| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 1,976,458 | 1,885,341 | -91,117 | 0.00 | 0.00 | +0.00 | sell |
| VANGUARD GROUP INC | 1,040,831 | 1,024,729 | -16,102 | 0.00 | 0.00 | +0.00 | sell |
| DAVENPORT & Co LLC | 1,095,056 | 1,006,685 | -88,371 | 0.53 | 0.57 | +0.04 | sell |
| JPMORGAN CHASE & CO | 796,062 | 642,334 | -153,728 | 0.00 | 0.00 | -0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 471,072 | 491,400 | +20,328 | 0.02 | 0.03 | +0.00 | buy |
| STATE STREET CORP | 487,192 | 482,635 | -4,557 | 0.00 | 0.00 | +0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 391,868 | 385,954 | -5,914 | 0.00 | 0.00 | +0.00 | sell |
| FULLER & THALER ASSET MANAGEMENT, INC. | 343,423 | 363,460 | +20,037 | 0.11 | 0.13 | +0.02 | buy |
| JANUS HENDERSON GROUP PLC | 247,244 | 241,740 | -5,504 | 0.01 | 0.01 | +0.00 | sell |
| MORGAN STANLEY | 210,346 | 227,705 | +17,359 | 0.00 | 0.00 | +0.00 | buy |
| Tributary Capital Management, LLC | 246,685 | 194,653 | -52,032 | 1.89 | 1.86 | -0.03 | sell |
| Qube Research & Technologies Ltd | 106,463 | 188,498 | +82,035 | 0.01 | 0.03 | +0.02 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 138,300 | 182,500 | +44,200 | 0.02 | 0.03 | +0.01 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 108,791 | 178,976 | +70,185 | 0.01 | 0.01 | +0.01 | buy |
| FMR LLC | 170,160 | 177,882 | +7,722 | 0.00 | 0.00 | +0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 171,631 | 171,157 | -474 | 0.00 | 0.00 | +0.00 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 232,224 | 166,499 | -65,725 | 0.00 | 0.00 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 141,429 | 149,223 | +7,794 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 215,021 | 140,626 | -74,395 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 144,114 | 139,905 | -4,209 | 0.00 | 0.00 | +0.00 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 35,292 | 139,511 | +104,219 | 0.01 | 0.03 | +0.02 | buy |
| CITADEL ADVISORS LLC | 101,056 | 137,058 | +36,002 | 0.01 | 0.01 | +0.00 | buy |
| NORTHERN TRUST CORP | 131,187 | 128,744 | -2,443 | 0.00 | 0.00 | +0.00 | sell |
| GOLDMAN SACHS GROUP INC | 80,434 | 93,741 | +13,307 | 0.00 | 0.00 | +0.00 | buy |
| Nuveen, LLC | 116,339 | 80,946 | -35,393 | 0.00 | 0.00 | -0.00 | sell |
| TUDOR INVESTMENT CORP ET AL | 69,451 | 68,775 | -676 | 0.05 | 0.05 | +0.00 | sell |
| Assenagon Asset Management S.A. | 21,857 | 68,092 | +46,235 | 0.00 | 0.01 | +0.01 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 68,106 | 67,457 | -649 | 0.00 | 0.00 | +0.00 | sell |
| RAYMOND JAMES FINANCIAL INC | 70,365 | 66,945 | -3,420 | 0.00 | 0.00 | +0.00 | sell |
| TEACHER RETIREMENT SYSTEM OF TEXAS | 70,669 | 64,910 | -5,759 | 0.03 | 0.03 | +0.00 | sell |
| AQR CAPITAL MANAGEMENT LLC | 55,240 | 61,764 | +6,524 | 0.00 | 0.00 | +0.00 | buy |
| ENVESTNET ASSET MANAGEMENT INC | 64,444 | 59,299 | -5,145 | 0.00 | 0.00 | +0.00 | sell |
| Clark Capital Management Group, Inc. | 0 | 58,505 | +58,505 | 0.00 | 0.04 | +0.04 | buy |
| JANE STREET GROUP, LLC | 75,141 | 57,812 | -17,329 | 0.01 | 0.01 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 43,309 | 57,285 | +13,976 | 0.02 | 0.02 | +0.01 | buy |
| LAZARD ASSET MANAGEMENT LLC | 42,561 | 55,548 | +12,987 | 0.01 | 0.01 | +0.00 | buy |
| O'SHAUGHNESSY ASSET MANAGEMENT, LLC | 46,431 | 53,827 | +7,396 | 0.03 | 0.03 | +0.01 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 39,856 | 50,422 | +10,566 | 0.00 | 0.00 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 10,463 | 48,599 | +38,136 | 0.00 | 0.00 | +0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 55,335 | 48,570 | -6,765 | 0.00 | 0.01 | +0.00 | sell |
| Cubist Systematic Strategies, LLC | 33,863 | 47,878 | +14,015 | 0.03 | 0.07 | +0.04 | buy |
| BANK OF AMERICA CORP /DE/ | 48,623 | 47,341 | -1,282 | 0.00 | 0.00 | +0.00 | sell |
| Emmett Investment Management, LP | 65,656 | 45,168 | -20,488 | 4.63 | 3.75 | -0.88 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 47,428 | 44,134 | -3,294 | 0.00 | 0.00 | +0.00 | sell |
| Informed Momentum Co LLC | 0 | 42,886 | +42,886 | 0.00 | 0.51 | +0.51 | buy |
| FIRST TRUST ADVISORS LP | 41,109 | 42,605 | +1,496 | 0.00 | 0.00 | +0.00 | buy |
| D. E. Shaw & Co., Inc. | 19,121 | 39,662 | +20,541 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 99,495 | 36,596 | -62,899 | 0.00 | 0.00 | -0.00 | sell |
| RITHOLTZ WEALTH MANAGEMENT | 31,529 | 36,456 | +4,927 | 0.06 | 0.08 | +0.01 | buy |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 116,420 | 34,720 | -81,700 | 0.03 | 0.01 | -0.02 | sell |
| Legal & General Group Plc | 35,471 | 32,482 | -2,989 | 0.00 | 0.00 | +0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 32,753 | 32,251 | -502 | 0.00 | 0.00 | +0.00 | sell |
| BARCLAYS PLC | 39,302 | 31,837 | -7,465 | 0.00 | 0.00 | -0.00 | sell |
| SEI INVESTMENTS CO | 17,058 | 31,552 | +14,494 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 8,866 | 30,699 | +21,833 | 0.00 | 0.00 | +0.00 | buy |
| Vident Advisory, LLC | 5,566 | 30,317 | +24,751 | 0.01 | 0.03 | +0.03 | buy |
| WELLS FARGO & COMPANY/MN | 34,559 | 30,106 | -4,453 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 29,483 | 29,298 | -185 | 0.00 | 0.00 | +0.00 | sell |
| Trexquant Investment LP | 8,304 | 29,242 | +20,938 | 0.01 | 0.03 | +0.02 | buy |
| AMERIPRISE FINANCIAL INC | 47,594 | 28,610 | -18,984 | 0.00 | 0.00 | -0.00 | sell |
| JUPITER ASSET MANAGEMENT LTD | 27,018 | 27,018 | 0 | 0.02 | 0.02 | +0.01 | hold |
| ALGERT GLOBAL LLC | 9,994 | 25,824 | +15,830 | 0.02 | 0.05 | +0.03 | buy |
| DARK FOREST CAPITAL MANAGEMENT LP | 22,433 | 25,088 | +2,655 | 0.08 | 0.07 | -0.01 | buy |
| Swiss National Bank | 24,711 | 25,011 | +300 | 0.00 | 0.00 | +0.00 | buy |
| VIRGINIA RETIREMENT SYSTEMS ET Al | 26,055 | 23,675 | -2,380 | 0.02 | 0.02 | +0.00 | sell |
| ADVISORY RESEARCH INC | 23,567 | 23,567 | 0 | 0.31 | 0.33 | +0.01 | hold |
| Epoch Investment Partners, Inc. | 19,691 | 23,018 | +3,327 | 0.01 | 0.01 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 23,561 | 22,961 | -600 | 0.00 | 0.00 | +0.00 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 61,375 | 22,411 | -38,964 | 0.02 | 0.01 | -0.01 | sell |
| ArrowMark Colorado Holdings LLC | 0 | 20,918 | +20,918 | 0.00 | 0.04 | +0.04 | buy |
| Annex Advisory Services, LLC | 23,772 | 20,347 | -3,425 | 0.05 | 0.05 | -0.00 | sell |
| ROYCE & ASSOCIATES LP | 20,502 | 19,205 | -1,297 | 0.02 | 0.02 | +0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 37,175 | 18,905 | -18,270 | 0.00 | 0.00 | -0.00 | sell |
| Connor, Clark & Lunn Investment Management Ltd. | 5,353 | 18,187 | +12,834 | 0.00 | 0.01 | +0.00 | buy |
| Engineers Gate Manager LP | 10,615 | 17,298 | +6,683 | 0.01 | 0.02 | +0.01 | buy |
| CAMBIAR INVESTORS LLC | 28,020 | 16,871 | -11,149 | 0.10 | 0.08 | -0.02 | sell |
| FRANKLIN RESOURCES INC | 14,320 | 16,161 | +1,841 | 0.00 | 0.00 | +0.00 | buy |
| GHP Investment Advisors, Inc. | 14,023 | 16,114 | +2,091 | 0.05 | 0.07 | +0.02 | buy |
| Atom Investors LP | 15,375 | 15,313 | -62 | 0.12 | 0.12 | +0.01 | sell |
| CANADA PENSION PLAN INVESTMENT BOARD | 14,400 | 14,400 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Russell Investments Group, Ltd. | 9,678 | 13,249 | +3,571 | 0.00 | 0.00 | +0.00 | buy |
| SG Americas Securities, LLC | 2,545 | 13,069 | +10,524 | 0.00 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 13,083 | 12,883 | -200 | 0.00 | 0.00 | +0.00 | sell |
| SEGALL BRYANT & HAMILL, LLC | 0 | 12,738 | +12,738 | 0.00 | 0.02 | +0.02 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 12,728 | 12,729 | +1 | 0.00 | 0.00 | +0.00 | buy |
| Creative Planning | 3,276 | 12,712 | +9,436 | 0.00 | 0.00 | +0.00 | buy |
| PRUDENTIAL FINANCIAL INC | 13,153 | 12,373 | -780 | 0.00 | 0.00 | +0.00 | sell |
| LPL Financial LLC | 13,077 | 12,139 | -938 | 0.00 | 0.00 | -0.00 | sell |
| Wakefield Asset Management LLLP | 11,971 | 11,921 | -50 | 0.29 | 0.34 | +0.06 | sell |
| Verition Fund Management LLC | 6,687 | 11,721 | +5,034 | 0.00 | 0.01 | +0.00 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 0 | 11,699 | +11,699 | 0.00 | 0.00 | +0.00 | buy |
| CANADA LIFE ASSURANCE Co | 11,055 | 11,055 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Cerity Partners LLC | 9,890 | 11,042 | +1,152 | 0.00 | 0.00 | +0.00 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 11,045 | 11,018 | -27 | 0.00 | 0.00 | +0.00 | sell |
| CRAWFORD INVESTMENT COUNSEL INC | 10,804 | 10,879 | +75 | 0.02 | 0.02 | +0.00 | buy |
| Quantbot Technologies LP | 4,983 | 10,011 | +5,028 | 0.01 | 0.03 | +0.02 | buy |
| AdvisorShares Investments LLC | 4,398 | 9,812 | +5,414 | 0.07 | 0.17 | +0.10 | buy |
| Man Group plc | 0 | 9,305 | +9,305 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 10,984 | 9,287 | -1,697 | 0.00 | 0.00 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 9,369 | 8,961 | -408 | 0.00 | 0.00 | +0.00 | sell |