|
1
|
Dimensional Fund Advisors
Austin,
Texas
|
$63.9M
|
-$686K
|
-169,723
|
-1%
|
|
|
2
|
Vanguard Group
Malvern,
Pennsylvania
|
$46.9M
|
-$299K
|
-74,082
|
-0.6%
|
|
|
3
|
Renaissance Technologies
New York
|
$41.2M
|
-$1.02M
|
-253,600
|
-2%
|
|
|
4
|
Acadian Asset Management
Boston,
Massachusetts
|
$22.8M
|
-$559K
|
-138,419
|
-2%
|
|
|
5
|
Millennium Management
New York
|
$14.8M
|
+$596K
|
+147,625
|
+4%
|
|
|
6
|
Aperio Group
Sausalito,
California
|
$12.5M
|
+$266K
|
+65,825
|
+2%
|
|
|
7
|
Parametric Portfolio Associates
Seattle,
Washington
|
$7.84M
|
+$1.21M
|
+299,405
|
+18%
|
|
|
8
|
State Street
Boston,
Massachusetts
|
$5.4M
|
+$1.24M
|
+307,751
|
+30%
|
|
|
9
|
Two Sigma Advisers
New York
|
$4.24M
|
+$298K
|
+73,900
|
+8%
|
|
|
10
|
Northern Trust
Chicago,
Illinois
|
$4.08M
|
-$942K
|
-233,202
|
-19%
|
|
|
11
|
Charles Schwab
San Francisco,
California
|
$3.66M
|
+$251K
|
+62,100
|
+7%
|
|
|
12
|
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
$3.47M
|
+$706K
|
+174,876
|
+26%
|
|
|
13
|
Two Sigma Investments
New York
|
$2.78M
|
-$4.44M
|
-1,098,284
|
-61%
|
|
|
14
|
Connor, Clark & Lunn Investment Management (CC&L)
Vancouver,
British Columbia, Canada
|
$2.21M
|
-$255K
|
-63,023
|
-10%
|
|
|
15
|
Balyasny Asset Management
Chicago,
Illinois
|
$2.12M
|
+$2.12M
|
+525,000
|
New
|
|
|
16
|
Maplelane Capital
New York
|
$2.02M
|
+$437K
|
+108,280
|
+28%
|
|
|
17
|
Bank of Montreal
Toronto,
Ontario, Canada
|
$1.62M
|
-$537K
|
-133,000
|
-25%
|
|
|
18
|
Federation des caisses Desjardins du Quebec
Levis,
Quebec, Canada
|
$1.6M
|
–
|
–
|
–
|
|
|
19
|
Advisory Research
Chicago,
Illinois
|
$1.46M
|
+$512K
|
+126,775
|
+54%
|
|
|
20
|
Arrowstreet Capital
Boston,
Massachusetts
|
$1.36M
|
-$10.2M
|
-2,534,343
|
-88%
|
|
|
21
|
Bank of America
Charlotte,
North Carolina
|
$1.09M
|
-$22.1K
|
-5,471
|
-2%
|
|
|
22
|
Allianz Asset Management
Munich,
Germany
|
$1.07M
|
+$213K
|
+52,817
|
+25%
|
|
|
23
|
Geode Capital Management
Boston,
Massachusetts
|
$922K
|
+$471K
|
+116,727
|
+105%
|
|
|
24
|
Causeway Capital Management
Los Angeles,
California
|
$851K
|
–
|
–
|
–
|
|
|
25
|
Guggenheim Capital
Chicago,
Illinois
|
$777K
|
+$335K
|
+83,044
|
+76%
|
|
