| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 25,236,820 | 25,329,933 | +93,113 | 0.01 | 0.00 | -0.00 | buy |
| GOLDMAN SACHS GROUP INC | 8,095,154 | 7,488,813 | -606,341 | 0.02 | 0.01 | -0.01 | sell |
| STATE STREET CORP | 7,143,483 | 7,057,019 | -86,464 | 0.00 | 0.00 | -0.00 | sell |
| H/2 CREDIT MANAGER LP | 6,304,257 | 6,304,257 | 0 | 19.10 | 16.35 | -2.75 | hold |
| JPMORGAN CHASE & CO | 5,049,746 | 4,926,339 | -123,407 | 0.01 | 0.00 | -0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 3,775,409 | 3,886,056 | +110,647 | 0.00 | 0.00 | -0.00 | buy |
| GRS Advisors, LLC | 2,137,706 | 3,547,188 | +1,409,482 | 3.39 | 3.94 | +0.55 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 3,379,533 | 3,421,788 | +42,255 | 0.01 | 0.01 | -0.00 | buy |
| Allianz Asset Management GmbH | 3,148,773 | 3,338,648 | +189,875 | 0.06 | 0.05 | -0.01 | buy |
| DONALD SMITH & CO., INC. | 1,432,658 | 3,311,274 | +1,878,616 | 0.39 | 0.81 | +0.42 | buy |
| Fisher Asset Management, LLC | 3,053,219 | 3,105,443 | +52,224 | 0.02 | 0.01 | -0.00 | buy |
| AMERIPRISE FINANCIAL INC | 2,816,897 | 2,757,890 | -59,007 | 0.01 | 0.01 | -0.00 | sell |
| PALISADE CAPITAL MANAGEMENT, LP | 2,660,231 | 2,612,284 | -47,947 | 0.83 | 0.68 | -0.15 | sell |
| DIMENSIONAL FUND ADVISORS LP | 2,279,548 | 2,237,324 | -42,224 | 0.01 | 0.01 | -0.00 | sell |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 1,925,605 | +1,925,605 | 0.00 | 0.05 | +0.05 | buy |
| LSV ASSET MANAGEMENT | 1,547,200 | 1,699,595 | +152,395 | 0.04 | 0.04 | -0.00 | buy |
| NORTHERN TRUST CORP | 1,739,412 | 1,673,244 | -66,168 | 0.00 | 0.00 | -0.00 | sell |
| ARROWSTREET CAPITAL, LIMITED PARTNERSHIP | 4,353,381 | 1,611,777 | -2,741,604 | 0.05 | 0.01 | -0.03 | sell |
| BNP Paribas Asset Management Holding S.A. | 1,554,388 | 1,591,525 | +37,137 | 0.05 | 0.04 | -0.01 | buy |
| Qube Research & Technologies Ltd | 1,322,567 | 1,583,870 | +261,303 | 0.03 | 0.03 | -0.00 | buy |
| MORGAN STANLEY | 1,011,788 | 1,457,146 | +445,358 | 0.00 | 0.00 | +0.00 | buy |
| Clearbridge Investments, LLC | 1,343,923 | 1,316,995 | -26,928 | 0.01 | 0.01 | -0.00 | sell |
| INFRASTRUCTURE CAPITAL ADVISORS, LLC | 1,033,724 | 1,108,848 | +75,124 | 3.38 | 3.84 | +0.46 | buy |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 1,402,571 | 1,016,002 | -386,569 | 0.07 | 0.04 | -0.03 | sell |
| Bank of New York Mellon Corp | 928,913 | 980,894 | +51,981 | 0.00 | 0.00 | -0.00 | buy |
| Legal & General Group Plc | 1,153,005 | 975,893 | -177,112 | 0.00 | 0.00 | -0.00 | sell |
| NORGES BANK | 895,507 | 943,588 | +48,081 | 0.00 | 0.00 | -0.00 | buy |
| NORDEA INVESTMENT MANAGEMENT AB | 982,310 | 883,858 | -98,452 | 0.01 | 0.01 | -0.00 | sell |
| Lighthouse Investment Partners, LLC | 570,000 | 860,000 | +290,000 | 0.31 | 0.46 | +0.15 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 793,967 | 781,595 | -12,372 | 0.01 | 0.01 | -0.00 | sell |
| Invesco Ltd. | 732,836 | 719,005 | -13,831 | 0.00 | 0.00 | -0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 704,608 | 617,535 | -87,073 | 0.00 | 0.00 | -0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 901,949 | 595,688 | -306,261 | 0.00 | 0.00 | -0.00 | sell |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 1,250,000 | 575,000 | -675,000 | 0.03 | 0.01 | -0.02 | sell |
| AQR CAPITAL MANAGEMENT LLC | 523,765 | 571,240 | +47,475 | 0.01 | 0.01 | -0.00 | buy |
| VAN ECK ASSOCIATES CORP | 457,249 | 513,281 | +56,032 | 0.02 | 0.02 | +0.00 | buy |
| Alexander Randolph Advisory, Inc. | 459,102 | 454,860 | -4,242 | 4.75 | 4.10 | -0.65 | sell |
| TWO SIGMA ADVISERS, LP | 654,923 | 433,223 | -221,700 | 0.02 | 0.01 | -0.01 | sell |
| CITADEL ADVISORS LLC | 29,776 | 420,604 | +390,828 | 0.00 | 0.00 | +0.00 | buy |
| SEI INVESTMENTS CO | 318,188 | 393,842 | +75,654 | 0.01 | 0.01 | -0.00 | buy |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 399,865 | 387,893 | -11,972 | 0.02 | 0.01 | -0.00 | sell |
| WESTWOOD HOLDINGS GROUP INC | 375,000 | 375,000 | 0 | 0.07 | 0.04 | -0.03 | hold |
| FIRST TRUST ADVISORS LP | 384,583 | 370,497 | -14,086 | 0.00 | 0.00 | -0.00 | sell |
| Man Group plc | 248,098 | 349,600 | +101,502 | 0.01 | 0.01 | +0.00 | buy |
| MARSHALL WACE, LLP | 475,891 | 310,291 | -165,600 | 0.01 | 0.00 | -0.01 | sell |
| Swiss National Bank | 307,758 | 307,758 | 0 | 0.00 | 0.00 | -0.00 | hold |
| TWO SIGMA INVESTMENTS, LP | 694,211 | 306,945 | -387,266 | 0.02 | 0.01 | -0.01 | sell |
| FMR LLC | 1,969,521 | 296,258 | -1,673,263 | 0.00 | 0.00 | -0.00 | sell |
| LDR Capital Management LLC | 292,210 | 295,579 | +3,369 | 4.82 | 6.70 | +1.88 | buy |
| RHUMBLINE ADVISERS | 295,562 | 293,732 | -1,830 | 0.00 | 0.00 | -0.00 | sell |
| COHEN & STEERS, INC. | 278,454 | 278,454 | 0 | 0.01 | 0.01 | +0.00 | hold |
| GSA CAPITAL PARTNERS LLP | 78,058 | 277,798 | +199,740 | 0.07 | 0.19 | +0.11 | buy |
| FRANKLIN RESOURCES INC | 602,471 | 266,412 | -336,059 | 0.00 | 0.00 | -0.00 | sell |
| ALGERT GLOBAL LLC | 229,167 | 245,999 | +16,832 | 0.11 | 0.08 | -0.03 | buy |
| HSBC HOLDINGS PLC | 192,230 | 227,058 | +34,828 | 0.00 | 0.00 | -0.00 | buy |
| Asset Management One Co., Ltd. | 230,756 | 223,983 | -6,773 | 0.01 | 0.01 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 733,637 | 213,596 | -520,041 | 0.00 | 0.00 | -0.00 | sell |
| CANADA LIFE ASSURANCE Co | 209,892 | 207,973 | -1,919 | 0.01 | 0.00 | -0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 277,744 | 199,366 | -78,378 | 0.00 | 0.00 | -0.00 | sell |
| Russell Investments Group, Ltd. | 181,076 | 198,803 | +17,727 | 0.00 | 0.00 | -0.00 | buy |
| NOMURA ASSET MANAGEMENT CO LTD | 184,000 | 190,200 | +6,200 | 0.01 | 0.01 | -0.00 | buy |
| STATE OF WISCONSIN INVESTMENT BOARD | 168,206 | 183,529 | +15,323 | 0.01 | 0.00 | -0.00 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 328,317 | 170,553 | -157,764 | 0.01 | 0.00 | -0.00 | sell |
| Sumitomo Mitsui Trust Group, Inc. | 176,131 | 168,683 | -7,448 | 0.00 | 0.00 | -0.00 | sell |
| PRUDENTIAL FINANCIAL INC | 232,164 | 159,169 | -72,995 | 0.00 | 0.00 | -0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 155,554 | 151,698 | -3,856 | 0.00 | 0.00 | -0.00 | sell |
| JANE STREET GROUP, LLC | 83,971 | 147,084 | +63,113 | 0.00 | 0.00 | +0.00 | buy |
| ExodusPoint Capital Management, LP | 0 | 144,000 | +144,000 | 0.00 | 0.02 | +0.02 | buy |
| TEACHER RETIREMENT SYSTEM OF TEXAS | 128,585 | 142,662 | +14,077 | 0.01 | 0.01 | -0.00 | buy |
| DEUTSCHE BANK AG\ | 148,273 | 140,005 | -8,268 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 0 | 138,344 | +138,344 | 0.00 | 0.00 | +0.00 | buy |
| BARCLAYS PLC | 159,287 | 137,656 | -21,631 | 0.00 | 0.00 | -0.00 | sell |
| MACQUARIE GROUP LTD | 132,944 | 137,579 | +4,635 | 0.00 | 0.00 | -0.00 | buy |
| Vestcor Inc | 103,421 | 137,544 | +34,123 | 0.04 | 0.04 | +0.00 | buy |
| FIRST TRUST ADVISORS LP | 137,920 | 133,149 | -4,771 | 0.00 | 0.00 | -0.00 | sell |
| VICTORY CAPITAL MANAGEMENT INC | 98,913 | 130,942 | +32,029 | 0.00 | 0.00 | +0.00 | buy |
| AlphaQuest LLC | 28,819 | 128,274 | +99,455 | 0.06 | 0.17 | +0.11 | buy |
| MARTINGALE ASSET MANAGEMENT L P | 115,001 | 123,344 | +8,343 | 0.03 | 0.03 | -0.00 | buy |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 0 | 118,800 | +118,800 | 0.00 | 0.00 | +0.00 | buy |
| UBS Group AG | 231,786 | 114,542 | -117,244 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 382,385 | 106,285 | -276,100 | 0.00 | 0.00 | -0.00 | sell |
| PRICE T ROWE ASSOCIATES INC /MD/ | 107,116 | 102,811 | -4,305 | 0.00 | 0.00 | -0.00 | sell |
| Adams Asset Advisors, LLC | 102,746 | 102,746 | 0 | 0.33 | 0.33 | +0.01 | hold |
| Ilmarinen Mutual Pension Insurance Co | 100,000 | 100,000 | 0 | 0.01 | 0.01 | -0.00 | hold |
| RENAISSANCE TECHNOLOGIES LLC | 200,632 | 99,732 | -100,900 | 0.00 | 0.00 | -0.00 | sell |
| Mitsubishi UFJ Asset Management Co., Ltd. | 98,362 | 98,362 | 0 | 0.00 | 0.00 | -0.00 | hold |
| Engineers Gate Manager LP | 28,753 | 94,776 | +66,023 | 0.01 | 0.02 | +0.01 | buy |
| HRT FINANCIAL LP | 0 | 94,216 | +94,216 | 0.00 | 0.01 | +0.01 | buy |
| FMR LLC | 93,935 | 93,935 | 0 | 0.00 | 0.00 | -0.00 | hold |
| MetLife Investment Management, LLC | 78,469 | 93,883 | +15,414 | 0.01 | 0.01 | -0.00 | buy |
| Jump Financial, LLC | 0 | 91,981 | +91,981 | 0.00 | 0.02 | +0.02 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 100,553 | 90,848 | -9,705 | 0.00 | 0.00 | -0.00 | sell |
| Amundi | 88,577 | 90,642 | +2,065 | 0.00 | 0.00 | -0.00 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 87,766 | 88,807 | +1,041 | 0.00 | 0.00 | -0.00 | buy |
| Quantbot Technologies LP | 0 | 88,757 | +88,757 | 0.00 | 0.04 | +0.04 | buy |
| Edgemoor Investment Advisors, Inc. | 90,253 | 88,503 | -1,750 | 0.21 | 0.20 | -0.00 | sell |
| Y-Intercept (Hong Kong) Ltd | 125,925 | 87,742 | -38,183 | 0.11 | 0.05 | -0.07 | sell |
| Pensionfund DSM Netherlands | 86,200 | 86,200 | 0 | 0.55 | 0.44 | -0.10 | hold |
| WELLS FARGO & COMPANY/MN | 70,080 | 82,754 | +12,674 | 0.00 | 0.00 | -0.00 | buy |
| Ensign Peak Advisors, Inc | 79,880 | 79,880 | 0 | 0.00 | 0.00 | -0.00 | hold |