|
1
|
Royal Bank of Canada
Toronto,
Ontario, Canada
|
$244M
|
-$9.86M
|
-731,890
|
-4%
|
|
|
2
|
Renaissance Technologies
New York
|
$160M
|
-$7.48M
|
-555,500
|
-5%
|
|
|
3
|
Vanguard Group
Malvern,
Pennsylvania
|
$69.7M
|
-$3.19M
|
-236,590
|
-5%
|
|
|
4
|
State Street
Boston,
Massachusetts
|
$59.2M
|
-$17.9M
|
-1,332,210
|
-24%
|
|
|
5
|
|
$58.8M
|
-$33.6M
|
-2,491,730
|
-38%
|
|
|
6
|
|
$56.5M
|
-$5.18M
|
-384,540
|
-9%
|
|
|
7
|
Aperio Group
Sausalito,
California
|
$46.3M
|
-$4.4M
|
-326,480
|
-9%
|
|
|
8
|
Dimensional Fund Advisors
Austin,
Texas
|
$41.8M
|
-$8.68M
|
-644,600
|
-18%
|
|
|
9
|
Bank of Montreal
Toronto,
Ontario, Canada
|
$40.5M
|
+$9.05M
|
+671,920
|
+32%
|
|
|
10
|
Northern Trust
Chicago,
Illinois
|
$36.7M
|
+$448K
|
+33,290
|
+1%
|
|
|
11
|
Schroder Investment Management Group
London,
United Kingdom
|
$29.9M
|
-$3.7M
|
-274,895
|
-12%
|
|
|
12
|
Grantham, Mayo, Van Otterloo & Co (GMO)
Boston,
Massachusetts
|
$29.3M
|
-$2.22M
|
-164,500
|
-7%
|
|
|
13
|
Parametric Portfolio Associates
Seattle,
Washington
|
$28.7M
|
-$670K
|
-49,775
|
-2%
|
|
|
14
|
Nuveen
Charlotte,
North Carolina
|
$25.7M
|
+$5.9M
|
+438,115
|
+32%
|
|
|
15
|
|
$24.5M
|
-$7.23M
|
-537,240
|
-24%
|
|
|
16
|
Bank of America
Charlotte,
North Carolina
|
$24M
|
+$2.31M
|
+171,670
|
+11%
|
|
|
17
|
Mondrian Investment Partners
London,
United Kingdom
|
$21M
|
-$4.99M
|
-370,855
|
-20%
|
|
|
18
|
Lazard Asset Management
New York
|
$21M
|
+$1.37M
|
+101,550
|
+7%
|
|
|
19
|
Wellington Management Group
Boston,
Massachusetts
|
$20.2M
|
-$3.16M
|
-234,420
|
-14%
|
|
|
20
|
Millennium Management
New York
|
$19.9M
|
+$18.3M
|
+1,357,860
|
+3,423%
|
|
|
21
|
Causeway Capital Management
Los Angeles,
California
|
$13.9M
|
-$227K
|
-16,850
|
-2%
|
|
|
22
|
Axiom Investors
Greenwich,
Connecticut
|
$13.7M
|
+$450K
|
+33,400
|
+4%
|
|
|
23
|
|
$13.7M
|
–
|
–
|
–
|
|
|
24
|
AQR Capital Management
Greenwich,
Connecticut
|
$12.3M
|
-$737K
|
-54,750
|
-6%
|
|
|
25
|
Renaissance Group
Covington,
Kentucky
|
$12.1M
|
-$624K
|
-46,345
|
-5%
|
|
