| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 21,904,450 | 21,977,027 | +72,577 | 0.00 | 0.00 | -0.00 | buy |
| VANGUARD GROUP INC | 17,149,643 | 18,707,102 | +1,557,459 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 5,606,018 | 5,628,661 | +22,643 | 0.00 | 0.00 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 3,175,556 | 2,990,515 | -185,041 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 3,080,523 | 2,983,638 | -96,885 | 0.03 | 0.02 | -0.01 | sell |
| MORGAN STANLEY | 3,633,467 | 2,892,551 | -740,916 | 0.00 | 0.00 | -0.00 | sell |
| Invenomic Capital Management LP | 1,627,227 | 2,344,306 | +717,079 | 0.82 | 1.09 | +0.26 | buy |
| MARSHALL WACE, LLP | 3,380,980 | 2,337,084 | -1,043,896 | 0.04 | 0.02 | -0.01 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 2,077,314 | 2,074,917 | -2,397 | 0.00 | 0.00 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 1,967,069 | 2,025,193 | +58,124 | 0.00 | 0.00 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,852,786 | 2,003,756 | +150,970 | 0.00 | 0.00 | -0.00 | buy |
| Quantinno Capital Management LP | 1,143,164 | 1,920,100 | +776,936 | 0.04 | 0.05 | +0.00 | buy |
| NORTHERN TRUST CORP | 1,448,616 | 1,449,320 | +704 | 0.00 | 0.00 | -0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 1,241,244 | 1,437,900 | +196,656 | 0.02 | 0.02 | -0.00 | buy |
| TWO SIGMA ADVISERS, LP | 1,290,800 | 1,250,000 | -40,800 | 0.02 | 0.02 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 746,868 | 1,186,586 | +439,718 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 545,364 | 1,159,940 | +614,576 | 0.00 | 0.00 | +0.00 | buy |
| Pacer Advisors, Inc. | 1,380,932 | 1,149,737 | -231,195 | 0.03 | 0.03 | -0.00 | sell |
| Allianz Asset Management GmbH | 679,068 | 1,097,186 | +418,118 | 0.01 | 0.01 | +0.00 | buy |
| FIL Ltd | 1,000,000 | 1,000,000 | 0 | 0.01 | 0.01 | -0.00 | hold |
| Bank of New York Mellon Corp | 1,009,410 | 983,306 | -26,104 | 0.00 | 0.00 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 954,714 | +954,714 | 0.00 | 0.02 | +0.02 | buy |
| Invesco Ltd. | 801,813 | 838,988 | +37,175 | 0.00 | 0.00 | -0.00 | buy |
| CITADEL ADVISORS LLC | 766,405 | 820,642 | +54,237 | 0.01 | 0.01 | -0.00 | buy |
| Trexquant Investment LP | 1,155,899 | 790,050 | -365,849 | 0.12 | 0.07 | -0.04 | sell |
| Gotham Asset Management, LLC | 1,221,608 | 790,033 | -431,575 | 0.07 | 0.03 | -0.03 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 355,300 | 778,300 | +423,000 | 0.00 | 0.01 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 662,966 | 774,908 | +111,942 | 0.00 | 0.00 | -0.00 | buy |
| UBS Group AG | 1,478,546 | 742,355 | -736,191 | 0.00 | 0.00 | -0.00 | sell |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 830,140 | 729,140 | -101,000 | 0.02 | 0.02 | -0.00 | sell |
| Seven Six Capital Management, LLC | 731,101 | 678,701 | -52,400 | 5.93 | 5.94 | +0.01 | sell |
| NATIXIS | 673,000 | 673,000 | 0 | 0.03 | 0.03 | +0.00 | hold |
| BNP PARIBAS FINANCIAL MARKETS | 456,765 | 665,850 | +209,085 | 0.00 | 0.00 | +0.00 | buy |
| South Dakota Investment Council | 760,848 | 659,448 | -101,400 | 0.13 | 0.11 | -0.02 | sell |
| JPMORGAN CHASE & CO | 247,826 | 657,997 | +410,171 | 0.00 | 0.00 | +0.00 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 669,977 | 653,546 | -16,431 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 683,031 | 620,594 | -62,437 | 0.02 | 0.02 | -0.00 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 0 | 589,629 | +589,629 | 0.00 | 0.11 | +0.11 | buy |
| RBF Capital, LLC | 560,705 | 579,999 | +19,294 | 0.25 | 0.24 | -0.01 | buy |
| US BANCORP \DE\ | 573,381 | 570,310 | -3,071 | 0.01 | 0.01 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 460,771 | 527,935 | +67,164 | 0.02 | 0.02 | -0.00 | buy |
| FRANKLIN RESOURCES INC | 239,595 | 510,112 | +270,517 | 0.00 | 0.00 | +0.00 | buy |
| PRUDENTIAL FINANCIAL INC | 402,232 | 504,447 | +102,215 | 0.00 | 0.01 | +0.00 | buy |
| Empowered Funds, LLC | 19,248 | 483,729 | +464,481 | 0.00 | 0.04 | +0.04 | buy |
| Nuveen, LLC | 1,241,181 | 418,454 | -822,727 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 411,745 | 406,101 | -5,644 | 0.00 | 0.00 | -0.00 | sell |
| Forest Avenue Capital Management LP | 0 | 400,000 | +400,000 | 0.00 | 0.27 | +0.27 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 57,113 | 399,971 | +342,858 | 0.00 | 0.03 | +0.03 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 24,431 | 381,549 | +357,118 | 0.00 | 0.00 | +0.00 | buy |
| Legal & General Group Plc | 394,547 | 370,540 | -24,007 | 0.00 | 0.00 | -0.00 | sell |
| AMERIPRISE FINANCIAL INC | 449,701 | 366,784 | -82,917 | 0.00 | 0.00 | -0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 212,314 | 361,074 | +148,760 | 0.00 | 0.00 | +0.00 | buy |
| JUPITER ASSET MANAGEMENT LTD | 350,564 | 344,462 | -6,102 | 0.03 | 0.03 | +0.00 | sell |
| Russell Investments Group, Ltd. | 338,990 | 331,622 | -7,368 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 608,633 | 327,839 | -280,794 | 0.00 | 0.00 | -0.00 | sell |
| Bridgewater Associates, LP | 0 | 327,368 | +327,368 | 0.00 | 0.01 | +0.01 | buy |
| IEQ CAPITAL, LLC | 0 | 304,074 | +304,074 | 0.00 | 0.01 | +0.01 | buy |
| BARCLAYS PLC | 365,756 | 297,180 | -68,576 | 0.00 | 0.00 | -0.00 | sell |
| BERKSHIRE ASSET MANAGEMENT LLC/PA | 273,782 | 273,782 | 0 | 0.11 | 0.10 | -0.01 | hold |
| Swiss National Bank | 257,800 | 262,000 | +4,200 | 0.00 | 0.00 | -0.00 | buy |
| CastleKnight Management LP | 238,500 | 238,500 | 0 | 0.14 | 0.11 | -0.03 | hold |
| WELLS FARGO & COMPANY/MN | 220,027 | 228,225 | +8,198 | 0.00 | 0.00 | -0.00 | buy |
| DEUTSCHE BANK AG\ | 124,835 | 215,570 | +90,735 | 0.00 | 0.00 | +0.00 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 33,300 | 208,707 | +175,407 | 0.00 | 0.00 | +0.00 | buy |
| Schonfeld Strategic Advisors LLC | 410,218 | 207,190 | -203,028 | 0.03 | 0.01 | -0.01 | sell |
| V2 Financial group LLC | 218,351 | 205,328 | -13,023 | 1.17 | 1.01 | -0.16 | sell |
| READYSTATE ASSET MANAGEMENT LP | 264,347 | 199,814 | -64,533 | 0.10 | 0.09 | -0.01 | sell |
| DARK FOREST CAPITAL MANAGEMENT LP | 0 | 192,975 | +192,975 | 0.00 | 0.05 | +0.05 | buy |
| Man Group plc | 594,661 | 184,787 | -409,874 | 0.01 | 0.00 | -0.01 | sell |
| FIRST NATIONAL CORP /MA/ /ADV | 178,005 | 177,969 | -36 | 0.32 | 0.30 | -0.02 | sell |
| Susquehanna Portfolio Strategies, LLC | 174,895 | 174,895 | 0 | 0.03 | 0.02 | -0.01 | hold |
| Graham Capital Management, L.P. | 137,926 | 151,352 | +13,426 | 0.04 | 0.05 | +0.01 | buy |
| ALLIANCEBERNSTEIN L.P. | 149,814 | 149,687 | -127 | 0.00 | 0.00 | -0.00 | sell |
| Creative Planning | 109,701 | 146,454 | +36,753 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 132,412 | 132,012 | -400 | 0.00 | 0.00 | -0.00 | sell |
| SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC | 136,030 | 131,297 | -4,733 | 0.03 | 0.05 | +0.01 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 119,506 | 125,715 | +6,209 | 0.00 | 0.00 | -0.00 | buy |
| Verition Fund Management LLC | 110,439 | 125,376 | +14,937 | 0.01 | 0.01 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 123,969 | 123,975 | +6 | 0.00 | 0.00 | -0.00 | buy |
| EXCHANGE TRADED CONCEPTS, LLC | 0 | 123,069 | +123,069 | 0.00 | 0.01 | +0.01 | buy |
| CANADA LIFE ASSURANCE Co | 118,929 | 118,929 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Y-Intercept (Hong Kong) Ltd | 74,033 | 116,228 | +42,195 | 0.02 | 0.02 | +0.01 | buy |
| Mitsubishi UFJ Trust & Banking Corp | 113,069 | 108,571 | -4,498 | 0.00 | 0.00 | -0.00 | sell |
| Rafferty Asset Management, LLC | 47,607 | 107,106 | +59,499 | 0.00 | 0.00 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 1,907,642 | 104,676 | -1,802,966 | 0.02 | 0.00 | -0.01 | sell |
| BANK OF MONTREAL /CAN/ | 115,775 | 104,172 | -11,603 | 0.00 | 0.00 | -0.00 | sell |
| Summit Trail Advisors, LLC | 10,170 | 103,344 | +93,174 | 0.00 | 0.01 | +0.01 | buy |
| CITIGROUP INC | 157,188 | 98,503 | -58,685 | 0.00 | 0.00 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 99,374 | 97,647 | -1,727 | 0.00 | 0.00 | -0.00 | sell |
| Mutual Advisors, LLC | 99,066 | 96,786 | -2,280 | 0.03 | 0.02 | -0.01 | sell |
| JENNISON ASSOCIATES LLC | 0 | 96,256 | +96,256 | 0.00 | 0.00 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 398,362 | 89,961 | -308,401 | 0.01 | 0.00 | -0.01 | sell |
| HSBC HOLDINGS PLC | 65,011 | 84,523 | +19,512 | 0.00 | 0.00 | +0.00 | buy |
| Argent Trust Co | 82,984 | 82,984 | 0 | 0.03 | 0.03 | -0.00 | hold |
| SummerHaven Investment Management, LLC | 74,171 | 82,500 | +8,329 | 0.43 | 0.43 | -0.01 | buy |
| LPL Financial LLC | 85,013 | 79,945 | -5,068 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 79,767 | 77,694 | -2,073 | 0.00 | 0.00 | -0.00 | sell |
| RAYMOND JAMES FINANCIAL INC | 34,695 | 76,601 | +41,906 | 0.00 | 0.00 | +0.00 | buy |
| State of Alaska, Department of Revenue | 80,507 | 75,610 | -4,897 | 0.01 | 0.01 | -0.00 | sell |
| Walleye Capital LLC | 5,408 | 75,300 | +69,892 | 0.00 | 0.01 | +0.00 | buy |