| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 7,000,000 | 9,000,000 | +2,000,000 | 0.93 | 1.02 | +0.09 | buy |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 9,000,000 | 9,000,000 | 0 | 1.30 | 1.04 | -0.26 | hold |
| BlackRock, Inc. | 7,034,541 | 7,202,186 | +167,645 | 0.02 | 0.01 | -0.00 | buy |
| VANGUARD GROUP INC | 5,875,153 | 5,860,161 | -14,992 | 0.01 | 0.01 | -0.00 | sell |
| BNP Paribas Asset Management Holding S.A. | 3,000,000 | 3,000,000 | 0 | 0.01 | 0.00 | -0.01 | hold |
| STATE OF WISCONSIN INVESTMENT BOARD | 3,000,000 | 3,000,000 | 0 | 0.01 | 0.01 | -0.00 | hold |
| TRUIST FINANCIAL CORP | 6,686,000 | 2,485,000 | -4,201,000 | 0.01 | 0.00 | -0.01 | sell |
| Invesco Ltd. | 2,236,266 | 2,043,857 | -192,409 | 0.04 | 0.02 | -0.02 | sell |
| NEW YORK STATE COMMON RETIREMENT FUND | 0 | 1,820,000 | +1,820,000 | 0.00 | 0.00 | +0.00 | buy |
| STATE STREET CORP | 1,709,495 | 1,766,566 | +57,071 | 0.01 | 0.01 | -0.00 | buy |
| Impax Asset Management Group plc | 1,588,950 | 1,355,148 | -233,802 | 1.15 | 0.79 | -0.36 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,076,274 | 1,271,042 | +194,768 | 0.03 | 0.02 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 1,138,384 | 1,144,982 | +6,598 | 0.01 | 0.01 | -0.00 | buy |
| Bank of New York Mellon Corp | 821,163 | 1,010,563 | +189,400 | 0.02 | 0.02 | -0.00 | buy |
| Amundi | 859,428 | 897,823 | +38,395 | 0.03 | 0.02 | -0.01 | buy |
| MORGAN STANLEY | 846,976 | 880,118 | +33,142 | 0.01 | 0.00 | -0.00 | buy |
| FIRST TRUST ADVISORS LP | 762,087 | 793,175 | +31,088 | 0.07 | 0.05 | -0.02 | buy |
| Amundi | 0 | 700,000 | +700,000 | 0.00 | 0.03 | +0.03 | buy |
| NORGES BANK | 0 | 689,097 | +689,097 | 0.00 | 0.01 | +0.01 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 731,483 | 607,941 | -123,542 | 0.01 | 0.01 | -0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 604,580 | 600,400 | -4,180 | 0.05 | 0.03 | -0.01 | sell |
| SCHRODER INVESTMENT MANAGEMENT GROUP | 356,531 | 588,872 | +232,341 | 0.03 | 0.04 | +0.01 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 590,933 | 580,803 | -10,130 | 0.01 | 0.01 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 1,007,900 | 566,703 | -441,197 | 0.02 | 0.01 | -0.01 | sell |
| UBS Group AG | 463,936 | 519,466 | +55,530 | 0.01 | 0.01 | -0.00 | buy |
| BNP Paribas Asset Management Holding S.A. | 147,875 | 514,201 | +366,326 | 0.05 | 0.05 | +0.01 | buy |
| MILLENNIUM MANAGEMENT LLC | 137,250 | 506,867 | +369,617 | 0.01 | 0.03 | +0.02 | buy |
| JANUS HENDERSON GROUP PLC | 569,895 | 504,171 | -65,724 | 0.03 | 0.02 | -0.01 | sell |
| NORTHERN TRUST CORP | 521,396 | 503,876 | -17,520 | 0.01 | 0.01 | -0.00 | sell |
| Robeco Schweiz AG | 372,176 | 422,411 | +50,235 | 1.04 | 0.88 | -0.16 | buy |
| LOOMIS SAYLES & CO L P | 439,079 | 419,480 | -19,599 | 0.07 | 0.05 | -0.02 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 494,361 | 419,461 | -74,900 | 0.08 | 0.06 | -0.02 | sell |
| FMR LLC | 368,512 | 418,039 | +49,527 | 0.00 | 0.00 | -0.00 | buy |
| SOROS FUND MANAGEMENT LLC | 0 | 375,219 | +375,219 | 0.00 | 0.47 | +0.47 | buy |
| Qube Research & Technologies Ltd | 272,421 | 364,516 | +92,095 | 0.05 | 0.05 | +0.00 | buy |
| Neuberger Berman Group LLC | 376,846 | 358,350 | -18,496 | 0.03 | 0.02 | -0.01 | sell |
| Handelsbanken Fonder AB | 999,882 | 345,171 | -654,711 | 0.40 | 0.10 | -0.30 | sell |
| Vontobel Holding Ltd. | 325,680 | 333,016 | +7,336 | 0.13 | 0.10 | -0.03 | buy |
| FRANKLIN RESOURCES INC | 619,317 | 332,627 | -286,690 | 0.02 | 0.01 | -0.01 | sell |
| Aristotle Capital Boston, LLC | 303,560 | 295,550 | -8,010 | 1.95 | 1.51 | -0.44 | sell |
| ROYAL BANK OF CANADA | 462,038 | 289,747 | -172,291 | 0.01 | 0.00 | -0.01 | sell |
| AMERICAN CENTURY COMPANIES INC | 419,711 | 285,393 | -134,318 | 0.03 | 0.01 | -0.01 | sell |
| Assenagon Asset Management S.A. | 406,018 | 283,832 | -122,186 | 0.07 | 0.04 | -0.04 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 417,764 | 283,764 | -134,000 | 0.01 | 0.01 | -0.01 | sell |
| TUDOR INVESTMENT CORP ET AL | 274,644 | 282,102 | +7,458 | 0.22 | 0.14 | -0.08 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 261,092 | 279,482 | +18,390 | 0.02 | 0.01 | -0.00 | buy |
| BANK OF NOVA SCOTIA | 277,938 | 275,259 | -2,679 | 0.06 | 0.04 | -0.02 | sell |
| Legal & General Group Plc | 269,971 | 270,729 | +758 | 0.01 | 0.01 | -0.00 | buy |
| RAYMOND JAMES FINANCIAL INC | 344,223 | 256,241 | -87,982 | 0.01 | 0.01 | -0.01 | sell |
| MARSHALL WACE, LLP | 186,873 | 250,778 | +63,905 | 0.03 | 0.02 | -0.00 | buy |
| Raiffeisen Bank International AG | 230,000 | 244,000 | +14,000 | 0.38 | 0.30 | -0.08 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 621,278 | 243,070 | -378,208 | 0.06 | 0.01 | -0.05 | sell |
| Bank of New York Mellon Corp | 200,000 | 229,000 | +29,000 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 268,818 | 228,861 | -39,957 | 0.00 | 0.00 | -0.00 | sell |
| PINNACLE ASSOCIATES LTD | 233,806 | 226,764 | -7,042 | 0.39 | 0.27 | -0.12 | sell |
| Banco Santander, S.A. | 258,500 | 225,697 | -32,803 | 0.29 | 0.16 | -0.13 | sell |
| Grantham, Mayo, Van Otterloo & Co. LLC | 138,100 | 221,121 | +83,021 | 0.05 | 0.05 | +0.00 | buy |
| CITADEL ADVISORS LLC | 56,285 | 212,764 | +156,479 | 0.01 | 0.01 | +0.01 | buy |
| Allianz Asset Management GmbH | 73,454 | 209,875 | +136,421 | 0.01 | 0.02 | +0.01 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 0 | 206,044 | +206,044 | 0.00 | 0.07 | +0.07 | buy |
| Erste Asset Management GmbH | 231,965 | 204,827 | -27,138 | 0.28 | 0.16 | -0.11 | sell |
| Bank of New York Mellon Corp | 300,000 | 200,000 | -100,000 | 0.00 | 0.00 | -0.00 | sell |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 74,803 | 197,536 | +122,733 | 0.03 | 0.06 | +0.03 | buy |
| DEUTSCHE BANK AG\ | 211,539 | 158,426 | -53,113 | 0.01 | 0.00 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 178,296 | 158,394 | -19,902 | 0.08 | 0.05 | -0.03 | sell |
| Nuveen, LLC | 396,422 | 157,820 | -238,602 | 0.01 | 0.00 | -0.01 | sell |
| Cetera Investment Advisers | 0 | 149,000 | +149,000 | 0.00 | 0.00 | +0.00 | buy |
| &PARTNERS | 0 | 145,000 | +145,000 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 115,084 | 141,661 | +26,577 | 0.00 | 0.00 | -0.00 | buy |
| SEI INVESTMENTS CO | 146,076 | 139,971 | -6,105 | 0.02 | 0.01 | -0.01 | sell |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | 0 | 139,436 | +139,436 | 0.00 | 0.00 | +0.00 | buy |
| Pacer Advisors, Inc. | 0 | 138,533 | +138,533 | 0.00 | 0.02 | +0.02 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 159,820 | 137,249 | -22,571 | 0.18 | 0.11 | -0.06 | sell |
| Northwest & Ethical Investments L.P. | 146,215 | 136,455 | -9,760 | 0.43 | 0.29 | -0.14 | sell |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 138,945 | 135,660 | -3,285 | 0.04 | 0.03 | -0.01 | sell |
| DnB Asset Management AS | 0 | 131,281 | +131,281 | 0.00 | 0.04 | +0.04 | buy |
| MIROVA | 39,854 | 122,892 | +83,038 | 0.70 | 1.65 | +0.94 | buy |
| JPMORGAN CHASE & CO | 675,150 | 122,004 | -553,146 | 0.01 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 127,793 | 121,642 | -6,151 | 0.01 | 0.01 | -0.00 | sell |
| NEW YORK STATE COMMON RETIREMENT FUND | 46,724 | 115,823 | +69,099 | 0.01 | 0.01 | +0.01 | buy |
| Capital World Investors | 0 | 112,638 | +112,638 | 0.00 | 0.00 | +0.00 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 100,000 | 111,914 | +11,914 | 0.02 | 0.02 | -0.01 | buy |
| FRED ALGER MANAGEMENT, LLC | 158,750 | 111,425 | -47,325 | 0.08 | 0.04 | -0.04 | sell |
| ENVESTNET ASSET MANAGEMENT INC | 148,317 | 111,004 | -37,313 | 0.01 | 0.00 | -0.00 | sell |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 124,999 | 110,798 | -14,201 | 0.38 | 0.24 | -0.14 | sell |
| BANK OF MONTREAL /CAN/ | 261,044 | 110,594 | -150,450 | 0.01 | 0.00 | -0.01 | sell |
| Man Group plc | 82,033 | 106,846 | +24,813 | 0.02 | 0.02 | -0.00 | buy |
| PEREGRINE CAPITAL MANAGEMENT LLC | 86,732 | 103,474 | +16,742 | 0.33 | 0.29 | -0.03 | buy |
| Penn Capital Management Company, LLC | 0 | 102,832 | +102,832 | 0.00 | 0.76 | +0.76 | buy |
| NEOS Investment Management LLC | 51,206 | 96,566 | +45,360 | 0.05 | 0.05 | +0.00 | buy |
| TEMA ETFS LLC | 51,206 | 96,566 | +45,360 | 0.53 | 0.70 | +0.17 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 87,516 | 93,684 | +6,168 | 0.03 | 0.02 | -0.01 | buy |
| LOOMIS SAYLES & CO L P | 68,038 | 93,519 | +25,481 | 0.01 | 0.01 | +0.00 | buy |
| Guinness Asset Management LTD | 90,228 | 93,444 | +3,216 | 0.18 | 0.14 | -0.03 | buy |
| HITE Hedge Asset Management LLC | 0 | 92,298 | +92,298 | 0.00 | 0.55 | +0.55 | buy |
| WELLS FARGO & COMPANY/MN | 222,471 | 91,201 | -131,270 | 0.01 | 0.00 | -0.00 | sell |
| Swiss National Bank | 88,400 | 90,200 | +1,800 | 0.01 | 0.00 | -0.00 | buy |
| Squarepoint Ops LLC | 87,096 | 89,758 | +2,662 | 0.02 | 0.02 | -0.01 | buy |
| SEGALL BRYANT & HAMILL, LLC | 85,092 | 89,112 | +4,020 | 0.14 | 0.11 | -0.03 | buy |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 82,540 | 81,101 | -1,439 | 0.01 | 0.00 | -0.00 | sell |