|
1
|
Dimensional Fund Advisors
Austin,
Texas
|
$96.3M
|
-$1.45M
|
-54,670
|
-1%
|
|
|
2
|
|
$92.6M
|
+$16.3M
|
+613,698
|
+20%
|
|
|
3
|
|
$76M
|
+$42.6M
|
+1,601,336
|
+112%
|
|
|
4
|
Two Sigma Investments
New York
|
$70.5M
|
-$13M
|
-488,070
|
-15%
|
|
|
5
|
Two Sigma Advisers
New York
|
$68.9M
|
-$3.48M
|
-130,700
|
-5%
|
|
|
6
|
ClearBridge Investments
New York
|
$67.3M
|
-$741K
|
-27,844
|
-1%
|
|
|
7
|
Bank of Montreal
Toronto,
Ontario, Canada
|
$28.3M
|
-$29.7M
|
-1,116,737
|
-50%
|
|
|
8
|
Renaissance Technologies
New York
|
$25.8M
|
-$13.7M
|
-515,800
|
-33%
|
|
|
9
|
Marshall Wace
London,
United Kingdom
|
$22.2M
|
-$23.6M
|
-886,064
|
-50%
|
|
|
10
|
|
$21.8M
|
+$10.9M
|
+411,441
|
+90%
|
|
|
11
|
Arrowstreet Capital
Boston,
Massachusetts
|
$21.3M
|
+$22.7M
|
+851,874
|
New
|
|
|
12
|
Optiver Holding
Amsterdam,
Netherlands
|
$19.5M
|
+$9.61M
|
+361,138
|
+87%
|
|
|
13
|
|
$19.3M
|
-$3.71M
|
-139,369
|
-15%
|
|
|
14
|
Royal Bank of Canada
Toronto,
Ontario, Canada
|
$16.4M
|
+$438K
|
+16,469
|
+3%
|
|
|
15
|
Voloridge Investment Management
Jupiter,
Florida
|
$15.5M
|
-$976K
|
-36,687
|
-6%
|
|
|
16
|
Towle & Co
Denver,
Colorado
|
$15.2M
|
-$2.07M
|
-77,716
|
-11%
|
|
|
17
|
Weiss Multi-Strategy Advisers
New York
|
$14.7M
|
+$4.66M
|
+175,318
|
+43%
|
|
|
18
|
Fidelity Investments
Boston,
Massachusetts
|
$14.3M
|
-$531K
|
-19,962
|
-3%
|
|
|
19
|
Credit Suisse
Zurich,
Switzerland
|
$13M
|
+$9.62M
|
+361,801
|
+227%
|
|
|
20
|
|
$10.8M
|
–
|
–
|
–
|
|
|
21
|
Capital Fund Management (CFM)
Paris,
France
|
$10.2M
|
+$1.46M
|
+54,812
|
+16%
|
|
|
22
|
Bank of America
Charlotte,
North Carolina
|
$9.59M
|
-$1.57M
|
-59,009
|
-13%
|
|
|
23
|
Wellington Management Group
Boston,
Massachusetts
|
$9.28M
|
+$910K
|
+34,205
|
+10%
|
|
|
24
|
Northern Trust
Chicago,
Illinois
|
$9.11M
|
-$373K
|
-14,039
|
-4%
|
|
|
25
|
|
$9.09M
|
+$9.65M
|
+363,011
|
New
|
|
