| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ALGEBRIS (UK) LTD | 11,950,000 | 11,950,000 | 0 | 1.46 | 1.26 | -0.20 | hold |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 9,500,000 | 9,500,000 | 0 | 1.07 | 1.10 | +0.04 | hold |
| Fort Baker Capital Management LP | 3,691,000 | 3,691,000 | 0 | 0.59 | 0.57 | -0.02 | hold |
| VANGUARD GROUP INC | 2,790,655 | 2,617,081 | -173,574 | 0.00 | 0.00 | -0.00 | sell |
| PZENA INVESTMENT MANAGEMENT LLC | 1,474,451 | 2,459,485 | +985,034 | 0.25 | 0.42 | +0.16 | buy |
| AMERICAN CENTURY COMPANIES INC | 1,792,765 | 2,052,850 | +260,085 | 0.05 | 0.05 | +0.00 | buy |
| BlackRock, Inc. | 1,956,111 | 2,006,975 | +50,864 | 0.00 | 0.00 | -0.00 | buy |
| Callodine Capital Management, LP | 1,354,057 | 1,714,955 | +360,898 | 7.43 | 7.89 | +0.46 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,044,522 | 993,088 | -51,434 | 0.01 | 0.01 | -0.00 | sell |
| Alberta Investment Management Corp | 751,469 | 751,469 | 0 | 0.31 | 0.29 | -0.03 | hold |
| Quantinno Capital Management LP | 178,139 | 611,677 | +433,538 | 0.04 | 0.09 | +0.05 | buy |
| STATE STREET CORP | 667,981 | 608,185 | -59,796 | 0.00 | 0.00 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 567,473 | 593,649 | +26,176 | 0.00 | 0.00 | -0.00 | buy |
| LSV ASSET MANAGEMENT | 607,480 | 585,880 | -21,600 | 0.08 | 0.07 | -0.01 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 606,272 | 578,937 | -27,335 | 0.00 | 0.00 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 516,281 | 546,747 | +30,466 | 0.00 | 0.00 | -0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 370,101 | 515,129 | +145,028 | 0.04 | 0.04 | +0.01 | buy |
| UBS Group AG | 760,298 | 505,212 | -255,086 | 0.01 | 0.01 | -0.00 | sell |
| TWO SIGMA ADVISERS, LP | 258,300 | 472,000 | +213,700 | 0.03 | 0.05 | +0.02 | buy |
| Bank of New York Mellon Corp | 400,000 | 400,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Qube Research & Technologies Ltd | 539,728 | 393,309 | -146,419 | 0.04 | 0.03 | -0.01 | sell |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 363,443 | 369,903 | +6,460 | 0.51 | 0.47 | -0.04 | buy |
| GAMCO INVESTORS, INC. ET AL | 322,390 | 325,513 | +3,123 | 0.17 | 0.17 | -0.00 | buy |
| GABELLI FUNDS LLC | 315,209 | 307,810 | -7,399 | 0.12 | 0.11 | -0.01 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 327,339 | 302,980 | -24,359 | 0.06 | 0.05 | -0.01 | sell |
| BANK OF AMERICA CORP /DE/ | 344,018 | 283,694 | -60,324 | 0.00 | 0.00 | -0.00 | sell |
| FIRST TRUST ADVISORS LP | 411,803 | 280,416 | -131,387 | 0.02 | 0.01 | -0.01 | sell |
| Bank of New York Mellon Corp | 304,206 | 279,904 | -24,302 | 0.00 | 0.00 | -0.00 | sell |
| MANNING & NAPIER ADVISORS LLC | 230,000 | 275,000 | +45,000 | 0.15 | 0.18 | +0.04 | buy |
| FMR LLC | 314,802 | 268,549 | -46,253 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 334,217 | 250,766 | -83,451 | 0.00 | 0.00 | -0.00 | sell |
| Newtyn Management, LLC | 249,937 | 249,937 | 0 | 2.01 | 1.61 | -0.40 | hold |
| NORTHERN TRUST CORP | 254,955 | 244,602 | -10,353 | 0.00 | 0.00 | -0.00 | sell |
| THOMPSON SIEGEL & WALMSLEY LLC | 237,690 | 223,755 | -13,935 | 0.21 | 0.19 | -0.02 | sell |
| SEI INVESTMENTS CO | 219,000 | 219,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| First Eagle Investment Management, LLC | 183,372 | 188,672 | +5,300 | 0.02 | 0.02 | -0.00 | buy |
| Cambria Investment Management, L.P. | 179,084 | 167,442 | -11,642 | 0.64 | 0.53 | -0.11 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 80,500 | 167,017 | +86,517 | 0.00 | 0.01 | +0.00 | buy |
| Verition Fund Management LLC | 52,971 | 148,451 | +95,480 | 0.02 | 0.04 | +0.03 | buy |
| Nuveen, LLC | 114,900 | 144,016 | +29,116 | 0.00 | 0.00 | +0.00 | buy |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 138,052 | 142,197 | +4,145 | 0.17 | 0.16 | -0.01 | buy |
| MONIMUS CAPITAL MANAGEMENT, LP | 94,453 | 141,210 | +46,757 | 4.02 | 5.52 | +1.50 | buy |
| ROYAL BANK OF CANADA | 189,338 | 141,088 | -48,250 | 0.00 | 0.00 | -0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 145,832 | 138,234 | -7,598 | 0.01 | 0.01 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 0 | 115,714 | +115,714 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 117,357 | 113,196 | -4,161 | 0.00 | 0.00 | -0.00 | sell |
| Squarepoint Ops LLC | 47,487 | 111,758 | +64,271 | 0.01 | 0.01 | +0.01 | buy |
| CITADEL ADVISORS LLC | 741,507 | 104,052 | -637,455 | 0.03 | 0.00 | -0.03 | sell |
| CastleKnight Management LP | 97,700 | 102,000 | +4,300 | 0.34 | 0.29 | -0.05 | buy |
| Empowered Funds, LLC | 82,221 | 85,597 | +3,376 | 0.05 | 0.05 | -0.00 | buy |
| JPMORGAN CHASE & CO | 53,568 | 81,561 | +27,993 | 0.00 | 0.00 | +0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 112,424 | 72,850 | -39,574 | 0.00 | 0.00 | -0.00 | sell |
| Allianz Asset Management GmbH | 60,487 | 64,057 | +3,570 | 0.00 | 0.00 | -0.00 | buy |
| Redwood Investment Management, LLC | 63,252 | 60,474 | -2,778 | 0.36 | 0.34 | -0.01 | sell |
| Rovida Advisors Inc. | 4,837 | 60,000 | +55,163 | 0.04 | 2.72 | +2.68 | buy |
| Invesco Ltd. | 51,303 | 56,710 | +5,407 | 0.00 | 0.00 | +0.00 | buy |
| DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main | 52,060 | 52,060 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BANK OF MONTREAL /CAN/ | 55,130 | 51,995 | -3,135 | 0.00 | 0.00 | -0.00 | sell |
| Trexquant Investment LP | 164,400 | 51,919 | -112,481 | 0.10 | 0.03 | -0.07 | sell |
| BARCLAYS PLC | 53,260 | 49,350 | -3,910 | 0.00 | 0.00 | -0.00 | sell |
| AQR CAPITAL MANAGEMENT LLC | 395,254 | 48,953 | -346,301 | 0.02 | 0.00 | -0.02 | sell |
| GREAT LAKES ADVISORS, LLC | 53,359 | 48,247 | -5,112 | 0.02 | 0.02 | -0.00 | sell |
| Swiss National Bank | 47,699 | 45,199 | -2,500 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 33,413 | 45,174 | +11,761 | 0.00 | 0.00 | +0.00 | buy |
| Edgestream Partners, L.P. | 0 | 43,113 | +43,113 | 0.00 | 0.07 | +0.07 | buy |
| Point72 Asset Management, L.P. | 0 | 43,012 | +43,012 | 0.00 | 0.00 | +0.00 | buy |
| Pullen Investment Management, LLC | 35,735 | 41,595 | +5,860 | 1.14 | 1.18 | +0.04 | buy |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 41,502 | 41,502 | 0 | 0.00 | 0.00 | -0.00 | hold |
| IEQ CAPITAL, LLC | 0 | 41,044 | +41,044 | 0.00 | 0.01 | +0.01 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 65,078 | 40,016 | -25,062 | 0.01 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 39,524 | 38,481 | -1,043 | 0.00 | 0.00 | -0.00 | sell |
| Summit Trail Advisors, LLC | 0 | 33,647 | +33,647 | 0.00 | 0.02 | +0.02 | buy |
| CAPITAL FUND MANAGEMENT S.A. | 65,011 | 31,005 | -34,006 | 0.04 | 0.02 | -0.02 | sell |
| Legal & General Group Plc | 36,022 | 30,845 | -5,177 | 0.00 | 0.00 | -0.00 | sell |
| RICE HALL JAMES & ASSOCIATES, LLC | 0 | 27,351 | +27,351 | 0.00 | 0.08 | +0.08 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 24,170 | 25,771 | +1,601 | 0.00 | 0.00 | -0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 26,062 | 25,269 | -793 | 0.00 | 0.00 | -0.00 | sell |
| Generali Investments CEE, investicni spolecnost, a.s. | 25,000 | 25,000 | 0 | 0.11 | 0.10 | -0.01 | hold |
| RBF Capital, LLC | 23,690 | 23,690 | 0 | 0.06 | 0.06 | -0.00 | hold |
| PRICE T ROWE ASSOCIATES INC /MD/ | 22,780 | 22,691 | -89 | 0.00 | 0.00 | -0.00 | sell |
| Mitsubishi UFJ Trust & Banking Corp | 12,013 | 22,618 | +10,605 | 0.00 | 0.00 | +0.00 | buy |
| NOMURA HOLDINGS INC | 0 | 22,202 | +22,202 | 0.00 | 0.01 | +0.01 | buy |
| WELLS FARGO & COMPANY/MN | 23,045 | 20,077 | -2,968 | 0.00 | 0.00 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 32,044 | 19,769 | -12,275 | 0.00 | 0.00 | -0.00 | sell |
| Assenagon Asset Management S.A. | 0 | 18,913 | +18,913 | 0.00 | 0.00 | +0.00 | buy |
| OSAIC HOLDINGS, INC. | 0 | 17,996 | +17,996 | 0.00 | 0.00 | +0.00 | buy |
| West Oak Capital, LLC | 23,840 | 17,660 | -6,180 | 0.49 | 0.37 | -0.13 | sell |
| HRT FINANCIAL LP | 0 | 17,348 | +17,348 | 0.00 | 0.00 | +0.00 | buy |
| Orion Porfolio Solutions, LLC | 16,533 | 16,581 | +48 | 0.01 | 0.01 | -0.00 | buy |
| Aquatic Capital Management LLC | 13,875 | 16,256 | +2,381 | 0.01 | 0.02 | +0.00 | buy |
| Janney Montgomery Scott LLC | 15,218 | 16,051 | +833 | 0.00 | 0.00 | -0.00 | buy |
| Vest Financial, LLC | 13,402 | 15,741 | +2,339 | 0.01 | 0.01 | +0.00 | buy |
| Freestone Grove Partners LP | 19,840 | 15,451 | -4,389 | 0.01 | 0.01 | -0.00 | sell |
| HSBC HOLDINGS PLC | 17,264 | 15,228 | -2,036 | 0.00 | 0.00 | -0.00 | sell |
| SG Americas Securities, LLC | 4,116 | 14,895 | +10,779 | 0.00 | 0.00 | +0.00 | buy |
| SummerHaven Investment Management, LLC | 0 | 14,755 | +14,755 | 0.00 | 0.45 | +0.45 | buy |
| FRANKLIN RESOURCES INC | 13,997 | 13,949 | -48 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 15,367 | 13,824 | -1,543 | 0.00 | 0.00 | -0.00 | sell |
| Aaron Wealth Advisors LLC | 0 | 13,437 | +13,437 | 0.00 | 0.04 | +0.04 | buy |
| IAT REINSURANCE CO LTD. | 12,799 | 12,799 | 0 | 0.15 | 0.14 | -0.01 | hold |