| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| FMR LLC | 5,230,735 | 5,231,245 | +510 | 0.00 | 0.00 | +0.00 | buy |
| BlackRock, Inc. | 4,106,458 | 3,968,285 | -138,173 | 0.00 | 0.00 | +0.00 | sell |
| VANGUARD GROUP INC | 2,931,118 | 3,032,167 | +101,049 | 0.00 | 0.00 | +0.00 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 1,553,250 | 1,443,210 | -110,040 | 0.03 | 0.04 | +0.01 | sell |
| FEDERATED HERMES, INC. | 1,413,812 | 1,414,441 | +629 | 0.02 | 0.03 | +0.01 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,243,722 | 1,258,111 | +14,389 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 932,833 | 1,209,756 | +276,923 | 0.01 | 0.01 | +0.00 | buy |
| D. E. Shaw & Co., Inc. | 1,395,994 | 1,141,653 | -254,341 | 0.01 | 0.01 | +0.00 | sell |
| TOWLE & CO | 0 | 955,921 | +955,921 | 0.00 | 2.14 | +2.14 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 842,847 | 830,777 | -12,070 | 0.00 | 0.00 | +0.00 | sell |
| AMERIPRISE FINANCIAL INC | 711,296 | 802,899 | +91,603 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 904,582 | 787,333 | -117,249 | 0.00 | 0.00 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 475,354 | 756,949 | +281,595 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 722,485 | 731,848 | +9,363 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 609,428 | 608,753 | -675 | 0.00 | 0.00 | +0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 372,692 | 538,501 | +165,809 | 0.00 | 0.00 | +0.00 | buy |
| MORGAN STANLEY | 498,146 | 409,121 | -89,025 | 0.00 | 0.00 | +0.00 | sell |
| Nuveen, LLC | 372,926 | 388,605 | +15,679 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 364,666 | 360,224 | -4,442 | 0.00 | 0.00 | +0.00 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 345,794 | 330,626 | -15,168 | 0.01 | 0.01 | +0.00 | sell |
| NORTHERN TRUST CORP | 330,604 | 318,474 | -12,130 | 0.00 | 0.00 | +0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 272,908 | 302,246 | +29,338 | 0.00 | 0.00 | +0.00 | buy |
| Bank of New York Mellon Corp | 294,310 | 297,211 | +2,901 | 0.00 | 0.00 | +0.00 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 330,969 | 271,969 | -59,000 | 0.00 | 0.01 | +0.00 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 143,268 | 246,956 | +103,688 | 0.02 | 0.06 | +0.03 | buy |
| TWO SIGMA INVESTMENTS, LP | 278,657 | 235,591 | -43,066 | 0.00 | 0.00 | +0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 342,135 | 229,388 | -112,747 | 0.00 | 0.00 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 256,048 | 211,740 | -44,308 | 0.00 | 0.00 | +0.00 | sell |
| Aviance Capital Partners, LLC | 163,162 | 194,257 | +31,095 | 0.15 | 0.24 | +0.09 | buy |
| JPMORGAN CHASE & CO | 174,339 | 191,757 | +17,418 | 0.00 | 0.00 | +0.00 | buy |
| GSA CAPITAL PARTNERS LLP | 262,105 | 186,533 | -75,572 | 0.15 | 0.12 | -0.03 | sell |
| TWO SIGMA ADVISERS, LP | 180,000 | 181,100 | +1,100 | 0.00 | 0.00 | +0.00 | buy |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | 166,677 | 168,764 | +2,087 | 0.00 | 0.00 | +0.00 | buy |
| LSV ASSET MANAGEMENT | 122,500 | 168,100 | +45,600 | 0.00 | 0.00 | +0.00 | buy |
| Empowered Funds, LLC | 127,268 | 139,456 | +12,188 | 0.01 | 0.02 | +0.00 | buy |
| Trexquant Investment LP | 76,423 | 137,445 | +61,022 | 0.01 | 0.01 | +0.01 | buy |
| Cubist Systematic Strategies, LLC | 216,816 | 128,649 | -88,167 | 0.02 | 0.01 | -0.00 | sell |
| IEQ CAPITAL, LLC | 48,222 | 122,552 | +74,330 | 0.00 | 0.01 | +0.00 | buy |
| HSBC HOLDINGS PLC | 114,594 | 112,850 | -1,744 | 0.00 | 0.00 | +0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 80,770 | 108,025 | +27,255 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 97,116 | 105,500 | +8,384 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 110,276 | 94,647 | -15,629 | 0.00 | 0.00 | +0.00 | sell |
| Jump Financial, LLC | 0 | 92,239 | +92,239 | 0.00 | 0.01 | +0.01 | buy |
| TUDOR INVESTMENT CORP ET AL | 44,573 | 88,065 | +43,492 | 0.00 | 0.01 | +0.00 | buy |
| SummerHaven Investment Management, LLC | 83,574 | 85,997 | +2,423 | 0.37 | 0.54 | +0.16 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 32,708 | 85,735 | +53,027 | 0.00 | 0.00 | +0.00 | buy |
| SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC | 127,921 | 84,406 | -43,515 | 0.01 | 0.02 | +0.01 | sell |
| BARCLAYS PLC | 47,742 | 78,782 | +31,040 | 0.00 | 0.00 | +0.00 | buy |
| Mutual Advisors, LLC | 0 | 73,968 | +73,968 | 0.00 | 0.01 | +0.01 | buy |
| HOWE & RUSLING INC | 59,817 | 59,817 | 0 | 0.03 | 0.04 | +0.01 | hold |
| SEI INVESTMENTS CO | 64,140 | 54,040 | -10,100 | 0.00 | 0.00 | +0.00 | sell |
| RHUMBLINE ADVISERS | 53,523 | 53,127 | -396 | 0.00 | 0.00 | +0.00 | sell |
| Connor, Clark & Lunn Investment Management Ltd. | 26,347 | 52,219 | +25,872 | 0.00 | 0.00 | +0.00 | buy |
| BAILARD, INC. | 0 | 51,344 | +51,344 | 0.00 | 0.01 | +0.01 | buy |
| UBS Group AG | 61,447 | 48,320 | -13,127 | 0.00 | 0.00 | +0.00 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 45,331 | 47,333 | +2,002 | 0.00 | 0.00 | +0.00 | buy |
| Janney Montgomery Scott LLC | 0 | 46,394 | +46,394 | 0.00 | 0.00 | +0.00 | buy |
| CWM, LLC | 21,428 | 43,031 | +21,603 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 67,303 | 42,395 | -24,908 | 0.01 | 0.01 | -0.00 | sell |
| Rockefeller Capital Management L.P. | 39,820 | 39,988 | +168 | 0.00 | 0.00 | +0.00 | buy |
| Susquehanna Portfolio Strategies, LLC | 10,025 | 38,421 | +28,396 | 0.03 | 0.01 | -0.02 | buy |
| ALLIANCEBERNSTEIN L.P. | 33,840 | 36,740 | +2,900 | 0.00 | 0.00 | +0.00 | buy |
| Savant Capital, LLC | 18,387 | 32,773 | +14,386 | 0.00 | 0.00 | +0.00 | buy |
| Graham Capital Management, L.P. | 93,779 | 32,740 | -61,039 | 0.02 | 0.01 | -0.01 | sell |
| Nebula Research & Development LLC | 32,395 | 30,482 | -1,913 | 0.02 | 0.02 | +0.01 | sell |
| IRONWOOD INVESTMENT MANAGEMENT LLC | 28,409 | 29,363 | +954 | 0.10 | 0.14 | +0.04 | buy |
| Verition Fund Management LLC | 0 | 29,067 | +29,067 | 0.00 | 0.00 | +0.00 | buy |
| AlphaQuest LLC | 18,781 | 28,598 | +9,817 | 0.01 | 0.03 | +0.01 | buy |
| Brevan Howard Capital Management LP | 34,170 | 26,889 | -7,281 | 0.01 | 0.00 | -0.00 | sell |
| Quantinno Capital Management LP | 13,809 | 25,990 | +12,181 | 0.00 | 0.00 | +0.00 | buy |
| AIGEN INVESTMENT MANAGEMENT, LP | 11,406 | 24,715 | +13,309 | 0.01 | 0.03 | +0.02 | buy |
| FRANKLIN RESOURCES INC | 0 | 24,566 | +24,566 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 22,597 | 23,252 | +655 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 0 | 22,770 | +22,770 | 0.00 | 0.00 | +0.00 | buy |
| STRS OHIO | 20,900 | 22,500 | +1,600 | 0.00 | 0.00 | +0.00 | buy |
| WEALTH ENHANCEMENT ADVISORY SERVICES, LLC | 0 | 21,502 | +21,502 | 0.00 | 0.00 | +0.00 | buy |
| MetLife Investment Management, LLC | 15,816 | 19,132 | +3,316 | 0.00 | 0.00 | +0.00 | buy |
| OCCUDO QUANTITATIVE STRATEGIES LP | 0 | 18,870 | +18,870 | 0.00 | 0.02 | +0.02 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 21,012 | 18,544 | -2,468 | 0.00 | 0.00 | +0.00 | sell |
| SALEM INVESTMENT COUNSELORS INC | 18,000 | 18,000 | 0 | 0.00 | 0.01 | +0.00 | hold |
| Mariner, LLC | 12,066 | 16,784 | +4,718 | 0.00 | 0.00 | +0.00 | buy |
| RBF Capital, LLC | 16,620 | 16,620 | 0 | 0.01 | 0.01 | +0.00 | hold |
| INTECH INVESTMENT MANAGEMENT LLC | 35,189 | 16,376 | -18,813 | 0.00 | 0.00 | -0.00 | sell |
| Unison Advisors LLC | 15,471 | 15,847 | +376 | 0.01 | 0.02 | +0.00 | buy |
| CITIGROUP INC | 25,426 | 15,076 | -10,350 | 0.00 | 0.00 | -0.00 | sell |
| Squarepoint Ops LLC | 12,224 | 13,879 | +1,655 | 0.00 | 0.00 | +0.00 | buy |
| Dynamic Technology Lab Private Ltd | 0 | 13,829 | +13,829 | 0.00 | 0.02 | +0.02 | buy |
| Brandywine Global Investment Management, LLC | 0 | 13,170 | +13,170 | 0.00 | 0.00 | +0.00 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 21,974 | 12,975 | -8,999 | 0.00 | 0.00 | -0.00 | sell |
| AXA S.A. | 12,821 | 12,821 | 0 | 0.00 | 0.00 | +0.00 | hold |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 13,544 | 12,796 | -748 | 0.00 | 0.00 | +0.00 | sell |
| Merit Financial Group, LLC | 0 | 12,268 | +12,268 | 0.00 | 0.00 | +0.00 | buy |
| XTX Topco Ltd | 0 | 11,206 | +11,206 | 0.00 | 0.00 | +0.00 | buy |
| Pallas Capital Advisors LLC | 0 | 10,810 | +10,810 | 0.00 | 0.00 | +0.00 | buy |
| OXFORD ASSET MANAGEMENT LLP | 27,320 | 10,784 | -16,536 | 0.08 | 0.03 | -0.05 | sell |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 10,091 | 10,091 | 0 | 0.00 | 0.00 | +0.00 | hold |
| SENTINEL PENSION ADVISORS, LLC | 0 | 10,000 | +10,000 | 0.00 | 0.02 | +0.02 | buy |
| SMITH, MOORE & CO. | 0 | 10,000 | +10,000 | 0.00 | 0.01 | +0.01 | buy |
| Quantbot Technologies LP | 34,168 | 8,995 | -25,173 | 0.01 | 0.00 | -0.00 | sell |
| Police & Firemen's Retirement System of New Jersey | 6,875 | 6,875 | 0 | 0.00 | 0.00 | +0.00 | hold |