| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 24,816,392 | 25,236,820 | +420,428 | 0.01 | 0.01 | -0.00 | buy |
| GOLDMAN SACHS GROUP INC | 6,768,502 | 8,095,154 | +1,326,652 | 0.02 | 0.02 | +0.00 | buy |
| STATE STREET CORP | 7,992,605 | 7,143,483 | -849,122 | 0.00 | 0.00 | -0.00 | sell |
| H/2 CREDIT MANAGER LP | 6,304,257 | 6,304,257 | 0 | 18.24 | 19.10 | +0.86 | hold |
| JPMORGAN CHASE & CO | 5,093,989 | 5,049,746 | -44,243 | 0.01 | 0.01 | -0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 4,049,166 | 4,353,381 | +304,215 | 0.05 | 0.05 | -0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 3,698,663 | 3,775,409 | +76,746 | 0.00 | 0.00 | -0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 3,366,698 | 3,379,533 | +12,835 | 0.01 | 0.01 | -0.00 | buy |
| Allianz Asset Management GmbH | 3,184,395 | 3,148,773 | -35,622 | 0.07 | 0.06 | -0.01 | sell |
| Fisher Asset Management, LLC | 3,057,516 | 3,053,219 | -4,297 | 0.02 | 0.02 | -0.00 | sell |
| AMERIPRISE FINANCIAL INC | 2,921,348 | 2,816,897 | -104,451 | 0.01 | 0.01 | -0.00 | sell |
| PALISADE CAPITAL MANAGEMENT, LP | 2,618,806 | 2,660,231 | +41,425 | 0.81 | 0.83 | +0.02 | buy |
| DIMENSIONAL FUND ADVISORS LP | 2,211,023 | 2,279,548 | +68,525 | 0.01 | 0.01 | -0.00 | buy |
| GRS Advisors, LLC | 0 | 2,137,706 | +2,137,706 | 0.00 | 3.39 | +3.39 | buy |
| FMR LLC | 2,470,425 | 1,969,521 | -500,904 | 0.00 | 0.00 | -0.00 | sell |
| NORTHERN TRUST CORP | 1,822,119 | 1,739,412 | -82,707 | 0.00 | 0.00 | -0.00 | sell |
| BNP Paribas Asset Management Holding S.A. | 1,322,297 | 1,554,388 | +232,091 | 0.04 | 0.05 | +0.01 | buy |
| LSV ASSET MANAGEMENT | 1,463,700 | 1,547,200 | +83,500 | 0.04 | 0.04 | +0.00 | buy |
| DONALD SMITH & CO., INC. | 1,160,158 | 1,432,658 | +272,500 | 0.35 | 0.39 | +0.04 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 1,466,429 | 1,402,571 | -63,858 | 0.09 | 0.07 | -0.01 | sell |
| Clearbridge Investments, LLC | 1,316,177 | 1,343,923 | +27,746 | 0.01 | 0.01 | -0.00 | buy |
| Qube Research & Technologies Ltd | 108,729 | 1,322,567 | +1,213,838 | 0.00 | 0.03 | +0.03 | buy |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 1,450,000 | 1,250,000 | -200,000 | 0.04 | 0.03 | -0.01 | sell |
| Neuberger Berman Group LLC | 1,096,165 | 1,158,695 | +62,530 | 0.01 | 0.01 | +0.00 | buy |
| Legal & General Group Plc | 1,182,060 | 1,153,005 | -29,055 | 0.00 | 0.00 | -0.00 | sell |
| INFRASTRUCTURE CAPITAL ADVISORS, LLC | 938,882 | 1,033,724 | +94,842 | 3.66 | 3.38 | -0.28 | buy |
| MORGAN STANLEY | 986,282 | 1,011,788 | +25,506 | 0.00 | 0.00 | -0.00 | buy |
| NORDEA INVESTMENT MANAGEMENT AB | 985,402 | 982,310 | -3,092 | 0.01 | 0.01 | -0.00 | sell |
| Bank of New York Mellon Corp | 997,223 | 928,913 | -68,310 | 0.00 | 0.00 | -0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 1,170,400 | 901,949 | -268,451 | 0.01 | 0.00 | -0.00 | sell |
| NORGES BANK | 1,023,584 | 895,507 | -128,077 | 0.00 | 0.00 | -0.00 | sell |
| BROOKFIELD Corp /ON/ | 0 | 821,152 | +821,152 | 0.00 | 0.06 | +0.06 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 792,260 | 793,967 | +1,707 | 0.01 | 0.01 | -0.00 | buy |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 750,807 | 733,637 | -17,170 | 0.00 | 0.00 | -0.00 | sell |
| Invesco Ltd. | 670,083 | 732,836 | +62,753 | 0.00 | 0.00 | -0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 658,681 | 704,608 | +45,927 | 0.00 | 0.00 | -0.00 | buy |
| TWO SIGMA INVESTMENTS, LP | 335,814 | 694,211 | +358,397 | 0.01 | 0.02 | +0.01 | buy |
| TWO SIGMA ADVISERS, LP | 689,623 | 654,923 | -34,700 | 0.02 | 0.02 | -0.00 | sell |
| FRANKLIN RESOURCES INC | 114,239 | 602,471 | +488,232 | 0.00 | 0.00 | +0.00 | buy |
| Lighthouse Investment Partners, LLC | 0 | 570,000 | +570,000 | 0.00 | 0.31 | +0.31 | buy |
| AQR CAPITAL MANAGEMENT LLC | 353,870 | 523,765 | +169,895 | 0.01 | 0.01 | +0.00 | buy |
| MARSHALL WACE, LLP | 0 | 475,891 | +475,891 | 0.00 | 0.01 | +0.01 | buy |
| Alexander Randolph Advisory, Inc. | 459,132 | 459,102 | -30 | 4.89 | 4.75 | -0.14 | sell |
| VAN ECK ASSOCIATES CORP | 408,491 | 457,249 | +48,758 | 0.02 | 0.02 | -0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 412,235 | 399,865 | -12,370 | 0.02 | 0.02 | -0.00 | sell |
| FIRST TRUST ADVISORS LP | 397,083 | 384,583 | -12,500 | 0.01 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 2,576,682 | 382,385 | -2,194,297 | 0.03 | 0.00 | -0.02 | sell |
| WESTWOOD HOLDINGS GROUP INC | 375,000 | 375,000 | 0 | 0.08 | 0.07 | -0.01 | hold |
| THRIVENT FINANCIAL FOR LUTHERANS | 69,230 | 328,317 | +259,087 | 0.00 | 0.01 | +0.01 | buy |
| SEI INVESTMENTS CO | 310,054 | 318,188 | +8,134 | 0.01 | 0.01 | -0.00 | buy |
| Swiss National Bank | 310,358 | 307,758 | -2,600 | 0.00 | 0.00 | -0.00 | sell |
| RHUMBLINE ADVISERS | 303,941 | 295,562 | -8,379 | 0.00 | 0.00 | -0.00 | sell |
| LDR Capital Management LLC | 291,759 | 292,210 | +451 | 4.08 | 4.82 | +0.73 | buy |
| COHEN & STEERS, INC. | 285,454 | 278,454 | -7,000 | 0.01 | 0.01 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 317,039 | 277,744 | -39,295 | 0.01 | 0.00 | -0.00 | sell |
| Man Group plc | 386,648 | 248,098 | -138,550 | 0.01 | 0.01 | -0.01 | sell |
| Mirae Asset Global Investments Co., Ltd. | 273,953 | 241,145 | -32,808 | 0.01 | 0.01 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 182,514 | 232,164 | +49,650 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 279,274 | 231,786 | -47,488 | 0.00 | 0.00 | -0.00 | sell |
| Asset Management One Co., Ltd. | 244,301 | 230,756 | -13,545 | 0.01 | 0.01 | -0.00 | sell |
| ALGERT GLOBAL LLC | 236,087 | 229,167 | -6,920 | 0.11 | 0.11 | -0.01 | sell |
| CANADA LIFE ASSURANCE Co | 197,706 | 209,892 | +12,186 | 0.01 | 0.01 | -0.00 | buy |
| Cubist Systematic Strategies, LLC | 251,522 | 202,376 | -49,146 | 0.04 | 0.03 | -0.01 | sell |
| RENAISSANCE TECHNOLOGIES LLC | 108,132 | 200,632 | +92,500 | 0.00 | 0.00 | +0.00 | buy |
| HSBC HOLDINGS PLC | 167,889 | 192,230 | +24,341 | 0.00 | 0.00 | -0.00 | buy |
| NOMURA ASSET MANAGEMENT CO LTD | 180,900 | 184,000 | +3,100 | 0.01 | 0.01 | -0.00 | buy |
| Russell Investments Group, Ltd. | 125,080 | 181,076 | +55,996 | 0.00 | 0.00 | +0.00 | buy |
| Sumitomo Mitsui Trust Group, Inc. | 178,304 | 176,131 | -2,173 | 0.00 | 0.00 | -0.00 | sell |
| Brevan Howard Capital Management LP | 19,209 | 174,688 | +155,479 | 0.02 | 0.19 | +0.16 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 112,339 | 168,206 | +55,867 | 0.00 | 0.01 | +0.00 | buy |
| BARCLAYS PLC | 275,646 | 159,287 | -116,359 | 0.00 | 0.00 | -0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 165,934 | 155,554 | -10,380 | 0.00 | 0.00 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 101,907 | 148,273 | +46,366 | 0.00 | 0.00 | +0.00 | buy |
| FIRST TRUST ADVISORS LP | 152,982 | 137,920 | -15,062 | 0.00 | 0.00 | -0.00 | sell |
| CastleKnight Management LP | 308,400 | 135,413 | -172,987 | 0.58 | 0.24 | -0.34 | sell |
| MACQUARIE GROUP LTD | 64,538 | 132,944 | +68,406 | 0.00 | 0.00 | +0.00 | buy |
| TEACHER RETIREMENT SYSTEM OF TEXAS | 81,072 | 128,585 | +47,513 | 0.01 | 0.01 | +0.00 | buy |
| Y-Intercept (Hong Kong) Ltd | 49,843 | 125,925 | +76,082 | 0.05 | 0.11 | +0.06 | buy |
| SG Americas Securities, LLC | 57,074 | 125,076 | +68,002 | 0.01 | 0.01 | +0.00 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 114,863 | 115,001 | +138 | 0.03 | 0.03 | -0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 105,045 | 107,116 | +2,071 | 0.00 | 0.00 | -0.00 | buy |
| Vestcor Inc | 79,858 | 103,421 | +23,563 | 0.03 | 0.04 | +0.01 | buy |
| Adams Asset Advisors, LLC | 99,528 | 102,746 | +3,218 | 0.34 | 0.33 | -0.01 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 73,949 | 100,553 | +26,604 | 0.00 | 0.00 | -0.00 | buy |
| Ilmarinen Mutual Pension Insurance Co | 100,000 | 100,000 | 0 | 0.02 | 0.01 | -0.00 | hold |
| VICTORY CAPITAL MANAGEMENT INC | 20,435 | 98,913 | +78,478 | 0.00 | 0.00 | +0.00 | buy |
| Mitsubishi UFJ Asset Management Co., Ltd. | 98,362 | 98,362 | 0 | 0.00 | 0.00 | -0.00 | hold |
| FMR LLC | 93,935 | 93,935 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Edgemoor Investment Advisors, Inc. | 94,903 | 90,253 | -4,650 | 0.25 | 0.21 | -0.04 | sell |
| Amundi | 98,302 | 88,577 | -9,725 | 0.00 | 0.00 | -0.00 | sell |
| VOYA INVESTMENT MANAGEMENT LLC | 63,470 | 87,766 | +24,296 | 0.00 | 0.00 | +0.00 | buy |
| MQS Management LLC | 57,234 | 87,261 | +30,027 | 0.37 | 0.59 | +0.22 | buy |
| Boston Partners | 0 | 86,684 | +86,684 | 0.00 | 0.00 | +0.00 | buy |
| Pensionfund DSM Netherlands | 76,200 | 86,200 | +10,000 | 0.54 | 0.55 | +0.01 | buy |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 76,896 | 84,050 | +7,154 | 0.00 | 0.00 | +0.00 | buy |
| JANE STREET GROUP, LLC | 252,263 | 83,971 | -168,292 | 0.00 | 0.00 | -0.00 | sell |
| Ensign Peak Advisors, Inc | 83,910 | 79,880 | -4,030 | 0.00 | 0.00 | -0.00 | sell |
| MetLife Investment Management, LLC | 82,075 | 78,469 | -3,606 | 0.01 | 0.01 | -0.00 | sell |
| GSA CAPITAL PARTNERS LLP | 31,786 | 78,058 | +46,272 | 0.03 | 0.07 | +0.04 | buy |
| AMERICAN INTERNATIONAL GROUP, INC. | 77,071 | 75,621 | -1,450 | 0.00 | 0.00 | -0.00 | sell |