| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 10,898,429 | 11,059,244 | +160,815 | 0.00 | 0.00 | -0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 4,680,674 | 4,380,474 | -300,200 | 0.13 | 0.08 | -0.04 | sell |
| MORGAN STANLEY | 4,619,034 | 4,126,319 | -492,715 | 0.01 | 0.00 | -0.00 | sell |
| TWO SIGMA INVESTMENTS, LP | 2,153,087 | 2,316,764 | +163,677 | 0.07 | 0.06 | -0.01 | buy |
| STATE STREET CORP | 2,460,868 | 2,288,799 | -172,069 | 0.00 | 0.00 | -0.00 | sell |
| TWO SIGMA ADVISERS, LP | 1,998,200 | 2,073,400 | +75,200 | 0.07 | 0.05 | -0.01 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 1,621,304 | 1,953,382 | +332,078 | 0.01 | 0.01 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,675,712 | 1,708,382 | +32,670 | 0.00 | 0.00 | -0.00 | buy |
| JPMORGAN CHASE & CO | 1,225,536 | 1,642,725 | +417,189 | 0.00 | 0.00 | -0.00 | buy |
| Assenagon Asset Management S.A. | 1,340,000 | 1,475,102 | +135,102 | 0.06 | 0.04 | -0.01 | buy |
| Qube Research & Technologies Ltd | 492,046 | 1,452,629 | +960,583 | 0.02 | 0.03 | +0.01 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 1,013,206 | 1,310,918 | +297,712 | 0.02 | 0.01 | -0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 1,648,027 | 1,099,115 | -548,912 | 0.02 | 0.01 | -0.01 | sell |
| FIRST TRUST ADVISORS LP | 1,221,278 | 1,085,419 | -135,859 | 0.02 | 0.01 | -0.01 | sell |
| GABELLI FUNDS LLC | 920,800 | 898,500 | -22,300 | 0.10 | 0.07 | -0.03 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 0 | 888,709 | +888,709 | 0.00 | 0.04 | +0.04 | buy |
| GOLDMAN SACHS GROUP INC | 1,135,502 | 789,386 | -346,116 | 0.00 | 0.00 | -0.00 | sell |
| Cubist Systematic Strategies, LLC | 87,418 | 744,129 | +656,711 | 0.02 | 0.10 | +0.08 | buy |
| Invesco Ltd. | 553,914 | 632,266 | +78,352 | 0.00 | 0.00 | -0.00 | buy |
| D. E. Shaw & Co., Inc. | 1,892,904 | 629,690 | -1,263,214 | 0.04 | 0.01 | -0.03 | sell |
| JANE STREET GROUP, LLC | 736,197 | 580,438 | -155,759 | 0.01 | 0.01 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 586,972 | 556,271 | -30,701 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 556,656 | 517,948 | -38,708 | 0.00 | 0.00 | -0.00 | sell |
| NORTHERN TRUST CORP | 522,037 | 495,505 | -26,532 | 0.00 | 0.00 | -0.00 | sell |
| Legal & General Group Plc | 455,740 | 484,205 | +28,465 | 0.00 | 0.00 | -0.00 | buy |
| Quinn Opportunity Partners LLC | 788,717 | 482,556 | -306,161 | 1.29 | 0.61 | -0.68 | sell |
| CANADA PENSION PLAN INVESTMENT BOARD | 0 | 384,100 | +384,100 | 0.00 | 0.00 | +0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 303,084 | 382,958 | +79,874 | 0.06 | 0.05 | -0.01 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 580,931 | 344,134 | -236,797 | 0.01 | 0.00 | -0.01 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 341,332 | 342,871 | +1,539 | 0.00 | 0.00 | -0.00 | buy |
| CAPITAL FUND MANAGEMENT S.A. | 335,918 | 321,505 | -14,413 | 0.06 | 0.04 | -0.02 | sell |
| Trexquant Investment LP | 318,444 | 315,389 | -3,055 | 0.10 | 0.07 | -0.03 | sell |
| Walleye Capital LLC | 437,768 | 286,687 | -151,081 | 0.09 | 0.04 | -0.05 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 1,456,438 | 281,600 | -1,174,838 | 0.03 | 0.00 | -0.03 | sell |
| FRANKLIN RESOURCES INC | 105,309 | 278,145 | +172,836 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 216,000 | 216,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| NORGES BANK | 68,790 | 213,200 | +144,410 | 0.00 | 0.00 | +0.00 | buy |
| HRT FINANCIAL LP | 293,926 | 206,103 | -87,823 | 0.03 | 0.01 | -0.02 | sell |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 181,957 | 195,543 | +13,586 | 0.02 | 0.02 | -0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 244,022 | 187,570 | -56,452 | 0.00 | 0.00 | -0.00 | sell |
| Sagefield Capital LP | 245,113 | 185,231 | -59,882 | 0.45 | 0.26 | -0.20 | sell |
| Holocene Advisors, LP | 226,535 | 184,242 | -42,293 | 0.01 | 0.01 | -0.00 | sell |
| PDT Partners, LLC | 232,611 | 180,808 | -51,803 | 0.36 | 0.19 | -0.17 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 240,844 | 179,289 | -61,555 | 0.01 | 0.00 | -0.00 | sell |
| Pathstone Holdings, LLC | 218,839 | 174,909 | -43,930 | 0.02 | 0.01 | -0.01 | sell |
| Quantbot Technologies LP | 105,034 | 165,380 | +60,346 | 0.09 | 0.11 | +0.02 | buy |
| WELLINGTON MANAGEMENT GROUP LLP | 167,035 | 160,726 | -6,309 | 0.00 | 0.00 | -0.00 | sell |
| Treasurer of the State of North Carolina | 159,290 | 159,859 | +569 | 0.01 | 0.01 | -0.00 | buy |
| MARSHALL WACE, LLP | 0 | 159,139 | +159,139 | 0.00 | 0.00 | +0.00 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 132,406 | 156,734 | +24,328 | 0.00 | 0.01 | +0.01 | buy |
| Amundi | 0 | 155,769 | +155,769 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 75,811 | 155,465 | +79,654 | 0.00 | 0.00 | +0.00 | buy |
| Allianz Asset Management GmbH | 13,662 | 151,759 | +138,097 | 0.00 | 0.00 | +0.00 | buy |
| Y-Intercept (Hong Kong) Ltd | 112,447 | 151,426 | +38,979 | 0.15 | 0.13 | -0.02 | buy |
| DUALITY ADVISERS, LP | 169,606 | 141,595 | -28,011 | 0.25 | 0.16 | -0.10 | sell |
| Alaska Permanent Fund Corp | 54,964 | 137,406 | +82,442 | 0.01 | 0.02 | +0.01 | buy |
| Quantinno Capital Management LP | 13,331 | 131,553 | +118,222 | 0.01 | 0.03 | +0.03 | buy |
| MACQUARIE GROUP LTD | 88,656 | 123,100 | +34,444 | 0.00 | 0.00 | +0.00 | buy |
| DARK FOREST CAPITAL MANAGEMENT LP | 37,502 | 116,158 | +78,656 | 0.08 | 0.22 | +0.14 | buy |
| RHUMBLINE ADVISERS | 130,174 | 112,434 | -17,740 | 0.00 | 0.00 | -0.00 | sell |
| ExodusPoint Capital Management, LP | 0 | 110,631 | +110,631 | 0.00 | 0.02 | +0.02 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 115,836 | 110,172 | -5,664 | 0.00 | 0.00 | -0.00 | sell |
| Quadrature Capital Ltd | 157,903 | 105,202 | -52,701 | 0.04 | 0.02 | -0.02 | sell |
| GROUP ONE TRADING LLC | 87,322 | 102,975 | +15,653 | 0.04 | 0.04 | +0.00 | buy |
| Man Group plc | 68,416 | 93,614 | +25,198 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 34,518 | 93,457 | +58,939 | 0.00 | 0.00 | +0.00 | buy |
| MACKENZIE FINANCIAL CORP | 0 | 88,615 | +88,615 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 55,904 | 86,495 | +30,591 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 91,894 | 83,498 | -8,396 | 0.00 | 0.00 | -0.00 | sell |
| Cresset Asset Management, LLC | 45,226 | 81,803 | +36,577 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 75,730 | 80,337 | +4,607 | 0.00 | 0.00 | -0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 76,011 | 79,562 | +3,551 | 0.00 | 0.00 | -0.00 | buy |
| ALGERT GLOBAL LLC | 84,350 | 77,250 | -7,100 | 0.05 | 0.03 | -0.01 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 61,626 | 75,286 | +13,660 | 0.00 | 0.00 | -0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 96,946 | 71,065 | -25,881 | 0.00 | 0.00 | -0.00 | sell |
| American Assets Investment Management, LLC | 70,000 | 70,000 | 0 | 0.10 | 0.08 | -0.03 | hold |
| BANK OF MONTREAL /CAN/ | 15,852 | 68,566 | +52,714 | 0.00 | 0.00 | +0.00 | buy |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | 65,793 | 65,780 | -13 | 0.01 | 0.01 | -0.00 | sell |
| X-Square Capital, LLC | 50,000 | 64,146 | +14,146 | 0.39 | 0.34 | -0.05 | buy |
| FMR LLC | 93,776 | 64,031 | -29,745 | 0.00 | 0.00 | -0.00 | sell |
| Counterpoint Mutual Funds LLC | 0 | 62,772 | +62,772 | 0.00 | 0.17 | +0.17 | buy |
| Gotham Asset Management, LLC | 380,135 | 58,252 | -321,883 | 0.10 | 0.01 | -0.09 | sell |
| Cambridge Investment Research Advisors, Inc. | 58,287 | 57,423 | -864 | 0.00 | 0.00 | -0.00 | sell |
| Centiva Capital, LP | 5,500 | 56,878 | +51,378 | 0.00 | 0.04 | +0.03 | buy |
| Susquehanna Portfolio Strategies, LLC | 164,980 | 51,960 | -113,020 | 0.04 | 0.01 | -0.03 | sell |
| JANUS HENDERSON GROUP PLC | 50,850 | 50,854 | +4 | 0.00 | 0.00 | -0.00 | buy |
| IMS Capital Management | 50,700 | 50,700 | 0 | 0.35 | 0.27 | -0.09 | hold |
| RBF Capital, LLC | 50,000 | 50,000 | 0 | 0.04 | 0.03 | -0.01 | hold |
| Virtu Financial LLC | 28,310 | 48,193 | +19,883 | 0.03 | 0.04 | +0.01 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 0 | 46,577 | +46,577 | 0.00 | 0.00 | +0.00 | buy |
| ClearAlpha Technologies LP | 0 | 45,036 | +45,036 | 0.00 | 0.22 | +0.22 | buy |
| Savant Capital, LLC | 0 | 43,693 | +43,693 | 0.00 | 0.01 | +0.01 | buy |
| Entropy Technologies, LP | 42,570 | 43,409 | +839 | 0.11 | 0.05 | -0.06 | buy |
| Schonfeld Strategic Advisors LLC | 75,700 | 41,415 | -34,285 | 0.01 | 0.00 | -0.01 | sell |
| AMERIPRISE FINANCIAL INC | 41,496 | 41,131 | -365 | 0.00 | 0.00 | -0.00 | sell |
| Ensign Peak Advisors, Inc | 42,489 | 40,448 | -2,041 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 40,311 | 38,865 | -1,446 | 0.00 | 0.00 | -0.00 | sell |
| GAMCO INVESTORS, INC. ET AL | 41,600 | 38,300 | -3,300 | 0.01 | 0.00 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 25,100 | 36,696 | +11,596 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 52,562 | 35,631 | -16,931 | 0.00 | 0.00 | -0.00 | sell |