| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 13,443,205 | 12,252,850 | -1,190,355 | 0.02 | 0.01 | -0.00 | sell |
| INCOME RESEARCH & MANAGEMENT | 9,545,000 | 9,545,000 | 0 | 4.33 | 3.75 | -0.58 | hold |
| BARCLAYS PLC | 5,847,042 | 6,496,226 | +649,184 | 0.16 | 0.16 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 7,406,000 | 6,333,000 | -1,073,000 | 0.01 | 0.01 | -0.00 | sell |
| Pacer Advisors, Inc. | 2,100,284 | 5,961,952 | +3,861,668 | 0.28 | 0.71 | +0.42 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 4,215,370 | 5,186,091 | +970,721 | 0.42 | 0.43 | +0.01 | buy |
| Sonora Investment Management Group, LLC | 5,602,000 | 5,137,000 | -465,000 | 0.37 | 0.33 | -0.04 | sell |
| BNP Paribas Asset Management Holding S.A. | 6,500,000 | 5,000,000 | -1,500,000 | 0.01 | 0.01 | -0.00 | sell |
| Elliott Investment Management L.P. | 4,500,000 | 5,000,000 | +500,000 | 2.55 | 2.60 | +0.05 | buy |
| GOLDMAN SACHS GROUP INC | 4,035,567 | 4,511,667 | +476,100 | 0.05 | 0.05 | +0.00 | buy |
| Impactive Capital LP | 351,137 | 4,393,662 | +4,042,525 | 0.80 | 9.06 | +8.26 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 0 | 3,875,890 | +3,875,890 | 0.00 | 0.18 | +0.18 | buy |
| STATE STREET CORP | 4,841,405 | 3,684,805 | -1,156,600 | 0.01 | 0.01 | -0.00 | sell |
| RATIONAL ADVISORS, INC. | 5,200,000 | 3,610,000 | -1,590,000 | 0.40 | 0.28 | -0.12 | sell |
| Sonora Investment Management Group, LLC | 3,460,000 | 3,360,000 | -100,000 | 0.21 | 0.20 | -0.01 | sell |
| VAN ECK ASSOCIATES CORP | 5,764,064 | 3,005,631 | -2,758,433 | 0.48 | 0.19 | -0.30 | sell |
| BNP Paribas Asset Management Holding S.A. | 3,000,000 | 3,000,000 | 0 | 0.01 | 0.01 | -0.00 | hold |
| NEW YORK STATE COMMON RETIREMENT FUND | 3,452,000 | 2,536,000 | -916,000 | 0.00 | 0.00 | -0.00 | sell |
| FMR LLC | 2,097,064 | 2,248,108 | +151,044 | 0.01 | 0.01 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 2,903,939 | 1,957,834 | -946,105 | 0.01 | 0.01 | -0.01 | sell |
| HARRIS ASSOCIATES L P | 2,460,076 | 1,951,286 | -508,790 | 0.25 | 0.14 | -0.10 | sell |
| Bares Capital Management, Inc. | 3,833,881 | 1,922,119 | -1,911,762 | 10.88 | 9.72 | -1.16 | sell |
| MORGAN STANLEY | 1,342,204 | 1,770,932 | +428,728 | 0.01 | 0.01 | +0.00 | buy |
| NOMURA HOLDINGS INC | 2,002,492 | 1,696,068 | -306,424 | 0.76 | 0.71 | -0.05 | sell |
| DAVENPORT & Co LLC | 1,207,453 | 1,559,622 | +352,169 | 0.45 | 0.51 | +0.06 | buy |
| NORGES BANK | 1,306,377 | 1,444,103 | +137,726 | 0.01 | 0.01 | -0.00 | buy |
| D. E. Shaw & Co., Inc. | 761,384 | 1,232,338 | +470,954 | 0.06 | 0.09 | +0.03 | buy |
| ROYAL BANK OF CANADA | 1,390,343 | 1,142,044 | -248,299 | 0.02 | 0.01 | -0.01 | sell |
| BANK OF AMERICA CORP /DE/ | 1,214,371 | 1,114,806 | -99,565 | 0.01 | 0.01 | -0.00 | sell |
| Bank of New York Mellon Corp | 1,448,661 | 1,094,884 | -353,777 | 0.02 | 0.01 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 933,062 | 1,084,961 | +151,899 | 0.01 | 0.01 | +0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 1,231,992 | 1,008,894 | -223,098 | 0.01 | 0.01 | -0.00 | sell |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 0 | 1,000,000 | +1,000,000 | 0.00 | 0.14 | +0.14 | buy |
| Holocene Advisors, LP | 0 | 883,506 | +883,506 | 0.00 | 0.20 | +0.20 | buy |
| BNP Paribas Asset Management Holding S.A. | 800,000 | 800,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| JPMORGAN CHASE & CO | 662,401 | 741,629 | +79,228 | 0.00 | 0.00 | -0.00 | buy |
| Fiera Capital Corp | 698,417 | 674,830 | -23,587 | 0.13 | 0.11 | -0.01 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 959,009 | 640,139 | -318,870 | 0.02 | 0.01 | -0.01 | sell |
| Assenagon Asset Management S.A. | 733,105 | 639,879 | -93,226 | 0.11 | 0.07 | -0.03 | sell |
| NORTHERN TRUST CORP | 1,140,088 | 629,905 | -510,183 | 0.01 | 0.01 | -0.01 | sell |
| Clearbridge Investments, LLC | 1,884,297 | 553,191 | -1,331,106 | 0.09 | 0.02 | -0.07 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 131,340 | 542,505 | +411,165 | 0.00 | 0.02 | +0.01 | buy |
| BANK OF MONTREAL /CAN/ | 837,076 | 534,942 | -302,134 | 0.02 | 0.01 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 86,192 | 485,351 | +399,159 | 0.01 | 0.05 | +0.04 | buy |
| Qube Research & Technologies Ltd | 4,645 | 485,155 | +480,510 | 0.00 | 0.05 | +0.05 | buy |
| JANUS HENDERSON GROUP PLC | 447,271 | 482,262 | +34,991 | 0.01 | 0.01 | -0.00 | buy |
| ACADIAN ASSET MANAGEMENT LLC | 217,755 | 481,194 | +263,439 | 0.04 | 0.08 | +0.04 | buy |
| GOODNOW INVESTMENT GROUP, LLC | 580,288 | 479,568 | -100,720 | 3.96 | 2.82 | -1.14 | sell |
| AQR CAPITAL MANAGEMENT LLC | 1,196,932 | 470,400 | -726,532 | 0.11 | 0.04 | -0.07 | sell |
| Man Group plc | 579,357 | 446,217 | -133,140 | 0.09 | 0.07 | -0.02 | sell |
| Clearline Capital LP | 415,943 | 413,743 | -2,200 | 2.15 | 2.03 | -0.11 | sell |
| Legal & General Group Plc | 608,284 | 389,235 | -219,049 | 0.01 | 0.01 | -0.00 | sell |
| CITIGROUP INC | 544,542 | 383,481 | -161,061 | 0.03 | 0.02 | -0.01 | sell |
| MIZUHO MARKETS AMERICAS LLC | 0 | 370,000 | +370,000 | 0.00 | 0.50 | +0.50 | buy |
| Bank of New York Mellon Corp | 350,000 | 350,000 | 0 | 0.00 | 0.00 | +0.00 | hold |
| AMERIPRISE FINANCIAL INC | 81,366 | 341,414 | +260,048 | 0.00 | 0.00 | +0.00 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 423,156 | 338,855 | -84,301 | 0.09 | 0.07 | -0.02 | sell |
| Invesco Ltd. | 2,777,916 | 329,524 | -2,448,392 | 0.03 | 0.00 | -0.03 | sell |
| Cubist Systematic Strategies, LLC | 0 | 322,806 | +322,806 | 0.00 | 0.27 | +0.27 | buy |
| Bridgewater Associates, LP | 130,179 | 307,395 | +177,216 | 0.04 | 0.10 | +0.06 | buy |
| UBS Group AG | 397,816 | 304,129 | -93,687 | 0.01 | 0.00 | -0.00 | sell |
| BASSO CAPITAL MANAGEMENT, L.P. | 300,000 | 300,000 | 0 | 0.21 | 0.23 | +0.01 | hold |
| RHUMBLINE ADVISERS | 240,590 | 297,024 | +56,434 | 0.01 | 0.01 | +0.00 | buy |
| SEI INVESTMENTS CO | 0 | 292,000 | +292,000 | 0.00 | 0.00 | +0.00 | buy |
| EUBEL BRADY & SUTTMAN ASSET MANAGEMENT INC | 286,281 | 291,983 | +5,702 | 2.44 | 2.12 | -0.33 | buy |
| TUDOR INVESTMENT CORP ET AL | 59,469 | 279,372 | +219,903 | 0.04 | 0.17 | +0.13 | buy |
| MERITAGE PORTFOLIO MANAGEMENT | 104,869 | 264,689 | +159,820 | 0.39 | 0.90 | +0.51 | buy |
| WELLS FARGO & COMPANY/MN | 283,142 | 261,799 | -21,343 | 0.00 | 0.00 | -0.00 | sell |
| Robeco Institutional Asset Management B.V. | 444,093 | 256,834 | -187,259 | 0.06 | 0.03 | -0.03 | sell |
| Railway Pension Investments Ltd | 185,070 | 251,170 | +66,100 | 0.13 | 0.17 | +0.04 | buy |
| NATIXIS | 9,892 | 249,799 | +239,907 | 0.00 | 0.08 | +0.08 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 281,840 | 248,593 | -33,247 | 0.02 | 0.02 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 4,221 | 243,421 | +239,200 | 0.00 | 0.07 | +0.07 | buy |
| HSBC HOLDINGS PLC | 419,147 | 237,368 | -181,779 | 0.02 | 0.01 | -0.01 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 291,661 | 229,304 | -62,357 | 0.02 | 0.01 | -0.01 | sell |
| Swiss National Bank | 351,300 | 228,700 | -122,600 | 0.01 | 0.01 | -0.01 | sell |
| Engine Capital Management, LP | 277,144 | 224,676 | -52,468 | 3.06 | 2.16 | -0.90 | sell |
| CANADA PENSION PLAN INVESTMENT BOARD | 69,100 | 221,800 | +152,700 | 0.00 | 0.01 | +0.01 | buy |
| TWO SIGMA ADVISERS, LP | 32,900 | 216,700 | +183,800 | 0.00 | 0.03 | +0.02 | buy |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 213,066 | 213,564 | +498 | 0.01 | 0.01 | -0.00 | buy |
| RICE HALL JAMES & ASSOCIATES, LLC | 25,554 | 191,062 | +165,508 | 0.09 | 0.57 | +0.48 | buy |
| Advisors Asset Management, Inc. | 166,109 | 177,703 | +11,594 | 0.19 | 0.18 | -0.01 | buy |
| CAPITAL FUND MANAGEMENT S.A. | 0 | 175,231 | +175,231 | 0.00 | 0.11 | +0.11 | buy |
| Grandeur Peak Global Advisors, LLC | 174,183 | 169,966 | -4,217 | 0.82 | 0.78 | -0.04 | sell |
| Invenomic Capital Management LP | 546,713 | 155,314 | -391,399 | 1.68 | 0.48 | -1.20 | sell |
| ICICI Prudential Asset Management Co Ltd | 140,760 | 151,760 | +11,000 | 0.98 | 0.89 | -0.09 | buy |
| ENVESTNET ASSET MANAGEMENT INC | 180,524 | 146,695 | -33,829 | 0.00 | 0.00 | -0.00 | sell |
| Verition Fund Management LLC | 301,604 | 143,482 | -158,122 | 0.14 | 0.05 | -0.08 | sell |
| TWO SIGMA INVESTMENTS, LP | 31,000 | 139,100 | +108,100 | 0.00 | 0.02 | +0.01 | buy |
| PAR CAPITAL MANAGEMENT INC | 138,250 | 138,250 | 0 | 0.26 | 0.22 | -0.04 | hold |
| BANQUE PICTET & CIE SA | 121,593 | 137,293 | +15,700 | 0.07 | 0.08 | +0.00 | buy |
| Amundi | 590,958 | 135,224 | -455,734 | 0.01 | 0.00 | -0.01 | sell |
| Russell Investments Group, Ltd. | 100,806 | 134,449 | +33,643 | 0.01 | 0.01 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 17,680 | 133,456 | +115,776 | 0.00 | 0.01 | +0.01 | buy |
| CHILTON INVESTMENT CO INC. | 57,827 | 133,034 | +75,207 | 0.10 | 0.19 | +0.10 | buy |
| HAWK RIDGE CAPITAL MANAGEMENT LP | 0 | 122,202 | +122,202 | 0.00 | 0.29 | +0.29 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 127,985 | 121,464 | -6,521 | 0.01 | 0.01 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 33,038 | 118,434 | +85,396 | 0.00 | 0.01 | +0.01 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 107,545 | 118,197 | +10,652 | 0.01 | 0.01 | +0.00 | buy |
| BANCO BILBAO VIZCAYA ARGENTARIA, S.A. | 134,284 | 117,319 | -16,965 | 0.08 | 0.07 | -0.02 | sell |