| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 7,000,000 | 8,000,000 | +1,000,000 | 0.85 | 1.02 | +0.17 | buy |
| BlackRock, Inc. | 7,796,029 | 7,336,198 | -459,831 | 0.00 | 0.00 | -0.00 | sell |
| VANGUARD GROUP INC | 5,405,964 | 5,197,567 | -208,397 | 0.00 | 0.00 | -0.00 | sell |
| Doma Perpetual Capital Management LLC | 1,804,069 | 2,701,324 | +897,255 | 16.33 | 23.38 | +7.04 | buy |
| DIMENSIONAL FUND ADVISORS LP | 2,151,642 | 2,163,473 | +11,831 | 0.01 | 0.01 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 2,395,601 | 2,138,201 | -257,400 | 0.08 | 0.07 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 2,253,365 | 1,942,143 | -311,222 | 0.05 | 0.04 | -0.01 | sell |
| STATE STREET CORP | 1,950,603 | 1,900,556 | -50,047 | 0.00 | 0.00 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 2,130,733 | 1,885,071 | -245,662 | 0.12 | 0.10 | -0.02 | sell |
| AMERICAN CENTURY COMPANIES INC | 1,182,513 | 1,378,513 | +196,000 | 0.02 | 0.02 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 1,308,901 | 1,309,988 | +1,087 | 0.01 | 0.00 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,143,190 | 1,215,875 | +72,685 | 0.00 | 0.00 | +0.00 | buy |
| MORGAN STANLEY | 950,036 | 1,142,762 | +192,726 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 1,028,889 | 854,861 | -174,028 | 0.01 | 0.00 | -0.00 | sell |
| J. Goldman & Co LP | 656,564 | 669,140 | +12,576 | 0.49 | 0.65 | +0.16 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 984,742 | 652,580 | -332,162 | 0.09 | 0.07 | -0.03 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 570,079 | 627,273 | +57,194 | 0.00 | 0.00 | +0.00 | buy |
| Impax Asset Management Group plc | 470,027 | 600,027 | +130,000 | 0.06 | 0.09 | +0.03 | buy |
| NORTHERN TRUST CORP | 585,806 | 574,299 | -11,507 | 0.00 | 0.00 | -0.00 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 545,602 | 528,515 | -17,087 | 0.00 | 0.00 | +0.00 | sell |
| Invesco Ltd. | 479,399 | 517,424 | +38,025 | 0.00 | 0.00 | +0.00 | buy |
| GAGNON SECURITIES LLC | 368,353 | 449,717 | +81,364 | 1.79 | 2.32 | +0.54 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 460,273 | 444,738 | -15,535 | 0.26 | 0.24 | -0.02 | sell |
| JPMORGAN CHASE & CO | 342,006 | 436,198 | +94,192 | 0.00 | 0.00 | +0.00 | buy |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 0 | 409,997 | +409,997 | 0.00 | 0.02 | +0.02 | buy |
| DEUTSCHE BANK AG\ | 373,804 | 385,917 | +12,113 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 201,478 | 370,683 | +169,205 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 384,857 | 370,252 | -14,605 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 386,334 | 366,642 | -19,692 | 0.00 | 0.00 | -0.00 | sell |
| Bridge City Capital, LLC | 169,673 | 311,444 | +141,771 | 1.14 | 2.14 | +1.01 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 175,400 | 293,000 | +117,600 | 0.01 | 0.01 | +0.01 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 221,844 | 286,368 | +64,524 | 0.00 | 0.00 | +0.00 | buy |
| Nuveen, LLC | 390,632 | 263,785 | -126,847 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 135,542 | 262,723 | +127,181 | 0.01 | 0.02 | +0.01 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 271,164 | 254,442 | -16,722 | 0.00 | 0.00 | -0.00 | sell |
| EASTERLY INVESTMENT PARTNERS LLC | 170,071 | 249,109 | +79,038 | 0.29 | 0.43 | +0.14 | buy |
| RICE HALL JAMES & ASSOCIATES, LLC | 260,287 | 237,007 | -23,280 | 0.33 | 0.33 | -0.00 | sell |
| TWO SIGMA INVESTMENTS, LP | 106,842 | 232,994 | +126,152 | 0.00 | 0.01 | +0.00 | buy |
| Assenagon Asset Management S.A. | 482,964 | 232,370 | -250,594 | 0.02 | 0.01 | -0.01 | sell |
| Empowered Funds, LLC | 238,973 | 223,438 | -15,535 | 0.06 | 0.06 | -0.01 | sell |
| Gagnon Advisors, LLC | 213,402 | 213,402 | 0 | 3.43 | 3.40 | -0.03 | hold |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 198,667 | 204,970 | +6,303 | 0.02 | 0.02 | -0.00 | buy |
| AMERIPRISE FINANCIAL INC | 326,759 | 203,218 | -123,541 | 0.00 | 0.00 | -0.00 | sell |
| Pacer Advisors, Inc. | 386,629 | 200,202 | -186,427 | 0.02 | 0.01 | -0.01 | sell |
| PDT Partners, LLC | 206,952 | 173,765 | -33,187 | 0.28 | 0.28 | +0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 296,150 | 159,494 | -136,656 | 0.00 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 133,730 | 154,587 | +20,857 | 0.01 | 0.01 | +0.00 | buy |
| Banco Santander, S.A. | 136,000 | 153,000 | +17,000 | 0.03 | 0.04 | +0.00 | buy |
| PRUDENTIAL FINANCIAL INC | 76,728 | 149,448 | +72,720 | 0.00 | 0.00 | +0.00 | buy |
| Phocas Financial Corp. | 193,437 | 146,903 | -46,534 | 0.66 | 0.49 | -0.17 | sell |
| JANE STREET GROUP, LLC | 161,018 | 146,669 | -14,349 | 0.01 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 149,255 | 144,304 | -4,951 | 0.00 | 0.00 | -0.00 | sell |
| AQR CAPITAL MANAGEMENT LLC | 142,163 | 140,401 | -1,762 | 0.00 | 0.00 | -0.00 | sell |
| Connor, Clark & Lunn Investment Management Ltd. | 214,690 | 135,612 | -79,078 | 0.02 | 0.01 | -0.01 | sell |
| NATIXIS | 151,300 | 123,900 | -27,400 | 0.02 | 0.02 | -0.00 | sell |
| Legal & General Group Plc | 129,172 | 117,469 | -11,703 | 0.00 | 0.00 | -0.00 | sell |
| LSV ASSET MANAGEMENT | 95,200 | 114,300 | +19,100 | 0.01 | 0.01 | +0.00 | buy |
| HRT FINANCIAL LP | 0 | 108,459 | +108,459 | 0.00 | 0.01 | +0.01 | buy |
| GREAT LAKES ADVISORS, LLC | 217,061 | 105,743 | -111,318 | 0.04 | 0.02 | -0.02 | sell |
| HUSSMAN STRATEGIC ADVISORS, INC. | 0 | 105,000 | +105,000 | 0.00 | 0.59 | +0.59 | buy |
| FMR LLC | 92,680 | 101,824 | +9,144 | 0.00 | 0.00 | +0.00 | buy |
| Russell Investments Group, Ltd. | 92,392 | 101,024 | +8,632 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 83,321 | 91,389 | +8,068 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 88,400 | 89,800 | +1,400 | 0.00 | 0.00 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 19,646 | 83,210 | +63,564 | 0.00 | 0.00 | +0.00 | buy |
| Global Alpha Capital Management Ltd. | 79,460 | 79,460 | 0 | 0.12 | 0.12 | -0.00 | hold |
| MARTINGALE ASSET MANAGEMENT L P | 64,493 | 78,697 | +14,204 | 0.04 | 0.05 | +0.01 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 142,136 | 76,297 | -65,839 | 0.00 | 0.00 | -0.00 | sell |
| EXCHANGE TRADED CONCEPTS, LLC | 0 | 75,598 | +75,598 | 0.00 | 0.02 | +0.02 | buy |
| CITADEL ADVISORS LLC | 0 | 71,178 | +71,178 | 0.00 | 0.00 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 515,024 | 70,758 | -444,266 | 0.01 | 0.00 | -0.01 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 86,976 | 67,707 | -19,269 | 0.01 | 0.01 | -0.00 | sell |
| TWO SIGMA ADVISERS, LP | 38,300 | 64,700 | +26,400 | 0.00 | 0.00 | +0.00 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 21,985 | 63,122 | +41,137 | 0.00 | 0.01 | +0.01 | buy |
| DARK FOREST CAPITAL MANAGEMENT LP | 61,212 | 61,212 | 0 | 0.06 | 0.04 | -0.02 | hold |
| Trexquant Investment LP | 0 | 60,096 | +60,096 | 0.00 | 0.02 | +0.02 | buy |
| DIADEMA PARTNERS LP | 58,926 | 58,926 | 0 | 0.88 | 1.06 | +0.18 | hold |
| ExodusPoint Capital Management, LP | 0 | 58,290 | +58,290 | 0.00 | 0.02 | +0.02 | buy |
| Legato Capital Management LLC | 40,863 | 56,431 | +15,568 | 0.12 | 0.16 | +0.04 | buy |
| VIRGINIA RETIREMENT SYSTEMS ET Al | 31,100 | 54,800 | +23,700 | 0.01 | 0.01 | +0.00 | buy |
| Robeco Institutional Asset Management B.V. | 54,005 | 54,005 | 0 | 0.00 | 0.00 | -0.00 | hold |
| ALLIANCEBERNSTEIN L.P. | 52,955 | 52,844 | -111 | 0.00 | 0.00 | +0.00 | sell |
| Squarepoint Ops LLC | 21,407 | 52,353 | +30,946 | 0.00 | 0.00 | +0.00 | buy |
| Hennion & Walsh Asset Management, Inc. | 51,822 | 50,895 | -927 | 0.05 | 0.05 | -0.00 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 47,910 | 49,981 | +2,071 | 0.00 | 0.00 | +0.00 | buy |
| Jefferies Financial Group Inc. | 43,592 | 48,287 | +4,695 | 0.02 | 0.01 | -0.01 | buy |
| KLP KAPITALFORVALTNING AS | 35,200 | 47,900 | +12,700 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 79,961 | 47,810 | -32,151 | 0.02 | 0.01 | -0.01 | sell |
| Radcliffe Capital Management, L.P. | 0 | 47,589 | +47,589 | 0.00 | 0.08 | +0.08 | buy |
| CAXTON ASSOCIATES LLP | 47,507 | 45,481 | -2,026 | 0.03 | 0.03 | +0.00 | sell |
| Simplify Asset Management Inc. | 120,843 | 44,946 | -75,897 | 0.17 | 0.02 | -0.15 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 42,622 | 42,624 | +2 | 0.00 | 0.00 | -0.00 | buy |
| LAZARD ASSET MANAGEMENT LLC | 59,863 | 42,258 | -17,605 | 0.00 | 0.00 | -0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 35,606 | 41,793 | +6,187 | 0.00 | 0.00 | +0.00 | buy |
| CANADA LIFE ASSURANCE Co | 36,968 | 40,903 | +3,935 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 102,980 | 37,180 | -65,800 | 0.00 | 0.00 | -0.00 | sell |
| PRELUDE CAPITAL MANAGEMENT, LLC | 24,235 | 36,535 | +12,300 | 0.06 | 0.07 | +0.02 | buy |
| Gotham Asset Management, LLC | 42,162 | 33,333 | -8,829 | 0.01 | 0.00 | -0.00 | sell |
| FRANKLIN RESOURCES INC | 31,060 | 33,014 | +1,954 | 0.00 | 0.00 | +0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 34,049 | 32,416 | -1,633 | 0.00 | 0.00 | -0.00 | sell |