| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| JENNISON ASSOCIATES LLC | 7,081,569 | 11,653,415 | +4,571,846 | 0.02 | 0.05 | +0.03 | buy |
| BlackRock, Inc. | 9,028,673 | 9,426,587 | +397,914 | 0.00 | 0.00 | +0.00 | buy |
| H/2 CREDIT MANAGER LP | 9,126,700 | 9,126,700 | 0 | 8.07 | 12.16 | +4.08 | hold |
| GEODE CAPITAL MANAGEMENT, LLC | 2,843,758 | 3,009,821 | +166,063 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 2,871,266 | 2,884,773 | +13,507 | 0.00 | 0.00 | +0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 245,837 | 2,750,750 | +2,504,913 | 0.00 | 0.01 | +0.01 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 1,951,164 | 2,639,836 | +688,672 | 0.00 | 0.01 | +0.00 | buy |
| MARSHALL WACE, LLP | 317,953 | 2,576,433 | +2,258,480 | 0.00 | 0.02 | +0.01 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 2,493,420 | 2,349,060 | -144,360 | 0.01 | 0.01 | +0.00 | sell |
| Sixth Street Partners Management Company, L.P. | 0 | 2,298,230 | +2,298,230 | 0.00 | 0.00 | +0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 2,303,684 | 2,298,230 | -5,454 | 0.00 | 0.00 | +0.00 | sell |
| GOLDMAN SACHS GROUP INC | 865,640 | 1,794,754 | +929,114 | 0.00 | 0.00 | +0.00 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 1,355,934 | 1,514,866 | +158,932 | 0.01 | 0.02 | +0.01 | buy |
| JPMORGAN CHASE & CO | 165,281 | 1,255,008 | +1,089,727 | 0.00 | 0.00 | +0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,305,373 | 1,248,546 | -56,827 | 0.00 | 0.00 | +0.00 | sell |
| Nuveen, LLC | 619,906 | 1,195,453 | +575,547 | 0.00 | 0.00 | +0.00 | buy |
| D. E. Shaw & Co., Inc. | 431,136 | 1,184,401 | +753,265 | 0.00 | 0.01 | +0.00 | buy |
| JANE STREET GROUP, LLC | 2,077,262 | 1,160,427 | -916,835 | 0.01 | 0.01 | -0.00 | sell |
| HRT FINANCIAL LP | 1,088,510 | 1,121,993 | +33,483 | 0.01 | 0.01 | +0.00 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 463,992 | 1,032,929 | +568,937 | 0.00 | 0.01 | +0.00 | buy |
| GRACE & WHITE INC /NY | 1,235,325 | 1,020,425 | -214,900 | 0.96 | 1.13 | +0.17 | sell |
| MORGAN STANLEY | 1,128,333 | 1,005,893 | -122,440 | 0.00 | 0.00 | +0.00 | sell |
| AQR CAPITAL MANAGEMENT LLC | 423,471 | 941,659 | +518,188 | 0.00 | 0.00 | +0.00 | buy |
| NORTHERN TRUST CORP | 888,448 | 929,335 | +40,887 | 0.00 | 0.00 | +0.00 | buy |
| CITADEL ADVISORS LLC | 1,313,711 | 897,514 | -416,197 | 0.00 | 0.00 | -0.00 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 0 | 891,978 | +891,978 | 0.00 | 0.02 | +0.02 | buy |
| Qube Research & Technologies Ltd | 358,309 | 859,719 | +501,410 | 0.00 | 0.01 | +0.00 | buy |
| BANK OF MONTREAL /CAN/ | 773,587 | 773,587 | 0 | 0.00 | 0.00 | +0.00 | hold |
| MILLENNIUM MANAGEMENT LLC | 1,238,357 | 757,246 | -481,111 | 0.00 | 0.00 | -0.00 | sell |
| Bank of New York Mellon Corp | 589,050 | 615,761 | +26,711 | 0.00 | 0.00 | +0.00 | buy |
| Point72 Asset Management, L.P. | 111,644 | 605,740 | +494,096 | 0.00 | 0.01 | +0.01 | buy |
| UBS Group AG | 12,873,041 | 602,416 | -12,270,625 | 0.01 | 0.00 | -0.01 | sell |
| Alyeska Investment Group, L.P. | 598,819 | 598,819 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Fisher Asset Management, LLC | 584,667 | 584,471 | -196 | 0.00 | 0.00 | +0.00 | sell |
| ALGERT GLOBAL LLC | 0 | 550,086 | +550,086 | 0.00 | 0.05 | +0.05 | buy |
| GLOBEFLEX CAPITAL L P | 487,570 | 487,570 | 0 | 0.33 | 0.44 | +0.11 | hold |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 759,742 | 483,360 | -276,382 | 0.08 | 0.07 | -0.01 | sell |
| BANK OF AMERICA CORP /DE/ | 258,279 | 479,064 | +220,785 | 0.00 | 0.00 | +0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 485,041 | 431,027 | -54,014 | 0.00 | 0.00 | +0.00 | sell |
| RAYMOND JAMES FINANCIAL INC | 0 | 422,862 | +422,862 | 0.00 | 0.00 | +0.00 | buy |
| Jain Global LLC | 48,733 | 348,337 | +299,604 | 0.00 | 0.03 | +0.03 | buy |
| Quantinno Capital Management LP | 204,482 | 347,715 | +143,233 | 0.00 | 0.00 | +0.00 | buy |
| Allianz Asset Management GmbH | 15,754 | 319,905 | +304,151 | 0.00 | 0.00 | +0.00 | buy |
| BNP Paribas Asset Management Holding S.A. | 282,338 | 282,338 | 0 | 0.00 | 0.00 | +0.00 | hold |
| LSV ASSET MANAGEMENT | 258,300 | 258,300 | 0 | 0.00 | 0.00 | +0.00 | hold |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 125,220 | 233,000 | +107,780 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 225,176 | 224,962 | -214 | 0.00 | 0.00 | +0.00 | sell |
| AMERIPRISE FINANCIAL INC | 0 | 214,033 | +214,033 | 0.00 | 0.00 | +0.00 | buy |
| Russell Investments Group, Ltd. | 60,954 | 206,047 | +145,093 | 0.00 | 0.00 | +0.00 | buy |
| US BANCORP \DE\ | 198,884 | 198,932 | +48 | 0.00 | 0.00 | +0.00 | buy |
| ACADIAN ASSET MANAGEMENT LLC | 114,342 | 198,858 | +84,516 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 244,050 | 186,621 | -57,429 | 0.00 | 0.00 | -0.00 | sell |
| Polymer Capital Management (US) LLC | 0 | 185,544 | +185,544 | 0.00 | 0.19 | +0.19 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 161,232 | 172,843 | +11,611 | 0.00 | 0.00 | +0.00 | buy |
| CAXTON ASSOCIATES LLP | 0 | 168,830 | +168,830 | 0.00 | 0.02 | +0.02 | buy |
| NOMURA ASSET MANAGEMENT CO LTD | 166,000 | 166,000 | 0 | 0.00 | 0.00 | +0.00 | hold |
| RHUMBLINE ADVISERS | 149,819 | 148,589 | -1,230 | 0.00 | 0.00 | +0.00 | sell |
| Asset Management One Co., Ltd. | 152,994 | 148,461 | -4,533 | 0.00 | 0.00 | +0.00 | sell |
| EntryPoint Capital, LLC | 45,298 | 137,643 | +92,345 | 0.06 | 0.23 | +0.18 | buy |
| Abel Hall, LLC | 0 | 135,250 | +135,250 | 0.00 | 0.16 | +0.16 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 126,388 | 133,312 | +6,924 | 0.00 | 0.00 | +0.00 | buy |
| CANADA LIFE ASSURANCE Co | 132,713 | 131,796 | -917 | 0.00 | 0.00 | +0.00 | sell |
| ExodusPoint Capital Management, LP | 23,125 | 128,259 | +105,134 | 0.00 | 0.01 | +0.01 | buy |
| FRANKLIN RESOURCES INC | 116,264 | 126,937 | +10,673 | 0.00 | 0.00 | +0.00 | buy |
| IEQ CAPITAL, LLC | 0 | 123,158 | +123,158 | 0.00 | 0.00 | +0.00 | buy |
| VIRTUS ADVISERS, LLC | 0 | 121,477 | +121,477 | 0.00 | 0.33 | +0.33 | buy |
| GRACE & WHITE INC /NY | 117,003 | 117,553 | +550 | 0.36 | 0.32 | -0.03 | buy |
| Y-Intercept (Hong Kong) Ltd | 268,530 | 116,798 | -151,732 | 0.02 | 0.02 | -0.01 | sell |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 69,615 | 114,293 | +44,678 | 0.00 | 0.00 | +0.00 | buy |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 77,103 | 108,543 | +31,440 | 0.00 | 0.00 | +0.00 | buy |
| Sumitomo Mitsui Trust Group, Inc. | 111,777 | 106,726 | -5,051 | 0.00 | 0.00 | +0.00 | sell |
| CITIGROUP INC | 101,688 | 102,465 | +777 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 89,801 | 101,953 | +12,152 | 0.00 | 0.00 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 82,056 | 100,812 | +18,756 | 0.00 | 0.00 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 0 | 99,653 | +99,653 | 0.00 | 0.00 | +0.00 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 110,735 | 96,313 | -14,422 | 0.01 | 0.02 | +0.00 | sell |
| Corient Private Wealth LLC | 13,603 | 94,351 | +80,748 | 0.00 | 0.00 | +0.00 | buy |
| CANADA PENSION PLAN INVESTMENT BOARD | 35,300 | 92,600 | +57,300 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 41,154 | 88,367 | +47,213 | 0.00 | 0.00 | +0.00 | buy |
| Schonfeld Strategic Advisors LLC | 75,752 | 87,553 | +11,801 | 0.00 | 0.00 | +0.00 | buy |
| Mitsubishi UFJ Asset Management Co., Ltd. | 84,157 | 84,157 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Graham Capital Management, L.P. | 0 | 79,366 | +79,366 | 0.00 | 0.01 | +0.01 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 15,500 | 69,400 | +53,900 | 0.00 | 0.00 | +0.00 | buy |
| Pensionfund DSM Netherlands | 69,000 | 69,000 | 0 | 0.18 | 0.25 | +0.07 | hold |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 68,982 | 68,982 | 0 | 0.00 | 0.00 | +0.00 | hold |
| KEYBANK NATIONAL ASSOCIATION/OH | 41,669 | 65,361 | +23,692 | 0.00 | 0.00 | +0.00 | buy |
| WINTON GROUP Ltd | 0 | 61,600 | +61,600 | 0.00 | 0.01 | +0.01 | buy |
| MetLife Investment Management, LLC | 54,686 | 61,317 | +6,631 | 0.00 | 0.00 | +0.00 | buy |
| SEI INVESTMENTS CO | 19,910 | 59,913 | +40,003 | 0.00 | 0.00 | +0.00 | buy |
| XTX Topco Ltd | 114,406 | 59,630 | -54,776 | 0.01 | 0.01 | -0.00 | sell |
| State of Alaska, Department of Revenue | 57,474 | 57,474 | 0 | 0.00 | 0.00 | +0.00 | hold |
| MERCER GLOBAL ADVISORS INC /ADV | 23,667 | 55,098 | +31,431 | 0.00 | 0.00 | +0.00 | buy |
| Jump Financial, LLC | 18,003 | 52,200 | +34,197 | 0.00 | 0.00 | +0.00 | buy |
| Mariner, LLC | 0 | 50,363 | +50,363 | 0.00 | 0.00 | +0.00 | buy |
| Resona Asset Management Co.,Ltd. | 48,128 | 48,128 | 0 | 0.00 | 0.00 | +0.00 | hold |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 50,699 | 48,113 | -2,586 | 0.00 | 0.00 | +0.00 | sell |
| WEALTH ENHANCEMENT ADVISORY SERVICES, LLC | 18,408 | 46,533 | +28,125 | 0.00 | 0.00 | +0.00 | buy |
| Engineers Gate Manager LP | 0 | 45,200 | +45,200 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 111,473 | 44,866 | -66,607 | 0.00 | 0.00 | -0.00 | sell |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 43,574 | 43,574 | 0 | 0.00 | 0.00 | +0.00 | hold |