| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 5,178,044 | 5,099,702 | -78,342 | 0.00 | 0.00 | +0.00 | sell |
| PICTON MAHONEY ASSET MANAGEMENT | 0 | 4,000,000 | +4,000,000 | 0.00 | 0.06 | +0.06 | buy |
| VANGUARD GROUP INC | 2,226,378 | 2,256,254 | +29,876 | 0.00 | 0.00 | +0.00 | buy |
| EVENTIDE ASSET MANAGEMENT, LLC | 2,390,912 | 1,876,239 | -514,673 | 1.38 | 1.36 | -0.02 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 1,599,189 | 1,617,349 | +18,160 | 0.07 | 0.12 | +0.04 | buy |
| FULLER & THALER ASSET MANAGEMENT, INC. | 1,502,674 | 1,500,072 | -2,602 | 0.18 | 0.23 | +0.06 | sell |
| Rubric Capital Management LP | 2,826,498 | 1,496,436 | -1,330,062 | 1.33 | 0.83 | -0.50 | sell |
| JANUS HENDERSON GROUP PLC | 910,241 | 1,448,578 | +538,337 | 0.01 | 0.03 | +0.02 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 1,309,771 | 1,313,662 | +3,891 | 0.02 | 0.03 | +0.01 | buy |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | 793,934 | 1,312,655 | +518,721 | 0.01 | 0.02 | +0.01 | buy |
| STATE STREET CORP | 1,293,911 | 1,310,641 | +16,730 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 1,282,971 | 1,175,041 | -107,930 | 0.01 | 0.01 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 831,091 | 830,480 | -611 | 0.01 | 0.01 | +0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 836,381 | 829,453 | -6,928 | 0.00 | 0.00 | +0.00 | sell |
| MORGAN STANLEY | 767,420 | 684,613 | -82,807 | 0.00 | 0.00 | +0.00 | sell |
| D. E. Shaw & Co., Inc. | 389,775 | 653,874 | +264,099 | 0.01 | 0.02 | +0.01 | buy |
| GOLDMAN SACHS GROUP INC | 802,234 | 647,537 | -154,697 | 0.00 | 0.00 | +0.00 | sell |
| EMERALD ADVISERS, LLC | 639,694 | 629,344 | -10,350 | 0.72 | 0.90 | +0.18 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 33,713 | 543,773 | +510,060 | 0.00 | 0.01 | +0.01 | buy |
| Assenagon Asset Management S.A. | 195,589 | 511,698 | +316,109 | 0.01 | 0.04 | +0.03 | buy |
| MARSHALL WACE, LLP | 279,013 | 492,360 | +213,347 | 0.01 | 0.02 | +0.01 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 479,672 | 457,295 | -22,377 | 0.01 | 0.01 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 406,849 | 447,282 | +40,433 | 0.00 | 0.00 | +0.00 | buy |
| EMERALD MUTUAL FUND ADVISERS TRUST | 395,661 | 391,670 | -3,991 | 0.71 | 0.88 | +0.17 | sell |
| TWO SIGMA INVESTMENTS, LP | 269,318 | 366,099 | +96,781 | 0.01 | 0.03 | +0.01 | buy |
| NORTHERN TRUST CORP | 371,316 | 353,604 | -17,712 | 0.00 | 0.00 | +0.00 | sell |
| LSV ASSET MANAGEMENT | 346,600 | 347,900 | +1,300 | 0.03 | 0.04 | +0.01 | buy |
| LOOMIS SAYLES & CO L P | 317,880 | 332,569 | +14,689 | 0.01 | 0.02 | +0.01 | buy |
| Qube Research & Technologies Ltd | 320,559 | 268,242 | -52,317 | 0.02 | 0.02 | +0.00 | sell |
| ROYCE & ASSOCIATES LP | 306,140 | 251,153 | -54,987 | 0.11 | 0.12 | +0.01 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 249,473 | 247,675 | -1,798 | 0.03 | 0.04 | +0.01 | sell |
| Pacer Advisors, Inc. | 250,601 | 240,890 | -9,711 | 0.02 | 0.02 | -0.01 | sell |
| Bank of New York Mellon Corp | 248,974 | 227,119 | -21,855 | 0.00 | 0.00 | +0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 114,409 | 219,472 | +105,063 | 0.00 | 0.01 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 117,979 | 207,083 | +89,104 | 0.00 | 0.00 | +0.00 | buy |
| Hillsdale Investment Management Inc. | 203,000 | 206,600 | +3,600 | 0.21 | 0.26 | +0.05 | buy |
| THIRD AVENUE MANAGEMENT LLC | 203,401 | 203,401 | 0 | 1.34 | 1.71 | +0.37 | hold |
| BANK OF AMERICA CORP /DE/ | 245,768 | 195,345 | -50,423 | 0.00 | 0.00 | +0.00 | sell |
| JANE STREET GROUP, LLC | 240,730 | 190,763 | -49,967 | 0.01 | 0.01 | +0.00 | sell |
| Trexquant Investment LP | 0 | 150,602 | +150,602 | 0.00 | 0.06 | +0.06 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 122,899 | 146,669 | +23,770 | 0.02 | 0.02 | +0.01 | buy |
| CITADEL ADVISORS LLC | 253,500 | 131,126 | -122,374 | 0.01 | 0.00 | -0.00 | sell |
| Brandywine Global Investment Management, LLC | 135,345 | 130,545 | -4,800 | 0.03 | 0.04 | +0.01 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 122,982 | 115,399 | -7,583 | 0.00 | 0.00 | +0.00 | sell |
| NORGES BANK | 0 | 112,500 | +112,500 | 0.00 | 0.00 | +0.00 | buy |
| Uniplan Investment Counsel, Inc. | 112,028 | 111,739 | -289 | 0.38 | 0.52 | +0.14 | sell |
| Ballast Asset Management, LP | 114,315 | 110,443 | -3,872 | 1.83 | 2.42 | +0.59 | sell |
| INTECH INVESTMENT MANAGEMENT LLC | 86,709 | 108,855 | +22,146 | 0.03 | 0.05 | +0.02 | buy |
| JPMORGAN CHASE & CO | 211,757 | 108,039 | -103,718 | 0.00 | 0.00 | -0.00 | sell |
| ExodusPoint Capital Management, LP | 15,802 | 105,185 | +89,383 | 0.01 | 0.05 | +0.05 | buy |
| BARCLAYS PLC | 74,031 | 103,609 | +29,578 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 87,184 | 101,254 | +14,070 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 104,725 | 96,249 | -8,476 | 0.00 | 0.00 | +0.00 | sell |
| UBS Group AG | 255,459 | 95,887 | -159,572 | 0.00 | 0.00 | -0.00 | sell |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 95,889 | 92,429 | -3,460 | 0.01 | 0.01 | +0.00 | sell |
| Legal & General Group Plc | 78,911 | 77,536 | -1,375 | 0.00 | 0.00 | +0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 45,674 | 75,504 | +29,830 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 73,552 | 72,979 | -573 | 0.00 | 0.00 | +0.00 | sell |
| ALGERT GLOBAL LLC | 57,010 | 70,640 | +13,630 | 0.03 | 0.05 | +0.02 | buy |
| MILLENNIUM MANAGEMENT LLC | 122,186 | 70,283 | -51,903 | 0.00 | 0.00 | -0.00 | sell |
| Nuveen, LLC | 72,153 | 69,132 | -3,021 | 0.00 | 0.00 | +0.00 | sell |
| BESSEMER GROUP INC | 243 | 66,220 | +65,977 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 62,300 | 62,300 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Jump Financial, LLC | 78,536 | 60,501 | -18,035 | 0.04 | 0.04 | -0.01 | sell |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | 62,539 | 60,306 | -2,233 | 0.01 | 0.02 | +0.00 | sell |
| FMR LLC | 58,862 | 59,862 | +1,000 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 86,589 | 58,895 | -27,694 | 0.00 | 0.00 | -0.00 | sell |
| WEDGE CAPITAL MANAGEMENT L L P/NC | 0 | 58,261 | +58,261 | 0.00 | 0.05 | +0.05 | buy |
| WELLS FARGO & COMPANY/MN | 22,366 | 57,588 | +35,222 | 0.00 | 0.00 | +0.00 | buy |
| EASTERN BANK | 54,843 | 54,843 | 0 | 0.03 | 0.04 | +0.01 | hold |
| Connor, Clark & Lunn Investment Management Ltd. | 155,090 | 54,825 | -100,265 | 0.02 | 0.01 | -0.01 | sell |
| RAYMOND JAMES FINANCIAL INC | 45,415 | 53,592 | +8,177 | 0.00 | 0.00 | +0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 57,016 | 53,492 | -3,524 | 0.00 | 0.00 | +0.00 | sell |
| TWO SIGMA ADVISERS, LP | 102,500 | 53,000 | -49,500 | 0.01 | 0.00 | -0.00 | sell |
| GLOBEFLEX CAPITAL L P | 52,955 | 52,955 | 0 | 0.29 | 0.38 | +0.09 | hold |
| Engineers Gate Manager LP | 52,315 | 50,271 | -2,044 | 0.02 | 0.03 | +0.01 | sell |
| F/m Investments LLC | 54,040 | 50,049 | -3,991 | 0.07 | 0.09 | +0.02 | sell |
| Susquehanna Portfolio Strategies, LLC | 14,775 | 48,808 | +34,033 | 0.01 | 0.03 | +0.03 | buy |
| HRT FINANCIAL LP | 0 | 48,704 | +48,704 | 0.00 | 0.01 | +0.01 | buy |
| Man Group plc | 93,912 | 48,457 | -45,455 | 0.01 | 0.00 | -0.00 | sell |
| SEI INVESTMENTS CO | 12,270 | 44,790 | +32,520 | 0.00 | 0.00 | +0.00 | buy |
| Jefferies Financial Group Inc. | 126,565 | 44,240 | -82,325 | 0.04 | 0.02 | -0.02 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 41,154 | 41,994 | +840 | 0.00 | 0.00 | +0.00 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 0 | 41,202 | +41,202 | 0.00 | 0.00 | +0.00 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 67,240 | 40,441 | -26,799 | 0.01 | 0.00 | -0.00 | sell |
| Campbell & CO Investment Adviser LLC | 19,207 | 40,038 | +20,831 | 0.05 | 0.09 | +0.04 | buy |
| Walleye Capital LLC | 229,187 | 39,708 | -189,479 | 0.07 | 0.01 | -0.05 | sell |
| Jackson Creek Investment Advisors LLC | 10,676 | 38,846 | +28,170 | 0.11 | 0.53 | +0.42 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 31,463 | 38,153 | +6,690 | 0.03 | 0.04 | +0.02 | buy |
| FRANKLIN RESOURCES INC | 30,912 | 37,764 | +6,852 | 0.00 | 0.00 | +0.00 | buy |
| OSAIC HOLDINGS, INC. | 0 | 37,026 | +37,026 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 34,965 | 36,026 | +1,061 | 0.00 | 0.00 | +0.00 | buy |
| Quantbot Technologies LP | 51,236 | 35,830 | -15,406 | 0.05 | 0.06 | +0.01 | sell |
| ENVESTNET ASSET MANAGEMENT INC | 48,877 | 35,686 | -13,191 | 0.00 | 0.00 | -0.00 | sell |
| ACORN FINANCIAL ADVISORY SERVICES INC /ADV | 36,051 | 35,667 | -384 | 0.19 | 0.24 | +0.05 | sell |
| Integrated Quantitative Investments LLC | 8,535 | 35,456 | +26,921 | 0.08 | 0.35 | +0.27 | buy |
| EASTERLY INVESTMENT PARTNERS LLC | 51,412 | 35,131 | -16,281 | 0.12 | 0.10 | -0.02 | sell |
| ALLIANCEBERNSTEIN L.P. | 36,010 | 35,010 | -1,000 | 0.00 | 0.00 | +0.00 | sell |
| Empowered Funds, LLC | 0 | 32,650 | +32,650 | 0.00 | 0.01 | +0.01 | buy |
| AlphaQuest LLC | 25,003 | 31,967 | +6,964 | 0.06 | 0.08 | +0.03 | buy |