| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 5,964,998 | 6,085,926 | +120,928 | 0.01 | 0.01 | -0.00 | buy |
| VANGUARD GROUP INC | 2,675,488 | 2,662,671 | -12,817 | 0.00 | 0.00 | -0.00 | sell |
| Cerity Partners LLC | 1,462,249 | 1,441,496 | -20,753 | 0.16 | 0.13 | -0.03 | sell |
| STATE STREET CORP | 1,347,452 | 1,283,620 | -63,832 | 0.00 | 0.00 | -0.00 | sell |
| Amundi | 1,212,318 | 1,227,345 | +15,027 | 0.02 | 0.02 | -0.00 | buy |
| FIRST TRUST ADVISORS LP | 1,295,831 | 1,175,229 | -120,602 | 0.06 | 0.05 | -0.01 | sell |
| NUANCE INVESTMENTS, LLC | 1,167,968 | 964,800 | -203,168 | 4.20 | 3.91 | -0.29 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 792,392 | 775,841 | -16,551 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 660,534 | 662,493 | +1,959 | 0.01 | 0.01 | -0.00 | buy |
| MORGAN STANLEY | 546,696 | 637,534 | +90,838 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 618,481 | 588,451 | -30,030 | 0.01 | 0.01 | -0.00 | sell |
| MARSHALL WACE, LLP | 270,499 | 507,568 | +237,069 | 0.02 | 0.03 | +0.01 | buy |
| Legal & General Group Plc | 447,977 | 486,999 | +39,022 | 0.01 | 0.01 | -0.00 | buy |
| Zimmer Partners, LP | 83,000 | 460,000 | +377,000 | 0.09 | 0.55 | +0.46 | buy |
| KBC Group NV | 410,130 | 415,255 | +5,125 | 0.07 | 0.06 | -0.01 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 417,854 | 413,147 | -4,707 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 335,164 | 377,751 | +42,587 | 0.02 | 0.01 | -0.01 | buy |
| NORTHERN TRUST CORP | 399,829 | 348,496 | -51,333 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 349,823 | 345,830 | -3,993 | 0.00 | 0.00 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 322,971 | 289,270 | -33,701 | 0.00 | 0.00 | -0.00 | sell |
| CIBC Private Wealth Group LLC | 700,000 | 280,630 | -419,370 | 0.08 | 0.03 | -0.05 | sell |
| Nuveen, LLC | 266,406 | 270,940 | +4,534 | 0.00 | 0.00 | -0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 0 | 262,261 | +262,261 | 0.00 | 0.01 | +0.01 | buy |
| DUFF & PHELPS INVESTMENT MANAGEMENT CO | 182,302 | 232,932 | +50,630 | 0.12 | 0.14 | +0.03 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 214,660 | 225,490 | +10,830 | 0.04 | 0.04 | -0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 150,530 | 172,985 | +22,455 | 0.00 | 0.00 | -0.00 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 150,907 | 154,288 | +3,381 | 0.00 | 0.00 | -0.00 | buy |
| JPMORGAN CHASE & CO | 117,759 | 148,507 | +30,748 | 0.00 | 0.00 | +0.00 | buy |
| GABELLI FUNDS LLC | 146,455 | 145,955 | -500 | 0.06 | 0.05 | -0.01 | sell |
| SCHRODER INVESTMENT MANAGEMENT GROUP | 411,926 | 126,824 | -285,102 | 0.02 | 0.01 | -0.02 | sell |
| ProShare Advisors LLC | 138,848 | 123,843 | -15,005 | 0.02 | 0.01 | -0.00 | sell |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | 90,272 | 123,373 | +33,101 | 0.06 | 0.07 | +0.01 | buy |
| TWO SIGMA INVESTMENTS, LP | 16,211 | 119,956 | +103,745 | 0.00 | 0.01 | +0.01 | buy |
| FRANKLIN RESOURCES INC | 94,769 | 110,477 | +15,708 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 91,647 | 109,677 | +18,030 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 111,214 | 109,160 | -2,054 | 0.00 | 0.00 | -0.00 | sell |
| Thematics Asset Management | 96,246 | 106,246 | +10,000 | 0.27 | 0.25 | -0.02 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 95,919 | 106,002 | +10,083 | 0.02 | 0.02 | +0.00 | buy |
| RHUMBLINE ADVISERS | 102,306 | 105,416 | +3,110 | 0.01 | 0.00 | -0.00 | buy |
| NORGES BANK | 0 | 101,207 | +101,207 | 0.00 | 0.00 | +0.00 | buy |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 0 | 100,000 | +100,000 | 0.00 | 0.01 | +0.01 | buy |
| Vennlight Capital Management, LP | 0 | 94,266 | +94,266 | 0.00 | 5.38 | +5.38 | buy |
| FIRST MANHATTAN CO. LLC. | 100,202 | 93,938 | -6,264 | 0.02 | 0.01 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 86,192 | 89,470 | +3,278 | 0.00 | 0.00 | -0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 56,940 | 84,186 | +27,246 | 0.00 | 0.00 | +0.00 | buy |
| Squarepoint Ops LLC | 16,070 | 79,515 | +63,445 | 0.00 | 0.01 | +0.01 | buy |
| BARCLAYS PLC | 51,885 | 77,903 | +26,018 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 28,131 | 75,133 | +47,002 | 0.00 | 0.00 | +0.00 | buy |
| VAN LANSCHOT KEMPEN INVESTMENT MANAGEMENT N.V. | 0 | 71,016 | +71,016 | 0.00 | 0.04 | +0.04 | buy |
| New Age Alpha Advisors, LLC | 65,521 | 62,859 | -2,662 | 0.16 | 0.14 | -0.02 | sell |
| Swiss National Bank | 61,100 | 62,000 | +900 | 0.00 | 0.00 | -0.00 | buy |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 63,066 | 60,907 | -2,159 | 0.02 | 0.02 | -0.00 | sell |
| Atom Investors LP | 39,882 | 59,846 | +19,964 | 0.27 | 0.28 | +0.01 | buy |
| GAMCO INVESTORS, INC. ET AL | 57,965 | 58,565 | +600 | 0.03 | 0.03 | -0.00 | buy |
| CANADA LIFE ASSURANCE Co | 49,899 | 53,546 | +3,647 | 0.00 | 0.00 | -0.00 | buy |
| Clean Yield Group | 64,220 | 53,398 | -10,822 | 1.14 | 0.83 | -0.31 | sell |
| Rodgers Brothers Inc. | 0 | 50,500 | +50,500 | 0.00 | 0.33 | +0.33 | buy |
| FMR LLC | 4,994 | 49,436 | +44,442 | 0.00 | 0.00 | +0.00 | buy |
| JANE STREET GROUP, LLC | 56,701 | 48,329 | -8,372 | 0.01 | 0.00 | -0.00 | sell |
| CONFLUENCE INVESTMENT MANAGEMENT LLC | 53,044 | 47,809 | -5,235 | 0.04 | 0.04 | -0.01 | sell |
| DEUTSCHE BANK AG\ | 44,970 | 47,629 | +2,659 | 0.00 | 0.00 | -0.00 | buy |
| CenterBook Partners LP | 41,362 | 47,131 | +5,769 | 0.14 | 0.14 | -0.01 | buy |
| E. Ohman J:or Asset Management AB | 47,030 | 47,030 | 0 | 0.07 | 0.06 | -0.01 | hold |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 69,102 | 46,140 | -22,962 | 0.01 | 0.00 | -0.00 | sell |
| KEYNOTE FINANCIAL SERVICES LLC | 45,928 | 46,134 | +206 | 1.79 | 1.61 | -0.18 | buy |
| MERITAGE PORTFOLIO MANAGEMENT | 0 | 45,550 | +45,550 | 0.00 | 0.15 | +0.15 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 16,392 | 45,531 | +29,139 | 0.00 | 0.00 | +0.00 | buy |
| North Star Investment Management Corp. | 44,800 | 44,800 | 0 | 0.18 | 0.16 | -0.02 | hold |
| MILLENNIUM MANAGEMENT LLC | 8,387 | 40,764 | +32,377 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 37,910 | 40,062 | +2,152 | 0.00 | 0.00 | -0.00 | buy |
| Cubist Systematic Strategies, LLC | 77,101 | 38,893 | -38,208 | 0.06 | 0.02 | -0.03 | sell |
| Mariner, LLC | 34,566 | 38,380 | +3,814 | 0.00 | 0.00 | -0.00 | buy |
| RAYMOND JAMES FINANCIAL INC | 48,572 | 37,407 | -11,165 | 0.00 | 0.00 | -0.00 | sell |
| Maryland State Retirement & Pension System | 34,501 | 37,175 | +2,674 | 0.04 | 0.04 | -0.00 | buy |
| FIRST NATIONAL CORP /MA/ /ADV | 40,388 | 36,913 | -3,475 | 0.49 | 0.39 | -0.10 | sell |
| SG Americas Securities, LLC | 10,409 | 35,645 | +25,236 | 0.00 | 0.01 | +0.01 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 32,629 | 35,010 | +2,381 | 0.00 | 0.00 | -0.00 | buy |
| EXCHANGE TRADED CONCEPTS, LLC | 33,391 | 34,822 | +1,431 | 0.03 | 0.02 | -0.01 | buy |
| PRUDENTIAL FINANCIAL INC | 29,787 | 32,595 | +2,808 | 0.00 | 0.00 | -0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 47,400 | 31,700 | -15,700 | 0.00 | 0.00 | -0.00 | sell |
| Aquatic Capital Management LLC | 10,036 | 30,438 | +20,402 | 0.01 | 0.03 | +0.02 | buy |
| CITIGROUP INC | 47,231 | 29,738 | -17,493 | 0.00 | 0.00 | -0.00 | sell |
| Clear Harbor Asset Management, LLC | 29,496 | 29,396 | -100 | 0.13 | 0.11 | -0.01 | sell |
| Jackson Creek Investment Advisors LLC | 0 | 28,990 | +28,990 | 0.00 | 0.41 | +0.41 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 26,972 | 28,110 | +1,138 | 0.00 | 0.00 | -0.00 | buy |
| IQ EQ FUND MANAGEMENT (IRELAND) Ltd | 25,406 | 27,539 | +2,133 | 0.16 | 0.13 | -0.04 | buy |
| CoreCommodity Management, LLC | 28,124 | 27,508 | -616 | 0.25 | 0.24 | -0.01 | sell |
| CHATHAM CAPITAL GROUP, INC. | 27,148 | 26,988 | -160 | 0.25 | 0.21 | -0.03 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 28,446 | 26,784 | -1,662 | 0.00 | 0.00 | -0.00 | sell |
| HRT FINANCIAL LP | 19,254 | 25,716 | +6,462 | 0.01 | 0.01 | -0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 25,858 | 25,640 | -218 | 0.00 | 0.00 | -0.00 | sell |
| ROYAL BANK OF CANADA | 9,578 | 24,488 | +14,910 | 0.00 | 0.00 | +0.00 | buy |
| Versor Investments LP | 6,189 | 24,100 | +17,911 | 0.06 | 0.22 | +0.17 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 26,131 | 24,082 | -2,049 | 0.00 | 0.00 | -0.00 | sell |
| FEDERATED HERMES, INC. | 180 | 23,662 | +23,482 | 0.00 | 0.00 | +0.00 | buy |
| SEI INVESTMENTS CO | 19,694 | 22,876 | +3,182 | 0.00 | 0.00 | -0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 22,227 | 22,873 | +646 | 0.00 | 0.00 | -0.00 | buy |
| Vontobel Holding Ltd. | 17,007 | 21,663 | +4,656 | 0.00 | 0.00 | +0.00 | buy |
| Magellan Asset Management Ltd | 21,268 | 20,736 | -532 | 0.01 | 0.01 | -0.00 | sell |
| IEQ CAPITAL, LLC | 12,878 | 20,361 | +7,483 | 0.01 | 0.01 | +0.00 | buy |