| Fund | Previous Shares | Current Shares ▲▼ | Change in Shares ▲▼ | Previous Portfolio Weightage (%) | Current Portfolio Weightage (%) ▲▼ | Change in Weight (%) ▲▼ | Type |
|---|---|---|---|---|---|---|---|
| TENOR CAPITAL MANAGEMENT Co., L.P. | 10,150,000 | 64,636,000 | +54,486,000 | 0.23 | 1.72 | +1.49 | buy |
| VANGUARD GROUP INC | 27,982,839 | 27,981,845 | -994 | 0.03 | 0.04 | +0.01 | sell |
| THRIVENT FINANCIAL FOR LUTHERANS | 18,985,000 | 17,575,000 | -1,410,000 | 0.05 | 0.06 | +0.01 | sell |
| FRANKLIN RESOURCES INC | 269,749 | 14,553,030 | +14,283,281 | 0.01 | 0.31 | +0.31 | buy |
| STATE STREET CORP | 14,041,876 | 11,068,025 | -2,973,851 | 0.04 | 0.03 | -0.00 | sell |
| Elliott Investment Management L.P. | 10,359,000 | 10,359,000 | 0 | 5.89 | 7.00 | +1.11 | hold |
| SHENKMAN CAPITAL MANAGEMENT INC | 8,239,000 | 7,061,000 | -1,178,000 | 0.76 | 0.83 | +0.07 | sell |
| Invesco Ltd. | 8,727,480 | 7,049,096 | -1,678,384 | 0.11 | 0.10 | -0.00 | sell |
| MORGAN STANLEY | 6,904,205 | 6,427,656 | -476,549 | 0.03 | 0.03 | +0.00 | sell |
| GEODE CAPITAL MANAGEMENT, LLC | 5,131,278 | 5,283,869 | +152,591 | 0.03 | 0.03 | +0.01 | buy |
| LORD, ABBETT & CO. LLC | 0 | 4,728,000 | +4,728,000 | 0.00 | 0.03 | +0.03 | buy |
| UBS Group AG | 5,802,006 | 4,527,766 | -1,274,240 | 0.12 | 0.10 | -0.02 | sell |
| LSV ASSET MANAGEMENT | 4,800,622 | 4,481,822 | -318,800 | 0.54 | 0.63 | +0.09 | sell |
| LYRICAL ASSET MANAGEMENT LP | 4,144,017 | 4,122,972 | -21,045 | 3.49 | 4.15 | +0.65 | sell |
| DIMENSIONAL FUND ADVISORS LP | 3,956,084 | 3,930,131 | -25,953 | 0.06 | 0.07 | +0.01 | sell |
| TWO SIGMA ADVISERS, LP | 3,901,350 | 3,829,050 | -72,300 | 0.47 | 0.60 | +0.13 | sell |
| MILLENNIUM MANAGEMENT LLC | 1,642,487 | 3,344,095 | +1,701,608 | 0.08 | 0.19 | +0.11 | buy |
| TWO SIGMA INVESTMENTS, LP | 2,455,993 | 3,255,313 | +799,320 | 0.31 | 0.54 | +0.23 | buy |
| FMR LLC | 1,626,058 | 2,587,206 | +961,148 | 0.01 | 0.01 | +0.01 | buy |
| BANK OF AMERICA CORP /DE/ | 1,993,095 | 2,269,501 | +276,406 | 0.01 | 0.02 | +0.00 | buy |
| Bank of New York Mellon Corp | 2,288,889 | 2,230,143 | -58,746 | 0.02 | 0.03 | +0.01 | sell |
| NORTHERN TRUST CORP | 2,270,878 | 2,170,324 | -100,554 | 0.02 | 0.03 | +0.00 | sell |
| CHARLES SCHWAB INVESTMENT MANAGEMENT INC | 5,709,068 | 2,134,067 | -3,575,001 | 0.07 | 0.03 | -0.04 | sell |
| BNP PARIBAS FINANCIAL MARKETS | 2,173,896 | 2,120,282 | -53,614 | 0.20 | 0.18 | -0.03 | sell |
| Permian Investment Partners, LP | 4,682,485 | 2,113,233 | -2,569,252 | 35.45 | 18.46 | -16.99 | sell |
| JACOBS LEVY EQUITY MANAGEMENT, INC | 2,034,800 | 2,032,521 | -2,279 | 0.53 | 0.61 | +0.08 | sell |
| Point72 Asset Management, L.P. | 0 | 1,734,000 | +1,734,000 | 0.00 | 0.34 | +0.34 | buy |
| VOLORIDGE INVESTMENT MANAGEMENT, LLC | 1,759,559 | 1,727,579 | -31,980 | 0.36 | 0.43 | +0.07 | sell |
| Brandywine Global Investment Management, LLC | 1,586,665 | 1,681,209 | +94,544 | 0.66 | 0.82 | +0.16 | buy |
| Russell Investments Group, Ltd. | 1,450,147 | 1,610,562 | +160,415 | 0.13 | 0.17 | +0.04 | buy |
| Bluescape Energy Partners LLC | 1,519,490 | 1,519,490 | 0 | 20.29 | 23.01 | +2.72 | hold |
| CITADEL ADVISORS LLC | 871,628 | 1,330,993 | +459,365 | 0.05 | 0.09 | +0.04 | buy |
| RENAISSANCE TECHNOLOGIES LLC | 1,064,716 | 1,186,316 | +121,600 | 0.09 | 0.13 | +0.04 | buy |
| DEUTSCHE BANK AG\ | 1,084,363 | 1,128,708 | +44,345 | 0.03 | 0.04 | +0.01 | buy |
| PRUDENTIAL FINANCIAL INC | 1,972,934 | 1,115,785 | -857,149 | 0.15 | 0.11 | -0.05 | sell |
| Legal & General Group Plc | 1,170,475 | 1,109,267 | -61,208 | 0.02 | 0.02 | +0.00 | sell |
| JPMORGAN CHASE & CO | 570,694 | 1,095,516 | +524,822 | 0.00 | 0.01 | +0.00 | buy |
| Assenagon Asset Management S.A. | 530,839 | 962,919 | +432,080 | 0.08 | 0.17 | +0.09 | buy |
| Zimmer Partners, LP | 0 | 950,000 | +950,000 | 0.00 | 1.40 | +1.40 | buy |
| NOMURA HOLDINGS INC | 796,302 | 785,497 | -10,805 | 0.37 | 0.43 | +0.06 | sell |
| UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 700,624 | 746,183 | +45,559 | 0.01 | 0.02 | +0.00 | buy |
| HSBC HOLDINGS PLC | 449,346 | 745,392 | +296,046 | 0.02 | 0.04 | +0.01 | buy |
| DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main | 856,148 | 736,717 | -119,431 | 0.06 | 0.06 | -0.00 | sell |
| MARSHALL WACE, LLP | 0 | 722,235 | +722,235 | 0.00 | 0.08 | +0.08 | buy |
| JANUS HENDERSON GROUP PLC | 1,076,686 | 711,395 | -365,291 | 0.03 | 0.03 | -0.01 | sell |
| Merewether Investment Management, LP | 0 | 679,700 | +679,700 | 0.00 | 2.45 | +2.45 | buy |
| Swiss National Bank | 717,300 | 676,100 | -41,200 | 0.03 | 0.03 | +0.00 | sell |
| ADAGE CAPITAL PARTNERS GP, L.L.C. | 319,252 | 671,452 | +352,200 | 0.03 | 0.09 | +0.05 | buy |
| VICTORY CAPITAL MANAGEMENT INC | 376,446 | 654,764 | +278,318 | 0.02 | 0.04 | +0.02 | buy |
| BARCLAYS PLC | 741,555 | 631,651 | -109,904 | 0.02 | 0.02 | -0.00 | sell |
| Glendon Capital Management LP | 698,683 | 595,453 | -103,230 | 2.73 | 3.12 | +0.39 | sell |
| Twin Tree Management, LP | 302,002 | 590,553 | +288,551 | 0.28 | 0.91 | +0.62 | buy |
| Man Group plc | 511,221 | 581,755 | +70,534 | 0.08 | 0.11 | +0.03 | buy |
| JANE STREET GROUP, LLC | 464,742 | 579,888 | +115,146 | 0.03 | 0.05 | +0.02 | buy |
| Sumitomo Mitsui Trust Group, Inc. | 579,195 | 577,394 | -1,801 | 0.02 | 0.03 | +0.00 | sell |
| Luxor Capital Group, LP | 704,419 | 570,732 | -133,687 | 5.96 | 5.74 | -0.22 | sell |
| HRT FINANCIAL LP | 140,263 | 563,711 | +423,448 | 0.05 | 0.23 | +0.18 | buy |
| GOLDMAN SACHS GROUP INC | 479,434 | 549,623 | +70,189 | 0.01 | 0.01 | +0.00 | buy |
| SEI INVESTMENTS CO | 481,000 | 481,000 | 0 | 0.00 | 0.00 | +0.00 | hold |
| WORLDQUANT MILLENNIUM ADVISORS LLC | 135,916 | 462,987 | +327,071 | 0.10 | 0.39 | +0.29 | buy |
| RHUMBLINE ADVISERS | 518,856 | 449,840 | -69,016 | 0.03 | 0.03 | +0.00 | sell |
| ALLIANCEBERNSTEIN L.P. | 329,373 | 440,718 | +111,345 | 0.01 | 0.01 | +0.00 | buy |
| Connor, Clark & Lunn Investment Management Ltd. | 489,659 | 434,252 | -55,407 | 0.12 | 0.13 | +0.01 | sell |
| CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM | 438,530 | 422,335 | -16,195 | 0.02 | 0.02 | +0.00 | sell |
| AVIVA PLC | 119,178 | 420,209 | +301,031 | 0.02 | 0.09 | +0.07 | buy |
| Neuberger Berman Group LLC | 419,741 | 408,039 | -11,702 | 0.02 | 0.02 | +0.00 | sell |
| Cubist Systematic Strategies, LLC | 475,490 | 407,970 | -67,520 | 0.30 | 0.31 | +0.01 | sell |
| MACKENZIE FINANCIAL CORP | 481,918 | 405,543 | -76,375 | 0.04 | 0.04 | +0.00 | sell |
| BANK OF MONTREAL /CAN/ | 220,050 | 399,993 | +179,943 | 0.00 | 0.01 | +0.00 | buy |
| Mitsubishi UFJ Trust & Banking Corp | 392,342 | 396,037 | +3,695 | 0.05 | 0.06 | +0.02 | buy |
| JUPITER ASSET MANAGEMENT LTD | 0 | 390,718 | +390,718 | 0.00 | 0.25 | +0.25 | buy |
| FIRST TRUST ADVISORS LP | 316,304 | 384,515 | +68,211 | 0.02 | 0.03 | +0.01 | buy |
| Squarepoint Ops LLC | 140,314 | 383,233 | +242,919 | 0.03 | 0.11 | +0.08 | buy |
| PRINCIPAL FINANCIAL GROUP INC | 254,652 | 380,269 | +125,617 | 0.01 | 0.02 | +0.01 | buy |
| Bridgewater Associates, LP | 357,929 | 374,628 | +16,699 | 0.10 | 0.13 | +0.02 | buy |
| Gotham Asset Management, LLC | 357,618 | 374,339 | +16,721 | 0.34 | 0.38 | +0.04 | buy |
| SUMMIT PARTNERS PUBLIC ASSET MANAGEMENT, LLC | 0 | 368,687 | +368,687 | 0.00 | 1.19 | +1.19 | buy |
| MACQUARIE GROUP LTD | 575,676 | 350,262 | -225,414 | 0.03 | 0.03 | -0.01 | sell |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | 217,742 | 334,116 | +116,374 | 0.02 | 0.03 | +0.01 | buy |
| LOOMIS SAYLES & CO L P | 0 | 321,467 | +321,467 | 0.00 | 0.03 | +0.03 | buy |
| TUDOR INVESTMENT CORP ET AL | 258,096 | 317,777 | +59,681 | 0.18 | 0.26 | +0.08 | buy |
| PRICE T ROWE ASSOCIATES INC /MD/ | 3,130,112 | 316,844 | -2,813,268 | 0.02 | 0.00 | -0.02 | sell |
| Holocene Advisors, LP | 0 | 315,249 | +315,249 | 0.00 | 0.08 | +0.08 | buy |
| CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM | 322,534 | 305,834 | -16,700 | 0.02 | 0.03 | +0.00 | sell |
| ROYAL BANK OF CANADA | 592,131 | 300,777 | -291,354 | 0.01 | 0.00 | -0.00 | sell |
| Maven Securities LTD | 737,284 | 295,061 | -442,223 | 4.34 | 1.19 | -3.15 | sell |
| Walleye Trading LLC | 0 | 292,324 | +292,324 | 0.00 | 0.32 | +0.32 | buy |
| BALYASNY ASSET MANAGEMENT L.P. | 0 | 289,398 | +289,398 | 0.00 | 0.05 | +0.05 | buy |
| STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM | 280,739 | 288,619 | +7,880 | 0.03 | 0.02 | -0.01 | buy |
| AE Wealth Management LLC | 332,217 | 275,129 | -57,088 | 0.09 | 0.21 | +0.12 | sell |
| AMERIPRISE FINANCIAL INC | 276,214 | 269,905 | -6,309 | 0.00 | 0.01 | +0.00 | sell |
| Mitsubishi UFJ Asset Management Co., Ltd. | 216,300 | 259,880 | +43,580 | 0.02 | 0.02 | +0.00 | buy |
| Bank of New York Mellon Corp | 250,000 | 250,000 | 0 | 0.00 | 0.00 | +0.00 | hold |
| Allianz Asset Management GmbH | 0 | 238,043 | +238,043 | 0.00 | 0.03 | +0.03 | buy |
| Allspring Global Investments Holdings, LLC | 24,097 | 237,444 | +213,347 | 0.00 | 0.03 | +0.02 | buy |
| NEW YORK STATE TEACHERS RETIREMENT SYSTEM | 250,523 | 236,429 | -14,094 | 0.03 | 0.03 | +0.00 | sell |
| Beck Bode, LLC | 278,560 | 226,449 | -52,111 | 3.23 | 3.13 | -0.10 | sell |
| WEDGE CAPITAL MANAGEMENT L L P/NC | 234,634 | 215,979 | -18,655 | 0.22 | 0.24 | +0.02 | sell |
| MANUFACTURERS LIFE INSURANCE COMPANY, THE | 266,416 | 213,281 | -53,135 | 0.01 | 0.01 | +0.01 | sell |
| Hudson Bay Capital Management LP | 157,094 | 212,628 | +55,534 | 0.07 | 0.13 | +0.05 | buy |