| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 5,779,905 | 5,819,805 | +39,900 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 5,309,455 | 5,207,968 | -101,487 | 0.00 | 0.00 | +0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 3,243,573 | 3,214,632 | -28,941 | 0.01 | 0.01 | +0.00 | sell |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 3,395,000 | 2,395,000 | -1,000,000 | 0.43 | 0.33 | -0.09 | sell |
| Invesco Ltd. | 3,094,129 | 2,370,362 | -723,767 | 0.01 | 0.01 | -0.00 | sell |
| Mountaineer Partners Management, LLC | 2,270,805 | 2,142,103 | -128,702 | 14.01 | 15.22 | +1.21 | sell |
| Fisher Asset Management, LLC | 2,110,876 | 2,076,881 | -33,995 | 0.01 | 0.01 | +0.00 | sell |
| MORGAN STANLEY | 1,284,785 | 1,603,206 | +318,421 | 0.00 | 0.00 | +0.00 | buy |
| Sonora Investment Management Group, LLC | 1,528,000 | 1,518,000 | -10,000 | 0.11 | 0.12 | +0.01 | sell |
| MILLENNIUM MANAGEMENT LLC | 708,291 | 1,285,188 | +576,897 | 0.01 | 0.02 | +0.01 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,165,206 | 1,177,608 | +12,402 | 0.00 | 0.00 | +0.00 | buy |
| Mirae Asset Global Investments Co., Ltd. | 1,395,500 | 1,176,960 | -218,540 | 0.03 | 0.02 | -0.01 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 1,051,335 | 1,063,478 | +12,143 | 0.05 | 0.06 | +0.01 | buy |
| Castle Hook Partners LP | 78,340 | 976,894 | +898,554 | 0.06 | 0.54 | +0.48 | buy |
| AMERICAN CENTURY COMPANIES INC | 428,240 | 909,939 | +481,699 | 0.00 | 0.01 | +0.01 | buy |
| Slate Path Capital LP | 878,000 | 878,000 | 0 | 0.24 | 0.27 | +0.03 | hold |
| First Eagle Investment Management, LLC | 867,514 | 833,314 | -34,200 | 0.03 | 0.03 | +0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 621,254 | 764,600 | +143,346 | 0.00 | 0.00 | +0.00 | buy |
| Impala Asset Management LLC | 125,000 | 705,000 | +580,000 | 1.64 | 9.78 | +8.14 | buy |
| TWO SIGMA INVESTMENTS, LP | 713,333 | 645,720 | -67,613 | 0.02 | 0.02 | +0.00 | sell |
| NORTHERN TRUST CORP | 537,269 | 527,233 | -10,036 | 0.00 | 0.00 | +0.00 | sell |
| Cubist Systematic Strategies, LLC | 38,980 | 508,721 | +469,741 | 0.01 | 0.09 | +0.08 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 850,179 | 463,524 | -386,655 | 0.00 | 0.00 | -0.00 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 169,574 | 426,089 | +256,515 | 0.00 | 0.00 | +0.00 | buy |
| Steamboat Capital Partners, LLC | 747,854 | 397,071 | -350,783 | 3.41 | 2.11 | -1.30 | sell |
| AMERIPRISE FINANCIAL INC | 381,802 | 378,193 | -3,609 | 0.00 | 0.00 | +0.00 | sell |
| Trexquant Investment LP | 23,673 | 370,114 | +346,441 | 0.01 | 0.11 | +0.11 | buy |
| Bank of New York Mellon Corp | 370,593 | 365,163 | -5,430 | 0.00 | 0.00 | +0.00 | sell |
| Squarepoint Ops LLC | 343,090 | 350,437 | +7,347 | 0.02 | 0.02 | +0.01 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 451,899 | 319,099 | -132,800 | 0.01 | 0.01 | -0.00 | sell |
| Engineers Gate Manager LP | 155,141 | 296,074 | +140,933 | 0.05 | 0.12 | +0.07 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 269,283 | 269,810 | +527 | 0.00 | 0.00 | +0.00 | buy |
| ALGERT GLOBAL LLC | 54,384 | 255,291 | +200,907 | 0.03 | 0.15 | +0.13 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 1,037,166 | 251,363 | -785,803 | 0.03 | 0.01 | -0.02 | sell |
| Assenagon Asset Management S.A. | 134,939 | 235,578 | +100,639 | 0.00 | 0.01 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 160,950 | 230,860 | +69,910 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 335,125 | 216,920 | -118,205 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 172,255 | 215,616 | +43,361 | 0.00 | 0.00 | +0.00 | buy |
| CONGRESS ASSET MANAGEMENT CO | 214,098 | 204,137 | -9,961 | 0.02 | 0.02 | +0.00 | sell |
| TWO SIGMA ADVISERS, LP | 210,583 | 195,783 | -14,800 | 0.01 | 0.01 | +0.00 | sell |
| JPMORGAN CHASE & CO | 69,193 | 181,028 | +111,835 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 153,453 | 155,912 | +2,459 | 0.00 | 0.00 | +0.00 | buy |
| Bridgewater Associates, LP | 98,250 | 146,445 | +48,195 | 0.01 | 0.01 | +0.00 | buy |
| Legal & General Group Plc | 142,074 | 140,846 | -1,228 | 0.00 | 0.00 | +0.00 | sell |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 0 | 133,728 | +133,728 | 0.00 | 0.01 | +0.01 | buy |
| CITADEL ADVISORS LLC | 1,277,519 | 130,468 | -1,147,051 | 0.02 | 0.00 | -0.01 | sell |
| WELLS FARGO & COMPANY/MN | 118,325 | 114,934 | -3,391 | 0.00 | 0.00 | +0.00 | sell |
| Swiss National Bank | 109,250 | 109,250 | 0 | 0.00 | 0.00 | +0.00 | hold |
| GSA CAPITAL PARTNERS LLP | 26,301 | 109,004 | +82,703 | 0.03 | 0.13 | +0.11 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 107,385 | 107,385 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Encompass Capital Advisors LLC | 0 | 107,100 | +107,100 | 0.00 | 0.09 | +0.09 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 102,005 | 105,105 | +3,100 | 0.00 | 0.00 | +0.00 | buy |
| Susquehanna Portfolio Strategies, LLC | 95,457 | 95,457 | 0 | 0.02 | 0.03 | +0.01 | hold |
| DEUTSCHE BANK AG\ | 95,034 | 94,966 | -68 | 0.00 | 0.00 | +0.00 | sell |
| BANK OF MONTREAL /CAN/ | 156,814 | 93,389 | -63,425 | 0.00 | 0.00 | -0.00 | sell |
| HIGHLAND PEAK CAPITAL, LLC | 68,501 | 89,882 | +21,381 | 0.62 | 0.84 | +0.22 | buy |
| Verition Fund Management LLC | 11,720 | 84,140 | +72,420 | 0.00 | 0.01 | +0.01 | buy |
| WINTON GROUP Ltd | 0 | 80,797 | +80,797 | 0.00 | 0.09 | +0.09 | buy |
| ZACKS INVESTMENT MANAGEMENT | 0 | 78,875 | +78,875 | 0.00 | 0.01 | +0.01 | buy |
| NORGES BANK | 77,037 | 77,037 | 0 | 0.00 | 0.00 | +0.00 | hold |
| JANE STREET GROUP, LLC | 336,089 | 76,114 | -259,975 | 0.00 | 0.00 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 139,541 | 75,900 | -63,641 | 0.00 | 0.00 | -0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 71,990 | 73,370 | +1,380 | 0.00 | 0.00 | +0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 69,667 | 69,667 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Perennial Advisors, LLC | 122,055 | 68,293 | -53,762 | 0.36 | 0.24 | -0.12 | sell |
| Aldebaran Capital, LLC | 66,600 | 65,390 | -1,210 | 0.83 | 0.96 | +0.13 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 618,035 | 63,578 | -554,457 | 0.16 | 0.02 | -0.14 | sell |
| Empowered Funds, LLC | 295,735 | 63,578 | -232,157 | 0.09 | 0.02 | -0.07 | sell |
| Hudson Bay Capital Management LP | 105,000 | 60,000 | -45,000 | 0.01 | 0.01 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 60,912 | 59,062 | -1,850 | 0.00 | 0.00 | +0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 58,040 | 55,155 | -2,885 | 0.00 | 0.00 | +0.00 | sell |
| CoreCommodity Management, LLC | 54,434 | 52,745 | -1,689 | 0.20 | 0.29 | +0.09 | sell |
| Numerai GP LLC | 0 | 52,724 | +52,724 | 0.00 | 0.35 | +0.35 | buy |
| D. E. Shaw & Co., Inc. | 243,476 | 50,508 | -192,968 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 83,471 | 49,763 | -33,708 | 0.00 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 0 | 48,306 | +48,306 | 0.00 | 0.00 | +0.00 | buy |
| HSBC HOLDINGS PLC | 50,755 | 45,330 | -5,425 | 0.00 | 0.00 | -0.00 | sell |
| TEXAS PERMANENT SCHOOL FUND CORP | 44,186 | 45,288 | +1,102 | 0.00 | 0.01 | +0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 46,110 | 44,891 | -1,219 | 0.00 | 0.00 | +0.00 | sell |
| CANADA LIFE ASSURANCE Co | 41,246 | 41,246 | 0 | 0.00 | 0.00 | +0.00 | hold |
| UBS Group AG | 42,067 | 39,494 | -2,573 | 0.00 | 0.00 | -0.00 | sell |
| SG Americas Securities, LLC | 0 | 39,028 | +39,028 | 0.00 | 0.00 | +0.00 | buy |
| OCCUDO QUANTITATIVE STRATEGIES LP | 157,697 | 38,705 | -118,992 | 0.26 | 0.10 | -0.16 | sell |
| Man Group plc | 0 | 37,927 | +37,927 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 51,164 | 37,177 | -13,987 | 0.00 | 0.00 | -0.00 | sell |
| CITIGROUP INC | 32,104 | 36,490 | +4,386 | 0.00 | 0.00 | +0.00 | buy |
| Brevan Howard Capital Management LP | 26,298 | 36,184 | +9,886 | 0.03 | 0.05 | +0.02 | buy |
| PRELUDE CAPITAL MANAGEMENT, LLC | 0 | 36,059 | +36,059 | 0.00 | 0.04 | +0.04 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 31,968 | 34,013 | +2,045 | 0.00 | 0.00 | +0.00 | buy |
| Cetera Investment Advisers | 0 | 33,926 | +33,926 | 0.00 | 0.00 | +0.00 | buy |
| Cinctive Capital Management LP | 0 | 32,500 | +32,500 | 0.00 | 0.03 | +0.03 | buy |
| State of Alaska, Department of Revenue | 31,835 | 31,524 | -311 | 0.00 | 0.01 | +0.00 | sell |
| Illinois Municipal Retirement Fund | 33,530 | 28,832 | -4,698 | 0.01 | 0.01 | -0.00 | sell |
| Cerity Partners LLC | 0 | 28,599 | +28,599 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN INTERNATIONAL GROUP, INC. | 28,596 | 28,343 | -253 | 0.00 | 0.00 | +0.00 | sell |
| Tower Research Capital LLC (TRC) | 17,982 | 28,190 | +10,208 | 0.00 | 0.01 | +0.01 | buy |
| Petrus Trust Company, LTA | 0 | 26,988 | +26,988 | 0.00 | 0.04 | +0.04 | buy |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 20,930 | 26,558 | +5,628 | 0.00 | 0.00 | +0.00 | buy |
| Schonfeld Strategic Advisors LLC | 78,059 | 26,500 | -51,559 | 0.01 | 0.00 | -0.00 | sell |
| Louisiana State Employees Retirement System | 25,900 | 25,600 | -300 | 0.01 | 0.01 | +0.00 | sell |