| 1 |
STATE STREET CORP |
2,611,098 |
31,852,000 |
9.19% |
|
|
| 2 |
AQR CAPITAL MANAGEMENT LLC |
1,858,537 |
22,674,000 |
6.54% |
|
|
| 3 |
VANGUARD GROUP INC |
1,698,702 |
20,724,000 |
5.98% |
|
|
| 4 |
BlackRock Institutional Trust Company, N.A. |
1,217,215 |
14,850,000 |
4.28% |
|
|
| 5 |
Pine River Capital Management L.P. |
956,301 |
11,667,000 |
3.37% |
|
|
| 6 |
SHEPHERD KAPLAN KROCHUK, LLC |
839,458 |
10,241,000 |
2.95% |
|
|
| 7 |
BlackRock Fund Advisors |
826,179 |
10,079,000 |
2.91% |
|
|
| 8 |
ASCEND CAPITAL, LLC |
762,821 |
9,306,000 |
2.68% |
|
|
| 9 |
BANK OF AMERICA CORP /DE/ |
697,414 |
8,508,000 |
2.45% |
|
|
| 10 |
NORGES BANK |
686,328 |
8,373,000 |
2.42% |
|
|
| 11 |
COASTLAND CAPITAL LLC |
630,041 |
7,687,000 |
2.22% |
|
|
| 12 |
Elm Ridge Management, LLC |
617,601 |
7,534,000 |
2.17% |
|
|
| 13 |
Crescent Park Management, L.P. |
615,448 |
7,508,000 |
2.17% |
|
|
| 14 |
CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM |
538,406 |
6,569,000 |
1.90% |
|
|
| 15 |
Allianz Asset Management GmbH |
510,656 |
6,230,000 |
1.80% |
|
|
| 16 |
MASTERS CAPITAL MANAGEMENT LLC |
487,000 |
5,941,000 |
1.71% |
Put |
|
| 17 |
MASTERS CAPITAL MANAGEMENT LLC |
485,952 |
5,929,000 |
1.71% |
|
|
| 18 |
JANUS HENDERSON GROUP PLC |
483,970 |
5,904,000 |
1.70% |
|
|
| 19 |
IVORY INVESTMENT MANAGEMENT, LLC |
436,064 |
5,320,000 |
1.53% |
|
|
| 20 |
Invesco Ltd. |
424,869 |
5,184,000 |
1.50% |
|
|
| 21 |
Saba Capital Management, L.P. |
417,845 |
5,098,000 |
1.47% |
|
|
| 22 |
SUSQUEHANNA INTERNATIONAL GROUP, LLP |
411,400 |
5,019,000 |
1.45% |
Call |
|
| 23 |
MILLENNIUM MANAGEMENT LLC |
400,000 |
4,880,000 |
1.41% |
Call |
|
| 24 |
NORTHERN TRUST CORP |
394,751 |
4,816,000 |
1.39% |
|
|
| 25 |
ADAGE CAPITAL PARTNERS GP, L.L.C. |
383,869 |
4,683,000 |
1.35% |
|
|
| 26 |
GOLDMAN SACHS GROUP INC |
368,580 |
4,496,000 |
1.30% |
|
|
| 27 |
WEXFORD CAPITAL LP |
355,000 |
4,331,000 |
1.25% |
|
|
| 28 |
DIMENSIONAL FUND ADVISORS LP |
352,196 |
4,298,000 |
1.24% |
|
|
| 29 |
AQR ARBITRAGE LLC |
327,650 |
3,997,000 |
1.15% |
|
|
| 30 |
HBK INVESTMENTS L P |
300,570 |
3,667,000 |
1.06% |
|
|
| 31 |
ZIFF BROTHERS INVESTMENTS, L.L.C. |
297,548 |
3,630,000 |
1.05% |
|
|
| 32 |
GEODE CAPITAL MANAGEMENT, LLC |
286,954 |
3,500,000 |
1.01% |
|
|
| 33 |
PANAGORA ASSET MANAGEMENT INC |
280,639 |
3,424,000 |
0.99% |
|
|
| 34 |
PARAMETRIC PORTFOLIO ASSOCIATES LLC |
269,613 |
3,289,000 |
0.95% |
|
|
| 35 |
CHARLES SCHWAB INVESTMENT MANAGEMENT INC |
264,661 |
3,229,000 |
0.93% |
|
|
| 36 |
Legal & General Group Plc |
262,861 |
3,216,000 |
0.93% |
|
|
| 37 |
Grantham, Mayo, Van Otterloo & Co. LLC |
263,608 |
3,216,000 |
0.93% |
|
|
| 38 |
CITADEL ADVISORS LLC |
263,036 |
3,209,000 |
0.93% |
|
|
| 39 |
ArrowMark Colorado Holdings LLC |
240,000 |
2,928,000 |
0.84% |
|
|
| 40 |
SUSQUEHANNA INTERNATIONAL GROUP, LLP |
228,700 |
2,790,000 |
0.80% |
Put |
|
| 41 |
Bank of New York Mellon Corp |
218,427 |
2,664,000 |
0.77% |
|
|
| 42 |
UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC |
202,696 |
2,472,000 |
0.71% |
|
|
| 43 |
CANYON CAPITAL ADVISORS LLC |
145,270 |
1,772,000 |
0.51% |
|
|
| 44 |
TFS CAPITAL LLC |
140,551 |
1,715,000 |
0.49% |
|
|
| 45 |
BlackRock Investment Management, LLC |
129,895 |
1,585,000 |
0.46% |
|
|
| 46 |
Connor, Clark & Lunn Investment Management Ltd. |
125,833 |
1,535,000 |
0.44% |
|
|
| 47 |
TWO SIGMA ADVISERS, LP |
124,951 |
1,524,000 |
0.44% |
|
|
| 48 |
OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) |
123,300 |
1,504,000 |
0.43% |
|
|
| 49 |
NEW YORK STATE COMMON RETIREMENT FUND |
117,143 |
1,429,000 |
0.41% |
|
|
| 50 |
BRIDGEWAY CAPITAL MANAGEMENT, LLC |
115,484 |
1,409,000 |
0.41% |
|
|
