|
1
|
|
$34.7M
|
-$4.2M
|
-1,294,598
|
-10%
|
|
|
2
|
Dimensional Fund Advisors
Austin,
Texas
|
$34.7M
|
-$3.23M
|
-996,145
|
-8%
|
|
|
3
|
Vanguard Group
Malvern,
Pennsylvania
|
$29.3M
|
-$4.23M
|
-1,304,470
|
-12%
|
|
|
4
|
Renaissance Technologies
New York
|
$28.3M
|
-$1.97M
|
-607,418
|
-6%
|
|
|
5
|
State Street
Boston,
Massachusetts
|
$21.4M
|
+$1.46M
|
+450,299
|
+7%
|
|
|
6
|
Northern Trust
Chicago,
Illinois
|
$14.6M
|
-$174K
|
-53,749
|
-1%
|
|
|
7
|
Connor, Clark & Lunn Investment Management (CC&L)
Vancouver,
British Columbia, Canada
|
$14.1M
|
-$1.63M
|
-503,889
|
-10%
|
|
|
8
|
Brandes Investment Partners
La Jolla,
California
|
$13.1M
|
-$562K
|
-173,112
|
-4%
|
|
|
9
|
Charles Schwab
San Francisco,
California
|
$11.5M
|
+$665K
|
+204,999
|
+6%
|
|
|
10
|
Royal Bank of Canada
Toronto,
Ontario, Canada
|
$9.94M
|
+$224K
|
+68,931
|
+2%
|
|
|
11
|
Citadel Advisors
Miami,
Florida
|
$9.44M
|
+$1.62M
|
+500,817
|
+20%
|
|
|
12
|
|
$6.13M
|
-$191K
|
-59,001
|
-3%
|
|
|
13
|
Geode Capital Management
Boston,
Massachusetts
|
$6.11M
|
-$254K
|
-78,243
|
-4%
|
|
|
14
|
Arrowstreet Capital
Boston,
Massachusetts
|
$5.73M
|
-$2.43M
|
-748,902
|
-29%
|
|
|
15
|
AQR Capital Management
Greenwich,
Connecticut
|
$5.46M
|
-$2.07M
|
-637,341
|
-27%
|
|
|
16
|
Grantham, Mayo, Van Otterloo & Co (GMO)
Boston,
Massachusetts
|
$5.27M
|
-$15.9K
|
-4,900
|
-0.3%
|
|
|
17
|
Winton Group
London,
United Kingdom
|
$4.36M
|
+$168K
|
+51,942
|
+4%
|
|
|
18
|
Fuller & Thaler Asset Management
San Mateo,
California
|
$3.9M
|
-$22.4K
|
-6,915
|
-0.6%
|
|
|
19
|
Bridgeway Capital Management
Houston,
Texas
|
$3.05M
|
–
|
–
|
–
|
|
|
20
|
|
$3.03M
|
-$913K
|
-281,596
|
-23%
|
|
|
21
|
Nomura Holdings
Tokyo,
Japan
|
$2.99M
|
+$86K
|
+26,525
|
+3%
|
|
|
22
|
UBS Group
Zurich,
Switzerland
|
$2.98M
|
+$380K
|
+117,036
|
+14%
|
|
|
23
|
Parametric Portfolio Associates
Seattle,
Washington
|
$2.81M
|
-$778K
|
-239,776
|
-21%
|
|
|
24
|
Wells Fargo
San Francisco,
California
|
$2.27M
|
+$1.24M
|
+382,397
|
+112%
|
|
|
25
|
Oxford Asset Management
Oxford,
United Kingdom
|
$2.15M
|
-$1.25M
|
-384,068
|
-36%
|
|