| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 17,114,850 | 16,827,010 | -287,840 | 0.00 | 0.00 | -0.00 | sell |
| Sonora Investment Management Group, LLC | 14,459,000 | 13,920,000 | -539,000 | 1.03 | 0.96 | -0.07 | sell |
| VANGUARD GROUP INC | 13,178,484 | 13,192,397 | +13,913 | 0.00 | 0.00 | -0.00 | buy |
| Fort Baker Capital Management LP | 7,000,000 | 10,000,000 | +3,000,000 | 1.19 | 1.63 | +0.43 | buy |
| Long Pond Capital, LP | 9,400,000 | 9,400,000 | 0 | 3.15 | 3.74 | +0.59 | hold |
| H/2 CREDIT MANAGER LP | 9,359,500 | 9,359,500 | 0 | 13.07 | 12.74 | -0.33 | hold |
| JENNISON ASSOCIATES LLC | 6,957,732 | 7,124,329 | +166,597 | 0.02 | 0.02 | +0.00 | buy |
| UBS Group AG | 5,833,968 | 6,936,070 | +1,102,102 | 0.01 | 0.01 | +0.00 | buy |
| STATE STREET CORP | 4,922,579 | 4,854,997 | -67,582 | 0.00 | 0.00 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 2,877,261 | 2,830,252 | -47,009 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 2,495,483 | 2,428,091 | -67,392 | 0.01 | 0.01 | -0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 2,264,773 | 2,262,847 | -1,926 | 0.00 | 0.00 | -0.00 | sell |
| MORGAN STANLEY | 1,926,572 | 1,899,876 | -26,696 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,389,759 | 1,479,568 | +89,809 | 0.00 | 0.00 | +0.00 | buy |
| GRACE & WHITE INC /NY | 1,237,348 | 1,228,748 | -8,600 | 1.15 | 1.19 | +0.04 | sell |
| NORTHERN TRUST CORP | 1,203,177 | 1,144,642 | -58,535 | 0.00 | 0.00 | -0.00 | sell |
| CastleKnight Management LP | 1,344,600 | 980,725 | -363,875 | 0.45 | 0.29 | -0.16 | sell |
| GOLDMAN SACHS GROUP INC | 685,131 | 970,375 | +285,244 | 0.00 | 0.00 | +0.00 | buy |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 1,089,206 | 935,022 | -154,184 | 0.15 | 0.12 | -0.02 | sell |
| Bank of New York Mellon Corp | 919,071 | 892,557 | -26,514 | 0.00 | 0.00 | -0.00 | sell |
| JPMORGAN CHASE & CO | 618,684 | 855,962 | +237,278 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF MONTREAL /CAN/ | 793,512 | 782,622 | -10,890 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 165,556 | 714,306 | +548,750 | 0.00 | 0.00 | +0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 771,656 | 695,683 | -75,973 | 0.00 | 0.00 | -0.00 | sell |
| Nuveen, LLC | 665,871 | 635,018 | -30,853 | 0.00 | 0.00 | -0.00 | sell |
| PRINCIPAL FINANCIAL GROUP INC | 647,978 | 634,727 | -13,251 | 0.00 | 0.00 | +0.00 | sell |
| ROYAL BANK OF CANADA | 744,929 | 618,420 | -126,509 | 0.00 | 0.00 | -0.00 | sell |
| FINANCIAL CONSULATE, INC | 0 | 599,000 | +599,000 | 0.00 | 0.08 | +0.08 | buy |
| Alyeska Investment Group, L.P. | 598,819 | 598,819 | 0 | 0.01 | 0.01 | -0.00 | hold |
| Fisher Asset Management, LLC | 575,427 | 575,425 | -2 | 0.00 | 0.00 | -0.00 | sell |
| GLOBEFLEX CAPITAL L P | 566,515 | 487,570 | -78,945 | 0.24 | 0.41 | +0.17 | sell |
| Invesco Ltd. | 497,380 | 413,743 | -83,637 | 0.00 | 0.00 | -0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 372,587 | 412,984 | +40,397 | 0.01 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 392,848 | 392,698 | -150 | 0.00 | 0.00 | +0.00 | sell |
| DEUTSCHE BANK AG\ | 754,696 | 383,515 | -371,181 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 288,375 | 354,043 | +65,668 | 0.00 | 0.00 | +0.00 | buy |
| RHUMBLINE ADVISERS | 337,009 | 332,023 | -4,986 | 0.00 | 0.00 | -0.00 | sell |
| LSV ASSET MANAGEMENT | 324,100 | 324,100 | 0 | 0.00 | 0.00 | +0.00 | hold |
| AQR CAPITAL MANAGEMENT LLC | 322,391 | 308,395 | -13,996 | 0.00 | 0.00 | -0.00 | sell |
| STRS OHIO | 588,200 | 295,900 | -292,300 | 0.01 | 0.01 | -0.01 | sell |
| Legal & General Group Plc | 277,113 | 266,594 | -10,519 | 0.00 | 0.00 | -0.00 | sell |
| CANADA LIFE ASSURANCE Co | 244,889 | 256,856 | +11,967 | 0.00 | 0.00 | +0.00 | buy |
| Penserra Capital Management LLC | 247,141 | 255,806 | +8,665 | 0.02 | 0.02 | -0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 248,580 | 242,713 | -5,867 | 0.01 | 0.01 | -0.00 | sell |
| Swiss National Bank | 212,000 | 217,500 | +5,500 | 0.00 | 0.00 | +0.00 | buy |
| Lighthouse Investment Partners, LLC | 300,000 | 200,000 | -100,000 | 0.07 | 0.04 | -0.03 | sell |
| Engine Capital Management, LP | 243,661 | 200,000 | -43,661 | 0.26 | 0.13 | -0.13 | sell |
| AMERIPRISE FINANCIAL INC | 615,704 | 193,131 | -422,573 | 0.00 | 0.00 | -0.00 | sell |
| US BANCORP \DE\ | 181,607 | 181,607 | 0 | 0.00 | 0.00 | +0.00 | hold |
| D. E. Shaw & Co., Inc. | 243,202 | 181,073 | -62,129 | 0.00 | 0.00 | -0.00 | sell |
| NOMURA ASSET MANAGEMENT CO LTD | 155,000 | 166,000 | +11,000 | 0.00 | 0.00 | +0.00 | buy |
| Allegheny Financial Group | 199,592 | 158,798 | -40,794 | 0.23 | 0.16 | -0.06 | sell |
| GSA CAPITAL PARTNERS LLP | 0 | 156,619 | +156,619 | 0.00 | 0.07 | +0.07 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 251,719 | 153,059 | -98,660 | 0.00 | 0.00 | -0.00 | sell |
| Asset Management One Co., Ltd. | 160,824 | 152,994 | -7,830 | 0.00 | 0.00 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 567,370 | 148,010 | -419,360 | 0.01 | 0.00 | -0.00 | sell |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 157,783 | 146,101 | -11,682 | 0.00 | 0.00 | -0.00 | sell |
| FRANKLIN RESOURCES INC | 123,123 | 130,688 | +7,565 | 0.00 | 0.00 | +0.00 | buy |
| Man Group plc | 458,749 | 127,056 | -331,693 | 0.01 | 0.00 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 121,151 | 125,785 | +4,634 | 0.00 | 0.00 | +0.00 | buy |
| Quantinno Capital Management LP | 95,227 | 124,737 | +29,510 | 0.00 | 0.00 | -0.00 | buy |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 118,446 | 118,446 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Sumitomo Mitsui Trust Group, Inc. | 118,080 | 115,716 | -2,364 | 0.00 | 0.00 | -0.00 | sell |
| State of Alaska, Department of Revenue | 118,393 | 111,908 | -6,485 | 0.01 | 0.01 | -0.00 | sell |
| ExodusPoint Capital Management, LP | 164,020 | 111,373 | -52,647 | 0.01 | 0.01 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 298,584 | 107,979 | -190,605 | 0.00 | 0.00 | -0.00 | sell |
| Allianz Asset Management GmbH | 61,539 | 101,366 | +39,827 | 0.00 | 0.00 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 100,894 | 100,899 | +5 | 0.00 | 0.00 | -0.00 | buy |
| GRACE & WHITE INC /NY | 97,540 | 95,840 | -1,700 | 0.31 | 0.33 | +0.01 | sell |
| JANE STREET GROUP, LLC | 0 | 93,808 | +93,808 | 0.00 | 0.00 | +0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 120,657 | 92,015 | -28,642 | 0.00 | 0.00 | -0.00 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 84,454 | 90,712 | +6,258 | 0.00 | 0.00 | +0.00 | buy |
| INTECH INVESTMENT MANAGEMENT LLC | 57,077 | 89,549 | +32,472 | 0.00 | 0.00 | +0.00 | buy |
| CITIGROUP INC | 166,110 | 88,576 | -77,534 | 0.00 | 0.00 | -0.00 | sell |
| Pathstone Holdings, LLC | 93,935 | 87,440 | -6,495 | 0.00 | 0.00 | -0.00 | sell |
| MARTINGALE ASSET MANAGEMENT L P | 175,179 | 86,697 | -88,482 | 0.02 | 0.01 | -0.01 | sell |
| WELLS FARGO & COMPANY/MN | 75,649 | 84,819 | +9,170 | 0.00 | 0.00 | +0.00 | buy |
| Mitsubishi UFJ Asset Management Co., Ltd. | 77,439 | 84,157 | +6,718 | 0.00 | 0.00 | +0.00 | buy |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 144,212 | 80,679 | -63,533 | 0.00 | 0.00 | -0.00 | sell |
| NewEdge Advisors, LLC | 641 | 71,862 | +71,221 | 0.00 | 0.00 | +0.00 | buy |
| Pensionfund DSM Netherlands | 69,000 | 69,000 | 0 | 0.24 | 0.25 | +0.01 | hold |
| NISA INVESTMENT ADVISORS, LLC | 69,793 | 66,945 | -2,848 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 67,445 | 64,957 | -2,488 | 0.00 | 0.00 | -0.00 | sell |
| CITADEL ADVISORS LLC | 460,185 | 63,629 | -396,556 | 0.00 | 0.00 | -0.00 | sell |
| Illinois Municipal Retirement Fund | 55,372 | 56,751 | +1,379 | 0.00 | 0.00 | +0.00 | buy |
| ALPS ADVISORS INC | 0 | 54,323 | +54,323 | 0.00 | 0.00 | +0.00 | buy |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 60,517 | 51,558 | -8,959 | 0.00 | 0.00 | -0.00 | sell |
| SG Americas Securities, LLC | 12,286 | 51,494 | +39,208 | 0.00 | 0.00 | +0.00 | buy |
| TWO SIGMA ADVISERS, LP | 64,100 | 51,400 | -12,700 | 0.00 | 0.00 | -0.00 | sell |
| Ensign Peak Advisors, Inc | 75,178 | 49,628 | -25,550 | 0.00 | 0.00 | -0.00 | sell |
| Louisiana State Employees Retirement System | 51,100 | 48,700 | -2,400 | 0.00 | 0.00 | -0.00 | sell |
| Resona Asset Management Co.,Ltd. | 44,031 | 48,355 | +4,324 | 0.00 | 0.00 | +0.00 | buy |
| State of Tennessee, Department of Treasury | 47,032 | 47,974 | +942 | 0.00 | 0.00 | +0.00 | buy |
| JANUS HENDERSON GROUP PLC | 46,561 | 46,561 | 0 | 0.00 | 0.00 | +0.00 | hold |
| KEYBANK NATIONAL ASSOCIATION/OH | 43,577 | 43,577 | 0 | 0.00 | 0.00 | +0.00 | hold |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 48,118 | 43,574 | -4,544 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 313,736 | 41,291 | -272,445 | 0.00 | 0.00 | -0.00 | sell |
| PharVision Advisers, LLC | 0 | 39,995 | +39,995 | 0.00 | 0.12 | +0.12 | buy |
| Cresset Asset Management, LLC | 38,425 | 38,970 | +545 | 0.00 | 0.00 | -0.00 | buy |
| Daiwa Securities Group Inc. | 38,521 | 38,521 | 0 | 0.00 | 0.00 | -0.00 | hold |