| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| VANGUARD GROUP INC | 14,061,370 | 13,439,817 | -621,553 | 0.00 | 0.00 | +0.00 | sell |
| Long Pond Capital, LP | 6,892,717 | 6,409,668 | -483,049 | 5.68 | 5.02 | -0.65 | sell |
| MORGAN STANLEY | 6,719,873 | 5,659,473 | -1,060,400 | 0.01 | 0.01 | -0.00 | sell |
| STATE STREET CORP | 5,249,364 | 5,076,394 | -172,970 | 0.00 | 0.00 | +0.00 | sell |
| CITIGROUP INC | 2,892,199 | 2,924,226 | +32,027 | 0.04 | 0.05 | +0.00 | buy |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 2,069,110 | 2,174,494 | +105,384 | 0.01 | 0.01 | +0.00 | buy |
| GEODE CAPITAL MANAGEMENT, LLC | 2,191,220 | 2,161,842 | -29,378 | 0.00 | 0.00 | +0.00 | sell |
| THOMPSON SIEGEL & WALMSLEY LLC | 2,359,905 | 2,132,069 | -227,836 | 0.58 | 0.56 | -0.02 | sell |
| UBS Group AG | 2,018,459 | 2,064,343 | +45,884 | 0.01 | 0.01 | +0.00 | buy |
| PRIVATE MANAGEMENT GROUP INC | 2,026,209 | 1,903,001 | -123,208 | 1.19 | 1.17 | -0.02 | sell |
| DIMENSIONAL FUND ADVISORS LP | 1,295,686 | 1,243,724 | -51,962 | 0.01 | 0.01 | +0.00 | sell |
| GOLDMAN SACHS GROUP INC | 712,622 | 1,123,729 | +411,107 | 0.00 | 0.00 | +0.00 | buy |
| NATIXIS | 36,000 | 1,000,000 | +964,000 | 0.00 | 0.11 | +0.10 | buy |
| NORTHERN TRUST CORP | 991,810 | 928,092 | -63,718 | 0.00 | 0.00 | +0.00 | sell |
| Bank of New York Mellon Corp | 920,751 | 798,697 | -122,054 | 0.00 | 0.00 | -0.00 | sell |
| Aristotle Capital Boston, LLC | 720,475 | 697,264 | -23,211 | 0.37 | 0.40 | +0.03 | sell |
| Legal & General Group Plc | 765,766 | 661,348 | -104,418 | 0.00 | 0.00 | -0.00 | sell |
| JPMORGAN CHASE & CO | 774,528 | 658,292 | -116,236 | 0.00 | 0.00 | -0.00 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 115,511 | 612,799 | +497,288 | 0.00 | 0.00 | +0.00 | buy |
| BANK OF AMERICA CORP /DE/ | 574,126 | 564,460 | -9,666 | 0.00 | 0.00 | +0.00 | sell |
| WELLS FARGO & COMPANY/MN | 687,887 | 492,243 | -195,644 | 0.00 | 0.00 | -0.00 | sell |
| MILLENNIUM MANAGEMENT LLC | 228,948 | 423,743 | +194,795 | 0.00 | 0.01 | +0.00 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 413,042 | 407,628 | -5,414 | 0.00 | 0.00 | +0.00 | sell |
| Man Group plc | 356,188 | 392,682 | +36,494 | 0.01 | 0.02 | +0.01 | buy |
| NORGES BANK | 417,275 | 359,054 | -58,221 | 0.00 | 0.00 | -0.00 | sell |
| JANE STREET GROUP, LLC | 269,164 | 358,976 | +89,812 | 0.00 | 0.01 | +0.01 | buy |
| Invesco Ltd. | 361,524 | 355,569 | -5,955 | 0.00 | 0.00 | +0.00 | sell |
| RHUMBLINE ADVISERS | 302,140 | 285,538 | -16,602 | 0.00 | 0.00 | +0.00 | sell |
| HSBC HOLDINGS PLC | 82,143 | 260,975 | +178,832 | 0.00 | 0.00 | +0.00 | buy |
| TUDOR INVESTMENT CORP ET AL | 319,323 | 229,665 | -89,658 | 0.05 | 0.04 | -0.01 | sell |
| AMERIPRISE FINANCIAL INC | 243,016 | 225,505 | -17,511 | 0.00 | 0.00 | +0.00 | sell |
| PUBLIC SECTOR PENSION INVESTMENT BOARD | 191,192 | 191,192 | 0 | 0.02 | 0.02 | -0.00 | hold |
| CANADA LIFE ASSURANCE Co | 198,216 | 186,754 | -11,462 | 0.01 | 0.01 | +0.00 | sell |
| HRT FINANCIAL LP | 189,528 | 175,448 | -14,080 | 0.02 | 0.02 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 1,148,322 | 171,216 | -977,106 | 0.01 | 0.00 | -0.01 | sell |
| Rockefeller Capital Management L.P. | 171,100 | 171,100 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Allianz Asset Management GmbH | 88,113 | 170,465 | +82,352 | 0.00 | 0.00 | +0.00 | buy |
| Swiss National Bank | 171,358 | 164,058 | -7,300 | 0.00 | 0.00 | +0.00 | sell |
| SEI INVESTMENTS CO | 178,267 | 144,411 | -33,856 | 0.00 | 0.00 | -0.00 | sell |
| BARCLAYS PLC | 183,051 | 142,409 | -40,642 | 0.00 | 0.00 | -0.00 | sell |
| D. E. Shaw & Co., Inc. | 302,076 | 141,739 | -160,337 | 0.01 | 0.00 | -0.00 | sell |
| PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO | 121,769 | 126,812 | +5,043 | 0.01 | 0.01 | +0.00 | buy |
| ALLIANCEBERNSTEIN L.P. | 143,114 | 122,623 | -20,491 | 0.00 | 0.00 | -0.00 | sell |
| Asset Management One Co., Ltd. | 120,800 | 121,480 | +680 | 0.01 | 0.01 | +0.00 | buy |
| NOMURA ASSET MANAGEMENT CO LTD | 107,900 | 111,200 | +3,300 | 0.01 | 0.01 | +0.00 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 101,402 | 101,402 | 0 | 0.00 | 0.00 | +0.00 | hold |
| FIRST TRUST ADVISORS LP | 115,037 | 100,887 | -14,150 | 0.00 | 0.00 | -0.00 | sell |
| WOLVERINE ASSET MANAGEMENT LLC | 131,818 | 100,444 | -31,374 | 0.04 | 0.03 | -0.01 | sell |
| GUGGENHEIM CAPITAL LLC | 0 | 97,420 | +97,420 | 0.00 | 0.01 | +0.01 | buy |
| AlphaQuest LLC | 159,665 | 96,249 | -63,416 | 0.33 | 0.15 | -0.18 | sell |
| Sumitomo Mitsui Trust Group, Inc. | 91,751 | 91,751 | 0 | 0.00 | 0.00 | +0.00 | hold |
| PRUDENTIAL FINANCIAL INC | 90,364 | 89,824 | -540 | 0.00 | 0.00 | +0.00 | sell |
| State of Alaska, Department of Revenue | 91,678 | 88,967 | -2,711 | 0.02 | 0.02 | +0.00 | sell |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 85,093 | 79,466 | -5,627 | 0.00 | 0.00 | +0.00 | sell |
| Catalyst Funds Management Pty Ltd | 4,400 | 77,700 | +73,300 | 0.02 | 0.30 | +0.28 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 65,968 | 76,171 | +10,203 | 0.00 | 0.00 | +0.00 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 74,615 | 73,721 | -894 | 0.00 | 0.00 | +0.00 | sell |
| BROWN ADVISORY INC | 73,964 | 72,314 | -1,650 | 0.00 | 0.00 | +0.00 | sell |
| Quantinno Capital Management LP | 34,411 | 70,823 | +36,412 | 0.01 | 0.02 | +0.01 | buy |
| THRIVENT FINANCIAL FOR LUTHERANS | 69,427 | 67,935 | -1,492 | 0.00 | 0.00 | +0.00 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 35,413 | 66,455 | +31,042 | 0.00 | 0.00 | +0.00 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 147,600 | 60,700 | -86,900 | 0.00 | 0.00 | -0.00 | sell |
| Amundi | 63,028 | 59,940 | -3,088 | 0.00 | 0.00 | +0.00 | sell |
| Mitsubishi UFJ Asset Management Co., Ltd. | 53,712 | 53,712 | 0 | 0.00 | 0.00 | +0.00 | hold |
| BLAIR WILLIAM & CO/IL | 51,500 | 51,500 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Ensign Peak Advisors, Inc | 50,369 | 50,369 | 0 | 0.00 | 0.00 | +0.00 | hold |
| HARBOR CAPITAL ADVISORS, INC. | 60,521 | 50,228 | -10,293 | 0.07 | 0.04 | -0.03 | sell |
| MetLife Investment Management, LLC | 55,536 | 50,100 | -5,436 | 0.01 | 0.01 | -0.00 | sell |
| Venture Visionary Partners LLC | 50,000 | 50,000 | 0 | 0.04 | 0.04 | +0.00 | hold |
| Corebridge Financial, Inc. | 51,256 | 48,059 | -3,197 | 0.00 | 0.00 | +0.00 | sell |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 47,183 | 45,700 | -1,483 | 0.00 | 0.00 | +0.00 | sell |
| Illinois Municipal Retirement Fund | 47,293 | 43,027 | -4,266 | 0.01 | 0.01 | -0.00 | sell |
| Louisiana State Employees Retirement System | 42,100 | 41,800 | -300 | 0.01 | 0.01 | +0.00 | sell |
| State of Tennessee, Department of Treasury | 44,628 | 41,639 | -2,989 | 0.00 | 0.00 | +0.00 | sell |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 43,585 | 41,548 | -2,037 | 0.00 | 0.00 | +0.00 | sell |
| TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY | 38,311 | 38,311 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 37,154 | 37,154 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Resona Asset Management Co.,Ltd. | 33,884 | 33,562 | -322 | 0.00 | 0.00 | +0.00 | sell |
| YOUSIF CAPITAL MANAGEMENT, LLC | 33,502 | 33,441 | -61 | 0.01 | 0.01 | +0.00 | sell |
| NISA INVESTMENT ADVISORS, LLC | 39,913 | 33,085 | -6,828 | 0.00 | 0.00 | -0.00 | sell |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 33,607 | 32,991 | -616 | 0.00 | 0.00 | +0.00 | sell |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 31,886 | 31,886 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Vert Asset Management LLC | 31,650 | 31,650 | 0 | 0.19 | 0.19 | -0.00 | hold |
| NEW YORK STATE COMMON RETIREMENT FUND | 36,800 | 30,700 | -6,100 | 0.00 | 0.00 | -0.00 | sell |
| MACQUARIE GROUP LTD | 32,682 | 30,678 | -2,004 | 0.00 | 0.00 | +0.00 | sell |
| JANUS HENDERSON GROUP PLC | 46,162 | 30,662 | -15,500 | 0.00 | 0.00 | -0.00 | sell |
| Meixler Investment Management, Ltd. | 0 | 29,608 | +29,608 | 0.00 | 0.38 | +0.38 | buy |
| Maryland State Retirement & Pension System | 29,159 | 29,159 | 0 | 0.01 | 0.01 | +0.00 | hold |
| Daiwa Securities Group Inc. | 26,768 | 28,791 | +2,023 | 0.00 | 0.00 | +0.00 | buy |
| Handelsbanken Fonder AB | 25,600 | 28,500 | +2,900 | 0.00 | 0.00 | +0.00 | buy |
| FRANKLIN RESOURCES INC | 0 | 28,393 | +28,393 | 0.00 | 0.00 | +0.00 | buy |
| ClearAlpha Technologies LP | 0 | 28,308 | +28,308 | 0.00 | 0.21 | +0.21 | buy |
| VOYA INVESTMENT MANAGEMENT LLC | 30,065 | 26,922 | -3,143 | 0.00 | 0.00 | +0.00 | sell |
| SG Americas Securities, LLC | 152,496 | 26,782 | -125,714 | 0.01 | 0.00 | -0.01 | sell |
| Carmel Capital Partners, LLC | 25,116 | 26,200 | +1,084 | 0.16 | 0.18 | +0.02 | buy |
| Pictet Asset Management Holding SA | 29,658 | 26,025 | -3,633 | 0.00 | 0.00 | -0.00 | sell |
| AMALGAMATED BANK | 26,015 | 25,663 | -352 | 0.00 | 0.00 | +0.00 | sell |
| Cambria Investment Management, L.P. | 0 | 25,173 | +25,173 | 0.00 | 0.03 | +0.03 | buy |
| RBF Capital, LLC | 25,000 | 25,000 | 0 | 0.02 | 0.02 | +0.00 | hold |
| ROYAL BANK OF CANADA | 23,627 | 24,915 | +1,288 | 0.00 | 0.00 | +0.00 | buy |