CLAROS MTG TR INC

Institution	Shares	Value ($000)
LM Asset (IM) Inc.	534,000	$1,634
Greenland Capital Management LP	138,000	$422
Portolan Capital Management, LLC	119,700	$366
Abel Hall, LLC	20,294	$62
Brevan Howard Capital Management LP	312,649	$958
State of Wyoming	20,843	$64
BANK OF MONTREAL /CAN/	18,032	$55
CIBC Asset Management Inc	15,803	$48
CANADA PENSION PLAN INVESTMENT BOARD	14,100	$43
Mariner, LLC	12,302	$38
GAMMA Investing LLC	4,255	$13
Rockefeller Capital Management L.P.	344	$1
True Wealth Design, LLC	36	$0
Hughes Financial Services, LLC	1	$0

Increased Positions (32)

CHARLES SCHWAB INVESTMENT MANAGEMENT INC

Value ($000) $11,083 (+3.1%) Shares 3,621,983 (+11.9%)

VANGUARD GROUP INC

Value ($000) $21,032 (-4.3%) Shares 6,873,282 (+3.9%)

BlackRock, Inc.

Value ($000) $25,061 (-6.4%) Shares 8,189,946 (+1.5%)

Caption Management, LLC

Value ($000) $1,040 (+5.4%) Shares 340,000 (+14.4%)

CITADEL ADVISORS LLC

Value ($000) $999 (+15.4%) Shares 326,530 (+25.2%)

AQR CAPITAL MANAGEMENT LLC

Value ($000) $845 (+13.7%) Shares 276,068 (+23.4%)

BANK OF AMERICA CORP /DE/

Value ($000) $235 (+127.9%) Shares 76,769 (+147.2%)

WELLS FARGO & COMPANY/MN

Value ($000) $317 (+34.8%) Shares 103,504 (+46.2%)

GEODE CAPITAL MANAGEMENT, LLC

Value ($000) $8,026 (-6.8%) Shares 2,621,926 (+1.1%)

MetLife Investment Management, LLC

Value ($000) $165 (+31.2%) Shares 53,812 (+42.3%)

FMR LLC

Value ($000) $178 (+26.0%) Shares 58,080 (+36.7%)

IEQ CAPITAL, LLC

Value ($000) $124 (+28.8%) Shares 40,454 (+39.7%)

MORGAN STANLEY

Value ($000) $732 (-3.1%) Shares 239,100 (+5.2%)

BARCLAYS PLC

Value ($000) $440 (-57.5%) Shares 143,901 (+4.1%)

Vident Advisory, LLC

Value ($000) $218 (+1.6%) Shares 71,360 (+10.3%)

Gallagher Fiduciary Advisors, LLC

Value ($000) $109 (+2.2%) Shares 35,671 (+10.9%)

Atria Investments, Inc

Value ($000) $109 (+3.5%) Shares 35,566 (+12.2%)

RENAISSANCE TECHNOLOGIES LLC

Value ($000) $82 (+9.2%) Shares 26,900 (+18.5%)

DEUTSCHE BANK AG\

Value ($000) $228 (-3.5%) Shares 74,550 (+4.7%)

BNP PARIBAS ARBITRAGE, SA

Value ($000) $65 (+8.7%) Shares 21,113 (+18.0%)

Institution	Prev Shares	Curr Shares	Change
CHARLES SCHWAB INVESTMENT MANAGEMENT INC	3,238,124	3,621,983	+383,859 (+11.9%)
VANGUARD GROUP INC	6,616,998	6,873,282	+256,284 (+3.9%)
BlackRock, Inc.	8,065,721	8,189,946	+124,225 (+1.5%)
Caption Management, LLC	297,236	340,000	+42,764 (+14.4%)
CITADEL ADVISORS LLC	260,880	326,530	+65,650 (+25.2%)
AQR CAPITAL MANAGEMENT LLC	223,788	276,068	+52,280 (+23.4%)
BANK OF AMERICA CORP /DE/	31,050	76,769	+45,719 (+147.2%)
WELLS FARGO & COMPANY/MN	70,782	103,504	+32,722 (+46.2%)
GEODE CAPITAL MANAGEMENT, LLC	2,592,559	2,621,926	+29,367 (+1.1%)
MetLife Investment Management, LLC	37,805	53,812	+16,007 (+42.3%)
FMR LLC	42,496	58,080	+15,584 (+36.7%)
IEQ CAPITAL, LLC	28,959	40,454	+11,495 (+39.7%)
MORGAN STANLEY	227,357	239,100	+11,743 (+5.2%)
BARCLAYS PLC	138,291	143,901	+5,610 (+4.1%)
Vident Advisory, LLC	64,705	71,360	+6,655 (+10.3%)
Gallagher Fiduciary Advisors, LLC	32,162	35,671	+3,509 (+10.9%)
Atria Investments, Inc	31,687	35,566	+3,879 (+12.2%)
RENAISSANCE TECHNOLOGIES LLC	22,700	26,900	+4,200 (+18.5%)
DEUTSCHE BANK AG\	71,203	74,550	+3,347 (+4.7%)
BNP PARIBAS ARBITRAGE, SA	17,895	21,113	+3,218 (+18.0%)

Decreased Positions (36)

ALGERT GLOBAL LLC

Value ($000) $0 (-95.4%) Shares 19,027 (-95.0%)

CITIGROUP INC

Value ($000) $6 (-99.5%) Shares 2,089 (-99.4%)

Graham Capital Management, L.P.

Value ($000) $154 (-55.7%) Shares 50,202 (-51.9%)

TUDOR INVESTMENT CORP ET AL

Value ($000) $392 (-62.9%) Shares 128,068 (-59.8%)

ROYAL BANK OF CANADA

Value ($000) $10 (-98.5%) Shares 3,171 (-98.4%)

UBS Group AG

Value ($000) $433 (-59.7%) Shares 141,391 (-56.2%)

JANE STREET GROUP, LLC

Value ($000) $771 (-41.0%) Shares 251,856 (-35.9%)

D. E. Shaw & Co., Inc.

Value ($000) $2,509 (-17.3%) Shares 819,877 (-10.3%)

NORTHERN TRUST CORP

Value ($000) $2,370 (-13.8%) Shares 774,634 (-6.5%)

MILLENNIUM MANAGEMENT LLC

Value ($000) $4,081 (-11.2%) Shares 1,333,701 (-3.6%)

STATE STREET CORP

Value ($000) $6,387 (-10.0%) Shares 2,087,295 (-2.3%)

LOS ANGELES CAPITAL MANAGEMENT LLC

Value ($000) $649 (-16.1%) Shares 197,944 (-15.1%)

GOLDMAN SACHS GROUP INC

Value ($000) $1,186 (-18.3%) Shares 387,685 (-11.3%)

Quadrature Capital Ltd

Value ($000) $92 (-44.2%) Shares 30,182 (-39.3%)

Verition Fund Management LLC

Value ($000) $466 (-18.7%) Shares 152,131 (-11.8%)

Invesco Ltd.

Value ($000) $444 (-20.5%) Shares 145,227 (-13.7%)

SUSQUEHANNA INTERNATIONAL GROUP, LLP

Value ($000) $42 (-65.4%) Shares 13,701 (-62.4%)

Russell Investments Group, Ltd.

Value ($000) $81 (-48.0%) Shares 26,382 (-43.6%)

RHUMBLINE ADVISERS

Value ($000) $368 (-20.0%) Shares 120,258 (-13.2%)

JPMORGAN CHASE & CO

Value ($000) $1,372 (-10.9%) Shares 448,433 (-3.3%)

Institution	Prev Shares	Curr Shares	Change
ALGERT GLOBAL LLC	383,686	19,027	-364,659 (-95.0%)
CITIGROUP INC	376,197	2,089	-374,108 (-99.4%)
Graham Capital Management, L.P.	104,466	50,202	-54,264 (-51.9%)
TUDOR INVESTMENT CORP ET AL	318,238	128,068	-190,170 (-59.8%)
ROYAL BANK OF CANADA	199,714	3,171	-196,543 (-98.4%)
UBS Group AG	323,020	141,391	-181,629 (-56.2%)
JANE STREET GROUP, LLC	393,177	251,856	-141,321 (-35.9%)
D. E. Shaw & Co., Inc.	913,688	819,877	-93,811 (-10.3%)
NORTHERN TRUST CORP	828,191	774,634	-53,557 (-6.5%)
MILLENNIUM MANAGEMENT LLC	1,383,872	1,333,701	-50,171 (-3.6%)
STATE STREET CORP	2,137,426	2,087,295	-50,131 (-2.3%)
LOS ANGELES CAPITAL MANAGEMENT LLC	233,045	197,944	-35,101 (-15.1%)
GOLDMAN SACHS GROUP INC	437,144	387,685	-49,459 (-11.3%)
Quadrature Capital Ltd	49,761	30,182	-19,579 (-39.3%)
Verition Fund Management LLC	172,546	152,131	-20,415 (-11.8%)
Invesco Ltd.	168,273	145,227	-23,046 (-13.7%)
SUSQUEHANNA INTERNATIONAL GROUP, LLP	36,481	13,701	-22,780 (-62.4%)
Russell Investments Group, Ltd.	46,754	26,382	-20,372 (-43.6%)
RHUMBLINE ADVISERS	138,495	120,258	-18,237 (-13.2%)
JPMORGAN CHASE & CO	463,799	448,433	-15,366 (-3.3%)

Exited Positions (15)

MQS Management LLC

Value ($000) $71 Shares 21,297

Brooklyn Investment Group

Value ($000) $253 Shares 87,571

Aigen Investment Management, LP

Value ($000) $45 Shares 13,555

BALYASNY ASSET MANAGEMENT L.P.

Value ($000) $1,289 Shares 388,375

Focus Partners Wealth

Value ($000) $397 Shares 10,259

MARSHALL WACE, LLP

Value ($000) $308 Shares 92,722

Centiva Capital, LP

Value ($000) $92 Shares 27,831

Jump Financial, LLC

Value ($000) $79 Shares 23,905

Squarepoint Ops LLC

Value ($000) $120 Shares 36,005

CIBC WORLD MARKETS CORP

Value ($000) $32 Shares 11,374

OSAIC HOLDINGS, INC.

Value ($000) $2 Shares 500

Private Wealth Management Group, LLC

Value ($000) $1 Shares 296

QUADRANT CAPITAL GROUP LLC

Value ($000) $1 Shares 297

Versant Capital Management, Inc

Value ($000) $1 Shares 277

Advisory Services Network, LLC

Value ($000) $0 Shares 68

Institution	Prev Shares	Prev Value ($000)
MQS Management LLC	21,297	$71
Brooklyn Investment Group	87,571	$253
Aigen Investment Management, LP	13,555	$45
BALYASNY ASSET MANAGEMENT L.P.	388,375	$1,289
Focus Partners Wealth	10,259	$397
MARSHALL WACE, LLP	92,722	$308
Centiva Capital, LP	27,831	$92
Jump Financial, LLC	23,905	$79
Squarepoint Ops LLC	36,005	$120
CIBC WORLD MARKETS CORP	11,374	$32
OSAIC HOLDINGS, INC.	500	$2
Private Wealth Management Group, LLC	296	$1
QUADRANT CAPITAL GROUP LLC	297	$1
Versant Capital Management, Inc	277	$1
Advisory Services Network, LLC	68	$0