| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 9,000,000 | 9,000,000 | 0 | 0.96 | 1.01 | +0.05 | hold |
| BlackRock, Inc. | 4,828,932 | 4,629,352 | -199,580 | 0.00 | 0.00 | +0.00 | sell |
| TD ASSET MANAGEMENT INC | 4,500,000 | 3,530,000 | -970,000 | 0.00 | 0.00 | -0.00 | sell |
| NEW YORK STATE COMMON RETIREMENT FUND | 4,394,000 | 3,153,000 | -1,241,000 | 0.01 | 0.00 | -0.00 | sell |
| TRUIST FINANCIAL CORP | 100,000 | 2,340,000 | +2,240,000 | 0.00 | 0.00 | +0.00 | buy |
| VANGUARD GROUP INC | 2,106,127 | 1,975,123 | -131,004 | 0.00 | 0.00 | +0.00 | sell |
| COOKE & BIELER LP | 1,800,360 | 1,793,130 | -7,230 | 0.52 | 0.62 | +0.10 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,630,141 | 1,492,974 | -137,167 | 0.01 | 0.01 | -0.00 | sell |
| STATE STREET CORP | 1,130,709 | 1,101,406 | -29,303 | 0.00 | 0.00 | +0.00 | sell |
| Capital World Investors | 850,825 | 850,825 | 0 | 0.00 | 0.00 | +0.00 | hold |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 738,988 | 816,706 | +77,718 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF MONTREAL /CAN/ | 670,214 | 698,725 | +28,511 | 0.01 | 0.01 | -0.00 | buy |
| Maple Rock Capital Partners Inc. | 322,099 | 680,199 | +358,100 | 0.47 | 0.92 | +0.45 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 657,274 | 657,711 | +437 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 411,920 | 650,620 | +238,700 | 0.01 | 0.02 | +0.01 | buy |
| ALLIANCEBERNSTEIN L.P. | 564,941 | 555,101 | -9,840 | 0.01 | 0.01 | +0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 381,501 | 526,724 | +145,223 | 0.00 | 0.00 | +0.00 | buy |
| MILLENNIUM MANAGEMENT LLC | 927,258 | 516,513 | -410,745 | 0.02 | 0.01 | -0.01 | sell |
| UBS Group AG | 237,162 | 417,015 | +179,853 | 0.00 | 0.00 | +0.00 | buy |
| WILLIAM BLAIR INVESTMENT MANAGEMENT, LLC | 437,988 | 413,082 | -24,906 | 0.03 | 0.04 | +0.00 | sell |
| MORGAN STANLEY | 500,594 | 411,016 | -89,578 | 0.00 | 0.00 | -0.00 | sell |
| AMERIPRISE FINANCIAL INC | 377,941 | 405,304 | +27,363 | 0.00 | 0.00 | +0.00 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 204,463 | 331,000 | +126,537 | 0.02 | 0.04 | +0.02 | buy |
| TWO SIGMA INVESTMENTS, LP | 244,110 | 329,057 | +84,947 | 0.01 | 0.02 | +0.00 | buy |
| NORTHERN TRUST CORP | 317,498 | 305,616 | -11,882 | 0.00 | 0.00 | +0.00 | sell |
| Bank of New York Mellon Corp | 322,254 | 293,047 | -29,207 | 0.00 | 0.00 | -0.00 | sell |
| HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC | 0 | 292,603 | +292,603 | 0.00 | 0.03 | +0.03 | buy |
| FMR LLC | 227,872 | 260,843 | +32,971 | 0.00 | 0.00 | +0.00 | buy |
| GOLDMAN SACHS GROUP INC | 271,531 | 247,920 | -23,611 | 0.00 | 0.00 | -0.00 | sell |
| NFJ INVESTMENT GROUP, LLC | 247,256 | 237,718 | -9,538 | 0.25 | 0.27 | +0.02 | sell |
| JPMORGAN CHASE & CO | 131,450 | 229,513 | +98,063 | 0.00 | 0.00 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 207,300 | 229,200 | +21,900 | 0.01 | 0.01 | +0.00 | buy |
| GAMCO INVESTORS, INC. ET AL | 144,870 | 225,429 | +80,559 | 0.04 | 0.07 | +0.03 | buy |
| DEPRINCE RACE & ZOLLO INC | 219,274 | 218,858 | -416 | 0.13 | 0.15 | +0.01 | sell |
| BARCLAYS PLC | 265,635 | 211,555 | -54,080 | 0.00 | 0.00 | -0.00 | sell |
| ROYCE & ASSOCIATES LP | 0 | 204,500 | +204,500 | 0.00 | 0.07 | +0.07 | buy |
| GENDELL JEFFREY L | 145,531 | 199,843 | +54,312 | 0.11 | 0.12 | +0.01 | buy |
| Invesco Ltd. | 187,292 | 190,906 | +3,614 | 0.00 | 0.00 | +0.00 | buy |
| Squarepoint Ops LLC | 13,026 | 189,934 | +176,908 | 0.00 | 0.01 | +0.01 | buy |
| Zweig-DiMenna Associates LLC | 181,657 | 181,657 | 0 | 0.54 | 0.47 | -0.07 | hold |
| RWWM, Inc. | 289,644 | 174,348 | -115,296 | 0.69 | 0.42 | -0.28 | sell |
| LHM, INC. | 169,937 | 169,937 | 0 | 1.63 | 1.88 | +0.25 | hold |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 208,675 | 163,522 | -45,153 | 0.14 | 0.12 | -0.03 | sell |
| Russell Investments Group, Ltd. | 153,188 | 153,948 | +760 | 0.01 | 0.01 | +0.00 | buy |
| D. E. Shaw & Co., Inc. | 15,889 | 142,146 | +126,257 | 0.00 | 0.00 | +0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 217,359 | 140,117 | -77,242 | 0.00 | 0.00 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 138,941 | 135,304 | -3,637 | 0.00 | 0.00 | +0.00 | sell |
| JANE STREET GROUP, LLC | 163,716 | 134,966 | -28,750 | 0.01 | 0.01 | -0.00 | sell |
| PEREGRINE CAPITAL MANAGEMENT LLC | 126,141 | 125,764 | -377 | 0.11 | 0.13 | +0.02 | sell |
| Trexquant Investment LP | 194,457 | 123,829 | -70,628 | 0.06 | 0.04 | -0.02 | sell |
| ROYAL BANK OF CANADA | 103,873 | 120,786 | +16,913 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 95,516 | 109,341 | +13,825 | 0.01 | 0.01 | +0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 0 | 102,451 | +102,451 | 0.00 | 0.00 | +0.00 | buy |
| Saba Capital Management, L.P. | 101,884 | 101,884 | 0 | 0.08 | 0.11 | +0.03 | hold |
| AQR CAPITAL MANAGEMENT LLC | 126,768 | 98,834 | -27,934 | 0.00 | 0.00 | -0.00 | sell |
| Empowered Funds, LLC | 135,194 | 95,541 | -39,653 | 0.04 | 0.03 | -0.01 | sell |
| Nuveen, LLC | 93,805 | 92,774 | -1,031 | 0.00 | 0.00 | +0.00 | sell |
| Verition Fund Management LLC | 85,950 | 90,519 | +4,569 | 0.01 | 0.02 | +0.00 | buy |
| RHUMBLINE ADVISERS | 90,571 | 89,609 | -962 | 0.00 | 0.00 | +0.00 | sell |
| AMERICAN CENTURY COMPANIES INC | 243,498 | 88,054 | -155,444 | 0.00 | 0.00 | -0.00 | sell |
| Legal & General Group Plc | 79,903 | 78,347 | -1,556 | 0.00 | 0.00 | +0.00 | sell |
| TWO SIGMA ADVISERS, LP | 70,900 | 75,100 | +4,200 | 0.00 | 0.01 | +0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 90,035 | 74,864 | -15,171 | 0.02 | 0.02 | -0.00 | sell |
| WELLS FARGO & COMPANY/MN | 234,308 | 73,367 | -160,941 | 0.00 | 0.00 | -0.00 | sell |
| SEI INVESTMENTS CO | 63,389 | 73,140 | +9,751 | 0.00 | 0.00 | +0.00 | buy |
| MERIDIAN INVESTMENT COUNSEL INC. | 71,640 | 71,274 | -366 | 0.57 | 0.59 | +0.02 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 114,669 | 69,233 | -45,436 | 0.00 | 0.00 | -0.00 | sell |
| Engineers Gate Manager LP | 146,647 | 68,718 | -77,929 | 0.05 | 0.03 | -0.03 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 84,507 | 67,735 | -16,772 | 0.00 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 85,043 | 64,029 | -21,014 | 0.01 | 0.00 | -0.00 | sell |
| GABELLI FUNDS LLC | 51,500 | 58,500 | +7,000 | 0.01 | 0.01 | +0.00 | buy |
| Allianz Asset Management GmbH | 41,725 | 54,597 | +12,872 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 53,500 | 54,400 | +900 | 0.00 | 0.00 | +0.00 | buy |
| CONFLUENCE INVESTMENT MANAGEMENT LLC | 50,818 | 49,876 | -942 | 0.02 | 0.02 | +0.00 | sell |
| HUNTER ASSOCIATES INVESTMENT MANAGEMENT LLC | 47,120 | 47,937 | +817 | 0.20 | 0.22 | +0.02 | buy |
| Walleye Trading LLC | 0 | 47,497 | +47,497 | 0.00 | 0.03 | +0.03 | buy |
| Parallax Volatility Advisers, L.P. | 15,000 | 45,000 | +30,000 | 0.02 | 0.04 | +0.03 | buy |
| Freestone Grove Partners LP | 45,171 | 44,760 | -411 | 0.01 | 0.01 | +0.00 | sell |
| NOMURA HOLDINGS INC | 39,210 | 43,041 | +3,831 | 0.01 | 0.01 | -0.00 | buy |
| FIRST TRUST ADVISORS LP | 34,626 | 42,519 | +7,893 | 0.00 | 0.00 | +0.00 | buy |
| Aviance Capital Partners, LLC | 44,467 | 41,772 | -2,695 | 0.17 | 0.17 | -0.00 | sell |
| DEAN INVESTMENT ASSOCIATES, LLC | 70,220 | 41,414 | -28,806 | 0.30 | 0.19 | -0.11 | sell |
| Villanova Investment Management Co LLC | 29,858 | 40,721 | +10,863 | 0.90 | 0.94 | +0.05 | buy |
| CM Management, LLC | 40,000 | 40,000 | 0 | 1.06 | 1.12 | +0.06 | hold |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 38,324 | 38,224 | -100 | 0.00 | 0.00 | +0.00 | sell |
| Y-Intercept (Hong Kong) Ltd | 53,931 | 36,405 | -17,526 | 0.04 | 0.03 | -0.01 | sell |
| CWM, LLC | 38,590 | 34,950 | -3,640 | 0.00 | 0.00 | -0.00 | sell |
| GSA CAPITAL PARTNERS LLP | 0 | 34,326 | +34,326 | 0.00 | 0.10 | +0.10 | buy |
| THOMIST CAPITAL MANAGEMENT, LP | 20,500 | 34,315 | +13,815 | 0.36 | 0.36 | +0.00 | buy |
| Dean Capital Management | 56,540 | 34,171 | -22,369 | 0.67 | 0.45 | -0.23 | sell |
| Cascade Investment Advisors, Inc. | 25,412 | 33,206 | +7,794 | 0.47 | 0.67 | +0.20 | buy |
| Aquatic Capital Management LLC | 77,797 | 33,141 | -44,656 | 0.05 | 0.02 | -0.03 | sell |
| FOX RUN MANAGEMENT, L.L.C. | 0 | 32,683 | +32,683 | 0.00 | 0.17 | +0.17 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 27,317 | 30,447 | +3,130 | 0.00 | 0.00 | +0.00 | buy |
| DARK FOREST CAPITAL MANAGEMENT LP | 30,365 | 30,365 | 0 | 0.04 | 0.02 | -0.01 | hold |
| HSBC HOLDINGS PLC | 26,742 | 29,851 | +3,109 | 0.00 | 0.00 | +0.00 | buy |
| Jump Financial, LLC | 0 | 29,026 | +29,026 | 0.00 | 0.01 | +0.01 | buy |
| MACQUARIE GROUP LTD | 28,300 | 28,300 | 0 | 0.00 | 0.00 | -0.00 | hold |
| PRUDENTIAL FINANCIAL INC | 237,858 | 28,217 | -209,641 | 0.01 | 0.00 | -0.01 | sell |
| Schonfeld Strategic Advisors LLC | 28,391 | 28,213 | -178 | 0.01 | 0.01 | +0.00 | sell |