ALLIED WRLD ASSUR COM HLDG A - H01531104
Detailed investor-level table based on 13F positions.
Early Q3 2016 data: only 1 institutional holders reported so far. The full shareholder list will grow as more funds file with the SEC.
Methodology:
Market value and % of portfolio use SEC reported VALUE ($000).
For PUT/CALL positions this reflects reported underlying exposure, not premium cash paid/received.
Details.
Rows: 0
| Investor | History | Status | Shares held | Market value ($000) | % of portfolio | Previous % | Rank | Change in shares | % change in shares | Source | Date reported |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | History | Added to | 5,570,832 | 211,804 | 0.02% | 0.02% | 1 | +3,746,604 | 205.38% | Q2 2014 | Aug 11, 2014 |
| DIMENSIONAL FUND ADVISORS LP | History | Added to | 2,692,449 | 102,363 | 0.07% | 0.07% | 2 | +1,782,774 | 195.98% | Q2 2014 | Aug 08, 2014 |
| BlackRock Institutional Trust Company, N.A. | History | Added to | 2,296,578 | 87,316 | 0.01% | 0.02% | 3 | +1,327,580 | 137.01% | Q2 2014 | Aug 06, 2014 |
| ROYCE & ASSOCIATES LLC | History | Added to | 2,211,350 | 84,076 | 0.25% | 0.24% | 4 | +1,412,200 | 176.71% | Q2 2014 | Aug 11, 2014 |
| Findlay Park Partners LLP | History | Added to | 2,176,200 | 82,739 | 0.86% | 0.85% | 5 | +1,450,800 | 200.0% | Q2 2014 | Aug 08, 2014 |
| FRONTIER CAPITAL MANAGEMENT CO LLC | History | Added to | 2,155,414 | 81,949 | 0.6% | 0.59% | 6 | +1,360,201 | 171.05% | Q2 2014 | Aug 01, 2014 |
| AJO, LP | History | Added to | 1,799,240 | 68,407 | 0.29% | 0.41% | 7 | +885,690 | 96.95% | Q2 2014 | Aug 06, 2014 |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | History | New | 1,798,891 | 68,393 | 0.47% | — | 8 | +1,798,891 | New | Q2 2014 | Aug 11, 2014 |
| Nicholas Investment Partners, LP | History | Added to | 1,173,888 | 44,631 | 2.63% | 3.13% | 9 | +806,094 | 219.17% | Q2 2014 | Aug 01, 2014 |
| Numeric Investors LLC | History | Added to | 802,714 | 30,519 | 0.46% | 0.3% | 10 | +633,922 | 375.56% | Q2 2014 | Aug 11, 2014 |
| BlackRock Fund Advisors | History | Added to | 800,304 | 30,428 | 0.01% | 0.01% | 11 | +529,578 | 195.61% | Q2 2014 | Aug 06, 2014 |
| RENAISSANCE GROUP LLC | History | Added to | 392,330 | 14,943 | 0.55% | 0.51% | 12 | +266,227 | 211.12% | Q2 2014 | Aug 07, 2014 |
| FIRST TRUST ADVISORS LP | History | Added to | 375,805 | 14,288 | 0.06% | 0.02% | 13 | +339,699 | 940.84% | Q2 2014 | Aug 11, 2014 |
| CREDIT SUISSE AG/ | History | Added to | 371,943 | 14,142 | 0.01% | 0.01% | 14 | +293,783 | 375.87% | Q2 2014 | Aug 11, 2014 |
| SCHWAB CHARLES INVESTMENT MANAGEMENT INC | History | Added to | 278,103 | 10,574 | 0.02% | 0.01% | 15 | +205,308 | 282.04% | Q2 2014 | Jul 30, 2014 |
| Channing Capital Management, LLC | History | Added to | 272,826 | 10,373 | 0.61% | 0.64% | 16 | +175,351 | 179.89% | Q2 2014 | Jul 22, 2014 |
| LSV ASSET MANAGEMENT | History | Added to | 258,500 | 9,828 | 0.02% | 0.02% | 17 | +175,900 | 212.95% | Q2 2014 | Aug 06, 2014 |
| CHICAGO EQUITY PARTNERS LLC | History | New | 210,960 | 8,020 | 0.21% | — | 18 | +210,960 | New | Q2 2014 | Aug 01, 2014 |
| SEI TRUST CO | History | Added to | 174,987 | 6,653 | 0.06% | 0.04% | 19 | +133,410 | 320.87% | Q2 2014 | Jul 22, 2014 |
| CAPITAL FUND MANAGEMENT S.A. | History | Added to | 165,700 | 6,300 | 0.07% | 0.02% | 20 | +147,811 | 826.27% | Q2 2014 | Aug 01, 2014 |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | History | Added to | 164,919 | 6,270 | 0.02% | 0.02% | 21 | +110,674 | 204.03% | Q2 2014 | Aug 07, 2014 |
| NEW YORK STATE COMMON RETIREMENT FUND | History | Added to | 162,015 | 6,160 | 0.01% | 0.01% | 22 | +91,080 | 128.4% | Q2 2014 | Aug 05, 2014 |
| FEDERATED INVESTORS INC /PA/ | History | Added to | 153,028 | 5,818 | 0.02% | 0.02% | 23 | +102,613 | 203.54% | Q2 2014 | Aug 07, 2014 |
| MENTA CAPITAL LLC | History | Added to | 151,780 | 5,771 | 1.07% | 1.73% | 24 | +95,612 | 170.23% | Q2 2014 | Aug 05, 2014 |
| Matterhorn Capital Management, LLC | History | Added to | 151,596 | 5,764 | 2.56% | 2.28% | 25 | +102,770 | 210.48% | Q2 2014 | Aug 08, 2014 |
| EAGLE BOSTON INVESTMENT MANAGEMENT INC | History | Added to | 141,737 | 5,388 | 0.27% | 0.24% | 26 | +93,681 | 194.94% | Q2 2014 | Jul 10, 2014 |
| Swiss National Bank | History | Added to | 115,872 | 4,405 | 0.02% | 0.02% | 27 | +77,472 | 201.75% | Q2 2014 | Aug 06, 2014 |
| AMERICAN CENTURY COMPANIES INC | History | Added to | 94,549 | 3,595 | 0.0% | 0.0% | 28 | +64,669 | 216.43% | Q2 2014 | Aug 04, 2014 |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | History | New | 87,200 | 3,315 | 0.04% | — | 29 | +87,200 | New | Q2 2014 | Jul 18, 2014 |
| TODD ASSET MANAGEMENT LLC | History | New | 87,200 | 3,315 | 0.09% | — | 30 | +87,200 | New | Q2 2014 | Aug 08, 2014 |
| Nationwide Fund Advisors | History | Added to | 70,711 | 2,688 | 0.01% | 0.01% | 31 | +46,174 | 188.18% | Q2 2014 | Aug 11, 2014 |
| RHUMBLINE ADVISERS | History | Added to | 67,236 | 2,556 | 0.01% | 0.01% | 32 | +40,876 | 155.07% | Q2 2014 | Aug 06, 2014 |
| BlackRock Group LTD | History | Added to | 60,175 | 2,288 | 0.0% | 0.0% | 33 | +11,724 | 24.2% | Q2 2014 | Aug 06, 2014 |
| Aurora Investment Counsel | History | Added to | 56,717 | 2,156 | 1.36% | 1.25% | 34 | +37,773 | 199.39% | Q2 2014 | Jul 30, 2014 |
| Aperio Group, LLC | History | Added to | 54,065 | 2,056 | 0.03% | 0.03% | 35 | +35,866 | 197.08% | Q2 2014 | Jul 23, 2014 |
| FIRST QUADRANT L P/CA | History | New | 52,500 | 1,996 | 0.04% | — | 36 | +52,500 | New | Q2 2014 | Jul 31, 2014 |
| DEERE & CO | History | New | 49,398 | 1,878 | 0.1% | — | 37 | +49,398 | New | Q2 2014 | Aug 11, 2014 |
| BlackRock Investment Management, LLC | History | Added to | 44,986 | 1,710 | 0.0% | 0.0% | 38 | +27,172 | 152.53% | Q2 2014 | Aug 06, 2014 |
| FIRST REPUBLIC INVESTMENT MANAGEMENT, INC. | History | Added to | 44,624 | 1,697 | 0.03% | 0.03% | 39 | +29,727 | 199.55% | Q2 2014 | Aug 11, 2014 |
| PNC FINANCIAL SERVICES GROUP, INC. | History | Added to | 43,831 | 1,667 | 0.0% | 0.0% | 40 | +29,221 | 200.01% | Q2 2014 | Aug 08, 2014 |
| GSA CAPITAL PARTNERS LLP | History | New | 42,452 | 1,614 | 0.07% | — | 41 | +42,452 | New | Q2 2014 | Aug 08, 2014 |
| NEW VERNON INVESTMENT MANAGEMENT LLC | History | Added to | 38,700 | 1,471 | 1.02% | 1.02% | 42 | +25,800 | 200.0% | Q2 2014 | Aug 05, 2014 |
| KBC Group NV | History | Added to | 38,125 | 1,450 | 0.02% | 0.0% | 43 | +36,245 | 1927.93% | Q2 2014 | Aug 01, 2014 |
| PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO | History | Added to | 29,654 | 1,127 | 0.01% | 0.01% | 44 | +19,698 | 197.85% | Q2 2014 | Jul 16, 2014 |
| BB&T CORP | History | Added to | 26,253 | 998 | 0.03% | 0.03% | 45 | +17,394 | 196.34% | Q2 2014 | Jul 21, 2014 |
| DAVIDSON D A & CO | History | Added to | 25,536 | 970 | 0.03% | 0.03% | 46 | +17,392 | 213.56% | Q2 2014 | Jul 29, 2014 |
| CADENCE CAPITAL MANAGEMENT LLC | History | New | 24,352 | 926 | 0.04% | — | 47 | +24,352 | New | Q2 2014 | Jul 23, 2014 |
| GENERAL MOTORS INVESTMENT MANAGEMENT CORP | History | New | 22,458 | 854 | 0.07% | — | 48 | +22,458 | New | Q2 2014 | Aug 08, 2014 |
| BABSON CAPITAL MANAGEMENT LLC | History | Added to | 22,360 | 850 | 0.03% | 0.02% | 49 | +16,610 | 288.87% | Q2 2014 | Aug 08, 2014 |
| Princeton Alpha Management LP | History | Added to | 19,773 | 752 | 0.16% | 0.23% | 50 | +12,600 | 175.66% | Q2 2014 | Jul 17, 2014 |
| WESBANCO BANK INC | History | Added to | 19,650 | 747 | 0.04% | 0.04% | 51 | +13,100 | 200.0% | Q2 2014 | Jul 14, 2014 |
| ProShare Advisors LLC | History | Added to | 19,387 | 737 | 0.01% | 0.01% | 52 | +12,878 | 197.85% | Q2 2014 | Aug 08, 2014 |
| Utah Retirement Systems | History | Added to | 17,074 | 649 | 0.02% | 0.02% | 53 | +10,816 | 172.83% | Q2 2014 | Aug 08, 2014 |
| EULAV Asset Management | History | Added to | 16,200 | 616 | 0.03% | 0.03% | 54 | +10,800 | 200.0% | Q2 2014 | Jul 30, 2014 |
| BLACKROCK ADVISORS LLC | History | Reduced | 14,766 | 561 | 0.0% | 420.72% | 55 | -129,276 | -89.75% | Q2 2014 | Aug 06, 2014 |
| BRC Investment Management LLC | History | New | 14,005 | 532 | 0.08% | — | 56 | +14,005 | New | Q2 2014 | Jul 16, 2014 |
| BANK OF HAWAII | History | New | 11,100 | 422 | 0.04% | — | 57 | +11,100 | New | Q2 2014 | Jul 17, 2014 |
| Ifrah Financial Services, Inc. | History | Added to | 8,028 | 305 | 0.12% | 0.11% | 58 | +5,366 | 201.58% | Q2 2014 | Aug 06, 2014 |
| SALZHAUER MICHAEL | History | Added to | 7,500 | 285 | 0.27% | 0.25% | 59 | +5,000 | 200.0% | Q2 2014 | Jul 28, 2014 |
| SMITH ASSET MANAGEMENT GROUP LP | History | Added to | 7,500 | 285 | 0.01% | 0.01% | 60 | +5,000 | 200.0% | Q2 2014 | Jul 23, 2014 |
| BANCORPSOUTH INC | History | New | 7,212 | 274 | 0.03% | — | 61 | +7,212 | New | Q2 2014 | Aug 06, 2014 |
| FULTON BANK, N.A. | History | Added to | 7,066 | 269 | 0.03% | 0.03% | 62 | +4,896 | 225.62% | Q2 2014 | Jul 02, 2014 |
| Tradeworx Inc. | History | New | 6,491 | 247 | 0.2% | — | 63 | +6,491 | New | Q2 2014 | Jul 10, 2014 |
| NISA INVESTMENT ADVISORS L L C | History | Added to | 6,000 | 228 | 0.0% | 0.0% | 64 | +4,000 | 200.0% | Q2 2014 | Jul 29, 2014 |
| Yorktown Management & Research Co Inc | History | Added to | 6,000 | 228 | 0.04% | 0.04% | 65 | +4,000 | 200.0% | Q2 2014 | Jul 23, 2014 |
| FIRST CITIZENS BANK & TRUST CO | History | Added to | 5,883 | 224 | 0.02% | 0.02% | 66 | +3,885 | 194.44% | Q2 2014 | Aug 05, 2014 |
| BlackRock Inc. | History | Reduced | 5,480 | 208 | 0.0% | 0.01% | 67 | -58,043 | -91.37% | Q2 2014 | Aug 06, 2014 |
| AMERICAN INTERNATIONAL GROUP INC | History | Added to | 4,257 | 161 | 0.0% | 0.0% | 68 | +3,158 | 287.35% | Q2 2014 | Aug 08, 2014 |
| Livforsakringsbolaget Skandia, Omsesidigt | History | Added to | 4,077 | 155 | 0.01% | 0.01% | 69 | +1,218 | 42.6% | Q2 2014 | Jul 17, 2014 |
| TEACHER RETIREMENT SYSTEM OF TEXAS | History | Added to | 3,602 | 137 | 0.0% | 0.0% | 70 | +2,368 | 191.9% | Q2 2014 | Aug 05, 2014 |
| METROPOLITAN LIFE INSURANCE CO/NY | History | Added to | 2,911 | 110 | 0.0% | 0.0% | 71 | +1,456 | 100.07% | Q2 2014 | Jul 31, 2014 |
| Bartlett & Co. LLC | History | Added to | 2,250 | 86 | 0.0% | 0.0% | 72 | +1,500 | 200.0% | Q2 2014 | Aug 01, 2014 |
| Hoxton Financial, Inc. | History | Added to | 1,524 | 58 | 0.02% | 0.02% | 73 | +1,016 | 200.0% | Q2 2014 | Jul 10, 2014 |
| JAMES INVESTMENT RESEARCH INC | History | Added to | 700 | 27 | 0.0% | 0.0% | 74 | +400 | 133.33% | Q2 2014 | Jul 22, 2014 |
| FARMERS & MERCHANTS INVESTMENTS INC | History | Added to | 600 | 23 | 0.0% | 0.0% | 75 | +400 | 200.0% | Q2 2014 | Jul 16, 2014 |
| PRIVATE TRUST CO NA | History | Added to | 492 | 19 | 0.01% | 0.01% | 76 | +328 | 200.0% | Q2 2014 | Jul 22, 2014 |
| Winslow, Evans & Crocker, Inc. | History | Added to | 330 | 12 | 0.0% | 0.0% | 77 | +220 | 200.0% | Q2 2014 | Jul 16, 2014 |
| Warren Averett Asset Management, LLC | History | Added to | 273 | 10 | 0.0% | 0.0% | 78 | +182 | 200.0% | Q2 2014 | Jul 29, 2014 |
| ClariVest Asset Management LLC | History | Added to | 102 | 4 | 0.0% | 0.0% | 80 | +82 | 410.0% | Q2 2014 | Aug 11, 2014 |
| MUFG Americas Holdings Corp | History | Added to | 105 | 4 | 0.0% | 0.0% | 79 | +50 | 90.91% | Q2 2014 | Aug 05, 2014 |
| NEW ENGLAND SECURITIES CORP /MA/ | History | Added to | 90 | 3 | 0.0% | 0.0% | 81 | +60 | 200.0% | Q2 2014 | Aug 04, 2014 |
| Oakworth Capital, Inc. | History | Added to | 81 | 3 | 0.0% | 0.0% | 82 | +54 | 200.0% | Q2 2014 | Jul 14, 2014 |
| FMR LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -2,244,775 | -100.0% | Q1 2014 | May 15, 2014 |
| Artisan Partners Limited Partnership | History | Closed out | 0 | 0 | — | 0.37% | — | -2,044,349 | -100.0% | Q1 2014 | May 14, 2014 |
| Clearbridge Investments, LLC | History | Closed out | 0 | 0 | — | 0.17% | — | -1,386,363 | -100.0% | Q1 2014 | May 15, 2014 |
| ADVISORY RESEARCH INC | History | Closed out | 0 | 0 | — | 1.33% | — | -1,249,774 | -100.0% | Q1 2014 | May 15, 2014 |
| Allianz Asset Management AG | History | Closed out | 0 | 0 | — | 0.12% | — | -1,007,362 | -100.0% | Q1 2014 | May 28, 2014 |
| Champlain Investment Partners, LLC | History | Closed out | 0 | 0 | — | 1.74% | — | -977,505 | -100.0% | Q1 2014 | May 13, 2014 |
| COLUMBIA WANGER ASSET MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.39% | — | -970,250 | -100.0% | Q1 2014 | May 12, 2014 |
| Investec Asset Management LTD | History | Closed out | 0 | 0 | — | 3.85% | — | -698,496 | -100.0% | Q1 2014 | Jun 04, 2014 |
| MARSHFIELD ASSOCIATES | History | Closed out | 0 | 0 | — | 4.99% | — | -658,111 | -100.0% | Q1 2014 | May 14, 2014 |
| SCHRODER INVESTMENT MANAGEMENT GROUP | History | Closed out | 0 | 0 | — | 0.07% | — | -574,907 | -100.0% | Q1 2014 | May 15, 2014 |
| MORGAN STANLEY | History | Closed out | 0 | 0 | — | 0.02% | — | -520,105 | -100.0% | Q1 2014 | May 13, 2014 |
| STATE STREET CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -495,212 | -100.0% | Q1 2014 | May 15, 2014 |
| JPMORGAN CHASE & CO | History | Closed out | 0 | 0 | — | 0.01% | — | -386,688 | -100.0% | Q1 2014 | May 15, 2014 |
| Brandywine Global Investment Management, LLC | History | Closed out | 0 | 0 | — | 0.3% | — | -329,305 | -100.0% | Q1 2014 | May 15, 2014 |
| LORD, ABBETT & CO. LLC | History | Closed out | 0 | 0 | — | 0.07% | — | -318,400 | -100.0% | Q1 2014 | May 15, 2014 |
| Invesco Ltd. | History | Closed out | 0 | 0 | — | 0.01% | — | -288,516 | -100.0% | Q1 2014 | May 15, 2014 |
| ANALYTIC INVESTORS, LLC | History | Closed out | 0 | 0 | — | 0.41% | — | -262,831 | -100.0% | Q1 2014 | May 12, 2014 |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | History | Closed out | 0 | 0 | — | 0.01% | — | -206,805 | -100.0% | Q1 2014 | May 13, 2014 |
| GOLDMAN SACHS GROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -200,301 | -100.0% | Q1 2014 | May 15, 2014 |
| NORTHERN TRUST CORP | History | Closed out | 0 | 0 | — | 0.01% | — | -197,461 | -100.0% | Q1 2014 | May 14, 2014 |
| PUTNAM INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -186,776 | -100.0% | Q1 2014 | May 15, 2014 |
| RUSSELL FRANK CO/ | History | Closed out | 0 | 0 | — | 0.03% | — | -185,594 | -100.0% | Q1 2014 | May 16, 2014 |
| RENAISSANCE TECHNOLOGIES LLC | History | Closed out | 0 | 0 | — | 0.04% | — | -170,275 | -100.0% | Q1 2014 | May 14, 2014 |
| GEODE CAPITAL MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -159,368 | -100.0% | Q1 2014 | May 14, 2014 |
| Robeco Institutional Asset Management B.V. | History | Closed out | 0 | 0 | — | 0.12% | — | -156,666 | -100.0% | Q1 2014 | May 07, 2014 |
| TIAA CREF INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -154,974 | -100.0% | Q1 2014 | May 13, 2014 |
| CITADEL ADVISORS LLC | History | Closed out | 0 | 0 | — | 22.98% | — | -154,592 | -100.0% | Q1 2014 | Aug 08, 2014 |
| Weiss Multi-Strategy Advisers LLC | History | Closed out | 0 | 0 | — | 0.31% | — | -150,000 | -100.0% | Q1 2014 | May 15, 2014 |
| Bank of New York Mellon Corp | History | Closed out | 0 | 0 | — | 0.0% | — | -135,068 | -100.0% | Q1 2014 | May 14, 2014 |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.02% | — | -127,873 | -100.0% | Q1 2014 | Apr 18, 2014 |
| JANUS CAPITAL MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -126,900 | -100.0% | Q1 2014 | May 15, 2014 |
| JACOBS LEVY EQUITY MANAGEMENT, INC | History | Closed out | 0 | 0 | — | 0.17% | — | -100,886 | -100.0% | Q1 2014 | May 15, 2014 |
| D. E. Shaw & Co., Inc. | History | Closed out | 0 | 0 | — | 0.01% | — | -96,690 | -100.0% | Q1 2014 | May 15, 2014 |
| MANAGED ACCOUNT ADVISORS LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -96,567 | -100.0% | Q1 2014 | May 15, 2014 |
| PANAGORA ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.05% | — | -94,048 | -100.0% | Q1 2014 | May 15, 2014 |
| PARAMETRIC PORTFOLIO ASSOCIATES LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -92,241 | -100.0% | Q1 2014 | May 13, 2014 |
| DELPHI MANAGEMENT INC /MA/ | History | Closed out | 0 | 0 | — | 1.01% | — | -90,081 | -100.0% | Q1 2014 | Apr 23, 2014 |
| THRIVENT FINANCIAL FOR LUTHERANS | History | Closed out | 0 | 0 | — | 0.05% | — | -83,890 | -100.0% | Q1 2014 | May 14, 2014 |
| DREMAN VALUE MANAGEMENT, L L C | History | Closed out | 0 | 0 | — | 0.66% | — | -83,018 | -100.0% | Q1 2014 | May 15, 2014 |
| DEUTSCHE BANK AG\ | History | Closed out | 0 | 0 | — | 0.01% | — | -80,542 | -100.0% | Q1 2014 | May 15, 2014 |
| ROTHSCHILD ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.17% | — | -73,037 | -100.0% | Q1 2014 | May 15, 2014 |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | History | Closed out | 0 | 0 | — | 0.02% | — | -62,912 | -100.0% | Q1 2014 | May 08, 2014 |
| West Family Investments, Inc. | History | Closed out | 0 | 0 | — | 1.32% | — | -58,480 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLS FARGO & COMPANY/MN | History | Closed out | 0 | 0 | — | 0.0% | — | -56,734 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF MONTREAL /CAN/ | History | Closed out | 0 | 0 | — | 0.01% | — | -54,471 | -100.0% | Q1 2014 | May 15, 2014 |
| PRINCIPAL FINANCIAL GROUP INC | History | Closed out | 0 | 0 | — | 0.01% | — | -53,156 | -100.0% | Q1 2014 | May 13, 2014 |
| FAYEZ SAROFIM & CO | History | Closed out | 0 | 0 | — | 0.03% | — | -52,340 | -100.0% | Q1 2014 | May 14, 2014 |
| BESSEMER GROUP INC | History | Closed out | 0 | 0 | — | 0.03% | — | -45,600 | -100.0% | Q1 2014 | May 14, 2014 |
| TWO SIGMA INVESTMENTS LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -44,537 | -100.0% | Q1 2014 | May 15, 2014 |
| BANK OF AMERICA CORP /DE/ | History | Closed out | 0 | 0 | — | 0.0% | — | -42,258 | -100.0% | Q1 2014 | May 15, 2014 |
| MARTINGALE ASSET MANAGEMENT L P | History | Closed out | 0 | 0 | — | 0.15% | — | -42,003 | -100.0% | Q1 2014 | May 14, 2014 |
| Fiera Capital Corp | History | Closed out | 0 | 0 | — | 0.03% | — | -39,000 | -100.0% | Q1 2014 | Apr 15, 2014 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -35,611 | -100.0% | Q1 2014 | May 14, 2014 |
| Absolute Return Capital, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -35,470 | -100.0% | Q1 2014 | May 15, 2014 |
| BBR PARTNERS, LLC | History | Closed out | 0 | 0 | — | 0.59% | — | -35,000 | -100.0% | Q1 2014 | May 13, 2014 |
| UBS AG | History | Closed out | 0 | 0 | — | 0.0% | — | -34,913 | -100.0% | Q1 2014 | May 16, 2014 |
| ALLIANCEBERNSTEIN L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -30,918 | -100.0% | Q1 2014 | May 13, 2014 |
| UNITED SERVICES AUTOMOBILE ASSOCIATION | History | Closed out | 0 | 0 | — | 0.01% | — | -29,600 | -100.0% | Q1 2014 | May 22, 2014 |
| Gerstein Fisher | History | Closed out | 0 | 0 | — | 0.59% | — | -28,346 | -100.0% | Q1 2014 | May 15, 2014 |
| AMERIPRISE FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -28,016 | -100.0% | Q1 2014 | May 14, 2014 |
| WELLINGTON MANAGEMENT CO LLP | History | Closed out | 0 | 0 | — | 0.0% | — | -26,816 | -100.0% | Q1 2014 | May 15, 2014 |
| CITIGROUP INC | History | Closed out | 0 | 0 | — | 0.0% | — | -26,744 | -100.0% | Q1 2014 | May 15, 2014 |
| STATE OF WISCONSIN INVESTMENT BOARD | History | Closed out | 0 | 0 | — | 0.01% | — | -24,726 | -100.0% | Q1 2014 | May 14, 2014 |
| Employees Retirement System of Texas | History | Closed out | 0 | 0 | — | 0.03% | — | -24,700 | -100.0% | Q1 2014 | May 14, 2014 |
| TEACHERS ADVISORS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -21,822 | -100.0% | Q1 2014 | May 13, 2014 |
| UBS GLOBAL ASSET MANAGEMENT AMERICAS INC | History | Closed out | 0 | 0 | — | 0.0% | — | -20,711 | -100.0% | Q1 2014 | May 23, 2014 |
| AMP Capital Investors Ltd | History | Closed out | 0 | 0 | — | 0.01% | — | -20,647 | -100.0% | Q1 2014 | May 14, 2014 |
| MILLENNIUM MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -20,508 | -100.0% | Q1 2014 | May 15, 2014 |
| PDT Partners, LLC | History | Closed out | 0 | 0 | — | 0.05% | — | -19,969 | -100.0% | Q1 2014 | May 15, 2014 |
| HBK INVESTMENTS L P | History | Closed out | 0 | 0 | — | 0.04% | — | -18,100 | -100.0% | Q1 2014 | May 15, 2014 |
| Legg Mason Asset Management (Japan) Co., Ltd. | History | Closed out | 0 | 0 | — | 1.08% | — | -17,700 | -100.0% | Q1 2014 | May 15, 2014 |
| Man Investments Ltd | History | Closed out | 0 | 0 | — | 0.14% | — | -15,725 | -100.0% | Q1 2014 | May 15, 2014 |
| ING INVESTMENT MANAGEMENT LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -15,470 | -100.0% | Q1 2014 | May 15, 2014 |
| STEVENS CAPITAL MANAGEMENT LP | History | Closed out | 0 | 0 | — | 0.04% | — | -15,438 | -100.0% | Q1 2014 | May 06, 2014 |
| Sterling Capital Management LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -14,812 | -100.0% | Q1 2014 | May 16, 2014 |
| ELLINGTON MANAGEMENT GROUP LLC | History | Closed out | 0 | 0 | — | 0.41% | — | -13,500 | -100.0% | Q1 2014 | May 15, 2014 |
| COMMERZBANK AKTIENGESELLSCHAFT /FI | History | Closed out | 0 | 0 | — | 0.01% | — | -11,845 | -100.0% | Q1 2014 | May 14, 2014 |
| VICTORY CAPITAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -11,650 | -100.0% | Q1 2014 | May 06, 2014 |
| SAC Capital Advisors LP | History | Closed out | 0 | 0 | — | 0.01% | — | -11,502 | -100.0% | Q1 2014 | May 15, 2014 |
| FIFTH THIRD BANCORP | History | Closed out | 0 | 0 | — | 0.01% | — | -10,732 | -100.0% | Q1 2014 | May 15, 2014 |
| PRICE T ROWE ASSOCIATES INC /MD/ | History | Closed out | 0 | 0 | — | 0.0% | — | -10,600 | -100.0% | Q1 2014 | May 15, 2014 |
| Stux Capital Management, LLC | History | Closed out | 0 | 0 | — | 0.13% | — | -10,200 | -100.0% | Q1 2014 | May 13, 2014 |
| MACQUARIE GROUP LTD | History | Closed out | 0 | 0 | — | 0.0% | — | -10,000 | -100.0% | Q1 2014 | May 15, 2014 |
| QS Investors, LLC | History | Closed out | 0 | 0 | — | 0.03% | — | -9,300 | -100.0% | Q1 2014 | Apr 30, 2014 |
| BlackRock Japan Co. Ltd | History | Closed out | 0 | 0 | — | 0.0% | — | -9,028 | -100.0% | Q1 2014 | May 02, 2014 |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | History | Closed out | 0 | 0 | — | 0.02% | — | -8,632 | -100.0% | Q1 2014 | May 15, 2014 |
| IBM Retirement Fund | History | Closed out | 0 | 0 | — | 0.02% | — | -8,208 | -100.0% | Q1 2014 | May 19, 2014 |
| ZACKS INVESTMENT MANAGEMENT | History | Closed out | 0 | 0 | — | 0.03% | — | -7,746 | -100.0% | Q1 2014 | May 13, 2014 |
| TUDOR INVESTMENT CORP ET AL | History | Closed out | 0 | 0 | — | 0.03% | — | -6,718 | -100.0% | Q1 2014 | May 15, 2014 |
| PEAK6 Investments, L.P. | History | Closed out | 0 | 0 | — | 0.01% | — | -6,695 | -100.0% | Q1 2014 | May 19, 2014 |
| Jefferies Group LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -6,254 | -100.0% | Q1 2014 | May 16, 2014 |
| BATTERYMARCH FINANCIAL MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.01% | — | -5,824 | -100.0% | Q1 2014 | May 15, 2014 |
| Walleye Trading LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -5,696 | -100.0% | Q1 2014 | May 15, 2014 |
| Spark Investment Management LLC | History | Closed out | 0 | 0 | — | 0.08% | — | -4,800 | -100.0% | Q1 2014 | May 13, 2014 |
| Perimeter Capital Partners, LLC | History | Closed out | 0 | 0 | — | 0.24% | — | -4,764 | -100.0% | Q1 2014 | May 05, 2014 |
| Clark Capital Management Group, Inc. | History | Closed out | 0 | 0 | — | 0.04% | — | -4,688 | -100.0% | Q1 2014 | May 13, 2014 |
| Airain ltd | History | Closed out | 0 | 0 | — | 0.07% | — | -3,951 | -100.0% | Q1 2014 | May 13, 2014 |
| PRUDENTIAL FINANCIAL INC | History | Closed out | 0 | 0 | — | 0.0% | — | -3,457 | -100.0% | Q1 2014 | May 14, 2014 |
| COMERICA BANK | History | Closed out | 0 | 0 | — | 0.0% | — | -3,325 | -100.0% | Q1 2014 | May 15, 2014 |
| LOS ANGELES CAPITAL MANAGEMENT & EQUITY RESEARCH INC | History | Closed out | 0 | 0 | — | 0.0% | — | -2,940 | -100.0% | Q1 2014 | May 12, 2014 |
| NGAM ADVISORS, L.P. | History | Closed out | 0 | 0 | — | 0.0% | — | -2,936 | -100.0% | Q1 2014 | May 13, 2014 |
| BNP PARIBAS ARBITRAGE, SA | History | Closed out | 0 | 0 | — | 0.0% | — | -2,936 | -100.0% | Q1 2014 | May 13, 2014 |
| OREGON PUBLIC EMPLOYEES RETIREMENT FUND | History | Closed out | 0 | 0 | — | 0.01% | — | -2,900 | -100.0% | Q1 2014 | May 16, 2014 |
| JOHNSON INVESTMENT COUNSEL INC | History | Closed out | 0 | 0 | — | 0.01% | — | -2,600 | -100.0% | Q1 2014 | May 15, 2014 |
| ROYAL BANK OF CANADA | History | Closed out | 0 | 0 | — | 0.0% | — | -2,568 | -100.0% | Q1 2014 | May 15, 2014 |
| Reliance Trust Co of Delaware | History | Closed out | 0 | 0 | — | 0.03% | — | -2,279 | -100.0% | Q1 2014 | Apr 15, 2014 |
| World Asset Management Inc | History | Closed out | 0 | 0 | — | 0.01% | — | -1,991 | -100.0% | Q1 2014 | Apr 29, 2014 |
| PRIVATE BANK & TRUST CO | History | Closed out | 0 | 0 | — | 0.04% | — | -1,960 | -100.0% | Q1 2014 | May 08, 2014 |
| TWO SIGMA ADVISERS, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,957 | -100.0% | Q1 2014 | May 15, 2014 |
| Advisors Asset Management, Inc. | History | Closed out | 0 | 0 | — | 0.0% | — | -1,391 | -100.0% | Q1 2014 | May 15, 2014 |
| BARCLAYS PLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,181 | -100.0% | Q1 2014 | May 15, 2014 |
| SG Americas Securities, LLC | History | Closed out | 0 | 0 | — | 0.0% | — | -1,055 | -100.0% | Q1 2014 | May 14, 2014 |
| ENVESTNET ASSET MANAGEMENT INC | History | Closed out | 0 | 0 | — | 0.0% | — | -946 | -100.0% | Q1 2014 | May 12, 2014 |
| AXA | History | Closed out | 0 | 0 | — | 0.0% | — | -900 | -100.0% | Q1 2014 | May 13, 2014 |
| Tower Research Capital LLC | History | Closed out | 0 | 0 | — | 0.01% | — | -900 | -100.0% | Q1 2014 | May 02, 2014 |
| Quantbot Technologies LP | History | Closed out | 0 | 0 | — | 0.02% | — | -800 | -100.0% | Q1 2014 | May 21, 2014 |
| GLENMEDE TRUST CO NA | History | Closed out | 0 | 0 | — | 0.0% | — | -524 | -100.0% | Q1 2014 | May 07, 2014 |
| LADENBURG THALMANN FINANCIAL SERVICES INC | History | Closed out | 0 | 0 | — | 0.0% | — | -170 | -100.0% | Q1 2014 | May 15, 2014 |
| US BANCORP \DE\ | History | Closed out | 0 | 0 | — | 0.0% | — | -139 | -100.0% | Q1 2014 | May 14, 2014 |
| WFG Advisors, LP | History | Closed out | 0 | 0 | — | 0.0% | — | -31 | -100.0% | Q1 2014 | Apr 24, 2014 |
| FIRST MANHATTAN CO | History | Closed out | 0 | 0 | — | 0.0% | — | -29 | -100.0% | Q1 2014 | May 16, 2014 |
| Creative Planning | History | Closed out | 0 | 0 | — | 0.0% | — | -14 | -100.0% | Q1 2014 | Apr 11, 2014 |