| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 5,819,805 | 5,830,091 | +10,286 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 5,207,968 | 3,665,063 | -1,542,905 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 3,214,632 | 2,947,592 | -267,040 | 0.01 | 0.01 | -0.00 | sell |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 2,395,000 | 2,395,000 | 0 | 0.33 | 0.39 | +0.06 | hold |
| Invesco Ltd. | 2,370,362 | 2,110,350 | -260,012 | 0.01 | 0.01 | -0.00 | sell |
| Fisher Asset Management, LLC | 2,076,881 | 2,022,959 | -53,922 | 0.01 | 0.01 | -0.00 | sell |
| Castle Hook Partners LP | 976,894 | 1,661,944 | +685,050 | 0.54 | 0.96 | +0.42 | buy |
| Sonora Investment Management Group, LLC | 1,518,000 | 1,518,000 | 0 | 0.12 | 0.12 | +0.00 | hold |
| Encompass Capital Advisors LLC | 107,100 | 1,401,638 | +1,294,538 | 0.09 | 1.27 | +1.18 | buy |
| Mountaineer Partners Management, LLC | 2,142,103 | 1,338,458 | -803,645 | 15.22 | 11.67 | -3.55 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 1,177,608 | 1,266,286 | +88,678 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 909,939 | 1,186,243 | +276,304 | 0.01 | 0.01 | +0.00 | buy |
| MORGAN STANLEY | 1,603,206 | 1,164,889 | -438,317 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 1,063,478 | 1,003,157 | -60,321 | 0.06 | 0.06 | +0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 764,600 | 920,200 | +155,600 | 0.00 | 0.00 | +0.00 | buy |
| Impala Asset Management LLC | 705,000 | 850,000 | +145,000 | 9.78 | 12.87 | +3.09 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 251,363 | 793,059 | +541,696 | 0.01 | 0.03 | +0.02 | buy |
| First Eagle Investment Management, LLC | 833,314 | 753,314 | -80,000 | 0.03 | 0.03 | -0.00 | sell |
| JPMORGAN CHASE & CO | 181,028 | 639,869 | +458,841 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 216,920 | 617,296 | +400,376 | 0.00 | 0.00 | +0.00 | buy |
| Slate Path Capital LP | 878,000 | 598,000 | -280,000 | 0.27 | 0.20 | -0.07 | sell |
| Assenagon Asset Management S.A. | 235,578 | 531,679 | +296,101 | 0.01 | 0.02 | +0.01 | buy |
| NORTHERN TRUST CORP | 527,233 | 509,471 | -17,762 | 0.00 | 0.00 | +0.00 | sell |
| Crestline Management, LP | 0 | 478,750 | +478,750 | 0.00 | 0.63 | +0.63 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 463,524 | 477,286 | +13,762 | 0.00 | 0.00 | -0.00 | buy |
| Penn Capital Management Company, LLC | 0 | 449,089 | +449,089 | 0.00 | 0.71 | +0.71 | buy |
| TWO SIGMA INVESTMENTS, LP | 645,720 | 443,062 | -202,658 | 0.02 | 0.02 | -0.01 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 426,089 | 414,760 | -11,329 | 0.00 | 0.00 | +0.00 | sell |
| BANK OF MONTREAL /CAN/ | 93,389 | 411,968 | +318,579 | 0.00 | 0.00 | +0.00 | buy |
| Cubist Systematic Strategies, LLC | 508,721 | 403,685 | -105,036 | 0.09 | 0.12 | +0.03 | sell |
| Bank of New York Mellon Corp | 365,163 | 366,804 | +1,641 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 15,700 | 328,891 | +313,191 | 0.00 | 0.01 | +0.01 | buy |
| JANE STREET GROUP, LLC | 76,114 | 289,322 | +213,208 | 0.00 | 0.01 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 319,099 | 259,299 | -59,800 | 0.01 | 0.01 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 269,810 | 258,111 | -11,699 | 0.00 | 0.00 | +0.00 | sell |
| AMERIPRISE FINANCIAL INC | 378,193 | 254,786 | -123,407 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 1,285,188 | 244,360 | -1,040,828 | 0.02 | 0.00 | -0.01 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 230,860 | 223,602 | -7,258 | 0.00 | 0.00 | -0.00 | sell |
| Hillsdale Investment Management Inc. | 0 | 207,000 | +207,000 | 0.00 | 0.27 | +0.27 | buy |
| Trexquant Investment LP | 370,114 | 202,431 | -167,683 | 0.11 | 0.05 | -0.06 | sell |
| CONGRESS ASSET MANAGEMENT CO | 204,137 | 201,602 | -2,535 | 0.02 | 0.02 | +0.00 | sell |
| NORGES BANK | 77,037 | 168,791 | +91,754 | 0.00 | 0.00 | +0.00 | buy |
| Steamboat Capital Partners, LLC | 397,071 | 167,065 | -230,006 | 2.11 | 1.03 | -1.08 | sell |
| ALGERT GLOBAL LLC | 255,291 | 165,236 | -90,055 | 0.15 | 0.09 | -0.06 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 0 | 164,507 | +164,507 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 155,912 | 162,798 | +6,886 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 130,468 | 146,530 | +16,062 | 0.00 | 0.00 | +0.00 | buy |
| Informed Momentum Co LLC | 0 | 144,796 | +144,796 | 0.00 | 0.39 | +0.39 | buy |
| Legal & General Group Plc | 140,846 | 144,293 | +3,447 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 39,494 | 140,926 | +101,432 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 296,074 | 137,946 | -158,128 | 0.12 | 0.05 | -0.07 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 69,667 | 131,828 | +62,161 | 0.00 | 0.00 | +0.00 | buy |
| Man Group plc | 37,927 | 125,327 | +87,400 | 0.00 | 0.01 | +0.00 | buy |
| GSA CAPITAL PARTNERS LLP | 109,004 | 123,936 | +14,932 | 0.13 | 0.15 | +0.01 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 107,385 | 114,203 | +6,818 | 0.01 | 0.01 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 10,075 | 111,301 | +101,226 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 109,250 | 109,250 | 0 | 0.00 | 0.00 | +0.00 | hold |
| MARSHALL WACE, LLP | 0 | 104,840 | +104,840 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 105,105 | 99,350 | -5,755 | 0.00 | 0.00 | +0.00 | sell |
| Susquehanna Portfolio Strategies, LLC | 95,457 | 95,457 | 0 | 0.03 | 0.07 | +0.03 | hold |
| WELLS FARGO & COMPANY/MN | 114,934 | 95,262 | -19,672 | 0.00 | 0.00 | -0.00 | sell |
| TEXAS PERMANENT SCHOOL FUND CORP | 45,288 | 91,886 | +46,598 | 0.01 | 0.01 | +0.01 | buy |
| DEUTSCHE BANK AG\ | 94,966 | 90,440 | -4,526 | 0.00 | 0.00 | +0.00 | sell |
| ZACKS INVESTMENT MANAGEMENT | 78,875 | 86,721 | +7,846 | 0.01 | 0.02 | +0.00 | buy |
| TWO SIGMA ADVISERS, LP | 195,783 | 85,683 | -110,100 | 0.01 | 0.00 | -0.00 | sell |
| Bridgewater Associates, LP | 146,445 | 74,501 | -71,944 | 0.01 | 0.01 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 215,616 | 74,022 | -141,594 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 50,508 | 73,302 | +22,794 | 0.00 | 0.00 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 73,370 | 69,641 | -3,729 | 0.00 | 0.00 | +0.00 | sell |
| Perennial Advisors, LLC | 68,293 | 68,293 | 0 | 0.24 | 0.26 | +0.01 | hold |
| GTS SECURITIES LLC | 20,217 | 65,131 | +44,914 | 0.01 | 0.02 | +0.01 | buy |
| HIGHLAND PEAK CAPITAL, LLC | 89,882 | 64,341 | -25,541 | 0.84 | 0.74 | -0.10 | sell |
| Yaupon Capital Management LP | 0 | 64,212 | +64,212 | 0.00 | 0.10 | +0.10 | buy |
| Aldebaran Capital, LLC | 65,390 | 63,430 | -1,960 | 0.96 | 0.99 | +0.03 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 48,306 | 63,295 | +14,989 | 0.00 | 0.00 | +0.00 | buy |
| WINTON GROUP Ltd | 80,797 | 62,143 | -18,654 | 0.09 | 0.07 | -0.02 | sell |
| Polar Asset Management Partners Inc. | 0 | 60,100 | +60,100 | 0.00 | 0.03 | +0.03 | buy |
| Caption Management, LLC | 7,000 | 57,000 | +50,000 | 0.01 | 0.10 | +0.09 | buy |
| PRUDENTIAL FINANCIAL INC | 59,062 | 56,257 | -2,805 | 0.00 | 0.00 | +0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 55,155 | 53,896 | -1,259 | 0.00 | 0.00 | +0.00 | sell |
| Capula Management Ltd | 0 | 53,091 | +53,091 | 0.00 | 0.01 | +0.01 | buy |
| CANADA LIFE ASSURANCE Co | 41,246 | 53,001 | +11,755 | 0.00 | 0.00 | +0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 63,578 | 52,502 | -11,076 | 0.02 | 0.02 | +0.00 | sell |
| Empowered Funds, LLC | 63,578 | 52,502 | -11,076 | 0.02 | 0.02 | -0.00 | sell |
| Y-Intercept (Hong Kong) Ltd | 0 | 50,856 | +50,856 | 0.00 | 0.05 | +0.05 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 44,891 | 43,095 | -1,796 | 0.00 | 0.00 | +0.00 | sell |
| Gordian Capital Singapore Pte Ltd | 0 | 42,000 | +42,000 | 0.00 | 0.40 | +0.40 | buy |
| ARISTEIA CAPITAL, L.L.C. | 0 | 40,628 | +40,628 | 0.00 | 0.03 | +0.03 | buy |
| HSBC HOLDINGS PLC | 45,330 | 40,093 | -5,237 | 0.00 | 0.00 | -0.00 | sell |
| Brevan Howard Capital Management LP | 36,184 | 37,644 | +1,460 | 0.05 | 0.04 | -0.01 | buy |
| CITIGROUP INC | 36,490 | 36,303 | -187 | 0.00 | 0.00 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 75,900 | 36,008 | -39,892 | 0.00 | 0.00 | -0.00 | sell |
| INTECH INVESTMENT MANAGEMENT LLC | 0 | 34,648 | +34,648 | 0.00 | 0.01 | +0.01 | buy |
| Illinois Municipal Retirement Fund | 28,832 | 33,828 | +4,996 | 0.01 | 0.01 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 34,013 | 33,763 | -250 | 0.00 | 0.00 | +0.00 | sell |
| Hartree Partners, LP | 0 | 33,500 | +33,500 | 0.00 | 0.14 | +0.14 | buy |
| State of Alaska, Department of Revenue | 31,524 | 30,479 | -1,045 | 0.01 | 0.01 | +0.00 | sell |
| MetLife Investment Management, LLC | 24,350 | 29,358 | +5,008 | 0.00 | 0.00 | +0.00 | buy |
| Numerai GP LLC | 52,724 | 28,912 | -23,812 | 0.35 | 0.18 | -0.17 | sell |
| FRANKLIN RESOURCES INC | 24,709 | 27,917 | +3,208 | 0.00 | 0.00 | +0.00 | buy |