| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 20,062,054 | 17,114,850 | -2,947,204 | 0.00 | 0.00 | -0.00 | sell |
| Sonora Investment Management Group, LLC | 14,735,000 | 14,459,000 | -276,000 | 1.11 | 1.03 | -0.08 | sell |
| VANGUARD GROUP INC | 15,337,708 | 13,178,484 | -2,159,224 | 0.00 | 0.00 | -0.00 | sell |
| Long Pond Capital, LP | 0 | 9,400,000 | +9,400,000 | 0.00 | 3.15 | +3.15 | buy |
| H/2 CREDIT MANAGER LP | 8,909,500 | 9,359,500 | +450,000 | 12.80 | 13.07 | +0.26 | buy |
| BERKLEY W R CORP | 0 | 9,027,000 | +9,027,000 | 0.00 | 0.55 | +0.55 | buy |
| Fort Baker Capital Management LP | 0 | 7,000,000 | +7,000,000 | 0.00 | 1.19 | +1.19 | buy |
| JENNISON ASSOCIATES LLC | 6,843,363 | 6,957,732 | +114,369 | 0.03 | 0.02 | -0.00 | buy |
| UBS Group AG | 1,193,787 | 5,833,968 | +4,640,181 | 0.00 | 0.01 | +0.00 | buy |
| STATE STREET CORP | 6,397,690 | 4,922,579 | -1,475,111 | 0.00 | 0.00 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 2,826,966 | 2,877,261 | +50,295 | 0.00 | 0.00 | -0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 2,501,603 | 2,495,483 | -6,120 | 0.01 | 0.01 | -0.01 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 1,848,480 | 2,264,773 | +416,293 | 0.00 | 0.00 | +0.00 | buy |
| MORGAN STANLEY | 1,820,818 | 1,926,572 | +105,754 | 0.00 | 0.00 | -0.00 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,498,821 | 1,389,759 | -109,062 | 0.00 | 0.00 | -0.00 | sell |
| CastleKnight Management LP | 0 | 1,344,600 | +1,344,600 | 0.00 | 0.45 | +0.45 | buy |
| GRACE & WHITE INC /NY | 1,191,053 | 1,237,348 | +46,295 | 1.23 | 1.15 | -0.08 | buy |
| NORTHERN TRUST CORP | 1,407,682 | 1,203,177 | -204,505 | 0.00 | 0.00 | -0.00 | sell |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 1,077,374 | 1,089,206 | +11,832 | 0.17 | 0.15 | -0.02 | buy |
| Bank of New York Mellon Corp | 854,966 | 919,071 | +64,105 | 0.00 | 0.00 | -0.00 | buy |
| BANK OF MONTREAL /CAN/ | 790,209 | 793,512 | +3,303 | 0.00 | 0.00 | -0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 570,994 | 771,656 | +200,662 | 0.00 | 0.00 | +0.00 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 284,819 | 756,231 | +471,412 | 0.01 | 0.02 | +0.01 | buy |
| DEUTSCHE BANK AG\ | 912,099 | 754,696 | -157,403 | 0.00 | 0.00 | -0.00 | sell |
| ROYAL BANK OF CANADA | 784,338 | 744,929 | -39,409 | 0.00 | 0.00 | -0.00 | sell |
| GOLDMAN SACHS GROUP INC | 850,585 | 685,131 | -165,454 | 0.00 | 0.00 | -0.00 | sell |
| Nuveen, LLC | 3,075,939 | 665,871 | -2,410,068 | 0.01 | 0.00 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 539,713 | 647,978 | +108,265 | 0.00 | 0.00 | +0.00 | buy |
| JPMORGAN CHASE & CO | 584,969 | 618,684 | +33,715 | 0.00 | 0.00 | -0.00 | buy |
| AMERIPRISE FINANCIAL INC | 424,036 | 615,704 | +191,668 | 0.00 | 0.00 | +0.00 | buy |
| Alyeska Investment Group, L.P. | 598,819 | 598,819 | 0 | 0.01 | 0.01 | -0.00 | hold |
| STRS OHIO | 18,800 | 588,200 | +569,400 | 0.00 | 0.01 | +0.01 | buy |
| Fisher Asset Management, LLC | 498,013 | 575,427 | +77,414 | 0.00 | 0.00 | -0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 79,635 | 567,370 | +487,735 | 0.00 | 0.01 | +0.01 | buy |
| GLOBEFLEX CAPITAL L P | 1,017,858 | 566,515 | -451,343 | 0.51 | 0.24 | -0.27 | sell |
| Invesco Ltd. | 784,585 | 497,380 | -287,205 | 0.00 | 0.00 | -0.00 | sell |
| CITADEL ADVISORS LLC | 0 | 460,185 | +460,185 | 0.00 | 0.00 | +0.00 | buy |
| Man Group plc | 430,542 | 458,749 | +28,207 | 0.01 | 0.01 | -0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 349,268 | 392,848 | +43,580 | 0.00 | 0.00 | -0.00 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 343,810 | 372,587 | +28,777 | 0.01 | 0.01 | +0.00 | buy |
| RHUMBLINE ADVISERS | 321,160 | 337,009 | +15,849 | 0.00 | 0.00 | -0.00 | buy |
| LSV ASSET MANAGEMENT | 324,100 | 324,100 | 0 | 0.00 | 0.00 | -0.00 | hold |
| AQR CAPITAL MANAGEMENT LLC | 362,816 | 322,391 | -40,425 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 41,760 | 313,736 | +271,976 | 0.00 | 0.00 | +0.00 | buy |
| Lighthouse Investment Partners, LLC | 620,000 | 300,000 | -320,000 | 0.15 | 0.07 | -0.09 | sell |
| PRUDENTIAL FINANCIAL INC | 248,384 | 298,584 | +50,200 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 426,871 | 288,375 | -138,496 | 0.00 | 0.00 | -0.00 | sell |
| Legal & General Group Plc | 688,168 | 277,113 | -411,055 | 0.00 | 0.00 | -0.00 | sell |
| BRIDGEWAY CAPITAL MANAGEMENT, LLC | 270,300 | 270,300 | 0 | 0.04 | 0.03 | -0.00 | hold |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 198,644 | 251,719 | +53,075 | 0.00 | 0.00 | +0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 333,629 | 248,580 | -85,049 | 0.02 | 0.01 | -0.01 | sell |
| Penserra Capital Management LLC | 0 | 247,141 | +247,141 | 0.00 | 0.02 | +0.02 | buy |
| CANADA LIFE ASSURANCE Co | 234,781 | 244,889 | +10,108 | 0.00 | 0.00 | -0.00 | buy |
| Engine Capital Management, LP | 243,661 | 243,661 | 0 | 0.25 | 0.26 | +0.01 | hold |
| D. E. Shaw & Co., Inc. | 247,202 | 243,202 | -4,000 | 0.00 | 0.00 | -0.00 | sell |
| SEI INVESTMENTS CO | 232,000 | 232,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Swiss National Bank | 212,000 | 212,000 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Allegheny Financial Group | 203,169 | 199,592 | -3,577 | 0.28 | 0.23 | -0.06 | sell |
| US BANCORP \DE\ | 170,143 | 181,607 | +11,464 | 0.00 | 0.00 | -0.00 | buy |
| LOS ANGELES CAPITAL MANAGEMENT LLC | 0 | 175,232 | +175,232 | 0.00 | 0.00 | +0.00 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 307,142 | 175,179 | -131,963 | 0.04 | 0.02 | -0.02 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 131,927 | 174,807 | +42,880 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 189,024 | 166,110 | -22,914 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 76,864 | 165,556 | +88,692 | 0.00 | 0.00 | +0.00 | buy |
| ExodusPoint Capital Management, LP | 0 | 164,020 | +164,020 | 0.00 | 0.01 | +0.01 | buy |
| Asset Management One Co., Ltd. | 156,341 | 160,824 | +4,483 | 0.00 | 0.00 | -0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 152,246 | 157,783 | +5,537 | 0.00 | 0.00 | -0.00 | buy |
| NOMURA ASSET MANAGEMENT CO LTD | 147,200 | 155,000 | +7,800 | 0.00 | 0.00 | -0.00 | buy |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 108,105 | 144,212 | +36,107 | 0.00 | 0.00 | +0.00 | buy |
| FRANKLIN RESOURCES INC | 133,186 | 123,123 | -10,063 | 0.00 | 0.00 | -0.00 | sell |
| HRT FINANCIAL LP | 0 | 122,944 | +122,944 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 321,841 | 121,151 | -200,690 | 0.00 | 0.00 | -0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 0 | 120,657 | +120,657 | 0.00 | 0.00 | +0.00 | buy |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 161,182 | 118,446 | -42,736 | 0.00 | 0.00 | -0.00 | sell |
| State of Alaska, Department of Revenue | 110,323 | 118,393 | +8,070 | 0.01 | 0.01 | -0.00 | buy |
| Sumitomo Mitsui Trust Group, Inc. | 121,011 | 118,080 | -2,931 | 0.00 | 0.00 | -0.00 | sell |
| MARSHALL WACE, LLP | 0 | 116,952 | +116,952 | 0.00 | 0.00 | +0.00 | buy |
| PANAGORA ASSET MANAGEMENT INC | 94,889 | 113,013 | +18,124 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 100,894 | 100,894 | 0 | 0.00 | 0.00 | -0.00 | hold |
| GRACE & WHITE INC /NY | 87,694 | 97,540 | +9,846 | 0.33 | 0.31 | -0.02 | buy |
| Quantinno Capital Management LP | 0 | 95,227 | +95,227 | 0.00 | 0.00 | +0.00 | buy |
| Pathstone Holdings, LLC | 114,726 | 93,935 | -20,791 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 721,875 | 93,451 | -628,424 | 0.00 | 0.00 | -0.00 | sell |
| Vestcor Inc | 74,078 | 88,347 | +14,269 | 0.01 | 0.01 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 79,626 | 84,454 | +4,828 | 0.00 | 0.00 | -0.00 | buy |
| Brevan Howard Capital Management LP | 77,345 | 82,881 | +5,536 | 0.01 | 0.00 | -0.01 | buy |
| Mitsubishi UFJ Asset Management Co., Ltd. | 77,439 | 77,439 | 0 | 0.00 | 0.00 | -0.00 | hold |
| WELLS FARGO & COMPANY/MN | 63,306 | 75,649 | +12,343 | 0.00 | 0.00 | +0.00 | buy |
| Ensign Peak Advisors, Inc | 101,528 | 75,178 | -26,350 | 0.00 | 0.00 | -0.00 | sell |
| NISA INVESTMENT ADVISORS, LLC | 89,135 | 69,793 | -19,342 | 0.00 | 0.00 | -0.00 | sell |
| Pensionfund DSM Netherlands | 69,000 | 69,000 | 0 | 0.25 | 0.24 | -0.01 | hold |
| MetLife Investment Management, LLC | 57,362 | 67,445 | +10,083 | 0.00 | 0.00 | +0.00 | buy |
| TWO SIGMA ADVISERS, LP | 116,900 | 64,100 | -52,800 | 0.00 | 0.00 | -0.00 | sell |
| Allianz Asset Management GmbH | 63,803 | 61,539 | -2,264 | 0.00 | 0.00 | -0.00 | sell |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 62,254 | 60,517 | -1,737 | 0.00 | 0.00 | -0.00 | sell |
| INTECH INVESTMENT MANAGEMENT LLC | 94,066 | 57,077 | -36,989 | 0.01 | 0.00 | -0.00 | sell |
| Illinois Municipal Retirement Fund | 61,240 | 55,372 | -5,868 | 0.00 | 0.00 | -0.00 | sell |
| Louisiana State Employees Retirement System | 51,100 | 51,100 | 0 | 0.01 | 0.00 | -0.00 | hold |
| Orion Porfolio Solutions, LLC | 54,270 | 50,553 | -3,717 | 0.00 | 0.00 | -0.00 | sell |
| TEXAS PERMANENT SCHOOL FUND CORP | 79,291 | 50,161 | -29,130 | 0.00 | 0.00 | -0.00 | sell |