| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 8,000,000 | 9,000,000 | +1,000,000 | 1.18 | 1.30 | +0.12 | buy |
| BlackRock, Inc. | 6,911,353 | 7,034,541 | +123,188 | 0.02 | 0.02 | -0.00 | buy |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 7,000,000 | 7,000,000 | 0 | 0.98 | 0.93 | -0.05 | hold |
| TRUIST FINANCIAL CORP | 4,017,000 | 6,686,000 | +2,669,000 | 0.01 | 0.01 | +0.00 | buy |
| VANGUARD GROUP INC | 5,742,824 | 5,875,153 | +132,329 | 0.01 | 0.01 | -0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 6,733,000 | 3,624,000 | -3,109,000 | 0.01 | 0.00 | -0.01 | sell |
| BNP Paribas Asset Management Holding S.A. | 3,000,000 | 3,000,000 | 0 | 0.01 | 0.01 | +0.00 | hold |
| STATE OF WISCONSIN INVESTMENT BOARD | 0 | 3,000,000 | +3,000,000 | 0.00 | 0.01 | +0.01 | buy |
| MIZUHO SECURITIES USA LLC | 0 | 2,930,000 | +2,930,000 | 0.00 | 0.06 | +0.06 | buy |
| MIZUHO SECURITIES USA LLC | 0 | 2,500,000 | +2,500,000 | 0.00 | 0.06 | +0.06 | buy |
| Invesco Ltd. | 2,348,566 | 2,236,266 | -112,300 | 0.05 | 0.04 | -0.01 | sell |
| STATE STREET CORP | 1,742,696 | 1,709,495 | -33,201 | 0.01 | 0.01 | -0.00 | sell |
| Impax Asset Management Group plc | 698,910 | 1,588,950 | +890,040 | 0.53 | 1.15 | +0.62 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,109,851 | 1,138,384 | +28,533 | 0.01 | 0.01 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,060,013 | 1,076,274 | +16,261 | 0.03 | 0.03 | -0.00 | buy |
| GOLDMAN SACHS GROUP INC | 981,218 | 1,007,900 | +26,682 | 0.02 | 0.02 | -0.00 | buy |
| Handelsbanken Fonder AB | 943,564 | 999,882 | +56,318 | 0.44 | 0.40 | -0.05 | buy |
| Amundi | 917,594 | 859,428 | -58,166 | 0.03 | 0.03 | +0.00 | sell |
| MORGAN STANLEY | 710,368 | 846,976 | +136,608 | 0.01 | 0.01 | +0.00 | buy |
| Bank of New York Mellon Corp | 769,245 | 821,163 | +51,918 | 0.02 | 0.02 | -0.00 | buy |
| MACQUARIE GROUP LTD | 794,087 | 764,826 | -29,261 | 0.13 | 0.11 | -0.02 | sell |
| FIRST TRUST ADVISORS LP | 757,719 | 762,087 | +4,368 | 0.08 | 0.07 | -0.01 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 235,498 | 731,483 | +495,985 | 0.00 | 0.01 | +0.01 | buy |
| JPMORGAN CHASE & CO | 769,821 | 675,150 | -94,671 | 0.01 | 0.01 | -0.00 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 509,605 | 621,278 | +111,673 | 0.05 | 0.06 | +0.01 | buy |
| FRANKLIN RESOURCES INC | 607,421 | 619,317 | +11,896 | 0.02 | 0.02 | -0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 424,214 | 604,580 | +180,366 | 0.04 | 0.05 | +0.01 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 559,918 | 590,933 | +31,015 | 0.01 | 0.01 | -0.00 | buy |
| JANUS HENDERSON GROUP PLC | 630,305 | 569,895 | -60,410 | 0.04 | 0.03 | -0.01 | sell |
| NORTHERN TRUST CORP | 526,109 | 521,396 | -4,713 | 0.01 | 0.01 | -0.00 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 403,961 | 494,361 | +90,400 | 0.07 | 0.08 | +0.01 | buy |
| UBS Group AG | 395,044 | 463,936 | +68,892 | 0.01 | 0.01 | +0.00 | buy |
| ROYAL BANK OF CANADA | 436,915 | 462,038 | +25,123 | 0.01 | 0.01 | -0.00 | buy |
| LOOMIS SAYLES & CO L P | 450,413 | 439,079 | -11,334 | 0.07 | 0.07 | -0.01 | sell |
| AMERICAN CENTURY COMPANIES INC | 267,847 | 419,711 | +151,864 | 0.02 | 0.03 | +0.01 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 594,461 | 417,764 | -176,697 | 0.02 | 0.01 | -0.00 | sell |
| Assenagon Asset Management S.A. | 249,127 | 406,018 | +156,891 | 0.05 | 0.07 | +0.02 | buy |
| Nuveen, LLC | 534,327 | 396,422 | -137,905 | 0.02 | 0.01 | -0.01 | sell |
| Neuberger Berman Group LLC | 392,375 | 376,846 | -15,529 | 0.04 | 0.03 | -0.01 | sell |
| Robeco Schweiz AG | 283,672 | 372,176 | +88,504 | 0.86 | 1.04 | +0.18 | buy |
| FMR LLC | 347,736 | 368,512 | +20,776 | 0.00 | 0.00 | -0.00 | buy |
| SCHRODER INVESTMENT MANAGEMENT GROUP | 376,087 | 356,531 | -19,556 | 0.04 | 0.03 | -0.01 | sell |
| RAYMOND JAMES FINANCIAL INC | 361,530 | 344,223 | -17,307 | 0.02 | 0.01 | -0.00 | sell |
| WELLINGTON MANAGEMENT GROUP LLP | 401,194 | 335,754 | -65,440 | 0.01 | 0.01 | -0.00 | sell |
| Vontobel Holding Ltd. | 374,156 | 325,680 | -48,476 | 0.16 | 0.13 | -0.03 | sell |
| Aristotle Capital Boston, LLC | 426,679 | 303,560 | -123,119 | 2.86 | 1.95 | -0.91 | sell |
| Bank of New York Mellon Corp | 200,000 | 300,000 | +100,000 | 0.00 | 0.00 | +0.00 | buy |
| OBERWEIS ASSET MANAGEMENT INC/ | 284,500 | 284,150 | -350 | 1.63 | 1.36 | -0.27 | sell |
| BANK OF NOVA SCOTIA | 206,414 | 277,938 | +71,524 | 0.06 | 0.06 | +0.01 | buy |
| TUDOR INVESTMENT CORP ET AL | 186,615 | 274,644 | +88,029 | 0.19 | 0.22 | +0.04 | buy |
| Qube Research & Technologies Ltd | 139,518 | 272,421 | +132,903 | 0.03 | 0.05 | +0.02 | buy |
| Legal & General Group Plc | 268,270 | 269,971 | +1,701 | 0.01 | 0.01 | -0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 339,917 | 268,818 | -71,099 | 0.00 | 0.00 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 270,836 | 261,092 | -9,744 | 0.02 | 0.02 | -0.00 | sell |
| BANK OF MONTREAL /CAN/ | 336,735 | 261,044 | -75,691 | 0.02 | 0.01 | -0.01 | sell |
| Banco Santander, S.A. | 194,000 | 258,500 | +64,500 | 0.24 | 0.29 | +0.04 | buy |
| PINNACLE ASSOCIATES LTD | 244,177 | 233,806 | -10,371 | 0.47 | 0.39 | -0.08 | sell |
| Erste Asset Management GmbH | 222,069 | 231,965 | +9,896 | 0.25 | 0.28 | +0.03 | buy |
| Raiffeisen Bank International AG | 239,000 | 230,000 | -9,000 | 0.47 | 0.38 | -0.09 | sell |
| WELLS FARGO & COMPANY/MN | 209,068 | 222,471 | +13,403 | 0.01 | 0.01 | -0.00 | buy |
| DEUTSCHE BANK AG\ | 199,163 | 211,539 | +12,376 | 0.01 | 0.01 | -0.00 | buy |
| BRAUN STACEY ASSOCIATES INC | 217,104 | 205,919 | -11,185 | 1.03 | 0.84 | -0.19 | sell |
| Bank of New York Mellon Corp | 200,000 | 200,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| BALYASNY ASSET MANAGEMENT L.P. | 50,817 | 197,052 | +146,235 | 0.02 | 0.05 | +0.03 | buy |
| MARSHALL WACE, LLP | 9,226 | 186,873 | +177,647 | 0.00 | 0.03 | +0.02 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 155,372 | 178,296 | +22,924 | 0.09 | 0.08 | -0.01 | buy |
| Arvin Capital Management LP | 63,291 | 172,200 | +108,909 | 2.38 | 4.97 | +2.59 | buy |
| CRAMER ROSENTHAL MCGLYNN LLC | 223,512 | 171,156 | -52,356 | 2.02 | 1.37 | -0.65 | sell |
| ZACKS INVESTMENT MANAGEMENT | 160,810 | 165,882 | +5,072 | 0.18 | 0.16 | -0.02 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 56,576 | 159,820 | +103,244 | 0.07 | 0.18 | +0.11 | buy |
| FRED ALGER MANAGEMENT, LLC | 273,508 | 158,750 | -114,758 | 0.16 | 0.08 | -0.08 | sell |
| ENVESTNET ASSET MANAGEMENT INC | 110,683 | 148,317 | +37,634 | 0.00 | 0.01 | +0.00 | buy |
| BNP Paribas Asset Management Holding S.A. | 44,929 | 147,875 | +102,946 | 0.01 | 0.05 | +0.04 | buy |
| Northwest & Ethical Investments L.P. | 86,341 | 146,215 | +59,874 | 0.28 | 0.43 | +0.15 | buy |
| SEI INVESTMENTS CO | 194,279 | 146,076 | -48,203 | 0.03 | 0.02 | -0.01 | sell |
| Cetera Investment Advisers | 152,000 | 141,000 | -11,000 | 0.00 | 0.00 | -0.00 | sell |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 133,358 | 138,945 | +5,587 | 0.04 | 0.04 | -0.00 | buy |
| Grantham, Mayo, Van Otterloo & Co. LLC | 76,000 | 138,100 | +62,100 | 0.03 | 0.05 | +0.02 | buy |
| MILLENNIUM MANAGEMENT LLC | 316,429 | 137,250 | -179,179 | 0.04 | 0.01 | -0.02 | sell |
| RHUMBLINE ADVISERS | 127,545 | 127,793 | +248 | 0.01 | 0.01 | -0.00 | buy |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 132,062 | 124,999 | -7,063 | 0.46 | 0.38 | -0.09 | sell |
| AMERIPRISE FINANCIAL INC | 128,696 | 115,084 | -13,612 | 0.00 | 0.00 | -0.00 | sell |
| ALGERT GLOBAL LLC | 232,031 | 108,682 | -123,349 | 0.64 | 0.23 | -0.41 | sell |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 0 | 100,000 | +100,000 | 0.00 | 0.02 | +0.02 | buy |
| Guinness Asset Management LTD | 98,523 | 90,228 | -8,295 | 0.23 | 0.18 | -0.05 | sell |
| Swiss National Bank | 87,000 | 88,400 | +1,400 | 0.01 | 0.01 | -0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 89,157 | 87,516 | -1,641 | 0.03 | 0.03 | -0.00 | sell |
| Squarepoint Ops LLC | 331,866 | 87,096 | -244,770 | 0.10 | 0.02 | -0.07 | sell |
| PEREGRINE CAPITAL MANAGEMENT LLC | 87,262 | 86,732 | -530 | 0.35 | 0.33 | -0.02 | sell |
| SEGALL BRYANT & HAMILL, LLC | 83,000 | 85,092 | +2,092 | 0.15 | 0.14 | -0.01 | buy |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 80,248 | 82,540 | +2,292 | 0.01 | 0.01 | -0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 82,737 | 82,293 | -444 | 0.01 | 0.01 | -0.00 | sell |
| Man Group plc | 27,427 | 82,033 | +54,606 | 0.01 | 0.02 | +0.01 | buy |
| KBC Group NV | 80,107 | 80,107 | 0 | 0.03 | 0.02 | -0.00 | hold |
| THRIVENT FINANCIAL FOR LUTHERANS | 43,461 | 77,488 | +34,027 | 0.01 | 0.02 | +0.01 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 0 | 74,803 | +74,803 | 0.00 | 0.03 | +0.03 | buy |
| Palisades Investment Partners, LLC | 73,563 | 73,647 | +84 | 4.23 | 3.60 | -0.63 | buy |
| Allianz Asset Management GmbH | 74,578 | 73,454 | -1,124 | 0.01 | 0.01 | -0.00 | sell |
| VOYA INVESTMENT MANAGEMENT LLC | 93,344 | 72,219 | -21,125 | 0.01 | 0.01 | -0.00 | sell |
| Ion Asset Management Ltd. | 72,000 | 72,000 | 0 | 0.57 | 1.10 | +0.52 | hold |