| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| BlackRock, Inc. | 21,070,138 | 20,504,937 | -565,201 | 0.00 | 0.00 | -0.00 | sell |
| VANGUARD GROUP INC | 15,514,912 | 15,474,067 | -40,845 | 0.00 | 0.00 | -0.00 | sell |
| Sonora Investment Management Group, LLC | 16,360,000 | 15,227,000 | -1,133,000 | 1.14 | 1.14 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 10,470,000 | 10,470,000 | 0 | 0.02 | 0.02 | +0.00 | hold |
| H/2 CREDIT MANAGER LP | 7,167,331 | 8,909,500 | +1,742,169 | 12.70 | 15.59 | +2.90 | buy |
| JENNISON ASSOCIATES LLC | 5,512,683 | 6,704,189 | +1,191,506 | 0.02 | 0.03 | +0.00 | buy |
| STATE STREET CORP | 6,328,451 | 6,519,229 | +190,778 | 0.00 | 0.00 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 2,788,634 | 2,726,910 | -61,724 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 2,436,605 | 2,577,615 | +141,010 | 0.02 | 0.02 | +0.00 | buy |
| MORGAN STANLEY | 1,778,760 | 1,832,687 | +53,927 | 0.00 | 0.00 | -0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 1,565,835 | 1,590,760 | +24,925 | 0.00 | 0.00 | -0.00 | buy |
| GOLDMAN SACHS GROUP INC | 1,838,420 | 1,577,234 | -261,186 | 0.00 | 0.00 | -0.00 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,571,706 | 1,497,514 | -74,192 | 0.00 | 0.00 | -0.00 | sell |
| NORTHERN TRUST CORP | 1,191,577 | 1,469,573 | +277,996 | 0.00 | 0.00 | +0.00 | buy |
| DEUTSCHE BANK AG\ | 1,600,751 | 1,190,088 | -410,663 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 1,193,305 | 1,162,094 | -31,211 | 0.00 | 0.00 | +0.00 | sell |
| UBS Group AG | 142,027 | 1,128,163 | +986,136 | 0.00 | 0.00 | +0.00 | buy |
| SYSTEMATIC FINANCIAL MANAGEMENT LP | 1,038,684 | 1,075,454 | +36,770 | 0.18 | 0.19 | +0.01 | buy |
| GRACE & WHITE INC /NY | 1,114,953 | 1,065,953 | -49,000 | 1.38 | 1.37 | -0.02 | sell |
| GLOBEFLEX CAPITAL L P | 919,684 | 1,017,858 | +98,174 | 0.60 | 0.59 | -0.01 | buy |
| Bank of New York Mellon Corp | 796,500 | 895,048 | +98,548 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 2,774,081 | 867,909 | -1,906,172 | 0.00 | 0.00 | -0.00 | sell |
| BANK OF MONTREAL /CAN/ | 859,082 | 823,254 | -35,828 | 0.00 | 0.00 | +0.00 | sell |
| JPMORGAN CHASE & CO | 317,189 | 806,972 | +489,783 | 0.00 | 0.00 | +0.00 | buy |
| ROYAL BANK OF CANADA | 854,522 | 804,861 | -49,661 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 711,491 | 711,996 | +505 | 0.00 | 0.00 | -0.00 | buy |
| Legal & General Group Plc | 733,106 | 684,302 | -48,804 | 0.00 | 0.00 | -0.00 | sell |
| Lighthouse Investment Partners, LLC | 430,000 | 635,000 | +205,000 | 0.16 | 0.17 | +0.01 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 638,508 | 601,722 | -36,786 | 0.00 | 0.00 | -0.00 | sell |
| Alyeska Investment Group, L.P. | 597,098 | 598,819 | +1,721 | 0.02 | 0.02 | -0.01 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 510,461 | 525,598 | +15,137 | 0.00 | 0.00 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 453,447 | 524,833 | +71,386 | 0.00 | 0.00 | +0.00 | buy |
| Fisher Asset Management, LLC | 495,317 | 519,495 | +24,178 | 0.00 | 0.00 | +0.00 | buy |
| Invesco Ltd. | 432,784 | 448,435 | +15,651 | 0.00 | 0.00 | -0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 289,749 | 371,666 | +81,917 | 0.00 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 240,767 | 349,226 | +108,459 | 0.00 | 0.00 | +0.00 | buy |
| State of New Jersey Common Pension Fund D | 290,421 | 344,125 | +53,704 | 0.01 | 0.01 | +0.00 | buy |
| RHUMBLINE ADVISERS | 332,860 | 343,264 | +10,404 | 0.00 | 0.00 | +0.00 | buy |
| AMERIPRISE FINANCIAL INC | 306,847 | 286,550 | -20,297 | 0.00 | 0.00 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 279,781 | 279,654 | -127 | 0.00 | 0.00 | -0.00 | sell |
| ALGERT GLOBAL LLC | 250,355 | 274,404 | +24,049 | 0.05 | 0.04 | -0.00 | buy |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 229,892 | 271,365 | +41,473 | 0.01 | 0.01 | -0.00 | buy |
| Engine Capital Management, LP | 243,661 | 243,661 | 0 | 0.29 | 0.31 | +0.02 | hold |
| CANADA LIFE ASSURANCE Co | 228,191 | 238,703 | +10,512 | 0.00 | 0.00 | +0.00 | buy |
| AXA S.A. | 232,427 | 232,427 | 0 | 0.00 | 0.00 | +0.00 | hold |
| 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 | 245,627 | 211,426 | -34,201 | 0.42 | 0.37 | -0.04 | sell |
| MARTINGALE ASSET MANAGEMENT L P | 175,012 | 204,267 | +29,255 | 0.03 | 0.03 | +0.01 | buy |
| US BANCORP \DE\ | 170,143 | 170,143 | 0 | 0.00 | 0.00 | +0.00 | hold |
| CITADEL ADVISORS LLC | 29,873 | 168,509 | +138,636 | 0.00 | 0.00 | +0.00 | buy |
| ExodusPoint Capital Management, LP | 77,408 | 165,447 | +88,039 | 0.01 | 0.01 | +0.01 | buy |
| CITIGROUP INC | 146,649 | 162,638 | +15,989 | 0.00 | 0.00 | +0.00 | buy |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 189,806 | 161,956 | -27,850 | 0.00 | 0.00 | -0.00 | sell |
| Asset Management One Co., Ltd. | 162,720 | 160,961 | -1,759 | 0.00 | 0.00 | -0.00 | sell |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 110,490 | 158,367 | +47,877 | 0.00 | 0.00 | +0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 154,616 | 153,493 | -1,123 | 0.00 | 0.00 | -0.00 | sell |
| NOMURA ASSET MANAGEMENT CO LTD | 133,800 | 138,200 | +4,400 | 0.00 | 0.00 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 136,341 | 136,912 | +571 | 0.00 | 0.00 | +0.00 | buy |
| TWO SIGMA ADVISERS, LP | 169,300 | 136,500 | -32,800 | 0.00 | 0.00 | -0.00 | sell |
| HSBC HOLDINGS PLC | 139,292 | 135,128 | -4,164 | 0.00 | 0.00 | -0.00 | sell |
| Pathstone Holdings, LLC | 139,277 | 129,771 | -9,506 | 0.00 | 0.00 | -0.00 | sell |
| Sumitomo Mitsui Trust Group, Inc. | 124,536 | 121,895 | -2,641 | 0.00 | 0.00 | -0.00 | sell |
| FRANKLIN RESOURCES INC | 121,534 | 121,534 | 0 | 0.00 | 0.00 | +0.00 | hold |
| State of Alaska, Department of Revenue | 111,298 | 111,866 | +568 | 0.01 | 0.01 | +0.00 | buy |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 50,630 | 107,025 | +56,395 | 0.00 | 0.00 | +0.00 | buy |
| Amundi | 86,245 | 105,562 | +19,317 | 0.00 | 0.00 | +0.00 | buy |
| Ensign Peak Advisors, Inc | 101,528 | 101,528 | 0 | 0.00 | 0.00 | +0.00 | hold |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 102,026 | 100,894 | -1,132 | 0.00 | 0.00 | -0.00 | sell |
| PANAGORA ASSET MANAGEMENT INC | 103,039 | 94,865 | -8,174 | 0.00 | 0.00 | -0.00 | sell |
| NISA INVESTMENT ADVISORS, LLC | 80,638 | 92,477 | +11,839 | 0.00 | 0.00 | -0.00 | buy |
| MACQUARIE GROUP LTD | 112,552 | 85,879 | -26,673 | 0.00 | 0.00 | -0.00 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 85,075 | 83,802 | -1,273 | 0.00 | 0.00 | +0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 455,836 | 83,564 | -372,272 | 0.00 | 0.00 | -0.00 | sell |
| Mitsubishi UFJ Asset Management Co., Ltd. | 63,755 | 77,439 | +13,684 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 68,813 | 76,727 | +7,914 | 0.00 | 0.00 | +0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 192,210 | 73,919 | -118,291 | 0.01 | 0.01 | -0.01 | sell |
| INTECH INVESTMENT MANAGEMENT LLC | 41,986 | 72,344 | +30,358 | 0.00 | 0.00 | +0.00 | buy |
| GRACE & WHITE INC /NY | 40,831 | 70,194 | +29,363 | 0.15 | 0.27 | +0.11 | buy |
| Pensionfund DSM Netherlands | 69,000 | 69,000 | 0 | 0.22 | 0.29 | +0.08 | hold |
| LSV ASSET MANAGEMENT | 25,200 | 65,800 | +40,600 | 0.00 | 0.00 | +0.00 | buy |
| JANE STREET GROUP, LLC | 50,001 | 62,886 | +12,885 | 0.00 | 0.00 | +0.00 | buy |
| MetLife Investment Management, LLC | 57,034 | 62,879 | +5,845 | 0.00 | 0.00 | +0.00 | buy |
| WELLS FARGO & COMPANY/MN | 65,432 | 61,824 | -3,608 | 0.00 | 0.00 | -0.00 | sell |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 57,643 | 59,726 | +2,083 | 0.00 | 0.00 | -0.00 | buy |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 41,592 | 57,085 | +15,493 | 0.00 | 0.00 | +0.00 | buy |
| Illinois Municipal Retirement Fund | 61,280 | 56,820 | -4,460 | 0.01 | 0.01 | -0.00 | sell |
| Corebridge Financial, Inc. | 60,376 | 56,002 | -4,374 | 0.00 | 0.00 | -0.00 | sell |
| Orion Porfolio Solutions, LLC | 60,991 | 55,495 | -5,496 | 0.00 | 0.00 | -0.00 | sell |
| Engineers Gate Manager LP | 41,694 | 52,871 | +11,177 | 0.01 | 0.01 | +0.00 | buy |
| Louisiana State Employees Retirement System | 52,400 | 52,400 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Centiva Capital, LP | 65,278 | 52,347 | -12,931 | 0.02 | 0.01 | -0.01 | sell |
| State of Tennessee, Department of Treasury | 50,478 | 49,323 | -1,155 | 0.00 | 0.00 | +0.00 | sell |
| Brevan Howard Capital Management LP | 39,281 | 48,914 | +9,633 | 0.01 | 0.01 | -0.00 | buy |
| Walleye Capital LLC | 0 | 47,212 | +47,212 | 0.00 | 0.00 | +0.00 | buy |
| JANUS HENDERSON GROUP PLC | 46,561 | 46,561 | 0 | 0.00 | 0.00 | -0.00 | hold |
| RENAISSANCE TECHNOLOGIES LLC | 32,500 | 45,900 | +13,400 | 0.00 | 0.00 | +0.00 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 90,924 | 43,574 | -47,350 | 0.00 | 0.00 | -0.00 | sell |
| Resona Asset Management Co.,Ltd. | 41,976 | 43,202 | +1,226 | 0.00 | 0.00 | +0.00 | buy |
| KEYBANK NATIONAL ASSOCIATION/OH | 30,048 | 43,131 | +13,083 | 0.00 | 0.00 | +0.00 | buy |