.24% | 0.23% | 53 | +8,650 | 16.95% | Q2 2014 | Jul 28, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | Added to | 53,449 | 564 | 0.0% | 0.0% | 54 | +15,338 | 40.25% | Q2 2014 | Jul 16, 2014 |
| FIRST CITIZENS BANK & TRUST CO | History | Added to | 51,169 | 540 | 0.05% | 0.05% | 55 | +115 | 0.23% | Q2 2014 | Aug 05, 2014 |
| DEERE & CO | History | Reduced | 50,391 | 532 | 0.03% | 0.04% | 56 | -17,957 | -26.27% | Q2 2014 | Aug 11, 2014 |
| AMG National Trust Bank | History | Added to | 47,627 | 503 | 0.05% | 0.06% | 57 | +717 | 1.53% | Q2 2014 | Aug 08, 2014 |
| Municipal Employees' Retirement System of Michigan | History | Added to | 46,300 | 489 | 0.04% | 0.04% | 58 | +1,000 | 2.21% | Q2 2014 | Aug 04, 2014 |
| HUNTINGTON NATIONAL BANK | History | Reduced | 46,170 | 488 | 0.01% | 0.02% | 59 | -67,082 | -59.23% | Q2 2014 | Jul 25, 2014 |
| ORRSTOWN FINANCIAL SERVICES INC | History | Reduced | 45,407 | 479 | 0.51% | 1.06% | 60 | -41,555 | -47.79% | Q2 2014 | Jul 09, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Reduced | 44,660 | 472 | 0.0% | 0.0% | 61 | -6,626 | -12.92% | Q2 2014 | Aug 08, 2014 |
| Lee Munder Capital Group, LLC | History | New | 44,525 | 470 | 0.01% | — | 62 | +44,525 | New | Q2 2014 | Aug 11, 2014 |
| PROFUND ADVISORS LLC | History | Reduced | 40,566 | 428 | 0.02% | 0.03% | 63 | -8,622 | -17.53% | Q2 2014 | Aug 08, 2014 |
| SALZHAUER MICHAEL | History | No change | 38,647 | 408 | 0.38% | 0.42% | 64 | 0 | 0.0% | Q2 2014 | Jul 28, 2014 |
| SPC Financial, Inc. | History | Reduced | 35,703 | 377 | 0.11% | 0.12% | 65 | -100 | -0.28% | Q2 2014 | Jul 28, 2014 |
| FIRST MIDWEST BANK TRUST DIVISION | History | Added to | 28,244 | 298 | 0.05% | 0.05% | 66 | +980 | 3.59% | Q2 2014 | Jul 24, 2014 |
| Quantbot Technologies LP | History | Added to | 26,787 | 282 | 0.04% | 0.03% | 67 | +15,946 | 147.09% | Q2 2014 | Jul 08, 2014 |
| ALPINE WOODS CAPITAL INVESTORS, LLC | History | Reduced | 26,015 | 275 | 0.01% | 0.02% | 68 | -200 | -0.76% | Q2 2014 | Aug 08, 2014 |
| WealthTrust Axiom LLC | History | No change | 24,616 | 259 | 0.09% | 0.1% | 69 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| FIRST QUADRANT L P/CA | History | No change | 24,156 | 255 | 0.01% | 0.01% | 70 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| MASON STREET ADVISORS, LLC | History | Added to | 23,585 | 249 | 0.0% | 0.0% | 71 | +695 | 3.04% | Q2 2014 | Aug 05, 2014 |
| CIBC Asset Management Inc | History | No change | 22,815 | 241 | 0.0% | 0.0% | 72 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| BlackRock Inc. | History | Added to | 19,661 | 207 | 0.0% | 0.0% | 73 | +8,473 | 75.73% | Q2 2014 | Aug 06, 2014 |
| Wharton Business Group, LLC | History | No change | 18,985 | 200 | 0.02% | 0.02% | 74 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| Commonwealth Equity Services, Inc | History | Added to | 17,664 | 187 | 0.0% | 0.0% | 75 | +3,474 | 24.48% | Q2 2014 | Jul 23, 2014 |
| RidgeWorth Capital Management LLC | History | New | 16,010 | 169 | 0.0% | — | 76 | +16,010 | New | Q2 2014 | Jul 31, 2014 |
| Highlander Capital Management, LLC | History | Added to | 16,000 | 168 | 0.15% | 0.08% | 77 | +8,500 | 113.33% | Q2 2014 | Aug 11, 2014 |
| SHELTON CAPITAL MANAGEMENT | History | Added to | 14,956 | 158 | 0.02% | 0.02% | 78 | +872 | 6.19% | Q2 2014 | Jul 25, 2014 |
| World Asset Management Inc | History | Reduced | 14,687 | 155 | 0.0% | 0.01% | 79 | -648 | -4.23% | Q2 2014 | Jul 28, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 13,161 | 138 | 0.0% | 0.0% | 80 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| ParenteBeard Wealth Management, LLC | History | Reduced | 10,688 | 113 | 0.05% | 0.09% | 81 | -5,941 | -35.73% | Q2 2014 | Jul 23, 2014 |
| BlackRock Japan Co. Ltd | History | Added to | 10,357 | 109 | 0.0% | 0.0% | 82 | +9,933 | 2342.69% | Q2 2014 | Aug 06, 2014 |
| Gradient Investments LLC | History | No change | 10,000 | 106 | 0.02% | 0.03% | 83 | 0 | 0.0% | Q2 2014 | Jul 11, 2014 |
| BLUE BELL PRIVATE WEALTH MANAGEMENT, LLC | History | No change | 8,420 | 89 | 0.05% | 0.06% | 84 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | No change | 6,759 | 71 | 0.0% | 0.0% | 85 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| FIRST MERCANTILE TRUST CO | History | Added to | 6,590 | 70 | 0.01% | 0.01% | 86 | +200 | 3.13% | Q2 2014 | Jul 22, 2014 |
| Financial Architects, Inc | History | New | 2,020 | 21 | 0.01% | — | 87 | +2,020 | New | Q2 2014 | Aug 06, 2014 |
| EDELMAN FINANCIAL GROUP INC. | History | No change | 1,234 | 13 | 0.0% | 0.0% | 88 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| TRUST CO OF VERMONT | History | Reduced | 1,150 | 12 | 0.0% | 0.0% | 89 | -800 | -41.03% | Q2 2014 | Jul 16, 2014 |
| WESTPORT RESOURCES MANAGEMENT INC | History | New | 1,000 | 11 | 0.0% | — | 90 | +1,000 | New | Q2 2014 | Jul 31, 2014 |
| WHITTIER TRUST CO | History | No change | 213 | 2 | 0.0% | 0.0% | 91 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| Vantage Investment Advisors, LLC | History | No change | 225 | 2 | 0.0% | 0.0% | 92 | 0 | 0.0% | Q2 2014 | Jul 25, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.02% | — | -12,438,508 | -100.0% | Q1 2014 | May 15, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | — | 0.09% | — | -6,794,244 | -100.0% | Q1 2014 | May 28, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 108.83% | — | -6,633,455 | -100.0% | Q1 2014 | Aug 08, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.05% | — | -4,734,569 | -100.0% | Q1 2014 | May 13, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.02% | — | -4,701,315 | -100.0% | Q1 2014 | May 14, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -3,266,413 | -100.0% | Q1 2014 | May 14, 2014 |
| DEPRINCE RACE & ZOLLO INC | History | Closed out | 0 | 0 | — | 0.4% | — | -2,905,633 | -100.0% | Q1 2014 | May 14, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.05% | — | -2,553,641 | -100.0% | Q1 2014 | May 13, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -2,299,273 | -100.0% | Q1 2014 | May 14, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.01% | — | -1,893,433 | -100.0% | Q1 2014 | May 13, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -1,821,478 | -100.0% | Q1 2014 | May 15, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.01% | — | -1,773,301 | -100.0% | Q1 2014 | May 15, 2014 |
| MACQUARIE GROUP LTD | History | Closed out | 0 | 0 | — | 0.03% | — | -1,351,790 | -100.0% | Q1 2014 | May 15, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.03% | — | -1,320,150 | -100.0% | Q1 2014 | May 13, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -1,286,918 | -100.0% | Q1 2014 | May 16, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,150,317 | -100.0% | Q1 2014 | May 14, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -1,052,263 | -100.0% | Q1 2014 | May 14, 2014 |
| Weiss Multi-Strategy Advisers LLC | History | Closed out | 0 | 0 | — | 0.23% | — | -1,000,000 | -100.0% | Q1 2014 | May 15, 2014 |
| BRYN MAWR CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 1.0% | — | -982,325 | -100.0% | Q1 2014 | May 15, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.02% | — | -971,913 | -100.0% | Q1 2014 | May 16, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -943,547 | -100.0% | Q1 2014 | May 15, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -884,463 | -100.0% | Q1 2014 | May 13, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -872,916 | -100.0% | Q1 2014 | May 14, 2014 |
| KENNEDY CAPITAL MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 0.18% | — | -862,325 | -100.0% | Q1 2014 | May 14, 2014 |
| INVESTMENT COUNSELORS OF MARYLAND LLC | History | Closed out | 0 | 0 | — | 0.41% | — | -844,792 | -100.0% | Q1 2014 | May 05, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -757,731 | -100.0% | Q1 2014 | May 15, 2014 |
| ALLSTATE CORP | History | Closed out | 0 | 0 | — | 0.28% | — | -755,700 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -671,929 | -100.0% | Q1 2014 | May 15, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -624,921 | -100.0% | Q1 2014 | May 15, 2014 |
| LOGAN CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.5% | — | -613,624 | -100.0% | Q1 2014 | May 15, 2014 |
| WCM INVESTMENT MANAGEMENT/CA | History | Closed out | 0 | 0 | — | 0.24% | — | -600,621 | -100.0% | Q1 2014 | May 08, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -561,539 | -100.0% | Q1 2014 | Apr 18, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -529,581 | -100.0% | Q1 2014 | May 15, 2014 |
| Seawolf Capital, LLC | History | Closed out | 0 | 0 | — | 1.71% | — | -490,000 | -100.0% | Q1 2014 | May 14, 2014 |
| STEVENS CAPITAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.13% | — | -413,579 | -100.0% | Q1 2014 | May 06, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.02% | — | -410,504 | -100.0% | Q1 2014 | May 15, 2014 |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.03% | — | -378,198 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -338,906 | -100.0% | Q1 2014 | May 08, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.03% | — | -328,761 | -100.0% | Q1 2014 | May 15, 2014 |
| BATTERYMARCH FINANCIAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.08% | — | -324,690 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -315,823 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.0% | — | -307,511 | -100.0% | Q1 2014 | May 15, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -306,623 | -100.0% | Q1 2014 | May 15, 2014 |
| SANDLER ONEILL ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.35% | — | -255,800 | -100.0% | Q1 2014 | May 14, 2014 |
| Man Investments Ltd | History | Closed out | 0 | 0 | — | 0.2% | — | -200,403 | -100.0% | Q1 2014 | May 15, 2014 |
| CORNERSTONE CAPITAL MANAGEMENT HOLDINGS LLC. | History | Closed out | 0 | 0 | — | 0.03% | — | -189,800 | -100.0% | Q1 2014 | May 15, 2014 |
| State of Tennessee, Treasury Department | History | Closed out | 0 | 0 | — | 0.01% | — | -169,000 | -100.0% | Q1 2014 | May 30, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -152,475 | -100.0% | Q1 2014 | May 13, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -144,049 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -143,918 | -100.0% | Q1 2014 | May 15, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -140,167 | -100.0% | Q1 2014 | May 15, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -131,168 | -100.0% | Q1 2014 | May 15, 2014 |
| BRIDGEWAY CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.04% | — | -122,300 | -100.0% | Q1 2014 | May 15, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | — | 0.01% | — | -119,806 | -100.0% | Q1 2014 | May 12, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -117,916 | -100.0% | Q1 2014 | May 15, 2014 |
| FIRST MANHATTAN CO | History | Closed out | 0 | 0 | — | 0.01% | — | -110,610 | -100.0% | Q1 2014 | May 16, 2014 |
| Convergence Investment Partners, LLC | History | Closed out | 0 | 0 | — | 0.18% | — | -105,902 | -100.0% | Q1 2014 | May 08, 2014 |
| M&T BANK CORP | History | Closed out | 0 | 0 | — | 0.05% | — | -104,493 | -100.0% | Q1 2014 | May 14, 2014 |
| MARTINGALE ASSET MANAGEMENT L P | History | Closed out | 0 | 0 | — | 0.03% | — | -87,316 | -100.0% | Q1 2014 | May 14, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -80,494 | -100.0% | Q1 2014 | May 23, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -79,087 | -100.0% | Q1 2014 | May 16, 2014 |
| HANCOCK HOLDING CO | History | Closed out | 0 | 0 | — | 0.03% | — | -77,311 | -100.0% | Q1 2014 | May 15, 2014 |
| HBK INVESTMENTS L P | History | Closed out | 0 | 0 | — | 0.02% | — | -71,400 | -100.0% | Q1 2014 | May 15, 2014 |
| BESSEMER GROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -70,626 | -100.0% | Q1 2014 | May 14, 2014 |
| JACOBS LEVY EQUITY MANAGEMENT, INC | History | Closed out | 0 | 0 | — | 0.01% | — | -69,670 | -100.0% | Q1 2014 | May 15, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | — | 0.0% | — | -68,350 | -100.0% | Q1 2014 | May 14, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -65,000 | -100.0% | Q1 2014 | May 15, 2014 |
| CREDIT AGRICOLE S A | History | Closed out | 0 | 0 | — | 0.0% | — | -64,600 | -100.0% | Q1 2014 | May 12, 2014 |
| ELLINGTON MANAGEMENT GROUP LLC | History | Closed out | 0 | 0 | — | 0.21% | — | -62,700 | -100.0% | Q1 2014 | May 15, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Closed out | 0 | 0 | — | 0.01% | — | -56,046 | -100.0% | Q1 2014 | May 14, 2014 |
| Select Asset Management & Trust | History | Closed out | 0 | 0 | — | 0.57% | — | -53,747 | -100.0% | Q1 2014 | May 08, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -52,819 | -100.0% | Q1 2014 | May 15, 2014 |
| LEGAL & GENERAL GROUP PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -52,259 | -100.0% | Q1 2014 | May 14, 2014 |
| TUDOR INVESTMENT CORP ET AL | History | Closed out | 0 | 0 | — | 0.02% | — | -51,699 | -100.0% | Q1 2014 | May 15, 2014 |
| Quantitative Systematic Strategies LLC | History | Closed out | 0 | 0 | — | 0.44% | — | -48,286 | -100.0% | Q1 2014 | Apr 07, 2014 |
| A.R.T. Advisors, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -47,928 | -100.0% | Q1 2014 | May 15, 2014 |
| PineBridge Investments Ltd | History | Closed out | 0 | 0 | — | 0.02% | — | -46,844 | -100.0% | Q1 2014 | May 14, 2014 |
| Raymond James Financial Services Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.03% | — | -42,093 | -100.0% | Q1 2014 | May 08, 2014 |
| BLACKTHORN INVESTMENT GROUP LLC | History | Closed out | 0 | 0 | — | 0.48% | — | -38,800 | -100.0% | Q1 2014 | May 13, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -37,418 | -100.0% | Q1 2014 | May 15, 2014 |
| New England Research & Management, Inc. | History | Closed out | 0 | 0 | — | 0.37% | — | -35,100 | -100.0% | Q1 2014 | Apr 16, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -34,964 | -100.0% | Q1 2014 | May 15, 2014 |
| VTL Associates, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -34,258 | -100.0% | Q1 2014 | May 15, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -32,364 | -100.0% | Q1 2014 | May 15, 2014 |
| Sumitomo Mitsui Asset Management Company, LTD | History | Closed out | 0 | 0 | — | 0.01% | — | -31,809 | -100.0% | Q1 2014 | Apr 16, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.0% | — | -31,423 | -100.0% | Q1 2014 | May 15, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -30,501 | -100.0% | Q1 2014 | May 14, 2014 |
| KING INVESTMENT ADVISORS INC/TX | History | Closed out | 0 | 0 | — | 0.16% | — | -29,750 | -100.0% | Q1 2014 | May 14, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -27,915 | -100.0% | Q1 2014 | May 15, 2014 |
| Rodgers Brothers Inc. | History | Closed out | 0 | 0 | — | 0.14% | — | -25,134 | -100.0% | Q1 2014 | May 15, 2014 |
| Princeton Alpha Management LP | History | Closed out | 0 | 0 | — | 0.09% | — | -24,731 | -100.0% | Q1 2014 | Apr 17, 2014 |
| Atlantic Trust Group, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -24,590 | -100.0% | Q1 2014 | May 14, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -23,671 | -100.0% | Q1 2014 | May 14, 2014 |
| Janney Montgomery Scott LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -21,040 | -100.0% | Q1 2014 | May 14, 2014 |
| Kuntz Lesher Capital LLC | History | Closed out | 0 | 0 | — | 0.18% | — | -21,008 | -100.0% | Q1 2014 | Apr 29, 2014 |
| Gotham Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -20,527 | -100.0% | Q1 2014 | May 15, 2014 |
| STIFEL FINANCIAL CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -20,285 | -100.0% | Q1 2014 | May 15, 2014 |
| SECOR Capital Advisors, LP | History | Closed out | 0 | 0 | — | 0.1% | — | -18,637 | -100.0% | Q1 2014 | Apr 28, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -17,859 | -100.0% | Q1 2014 | May 19, 2014 |
| GARDNER RUSSO & GARDNER | History | Closed out | 0 | 0 | — | 0.0% | — | -17,429 | -100.0% | Q1 2014 | May 13, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -17,273 | -100.0% | Q1 2014 | May 15, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -16,159 | -100.0% | Q1 2014 | May 14, 2014 |
| Summit Investment Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -16,080 | -100.0% | Q1 2014 | May 13, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -15,539 | -100.0% | Q1 2014 | May 14, 2014 |
| Hudock Moyer Wealth Resources, LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -14,840 | -100.0% | Q1 2014 | May 15, 2014 |
| CIM INVESTMENT MANGEMENT INC | History | Closed out | 0 | 0 | — | 0.08% | — | -14,583 | -100.0% | Q1 2014 | May 12, 2014 |
| HARTFORD INVESTMENT MANAGEMENT CO | History | Closed out | 0 | 0 | — | 0.0% | — | -14,375 | -100.0% | Q1 2014 | May 14, 2014 |
| Cetera Advisor Networks LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -13,811 | -100.0% | Q1 2014 | May 15, 2014 |
| Wilmington Funds Management Corp | History | Closed out | 0 | 0 | — | 0.01% | — | -12,052 | -100.0% | Q1 2014 | May 14, 2014 |
| SUNRISE PARTNERS LIMITED PARTNERSHIP /CT | History | Closed out | 0 | 0 | — | 0.01% | — | -11,458 | -100.0% | Q1 2014 | May 15, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | — | 0.0% | — | -11,340 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -10,720 | -100.0% | Q1 2014 | May 15, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -10,300 | -100.0% | Q1 2014 | May 14, 2014 |
| Schonfeld Group Holdings LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -10,200 | -100.0% | Q1 2014 | May 15, 2014 |
| GLENMEDE TRUST CO NA | History | Closed out | 0 | 0 | — | 0.0% | — | -5,623 | -100.0% | Q1 2014 | May 07, 2014 |
| GROUP ONE TRADING, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -4,338 | -100.0% | Q1 2014 | May 07, 2014 |
| Index Management Solutions, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -4,258 | -100.0% | Q1 2014 | May 15, 2014 |
| CANADA PENSION PLAN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.0% | — | -3,800 | -100.0% | Q1 2014 | May 09, 2014 |
| Kistler-Tiffany Companies, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -3,600 | -100.0% | Q1 2014 | May 13, 2014 |
| DREMAN VALUE MANAGEMENT, L L C | History | Closed out | 0 | 0 | — | 0.0% | — | -3,404 | -100.0% | Q1 2014 | May 15, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,313 | -100.0% | Q1 2014 | May 15, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -2,154 | -100.0% | Q1 2014 | Apr 11, 2014 |
| Pinnacle Holdings, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,150 | -100.0% | Q1 2014 | May 28, 2014 |
| CFG Asset Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,028 | -100.0% | Q1 2014 | Apr 08, 2014 |
| FIFTH THIRD BANCORP | History | Closed out | 0 | 0 | — | 0.0% | — | -1,300 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -1,040 | -100.0% | Q1 2014 | May 14, 2014 |
| Gemmer Asset Management LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -241 | -100.0% | Q1 2014 | May 23, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -159 | -100.0% | Q1 2014 | Apr 24, 2014 |
| Winslow, Evans & Crocker, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -93 | -100.0% | Q1 2014 | Apr 11, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | — | — | -75 | -100.0% | Q1 2014 | May 13, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -50 | -100.0% | Q1 2014 | May 02, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | — | — | — | -2 | -100.0% | Q1 2014 | Apr 24, 2014 |