|
1
|
|
$45.9M
|
-$802K
|
-237,665
|
-2%
|
|
|
2
|
Dimensional Fund Advisors
Austin,
Texas
|
$44.8M
|
-$1.38M
|
-409,715
|
-3%
|
|
|
3
|
Vanguard Group
Malvern,
Pennsylvania
|
$39.5M
|
+$1.86M
|
+551,973
|
+5%
|
|
|
4
|
Renaissance Technologies
New York
|
$35.8M
|
+$1.87M
|
+553,000
|
+6%
|
|
|
5
|
State Street
Boston,
Massachusetts
|
$23.7M
|
+$108K
|
+31,956
|
+0.5%
|
|
|
6
|
Connor, Clark & Lunn Investment Management (CC&L)
Vancouver,
British Columbia, Canada
|
$18.6M
|
-$3.04M
|
-899,178
|
-15%
|
|
|
7
|
Northern Trust
Chicago,
Illinois
|
$17.4M
|
-$22.2K
|
-6,564
|
-0.1%
|
|
|
8
|
Brandes Investment Partners
La Jolla,
California
|
$16.2M
|
-$398K
|
-118,020
|
-3%
|
|
|
9
|
Charles Schwab
San Francisco,
California
|
$12.9M
|
-$1.13M
|
-335,327
|
-9%
|
|
|
10
|
Royal Bank of Canada
Toronto,
Ontario, Canada
|
$11.5M
|
+$606K
|
+179,482
|
+6%
|
|
|
11
|
Arrowstreet Capital
Boston,
Massachusetts
|
$9.58M
|
+$8.3M
|
+2,457,178
|
+2,098%
|
|
|
12
|
Citadel Advisors
Miami,
Florida
|
$9.32M
|
-$5.86M
|
-1,734,895
|
-41%
|
|
|
13
|
AQR Capital Management
Greenwich,
Connecticut
|
$8.84M
|
+$392K
|
+116,205
|
+5%
|
|
|
14
|
Geode Capital Management
Boston,
Massachusetts
|
$7.53M
|
+$385K
|
+114,167
|
+6%
|
|
|
15
|
|
$7.48M
|
-$1.21M
|
-358,505
|
-15%
|
|
|
16
|
|
$7.33M
|
–
|
–
|
–
|
|
|
17
|
Grantham, Mayo, Van Otterloo & Co (GMO)
Boston,
Massachusetts
|
$6.26M
|
+$5.68M
|
+1,683,800
|
New
|
|
|
18
|
Winton Group
London,
United Kingdom
|
$4.97M
|
+$4.51M
|
+1,334,943
|
New
|
|
|
19
|
|
$4.75M
|
+$2.27M
|
+671,202
|
+111%
|
|
|
20
|
Bank of America
Charlotte,
North Carolina
|
$4.66M
|
+$3.27M
|
+969,804
|
+343%
|
|
|
21
|
Fuller & Thaler Asset Management
San Mateo,
California
|
$4.65M
|
+$61.8K
|
+18,310
|
+1%
|
|
|
22
|
|
$4.64M
|
-$1.8M
|
-532,885
|
-30%
|
|
|
23
|
Parametric Portfolio Associates
Seattle,
Washington
|
$4.22M
|
-$148K
|
-43,705
|
-4%
|
|
|
24
|
Oxford Asset Management
Oxford,
United Kingdom
|
$3.97M
|
+$3.6M
|
+1,067,678
|
New
|
|
|
25
|
Acadian Asset Management
Boston,
Massachusetts
|
$3.86M
|
-$4.2M
|
-1,244,873
|
-55%
|
|
