| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 16,219,129 | 16,286,743 | +67,614 | 0.00 | 0.00 | -0.00 | buy |
| BlackRock, Inc. | 15,406,513 | 16,168,244 | +761,731 | 0.01 | 0.00 | -0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 9,926,971 | 9,290,409 | -636,562 | 0.16 | 0.08 | -0.08 | sell |
| DIMENSIONAL FUND ADVISORS LP | 9,666,485 | 9,122,642 | -543,843 | 0.04 | 0.02 | -0.02 | sell |
| Invesco Ltd. | 6,064,044 | 6,549,631 | +485,587 | 0.02 | 0.01 | -0.01 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 6,105,566 | 6,368,363 | +262,797 | 0.02 | 0.01 | -0.01 | buy |
| PZENA INVESTMENT MANAGEMENT LLC | 4,859,007 | 5,310,768 | +451,761 | 0.27 | 0.18 | -0.09 | buy |
| MORGAN STANLEY | 2,829,808 | 4,463,226 | +1,633,418 | 0.00 | 0.00 | -0.00 | buy |
| UBS Group AG | 2,403,942 | 4,012,941 | +1,608,999 | 0.01 | 0.01 | +0.00 | buy |
| DEPRINCE RACE & ZOLLO INC | 2,727,754 | 3,854,413 | +1,126,659 | 0.89 | 0.83 | -0.06 | buy |
| FIFTHDELTA Ltd | 3,348,553 | 3,497,455 | +148,902 | 13.23 | 11.74 | -1.49 | buy |
| STATE STREET CORP | 3,104,507 | 3,323,766 | +219,259 | 0.00 | 0.00 | -0.00 | buy |
| US BANCORP \DE\ | 3,214,040 | 3,211,080 | -2,960 | 0.07 | 0.04 | -0.03 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 3,013,038 | 3,010,564 | -2,474 | 0.19 | 0.12 | -0.07 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 2,679,071 | 2,689,225 | +10,154 | 0.00 | 0.00 | -0.00 | buy |
| MACQUARIE GROUP LTD | 2,663,790 | 2,662,895 | -895 | 0.05 | 0.03 | -0.02 | sell |
| MARSHALL WACE, LLP | 2,822,421 | 2,498,090 | -324,331 | 0.06 | 0.03 | -0.03 | sell |
| Qube Research & Technologies Ltd | 0 | 2,106,774 | +2,106,774 | 0.00 | 0.03 | +0.03 | buy |
| NORGES BANK | 2,077,866 | 2,077,866 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BANK OF AMERICA CORP /DE/ | 1,283,690 | 2,047,419 | +763,729 | 0.00 | 0.00 | -0.00 | buy |
| SG Americas Securities, LLC | 158,337 | 1,921,233 | +1,762,896 | 0.01 | 0.09 | +0.08 | buy |
| STIFEL FINANCIAL CORP | 1,793,225 | 1,796,629 | +3,404 | 0.03 | 0.02 | -0.01 | buy |
| GOLDMAN SACHS GROUP INC | 2,137,285 | 1,724,352 | -412,933 | 0.01 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 1,424,562 | 1,560,145 | +135,583 | 0.03 | 0.02 | -0.01 | buy |
| Walleye Capital LLC | 661,859 | 1,451,310 | +789,451 | 0.12 | 0.14 | +0.02 | buy |
| Bank of New York Mellon Corp | 1,330,865 | 1,254,619 | -76,246 | 0.00 | 0.00 | -0.00 | sell |
| CITADEL ADVISORS LLC | 2,509,362 | 1,208,141 | -1,301,221 | 0.04 | 0.01 | -0.03 | sell |
| NORTHERN TRUST CORP | 1,033,626 | 995,583 | -38,043 | 0.00 | 0.00 | -0.00 | sell |
| Boston Partners | 129,631 | 982,508 | +852,877 | 0.00 | 0.01 | +0.01 | buy |
| ALGERT GLOBAL LLC | 951,497 | 884,976 | -66,521 | 0.37 | 0.19 | -0.18 | sell |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 944,214 | 873,046 | -71,168 | 0.05 | 0.03 | -0.02 | sell |
| Squarepoint Ops LLC | 1,639,495 | 858,663 | -780,832 | 0.06 | 0.02 | -0.04 | sell |
| Man Group plc | 790,920 | 850,822 | +59,902 | 0.04 | 0.02 | -0.02 | buy |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 731,805 | 804,135 | +72,330 | 0.33 | 0.22 | -0.11 | buy |
| Quantbot Technologies LP | 476,144 | 782,970 | +306,826 | 0.24 | 0.21 | -0.03 | buy |
| Impala Asset Management LLC | 319,762 | 775,000 | +455,238 | 3.88 | 5.11 | +1.23 | buy |
| AMERICAN CENTURY COMPANIES INC | 228,664 | 753,222 | +524,558 | 0.00 | 0.00 | +0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 599,296 | 746,208 | +146,912 | 0.00 | 0.00 | -0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 538,000 | 739,400 | +201,400 | 0.01 | 0.01 | -0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 50,845 | 700,777 | +649,932 | 0.01 | 0.06 | +0.05 | buy |
| FIRST WILSHIRE SECURITIES MANAGEMENT INC | 0 | 697,147 | +697,147 | 0.00 | 1.98 | +1.98 | buy |
| FRANKLIN RESOURCES INC | 469,392 | 670,625 | +201,233 | 0.00 | 0.00 | -0.00 | buy |
| Allianz Asset Management GmbH | 560,286 | 640,650 | +80,364 | 0.01 | 0.01 | -0.00 | buy |
| TWO SIGMA ADVISERS, LP | 865,200 | 632,500 | -232,700 | 0.03 | 0.01 | -0.02 | sell |
| Engineers Gate Manager LP | 281,311 | 629,200 | +347,889 | 0.07 | 0.08 | +0.01 | buy |
| BARCLAYS PLC | 679,670 | 570,087 | -109,583 | 0.00 | 0.00 | -0.00 | sell |
| Advisors Asset Management, Inc. | 378,868 | 558,344 | +179,476 | 0.11 | 0.10 | -0.01 | buy |
| WELLINGTON MANAGEMENT GROUP LLP | 505,855 | 547,670 | +41,815 | 0.00 | 0.00 | -0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 715,323 | 535,033 | -180,290 | 0.01 | 0.00 | -0.01 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 534,115 | +534,115 | 0.00 | 0.01 | +0.01 | buy |
| Nuveen, LLC | 834,768 | 519,352 | -315,416 | 0.00 | 0.00 | -0.00 | sell |
| TWO SIGMA INVESTMENTS, LP | 1,375,685 | 492,912 | -882,773 | 0.05 | 0.01 | -0.04 | sell |
| Trexquant Investment LP | 212,559 | 491,758 | +279,199 | 0.04 | 0.06 | +0.02 | buy |
| JANE STREET GROUP, LLC | 354,777 | 491,379 | +136,602 | 0.01 | 0.01 | -0.00 | buy |
| Gotham Asset Management, LLC | 272,218 | 482,259 | +210,041 | 0.04 | 0.03 | -0.01 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 381,180 | 447,070 | +65,890 | 0.01 | 0.01 | -0.00 | buy |
| Y-Intercept (Hong Kong) Ltd | 0 | 446,050 | +446,050 | 0.00 | 0.11 | +0.11 | buy |
| FULLER & THALER ASSET MANAGEMENT, INC. | 212,914 | 433,489 | +220,575 | 0.01 | 0.02 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 339,084 | 413,967 | +74,883 | 0.02 | 0.02 | -0.01 | buy |
| Cambria Investment Management, L.P. | 461,271 | 411,699 | -49,572 | 0.51 | 0.29 | -0.22 | sell |
| TWINBEECH CAPITAL LP | 0 | 387,222 | +387,222 | 0.00 | 0.09 | +0.09 | buy |
| Jump Financial, LLC | 493,793 | 386,374 | -107,419 | 0.12 | 0.05 | -0.07 | sell |
| Impala Asset Management LLC | 319,762 | 380,200 | +60,438 | 3.88 | 2.89 | -0.99 | buy |
| Holocene Advisors, LP | 158,245 | 373,933 | +215,688 | 0.01 | 0.01 | +0.00 | buy |
| IEQ CAPITAL, LLC | 659,310 | 367,234 | -292,076 | 0.08 | 0.02 | -0.06 | sell |
| RAYMOND JAMES FINANCIAL INC | 426,718 | 366,445 | -60,273 | 0.00 | 0.00 | -0.00 | sell |
| Woodline Partners LP | 0 | 360,923 | +360,923 | 0.00 | 0.02 | +0.02 | buy |
| Swiss National Bank | 318,374 | 315,474 | -2,900 | 0.00 | 0.00 | -0.00 | sell |
| CANADA PENSION PLAN INVESTMENT BOARD | 313,100 | 313,100 | 0 | 0.00 | 0.00 | -0.00 | hold |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 286,651 | 310,383 | +23,732 | 0.00 | 0.00 | -0.00 | buy |
| Caption Management, LLC | 204,826 | 308,900 | +104,074 | 0.15 | 0.29 | +0.15 | buy |
| ICON ADVISERS INC/CO | 136,000 | 306,000 | +170,000 | 0.50 | 0.73 | +0.23 | buy |
| Verition Fund Management LLC | 386,090 | 305,889 | -80,201 | 0.04 | 0.02 | -0.02 | sell |
| HRT FINANCIAL LP | 301,888 | 279,983 | -21,905 | 0.03 | 0.01 | -0.02 | sell |
| SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC | 473,630 | 262,777 | -210,853 | 0.13 | 0.07 | -0.05 | sell |
| CITIGROUP INC | 238,409 | 256,322 | +17,913 | 0.00 | 0.00 | -0.00 | buy |
| BANK OF NOVA SCOTIA | 0 | 247,160 | +247,160 | 0.00 | 0.01 | +0.01 | buy |
| Legal & General Group Plc | 322,150 | 245,683 | -76,467 | 0.00 | 0.00 | -0.00 | sell |
| ING GROEP NV | 248,300 | 245,300 | -3,000 | 0.03 | 0.02 | -0.01 | sell |
| Graham Capital Management, L.P. | 0 | 242,203 | +242,203 | 0.00 | 0.08 | +0.08 | buy |
| Concentric Capital Strategies, LP | 164,534 | 237,973 | +73,439 | 0.26 | 0.14 | -0.12 | buy |
| Edgestream Partners, L.P. | 0 | 237,346 | +237,346 | 0.00 | 0.07 | +0.07 | buy |
| Inspire Advisors, LLC | 10,361 | 217,249 | +206,888 | 0.02 | 0.23 | +0.22 | buy |
| Amundi | 216,124 | 215,938 | -186 | 0.00 | 0.00 | -0.00 | sell |
| Regents Gate Capital LLP | 0 | 212,748 | +212,748 | 0.00 | 0.78 | +0.78 | buy |
| Freestone Grove Partners LP | 17,987 | 211,603 | +193,616 | 0.00 | 0.02 | +0.01 | buy |
| Cerity Partners LLC | 238,335 | 207,719 | -30,616 | 0.01 | 0.00 | -0.00 | sell |
| Schonfeld Strategic Advisors LLC | 0 | 203,402 | +203,402 | 0.00 | 0.02 | +0.02 | buy |
| GROUP ONE TRADING LLC | 0 | 200,000 | +200,000 | 0.00 | 0.07 | +0.07 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 185,960 | 186,940 | +980 | 0.01 | 0.00 | -0.00 | buy |
| DEAN INVESTMENT ASSOCIATES, LLC | 53,192 | 184,606 | +131,414 | 0.12 | 0.28 | +0.16 | buy |
| Forest Hill Capital, LLC | 175,000 | 183,000 | +8,000 | 2.07 | 1.35 | -0.71 | buy |
| HSBC HOLDINGS PLC | 0 | 177,644 | +177,644 | 0.00 | 0.00 | +0.00 | buy |
| CWM, LLC | 249,450 | 167,281 | -82,169 | 0.02 | 0.01 | -0.01 | sell |
| JPMORGAN CHASE & CO | 190,677 | 167,208 | -23,469 | 0.00 | 0.00 | -0.00 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 176,402 | 166,010 | -10,392 | 0.01 | 0.00 | -0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 8,439 | 165,872 | +157,433 | 0.00 | 0.00 | +0.00 | buy |
| LPL Financial LLC | 42,749 | 165,593 | +122,844 | 0.00 | 0.00 | +0.00 | buy |
| Seven Six Capital Management, LLC | 137,900 | 164,800 | +26,900 | 1.95 | 1.56 | -0.39 | buy |
| State of New Jersey Common Pension Fund D | 110,229 | 161,947 | +51,718 | 0.01 | 0.01 | -0.00 | buy |