Wellington Management Company, LLP

Scott Lopez

David Goddeau

Charles Argyle

William D Goldenthal

A system and method for allocating trades of financial instruments among multiple accounts comprising aggregating orders, wherein each order is associated with an account, and wherein each order has an original order size; allocating an executed order based on the aggregated order in a phase I allocation, wherein the phase I allocation is allocated on a pro-rata basis based on the original order size for each account, except for those accounts that would receive an amount less than a minimum allocation; allocating a remainder from the phase I allocation in a phase II allocation, wherein the phase II allocation is allocated among selected accounts in an amount greater than or equal to the minimum allocation or an amount that fills the original order size; repeating the phase II allocation until a remainder from the phase II allocation is less than the minimum allocation; and allocating a reminder from the phase II allocation in a phase III allocation according to predetermined criteria.

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Winchester, MA, United States of America

Scott Lopez