|
1
|
Royal Bank of Canada
Toronto,
Ontario, Canada
|
$194M
|
-$7.29M
|
-716,350
|
-4%
|
|
|
2
|
Renaissance Technologies
New York
|
$125M
|
+$18.2M
|
+1,784,450
|
+18%
|
|
|
3
|
|
$75.7M
|
+$11.6M
|
+1,142,935
|
+19%
|
|
|
4
|
Vanguard Group
Malvern,
Pennsylvania
|
$55.4M
|
-$5.12M
|
-503,490
|
-9%
|
|
|
5
|
|
$54.6M
|
-$9.29M
|
-913,535
|
-15%
|
|
|
6
|
State Street
Boston,
Massachusetts
|
$54.2M
|
-$210K
|
-20,625
|
-0.4%
|
|
|
7
|
Dimensional Fund Advisors
Austin,
Texas
|
$43.1M
|
-$3.2M
|
-314,120
|
-7%
|
|
|
8
|
Aperio Group
Sausalito,
California
|
$40.2M
|
-$3.08M
|
-302,295
|
-7%
|
|
|
9
|
Schroder Investment Management Group
London,
United Kingdom
|
$29.8M
|
+$1.68M
|
+164,675
|
+6%
|
|
|
10
|
Parametric Portfolio Associates
Seattle,
Washington
|
$27.6M
|
-$7.29M
|
-716,585
|
-22%
|
|
|
11
|
Grantham, Mayo, Van Otterloo & Co (GMO)
Boston,
Massachusetts
|
$23.9M
|
-$7.56M
|
-743,000
|
-25%
|
|
|
12
|
Northern Trust
Chicago,
Illinois
|
$23.4M
|
+$27.7K
|
+2,720
|
+0.1%
|
|
|
13
|
|
$21.8M
|
+$162K
|
+15,900
|
+0.8%
|
|
|
14
|
Wellington Management Group
Boston,
Massachusetts
|
$19.9M
|
-$6.17M
|
-606,885
|
-24%
|
|
|
15
|
Mondrian Investment Partners
London,
United Kingdom
|
$19.6M
|
-$4.98M
|
-489,560
|
-21%
|
|
|
16
|
Bank of America
Charlotte,
North Carolina
|
$15M
|
-$1.69M
|
-166,575
|
-11%
|
|
|
17
|
|
$13.2M
|
+$11.9M
|
+1,168,375
|
+1,614%
|
|
|
18
|
Acadian Asset Management
Boston,
Massachusetts
|
$12.4M
|
+$11.9M
|
+1,166,175
|
New
|
|
|
19
|
Bank of Montreal
Toronto,
Ontario, Canada
|
$12.3M
|
+$8.33M
|
+818,580
|
+224%
|
|
|
20
|
Renaissance Group
Covington,
Kentucky
|
$10.9M
|
-$1.2M
|
-117,585
|
-10%
|
|
|
21
|
Mitsubishi UFJ Trust & Banking
Tokyo,
Japan
|
$10.7M
|
-$2.58M
|
-253,615
|
-20%
|
|
|
22
|
Arrowstreet Capital
Boston,
Massachusetts
|
$10.6M
|
+$10.1M
|
+996,785
|
New
|
|
|
23
|
AQR Capital Management
Greenwich,
Connecticut
|
$10.5M
|
-$4.09M
|
-401,865
|
-29%
|
|
|
24
|
|
$10.2M
|
-$1.63M
|
-160,000
|
-14%
|
|
|
25
|
|
$9.32M
|
-$2.72M
|
-267,170
|
-23%
|
|
