| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 6,085,926 | 6,242,044 | +156,118 | 0.01 | 0.01 | -0.00 | buy |
| VANGUARD GROUP INC | 2,662,671 | 2,654,093 | -8,578 | 0.00 | 0.00 | -0.00 | sell |
| Amundi | 1,227,345 | 2,184,942 | +957,597 | 0.02 | 0.03 | +0.01 | buy |
| Cerity Partners LLC | 1,441,496 | 1,448,347 | +6,851 | 0.13 | 0.11 | -0.02 | buy |
| FIRST TRUST ADVISORS LP | 1,175,229 | 1,315,455 | +140,226 | 0.05 | 0.05 | -0.00 | buy |
| STATE STREET CORP | 1,283,620 | 1,299,974 | +16,354 | 0.00 | 0.00 | -0.00 | buy |
| NUANCE INVESTMENTS, LLC | 964,800 | 1,021,922 | +57,122 | 3.91 | 5.07 | +1.16 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 775,841 | 819,441 | +43,600 | 0.00 | 0.00 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 662,493 | 651,703 | -10,790 | 0.01 | 0.01 | -0.00 | sell |
| MORGAN STANLEY | 637,534 | 613,465 | -24,069 | 0.00 | 0.00 | -0.00 | sell |
| Invesco Ltd. | 588,451 | 569,881 | -18,570 | 0.01 | 0.00 | -0.00 | sell |
| Legal & General Group Plc | 486,999 | 561,020 | +74,021 | 0.01 | 0.01 | -0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 377,751 | 437,773 | +60,022 | 0.01 | 0.01 | -0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 413,147 | 420,042 | +6,895 | 0.00 | 0.00 | -0.00 | buy |
| KBC Group NV | 415,255 | 417,891 | +2,636 | 0.06 | 0.05 | -0.01 | buy |
| NORTHERN TRUST CORP | 348,496 | 356,460 | +7,964 | 0.00 | 0.00 | -0.00 | buy |
| Bank of New York Mellon Corp | 345,830 | 308,815 | -37,015 | 0.00 | 0.00 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 289,270 | 301,371 | +12,101 | 0.00 | 0.00 | -0.00 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 225,490 | 253,233 | +27,743 | 0.04 | 0.04 | +0.00 | buy |
| Nuveen, LLC | 270,940 | 243,869 | -27,071 | 0.00 | 0.00 | -0.00 | sell |
| JPMORGAN CHASE & CO | 148,507 | 216,747 | +68,240 | 0.00 | 0.00 | +0.00 | buy |
| CIBC Private Wealth Group LLC | 280,630 | 183,631 | -96,999 | 0.03 | 0.02 | -0.01 | sell |
| MARSHALL WACE, LLP | 507,568 | 165,543 | -342,025 | 0.03 | 0.01 | -0.02 | sell |
| Assenagon Asset Management S.A. | 14,600 | 161,189 | +146,589 | 0.00 | 0.01 | +0.01 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 154,288 | 158,397 | +4,109 | 0.00 | 0.00 | -0.00 | buy |
| SCHRODER INVESTMENT MANAGEMENT GROUP | 126,824 | 151,647 | +24,823 | 0.01 | 0.01 | +0.00 | buy |
| GABELLI FUNDS LLC | 145,955 | 147,455 | +1,500 | 0.05 | 0.05 | -0.01 | buy |
| TWO SIGMA INVESTMENTS, LP | 119,956 | 145,378 | +25,422 | 0.01 | 0.01 | -0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 75,133 | 135,425 | +60,292 | 0.00 | 0.00 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 40,764 | 134,098 | +93,334 | 0.00 | 0.01 | +0.00 | buy |
| ProShare Advisors LLC | 123,843 | 133,246 | +9,403 | 0.01 | 0.01 | +0.00 | buy |
| Thematics Asset Management | 106,246 | 132,246 | +26,000 | 0.25 | 0.29 | +0.04 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 172,985 | 130,886 | -42,099 | 0.00 | 0.00 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 106,002 | 127,973 | +21,971 | 0.02 | 0.02 | -0.00 | buy |
| UBS Group AG | 109,677 | 126,726 | +17,049 | 0.00 | 0.00 | +0.00 | buy |
| Zimmer Partners, LP | 460,000 | 124,316 | -335,684 | 0.55 | 0.15 | -0.40 | sell |
| MUTUAL OF AMERICA CAPITAL MANAGEMENT LLC | 123,373 | 117,934 | -5,439 | 0.07 | 0.06 | -0.01 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 31,700 | 116,300 | +84,600 | 0.00 | 0.01 | +0.01 | buy |
| BANK OF AMERICA CORP /DE/ | 89,470 | 109,748 | +20,278 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 109,160 | 108,139 | -1,021 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 105,416 | 106,537 | +1,121 | 0.00 | 0.00 | -0.00 | buy |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 100,000 | 100,000 | 0 | 0.01 | 0.01 | -0.00 | hold |
| FRANKLIN RESOURCES INC | 110,477 | 99,464 | -11,013 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 0 | 94,505 | +94,505 | 0.00 | 0.02 | +0.02 | buy |
| FIRST MANHATTAN CO. LLC. | 93,938 | 89,754 | -4,184 | 0.01 | 0.01 | -0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 45,531 | 88,697 | +43,166 | 0.00 | 0.00 | +0.00 | buy |
| VAN LANSCHOT KEMPEN INVESTMENT MANAGEMENT N.V. | 71,016 | 71,016 | 0 | 0.04 | 0.03 | -0.00 | hold |
| Voleon Capital Management LP | 7,013 | 63,061 | +56,048 | 0.02 | 0.08 | +0.06 | buy |
| Swiss National Bank | 62,000 | 63,000 | +1,000 | 0.00 | 0.00 | -0.00 | buy |
| BARCLAYS PLC | 77,903 | 62,704 | -15,199 | 0.00 | 0.00 | -0.00 | sell |
| GAMCO INVESTORS, INC. ET AL | 58,565 | 61,630 | +3,065 | 0.03 | 0.03 | -0.00 | buy |
| New Age Alpha Advisors, LLC | 62,859 | 61,412 | -1,447 | 0.14 | 0.13 | -0.02 | sell |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 60,907 | 60,206 | -701 | 0.02 | 0.01 | -0.00 | sell |
| Atom Investors LP | 59,846 | 60,144 | +298 | 0.28 | 0.22 | -0.05 | buy |
| Prospera Financial Services Inc | 0 | 58,663 | +58,663 | 0.00 | 0.05 | +0.05 | buy |
| Squarepoint Ops LLC | 79,515 | 57,604 | -21,911 | 0.01 | 0.01 | -0.00 | sell |
| CANADA LIFE ASSURANCE Co | 53,546 | 57,597 | +4,051 | 0.00 | 0.00 | -0.00 | buy |
| WELLS FARGO & COMPANY/MN | 40,062 | 57,224 | +17,162 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 47,629 | 54,076 | +6,447 | 0.00 | 0.00 | -0.00 | buy |
| KEYNOTE FINANCIAL SERVICES LLC | 46,134 | 51,414 | +5,280 | 1.61 | 1.51 | -0.10 | buy |
| Clean Yield Group | 53,398 | 50,685 | -2,713 | 0.83 | 0.70 | -0.13 | sell |
| CenterBook Partners LP | 47,131 | 48,020 | +889 | 0.14 | 0.12 | -0.02 | buy |
| Rodgers Brothers Inc. | 50,500 | 47,750 | -2,750 | 0.33 | 0.29 | -0.04 | sell |
| E. Ohman J:or Asset Management AB | 47,030 | 47,030 | 0 | 0.06 | 0.05 | -0.01 | hold |
| Mariner, LLC | 38,380 | 45,994 | +7,614 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 262,261 | 45,263 | -216,998 | 0.01 | 0.00 | -0.01 | sell |
| D. E. Shaw & Co., Inc. | 16,003 | 45,131 | +29,128 | 0.00 | 0.00 | +0.00 | buy |
| MERITAGE PORTFOLIO MANAGEMENT | 45,550 | 44,993 | -557 | 0.15 | 0.15 | -0.00 | sell |
| EXCHANGE TRADED CONCEPTS, LLC | 34,822 | 44,845 | +10,023 | 0.02 | 0.02 | -0.00 | buy |
| North Star Investment Management Corp. | 44,800 | 44,800 | 0 | 0.16 | 0.14 | -0.02 | hold |
| CONFLUENCE INVESTMENT MANAGEMENT LLC | 47,809 | 42,917 | -4,892 | 0.04 | 0.03 | -0.01 | sell |
| Capula Management Ltd | 0 | 41,136 | +41,136 | 0.00 | 0.01 | +0.01 | buy |
| Schonfeld Strategic Advisors LLC | 0 | 40,569 | +40,569 | 0.00 | 0.01 | +0.01 | buy |
| RAYMOND JAMES FINANCIAL INC | 37,407 | 39,785 | +2,378 | 0.00 | 0.00 | -0.00 | buy |
| Jump Financial, LLC | 0 | 39,117 | +39,117 | 0.00 | 0.03 | +0.03 | buy |
| CITADEL ADVISORS LLC | 13,176 | 38,828 | +25,652 | 0.00 | 0.00 | +0.00 | buy |
| AlphaQuest LLC | 15,238 | 36,793 | +21,555 | 0.08 | 0.12 | +0.04 | buy |
| JANE STREET GROUP, LLC | 48,329 | 36,502 | -11,827 | 0.00 | 0.00 | -0.00 | sell |
| FIRST NATIONAL CORP /MA/ /ADV | 36,913 | 36,238 | -675 | 0.39 | 0.32 | -0.06 | sell |
| Maryland State Retirement & Pension System | 37,175 | 35,138 | -2,037 | 0.04 | 0.04 | -0.01 | sell |
| ALLIANCEBERNSTEIN L.P. | 84,186 | 34,097 | -50,089 | 0.00 | 0.00 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 32,595 | 33,265 | +670 | 0.00 | 0.00 | -0.00 | buy |
| FMR LLC | 49,436 | 32,559 | -16,877 | 0.00 | 0.00 | -0.00 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 28,110 | 31,120 | +3,010 | 0.00 | 0.00 | -0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 26,784 | 30,965 | +4,181 | 0.00 | 0.00 | +0.00 | buy |
| SG Americas Securities, LLC | 35,645 | 29,260 | -6,385 | 0.01 | 0.01 | -0.00 | sell |
| Clear Harbor Asset Management, LLC | 29,396 | 29,126 | -270 | 0.11 | 0.10 | -0.01 | sell |
| HRT FINANCIAL LP | 25,716 | 27,881 | +2,165 | 0.01 | 0.00 | -0.00 | buy |
| SEI INVESTMENTS CO | 22,876 | 27,704 | +4,828 | 0.00 | 0.00 | +0.00 | buy |
| CHATHAM CAPITAL GROUP, INC. | 26,988 | 26,735 | -253 | 0.21 | 0.19 | -0.03 | sell |
| Man Group plc | 8,842 | 24,746 | +15,904 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 5,693 | 24,450 | +18,757 | 0.00 | 0.01 | +0.01 | buy |
| FEDERATED HERMES, INC. | 23,662 | 24,138 | +476 | 0.00 | 0.00 | -0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 22,873 | 23,675 | +802 | 0.00 | 0.00 | -0.00 | buy |
| Quantbot Technologies LP | 0 | 23,468 | +23,468 | 0.00 | 0.03 | +0.03 | buy |
| IEQ CAPITAL, LLC | 20,361 | 22,457 | +2,096 | 0.01 | 0.00 | -0.00 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 24,082 | 22,449 | -1,633 | 0.00 | 0.00 | -0.00 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 0 | 22,207 | +22,207 | 0.00 | 0.00 | +0.00 | buy |
| Magellan Asset Management Ltd | 20,736 | 21,564 | +828 | 0.01 | 0.01 | +0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 25,640 | 21,050 | -4,590 | 0.00 | 0.00 | -0.00 | sell |