| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 8,000,000 | 9,000,000 | +1,000,000 | 1.02 | 1.03 | +0.02 | buy |
| BlackRock, Inc. | 7,336,198 | 7,064,280 | -271,918 | 0.00 | 0.00 | -0.00 | sell |
| VANGUARD GROUP INC | 5,197,567 | 4,812,955 | -384,612 | 0.00 | 0.00 | -0.00 | sell |
| Doma Perpetual Capital Management LLC | 2,701,324 | 2,777,794 | +76,470 | 23.38 | 20.21 | -3.16 | buy |
| D. E. Shaw & Co., Inc. | 1,942,143 | 2,039,927 | +97,784 | 0.04 | 0.04 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 2,163,473 | 1,950,013 | -213,460 | 0.01 | 0.01 | -0.00 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 2,138,201 | 1,884,001 | -254,200 | 0.07 | 0.08 | +0.00 | sell |
| STATE STREET CORP | 1,900,556 | 1,883,367 | -17,189 | 0.00 | 0.00 | -0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 1,378,513 | 1,336,047 | -42,466 | 0.02 | 0.02 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 1,309,988 | 1,300,387 | -9,601 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 1,142,762 | 1,192,594 | +49,832 | 0.00 | 0.00 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,215,875 | 1,169,591 | -46,284 | 0.00 | 0.00 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 1,885,071 | 945,979 | -939,092 | 0.10 | 0.05 | -0.05 | sell |
| CITADEL ADVISORS LLC | 71,178 | 819,768 | +748,590 | 0.00 | 0.01 | +0.01 | buy |
| Impax Asset Management Group plc | 600,027 | 750,027 | +150,000 | 0.09 | 0.12 | +0.03 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 627,273 | 676,352 | +49,079 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 854,861 | 558,651 | -296,210 | 0.00 | 0.00 | -0.00 | sell |
| NORTHERN TRUST CORP | 574,299 | 528,483 | -45,816 | 0.00 | 0.00 | -0.00 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 528,515 | 518,537 | -9,978 | 0.00 | 0.00 | -0.00 | sell |
| GAGNON SECURITIES LLC | 449,717 | 501,211 | +51,494 | 2.32 | 2.64 | +0.32 | buy |
| TWO SIGMA INVESTMENTS, LP | 232,994 | 451,852 | +218,858 | 0.01 | 0.02 | +0.01 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 444,738 | 441,205 | -3,533 | 0.24 | 0.24 | -0.01 | sell |
| J. Goldman & Co LP | 669,140 | 437,253 | -231,887 | 0.65 | 0.44 | -0.21 | sell |
| Assenagon Asset Management S.A. | 232,370 | 435,143 | +202,773 | 0.01 | 0.02 | +0.01 | buy |
| DEUTSCHE BANK AG\ | 385,917 | 387,540 | +1,623 | 0.00 | 0.00 | -0.00 | buy |
| JANE STREET GROUP, LLC | 146,669 | 385,984 | +239,315 | 0.00 | 0.01 | +0.01 | buy |
| BARCLAYS PLC | 370,252 | 349,442 | -20,810 | 0.00 | 0.00 | +0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 286,368 | 342,313 | +55,945 | 0.00 | 0.00 | +0.00 | buy |
| Bank of New York Mellon Corp | 366,642 | 329,616 | -37,026 | 0.00 | 0.00 | -0.00 | sell |
| LSV ASSET MANAGEMENT | 114,300 | 319,800 | +205,500 | 0.01 | 0.02 | +0.01 | buy |
| Hillsdale Investment Management Inc. | 0 | 308,200 | +308,200 | 0.00 | 0.22 | +0.22 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 293,000 | 303,832 | +10,832 | 0.01 | 0.01 | -0.00 | buy |
| JPMORGAN CHASE & CO | 436,198 | 288,651 | -147,547 | 0.00 | 0.00 | -0.00 | sell |
| Bridge City Capital, LLC | 311,444 | 285,493 | -25,951 | 2.14 | 2.17 | +0.03 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 254,442 | 261,388 | +6,946 | 0.00 | 0.00 | +0.00 | buy |
| Gagnon Advisors, LLC | 213,402 | 260,908 | +47,506 | 3.40 | 4.29 | +0.89 | buy |
| Nuveen, LLC | 263,785 | 251,984 | -11,801 | 0.00 | 0.00 | -0.00 | sell |
| EASTERLY INVESTMENT PARTNERS LLC | 249,109 | 251,854 | +2,745 | 0.43 | 0.40 | -0.03 | buy |
| Invesco Ltd. | 517,424 | 244,679 | -272,745 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 262,723 | 234,442 | -28,281 | 0.02 | 0.02 | -0.00 | sell |
| Empowered Funds, LLC | 223,438 | 227,605 | +4,167 | 0.06 | 0.05 | -0.01 | buy |
| Pacer Advisors, Inc. | 200,202 | 189,143 | -11,059 | 0.01 | 0.01 | -0.01 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 204,970 | 188,918 | -16,052 | 0.02 | 0.02 | -0.00 | sell |
| FIRST TRUST ADVISORS LP | 9,742 | 188,889 | +179,147 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 370,683 | 187,426 | -183,257 | 0.00 | 0.00 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 159,494 | 184,807 | +25,313 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 203,218 | 183,596 | -19,622 | 0.00 | 0.00 | -0.00 | sell |
| RICE HALL JAMES & ASSOCIATES, LLC | 237,007 | 181,255 | -55,752 | 0.33 | 0.26 | -0.07 | sell |
| Jefferies Financial Group Inc. | 48,287 | 172,092 | +123,805 | 0.01 | 0.04 | +0.03 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 652,580 | 170,475 | -482,105 | 0.07 | 0.02 | -0.05 | sell |
| PDT Partners, LLC | 173,765 | 169,565 | -4,200 | 0.28 | 0.28 | +0.00 | sell |
| INTECH INVESTMENT MANAGEMENT LLC | 63,122 | 166,715 | +103,593 | 0.01 | 0.04 | +0.02 | buy |
| PRUDENTIAL FINANCIAL INC | 149,448 | 160,473 | +11,025 | 0.00 | 0.01 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 154,587 | 160,164 | +5,577 | 0.01 | 0.01 | +0.00 | buy |
| Banco Santander, S.A. | 153,000 | 156,000 | +3,000 | 0.04 | 0.03 | -0.00 | buy |
| Phocas Financial Corp. | 146,903 | 146,535 | -368 | 0.49 | 0.49 | +0.00 | sell |
| Hennion & Walsh Asset Management, Inc. | 50,895 | 138,105 | +87,210 | 0.05 | 0.12 | +0.08 | buy |
| AQR CAPITAL MANAGEMENT LLC | 140,401 | 137,233 | -3,168 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 144,304 | 127,852 | -16,452 | 0.00 | 0.00 | -0.00 | sell |
| HUSSMAN STRATEGIC ADVISORS, INC. | 105,000 | 126,000 | +21,000 | 0.59 | 0.79 | +0.20 | buy |
| MILLENNIUM MANAGEMENT LLC | 70,758 | 122,606 | +51,848 | 0.00 | 0.00 | +0.00 | buy |
| BNP Paribas Asset Management Holding S.A. | 426 | 117,795 | +117,369 | 0.00 | 0.00 | +0.00 | buy |
| HRT FINANCIAL LP | 108,459 | 116,395 | +7,936 | 0.01 | 0.01 | -0.00 | buy |
| Legal & General Group Plc | 117,469 | 111,787 | -5,682 | 0.00 | 0.00 | -0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 83,210 | 111,477 | +28,267 | 0.00 | 0.00 | +0.00 | buy |
| Cambridge Investment Research Advisors, Inc. | 0 | 105,145 | +105,145 | 0.00 | 0.01 | +0.01 | buy |
| TWO SIGMA ADVISERS, LP | 64,700 | 94,800 | +30,100 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 91,389 | 91,243 | -146 | 0.00 | 0.00 | +0.00 | sell |
| Simplify Asset Management Inc. | 44,946 | 86,261 | +41,315 | 0.02 | 0.04 | +0.01 | buy |
| Verition Fund Management LLC | 0 | 85,389 | +85,389 | 0.00 | 0.01 | +0.01 | buy |
| Swiss National Bank | 89,800 | 84,200 | -5,600 | 0.00 | 0.00 | -0.00 | sell |
| XTX Topco Ltd | 0 | 82,906 | +82,906 | 0.00 | 0.06 | +0.06 | buy |
| Campbell & CO Investment Adviser LLC | 0 | 78,345 | +78,345 | 0.00 | 0.10 | +0.10 | buy |
| EXCHANGE TRADED CONCEPTS, LLC | 75,598 | 76,838 | +1,240 | 0.02 | 0.02 | -0.00 | buy |
| FMR LLC | 101,824 | 73,896 | -27,928 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 76,297 | 73,465 | -2,832 | 0.00 | 0.00 | -0.00 | sell |
| LPL Financial LLC | 26,216 | 73,440 | +47,224 | 0.00 | 0.00 | +0.00 | buy |
| GREAT LAKES ADVISORS, LLC | 105,743 | 70,283 | -35,460 | 0.02 | 0.01 | -0.01 | sell |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 15,018 | 69,097 | +54,079 | 0.00 | 0.00 | +0.00 | buy |
| Global Alpha Capital Management Ltd. | 79,460 | 68,360 | -11,100 | 0.12 | 0.11 | -0.01 | sell |
| MARTINGALE ASSET MANAGEMENT L P | 78,697 | 68,202 | -10,495 | 0.05 | 0.04 | -0.01 | sell |
| Quantbot Technologies LP | 20,408 | 67,242 | +46,834 | 0.01 | 0.06 | +0.04 | buy |
| Integrated Quantitative Investments LLC | 0 | 64,826 | +64,826 | 0.00 | 0.36 | +0.36 | buy |
| Squarepoint Ops LLC | 52,353 | 57,349 | +4,996 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 47,810 | 56,498 | +8,688 | 0.01 | 0.02 | +0.00 | buy |
| Robeco Institutional Asset Management B.V. | 54,005 | 54,005 | 0 | 0.00 | 0.00 | -0.00 | hold |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 41,793 | 53,198 | +11,405 | 0.00 | 0.00 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 52,844 | 52,830 | -14 | 0.00 | 0.00 | +0.00 | sell |
| WELLS FARGO & COMPANY/MN | 37,180 | 52,486 | +15,306 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 49,981 | 51,982 | +2,001 | 0.00 | 0.00 | +0.00 | buy |
| MILESTONE ASSET MANAGEMENT, LLC | 0 | 51,105 | +51,105 | 0.00 | 0.25 | +0.25 | buy |
| Russell Investments Group, Ltd. | 101,024 | 50,472 | -50,552 | 0.00 | 0.00 | -0.00 | sell |
| CAXTON ASSOCIATES LLP | 45,481 | 49,996 | +4,515 | 0.03 | 0.03 | -0.01 | buy |
| DIADEMA PARTNERS LP | 58,926 | 48,025 | -10,901 | 1.06 | 0.74 | -0.32 | sell |
| Legato Capital Management LLC | 56,431 | 47,189 | -9,242 | 0.16 | 0.11 | -0.05 | sell |
| PRELUDE CAPITAL MANAGEMENT, LLC | 36,535 | 43,995 | +7,460 | 0.07 | 0.08 | +0.01 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 42,624 | 42,500 | -124 | 0.00 | 0.00 | -0.00 | sell |
| FOSTER & MOTLEY INC | 15,073 | 41,057 | +25,984 | 0.02 | 0.06 | +0.04 | buy |
| Radcliffe Capital Management, L.P. | 47,589 | 39,831 | -7,758 | 0.08 | 0.06 | -0.02 | sell |
| VIRGINIA RETIREMENT SYSTEMS ET Al | 54,800 | 38,150 | -16,650 | 0.01 | 0.01 | -0.00 | sell |