ENDURANCE SPECIALTY HLDGS LT SHS - G30397106
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 3,475,051 | 179,274 | 0.12% | 0.13% | 1 | +144,731 | 4.35% | Q2 2014 | Aug 08, 2014 |
| VANGUARD GROUP INC | History | Added to | 2,459,909 | 126,906 | 0.01% | 0.01% | 2 | +50,016 | 2.08% | Q2 2014 | Aug 11, 2014 |
| WEDGE CAPITAL MANAGEMENT L L P/NC | History | Added to | 1,692,553 | 87,319 | 0.89% | 0.95% | 3 | +14,915 | 0.89% | Q2 2014 | Aug 11, 2014 |
| ANCHOR CAPITAL ADVISORS LLC | History | Reduced | 1,315,399 | 67,861 | 1.31% | 1.66% | 4 | -234,182 | -15.11% | Q2 2014 | Aug 01, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Added to | 1,100,368 | 56,768 | 0.01% | 0.01% | 5 | +44,509 | 4.22% | Q2 2014 | Aug 06, 2014 |
| DIAMOND HILL CAPITAL MANAGEMENT INC | History | Added to | 1,038,037 | 53,552 | 0.42% | 0.41% | 6 | +140,865 | 15.7% | Q2 2014 | Aug 11, 2014 |
| FRONTIER CAPITAL MANAGEMENT CO LLC | History | Added to | 996,101 | 51,389 | 0.38% | 0.39% | 7 | +2,613 | 0.26% | Q2 2014 | Aug 01, 2014 |
| LSV ASSET MANAGEMENT | History | Reduced | 727,500 | 37,531 | 0.08% | 0.09% | 8 | -4,897 | -0.67% | Q2 2014 | Aug 06, 2014 |
| Lee Munder Capital Group, LLC | History | Reduced | 629,490 | 32,475 | 0.7% | 0.84% | 9 | -75,692 | -10.73% | Q2 2014 | Aug 11, 2014 |
| DENVER INVESTMENT ADVISORS LLC | History | Reduced | 581,854 | 30,017 | 0.91% | 0.94% | 10 | -15,111 | -2.53% | Q2 2014 | Aug 08, 2014 |
| THOMPSON SIEGEL & WALMSLEY LLC | History | Added to | 471,756 | 24,338 | 0.47% | 0.57% | 11 | +2,335 | 0.5% | Q2 2014 | Aug 12, 2014 |
| Boston Partners | History | Added to | 460,208 | 23,742 | 0.04% | 0.04% | 12 | +20,624 | 4.69% | Q2 2014 | Aug 08, 2014 |
| VICTORY CAPITAL MANAGEMENT INC | History | Reduced | 447,671 | 23,096 | 0.16% | 0.22% | 13 | -142,929 | -24.2% | Q2 2014 | Aug 08, 2014 |
| PZENA INVESTMENT MANAGEMENT LLC | History | Added to | 422,544 | 21,799 | 0.12% | 0.01% | 14 | +375,344 | 795.22% | Q2 2014 | Aug 08, 2014 |
| BlackRock Fund Advisors | History | Added to | 376,993 | 19,449 | 0.01% | 0.01% | 15 | +42,748 | 12.79% | Q2 2014 | Aug 06, 2014 |
| AJO, LP | History | New | 279,300 | 14,409 | 0.06% | — | 16 | +279,300 | New | Q2 2014 | Aug 06, 2014 |
| BOSTON ADVISORS LLC | History | Added to | 227,122 | 11,717 | 0.5% | 0.53% | 17 | +5,100 | 2.3% | Q2 2014 | Jul 23, 2014 |
| MARATHON ASSET MANAGEMENT LLP | History | New | 192,665 | 9,940 | 5.01% | — | 18 | +192,665 | New | Q2 2014 | Jul 17, 2014 |
| Netols Asset Management, Inc. | History | Reduced | 174,177 | 8,986 | 1.45% | 1.56% | 19 | -6,824 | -3.77% | Q2 2014 | Aug 05, 2014 |
| Nationwide Fund Advisors | History | No change | 157,149 | 8,107 | 0.03% | 0.04% | 20 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 150,530 | 7,766 | 0.03% | 0.03% | 21 | +26,316 | 21.19% | Q2 2014 | Aug 11, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Reduced | 144,138 | 7,436 | 0.01% | 0.01% | 22 | -71,357 | -33.11% | Q2 2014 | Aug 04, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 131,660 | 6,791 | 0.01% | 0.0% | 23 | +77,727 | 144.12% | Q2 2014 | Aug 11, 2014 |
| GLOBEFLEX CAPITAL L P | History | New | 131,243 | 6,770 | 0.74% | — | 24 | +131,243 | New | Q2 2014 | Jul 18, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Added to | 118,004 | 6,088 | 0.01% | 0.01% | 25 | +48,674 | 70.21% | Q2 2014 | Jul 30, 2014 |
| Adirondack Research & Management Inc. | History | Added to | 96,988 | 5,004 | 1.69% | 1.77% | 26 | +11,222 | 13.08% | Q2 2014 | Aug 08, 2014 |
| ACADIAN ASSET MANAGEMENT LLC | History | New | 84,407 | 4,355 | 0.02% | — | 27 | +84,407 | New | Q2 2014 | Jul 21, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | New | 80,190 | 4,137 | 0.01% | — | 28 | +80,190 | New | Q2 2014 | Aug 05, 2014 |
| VILLERE ST DENIS J & CO LLC | History | Reduced | 78,700 | 4,060 | 0.15% | 4.1% | 29 | -1,872,725 | -95.97% | Q2 2014 | Jul 30, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | Reduced | 75,698 | 3,905 | 0.01% | 0.01% | 30 | -1,530 | -1.98% | Q2 2014 | Aug 07, 2014 |
| OMERS ADMINISTRATION Corp | History | New | 59,600 | 3,075 | 0.1% | — | 31 | +59,600 | New | Q2 2014 | Aug 11, 2014 |
| MENTA CAPITAL LLC | History | New | 59,409 | 3,065 | 0.57% | — | 32 | +59,409 | New | Q2 2014 | Aug 05, 2014 |
| SEI TRUST CO | History | Added to | 55,703 | 2,874 | 0.03% | 0.02% | 33 | +19,393 | 53.41% | Q2 2014 | Jul 22, 2014 |
| Swiss National Bank | History | No change | 49,300 | 2,543 | 0.01% | 0.01% | 34 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| CHICAGO EQUITY PARTNERS LLC | History | New | 45,180 | 2,330 | 0.06% | — | 35 | +45,180 | New | Q2 2014 | Aug 01, 2014 |
| OXFORD ASSET MANAGEMENT | History | New | 37,022 | 1,894 | 0.07% | — | 36 | +37,022 | New | Q2 2014 | Jul 16, 2014 |
| RHUMBLINE ADVISERS | History | Reduced | 35,761 | 1,845 | 0.01% | 0.01% | 37 | -3,117 | -8.02% | Q2 2014 | Aug 06, 2014 |
| Aperio Group, LLC | History | Added to | 29,622 | 1,528 | 0.02% | 0.01% | 38 | +22,858 | 337.94% | Q2 2014 | Jul 23, 2014 |
| BB&T CORP | History | Reduced | 29,374 | 1,515 | 0.05% | 0.06% | 39 | -3,700 | -11.19% | Q2 2014 | Jul 21, 2014 |
| Stux Capital Management, LLC | History | Reduced | 28,400 | 1,465 | 0.19% | 0.21% | 40 | -2,900 | -9.27% | Q2 2014 | Jul 14, 2014 |
| FIRST REPUBLIC INVESTMENT MANAGEMENT, INC. | History | Reduced | 26,055 | 1,344 | 0.02% | 0.03% | 41 | -1,747 | -6.28% | Q2 2014 | Aug 11, 2014 |
| GSA CAPITAL PARTNERS LLP | History | New | 25,232 | 1,302 | 0.06% | — | 42 | +25,232 | New | Q2 2014 | Aug 08, 2014 |
| BlackRock Investment Management, LLC | History | Added to | 20,645 | 1,065 | 0.0% | 0.0% | 43 | +1,914 | 10.22% | Q2 2014 | Aug 06, 2014 |
| BlackRock Group LTD | History | Reduced | 19,978 | 1,031 | 0.0% | 0.0% | 44 | -2,502 | -11.13% | Q2 2014 | Aug 06, 2014 |
| Airain ltd | History | Added to | 19,421 | 1,002 | 0.08% | 0.07% | 45 | +11,589 | 147.97% | Q2 2014 | Aug 05, 2014 |
| BABSON CAPITAL MANAGEMENT LLC | History | Added to | 18,200 | 939 | 0.03% | 0.02% | 46 | +6,400 | 54.24% | Q2 2014 | Aug 08, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Reduced | 17,044 | 879 | 0.01% | 0.03% | 47 | -24,148 | -58.62% | Q2 2014 | Aug 01, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | Added to | 14,316 | 739 | 0.01% | 0.0% | 48 | +10,284 | 255.06% | Q2 2014 | Jul 16, 2014 |
| Princeton Alpha Management LP | History | New | 11,113 | 573 | 0.12% | — | 49 | +11,113 | New | Q2 2014 | Jul 17, 2014 |
| Clear Harbor Asset Management, LLC | History | New | 10,325 | 533 | 0.11% | — | 50 | +10,325 | New | Q2 2014 | Jul 23, 2014 |
| CADENCE CAPITAL MANAGEMENT LLC | History | Reduced | 10,017 | 517 | 0.02% | 0.02% | 51 | -486 | -4.63% | Q2 2014 | Jul 23, 2014 |
| BRC Investment Management LLC | History | New | 9,674 | 499 | 0.07% | — | 52 | +9,674 | New | Q2 2014 | Jul 16, 2014 |
| ProShare Advisors LLC | History | Added to | 8,786 | 453 | 0.01% | 0.01% | 53 | +105 | 1.21% | Q2 2014 | Aug 08, 2014 |
| Utah Retirement Systems | History | Reduced | 7,687 | 396 | 0.01% | 0.01% | 54 | -100 | -1.28% | Q2 2014 | Aug 08, 2014 |
| SALZHAUER MICHAEL | History | No change | 6,600 | 340 | 0.32% | 0.34% | 55 | 0 | 0.0% | Q2 2014 | Jul 28, 2014 |
| BLACKROCK ADVISORS LLC | History | No change | 6,510 | 336 | 0.0% | 9.91% | 56 | 0 | 0.0% | Q2 2014 | Aug 06, 2014 |
| 1st Global Advisors, Inc. | History | Reduced | 6,296 | 325 | 0.05% | 0.06% | 57 | -175 | -2.7% | Q2 2014 | Jul 10, 2014 |
| HL FINANCIAL SERVICES LLC | History | New | 5,770 | 298 | 0.01% | — | 58 | +5,770 | New | Q2 2014 | Aug 01, 2014 |
| Quantbot Technologies LP | History | New | 4,600 | 237 | 0.04% | — | 59 | +4,600 | New | Q2 2014 | Jul 08, 2014 |
| MAI Wealth Advisors | History | Added to | 4,073 | 210 | 0.02% | 0.02% | 60 | +267 | 7.02% | Q2 2014 | Jul 28, 2014 |
| COMMONWEALTH BANK OF AUSTRALIA | History | New | 3,999 | 206 | 0.0% | — | 61 | +3,999 | New | Q2 2014 | Aug 11, 2014 |
| FIRST MERCANTILE TRUST CO | History | Added to | 3,370 | 174 | 0.01% | 0.01% | 62 | +250 | 8.01% | Q2 2014 | Jul 22, 2014 |
| BlackRock Inc. | History | Reduced | 2,619 | 135 | 0.0% | 0.0% | 63 | -1,256 | -32.41% | Q2 2014 | Aug 06, 2014 |
| BOSTON PRIVATE BANK & TRUST CO | History | Added to | 2,069 | 107 | 0.01% | 0.01% | 64 | +50 | 2.48% | Q2 2014 | Jul 15, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Added to | 1,736 | 89 | 0.0% | 0.0% | 65 | +283 | 19.48% | Q2 2014 | Aug 08, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | No change | 1,628 | 84 | 0.0% | 0.0% | 66 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Reduced | 1,319 | 67 | 0.0% | 0.0% | 67 | -511 | -27.92% | Q2 2014 | Jul 31, 2014 |
| Gary Goldberg Planning Services Inc | History | New | 908 | 47 | 0.02% | — | 68 | +908 | New | Q2 2014 | Aug 06, 2014 |
| KBC Group NV | History | No change | 166 | 9 | 0.0% | 0.0% | 69 | 0 | 0.0% | Q2 2014 | Aug 01, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | No change | 151 | 8 | 0.0% | 0.0% | 70 | 0 | 0.0% | Q2 2014 | Aug 08, 2014 |
| Warren Averett Asset Management, LLC | History | No change | 157 | 8 | 0.0% | 0.0% | 71 | 0 | 0.0% | Q2 2014 | Jul 29, 2014 |
| NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO | History | No change | 140 | 7 | 0.0% | 0.0% | 72 | 0 | 0.0% | Q2 2014 | Aug 05, 2014 |
| SMITHFIELD TRUST CO | History | No change | 110 | 6 | 0.0% | 0.0% | 73 | 0 | 0.0% | Q2 2014 | Jul 16, 2014 |
| MetLife Securities, Inc | History | No change | 106 | 5 | 0.0% | 0.0% | 74 | 0 | 0.0% | Q2 2014 | Aug 04, 2014 |
| ENTERPRISE FINANCIAL SERVICES CORP | History | Reduced | 54 | 3 | 0.0% | 0.0% | 75 | -37 | -40.66% | Q2 2014 | Jul 24, 2014 |
| TOCQUEVILLE ASSET MANAGEMENT L.P. | History | Added to | 35 | 2 | 0.0% | 0.0% | 76 | +18 | 105.88% | Q2 2014 | Jul 30, 2014 |
| PRIVATE TRUST CO NA | History | Reduced | 16 | 1 | 0.0% | 0.0% | 77 | -1 | -5.88% | Q2 2014 | Jul 22, 2014 |
| TCI Wealth Advisors, Inc. | History | No change | 10 | 1 | 0.0% | 0.0% | 78 | 0 | 0.0% | Q2 2014 | Aug 11, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -3,952,400 | -100.0% | Q1 2014 | May 15, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 1.07% | — | -2,332,205 | -100.0% | Q1 2014 | May 16, 2014 |
| Champlain Investment Partners, LLC | History | Closed out | 0 | 0 | — | 1.9% | — | -2,052,920 | -100.0% | Q1 2014 | May 13, 2014 |
| RS INVESTMENT MANAGEMENT CO LLC | History | Closed out | 0 | 0 | — | 0.32% | — | -997,065 | -100.0% | Q1 2014 | May 15, 2014 |
| GUGGENHEIM CAPITAL LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -893,334 | -100.0% | Q1 2014 | May 16, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -794,601 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.0% | — | -787,820 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -746,030 | -100.0% | Q1 2014 | May 14, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -483,720 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.01% | — | -482,877 | -100.0% | Q1 2014 | May 15, 2014 |
| HEARTLAND ADVISORS INC | History | Closed out | 0 | 0 | — | 0.45% | — | -475,958 | -100.0% | Q1 2014 | May 09, 2014 |
| Tradewinds Global Investors, LLC | History | Closed out | 0 | 0 | — | 0.57% | — | -420,465 | -100.0% | Q1 2014 | May 14, 2014 |
| EATON VANCE MANAGEMENT | History | Closed out | 0 | 0 | — | 0.05% | — | -345,920 | -100.0% | Q1 2014 | May 05, 2014 |
| Brandywine Global Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.15% | — | -327,455 | -100.0% | Q1 2014 | May 15, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | — | 0.02% | — | -252,074 | -100.0% | Q1 2014 | May 15, 2014 |
| SENTINEL ASSET MANAGEMENT, INC. | History | Closed out | 0 | 0 | — | 0.27% | — | -250,950 | -100.0% | Q1 2014 | May 15, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.02% | — | -248,726 | -100.0% | Q1 2014 | May 16, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.0% | — | -243,445 | -100.0% | Q1 2014 | May 14, 2014 |
| CS MCKEE LP | History | Closed out | 0 | 0 | — | 0.28% | — | -241,740 | -100.0% | Q1 2014 | May 14, 2014 |
| Opus Capital Group, LLC | History | Closed out | 0 | 0 | — | 0.87% | — | -227,479 | -100.0% | Q1 2014 | Apr 30, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -217,164 | -100.0% | Q1 2014 | May 14, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -208,518 | -100.0% | Q1 2014 | May 15, 2014 |
| FIRST WILSHIRE SECURITIES MANAGEMENT INC | History | Closed out | 0 | 0 | — | 1.75% | — | -208,323 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -205,525 | -100.0% | Q1 2014 | May 15, 2014 |
| PROSPECTOR PARTNERS LLC | History | Closed out | 0 | 0 | — | 0.5% | — | -193,300 | -100.0% | Q1 2014 | May 15, 2014 |
| WADDELL & REED FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.02% | — | -191,600 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -187,776 | -100.0% | Q1 2014 | Apr 18, 2014 |
| LORD, ABBETT & CO. LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -165,900 | -100.0% | Q1 2014 | May 15, 2014 |
| JANUS CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -164,200 | -100.0% | Q1 2014 | May 15, 2014 |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -162,900 | -100.0% | Q1 2014 | May 15, 2014 |
| DREMAN VALUE MANAGEMENT, L L C | History | Closed out | 0 | 0 | — | 0.67% | — | -160,221 | -100.0% | Q1 2014 | May 15, 2014 |
| HighTower Advisors, LLC | History | Closed out | 0 | 0 | — | 0.14% | — | -137,550 | -100.0% | Q1 2014 | May 15, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -127,743 | -100.0% | Q1 2014 | May 15, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -102,870 | -100.0% | Q1 2014 | May 15, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.0% | — | -99,584 | -100.0% | Q1 2014 | May 13, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -94,259 | -100.0% | Q1 2014 | May 13, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -78,807 | -100.0% | Q1 2014 | May 13, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.01% | — | -78,336 | -100.0% | Q1 2014 | May 08, 2014 |
| Nuveen Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -66,235 | -100.0% | Q1 2014 | May 14, 2014 |
| Phocas Financial Corp. | History | Closed out | 0 | 0 | — | 0.32% | — | -62,688 | -100.0% | Q1 2014 | May 14, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -53,711 | -100.0% | Q1 2014 | May 15, 2014 |
| AXA | History | Closed out | 0 | 0 | — | 0.01% | — | -46,000 | -100.0% | Q1 2014 | May 13, 2014 |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.06% | — | -44,010 | -100.0% | Q1 2014 | May 09, 2014 |
| STEVENS CAPITAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.06% | — | -42,043 | -100.0% | Q1 2014 | May 06, 2014 |
| Raymond James Financial Services Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.13% | — | -40,426 | -100.0% | Q1 2014 | May 08, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -37,114 | -100.0% | Q1 2014 | May 15, 2014 |
| ANALYTIC INVESTORS, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -36,730 | -100.0% | Q1 2014 | May 12, 2014 |
| Placemark Investments, Inc. | History | Closed out | 0 | 0 | — | 0.04% | — | -34,760 | -100.0% | Q1 2014 | May 09, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.0% | — | -33,478 | -100.0% | Q1 2014 | May 15, 2014 |
| NGAM ADVISORS, L.P. | History | Closed out | 0 | 0 | — | 0.03% | — | -32,538 | -100.0% | Q1 2014 | May 13, 2014 |
| KEYBANK NATIONAL ASSOCIATION/OH | History | Closed out | 0 | 0 | — | 0.01% | — | -31,643 | -100.0% | Q1 2014 | May 14, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -31,400 | -100.0% | Q1 2014 | May 13, 2014 |
| STATE OF WISCONSIN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.01% | — | -30,785 | -100.0% | Q1 2014 | May 14, 2014 |
| M&T BANK CORP | History | Closed out | 0 | 0 | — | 0.07% | — | -30,600 | -100.0% | Q1 2014 | May 14, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.0% | — | -29,694 | -100.0% | Q1 2014 | May 15, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,773 | -100.0% | Q1 2014 | May 23, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,206 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.0% | — | -27,162 | -100.0% | Q1 2014 | May 15, 2014 |
| Perimeter Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.71% | — | -26,489 | -100.0% | Q1 2014 | May 05, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -26,388 | -100.0% | Q1 2014 | May 13, 2014 |
| RBF Capital, LLC | History | Closed out | 0 | 0 | — | 0.33% | — | -25,000 | -100.0% | Q1 2014 | May 13, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -22,380 | -100.0% | Q1 2014 | May 15, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | — | 0.01% | — | -22,100 | -100.0% | Q1 2014 | May 14, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 1.58% | — | -20,437 | -100.0% | Q1 2014 | Aug 08, 2014 |
| SMITH HAYES Advisers, Inc | History | Closed out | 0 | 0 | — | 0.27% | — | -20,200 | -100.0% | Q1 2014 | May 09, 2014 |
| FDx Advisors, Inc. | History | Closed out | 0 | 0 | — | 0.09% | — | -19,460 | -100.0% | Q1 2014 | May 15, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -19,314 | -100.0% | Q1 2014 | May 15, 2014 |
| BATTERYMARCH FINANCIAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.02% | — | -19,284 | -100.0% | Q1 2014 | May 15, 2014 |
| LEGAL & GENERAL GROUP PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -18,655 | -100.0% | Q1 2014 | May 14, 2014 |
| Bragg Financial Advisors, Inc | History | Closed out | 0 | 0 | — | 0.24% | — | -18,516 | -100.0% | Q1 2014 | May 14, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -18,200 | -100.0% | Q1 2014 | May 15, 2014 |
| NUANCE INVESTMENTS, LLC | History | Closed out | 0 | 0 | — | 0.13% | — | -17,553 | -100.0% | Q1 2014 | May 14, 2014 |
| OLD NATIONAL BANCORP /IN/ | History | Closed out | 0 | 0 | — | 0.06% | — | -12,964 | -100.0% | Q1 2014 | May 16, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -12,784 | -100.0% | Q1 2014 | May 12, 2014 |
| MILES CAPITAL, INC. | History | Closed out | 0 | 0 | — | 0.33% | — | -11,805 | -100.0% | Q1 2014 | May 13, 2014 |
| BOKF, NA | History | Closed out | 0 | 0 | — | 0.02% | — | -11,649 | -100.0% | Q1 2014 | May 14, 2014 |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | History | Closed out | 0 | 0 | — | 0.01% | — | -11,515 | -100.0% | Q1 2014 | May 08, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | — | 0.01% | — | -10,691 | -100.0% | Q1 2014 | May 12, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -10,534 | -100.0% | Q1 2014 | May 14, 2014 |
| IBM Retirement Fund | History | Closed out | 0 | 0 | — | 0.01% | — | -10,064 | -100.0% | Q1 2014 | May 19, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.0% | — | -9,450 | -100.0% | Q1 2014 | May 15, 2014 |
| TUDOR INVESTMENT CORP ET AL | History | Closed out | 0 | 0 | — | 0.02% | — | -9,400 | -100.0% | Q1 2014 | May 15, 2014 |
| Robeco Institutional Asset Management B.V. | History | Closed out | 0 | 0 | — | 0.0% | — | -8,917 | -100.0% | Q1 2014 | May 07, 2014 |
| ZACKS INVESTMENT MANAGEMENT | History | Closed out | 0 | 0 | — | 0.02% | — | -8,466 | -100.0% | Q1 2014 | May 13, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -7,851 | -100.0% | Q1 2014 | May 13, 2014 |
| Pine River Capital Management L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -7,600 | -100.0% | Q1 2014 | May 15, 2014 |
| HBK INVESTMENTS L P | History | Closed out | 0 | 0 | — | 0.01% | — | -7,400 | -100.0% | Q1 2014 | May 15, 2014 |
| SYMONS CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.09% | — | -7,065 | -100.0% | Q1 2014 | May 07, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -6,379 | -100.0% | Q1 2014 | May 16, 2014 |
| FIFTH THIRD BANCORP | History | Closed out | 0 | 0 | — | 0.0% | — | -6,375 | -100.0% | Q1 2014 | May 15, 2014 |
| OREGON PUBLIC EMPLOYEES RETIREMENT FUND | History | Closed out | 0 | 0 | — | 0.01% | — | -6,300 | -100.0% | Q1 2014 | May 16, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -6,040 | -100.0% | Q1 2014 | May 14, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -6,003 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.0% | — | -5,618 | -100.0% | Q1 2014 | May 15, 2014 |
| Gotham Asset Management, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -5,286 | -100.0% | Q1 2014 | May 15, 2014 |
| JOHNSON INVESTMENT COUNSEL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -5,200 | -100.0% | Q1 2014 | May 15, 2014 |
| NWQ INVESTMENT MANAGEMENT COMPANY, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -5,000 | -100.0% | Q1 2014 | May 14, 2014 |
| Jefferies Group LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,849 | -100.0% | Q1 2014 | May 16, 2014 |
| WESBANCO BANK INC | History | Closed out | 0 | 0 | — | 0.01% | — | -4,500 | -100.0% | Q1 2014 | May 02, 2014 |
| TRADITION CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.08% | — | -4,448 | -100.0% | Q1 2014 | May 05, 2014 |
| TD ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,131 | -100.0% | Q1 2014 | May 09, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -4,112 | -100.0% | Q1 2014 | May 14, 2014 |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -4,099 | -100.0% | Q1 2014 | May 15, 2014 |
| UNITED CAPITAL FINANCIAL ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -3,918 | -100.0% | Q1 2014 | May 14, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -3,850 | -100.0% | Q1 2014 | May 13, 2014 |
| World Asset Management Inc | History | Closed out | 0 | 0 | — | 0.01% | — | -3,802 | -100.0% | Q1 2014 | Apr 29, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.0% | — | -3,791 | -100.0% | Q1 2014 | May 15, 2014 |
| SUNTRUST BANKS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -3,759 | -100.0% | Q1 2014 | May 14, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,600 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,569 | -100.0% | Q1 2014 | May 15, 2014 |
| ETRADE Capital Management LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,306 | -100.0% | Q1 2014 | May 15, 2014 |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | History | Closed out | 0 | 0 | — | 0.0% | — | -1,295 | -100.0% | Q1 2014 | May 15, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -1,003 | -100.0% | Q1 2014 | May 02, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -844 | -100.0% | Q1 2014 | May 15, 2014 |
| Parallax Volatility Advisers, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -582 | -100.0% | Q1 2014 | May 15, 2014 |
| SIGNATUREFD, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -121 | -100.0% | Q1 2014 | May 16, 2014 |
| FineMark National Bank & Trust | History | Closed out | 0 | 0 | — | 0.0% | — | -108 | -100.0% | Q1 2014 | May 13, 2014 |
| MASSMUTUAL TRUST CO FSB/ADV | History | Closed out | 0 | 0 | — | 0.0% | — | -29 | -100.0% | Q1 2014 | May 15, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | — | 0.0% | — | -19 | -100.0% | Q1 2014 | Apr 24, 2014 |