NEW YORK MTG TR INC

Institution	Shares	Value ($000)
Diametric Capital, LP	90,612	$661
SSI INVESTMENT MANAGEMENT LLC	51,438	$1,159
MQS Management LLC	18,443	$135
Brooklyn Investment Group	63,561	$464
PRELUDE CAPITAL MANAGEMENT, LLC	22,545	$165
ExodusPoint Capital Management, LP	121,825	$889
CALTON & ASSOCIATES, INC.	11,121	$81
Weiss Asset Management LP	69,876	$510
Qube Research & Technologies Ltd	86,052	$628
Kingsview Wealth Management, LLC	21,352	$156
RAYMOND JAMES FINANCIAL INC	33,938	$248
AlphaQuest LLC	5,589	$41
JUPITER ASSET MANAGEMENT LTD	15,058	$110
Mariner, LLC	11,761	$86
M&T Bank Corp	10,255	$75
Pinnacle Wealth Planning Services, Inc.	2,410	$18
Kestra Advisory Services, LLC	4,312	$31
Virtu Financial LLC	26,836	$0
SIMPLEX TRADING, LLC	1,437	$10
FLAGSHIP HARBOR ADVISORS, LLC	55	$0

Increased Positions (57)

Range Financial Group LLC

Value ($000) $1,070 (+14.7%) Shares 146,557 (+9.5%)

Campbell & CO Investment Adviser LLC

Value ($000) $999 (+77.4%) Shares 136,821 (+69.4%)

GUGGENHEIM CAPITAL LLC

Value ($000) $1,427 (+1679.4%) Shares 195,514 (+1598.9%)

INTECH INVESTMENT MANAGEMENT LLC

Value ($000) $1,540 (+151.3%) Shares 210,948 (+139.9%)

PRUDENTIAL FINANCIAL INC

Value ($000) $3,300 (+441.2%) Shares 452,024 (+416.7%)

MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd.

Value ($000) $17,406 (+13.6%) Shares 2,384,416 (+8.5%)

CHARLES SCHWAB INVESTMENT MANAGEMENT INC

Value ($000) $13,039 (+24.7%) Shares 1,786,223 (+19.1%)

Invesco Ltd.

Value ($000) $23,172 (+13.5%) Shares 3,174,247 (+8.3%)

BlackRock, Inc.

Value ($000) $97,982 (+6.4%) Shares 13,422,213 (+1.6%)

GOLDMAN SACHS GROUP INC

Value ($000) $3,473 (+55.1%) Shares 475,738 (+48.0%)

MORGAN STANLEY

Value ($000) $6,492 (+22.3%) Shares 889,297 (+16.8%)

JANE STREET GROUP, LLC

Value ($000) $1,229 (+192.2%) Shares 168,329 (+179.0%)

AQR CAPITAL MANAGEMENT LLC

Value ($000) $1,542 (+61.2%) Shares 211,238 (+54.0%)

SEI INVESTMENTS CO

Value ($000) $1,008 (+35.5%) Shares 138,120 (+29.4%)

Voya Investment Management LLC

Value ($000) $488 (+73.7%) Shares 66,838 (+65.9%)

Allworth Financial LP

Value ($000) $182 (+367.4%) Shares 24,947 (+346.3%)

TEACHER RETIREMENT SYSTEM OF TEXAS

Value ($000) $470 (+49.4%) Shares 64,409 (+42.6%)

UBS Group AG

Value ($000) $2,338 (+13.9%) Shares 320,283 (+8.8%)

Quantinno Capital Management LP

Value ($000) $557 (+35.1%) Shares 76,303 (+29.0%)

VICTORY CAPITAL MANAGEMENT INC

Value ($000) $398 (+53.0%) Shares 54,544 (+46.1%)

Institution	Prev Shares	Curr Shares	Change
Range Financial Group LLC	133,804	146,557	+12,753 (+9.5%)
Campbell & CO Investment Adviser LLC	80,767	136,821	+56,054 (+69.4%)
GUGGENHEIM CAPITAL LLC	11,508	195,514	+184,006 (+1598.9%)
INTECH INVESTMENT MANAGEMENT LLC	87,919	210,948	+123,029 (+139.9%)
PRUDENTIAL FINANCIAL INC	87,480	452,024	+364,544 (+416.7%)
MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd.	2,198,126	2,384,416	+186,290 (+8.5%)
CHARLES SCHWAB INVESTMENT MANAGEMENT INC	1,499,735	1,786,223	+286,488 (+19.1%)
Invesco Ltd.	2,930,292	3,174,247	+243,955 (+8.3%)
BlackRock, Inc.	13,215,362	13,422,213	+206,851 (+1.6%)
GOLDMAN SACHS GROUP INC	321,340	475,738	+154,398 (+48.0%)
MORGAN STANLEY	761,493	889,297	+127,804 (+16.8%)
JANE STREET GROUP, LLC	60,335	168,329	+107,994 (+179.0%)
AQR CAPITAL MANAGEMENT LLC	137,207	211,238	+74,031 (+54.0%)
SEI INVESTMENTS CO	106,739	138,120	+31,381 (+29.4%)
Voya Investment Management LLC	40,299	66,838	+26,539 (+65.9%)
Allworth Financial LP	5,590	24,947	+19,357 (+346.3%)
TEACHER RETIREMENT SYSTEM OF TEXAS	45,153	64,409	+19,256 (+42.6%)
UBS Group AG	294,464	320,283	+25,819 (+8.8%)
Quantinno Capital Management LP	59,163	76,303	+17,140 (+29.0%)
VICTORY CAPITAL MANAGEMENT INC	37,345	54,544	+17,199 (+46.1%)

Decreased Positions (54)

Allspring Global Investments Holdings, LLC

Value ($000) $25,040 (-0.3%) Shares 3,365,619 (-6.6%)

CAXTON ASSOCIATES LLP

Value ($000) $204 (-58.1%) Shares 28,012 (-60.0%)

WOLVERINE ASSET MANAGEMENT LLC

Value ($000) $2,905 (-10.7%) Shares 397,986 (-14.7%)

RENAISSANCE TECHNOLOGIES LLC

Value ($000) $1,323 (-39.7%) Shares 181,267 (-42.5%)

Bank of New York Mellon Corp

Value ($000) $3,787 (-27.7%) Shares 518,754 (-31.0%)

TWO SIGMA ADVISERS, LP

Value ($000) $95 (-86.0%) Shares 12,951 (-86.6%)

Engineers Gate Manager LP

Value ($000) $365 (-32.5%) Shares 49,971 (-35.5%)

State of Wyoming

Value ($000) $351 (-6.0%) Shares 48,014 (-10.2%)

ROYAL BANK OF CANADA

Value ($000) $307 (-72.8%) Shares 42,047 (-74.0%)

MILLENNIUM MANAGEMENT LLC

Value ($000) $443 (-57.9%) Shares 60,728 (-59.8%)

LOS ANGELES CAPITAL MANAGEMENT LLC

Value ($000) $757 (-33.1%) Shares 115,039 (-29.2%)

GEODE CAPITAL MANAGEMENT, LLC

Value ($000) $15,702 (+0.9%) Shares 2,150,659 (-3.6%)

TWO SIGMA INVESTMENTS, LP

Value ($000) $2,667 (-8.3%) Shares 365,310 (-12.4%)

Public Sector Pension Investment Board

Value ($000) $2,125 (-7.0%) Shares 291,036 (-11.2%)

STATE STREET CORP

Value ($000) $24,607 (+2.3%) Shares 3,269,851 (-2.2%)

NORTHERN TRUST CORP

Value ($000) $6,936 (-2.2%) Shares 950,110 (-6.6%)

VANGUARD GROUP INC

Value ($000) $44,063 (+3.6%) Shares 6,035,999 (-1.1%)

JPMORGAN CHASE & CO

Value ($000) $4,258 (-4.8%) Shares 583,267 (-9.1%)

RHUMBLINE ADVISERS

Value ($000) $1,633 (-6.8%) Shares 223,660 (-11.0%)

CITIGROUP INC

Value ($000) $132 (-55.1%) Shares 18,113 (-57.1%)

Institution	Prev Shares	Curr Shares	Change
Allspring Global Investments Holdings, LLC	3,602,435	3,365,619	-236,816 (-6.6%)
CAXTON ASSOCIATES LLP	69,947	28,012	-41,935 (-60.0%)
WOLVERINE ASSET MANAGEMENT LLC	466,699	397,986	-68,713 (-14.7%)
RENAISSANCE TECHNOLOGIES LLC	315,010	181,267	-133,743 (-42.5%)
Bank of New York Mellon Corp	751,627	518,754	-232,873 (-31.0%)
TWO SIGMA ADVISERS, LP	96,801	12,951	-83,850 (-86.6%)
Engineers Gate Manager LP	77,480	49,971	-27,509 (-35.5%)
State of Wyoming	53,497	48,014	-5,483 (-10.2%)
ROYAL BANK OF CANADA	161,645	42,047	-119,598 (-74.0%)
MILLENNIUM MANAGEMENT LLC	151,121	60,728	-90,393 (-59.8%)
LOS ANGELES CAPITAL MANAGEMENT LLC	162,413	115,039	-47,374 (-29.2%)
GEODE CAPITAL MANAGEMENT, LLC	2,232,088	2,150,659	-81,429 (-3.6%)
TWO SIGMA INVESTMENTS, LP	417,157	365,310	-51,847 (-12.4%)
Public Sector Pension Investment Board	327,587	291,036	-36,551 (-11.2%)
STATE STREET CORP	3,342,306	3,269,851	-72,455 (-2.2%)
NORTHERN TRUST CORP	1,016,990	950,110	-66,880 (-6.6%)
VANGUARD GROUP INC	6,100,710	6,035,999	-64,711 (-1.1%)
JPMORGAN CHASE & CO	641,981	583,267	-58,714 (-9.1%)
RHUMBLINE ADVISERS	251,401	223,660	-27,741 (-11.0%)
CITIGROUP INC	42,252	18,113	-24,139 (-57.1%)

Exited Positions (16)

One William Street Capital Management, L.P.

Value ($000) $643 Shares 92,182

Massar Capital Management, LP

Value ($000) $146 Shares 20,912

DARK FOREST CAPITAL MANAGEMENT LP

Value ($000) $144 Shares 20,642

Graham Capital Management, L.P.

Value ($000) $197 Shares 28,234

D. E. Shaw & Co., Inc.

Value ($000) $1,025 Shares 147,036

Centiva Capital, LP

Value ($000) $199 Shares 28,516

BAILARD, INC.

Value ($000) $113 Shares 16,200

ZACKS INVESTMENT MANAGEMENT

Value ($000) $118 Shares 16,956

CIBC WORLD MARKETS CORP

Value ($000) $70 Shares 10,484

CITADEL ADVISORS LLC

Value ($000) $78 Shares 11,212

GLENMEDE TRUST CO NA

Value ($000) $14 Shares 2,222

Advisory Services Network, LLC

Value ($000) $10 Shares 1,453

True Wealth Design, LLC

Value ($000) $0 Shares 65

FLAGSHIP WEALTH ADVISORS, LLC

Value ($000) $0 Shares 46

Clearstead Trust, LLC

Value ($000) $0 Shares 47

Quarry LP

Value ($000) $0 Shares 20

Institution	Prev Shares	Prev Value ($000)
One William Street Capital Management, L.P.	92,182	$643
Massar Capital Management, LP	20,912	$146
DARK FOREST CAPITAL MANAGEMENT LP	20,642	$144
Graham Capital Management, L.P.	28,234	$197
D. E. Shaw & Co., Inc.	147,036	$1,025
Centiva Capital, LP	28,516	$199
BAILARD, INC.	16,200	$113
ZACKS INVESTMENT MANAGEMENT	16,956	$118
CIBC WORLD MARKETS CORP	10,484	$70
CITADEL ADVISORS LLC	11,212	$78
GLENMEDE TRUST CO NA	2,222	$14
Advisory Services Network, LLC	1,453	$10
True Wealth Design, LLC	65	$0
FLAGSHIP WEALTH ADVISORS, LLC	46	$0
Clearstead Trust, LLC	47	$0
Quarry LP	20	$0