| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 1,713,940 | 1,713,657 | -283 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 546,779 | 1,446,572 | +899,793 | 0.00 | 0.00 | +0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,540,053 | 1,398,076 | -141,977 | 0.00 | 0.00 | -0.00 | sell |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 929,200 | 1,131,600 | +202,400 | 0.03 | 0.03 | +0.01 | buy |
| ROYCE & ASSOCIATES LP | 945,426 | 1,117,503 | +172,077 | 0.07 | 0.09 | +0.02 | buy |
| GOLDMAN SACHS GROUP INC | 125,384 | 1,002,419 | +877,035 | 0.00 | 0.00 | +0.00 | buy |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 902,986 | 952,986 | +50,000 | 0.01 | 0.02 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 203,545 | 821,482 | +617,937 | 0.00 | 0.01 | +0.00 | buy |
| Assenagon Asset Management S.A. | 191,014 | 799,690 | +608,676 | 0.00 | 0.02 | +0.01 | buy |
| STATE STREET CORP | 654,338 | 659,580 | +5,242 | 0.00 | 0.00 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 649,704 | 657,175 | +7,471 | 0.00 | 0.00 | -0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 633,890 | 614,091 | -19,799 | 0.01 | 0.01 | -0.00 | sell |
| Ballast Asset Management, LP | 433,284 | 475,782 | +42,498 | 2.19 | 2.24 | +0.04 | buy |
| AMERIPRISE FINANCIAL INC | 471,455 | 457,576 | -13,879 | 0.00 | 0.00 | -0.00 | sell |
| TWO SIGMA ADVISERS, LP | 381,300 | 455,000 | +73,700 | 0.01 | 0.01 | +0.00 | buy |
| CenterBook Partners LP | 85,178 | 451,592 | +366,414 | 0.08 | 0.27 | +0.19 | buy |
| Invenomic Capital Management LP | 0 | 415,420 | +415,420 | 0.00 | 0.19 | +0.19 | buy |
| TWO SIGMA INVESTMENTS, LP | 512,907 | 400,844 | -112,063 | 0.01 | 0.01 | -0.00 | sell |
| Bank of New York Mellon Corp | 394,255 | 386,113 | -8,142 | 0.00 | 0.00 | +0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 281,360 | 376,166 | +94,806 | 0.00 | 0.00 | +0.00 | buy |
| Uniplan Investment Counsel, Inc. | 368,817 | 369,697 | +880 | 0.22 | 0.25 | +0.03 | buy |
| Meros Investment Management, LP | 584,196 | 320,070 | -264,126 | 2.21 | 1.24 | -0.97 | sell |
| Acuitas Investments, LLC | 157,649 | 306,237 | +148,588 | 0.66 | 1.34 | +0.68 | buy |
| KENNEDY CAPITAL MANAGEMENT LLC | 299,246 | 295,597 | -3,649 | 0.05 | 0.05 | +0.00 | sell |
| NORTHERN TRUST CORP | 299,742 | 291,029 | -8,713 | 0.00 | 0.00 | +0.00 | sell |
| JPMORGAN CHASE & CO | 236,453 | 226,821 | -9,632 | 0.00 | 0.00 | -0.00 | sell |
| GSA CAPITAL PARTNERS LLP | 217,600 | 223,195 | +5,595 | 0.15 | 0.15 | +0.01 | buy |
| GW&K Investment Management, LLC | 217,695 | 209,815 | -7,880 | 0.02 | 0.02 | -0.00 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 0 | 183,773 | +183,773 | 0.00 | 0.03 | +0.03 | buy |
| AQR CAPITAL MANAGEMENT LLC | 209,499 | 172,870 | -36,629 | 0.00 | 0.00 | -0.00 | sell |
| Invesco Ltd. | 64,737 | 146,140 | +81,403 | 0.00 | 0.00 | +0.00 | buy |
| OSAIC HOLDINGS, INC. | 0 | 140,210 | +140,210 | 0.00 | 0.00 | +0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 0 | 132,735 | +132,735 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 952,308 | 122,512 | -829,796 | 0.01 | 0.00 | -0.01 | sell |
| Empowered Funds, LLC | 0 | 115,180 | +115,180 | 0.00 | 0.02 | +0.02 | buy |
| AXA S.A. | 95,400 | 95,400 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Trexquant Investment LP | 27,739 | 88,451 | +60,712 | 0.00 | 0.02 | +0.01 | buy |
| HENNESSY ADVISORS INC | 87,920 | 87,920 | 0 | 0.04 | 0.03 | -0.00 | hold |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 82,763 | 82,763 | 0 | 0.00 | 0.00 | -0.00 | hold |
| FIRST TRUST ADVISORS LP | 79,836 | 82,325 | +2,489 | 0.00 | 0.00 | +0.00 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 215,678 | 74,652 | -141,026 | 0.01 | 0.00 | -0.00 | sell |
| HUDSON EDGE INVESTMENT PARTNERS INC. | 64,036 | 72,903 | +8,867 | 0.12 | 0.12 | +0.01 | buy |
| Squarepoint Ops LLC | 29,458 | 72,049 | +42,591 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 89,181 | 69,839 | -19,342 | 0.00 | 0.00 | -0.00 | sell |
| Kingsview Wealth Management, LLC | 0 | 62,645 | +62,645 | 0.00 | 0.01 | +0.01 | buy |
| Cubist Systematic Strategies, LLC | 96,571 | 60,461 | -36,110 | 0.01 | 0.01 | -0.00 | sell |
| UBS Group AG | 48,049 | 59,183 | +11,134 | 0.00 | 0.00 | +0.00 | buy |
| STRS OHIO | 57,200 | 59,100 | +1,900 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 78,796 | 59,088 | -19,708 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 294,450 | 55,606 | -238,844 | 0.00 | 0.00 | -0.00 | sell |
| HITE Hedge Asset Management LLC | 0 | 55,509 | +55,509 | 0.00 | 0.05 | +0.05 | buy |
| D. E. Shaw & Co., Inc. | 185,626 | 55,389 | -130,237 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 52,482 | 53,461 | +979 | 0.00 | 0.00 | +0.00 | buy |
| DEERFIELD MANAGEMENT COMPANY, L.P. | 0 | 50,478 | +50,478 | 0.00 | 0.01 | +0.01 | buy |
| AlphaQuest LLC | 42,349 | 49,068 | +6,719 | 0.07 | 0.07 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 48,970 | 48,970 | 0 | 0.00 | 0.00 | +0.00 | hold |
| ENVESTNET ASSET MANAGEMENT INC | 59,643 | 44,851 | -14,792 | 0.00 | 0.00 | -0.00 | sell |
| Atom Investors LP | 0 | 42,757 | +42,757 | 0.00 | 0.05 | +0.05 | buy |
| Gallacher Capital Management LLC | 0 | 38,584 | +38,584 | 0.00 | 0.17 | +0.17 | buy |
| PRUDENTIAL FINANCIAL INC | 15,365 | 38,165 | +22,800 | 0.00 | 0.00 | +0.00 | buy |
| VAN DEN BERG MANAGEMENT I, INC | 38,787 | 37,386 | -1,401 | 0.10 | 0.10 | -0.01 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 31,134 | 36,582 | +5,448 | 0.00 | 0.00 | +0.00 | buy |
| SEI INVESTMENTS CO | 36,233 | 36,233 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PRICE T ROWE ASSOCIATES INC /MD/ | 33,367 | 34,686 | +1,319 | 0.00 | 0.00 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 63,691 | 33,710 | -29,981 | 0.00 | 0.00 | -0.00 | sell |
| Nebula Research & Development LLC | 0 | 30,958 | +30,958 | 0.00 | 0.06 | +0.06 | buy |
| Verition Fund Management LLC | 18,000 | 30,500 | +12,500 | 0.00 | 0.00 | +0.00 | buy |
| Numerai GP LLC | 0 | 24,386 | +24,386 | 0.00 | 0.09 | +0.09 | buy |
| Dakota Wealth Management | 26,437 | 21,647 | -4,790 | 0.01 | 0.00 | -0.00 | sell |
| Engineers Gate Manager LP | 0 | 21,589 | +21,589 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 20,055 | 21,576 | +1,521 | 0.00 | 0.00 | +0.00 | buy |
| Summit Global Investments | 23,000 | 19,900 | -3,100 | 0.01 | 0.01 | +0.00 | sell |
| Brevan Howard Capital Management LP | 11,664 | 17,640 | +5,976 | 0.01 | 0.01 | +0.00 | buy |
| Man Group plc | 0 | 17,623 | +17,623 | 0.00 | 0.00 | +0.00 | buy |
| Qube Research & Technologies Ltd | 54,667 | 16,918 | -37,749 | 0.00 | 0.00 | -0.00 | sell |
| ROYAL BANK OF CANADA | 22,037 | 16,455 | -5,582 | 0.00 | 0.00 | -0.00 | sell |
| AMERICAN INTERNATIONAL GROUP, INC. | 14,534 | 14,409 | -125 | 0.00 | 0.00 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 14,155 | 14,155 | 0 | 0.00 | 0.00 | +0.00 | hold |
| CastleKnight Management LP | 13,917 | 13,917 | 0 | 0.02 | 0.02 | +0.00 | hold |
| RENAISSANCE TECHNOLOGIES LLC | 242,700 | 13,800 | -228,900 | 0.00 | 0.00 | -0.00 | sell |
| Jump Financial, LLC | 35,693 | 13,626 | -22,067 | 0.01 | 0.00 | -0.01 | sell |
| Mirae Asset Global Investments Co., Ltd. | 13,032 | 13,032 | 0 | 0.00 | 0.00 | +0.00 | hold |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 12,589 | 12,499 | -90 | 0.00 | 0.00 | +0.00 | sell |
| FIRST HAWAIIAN BANK | 10,469 | 11,949 | +1,480 | 0.00 | 0.00 | +0.00 | buy |
| MetLife Investment Management, LLC | 16,710 | 11,766 | -4,944 | 0.00 | 0.00 | -0.00 | sell |
| SHERBROOKE PARK ADVISERS LLC | 20,216 | 11,743 | -8,473 | 0.08 | 0.02 | -0.06 | sell |
| HSBC HOLDINGS PLC | 0 | 11,702 | +11,702 | 0.00 | 0.00 | +0.00 | buy |
| INCEPTIONR LLC | 0 | 11,327 | +11,327 | 0.00 | 0.03 | +0.03 | buy |
| U.S. Capital Wealth Advisors, LLC | 11,099 | 11,099 | 0 | 0.00 | 0.00 | +0.00 | hold |
| NEW YORK STATE COMMON RETIREMENT FUND | 10,939 | 10,911 | -28 | 0.00 | 0.00 | +0.00 | sell |
| WELLS FARGO & COMPANY/MN | 9,651 | 10,890 | +1,239 | 0.00 | 0.00 | +0.00 | buy |
| FRANKLIN RESOURCES INC | 0 | 10,794 | +10,794 | 0.00 | 0.00 | +0.00 | buy |
| NISA INVESTMENT ADVISORS, LLC | 10,760 | 10,460 | -300 | 0.00 | 0.00 | -0.00 | sell |
| VOYA INVESTMENT MANAGEMENT LLC | 14,394 | 10,389 | -4,005 | 0.00 | 0.00 | -0.00 | sell |
| OXFORD ASSET MANAGEMENT LLP | 0 | 10,377 | +10,377 | 0.00 | 0.11 | +0.11 | buy |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 11,365 | 10,087 | -1,278 | 0.00 | 0.00 | +0.00 | sell |
| CITIGROUP INC | 4,902 | 7,356 | +2,454 | 0.00 | 0.00 | +0.00 | buy |
| PNC FINANCIAL SERVICES GROUP, INC. | 3,010 | 6,290 | +3,280 | 0.00 | 0.00 | +0.00 | buy |
| FMR LLC | 3,561 | 4,120 | +559 | 0.00 | 0.00 | +0.00 | buy |
| Quantbot Technologies LP | 9,090 | 3,600 | -5,490 | 0.00 | 0.00 | -0.00 | sell |