WESTERN REFNG INC - 959319104
Detailed investor-level table based on 13F positions.
Early Q1 2017 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Boston Partners | History | Added to | 3,736,842 | 140,318 | 0.24% | 0.08% | 1 | +2,624,968 | 236.09% | Q2 2014 | Aug 08, 2014 |
| VANGUARD GROUP INC | History | Reduced | 3,402,995 | 127,782 | 0.01% | 0.01% | 2 | -697,049 | -17.0% | Q2 2014 | Aug 11, 2014 |
| DIMENSIONAL FUND ADVISORS LP | History | Reduced | 3,370,359 | 126,559 | 0.09% | 0.1% | 3 | -171,232 | -4.83% | Q2 2014 | Aug 08, 2014 |
| JENNISON ASSOCIATES LLC | History | Added to | 2,854,492 | 107,186 | 0.1% | 0.1% | 4 | +165,763 | 6.17% | Q2 2014 | Aug 08, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Reduced | 1,559,796 | 58,570 | 0.01% | 0.01% | 5 | -115,955 | -6.92% | Q2 2014 | Aug 06, 2014 |
| BlackRock Fund Advisors | History | Reduced | 1,373,348 | 51,569 | 0.01% | 0.02% | 6 | -180,563 | -11.62% | Q2 2014 | Aug 06, 2014 |
| SCOUT INVESTMENTS, INC. | History | Added to | 1,323,385 | 49,693 | 0.58% | 0.5% | 7 | +186,139 | 16.37% | Q2 2014 | Aug 04, 2014 |
| LSV ASSET MANAGEMENT | History | Reduced | 1,296,222 | 48,673 | 0.11% | 0.13% | 8 | -124,553 | -8.77% | Q2 2014 | Aug 06, 2014 |
| DENVER INVESTMENT ADVISORS LLC | History | Added to | 1,072,889 | 40,287 | 1.22% | 1.14% | 9 | +66,855 | 6.65% | Q2 2014 | Aug 08, 2014 |
| CAMBIAR INVESTORS LLC | History | Reduced | 1,045,546 | 39,260 | 0.55% | 0.63% | 10 | -54,761 | -4.98% | Q2 2014 | Aug 01, 2014 |
| ACADIAN ASSET MANAGEMENT LLC | History | Reduced | 633,529 | 23,789 | 0.12% | 0.57% | 11 | -2,182,442 | -77.5% | Q2 2014 | Jul 21, 2014 |
| WCM INVESTMENT MANAGEMENT/CA | History | Reduced | 591,204 | 22,200 | 0.55% | 0.82% | 12 | -4,574 | -0.77% | Q2 2014 | Aug 08, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | Reduced | 485,530 | 18,231 | 0.12% | 0.29% | 13 | -602,083 | -55.36% | Q2 2014 | Aug 11, 2014 |
| OPPENHEIMER FUNDS INC | History | Added to | 448,967 | 16,859 | 0.02% | 0.02% | 14 | +2,472 | 0.55% | Q2 2014 | Aug 08, 2014 |
| GABELLI FUNDS LLC | History | New | 360,000 | 13,518 | 0.07% | — | 15 | +360,000 | New | Q2 2014 | Aug 06, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 307,460 | 11,545 | 0.01% | 392.56% | 16 | -51,839 | -14.43% | Q2 2014 | Aug 06, 2014 |
| Grisanti Capital Management LLC | History | Added to | 266,430 | 10,004 | 4.22% | 3.02% | 17 | +86,800 | 48.32% | Q2 2014 | Aug 06, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Reduced | 206,892 | 7,769 | 0.01% | 0.02% | 18 | -45,630 | -18.07% | Q2 2014 | Jul 30, 2014 |
| Numeric Investors LLC | History | Added to | 200,600 | 7,533 | 0.11% | 0.01% | 19 | +189,500 | 1707.21% | Q2 2014 | Aug 11, 2014 |
| ICON ADVISERS INC/CO | History | Reduced | 189,900 | 7,131 | 0.45% | 0.76% | 20 | -85,000 | -30.92% | Q2 2014 | Aug 06, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Added to | 183,363 | 6,885 | 0.01% | 0.01% | 21 | +70,824 | 62.93% | Q2 2014 | Aug 04, 2014 |
| Old Mutual Global Investors (UK) Ltd. | History | Reduced | 167,381 | 6,285 | 0.35% | 0.68% | 22 | -92,900 | -35.69% | Q2 2014 | Jul 28, 2014 |
| BlackRock Investment Management, LLC | History | Reduced | 145,836 | 5,476 | 0.01% | 0.01% | 23 | -20,484 | -12.32% | Q2 2014 | Aug 06, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | No change | 141,500 | 5,313 | 0.01% | 0.01% | 24 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| BOSTON ADVISORS LLC | History | Added to | 104,109 | 3,909 | 0.17% | 0.15% | 25 | +15,642 | 17.68% | Q2 2014 | Jul 23, 2014 |
| ROYCE & ASSOCIATES LLC | History | No change | 100,000 | 3,755 | 0.01% | 0.01% | 26 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| Gargoyle Investment Advisor L.L.C. | History | Added to | 83,550 | 3,341 | 1.25% | 1.32% | 27 | +6,720 | 8.75% | Q2 2014 | Aug 11, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 85,668 | 3,218 | 0.0% | 0.0% | 28 | +28,914 | 50.95% | Q2 2014 | Aug 11, 2014 |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | History | Reduced | 79,973 | 3,003 | 0.07% | 0.08% | 29 | -2,534 | -3.07% | Q2 2014 | Aug 07, 2014 |
| Quotient Investors, LLC | History | Added to | 77,669 | 2,916 | 0.63% | 0.23% | 30 | +51,269 | 194.2% | Q2 2014 | Jul 18, 2014 |
| DUPONT CAPITAL MANAGEMENT Corp | History | Added to | 71,189 | 2,673 | 0.04% | 0.03% | 31 | +30,950 | 76.92% | Q2 2014 | Aug 11, 2014 |
| Lingohr & Partner Asset Management GmbH | History | Reduced | 70,000 | 2,628 | 0.65% | 1.1% | 32 | -70,000 | -50.0% | Q2 2014 | Aug 01, 2014 |
| CORNERSTONE CAPITAL MANAGEMENT HOLDINGS LLC. | History | Reduced | 68,093 | 2,556 | 0.03% | 0.04% | 33 | -12,257 | -15.25% | Q2 2014 | Aug 11, 2014 |
| Swiss National Bank | History | No change | 62,600 | 2,351 | 0.01% | 0.01% | 34 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| MENTA CAPITAL LLC | History | New | 57,900 | 2,174 | 0.4% | — | 35 | +57,900 | New | Q2 2014 | Aug 05, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 56,956 | 2,139 | 0.01% | 0.01% | 36 | -15,102 | -20.96% | Q2 2014 | Aug 06, 2014 |
| BB&T SECURITIES, LLC | History | New | 5,360 | 2,012 | 0.0% | — | 37 | +5,360 | New | Q2 2014 | Jul 11, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | Reduced | 53,302 | 2,001 | 0.01% | 0.01% | 38 | -4,452 | -7.71% | Q2 2014 | Aug 07, 2014 |
| SHELL ASSET MANAGEMENT CO | History | Reduced | 52,713 | 1,979 | 0.03% | 0.03% | 39 | -613 | -1.15% | Q2 2014 | Aug 08, 2014 |
| GSA CAPITAL PARTNERS LLP | History | Added to | 51,124 | 1,920 | 0.09% | 0.08% | 40 | +21,331 | 71.6% | Q2 2014 | Aug 08, 2014 |
| Nationwide Fund Advisors | History | Reduced | 50,579 | 1,899 | 0.01% | 0.01% | 41 | -5,958 | -10.54% | Q2 2014 | Aug 11, 2014 |
| GLOBEFLEX CAPITAL L P | History | Added to | 49,148 | 1,845 | 0.2% | 0.14% | 42 | +18,177 | 58.69% | Q2 2014 | Jul 18, 2014 |
| DEERE & CO | History | Added to | 47,155 | 1,771 | 0.1% | 0.09% | 43 | +5,311 | 12.69% | Q2 2014 | Aug 11, 2014 |
| NEWGATE CAPITAL MANAGEMENT LLC | History | Reduced | 46,980 | 1,764 | 0.46% | 0.45% | 44 | -5,410 | -10.33% | Q2 2014 | Aug 08, 2014 |
| DekaBank Deutsche Girozentrale | History | Added to | 45,950 | 1,757 | 0.03% | 0.03% | 45 | +2,298 | 5.26% | Q2 2014 | Aug 08, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | Reduced | 44,648 | 1,677 | 0.01% | 0.02% | 46 | -3,428 | -7.13% | Q2 2014 | Jul 16, 2014 |
| SEI TRUST CO | History | Added to | 42,424 | 1,593 | 0.02% | 0.02% | 47 | +601 | 1.44% | Q2 2014 | Jul 22, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 41,312 | 1,551 | 0.01% | 0.01% | 48 | -2,633 | -5.99% | Q2 2014 | Jul 31, 2014 |
| Zebra Capital Management LLC | History | Added to | 40,218 | 1,510 | 0.58% | 0.65% | 49 | +210 | 0.52% | Q2 2014 | Jul 30, 2014 |
| Clear Harbor Asset Management, LLC | History | New | 40,000 | 1,502 | 0.32% | — | 50 | +40,000 | New | Q2 2014 | Jul 23, 2014 |
| FIRST QUADRANT L P/CA | History | No change | 39,306 | 1,476 | 0.03% | 0.03% | 51 | 0 | 0.0% | Q2 2014 | Jul 31, 2014 |
| BlackRock Group LTD | History | Reduced | 37,464 | 1,407 | 0.0% | 0.0% | 52 | -51,857 | -58.06% | Q2 2014 | Aug 06, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Reduced | 36,475 | 1,369 | 0.01% | 0.01% | 53 | -734 | -1.97% | Q2 2014 | Aug 08, 2014 |
| Airain ltd | History | New | 34,089 | 1,280 | 0.1% | — | 54 | +34,089 | New | Q2 2014 | Aug 05, 2014 |
| STRS OHIO | History | Reduced | 32,400 | 1,217 | 0.01% | 0.01% | 55 | -2,200 | -6.36% | Q2 2014 | Jul 24, 2014 |
| ProShare Advisors LLC | History | Reduced | 29,709 | 1,116 | 0.01% | 0.03% | 56 | -28,139 | -48.64% | Q2 2014 | Aug 08, 2014 |
| Cipher Capital LP | History | New | 23,162 | 870 | 0.28% | — | 57 | +23,162 | New | Q2 2014 | Aug 11, 2014 |
| NISA INVESTMENT ADVISORS L L C | History | No change | 21,200 | 796 | 0.01% | 0.01% | 58 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| BABSON CAPITAL MANAGEMENT LLC | History | Reduced | 18,800 | 706 | 0.02% | 0.02% | 59 | -300 | -1.57% | Q2 2014 | Aug 08, 2014 |
| HAP Trading, LLC | History | New | 17,680 | 664 | 0.02% | — | 60 | +17,680 | New | Q2 2014 | Aug 11, 2014 |
| KBC Group NV | History | No change | 15,110 | 567 | 0.01% | 0.01% | 61 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| DAVIDSON D A & CO | History | Reduced | 14,026 | 526 | 0.02% | 0.02% | 62 | -702 | -4.77% | Q2 2014 | Jul 29, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Added to | 13,793 | 517 | 0.0% | 0.0% | 63 | +5,423 | 64.79% | Q2 2014 | Aug 08, 2014 |
| MEEDER ASSET MANAGEMENT INC | History | New | 12,730 | 478 | 0.07% | — | 64 | +12,730 | New | Q2 2014 | Jul 18, 2014 |
| Ironsides Asset Advisors, LLC | History | New | 11,725 | 440 | 0.08% | — | 65 | +11,725 | New | Q2 2014 | Aug 05, 2014 |
| Princeton Alpha Management LP | History | New | 9,543 | 358 | 0.07% | — | 67 | +9,543 | New | Q2 2014 | Jul 17, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Reduced | 9,542 | 358 | 0.0% | 0.0% | 66 | -441 | -4.42% | Q2 2014 | Aug 07, 2014 |
| BlackRock Japan Co. Ltd | History | Reduced | 9,057 | 340 | 0.0% | 0.01% | 68 | -65,269 | -87.81% | Q2 2014 | Aug 06, 2014 |
| Livforsakringsbolaget Skandia, Omsesidigt | History | No change | 7,800 | 293 | 0.01% | 0.01% | 69 | 0 | 0.0% | Q2 2014 | Jul 17, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Reduced | 7,542 | 283 | 0.0% | 0.01% | 70 | -11,958 | -61.32% | Q2 2014 | Aug 01, 2014 |
| BlackRock Inc. | History | Reduced | 7,206 | 271 | 0.0% | 0.0% | 71 | -46,622 | -86.61% | Q2 2014 | Aug 06, 2014 |
| RENAISSANCE GROUP LLC | History | New | 7,267 | 262 | 0.01% | — | 72 | +7,267 | New | Q2 2014 | Aug 07, 2014 |
| PROFUND ADVISORS LLC | History | Reduced | 6,965 | 262 | 0.01% | 0.01% | 73 | -47 | -0.67% | Q2 2014 | Aug 08, 2014 |
| FIRST CITIZENS BANK & TRUST CO | History | Reduced | 6,109 | 229 | 0.02% | 0.02% | 74 | -125 | -2.01% | Q2 2014 | Aug 05, 2014 |
| Fisher Asset Management, LLC | History | New | 6,000 | 225 | 0.0% | — | 75 | +6,000 | New | Q2 2014 | Jul 25, 2014 |
| RidgeWorth Capital Management LLC | History | New | 4,540 | 170 | 0.0% | — | 76 | +4,540 | New | Q2 2014 | Jul 31, 2014 |
| GREAT WEST LIFE ASSURANCE CO /CAN/ | History | No change | 4,046 | 151 | 0.0% | 0.0% | 77 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| TOCQUEVILLE ASSET MANAGEMENT L.P. | History | Reduced | 3,119 | 117 | 0.0% | 0.0% | 78 | -313 | -9.12% | Q2 2014 | Jul 30, 2014 |
| Quantbot Technologies LP | History | New | 2,800 | 105 | 0.02% | — | 79 | +2,800 | New | Q2 2014 | Jul 08, 2014 |
| IndexIQ Advisors LLC | History | Added to | 2,422 | 91 | 0.01% | 0.01% | 80 | +585 | 31.85% | Q2 2014 | Aug 04, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | No change | 2,124 | 80 | 0.0% | 0.0% | 81 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| Old Mutual Global Index Trackers (Proprietary) LTD | History | No change | 1,700 | 64 | 0.02% | 0.02% | 82 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| MetLife Securities, Inc | History | Reduced | 1,455 | 55 | 0.01% | 0.01% | 83 | -518 | -26.25% | Q2 2014 | Aug 04, 2014 |
| Wunderlich Securities, Inc. | History | New | 1,000 | 37 | 0.02% | — | 84 | +1,000 | New | Q2 2014 | Jul 17, 2014 |
| TRUST CO OF VERMONT | History | Added to | 903 | 34 | 0.01% | 0.01% | 85 | +20 | 2.27% | Q2 2014 | Jul 16, 2014 |
| FIRST MERCANTILE TRUST CO | History | New | 750 | 28 | 0.0% | — | 86 | +750 | New | Q2 2014 | Jul 22, 2014 |
| WealthTrust-Arizona, LLC | History | Added to | 623 | 23 | 0.02% | 0.02% | 87 | +100 | 19.12% | Q2 2014 | Jul 22, 2014 |
| ALPHA WINDWARD LLC | History | Added to | 580 | 22 | 0.01% | 0.01% | 88 | +96 | 19.83% | Q2 2014 | Jul 16, 2014 |
| JNBA Financial Advisors | History | No change | 283 | 11 | 0.01% | 0.01% | 89 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| ATWOOD & PALMER INC | History | New | 156 | 6 | 0.0% | — | 90 | +156 | New | Q2 2014 | Aug 11, 2014 |
| FTB Advisors, Inc. | History | Added to | 169 | 6 | 0.0% | 0.0% | 91 | +142 | 525.93% | Q2 2014 | Aug 07, 2014 |
| CONTRAVISORY INVESTMENT MANAGEMENT, INC. | History | New | 140 | 5 | 0.0% | — | 92 | +140 | New | Q2 2014 | Jul 17, 2014 |
| Weaver C. Barksdale & Associates, Inc. | History | Reduced | 92 | 3 | 0.0% | 0.01% | 93 | -86 | -48.31% | Q2 2014 | Jul 11, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | No change | 66 | 2 | 0.0% | 0.0% | 94 | 0 | 0.0% | Q2 2014 | Jul 24, 2014 |
| NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO | History | No change | 46 | 2 | 0.0% | 0.0% | 95 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| HOWE & RUSLING INC | History | New | 37 | 1 | 0.0% | — | 96 | +37 | New | Q2 2014 | Jul 31, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | — | 0.15% | — | -3,240,181 | -100.0% | Q1 2014 | May 28, 2014 |
| WELLINGTON MANAGEMENT CO LLP | History | Closed out | 0 | 0 | — | 0.03% | — | -2,363,993 | -100.0% | Q1 2014 | May 15, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,331,748 | -100.0% | Q1 2014 | May 15, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.12% | — | -2,227,932 | -100.0% | Q1 2014 | May 15, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.21% | — | -1,834,476 | -100.0% | Q1 2014 | May 15, 2014 |
| SOROS FUND MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.7% | — | -1,826,267 | -100.0% | Q1 2014 | May 15, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.02% | — | -1,772,556 | -100.0% | Q1 2014 | May 14, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.02% | — | -1,547,196 | -100.0% | Q1 2014 | May 15, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.3% | — | -1,520,871 | -100.0% | Q1 2014 | May 15, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -1,491,601 | -100.0% | Q1 2014 | May 14, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -1,444,124 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.02% | — | -1,132,458 | -100.0% | Q1 2014 | May 15, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -1,073,956 | -100.0% | Q1 2014 | May 14, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.02% | — | -1,055,645 | -100.0% | Q1 2014 | May 14, 2014 |
| COBALT CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 3.0% | — | -925,300 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -909,306 | -100.0% | Q1 2014 | May 14, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.06% | — | -857,423 | -100.0% | Q1 2014 | May 16, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -713,991 | -100.0% | Q1 2014 | May 13, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.01% | — | -676,577 | -100.0% | Q1 2014 | May 15, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 33.5% | — | -602,470 | -100.0% | Q1 2014 | Aug 08, 2014 |
| CANYON CAPITAL ADVISORS LLC | History | Closed out | 0 | 0 | — | 1.36% | — | -558,400 | -100.0% | Q1 2014 | May 16, 2014 |
| Century Capital Management, LLC | History | Closed out | 0 | 0 | — | 0.91% | — | -502,424 | -100.0% | Q1 2014 | May 14, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.04% | — | -494,704 | -100.0% | Q1 2014 | May 13, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.01% | — | -458,953 | -100.0% | Q1 2014 | May 15, 2014 |
| THOMPSON SIEGEL & WALMSLEY LLC | History | Closed out | 0 | 0 | — | 0.38% | — | -436,601 | -100.0% | Q1 2014 | May 08, 2014 |
| WESTFIELD CAPITAL MANAGEMENT CO LP | History | Closed out | 0 | 0 | — | 0.09% | — | -410,980 | -100.0% | Q1 2014 | May 12, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -380,986 | -100.0% | Q1 2014 | May 14, 2014 |
| ROTHSCHILD ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.32% | — | -371,439 | -100.0% | Q1 2014 | May 15, 2014 |
| HAYS ADVISORY LLC | History | Closed out | 0 | 0 | — | 1.72% | — | -367,478 | -100.0% | Q1 2014 | Apr 03, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | — | 0.01% | — | -344,646 | -100.0% | Q1 2014 | May 15, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.01% | — | -343,347 | -100.0% | Q1 2014 | May 13, 2014 |
| BNP Paribas Investment Partners S.A. | History | Closed out | 0 | 0 | — | 0.1% | — | -337,794 | -100.0% | Q1 2014 | May 13, 2014 |
| Perkins Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.1% | — | -324,046 | -100.0% | Q1 2014 | May 15, 2014 |
| Brandywine Global Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.1% | — | -311,760 | -100.0% | Q1 2014 | May 15, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.02% | — | -303,049 | -100.0% | Q1 2014 | May 13, 2014 |
| FIRST INVESTORS MANAGEMENT CO INC | History | Closed out | 0 | 0 | — | 0.24% | — | -285,850 | -100.0% | Q1 2014 | May 15, 2014 |
| UNITED SERVICES AUTOMOBILE ASSOCIATION | History | Closed out | 0 | 0 | — | 0.04% | — | -263,000 | -100.0% | Q1 2014 | May 22, 2014 |
| Magnetar Financial LLC | History | Closed out | 0 | 0 | — | 0.21% | — | -250,000 | -100.0% | Q1 2014 | May 15, 2014 |
| MOORE CAPITAL MANAGEMENT, LP | History | Closed out | 0 | 0 | — | 0.2% | — | -250,000 | -100.0% | Q1 2014 | May 15, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -236,191 | -100.0% | Q1 2014 | May 14, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -235,339 | -100.0% | Q1 2014 | May 15, 2014 |
| KENNEDY CAPITAL MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 0.16% | — | -218,985 | -100.0% | Q1 2014 | May 14, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.01% | — | -213,769 | -100.0% | Q1 2014 | May 15, 2014 |
| COMMONWEALTH BANK OF AUSTRALIA | History | Closed out | 0 | 0 | — | 0.05% | — | -210,451 | -100.0% | Q1 2014 | May 13, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -202,400 | -100.0% | Q1 2014 | Apr 18, 2014 |
| Southpoint Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.46% | — | -200,000 | -100.0% | Q1 2014 | May 15, 2014 |
| WADDELL & REED FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -198,900 | -100.0% | Q1 2014 | May 15, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -193,451 | -100.0% | Q1 2014 | May 15, 2014 |
| HANCOCK HOLDING CO | History | Closed out | 0 | 0 | — | 0.28% | — | -186,770 | -100.0% | Q1 2014 | May 15, 2014 |
| Spot Trading L.L.C | History | Closed out | 0 | 0 | — | 0.04% | — | -169,707 | -100.0% | Q1 2014 | May 13, 2014 |
| Andalusian Capital Partners, LP | History | Closed out | 0 | 0 | — | 2.72% | — | -168,300 | -100.0% | Q1 2014 | May 14, 2014 |
| ASCEND CAPITAL, LLC | History | Closed out | 0 | 0 | — | 0.16% | — | -162,488 | -100.0% | Q1 2014 | May 14, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.03% | — | -156,830 | -100.0% | Q1 2014 | May 15, 2014 |
| Gotham Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.09% | — | -151,872 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.01% | — | -140,765 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.01% | — | -137,909 | -100.0% | Q1 2014 | May 15, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -129,354 | -100.0% | Q1 2014 | May 15, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -127,596 | -100.0% | Q1 2014 | May 13, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | — | 0.04% | — | -122,229 | -100.0% | Q1 2014 | May 19, 2014 |
| SIT INVESTMENT ASSOCIATES INC | History | Closed out | 0 | 0 | — | 0.08% | — | -118,985 | -100.0% | Q1 2014 | Apr 24, 2014 |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.09% | — | -114,372 | -100.0% | Q1 2014 | May 15, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -111,572 | -100.0% | Q1 2014 | May 13, 2014 |
| State of Tennessee, Treasury Department | History | Closed out | 0 | 0 | — | 0.03% | — | -111,200 | -100.0% | Q1 2014 | May 30, 2014 |
| Convergence Investment Partners, LLC | History | Closed out | 0 | 0 | — | 0.59% | — | -100,616 | -100.0% | Q1 2014 | May 08, 2014 |
| BlueCrest Capital Management LLP | History | Closed out | 0 | 0 | — | 0.23% | — | -100,200 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -98,439 | -100.0% | Q1 2014 | May 08, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -94,603 | -100.0% | Q1 2014 | May 13, 2014 |
| CUSHING ASSET MANAGEMENT, LP | History | Closed out | 0 | 0 | — | 0.1% | — | -92,680 | -100.0% | Q1 2014 | May 20, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -89,352 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -76,358 | -100.0% | Q1 2014 | May 16, 2014 |
| Weiss Multi-Strategy Advisers LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -74,476 | -100.0% | Q1 2014 | May 15, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -70,476 | -100.0% | Q1 2014 | May 15, 2014 |
| RAYMOND JAMES & ASSOCIATES | History | Closed out | 0 | 0 | — | 0.02% | — | -69,135 | -100.0% | Q1 2014 | May 13, 2014 |
| CLARK ESTATES INC/NY | History | Closed out | 0 | 0 | — | 0.39% | — | -67,000 | -100.0% | Q1 2014 | Apr 30, 2014 |
| PARADIGM ASSET MANAGEMENT CO LLC | History | Closed out | 0 | 0 | — | 0.33% | — | -62,950 | -100.0% | Q1 2014 | May 14, 2014 |
| DIAM Co., Ltd. | History | Closed out | 0 | 0 | — | 0.04% | — | -62,816 | -100.0% | Q1 2014 | May 05, 2014 |
| AQR CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -62,149 | -100.0% | Q1 2014 | May 15, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -60,326 | -100.0% | Q1 2014 | May 15, 2014 |
| AXA | History | Closed out | 0 | 0 | — | 0.01% | — | -60,000 | -100.0% | Q1 2014 | May 13, 2014 |
| INTEGRAL DERIVATIVES, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -60,000 | -100.0% | Q1 2014 | May 02, 2014 |
| NEW AMSTERDAM PARTNERS LLC/NY | History | Closed out | 0 | 0 | — | 0.15% | — | -56,324 | -100.0% | Q1 2014 | May 14, 2014 |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | History | Closed out | 0 | 0 | — | 0.01% | — | -55,544 | -100.0% | Q1 2014 | May 15, 2014 |
| Fiera Capital Corp | History | Closed out | 0 | 0 | — | 0.02% | — | -52,400 | -100.0% | Q1 2014 | Apr 15, 2014 |
| HALCYON OFFSHORE ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.19% | — | -50,000 | -100.0% | Q1 2014 | May 15, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -42,374 | -100.0% | Q1 2014 | May 15, 2014 |
| PARADIGM CAPITAL MANAGEMENT INC/NY | History | Closed out | 0 | 0 | — | 0.11% | — | -41,025 | -100.0% | Q1 2014 | May 12, 2014 |
| HIGHBRIDGE CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -39,000 | -100.0% | Q1 2014 | May 16, 2014 |
| Man Investments Ltd | History | Closed out | 0 | 0 | — | 0.13% | — | -37,317 | -100.0% | Q1 2014 | May 15, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -37,286 | -100.0% | Q1 2014 | May 16, 2014 |
| KEYBANK NATIONAL ASSOCIATION/OH | History | Closed out | 0 | 0 | — | 0.01% | — | -36,321 | -100.0% | Q1 2014 | May 14, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -32,718 | -100.0% | Q1 2014 | May 23, 2014 |
| MARTINGALE ASSET MANAGEMENT L P | History | Closed out | 0 | 0 | — | 0.04% | — | -31,409 | -100.0% | Q1 2014 | May 14, 2014 |
| NOMURA HOLDINGS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -30,006 | -100.0% | Q1 2014 | May 14, 2014 |
| Marshall Wace LLP | History | Closed out | 0 | 0 | — | 0.02% | — | -29,473 | -100.0% | Q1 2014 | May 14, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,877 | -100.0% | Q1 2014 | May 16, 2014 |
| Parallax Volatility Advisers, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -28,121 | -100.0% | Q1 2014 | May 15, 2014 |
| LUMINUS MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -26,353 | -100.0% | Q1 2014 | May 15, 2014 |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | History | Closed out | 0 | 0 | — | 0.0% | — | -25,110 | -100.0% | Q1 2014 | May 13, 2014 |
| LEGAL & GENERAL GROUP PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -23,613 | -100.0% | Q1 2014 | May 14, 2014 |
| ARGI Investment Services, LLC | History | Closed out | 0 | 0 | — | 0.13% | — | -20,543 | -100.0% | Q1 2014 | May 12, 2014 |
| Horizon Kinetics LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -19,629 | -100.0% | Q1 2014 | May 14, 2014 |
| LionEye Capital Management LLC | History | Closed out | 0 | 0 | — | 0.09% | — | -19,549 | -100.0% | Q1 2014 | May 15, 2014 |
| Gerstein Fisher | History | Closed out | 0 | 0 | — | 0.12% | — | -16,125 | -100.0% | Q1 2014 | May 15, 2014 |
| ONTARIO TEACHERS PENSION PLAN BOARD | History | Closed out | 0 | 0 | — | 0.01% | — | -15,620 | -100.0% | Q1 2014 | May 13, 2014 |
| Walleye Trading LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -15,552 | -100.0% | Q1 2014 | May 15, 2014 |
| Spark Investment Management LLC | History | Closed out | 0 | 0 | — | 0.09% | — | -14,400 | -100.0% | Q1 2014 | May 13, 2014 |
| ALPS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.01% | — | -14,383 | -100.0% | Q1 2014 | May 15, 2014 |
| TWO SIGMA ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -14,000 | -100.0% | Q1 2014 | May 15, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -13,200 | -100.0% | Q1 2014 | May 15, 2014 |
| KCG Holdings, Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -12,713 | -100.0% | Q1 2014 | May 15, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -12,600 | -100.0% | Q1 2014 | May 15, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | Closed out | 0 | 0 | — | 0.04% | — | -12,494 | -100.0% | Q1 2014 | May 05, 2014 |
| Verity Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.51% | — | -12,486 | -100.0% | Q1 2014 | May 15, 2014 |
| CAXTON ASSOCIATES LP | History | Closed out | 0 | 0 | — | 0.03% | — | -12,100 | -100.0% | Q1 2014 | May 15, 2014 |
| ROYAL BANK OF SCOTLAND GROUP PLC | History | Closed out | 0 | 0 | — | 0.02% | — | -9,784 | -100.0% | Q1 2014 | May 15, 2014 |
| Hutchin Hill Capital, LP | History | Closed out | 0 | 0 | — | 0.02% | — | -9,400 | -100.0% | Q1 2014 | May 15, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.0% | — | -9,148 | -100.0% | Q1 2014 | May 15, 2014 |
| Crow Point Partners, LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -8,800 | -100.0% | Q1 2014 | May 27, 2014 |
| Invictus RG Pte. Ltd. | History | Closed out | 0 | 0 | — | 0.37% | — | -8,018 | -100.0% | Q1 2014 | May 14, 2014 |
| GENESEE VALLEY TRUST CO | History | Closed out | 0 | 0 | — | 0.19% | — | -7,971 | -100.0% | Q1 2014 | May 07, 2014 |
| Old West Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.19% | — | -7,812 | -100.0% | Q1 2014 | May 14, 2014 |
| GROUP ONE TRADING, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -7,731 | -100.0% | Q1 2014 | May 07, 2014 |
| STIFEL FINANCIAL CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -7,524 | -100.0% | Q1 2014 | May 15, 2014 |
| CAPITAL ONE, NATIONAL ASSOCIATION | History | Closed out | 0 | 0 | — | 0.03% | — | -6,755 | -100.0% | Q1 2014 | May 07, 2014 |
| CHICAGO EQUITY PARTNERS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -6,400 | -100.0% | Q1 2014 | May 02, 2014 |
| CTC Alternative Strategies, Ltd. | History | Closed out | 0 | 0 | — | 0.13% | — | -6,000 | -100.0% | Q1 2014 | May 02, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -5,970 | -100.0% | Q1 2014 | May 15, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -5,700 | -100.0% | Q1 2014 | May 14, 2014 |
| WESTPAC BANKING CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -5,141 | -100.0% | Q1 2014 | May 12, 2014 |
| Forward Management, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -5,000 | -100.0% | Q1 2014 | May 08, 2014 |
| WOLVERINE ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,425 | -100.0% | Q1 2014 | May 14, 2014 |
| CANADA PENSION PLAN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.0% | — | -3,500 | -100.0% | Q1 2014 | May 09, 2014 |
| TORTOISE CAPITAL ADVISORS, L.L.C. | History | Closed out | 0 | 0 | — | 0.0% | — | -2,569 | -100.0% | Q1 2014 | May 09, 2014 |
| Index Management Solutions, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,119 | -100.0% | Q1 2014 | May 15, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,068 | -100.0% | Q1 2014 | May 02, 2014 |
| PALLADIUM PARTNERS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,000 | -100.0% | Q1 2014 | Apr 17, 2014 |
| SPRINGBOK CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,430 | -100.0% | Q1 2014 | May 15, 2014 |
| Aft, Forsyth & Sober, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -750 | -100.0% | Q1 2014 | May 12, 2014 |
| EDELMAN FINANCIAL GROUP INC. | History | Closed out | 0 | 0 | — | 0.0% | — | -500 | -100.0% | Q1 2014 | May 16, 2014 |
| Archford Capital Strategies, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -317 | -100.0% | Q1 2014 | May 15, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -316 | -100.0% | Q1 2014 | May 15, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -301 | -100.0% | Q1 2014 | Apr 11, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -205 | -100.0% | Q1 2014 | May 14, 2014 |
| Winslow, Evans & Crocker, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -191 | -100.0% | Q1 2014 | Apr 11, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -162 | -100.0% | Q1 2014 | May 12, 2014 |
| LAZARD ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -67 | -100.0% | Q1 2014 | May 12, 2014 |
| PRIVATE TRUST CO NA | History | Closed out | 0 | 0 | — | 0.0% | — | -55 | -100.0% | Q1 2014 | Apr 07, 2014 |
| SIGNATUREFD, LLC | History | Closed out | 0 | 0 | — | — | — | -7 | -100.0% | Q1 2014 | May 16, 2014 |