The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM CL A 68243Q106 5,527 701,404 SH   SOLE   701,404 0 0
1347 PPTY INS HLDGS INC COM 68244P107 9 1,598 SH   SOLE   1,598 0 0
1ST CENTURY BANCSHARES INC COM 31943X102 15 1,382 SH   SOLE   1,382 0 0
1ST CONSTITUTION BANCORP COM 31986N102 13 1,024 SH   SOLE   1,024 0 0
1ST SOURCE CORP COM 336901103 12,115 380,501 SH   SOLE   380,501 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 2,105 105,432 SH   SOLE   105,432 0 0
22ND CENTY GROUP INC COM 90137F103 96 122,430 SH   SOLE   122,430 0 0
2U INC COM 90214J101 14,119 624,716 SH   SOLE   624,716 0 0
3-D SYS CORP DEL COM NEW 88554D205 61,452 3,972,317 SH   SOLE   3,972,317 0 0
3M CO COM 88579Y101 1,313,631 7,883,523 SH   SOLE   7,883,523 0 0
500 COM LTD SPON ADR REP A 33829R100 666 39,876 SH   SOLE   39,876 0 0
51JOB INC SP ADR REP COM 316827104 1,199 38,652 SH   SOLE   38,652 0 0
58 COM INC SPON ADR REP A 31680Q104 27,518 494,489 SH   SOLE   494,489 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 102 6,937 SH   SOLE   6,937 0 0
8X8 INC NEW COM 282914100 73,929 7,348,771 SH   SOLE   7,348,771 0 0
A H BELO CORP COM CL A 001282102 240 49,996 SH   SOLE   49,996 0 0
A MARK PRECIOUS METALS INC COM 00181T107 225 11,294 SH   SOLE   11,294 0 0
A10 NETWORKS INC COM 002121101 5,197 877,805 SH   SOLE   877,805 0 0
AAC HLDGS INC COM 000307108 4,070 205,653 SH   SOLE   205,653 0 0
AAON INC COM PAR $0.004 000360206 69,176 2,470,588 SH   SOLE   2,470,588 0 0
AAR CORP COM 000361105 55,995 2,406,304 SH   SOLE   2,406,304 0 0
AARONS INC COM PAR $0.50 002535300 53,752 2,141,498 SH   SOLE   2,141,498 0 0
ABAXIS INC COM 002567105 61,598 1,357,080 SH   SOLE   1,357,080 0 0
ABBOTT LABS COM 002824100 930,300 22,240,030 SH   SOLE   22,240,030 0 0
ABBVIE INC COM 00287Y109 1,132,744 19,830,944 SH   SOLE   19,830,944 0 0
ABENGOA YIELD PLC ORD SHS G00349103 20,034 1,126,776 SH   SOLE   1,126,776 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 774 302,262 SH   SOLE   302,262 0 0
ABERCROMBIE & FITCH CO CL A 002896207 102,583 3,252,459 SH   SOLE   3,252,459 0 0
ABIOMED INC COM 003654100 199,514 2,104,357 SH   SOLE   2,104,357 0 0
ABM INDS INC COM 000957100 114,480 3,543,162 SH   SOLE   3,543,162 0 0
ABRAXAS PETE CORP COM 003830106 2,356 2,332,803 SH   SOLE   2,332,803 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 5,025 1,325,865 SH   SOLE   1,325,865 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 42,810 776,809 SH   SOLE   776,809 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 99,232 3,549,078 SH   SOLE   3,549,078 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 150,360 4,280,116 SH   SOLE   4,280,116 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,414 585,534 SH   SOLE   585,534 0 0
ACCELERON PHARMA INC COM 00434H108 28,240 1,070,110 SH   SOLE   1,070,110 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,071,922 9,288,748 SH   SOLE   9,288,748 0 0
ACCESS NATL CORP COM 004337101 3,799 191,568 SH   SOLE   191,568 0 0
ACCO BRANDS CORP COM 00081T108 22,996 2,560,824 SH   SOLE   2,560,824 0 0
ACCURAY INC COM 004397105 13,756 2,379,968 SH   SOLE   2,379,968 0 0
ACCURIDE CORP NEW COM NEW 00439T206 1,543 995,472 SH   SOLE   995,472 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 238 77,402 SH   SOLE   77,402 0 0
ACETO CORP COM 004446100 44,096 1,871,638 SH   SOLE   1,871,638 0 0
ACHAOGEN INC COM 004449104 118 42,759 SH   SOLE   42,759 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 35,306 4,573,313 SH   SOLE   4,573,313 0 0
ACI WORLDWIDE INC COM 004498101 126,661 6,092,412 SH   SOLE   6,092,412 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 2,785 146,957 SH   SOLE   146,957 0 0
ACME UTD CORP COM 004816104 10 619 SH   SOLE   619 0 0
ACNB CORP COM 000868109 23 1,018 SH   SOLE   1,018 0 0
ACORDA THERAPEUTICS INC COM 00484M106 88,660 3,352,000 SH   SOLE   3,352,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 67 75,000 PRN   SOLE   75,000 0 0
ACRE RLTY INVS INC COM 00489F106 1 935 SH   SOLE   935 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 154 77,550 SH   SOLE   77,550 0 0
ACTIVE POWER INC COM NEW 00504W308 70 71,668 SH   SOLE   71,668 0 0
ACTIVISION BLIZZARD INC COM 00507V109 305,540 9,028,954 SH   SOLE   9,028,954 0 0
ACTUA CORP COM 005094107 9,307 1,028,434 SH   SOLE   1,028,434 0 0
ACTUANT CORP CL A NEW 00508X203 93,000 3,763,646 SH   SOLE   3,763,646 0 0
ACUITY BRANDS INC COM 00508Y102 326,078 1,494,809 SH   SOLE   1,494,809 0 0
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 5 1,692 SH   SOLE   1,692 0 0
ACXIOM CORP COM 005125109 80,744 3,766,041 SH   SOLE   3,766,041 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 8,491 587,187 SH   SOLE   587,187 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 245 39,938 SH   SOLE   39,938 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,210 55,280 SH   SOLE   55,280 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 113 48,539 SH   SOLE   48,539 0 0
ADDUS HOMECARE CORP COM 006739106 2,795 162,588 SH   SOLE   162,588 0 0
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 2 884 SH   SOLE   884 0 0
ADECOAGRO S A COM L00849106 2,302 199,319 SH   SOLE   199,319 0 0
ADEPTUS HEALTH INC CL A 006855100 37,285 671,316 SH   SOLE   671,316 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 72 12,733 SH   SOLE   12,733 0 0
ADMA BIOLOGICS INC COM 000899104 5 563 SH   SOLE   563 0 0
ADOBE SYS INC COM 00724F101 685,830 7,311,620 SH   SOLE   7,311,620 0 0
ADTRAN INC COM 00738A106 63,479 3,139,408 SH   SOLE   3,139,408 0 0
ADURO BIOTECH INC COM 00739L101 13,165 1,027,701 SH   SOLE   1,027,701 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 183,498 1,144,433 SH   SOLE   1,144,433 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 17,154 805,355 SH   SOLE   805,355 0 0
ADVANCED ENERGY INDS COM 007973100 87,103 2,503,670 SH   SOLE   2,503,670 0 0
ADVANCED MICRO DEVICES INC COM 007903107 94,594 33,190,885 SH   SOLE   33,190,885 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 3 476 SH   SOLE   476 0 0
ADVAXIS INC COM NEW 007624208 7,139 790,604 SH   SOLE   790,604 0 0
ADVISORY BRD CO COM 00762W107 33,120 1,026,969 SH   SOLE   1,026,969 0 0
AECOM COM 00766T100 151,943 4,934,824 SH   SOLE   4,934,824 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 166 21,888 SH   SOLE   21,888 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 3,821 1,032,702 SH   SOLE   1,032,702 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 38 75,000 PRN   SOLE   75,000 0 0
AEGION CORP COM 00770F104 47,304 2,242,947 SH   SOLE   2,242,947 0 0
AEHR TEST SYSTEMS COM 00760J108 3 2,394 SH   SOLE   2,394 0 0
AEMETIS INC COM NEW 00770K202 57 28,043 SH   SOLE   28,043 0 0
AEP INDS INC COM 001031103 6,764 102,491 SH   SOLE   102,491 0 0
AERCAP HOLDINGS NV SHS N00985106 35,107 905,752 SH   SOLE   905,752 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 10,698 879,783 SH   SOLE   879,783 0 0
AEROCENTURY CORP COM 007737109 3 249 SH   SOLE   249 0 0
AEROHIVE NETWORKS INC COM 007786106 3,155 632,221 SH   SOLE   632,221 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 71,622 4,372,552 SH   SOLE   4,372,552 0 0
AEROPOSTALE COM 007865108 35 177,070 SH   SOLE   177,070 0 0
AEROVIRONMENT INC COM 008073108 42,820 1,512,009 SH   SOLE   1,512,009 0 0
AES CORP COM 00130H105 134,202 11,373,070 SH   SOLE   11,373,070 0 0
AETHLON MED INC COM NEW 00808Y208 6 1,110 SH   SOLE   1,110 0 0
AETNA INC NEW COM 00817Y108 526,038 4,682,137 SH   SOLE   4,682,137 0 0
AFFILIATED MANAGERS GROUP COM 008252108 137,812 848,595 SH   SOLE   848,595 0 0
AFFIMED N V COM N01045108 3,056 817,240 SH   SOLE   817,240 0 0
AFFYMETRIX INC COM 00826T108 70,087 5,002,635 SH   SOLE   5,002,635 0 0
AFLAC INC COM 001055102 305,873 4,844,366 SH   SOLE   4,844,366 0 0
AG MTG INVT TR INC COM 001228105 14,644 1,120,466 SH   SOLE   1,120,466 0 0
AGCO CORP COM 001084102 121,095 2,436,517 SH   SOLE   2,436,517 0 0
AGENUS INC COM NEW 00847G705 8,204 1,972,191 SH   SOLE   1,972,191 0 0
AGILE THERAPEUTICS INC COM 00847L100 2,116 340,810 SH   SOLE   340,810 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 212,609 5,335,228 SH   SOLE   5,335,228 0 0
AGILYSYS INC COM 00847J105 10,104 989,583 SH   SOLE   989,583 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 29,646 730,197 SH   SOLE   730,197 0 0
AGL RES INC COM 001204106 295,418 4,535,121 SH   SOLE   4,535,121 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,519 207,945 SH   SOLE   207,945 0 0
AGREE REALTY CORP COM 008492100 48,684 1,265,508 SH   SOLE   1,265,508 0 0
AGRIUM INC COM 008916108 1,184 13,413 SH   SOLE   13,413 0 0
AGROFRESH SOLUTIONS COM 00856G109 50 7,869 SH   SOLE   7,869 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 3,615 266,606 SH   SOLE   266,606 0 0
AIR INDS GROUP COM NEW 00912N205 9 1,409 SH   SOLE   1,409 0 0
AIR LEASE CORP CL A 00912X302 29,679 924,015 SH   SOLE   924,015 0 0
AIR METHODS CORP COM PAR $.06 009128307 87,226 2,408,227 SH   SOLE   2,408,227 0 0
AIR PRODS & CHEMS INC COM 009158106 335,636 2,329,998 SH   SOLE   2,329,998 0 0
AIR T INC COM 009207101 6 253 SH   SOLE   253 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 20,602 1,339,563 SH   SOLE   1,339,563 0 0
AIRCASTLE LTD COM G0129K104 33,336 1,498,936 SH   SOLE   1,498,936 0 0
AIRGAS INC COM 009363102 147,030 1,038,053 SH   SOLE   1,038,053 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 12 2,130 SH   SOLE   2,130 0 0
AK STL HLDG CORP COM 001547108 45,617 11,045,264 SH   SOLE   11,045,264 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 156,776 2,821,239 SH   SOLE   2,821,239 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 122 125,000 PRN   SOLE   125,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 11,726 1,301,449 SH   SOLE   1,301,449 0 0
AKERS BIOSCIENCES INC COM 00973E102 1 559 SH   SOLE   559 0 0
AKORN INC COM 009728106 111,975 4,758,802 SH   SOLE   4,758,802 0 0
ALAMO GROUP INC COM 011311107 13,625 244,569 SH   SOLE   244,569 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 274 51,860 SH   SOLE   51,860 0 0
ALARM COM HLDGS INC COM 011642105 4,465 188,414 SH   SOLE   188,414 0 0
ALASKA AIR GROUP INC COM 011659109 381,515 4,651,485 SH   SOLE   4,651,485 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 227 127,303 SH   SOLE   127,303 0 0
ALBANY INTL CORP CL A 012348108 66,435 1,767,349 SH   SOLE   1,767,349 0 0
ALBANY MOLECULAR RESH INC COM 012423109 32,538 2,128,026 SH   SOLE   2,128,026 0 0
ALBEMARLE CORP COM 012653101 237,213 3,710,517 SH   SOLE   3,710,517 0 0
ALCOA INC COM 013817101 206,660 21,572,051 SH   SOLE   21,572,051 0 0
ALCOA INC DEP SHS 1/10TH 013817309 75,607 2,291,804 SH   SOLE   2,291,804 0 0
ALCOBRA LTD SHS M2239P109 1,344 354,614 SH   SOLE   354,614 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 27,841 1,136,823 SH   SOLE   1,136,823 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 4 1,009 SH   SOLE   1,009 0 0
ALERE INC COM 01449J105 40,206 794,426 SH   SOLE   794,426 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 93,308 2,543,849 SH   SOLE   2,543,849 0 0
ALEXANDERS INC COM 014752109 19,754 51,910 SH   SOLE   51,910 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 313,363 3,447,718 SH   SOLE   3,447,718 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 616,687 4,429,585 SH   SOLE   4,429,585 0 0
ALEXZA PHARMACEUTICALS INC COM NEW 015384209 2 4,525 SH   SOLE   4,525 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 512,539 6,485,371 SH   SOLE   6,485,371 0 0
ALICO INC COM 016230104 2,817 102,046 SH   SOLE   102,046 0 0
ALIGN TECHNOLOGY INC COM 016255101 185,643 2,553,906 SH   SOLE   2,553,906 0 0
ALIMERA SCIENCES INC COM 016259103 1,346 769,130 SH   SOLE   769,130 0 0
ALKERMES PLC SHS G01767105 115,344 3,373,609 SH   SOLE   3,373,609 0 0
ALLEGHANY CORP DEL COM 017175100 306,343 617,378 SH   SOLE   617,378 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 58,172 3,568,834 SH   SOLE   3,568,834 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 1,462 79,577 SH   SOLE   79,577 0 0
ALLEGIANT TRAVEL CO COM 01748X102 146,346 821,890 SH   SOLE   821,890 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 90,404 1,418,986 SH   SOLE   1,418,986 0 0
ALLERGAN PLC SHS G0177J108 1,358,780 5,069,506 SH   SOLE   5,069,506 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 401,336 436,643 SH   SOLE   436,643 0 0
ALLETE INC COM NEW 018522300 171,644 3,061,237 SH   SOLE   3,061,237 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 202,605 920,932 SH   SOLE   920,932 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 4,963 335,560 SH   SOLE   335,560 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR 018606301 941 130,813 SH   SOLE   130,813 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 364 20,739 SH   SOLE   20,739 0 0
ALLIANT ENERGY CORP COM 018802108 490,555 6,604,133 SH   SOLE   6,604,133 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 2,903 161,270 SH   SOLE   161,270 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 31,865 911,992 SH   SOLE   911,992 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 38 45,886 SH   SOLE   45,886 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 43,293 1,604,615 SH   SOLE   1,604,615 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 83,605 6,328,929 SH   SOLE   6,328,929 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 76 75,000 PRN   SOLE   75,000 0 0
ALLSTATE CORP COM 020002101 287,076 4,261,181 SH   SOLE   4,261,181 0 0
ALLY FINL INC COM 02005N100 82,713 4,418,408 SH   SOLE   4,418,408 0 0
ALMOST FAMILY INC COM 020409108 19,108 513,110 SH   SOLE   513,110 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 115,395 1,838,376 SH   SOLE   1,838,376 0 0
ALON USA ENERGY INC COM 020520102 7,802 756,056 SH   SOLE   756,056 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5,860 494,508 SH   SOLE   494,508 0 0
ALPHA PRO TECH LTD COM 020772109 83 45,699 SH   SOLE   45,699 0 0
ALPHABET INC CAP STK CL C 02079K107 2,770,132 3,718,548 SH   SOLE   3,718,548 0 0
ALPHABET INC CAP STK CL A 02079K305 2,849,921 3,735,642 SH   SOLE   3,735,642 0 0
ALPHATEC HOLDINGS INC COM 02081G102 41 169,063 SH   SOLE   169,063 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 270 22,884 SH   SOLE   22,884 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 8,288 343,187 SH   SOLE   343,187 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 25,564 2,130,334 SH   SOLE   2,130,334 0 0
ALTRA INDL MOTION CORP COM 02208R106 17,290 622,393 SH   SOLE   622,393 0 0
ALTRIA GROUP INC COM 02209S103 1,962,379 31,317,897 SH   SOLE   31,317,897 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 256 32,098 SH   SOLE   32,098 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 68,572 2,930,434 SH   SOLE   2,930,434 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 3,508 2,293,101 SH   SOLE   2,293,101 0 0
AMAZON COM INC COM 023135106 2,737,419 4,611,245 SH   SOLE   4,611,245 0 0
AMBAC FINL GROUP INC COM NEW 023139884 15,439 977,149 SH   SOLE   977,149 0 0
AMBARELLA INC SHS G037AX101 33,328 745,593 SH   SOLE   745,593 0 0
AMBER RD INC COM 02318Y108 2,469 456,298 SH   SOLE   456,298 0 0
AMBEV SA SPONSORED ADR 02319V103 49,429 9,542,193 SH   SOLE   9,542,193 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 13,855 495,010 SH   SOLE   495,010 0 0
AMC NETWORKS INC CL A 00164V103 134,046 2,064,157 SH   SOLE   2,064,157 0 0
AMCON DISTRG CO COM NEW 02341Q205 4 53 SH   SOLE   53 0 0
AMDOCS LTD SHS G02602103 86,330 1,428,826 SH   SOLE   1,428,826 0 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 7 1,025 SH   SOLE   1,025 0 0
AMEDICA CORP COM NEW 023435209 3 1,832 SH   SOLE   1,832 0 0
AMEDISYS INC COM 023436108 91,311 1,888,930 SH   SOLE   1,888,930 0 0
AMERCO COM 023586100 23,662 66,222 SH   SOLE   66,222 0 0
AMEREN CORP COM 023608102 195,896 3,910,104 SH   SOLE   3,910,104 0 0
AMERESCO INC CL A 02361E108 2,478 519,522 SH   SOLE   519,522 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 287,226 7,003,801 SH   SOLE   7,003,801 0 0
AMERICAN ASSETS TR INC COM 024013104 96,115 2,407,684 SH   SOLE   2,407,684 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 28,497 1,851,626 SH   SOLE   1,851,626 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 299,775 6,365,995 SH   SOLE   6,365,995 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 27,393 1,866,016 SH   SOLE   1,866,016 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 264,511 14,198,118 SH   SOLE   14,198,118 0 0
AMERICAN DG ENERGY INC COM 025398108 2 4,810 SH   SOLE   4,810 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 139,827 8,387,935 SH   SOLE   8,387,935 0 0
AMERICAN ELEC PWR INC COM 025537101 649,352 9,779,400 SH   SOLE   9,779,400 0 0
AMERICAN ELECTRIC TECH INC COM 025576109 42 23,273 SH   SOLE   23,273 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 83,079 4,945,152 SH   SOLE   4,945,152 0 0
AMERICAN EXPRESS CO COM 025816109 567,337 9,240,013 SH   SOLE   9,240,013 0 0
AMERICAN FARMLAND CO COM 02589Y100 132 21,005 SH   SOLE   21,005 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 166,005 2,359,034 SH   SOLE   2,359,034 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 49,082 3,086,934 SH   SOLE   3,086,934 0 0
AMERICAN INDEPENDENCE CORP COM NEW 026760405 16 790 SH   SOLE   790 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 705,915 13,060,405 SH   SOLE   13,060,405 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 5,767 227,690 SH   SOLE   227,690 0 0
AMERICAN NATL INS CO COM 028591105 10,120 87,617 SH   SOLE   87,617 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 21,616 1,047,791 SH   SOLE   1,047,791 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 8,485 208,320 SH   SOLE   208,320 0 0
AMERICAN RIVER BANKSHARES COM 029326105 278 27,344 SH   SOLE   27,344 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 180 185,000 PRN   SOLE   185,000 0 0
AMERICAN RLTY INVS INC COM 029174109 3 658 SH   SOLE   658 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 12,915 466,407 SH   SOLE   466,407 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 1 588 SH   SOLE   588 0 0
AMERICAN SOFTWARE INC CL A 029683109 5,707 634,072 SH   SOLE   634,072 0 0
AMERICAN STS WTR CO COM 029899101 90,746 2,305,527 SH   SOLE   2,305,527 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 230 30,259 SH   SOLE   30,259 0 0
AMERICAN TOWER CORP NEW COM 03027X100 796,632 7,781,890 SH   SOLE   7,781,890 0 0
AMERICAN VANGUARD CORP COM 030371108 27,328 1,731,824 SH   SOLE   1,731,824 0 0
AMERICAN WOODMARK CORP COM 030506109 76,661 1,027,768 SH   SOLE   1,027,768 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 243,981 3,539,542 SH   SOLE   3,539,542 0 0
AMERICAS CAR MART INC COM 03062T105 5,371 214,822 SH   SOLE   214,822 0 0
AMERIPRISE FINL INC COM 03076C106 252,042 2,681,010 SH   SOLE   2,681,010 0 0
AMERIS BANCORP COM 03076K108 55,153 1,864,546 SH   SOLE   1,864,546 0 0
AMERISAFE INC COM 03071H100 63,339 1,205,548 SH   SOLE   1,205,548 0 0
AMERISERV FINL INC COM 03074A102 176 58,992 SH   SOLE   58,992 0 0
AMERISOURCEBERGEN CORP COM 03073E105 389,258 4,497,493 SH   SOLE   4,497,493 0 0
AMES NATL CORP COM 031001100 5,858 236,610 SH   SOLE   236,610 0 0
AMETEK INC NEW COM 031100100 181,642 3,634,301 SH   SOLE   3,634,301 0 0
AMGEN INC COM 031162100 1,924,039 12,832,916 SH   SOLE   12,832,916 0 0
AMICUS THERAPEUTICS INC COM 03152W109 46,005 5,444,399 SH   SOLE   5,444,399 0 0
AMKOR TECHNOLOGY INC COM 031652100 14,011 2,378,806 SH   SOLE   2,378,806 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 99,120 2,949,121 SH   SOLE   2,949,121 0 0
AMPCO-PITTSBURGH CORP COM 032037103 296 21,259 SH   SOLE   21,259 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 16,835 1,402,948 SH   SOLE   1,402,948 0 0
AMPHENOL CORP NEW CL A 032095101 276,256 4,777,868 SH   SOLE   4,777,868 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 220 97,883 SH   SOLE   97,883 0 0
AMPLIFY SNACK BRANDS COM 03211L102 5,041 352,011 SH   SOLE   352,011 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P202 3 656 SH   SOLE   656 0 0
AMREP CORP NEW COM 032159105 20 4,550 SH   SOLE   4,550 0 0
AMSURG CORP COM 03232P405 208,956 2,801,015 SH   SOLE   2,801,015 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 197 30,386 SH   SOLE   30,386 0 0
AMTRUST FINL SVCS INC COM 032359309 19,766 763,761 SH   SOLE   763,761 0 0
AMYRIS INC COM 03236M101 60 53,809 SH   SOLE   53,809 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 95,351 1,783,935 SH   SOLE   1,783,935 0 0
ANADARKO PETE CORP COM 032511107 315,245 6,769,268 SH   SOLE   6,769,268 0 0
ANALOG DEVICES INC COM 032654105 332,379 5,615,463 SH   SOLE   5,615,463 0 0
ANALOGIC CORP COM PAR $0.05 032657207 64,015 810,209 SH   SOLE   810,209 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 27 5,423 SH   SOLE   5,423 0 0
ANCHOR BANCORP WA COM 032838104 12 501 SH   SOLE   501 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 9,023 200,234 SH   SOLE   200,234 0 0
ANDERSONS INC COM 034164103 53,087 1,690,140 SH   SOLE   1,690,140 0 0
ANGIES LIST INC COM 034754101 9,107 1,128,554 SH   SOLE   1,128,554 0 0
ANGIODYNAMICS INC COM 03475V101 20,772 1,690,166 SH   SOLE   1,690,166 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,109 81,011 SH   SOLE   81,011 0 0
ANI PHARMACEUTICALS INC COM 00182C103 21,803 647,738 SH   SOLE   647,738 0 0
ANIKA THERAPEUTICS INC COM 035255108 41,626 930,806 SH   SOLE   930,806 0 0
ANIXTER INTL INC COM 035290105 94,587 1,815,139 SH   SOLE   1,815,139 0 0
ANNALY CAP MGMT INC COM 035710409 401,941 39,175,579 SH   SOLE   39,175,579 0 0
ANSYS INC COM 03662Q105 308,168 3,444,752 SH   SOLE   3,444,752 0 0
ANTARES PHARMA INC COM 036642106 3,499 4,021,172 SH   SOLE   4,021,172 0 0
ANTERO RES CORP COM 03674X106 20,532 825,580 SH   SOLE   825,580 0 0
ANTHEM INC COM 036752103 492,325 3,542,158 SH   SOLE   3,542,158 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 5,547 1,532,457 SH   SOLE   1,532,457 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 18,689 4,010,590 SH   SOLE   4,010,590 0 0
AON PLC SHS CL A G0408V102 446,728 4,276,951 SH   SOLE   4,276,951 0 0
AOXING PHARMACEUTICAL CO INC COM 03740A106 61 92,719 SH   SOLE   92,719 0 0
APACHE CORP COM 037411105 250,511 5,132,368 SH   SOLE   5,132,368 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 142,982 3,418,984 SH   SOLE   3,418,984 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 137 69,403 SH   SOLE   69,403 0 0
APIGEE CORP COM 03765N108 1,177 141,681 SH   SOLE   141,681 0 0
APOGEE ENTERPRISES INC COM 037598109 78,401 1,786,316 SH   SOLE   1,786,316 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 38,475 2,360,399 SH   SOLE   2,360,399 0 0
APOLLO ED GROUP INC CL A 037604105 18,350 2,233,705 SH   SOLE   2,233,705 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 17,407 1,297,106 SH   SOLE   1,297,106 0 0
APPFOLIO INC COM CL A 03783C100 1,777 145,175 SH   SOLE   145,175 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 47,531 2,399,345 SH   SOLE   2,399,345 0 0
APPLE INC COM 037833100 7,682,677 70,489,746 SH   SOLE   70,489,746 0 0
APPLIANCE RECYCLING CTRS AME COM NEW 03814F205 1 748 SH   SOLE   748 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 166 48,258 SH   SOLE   48,258 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 6,472 462,972 SH   SOLE   462,972 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 109,683 2,527,258 SH   SOLE   2,527,258 0 0
APPLIED MATLS INC COM 038222105 406,322 19,184,228 SH   SOLE   19,184,228 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 13,288 2,056,974 SH   SOLE   2,056,974 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 6,513 436,846 SH   SOLE   436,846 0 0
APPROACH RESOURCES INC COM 03834A103 1,044 899,919 SH   SOLE   899,919 0 0
APRICUS BIOSCIENCES INC COM 03832V109 73 125,079 SH   SOLE   125,079 0 0
APTARGROUP INC COM 038336103 168,509 2,149,076 SH   SOLE   2,149,076 0 0
AQUA AMERICA INC COM 03836W103 196,365 6,171,125 SH   SOLE   6,171,125 0 0
AQUA METALS INC COM 03837J101 32 4,760 SH   SOLE   4,760 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,982 224,716 SH   SOLE   224,716 0 0
ARADIGM CORP COM NO PAR NEW 038505400 8 1,806 SH   SOLE   1,806 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 4,875 1,373,330 SH   SOLE   1,373,330 0 0
ARAMARK COM 03852U106 60,191 1,817,350 SH   SOLE   1,817,350 0 0
ARATANA THERAPEUTICS INC COM 03874P101 6,683 1,210,672 SH   SOLE   1,210,672 0 0
ARBOR RLTY TR INC COM 038923108 4,434 654,984 SH   SOLE   654,984 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 4,784 1,063,177 SH   SOLE   1,063,177 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 43 17,203 SH   SOLE   17,203 0 0
ARCA BIOPHARMA INC COM PAR$.001 00211Y407 3 744 SH   SOLE   744 0 0
ARCADIA BIOSCIENCES INC COM 039014105 581 208,875 SH   SOLE   208,875 0 0
ARCBEST CORP COM 03937C105 33,794 1,565,260 SH   SOLE   1,565,260 0 0
ARCH CAP GROUP LTD ORD G0450A105 201,038 2,827,534 SH   SOLE   2,827,534 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 256,912 7,075,507 SH   SOLE   7,075,507 0 0
ARCHROCK INC COM 03957W106 38,102 4,762,718 SH   SOLE   4,762,718 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,177 313,876 SH   SOLE   313,876 0 0
ARCTIC CAT INC COM 039670104 14,190 844,616 SH   SOLE   844,616 0 0
ARDELYX INC COM 039697107 7,956 1,023,951 SH   SOLE   1,023,951 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,926 464,650 SH   SOLE   464,650 0 0
ARENA PHARMACEUTICALS INC COM 040047102 17,614 8,941,079 SH   SOLE   8,941,079 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 101 100,000 PRN   SOLE   100,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 11,965 1,092,679 SH   SOLE   1,092,679 0 0
ARGAN INC COM 04010E109 11,713 333,141 SH   SOLE   333,141 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 38,046 662,944 SH   SOLE   662,944 0 0
ARGOS THERAPEUTICS INC COM 040221103 184 28,739 SH   SOLE   28,739 0 0
ARI NETWORK SVCS INC COM NEW 001930205 32 7,316 SH   SOLE   7,316 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 50,359 7,880,858 SH   SOLE   7,880,858 0 0
ARISTA NETWORKS INC COM 040413106 24,974 395,785 SH   SOLE   395,785 0 0
ARK RESTAURANTS CORP COM 040712101 160 7,780 SH   SOLE   7,780 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 6,744 538,220 SH   SOLE   538,220 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 5,739 131,367 SH   SOLE   131,367 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 8,590 763,586 SH   SOLE   763,586 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 31,310 1,454,262 SH   SOLE   1,454,262 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 17,253 356,694 SH   SOLE   356,694 0 0
AROTECH CORP COM NEW 042682203 143 58,861 SH   SOLE   58,861 0 0
ARQULE INC COM 04269E107 234 146,074 SH   SOLE   146,074 0 0
ARRAY BIOPHARMA INC COM 04269X105 15,339 5,199,679 SH   SOLE   5,199,679 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 2 499 SH   SOLE   499 0 0
ARRIS INTL INC SHS G0551A103 145,914 6,366,229 SH   SOLE   6,366,229 0 0
ARROW ELECTRS INC COM 042735100 196,650 3,053,091 SH   SOLE   3,053,091 0 0
ARROW FINL CORP COM 042744102 7,707 290,068 SH   SOLE   290,068 0 0
ARROWHEAD RESH CORP COM NEW 042797209 11,084 2,299,574 SH   SOLE   2,299,574 0 0
ARTESIAN RESOURCES CORP CL A 043113208 5,679 203,129 SH   SOLE   203,129 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 10,031 325,262 SH   SOLE   325,262 0 0
ARTS WAY MFG INC COM 043168103 1 304 SH   SOLE   304 0 0
ASB BANCORP INC N C COM 00213T109 345 14,253 SH   SOLE   14,253 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 94,277 1,575,486 SH   SOLE   1,575,486 0 0
ASCENA RETAIL GROUP INC COM 04351G101 90,446 8,177,748 SH   SOLE   8,177,748 0 0
ASCENT CAP GROUP INC COM SER A 043632108 5,016 338,657 SH   SOLE   338,657 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 8,148 698,238 SH   SOLE   698,238 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 12,510 1,960,891 SH   SOLE   1,960,891 0 0
ASHFORD INC COM 044104107 1,187 26,027 SH   SOLE   26,027 0 0
ASHLAND INC NEW COM 044209104 236,096 2,147,111 SH   SOLE   2,147,111 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 7,355 73,263 SH   SOLE   73,263 0 0
ASPEN AEROGELS INC COM 04523Y105 197 43,762 SH   SOLE   43,762 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 96,950 2,032,494 SH   SOLE   2,032,494 0 0
ASPEN TECHNOLOGY INC COM 045327103 81,773 2,263,304 SH   SOLE   2,263,304 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 1,915 381,422 SH   SOLE   381,422 0 0
ASSOCIATED BANC CORP COM 045487105 93,180 5,193,961 SH   SOLE   5,193,961 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 4,154 148,266 SH   SOLE   148,266 0 0
ASSURANT INC COM 04621X108 82,369 1,067,651 SH   SOLE   1,067,651 0 0
ASSURED GUARANTY LTD COM G0585R106 32,605 1,288,731 SH   SOLE   1,288,731 0 0
ASTA FDG INC COM 046220109 319 35,802 SH   SOLE   35,802 0 0
ASTEC INDS INC COM 046224101 55,249 1,183,825 SH   SOLE   1,183,825 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,286 273,653 SH   SOLE   273,653 0 0
ASTORIA FINL CORP COM 046265104 91,101 5,751,352 SH   SOLE   5,751,352 0 0
ASTRO-MED INC NEW COM 04638F108 231 16,643 SH   SOLE   16,643 0 0
ASTRONICS CORP COM 046433108 26,372 691,272 SH   SOLE   691,272 0 0
ASTROTECH CORP COM 046484101 5 2,493 SH   SOLE   2,493 0 0
ASURE SOFTWARE INC COM 04649U102 7 1,348 SH   SOLE   1,348 0 0
AT&T INC COM 00206R102 3,117,136 79,579,666 SH   SOLE   79,579,666 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 14,666 770,680 SH   SOLE   770,680 0 0
ATHENAHEALTH INC COM 04685W103 50,342 362,749 SH   SOLE   362,749 0 0
ATHERSYS INC COM 04744L106 483 214,803 SH   SOLE   214,803 0 0
ATLANTIC AMERN CORP COM 048209100 3 628 SH   SOLE   628 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 18 1,276 SH   SOLE   1,276 0 0
ATLANTIC COAST FINL CORP COM 048426100 74 12,216 SH   SOLE   12,216 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 7,596 3,087,791 SH   SOLE   3,087,791 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 68,626 905,000 SH   SOLE   905,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 3 862 SH   SOLE   862 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 65,543 1,550,579 SH   SOLE   1,550,579 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 4,797 264,441 SH   SOLE   264,441 0 0
ATLASSIAN CORP PLC CL A G06242104 5,207 207,041 SH   SOLE   207,041 0 0
ATMEL CORP COM 049513104 120,358 14,822,372 SH   SOLE   14,822,372 0 0
ATMOS ENERGY CORP COM 049560105 261,662 3,523,590 SH   SOLE   3,523,590 0 0
ATOSSA GENETICS INC COM 04962H100 22 62,601 SH   SOLE   62,601 0 0
ATRICURE INC COM 04963C209 12,295 730,545 SH   SOLE   730,545 0 0
ATRION CORP COM 049904105 16,751 42,370 SH   SOLE   42,370 0 0
ATWOOD OCEANICS INC COM 050095108 37,709 4,112,195 SH   SOLE   4,112,195 0 0
ATYR PHARMA INC COM 002120103 1,830 464,476 SH   SOLE   464,476 0 0
AUBURN NATL BANCORP COM 050473107 13 474 SH   SOLE   474 0 0
AUTOBYTEL INC COM NEW 05275N205 357 20,557 SH   SOLE   20,557 0 0
AUTODESK INC COM 052769106 231,322 3,967,111 SH   SOLE   3,967,111 0 0
AUTOLIV INC COM 052800109 10,626 89,687 SH   SOLE   89,687 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 687,271 7,661,029 SH   SOLE   7,661,029 0 0
AUTONATION INC COM 05329W102 49,099 1,051,812 SH   SOLE   1,051,812 0 0
AUTOZONE INC COM 053332102 538,161 675,496 SH   SOLE   675,496 0 0
AV HOMES INC COM 00234P102 3,622 318,823 SH   SOLE   318,823 0 0
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 4,318 835,270 SH   SOLE   835,270 0 0
AVALONBAY CMNTYS INC COM 053484101 953,967 5,015,597 SH   SOLE   5,015,597 0 0
AVANGRID INC COM 05351W103 19,177 478,119 SH   SOLE   478,119 0 0
AVENUE FINL HLDGS INC COM 05358K102 10 507 SH   SOLE   507 0 0
AVEO PHARMACEUTICALS INC COM 053588109 121 131,494 SH   SOLE   131,494 0 0
AVERY DENNISON CORP COM 053611109 106,679 1,479,398 SH   SOLE   1,479,398 0 0
AVEXIS INC COM 05366U100 3,245 119,116 SH   SOLE   119,116 0 0
AVG TECHNOLOGIES N V SHS N07831105 20,203 973,647 SH   SOLE   973,647 0 0
AVIAT NETWORKS INC COM 05366Y102 112 157,238 SH   SOLE   157,238 0 0
AVID TECHNOLOGY INC COM 05367P100 5,554 821,615 SH   SOLE   821,615 0 0
AVINGER INC COM 053734109 149 15,514 SH   SOLE   15,514 0 0
AVIS BUDGET GROUP COM 053774105 37,108 1,356,282 SH   SOLE   1,356,282 0 0
AVISTA CORP COM 05379B107 275,892 6,765,375 SH   SOLE   6,765,375 0 0
AVNET INC COM 053807103 194,226 4,384,335 SH   SOLE   4,384,335 0 0
AVON PRODS INC COM 054303102 68,835 14,310,783 SH   SOLE   14,310,783 0 0
AVX CORP NEW COM 002444107 15,377 1,223,278 SH   SOLE   1,223,278 0 0
AWARE INC MASS COM 05453N100 175 46,841 SH   SOLE   46,841 0 0
AXALTA COATING SYS LTD COM G0750C108 29,785 1,020,031 SH   SOLE   1,020,031 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 8,047 2,873,833 SH   SOLE   2,873,833 0 0
AXIALL CORP COM 05463D100 37,950 1,737,649 SH   SOLE   1,737,649 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 110,780 1,997,476 SH   SOLE   1,997,476 0 0
AXOGEN INC COM 05463X106 296 55,184 SH   SOLE   55,184 0 0
AXOVANT SCIENCES LTD COM G0750W104 3,896 339,346 SH   SOLE   339,346 0 0
AXSOME THERAPEUTICS INC COM 05464T104 108 12,509 SH   SOLE   12,509 0 0
AXT INC COM 00246W103 211 85,475 SH   SOLE   85,475 0 0
AZZ INC COM 002474104 90,043 1,590,870 SH   SOLE   1,590,870 0 0
B & G FOODS INC NEW COM 05508R106 135,133 3,882,017 SH   SOLE   3,882,017 0 0
B/E AEROSPACE INC COM 073302101 173,868 3,769,901 SH   SOLE   3,769,901 0 0
B2GOLD CORP COM 11777Q209 311 187,231 SH   SOLE   187,231 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 9,938 464,390 SH   SOLE   464,390 0 0
BADGER METER INC COM 056525108 59,831 899,577 SH   SOLE   899,577 0 0
BAIDU INC SPON ADR REP A 056752108 338,350 1,772,581 SH   SOLE   1,772,581 0 0
BAKER HUGHES INC COM 057224107 253,501 5,783,741 SH   SOLE   5,783,741 0 0
BALCHEM CORP COM 057665200 120,008 1,934,982 SH   SOLE   1,934,982 0 0
BALDWIN & LYONS INC CL A 057755100 4 175 SH   SOLE   175 0 0
BALDWIN & LYONS INC CL B 057755209 5,891 239,369 SH   SOLE   239,369 0 0
BALL CORP COM 058498106 158,219 2,219,372 SH   SOLE   2,219,372 0 0
BALLANTYNE STRONG INC COM 058516105 182 39,676 SH   SOLE   39,676 0 0
BANC OF CALIFORNIA INC COM 05990K106 49,485 2,827,696 SH   SOLE   2,827,696 0 0
BANCFIRST CORP COM 05945F103 9,637 168,983 SH   SOLE   168,983 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 39,448 5,295,094 SH   SOLE   5,295,094 0 0
BANCO DE CHILE SPONSORED ADR 059520106 114 1,770 SH   SOLE   1,770 0 0
BANCO MACRO SA SPON ADR B 05961W105 11,325 175,663 SH   SOLE   175,663 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,132 316,924 SH   SOLE   316,924 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 7,873 230,333 SH   SOLE   230,333 0 0
BANCORP INC DEL COM 05969A105 4,987 871,796 SH   SOLE   871,796 0 0
BANCORP NEW JERSEY INC NEW COM 059915108 11 869 SH   SOLE   869 0 0
BANCORPSOUTH INC COM 059692103 96,112 4,510,161 SH   SOLE   4,510,161 0 0
BANK AMER CORP COM 060505104 1,569,490 116,086,571 SH   SOLE   116,086,571 0 0
BANK COMM HLDGS COM 06424J103 306 48,216 SH   SOLE   48,216 0 0
BANK HAWAII CORP COM 062540109 248,592 3,640,776 SH   SOLE   3,640,776 0 0
BANK MUTUAL CORP NEW COM 063750103 21,119 2,789,845 SH   SOLE   2,789,845 0 0
BANK NEW YORK MELLON CORP COM 064058100 451,021 12,246,022 SH   SOLE   12,246,022 0 0
BANK OF MARIN BANCORP COM 063425102 7,554 153,484 SH   SOLE   153,484 0 0
BANK OF THE OZARKS INC COM 063904106 166,039 3,956,147 SH   SOLE   3,956,147 0 0
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BANK SOUTH CAROLINA CORP COM 065066102 12 752 SH   SOLE   752 0 0
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BANKUNITED INC COM 06652K103 37,491 1,088,593 SH   SOLE   1,088,593 0 0
BANKWELL FINL GROUP INC COM 06654A103 182 9,300 SH   SOLE   9,300 0 0
BANNER CORP COM NEW 06652V208 54,871 1,305,207 SH   SOLE   1,305,207 0 0
BAR HBR BANKSHARES COM 066849100 5,122 154,196 SH   SOLE   154,196 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 235,714 9,010,479 SH   SOLE   9,010,479 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 102,654 3,954,307 SH   SOLE   3,954,307 0 0
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BARD C R INC COM 067383109 382,369 1,886,656 SH   SOLE   1,886,656 0 0
BARNES & NOBLE ED INC COM 06777U101 22,529 2,298,861 SH   SOLE   2,298,861 0 0
BARNES & NOBLE INC COM 067774109 44,054 3,564,269 SH   SOLE   3,564,269 0 0
BARNES GROUP INC COM 067806109 113,465 3,239,086 SH   SOLE   3,239,086 0 0
BARNWELL INDS INC COM 068221100 1 626 SH   SOLE   626 0 0
BARRACUDA NETWORKS INC COM 068323104 3,612 234,548 SH   SOLE   234,548 0 0
BARRETT BILL CORP COM 06846N104 20,223 3,251,299 SH   SOLE   3,251,299 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 5,333 185,505 SH   SOLE   185,505 0 0
BARRICK GOLD CORP COM 067901108 15,031 1,106,826 SH   SOLE   1,106,826 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 7,231 2,619,879 SH   SOLE   2,619,879 0 0
BASSETT FURNITURE INDS INC COM 070203104 8,694 272,884 SH   SOLE   272,884 0 0
BAXALTA INC COM 07177M103 327,784 8,113,463 SH   SOLE   8,113,463 0 0
BAXTER INTL INC COM 071813109 358,834 8,735,003 SH   SOLE   8,735,003 0 0
BAY BANCORP INC COM 07203T106 8 1,761 SH   SOLE   1,761 0 0
BAYLAKE CORP COM 072788102 316 19,759 SH   SOLE   19,759 0 0
BAYTEX ENERGY CORP COM 07317Q105 2 583 SH   SOLE   583 0 0
BAZAARVOICE INC COM 073271108 4,860 1,542,804 SH   SOLE   1,542,804 0 0
BB&T CORP COM 054937107 390,250 11,729,781 SH   SOLE   11,729,781 0 0
BBCN BANCORP INC COM 073295107 74,065 4,875,917 SH   SOLE   4,875,917 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 4,215 211,048 SH   SOLE   211,048 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 1,209 75,727 SH   SOLE   75,727 0 0
BCB BANCORP INC COM 055298103 307 30,708 SH   SOLE   30,708 0 0
BEACON ROOFING SUPPLY INC COM 073685109 64,485 1,572,421 SH   SOLE   1,572,421 0 0
BEAR ST FINL INC COM 073844102 3,229 348,283 SH   SOLE   348,283 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 74 21,000 SH   SOLE   21,000 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 15,259 1,749,880 SH   SOLE   1,749,880 0 0
BEBE STORES INC COM 075571109 398 723,802 SH   SOLE   723,802 0 0
BECTON DICKINSON & CO COM 075887109 593,908 3,911,925 SH   SOLE   3,911,925 0 0
BED BATH & BEYOND INC COM 075896100 130,477 2,628,474 SH   SOLE   2,628,474 0 0
BEL FUSE INC CL A 077347201 3 246 SH   SOLE   246 0 0
BEL FUSE INC CL B 077347300 9,045 619,520 SH   SOLE   619,520 0 0
BELDEN INC COM 077454106 127,193 2,072,218 SH   SOLE   2,072,218 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 23 9,206 SH   SOLE   9,206 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 5,216 557,813 SH   SOLE   557,813 0 0
BELMOND LTD CL A G1154H107 53,848 5,674,226 SH   SOLE   5,674,226 0 0
BEMIS INC COM 081437105 164,502 3,176,940 SH   SOLE   3,176,940 0 0
BENCHMARK ELECTRS INC COM 08160H101 73,601 3,193,097 SH   SOLE   3,193,097 0 0
BENEFICIAL BANCORP INC COM 08171T102 26,183 1,912,585 SH   SOLE   1,912,585 0 0
BENEFITFOCUS INC COM 08180D106 6,295 188,749 SH   SOLE   188,749 0 0
BERKLEY W R CORP COM 084423102 233,790 4,159,966 SH   SOLE   4,159,966 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,083,207 21,731,091 SH   SOLE   21,731,091 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 20,225 752,156 SH   SOLE   752,156 0 0
BERRY PLASTICS GROUP INC COM 08579W103 106,328 2,941,295 SH   SOLE   2,941,295 0 0
BEST BUY INC COM 086516101 141,322 4,356,425 SH   SOLE   4,356,425 0 0
BGC PARTNERS INC CL A 05541T101 43,193 4,772,698 SH   SOLE   4,772,698 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 8,584 331,434 SH   SOLE   331,434 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 4,962 218,310 SH   SOLE   218,310 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 13,271 1,194,505 SH   SOLE   1,194,505 0 0
BIG LOTS INC COM 089302103 108,815 2,402,630 SH   SOLE   2,402,630 0 0
BIGLARI HLDGS INC COM 08986R101 30,812 82,892 SH   SOLE   82,892 0 0
BIND THERAPEUTICS INC COM 05548N107 72 32,627 SH   SOLE   32,627 0 0
BIO PATH HOLDINGS INC COM 09057N102 508 196,320 SH   SOLE   196,320 0 0
BIO RAD LABS INC CL A 090572207 101,972 745,842 SH   SOLE   745,842 0 0
BIO TECHNE CORP COM 09073M104 167,247 1,769,433 SH   SOLE   1,769,433 0 0
BIOAMBER INC COM 09072Q106 13 3,157 SH   SOLE   3,157 0 0
BIOANALYTICAL SYS INC COM 09058M103 1 1,011 SH   SOLE   1,011 0 0
BIOCEPT INC COM 09072V105 55 42,837 SH   SOLE   42,837 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 7,926 2,800,786 SH   SOLE   2,800,786 0 0
BIODEL INC COM NEW 09064M204 42 126,052 SH   SOLE   126,052 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 3,884 1,202,459 SH   SOLE   1,202,459 0 0
BIOGEN INC COM 09062X103 1,242,179 4,771,738 SH   SOLE   4,771,738 0 0
BIOLASE INC COM 090911108 134 102,234 SH   SOLE   102,234 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 3 1,657 SH   SOLE   1,657 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 303,801 3,683,333 SH   SOLE   3,683,333 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 148 125,000 PRN   SOLE   125,000 0 0
BIOPHARMX CORP COM 09072X101 2 1,774 SH   SOLE   1,774 0 0
BIOSCRIP INC COM 09069N108 3,748 1,751,568 SH   SOLE   1,751,568 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 4,451 127,825 SH   SOLE   127,825 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 121 80,576 SH   SOLE   80,576 0 0
BIOTELEMETRY INC COM 090672106 8,220 703,726 SH   SOLE   703,726 0 0
BIOTIME INC COM 09066L105 4,210 1,466,765 SH   SOLE   1,466,765 0 0
BIRNER DENTAL MGMT SERVICES COM NEW 091283200 1 96 SH   SOLE   96 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 1,438 58,004 SH   SOLE   58,004 0 0
BJS RESTAURANTS INC COM 09180C106 51,059 1,228,259 SH   SOLE   1,228,259 0 0
BLACK BOX CORP DEL COM 091826107 13,533 1,004,663 SH   SOLE   1,004,663 0 0
BLACK DIAMOND INC COM 09202G101 2,561 566,703 SH   SOLE   566,703 0 0
BLACK HILLS CORP COM 092113109 286,076 4,757,617 SH   SOLE   4,757,617 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 5,575 179,680 SH   SOLE   179,680 0 0
BLACKBAUD INC COM 09227Q100 189,834 3,018,513 SH   SOLE   3,018,513 0 0
BLACKBERRY LTD COM 09228F103 745 92,040 SH   SOLE   92,040 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 44,955 1,310,646 SH   SOLE   1,310,646 0 0
BLACKROCK INC COM 09247X101 524,017 1,538,648 SH   SOLE   1,538,648 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 50,073 1,864,216 SH   SOLE   1,864,216 0 0
BLOCK H & R INC COM 093671105 97,329 3,683,906 SH   SOLE   3,683,906 0 0
BLOOMIN BRANDS INC COM 094235108 48,231 2,858,997 SH   SOLE   2,858,997 0 0
BLOUNT INTL INC NEW COM 095180105 12,546 1,257,079 SH   SOLE   1,257,079 0 0
BLUCORA INC COM 095229100 13,683 2,651,659 SH   SOLE   2,651,659 0 0
BLUE BIRD CORP COM 095306106 1,413 130,217 SH   SOLE   130,217 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 8,593 334,892 SH   SOLE   334,892 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 348 19,441 SH   SOLE   19,441 0 0
BLUE HILLS BANCORP INC COM 095573101 9,753 713,465 SH   SOLE   713,465 0 0
BLUE NILE INC COM 09578R103 19,198 746,707 SH   SOLE   746,707 0 0
BLUEBIRD BIO INC COM 09609G100 32,731 770,134 SH   SOLE   770,134 0 0
BLUELINX HLDGS INC COM 09624H109 70 114,987 SH   SOLE   114,987 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 10,722 594,012 SH   SOLE   594,012 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 5,533 508,577 SH   SOLE   508,577 0 0
BMC STK HLDGS INC COM 05591B109 16,083 967,690 SH   SOLE   967,690 0 0
BNC BANCORP COM 05566T101 16,109 762,733 SH   SOLE   762,733 0 0
BOB EVANS FARMS INC COM 096761101 57,947 1,241,099 SH   SOLE   1,241,099 0 0
BOEING CO COM 097023105 1,027,822 8,096,910 SH   SOLE   8,096,910 0 0
BOFI HLDG INC COM 05566U108 77,608 3,636,731 SH   SOLE   3,636,731 0 0
BOINGO WIRELESS INC COM 09739C102 9,643 1,249,101 SH   SOLE   1,249,101 0 0
BOISE CASCADE CO DEL COM 09739D100 51,579 2,489,332 SH   SOLE   2,489,332 0 0
BOJANGLES INC COM 097488100 3,355 197,240 SH   SOLE   197,240 0 0
BOK FINL CORP COM NEW 05561Q201 15,108 276,595 SH   SOLE   276,595 0 0
BON-TON STORES INC COM 09776J101 78 34,275 SH   SOLE   34,275 0 0
BONA FILM GROUP LTD SPONSORED ADS 09777B107 8 600 SH   SOLE   600 0 0
BONANZA CREEK ENERGY INC COM 097793103 4,432 2,787,668 SH   SOLE   2,787,668 0 0
BOOT BARN HLDGS INC COM 099406100 2,884 306,768 SH   SOLE   306,768 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 28,011 925,081 SH   SOLE   925,081 0 0
BORGWARNER INC COM 099724106 128,557 3,347,832 SH   SOLE   3,347,832 0 0
BOSTON BEER INC CL A 100557107 83,529 451,339 SH   SOLE   451,339 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 59,675 5,211,763 SH   SOLE   5,211,763 0 0
BOSTON PROPERTIES INC COM 101121101 570,845 4,492,011 SH   SOLE   4,492,011 0 0
BOSTON SCIENTIFIC CORP COM 101137107 445,715 23,695,619 SH   SOLE   23,695,619 0 0
BOTTOMLINE TECH DEL INC COM 101388106 74,023 2,427,778 SH   SOLE   2,427,778 0 0
BOVIE MEDICAL CORP COM 10211F100 95 56,746 SH   SOLE   56,746 0 0
BOWL AMER INC CL A 102565108 8 565 SH   SOLE   565 0 0
BOX INC CL A 10316T104 3,855 314,400 SH   SOLE   314,400 0 0
BOYD GAMING CORP COM 103304101 102,446 4,958,681 SH   SOLE   4,958,681 0 0
BP PLC SPONSORED ADR 055622104 267 8,842 SH   SOLE   8,842 0 0
BRADY CORP CL A 104674106 79,087 2,946,624 SH   SOLE   2,946,624 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 114 42,519 SH   SOLE   42,519 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 36,821 2,624,476 SH   SOLE   2,624,476 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 3,053 393,946 SH   SOLE   393,946 0 0
BRF SA SPONSORED ADR 10552T107 18,959 1,333,238 SH   SOLE   1,333,238 0 0
BRIDGE BANCORP INC COM 108035106 11,527 378,297 SH   SOLE   378,297 0 0
BRIDGEPOINT ED INC COM 10807M105 4,330 429,516 SH   SOLE   429,516 0 0
BRIDGFORD FOODS CORP COM 108763103 6 520 SH   SOLE   520 0 0
BRIGGS & STRATTON CORP COM 109043109 65,396 2,733,959 SH   SOLE   2,733,959 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 57,880 893,479 SH   SOLE   893,479 0 0
BRIGHTCOVE INC COM 10921T101 5,324 853,154 SH   SOLE   853,154 0 0
BRINKER INTL INC COM 109641100 87,811 1,911,010 SH   SOLE   1,911,010 0 0
BRINKS CO COM 109696104 103,858 3,091,947 SH   SOLE   3,091,947 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,477,003 23,121,518 SH   SOLE   23,121,518 0 0
BRISTOW GROUP INC COM 110394103 44,805 2,368,139 SH   SOLE   2,368,139 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 93,604 3,653,562 SH   SOLE   3,653,562 0 0
BROADCOM LTD SHS Y09827109 712,045 4,608,708 SH   SOLE   4,608,708 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 241,161 4,066,116 SH   SOLE   4,066,116 0 0
BROADSOFT INC COM 11133B409 27,768 688,183 SH   SOLE   688,183 0 0
BROADVISION INC COM PAR $.001 111412706 6 764 SH   SOLE   764 0 0
BROADWAY FINL CORP DEL COM 111444105 2 901 SH   SOLE   901 0 0
BROADWIND ENERGY INC COM NEW 11161T207 127 42,104 SH   SOLE   42,104 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 44,207 4,178,371 SH   SOLE   4,178,371 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 99 100,000 PRN   SOLE   100,000 0 0
BROOKDALE SR LIVING INC COM 112463104 37,123 2,337,745 SH   SOLE   2,337,745 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 47,729 4,335,014 SH   SOLE   4,335,014 0 0
BROOKS AUTOMATION INC COM 114340102 44,367 4,266,015 SH   SOLE   4,266,015 0 0
BROWN & BROWN INC COM 115236101 139,813 3,905,395 SH   SOLE   3,905,395 0 0
BROWN FORMAN CORP CL A 115637100 25,968 243,399 SH   SOLE   243,399 0 0
BROWN FORMAN CORP CL B 115637209 178,697 1,814,740 SH   SOLE   1,814,740 0 0
BRT RLTY TR SH BEN INT NEW 055645303 201 28,977 SH   SOLE   28,977 0 0
BRUKER CORP COM 116794108 37,837 1,351,332 SH   SOLE   1,351,332 0 0
BRUNSWICK CORP COM 117043109 146,996 3,063,690 SH   SOLE   3,063,690 0 0
BRYN MAWR BK CORP COM 117665109 11,048 429,387 SH   SOLE   429,387 0 0
BSB BANCORP INC MD COM 05573H108 4,847 215,715 SH   SOLE   215,715 0 0
BSQUARE CORP COM NEW 11776U300 181 30,636 SH   SOLE   30,636 0 0
BUCKLE INC COM 118440106 62,414 1,842,758 SH   SOLE   1,842,758 0 0
BUFFALO WILD WINGS INC COM 119848109 138,253 933,385 SH   SOLE   933,385 0 0
BUILD A BEAR WORKSHOP COM 120076104 4,320 332,566 SH   SOLE   332,566 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 26,993 2,395,130 SH   SOLE   2,395,130 0 0
BUNGE LIMITED COM G16962105 84,191 1,485,631 SH   SOLE   1,485,631 0 0
BURLINGTON STORES INC COM 122017106 103,455 1,839,522 SH   SOLE   1,839,522 0 0
BWX TECHNOLOGIES INC COM 05605H100 45,954 1,369,301 SH   SOLE   1,369,301 0 0
C & F FINL CORP COM 12466Q104 387 10,119 SH   SOLE   10,119 0 0
C D I CORP COM 125071100 5,955 948,172 SH   SOLE   948,172 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 204,310 2,752,388 SH   SOLE   2,752,388 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 1,861 1,319,983 SH   SOLE   1,319,983 0 0
C1 FINL INC COM 12591N109 3,757 155,264 SH   SOLE   155,264 0 0
CA INC COM 12673P105 177,164 5,753,962 SH   SOLE   5,753,962 0 0
CABELAS INC COM 126804301 76,912 1,579,623 SH   SOLE   1,579,623 0 0
CABLE ONE INC COM 12685J105 61,401 140,465 SH   SOLE   140,465 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 113,556 3,441,103 SH   SOLE   3,441,103 0 0
CABOT CORP COM 127055101 101,706 2,104,404 SH   SOLE   2,104,404 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 62,519 1,528,202 SH   SOLE   1,528,202 0 0
CABOT OIL & GAS CORP COM 127097103 197,650 8,703,193 SH   SOLE   8,703,193 0 0
CACI INTL INC CL A 127190304 166,195 1,557,588 SH   SOLE   1,557,588 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 258,206 10,950,205 SH   SOLE   10,950,205 0 0
CADIZ INC COM NEW 127537207 234 44,896 SH   SOLE   44,896 0 0
CAESARS ACQUISITION CO CL A 12768T103 6,542 1,068,970 SH   SOLE   1,068,970 0 0
CAESARS ENTMT CORP COM 127686103 8,981 1,320,664 SH   SOLE   1,320,664 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 1,539 44,797 SH   SOLE   44,797 0 0
CAFEPRESS INC COM 12769A103 85 23,007 SH   SOLE   23,007 0 0
CAI INTERNATIONAL INC COM 12477X106 4,132 427,718 SH   SOLE   427,718 0 0
CAL MAINE FOODS INC COM NEW 128030202 101,439 1,954,128 SH   SOLE   1,954,128 0 0
CALADRIUS BIOSCIENCES INC COM 128058104 81 107,430 SH   SOLE   107,430 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 9,278 1,092,854 SH   SOLE   1,092,854 0 0
CALAMP CORP COM 128126109 41,940 2,339,123 SH   SOLE   2,339,123 0 0
CALATLANTIC GROUP INC COM 128195104 181,599 5,433,856 SH   SOLE   5,433,856 0 0
CALAVO GROWERS INC COM 128246105 53,701 941,130 SH   SOLE   941,130 0 0
CALERES INC COM 129500104 78,074 2,759,777 SH   SOLE   2,759,777 0 0
CALGON CARBON CORP COM 129603106 45,196 3,223,651 SH   SOLE   3,223,651 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 4 286 SH   SOLE   286 0 0
CALIFORNIA RES CORP COM 13057Q107 3,764 3,654,761 SH   SOLE   3,654,761 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 79,930 2,991,375 SH   SOLE   2,991,375 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,557 274,111 SH   SOLE   274,111 0 0
CALIX INC COM 13100M509 7,521 1,060,722 SH   SOLE   1,060,722 0 0
CALLAWAY GOLF CO COM 131193104 49,342 5,410,331 SH   SOLE   5,410,331 0 0
CALLIDUS SOFTWARE INC COM 13123E500 23,764 1,424,691 SH   SOLE   1,424,691 0 0
CALLON PETE CO DEL COM 13123X102 21,738 2,456,320 SH   SOLE   2,456,320 0 0
CALPINE CORP COM NEW 131347304 57,624 3,798,521 SH   SOLE   3,798,521 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 1,407 329,528 SH   SOLE   329,528 0 0
CAMBREX CORP COM 132011107 85,923 1,952,805 SH   SOLE   1,952,805 0 0
CAMDEN NATL CORP COM 133034108 8,040 191,419 SH   SOLE   191,419 0 0
CAMDEN PPTY TR SH BEN INT 133131102 304,377 3,619,653 SH   SOLE   3,619,653 0 0
CAMECO CORP COM 13321L108 3,817 297,243 SH   SOLE   297,243 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 233,603 3,484,018 SH   SOLE   3,484,018 0 0
CAMPBELL SOUP CO COM 134429109 230,064 3,606,591 SH   SOLE   3,606,591 0 0
CANADIAN NAT RES LTD COM 136385101 22,248 823,994 SH   SOLE   823,994 0 0
CANADIAN SOLAR INC COM 136635109 1,762 91,374 SH   SOLE   91,374 0 0
CANCER GENETICS INC COM 13739U104 65 22,957 SH   SOLE   22,957 0 0
CANTEL MEDICAL CORP COM 138098108 162,657 2,279,389 SH   SOLE   2,279,389 0 0
CANTERBURY PARK HOLDING CORP COM 13811E101 5 477 SH   SOLE   477 0 0
CAPE BANCORP INC COM 139209100 472 35,097 SH   SOLE   35,097 0 0
CAPELLA EDUCATION COMPANY COM 139594105 37,494 712,266 SH   SOLE   712,266 0 0
CAPITAL BK FINL CORP CL A COM 139794101 15,093 489,252 SH   SOLE   489,252 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,079 279,564 SH   SOLE   279,564 0 0
CAPITAL ONE FINL CORP COM 14040H105 407,492 5,879,263 SH   SOLE   5,879,263 0 0
CAPITAL SR LIVING CORP COM 140475104 16,125 870,676 SH   SOLE   870,676 0 0
CAPITOL FED FINL INC COM 14057J101 47,413 3,575,611 SH   SOLE   3,575,611 0 0
CAPNIA INC COM 14066L105 1 816 SH   SOLE   816 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 41 16,089 SH   SOLE   16,089 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 73,597 7,441,567 SH   SOLE   7,441,567 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 5 2,925 SH   SOLE   2,925 0 0
CARA THERAPEUTICS INC COM 140755109 5,413 870,309 SH   SOLE   870,309 0 0
CARBO CERAMICS INC COM 140781105 18,839 1,326,655 SH   SOLE   1,326,655 0 0
CARBONITE INC COM 141337105 3,739 469,172 SH   SOLE   469,172 0 0
CARBYLAN THERAPEUTICS INC COM 141384107 202 313,908 SH   SOLE   313,908 0 0
CARDICA INC COM NEW 14141R309 9 2,417 SH   SOLE   2,417 0 0
CARDINAL FINL CORP COM 14149F109 41,851 2,056,583 SH   SOLE   2,056,583 0 0
CARDINAL HEALTH INC COM 14149Y108 372,689 4,547,765 SH   SOLE   4,547,765 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 9,940 958,499 SH   SOLE   958,499 0 0
CARDTRONICS INC COM 14161H108 101,401 2,817,470 SH   SOLE   2,817,470 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 48 50,000 PRN   SOLE   50,000 0 0
CARE CAP PPTYS INC COM 141624106 90,371 3,367,029 SH   SOLE   3,367,029 0 0
CARE COM INC COM 141633107 3,033 493,102 SH   SOLE   493,102 0 0
CAREDX INC COM 14167L103 6 1,286 SH   SOLE   1,286 0 0
CAREER EDUCATION CORP COM 141665109 19,993 4,403,650 SH   SOLE   4,403,650 0 0
CARETRUST REIT INC COM 14174T107 46,817 3,686,370 SH   SOLE   3,686,370 0 0
CARLISLE COS INC COM 142339100 209,822 2,108,767 SH   SOLE   2,108,767 0 0
CARMAX INC COM 143130102 150,403 2,943,298 SH   SOLE   2,943,298 0 0
CARMIKE CINEMAS INC COM 143436400 18,634 620,301 SH   SOLE   620,301 0 0
CARNIVAL CORP PAIRED CTF 143658300 260,021 4,927,445 SH   SOLE   4,927,445 0 0
CAROLINA BK HLDGS INC GREENS COM 143785103 14 830 SH   SOLE   830 0 0
CAROLINA FINL CORP NEW COM 143873107 395 21,270 SH   SOLE   21,270 0 0
CAROLINA TR BK LINCOLNTON NC COM 144200102 5 919 SH   SOLE   919 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 77,150 2,253,857 SH   SOLE   2,253,857 0 0
CARRIAGE SVCS INC COM 143905107 8,444 390,742 SH   SOLE   390,742 0 0
CARRIZO OIL & GAS INC COM 144577103 110,978 3,589,190 SH   SOLE   3,589,190 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 13,148 910,553 SH   SOLE   910,553 0 0
CARTER INC COM 146229109 185,801 1,763,152 SH   SOLE   1,763,152 0 0
CARTESIAN INC COM 146534102 2 907 SH   SOLE   907 0 0
CAS MED SYS INC COM PAR $0.004 124769209 6 4,454 SH   SOLE   4,454 0 0
CASCADE BANCORP COM NEW 147154207 4,558 798,263 SH   SOLE   798,263 0 0
CASCADE MICROTECH INC COM 147322101 7,200 349,156 SH   SOLE   349,156 0 0
CASELLA WASTE SYS INC CL A 147448104 6,776 1,011,374 SH   SOLE   1,011,374 0 0
CASEYS GEN STORES INC COM 147528103 215,914 1,905,348 SH   SOLE   1,905,348 0 0
CASH AMER INTL INC COM 14754D100 60,614 1,568,698 SH   SOLE   1,568,698 0 0
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CONAGRA FOODS INC COM 205887102 300,702 6,739,185 SH   SOLE   6,739,185 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 70 32,501 SH   SOLE   32,501 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 9,385 687,035 SH   SOLE   687,035 0 0
CONCHO RES INC COM 20605P101 231,046 2,286,677 SH   SOLE   2,286,677 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 16,987 663,563 SH   SOLE   663,563 0 0
CONCURRENT COMPUTER CORP NEW COM PAR $.01 206710402 201 34,110 SH   SOLE   34,110 0 0
CONFORMIS INC COM 20717E101 2,923 271,894 SH   SOLE   271,894 0 0
CONIFER HLDGS INC COM 20731J102 87 13,388 SH   SOLE   13,388 0 0
CONMED CORP COM 207410101 68,912 1,643,101 SH   SOLE   1,643,101 0 0
CONNECTICUT WTR SVC INC COM 207797101 12,840 284,701 SH   SOLE   284,701 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 12,358 755,860 SH   SOLE   755,860 0 0
CONNECTURE INC COM 20786J106 442 172,719 SH   SOLE   172,719 0 0
CONNS INC COM 208242107 7,024 563,750 SH   SOLE   563,750 0 0
CONOCOPHILLIPS COM 20825C104 758,526 18,835,997 SH   SOLE   18,835,997 0 0
CONSOL ENERGY INC COM 20854P109 86,133 7,629,117 SH   SOLE   7,629,117 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 102,573 3,981,873 SH   SOLE   3,981,873 0 0
CONSOLIDATED EDISON INC COM 209115104 564,760 7,370,925 SH   SOLE   7,370,925 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 5,172 112,102 SH   SOLE   112,102 0 0
CONSOLIDATED WATER CO INC ORD G23773107 4,540 373,020 SH   SOLE   373,020 0 0
CONSTELLATION BRANDS INC CL A 21036P108 400,116 2,648,198 SH   SOLE   2,648,198 0 0
CONSTELLIUM NV CL A N22035104 90 17,386 SH   SOLE   17,386 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 239 56,460 SH   SOLE   56,460 0 0
CONTAINER STORE GROUP INC COM 210751103 2,191 373,195 SH   SOLE   373,195 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 13,373 1,134,308 SH   SOLE   1,134,308 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 13,062 703,797 SH   SOLE   703,797 0 0
CONTINENTAL MATLS CORP COM PAR $0.25 211615307 1 77 SH   SOLE   77 0 0
CONTINENTAL RESOURCES INC COM 212015101 29,146 959,997 SH   SOLE   959,997 0 0
CONTRAFECT CORP COM 212326102 139 40,831 SH   SOLE   40,831 0 0
CONTRAVIR PHARMACEUTICALS IN COM 21234W103 71 58,917 SH   SOLE   58,917 0 0
CONTROL4 CORP COM 21240D107 4,198 527,389 SH   SOLE   527,389 0 0
CONVERGYS CORP COM 212485106 133,212 4,796,963 SH   SOLE   4,796,963 0 0
COOPER COS INC COM NEW 216648402 251,496 1,633,409 SH   SOLE   1,633,409 0 0
COOPER STD HLDGS INC COM 21676P103 22,723 316,305 SH   SOLE   316,305 0 0
COOPER TIRE & RUBR CO COM 216831107 51,884 1,401,509 SH   SOLE   1,401,509 0 0
COPA HOLDINGS SA CL A P31076105 18,275 269,749 SH   SOLE   269,749 0 0
COPART INC COM 217204106 142,745 3,501,230 SH   SOLE   3,501,230 0 0
COPSYNC INC COM NEW 217712207 2 1,018 SH   SOLE   1,018 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 93 51,368 SH   SOLE   51,368 0 0
CORCEPT THERAPEUTICS INC COM 218352102 7,549 1,613,004 SH   SOLE   1,613,004 0 0
CORDIA BANCORP INC COM 218513109 5 1,293 SH   SOLE   1,293 0 0
CORE LABORATORIES N V COM N22717107 19,329 171,953 SH   SOLE   171,953 0 0
CORE MARK HOLDING CO INC COM 218681104 117,332 1,438,603 SH   SOLE   1,438,603 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 2,532 202,910 SH   SOLE   202,910 0 0
CORELOGIC INC COM 21871D103 103,961 2,995,988 SH   SOLE   2,995,988 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 6,039 300,321 SH   SOLE   300,321 0 0
CORESITE RLTY CORP COM 21870Q105 121,058 1,729,160 SH   SOLE   1,729,160 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 579 584,269 SH   SOLE   584,269 0 0
CORIUM INTL INC COM 21887L107 1,042 269,959 SH   SOLE   269,959 0 0
CORMEDIX INC COM 21900C100 2,440 920,707 SH   SOLE   920,707 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 42,588 1,299,613 SH   SOLE   1,299,613 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 50 50,000 PRN   SOLE   50,000 0 0
CORNING INC COM 219350105 275,800 13,202,502 SH   SOLE   13,202,502 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 94,449 3,599,436 SH   SOLE   3,599,436 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 142,209 4,437,084 SH   SOLE   4,437,084 0 0
CORVEL CORP COM 221006109 25,951 658,324 SH   SOLE   658,324 0 0
COSAN LTD SHS A G25343107 2 396 SH   SOLE   396 0 0
COSI INC COM NEW 22122P200 94 110,419 SH   SOLE   110,419 0 0
COSTAR GROUP INC COM 22160N109 54,959 292,071 SH   SOLE   292,071 0 0
COSTCO WHSL CORP NEW COM 22160K105 899,095 5,705,639 SH   SOLE   5,705,639 0 0
COTY INC COM CL A 222070203 18,716 672,499 SH   SOLE   672,499 0 0
COUNTY BANCORP INC COM 221907108 15 741 SH   SOLE   741 0 0
COUSINS PPTYS INC COM 222795106 145,442 14,011,719 SH   SOLE   14,011,719 0 0
COVANTA HLDG CORP COM 22282E102 26,067 1,546,091 SH   SOLE   1,546,091 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 7,286 301,209 SH   SOLE   301,209 0 0
COVISINT CORP COM 22357R103 189 94,578 SH   SOLE   94,578 0 0
COWEN GROUP INC NEW CL A 223622101 11,785 3,093,191 SH   SOLE   3,093,191 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 10,013 919,471 SH   SOLE   919,471 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 190 25,950 SH   SOLE   25,950 0 0
CPI CARD GROUP INC COM 12634H101 3,616 438,798 SH   SOLE   438,798 0 0
CPS TECHNOLOGIES CORP COM 12619F104 2 1,361 SH   SOLE   1,361 0 0
CRA INTL INC COM 12618T105 4,600 234,228 SH   SOLE   234,228 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 161,031 1,054,768 SH   SOLE   1,054,768 0 0
CRAFT BREW ALLIANCE INC COM 224122101 2,153 261,605 SH   SOLE   261,605 0 0
CRANE CO COM 224399105 89,405 1,659,959 SH   SOLE   1,659,959 0 0
CRAWFORD & CO CL B 224633107 4,676 721,613 SH   SOLE   721,613 0 0
CRAWFORD & CO CL A 224633206 18 3,013 SH   SOLE   3,013 0 0
CRAY INC COM NEW 225223304 105,637 2,520,569 SH   SOLE   2,520,569 0 0
CREDICORP LTD COM G2519Y108 179,986 1,373,836 SH   SOLE   1,373,836 0 0
CREDIT ACCEP CORP MICH COM 225310101 13,554 74,658 SH   SOLE   74,658 0 0
CREE INC COM 225447101 98,232 3,375,687 SH   SOLE   3,375,687 0 0
CRESCENT PT ENERGY CORP COM 22576C101 5,268 380,625 SH   SOLE   380,625 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 1,652 141,960 SH   SOLE   141,960 0 0
CROCS INC COM 227046109 44,230 4,597,762 SH   SOLE   4,597,762 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 24,002 2,063,819 SH   SOLE   2,063,819 0 0
CROSSROADS SYS INC COM NEW 22765D209 1 2,896 SH   SOLE   2,896 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 700,546 8,098,795 SH   SOLE   8,098,795 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 93,564 872,797 SH   SOLE   872,797 0 0
CROWN CRAFTS INC COM 228309100 267 28,816 SH   SOLE   28,816 0 0
CROWN HOLDINGS INC COM 228368106 66,584 1,342,698 SH   SOLE   1,342,698 0 0
CROWN MEDIA HLDGS INC CL A 228411104 4,228 832,237 SH   SOLE   832,237 0 0
CRYOLIFE INC COM 228903100 17,658 1,642,615 SH   SOLE   1,642,615 0 0
CRYOPORT INC COM PAR $0.001 229050307 3 1,380 SH   SOLE   1,380 0 0
CRYSTAL ROCK HLDGS INC COM 22940F103 1 1,711 SH   SOLE   1,711 0 0
CSG SYS INTL INC COM 126349109 91,516 2,026,492 SH   SOLE   2,026,492 0 0
CSP INC COM 126389105 3 560 SH   SOLE   560 0 0
CSRA INC COM 12650T104 57,224 2,127,291 SH   SOLE   2,127,291 0 0
CSS INDS INC COM 125906107 6,795 243,298 SH   SOLE   243,298 0 0
CST BRANDS INC COM 12646R105 96,481 2,519,746 SH   SOLE   2,519,746 0 0
CSW INDUSTRIALS INC COM 126402106 78 2,485 SH   SOLE   2,485 0 0
CSX CORP COM 126408103 274,982 10,678,927 SH   SOLE   10,678,927 0 0
CTI BIOPHARMA CORP COM 12648L106 3,212 6,043,618 SH   SOLE   6,043,618 0 0
CTI INDUSTRIES CORP COM NEW 125961300 1 230 SH   SOLE   230 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 76,177 1,721,128 SH   SOLE   1,721,128 0 0
CTS CORP COM 126501105 33,477 2,126,862 SH   SOLE   2,126,862 0 0
CU BANCORP CALIF COM 126534106 9,051 427,529 SH   SOLE   427,529 0 0
CUBESMART COM 229663109 180,742 5,427,691 SH   SOLE   5,427,691 0 0
CUBIC CORP COM 229669106 62,018 1,551,993 SH   SOLE   1,551,993 0 0
CUI GLOBAL INC COM NEW 126576206 416 51,437 SH   SOLE   51,437 0 0
CULLEN FROST BANKERS INC COM 229899109 102,620 1,862,102 SH   SOLE   1,862,102 0 0
CULP INC COM 230215105 6,991 266,642 SH   SOLE   266,642 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 146 32,464 SH   SOLE   32,464 0 0
CUMMINS INC COM 231021106 227,949 2,073,395 SH   SOLE   2,073,395 0 0
CUMULUS MEDIA INC CL A 231082108 1,646 3,545,351 SH   SOLE   3,545,351 0 0
CURIS INC COM 231269101 7,334 4,555,408 SH   SOLE   4,555,408 0 0
CURTISS WRIGHT CORP COM 231561101 175,239 2,315,830 SH   SOLE   2,315,830 0 0
CUSTOMERS BANCORP INC COM 23204G100 16,023 678,061 SH   SOLE   678,061 0 0
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CVD EQUIPMENT CORP COM 126601103 116 13,772 SH   SOLE   13,772 0 0
CVENT INC COM 23247G109 12,096 565,212 SH   SOLE   565,212 0 0
CVR ENERGY INC COM 12662P108 4,457 170,781 SH   SOLE   170,781 0 0
CVS HEALTH CORP COM 126650100 1,374,390 13,249,685 SH   SOLE   13,249,685 0 0
CYANOTECH CORP COM PAR $0.02 232437301 3 691 SH   SOLE   691 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 1,752 41,088 SH   SOLE   41,088 0 0
CYBEROPTICS CORP COM 232517102 204 21,817 SH   SOLE   21,817 0 0
CYCLACEL PHARMACEUTICALS INC COM NEW 23254L306 3 8,189 SH   SOLE   8,189 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 68 50,011 SH   SOLE   50,011 0 0
CYNOSURE INC CL A 232577205 67,010 1,518,821 SH   SOLE   1,518,821 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 98,013 11,317,949 SH   SOLE   11,317,949 0 0
CYRUSONE INC COM 23283R100 81,395 1,783,018 SH   SOLE   1,783,018 0 0
CYS INVTS INC COM 12673A108 56,413 6,930,348 SH   SOLE   6,930,348 0 0
CYTOKINETICS INC COM NEW 23282W605 6,260 887,957 SH   SOLE   887,957 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 2,532 196,282 SH   SOLE   196,282 0 0
CYTORI THERAPEUTICS INC COM 23283K105 7 31,934 SH   SOLE   31,934 0 0
CYTOSORBENTS CORP COM NEW 23283X206 152 38,712 SH   SOLE   38,712 0 0
CYTRX CORP COM PAR $.001 232828509 4,608 1,719,367 SH   SOLE   1,719,367 0 0
D R HORTON INC COM 23331A109 333,160 11,020,834 SH   SOLE   11,020,834 0 0
DAILY JOURNAL CORP COM 233912104 5,191 26,527 SH   SOLE   26,527 0 0
DAKOTA PLAINS HLDGS INC COM 234255107 14 148,415 SH   SOLE   148,415 0 0
DAKTRONICS INC COM 234264109 19,672 2,490,084 SH   SOLE   2,490,084 0 0
DANA HLDG CORP COM 235825205 102,860 7,300,180 SH   SOLE   7,300,180 0 0
DANAHER CORP DEL COM 235851102 657,272 6,928,859 SH   SOLE   6,928,859 0 0
DARDEN RESTAURANTS INC COM 237194105 274,578 4,141,447 SH   SOLE   4,141,447 0 0
DARLING INGREDIENTS INC COM 237266101 138,671 10,529,345 SH   SOLE   10,529,345 0 0
DATA I O CORP COM 237690102 3 1,277 SH   SOLE   1,277 0 0
DATALINK CORP COM 237934104 4,505 492,878 SH   SOLE   492,878 0 0
DATAWATCH CORP COM NEW 237917208 125 25,288 SH   SOLE   25,288 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 21,261 548,256 SH   SOLE   548,256 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 308,700 4,206,870 SH   SOLE   4,206,870 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 242 52,871 SH   SOLE   52,871 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 10,008 307,467 SH   SOLE   307,467 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 102,054 2,585,616 SH   SOLE   2,585,616 0 0
DDR CORP COM 23317H102 77,659 4,365,323 SH   SOLE   4,365,323 0 0
DEAN FOODS CO NEW COM NEW 242370203 77,815 4,492,796 SH   SOLE   4,492,796 0 0
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DEERE & CO COM 244199105 252,936 3,285,316 SH   SOLE   3,285,316 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 9,967 601,154 SH   SOLE   601,154 0 0
DEL TACO RESTAURANTS INC COM 245496104 81 7,877 SH   SOLE   7,877 0 0
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DELEK US HLDGS INC COM 246647101 21,980 1,442,270 SH   SOLE   1,442,270 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 333,687 4,447,979 SH   SOLE   4,447,979 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 439,456 9,027,452 SH   SOLE   9,027,452 0 0
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DELTA NAT GAS INC COM 247748106 475 20,525 SH   SOLE   20,525 0 0
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DENBURY RES INC COM NEW 247916208 27,928 12,580,081 SH   SOLE   12,580,081 0 0
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DENTSPLY SIRONA INC COM 24906P109 241,492 3,918,422 SH   SOLE   3,918,422 0 0
DEPOMED INC COM 249908104 65,953 4,734,625 SH   SOLE   4,734,625 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 70 75,000 PRN   SOLE   75,000 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 172 55,351 SH   SOLE   55,351 0 0
DERMIRA INC COM 24983L104 21,842 1,056,211 SH   SOLE   1,056,211 0 0
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DESTINATION XL GROUP INC COM 25065K104 4,762 921,051 SH   SOLE   921,051 0 0
DETERMINE INC COM 250660107 3 1,388 SH   SOLE   1,388 0 0
DEVON ENERGY CORP NEW COM 25179M103 186,996 6,814,718 SH   SOLE   6,814,718 0 0
DEVRY ED GROUP INC COM 251893103 49,981 2,894,103 SH   SOLE   2,894,103 0 0
DEXCOM INC COM 252131107 63,149 929,897 SH   SOLE   929,897 0 0
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DHT HOLDINGS INC SHS NEW Y2065G121 13,431 2,331,782 SH   SOLE   2,331,782 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 15,633 88,141 SH   SOLE   88,141 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 25,504 1,173,696 SH   SOLE   1,173,696 0 0
DIAMOND RESORTS INTL INC COM 25272T104 24,327 1,001,116 SH   SOLE   1,001,116 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 137,428 13,579,863 SH   SOLE   13,579,863 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 3,488 650,704 SH   SOLE   650,704 0 0
DICKS SPORTING GOODS INC COM 253393102 139,834 2,991,095 SH   SOLE   2,991,095 0 0
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DIGI INTL INC COM 253798102 15,350 1,627,829 SH   SOLE   1,627,829 0 0
DIGIMARC CORP NEW COM 25381B101 6,328 208,845 SH   SOLE   208,845 0 0
DIGIRAD CORP COM 253827109 260 52,352 SH   SOLE   52,352 0 0
DIGITAL ALLY INC COM NEW 25382P208 44 8,827 SH   SOLE   8,827 0 0
DIGITAL RLTY TR INC COM 253868103 295,540 3,339,810 SH   SOLE   3,339,810 0 0
DIGITAL RLTY TR INC 6.35% PFD CUM CV 253868863 22,641 877,561 SH   SOLE   877,561 0 0
DIGITAL TURBINE INC COM NEW 25400W102 1,704 1,432,264 SH   SOLE   1,432,264 0 0
DIGITALGLOBE INC COM NEW 25389M877 33,399 1,930,595 SH   SOLE   1,930,595 0 0
DILLARDS INC CL A 254067101 17,342 204,237 SH   SOLE   204,237 0 0
DIME CMNTY BANCSHARES COM 253922108 35,261 2,001,167 SH   SOLE   2,001,167 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 1,133 144,737 SH   SOLE   144,737 0 0
DINEEQUITY INC COM 254423106 98,447 1,053,697 SH   SOLE   1,053,697 0 0
DIODES INC COM 254543101 48,801 2,427,914 SH   SOLE   2,427,914 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 125 13,106 SH   SOLE   13,106 0 0
DIPLOMAT PHARMACY INC COM 25456K101 65,408 2,387,152 SH   SOLE   2,387,152 0 0
DISCOVER FINL SVCS COM 254709108 227,770 4,473,096 SH   SOLE   4,473,096 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 66,964 2,338,944 SH   SOLE   2,338,944 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 101,816 3,770,954 SH   SOLE   3,770,954 0 0
DISCOVERY LABORATORIES INC N COM PAR 254668502 3 1,786 SH   SOLE   1,786 0 0
DISH NETWORK CORP CL A 25470M109 51,761 1,118,924 SH   SOLE   1,118,924 0 0
DISNEY WALT CO COM DISNEY 254687106 1,817,766 18,303,953 SH   SOLE   18,303,953 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 7 822 SH   SOLE   822 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 72 37,261 SH   SOLE   37,261 0 0
DIXIE GROUP INC CL A 255519100 171 40,724 SH   SOLE   40,724 0 0
DLH HLDGS CORP COM 23335Q100 2 646 SH   SOLE   646 0 0
DNB FINL CORP COM 233237106 14 497 SH   SOLE   497 0 0
DOCUMENT SEC SYS INC COM 25614T101 3 16,375 SH   SOLE   16,375 0 0
DOLBY LABORATORIES INC COM 25659T107 20,475 471,133 SH   SOLE   471,133 0 0
DOLLAR GEN CORP NEW COM 256677105 411,405 4,806,131 SH   SOLE   4,806,131 0 0
DOLLAR TREE INC COM 256746108 326,951 3,964,963 SH   SOLE   3,964,963 0 0
DOMINION DIAMOND CORP COM 257287102 189 17,031 SH   SOLE   17,031 0 0
DOMINION RES INC VA NEW COM 25746U109 985,252 13,115,705 SH   SOLE   13,115,705 0 0
DOMINOS PIZZA INC COM 25754A201 223,590 1,695,664 SH   SOLE   1,695,664 0 0
DOMTAR CORP COM NEW 257559203 228,271 5,636,324 SH   SOLE   5,636,324 0 0
DONALDSON INC COM 257651109 133,369 4,179,531 SH   SOLE   4,179,531 0 0
DONEGAL GROUP INC CL A 257701201 3,104 215,846 SH   SOLE   215,846 0 0
DONNELLEY R R & SONS CO COM 257867101 197,402 12,036,698 SH   SOLE   12,036,698 0 0
DORIAN LPG LTD SHS USD Y2106R110 5,350 569,163 SH   SOLE   569,163 0 0
DORMAN PRODUCTS INC COM 258278100 97,943 1,799,769 SH   SOLE   1,799,769 0 0
DOUGLAS DYNAMICS INC COM 25960R105 13,105 572,011 SH   SOLE   572,011 0 0
DOUGLAS EMMETT INC COM 25960P109 199,950 6,640,661 SH   SOLE   6,640,661 0 0
DOVER CORP COM 260003108 156,353 2,430,488 SH   SOLE   2,430,488 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 3 2,874 SH   SOLE   2,874 0 0
DOVER MOTORSPORTS INC COM 260174107 191 84,227 SH   SOLE   84,227 0 0
DOW CHEM CO COM 260543103 654,910 12,876,714 SH   SOLE   12,876,714 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 291,130 3,255,758 SH   SOLE   3,255,758 0 0
DR REDDYS LABS LTD ADR 256135203 7,208 159,500 SH   SOLE   159,500 0 0
DRAFTDAY FANTASY SPORTS INC COM NEW 261427108 0 830 SH   SOLE   830 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 88,420 3,543,889 SH   SOLE   3,543,889 0 0
DREW INDS INC COM NEW 26168L205 96,627 1,499,022 SH   SOLE   1,499,022 0 0
DRIL-QUIP INC COM 262037104 84,191 1,390,200 SH   SOLE   1,390,200 0 0
DS HEALTHCARE GROUP INC COM 23336Q109 25 33,063 SH   SOLE   33,063 0 0
DSP GROUP INC COM 23332B106 13,083 1,434,586 SH   SOLE   1,434,586 0 0
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DTE ENERGY CO COM 233331107 518,018 5,713,854 SH   SOLE   5,713,854 0 0
DTS INC COM 23335C101 24,556 1,127,470 SH   SOLE   1,127,470 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 675,641 10,670,270 SH   SOLE   10,670,270 0 0
DUCOMMUN INC DEL COM 264147109 4,216 276,476 SH   SOLE   276,476 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 879,954 10,906,718 SH   SOLE   10,906,718 0 0
DUKE REALTY CORP COM NEW 264411505 305,809 13,567,382 SH   SOLE   13,567,382 0 0
DULUTH HLDGS INC COM CL B 26443V101 3,807 195,312 SH   SOLE   195,312 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 59,151 573,836 SH   SOLE   573,836 0 0
DUNKIN BRANDS GROUP INC COM 265504100 148,575 3,149,767 SH   SOLE   3,149,767 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 77,062 1,901,350 SH   SOLE   1,901,350 0 0
DURECT CORP COM 266605104 6,039 4,473,057 SH   SOLE   4,473,057 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 14,364 818,023 SH   SOLE   818,023 0 0
DYCOM INDS INC COM 267475101 132,951 2,055,833 SH   SOLE   2,055,833 0 0
DYNAMIC MATLS CORP COM 267888105 236 36,474 SH   SOLE   36,474 0 0
DYNASIL CORP AMER COM 268102100 4 2,426 SH   SOLE   2,426 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 18,293 950,782 SH   SOLE   950,782 0 0
DYNEGY INC NEW DEL COM 26817R108 44,503 3,096,964 SH   SOLE   3,096,964 0 0
DYNEX CAP INC COM NEW 26817Q506 13,352 2,007,764 SH   SOLE   2,007,764 0 0
E M C CORP MASS COM 268648102 636,169 23,871,245 SH   SOLE   23,871,245 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 111,716 4,561,696 SH   SOLE   4,561,696 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 24 3,300 SH   SOLE   3,300 0 0
EAGLE BANCORP INC MD COM 268948106 34,116 710,758 SH   SOLE   710,758 0 0
EAGLE BANCORP MONT INC COM 26942G100 9 729 SH   SOLE   729 0 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 198 550,365 SH   SOLE   550,365 0 0
EAGLE MATERIALS INC COM 26969P108 140,389 2,002,417 SH   SOLE   2,002,417 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 16,574 409,234 SH   SOLE   409,234 0 0
EARTHLINK HLDGS CORP COM 27033X101 15,074 2,658,475 SH   SOLE   2,658,475 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 370 30,528 SH   SOLE   30,528 0 0
EAST WEST BANCORP INC COM 27579R104 163,796 5,042,976 SH   SOLE   5,042,976 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 6,105 329,628 SH   SOLE   329,628 0 0
EASTERN CO COM 276317104 283 17,225 SH   SOLE   17,225 0 0
EASTERN VA BANKSHARES INC COM 277196101 15 2,201 SH   SOLE   2,201 0 0
EASTGROUP PPTY INC COM 277276101 131,633 2,180,432 SH   SOLE   2,180,432 0 0
EASTMAN CHEM CO COM 277432100 163,758 2,267,171 SH   SOLE   2,267,171 0 0
EASTMAN KODAK CO COM NEW 277461406 4,518 416,426 SH   SOLE   416,426 0 0
EATON CORP PLC SHS G29183103 534,894 8,550,100 SH   SOLE   8,550,100 0 0
EATON VANCE CORP COM NON VTG 278265103 139,497 4,161,614 SH   SOLE   4,161,614 0 0
EBAY INC COM 278642103 356,704 14,949,882 SH   SOLE   14,949,882 0 0
EBIX INC COM NEW 278715206 65,471 1,605,080 SH   SOLE   1,605,080 0 0
ECHELON CORP COM NEW 27874N303 4 638 SH   SOLE   638 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 47,415 1,745,775 SH   SOLE   1,745,775 0 0
ECHO THERAPEUTICS INC COM NEW 27876L206 2 1,581 SH   SOLE   1,581 0 0
ECHOSTAR CORP CL A 278768106 21,730 490,621 SH   SOLE   490,621 0 0
ECLIPSE RES CORP COM 27890G100 1,618 1,123,528 SH   SOLE   1,123,528 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 6 2,337 SH   SOLE   2,337 0 0
ECOLAB INC COM 278865100 392,164 3,516,531 SH   SOLE   3,516,531 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 86 8,614 SH   SOLE   8,614 0 0
ECOPETROL S A SPONSORED ADS 279158109 5,466 634,855 SH   SOLE   634,855 0 0
EDGE THERAPEUTICS INC COM 279870109 1,968 215,117 SH   SOLE   215,117 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 214 27,495 SH   SOLE   27,495 0 0
EDGEWELL PERS CARE CO COM 28035Q102 161,635 2,007,136 SH   SOLE   2,007,136 0 0
EDISON INTL COM 281020107 546,765 7,605,582 SH   SOLE   7,605,582 0 0
EDITAS MEDICINE INC COM 28106W103 5,489 158,919 SH   SOLE   158,919 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 165,488 3,978,071 SH   SOLE   3,978,071 0 0
EDUCATIONAL DEV CORP COM 281479105 8 574 SH   SOLE   574 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 353,666 4,009,364 SH   SOLE   4,009,364 0 0
EGAIN CORP COM NEW 28225C806 154 43,311 SH   SOLE   43,311 0 0
EGALET CORP COM 28226B104 2,425 353,437 SH   SOLE   353,437 0 0
EHEALTH INC COM 28238P109 10,546 1,123,162 SH   SOLE   1,123,162 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 24 1,940 SH   SOLE   1,940 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 57 3,378 SH   SOLE   3,378 0 0
EL PASO ELEC CO COM NEW 283677854 120,927 2,635,720 SH   SOLE   2,635,720 0 0
EL POLLO LOCO HLDGS INC COM 268603107 4,237 317,625 SH   SOLE   317,625 0 0
ELDORADO GOLD CORP NEW COM 284902103 2,060 652,016 SH   SOLE   652,016 0 0
ELDORADO RESORTS INC COM 28470R102 8,203 717,057 SH   SOLE   717,057 0 0
ELECTRO RENT CORP COM 285218103 3,983 430,099 SH   SOLE   430,099 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 8,286 1,158,820 SH   SOLE   1,158,820 0 0
ELECTRO-SENSORS INC COM 285233102 1 222 SH   SOLE   222 0 0
ELECTROMED INC COM 285409108 4 856 SH   SOLE   856 0 0
ELECTRONIC ARTS INC COM 285512109 361,998 5,475,688 SH   SOLE   5,475,688 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 125,942 2,971,031 SH   SOLE   2,971,031 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 52 50,000 PRN   SOLE   50,000 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 5 22,932 SH   SOLE   22,932 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 10 30,674 SH   SOLE   30,674 0 0
ELIZABETH ARDEN INC COM 28660G106 5,438 663,996 SH   SOLE   663,996 0 0
ELLIE MAE INC COM 28849P100 68,970 760,917 SH   SOLE   760,917 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1,408 117,603 SH   SOLE   117,603 0 0
ELLIS PERRY INTL INC COM 288853104 14,335 778,653 SH   SOLE   778,653 0 0
ELMIRA SVGS BK ELMIRA N Y COM 289660102 9 516 SH   SOLE   516 0 0
EMAGIN CORP COM NEW 29076N206 81 45,327 SH   SOLE   45,327 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 8,825 334,781 SH   SOLE   334,781 0 0
EMC INS GROUP INC COM 268664109 5,129 199,977 SH   SOLE   199,977 0 0
EMCLAIRE FINL CORP COM 290828102 5 214 SH   SOLE   214 0 0
EMCOR GROUP INC COM 29084Q100 188,703 3,882,771 SH   SOLE   3,882,771 0 0
EMCORE CORP COM NEW 290846203 2,470 494,085 SH   SOLE   494,085 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 68,720 1,890,512 SH   SOLE   1,890,512 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 65 50,000 PRN   SOLE   50,000 0 0
EMERGENT CAP INC COM 29102N105 218 54,233 SH   SOLE   54,233 0 0
EMERSON ELEC CO COM 291011104 616,084 11,329,238 SH   SOLE   11,329,238 0 0
EMERSON RADIO CORP COM NEW 291087203 3 3,250 SH   SOLE   3,250 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 63 108,418 SH   SOLE   108,418 0 0
EMPIRE DIST ELEC CO COM 291641108 34,029 1,029,620 SH   SOLE   1,029,620 0 0
EMPIRE RES INC DEL COM 29206E100 2 742 SH   SOLE   742 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 1,066 78,061 SH   SOLE   78,061 0 0
EMPIRE ST RLTY TR INC CL A 292104106 17,443 995,060 SH   SOLE   995,060 0 0
EMPLOYERS HOLDINGS INC COM 292218104 55,534 1,973,490 SH   SOLE   1,973,490 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,745 104,513 SH   SOLE   104,513 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 13,723 329,809 SH   SOLE   329,809 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 34,774 1,184,007 SH   SOLE   1,184,007 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 256 14,255 SH   SOLE   14,255 0 0
ENBRIDGE INC COM 29250N105 91 2,338 SH   SOLE   2,338 0 0
ENCANA CORP COM 292505104 3,886 638,090 SH   SOLE   638,090 0 0
ENCORE CAP GROUP INC COM 292554102 39,506 1,534,806 SH   SOLE   1,534,806 0 0
ENCORE WIRE CORP COM 292562105 50,819 1,305,390 SH   SOLE   1,305,390 0 0
ENDO INTL PLC SHS G30401106 188,681 6,702,716 SH   SOLE   6,702,716 0 0
ENDOCHOICE HLDGS INC COM 29272U103 874 167,774 SH   SOLE   167,774 0 0
ENDOCYTE INC COM 29269A102 4,678 1,508,951 SH   SOLE   1,508,951 0 0
ENDOLOGIX INC COM 29266S106 14,600 1,746,376 SH   SOLE   1,746,376 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 14,919 1,416,789 SH   SOLE   1,416,789 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 131,410 2,011,176 SH   SOLE   2,011,176 0 0
ENERGEN CORP COM 29265N108 123,022 3,362,166 SH   SOLE   3,362,166 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 85,422 2,108,673 SH   SOLE   2,108,673 0 0
ENERGOUS CORP COM 29272C103 337 33,342 SH   SOLE   33,342 0 0
ENERGY FOCUS INC COM NEW 29268T300 127 17,087 SH   SOLE   17,087 0 0
ENERGY FUELS INC COM NEW 292671708 2,893 1,309,124 SH   SOLE   1,309,124 0 0
ENERGY RECOVERY INC COM 29270J100 844 81,671 SH   SOLE   81,671 0 0
ENERGY XXI LTD USD UNRS SHS G10082140 1,457 2,338,335 SH   SOLE   2,338,335 0 0
ENERNOC INC COM 292764107 5,084 679,645 SH   SOLE   679,645 0 0
ENERPLUS CORP COM 292766102 597 151,991 SH   SOLE   151,991 0 0
ENERSIS AMERICAS S A SPONSORED ADR 29274F104 16,054 1,154,963 SH   SOLE   1,154,963 0 0
ENERSYS COM 29275Y102 154,544 2,773,582 SH   SOLE   2,773,582 0 0
ENGILITY HLDGS INC NEW COM 29286C107 25,062 1,335,918 SH   SOLE   1,335,918 0 0
ENGLOBAL CORP COM 293306106 3 2,609 SH   SOLE   2,609 0 0
ENI S P A SPONSORED ADR 26874R108 118 3,911 SH   SOLE   3,911 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 327 29,076 SH   SOLE   29,076 0 0
ENNIS INC COM 293389102 13,160 673,158 SH   SOLE   673,158 0 0
ENOVA INTL INC COM 29357K103 10,595 1,679,004 SH   SOLE   1,679,004 0 0
ENPHASE ENERGY INC COM 29355A107 1,664 714,357 SH   SOLE   714,357 0 0
ENPRO INDS INC COM 29355X107 81,313 1,409,732 SH   SOLE   1,409,732 0 0
ENSCO PLC SHS CLASS A G3157S106 87,546 8,442,218 SH   SOLE   8,442,218 0 0
ENSERVCO CORP COM 29358Y102 34 57,802 SH   SOLE   57,802 0 0
ENSIGN GROUP INC COM 29358P101 73,108 3,229,174 SH   SOLE   3,229,174 0 0
ENSTAR GROUP LIMITED SHS G3075P101 35,113 215,972 SH   SOLE   215,972 0 0
ENSYNC INC COM 29359T102 3 10,162 SH   SOLE   10,162 0 0
ENTEGRA FINL CORP COM 29363J108 321 18,481 SH   SOLE   18,481 0 0
ENTEGRIS INC COM 29362U104 45,955 3,374,080 SH   SOLE   3,374,080 0 0
ENTELLUS MED INC COM 29363K105 2,538 139,522 SH   SOLE   139,522 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 6,792 641,961 SH   SOLE   641,961 0 0
ENTERGY CORP NEW COM 29364G103 512,990 6,470,613 SH   SOLE   6,470,613 0 0
ENTEROMEDICS INC COM PAR 0.01 29365M307 11 11,012 SH   SOLE   11,012 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 5,186 197,630 SH   SOLE   197,630 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 13,756 508,743 SH   SOLE   508,743 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 12,205 1,640,474 SH   SOLE   1,640,474 0 0
ENVESTNET INC COM 29404K106 25,144 924,426 SH   SOLE   924,426 0 0
ENVIROSTAR INC COM 29414M100 3 962 SH   SOLE   962 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 45,955 2,252,695 SH   SOLE   2,252,695 0 0
ENZO BIOCHEM INC COM 294100102 402 88,301 SH   SOLE   88,301 0 0
EOG RES INC COM 26875P101 538,331 7,417,070 SH   SOLE   7,417,070 0 0
EP ENERGY CORP CL A 268785102 1,465 324,143 SH   SOLE   324,143 0 0
EPAM SYS INC COM 29414B104 90,144 1,207,233 SH   SOLE   1,207,233 0 0
EPIQ SYS INC COM 26882D109 31,509 2,097,826 SH   SOLE   2,097,826 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 107 39,751 SH   SOLE   39,751 0 0
EPIZYME INC COM 29428V104 20,586 1,698,516 SH   SOLE   1,698,516 0 0
EPLUS INC COM 294268107 29,644 368,199 SH   SOLE   368,199 0 0
EPR PPTYS COM SH BEN INT 26884U109 218,604 3,281,350 SH   SOLE   3,281,350 0 0
EQT CORP COM 26884L109 183,715 2,731,419 SH   SOLE   2,731,419 0 0
EQUIFAX INC COM 294429105 215,640 1,886,778 SH   SOLE   1,886,778 0 0
EQUINIX INC COM PAR $0.001 29444U700 657,180 1,987,178 SH   SOLE   1,987,178 0 0
EQUITABLE FINL CORP NEW COM 29448T105 5 626 SH   SOLE   626 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 1,253 59,689 SH   SOLE   59,689 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 53,396 1,892,120 SH   SOLE   1,892,120 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 26,836 1,055,699 SH   SOLE   1,055,699 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 143,400 1,971,676 SH   SOLE   1,971,676 0 0
EQUITY ONE COM 294752100 121,431 4,236,948 SH   SOLE   4,236,948 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 795,551 10,603,111 SH   SOLE   10,603,111 0 0
ERA GROUP INC COM 26885G109 12,138 1,294,000 SH   SOLE   1,294,000 0 0
ERBA DIAGNOSTICS COM 29490B101 3 3,345 SH   SOLE   3,345 0 0
ERICKSON INC COM 29482P100 21 12,636 SH   SOLE   12,636 0 0
ERICSSON ADR B SEK 10 294821608 1,428 142,343 SH   SOLE   142,343 0 0
ERIE INDTY CO CL A 29530P102 21,115 227,071 SH   SOLE   227,071 0 0
ERIN ENERGY CORP COM 295625107 601 319,558 SH   SOLE   319,558 0 0
EROS INTL PLC SHS NEW G3788M114 7,471 649,075 SH   SOLE   649,075 0 0
ESCALADE INC COM 296056104 2,971 252,435 SH   SOLE   252,435 0 0
ESCALON MED CORP COM NEW 296074305 1 1,310 SH   SOLE   1,310 0 0
ESCO TECHNOLOGIES INC COM 296315104 62,359 1,599,780 SH   SOLE   1,599,780 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 10,253 606,342 SH   SOLE   606,342 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 12 491 SH   SOLE   491 0 0
ESSA BANCORP INC COM 29667D104 380 28,141 SH   SOLE   28,141 0 0
ESSENDANT INC COM 296689102 76,487 2,395,463 SH   SOLE   2,395,463 0 0
ESSENT GROUP LTD COM G3198U102 27,722 1,332,811 SH   SOLE   1,332,811 0 0
ESSEX PPTY TR INC COM 297178105 506,241 2,164,720 SH   SOLE   2,164,720 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 100,786 1,573,054 SH   SOLE   1,573,054 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 63,239 1,987,407 SH   SOLE   1,987,407 0 0
ETSY INC COM 29786A106 4,275 491,359 SH   SOLE   491,359 0 0
EURONAV NV ANTWERPEN SHS B38564108 3 305 SH   SOLE   305 0 0
EURONET WORLDWIDE INC COM 298736109 93,437 1,260,793 SH   SOLE   1,260,793 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 89 75,000 PRN   SOLE   75,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 16 672 SH   SOLE   672 0 0
EVERBANK FINL CORP COM 29977G102 34,763 2,303,706 SH   SOLE   2,303,706 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 121,569 2,349,161 SH   SOLE   2,349,161 0 0
EVEREST RE GROUP LTD COM G3223R108 361,113 1,829,070 SH   SOLE   1,829,070 0 0
EVERI HLDGS INC COM 30034T103 3,787 1,653,700 SH   SOLE   1,653,700 0 0
EVERSOURCE ENERGY COM 30040W108 468,608 8,032,365 SH   SOLE   8,032,365 0 0
EVERTEC INC COM 30040P103 22,636 1,619,155 SH   SOLE   1,619,155 0 0
EVERYDAY HEALTH INC COM 300415106 3,114 555,993 SH   SOLE   555,993 0 0
EVINE LIVE INC CL A 300487105 1,442 1,232,543 SH   SOLE   1,232,543 0 0
EVOKE PHARMA INC COM 30049G104 5 908 SH   SOLE   908 0 0
EVOLENT HEALTH INC CL A 30050B101 3,288 311,352 SH   SOLE   311,352 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 3,143 646,789 SH   SOLE   646,789 0 0
EVOLVING SYS INC COM NEW 30049R209 156 27,140 SH   SOLE   27,140 0 0
EXA CORP COM 300614500 387 29,895 SH   SOLE   29,895 0 0
EXACT SCIENCES CORP COM 30063P105 15,332 2,274,776 SH   SOLE   2,274,776 0 0
EXACTECH INC COM 30064E109 5,340 263,556 SH   SOLE   263,556 0 0
EXAMWORKS GROUP INC COM 30066A105 73,841 2,498,009 SH   SOLE   2,498,009 0 0
EXAR CORP COM 300645108 16,679 2,900,645 SH   SOLE   2,900,645 0 0
EXCO RESOURCES INC COM 269279402 4,001 4,044,650 SH   SOLE   4,044,650 0 0
EXELIXIS INC COM 30161Q104 38,518 9,629,564 SH   SOLE   9,629,564 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 50 50,000 PRN   SOLE   50,000 0 0
EXELON CORP COM 30161N101 531,919 14,833,203 SH   SOLE   14,833,203 0 0
EXLSERVICE HOLDINGS INC COM 302081104 106,329 2,052,687 SH   SOLE   2,052,687 0 0
EXONE CO COM 302104104 3,466 263,789 SH   SOLE   263,789 0 0
EXPEDIA INC DEL COM NEW 30212P303 201,353 1,867,488 SH   SOLE   1,867,488 0 0
EXPEDITORS INTL WASH INC COM 302130109 172,541 3,534,948 SH   SOLE   3,534,948 0 0
EXPONENT INC COM 30214U102 81,279 1,593,403 SH   SOLE   1,593,403 0 0
EXPRESS INC COM 30219E103 103,694 4,843,260 SH   SOLE   4,843,260 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 653,173 9,508,996 SH   SOLE   9,508,996 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 10,264 629,700 SH   SOLE   629,700 0 0
EXTERRAN CORP COM 30227H106 36,498 2,360,799 SH   SOLE   2,360,799 0 0
EXTRA SPACE STORAGE INC COM 30225T102 364,518 3,900,258 SH   SOLE   3,900,258 0 0
EXTREME NETWORKS INC COM 30226D106 7,884 2,534,894 SH   SOLE   2,534,894 0 0
EXXON MOBIL CORP COM 30231G102 4,987,743 59,669,140 SH   SOLE   59,669,140 0 0
EZCORP INC CL A NON VTG 302301106 10,055 3,385,469 SH   SOLE   3,385,469 0 0
F M C CORP COM NEW 302491303 83,248 2,062,133 SH   SOLE   2,062,133 0 0
F5 NETWORKS INC COM 315616102 123,800 1,169,575 SH   SOLE   1,169,575 0 0
FABRINET SHS G3323L100 63,911 1,975,612 SH   SOLE   1,975,612 0 0
FACEBOOK INC CL A 30303M102 3,344,446 29,311,531 SH   SOLE   29,311,531 0 0
FACTSET RESH SYS INC COM 303075105 217,820 1,437,468 SH   SOLE   1,437,468 0 0
FAIR ISAAC CORP COM 303250104 170,983 1,611,680 SH   SOLE   1,611,680 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 112,997 5,649,844 SH   SOLE   5,649,844 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 3,778 1,505,333 SH   SOLE   1,505,333 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 10,022 673,511 SH   SOLE   673,511 0 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 190 541,604 SH   SOLE   541,604 0 0
FALCONSTOR SOFTWARE INC COM 306137100 131 97,805 SH   SOLE   97,805 0 0
FAMOUS DAVES AMER INC COM 307068106 83 13,649 SH   SOLE   13,649 0 0
FARMER BROS CO COM 307675108 5,657 202,985 SH   SOLE   202,985 0 0
FARMERS CAP BK CORP COM 309562106 5,114 193,575 SH   SOLE   193,575 0 0
FARMERS NATL BANC CORP COM 309627107 562 63,095 SH   SOLE   63,095 0 0
FARMLAND PARTNERS INC COM 31154R109 349 32,546 SH   SOLE   32,546 0 0
FARO TECHNOLOGIES INC COM 311642102 34,180 1,061,169 SH   SOLE   1,061,169 0 0
FASTENAL CO COM 311900104 219,421 4,477,973 SH   SOLE   4,477,973 0 0
FATE THERAPEUTICS INC COM 31189P102 108 59,871 SH   SOLE   59,871 0 0
FAUQUIER BANKSHARES INC VA COM 312059108 11 710 SH   SOLE   710 0 0
FBL FINL GROUP INC CL A 30239F106 14,204 230,890 SH   SOLE   230,890 0 0
FBR & CO COM NEW 30247C400 308 17,022 SH   SOLE   17,022 0 0
FCB FINL HLDGS INC CL A 30255G103 21,563 648,327 SH   SOLE   648,327 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 9,500 251,801 SH   SOLE   251,801 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 7,258 734,609 SH   SOLE   734,609 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 393,640 2,522,523 SH   SOLE   2,522,523 0 0
FEDERAL SIGNAL CORP COM 313855108 52,559 3,963,720 SH   SOLE   3,963,720 0 0
FEDERATED INVS INC PA CL B 314211103 177,086 6,138,156 SH   SOLE   6,138,156 0 0
FEDERATED NATL HLDG CO COM 31422T101 7,121 362,200 SH   SOLE   362,200 0 0
FEDEX CORP COM 31428X106 542,033 3,331,077 SH   SOLE   3,331,077 0 0
FEI CO COM 30241L109 178,401 2,004,280 SH   SOLE   2,004,280 0 0
FELCOR LODGING TR INC COM 31430F101 27,573 3,395,687 SH   SOLE   3,395,687 0 0
FEMALE HEALTH CO COM 314462102 111 59,614 SH   SOLE   59,614 0 0
FENIX PTS INC COM 31446L100 1,619 351,898 SH   SOLE   351,898 0 0
FERRO CORP COM 315405100 19,528 1,645,127 SH   SOLE   1,645,127 0 0
FERROGLOBE PLC SHS G33856108 13,384 1,519,155 SH   SOLE   1,519,155 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 6,764 797,586 SH   SOLE   797,586 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 1,644 657,651 SH   SOLE   657,651 0 0
FIBROGEN INC COM 31572Q808 41,649 1,956,290 SH   SOLE   1,956,290 0 0
FIDELITY & GTY LIFE COM 315785105 7,168 273,161 SH   SOLE   273,161 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 89,802 2,649,031 SH   SOLE   2,649,031 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 18,837 1,736,098 SH   SOLE   1,736,098 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 328,439 5,187,791 SH   SOLE   5,187,791 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 7,867 490,476 SH   SOLE   490,476 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 20,841 635,779 SH   SOLE   635,779 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 530 173,063 SH   SOLE   173,063 0 0
FIFTH THIRD BANCORP COM 316773100 215,641 12,920,349 SH   SOLE   12,920,349 0 0
FINANCIAL ENGINES INC COM 317485100 101,381 3,225,614 SH   SOLE   3,225,614 0 0
FINANCIAL INSTNS INC COM 317585404 10,474 360,286 SH   SOLE   360,286 0 0
FINISAR CORP COM NEW 31787A507 48,659 2,667,706 SH   SOLE   2,667,706 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 49 50,000 PRN   SOLE   50,000 0 0
FINISH LINE INC CL A 317923100 59,571 2,823,282 SH   SOLE   2,823,282 0 0
FINJAN HLDGS INC COM NEW 31788H303 1 1,037 SH   SOLE   1,037 0 0
FIREEYE INC COM 31816Q101 28,082 1,560,984 SH   SOLE   1,560,984 0 0
FIRST ACCEPTANCE CORP COM 318457108 94 52,373 SH   SOLE   52,373 0 0
FIRST AMERN FINL CORP COM 31847R102 198,015 5,195,874 SH   SOLE   5,195,874 0 0
FIRST BANCORP INC ME COM 31866P102 5,364 274,916 SH   SOLE   274,916 0 0
FIRST BANCORP N C COM 318910106 9,442 500,895 SH   SOLE   500,895 0 0
FIRST BANCORP P R COM NEW 318672706 21,221 7,267,570 SH   SOLE   7,267,570 0 0
FIRST BANCSHARES INC MS COM 318916103 13 862 SH   SOLE   862 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 9 1,338 SH   SOLE   1,338 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 5,167 225,348 SH   SOLE   225,348 0 0
FIRST BUSEY CORP COM NEW 319383204 12,496 610,180 SH   SOLE   610,180 0 0
FIRST CAPITAL INC COM 31942S104 14 506 SH   SOLE   506 0 0
FIRST CASH FINL SVCS INC COM 31942D107 82,404 1,789,048 SH   SOLE   1,789,048 0 0
FIRST CLOVER LEAF FIN CORP COM 31969M105 10 1,061 SH   SOLE   1,061 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 8,027 404,569 SH   SOLE   404,569 0 0
FIRST CMNTY CORP S C COM 319835104 15 1,066 SH   SOLE   1,066 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 48,557 5,480,472 SH   SOLE   5,480,472 0 0
FIRST CONN BANCORP INC MD COM 319850103 6,621 414,879 SH   SOLE   414,879 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 45,716 182,085 SH   SOLE   182,085 0 0
FIRST DATA CORP NEW COM CL A 32008D106 21,068 1,628,118 SH   SOLE   1,628,118 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 9,157 238,401 SH   SOLE   238,401 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 495 37,572 SH   SOLE   37,572 0 0
FIRST FINL BANCORP OH COM 320209109 70,106 3,856,226 SH   SOLE   3,856,226 0 0
FIRST FINL BANKSHARES COM 32020R109 122,381 4,137,299 SH   SOLE   4,137,299 0 0
FIRST FINL CORP IND COM 320218100 9,707 283,743 SH   SOLE   283,743 0 0
FIRST FNDTN INC COM 32026V104 630 28,108 SH   SOLE   28,108 0 0
FIRST HORIZON NATL CORP COM 320517105 110,464 8,432,392 SH   SOLE   8,432,392 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 106,899 4,700,930 SH   SOLE   4,700,930 0 0
FIRST INTERNET BANCORP COM 320557101 324 13,860 SH   SOLE   13,860 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13,241 470,710 SH   SOLE   470,710 0 0
FIRST LONG IS CORP COM 320734106 8,882 311,645 SH   SOLE   311,645 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 205 31,582 SH   SOLE   31,582 0 0
FIRST MARBLEHEAD CORP COM NEW 320771207 87 22,775 SH   SOLE   22,775 0 0
FIRST MERCHANTS CORP COM 320817109 24,203 1,026,875 SH   SOLE   1,026,875 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 86,382 4,793,697 SH   SOLE   4,793,697 0 0
FIRST NBC BK HLDG CO COM 32115D106 20,489 995,081 SH   SOLE   995,081 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 144,057 14,881,970 SH   SOLE   14,881,970 0 0
FIRST NORTHWEST BANCORP COM 335834107 484 37,623 SH   SOLE   37,623 0 0
FIRST POTOMAC RLTY TR COM 33610F109 13,583 1,499,211 SH   SOLE   1,499,211 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 103,958 1,560,000 SH   SOLE   1,560,000 0 0
FIRST SAVINGS FINL GROUP INC COM 33621E109 7 214 SH   SOLE   214 0 0
FIRST SOLAR INC COM 336433107 90,270 1,318,391 SH   SOLE   1,318,391 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 322 39,040 SH   SOLE   39,040 0 0
FIRST UTD CORP COM 33741H107 209 19,112 SH   SOLE   19,112 0 0
FIRSTENERGY CORP COM 337932107 361,109 10,039,162 SH   SOLE   10,039,162 0 0
FIRSTMERIT CORP COM 337915102 230,584 10,954,118 SH   SOLE   10,954,118 0 0
FISERV INC COM 337738108 473,081 4,611,821 SH   SOLE   4,611,821 0 0
FITBIT INC CL A 33812L102 5,660 373,584 SH   SOLE   373,584 0 0
FIVE BELOW INC COM 33829M101 141,202 3,415,627 SH   SOLE   3,415,627 0 0
FIVE OAKS INVT CORP COM 33830W106 193 34,551 SH   SOLE   34,551 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 38,372 944,434 SH   SOLE   944,434 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 2,462 1,075,040 SH   SOLE   1,075,040 0 0
FIVE9 INC COM 338307101 5,421 609,775 SH   SOLE   609,775 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 10,621 494,930 SH   SOLE   494,930 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 5,749 520,773 SH   SOLE   520,773 0 0
FLANIGANS ENTERPRISES INC COM 338517105 4 198 SH   SOLE   198 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 122,254 821,875 SH   SOLE   821,875 0 0
FLEETMATICS GROUP PLC COM G35569105 36,948 907,593 SH   SOLE   907,593 0 0
FLEX PHARMA INC COM 33938A105 4,105 374,164 SH   SOLE   374,164 0 0
FLEXION THERAPEUTICS INC COM 33938J106 5,874 638,429 SH   SOLE   638,429 0 0
FLEXSTEEL INDS INC COM 339382103 6,439 147,406 SH   SOLE   147,406 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 6,728 557,889 SH   SOLE   557,889 0 0
FLIR SYS INC COM 302445101 71,857 2,180,792 SH   SOLE   2,180,792 0 0
FLOTEK INDS INC DEL COM 343389102 25,404 3,465,736 SH   SOLE   3,465,736 0 0
FLOWERS FOODS INC COM 343498101 116,512 6,311,571 SH   SOLE   6,311,571 0 0
FLOWSERVE CORP COM 34354P105 85,826 1,932,580 SH   SOLE   1,932,580 0 0
FLUIDIGM CORP DEL COM 34385P108 6,049 749,509 SH   SOLE   749,509 0 0
FLUOR CORP NEW COM 343412102 112,266 2,090,618 SH   SOLE   2,090,618 0 0
FLUSHING FINL CORP COM 343873105 16,160 747,459 SH   SOLE   747,459 0 0
FMC TECHNOLOGIES INC COM 30249U101 117,104 4,280,134 SH   SOLE   4,280,134 0 0
FNB CORP PA COM 302520101 169,845 13,054,983 SH   SOLE   13,054,983 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 6,401 981,815 SH   SOLE   981,815 0 0
FOGO DE CHAO INC COM 344177100 2,012 128,898 SH   SOLE   128,898 0 0
FONAR CORP COM NEW 344437405 265 17,251 SH   SOLE   17,251 0 0
FOOT LOCKER INC COM 344849104 304,896 4,727,069 SH   SOLE   4,727,069 0 0
FORBES ENERGY SVCS LTD COM 345143101 22 46,059 SH   SOLE   46,059 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 598,954 44,366,975 SH   SOLE   44,366,975 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 65,611 3,111,022 SH   SOLE   3,111,022 0 0
FOREST CITY RLTY TR INC COM CL B 345605208 11 539 SH   SOLE   539 0 0
FORESTAR GROUP INC COM 346233109 28,183 2,161,246 SH   SOLE   2,161,246 0 0
FORMFACTOR INC COM 346375108 10,763 1,480,463 SH   SOLE   1,480,463 0 0
FORRESTER RESH INC COM 346563109 21,729 646,499 SH   SOLE   646,499 0 0
FORTINET INC COM 34959E109 161,232 5,263,874 SH   SOLE   5,263,874 0 0
FORTRESS BIOTECH INC COM 34960Q109 252 81,257 SH   SOLE   81,257 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 326,246 5,821,657 SH   SOLE   5,821,657 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 22,050 1,670,492 SH   SOLE   1,670,492 0 0
FORWARD AIR CORP COM 349853101 86,488 1,908,375 SH   SOLE   1,908,375 0 0
FORWARD INDS INC N Y COM NEW 349862300 3 2,092 SH   SOLE   2,092 0 0
FOSSIL GROUP INC COM 34988V106 61,689 1,388,760 SH   SOLE   1,388,760 0 0
FOSTER L B CO COM 350060109 4,797 264,136 SH   SOLE   264,136 0 0
FOUNDATION MEDICINE INC COM 350465100 13,365 735,156 SH   SOLE   735,156 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 50,857 2,833,276 SH   SOLE   2,833,276 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 5,911 305,956 SH   SOLE   305,956 0 0
FOX FACTORY HLDG CORP COM 35138V102 6,962 440,380 SH   SOLE   440,380 0 0
FRANCESCAS HLDGS CORP COM 351793104 49,364 2,576,396 SH   SOLE   2,576,396 0 0
FRANCO NEVADA CORP COM 351858105 10,094 164,447 SH   SOLE   164,447 0 0
FRANKLIN COVEY CO COM 353469109 5,467 310,808 SH   SOLE   310,808 0 0
FRANKLIN ELEC INC COM 353514102 84,287 2,620,045 SH   SOLE   2,620,045 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,835 142,023 SH   SOLE   142,023 0 0
FRANKLIN RES INC COM 354613101 172,611 4,420,268 SH   SOLE   4,420,268 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 59,572 5,614,698 SH   SOLE   5,614,698 0 0
FRANKS INTL N V COM N33462107 9,253 561,492 SH   SOLE   561,492 0 0
FREDS INC CL A 356108100 34,692 2,326,760 SH   SOLE   2,326,760 0 0
FREEPORT-MCMORAN INC CL B 35671D857 213,614 20,658,964 SH   SOLE   20,658,964 0 0
FREIGHTCAR AMER INC COM 357023100 4,867 312,411 SH   SOLE   312,411 0 0
FREQUENCY ELECTRS INC COM 358010106 204 20,425 SH   SOLE   20,425 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 34,198 812,892 SH   SOLE   812,892 0 0
FRESH MKT INC COM 35804H106 30,039 1,052,878 SH   SOLE   1,052,878 0 0
FRESHPET INC COM 358039105 3,897 531,693 SH   SOLE   531,693 0 0
FRIEDMAN INDS INC COM 358435105 168 30,950 SH   SOLE   30,950 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 126,731 22,670,946 SH   SOLE   22,670,946 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 174,654 1,672,929 SH   SOLE   1,672,929 0 0
FRONTLINE LTD SHS NEW G3682E192 10,241 1,223,529 SH   SOLE   1,223,529 0 0
FRP HLDGS INC COM 30292L107 6,228 174,930 SH   SOLE   174,930 0 0
FS BANCORP INC COM 30263Y104 13 505 SH   SOLE   505 0 0
FTD COS INC COM 30281V108 31,208 1,188,858 SH   SOLE   1,188,858 0 0
FTI CONSULTING INC COM 302941109 70,441 1,983,702 SH   SOLE   1,983,702 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 145 26,227 SH   SOLE   26,227 0 0
FUEL TECH INC COM 359523107 83 47,177 SH   SOLE   47,177 0 0
FUELCELL ENERGY INC COM NEW 35952H502 4,268 630,362 SH   SOLE   630,362 0 0
FULL HOUSE RESORTS INC COM 359678109 5 3,263 SH   SOLE   3,263 0 0
FULLER H B CO COM 359694106 136,753 3,221,519 SH   SOLE   3,221,519 0 0
FULTON FINL CORP PA COM 360271100 116,983 8,743,099 SH   SOLE   8,743,099 0 0
FUSION TELECOMM INTL INC COM NEW 36113B400 2 1,317 SH   SOLE   1,317 0 0
FUTUREFUEL CORPORATION COM 36116M106 17,866 1,515,382 SH   SOLE   1,515,382 0 0
FXCM INC CL A NEW 302693205 123 11,412 SH   SOLE   11,412 0 0
G & K SVCS INC CL A 361268105 91,398 1,247,756 SH   SOLE   1,247,756 0 0
G-III APPAREL GROUP LTD COM 36237H101 122,635 2,508,381 SH   SOLE   2,508,381 0 0
GAIAM INC CL A 36268Q103 233 36,464 SH   SOLE   36,464 0 0
GAIN CAP HLDGS INC COM 36268W100 5,309 809,364 SH   SOLE   809,364 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 84 58,988 SH   SOLE   58,988 0 0
GALENA BIOPHARMA INC COM 363256108 6,424 4,723,617 SH   SOLE   4,723,617 0 0
GALLAGHER ARTHUR J & CO COM 363576109 402,128 9,040,640 SH   SOLE   9,040,640 0 0
GAMCO INVESTORS INC CL A COM 361438104 5,578 150,501 SH   SOLE   150,501 0 0
GAMESTOP CORP NEW CL A 36467W109 51,848 1,634,045 SH   SOLE   1,634,045 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 40,121 1,297,574 SH   SOLE   1,297,574 0 0
GAMING PARTNERS INTL CORP COM 36467A107 7 704 SH   SOLE   704 0 0
GANNETT CO INC COM 36473H104 85,661 5,657,894 SH   SOLE   5,657,894 0 0
GAP INC DEL COM 364760108 115,147 3,916,550 SH   SOLE   3,916,550 0 0
GARMIN LTD SHS H2906T109 232,546 5,819,469 SH   SOLE   5,819,469 0 0
GARTNER INC COM 366651107 326,091 3,649,588 SH   SOLE   3,649,588 0 0
GAS NAT INC COM 367204104 284 36,351 SH   SOLE   36,351 0 0
GASLOG LTD SHS G37585109 9,370 961,968 SH   SOLE   961,968 0 0
GASTAR EXPL INC NEW COM 36729W202 2,235 2,032,081 SH   SOLE   2,032,081 0 0
GATX CORP COM 361448103 66,179 1,393,249 SH   SOLE   1,393,249 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 13,119 657,904 SH   SOLE   657,904 0 0
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 2 2,423 SH   SOLE   2,423 0 0
GENCOR INDS INC COM 368678108 239 16,355 SH   SOLE   16,355 0 0
GENER8 MARITIME INC COM Y26889108 2,841 402,460 SH   SOLE   402,460 0 0
GENERAC HLDGS INC COM 368736104 62,546 1,679,527 SH   SOLE   1,679,527 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 37,724 3,089,567 SH   SOLE   3,089,567 0 0
GENERAL COMMUNICATION INC CL A 369385109 53,455 2,917,843 SH   SOLE   2,917,843 0 0
GENERAL DYNAMICS CORP COM 369550108 459,292 3,496,170 SH   SOLE   3,496,170 0 0
GENERAL ELECTRIC CO COM 369604103 3,378,291 106,268,981 SH   SOLE   106,268,981 0 0
GENERAL EMPLOYMENT ENTERPRIS COM NEW 369730304 3 693 SH   SOLE   693 0 0
GENERAL FIN CORP DEL COM 369822101 125 27,458 SH   SOLE   27,458 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 517,691 17,413,071 SH   SOLE   17,413,071 0 0
GENERAL MLS INC COM 370334104 832,543 13,141,964 SH   SOLE   13,141,964 0 0
GENERAL MOLY INC COM 370373102 6 17,146 SH   SOLE   17,146 0 0
GENERAL MTRS CO COM 37045V100 525,260 16,712,054 SH   SOLE   16,712,054 0 0
GENESCO INC COM 371532102 101,171 1,400,294 SH   SOLE   1,400,294 0 0
GENESEE & WYO INC CL A 371559105 116,619 1,859,954 SH   SOLE   1,859,954 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 2,225 959,117 SH   SOLE   959,117 0 0
GENIE ENERGY LTD CL B 372284208 2,454 322,496 SH   SOLE   322,496 0 0
GENMARK DIAGNOSTICS INC COM 372309104 5,765 1,093,928 SH   SOLE   1,093,928 0 0
GENOCEA BIOSCIENCES INC COM 372427104 4,405 569,071 SH   SOLE   569,071 0 0
GENOMIC HEALTH INC COM 37244C101 21,016 848,433 SH   SOLE   848,433 0 0
GENPACT LIMITED SHS G3922B107 39,341 1,446,875 SH   SOLE   1,446,875 0 0
GENTEX CORP COM 371901109 152,453 9,716,580 SH   SOLE   9,716,580 0 0
GENTHERM INC COM 37253A103 92,764 2,230,428 SH   SOLE   2,230,428 0 0
GENUINE PARTS CO COM 372460105 457,978 4,609,276 SH   SOLE   4,609,276 0 0
GENVEC INC COM NEW 37246C307 2 2,944 SH   SOLE   2,944 0 0
GENWORTH FINL INC COM CL A 37247D106 44,361 16,249,355 SH   SOLE   16,249,355 0 0
GEO GROUP INC NEW COM 36162J106 176,611 5,094,059 SH   SOLE   5,094,059 0 0
GEORGETOWN BANCORP INC MD COM 372591107 4 222 SH   SOLE   222 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 10,642 862,394 SH   SOLE   862,394 0 0
GERDAU S A SPON ADR REP PFD 373737105 3,361 1,888,364 SH   SOLE   1,888,364 0 0
GERMAN AMERN BANCORP INC COM 373865104 12,104 375,898 SH   SOLE   375,898 0 0
GERON CORP COM 374163103 17,896 6,128,897 SH   SOLE   6,128,897 0 0
GETTY RLTY CORP NEW COM 374297109 32,853 1,656,728 SH   SOLE   1,656,728 0 0
GEVO INC COM NEW 374396208 11 41,145 SH   SOLE   41,145 0 0
GIBRALTAR INDS INC COM 374689107 55,387 1,936,617 SH   SOLE   1,936,617 0 0
GIGA TRONICS INC COM 375175106 1 784 SH   SOLE   784 0 0
GIGAMON INC COM 37518B102 22,065 711,328 SH   SOLE   711,328 0 0
GIGOPTIX INC COM 37517Y103 214 79,427 SH   SOLE   79,427 0 0
GILEAD SCIENCES INC COM 375558103 2,175,864 23,686,743 SH   SOLE   23,686,743 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 288 70,000 PRN   SOLE   70,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 122,675 4,825,942 SH   SOLE   4,825,942 0 0
GLADSTONE COML CORP COM 376536108 9,189 560,973 SH   SOLE   560,973 0 0
GLADSTONE LD CORP COM 376549101 273 27,070 SH   SOLE   27,070 0 0
GLATFELTER COM 377316104 56,325 2,717,084 SH   SOLE   2,717,084 0 0
GLAUKOS CORP COM 377322102 2,760 163,692 SH   SOLE   163,692 0 0
GLEN BURNIE BANCORP COM 377407101 5 477 SH   SOLE   477 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,652 167,182 SH   SOLE   167,182 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 13,910 557,500 SH   SOLE   557,500 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 9,303 1,091,921 SH   SOLE   1,091,921 0 0
GLOBAL INDEMNITY PLC SHS G39319101 6,108 196,210 SH   SOLE   196,210 0 0
GLOBAL NET LEASE INC COM 379378102 961 112,282 SH   SOLE   112,282 0 0
GLOBAL PMTS INC COM 37940X102 294,111 4,504,000 SH   SOLE   4,504,000 0 0
GLOBAL SOURCES LTD ORD G39300101 219 27,031 SH   SOLE   27,031 0 0
GLOBALSCAPE INC COM 37940G109 125 32,937 SH   SOLE   32,937 0 0
GLOBALSTAR INC COM 378973408 33,598 22,855,631 SH   SOLE   22,855,631 0 0
GLOBANT S A COM L44385109 13,615 441,176 SH   SOLE   441,176 0 0
GLOBEIMMUNE INC COM 37957B100 2 815 SH   SOLE   815 0 0
GLOBUS MED INC CL A 379577208 44,306 1,865,527 SH   SOLE   1,865,527 0 0
GLORI ENERGY INC COM 379606106 2 8,186 SH   SOLE   8,186 0 0
GLOWPOINT INC COM NEW 379887201 1 2,568 SH   SOLE   2,568 0 0
GLU MOBILE INC COM 379890106 8,740 3,099,447 SH   SOLE   3,099,447 0 0
GLYCOMIMETICS INC COM 38000Q102 146 24,491 SH   SOLE   24,491 0 0
GNC HLDGS INC COM CL A 36191G107 23,834 750,666 SH   SOLE   750,666 0 0
GODADDY INC CL A 380237107 6,675 206,471 SH   SOLE   206,471 0 0
GOGO INC COM 38046C109 14,908 1,354,045 SH   SOLE   1,354,045 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 13,219 735,589 SH   SOLE   735,589 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 551 139,879 SH   SOLE   139,879 0 0
GOLD RESOURCE CORP COM 38068T105 316 135,507 SH   SOLE   135,507 0 0
GOLDCORP INC NEW COM 380956409 12,805 788,947 SH   SOLE   788,947 0 0
GOLDEN ENTERPRISES INC COM 381010107 5 1,047 SH   SOLE   1,047 0 0
GOLDEN ENTMT INC COM 381013101 336 30,993 SH   SOLE   30,993 0 0
GOLDEN MINERALS CO COM 381119106 192 426,129 SH   SOLE   426,129 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 1,131 1,627,476 SH   SOLE   1,627,476 0 0
GOLDFIELD CORP COM 381370105 141 82,905 SH   SOLE   82,905 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 734,731 4,680,411 SH   SOLE   4,680,411 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 135 33,913 SH   SOLE   33,913 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 136,171 4,128,884 SH   SOLE   4,128,884 0 0
GOPRO INC CL A 38268T103 7,618 636,958 SH   SOLE   636,958 0 0
GORDMANS STORES INC COM 38269P100 49 21,883 SH   SOLE   21,883 0 0
GORMAN RUPP CO COM 383082104 11,490 443,108 SH   SOLE   443,108 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 70,606 3,955,538 SH   SOLE   3,955,538 0 0
GP STRATEGIES CORP COM 36225V104 9,223 336,610 SH   SOLE   336,610 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 11,732 132,246 SH   SOLE   132,246 0 0
GRACE W R & CO DEL NEW COM 38388F108 49,136 690,303 SH   SOLE   690,303 0 0
GRACO INC COM 384109104 155,233 1,848,894 SH   SOLE   1,848,894 0 0
GRAHAM CORP COM 384556106 5,130 257,637 SH   SOLE   257,637 0 0
GRAHAM HLDGS CO COM 384637104 64,536 134,450 SH   SOLE   134,450 0 0
GRAINGER W W INC COM 384802104 215,873 924,785 SH   SOLE   924,785 0 0
GRAMERCY PPTY TR COM 385002100 85,189 10,081,512 SH   SOLE   10,081,512 0 0
GRAN TIERRA ENERGY INC COM 38500T101 174 70,380 SH   SOLE   70,380 0 0
GRAND CANYON ED INC COM 38526M106 48,940 1,145,059 SH   SOLE   1,145,059 0 0
GRANITE CONSTR INC COM 387328107 89,553 1,873,490 SH   SOLE   1,873,490 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 41,284 3,212,795 SH   SOLE   3,212,795 0 0
GRAY TELEVISION INC COM 389375106 17,528 1,495,540 SH   SOLE   1,495,540 0 0
GREAT AJAX CORP COM 38983D300 2,267 202,585 SH   SOLE   202,585 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 6,855 1,537,102 SH   SOLE   1,537,102 0 0
GREAT PLAINS ENERGY INC COM 391164100 254,911 7,904,210 SH   SOLE   7,904,210 0 0
GREAT SOUTHN BANCORP INC COM 390905107 9,844 265,130 SH   SOLE   265,130 0 0
GREAT WESTN BANCORP INC COM 391416104 27,259 999,605 SH   SOLE   999,605 0 0
GREATBATCH INC COM 39153L106 56,012 1,571,617 SH   SOLE   1,571,617 0 0
GREEN BANCORP INC COM 39260X100 2,785 367,853 SH   SOLE   367,853 0 0
GREEN BRICK PARTNERS INC COM 392709101 4,083 537,892 SH   SOLE   537,892 0 0
GREEN DOT CORP CL A 39304D102 65,230 2,839,796 SH   SOLE   2,839,796 0 0
GREEN PLAINS INC COM 393222104 36,850 2,308,913 SH   SOLE   2,308,913 0 0
GREENBRIER COS INC COM 393657101 45,889 1,660,249 SH   SOLE   1,660,249 0 0
GREENE COUNTY BANCORP INC COM 394357107 9 515 SH   SOLE   515 0 0
GREENHILL & CO INC COM 395259104 41,182 1,855,032 SH   SOLE   1,855,032 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 14,622 671,040 SH   SOLE   671,040 0 0
GREIF INC CL A 397624107 43,987 1,343,123 SH   SOLE   1,343,123 0 0
GREIF INC CL B 397624206 70 1,496 SH   SOLE   1,496 0 0
GRIFFIN INL RLTY INC COM 398231100 119 4,829 SH   SOLE   4,829 0 0
GRIFFON CORP COM 398433102 33,769 2,185,674 SH   SOLE   2,185,674 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 30,506 1,971,950 SH   SOLE   1,971,950 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 84,891 1,446,424 SH   SOLE   1,446,424 0 0
GROUPON INC COM CL A 399473107 16,421 4,115,633 SH   SOLE   4,115,633 0 0
GRUBHUB INC COM 400110102 45,576 1,813,628 SH   SOLE   1,813,628 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 845 18,528 SH   SOLE   18,528 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 12,245 81,543 SH   SOLE   81,543 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 11,539 407,722 SH   SOLE   407,722 0 0
GSE SYS INC COM 36227K106 6 2,153 SH   SOLE   2,153 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 12,290 867,934 SH   SOLE   867,934 0 0
GSI TECHNOLOGY COM 36241U106 196 47,846 SH   SOLE   47,846 0 0
GTT COMMUNICATIONS INC COM 362393100 10,436 630,943 SH   SOLE   630,943 0 0
GTX INC DEL COM 40052B108 77 154,949 SH   SOLE   154,949 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 5,895 381,322 SH   SOLE   381,322 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 11 704 SH   SOLE   704 0 0
GUESS INC COM 401617105 116,105 6,185,689 SH   SOLE   6,185,689 0 0
GUIDANCE SOFTWARE INC COM 401692108 2,087 485,235 SH   SOLE   485,235 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 101,497 1,863,016 SH   SOLE   1,863,016 0 0
GULF ISLAND FABRICATION INC COM 402307102 4,402 560,753 SH   SOLE   560,753 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 10,189 1,651,379 SH   SOLE   1,651,379 0 0
GULFPORT ENERGY CORP COM NEW 402635304 124,243 4,384,014 SH   SOLE   4,384,014 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 14,376 199,247 SH   SOLE   199,247 0 0
GWG HLDGS INC COM 36192A109 1 186 SH   SOLE   186 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 12,974 740,087 SH   SOLE   740,087 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 5,089 273,145 SH   SOLE   273,145 0 0
HACKETT GROUP INC COM 404609109 9,347 618,177 SH   SOLE   618,177 0 0
HAEMONETICS CORP COM 405024100 113,218 3,236,644 SH   SOLE   3,236,644 0 0
HAIN CELESTIAL GROUP INC COM 405217100 141,124 3,449,622 SH   SOLE   3,449,622 0 0
HALCON RES CORP COM PAR 40537Q506 1,796 1,868,737 SH   SOLE   1,868,737 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,308 286,225 SH   SOLE   286,225 0 0
HALLIBURTON CO COM 406216101 419,416 11,741,763 SH   SOLE   11,741,763 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4,161 361,801 SH   SOLE   361,801 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 40,747 4,302,729 SH   SOLE   4,302,729 0 0
HALYARD HEALTH INC COM 40650V100 65,584 2,282,756 SH   SOLE   2,282,756 0 0
HAMILTON BANCORP INC MD COM 407015106 9 669 SH   SOLE   669 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 1,570 887,088 SH   SOLE   887,088 0 0
HANCOCK HLDG CO COM 410120109 87,858 3,826,570 SH   SOLE   3,826,570 0 0
HANDY & HARMAN LTD COM 410315105 1,878 68,672 SH   SOLE   68,672 0 0
HANESBRANDS INC COM 410345102 171,088 6,036,974 SH   SOLE   6,036,974 0 0
HANMI FINL CORP COM NEW 410495204 44,643 2,027,393 SH   SOLE   2,027,393 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 29,090 1,513,522 SH   SOLE   1,513,522 0 0
HANOVER INS GROUP INC COM 410867105 130,012 1,441,051 SH   SOLE   1,441,051 0 0
HANSEN MEDICAL INC COM NEW 411307200 3 963 SH   SOLE   963 0 0
HARDINGE INC COM 412324303 429 34,372 SH   SOLE   34,372 0 0
HARLEY DAVIDSON INC COM 412822108 146,587 2,855,768 SH   SOLE   2,855,768 0 0
HARMAN INTL INDS INC COM 413086109 95,078 1,067,810 SH   SOLE   1,067,810 0 0
HARMONIC INC COM 413160102 16,227 4,962,387 SH   SOLE   4,962,387 0 0
HARRIS CORP DEL COM 413875105 155,363 1,995,418 SH   SOLE   1,995,418 0 0
HARSCO CORP COM 415864107 27,484 5,042,950 SH   SOLE   5,042,950 0 0
HARTE-HANKS INC COM 416196103 7,863 3,108,049 SH   SOLE   3,108,049 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 281,206 6,102,560 SH   SOLE   6,102,560 0 0
HARVARD APPARATUS REGENER TE COM 41690A106 5 2,613 SH   SOLE   2,613 0 0
HARVARD BIOSCIENCE INC COM 416906105 2,630 870,740 SH   SOLE   870,740 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 61 101,794 SH   SOLE   101,794 0 0
HASBRO INC COM 418056107 140,879 1,758,784 SH   SOLE   1,758,784 0 0
HATTERAS FINL CORP COM 41902R103 61,583 4,306,538 SH   SOLE   4,306,538 0 0
HAVERTY FURNITURE INC COM 419596101 27,681 1,308,182 SH   SOLE   1,308,182 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 120,072 3,705,924 SH   SOLE   3,705,924 0 0
HAWAIIAN HOLDINGS INC COM 419879101 138,535 2,935,682 SH   SOLE   2,935,682 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 6,804 288,901 SH   SOLE   288,901 0 0
HAWKINS INC COM 420261109 23,260 644,494 SH   SOLE   644,494 0 0
HAWTHORN BANCSHARES INC COM 420476103 11 777 SH   SOLE   777 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 29,498 808,178 SH   SOLE   808,178 0 0
HC2 HLDGS INC COM 404139107 2,578 674,948 SH   SOLE   674,948 0 0
HCA HOLDINGS INC COM 40412C101 312,552 4,004,504 SH   SOLE   4,004,504 0 0
HCI GROUP INC COM 40416E103 18,772 563,715 SH   SOLE   563,715 0 0
HCP INC COM 40414L109 492,907 15,129,139 SH   SOLE   15,129,139 0 0
HD SUPPLY HLDGS INC COM 40416M105 51,023 1,542,885 SH   SOLE   1,542,885 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 18,851 305,872 SH   SOLE   305,872 0 0
HEADWATERS INC COM 42210P102 90,419 4,557,431 SH   SOLE   4,557,431 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 120 19,592 SH   SOLE   19,592 0 0
HEALTHCARE RLTY TR COM 421946104 174,828 5,659,687 SH   SOLE   5,659,687 0 0
HEALTHCARE SVCS GRP INC COM 421906108 173,570 4,715,304 SH   SOLE   4,715,304 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 59,274 2,014,749 SH   SOLE   2,014,749 0 0
HEALTHEQUITY INC COM 42226A107 59,332 2,405,032 SH   SOLE   2,405,032 0 0
HEALTHSOUTH CORP COM NEW 421924309 95,663 2,542,210 SH   SOLE   2,542,210 0 0
HEALTHSTREAM INC COM 42222N103 37,992 1,719,861 SH   SOLE   1,719,861 0 0
HEALTHWAYS INC COM 422245100 22,713 2,251,011 SH   SOLE   2,251,011 0 0
HEARTLAND EXPRESS INC COM 422347104 63,625 3,429,936 SH   SOLE   3,429,936 0 0
HEARTLAND FINL USA INC COM 42234Q102 14,826 481,528 SH   SOLE   481,528 0 0
HEARTLAND PMT SYS INC COM 42235N108 220,139 2,279,579 SH   SOLE   2,279,579 0 0
HEARTWARE INTL INC COM 422368100 15,037 478,576 SH   SOLE   478,576 0 0
HEAT BIOLOGICS INC COM 42237K102 11 16,044 SH   SOLE   16,044 0 0
HECLA MNG CO COM 422704106 24,949 8,974,291 SH   SOLE   8,974,291 0 0
HEICO CORP NEW COM 422806109 35,623 592,432 SH   SOLE   592,432 0 0
HEICO CORP NEW CL A 422806208 55,040 1,156,305 SH   SOLE   1,156,305 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 26,494 1,117,906 SH   SOLE   1,117,906 0 0
HELEN OF TROY CORP LTD COM G4388N106 180,553 1,741,276 SH   SOLE   1,741,276 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 38,132 6,809,372 SH   SOLE   6,809,372 0 0
HELMERICH & PAYNE INC COM 423452101 312,368 5,319,620 SH   SOLE   5,319,620 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,434 261,544 SH   SOLE   261,544 0 0
HEMISPHERX BIOPHARMA INC COM 42366C103 7 53,006 SH   SOLE   53,006 0 0
HENNESSY ADVISORS INC COM 425885100 201 7,517 SH   SOLE   7,517 0 0
HENRY JACK & ASSOC INC COM 426281101 233,071 2,755,952 SH   SOLE   2,755,952 0 0
HERBALIFE LTD COM USD SHS G4412G101 40,247 653,778 SH   SOLE   653,778 0 0
HERITAGE COMMERCE CORP COM 426927109 6,209 620,269 SH   SOLE   620,269 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 3,206 322,575 SH   SOLE   322,575 0 0
HERITAGE FINL CORP WASH COM 42722X106 13,526 769,819 SH   SOLE   769,819 0 0
HERITAGE INS HLDGS INC COM 42727J102 10,442 653,876 SH   SOLE   653,876 0 0
HERITAGE OAKS BANCORP COM 42724R107 4,724 606,376 SH   SOLE   606,376 0 0
HERON THERAPEUTICS INC COM 427746102 14,379 757,175 SH   SOLE   757,175 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 23,243 1,089,192 SH   SOLE   1,089,192 0 0
HERSHEY CO COM 427866108 294,472 3,197,652 SH   SOLE   3,197,652 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 40,606 3,856,267 SH   SOLE   3,856,267 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,272 149,884 SH   SOLE   149,884 0 0
HESS CORP COM 42809H107 253,407 4,813,044 SH   SOLE   4,813,044 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 347,571 19,603,538 SH   SOLE   19,603,538 0 0
HEXCEL CORP NEW COM 428291108 51,017 1,167,160 SH   SOLE   1,167,160 0 0
HF FINL CORP COM 404172108 203 11,296 SH   SOLE   11,296 0 0
HFF INC CL A 40418F108 60,744 2,206,460 SH   SOLE   2,206,460 0 0
HHGREGG INC COM 42833L108 47 22,312 SH   SOLE   22,312 0 0
HIBBETT SPORTS INC COM 428567101 51,645 1,438,584 SH   SOLE   1,438,584 0 0
HIGHER ONE HLDGS INC COM 42983D104 397 101,604 SH   SOLE   101,604 0 0
HIGHWOODS PPTYS INC COM 431284108 281,282 5,883,330 SH   SOLE   5,883,330 0 0
HILL INTERNATIONAL INC COM 431466101 3,177 942,668 SH   SOLE   942,668 0 0
HILL ROM HLDGS INC COM 431475102 105,624 2,099,878 SH   SOLE   2,099,878 0 0
HILLENBRAND INC COM 431571108 118,104 3,943,377 SH   SOLE   3,943,377 0 0
HILLTOP HOLDINGS INC COM 432748101 34,878 1,847,332 SH   SOLE   1,847,332 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 106,187 4,715,230 SH   SOLE   4,715,230 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4,098 34,408 SH   SOLE   34,408 0 0
HISTOGENICS CORP COM 43358V109 36 15,938 SH   SOLE   15,938 0 0
HMN FINL INC COM 40424G108 8 727 SH   SOLE   727 0 0
HMS HLDGS CORP COM 40425J101 81,492 5,678,871 SH   SOLE   5,678,871 0 0
HNI CORP COM 404251100 83,478 2,131,177 SH   SOLE   2,131,177 0 0
HOLLYFRONTIER CORP COM 436106108 329,825 9,338,206 SH   SOLE   9,338,206 0 0
HOLOGIC INC COM 436440101 159,892 4,634,562 SH   SOLE   4,634,562 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 162 125,000 PRN   SOLE   125,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 186 150,000 PRN   SOLE   150,000 0 0
HOME BANCORP INC COM 43689E107 528 19,712 SH   SOLE   19,712 0 0
HOME BANCSHARES INC COM 436893200 150,528 3,675,892 SH   SOLE   3,675,892 0 0
HOME DEPOT INC COM 437076102 2,259,120 16,931,128 SH   SOLE   16,931,128 0 0
HOME FED BANCORP INC LA NEW COM 43708L108 6 253 SH   SOLE   253 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 1,762 49,437 SH   SOLE   49,437 0 0
HOMESTREET INC COM 43785V102 12,977 623,605 SH   SOLE   623,605 0 0
HOMETRUST BANCSHARES INC COM 437872104 9,071 494,865 SH   SOLE   494,865 0 0
HONEYWELL INTL INC COM 438516106 972,285 8,677,238 SH   SOLE   8,677,238 0 0
HOOKER FURNITURE CORP COM 439038100 8,950 272,437 SH   SOLE   272,437 0 0
HOOPER HOLMES INC COM 439104100 1 9,998 SH   SOLE   9,998 0 0
HOPFED BANCORP INC COM 439734104 270 23,618 SH   SOLE   23,618 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 83,812 2,644,733 SH   SOLE   2,644,733 0 0
HORIZON BANCORP IND COM 440407104 7,207 291,526 SH   SOLE   291,526 0 0
HORIZON GLOBAL CORP COM 44052W104 5,306 421,744 SH   SOLE   421,744 0 0
HORIZON PHARMA PLC SHS G4617B105 48,677 2,937,687 SH   SOLE   2,937,687 0 0
HORMEL FOODS CORP COM 440452100 198,908 4,600,091 SH   SOLE   4,600,091 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 21,502 2,165,351 SH   SOLE   2,165,351 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 30 50,000 PRN   SOLE   50,000 0 0
HORTONWORKS INC COM 440894103 2,454 217,184 SH   SOLE   217,184 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 151,339 5,697,986 SH   SOLE   5,697,986 0 0
HOST HOTELS & RESORTS INC COM 44107P104 363,848 21,787,296 SH   SOLE   21,787,296 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 59,676 2,992,800 SH   SOLE   2,992,800 0 0
HOULIHAN LOKEY INC CL A 441593100 7,119 285,893 SH   SOLE   285,893 0 0
HOUSTON AMERN ENERGY CORP COM 44183U100 1 6,826 SH   SOLE   6,826 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 289 41,352 SH   SOLE   41,352 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 11,509 7,377,354 SH   SOLE   7,377,354 0 0
HOWARD BANCORP INC COM 442496105 7 580 SH   SOLE   580 0 0
HOWARD HUGHES CORP COM 44267D107 57,119 539,420 SH   SOLE   539,420 0 0
HP INC COM 40434L105 254,618 20,667,085 SH   SOLE   20,667,085 0 0
HRG GROUP INC COM 40434J100 27,287 1,958,836 SH   SOLE   1,958,836 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 127,673 4,985,281 SH   SOLE   4,985,281 0 0
HSN INC COM 404303109 81,000 1,548,467 SH   SOLE   1,548,467 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 30 10,518 SH   SOLE   10,518 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 3,074 86,434 SH   SOLE   86,434 0 0
HUB GROUP INC CL A 443320106 91,930 2,253,733 SH   SOLE   2,253,733 0 0
HUBBELL INC COM 443510607 191,677 1,809,468 SH   SOLE   1,809,468 0 0
HUBSPOT INC COM 443573100 20,328 466,018 SH   SOLE   466,018 0 0
HUDBAY MINERALS INC COM 443628102 183 49,772 SH   SOLE   49,772 0 0
HUDSON GLOBAL INC COM 443787106 168 70,972 SH   SOLE   70,972 0 0
HUDSON PAC PPTYS INC COM 444097109 50,743 1,754,596 SH   SOLE   1,754,596 0 0
HUDSON TECHNOLOGIES INC COM 444144109 212 64,730 SH   SOLE   64,730 0 0
HUMANA INC COM 444859102 370,090 2,022,903 SH   SOLE   2,022,903 0 0
HUNT J B TRANS SVCS INC COM 445658107 160,328 1,903,234 SH   SOLE   1,903,234 0 0
HUNTINGTON BANCSHARES INC COM 446150104 123,915 12,989,012 SH   SOLE   12,989,012 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 233,614 1,705,960 SH   SOLE   1,705,960 0 0
HUNTSMAN CORP COM 447011107 70,203 5,278,412 SH   SOLE   5,278,412 0 0
HURCO COMPANIES INC COM 447324104 5,488 166,366 SH   SOLE   166,366 0 0
HURON CONSULTING GROUP INC COM 447462102 29,656 509,646 SH   SOLE   509,646 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 49 50,000 PRN   SOLE   50,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 290 79,119 SH   SOLE   79,119 0 0
HUTTIG BLDG PRODS INC COM 448451104 201 54,686 SH   SOLE   54,686 0 0
HYATT HOTELS CORP COM CL A 448579102 14,644 295,901 SH   SOLE   295,901 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 14,867 223,234 SH   SOLE   223,234 0 0
I D SYSTEMS INC COM 449489103 143 33,056 SH   SOLE   33,056 0 0
IAC INTERACTIVECORP COM 44919P508 34,012 722,430 SH   SOLE   722,430 0 0
IAMGOLD CORP COM 450913108 175 79,084 SH   SOLE   79,084 0 0
IBERIABANK CORP COM 450828108 49,670 968,797 SH   SOLE   968,797 0 0
IBIO INC COM 451033104 8 14,161 SH   SOLE   14,161 0 0
ICAD INC COM NEW 44934S206 183 35,862 SH   SOLE   35,862 0 0
ICF INTL INC COM 44925C103 15,625 454,604 SH   SOLE   454,604 0 0
ICICI BK LTD ADR 45104G104 7,191 1,004,359 SH   SOLE   1,004,359 0 0
ICON PLC SHS G4705A100 7,568 100,766 SH   SOLE   100,766 0 0
ICONIX BRAND GROUP INC COM 451055107 24,373 3,027,722 SH   SOLE   3,027,722 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 85 125,000 PRN   SOLE   125,000 0 0
ICU MED INC COM 44930G107 92,991 893,284 SH   SOLE   893,284 0 0
IDACORP INC COM 451107106 352,072 4,720,102 SH   SOLE   4,720,102 0 0
IDEAL PWR INC COM 451622104 6 1,280 SH   SOLE   1,280 0 0
IDENTIV INC COM NEW 45170X205 54 24,918 SH   SOLE   24,918 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 4,426 2,235,490 SH   SOLE   2,235,490 0 0
IDEX CORP COM 45167R104 210,247 2,536,758 SH   SOLE   2,536,758 0 0
IDEXX LABS INC COM 45168D104 259,187 3,309,339 SH   SOLE   3,309,339 0 0
IDI INC COM 44938L108 181 31,246 SH   SOLE   31,246 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 10 730 SH   SOLE   730 0 0
IDT CORP CL B NEW 448947507 8,949 574,017 SH   SOLE   574,017 0 0
IEC ELECTRS CORP NEW COM 44949L105 146 32,440 SH   SOLE   32,440 0 0
IF BANCORP INC COM 44951J105 11 576 SH   SOLE   576 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 65 19,996 SH   SOLE   19,996 0 0
IGNYTA INC COM 451731103 3,708 547,723 SH   SOLE   547,723 0 0
IHS INC CL A 451734107 77,134 621,243 SH   SOLE   621,243 0 0
II VI INC COM 902104108 69,528 3,202,577 SH   SOLE   3,202,577 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,853 84,789 SH   SOLE   84,789 0 0
IKONICS CORP COM 45172K102 3 237 SH   SOLE   237 0 0
ILLINOIS TOOL WKS INC COM 452308109 359,464 3,509,022 SH   SOLE   3,509,022 0 0
ILLUMINA INC COM 452327109 554,184 3,418,569 SH   SOLE   3,418,569 0 0
ILLUMINA INC NOTE 6/1 452327AF6 78 75,000 PRN   SOLE   75,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 162 150,000 PRN   SOLE   150,000 0 0
IMAGE SENSING SYS INC COM 45244C104 3 1,029 SH   SOLE   1,029 0 0
IMATION CORP COM 45245A107 1,340 864,616 SH   SOLE   864,616 0 0
IMAX CORP COM 45245E109 44,651 1,436,190 SH   SOLE   1,436,190 0 0
IMMERSION CORP COM 452521107 6,009 727,505 SH   SOLE   727,505 0 0
IMMUCELL CORP COM PAR $0.10 452525306 4 615 SH   SOLE   615 0 0
IMMUNE DESIGN CORP COM 45252L103 7,247 557,427 SH   SOLE   557,427 0 0
IMMUNE PHARMACEUTICALS INC COM 45254C101 29 68,127 SH   SOLE   68,127 0 0
IMMUNOCELLULAR THERAPEUTICS COM 452536105 6 19,049 SH   SOLE   19,049 0 0
IMMUNOGEN INC COM 45253H101 27,215 3,194,295 SH   SOLE   3,194,295 0 0
IMMUNOMEDICS INC COM 452907108 9,374 3,749,748 SH   SOLE   3,749,748 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 3,139 226,317 SH   SOLE   226,317 0 0
IMPAX LABORATORIES INC COM 45256B101 179,699 5,612,082 SH   SOLE   5,612,082 0 0
IMPERIAL OIL LTD COM NEW 453038408 26 767 SH   SOLE   767 0 0
IMPERVA INC COM 45321L100 36,651 725,753 SH   SOLE   725,753 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 82 20,679 SH   SOLE   20,679 0 0
IMPRIVATA INC COM 45323J103 2,975 235,561 SH   SOLE   235,561 0 0
IMS HEALTH HLDGS INC COM 44970B109 34,910 1,314,896 SH   SOLE   1,314,896 0 0
INC RESH HLDGS INC CL A 45329R109 42,480 1,030,807 SH   SOLE   1,030,807 0 0
INCOME OPPORTUNITY RLTY INVS COM 452926108 1 108 SH   SOLE   108 0 0
INCONTACT INC COM 45336E109 28,343 3,188,137 SH   SOLE   3,188,137 0 0
INCYTE CORP COM 45337C102 291,347 4,020,248 SH   SOLE   4,020,248 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 107 70,000 PRN   SOLE   70,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 118 75,000 PRN   SOLE   75,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 2,062 432,240 SH   SOLE   432,240 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 2,862 179,783 SH   SOLE   179,783 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 6,174 867,096 SH   SOLE   867,096 0 0
INDEPENDENT BANK CORP MASS COM 453836108 74,525 1,621,523 SH   SOLE   1,621,523 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 8,030 551,884 SH   SOLE   551,884 0 0
INDEPENDENT BK GROUP INC COM 45384B106 6,785 247,616 SH   SOLE   247,616 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 4 1,678 SH   SOLE   1,678 0 0
INFINERA CORPORATION COM 45667G103 60,544 3,769,862 SH   SOLE   3,769,862 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 14,355 2,723,919 SH   SOLE   2,723,919 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 55,671 691,564 SH   SOLE   691,564 0 0
INFOBLOX INC COM 45672H104 25,969 1,518,675 SH   SOLE   1,518,675 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 320 81,491 SH   SOLE   81,491 0 0
INFOSONICS CORP COM 456784107 3 2,936 SH   SOLE   2,936 0 0
INFOSYS LTD SPONSORED ADR 456788108 26,248 1,380,012 SH   SOLE   1,380,012 0 0
INFRAREIT INC COM 45685L100 8,752 513,291 SH   SOLE   513,291 0 0
INFUSYSTEM HLDGS INC COM 45685K102 210 59,697 SH   SOLE   59,697 0 0
INGERSOLL-RAND PLC SHS G47791101 245,912 3,965,678 SH   SOLE   3,965,678 0 0
INGLES MKTS INC CL A 457030104 11,674 311,311 SH   SOLE   311,311 0 0
INGRAM MICRO INC CL A 457153104 182,059 5,069,873 SH   SOLE   5,069,873 0 0
INGREDION INC COM 457187102 255,766 2,395,033 SH   SOLE   2,395,033 0 0
INNERWORKINGS INC COM 45773Y105 7,573 952,538 SH   SOLE   952,538 0 0
INNODATA INC COM NEW 457642205 158 69,815 SH   SOLE   69,815 0 0
INNOPHOS HOLDINGS INC COM 45774N108 37,565 1,215,310 SH   SOLE   1,215,310 0 0
INNOSPEC INC COM 45768S105 64,018 1,476,432 SH   SOLE   1,476,432 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 99 37,763 SH   SOLE   37,763 0 0
INNOVIVA INC COM 45781M101 53,259 4,230,297 SH   SOLE   4,230,297 0 0
INOGEN INC COM 45780L104 45,656 1,015,022 SH   SOLE   1,015,022 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 2,661 359,612 SH   SOLE   359,612 0 0
INOVALON HLDGS INC COM CL A 45781D101 9,803 529,345 SH   SOLE   529,345 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 24,429 2,804,668 SH   SOLE   2,804,668 0 0
INPHI CORP COM 45772F107 32,997 989,712 SH   SOLE   989,712 0 0
INSIGHT ENTERPRISES INC COM 45765U103 67,669 2,362,750 SH   SOLE   2,362,750 0 0
INSIGNIA SYS INC COM 45765Y105 6 2,153 SH   SOLE   2,153 0 0
INSMED INC COM PAR $.01 457669307 29,029 2,291,187 SH   SOLE   2,291,187 0 0
INSPERITY INC COM 45778Q107 51,960 1,004,438 SH   SOLE   1,004,438 0 0
INSPIREMD INC COM 45779A507 1 1,030 SH   SOLE   1,030 0 0
INSTALLED BLDG PRODS INC COM 45780R101 30,395 1,142,248 SH   SOLE   1,142,248 0 0
INSTEEL INDUSTRIES INC COM 45774W108 14,473 473,431 SH   SOLE   473,431 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 2 2,896 SH   SOLE   2,896 0 0
INSTRUCTURE INC COM 45781U103 2,317 129,163 SH   SOLE   129,163 0 0
INSULET CORP COM 45784P101 50,828 1,532,819 SH   SOLE   1,532,819 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 23,967 1,498,868 SH   SOLE   1,498,868 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 124,785 1,852,510 SH   SOLE   1,852,510 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 141,781 6,936,444 SH   SOLE   6,936,444 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 47 50,000 PRN   SOLE   50,000 0 0
INTEGRATED ELECTRICAL SVC COM 45811E301 292 19,899 SH   SOLE   19,899 0 0
INTEL CORP COM 458140100 2,264,047 69,985,986 SH   SOLE   69,985,986 0 0
INTEL CORP SDCV 12/1 458140AD2 381 300,000 PRN   SOLE   300,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 557 350,000 PRN   SOLE   350,000 0 0
INTELIQUENT INC COM 45825N107 15,590 971,326 SH   SOLE   971,326 0 0
INTELLICHECK MOBILISA INC COM NEW 45817G201 2 1,429 SH   SOLE   1,429 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 3 846 SH   SOLE   846 0 0
INTELSAT S A COM L5140P101 1,615 640,934 SH   SOLE   640,934 0 0
INTER PARFUMS INC COM 458334109 33,088 1,070,812 SH   SOLE   1,070,812 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 110,241 2,803,683 SH   SOLE   2,803,683 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 39,747 1,091,363 SH   SOLE   1,091,363 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 60,030 467,272 SH   SOLE   467,272 0 0
INTERCLOUD SYS INC COM NEW 458488202 42 44,683 SH   SOLE   44,683 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 434,789 1,849,065 SH   SOLE   1,849,065 0 0
INTERDIGITAL INC COM 45867G101 98,632 1,772,354 SH   SOLE   1,772,354 0 0
INTERFACE INC COM 458665304 75,446 4,069,385 SH   SOLE   4,069,385 0 0
INTERGROUP CORP COM 458685104 3 126 SH   SOLE   126 0 0
INTERMOLECULAR INC COM 45882D109 289 114,090 SH   SOLE   114,090 0 0
INTERNAP CORP COM PAR $.001 45885A300 3,849 1,409,803 SH   SOLE   1,409,803 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 66,839 2,710,416 SH   SOLE   2,710,416 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,915,170 12,645,562 SH   SOLE   12,645,562 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 149,535 1,314,365 SH   SOLE   1,314,365 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 13,980 766,022 SH   SOLE   766,022 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 47,140 1,277,172 SH   SOLE   1,277,172 0 0
INTEROIL CORP COM 460951106 4 110 SH   SOLE   110 0 0
INTERPUBLIC GROUP COS INC COM 460690100 141,895 6,182,779 SH   SOLE   6,182,779 0 0
INTERSECT ENT INC COM 46071F103 8,161 429,514 SH   SOLE   429,514 0 0
INTERSECTIONS INC COM 460981301 9 3,486 SH   SOLE   3,486 0 0
INTERSIL CORP CL A 46069S109 87,339 6,532,454 SH   SOLE   6,532,454 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 35,621 2,466,844 SH   SOLE   2,466,844 0 0
INTERXION HOLDING N.V SHS N47279109 4,045 116,970 SH   SOLE   116,970 0 0
INTEST CORP COM 461147100 115 29,395 SH   SOLE   29,395 0 0
INTEVAC INC COM 461148108 226 50,185 SH   SOLE   50,185 0 0
INTL FCSTONE INC COM 46116V105 28,122 1,052,089 SH   SOLE   1,052,089 0 0
INTL PAPER CO COM 460146103 422,749 10,300,909 SH   SOLE   10,300,909 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 26,992 970,940 SH   SOLE   970,940 0 0
INTRALINKS HLDGS INC COM 46118H104 8,123 1,030,860 SH   SOLE   1,030,860 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 3,468 405,608 SH   SOLE   405,608 0 0
INTREPID POTASH INC COM 46121Y102 3,933 3,543,384 SH   SOLE   3,543,384 0 0
INTREXON CORP COM 46122T102 15,599 460,295 SH   SOLE   460,295 0 0
INTRICON CORP COM 46121H109 7 1,034 SH   SOLE   1,034 0 0
INTUIT COM 461202103 486,792 4,680,246 SH   SOLE   4,680,246 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 402,211 669,181 SH   SOLE   669,181 0 0
INUVO INC COM NEW 46122W204 94 53,081 SH   SOLE   53,081 0 0
INVACARE CORP COM 461203101 28,203 2,141,482 SH   SOLE   2,141,482 0 0
INVENSENSE INC COM 46123D205 15,685 1,867,310 SH   SOLE   1,867,310 0 0
INVENTERGY GLOBAL INC COM NEW 46123X409 1 300 SH   SOLE   300 0 0
INVENTURE FOODS INC COM 461212102 2,866 507,273 SH   SOLE   507,273 0 0
INVESCO LTD SHS G491BT108 222,673 7,236,678 SH   SOLE   7,236,678 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 62,060 5,095,269 SH   SOLE   5,095,269 0 0
INVESTAR HLDG CORP COM 46134L105 16 1,067 SH   SOLE   1,067 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 45,191 2,044,864 SH   SOLE   2,044,864 0 0
INVESTORS BANCORP INC NEW COM 46146L101 96,519 8,292,046 SH   SOLE   8,292,046 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 20,840 2,870,580 SH   SOLE   2,870,580 0 0
INVESTORS TITLE CO COM 461804106 388 4,255 SH   SOLE   4,255 0 0
INVITAE CORP COM 46185L103 1,924 188,035 SH   SOLE   188,035 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 5,737 821,956 SH   SOLE   821,956 0 0
INVUITY INC COM NEW 46187J205 861 119,282 SH   SOLE   119,282 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,903 235,489 SH   SOLE   235,489 0 0
IONIS PHARMACEUTICALS INC COM 462222100 111,556 2,754,474 SH   SOLE   2,754,474 0 0
IPASS INC COM 46261V108 171 155,718 SH   SOLE   155,718 0 0
IPG PHOTONICS CORP COM 44980X109 117,771 1,225,763 SH   SOLE   1,225,763 0 0
IRADIMED CORP COM 46266A109 1,469 76,645 SH   SOLE   76,645 0 0
IRIDEX CORP COM 462684101 217 21,201 SH   SOLE   21,201 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 58,355 7,414,864 SH   SOLE   7,414,864 0 0
IROBOT CORP COM 462726100 64,014 1,813,424 SH   SOLE   1,813,424 0 0
IRON MTN INC NEW COM 46284V101 136,785 4,033,763 SH   SOLE   4,033,763 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 60,545 5,534,320 SH   SOLE   5,534,320 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,427 95,414 SH   SOLE   95,414 0 0
ISHARES MSCI AUST ETF 464286103 9,330 482,918 SH   SOLE   482,918 0 0
ISHARES INTL HIGH YIELD 464286210 8,611 182,872 SH   SOLE   182,872 0 0
ISHARES MSCI CDA ETF 464286509 133,413 5,626,867 SH   SOLE   5,626,867 0 0
ISHARES EM MKTS CURR ETF 464286517 11,360 261,450 SH   SOLE   261,450 0 0
ISHARES CNTRY MIN VL ETF 464286525 2,565 34,909 SH   SOLE   34,909 0 0
ISHARES EM MK MINVOL ETF 464286533 9,132 177,767 SH   SOLE   177,767 0 0
ISHARES MSCI EURZONE ETF 464286608 2,170,377 63,110,690 SH   SOLE   63,110,690 0 0
ISHARES MSCI SZ CAP ETF 464286749 2,242 75,424 SH   SOLE   75,424 0 0
ISHARES MSCI SPAN CP ETF 464286764 62,394 2,295,603 SH   SOLE   2,295,603 0 0
ISHARES MSCI STH KOR ETF 464286772 3,559 67,388 SH   SOLE   67,388 0 0
ISHARES MSCI GERMANY ETF 464286806 745,933 28,990,781 SH   SOLE   28,990,781 0 0
ISHARES MSCI MEX CAP ETF 464286822 2,362 43,987 SH   SOLE   43,987 0 0
ISHARES MSCI JAPAN ETF 464286848 609,168 53,388,972 SH   SOLE   53,388,972 0 0
ISHARES MSCI ITALCPD ETF 464286855 21,531 1,764,821 SH   SOLE   1,764,821 0 0
ISHARES 10+ YR CR BD ETF 464289511 29,888 504,182 SH   SOLE   504,182 0 0
ISHARES INDIA 50 ETF 464289529 362 13,463 SH   SOLE   13,463 0 0
ISHARES INC CORE MSCI EMKT 46434G103 438,282 10,530,567 SH   SOLE   10,530,567 0 0
ISHARES INC MSCI RUSSIA CAP 46434G806 7,441 580,000 SH   SOLE   580,000 0 0
ISHARES TR TIPS BD ETF 464287176 759,637 6,626,283 SH   SOLE   5,673,356 0 952,927
ISHARES TR CORE S&P500 ETF 464287200 482,370 2,334,238 SH   SOLE   2,334,238 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,570,417 23,193,479 SH   SOLE   18,881,387 0 4,312,092
ISHARES TR MSCI EMG MKT ETF 464287234 220,226 6,429,952 SH   SOLE   5,897,919 0 532,033
ISHARES TR IBOXX INV CP ETF 464287242 84,537 711,469 SH   SOLE   711,469 0 0
ISHARES TR JPX NIKKEI 400 464287382 3,453 69,407 SH   SOLE   69,407 0 0
ISHARES TR 20 YR TR BD ETF 464287432 4,468 34,210 SH   SOLE   0 0 34,210
ISHARES TR MSCI EAFE ETF 464287465 3,856,687 67,471,787 SH   SOLE   66,638,652 0 833,135
ISHARES TR CORE S&P MCP ETF 464287507 41,299 286,424 SH   SOLE   286,424 0 0
ISHARES TR COHEN&STEER REIT 464287564 800,666 7,761,396 SH   SOLE   7,360,361 0 401,035
ISHARES TR RUS 1000 ETF 464287622 3,218,459 28,214,775 SH   SOLE   22,975,621 0 5,239,154
ISHARES TR RUSSELL 2000 ETF 464287655 255,919 2,313,292 SH   SOLE   1,840,486 0 472,806
ISHARES TR CORE S&P SCP ETF 464287804 17,439 154,914 SH   SOLE   154,914 0 0
ISHARES TR MSCI ACWI EX US 464288240 3,043 77,072 SH   SOLE   54,059 0 23,013
ISHARES TR MSCI ACWI ETF 464288257 2,290 40,845 SH   SOLE   40,845 0 0
ISHARES TR EAFE SML CP ETF 464288273 105,344 2,115,345 SH   SOLE   2,115,345 0 0
ISHARES TR JP MOR EM MK ETF 464288281 2,296 20,802 SH   SOLE   20,802 0 0
ISHARES TR INTL SEL DIV ETF 464288448 33,155 1,143,685 SH   SOLE   1,143,685 0 0
ISHARES TR INTL DEV RE ETF 464288489 230,307 7,881,818 SH   SOLE   7,881,818 0 0
ISHARES TR DEVSMCP EXNA ETF 464288497 2,450 54,656 SH   SOLE   54,656 0 0
ISHARES TR IBOXX HI YD ETF 464288513 86,304 1,056,486 SH   SOLE   1,056,486 0 0
ISHARES TR MRG RL ES CP ETF 464288539 22,369 2,313,210 SH   SOLE   2,313,210 0 0
ISHARES TR MBS ETF 464288588 3,265 29,819 SH   SOLE   29,819 0 0
ISHARES TR CORE US CR BD 464288620 117,444 1,064,773 SH   SOLE   1,064,773 0 0
ISHARES TR INTERM CR BD ETF 464288638 24,784 225,946 SH   SOLE   225,946 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 51,450 488,046 SH   SOLE   11,247 0 476,799
ISHARES TR SHRT TRS BD ETF 464288679 60,553 548,685 SH   SOLE   0 0 548,685
ISHARES TR U.S. PFD STK ETF 464288687 21,814 558,913 SH   SOLE   558,913 0 0
ISHARES TR CORE US TR BD 46429B267 154,608 5,992,546 SH   SOLE   5,992,546 0 0
ISHARES TR MSCI INDIA ETF 46429B598 286 10,533 SH   SOLE   10,533 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 23,690 303,675 SH   SOLE   303,675 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 15,893 239,204 SH   SOLE   239,204 0 0
ISHARES TR CORE MSCITOTAL 46432F834 728,377 14,732,551 SH   SOLE   14,732,551 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,120,963 21,094,526 SH   SOLE   21,094,526 0 0
ISHARES TR IBNDS MAR18 ETF 46432FAG2 5,058 51,000 SH   SOLE   51,000 0 0
ISHARES TR IBNDS MAR20 ETF 46432FAK3 3,186 32,100 SH   SOLE   32,100 0 0
ISHARES TR IBNDS MAR23 ETF 46432FAN7 3,178 32,250 SH   SOLE   32,250 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 3,380 215,556 SH   SOLE   215,556 0 0
ISHARES TR CORE TL USD BD 46434V613 397,903 3,906,402 SH   SOLE   3,906,402 0 0
ISHARES TR CORE MSCI PAC 46434V696 154,365 3,339,070 SH   SOLE   3,339,070 0 0
ISHARES TR EURO MIN VOL 46434V720 2,446 103,911 SH   SOLE   103,911 0 0
ISHARES TR CORE MSCI EURO 46434V738 225,214 5,482,339 SH   SOLE   5,482,339 0 0
ISHARES TR CORE INTL AGGR 46435G672 117,549 2,272,497 SH   SOLE   2,272,497 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 91 100,000 PRN   SOLE   100,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 7,934 566,686 SH   SOLE   566,686 0 0
ISORAY INC COM 46489V104 124 138,245 SH   SOLE   138,245 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 213 49,687 SH   SOLE   49,687 0 0
ISRAMCO INC COM NEW 465141406 1,968 24,090 SH   SOLE   24,090 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 2 318 SH   SOLE   318 0 0
ISTAR INC COM 45031U101 28,202 2,919,437 SH   SOLE   2,919,437 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 52,934 6,162,239 SH   SOLE   6,162,239 0 0
ITC HLDGS CORP COM 465685105 70,729 1,623,339 SH   SOLE   1,623,339 0 0
ITERIS INC COM 46564T107 219 89,823 SH   SOLE   89,823 0 0
ITRON INC COM 465741106 100,893 2,418,347 SH   SOLE   2,418,347 0 0
ITT CORP NEW COM NEW 450911201 109,908 2,979,350 SH   SOLE   2,979,350 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 163 52,888 SH   SOLE   52,888 0 0
ITUS CORP COM NEW 45069V203 4 1,346 SH   SOLE   1,346 0 0
IXIA COM 45071R109 47,988 3,851,338 SH   SOLE   3,851,338 0 0
IXYS CORP COM 46600W106 7,067 629,841 SH   SOLE   629,841 0 0
J & J SNACK FOODS CORP COM 466032109 99,948 923,047 SH   SOLE   923,047 0 0
J ALEXANDERS HLDGS INC COM 46609J106 3,600 340,940 SH   SOLE   340,940 0 0
J G WENTWORTH CO CL A 46618D108 440 360,501 SH   SOLE   360,501 0 0
J2 GLOBAL INC COM 48123V102 145,435 2,361,723 SH   SOLE   2,361,723 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 21 2,450 SH   SOLE   2,450 0 0
JABIL CIRCUIT INC COM 466313103 120,682 6,262,684 SH   SOLE   6,262,684 0 0
JACK IN THE BOX INC COM 466367109 108,263 1,695,045 SH   SOLE   1,695,045 0 0
JACKSONVILLE BANCORP INC MD COM 46924R106 6 232 SH   SOLE   232 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 85,901 1,972,472 SH   SOLE   1,972,472 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 1 530 SH   SOLE   530 0 0
JAKKS PAC INC COM 47012E106 3,193 429,134 SH   SOLE   429,134 0 0
JAMBA INC COM NEW 47023A309 4,187 338,778 SH   SOLE   338,778 0 0
JAMES RIV GROUP LTD COM G5005R107 9,091 281,793 SH   SOLE   281,793 0 0
JANUS CAP GROUP INC COM 47102X105 104,468 7,140,662 SH   SOLE   7,140,662 0 0
JARDEN CORP COM 471109108 411,365 6,978,195 SH   SOLE   6,978,195 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 411 325,000 PRN   SOLE   325,000 0 0
JASON INDS INC COM 471172106 162 46,194 SH   SOLE   46,194 0 0
JAVELIN MTG INVT CORP COM 47200B104 250 34,813 SH   SOLE   34,813 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 199,370 1,527,156 SH   SOLE   1,527,156 0 0
JD COM INC SPON ADR CL A 47215P106 59,061 2,228,706 SH   SOLE   2,228,706 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 97 100,000 PRN   SOLE   100,000 0 0
JERNIGAN CAP INC COM 476405105 232 14,827 SH   SOLE   14,827 0 0
JETBLUE AIRWAYS CORP COM 477143101 239,847 11,356,389 SH   SOLE   11,356,389 0 0
JETPAY CORP COM 477177109 3 1,431 SH   SOLE   1,431 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 3 283 SH   SOLE   283 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 1,863 89,113 SH   SOLE   89,113 0 0
JIVE SOFTWARE INC COM 47760A108 4,595 1,215,581 SH   SOLE   1,215,581 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 101,687 1,802,647 SH   SOLE   1,802,647 0 0
JOHNSON & JOHNSON COM 478160104 4,316,826 39,896,726 SH   SOLE   39,896,726 0 0
JOHNSON CTLS INC COM 478366107 281,162 7,214,832 SH   SOLE   7,214,832 0 0
JOHNSON OUTDOORS INC CL A 479167108 2,922 131,523 SH   SOLE   131,523 0 0
JOINT CORP COM 47973J102 4 1,352 SH   SOLE   1,352 0 0
JONES ENERGY INC COM CL A 48019R108 2,523 757,716 SH   SOLE   757,716 0 0
JONES LANG LASALLE INC COM 48020Q107 212,268 1,809,307 SH   SOLE   1,809,307 0 0
JOURNAL MEDIA GROUP INC COM 48114A109 7,372 616,355 SH   SOLE   616,355 0 0
JOY GLOBAL INC COM 481165108 50,039 3,113,821 SH   SOLE   3,113,821 0 0
JPMORGAN CHASE & CO COM 46625H100 2,479,182 41,863,928 SH   SOLE   41,863,928 0 0
JRJR33 INC COM 46645Q106 26 26,017 SH   SOLE   26,017 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 909 139,683 SH   SOLE   139,683 0 0
JUNIPER NETWORKS INC COM 48203R104 162,314 6,362,777 SH   SOLE   6,362,777 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 163 24,653 SH   SOLE   24,653 0 0
JUNO THERAPEUTICS INC COM 48205A109 57,799 1,517,425 SH   SOLE   1,517,425 0 0
K12 INC COM 48273U102 8,467 856,095 SH   SOLE   856,095 0 0
K2M GROUP HLDGS INC COM 48273J107 7,904 532,981 SH   SOLE   532,981 0 0
KADANT INC COM 48282T104 12,625 279,572 SH   SOLE   279,572 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 93,608 1,107,264 SH   SOLE   1,107,264 0 0
KAMAN CORP COM 483548103 72,358 1,694,972 SH   SOLE   1,694,972 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 179,261 2,097,846 SH   SOLE   2,097,846 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 81,665 5,896,381 SH   SOLE   5,896,381 0 0
KAR AUCTION SVCS INC COM 48238T109 55,394 1,452,382 SH   SOLE   1,452,382 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 9,436 1,057,872 SH   SOLE   1,057,872 0 0
KATE SPADE & CO COM 485865109 108,330 4,244,887 SH   SOLE   4,244,887 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 389 14,113 SH   SOLE   14,113 0 0
KB HOME COM 48666K109 85,611 5,995,155 SH   SOLE   5,995,155 0 0
KBR INC COM 48242W106 73,459 4,745,393 SH   SOLE   4,745,393 0 0
KCG HLDGS INC CL A 48244B100 11,896 995,457 SH   SOLE   995,457 0 0
KEARNY FINL CORP MD COM 48716P108 26,622 2,155,615 SH   SOLE   2,155,615 0 0
KELLOGG CO COM 487836108 382,382 4,995,199 SH   SOLE   4,995,199 0 0
KELLY SVCS INC CL A 488152208 36,881 1,928,897 SH   SOLE   1,928,897 0 0
KEMET CORP COM NEW 488360207 209 108,192 SH   SOLE   108,192 0 0
KEMPER CORP DEL COM 488401100 65,514 2,215,544 SH   SOLE   2,215,544 0 0
KEMPHARM INC COM 488445107 2,926 201,772 SH   SOLE   201,772 0 0
KENNAMETAL INC COM 489170100 59,518 2,646,411 SH   SOLE   2,646,411 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 47,799 2,182,595 SH   SOLE   2,182,595 0 0
KENTUCKY FIRST FED BANCORP COM 491292108 6 723 SH   SOLE   723 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 11,590 2,481,833 SH   SOLE   2,481,833 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 4 262 SH   SOLE   262 0 0
KEY ENERGY SVCS INC COM 492914106 1,227 3,322,369 SH   SOLE   3,322,369 0 0
KEY TECHNOLOGY INC COM 493143101 122 17,918 SH   SOLE   17,918 0 0
KEY TRONICS CORP COM 493144109 192 26,911 SH   SOLE   26,911 0 0
KEYCORP NEW COM 493267108 152,382 13,802,718 SH   SOLE   13,802,718 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 154,216 5,559,340 SH   SOLE   5,559,340 0 0
KEYW HLDG CORP COM 493723100 5,600 843,432 SH   SOLE   843,432 0 0
KFORCE INC COM 493732101 11,477 586,166 SH   SOLE   586,166 0 0
KILROY RLTY CORP COM 49427F108 268,876 4,345,815 SH   SOLE   4,345,815 0 0
KIMBALL ELECTRONICS INC COM 49428J109 8,259 739,381 SH   SOLE   739,381 0 0
KIMBALL INTL INC CL B 494274103 10,070 887,216 SH   SOLE   887,216 0 0
KIMBERLY CLARK CORP COM 494368103 1,010,217 7,510,346 SH   SOLE   7,510,346 0 0
KIMCO RLTY CORP COM 49446R109 343,555 11,937,298 SH   SOLE   11,937,298 0 0
KINDER MORGAN INC DEL COM 49456B101 440,274 24,651,425 SH   SOLE   24,651,425 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 124,337 2,756,929 SH   SOLE   2,756,929 0 0
KINDRED BIOSCIENCES INC COM 494577109 112 32,546 SH   SOLE   32,546 0 0
KINDRED HEALTHCARE INC COM 494580103 70,451 5,704,571 SH   SOLE   5,704,571 0 0
KINGSTONE COS INC COM 496719105 141 17,076 SH   SOLE   17,076 0 0
KINROSS GOLD CORP COM NO PAR 496902404 3,909 1,149,731 SH   SOLE   1,149,731 0 0
KIRBY CORP COM 497266106 134,151 2,225,094 SH   SOLE   2,225,094 0 0
KIRKLANDS INC COM 497498105 18,564 1,060,209 SH   SOLE   1,060,209 0 0
KITE PHARMA INC COM 49803L109 69,242 1,508,215 SH   SOLE   1,508,215 0 0
KITE RLTY GROUP TR COM NEW 49803T300 158,417 5,716,963 SH   SOLE   5,716,963 0 0
KKR & CO L P DEL COM UNITS 48248M102 216 14,725 SH   SOLE   14,725 0 0
KLA-TENCOR CORP COM 482480100 183,189 2,515,982 SH   SOLE   2,515,982 0 0
KLX INC COM 482539103 90,915 2,828,726 SH   SOLE   2,828,726 0 0
KMG CHEMICALS INC COM 482564101 5,822 252,364 SH   SOLE   252,364 0 0
KNIGHT TRANSN INC COM 499064103 100,978 3,861,505 SH   SOLE   3,861,505 0 0
KNOLL INC COM NEW 498904200 25,117 1,160,153 SH   SOLE   1,160,153 0 0
KNOWLES CORP COM 49926D109 55,242 4,191,385 SH   SOLE   4,191,385 0 0
KOHLS CORP COM 500255104 136,647 2,931,701 SH   SOLE   2,931,701 0 0
KONA GRILL INC COM 50047H201 2,871 221,676 SH   SOLE   221,676 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 5 710 SH   SOLE   710 0 0
KOPIN CORP COM 500600101 6,709 4,041,763 SH   SOLE   4,041,763 0 0
KOPPERS HOLDINGS INC COM 50060P106 30,035 1,336,688 SH   SOLE   1,336,688 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 6,373 247,492 SH   SOLE   247,492 0 0
KORN FERRY INTL COM NEW 500643200 95,237 3,366,467 SH   SOLE   3,366,467 0 0
KORNIT DIGITAL LTD SHS M6372Q113 827 83,147 SH   SOLE   83,147 0 0
KOSMOS ENERGY LTD SHS G5315B107 9,342 1,605,140 SH   SOLE   1,605,140 0 0
KRAFT HEINZ CO COM 500754106 523,545 6,664,263 SH   SOLE   6,664,263 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 33,515 1,937,300 SH   SOLE   1,937,300 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 5,777 1,167,086 SH   SOLE   1,167,086 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 23,996 1,539,174 SH   SOLE   1,539,174 0 0
KROGER CO COM 501044101 438,824 11,472,535 SH   SOLE   11,472,535 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,743 479,538 SH   SOLE   479,538 0 0
KULICKE & SOFFA INDS INC COM 501242101 31,609 2,792,294 SH   SOLE   2,792,294 0 0
KURA ONCOLOGY INC COM 50127T109 4 1,090 SH   SOLE   1,090 0 0
KVH INDS INC COM 482738101 3,963 415,002 SH   SOLE   415,002 0 0
L BRANDS INC COM 501797104 355,405 4,047,436 SH   SOLE   4,047,436 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 165,887 1,399,892 SH   SOLE   1,399,892 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7,429 355,261 SH   SOLE   355,261 0 0
LA QUINTA HLDGS INC COM 50420D108 27,926 2,234,051 SH   SOLE   2,234,051 0 0
LA Z BOY INC COM 505336107 84,008 3,141,668 SH   SOLE   3,141,668 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 280,007 2,390,568 SH   SOLE   2,390,568 0 0
LACLEDE GROUP INC COM 505597104 187,014 2,760,350 SH   SOLE   2,760,350 0 0
LADDER CAP CORP CL A 505743104 21,957 1,763,585 SH   SOLE   1,763,585 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,699 2,679,761 SH   SOLE   2,679,761 0 0
LAKE SHORE BANCORP INC COM 510700107 7 531 SH   SOLE   531 0 0
LAKE SUNAPEE BK GROUP COM 510866106 20 1,434 SH   SOLE   1,434 0 0
LAKELAND BANCORP INC COM 511637100 10,234 1,008,238 SH   SOLE   1,008,238 0 0
LAKELAND FINL CORP COM 511656100 19,400 423,757 SH   SOLE   423,757 0 0
LAKELAND INDS INC COM 511795106 230 18,758 SH   SOLE   18,758 0 0
LAM RESEARCH CORP COM 512807108 230,449 2,789,934 SH   SOLE   2,789,934 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 197,073 3,204,432 SH   SOLE   3,204,432 0 0
LANCASTER COLONY CORP COM 513847103 102,823 929,935 SH   SOLE   929,935 0 0
LANDAUER INC COM 51476K103 20,387 616,492 SH   SOLE   616,492 0 0
LANDEC CORP COM 514766104 7,236 689,163 SH   SOLE   689,163 0 0
LANDMARK BANCORP INC COM 51504L107 13 523 SH   SOLE   523 0 0
LANDS END INC NEW COM 51509F105 9,844 385,873 SH   SOLE   385,873 0 0
LANDSTAR SYS INC COM 515098101 117,912 1,824,978 SH   SOLE   1,824,978 0 0
LANNET INC COM 516012101 35,769 1,994,904 SH   SOLE   1,994,904 0 0
LANTHEUS HLDGS INC COM 516544103 596 315,281 SH   SOLE   315,281 0 0
LANTRONIX INC COM NEW 516548203 1 1,469 SH   SOLE   1,469 0 0
LAPORTE BANCORP INC MD COM 516651106 83 5,241 SH   SOLE   5,241 0 0
LAREDO PETROLEUM INC COM 516806106 10,435 1,315,906 SH   SOLE   1,315,906 0 0
LAS VEGAS SANDS CORP COM 517834107 96,031 1,858,181 SH   SOLE   1,858,181 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 150,742 5,955,835 SH   SOLE   5,955,835 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 5,036 719,385 SH   SOLE   719,385 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 15,487 2,726,574 SH   SOLE   2,726,574 0 0
LAUDER ESTEE COS INC CL A 518439104 250,213 2,653,093 SH   SOLE   2,653,093 0 0
LAWSON PRODS INC COM 520776105 2,991 152,771 SH   SOLE   152,771 0 0
LAYNE CHRISTENSEN CO COM 521050104 392 54,492 SH   SOLE   54,492 0 0
LAZARD LTD SHS A G54050102 48,047 1,238,336 SH   SOLE   1,238,336 0 0
LCNB CORP COM 50181P100 417 25,973 SH   SOLE   25,973 0 0
LDR HLDG CORP COM 50185U105 15,349 602,172 SH   SOLE   602,172 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 148 148,861 SH   SOLE   148,861 0 0
LEAR CORP COM NEW 521865204 87,785 789,642 SH   SOLE   789,642 0 0
LEE ENTERPRISES INC COM 523768109 243 135,144 SH   SOLE   135,144 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 54,606 2,778,925 SH   SOLE   2,778,925 0 0
LEGG MASON INC COM 524901105 55,595 1,603,072 SH   SOLE   1,603,072 0 0
LEGGETT & PLATT INC COM 524660107 228,558 4,722,263 SH   SOLE   4,722,263 0 0
LEIDOS HLDGS INC COM 525327102 111,821 2,222,200 SH   SOLE   2,222,200 0 0
LEMAITRE VASCULAR INC COM 525558201 4,737 305,216 SH   SOLE   305,216 0 0
LENDINGCLUB CORP COM 52603A109 8,230 991,518 SH   SOLE   991,518 0 0
LENDINGTREE INC NEW COM 52603B107 41,495 424,367 SH   SOLE   424,367 0 0
LENNAR CORP CL A 526057104 286,306 5,920,299 SH   SOLE   5,920,299 0 0
LENNAR CORP CL B 526057302 15,575 402,346 SH   SOLE   402,346 0 0
LENNOX INTL INC COM 526107107 204,309 1,511,270 SH   SOLE   1,511,270 0 0
LEUCADIA NATL CORP COM 527288104 79,784 4,934,074 SH   SOLE   4,934,074 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 264,985 5,013,912 SH   SOLE   5,013,912 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 27,749 2,322,113 SH   SOLE   2,322,113 0 0
LEXINGTON REALTY TRUST COM 529043101 124,194 14,441,146 SH   SOLE   14,441,146 0 0
LEXMARK INTL INC CL A 529771107 70,109 2,097,193 SH   SOLE   2,097,193 0 0
LGI HOMES INC COM 50187T106 8,667 358,006 SH   SOLE   358,006 0 0
LGL GROUP INC COM 50186A108 1 257 SH   SOLE   257 0 0
LHC GROUP INC COM 50187A107 32,125 903,397 SH   SOLE   903,397 0 0
LIBBEY INC COM 529898108 10,502 564,622 SH   SOLE   564,622 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 13,673 235,089 SH   SOLE   235,089 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 34,523 595,743 SH   SOLE   595,743 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 9,394 243,996 SH   SOLE   243,996 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 18,200 484,556 SH   SOLE   484,556 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 205 5,857 SH   SOLE   5,857 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 515 13,602 SH   SOLE   13,602 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 111,049 4,397,968 SH   SOLE   4,397,968 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 48,253 1,233,460 SH   SOLE   1,233,460 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 15 28,495 PRN   SOLE   28,495 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 37,163 962,034 SH   SOLE   962,034 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 70,109 1,840,619 SH   SOLE   1,840,619 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 173 175,000 PRN   SOLE   175,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 191,836 5,733,279 SH   SOLE   5,733,279 0 0
LIBERTY TAX INC CL A 53128T102 3,036 154,969 SH   SOLE   154,969 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 40,087 1,808,963 SH   SOLE   1,808,963 0 0
LIFELOCK INC COM 53224V100 27,218 2,255,039 SH   SOLE   2,255,039 0 0
LIFEPOINT HEALTH INC COM 53219L109 110,467 1,595,197 SH   SOLE   1,595,197 0 0
LIFETIME BRANDS INC COM 53222Q103 4,154 275,625 SH   SOLE   275,625 0 0
LIFEVANTAGE CORP COM NEW 53222K205 22 2,406 SH   SOLE   2,406 0 0
LIFEWAY FOODS INC COM 531914109 1,305 120,542 SH   SOLE   120,542 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 147,463 1,377,004 SH   SOLE   1,377,004 0 0
LIGHTBRIDGE CORP COM 53224K104 3 4,507 SH   SOLE   4,507 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 5 2,265 SH   SOLE   2,265 0 0
LILLY ELI & CO COM 532457108 1,204,827 16,731,379 SH   SOLE   16,731,379 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,726 1,506,212 SH   SOLE   1,506,212 0 0
LIMONEIRA CO COM 532746104 4,549 299,293 SH   SOLE   299,293 0 0
LINCOLN EDL SVCS CORP COM 533535100 136 54,783 SH   SOLE   54,783 0 0
LINCOLN ELEC HLDGS INC COM 533900106 125,710 2,146,326 SH   SOLE   2,146,326 0 0
LINCOLN NATL CORP IND COM 534187109 154,449 3,940,025 SH   SOLE   3,940,025 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 49 4,905 SH   SOLE   4,905 0 0
LINDSAY CORP COM 535555106 50,354 703,170 SH   SOLE   703,170 0 0
LINEAR TECHNOLOGY CORP COM 535678106 189,701 4,257,193 SH   SOLE   4,257,193 0 0
LINKEDIN CORP COM CL A 53578A108 115,361 1,008,845 SH   SOLE   1,008,845 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 226 250,000 PRN   SOLE   250,000 0 0
LINNCO LLC COM SHS LTD INT 535782106 12 34,378 SH   SOLE   34,378 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 9,066 1,784,659 SH   SOLE   1,784,659 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 8,408 1,661,751 SH   SOLE   1,661,751 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 18,478 845,694 SH   SOLE   845,694 0 0
LIPOCINE INC NEW COM 53630X104 361 35,570 SH   SOLE   35,570 0 0
LIQTECH INTL INC COM 53632A102 3 4,806 SH   SOLE   4,806 0 0
LIQUIDITY SERVICES INC COM 53635B107 8,228 1,588,391 SH   SOLE   1,588,391 0 0
LITHIA MTRS INC CL A 536797103 124,795 1,429,005 SH   SOLE   1,429,005 0 0
LITTELFUSE INC COM 537008104 172,757 1,403,275 SH   SOLE   1,403,275 0 0
LIVANOVA PLC SHS G5509L101 114,108 2,113,901 SH   SOLE   2,113,901 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 107,815 4,832,598 SH   SOLE   4,832,598 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 49 50,000 PRN   SOLE   50,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,850 123,329 SH   SOLE   123,329 0 0
LIVE VENTURES INC COM 538142100 42 29,895 SH   SOLE   29,895 0 0
LIVEPERSON INC COM 538146101 19,828 3,389,421 SH   SOLE   3,389,421 0 0
LKQ CORP COM 501889208 335,580 10,509,867 SH   SOLE   10,509,867 0 0
LMI AEROSPACE INC COM 502079106 255 29,948 SH   SOLE   29,948 0 0
LOCKHEED MARTIN CORP COM 539830109 1,389,905 6,274,965 SH   SOLE   6,274,965 0 0
LOEWS CORP COM 540424108 159,783 4,176,251 SH   SOLE   4,176,251 0 0
LOGMEIN INC COM 54142L109 78,126 1,548,282 SH   SOLE   1,548,282 0 0
LOMBARD MED INC COM G55598109 31 29,805 SH   SOLE   29,805 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 10,951 311,734 SH   SOLE   311,734 0 0
LOUISIANA PAC CORP COM 546347105 139,675 8,158,565 SH   SOLE   8,158,565 0 0
LOWES COS INC COM 548661107 921,680 12,167,393 SH   SOLE   12,167,393 0 0
LOXO ONCOLOGY INC COM 548862101 6,363 232,746 SH   SOLE   232,746 0 0
LPL FINL HLDGS INC COM 50212V100 20,785 838,119 SH   SOLE   838,119 0 0
LRAD CORP COM 50213V109 96 57,762 SH   SOLE   57,762 0 0
LSB INDS INC COM 502160104 15,983 1,253,541 SH   SOLE   1,253,541 0 0
LSI INDS INC COM 50216C108 6,468 550,464 SH   SOLE   550,464 0 0
LTC PPTYS INC COM 502175102 108,164 2,390,896 SH   SOLE   2,390,896 0 0
LUBYS INC COM 549282101 248 51,181 SH   SOLE   51,181 0 0
LUCAS ENERGY INC COM PAR $0.001 549333300 0 151 SH   SOLE   151 0 0
LULULEMON ATHLETICA INC COM 550021109 72,099 1,064,824 SH   SOLE   1,064,824 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 32,865 2,504,966 SH   SOLE   2,504,966 0 0
LUMENTUM HLDGS INC COM 55024U109 62,324 2,310,879 SH   SOLE   2,310,879 0 0
LUMINEX CORP DEL COM 55027E102 58,537 3,017,364 SH   SOLE   3,017,364 0 0
LUMOS NETWORKS CORP COM 550283105 21,331 1,661,294 SH   SOLE   1,661,294 0 0
LUNA INNOVATIONS COM 550351100 6 5,818 SH   SOLE   5,818 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 23,594 428,746 SH   SOLE   428,746 0 0
LYDALL INC DEL COM 550819106 35,184 1,081,927 SH   SOLE   1,081,927 0 0
LYON WILLIAM HOMES CL A NEW 552074700 6,553 452,221 SH   SOLE   452,221 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 366,599 4,283,698 SH   SOLE   4,283,698 0 0
M & T BK CORP COM 55261F104 284,302 2,561,281 SH   SOLE   2,561,281 0 0
M D C HLDGS INC COM 552676108 73,819 2,945,671 SH   SOLE   2,945,671 0 0
M/I HOMES INC COM 55305B101 43,305 2,321,990 SH   SOLE   2,321,990 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 24,702 564,110 SH   SOLE   564,110 0 0
MACATAWA BK CORP COM 554225102 440 70,475 SH   SOLE   70,475 0 0
MACERICH CO COM 554382101 311,582 3,932,130 SH   SOLE   3,932,130 0 0
MACK CALI RLTY CORP COM 554489104 111,639 4,750,610 SH   SOLE   4,750,610 0 0
MACKINAC FINL CORP COM 554571109 7 643 SH   SOLE   643 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 57,607 854,192 SH   SOLE   854,192 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 55 50,000 PRN   SOLE   50,000 0 0
MACROGENICS INC COM 556099109 23,774 1,267,943 SH   SOLE   1,267,943 0 0
MACYS INC COM 55616P104 210,393 4,771,888 SH   SOLE   4,771,888 0 0
MADDEN STEVEN LTD COM 556269108 130,555 3,524,692 SH   SOLE   3,524,692 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 30,310 182,194 SH   SOLE   182,194 0 0
MAGELLAN HEALTH INC COM NEW 559079207 112,490 1,655,976 SH   SOLE   1,655,976 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 226 34,475 SH   SOLE   34,475 0 0
MAGNA INTL INC COM 559222401 122 2,840 SH   SOLE   2,840 0 0
MAGNEGAS CORP COM NEW 55939L202 73 70,465 SH   SOLE   70,465 0 0
MAGYAR BANCORP INC COM 55977T109 6 593 SH   SOLE   593 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 15,447 1,193,709 SH   SOLE   1,193,709 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 11,609 550,454 SH   SOLE   550,454 0 0
MAJESCO COM 56068V102 6 968 SH   SOLE   968 0 0
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 1 1,526 SH   SOLE   1,526 0 0
MALIBU BOATS INC COM CL A 56117J100 7,585 462,515 SH   SOLE   462,515 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 129,606 2,114,975 SH   SOLE   2,114,975 0 0
MALVERN BANCORP INC COM 561409103 16 1,004 SH   SOLE   1,004 0 0
MAM SOFTWARE GROUP INC COM NEW 55277Q201 10 1,816 SH   SOLE   1,816 0 0
MANHATTAN ASSOCS INC COM 562750109 215,124 3,782,737 SH   SOLE   3,782,737 0 0
MANHATTAN BRIDGE CAPITAL INC COM 562803106 3 758 SH   SOLE   758 0 0
MANITEX INTL INC COM 563420108 180 34,379 SH   SOLE   34,379 0 0
MANITOWOC FOODSERVICE INC COM 563568104 17,475 1,185,561 SH   SOLE   1,185,561 0 0
MANITOWOC INC COM 563571108 5,245 1,211,279 SH   SOLE   1,211,279 0 0
MANNATECH INC COM NEW 563771203 144 6,121 SH   SOLE   6,121 0 0
MANNING & NAPIER INC CL A 56382Q102 307 38,030 SH   SOLE   38,030 0 0
MANNKIND CORP COM 56400P201 18,742 11,641,028 SH   SOLE   11,641,028 0 0
MANPOWERGROUP INC COM 56418H100 195,132 2,396,611 SH   SOLE   2,396,611 0 0
MANTECH INTL CORP CL A 564563104 56,146 1,755,117 SH   SOLE   1,755,117 0 0
MARATHON OIL CORP COM 565849106 168,540 15,129,258 SH   SOLE   15,129,258 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 9 4,682 SH   SOLE   4,682 0 0
MARATHON PETE CORP COM 56585A102 296,829 7,983,567 SH   SOLE   7,983,567 0 0
MARCHEX INC CL B 56624R108 3,704 832,440 SH   SOLE   832,440 0 0
MARCUS & MILLICHAP INC COM 566324109 8,187 322,463 SH   SOLE   322,463 0 0
MARCUS CORP COM 566330106 22,725 1,199,234 SH   SOLE   1,199,234 0 0
MARIN SOFTWARE INC COM 56804T106 2,426 803,404 SH   SOLE   803,404 0 0
MARINE PRODS CORP COM 568427108 2,118 279,040 SH   SOLE   279,040 0 0
MARINEMAX INC COM 567908108 30,883 1,586,209 SH   SOLE   1,586,209 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 71 13,232 SH   SOLE   13,232 0 0
MARKEL CORP COM 570535104 123,682 138,724 SH   SOLE   138,724 0 0
MARKETAXESS HLDGS INC COM 57060D108 235,893 1,889,717 SH   SOLE   1,889,717 0 0
MARKETO INC COM 57063L107 17,125 875,064 SH   SOLE   875,064 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 3,187 222,697 SH   SOLE   222,697 0 0
MARRIOTT INTL INC NEW CL A 571903202 211,549 2,972,022 SH   SOLE   2,972,022 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 105,003 1,555,602 SH   SOLE   1,555,602 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 42 47,118 SH   SOLE   47,118 0 0
MARSH & MCLENNAN COS INC COM 571748102 458,700 7,545,646 SH   SOLE   7,545,646 0 0
MARTEN TRANS LTD COM 573075108 28,145 1,503,447 SH   SOLE   1,503,447 0 0
MARTIN MARIETTA MATLS INC COM 573284106 167,245 1,048,492 SH   SOLE   1,048,492 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 58,481 5,672,221 SH   SOLE   5,672,221 0 0
MASCO CORP COM 574599106 196,246 6,239,921 SH   SOLE   6,239,921 0 0
MASIMO CORP COM 574795100 119,985 2,867,712 SH   SOLE   2,867,712 0 0
MASONITE INTL CORP NEW COM 575385109 63,649 971,748 SH   SOLE   971,748 0 0
MAST THERAPEUTICS INC COM 576314108 8 31,142 SH   SOLE   31,142 0 0
MASTEC INC COM 576323109 32,315 1,596,589 SH   SOLE   1,596,589 0 0
MASTECH HOLDINGS INC COM 57633B100 4 513 SH   SOLE   513 0 0
MASTERCARD INC CL A 57636Q104 1,210,371 12,808,159 SH   SOLE   12,808,159 0 0
MATADOR RES CO COM 576485205 37,624 1,984,390 SH   SOLE   1,984,390 0 0
MATCH GROUP INC COM 57665R106 3,361 303,852 SH   SOLE   303,852 0 0
MATERION CORP COM 576690101 33,334 1,258,851 SH   SOLE   1,258,851 0 0
MATRIX SVC CO COM 576853105 32,365 1,828,537 SH   SOLE   1,828,537 0 0
MATSON INC COM 57686G105 126,971 3,160,852 SH   SOLE   3,160,852 0 0
MATTEL INC COM 577081102 310,588 9,238,179 SH   SOLE   9,238,179 0 0
MATTERSIGHT CORP COM 577097108 157 39,120 SH   SOLE   39,120 0 0
MATTHEWS INTL CORP CL A 577128101 104,129 2,023,100 SH   SOLE   2,023,100 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 20,798 490,642 SH   SOLE   490,642 0 0
MATTSON TECHNOLOGY INC COM 577223100 7,039 1,928,379 SH   SOLE   1,928,379 0 0
MAUI LD & PINEAPPLE INC COM 577345101 7 1,266 SH   SOLE   1,266 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 137,874 3,748,614 SH   SOLE   3,748,614 0 0
MAXIMUS INC COM 577933104 169,855 3,226,730 SH   SOLE   3,226,730 0 0
MAXLINEAR INC CL A 57776J100 26,271 1,420,080 SH   SOLE   1,420,080 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 309 174,701 SH   SOLE   174,701 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 424 71,401 SH   SOLE   71,401 0 0
MAYS J W INC COM 578473100 5 106 SH   SOLE   106 0 0
MB FINANCIAL INC NEW COM 55264U108 146,573 4,516,895 SH   SOLE   4,516,895 0 0
MBIA INC COM 55262C100 25,440 2,874,549 SH   SOLE   2,874,549 0 0
MBT FINL CORP COM 578877102 544 67,609 SH   SOLE   67,609 0 0
MCBC HLDGS INC COM 55276F107 2,541 180,437 SH   SOLE   180,437 0 0
MCCLATCHY CO CL A 579489105 163 155,449 SH   SOLE   155,449 0 0
MCCORMICK & CO INC COM NON VTG 579780206 284,550 2,860,375 SH   SOLE   2,860,375 0 0
MCDERMOTT INTL INC COM 580037109 26,552 6,491,832 SH   SOLE   6,491,832 0 0
MCDONALDS CORP COM 580135101 2,024,424 16,107,767 SH   SOLE   16,107,767 0 0
MCEWEN MNG INC COM 58039P107 2,062 1,096,999 SH   SOLE   1,096,999 0 0
MCGRATH RENTCORP COM 580589109 13,868 552,934 SH   SOLE   552,934 0 0
MCGRAW HILL FINL INC COM 580645109 412,030 4,162,762 SH   SOLE   4,162,762 0 0
MCKESSON CORP COM 58155Q103 487,100 3,097,614 SH   SOLE   3,097,614 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 23,771 1,007,265 SH   SOLE   1,007,265 0 0
MDU RES GROUP INC COM 552690109 124,440 6,394,638 SH   SOLE   6,394,638 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 255,182 3,003,207 SH   SOLE   3,003,207 0 0
MECHEL OAO SPONSORED ADR NE 583840608 687 379,459 SH   SOLE   379,459 0 0
MEDGENICS INC COM NEW 58436Q203 2,483 564,359 SH   SOLE   564,359 0 0
MEDIA GEN INC NEW COM 58441K100 36,770 2,254,434 SH   SOLE   2,254,434 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 212,859 16,398,974 SH   SOLE   16,398,974 0 0
MEDICINES CO COM 584688105 174,029 5,477,774 SH   SOLE   5,477,774 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 169 150,000 PRN   SOLE   150,000 0 0
MEDICINOVA INC COM NEW 58468P206 480 65,460 SH   SOLE   65,460 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 135,385 3,497,422 SH   SOLE   3,497,422 0 0
MEDIFAST INC COM 58470H101 19,601 649,254 SH   SOLE   649,254 0 0
MEDIVATION INC COM 58501N101 166,443 3,619,897 SH   SOLE   3,619,897 0 0
MEDLEY MGMT INC CL A COM 58503T106 968 176,084 SH   SOLE   176,084 0 0
MEDNAX INC COM 58502B106 223,276 3,455,217 SH   SOLE   3,455,217 0 0
MEDOVEX CORP COM 58504H101 3 2,482 SH   SOLE   2,482 0 0
MEDTRONIC PLC SHS G5960L103 1,484,127 19,788,356 SH   SOLE   19,788,356 0 0
MEETME INC COM 585141104 264 93,037 SH   SOLE   93,037 0 0
MEI PHARMA INC COM NEW 55279B202 91 72,447 SH   SOLE   72,447 0 0
MELCO CROWN ENTMT LTD ADR 585464100 20,577 1,246,340 SH   SOLE   1,246,340 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 199 3,667 SH   SOLE   3,667 0 0
MELROSE BANCORP INC COM 585553100 8 507 SH   SOLE   507 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 9,573 940,403 SH   SOLE   940,403 0 0
MENTOR GRAPHICS CORP COM 587200106 97,514 4,796,579 SH   SOLE   4,796,579 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 37 35,000 PRN   SOLE   35,000 0 0
MERCADOLIBRE INC COM 58733R102 4,587 38,921 SH   SOLE   38,921 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 56 50,000 PRN   SOLE   50,000 0 0
MERCANTILE BANK CORP COM 587376104 9,641 429,998 SH   SOLE   429,998 0 0
MERCER INTL INC COM 588056101 101 10,664 SH   SOLE   10,664 0 0
MERCHANTS BANCSHARES COM 588448100 3,810 128,118 SH   SOLE   128,118 0 0
MERCK & CO INC NEW COM 58933Y105 2,276,774 43,031,080 SH   SOLE   43,031,080 0 0
MERCURY GENL CORP NEW COM 589400100 253,322 4,564,364 SH   SOLE   4,564,364 0 0
MERCURY SYS INC COM 589378108 43,357 2,135,821 SH   SOLE   2,135,821 0 0
MEREDITH CORP COM 589433101 247,759 5,215,985 SH   SOLE   5,215,985 0 0
MERIDIAN BANCORP INC MD COM 58958U103 19,350 1,390,063 SH   SOLE   1,390,063 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 53,627 2,601,967 SH   SOLE   2,601,967 0 0
MERIT MED SYS INC COM 589889104 51,768 2,799,808 SH   SOLE   2,799,808 0 0
MERITAGE HOMES CORP COM 59001A102 119,492 3,277,340 SH   SOLE   3,277,340 0 0
MERITOR INC COM 59001K100 17,263 2,141,866 SH   SOLE   2,141,866 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 44,222 5,283,448 SH   SOLE   5,283,448 0 0
MESA LABS INC COM 59064R109 7,289 75,651 SH   SOLE   75,651 0 0
META FINL GROUP INC COM 59100U108 8,828 193,590 SH   SOLE   193,590 0 0
METABOLIX INC COM NEW 591018882 3 1,559 SH   SOLE   1,559 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 4,577 272,299 SH   SOLE   272,299 0 0
METHODE ELECTRS INC COM 591520200 67,771 2,317,757 SH   SOLE   2,317,757 0 0
METLIFE INC COM 59156R108 501,794 11,419,977 SH   SOLE   11,419,977 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 327,728 950,597 SH   SOLE   950,597 0 0
MFA FINL INC COM 55272X102 70,497 10,291,604 SH   SOLE   10,291,604 0 0
MFRI INC COM 552721102 122 17,383 SH   SOLE   17,383 0 0
MGC DIAGNOSTICS CORP COM 552768103 4 673 SH   SOLE   673 0 0
MGE ENERGY INC COM 55277P104 44,233 846,560 SH   SOLE   846,560 0 0
MGIC INVT CORP WIS COM 552848103 63,480 8,276,438 SH   SOLE   8,276,438 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 183 145,000 PRN   SOLE   145,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 90,180 4,206,134 SH   SOLE   4,206,134 0 0
MGP INGREDIENTS INC NEW COM 55303J106 6,338 261,449 SH   SOLE   261,449 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 164,119 2,881,295 SH   SOLE   2,881,295 0 0
MICHAELS COS INC COM 59408Q106 15,120 540,575 SH   SOLE   540,575 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 186,721 3,873,876 SH   SOLE   3,873,876 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 199 100,000 PRN   SOLE   100,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 334 325,000 PRN   SOLE   325,000 0 0
MICRON TECHNOLOGY INC COM 595112103 145,566 13,903,142 SH   SOLE   13,903,142 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 60 50,000 PRN   SOLE   50,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 136 200,000 PRN   SOLE   200,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 3 1,498 SH   SOLE   1,498 0 0
MICROSEMI CORP COM 595137100 217,428 5,675,482 SH   SOLE   5,675,482 0 0
MICROSOFT CORP COM 594918104 5,682,008 102,879,008 SH   SOLE   102,879,008 0 0
MICROSTRATEGY INC CL A NEW 594972408 108,039 601,151 SH   SOLE   601,151 0 0
MICROVISION INC DEL COM NEW 594960304 211 112,741 SH   SOLE   112,741 0 0
MID PENN BANCORP INC COM 59540G107 10 669 SH   SOLE   669 0 0
MID-AMER APT CMNTYS INC COM 59522J103 315,247 3,084,307 SH   SOLE   3,084,307 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 393 18,208 SH   SOLE   18,208 0 0
MIDDLEBY CORP COM 596278101 55,175 516,769 SH   SOLE   516,769 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 8 269 SH   SOLE   269 0 0
MIDDLESEX WATER CO COM 596680108 12,741 413,007 SH   SOLE   413,007 0 0
MIDSOUTH BANCORP INC COM 598039105 193 25,282 SH   SOLE   25,282 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 5,510 200,718 SH   SOLE   200,718 0 0
MILACRON HLDGS CORP COM 59870L106 5,835 353,854 SH   SOLE   353,854 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 3 2,165 SH   SOLE   2,165 0 0
MILLER HERMAN INC COM 600544100 89,750 2,905,473 SH   SOLE   2,905,473 0 0
MILLER INDS INC TENN COM NEW 600551204 5,869 289,391 SH   SOLE   289,391 0 0
MIMEDX GROUP INC COM 602496101 54,910 6,282,612 SH   SOLE   6,282,612 0 0
MIND C T I LTD ORD M70240102 92 45,665 SH   SOLE   45,665 0 0
MINDBODY INC COM CL A 60255W105 14 1,054 SH   SOLE   1,054 0 0
MINERALS TECHNOLOGIES INC COM 603158106 97,621 1,717,164 SH   SOLE   1,717,164 0 0
MINERVA NEUROSCIENCES INC COM 603380106 159 25,894 SH   SOLE   25,894 0 0
MINES MGMT INC COM 603432105 2 4,124 SH   SOLE   4,124 0 0
MIRATI THERAPEUTICS INC COM 60468T105 6,433 300,608 SH   SOLE   300,608 0 0
MIRNA THERAPEUTICS INC COM 60470J103 16 3,615 SH   SOLE   3,615 0 0
MISONIX INC COM 604871103 55 9,115 SH   SOLE   9,115 0 0
MISTRAS GROUP INC COM 60649T107 10,588 427,448 SH   SOLE   427,448 0 0
MITCHAM INDS INC COM 606501104 110 36,085 SH   SOLE   36,085 0 0
MITEK SYS INC COM NEW 606710200 400 61,212 SH   SOLE   61,212 0 0
MITEL NETWORKS CORP COM 60671Q104 70 8,527 SH   SOLE   8,527 0 0
MKS INSTRUMENT INC COM 55306N104 125,133 3,323,598 SH   SOLE   3,323,598 0 0
MOBILE MINI INC COM 60740F105 92,089 2,788,880 SH   SOLE   2,788,880 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 58,830 7,271,898 SH   SOLE   7,271,898 0 0
MOBILEIRON INC COM NEW 60739U204 4,787 1,059,052 SH   SOLE   1,059,052 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 22,851 612,779 SH   SOLE   612,779 0 0
MOCON INC COM 607494101 202 14,577 SH   SOLE   14,577 0 0
MODEL N INC COM 607525102 5,893 547,139 SH   SOLE   547,139 0 0
MODINE MFG CO COM 607828100 13,363 1,213,706 SH   SOLE   1,213,706 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 1,387 943,471 SH   SOLE   943,471 0 0
MOELIS & CO CL A 60786M105 13,575 480,855 SH   SOLE   480,855 0 0
MOHAWK INDS INC COM 608190104 215,158 1,127,070 SH   SOLE   1,127,070 0 0
MOLINA HEALTHCARE INC COM 60855R100 135,925 2,107,687 SH   SOLE   2,107,687 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 189 115,000 PRN   SOLE   115,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 63 50,000 PRN   SOLE   50,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 253,644 2,637,181 SH   SOLE   2,637,181 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 43,542 4,712,349 SH   SOLE   4,712,349 0 0
MOMO INC ADR 60879B107 679 60,379 SH   SOLE   60,379 0 0
MONARCH CASINO & RESORT INC COM 609027107 12,916 663,717 SH   SOLE   663,717 0 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 526 31,683 SH   SOLE   31,683 0 0
MONDELEZ INTL INC CL A 609207105 798,533 19,903,604 SH   SOLE   19,903,604 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 4,601 751,863 SH   SOLE   751,863 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 18,994 1,597,478 SH   SOLE   1,597,478 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 41,615 4,220,593 SH   SOLE   4,220,593 0 0
MONOLITHIC PWR SYS INC COM 609839105 152,628 2,398,306 SH   SOLE   2,398,306 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 59,445 2,485,174 SH   SOLE   2,485,174 0 0
MONRO MUFFLER BRAKE INC COM 610236101 141,342 1,977,646 SH   SOLE   1,977,646 0 0
MONSANTO CO NEW COM 61166W101 494,691 5,638,148 SH   SOLE   5,638,148 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 306,899 2,300,940 SH   SOLE   2,300,940 0 0
MONSTER WORLDWIDE INC COM 611742107 18,855 5,783,868 SH   SOLE   5,783,868 0 0
MOODYS CORP COM 615369105 261,248 2,705,547 SH   SOLE   2,705,547 0 0
MOOG INC CL A 615394202 109,247 2,391,561 SH   SOLE   2,391,561 0 0
MORGAN STANLEY COM NEW 617446448 450,409 18,009,170 SH   SOLE   18,009,170 0 0
MORGANS HOTEL GROUP CO COM 61748W108 939 680,155 SH   SOLE   680,155 0 0
MORNINGSTAR INC COM 617700109 14,512 164,400 SH   SOLE   164,400 0 0
MOSAIC CO NEW COM 61945C103 146,638 5,431,026 SH   SOLE   5,431,026 0 0
MOSYS INC COM 619718109 100 153,089 SH   SOLE   153,089 0 0
MOTORCAR PTS AMER INC COM 620071100 44,462 1,170,677 SH   SOLE   1,170,677 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 312,618 4,129,701 SH   SOLE   4,129,701 0 0
MOVADO GROUP INC COM 624580106 29,041 1,054,889 SH   SOLE   1,054,889 0 0
MRC GLOBAL INC COM 55345K103 32,208 2,451,144 SH   SOLE   2,451,144 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 136 15,043 SH   SOLE   15,043 0 0
MSA SAFETY INC COM 553498106 70,639 1,460,999 SH   SOLE   1,460,999 0 0
MSB FINL CORP NEW COM 55352L101 7 529 SH   SOLE   529 0 0
MSC INDL DIRECT INC CL A 553530106 119,767 1,569,485 SH   SOLE   1,569,485 0 0
MSCI INC COM 55354G100 233,781 3,155,785 SH   SOLE   3,155,785 0 0
MSG NETWORK INC CL A 553573106 9,669 559,216 SH   SOLE   559,216 0 0
MTS SYS CORP COM 553777103 56,155 922,841 SH   SOLE   922,841 0 0
MUELLER INDS INC COM 624756102 106,658 3,625,342 SH   SOLE   3,625,342 0 0
MUELLER WTR PRODS INC COM SER A 624758108 38,185 3,864,911 SH   SOLE   3,864,911 0 0
MULTI COLOR CORP COM 625383104 16,125 302,247 SH   SOLE   302,247 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 5,374 231,529 SH   SOLE   231,529 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 7,145 440,214 SH   SOLE   440,214 0 0
MURPHY OIL CORP COM 626717102 75,575 3,000,208 SH   SOLE   3,000,208 0 0
MURPHY USA INC COM 626755102 81,333 1,323,569 SH   SOLE   1,323,569 0 0
MUTUALFIRST FINL INC COM 62845B104 26 1,035 SH   SOLE   1,035 0 0
MYERS INDS INC COM 628464109 19,431 1,510,978 SH   SOLE   1,510,978 0 0
MYLAN N V SHS EURO N59465109 505,624 10,908,814 SH   SOLE   10,908,814 0 0
MYOKARDIA INC COM 62857M105 1,726 161,129 SH   SOLE   161,129 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 1 307 SH   SOLE   307 0 0
MYR GROUP INC DEL COM 55405W104 31,654 1,260,594 SH   SOLE   1,260,594 0 0
MYRIAD GENETICS INC COM 62855J104 102,218 2,730,915 SH   SOLE   2,730,915 0 0
NABORS INDUSTRIES LTD SHS G6359F103 95,033 10,329,642 SH   SOLE   10,329,642 0 0
NACCO INDS INC CL A 629579103 6,150 107,130 SH   SOLE   107,130 0 0
NAM TAI PPTY INC SHS G63907102 30 4,960 SH   SOLE   4,960 0 0
NANOMETRICS INC COM 630077105 24,573 1,551,344 SH   SOLE   1,551,344 0 0
NANOSPHERE INC COM NEW 63009F204 1 1,634 SH   SOLE   1,634 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 9,091 597,316 SH   SOLE   597,316 0 0
NANOVIRICIDES INC COM NEW 630087203 250 114,163 SH   SOLE   114,163 0 0
NANTKWEST INC COM 63016Q102 10,052 1,222,895 SH   SOLE   1,222,895 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 207 33,102 SH   SOLE   33,102 0 0
NASDAQ INC COM 631103108 133,741 2,014,773 SH   SOLE   2,014,773 0 0
NATERA INC COM 632307104 2,233 234,515 SH   SOLE   234,515 0 0
NATHANS FAMOUS INC NEW COM 632347100 344 7,881 SH   SOLE   7,881 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 54 38,115 SH   SOLE   38,115 0 0
NATIONAL BANKSHARES INC VA COM 634865109 6,246 181,985 SH   SOLE   181,985 0 0
NATIONAL BEVERAGE CORP COM 635017106 11,608 274,291 SH   SOLE   274,291 0 0
NATIONAL BK HLDGS CORP CL A 633707104 14,144 693,679 SH   SOLE   693,679 0 0
NATIONAL CINEMEDIA INC COM 635309107 21,816 1,434,305 SH   SOLE   1,434,305 0 0
NATIONAL COMM CORP COM 63546L102 3,690 156,291 SH   SOLE   156,291 0 0
NATIONAL FUEL GAS CO N J COM 636180101 151,184 3,020,652 SH   SOLE   3,020,652 0 0
NATIONAL GEN HLDGS CORP COM 636220303 20,586 953,484 SH   SOLE   953,484 0 0
NATIONAL HEALTH INVS INC COM 63633D104 64,379 967,816 SH   SOLE   967,816 0 0
NATIONAL HEALTHCARE CORP COM 635906100 18,375 294,941 SH   SOLE   294,941 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 6 2,429 SH   SOLE   2,429 0 0
NATIONAL INSTRS CORP COM 636518102 104,228 3,461,570 SH   SOLE   3,461,570 0 0
NATIONAL INTERSTATE CORP COM 63654U100 5,495 183,669 SH   SOLE   183,669 0 0
NATIONAL OILWELL VARCO INC COM 637071101 359,365 11,555,142 SH   SOLE   11,555,142 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 95,909 9,013,980 SH   SOLE   9,013,980 0 0
NATIONAL PRESTO INDS INC COM 637215104 26,009 310,592 SH   SOLE   310,592 0 0
NATIONAL RESH CORP CL A 637372202 3,959 254,617 SH   SOLE   254,617 0 0
NATIONAL RESH CORP CL B 637372301 7 194 SH   SOLE   194 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 252,369 5,462,530 SH   SOLE   5,462,530 0 0
NATIONAL SEC GROUP INC COM 637546102 4 249 SH   SOLE   249 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 13,309 627,798 SH   SOLE   627,798 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 24,166 935,217 SH   SOLE   935,217 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 12,190 52,855 SH   SOLE   52,855 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 8,671 875,892 SH   SOLE   875,892 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 202 14,906 SH   SOLE   14,906 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 7,128 329,539 SH   SOLE   329,539 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 5,003 235,217 SH   SOLE   235,217 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 6,332 190,998 SH   SOLE   190,998 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 2,524 262,924 SH   SOLE   262,924 0 0
NATUS MEDICAL INC DEL COM 639050103 82,642 2,150,458 SH   SOLE   2,150,458 0 0
NAUTILUS INC COM 63910B102 15,731 814,240 SH   SOLE   814,240 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 3,608 3,820,282 SH   SOLE   3,820,282 0 0
NAVIENT CORP COM 63938C108 63,162 5,276,704 SH   SOLE   5,276,704 0 0
NAVIGANT CONSULTING INC COM 63935N107 46,730 2,955,716 SH   SOLE   2,955,716 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 1 82 SH   SOLE   82 0 0
NAVIGATORS GROUP INC COM 638904102 57,433 684,784 SH   SOLE   684,784 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 3,340 2,100,481 SH   SOLE   2,100,481 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 2,286 2,022,768 SH   SOLE   2,022,768 0 0
NAVISTAR INTL CORP NEW COM 63934E108 15,042 1,201,440 SH   SOLE   1,201,440 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 45 75,000 PRN   SOLE   75,000 0 0
NBT BANCORP INC COM 628778102 73,182 2,715,474 SH   SOLE   2,715,474 0 0
NCI BUILDING SYS INC COM NEW 628852204 9,176 646,164 SH   SOLE   646,164 0 0
NCI INC CL A 62886K104 186 13,296 SH   SOLE   13,296 0 0
NCR CORP NEW COM 62886E108 125,170 4,182,079 SH   SOLE   4,182,079 0 0
NEENAH PAPER INC COM 640079109 68,244 1,072,007 SH   SOLE   1,072,007 0 0
NEFF CORP COM CL A 640094207 1,994 268,032 SH   SOLE   268,032 0 0
NEKTAR THERAPEUTICS COM 640268108 137,905 10,029,475 SH   SOLE   10,029,475 0 0
NELNET INC CL A 64031N108 20,856 529,751 SH   SOLE   529,751 0 0
NEOGEN CORP COM 640491106 116,036 2,304,594 SH   SOLE   2,304,594 0 0
NEOGENOMICS INC COM NEW 64049M209 9,336 1,385,213 SH   SOLE   1,385,213 0 0
NEONODE INC COM NEW 64051M402 186 91,418 SH   SOLE   91,418 0 0
NEOPHOTONICS CORP COM 64051T100 10,418 742,023 SH   SOLE   742,023 0 0
NEOS THERAPEUTICS INC COM 64052L106 3,853 357,058 SH   SOLE   357,058 0 0
NEOTHETICS INC COM 64066G101 19 30,888 SH   SOLE   30,888 0 0
NEPHROGENEX INC COM 640667101 7 15,848 SH   SOLE   15,848 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 39 4,240 SH   SOLE   4,240 0 0
NET ELEMENT INC COM 64111R102 1 4,129 SH   SOLE   4,129 0 0
NETAPP INC COM 64110D104 129,800 4,756,314 SH   SOLE   4,756,314 0 0
NETEASE INC SPONSORED ADR 64110W102 85,165 593,151 SH   SOLE   593,151 0 0
NETFLIX INC COM 64110L106 511,820 5,006,558 SH   SOLE   5,006,558 0 0
NETGEAR INC COM 64111Q104 82,474 2,042,948 SH   SOLE   2,042,948 0 0
NETLIST INC COM 64118P109 10 7,277 SH   SOLE   7,277 0 0
NETSCOUT SYS INC COM 64115T104 107,382 4,674,891 SH   SOLE   4,674,891 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 163 23,353 SH   SOLE   23,353 0 0
NETSUITE INC COM 64118Q107 30,531 445,766 SH   SOLE   445,766 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 48 50,000 PRN   SOLE   50,000 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 4 2,307 SH   SOLE   2,307 0 0
NEURALSTEM INC COM 64127R302 129 172,249 SH   SOLE   172,249 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 127,491 3,223,549 SH   SOLE   3,223,549 0 0
NEURODERM LTD ORD SHS M74231107 4,833 342,315 SH   SOLE   342,315 0 0
NEUSTAR INC CL A 64126X201 39,547 1,607,583 SH   SOLE   1,607,583 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 5 2,418 SH   SOLE   2,418 0 0
NEVRO CORP COM 64157F103 25,051 445,266 SH   SOLE   445,266 0 0
NEVSUN RES LTD COM 64156L101 103 31,792 SH   SOLE   31,792 0 0
NEW GOLD INC CDA COM 644535106 1,801 482,940 SH   SOLE   482,940 0 0
NEW HOME CO INC COM 645370107 3,462 282,369 SH   SOLE   282,369 0 0
NEW JERSEY RES COM 646025106 231,540 6,355,758 SH   SOLE   6,355,758 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 18,976 1,140,382 SH   SOLE   1,140,382 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 30,942 894,548 SH   SOLE   894,548 0 0
NEW RELIC INC COM 64829B100 3,914 150,064 SH   SOLE   150,064 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 112,902 9,707,828 SH   SOLE   9,707,828 0 0
NEW SR INVT GROUP INC COM 648691103 21,075 2,046,105 SH   SOLE   2,046,105 0 0
NEW YORK & CO INC COM 649295102 286 72,303 SH   SOLE   72,303 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 331,048 20,820,618 SH   SOLE   20,820,618 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 21,023 4,435,266 SH   SOLE   4,435,266 0 0
NEW YORK REIT INC COM 64976L109 38,980 3,859,432 SH   SOLE   3,859,432 0 0
NEW YORK TIMES CO CL A 650111107 77,364 6,208,989 SH   SOLE   6,208,989 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 4,263 984,540 SH   SOLE   984,540 0 0
NEWELL RUBBERMAID INC COM 651229106 189,505 4,278,739 SH   SOLE   4,278,739 0 0
NEWFIELD EXPL CO COM 651290108 117,593 3,536,629 SH   SOLE   3,536,629 0 0
NEWLINK GENETICS CORP COM 651511107 21,584 1,185,912 SH   SOLE   1,185,912 0 0
NEWMARKET CORP COM 651587107 129,096 325,787 SH   SOLE   325,787 0 0
NEWMONT MINING CORP COM 651639106 406,943 15,310,103 SH   SOLE   15,310,103 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 104 100,000 PRN   SOLE   100,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 24,477 5,665,901 SH   SOLE   5,665,901 0 0
NEWPORT CORP COM 651824104 56,417 2,452,929 SH   SOLE   2,452,929 0 0
NEWS CORP NEW CL A 65249B109 75,375 5,902,533 SH   SOLE   5,902,533 0 0
NEWS CORP NEW CL B 65249B208 22,389 1,689,746 SH   SOLE   1,689,746 0 0
NEWSTAR FINANCIAL INC COM 65251F105 5,421 619,533 SH   SOLE   619,533 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 6,597 503,992 SH   SOLE   503,992 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 33,381 754,024 SH   SOLE   754,024 0 0
NEXTERA ENERGY INC COM 65339F101 1,053,326 8,900,844 SH   SOLE   8,900,844 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 371 13,643 SH   SOLE   13,643 0 0
NIC INC COM 62914B100 70,003 3,882,568 SH   SOLE   3,882,568 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 261 24,204 SH   SOLE   24,204 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 303,099 5,755,780 SH   SOLE   5,755,780 0 0
NII HLDGS INC COM PAR $0.001 62913F508 18,912 3,419,857 SH   SOLE   3,419,857 0 0
NIKE INC CL B 654106103 1,090,256 17,736,388 SH   SOLE   17,736,388 0 0
NIMBLE STORAGE INC COM 65440R101 9,685 1,235,271 SH   SOLE   1,235,271 0 0
NISOURCE INC COM 65473P105 169,673 7,201,734 SH   SOLE   7,201,734 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 546 130,864 SH   SOLE   130,864 0 0
NL INDS INC COM NEW 629156407 372 164,766 SH   SOLE   164,766 0 0
NMI HLDGS INC CL A 629209305 6,399 1,267,176 SH   SOLE   1,267,176 0 0
NN INC COM 629337106 9,477 692,781 SH   SOLE   692,781 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,154 46,381 SH   SOLE   46,381 0 0
NOBILIS HEALTH CORP COM 65500B103 2,593 831,147 SH   SOLE   831,147 0 0
NOBLE CORP PLC SHS USD G65431101 134,451 12,990,426 SH   SOLE   12,990,426 0 0
NOBLE ENERGY INC COM 655044105 239,657 7,629,954 SH   SOLE   7,629,954 0 0
NOKIA CORP SPONSORED ADR 654902204 597 100,958 SH   SOLE   100,958 0 0
NOODLES & CO CL A 65540B105 3,587 302,414 SH   SOLE   302,414 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 28,840 2,046,873 SH   SOLE   2,046,873 0 0
NORDIC AMERN OFFSHORE LTD SHS Y6366T112 2,133 476,196 SH   SOLE   476,196 0 0
NORDSON CORP COM 655663102 137,453 1,807,639 SH   SOLE   1,807,639 0 0
NORDSTROM INC COM 655664100 123,454 2,157,912 SH   SOLE   2,157,912 0 0
NORFOLK SOUTHERN CORP COM 655844108 314,731 3,780,553 SH   SOLE   3,780,553 0 0
NORTEK INC COM NEW 656559309 11,142 230,725 SH   SOLE   230,725 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 486 177,487 SH   SOLE   177,487 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 14,447 3,620,737 SH   SOLE   3,620,737 0 0
NORTHERN TECH INTL CORP COM 665809109 124 9,818 SH   SOLE   9,818 0 0
NORTHERN TR CORP COM 665859104 238,940 3,666,406 SH   SOLE   3,666,406 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 42,196 2,566,663 SH   SOLE   2,566,663 0 0
NORTHRIM BANCORP INC COM 666762109 461 19,293 SH   SOLE   19,293 0 0
NORTHROP GRUMMAN CORP COM 666807102 463,802 2,343,617 SH   SOLE   2,343,617 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 23,914 2,106,971 SH   SOLE   2,106,971 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 9,986 860,836 SH   SOLE   860,836 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 31,227 2,380,140 SH   SOLE   2,380,140 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 87,158 6,451,357 SH   SOLE   6,451,357 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 1,976 1,353,312 SH   SOLE   1,353,312 0 0
NORTHWEST NAT GAS CO COM 667655104 94,134 1,748,087 SH   SOLE   1,748,087 0 0
NORTHWEST PIPE CO COM 667746101 2,214 240,094 SH   SOLE   240,094 0 0
NORTHWESTERN CORP COM NEW 668074305 352,102 5,702,062 SH   SOLE   5,702,062 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 70,164 1,269,013 SH   SOLE   1,269,013 0 0
NORWOOD FINANCIAL CORP COM 669549107 17 624 SH   SOLE   624 0 0
NOVA LIFESTYLE INC COM 66979P102 4 3,258 SH   SOLE   3,258 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 1 536 SH   SOLE   536 0 0
NOVAGOLD RES INC COM NEW 66987E206 236 46,875 SH   SOLE   46,875 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 1,692 955,989 SH   SOLE   955,989 0 0
NOVAVAX INC COM 670002104 52,340 10,143,371 SH   SOLE   10,143,371 0 0
NOVOCURE LTD ORD SHS G6674U108 2,845 196,485 SH   SOLE   196,485 0 0
NOW INC COM 67011P100 62,793 3,543,648 SH   SOLE   3,543,648 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 25 5,390 SH   SOLE   5,390 0 0
NRG ENERGY INC COM NEW 629377508 67,607 5,196,524 SH   SOLE   5,196,524 0 0
NRG YIELD INC CL A NEW 62942X306 10,993 810,117 SH   SOLE   810,117 0 0
NRG YIELD INC CL C 62942X405 21,001 1,474,795 SH   SOLE   1,474,795 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 4,157 451,898 SH   SOLE   451,898 0 0
NTN BUZZTIME INC COM NEW 629410309 2 15,353 SH   SOLE   15,353 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 146,306 3,824,996 SH   SOLE   3,824,996 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 54,797 2,931,887 SH   SOLE   2,931,887 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 50 50,000 PRN   SOLE   50,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 52 50,000 PRN   SOLE   50,000 0 0
NUCOR CORP COM 670346105 238,394 5,040,035 SH   SOLE   5,040,035 0 0
NUMEREX CORP PA CL A 67053A102 219 35,942 SH   SOLE   35,942 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 5,319 218,455 SH   SOLE   218,455 0 0
NUTRI SYS INC NEW COM 67069D108 39,092 1,873,100 SH   SOLE   1,873,100 0 0
NUVASIVE INC COM 670704105 156,265 3,212,028 SH   SOLE   3,212,028 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 32 25,000 PRN   SOLE   25,000 0 0
NUVECTRA CORP COM 67075N108 1,066 197,019 SH   SOLE   197,019 0 0
NV5 GLOBAL INC COM 62945V109 3,681 137,191 SH   SOLE   137,191 0 0
NVE CORP COM NEW 629445206 7,095 125,510 SH   SOLE   125,510 0 0
NVIDIA CORP COM 67066G104 331,283 9,297,864 SH   SOLE   9,297,864 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 491 275,000 PRN   SOLE   275,000 0 0
NVR INC COM 62944T105 341,560 197,160 SH   SOLE   197,160 0 0
NXP SEMICONDUCTORS N V COM N6596X109 129,527 1,597,723 SH   SOLE   1,597,723 0 0
NXSTAGE MEDICAL INC COM 67072V103 25,562 1,705,271 SH   SOLE   1,705,271 0 0
NXT ID INC COM 67091J107 23 39,058 SH   SOLE   39,058 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 468,771 1,712,970 SH   SOLE   1,712,970 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 9 1,007 SH   SOLE   1,007 0 0
OASIS PETE INC NEW COM 674215108 34,765 4,775,460 SH   SOLE   4,775,460 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,030,333 15,056,751 SH   SOLE   15,056,751 0 0
OCEAN BIO CHEM INC COM 674631106 1 607 SH   SOLE   607 0 0
OCEAN PWR TECHNOLOGIES INC COM PAR $ 674870407 1 295 SH   SOLE   295 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 359 20,517 SH   SOLE   20,517 0 0
OCEANEERING INTL INC COM 675232102 118,358 3,560,713 SH   SOLE   3,560,713 0 0
OCEANFIRST FINL CORP COM 675234108 6,125 346,430 SH   SOLE   346,430 0 0
OCERA THERAPEUTICS INC COM 67552A108 98 33,290 SH   SOLE   33,290 0 0
OCLARO INC COM NEW 67555N206 13,326 2,467,705 SH   SOLE   2,467,705 0 0
OCONEE FED FINL CORP COM 675607105 4 212 SH   SOLE   212 0 0
OCULAR THERAPEUTIX INC COM 67576A100 6,798 703,729 SH   SOLE   703,729 0 0
OCULUS INNOVATIVE SCIENCES I COM NEW 67575P207 4 4,050 SH   SOLE   4,050 0 0
OCWEN FINL CORP COM NEW 675746309 6,129 2,481,422 SH   SOLE   2,481,422 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 7 1,062 SH   SOLE   1,062 0 0
OFFICE DEPOT INC COM 676220106 117,444 16,541,364 SH   SOLE   16,541,364 0 0
OFG BANCORP COM 67103X102 20,051 2,868,579 SH   SOLE   2,868,579 0 0
OGE ENERGY CORP COM 670837103 296,967 10,372,570 SH   SOLE   10,372,570 0 0
OHIO VY BANC CORP COM 677719106 14 660 SH   SOLE   660 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 211 65,648 SH   SOLE   65,648 0 0
OIL DRI CORP AMER COM 677864100 4,200 124,341 SH   SOLE   124,341 0 0
OIL STS INTL INC COM 678026105 84,335 2,675,606 SH   SOLE   2,675,606 0 0
OLD DOMINION FGHT LINES INC COM 679580100 158,738 2,280,057 SH   SOLE   2,280,057 0 0
OLD LINE BANCSHARES INC COM 67984M100 477 26,453 SH   SOLE   26,453 0 0
OLD NATL BANCORP IND COM 680033107 89,090 7,308,488 SH   SOLE   7,308,488 0 0
OLD POINT FINL CORP COM 680194107 12 645 SH   SOLE   645 0 0
OLD REP INTL CORP COM 680223104 221,376 12,110,271 SH   SOLE   12,110,271 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 124 100,000 PRN   SOLE   100,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 5,355 746,931 SH   SOLE   746,931 0 0
OLIN CORP COM PAR $1 680665205 210,414 12,113,634 SH   SOLE   12,113,634 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 5,699 243,233 SH   SOLE   243,233 0 0
OLYMPIC STEEL INC COM 68162K106 10,221 590,484 SH   SOLE   590,484 0 0
OM ASSET MGMT PLC SHS G67506108 7,712 577,698 SH   SOLE   577,698 0 0
OMEGA FLEX INC COM 682095104 2,423 69,655 SH   SOLE   69,655 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 240,768 6,820,622 SH   SOLE   6,820,622 0 0
OMEGA PROTEIN CORP COM 68210P107 9,421 556,157 SH   SOLE   556,157 0 0
OMEROS CORP COM 682143102 22,580 1,471,968 SH   SOLE   1,471,968 0 0
OMNICELL INC COM 68213N109 65,088 2,335,424 SH   SOLE   2,335,424 0 0
OMNICOM GROUP INC COM 681919106 304,671 3,660,596 SH   SOLE   3,660,596 0 0
OMNOVA SOLUTIONS INC COM 682129101 6,663 1,198,357 SH   SOLE   1,198,357 0 0
ON ASSIGNMENT INC COM 682159108 112,441 3,045,521 SH   SOLE   3,045,521 0 0
ON DECK CAP INC COM 682163100 2,162 277,503 SH   SOLE   277,503 0 0
ON SEMICONDUCTOR CORP COM 682189105 43,824 4,569,713 SH   SOLE   4,569,713 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 81 75,000 PRN   SOLE   75,000 0 0
ONCOCYTE CORPORATION COM 68235C107 335 72,682 SH   SOLE   72,682 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 48 70,872 SH   SOLE   70,872 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 8,325 823,398 SH   SOLE   823,398 0 0
ONCONOVA THERAPEUTICS INC COM 68232V108 20 34,381 SH   SOLE   34,381 0 0
ONCOSEC MED INC COM NEW 68234L207 97 37,848 SH   SOLE   37,848 0 0
ONCOTHYREON INC COM 682324108 4,649 3,660,555 SH   SOLE   3,660,555 0 0
ONE GAS INC COM 68235P108 157,848 2,583,443 SH   SOLE   2,583,443 0 0
ONE HORIZON GROUP INC COM NEW 68235H205 2 2,886 SH   SOLE   2,886 0 0
ONE LIBERTY PPTYS INC COM 682406103 7,176 320,224 SH   SOLE   320,224 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 6,841 537,415 SH   SOLE   537,415 0 0
ONEMAIN HLDGS INC COM 68268W103 12,324 449,282 SH   SOLE   449,282 0 0
ONEOK INC NEW COM 682680103 326,309 10,927,979 SH   SOLE   10,927,979 0 0
ONVIA INC COM NEW 68338T403 5 1,330 SH   SOLE   1,330 0 0
OOMA INC COM 683416101 91 15,476 SH   SOLE   15,476 0 0
OPEN TEXT CORP COM 683715106 11,860 228,959 SH   SOLE   228,959 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 4 1,617 SH   SOLE   1,617 0 0
OPGEN INC COM 68373L109 1 519 SH   SOLE   519 0 0
OPHTHOTECH CORP COM 683745103 43,200 1,022,007 SH   SOLE   1,022,007 0 0
OPKO HEALTH INC COM 68375N103 29,473 2,836,713 SH   SOLE   2,836,713 0 0
OPOWER INC COM 68375Y109 4,620 678,438 SH   SOLE   678,438 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4,183 265,099 SH   SOLE   265,099 0 0
OPTICAL CABLE CORP COM NEW 683827208 3 1,434 SH   SOLE   1,434 0 0
OPUS BK IRVINE CALIF COM 684000102 8,300 244,105 SH   SOLE   244,105 0 0
ORACLE CORP COM 68389X105 1,637,647 40,030,477 SH   SOLE   40,030,477 0 0
ORAGENICS INC COM NEW 684023203 3 3,395 SH   SOLE   3,395 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 12,162 1,682,090 SH   SOLE   1,682,090 0 0
ORBCOMM INC COM 68555P100 18,341 1,810,582 SH   SOLE   1,810,582 0 0
ORBITAL ATK INC COM 68557N103 183,405 2,109,559 SH   SOLE   2,109,559 0 0
ORBOTECH LTD ORD M75253100 1,068 44,925 SH   SOLE   44,925 0 0
ORCHID IS CAP INC COM 68571X103 8,939 861,995 SH   SOLE   861,995 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 6,430 233,731 SH   SOLE   233,731 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 2,578 4,581,728 SH   SOLE   4,581,728 0 0
ORGANOVO HLDGS INC COM 68620A104 5,083 2,342,384 SH   SOLE   2,342,384 0 0
ORION ENERGY SYSTEMS INC COM 686275108 100 72,201 SH   SOLE   72,201 0 0
ORION MARINE GROUP INC COM 68628V308 9,255 1,786,676 SH   SOLE   1,786,676 0 0
ORITANI FINL CORP DEL COM 68633D103 41,810 2,463,752 SH   SOLE   2,463,752 0 0
ORMAT TECHNOLOGIES INC COM 686688102 36,885 894,390 SH   SOLE   894,390 0 0
ORRSTOWN FINL SVCS INC COM 687380105 439 25,346 SH   SOLE   25,346 0 0
ORTHOFIX INTL N V COM N6748L102 19,793 476,720 SH   SOLE   476,720 0 0
OSHKOSH CORP COM 688239201 98,865 2,419,004 SH   SOLE   2,419,004 0 0
OSI SYSTEMS INC COM 671044105 76,311 1,165,231 SH   SOLE   1,165,231 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 5,406 946,723 SH   SOLE   946,723 0 0
OTELCO INC CL A NEW 688823301 4 690 SH   SOLE   690 0 0
OTONOMY INC COM 68906L105 12,934 866,915 SH   SOLE   866,915 0 0
OTTER TAIL CORP COM 689648103 26,065 879,978 SH   SOLE   879,978 0 0
OUTERWALL INC COM 690070107 39,327 1,063,169 SH   SOLE   1,063,169 0 0
OUTFRONT MEDIA INC COM 69007J106 42,754 2,026,234 SH   SOLE   2,026,234 0 0
OVASCIENCE INC COM 69014Q101 9,179 967,190 SH   SOLE   967,190 0 0
OVERSTOCK COM INC DEL COM 690370101 4,505 313,256 SH   SOLE   313,256 0 0
OWENS & MINOR INC NEW COM 690732102 123,014 3,043,405 SH   SOLE   3,043,405 0 0
OWENS CORNING NEW COM 690742101 72,462 1,532,614 SH   SOLE   1,532,614 0 0
OWENS ILL INC COM NEW 690768403 40,661 2,547,686 SH   SOLE   2,547,686 0 0
OWENS RLTY MTG INC COM 690828108 494 30,949 SH   SOLE   30,949 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5,205 525,193 SH   SOLE   525,193 0 0
OXFORD INDS INC COM 691497309 61,271 911,363 SH   SOLE   911,363 0 0
OXIGENE INC COM PAR$.001 691828404 48 60,213 SH   SOLE   60,213 0 0
P & F INDS INC CL A NEW 692830508 5 568 SH   SOLE   568 0 0
P A M TRANSN SVCS INC COM 693149106 2,444 79,355 SH   SOLE   79,355 0 0
P C CONNECTION COM 69318J100 7,013 271,699 SH   SOLE   271,699 0 0
PACCAR INC COM 693718108 478,480 8,748,950 SH   SOLE   8,748,950 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 24,204 2,847,543 SH   SOLE   2,847,543 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 7,989 495,298 SH   SOLE   495,298 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 3,754 802,175 SH   SOLE   802,175 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 323 46,127 SH   SOLE   46,127 0 0
PACIFIC PREMIER BANCORP COM 69478X105 14,736 689,587 SH   SOLE   689,587 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 16 131,298 SH   SOLE   131,298 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 83,827 1,582,234 SH   SOLE   1,582,234 0 0
PACKAGING CORP AMER COM 695156109 398,072 6,590,596 SH   SOLE   6,590,596 0 0
PACWEST BANCORP DEL COM 695263103 309,507 8,331,277 SH   SOLE   8,331,277 0 0
PAIN THERAPEUTICS INC COM 69562K100 219 98,177 SH   SOLE   98,177 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 5 10,062 SH   SOLE   10,062 0 0
PALO ALTO NETWORKS INC COM 697435105 128,418 787,164 SH   SOLE   787,164 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 156 100,000 PRN   SOLE   100,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 5,813 271,109 SH   SOLE   271,109 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,564 143,849 SH   SOLE   143,849 0 0
PANDORA MEDIA INC COM 698354107 18,198 2,033,313 SH   SOLE   2,033,313 0 0
PANERA BREAD CO CL A 69840W108 160,199 782,107 SH   SOLE   782,107 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 4 1,618 SH   SOLE   1,618 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 7,262 419,542 SH   SOLE   419,542 0 0
PAPA JOHNS INTL INC COM 698813102 92,721 1,711,041 SH   SOLE   1,711,041 0 0
PAPA MURPHYS HLDGS INC COM 698814100 2,854 238,852 SH   SOLE   238,852 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 7,262 387,103 SH   SOLE   387,103 0 0
PAR TECHNOLOGY CORP COM 698884103 185 27,932 SH   SOLE   27,932 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 2 1,083 SH   SOLE   1,083 0 0
PARAMOUNT GROUP INC COM 69924R108 39,342 2,466,598 SH   SOLE   2,466,598 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 4,817 317,504 SH   SOLE   317,504 0 0
PAREXEL INTL CORP COM 699462107 183,413 2,923,841 SH   SOLE   2,923,841 0 0
PARK CITY GROUP INC COM NEW 700215304 2,561 283,339 SH   SOLE   283,339 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 21,098 1,317,823 SH   SOLE   1,317,823 0 0
PARK NATL CORP COM 700658107 30,555 339,502 SH   SOLE   339,502 0 0
PARK OHIO HLDGS CORP COM 700666100 9,683 226,130 SH   SOLE   226,130 0 0
PARK STERLING CORP COM 70086Y105 8,179 1,226,282 SH   SOLE   1,226,282 0 0
PARKE BANCORP INC COM 700885106 11 853 SH   SOLE   853 0 0
PARKER DRILLING CO COM 701081101 6,646 3,134,892 SH   SOLE   3,134,892 0 0
PARKER HANNIFIN CORP COM 701094104 228,316 2,055,419 SH   SOLE   2,055,419 0 0
PARKERVISION INC COM NEW 701354300 6 2,046 SH   SOLE   2,046 0 0
PARKWAY PPTYS INC COM 70159Q104 82,578 5,273,149 SH   SOLE   5,273,149 0 0
PARSLEY ENERGY INC CL A 701877102 57,650 2,550,901 SH   SOLE   2,550,901 0 0
PARTY CITY HOLDCO INC COM 702149105 9,078 603,607 SH   SOLE   603,607 0 0
PATHFINDER BANCORP INC MD COM 70319R109 7 592 SH   SOLE   592 0 0
PATRICK INDS INC COM 703343103 14,981 330,060 SH   SOLE   330,060 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1 59 SH   SOLE   59 0 0
PATRIOT NATL INC COM 70338T102 1,656 215,009 SH   SOLE   215,009 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 124 6,127 SH   SOLE   6,127 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 27,515 1,442,840 SH   SOLE   1,442,840 0 0
PATTERSON COMPANIES INC COM 703395103 118,317 2,542,819 SH   SOLE   2,542,819 0 0
PATTERSON UTI ENERGY INC COM 703481101 94,696 5,374,356 SH   SOLE   5,374,356 0 0
PAYCHEX INC COM 704326107 490,411 9,080,005 SH   SOLE   9,080,005 0 0
PAYCOM SOFTWARE INC COM 70432V102 29,399 825,812 SH   SOLE   825,812 0 0
PAYLOCITY HLDG CORP COM 70438V106 13,440 410,497 SH   SOLE   410,497 0 0
PAYMENT DATA SYS INC COM NEW 70438S202 1 787 SH   SOLE   787 0 0
PAYPAL HLDGS INC COM 70450Y103 567,626 14,705,330 SH   SOLE   14,705,330 0 0
PB BANCORP INC COM 70454T100 5 577 SH   SOLE   577 0 0
PBF ENERGY INC CL A 69318G106 37,919 1,142,148 SH   SOLE   1,142,148 0 0
PC-TEL INC COM 69325Q105 256 53,591 SH   SOLE   53,591 0 0
PCM INC COM 69323K100 208 25,879 SH   SOLE   25,879 0 0
PDC ENERGY INC COM 69327R101 170,115 2,861,483 SH   SOLE   2,861,483 0 0
PDF SOLUTIONS INC COM 693282105 9,362 699,683 SH   SOLE   699,683 0 0
PDL BIOPHARMA INC COM 69329Y104 19,682 5,910,486 SH   SOLE   5,910,486 0 0
PDVWIRELESS INC COM 69290R104 14,136 411,643 SH   SOLE   411,643 0 0
PEABODY ENERGY CORP COM NEW 704549203 1,008 434,670 SH   SOLE   434,670 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1 150,000 PRN   SOLE   150,000 0 0
PEAK RESORTS INC COM 70469L100 131 38,580 SH   SOLE   38,580 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 6,978 412,879 SH   SOLE   412,879 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 58,946 2,027,715 SH   SOLE   2,027,715 0 0
PEDEVCO CORP COM NEW 70532Y204 1 5,496 SH   SOLE   5,496 0 0
PEGASYSTEMS INC COM 705573103 23,791 937,383 SH   SOLE   937,383 0 0
PEMBINA PIPELINE CORP COM 706327103 28 1,037 SH   SOLE   1,037 0 0
PENDRELL CORP COM 70686R104 2,272 4,287,712 SH   SOLE   4,287,712 0 0
PENN NATL GAMING INC COM 707569109 31,894 1,910,963 SH   SOLE   1,910,963 0 0
PENNEY J C INC COM 708160106 109,941 9,940,430 SH   SOLE   9,940,430 0 0
PENNS WOODS BANCORP INC COM 708430103 4,749 123,229 SH   SOLE   123,229 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 95,104 4,352,601 SH   SOLE   4,352,601 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 45 50,000 PRN   SOLE   50,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 3,806 323,639 SH   SOLE   323,639 0 0
PENNYMAC MTG INVT TR COM 70931T103 34,941 2,561,656 SH   SOLE   2,561,656 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 14,982 395,299 SH   SOLE   395,299 0 0
PENTAIR PLC SHS G7S00T104 148,787 2,742,106 SH   SOLE   2,742,106 0 0
PENUMBRA INC COM 70975L107 4,956 107,747 SH   SOLE   107,747 0 0
PEOPLES BANCORP INC COM 709789101 9,231 472,430 SH   SOLE   472,430 0 0
PEOPLES BANCORP N C INC COM 710577107 13 691 SH   SOLE   691 0 0
PEOPLES FINL CORP MISS COM 71103B102 58 6,382 SH   SOLE   6,382 0 0
PEOPLES FINL SVCS CORP COM 711040105 7,207 193,748 SH   SOLE   193,748 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 151,297 9,497,638 SH   SOLE   9,497,638 0 0
PEOPLES UTAH BANCORP COM 712706209 1,170 73,920 SH   SOLE   73,920 0 0
PEPSICO INC COM 713448108 2,055,547 20,058,028 SH   SOLE   20,058,028 0 0
PERCEPTRON INC COM 71361F100 120 24,787 SH   SOLE   24,787 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 2,464 5,860,146 SH   SOLE   5,860,146 0 0
PERFICIENT INC COM 71375U101 49,895 2,297,174 SH   SOLE   2,297,174 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,209 394,386 SH   SOLE   394,386 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 3,292 1,035,089 SH   SOLE   1,035,089 0 0
PERFORMANT FINL CORP COM 71377E105 128 75,329 SH   SOLE   75,329 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 43 17,008 SH   SOLE   17,008 0 0
PERKINELMER INC COM 714046109 85,658 1,731,870 SH   SOLE   1,731,870 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 8 2,187 SH   SOLE   2,187 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 1,174 1,117,822 SH   SOLE   1,117,822 0 0
PERRIGO CO PLC SHS G97822103 317,238 2,479,779 SH   SOLE   2,479,779 0 0
PERSHING GOLD CORP COM NEW 715302204 12 3,065 SH   SOLE   3,065 0 0
PETMED EXPRESS INC COM 716382106 23,311 1,301,582 SH   SOLE   1,301,582 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 2,185 333,612 SH   SOLE   333,612 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 42 626 SH   SOLE   626 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 22,986 5,074,190 SH   SOLE   5,074,190 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 21,648 3,706,909 SH   SOLE   3,706,909 0 0
PETROQUEST ENERGY INC COM 716748108 86 142,625 SH   SOLE   142,625 0 0
PFENEX INC COM 717071104 4,085 415,605 SH   SOLE   415,605 0 0
PFIZER INC COM 717081103 2,741,378 92,489,121 SH   SOLE   92,489,121 0 0
PFSWEB INC COM NEW 717098206 4,143 315,793 SH   SOLE   315,793 0 0
PG&E CORP COM 69331C108 599,575 10,039,766 SH   SOLE   10,039,766 0 0
PGT INC COM 69336V101 40,946 4,161,178 SH   SOLE   4,161,178 0 0
PHARMATHENE INC COM 71714G102 281 148,610 SH   SOLE   148,610 0 0
PHARMERICA CORP COM 71714F104 47,460 2,146,542 SH   SOLE   2,146,542 0 0
PHH CORP COM NEW 693320202 12,970 1,034,312 SH   SOLE   1,034,312 0 0
PHI INC COM VTG 69336T106 3 147 SH   SOLE   147 0 0
PHI INC COM NON VTG 69336T205 6,158 326,001 SH   SOLE   326,001 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 36,585 1,353,013 SH   SOLE   1,353,013 0 0
PHILIP MORRIS INTL INC COM 718172109 2,354,744 24,001,064 SH   SOLE   24,001,064 0 0
PHILLIPS 66 COM 718546104 576,027 6,652,347 SH   SOLE   6,652,347 0 0
PHOENIX COS INC NEW COM NEW 71902E604 490 13,310 SH   SOLE   13,310 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 28 6,390 SH   SOLE   6,390 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 22 39,889 SH   SOLE   39,889 0 0
PHOTRONICS INC COM 719405102 17,564 1,687,270 SH   SOLE   1,687,270 0 0
PHYSICIANS RLTY TR COM 71943U104 50,758 2,731,856 SH   SOLE   2,731,856 0 0
PICO HLDGS INC COM NEW 693366205 5,992 585,774 SH   SOLE   585,774 0 0
PIEDMONT NAT GAS INC COM 720186105 302,763 5,060,390 SH   SOLE   5,060,390 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 43,664 2,149,885 SH   SOLE   2,149,885 0 0
PIER 1 IMPORTS INC COM 720279108 13,925 1,986,466 SH   SOLE   1,986,466 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 14,360 565,355 SH   SOLE   565,355 0 0
PINNACLE ENTMT INC COM 723456109 101,979 2,905,383 SH   SOLE   2,905,383 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 106,577 2,172,386 SH   SOLE   2,172,386 0 0
PINNACLE FOODS INC DEL COM 72348P104 47,885 1,071,727 SH   SOLE   1,071,727 0 0
PINNACLE WEST CAP CORP COM 723484101 370,616 4,936,937 SH   SOLE   4,936,937 0 0
PIONEER ENERGY SVCS CORP COM 723664108 9,175 4,170,526 SH   SOLE   4,170,526 0 0
PIONEER NAT RES CO COM 723787107 408,309 2,901,155 SH   SOLE   2,901,155 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 5 905 SH   SOLE   905 0 0
PIPER JAFFRAY COS COM 724078100 46,541 939,087 SH   SOLE   939,087 0 0
PITNEY BOWES INC COM 724479100 124,999 5,803,129 SH   SOLE   5,803,129 0 0
PIXELWORKS INC COM NEW 72581M305 126 57,472 SH   SOLE   57,472 0 0
PJT PARTNERS INC COM CL A 69343T107 69 2,871 SH   SOLE   2,871 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 868 99,937 SH   SOLE   99,937 0 0
PLANET FITNESS INC CL A 72703H101 5,896 363,062 SH   SOLE   363,062 0 0
PLANET PAYMENT INC SHS U72603118 387 109,679 SH   SOLE   109,679 0 0
PLANTRONICS INC NEW COM 727493108 67,552 1,723,696 SH   SOLE   1,723,696 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 11,059 1,285,912 SH   SOLE   1,285,912 0 0
PLEXUS CORP COM 729132100 84,338 2,134,068 SH   SOLE   2,134,068 0 0
PLUG POWER INC COM NEW 72919P202 9,063 4,420,901 SH   SOLE   4,420,901 0 0
PLUMAS BANCORP COM 729273102 7 844 SH   SOLE   844 0 0
PLY GEM HLDGS INC COM 72941W100 7,187 511,512 SH   SOLE   511,512 0 0
PNC FINL SVCS GROUP INC COM 693475105 511,763 6,051,350 SH   SOLE   6,051,350 0 0
PNM RES INC COM 69349H107 132,049 3,916,046 SH   SOLE   3,916,046 0 0
POAGE BANKSHARES INC COM 730206109 9 540 SH   SOLE   540 0 0
POLARIS INDS INC COM 731068102 207,303 2,105,022 SH   SOLE   2,105,022 0 0
POLYCOM INC COM 73172K104 74,369 6,669,821 SH   SOLE   6,669,821 0 0
POLYONE CORP COM 73179P106 129,509 4,281,279 SH   SOLE   4,281,279 0 0
POOL CORPORATION COM 73278L105 185,560 2,114,887 SH   SOLE   2,114,887 0 0
POPEYES LA KITCHEN INC COM 732872106 72,938 1,401,029 SH   SOLE   1,401,029 0 0
POPULAR INC COM NEW 733174700 32,327 1,129,934 SH   SOLE   1,129,934 0 0
PORTER BANCORP INC COM 736233107 2 1,473 SH   SOLE   1,473 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 89,888 2,276,210 SH   SOLE   2,276,210 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 40,496 1,985,120 SH   SOLE   1,985,120 0 0
POST HLDGS INC COM 737446104 212,359 3,087,963 SH   SOLE   3,087,963 0 0
POST PPTYS INC COM 737464107 129,791 2,172,605 SH   SOLE   2,172,605 0 0
POTASH CORP SASK INC COM 73755L107 1,377 80,925 SH   SOLE   80,925 0 0
POTBELLY CORP COM 73754Y100 6,870 504,777 SH   SOLE   504,777 0 0
POTLATCH CORP NEW COM 737630103 74,930 2,378,719 SH   SOLE   2,378,719 0 0
POWELL INDS INC COM 739128106 17,337 581,579 SH   SOLE   581,579 0 0
POWER INTEGRATIONS INC COM 739276103 89,681 1,805,895 SH   SOLE   1,805,895 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 1,645 119,197 SH   SOLE   119,197 0 0
POWERSECURE INTL INC COM 73936N105 10,632 568,839 SH   SOLE   568,839 0 0
PPG INDS INC COM 693506107 342,971 3,076,248 SH   SOLE   3,076,248 0 0
PPL CORP COM 69351T106 546,048 14,343,264 SH   SOLE   14,343,264 0 0
PRA GROUP INC COM 69354N106 87,094 2,963,402 SH   SOLE   2,963,402 0 0
PRA HEALTH SCIENCES INC COM 69354M108 54,083 1,264,793 SH   SOLE   1,264,793 0 0
PRAXAIR INC COM 74005P104 407,307 3,558,822 SH   SOLE   3,558,822 0 0
PRECISION DRILLING CORP COM 2010 74022D308 923 219,658 SH   SOLE   219,658 0 0
PREFERRED APT CMNTYS INC COM 74039L103 7,588 598,457 SH   SOLE   598,457 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 9,005 297,683 SH   SOLE   297,683 0 0
PREFORMED LINE PRODS CO COM 740444104 2,443 66,906 SH   SOLE   66,906 0 0
PREMIER FINL BANCORP INC COM 74050M105 285 18,109 SH   SOLE   18,109 0 0
PREMIER INC CL A 74051N102 17,363 520,486 SH   SOLE   520,486 0 0
PRESBIA PLC SHS G7234P100 3 643 SH   SOLE   643 0 0
PRESS GANEY HLDGS INC COM 74113L102 7,444 247,461 SH   SOLE   247,461 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 185,583 3,475,982 SH   SOLE   3,475,982 0 0
PRETIUM RES INC COM 74139C102 117 21,953 SH   SOLE   21,953 0 0
PRGX GLOBAL INC COM NEW 69357C503 273 57,869 SH   SOLE   57,869 0 0
PRICE T ROWE GROUP INC COM 74144T108 304,561 4,145,939 SH   SOLE   4,145,939 0 0
PRICELINE GRP INC COM NEW 741503403 784,839 608,893 SH   SOLE   608,893 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 287 200,000 PRN   SOLE   200,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 240 200,000 PRN   SOLE   200,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 151 150,000 PRN   SOLE   150,000 0 0
PRICESMART INC COM 741511109 39,520 467,249 SH   SOLE   467,249 0 0
PRIMEENERGY CORP COM 74158E104 5 174 SH   SOLE   174 0 0
PRIMERICA INC COM 74164M108 104,353 2,343,442 SH   SOLE   2,343,442 0 0
PRIMO WTR CORP COM 74165N105 485 48,044 SH   SOLE   48,044 0 0
PRIMORIS SVCS CORP COM 74164F103 22,160 911,927 SH   SOLE   911,927 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 177,191 4,491,546 SH   SOLE   4,491,546 0 0
PRIVATEBANCORP INC COM 742962103 153,086 3,965,963 SH   SOLE   3,965,963 0 0
PRO-DEX INC COLO COM NEW 74265M205 2 492 SH   SOLE   492 0 0
PROASSURANCE CORP COM 74267C106 130,308 2,575,261 SH   SOLE   2,575,261 0 0
PROCTER & GAMBLE CO COM 742718109 2,957,336 35,929,242 SH   SOLE   35,929,242 0 0
PROFIRE ENERGY INC COM 74316X101 5 5,284 SH   SOLE   5,284 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 11,884 2,725,796 SH   SOLE   2,725,796 0 0
PROGRESS SOFTWARE CORP COM 743312100 78,254 3,244,376 SH   SOLE   3,244,376 0 0
PROGRESSIVE CORP OHIO COM 743315103 332,839 9,471,789 SH   SOLE   9,471,789 0 0
PROLOGIS INC COM 74340W103 675,732 15,294,986 SH   SOLE   15,294,986 0 0
PRONAI THERAPEUTICS INC COM 74346L101 2,622 389,075 SH   SOLE   389,075 0 0
PROOFPOINT INC COM 743424103 56,674 1,053,812 SH   SOLE   1,053,812 0 0
PROPHASE LABS INC COM 74345W108 4 3,171 SH   SOLE   3,171 0 0
PROS HOLDINGS INC COM 74346Y103 7,304 619,548 SH   SOLE   619,548 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 66 75,000 PRN   SOLE   75,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 153,883 3,317,169 SH   SOLE   3,317,169 0 0
PROTEON THERAPEUTICS INC COM 74371L109 1,498 193,508 SH   SOLE   193,508 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 130 13,456 SH   SOLE   13,456 0 0
PROTHENA CORP PLC SHS G72800108 51,406 1,248,919 SH   SOLE   1,248,919 0 0
PROTO LABS INC COM 743713109 111,543 1,446,921 SH   SOLE   1,446,921 0 0
PROVECTUS BIOPHARMACEUTICALS COM 74373P108 13 33,364 SH   SOLE   33,364 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 9 610 SH   SOLE   610 0 0
PROVIDENCE SVC CORP COM 743815102 41,692 816,365 SH   SOLE   816,365 0 0
PROVIDENT BANCORP INC COM 74383X109 49 3,708 SH   SOLE   3,708 0 0
PROVIDENT FINL HLDGS INC COM 743868101 341 19,975 SH   SOLE   19,975 0 0
PROVIDENT FINL SVCS INC COM 74386T105 78,853 3,905,559 SH   SOLE   3,905,559 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 124 8,632 SH   SOLE   8,632 0 0
PRUDENTIAL FINL INC COM 744320102 349,382 4,837,744 SH   SOLE   4,837,744 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 121,624 1,210,068 SH   SOLE   1,210,068 0 0
PSIVIDA CORP COM 74440J101 200 74,517 SH   SOLE   74,517 0 0
PSYCHEMEDICS CORP COM NEW 744375205 270 19,660 SH   SOLE   19,660 0 0
PTC INC COM 69370C100 136,173 4,106,532 SH   SOLE   4,106,532 0 0
PTC THERAPEUTICS INC COM 69366J200 7,993 1,241,219 SH   SOLE   1,241,219 0 0
PUBLIC STORAGE COM 74460D109 1,293,941 4,691,082 SH   SOLE   4,691,082 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 617,856 13,106,827 SH   SOLE   13,106,827 0 0
PULASKI FINL CORP COM 745548107 482 29,829 SH   SOLE   29,829 0 0
PULMATRIX INC COM 74584P103 1 240 SH   SOLE   240 0 0
PULTE GROUP INC COM 745867101 211,760 11,318,016 SH   SOLE   11,318,016 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 6,782 230,920 SH   SOLE   230,920 0 0
PURE STORAGE INC CL A 74624M102 9,235 674,560 SH   SOLE   674,560 0 0
PURECYCLE CORP COM NEW 746228303 212 46,941 SH   SOLE   46,941 0 0
PVH CORP COM 693656100 124,271 1,254,507 SH   SOLE   1,254,507 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,526 334,541 SH   SOLE   334,541 0 0
Q2 HLDGS INC COM 74736L109 12,198 507,396 SH   SOLE   507,396 0 0
QAD INC CL B 74727D207 4 244 SH   SOLE   244 0 0
QAD INC CL A 74727D306 5,506 259,099 SH   SOLE   259,099 0 0
QCR HOLDINGS INC COM 74727A104 7,099 297,666 SH   SOLE   297,666 0 0
QEP RES INC COM 74733V100 98,524 6,982,556 SH   SOLE   6,982,556 0 0
QIAGEN NV REG SHS N72482107 113,105 5,062,893 SH   SOLE   5,062,893 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 46,653 617,506 SH   SOLE   617,506 0 0
QLIK TECHNOLOGIES INC COM 74733T105 73,783 2,551,286 SH   SOLE   2,551,286 0 0
QLOGIC CORP COM 747277101 69,900 5,200,877 SH   SOLE   5,200,877 0 0
QORVO INC COM 74736K101 119,110 2,362,831 SH   SOLE   2,362,831 0 0
QTS RLTY TR INC COM CL A 74736A103 32,270 681,089 SH   SOLE   681,089 0 0
QUAD / GRAPHICS INC COM CL A 747301109 8,553 660,989 SH   SOLE   660,989 0 0
QUAKER CHEM CORP COM 747316107 69,900 823,707 SH   SOLE   823,707 0 0
QUALCOMM INC COM 747525103 995,432 19,464,837 SH   SOLE   19,464,837 0 0
QUALITY SYS INC COM 747582104 44,227 2,902,050 SH   SOLE   2,902,050 0 0
QUALYS INC COM 74758T303 38,442 1,518,859 SH   SOLE   1,518,859 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 48,934 2,818,755 SH   SOLE   2,818,755 0 0
QUANTA SVCS INC COM 74762E102 53,923 2,390,185 SH   SOLE   2,390,185 0 0
QUANTUM CORP COM DSSG 747906204 3,348 5,489,031 SH   SOLE   5,489,031 0 0
QUEST DIAGNOSTICS INC COM 74834L100 209,192 2,927,809 SH   SOLE   2,927,809 0 0
QUEST RESOURCE HLDG CORP COM 74836W104 6 14,050 SH   SOLE   14,050 0 0
QUESTAR CORP COM 748356102 215,396 8,685,339 SH   SOLE   8,685,339 0 0
QUICKLOGIC CORP COM 74837P108 145 136,358 SH   SOLE   136,358 0 0
QUIDEL CORP COM 74838J101 10,938 633,726 SH   SOLE   633,726 0 0
QUINSTREET INC COM 74874Q100 7,928 2,318,085 SH   SOLE   2,318,085 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 55,184 847,686 SH   SOLE   847,686 0 0
QUMU CORP COM 749063103 112 24,303 SH   SOLE   24,303 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 15,241 383,910 SH   SOLE   383,910 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 15,368 1,449,836 SH   SOLE   1,449,836 0 0
RACKSPACE HOSTING INC COM 750086100 82,241 3,809,210 SH   SOLE   3,809,210 0 0
RADIAN GROUP INC COM 750236101 55,733 4,494,614 SH   SOLE   4,494,614 0 0
RADIANT LOGISTICS INC COM 75025X100 2,923 818,856 SH   SOLE   818,856 0 0
RADIO ONE INC CL D NON VTG 75040P405 96 67,728 SH   SOLE   67,728 0 0
RADISYS CORP COM 750459109 341 86,297 SH   SOLE   86,297 0 0
RADIUS HEALTH INC COM NEW 750469207 42,983 1,367,137 SH   SOLE   1,367,137 0 0
RADNET INC COM 750491102 4,349 900,466 SH   SOLE   900,466 0 0
RADWARE LTD ORD M81873107 775 65,522 SH   SOLE   65,522 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 11,320 3,605,043 SH   SOLE   3,605,043 0 0
RALPH LAUREN CORP CL A 751212101 85,307 886,212 SH   SOLE   886,212 0 0
RAMBUS INC DEL COM 750917106 95,334 6,933,351 SH   SOLE   6,933,351 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 33,832 1,876,418 SH   SOLE   1,876,418 0 0
RAND LOGISTICS INC COM 752182105 61 64,723 SH   SOLE   64,723 0 0
RANDGOLD RES LTD ADR 752344309 1,354 14,905 SH   SOLE   14,905 0 0
RANGE RES CORP COM 75281A109 96,051 2,966,382 SH   SOLE   2,966,382 0 0
RAPID7 INC COM 753422104 2,465 188,574 SH   SOLE   188,574 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 14,672 3,189,673 SH   SOLE   3,189,673 0 0
RAVE RESTAURANT GROUP INC COM 754198109 101 18,942 SH   SOLE   18,942 0 0
RAVEN INDS INC COM 754212108 13,996 873,642 SH   SOLE   873,642 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 213,482 4,483,964 SH   SOLE   4,483,964 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 25,075 2,639,481 SH   SOLE   2,639,481 0 0
RAYONIER INC COM 754907103 129,736 5,256,729 SH   SOLE   5,256,729 0 0
RAYTHEON CO COM NEW 755111507 450,936 3,677,207 SH   SOLE   3,677,207 0 0
RBC BEARINGS INC COM 75524B104 50,823 693,735 SH   SOLE   693,735 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 264 29,792 SH   SOLE   29,792 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 185 34,888 SH   SOLE   34,888 0 0
RE MAX HLDGS INC CL A 75524W108 33,017 962,582 SH   SOLE   962,582 0 0
REACHLOCAL INC COM 75525F104 55 30,794 SH   SOLE   30,794 0 0
READING INTERNATIONAL INC CL A 755408101 5,082 424,211 SH   SOLE   424,211 0 0
REAL GOODS SOLAR INC CL A NEW 75601N203 1 1,725 SH   SOLE   1,725 0 0
REAL IND INC COM 75601W104 5,451 626,584 SH   SOLE   626,584 0 0
REALNETWORKS INC COM NEW 75605L708 2,391 589,025 SH   SOLE   589,025 0 0
REALOGY HLDGS CORP COM 75605Y106 74,895 2,074,087 SH   SOLE   2,074,087 0 0
REALPAGE INC COM 75606N109 28,370 1,361,313 SH   SOLE   1,361,313 0 0
REALTY INCOME CORP COM 756109104 515,724 8,250,268 SH   SOLE   8,250,268 0 0
RECRO PHARMA INC COM 75629F109 66 11,105 SH   SOLE   11,105 0 0
RED HAT INC COM 756577102 244,817 3,285,697 SH   SOLE   3,285,697 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 186 150,000 PRN   SOLE   150,000 0 0
RED LION HOTELS CORP COM 756764106 327 38,845 SH   SOLE   38,845 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 55,553 861,681 SH   SOLE   861,681 0 0
REDWOOD TR INC COM 758075402 43,234 3,305,345 SH   SOLE   3,305,345 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 47 50,000 PRN   SOLE   50,000 0 0
REEDS INC COM 758338107 142 30,366 SH   SOLE   30,366 0 0
REGAL BELOIT CORP COM 758750103 94,040 1,490,567 SH   SOLE   1,490,567 0 0
REGAL ENTMT GROUP CL A 758766109 16,223 767,415 SH   SOLE   767,415 0 0
REGENCY CTRS CORP COM 758849103 345,529 4,616,287 SH   SOLE   4,616,287 0 0
REGENERON PHARMACEUTICALS COM 75886F107 796,096 2,208,677 SH   SOLE   2,208,677 0 0
REGENXBIO INC COM 75901B107 2,001 185,317 SH   SOLE   185,317 0 0
REGIONAL MGMT CORP COM 75902K106 4,750 277,611 SH   SOLE   277,611 0 0
REGIONS FINL CORP NEW COM 7591EP100 168,078 21,411,214 SH   SOLE   21,411,214 0 0
REGIS CORP MINN COM 758932107 35,529 2,338,965 SH   SOLE   2,338,965 0 0
REGULUS THERAPEUTICS INC COM 75915K101 9,863 1,423,233 SH   SOLE   1,423,233 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 206,889 2,149,501 SH   SOLE   2,149,501 0 0
REIS INC COM 75936P105 5,114 217,143 SH   SOLE   217,143 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 166,837 2,411,281 SH   SOLE   2,411,281 0 0
RELIV INTL INC COM 75952R100 1 1,482 SH   SOLE   1,482 0 0
RELM WIRELESS CORP COM 759525108 106 23,535 SH   SOLE   23,535 0 0
RELYPSA INC COM 759531106 24,028 1,773,301 SH   SOLE   1,773,301 0 0
REMARK MEDIA INC COM 75954W107 12 2,516 SH   SOLE   2,516 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 236,971 1,977,559 SH   SOLE   1,977,559 0 0
RENASANT CORP COM 75970E107 34,009 1,033,406 SH   SOLE   1,033,406 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 10,484 1,110,572 SH   SOLE   1,110,572 0 0
RENREN INC SPONSORED ADR 759892102 12 3,790 SH   SOLE   3,790 0 0
RENT A CTR INC NEW COM 76009N100 52,598 3,318,496 SH   SOLE   3,318,496 0 0
RENTECH INC COM NEW 760112201 1,235 556,295 SH   SOLE   556,295 0 0
REPLIGEN CORP COM 759916109 65,906 2,457,356 SH   SOLE   2,457,356 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 58 59,419 SH   SOLE   59,419 0 0
REPUBLIC BANCORP KY CL A 760281204 6,619 256,234 SH   SOLE   256,234 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 327 77,701 SH   SOLE   77,701 0 0
REPUBLIC SVCS INC COM 760759100 276,539 5,803,554 SH   SOLE   5,803,554 0 0
RESEARCH FRONTIERS INC COM 760911107 264 57,855 SH   SOLE   57,855 0 0
RESMED INC COM 761152107 300,054 5,189,449 SH   SOLE   5,189,449 0 0
RESOLUTE ENERGY CORP COM 76116A108 91 178,006 SH   SOLE   178,006 0 0
RESOLUTE FST PRODS INC COM 76117W109 211 38,243 SH   SOLE   38,243 0 0
RESONANT INC COM 76118L102 3 1,054 SH   SOLE   1,054 0 0
RESOURCE AMERICA INC CL A 761195205 2,164 374,957 SH   SOLE   374,957 0 0
RESOURCE CAP CORP COM NEW 76120W708 14,253 1,266,934 SH   SOLE   1,266,934 0 0
RESOURCES CONNECTION INC COM 76122Q105 37,027 2,379,606 SH   SOLE   2,379,606 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 34,060 812,899 SH   SOLE   812,899 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 123,106 6,118,570 SH   SOLE   6,118,570 0 0
RETAIL PPTYS AMER INC CL A 76131V202 56,816 3,584,590 SH   SOLE   3,584,590 0 0
RETAILMENOT INC COM SER 1 76132B106 6,554 818,258 SH   SOLE   818,258 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 43 19,851 SH   SOLE   19,851 0 0
RETROPHIN INC COM 761299106 17,799 1,302,989 SH   SOLE   1,302,989 0 0
REVANCE THERAPEUTICS INC COM 761330109 20,088 1,150,499 SH   SOLE   1,150,499 0 0
REVLON INC CL A NEW 761525609 9,985 274,225 SH   SOLE   274,225 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 49 9,394 SH   SOLE   9,394 0 0
REX AMERICAN RESOURCES CORP COM 761624105 20,776 374,543 SH   SOLE   374,543 0 0
REX ENERGY CORPORATION COM 761565100 2,412 3,139,902 SH   SOLE   3,139,902 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 12 36,599 SH   SOLE   36,599 0 0
REXFORD INDL RLTY INC COM 76169C100 25,591 1,409,210 SH   SOLE   1,409,210 0 0
REXNORD CORP NEW COM 76169B102 50,267 2,485,986 SH   SOLE   2,485,986 0 0
REYNOLDS AMERICAN INC COM 761713106 536,240 10,658,716 SH   SOLE   10,658,716 0 0
RF INDS LTD COM PAR $0.01 749552105 47 17,284 SH   SOLE   17,284 0 0
RGC RES INC COM 74955L103 15 710 SH   SOLE   710 0 0
RICE ENERGY INC COM 762760106 2,059 147,509 SH   SOLE   147,509 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 2 1,450 SH   SOLE   1,450 0 0
RICHARDSON ELECTRS LTD COM 763165107 174 33,747 SH   SOLE   33,747 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 7,130 3,427,862 SH   SOLE   3,427,862 0 0
RIGHTSIDE GROUP LTD COM 76658B100 290 36,077 SH   SOLE   36,077 0 0
RIGNET INC COM 766582100 4,327 316,331 SH   SOLE   316,331 0 0
RING ENERGY INC COM 76680V108 3,148 623,422 SH   SOLE   623,422 0 0
RINGCENTRAL INC CL A 76680R206 19,925 1,265,054 SH   SOLE   1,265,054 0 0
RIO TINTO PLC SPONSORED ADR 767204100 7,171 253,645 SH   SOLE   253,645 0 0
RITE AID CORP COM 767754104 72,928 8,948,262 SH   SOLE   8,948,262 0 0
RITTER PHARMACEUTICALS INC COM 767836109 1 592 SH   SOLE   592 0 0
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RLI CORP COM 749607107 159,210 2,381,241 SH   SOLE   2,381,241 0 0
RLJ LODGING TR COM 74965L101 84,239 3,681,787 SH   SOLE   3,681,787 0 0
RMG NETWORKS HLDG CORP COM 74966K102 2 2,106 SH   SOLE   2,106 0 0
RMR GROUP INC CL A 74967R106 7,745 309,658 SH   SOLE   309,658 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 23,031 1,848,432 SH   SOLE   1,848,432 0 0
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ROCKY MTN CHOCOLATE FACTORY COM 77467X101 192 18,906 SH   SOLE   18,906 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 57,270 1,777,452 SH   SOLE   1,777,452 0 0
ROGERS CORP COM 775133101 68,533 1,144,698 SH   SOLE   1,144,698 0 0
ROLLINS INC COM 775711104 86,823 3,201,424 SH   SOLE   3,201,424 0 0
ROPER TECHNOLOGIES INC COM 776696106 277,509 1,518,349 SH   SOLE   1,518,349 0 0
ROSETTA STONE INC COM 777780107 309 46,007 SH   SOLE   46,007 0 0
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ROVI CORP COM 779376102 109,229 5,325,650 SH   SOLE   5,325,650 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 48 50,000 PRN   SOLE   50,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 72,289 4,489,975 SH   SOLE   4,489,975 0 0
ROYAL BANCSHARES PA INC CL A 780081105 124 58,033 SH   SOLE   58,033 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 111,942 4,398,491 SH   SOLE   4,398,491 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 57,646 2,316,013 SH   SOLE   2,316,013 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 22,339 914,028 SH   SOLE   914,028 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 63,052 2,605,451 SH   SOLE   2,605,451 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 22,310 865,045 SH   SOLE   865,045 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 219,171 2,667,940 SH   SOLE   2,667,940 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 176 3,570 SH   SOLE   3,570 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 278 5,734 SH   SOLE   5,734 0 0
ROYAL GOLD INC COM 780287108 112,998 2,203,125 SH   SOLE   2,203,125 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 72 75,000 PRN   SOLE   75,000 0 0
RPC INC COM 749660106 11,133 785,125 SH   SOLE   785,125 0 0
RPM INTL INC COM 749685103 212,965 4,499,578 SH   SOLE   4,499,578 0 0
RPX CORP COM 74972G103 14,620 1,298,376 SH   SOLE   1,298,376 0 0
RSP PERMIAN INC COM 74978Q105 48,279 1,662,517 SH   SOLE   1,662,517 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 78 75,000 PRN   SOLE   75,000 0 0
RTI SURGICAL INC COM 74975N105 5,995 1,498,820 SH   SOLE   1,498,820 0 0
RUBICON PROJ INC COM 78112V102 12,143 664,286 SH   SOLE   664,286 0 0
RUBICON TECHNOLOGY INC COM 78112T107 47 64,432 SH   SOLE   64,432 0 0
RUBY TUESDAY INC COM 781182100 21,585 4,012,050 SH   SOLE   4,012,050 0 0
RUCKUS WIRELESS INC COM 781220108 68,279 6,960,128 SH   SOLE   6,960,128 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 27,269 1,996,254 SH   SOLE   1,996,254 0 0
RUSH ENTERPRISES INC CL A 781846209 14,997 822,218 SH   SOLE   822,218 0 0
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RUTHS HOSPITALITY GROUP INC COM 783332109 39,955 2,170,283 SH   SOLE   2,170,283 0 0
RXI PHARMACEUTICALS CORP NEW COM NEW 74979C303 4 14,759 SH   SOLE   14,759 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 58,523 681,930 SH   SOLE   681,930 0 0
RYDER SYS INC COM 783549108 80,348 1,240,322 SH   SOLE   1,240,322 0 0
RYERSON HLDG CORP COM 783754104 1,571 282,629 SH   SOLE   282,629 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 44 50,000 PRN   SOLE   50,000 0 0
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SAFEGUARD SCIENTIFICS INC COM NEW 786449207 7,024 530,139 SH   SOLE   530,139 0 0
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SANDERSON FARMS INC COM 800013104 118,976 1,319,317 SH   SOLE   1,319,317 0 0
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SANFILIPPO JOHN B & SON INC COM 800422107 14,636 211,846 SH   SOLE   211,846 0 0
SANGAMO BIOSCIENCES INC COM 800677106 15,538 2,568,344 SH   SOLE   2,568,344 0 0
SANMINA CORPORATION COM 801056102 115,316 4,932,242 SH   SOLE   4,932,242 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 8,605 820,343 SH   SOLE   820,343 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 7,353 613,765 SH   SOLE   613,765 0 0
SAREPTA THERAPEUTICS INC COM 803607100 32,439 1,661,818 SH   SOLE   1,661,818 0 0
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SAUL CTRS INC COM 804395101 35,730 673,888 SH   SOLE   673,888 0 0
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SBA COMMUNICATIONS CORP COM 78388J106 255,937 2,555,024 SH   SOLE   2,555,024 0 0
SCANA CORP NEW COM 80589M102 366,111 5,218,972 SH   SOLE   5,218,972 0 0
SCANSOURCE INC COM 806037107 66,875 1,656,153 SH   SOLE   1,656,153 0 0
SCHEIN HENRY INC COM 806407102 399,422 2,313,748 SH   SOLE   2,313,748 0 0
SCHLUMBERGER LTD COM 806857108 1,272,490 17,254,097 SH   SOLE   17,254,097 0 0
SCHNITZER STL INDS CL A 806882106 12,471 676,320 SH   SOLE   676,320 0 0
SCHOLASTIC CORP COM 807066105 63,371 1,695,766 SH   SOLE   1,695,766 0 0
SCHULMAN A INC COM 808194104 50,216 1,844,822 SH   SOLE   1,844,822 0 0
SCHWAB CHARLES CORP NEW COM 808513105 403,694 14,407,347 SH   SOLE   14,407,347 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 60,998 1,937,683 SH   SOLE   1,937,683 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 21,512 1,955,613 SH   SOLE   1,955,613 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 113,153 2,121,357 SH   SOLE   2,121,357 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 29,507 3,129,063 SH   SOLE   3,129,063 0 0
SCIQUEST INC NEW COM 80908T101 9,815 707,097 SH   SOLE   707,097 0 0
SCORPIO BULKERS INC COM Y7546A122 3,700 1,127,917 SH   SOLE   1,127,917 0 0
SCORPIO TANKERS INC SHS Y7542C106 23,930 4,104,571 SH   SOLE   4,104,571 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 112,433 1,545,042 SH   SOLE   1,545,042 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 54,081 3,468,981 SH   SOLE   3,468,981 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 93,842 1,432,696 SH   SOLE   1,432,696 0 0
SCYNEXIS INC COM 811292101 9 2,288 SH   SOLE   2,288 0 0
SEABOARD CORP COM 811543107 18,562 6,181 SH   SOLE   6,181 0 0
SEACHANGE INTL INC COM 811699107 4,753 861,083 SH   SOLE   861,083 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 9,672 612,522 SH   SOLE   612,522 0 0
SEACOR HOLDINGS INC COM 811904101 58,424 1,072,982 SH   SOLE   1,072,982 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 47 50,000 PRN   SOLE   50,000 0 0
SEADRILL LIMITED SHS G7945E105 10,075 3,053,007 SH   SOLE   3,053,007 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 279,778 8,121,266 SH   SOLE   8,121,266 0 0
SEALED AIR CORP NEW COM 81211K100 151,346 3,152,390 SH   SOLE   3,152,390 0 0
SEARS HLDGS CORP COM 812350106 2,449 159,956 SH   SOLE   159,956 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 218 33,933 SH   SOLE   33,933 0 0
SEASPAN CORP SHS Y75638109 36 1,950 SH   SOLE   1,950 0 0
SEASPINE HLDGS CORP COM 81255T108 2,865 195,702 SH   SOLE   195,702 0 0
SEATTLE GENETICS INC COM 812578102 101,629 2,896,247 SH   SOLE   2,896,247 0 0
SEAWORLD ENTMT INC COM 81282V100 34,666 1,646,079 SH   SOLE   1,646,079 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 1,478 305,968 SH   SOLE   305,968 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 131 25,809 SH   SOLE   25,809 0 0
SEI INVESTMENTS CO COM 784117103 210,115 4,880,729 SH   SOLE   4,880,729 0 0
SELECT BANCORP INC NEW COM 81617L108 12 1,479 SH   SOLE   1,479 0 0
SELECT COMFORT CORP COM 81616X103 59,315 3,059,076 SH   SOLE   3,059,076 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 35,332 1,532,827 SH   SOLE   1,532,827 0 0
SELECT MED HLDGS CORP COM 81619Q105 84,829 7,182,785 SH   SOLE   7,182,785 0 0
SELECTIVE INS GROUP INC COM 816300107 130,857 3,574,356 SH   SOLE   3,574,356 0 0
SEMGROUP CORP CL A 81663A105 25,249 1,127,194 SH   SOLE   1,127,194 0 0
SEMLER SCIENTIFIC INC COM 81684M104 1 495 SH   SOLE   495 0 0
SEMPRA ENERGY COM 816851109 710,433 6,827,807 SH   SOLE   6,827,807 0 0
SEMTECH CORP COM 816850101 91,900 4,179,160 SH   SOLE   4,179,160 0 0
SENECA FOODS CORP NEW CL B 817070105 4 117 SH   SOLE   117 0 0
SENECA FOODS CORP NEW CL A 817070501 14,924 429,579 SH   SOLE   429,579 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 166,387 9,300,547 SH   SOLE   9,300,547 0 0
SENOMYX INC COM 81724Q107 2,985 1,148,238 SH   SOLE   1,148,238 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 4,794 123,430 SH   SOLE   123,430 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 142,464 2,244,939 SH   SOLE   2,244,939 0 0
SEQUENOM INC COM NEW 817337405 6,508 4,615,722 SH   SOLE   4,615,722 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 5,923 926,881 SH   SOLE   926,881 0 0
SERES THERAPEUTICS INC COM 81750R102 19,031 716,515 SH   SOLE   716,515 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 286 5,724 SH   SOLE   5,724 0 0
SERVICE CORP INTL COM 817565104 165,574 6,708,838 SH   SOLE   6,708,838 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 36,949 980,592 SH   SOLE   980,592 0 0
SERVICENOW INC COM 81762P102 104,634 1,710,261 SH   SOLE   1,710,261 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 108 100,000 PRN   SOLE   100,000 0 0
SERVICESOURCE INTL INC COM 81763U100 6,442 1,512,237 SH   SOLE   1,512,237 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 25,146 566,348 SH   SOLE   566,348 0 0
SERVOTRONICS INC COM 817732100 1 113 SH   SOLE   113 0 0
SEVCON INC COM 81783K108 7 656 SH   SOLE   656 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 829 1,428,724 SH   SOLE   1,428,724 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 7 1,473 SH   SOLE   1,473 0 0
SHAKE SHACK INC CL A 819047101 5,124 137,286 SH   SOLE   137,286 0 0
SHARPS COMPLIANCE CORP COM 820017101 184 33,509 SH   SOLE   33,509 0 0
SHARPSPRING INC COM 820054104 4 1,003 SH   SOLE   1,003 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 54,302 2,029,997 SH   SOLE   2,029,997 0 0
SHERWIN WILLIAMS CO COM 824348106 408,702 1,435,703 SH   SOLE   1,435,703 0 0
SHILOH INDS INC COM 824543102 109 21,328 SH   SOLE   21,328 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 524 14,883 SH   SOLE   14,883 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 18,879 1,359,161 SH   SOLE   1,359,161 0 0
SHIRE PLC SPONSORED ADR 82481R106 101,672 591,458 SH   SOLE   591,458 0 0
SHOE CARNIVAL INC COM 824889109 10,310 382,424 SH   SOLE   382,424 0 0
SHORE BANCSHARES INC COM 825107105 378 31,590 SH   SOLE   31,590 0 0
SHORETEL INC COM 825211105 12,221 1,642,623 SH   SOLE   1,642,623 0 0
SHUTTERFLY INC COM 82568P304 40,093 864,639 SH   SOLE   864,639 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 50 50,000 PRN   SOLE   50,000 0 0
SHUTTERSTOCK INC COM 825690100 17,300 471,000 SH   SOLE   471,000 0 0
SI FINL GROUP INC MD COM 78425V104 537 38,540 SH   SOLE   38,540 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 504 33,226 SH   SOLE   33,226 0 0
SIENTRA INC COM 82621J105 1,493 218,202 SH   SOLE   218,202 0 0
SIERRA BANCORP COM 82620P102 5,612 309,192 SH   SOLE   309,192 0 0
SIFCO INDS INC COM 826546103 75 8,026 SH   SOLE   8,026 0 0
SIGMA DESIGNS INC COM 826565103 6,076 893,513 SH   SOLE   893,513 0 0
SIGMATRON INTL INC COM 82661L101 5 869 SH   SOLE   869 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 258,057 1,895,807 SH   SOLE   1,895,807 0 0
SIGNET JEWELERS LIMITED SHS G81276100 153,044 1,233,929 SH   SOLE   1,233,929 0 0
SILGAN HOLDINGS INC COM 827048109 74,485 1,400,886 SH   SOLE   1,400,886 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 6,403 899,249 SH   SOLE   899,249 0 0
SILICON LABORATORIES INC COM 826919102 89,967 2,001,046 SH   SOLE   2,001,046 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 14,635 985,525 SH   SOLE   985,525 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 12,738 863,580 SH   SOLE   863,580 0 0
SILVER WHEATON CORP COM 828336107 6,366 383,941 SH   SOLE   383,941 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 288 22,632 SH   SOLE   22,632 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 80,217 1,779,829 SH   SOLE   1,779,829 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,486,980 7,159,611 SH   SOLE   7,159,611 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 112,869 2,957,006 SH   SOLE   2,957,006 0 0
SIMULATIONS PLUS INC COM 829214105 270 30,591 SH   SOLE   30,591 0 0
SINA CORP ORD G81477104 3,869 81,677 SH   SOLE   81,677 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 50,028 1,626,925 SH   SOLE   1,626,925 0 0
SIRIUS XM HLDGS INC COM 82968B103 77,154 19,532,699 SH   SOLE   19,532,699 0 0
SITO MOBILE LTD COM NEW 82988R203 8 2,989 SH   SOLE   2,989 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 45,268 815,783 SH   SOLE   815,783 0 0
SIZMEK INC COM 83013P105 3,827 1,319,660 SH   SOLE   1,319,660 0 0
SJW CORP COM 784305104 14,730 405,226 SH   SOLE   405,226 0 0
SKECHERS U S A INC CL A 830566105 133,391 4,380,650 SH   SOLE   4,380,650 0 0
SKULLCANDY INC COM 83083J104 2,001 562,071 SH   SOLE   562,071 0 0
SKYLINE CORP COM 830830105 16 1,690 SH   SOLE   1,690 0 0
SKYLINE MED INC COM NEW 83084T309 0 974 SH   SOLE   974 0 0
SKYWEST INC COM 830879102 64,164 3,209,815 SH   SOLE   3,209,815 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 264,135 3,390,687 SH   SOLE   3,390,687 0 0
SL GREEN RLTY CORP COM 78440X101 280,016 2,890,336 SH   SOLE   2,890,336 0 0
SLM CORP COM 78442P106 92,116 14,483,576 SH   SOLE   14,483,576 0 0
SM ENERGY CO COM 78454L100 44,400 2,369,278 SH   SOLE   2,369,278 0 0
SMART & FINAL STORES INC COM 83190B101 9,402 580,341 SH   SOLE   580,341 0 0
SMARTFINANCIAL INC COM NEW 83190L208 33 1,775 SH   SOLE   1,775 0 0
SMITH & WESSON HLDG CORP COM 831756101 45,331 1,702,884 SH   SOLE   1,702,884 0 0
SMITH A O COM 831865209 192,571 2,523,534 SH   SOLE   2,523,534 0 0
SMITH MICRO SOFTWARE INC COM 832154108 65 109,344 SH   SOLE   109,344 0 0
SMUCKER J M CO COM NEW 832696405 257,232 1,981,148 SH   SOLE   1,981,148 0 0
SNAP ON INC COM 833034101 142,648 908,646 SH   SOLE   908,646 0 0
SNYDERS-LANCE INC COM 833551104 112,627 3,577,734 SH   SOLE   3,577,734 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 4,187 203,747 SH   SOLE   203,747 0 0
SOHU COM INC COM 83408W103 2,416 48,765 SH   SOLE   48,765 0 0
SOLARCITY CORP COM 83416T100 16,168 657,790 SH   SOLE   657,790 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 57 100,000 PRN   SOLE   100,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 61 2,433 SH   SOLE   2,433 0 0
SOLAZYME INC COM 83415T101 4,244 2,090,631 SH   SOLE   2,090,631 0 0
SOLITARIO EXPL & RTY CORP COM 8342EP107 139 296,009 SH   SOLE   296,009 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 33,887 1,833,735 SH   SOLE   1,833,735 0 0
SONIC CORP COM 835451105 106,218 3,020,999 SH   SOLE   3,020,999 0 0
SONIC FDRY INC COM NEW 83545R207 4 639 SH   SOLE   639 0 0
SONOCO PRODS CO COM 835495102 287,341 5,916,012 SH   SOLE   5,916,012 0 0
SONUS NETWORKS INC COM NEW 835916503 9,511 1,263,032 SH   SOLE   1,263,032 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 3,904 725,702 SH   SOLE   725,702 0 0
SOTHEBYS COM 835898107 70,944 2,654,091 SH   SOLE   2,654,091 0 0
SOTHERLY HOTELS INC COM 83600C103 171 33,292 SH   SOLE   33,292 0 0
SOUFUN HLDGS LTD ADR 836034108 10,248 1,710,805 SH   SOLE   1,710,805 0 0
SOUND FINL BANCORP INC COM 83607A100 6 260 SH   SOLE   260 0 0
SOUTH JERSEY INDS INC COM 838518108 127,256 4,472,960 SH   SOLE   4,472,960 0 0
SOUTH ST CORP COM 840441109 36,631 570,306 SH   SOLE   570,306 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 119 9,123 SH   SOLE   9,123 0 0
SOUTHERN CO COM 842587107 871,025 16,837,913 SH   SOLE   16,837,913 0 0
SOUTHERN COPPER CORP COM 84265V105 100,588 3,630,016 SH   SOLE   3,630,016 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 23 953 SH   SOLE   953 0 0
SOUTHERN MO BANCORP INC COM 843380106 22 923 SH   SOLE   923 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 431 36,129 SH   SOLE   36,129 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 40,663 1,559,752 SH   SOLE   1,559,752 0 0
SOUTHWEST AIRLS CO COM 844741108 470,087 10,493,020 SH   SOLE   10,493,020 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 7,365 489,389 SH   SOLE   489,389 0 0
SOUTHWEST GA FINL CORP COM 84502A104 4 281 SH   SOLE   281 0 0
SOUTHWEST GAS CORP COM 844895102 202,156 3,069,954 SH   SOLE   3,069,954 0 0
SOUTHWESTERN ENERGY CO COM 845467109 55,990 6,938,098 SH   SOLE   6,938,098 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 58,281 2,972,019 SH   SOLE   2,972,019 0 0
SOVRAN SELF STORAGE INC COM 84610H108 260,206 2,206,069 SH   SOLE   2,206,069 0 0
SP PLUS CORP COM 78469C103 10,357 430,478 SH   SOLE   430,478 0 0
SPAN AMER MED SYS INC COM 846396109 9 477 SH   SOLE   477 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 2 552 SH   SOLE   552 0 0
SPAR GROUP INC COM 784933103 1 1,039 SH   SOLE   1,039 0 0
SPARK ENERGY INC CL A COM 846511103 1,406 78,101 SH   SOLE   78,101 0 0
SPARK NETWORKS INC COM 84651P100 112 50,378 SH   SOLE   50,378 0 0
SPARK THERAPEUTICS INC COM 84652J103 16,687 565,465 SH   SOLE   565,465 0 0
SPARTAN MTRS INC COM 846819100 324 81,899 SH   SOLE   81,899 0 0
SPARTANNASH CO COM 847215100 71,103 2,345,868 SH   SOLE   2,345,868 0 0
SPARTON CORP COM 847235108 4,522 251,373 SH   SOLE   251,373 0 0
SPECTRA ENERGY CORP COM 847560109 319,888 10,453,859 SH   SOLE   10,453,859 0 0
SPECTRANETICS CORP COM 84760C107 14,645 1,008,601 SH   SOLE   1,008,601 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 25,752 235,652 SH   SOLE   235,652 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 37,820 5,946,607 SH   SOLE   5,946,607 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 5,479 276,321 SH   SOLE   276,321 0 0
SPHERIX INC COM PAR NEW 84842R403 0 238 SH   SOLE   238 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 69,228 1,526,189 SH   SOLE   1,526,189 0 0
SPIRIT AIRLS INC COM 848577102 31,644 659,528 SH   SOLE   659,528 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 71,634 6,367,504 SH   SOLE   6,367,504 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 150 150,000 PRN   SOLE   150,000 0 0
SPLUNK INC COM 848637104 72,618 1,484,122 SH   SOLE   1,484,122 0 0
SPOK HLDGS INC COM 84863T106 38,738 2,212,332 SH   SOLE   2,212,332 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,841 463,600 SH   SOLE   463,600 0 0
SPRINT CORP COM SER 1 85207U105 48,962 14,069,678 SH   SOLE   14,069,678 0 0
SPROUTS FMRS MKT INC COM 85208M102 142,707 4,914,136 SH   SOLE   4,914,136 0 0
SPS COMM INC COM 78463M107 16,803 391,308 SH   SOLE   391,308 0 0
SPX CORP COM 784635104 30,363 2,021,529 SH   SOLE   2,021,529 0 0
SPX FLOW INC COM 78469X107 51,254 2,043,605 SH   SOLE   2,043,605 0 0
SQUARE INC CL A 852234103 3,962 259,275 SH   SOLE   259,275 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 57,474 906,243 SH   SOLE   906,243 0 0
ST JOE CO COM 790148100 26,228 1,529,308 SH   SOLE   1,529,308 0 0
ST JUDE MED INC COM 790849103 283,325 5,151,367 SH   SOLE   5,151,367 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 7,458 1,009,141 SH   SOLE   1,009,141 0 0
STAG INDL INC COM 85254J102 32,918 1,616,788 SH   SOLE   1,616,788 0 0
STAGE STORES INC COM NEW 85254C305 16,268 2,018,335 SH   SOLE   2,018,335 0 0
STAMPS COM INC COM NEW 852857200 96,964 912,342 SH   SOLE   912,342 0 0
STANDARD MTR PRODS INC COM 853666105 42,981 1,240,428 SH   SOLE   1,240,428 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 53 50,000 PRN   SOLE   50,000 0 0
STANDEX INTL CORP COM 854231107 61,639 792,176 SH   SOLE   792,176 0 0
STANLEY BLACK & DECKER INC COM 854502101 247,388 2,351,369 SH   SOLE   2,351,369 0 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 100 887 SH   SOLE   887 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 143 53,960 SH   SOLE   53,960 0 0
STAPLES INC COM 855030102 149,881 13,588,523 SH   SOLE   13,588,523 0 0
STARBUCKS CORP COM 855244109 1,194,102 20,001,710 SH   SOLE   20,001,710 0 0
STARRETT L S CO CL A 855668109 183 17,655 SH   SOLE   17,655 0 0
STARTEK INC COM 85569C107 163 38,820 SH   SOLE   38,820 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 217,856 2,611,244 SH   SOLE   2,611,244 0 0
STARWOOD PPTY TR INC COM 85571B105 127,657 6,743,615 SH   SOLE   6,743,615 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 251 250,000 PRN   SOLE   250,000 0 0
STARZ COM SER A 85571Q102 21,462 815,127 SH   SOLE   815,127 0 0
STATE AUTO FINL CORP COM 855707105 7,699 349,023 SH   SOLE   349,023 0 0
STATE BK FINL CORP COM 856190103 17,951 908,442 SH   SOLE   908,442 0 0
STATE NATL COS INC COM 85711T305 9,973 791,483 SH   SOLE   791,483 0 0
STATE STR CORP COM 857477103 258,429 4,416,082 SH   SOLE   4,416,082 0 0
STATOIL ASA SPONSORED ADR 85771P102 48 3,091 SH   SOLE   3,091 0 0
STEEL DYNAMICS INC COM 858119100 181,122 8,046,302 SH   SOLE   8,046,302 0 0
STEELCASE INC CL A 858155203 30,057 2,014,522 SH   SOLE   2,014,522 0 0
STEIN MART INC COM 858375108 13,922 1,899,356 SH   SOLE   1,899,356 0 0
STEMCELLS INC COM NEW 85857R204 5 20,364 SH   SOLE   20,364 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,893 406,268 SH   SOLE   406,268 0 0
STEPAN CO COM 858586100 64,716 1,170,488 SH   SOLE   1,170,488 0 0
STEREOTAXIS INC COM NEW 85916J409 5 4,818 SH   SOLE   4,818 0 0
STERICYCLE INC COM 858912108 215,473 1,707,528 SH   SOLE   1,707,528 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 64,494 689,844 SH   SOLE   689,844 0 0
STERIS PLC SHS USD G84720104 315,748 4,444,029 SH   SOLE   4,444,029 0 0
STERLING BANCORP DEL COM 85917A100 118,923 7,465,346 SH   SOLE   7,465,346 0 0
STERLING CONSTRUCTION CO INC COM 859241101 253 49,060 SH   SOLE   49,060 0 0
STEWARDSHIP FINL CORP COM 860326107 6 1,003 SH   SOLE   1,003 0 0
STEWART INFORMATION SVCS COR COM 860372101 52,940 1,459,218 SH   SOLE   1,459,218 0 0
STIFEL FINL CORP COM 860630102 100,141 3,383,132 SH   SOLE   3,383,132 0 0
STILLWATER MNG CO COM 86074Q102 82,501 7,746,535 SH   SOLE   7,746,535 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 75 70,000 PRN   SOLE   70,000 0 0
STOCK YDS BANCORP INC COM 861025104 14,623 379,531 SH   SOLE   379,531 0 0
STONE ENERGY CORP COM 861642106 2,838 3,592,434 SH   SOLE   3,592,434 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 19 50,000 PRN   SOLE   50,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 8,627 287,937 SH   SOLE   287,937 0 0
STONEGATE MTG CORP COM 86181Q300 2,122 369,670 SH   SOLE   369,670 0 0
STONERIDGE INC COM 86183P102 10,506 721,587 SH   SOLE   721,587 0 0
STORE CAP CORP COM 862121100 28,319 1,094,235 SH   SOLE   1,094,235 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 10,870 350,322 SH   SOLE   350,322 0 0
STRATA SKIN SCIENCES INC COM 86272A107 3 3,052 SH   SOLE   3,052 0 0
STRATASYS LTD SHS M85548101 30,686 1,183,883 SH   SOLE   1,183,883 0 0
STRATTEC SEC CORP COM 863111100 5,257 91,596 SH   SOLE   91,596 0 0
STRATUS PPTYS INC COM NEW 863167201 23 977 SH   SOLE   977 0 0
STRAYER ED INC COM 863236105 34,985 717,631 SH   SOLE   717,631 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 67 47,619 SH   SOLE   47,619 0 0
STRYKER CORP COM 863667101 561,005 5,228,868 SH   SOLE   5,228,868 0 0
STURM RUGER & CO INC COM 864159108 87,344 1,277,338 SH   SOLE   1,277,338 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 17,816 1,630,036 SH   SOLE   1,630,036 0 0
SUFFOLK BANCORP COM 864739107 7,548 299,042 SH   SOLE   299,042 0 0
SUMMER INFANT INC COM 865646103 73 41,678 SH   SOLE   41,678 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 24 1,554 SH   SOLE   1,554 0 0
SUMMIT HOTEL PPTYS COM 866082100 64,183 5,361,990 SH   SOLE   5,361,990 0 0
SUMMIT MATLS INC CL A 86614U100 14,740 757,826 SH   SOLE   757,826 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 8 574 SH   SOLE   574 0 0
SUN BANCORP INC COM NEW 86663B201 5,051 243,873 SH   SOLE   243,873 0 0
SUN CMNTYS INC COM 866674104 115,487 1,612,717 SH   SOLE   1,612,717 0 0
SUN HYDRAULICS CORP COM 866942105 17,779 535,671 SH   SOLE   535,671 0 0
SUNCOKE ENERGY INC COM 86722A103 26,418 4,064,253 SH   SOLE   4,064,253 0 0
SUNCOR ENERGY INC NEW COM 867224107 33,091 1,189,883 SH   SOLE   1,189,883 0 0
SUNEDISON INC COM 86732Y109 5,744 10,632,978 SH   SOLE   10,632,978 0 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 7 175,000 PRN   SOLE   175,000 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 46 7,128 SH   SOLE   7,128 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 79 145,557 SH   SOLE   145,557 0 0
SUNPOWER CORP COM 867652406 16,962 759,269 SH   SOLE   759,269 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 55 50,000 PRN   SOLE   50,000 0 0
SUNRUN INC COM 86771W105 2,711 418,335 SH   SOLE   418,335 0 0
SUNSHINE BANCORP INC COM 86777J108 12 809 SH   SOLE   809 0 0
SUNSHINE HEART INC COM 86782U106 47 56,135 SH   SOLE   56,135 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 87,595 6,256,791 SH   SOLE   6,256,791 0 0
SUNTRUST BKS INC COM 867914103 298,145 8,263,451 SH   SOLE   8,263,451 0 0
SUNWORKS INC COM 86803X105 127 45,848 SH   SOLE   45,848 0 0
SUPER MICRO COMPUTER INC COM 86800U104 78,855 2,313,823 SH   SOLE   2,313,823 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR $0.001 867931404 1 4,006 SH   SOLE   4,006 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 2 1,425 SH   SOLE   1,425 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 75,635 5,648,599 SH   SOLE   5,648,599 0 0
SUPERIOR INDS INTL INC COM 868168105 33,169 1,502,233 SH   SOLE   1,502,233 0 0
SUPERIOR UNIFORM GP INC COM 868358102 3,479 195,211 SH   SOLE   195,211 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 43,112 2,826,989 SH   SOLE   2,826,989 0 0
SUPERVALU INC COM 868536103 73,489 12,758,425 SH   SOLE   12,758,425 0 0
SUPPORT COM INC COM 86858W101 120 139,798 SH   SOLE   139,798 0 0
SUPREME INDS INC CL A 868607102 293 33,122 SH   SOLE   33,122 0 0
SURGERY PARTNERS INC COM 86881A100 4,893 368,997 SH   SOLE   368,997 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 77,060 1,665,072 SH   SOLE   1,665,072 0 0
SURMODICS INC COM 868873100 15,307 831,444 SH   SOLE   831,444 0 0
SUSSEX BANCORP COM 869245100 8 633 SH   SOLE   633 0 0
SVB FINL GROUP COM 78486Q101 185,462 1,817,367 SH   SOLE   1,817,367 0 0
SWIFT TRANSN CO CL A 87074U101 39,451 2,117,597 SH   SOLE   2,117,597 0 0
SYKES ENTERPRISES INC COM 871237103 72,670 2,407,876 SH   SOLE   2,407,876 0 0
SYMANTEC CORP COM 871503108 216,271 11,766,638 SH   SOLE   11,766,638 0 0
SYMMETRY SURGICAL INC COM 87159G100 277 28,045 SH   SOLE   28,045 0 0
SYNACOR INC COM 871561106 105 75,050 SH   SOLE   75,050 0 0
SYNALLOY CP DEL COM 871565107 195 24,680 SH   SOLE   24,680 0 0
SYNAPTICS INC COM 87157D109 150,378 1,885,853 SH   SOLE   1,885,853 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 81,247 2,512,261 SH   SOLE   2,512,261 0 0
SYNCHRONY FINL COM 87165B103 360,036 12,562,324 SH   SOLE   12,562,324 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 15,742 5,703,801 SH   SOLE   5,703,801 0 0
SYNERGY RES CORP COM 87164P103 56,037 7,211,935 SH   SOLE   7,211,935 0 0
SYNGENTA AG SPONSORED ADR 87160A100 3,722 44,944 SH   SOLE   44,944 0 0
SYNNEX CORP COM 87162W100 127,744 1,379,669 SH   SOLE   1,379,669 0 0
SYNOPSYS INC COM 871607107 362,144 7,476,133 SH   SOLE   7,476,133 0 0
SYNOVUS FINL CORP COM NEW 87161C501 127,406 4,406,976 SH   SOLE   4,406,976 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 568 2,366,650 SH   SOLE   2,366,650 0 0
SYNTEL INC COM 87162H103 37,719 755,440 SH   SOLE   755,440 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 197 175,678 SH   SOLE   175,678 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 339 143,462 SH   SOLE   143,462 0 0
SYNUTRA INTL INC COM 87164C102 2,783 559,926 SH   SOLE   559,926 0 0
SYPRIS SOLUTIONS INC COM 871655106 3 3,253 SH   SOLE   3,253 0 0
SYSCO CORP COM 871829107 530,416 11,350,642 SH   SOLE   11,350,642 0 0
SYSOREX GLOBAL COM NEW 87184N203 3 5,448 SH   SOLE   5,448 0 0
SYSTEMAX INC COM 871851101 2,577 293,811 SH   SOLE   293,811 0 0
T MOBILE US INC COM 872590104 86,338 2,254,255 SH   SOLE   2,254,255 0 0
T MOBILE US INC CONV PFD SER A 872590203 101,948 1,540,002 SH   SOLE   1,540,002 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,712 275,057 SH   SOLE   275,057 0 0
TABLEAU SOFTWARE INC CL A 87336U105 25,845 563,436 SH   SOLE   563,436 0 0
TAHOE RES INC COM 873868103 15,149 1,510,362 SH   SOLE   1,510,362 0 0
TAILORED BRANDS INC COM 87403A107 55,626 3,107,570 SH   SOLE   3,107,570 0 0
TAITRON COMPONENTS INC CL A 874028103 1 679 SH   SOLE   679 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 28,994 1,106,650 SH   SOLE   1,106,650 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 204,080 5,417,561 SH   SOLE   5,417,561 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 178 100,000 PRN   SOLE   100,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 27,731 558,194 SH   SOLE   558,194 0 0
TAL INTL GROUP INC COM 874083108 11,882 769,552 SH   SOLE   769,552 0 0
TALEN ENERGY CORP COM 87422J105 32,127 3,569,631 SH   SOLE   3,569,631 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 221 11,963 SH   SOLE   11,963 0 0
TALMER BANCORP INC COM 87482X101 64,788 3,581,438 SH   SOLE   3,581,438 0 0
TANDEM DIABETES CARE INC COM 875372104 3,991 458,208 SH   SOLE   458,208 0 0
TANDY LEATHER FACTORY INC COM 87538X105 182 26,139 SH   SOLE   26,139 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 134,750 3,702,934 SH   SOLE   3,702,934 0 0
TANGOE INC COM 87582Y108 19,603 2,484,532 SH   SOLE   2,484,532 0 0
TARENA INTL INC ADR 876108101 26 2,360 SH   SOLE   2,360 0 0
TARGA RES CORP COM 87612G101 58,522 1,959,893 SH   SOLE   1,959,893 0 0
TARGET CORP COM 87612E106 657,703 7,993,478 SH   SOLE   7,993,478 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 7,972 55,651 SH   SOLE   55,651 0 0
TASER INTL INC COM 87651B104 72,341 3,685,224 SH   SOLE   3,685,224 0 0
TATA MTRS LTD SPONSORED ADR 876568502 6,183 212,841 SH   SOLE   212,841 0 0
TAUBMAN CTRS INC COM 876664103 166,526 2,337,857 SH   SOLE   2,337,857 0 0
TAYLOR DEVICES INC COM 877163105 9 581 SH   SOLE   581 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 24,755 1,753,203 SH   SOLE   1,753,203 0 0
TCF FINL CORP COM 872275102 72,184 5,887,788 SH   SOLE   5,887,788 0 0
TCP INTL HLDGS LTD COM H84689100 21 17,237 SH   SOLE   17,237 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 89,095 2,825,715 SH   SOLE   2,825,715 0 0
TE CONNECTIVITY LTD REG SHS H84989104 168,468 2,720,734 SH   SOLE   2,720,734 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 83,433 1,995,538 SH   SOLE   1,995,538 0 0
TEAM INC COM 878155100 22,761 749,217 SH   SOLE   749,217 0 0
TEARLAB CORP COM 878193101 49 77,691 SH   SOLE   77,691 0 0
TECH DATA CORP COM 878237106 133,747 1,742,179 SH   SOLE   1,742,179 0 0
TECHTARGET INC COM 87874R100 3,708 499,700 SH   SOLE   499,700 0 0
TECK RESOURCES LTD CL B 878742204 3,410 448,064 SH   SOLE   448,064 0 0
TECNOGLASS INC SHS G87264100 6 484 SH   SOLE   484 0 0
TECO ENERGY INC COM 872375100 176,970 6,428,274 SH   SOLE   6,428,274 0 0
TECOGEN INC NEW COM NEW 87876P201 3 793 SH   SOLE   793 0 0
TEEKAY CORPORATION COM Y8564W103 3,661 422,708 SH   SOLE   422,708 0 0
TEEKAY TANKERS LTD CL A Y8565N102 8,744 2,382,466 SH   SOLE   2,382,466 0 0
TEGNA INC COM 87901J105 78,767 3,357,488 SH   SOLE   3,357,488 0 0
TEJON RANCH CO COM 879080109 7,180 349,053 SH   SOLE   349,053 0 0
TEL INSTR ELECTRS CORP COM NEW 879165207 1 226 SH   SOLE   226 0 0
TELADOC INC COM 87918A105 2,165 225,474 SH   SOLE   225,474 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 7,316 408,953 SH   SOLE   408,953 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 158,692 1,800,452 SH   SOLE   1,800,452 0 0
TELEFLEX INC COM 879369106 236,976 1,509,308 SH   SOLE   1,509,308 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 191 75,000 PRN   SOLE   75,000 0 0
TELENAV INC COM 879455103 4,262 722,358 SH   SOLE   722,358 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 121,598 4,041,144 SH   SOLE   4,041,144 0 0
TELETECH HOLDINGS INC COM 879939106 28,428 1,024,063 SH   SOLE   1,024,063 0 0
TELIGENT INC NEW COM 87960W104 8,631 1,761,516 SH   SOLE   1,761,516 0 0
TEMPUR SEALY INTL INC COM 88023U101 128,417 2,112,476 SH   SOLE   2,112,476 0 0
TENARIS S A SPONSORED ADR 88031M109 17 671 SH   SOLE   671 0 0
TENAX THERAPEUTICS INC COM 88032L100 127 61,768 SH   SOLE   61,768 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 53,765 1,858,467 SH   SOLE   1,858,467 0 0
TENNANT CO COM 880345103 57,547 1,117,845 SH   SOLE   1,117,845 0 0
TENNECO INC COM 880349105 74,143 1,439,387 SH   SOLE   1,439,387 0 0
TERADATA CORP DEL COM 88076W103 60,107 2,290,675 SH   SOLE   2,290,675 0 0
TERADYNE INC COM 880770102 155,252 7,190,914 SH   SOLE   7,190,914 0 0
TEREX CORP NEW COM 880779103 88,710 3,565,516 SH   SOLE   3,565,516 0 0
TERRAFORM GLOBAL INC CL A 88104M101 2,686 1,128,472 SH   SOLE   1,128,472 0 0
TERRAFORM PWR INC CL A COM 88104R100 5,728 662,254 SH   SOLE   662,254 0 0
TERRENO RLTY CORP COM 88146M101 25,692 1,095,590 SH   SOLE   1,095,590 0 0
TERRITORIAL BANCORP INC COM 88145X108 5,964 228,851 SH   SOLE   228,851 0 0
TESARO INC COM 881569107 56,971 1,293,906 SH   SOLE   1,293,906 0 0
TESCO CORP COM 88157K101 23,445 2,722,976 SH   SOLE   2,722,976 0 0
TESLA MTRS INC COM 88160R101 123,713 538,423 SH   SOLE   538,423 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 184 100,000 PRN   SOLE   100,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 68 75,000 PRN   SOLE   75,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 343 400,000 PRN   SOLE   400,000 0 0
TESORO CORP COM 881609101 190,890 2,219,396 SH   SOLE   2,219,396 0 0
TESSCO TECHNOLOGIES INC COM 872386107 234 14,077 SH   SOLE   14,077 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 94,475 3,047,569 SH   SOLE   3,047,569 0 0
TETRA TECH INC NEW COM 88162G103 112,380 3,768,617 SH   SOLE   3,768,617 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 34,572 5,444,407 SH   SOLE   5,444,407 0 0
TETRALOGIC PHARMACEUTICALS C COM 88165U109 0 1,803 SH   SOLE   1,803 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 6,188 1,336,411 SH   SOLE   1,336,411 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 137 105,000 PRN   SOLE   105,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,505 28,127 SH   SOLE   28,127 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 112,266 2,925,129 SH   SOLE   2,925,129 0 0
TEXAS INSTRS INC COM 882508104 775,944 13,513,480 SH   SOLE   13,513,480 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 76 523 SH   SOLE   523 0 0
TEXAS ROADHOUSE INC COM 882681109 178,501 4,095,949 SH   SOLE   4,095,949 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 7,494 505,005 SH   SOLE   505,005 0 0
TEXTRON INC COM 883203101 170,086 4,664,995 SH   SOLE   4,664,995 0 0
TEXTURA CORP COM 883211104 9,524 511,194 SH   SOLE   511,194 0 0
TFS FINL CORP COM 87240R107 9,774 562,667 SH   SOLE   562,667 0 0
TG THERAPEUTICS INC COM 88322Q108 8,363 981,545 SH   SOLE   981,545 0 0
THE ADT CORPORATION COM 00101J106 111,443 2,700,997 SH   SOLE   2,700,997 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 8 2,582 SH   SOLE   2,582 0 0
THERAPEUTICSMD INC COM 88338N107 29,966 4,682,204 SH   SOLE   4,682,204 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 29,471 1,567,595 SH   SOLE   1,567,595 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 58 75,000 PRN   SOLE   75,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 768,235 5,425,770 SH   SOLE   5,425,770 0 0
THERMON GROUP HLDGS INC COM 88362T103 13,080 744,860 SH   SOLE   744,860 0 0
THESTREET INC COM 88368Q103 131 105,855 SH   SOLE   105,855 0 0
THIRD PT REINS LTD COM G8827U100 22,401 1,970,195 SH   SOLE   1,970,195 0 0
THOMSON REUTERS CORP COM 884903105 52,126 1,287,696 SH   SOLE   1,287,696 0 0
THOR INDS INC COM 885160101 97,893 1,535,093 SH   SOLE   1,535,093 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 741 1,610,250 SH   SOLE   1,610,250 0 0
TIDEWATER INC COM 886423102 21,550 3,155,148 SH   SOLE   3,155,148 0 0
TIER REIT INC COM NEW 88650V208 263 19,573 SH   SOLE   19,573 0 0
TIFFANY & CO NEW COM 886547108 127,815 1,741,823 SH   SOLE   1,741,823 0 0
TILE SHOP HLDGS INC COM 88677Q109 9,566 641,582 SH   SOLE   641,582 0 0
TILLYS INC CL A 886885102 2,026 302,797 SH   SOLE   302,797 0 0
TIMBERLAND BANCORP INC COM 887098101 13 1,065 SH   SOLE   1,065 0 0
TIME INC NEW COM 887228104 79,375 5,140,882 SH   SOLE   5,140,882 0 0
TIME WARNER CABLE INC COM 88732J207 673,255 3,290,272 SH   SOLE   3,290,272 0 0
TIME WARNER INC COM NEW 887317303 652,208 8,989,767 SH   SOLE   8,989,767 0 0
TIMKEN CO COM 887389104 77,803 2,323,158 SH   SOLE   2,323,158 0 0
TIMKENSTEEL CORP COM 887399103 22,047 2,422,780 SH   SOLE   2,422,780 0 0
TIPTREE FINL INC CL A 88822Q103 4,338 761,063 SH   SOLE   761,063 0 0
TITAN INTL INC ILL COM 88830M102 15,173 2,820,238 SH   SOLE   2,820,238 0 0
TITAN MACHY INC COM 88830R101 5,101 441,278 SH   SOLE   441,278 0 0
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 15 3,110 SH   SOLE   3,110 0 0
TIVO INC COM 888706108 23,662 2,488,083 SH   SOLE   2,488,083 0 0
TJX COS INC NEW COM 872540109 759,664 9,695,779 SH   SOLE   9,695,779 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 522 63,832 SH   SOLE   63,832 0 0
TOFUTTI BRANDS INC COM 88906B105 2 564 SH   SOLE   564 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 2,976 530,538 SH   SOLE   530,538 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 49 50,000 PRN   SOLE   50,000 0 0
TOLL BROTHERS INC COM 889478103 255,614 8,661,937 SH   SOLE   8,661,937 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 54,352 849,248 SH   SOLE   849,248 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 108 44,904 SH   SOLE   44,904 0 0
TOOTSIE ROLL INDS INC COM 890516107 31,394 898,515 SH   SOLE   898,515 0 0
TOPBUILD CORP COM 89055F103 82,098 2,760,517 SH   SOLE   2,760,517 0 0
TOR MINERALS INTL INC COM NEW 890878309 1 263 SH   SOLE   263 0 0
TORCHLIGHT ENERGY RES INC COM 89102U103 3 4,132 SH   SOLE   4,132 0 0
TORCHMARK CORP COM 891027104 103,953 1,919,365 SH   SOLE   1,919,365 0 0
TORO CO COM 891092108 159,850 1,856,132 SH   SOLE   1,856,132 0 0
TOTAL S A SPONSORED ADR 89151E109 322 7,100 SH   SOLE   7,100 0 0
TOTAL SYS SVCS INC COM 891906109 126,716 2,663,219 SH   SOLE   2,663,219 0 0
TOWER INTL INC COM 891826109 14,653 538,719 SH   SOLE   538,719 0 0
TOWERSTREAM CORP COM 892000100 18 153,812 SH   SOLE   153,812 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 157 54,644 SH   SOLE   54,644 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 22,174 1,155,516 SH   SOLE   1,155,516 0 0
TOWNSQUARE MEDIA INC CL A 892231101 2,011 179,437 SH   SOLE   179,437 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 72 10,369 SH   SOLE   10,369 0 0
TRACTOR SUPPLY CO COM 892356106 190,919 2,110,539 SH   SOLE   2,110,539 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 171 47,041 SH   SOLE   47,041 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 178 21,896 SH   SOLE   21,896 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 495 659,793 SH   SOLE   659,793 0 0
TRANSCANADA CORP COM 89353D107 20,778 528,562 SH   SOLE   528,562 0 0
TRANSCAT INC COM 893529107 228 22,469 SH   SOLE   22,469 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3 269 SH   SOLE   269 0 0
TRANSDIGM GROUP INC COM 893641100 129,450 587,502 SH   SOLE   587,502 0 0
TRANSENTERIX INC COM NEW 89366M201 5,072 1,193,469 SH   SOLE   1,193,469 0 0
TRANSGENOMIC INC COM NEW 89365K305 2 2,605 SH   SOLE   2,605 0 0
TRANSOCEAN LTD REG SHS H8817H100 30,461 3,332,717 SH   SOLE   3,332,717 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 49 5,585 SH   SOLE   5,585 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 1,937 331,737 SH   SOLE   331,737 0 0
TRANSUNION COM 89400J107 7,716 279,459 SH   SOLE   279,459 0 0
TRAVELCENTERS AMER LLC COM 894174101 22 3,313 SH   SOLE   3,313 0 0
TRAVELERS COMPANIES INC COM 89417E109 471,543 4,040,299 SH   SOLE   4,040,299 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 34,794 2,547,140 SH   SOLE   2,547,140 0 0
TRAVELZOO INC COM NEW 89421Q205 1,463 180,220 SH   SOLE   180,220 0 0
TRC COS INC COM 872625108 3,173 437,680 SH   SOLE   437,680 0 0
TRECORA RES COM 894648104 5,053 525,278 SH   SOLE   525,278 0 0
TREDEGAR CORP COM 894650100 24,572 1,563,097 SH   SOLE   1,563,097 0 0
TREEHOUSE FOODS INC COM 89469A104 236,279 2,723,677 SH   SOLE   2,723,677 0 0
TREMOR VIDEO INC COM 89484Q100 163 92,776 SH   SOLE   92,776 0 0
TREVENA INC COM 89532E109 12,273 1,484,010 SH   SOLE   1,484,010 0 0
TREX CO INC COM 89531P105 105,614 2,203,509 SH   SOLE   2,203,509 0 0
TRI POINTE GROUP INC COM 87265H109 128,289 10,890,430 SH   SOLE   10,890,430 0 0
TRIANGLE PETE CORP COM NEW 89600B201 644 1,186,976 SH   SOLE   1,186,976 0 0
TRIBUNE MEDIA CO CL A 896047503 28,302 737,999 SH   SOLE   737,999 0 0
TRIBUNE PUBG CO COM 896082104 5,168 669,457 SH   SOLE   669,457 0 0
TRICO BANCSHARES COM 896095106 14,654 578,743 SH   SOLE   578,743 0 0
TRIMAS CORP COM NEW 896215209 18,485 1,055,100 SH   SOLE   1,055,100 0 0
TRIMBLE NAVIGATION LTD COM 896239100 210,287 8,479,308 SH   SOLE   8,479,308 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 1,908 191,913 SH   SOLE   191,913 0 0
TRINET GROUP INC COM 896288107 14,106 983,017 SH   SOLE   983,017 0 0
TRINITY INDS INC COM 896522109 91,237 4,982,922 SH   SOLE   4,982,922 0 0
TRINSEO S A SHS L9340P101 10,386 282,153 SH   SOLE   282,153 0 0
TRIO TECH INTL COM NEW 896712205 1 311 SH   SOLE   311 0 0
TRIPADVISOR INC COM 896945201 115,572 1,737,931 SH   SOLE   1,737,931 0 0
TRIPLE-S MGMT CORP CL B 896749108 19,091 767,952 SH   SOLE   767,952 0 0
TRISTATE CAP HLDGS INC COM 89678F100 6,969 553,089 SH   SOLE   553,089 0 0
TRIUMPH BANCORP INC COM 89679E300 6,067 383,269 SH   SOLE   383,269 0 0
TRIUMPH GROUP INC NEW COM 896818101 60,367 1,917,622 SH   SOLE   1,917,622 0 0
TRONOX LTD SHS CL A Q9235V101 9,449 1,478,763 SH   SOLE   1,478,763 0 0
TROVAGENE INC COM NEW 897238309 3,606 775,463 SH   SOLE   775,463 0 0
TRUEBLUE INC COM 89785X101 67,507 2,581,539 SH   SOLE   2,581,539 0 0
TRUECAR INC COM 89785L107 6,550 1,171,731 SH   SOLE   1,171,731 0 0
TRUETT-HURST INC CL A 897871109 1 587 SH   SOLE   587 0 0
TRUPANION INC COM 898202106 4,180 424,317 SH   SOLE   424,317 0 0
TRUSTCO BK CORP N Y COM 898349105 36,124 5,961,099 SH   SOLE   5,961,099 0 0
TRUSTMARK CORP COM 898402102 149,247 6,480,566 SH   SOLE   6,480,566 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1 191 SH   SOLE   191 0 0
TTM TECHNOLOGIES INC COM 87305R109 26,073 3,920,718 SH   SOLE   3,920,718 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 45 50,000 PRN   SOLE   50,000 0 0
TUBEMOGUL INC COM 898570106 5,194 401,382 SH   SOLE   401,382 0 0
TUESDAY MORNING CORP COM NEW 899035505 23,560 2,880,245 SH   SOLE   2,880,245 0 0
TUMI HLDGS INC COM 89969Q104 93,895 3,500,918 SH   SOLE   3,500,918 0 0
TUPPERWARE BRANDS CORP COM 899896104 326,165 5,625,468 SH   SOLE   5,625,468 0 0
TURQUOISE HILL RES LTD COM 900435108 2,403 945,874 SH   SOLE   945,874 0 0
TURTLE BEACH CORP COM 900450107 30 26,444 SH   SOLE   26,444 0 0
TUTOR PERINI CORP COM 901109108 13,552 872,048 SH   SOLE   872,048 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 359,805 12,905,485 SH   SOLE   12,905,485 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 141,278 5,009,853 SH   SOLE   5,009,853 0 0
TWIN DISC INC COM 901476101 2,191 216,325 SH   SOLE   216,325 0 0
TWITTER INC COM 90184L102 91,266 5,514,575 SH   SOLE   5,514,575 0 0
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TYLER TECHNOLOGIES INC COM 902252105 220,419 1,713,854 SH   SOLE   1,713,854 0 0
TYSON FOODS INC CL A 902494103 305,038 4,576,021 SH   SOLE   4,576,021 0 0
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U S SILICA HLDGS INC COM 90346E103 93,635 4,121,270 SH   SOLE   4,121,270 0 0
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UGI CORP NEW COM 902681105 234,607 5,822,968 SH   SOLE   5,822,968 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 152,947 789,447 SH   SOLE   789,447 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 201,436 1,041,011 SH   SOLE   1,041,011 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,289 800,101 SH   SOLE   800,101 0 0
ULTRA PETROLEUM CORP COM 903914109 1,870 3,754,664 SH   SOLE   3,754,664 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 91,347 1,442,851 SH   SOLE   1,442,851 0 0
ULTRALIFE CORP COM 903899102 164 32,076 SH   SOLE   32,076 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 17,339 899,342 SH   SOLE   899,342 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 136 502,760 SH   SOLE   502,760 0 0
ULTRATECH INC COM 904034105 38,316 1,754,385 SH   SOLE   1,754,385 0 0
UMB FINL CORP COM 902788108 138,223 2,677,182 SH   SOLE   2,677,182 0 0
UMH PPTYS INC COM 903002103 6,357 640,816 SH   SOLE   640,816 0 0
UMPQUA HLDGS CORP COM 904214103 171,794 10,831,876 SH   SOLE   10,831,876 0 0
UNDER ARMOUR INC CL A 904311107 237,110 2,795,124 SH   SOLE   2,795,124 0 0
UNI PIXEL INC COM NEW 904572203 31 34,125 SH   SOLE   34,125 0 0
UNICO AMERN CORP COM 904607108 5 498 SH   SOLE   498 0 0
UNIFI INC COM NEW 904677200 22,265 971,858 SH   SOLE   971,858 0 0
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UNILIFE CORP NEW COM 90478E103 2,430 3,574,190 SH   SOLE   3,574,190 0 0
UNION BANKSHARES CORP NEW COM 90539J109 25,712 1,043,945 SH   SOLE   1,043,945 0 0
UNION BANKSHARES INC COM 905400107 20 687 SH   SOLE   687 0 0
UNION PAC CORP COM 907818108 798,319 10,035,431 SH   SOLE   10,035,431 0 0
UNIQUE FABRICATING INC COM 90915J103 7 593 SH   SOLE   593 0 0
UNIQURE NV SHS N90064101 3,494 294,118 SH   SOLE   294,118 0 0
UNISYS CORP COM NEW 909214306 9,057 1,176,292 SH   SOLE   1,176,292 0 0
UNIT CORP COM 909218109 29,976 3,402,546 SH   SOLE   3,402,546 0 0
UNITED BANCORP INC OHIO COM 909911109 8 860 SH   SOLE   860 0 0
UNITED BANCSHARES INC OHIO COM 909458101 10 558 SH   SOLE   558 0 0
UNITED BANKSHARES INC WEST V COM 909907107 260,674 7,102,834 SH   SOLE   7,102,834 0 0
UNITED CMNTY BANCORP IND COM 90984R101 9 690 SH   SOLE   690 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 66,284 3,588,742 SH   SOLE   3,588,742 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 7,423 1,264,640 SH   SOLE   1,264,640 0 0
UNITED CONTL HLDGS INC COM 910047109 346,991 5,796,702 SH   SOLE   5,796,702 0 0
UNITED DEV FDG IV COM 910187103 2,404 751,201 SH   SOLE   751,201 0 0
UNITED FINL BANCORP INC NEW COM 910304104 15,879 1,261,248 SH   SOLE   1,261,248 0 0
UNITED FIRE GROUP INC COM 910340108 56,637 1,292,497 SH   SOLE   1,292,497 0 0
UNITED GUARDIAN INC COM 910571108 200 9,676 SH   SOLE   9,676 0 0
UNITED INS HLDGS CORP COM 910710102 21,998 1,145,137 SH   SOLE   1,145,137 0 0
UNITED NAT FOODS INC COM 911163103 97,379 2,416,347 SH   SOLE   2,416,347 0 0
UNITED ONLINE INC COM NEW 911268209 4,323 374,571 SH   SOLE   374,571 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,119,870 10,617,904 SH   SOLE   10,617,904 0 0
UNITED RENTALS INC COM 911363109 87,646 1,409,321 SH   SOLE   1,409,321 0 0
UNITED SEC BANCSHARES INC SHS 911459105 181 22,294 SH   SOLE   22,294 0 0
UNITED SECURITY BANCSHARES C COM 911460103 164 33,176 SH   SOLE   33,176 0 0
UNITED STATES ANTIMONY CORP COM 911549103 42 185,981 SH   SOLE   185,981 0 0
UNITED STATES CELLULAR CORP COM 911684108 28,561 625,099 SH   SOLE   625,099 0 0
UNITED STATES LIME & MINERAL COM 911922102 3,049 50,804 SH   SOLE   50,804 0 0
UNITED STATES STL CORP NEW COM 912909108 79,122 4,929,696 SH   SOLE   4,929,696 0 0
UNITED TECHNOLOGIES CORP COM 913017109 938,527 9,375,891 SH   SOLE   9,375,891 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 240,571 2,158,943 SH   SOLE   2,158,943 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,767,604 13,712,983 SH   SOLE   13,712,983 0 0
UNITIL CORP COM 913259107 15,297 360,017 SH   SOLE   360,017 0 0
UNITY BANCORP INC COM 913290102 53 4,644 SH   SOLE   4,644 0 0
UNIVAR INC COM 91336L107 16,440 956,954 SH   SOLE   956,954 0 0
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UNIVERSAL CORP VA COM 913456109 81,795 1,439,806 SH   SOLE   1,439,806 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 52,626 972,754 SH   SOLE   972,754 0 0
UNIVERSAL ELECTRS INC COM 913483103 57,904 934,081 SH   SOLE   934,081 0 0
UNIVERSAL FST PRODS INC COM 913543104 121,646 1,417,457 SH   SOLE   1,417,457 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 37,856 673,004 SH   SOLE   673,004 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 204,140 1,636,789 SH   SOLE   1,636,789 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 36,199 2,033,672 SH   SOLE   2,033,672 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 2 501 SH   SOLE   501 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 178 17,474 SH   SOLE   17,474 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 5,935 1,377,119 SH   SOLE   1,377,119 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 3,379 205,135 SH   SOLE   205,135 0 0
UNIVEST CORP PA COM 915271100 9,790 501,807 SH   SOLE   501,807 0 0
UNUM GROUP COM 91529Y106 113,181 3,660,449 SH   SOLE   3,660,449 0 0
UNWIRED PLANET INC NEW COM NEW 91531F202 15 1,543 SH   SOLE   1,543 0 0
UPLAND SOFTWARE INC COM 91544A109 26 3,761 SH   SOLE   3,761 0 0
UQM TECHNOLOGIES INC COM 903213106 4 7,249 SH   SOLE   7,249 0 0
URANIUM ENERGY CORP COM 916896103 2,129 2,845,931 SH   SOLE   2,845,931 0 0
URANIUM RES INC COM 916901705 1 456 SH   SOLE   456 0 0
URBAN EDGE PPTYS COM 91704F104 126,860 4,909,445 SH   SOLE   4,909,445 0 0
URBAN OUTFITTERS INC COM 917047102 42,427 1,282,159 SH   SOLE   1,282,159 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 32,036 1,529,176 SH   SOLE   1,529,176 0 0
US BANCORP DEL COM NEW 902973304 867,932 21,382,903 SH   SOLE   21,382,903 0 0
US ECOLOGY INC COM 91732J102 58,940 1,334,686 SH   SOLE   1,334,686 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 386 88,598 SH   SOLE   88,598 0 0
USA TRUCK INC COM 902925106 4,410 234,091 SH   SOLE   234,091 0 0
USANA HEALTH SCIENCES INC COM 90328M107 15,813 130,233 SH   SOLE   130,233 0 0
USMD HLDGS INC COM 903313104 3 268 SH   SOLE   268 0 0
UTAH MED PRODS INC COM 917488108 6,192 99,005 SH   SOLE   99,005 0 0
V F CORP COM 918204108 304,253 4,698,169 SH   SOLE   4,698,169 0 0
VAALCO ENERGY INC COM NEW 91851C201 121 128,458 SH   SOLE   128,458 0 0
VAIL RESORTS INC COM 91879Q109 118,299 884,810 SH   SOLE   884,810 0 0
VALE S A ADR 91912E105 13,382 3,178,649 SH   SOLE   3,178,649 0 0
VALE S A ADR REPSTG PFD 91912E204 13,329 4,272,039 SH   SOLE   4,272,039 0 0
VALERO ENERGY CORP NEW COM 91913Y100 460,546 7,180,317 SH   SOLE   7,180,317 0 0
VALHI INC NEW COM 918905100 514 435,219 SH   SOLE   435,219 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 38,167 808,801 SH   SOLE   808,801 0 0
VALLEY NATL BANCORP COM 919794107 141,985 14,883,092 SH   SOLE   14,883,092 0 0
VALMONT INDS INC COM 920253101 93,004 751,001 SH   SOLE   751,001 0 0
VALSPAR CORP COM 920355104 268,285 2,506,871 SH   SOLE   2,506,871 0 0
VALUE LINE INC COM 920437100 3 194 SH   SOLE   194 0 0
VANDA PHARMACEUTICALS INC COM 921659108 13,728 1,642,070 SH   SOLE   1,642,070 0 0
VANTIV INC CL A 92210H105 88,794 1,647,988 SH   SOLE   1,647,988 0 0
VARIAN MED SYS INC COM 92220P105 226,138 2,826,016 SH   SOLE   2,826,016 0 0
VARONIS SYS INC COM 922280102 4,213 230,844 SH   SOLE   230,844 0 0
VASCO DATA SEC INTL INC COM 92230Y104 28,647 1,860,193 SH   SOLE   1,860,193 0 0
VASCULAR SOLUTIONS INC COM 92231M109 38,122 1,171,917 SH   SOLE   1,171,917 0 0
VBI VACCINES INC COM 91790E102 6 2,486 SH   SOLE   2,486 0 0
VCA INC COM 918194101 160,379 2,780,022 SH   SOLE   2,780,022 0 0
VECTOR GROUP LTD COM 92240M108 47,173 2,065,385 SH   SOLE   2,065,385 0 0
VECTREN CORP COM 92240G101 144,459 2,857,174 SH   SOLE   2,857,174 0 0
VECTRUS INC COM 92242T101 6,297 276,785 SH   SOLE   276,785 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 3,290 598,136 SH   SOLE   598,136 0 0
VEECO INSTRS INC DEL COM 922417100 49,089 2,519,968 SH   SOLE   2,519,968 0 0
VEEVA SYS INC CL A COM 922475108 15,612 623,488 SH   SOLE   623,488 0 0
VENAXIS INC COM NEW 92262A206 3 1,256 SH   SOLE   1,256 0 0
VENTAS INC COM 92276F100 699,924 11,116,958 SH   SOLE   11,116,958 0 0
VERA BRADLEY INC COM 92335C106 27,445 1,349,293 SH   SOLE   1,349,293 0 0
VERACYTE INC COM 92337F107 1,916 354,852 SH   SOLE   354,852 0 0
VERASTEM INC COM 92337C104 1,268 802,255 SH   SOLE   802,255 0 0
VEREIT INC COM 92339V100 114,612 12,921,364 SH   SOLE   12,921,364 0 0
VERICEL CORP COM 92346J108 327 55,762 SH   SOLE   55,762 0 0
VERIFONE SYS INC COM 92342Y109 103,036 3,648,591 SH   SOLE   3,648,591 0 0
VERINT SYS INC COM 92343X100 57,794 1,731,408 SH   SOLE   1,731,408 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 66 75,000 PRN   SOLE   75,000 0 0
VERISIGN INC COM 92343E102 144,073 1,627,212 SH   SOLE   1,627,212 0 0
VERISK ANALYTICS INC COM 92345Y106 194,754 2,436,864 SH   SOLE   2,436,864 0 0
VERITEX HLDGS INC COM 923451108 325 22,341 SH   SOLE   22,341 0 0
VERITIV CORP COM 923454102 19,011 510,216 SH   SOLE   510,216 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,094,165 57,214,581 SH   SOLE   57,214,581 0 0
VERMILION ENERGY INC COM 923725105 11 361 SH   SOLE   361 0 0
VERMILLION INC COM NEW 92407M206 89 60,769 SH   SOLE   60,769 0 0
VERSAR INC COM 925297103 86 35,410 SH   SOLE   35,410 0 0
VERSARTIS INC COM 92529L102 7,599 947,496 SH   SOLE   947,496 0 0
VERTEX ENERGY INC COM 92534K107 101 51,723 SH   SOLE   51,723 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 465,210 5,852,428 SH   SOLE   5,852,428 0 0
VIACOM INC NEW CL A 92553P102 2,228 49,177 SH   SOLE   49,177 0 0
VIACOM INC NEW CL B 92553P201 155,096 3,757,181 SH   SOLE   3,757,181 0 0
VIAD CORP COM NEW 92552R406 37,949 1,301,395 SH   SOLE   1,301,395 0 0
VIASAT INC COM 92552V100 207,152 2,819,166 SH   SOLE   2,819,166 0 0
VIAVI SOLUTIONS INC COM 925550105 79,931 11,651,727 SH   SOLE   11,651,727 0 0
VICAL INC COM 925602104 7 17,709 SH   SOLE   17,709 0 0
VICON INDS INC COM 925811101 1 980 SH   SOLE   980 0 0
VICOR CORP COM 925815102 11,107 1,059,870 SH   SOLE   1,059,870 0 0
VIKING THERAPEUTICS INC COM 92686J106 1 582 SH   SOLE   582 0 0
VILLAGE BK & TR FINANCIAL CO COM NEW 92705T200 2 113 SH   SOLE   113 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 4,361 180,522 SH   SOLE   180,522 0 0
VINCE HLDG CORP COM 92719W108 2,483 392,268 SH   SOLE   392,268 0 0
VIOLIN MEMORY INC COM 92763A101 1,197 2,291,795 SH   SOLE   2,291,795 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 34,062 2,644,604 SH   SOLE   2,644,604 0 0
VIRCO MFG CO COM 927651109 4 1,343 SH   SOLE   1,343 0 0
VIRGIN AMER INC COM VTG 92765X208 23,456 608,293 SH   SOLE   608,293 0 0
VIRNETX HLDG CORP COM 92823T108 5,392 1,174,806 SH   SOLE   1,174,806 0 0
VIRTU FINL INC CL A 928254101 9,977 451,252 SH   SOLE   451,252 0 0
VIRTUALSCOPICS INC COM NEW 928269208 1 318 SH   SOLE   318 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 31,559 404,028 SH   SOLE   404,028 0 0
VIRTUSA CORP COM 92827P102 65,148 1,739,143 SH   SOLE   1,739,143 0 0
VISA INC COM CL A 92826C839 2,010,682 26,290,300 SH   SOLE   26,290,300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 79,439 6,506,093 SH   SOLE   6,506,093 0 0
VISHAY PRECISION GROUP INC COM 92835K103 4,498 321,072 SH   SOLE   321,072 0 0
VISTA OUTDOOR INC COM 928377100 109,918 2,117,470 SH   SOLE   2,117,470 0 0
VISTEON CORP COM NEW 92839U206 29,343 368,671 SH   SOLE   368,671 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 4,181 630,686 SH   SOLE   630,686 0 0
VITAL THERAPIES INC COM 92847R104 8,573 945,191 SH   SOLE   945,191 0 0
VITAMIN SHOPPE INC COM 92849E101 50,091 1,617,911 SH   SOLE   1,617,911 0 0
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VIVUS INC COM 928551100 3,762 2,686,912 SH   SOLE   2,686,912 0 0
VMWARE INC CL A COM 928563402 40,122 767,001 SH   SOLE   767,001 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 8,519 668,177 SH   SOLE   668,177 0 0
VOLITIONRX LTD COM 928661107 8 2,157 SH   SOLE   2,157 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 1,840 244,416 SH   SOLE   244,416 0 0
VOLTARI CORP COM NEW 92870X309 49 12,373 SH   SOLE   12,373 0 0
VONAGE HLDGS CORP COM 92886T201 37,103 8,118,854 SH   SOLE   8,118,854 0 0
VORNADO RLTY TR SH BEN INT 929042109 498,931 5,283,612 SH   SOLE   5,283,612 0 0
VOXX INTL CORP CL A 91829F104 5,764 1,289,474 SH   SOLE   1,289,474 0 0
VOYA FINL INC COM 929089100 61,486 2,065,354 SH   SOLE   2,065,354 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 1,279 146,528 SH   SOLE   146,528 0 0
VRINGO INC COM NEW 92911N302 4 2,361 SH   SOLE   2,361 0 0
VSE CORP COM 918284100 7,282 107,260 SH   SOLE   107,260 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 663 35,858 SH   SOLE   35,858 0 0
VTV THERAPEUTICS INC CL A 918385105 824 159,682 SH   SOLE   159,682 0 0
VULCAN MATLS CO COM 929160109 228,669 2,166,044 SH   SOLE   2,166,044 0 0
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VWR CORP COM 91843L103 7,552 279,079 SH   SOLE   279,079 0 0
W & T OFFSHORE INC COM 92922P106 1,953 891,736 SH   SOLE   891,736 0 0
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WABASH NATL CORP COM 929566107 21,268 1,611,214 SH   SOLE   1,611,214 0 0
WABCO HLDGS INC COM 92927K102 53,292 498,431 SH   SOLE   498,431 0 0
WABTEC CORP COM 929740108 246,316 3,106,524 SH   SOLE   3,106,524 0 0
WADDELL & REED FINL INC CL A 930059100 205,892 8,746,488 SH   SOLE   8,746,488 0 0
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WAGEWORKS INC COM 930427109 113,618 2,244,975 SH   SOLE   2,244,975 0 0
WAL-MART STORES INC COM 931142103 1,302,135 19,012,040 SH   SOLE   19,012,040 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 842,171 9,997,278 SH   SOLE   9,997,278 0 0
WALKER & DUNLOP INC COM 93148P102 41,375 1,704,800 SH   SOLE   1,704,800 0 0
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WATERSTONE FINL INC MD COM 94188P101 9,471 692,330 SH   SOLE   692,330 0 0
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WAYNE SVGS BANCSHARES INC NE COM 94624Q101 7 561 SH   SOLE   561 0 0
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WD-40 CO COM 929236107 92,269 854,266 SH   SOLE   854,266 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 83,209 10,695,279 SH   SOLE   10,695,279 0 0
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WEBMD HEALTH CORP COM 94770V102 57,113 911,904 SH   SOLE   911,904 0 0
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WEBSTER FINL CORP CONN COM 947890109 164,017 4,568,727 SH   SOLE   4,568,727 0 0
WEC ENERGY GROUP INC COM 92939U106 559,015 9,306,065 SH   SOLE   9,306,065 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 10,432 717,973 SH   SOLE   717,973 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 208,445 5,555,575 SH   SOLE   5,555,575 0 0
WEIS MKTS INC COM 948849104 11,558 256,508 SH   SOLE   256,508 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 211,858 2,284,184 SH   SOLE   2,284,184 0 0
WELLESLEY BANCORP INC COM 949485106 5 267 SH   SOLE   267 0 0
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WELLS FARGO & CO NEW COM 949746101 2,804,161 57,985,130 SH   SOLE   57,985,130 0 0
WELLTOWER INC COM 95040Q104 847,636 12,224,350 SH   SOLE   12,224,350 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 80,559 1,297,254 SH   SOLE   1,297,254 0 0
WENDYS CO COM 95058W100 80,333 7,376,760 SH   SOLE   7,376,760 0 0
WERNER ENTERPRISES INC COM 950755108 57,868 2,130,648 SH   SOLE   2,130,648 0 0
WESBANCO INC COM 950810101 27,351 920,614 SH   SOLE   920,614 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 30,579 2,125,042 SH   SOLE   2,125,042 0 0
WESCO INTL INC COM 95082P105 22,728 415,722 SH   SOLE   415,722 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 96 50,000 PRN   SOLE   50,000 0 0
WEST BANCORPORATION INC CAP STK 95123P106 7,518 412,396 SH   SOLE   412,396 0 0
WEST CORP COM 952355204 28,590 1,252,865 SH   SOLE   1,252,865 0 0
WEST MARINE INC COM 954235107 4,136 455,039 SH   SOLE   455,039 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 246,127 3,550,595 SH   SOLE   3,550,595 0 0
WESTAMERICA BANCORPORATION COM 957090103 76,900 1,578,732 SH   SOLE   1,578,732 0 0
WESTAR ENERGY INC COM 95709T100 246,716 4,973,120 SH   SOLE   4,973,120 0 0
WESTBURY BANCORP INC COM 95727P106 334 17,597 SH   SOLE   17,597 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 147 125,387 SH   SOLE   125,387 0 0
WESTERN ALLIANCE BANCORP COM 957638109 70,025 2,097,808 SH   SOLE   2,097,808 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 17,017 1,693,258 SH   SOLE   1,693,258 0 0
WESTERN DIGITAL CORP COM 958102105 174,614 3,696,308 SH   SOLE   3,696,308 0 0
WESTERN REFNG INC COM 959319104 100,854 3,466,963 SH   SOLE   3,466,963 0 0
WESTERN UN CO COM 959802109 169,527 8,788,337 SH   SOLE   8,788,337 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 394 46,717 SH   SOLE   46,717 0 0
WESTLAKE CHEM CORP COM 960413102 18,563 400,919 SH   SOLE   400,919 0 0
WESTMORELAND COAL CO COM 960878106 3,296 457,176 SH   SOLE   457,176 0 0
WESTROCK CO COM 96145D105 293,355 7,516,136 SH   SOLE   7,516,136 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 11,700 199,495 SH   SOLE   199,495 0 0
WEX INC COM 96208T104 108,032 1,295,968 SH   SOLE   1,295,968 0 0
WEYCO GROUP INC COM 962149100 4,528 170,083 SH   SOLE   170,083 0 0
WEYERHAEUSER CO COM 962166104 517,902 16,717,290 SH   SOLE   16,717,290 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 63,727 1,246,614 SH   SOLE   1,246,614 0 0
WGL HLDGS INC COM 92924F106 180,736 2,497,384 SH   SOLE   2,497,384 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 4 3,110 SH   SOLE   3,110 0 0
WHIRLPOOL CORP COM 963320106 218,471 1,211,437 SH   SOLE   1,211,437 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 41,588 51,816 SH   SOLE   51,816 0 0
WHITESTONE REIT COM 966084204 8,608 684,842 SH   SOLE   684,842 0 0
WHITEWAVE FOODS CO COM 966244105 243,983 6,003,521 SH   SOLE   6,003,521 0 0
WHITING PETE CORP NEW COM 966387102 18,319 2,295,596 SH   SOLE   2,295,596 0 0
WHOLE FOODS MKT INC COM 966837106 156,514 5,030,987 SH   SOLE   5,030,987 0 0
WIDEPOINT CORP COM 967590100 116 193,820 SH   SOLE   193,820 0 0
WILEY JOHN & SONS INC CL A 968223206 77,369 1,582,507 SH   SOLE   1,582,507 0 0
WILHELMINA INTL INC COM NEW 968235200 2 303 SH   SOLE   303 0 0
WILLAMETTE VY VINEYARD INC COM 969136100 5 673 SH   SOLE   673 0 0
WILLBROS GROUP INC DEL COM 969203108 194 91,083 SH   SOLE   91,083 0 0
WILLDAN GROUP INC COM 96924N100 178 18,461 SH   SOLE   18,461 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 1,221 136,925 SH   SOLE   136,925 0 0
WILLIAMS COS INC DEL COM 969457100 154,437 9,610,262 SH   SOLE   9,610,262 0 0
WILLIAMS SONOMA INC COM 969904101 155,184 2,834,937 SH   SOLE   2,834,937 0 0
WILLIS LEASE FINANCE CORP COM 970646105 344 15,925 SH   SOLE   15,925 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 139,264 1,173,639 SH   SOLE   1,173,639 0 0
WILSHIRE BANCORP INC COM 97186T108 46,371 4,502,038 SH   SOLE   4,502,038 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 32,966 4,292,404 SH   SOLE   4,292,404 0 0
WINGSTOP INC COM 974155103 3,619 159,577 SH   SOLE   159,577 0 0
WINMARK CORP COM 974250102 5,706 58,232 SH   SOLE   58,232 0 0
WINNEBAGO INDS INC COM 974637100 38,872 1,731,470 SH   SOLE   1,731,470 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 103 7,842 SH   SOLE   7,842 0 0
WINTRUST FINL CORP COM 97650W108 137,760 3,106,906 SH   SOLE   3,106,906 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 21,857 1,737,412 SH   SOLE   1,737,412 0 0
WIRELESS TELECOM GROUP INC COM 976524108 4 2,945 SH   SOLE   2,945 0 0
WISDOMTREE INVTS INC COM 97717P104 64,625 5,653,949 SH   SOLE   5,653,949 0 0
WIX COM LTD SHS M98068105 9,907 488,729 SH   SOLE   488,729 0 0
WMIH CORP COM 92936P100 40 17,180 SH   SOLE   17,180 0 0
WOLVERINE BANCORP INC COM 977880103 7 283 SH   SOLE   283 0 0
WOLVERINE WORLD WIDE INC COM 978097103 119,137 6,467,816 SH   SOLE   6,467,816 0 0
WOODWARD INC COM 980745103 147,887 2,842,896 SH   SOLE   2,842,896 0 0
WORKDAY INC CL A 98138H101 93,083 1,211,388 SH   SOLE   1,211,388 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 113 100,000 PRN   SOLE   100,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 27 2,916 SH   SOLE   2,916 0 0
WORKIVA INC COM CL A 98139A105 2,214 190,062 SH   SOLE   190,062 0 0
WORLD ACCEP CORP DEL COM 981419104 18,945 499,609 SH   SOLE   499,609 0 0
WORLD FUEL SVCS CORP COM 981475106 122,397 2,519,493 SH   SOLE   2,519,493 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 35,508 2,010,653 SH   SOLE   2,010,653 0 0
WORTHINGTON INDS INC COM 981811102 80,469 2,257,840 SH   SOLE   2,257,840 0 0
WOWO LTD SPONSORED ADR 98212L101 11 2,650 SH   SOLE   2,650 0 0
WP GLIMCHER IN COM 92939N102 68,253 7,192,053 SH   SOLE   7,192,053 0 0
WPX ENERGY INC COM 98212B103 58,411 8,356,339 SH   SOLE   8,356,339 0 0
WPX ENERGY INC PFD SER A CV 98212B202 22,879 622,393 SH   SOLE   622,393 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 89 100,000 PRN   SOLE   100,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 39,794 2,397,221 SH   SOLE   2,397,221 0 0
WSFS FINL CORP COM 929328102 25,331 778,923 SH   SOLE   778,923 0 0
WSI INDS INC COM 92932Q102 3 828 SH   SOLE   828 0 0
WVS FINL CORP COM 929358109 3 222 SH   SOLE   222 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 131,289 1,717,773 SH   SOLE   1,717,773 0 0
WYNN RESORTS LTD COM 983134107 113,538 1,215,222 SH   SOLE   1,215,222 0 0
XACTLY CORP COM 98386L101 1,372 200,223 SH   SOLE   200,223 0 0
XBIOTECH INC COM 98400H102 4,897 518,229 SH   SOLE   518,229 0 0
XCEL BRANDS INC COM NEW 98400M101 2 315 SH   SOLE   315 0 0
XCEL ENERGY INC COM 98389B100 617,025 14,754,299 SH   SOLE   14,754,299 0 0
XCERRA CORP COM 98400J108 8,992 1,379,114 SH   SOLE   1,379,114 0 0
XENCOR INC COM 98401F105 16,929 1,261,488 SH   SOLE   1,261,488 0 0
XENIA HOTELS & RESORTS INC COM 984017103 50,535 3,235,293 SH   SOLE   3,235,293 0 0
XENITH BANKSHARES INC COM 98410X105 13 1,689 SH   SOLE   1,689 0 0
XENOPORT INC COM 98411C100 10,595 2,349,213 SH   SOLE   2,349,213 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,479 283,292 SH   SOLE   283,292 0 0
XEROX CORP COM 984121103 171,346 15,353,613 SH   SOLE   15,353,613 0 0
XILINX INC COM 983919101 211,680 4,462,999 SH   SOLE   4,462,999 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 164 100,000 PRN   SOLE   100,000 0 0
XL GROUP PLC SHS G98290102 171,574 4,662,328 SH   SOLE   4,662,328 0 0
XO GROUP INC COM 983772104 25,525 1,590,322 SH   SOLE   1,590,322 0 0
XOMA CORP DEL COM 98419J107 1,849 2,392,612 SH   SOLE   2,392,612 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 6 1,709 SH   SOLE   1,709 0 0
XPO LOGISTICS INC COM 983793100 53,640 1,747,222 SH   SOLE   1,747,222 0 0
XTERA COMMUNICATIONS INC COM 98415E300 45 15,677 SH   SOLE   15,677 0 0
XURA INC COM 98420V107 11,530 586,172 SH   SOLE   586,172 0 0
XYLEM INC COM 98419M100 114,793 2,806,684 SH   SOLE   2,806,684 0 0
YADKIN FINL CORP COM 984305102 25,940 1,095,895 SH   SOLE   1,095,895 0 0
YAHOO INC COM 984332106 371,160 10,083,121 SH   SOLE   10,083,121 0 0
YAHOO INC NOTE 12/0 984332AF3 272 275,000 PRN   SOLE   275,000 0 0
YAMANA GOLD INC COM 98462Y100 2,748 903,962 SH   SOLE   903,962 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 88 100,000 PRN   SOLE   100,000 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 2 464 SH   SOLE   464 0 0
YELP INC CL A 985817105 9,895 497,723 SH   SOLE   497,723 0 0
YORK WTR CO COM 987184108 10,064 329,765 SH   SOLE   329,765 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 68 36,504 SH   SOLE   36,504 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 21,911 797,040 SH   SOLE   797,040 0 0
YOUR CMNTY BANKSHARES INC COM 98779U106 26 831 SH   SOLE   831 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 14,905 833,631 SH   SOLE   833,631 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 7,689 824,990 SH   SOLE   824,990 0 0
YUM BRANDS INC COM 988498101 382,377 4,671,674 SH   SOLE   4,671,674 0 0
YUMA ENERGY INC COM 98872E108 1 4,760 SH   SOLE   4,760 0 0
YUME INC COM 98872B104 220 58,953 SH   SOLE   58,953 0 0
YY INC ADS REPCOM CLA 98426T106 15,124 245,566 SH   SOLE   245,566 0 0
ZAFGEN INC COM 98885E103 5,250 785,896 SH   SOLE   785,896 0 0
ZAGG INC COM 98884U108 6,389 709,097 SH   SOLE   709,097 0 0
ZAIS FINL CORP COM 98886K108 1,584 106,195 SH   SOLE   106,195 0 0
ZAIS GROUP HLDGS INC COM 98887G106 424 87,206 SH   SOLE   87,206 0 0
ZAYO GROUP HLDGS INC COM 98919V105 28,560 1,178,231 SH   SOLE   1,178,231 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 122,970 1,782,181 SH   SOLE   1,782,181 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 56,983 2,098,036 SH   SOLE   2,098,036 0 0
ZENDESK INC COM 98936J101 30,736 1,468,497 SH   SOLE   1,468,497 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 108 67,808 SH   SOLE   67,808 0 0
ZILLOW GROUP INC CL A 98954M101 10,601 414,928 SH   SOLE   414,928 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 21,601 910,286 SH   SOLE   910,286 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 337,666 3,166,705 SH   SOLE   3,166,705 0 0
ZION OIL & GAS INC COM 989696109 206 117,272 SH   SOLE   117,272 0 0
ZIONS BANCORPORATION COM 989701107 79,490 3,283,352 SH   SOLE   3,283,352 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 20,601 2,776,467 SH   SOLE   2,776,467 0 0
ZIX CORP COM 98974P100 5,863 1,491,824 SH   SOLE   1,491,824 0 0
ZOES KITCHEN INC COM 98979J109 19,458 499,057 SH   SOLE   499,057 0 0
ZOETIS INC CL A 98978V103 366,351 8,264,178 SH   SOLE   8,264,178 0 0
ZOGENIX INC COM NEW 98978L204 8,851 957,906 SH   SOLE   957,906 0 0
ZOSANO PHARMA CORP COM 98979H103 3 1,502 SH   SOLE   1,502 0 0
ZUMIEZ INC COM 989817101 25,034 1,256,704 SH   SOLE   1,256,704 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 851 90,105 SH   SOLE   90,105 0 0
ZYNGA INC CL A 98986T108 17,711 7,767,885 SH   SOLE   7,767,885 0 0