| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ALGEBRIS (UK) LTD | 0 | 11,950,000 | +11,950,000 | 0.00 | 1.46 | +1.46 | buy |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 0 | 9,500,000 | +9,500,000 | 0.00 | 1.07 | +1.07 | buy |
| Fort Baker Capital Management LP | 0 | 3,691,000 | +3,691,000 | 0.00 | 0.59 | +0.59 | buy |
| VANGUARD GROUP INC | 2,789,875 | 2,790,655 | +780 | 0.00 | 0.00 | -0.00 | buy |
| BlackRock, Inc. | 1,296,516 | 1,956,111 | +659,595 | 0.00 | 0.00 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 1,319,420 | 1,792,765 | +473,345 | 0.06 | 0.05 | -0.01 | buy |
| PZENA INVESTMENT MANAGEMENT LLC | 1,334,033 | 1,474,451 | +140,418 | 0.33 | 0.25 | -0.08 | buy |
| Callodine Capital Management, LP | 730,000 | 1,354,057 | +624,057 | 8.69 | 7.43 | -1.26 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,134,460 | 1,044,522 | -89,938 | 0.02 | 0.01 | -0.01 | sell |
| UBS Group AG | 503,997 | 760,298 | +256,301 | 0.01 | 0.01 | +0.00 | buy |
| Alberta Investment Management Corp | 750,029 | 751,469 | +1,440 | 0.37 | 0.31 | -0.05 | buy |
| CITADEL ADVISORS LLC | 674,093 | 741,507 | +67,414 | 0.05 | 0.03 | -0.01 | buy |
| Allspring Global Investments Holdings, LLC | 1,502,914 | 701,646 | -801,268 | 0.19 | 0.07 | -0.12 | sell |
| STATE STREET CORP | 520,542 | 667,981 | +147,439 | 0.00 | 0.00 | -0.00 | buy |
| LSV ASSET MANAGEMENT | 662,475 | 607,480 | -54,995 | 0.11 | 0.08 | -0.04 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 434,140 | 606,272 | +172,132 | 0.00 | 0.00 | -0.00 | buy |
| GOLDMAN SACHS GROUP INC | 393,084 | 567,473 | +174,389 | 0.01 | 0.00 | -0.00 | buy |
| Qube Research & Technologies Ltd | 315,247 | 539,728 | +224,481 | 0.04 | 0.04 | +0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 449,359 | 516,281 | +66,922 | 0.01 | 0.00 | -0.00 | buy |
| FIRST TRUST ADVISORS LP | 375,848 | 411,803 | +35,955 | 0.02 | 0.02 | -0.01 | buy |
| Bank of New York Mellon Corp | 0 | 400,000 | +400,000 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 634,137 | 395,254 | -238,883 | 0.05 | 0.02 | -0.03 | sell |
| TWO SIGMA INVESTMENTS, LP | 180,748 | 370,101 | +189,353 | 0.03 | 0.04 | +0.01 | buy |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 360,401 | 363,443 | +3,042 | 0.73 | 0.51 | -0.22 | buy |
| BANK OF AMERICA CORP /DE/ | 404,391 | 344,018 | -60,373 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 437,251 | 334,217 | -103,034 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 70,559 | 327,339 | +256,780 | 0.02 | 0.06 | +0.05 | buy |
| GAMCO INVESTORS, INC. ET AL | 246,966 | 322,390 | +75,424 | 0.19 | 0.17 | -0.03 | buy |
| NORGES BANK | 320,133 | 317,810 | -2,323 | 0.00 | 0.00 | -0.00 | sell |
| GABELLI FUNDS LLC | 263,627 | 315,209 | +51,582 | 0.14 | 0.12 | -0.03 | buy |
| FMR LLC | 391,613 | 314,802 | -76,811 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 302,714 | 304,206 | +1,492 | 0.00 | 0.00 | -0.00 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 290,737 | +290,737 | 0.00 | 0.03 | +0.03 | buy |
| TWO SIGMA ADVISERS, LP | 212,300 | 258,300 | +46,000 | 0.03 | 0.03 | -0.01 | buy |
| NORTHERN TRUST CORP | 184,086 | 254,955 | +70,869 | 0.00 | 0.00 | -0.00 | buy |
| Newtyn Management, LLC | 249,937 | 249,937 | 0 | 2.83 | 2.01 | -0.82 | hold |
| THOMPSON SIEGEL & WALMSLEY LLC | 99,325 | 237,690 | +138,365 | 0.12 | 0.21 | +0.09 | buy |
| MANNING & NAPIER ADVISORS LLC | 200,000 | 230,000 | +30,000 | 0.18 | 0.15 | -0.03 | buy |
| WELLINGTON MANAGEMENT GROUP LLP | 491,149 | 223,126 | -268,023 | 0.01 | 0.00 | -0.00 | sell |
| SEI INVESTMENTS CO | 0 | 219,000 | +219,000 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 190,106 | 189,338 | -768 | 0.00 | 0.00 | -0.00 | sell |
| First Eagle Investment Management, LLC | 200,172 | 183,372 | -16,800 | 0.03 | 0.02 | -0.01 | sell |
| Cambria Investment Management, L.P. | 130,482 | 179,084 | +48,602 | 0.65 | 0.64 | -0.01 | buy |
| Quantinno Capital Management LP | 53,400 | 178,139 | +124,739 | 0.02 | 0.04 | +0.02 | buy |
| Trexquant Investment LP | 0 | 164,400 | +164,400 | 0.00 | 0.10 | +0.10 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 117,070 | 145,832 | +28,762 | 0.01 | 0.01 | -0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 0 | 138,052 | +138,052 | 0.00 | 0.17 | +0.17 | buy |
| AMERIPRISE FINANCIAL INC | 117,146 | 117,357 | +211 | 0.00 | 0.00 | -0.00 | buy |
| Nuveen, LLC | 161,836 | 114,900 | -46,936 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 111,571 | 112,424 | +853 | 0.00 | 0.00 | -0.00 | buy |
| CastleKnight Management LP | 0 | 97,700 | +97,700 | 0.00 | 0.34 | +0.34 | buy |
| MONIMUS CAPITAL MANAGEMENT, LP | 70,913 | 94,453 | +23,540 | 4.31 | 4.02 | -0.29 | buy |
| Empowered Funds, LLC | 0 | 82,221 | +82,221 | 0.00 | 0.05 | +0.05 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 60,600 | 80,500 | +19,900 | 0.00 | 0.00 | -0.00 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 196,136 | 65,078 | -131,058 | 0.02 | 0.01 | -0.02 | sell |
| CAPITAL FUND MANAGEMENT S.A. | 36,322 | 65,011 | +28,689 | 0.03 | 0.04 | +0.00 | buy |
| Brevan Howard Capital Management LP | 39,018 | 64,824 | +25,806 | 0.08 | 0.04 | -0.04 | buy |
| Redwood Investment Management, LLC | 70,518 | 63,252 | -7,266 | 0.55 | 0.36 | -0.19 | sell |
| Allianz Asset Management GmbH | 44,141 | 60,487 | +16,346 | 0.00 | 0.00 | -0.00 | buy |
| BANK OF MONTREAL /CAN/ | 92,358 | 55,130 | -37,228 | 0.00 | 0.00 | -0.00 | sell |
| ACADIAN ASSET MANAGEMENT LLC | 101,728 | 54,825 | -46,903 | 0.02 | 0.01 | -0.01 | sell |
| JPMORGAN CHASE & CO | 99,972 | 53,568 | -46,404 | 0.00 | 0.00 | -0.00 | sell |
| GREAT LAKES ADVISORS, LLC | 56,145 | 53,359 | -2,786 | 0.04 | 0.02 | -0.01 | sell |
| BARCLAYS PLC | 17,159 | 53,260 | +36,101 | 0.00 | 0.00 | +0.00 | buy |
| Verition Fund Management LLC | 19,304 | 52,971 | +33,667 | 0.01 | 0.02 | +0.01 | buy |
| DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main | 52,060 | 52,060 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Invesco Ltd. | 83,110 | 51,303 | -31,807 | 0.00 | 0.00 | -0.00 | sell |
| Swiss National Bank | 54,399 | 47,699 | -6,700 | 0.00 | 0.00 | -0.00 | sell |
| Squarepoint Ops LLC | 64,461 | 47,487 | -16,974 | 0.01 | 0.01 | -0.01 | sell |
| Man Group plc | 0 | 45,451 | +45,451 | 0.00 | 0.01 | +0.01 | buy |
| Schonfeld Strategic Advisors LLC | 24,867 | 42,377 | +17,510 | 0.01 | 0.02 | +0.00 | buy |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 40,162 | 41,502 | +1,340 | 0.01 | 0.00 | -0.00 | buy |
| RHUMBLINE ADVISERS | 28,104 | 39,524 | +11,420 | 0.00 | 0.00 | -0.00 | buy |
| XTX Topco Ltd | 5,254 | 38,822 | +33,568 | 0.02 | 0.09 | +0.07 | buy |
| Legal & General Group Plc | 31,577 | 36,022 | +4,445 | 0.00 | 0.00 | -0.00 | buy |
| Pullen Investment Management, LLC | 12,361 | 35,735 | +23,374 | 0.56 | 1.14 | +0.58 | buy |
| Russell Investments Group, Ltd. | 52,437 | 33,413 | -19,024 | 0.01 | 0.00 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 16,569 | 32,044 | +15,475 | 0.00 | 0.00 | +0.00 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 38,822 | 31,679 | -7,143 | 0.01 | 0.00 | -0.00 | sell |
| Graham Capital Management, L.P. | 17,521 | 26,437 | +8,916 | 0.04 | 0.04 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 27,605 | 26,062 | -1,543 | 0.00 | 0.00 | -0.00 | sell |
| CW Advisors, LLC | 16,767 | 25,547 | +8,780 | 0.01 | 0.01 | -0.00 | buy |
| Generali Investments CEE, investicni spolecnost, a.s. | 25,000 | 25,000 | 0 | 0.17 | 0.11 | -0.06 | hold |
| NOMURA HOLDINGS INC | 9,193 | 24,939 | +15,746 | 0.00 | 0.01 | +0.01 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 25,593 | 24,170 | -1,423 | 0.00 | 0.00 | -0.00 | sell |
| West Oak Capital, LLC | 28,933 | 23,840 | -5,093 | 0.80 | 0.49 | -0.31 | sell |
| RBF Capital, LLC | 23,690 | 23,690 | 0 | 0.11 | 0.06 | -0.04 | hold |
| WELLS FARGO & COMPANY/MN | 12,682 | 23,045 | +10,363 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 19,270 | 22,780 | +3,510 | 0.00 | 0.00 | -0.00 | buy |
| SEI INVESTMENTS CO | 212,691 | 21,043 | -191,648 | 0.02 | 0.00 | -0.02 | sell |
| D. E. Shaw & Co., Inc. | 67,961 | 20,755 | -47,206 | 0.01 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 18,927 | 20,567 | +1,640 | 0.00 | 0.00 | -0.00 | buy |
| Freestone Grove Partners LP | 8,442 | 19,840 | +11,398 | 0.01 | 0.01 | +0.00 | buy |
| Y-Intercept (Hong Kong) Ltd | 2,882 | 17,900 | +15,018 | 0.01 | 0.02 | +0.01 | buy |
| HSBC HOLDINGS PLC | 15,832 | 17,264 | +1,432 | 0.00 | 0.00 | -0.00 | buy |
| Orion Porfolio Solutions, LLC | 14,234 | 16,533 | +2,299 | 0.01 | 0.01 | -0.00 | buy |
| MetLife Investment Management, LLC | 554 | 15,367 | +14,813 | 0.00 | 0.00 | +0.00 | buy |
| Janney Montgomery Scott LLC | 0 | 15,218 | +15,218 | 0.00 | 0.00 | +0.00 | buy |
| Ensign Peak Advisors, Inc | 16,098 | 15,198 | -900 | 0.00 | 0.00 | -0.00 | sell |
| CITIGROUP INC | 29,053 | 14,967 | -14,086 | 0.00 | 0.00 | -0.00 | sell |