| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| ANGELO GORDON & CO., L.P. | 40,000,000 | 40,000,000 | 0 | 6.23 | 6.15 | -0.07 | hold |
| VANGUARD GROUP INC | 30,966,777 | 30,136,078 | -830,699 | 0.03 | 0.03 | -0.00 | sell |
| BlackRock, Inc. | 20,363,364 | 21,856,185 | +1,492,821 | 0.03 | 0.03 | +0.00 | buy |
| STATE STREET CORP | 16,502,966 | 16,470,081 | -32,885 | 0.04 | 0.04 | +0.00 | sell |
| FMR LLC | 8,280,724 | 9,951,295 | +1,670,571 | 0.03 | 0.04 | +0.01 | buy |
| Invesco Ltd. | 7,218,362 | 7,989,340 | +770,978 | 0.08 | 0.10 | +0.01 | buy |
| MIZUHO SECURITIES USA LLC | 8,727,000 | 7,815,000 | -912,000 | 0.22 | 0.19 | -0.03 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 6,257,857 | 6,341,308 | +83,451 | 0.03 | 0.03 | +0.00 | buy |
| FRANKLIN RESOURCES INC | 5,807,034 | 6,058,061 | +251,027 | 0.11 | 0.11 | +0.01 | buy |
| MORGAN STANLEY | 4,075,221 | 4,645,380 | +570,159 | 0.02 | 0.02 | +0.00 | buy |
| INCOME RESEARCH & MANAGEMENT | 5,127,000 | 4,272,000 | -855,000 | 1.60 | 2.63 | +1.02 | sell |
| FEDERATED HERMES, INC. | 3,685,142 | 3,702,734 | +17,592 | 0.48 | 0.50 | +0.02 | buy |
| Nuveen, LLC | 3,234,766 | 3,301,169 | +66,403 | 0.06 | 0.07 | +0.00 | buy |
| Bank of New York Mellon Corp | 3,132,204 | 3,168,947 | +36,743 | 0.04 | 0.04 | +0.00 | buy |
| AMERICAN CENTURY COMPANIES INC | 3,168,614 | 3,130,654 | -37,960 | 0.12 | 0.12 | +0.00 | sell |
| STATE OF WISCONSIN INVESTMENT BOARD | 2,000,000 | 3,000,000 | +1,000,000 | 0.01 | 0.01 | +0.00 | buy |
| JPMORGAN CHASE & CO | 2,064,959 | 2,929,230 | +864,271 | 0.01 | 0.01 | +0.00 | buy |
| NORTHERN TRUST CORP | 2,496,875 | 2,760,494 | +263,619 | 0.02 | 0.03 | +0.00 | buy |
| Bluescape Energy Partners LLC | 2,657,473 | 2,657,473 | 0 | 44.56 | 46.90 | +2.34 | hold |
| Magellan Asset Management Ltd | 2,364,493 | 2,444,381 | +79,888 | 1.86 | 2.20 | +0.34 | buy |
| COHEN & STEERS, INC. | 2,867,090 | 2,312,284 | -554,806 | 0.36 | 0.32 | -0.05 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 2,186,998 | 2,185,080 | -1,918 | 0.03 | 0.03 | +0.00 | sell |
| MASSACHUSETTS FINANCIAL SERVICES CO /MA/ | 458,687 | 2,046,787 | +1,588,100 | 0.01 | 0.05 | +0.04 | buy |
| FIRST TRUST ADVISORS LP | 2,029,432 | 1,978,753 | -50,679 | 0.11 | 0.11 | -0.00 | sell |
| Mitsubishi UFJ Trust & Banking Corp | 2,470,917 | 1,897,406 | -573,511 | 0.39 | 0.32 | -0.08 | sell |
| GOLDMAN SACHS GROUP INC | 1,317,256 | 1,870,630 | +553,374 | 0.01 | 0.02 | +0.01 | buy |
| DUFF & PHELPS INVESTMENT MANAGEMENT CO | 1,945,073 | 1,819,402 | -125,671 | 1.58 | 1.57 | -0.01 | sell |
| Legal & General Group Plc | 1,834,286 | 1,792,729 | -41,557 | 0.03 | 0.03 | -0.00 | sell |
| UBS Group AG | 1,042,865 | 1,648,706 | +605,841 | 0.02 | 0.02 | +0.01 | buy |
| JENNISON ASSOCIATES LLC | 1,709,576 | 1,631,532 | -78,044 | 0.07 | 0.07 | +0.00 | sell |
| BANK OF AMERICA CORP /DE/ | 1,355,307 | 1,616,496 | +261,189 | 0.01 | 0.01 | +0.00 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 1,748,730 | 1,587,757 | -160,973 | 0.08 | 0.07 | -0.01 | sell |
| TRUIST FINANCIAL CORP | 534,558 | 1,438,958 | +904,400 | 0.05 | 0.15 | +0.09 | buy |
| CITADEL ADVISORS LLC | 487,960 | 1,433,151 | +945,191 | 0.03 | 0.09 | +0.06 | buy |
| Assenagon Asset Management S.A. | 124,323 | 1,329,424 | +1,205,101 | 0.01 | 0.15 | +0.14 | buy |
| DIMENSIONAL FUND ADVISORS LP | 1,324,224 | 1,328,368 | +4,144 | 0.02 | 0.02 | +0.00 | buy |
| TORTOISE CAPITAL ADVISORS, L.L.C. | 1,269,067 | 1,289,314 | +20,247 | 1.14 | 1.26 | +0.12 | buy |
| THOMPSON SIEGEL & WALMSLEY LLC | 1,315,337 | 1,229,552 | -85,785 | 1.53 | 1.52 | -0.01 | sell |
| BRANDES INVESTMENT PARTNERS, LP | 1,076,140 | 1,103,754 | +27,614 | 0.67 | 0.67 | +0.00 | buy |
| Energy Income Partners, LLC | 1,085,254 | 1,099,236 | +13,982 | 1.47 | 1.61 | +0.14 | buy |
| TWO SIGMA INVESTMENTS, LP | 317,408 | 1,088,757 | +771,349 | 0.04 | 0.13 | +0.09 | buy |
| GABELLI FUNDS LLC | 1,085,506 | 1,068,134 | -17,372 | 0.53 | 0.55 | +0.02 | sell |
| Empower Advisory Group, LLC | 1,260,977 | 1,055,614 | -205,363 | 0.26 | 0.22 | -0.04 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 1,684,722 | 1,051,711 | -633,011 | 0.02 | 0.02 | -0.01 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 110,441 | 1,049,376 | +938,935 | 0.02 | 0.16 | +0.14 | buy |
| RAYMOND JAMES FINANCIAL INC | 924,729 | 1,042,086 | +117,357 | 0.02 | 0.03 | +0.00 | buy |
| AQR CAPITAL MANAGEMENT LLC | 1,367,690 | 1,030,606 | -337,084 | 0.08 | 0.05 | -0.03 | sell |
| ENVESTNET ASSET MANAGEMENT INC | 424,085 | 1,003,616 | +579,531 | 0.01 | 0.02 | +0.01 | buy |
| Bank of New York Mellon Corp | 600,000 | 1,000,000 | +400,000 | 0.00 | 0.00 | +0.00 | buy |
| HSBC HOLDINGS PLC | 842,297 | 978,162 | +135,865 | 0.04 | 0.04 | +0.01 | buy |
| ANTIPODES PARTNERS Ltd | 0 | 958,355 | +958,355 | 0.00 | 1.63 | +1.63 | buy |
| ExodusPoint Capital Management, LP | 930,730 | 860,179 | -70,551 | 0.78 | 0.92 | +0.13 | sell |
| OLD REPUBLIC INTERNATIONAL CORP | 836,046 | 836,046 | 0 | 2.26 | 2.36 | +0.10 | hold |
| BALYASNY ASSET MANAGEMENT L.P. | 533,031 | 804,130 | +271,099 | 0.08 | 0.12 | +0.04 | buy |
| HITE Hedge Asset Management LLC | 1,003,207 | 767,132 | -236,075 | 3.97 | 3.17 | -0.80 | sell |
| BARCLAYS PLC | 908,945 | 752,985 | -155,960 | 0.02 | 0.02 | -0.00 | sell |
| DEUTSCHE BANK AG\ | 640,144 | 747,763 | +107,619 | 0.02 | 0.02 | +0.00 | buy |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 842,921 | 716,187 | -126,734 | 0.04 | 0.03 | -0.00 | sell |
| VAUGHAN NELSON INVESTMENT MANAGEMENT, L.P. | 567,034 | 700,184 | +133,150 | 0.37 | 0.48 | +0.12 | buy |
| Russell Investments Group, Ltd. | 635,982 | 698,978 | +62,996 | 0.06 | 0.06 | +0.00 | buy |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 722,434 | 688,897 | -33,537 | 0.04 | 0.04 | -0.00 | sell |
| RNC CAPITAL MANAGEMENT LLC | 692,093 | 685,138 | -6,955 | 2.31 | 2.40 | +0.08 | sell |
| Swiss National Bank | 696,226 | 663,126 | -33,100 | 0.03 | 0.03 | +0.00 | sell |
| Allianz Asset Management GmbH | 710,266 | 659,054 | -51,212 | 0.07 | 0.06 | -0.00 | sell |
| Treasurer of the State of North Carolina | 651,157 | 646,669 | -4,488 | 0.14 | 0.15 | +0.01 | sell |
| WELLS FARGO & COMPANY/MN | 1,035,219 | 632,694 | -402,525 | 0.02 | 0.01 | -0.01 | sell |
| Teilinger Capital Ltd. | 680,000 | 580,000 | -100,000 | 47.88 | 47.32 | -0.56 | sell |
| Sumitomo Mitsui Trust Group, Inc. | 567,432 | 575,181 | +7,749 | 0.02 | 0.03 | +0.00 | buy |
| CAPTRUST FINANCIAL ADVISORS | 575,954 | 573,259 | -2,695 | 0.09 | 0.09 | +0.00 | sell |
| Police & Firemen's Retirement System of New Jersey | 0 | 573,000 | +573,000 | 0.00 | 0.01 | +0.01 | buy |
| Gotham Asset Management, LLC | 433,658 | 560,551 | +126,893 | 0.18 | 0.19 | +0.01 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 503,942 | 555,438 | +51,496 | 0.00 | 0.00 | +0.00 | buy |
| CIBC Private Wealth Group LLC | 550,620 | 481,685 | -68,935 | 0.07 | 0.06 | -0.01 | sell |
| Mitsubishi UFJ Asset Management Co., Ltd. | 427,447 | 466,933 | +39,486 | 0.02 | 0.03 | +0.00 | buy |
| BNP PARIBAS FINANCIAL MARKETS | 461,183 | 449,153 | -12,030 | 0.02 | 0.03 | +0.00 | sell |
| MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd. | 378,421 | 447,691 | +69,270 | 0.05 | 0.05 | +0.00 | buy |
| COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 476,197 | 434,088 | -42,109 | 0.17 | 0.17 | -0.01 | sell |
| ALLIANCEBERNSTEIN L.P. | 400,335 | 424,147 | +23,812 | 0.01 | 0.01 | +0.00 | buy |
| RHUMBLINE ADVISERS | 411,651 | 414,425 | +2,774 | 0.02 | 0.03 | +0.00 | buy |
| NEW YORK STATE COMMON RETIREMENT FUND | 400,450 | 399,850 | -600 | 0.04 | 0.04 | +0.00 | sell |
| BROOKFIELD Corp /ON/ | 430,057 | 397,326 | -32,731 | 0.04 | 0.04 | -0.00 | sell |
| CRAWFORD INVESTMENT COUNSEL INC | 390,016 | 392,756 | +2,740 | 0.47 | 0.49 | +0.03 | buy |
| GW HENSSLER & ASSOCIATES LTD | 385,120 | 387,540 | +2,420 | 1.42 | 1.47 | +0.05 | buy |
| CRAMER ROSENTHAL MCGLYNN LLC | 0 | 373,032 | +373,032 | 0.00 | 1.82 | +1.82 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 248,802 | 364,802 | +116,000 | 0.02 | 0.04 | +0.01 | buy |
| Verition Fund Management LLC | 348,810 | 357,555 | +8,745 | 0.14 | 0.16 | +0.02 | buy |
| ALPS ADVISORS INC | 358,963 | 357,241 | -1,722 | 0.14 | 0.15 | +0.01 | sell |
| CITIGROUP INC | 279,367 | 344,081 | +64,714 | 0.01 | 0.02 | +0.00 | buy |
| Quantinno Capital Management LP | 269,377 | 343,409 | +74,032 | 0.08 | 0.07 | -0.01 | buy |
| NATIXIS ADVISORS, LLC | 171,646 | 319,510 | +147,864 | 0.02 | 0.04 | +0.02 | buy |
| STIFEL FINANCIAL CORP | 324,596 | 317,518 | -7,078 | 0.02 | 0.02 | +0.00 | sell |
| CULLEN/FROST BANKERS, INC. | 297,079 | 301,604 | +4,525 | 0.26 | 0.27 | +0.01 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 561,661 | 300,952 | -260,709 | 0.14 | 0.08 | -0.07 | sell |
| GAMCO INVESTORS, INC. ET AL | 297,947 | 294,827 | -3,120 | 0.20 | 0.22 | +0.01 | sell |
| CWM, LLC | 293,341 | 293,896 | +555 | 0.07 | 0.07 | -0.00 | buy |
| Susquehanna Portfolio Strategies, LLC | 108,745 | 292,952 | +184,207 | 0.16 | 0.35 | +0.19 | buy |
| Korea Investment CORP | 344,349 | 290,604 | -53,745 | 0.05 | 0.05 | -0.01 | sell |
| MERCER GLOBAL ADVISORS INC /ADV | 231,504 | 285,953 | +54,449 | 0.04 | 0.04 | +0.00 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 274,528 | 276,399 | +1,871 | 0.02 | 0.02 | +0.00 | buy |
| SEI INVESTMENTS CO | 333,511 | 274,912 | -58,599 | 0.03 | 0.02 | -0.00 | sell |