| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 5,059,825 | 5,030,522 | -29,303 | 0.00 | 0.01 | +0.00 | sell |
| STATE STREET CORP | 2,363,419 | 2,287,911 | -75,508 | 0.01 | 0.01 | +0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 2,157,917 | 2,282,315 | +124,398 | 0.03 | 0.03 | +0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 1,701,156 | 1,039,694 | -661,462 | 0.09 | 0.06 | -0.03 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 1,008,413 | 1,017,400 | +8,987 | 0.00 | 0.00 | +0.00 | buy |
| MACQUARIE GROUP LTD | 986,467 | 964,904 | -21,563 | 0.06 | 0.06 | +0.00 | sell |
| MORGAN STANLEY | 694,400 | 723,278 | +28,878 | 0.00 | 0.00 | +0.00 | buy |
| SILVERCREST ASSET MANAGEMENT GROUP LLC | 693,243 | 685,604 | -7,639 | 0.24 | 0.28 | +0.03 | sell |
| GOLDMAN SACHS GROUP INC | 453,120 | 645,800 | +192,680 | 0.00 | 0.01 | +0.00 | buy |
| ROCKLAND TRUST CO | 737,477 | 643,901 | -93,576 | 1.97 | 1.87 | -0.10 | sell |
| Boston Trust Walden Corp | 634,960 | 619,313 | -15,647 | 0.24 | 0.25 | +0.02 | sell |
| NORTHERN TRUST CORP | 589,289 | 577,220 | -12,069 | 0.01 | 0.01 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 500,740 | 523,659 | +22,919 | 0.00 | 0.01 | +0.00 | buy |
| Bank of New York Mellon Corp | 476,965 | 433,402 | -43,563 | 0.00 | 0.00 | +0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 273,264 | 423,313 | +150,049 | 0.01 | 0.01 | +0.01 | buy |
| Invesco Ltd. | 516,109 | 406,762 | -109,347 | 0.01 | 0.00 | -0.00 | sell |
| NORGES BANK | 378,640 | 378,640 | 0 | 0.00 | 0.00 | +0.00 | hold |
| GW&K Investment Management, LLC | 380,112 | 365,520 | -14,592 | 0.18 | 0.18 | +0.01 | sell |
| JPMORGAN CHASE & CO | 211,849 | 338,640 | +126,791 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 294,328 | 319,003 | +24,675 | 0.00 | 0.00 | +0.00 | buy |
| Clearbridge Investments, LLC | 304,065 | 304,280 | +215 | 0.01 | 0.01 | +0.00 | buy |
| BNP Paribas Asset Management Holding S.A. | 255,288 | 283,661 | +28,373 | 0.03 | 0.04 | +0.01 | buy |
| MILLENNIUM MANAGEMENT LLC | 299,234 | 255,542 | -43,692 | 0.01 | 0.01 | +0.00 | sell |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 238,981 | 233,079 | -5,902 | 0.01 | 0.01 | +0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 255,081 | 205,165 | -49,916 | 0.05 | 0.04 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 236,887 | 200,287 | -36,600 | 0.01 | 0.01 | -0.00 | sell |
| Leeward Investments, LLC - MA | 262,284 | 187,309 | -74,975 | 0.61 | 0.51 | -0.10 | sell |
| AMERIPRISE FINANCIAL INC | 124,625 | 178,404 | +53,779 | 0.00 | 0.00 | +0.00 | buy |
| NFJ INVESTMENT GROUP, LLC | 220,079 | 176,747 | -43,332 | 0.34 | 0.31 | -0.04 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 135,147 | 166,043 | +30,896 | 0.16 | 0.21 | +0.05 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 174,639 | 150,368 | -24,271 | 0.02 | 0.01 | -0.00 | sell |
| ALGERT GLOBAL LLC | 50,706 | 138,146 | +87,440 | 0.09 | 0.22 | +0.13 | buy |
| RHUMBLINE ADVISERS | 143,440 | 136,145 | -7,295 | 0.01 | 0.01 | +0.00 | sell |
| MOODY ALDRICH PARTNERS LLC | 95,524 | 133,538 | +38,014 | 0.94 | 1.44 | +0.49 | buy |
| Verition Fund Management LLC | 7,367 | 132,435 | +125,068 | 0.00 | 0.05 | +0.05 | buy |
| ProShare Advisors LLC | 130,308 | 124,905 | -5,403 | 0.02 | 0.02 | +0.00 | sell |
| DEPRINCE RACE & ZOLLO INC | 0 | 120,451 | +120,451 | 0.00 | 0.14 | +0.14 | buy |
| Fisher Asset Management, LLC | 120,530 | 118,632 | -1,898 | 0.00 | 0.00 | +0.00 | sell |
| Legal & General Group Plc | 118,680 | 117,406 | -1,274 | 0.00 | 0.00 | +0.00 | sell |
| Empowered Funds, LLC | 111,249 | 117,223 | +5,974 | 0.10 | 0.11 | +0.01 | buy |
| D. E. Shaw & Co., Inc. | 195,668 | 115,306 | -80,362 | 0.01 | 0.01 | -0.01 | sell |
| PANAGORA ASSET MANAGEMENT INC | 137,783 | 112,560 | -25,223 | 0.04 | 0.03 | -0.00 | sell |
| AQR CAPITAL MANAGEMENT LLC | 46,615 | 112,407 | +65,792 | 0.00 | 0.01 | +0.01 | buy |
| NUANCE INVESTMENTS, LLC | 452,409 | 108,821 | -343,588 | 0.70 | 0.22 | -0.49 | sell |
| FIRST TRUST ADVISORS LP | 100,674 | 107,951 | +7,277 | 0.01 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 110,681 | 105,701 | -4,980 | 0.00 | 0.00 | +0.00 | sell |
| GREAT LAKES ADVISORS, LLC | 106,563 | 101,686 | -4,877 | 0.05 | 0.05 | +0.00 | sell |
| Crestwood Advisors Group, LLC | 99,956 | 100,002 | +46 | 0.10 | 0.11 | +0.01 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 0 | 98,120 | +98,120 | 0.00 | 0.02 | +0.02 | buy |
| PRUDENTIAL FINANCIAL INC | 71,900 | 97,642 | +25,742 | 0.01 | 0.01 | +0.00 | buy |
| BARCLAYS PLC | 54,279 | 94,976 | +40,697 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 93,398 | 90,098 | -3,300 | 0.03 | 0.03 | -0.00 | sell |
| CITIGROUP INC | 80,574 | 83,159 | +2,585 | 0.00 | 0.00 | +0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 82,763 | 83,048 | +285 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 83,478 | 82,878 | -600 | 0.00 | 0.00 | +0.00 | sell |
| HOWLAND CAPITAL MANAGEMENT LLC | 74,300 | 74,300 | 0 | 0.18 | 0.19 | +0.01 | hold |
| SEI INVESTMENTS CO | 53,763 | 71,209 | +17,446 | 0.00 | 0.01 | +0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 71,989 | 65,596 | -6,393 | 0.01 | 0.01 | +0.00 | sell |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 63,690 | 63,910 | +220 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 55,975 | 62,892 | +6,917 | 0.00 | 0.00 | +0.00 | buy |
| JANE STREET GROUP, LLC | 35,393 | 62,158 | +26,765 | 0.00 | 0.01 | +0.00 | buy |
| Cubist Systematic Strategies, LLC | 130,385 | 62,065 | -68,320 | 0.11 | 0.06 | -0.06 | sell |
| HENNESSY ADVISORS INC | 35,000 | 60,000 | +25,000 | 0.07 | 0.11 | +0.05 | buy |
| Siena Capital Partners GP, LLC | 60,000 | 60,000 | 0 | 1.00 | 1.02 | +0.02 | hold |
| Qube Research & Technologies Ltd | 80,592 | 57,780 | -22,812 | 0.01 | 0.01 | -0.00 | sell |
| Trexquant Investment LP | 25,709 | 55,832 | +30,123 | 0.02 | 0.04 | +0.02 | buy |
| COMMONWEALTH EQUITY SERVICES, LLC | 55,715 | 55,613 | -102 | 0.00 | 0.00 | +0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 54,660 | 54,398 | -262 | 0.01 | 0.01 | +0.00 | sell |
| Rafferty Asset Management, LLC | 84,021 | 53,171 | -30,850 | 0.02 | 0.01 | -0.01 | sell |
| World Investment Advisors | 50,500 | 51,722 | +1,222 | 0.16 | 0.10 | -0.06 | buy |
| Integrated Wealth Concepts LLC | 54,157 | 50,341 | -3,816 | 0.04 | 0.04 | -0.00 | sell |
| DEAN INVESTMENT ASSOCIATES, LLC | 32,202 | 49,195 | +16,993 | 0.23 | 0.39 | +0.16 | buy |
| BROWN ADVISORY INC | 49,001 | 49,001 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Moors & Cabot, Inc. | 48,378 | 48,182 | -196 | 0.13 | 0.14 | +0.01 | sell |
| AlphaQuest LLC | 47,285 | 46,718 | -567 | 0.33 | 0.25 | -0.08 | sell |
| CANADA LIFE ASSURANCE Co | 44,209 | 42,650 | -1,559 | 0.00 | 0.00 | +0.00 | sell |
| UBS Group AG | 47,121 | 40,965 | -6,156 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 28,040 | 40,300 | +12,260 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 41,424 | 40,169 | -1,255 | 0.00 | 0.00 | +0.00 | sell |
| ISTHMUS PARTNERS, LLC | 47,130 | 37,068 | -10,062 | 0.12 | 0.26 | +0.14 | sell |
| BOOTHBAY FUND MANAGEMENT, LLC | 0 | 34,822 | +34,822 | 0.00 | 0.06 | +0.06 | buy |
| State of Tennessee, Department of Treasury | 21,941 | 34,800 | +12,859 | 0.00 | 0.01 | +0.00 | buy |
| TEACHER RETIREMENT SYSTEM OF TEXAS | 26,288 | 34,627 | +8,339 | 0.01 | 0.01 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 35,285 | 34,585 | -700 | 0.00 | 0.00 | +0.00 | sell |
| FRANKLIN RESOURCES INC | 0 | 33,883 | +33,883 | 0.00 | 0.00 | +0.00 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 32,646 | 33,045 | +399 | 0.00 | 0.00 | +0.00 | buy |
| GHP Investment Advisors, Inc. | 31,509 | 32,222 | +713 | 0.08 | 0.09 | +0.01 | buy |
| Edgestream Partners, L.P. | 93,895 | 32,161 | -61,734 | 0.23 | 0.08 | -0.15 | sell |
| HRT FINANCIAL LP | 24,831 | 30,778 | +5,947 | 0.01 | 0.01 | +0.00 | buy |
| Brandywine Global Investment Management, LLC | 31,545 | 30,659 | -886 | 0.01 | 0.01 | +0.00 | sell |
| Dean Capital Management | 11,882 | 30,229 | +18,347 | 0.78 | 0.76 | -0.02 | buy |
| RBF Capital, LLC | 30,000 | 30,000 | 0 | 0.09 | 0.09 | +0.00 | hold |
| PRICE T ROWE ASSOCIATES INC /MD/ | 29,045 | 27,603 | -1,442 | 0.00 | 0.00 | +0.00 | sell |
| TUDOR INVESTMENT CORP ET AL | 43,019 | 27,200 | -15,819 | 0.02 | 0.02 | -0.01 | sell |
| FMR LLC | 6,482 | 26,728 | +20,246 | 0.00 | 0.00 | +0.00 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 16,360 | 26,231 | +9,871 | 0.01 | 0.02 | +0.01 | buy |
| CANADA PENSION PLAN INVESTMENT BOARD | 0 | 25,900 | +25,900 | 0.00 | 0.00 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 12,173 | 25,077 | +12,904 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 26,113 | 24,779 | -1,334 | 0.00 | 0.00 | +0.00 | sell |
| DEUTSCHE BANK AG\ | 19,187 | 24,589 | +5,402 | 0.00 | 0.00 | +0.00 | buy |