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 6,572 728,573 SH   SOLE   728,573 0 0
1347 PPTY INS HLDGS INC COM 68244P107 70 10,902 SH   SOLE   10,902 0 0
1ST CENTURY BANCSHARES INC COM 31943X102 251 22,335 SH   SOLE   22,335 0 0
1ST CONSTITUTION BANCORP COM 31986N102 13 1,088 SH   SOLE   1,088 0 0
1ST SOURCE CORP COM 336901103 11,965 369,392 SH   SOLE   369,392 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 2,540 248,773 SH   SOLE   248,773 0 0
22ND CENTY GROUP INC COM 90137F103 8 10,037 SH   SOLE   10,037 0 0
2U INC COM 90214J101 25,700 873,863 SH   SOLE   873,863 0 0
3-D SYS CORP DEL COM NEW 88554D205 78,109 5,705,547 SH   SOLE   5,705,547 0 0
3M CO COM 88579Y101 1,401,758 8,004,556 SH   SOLE   8,004,556 0 0
500 COM LTD SPON ADR REP A 33829R100 1,460 87,830 SH   SOLE   87,830 0 0
51JOB INC SP ADR REP COM 316827104 2,346 80,038 SH   SOLE   80,038 0 0
58 COM INC SPON ADR REP A 31680Q104 42,241 920,483 SH   SOLE   920,483 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 99 6,254 SH   SOLE   6,254 0 0
8X8 INC NEW COM 282914100 113,574 7,773,691 SH   SOLE   7,773,691 0 0
A H BELO CORP COM CL A 001282102 246 49,112 SH   SOLE   49,112 0 0
A MARK PRECIOUS METALS INC COM 00181T107 179 11,093 SH   SOLE   11,093 0 0
A10 NETWORKS INC COM 002121101 7,443 1,150,356 SH   SOLE   1,150,356 0 0
AAC HLDGS INC COM 000307108 5,890 258,127 SH   SOLE   258,127 0 0
AAON INC COM PAR $0.004 000360206 69,419 2,523,401 SH   SOLE   2,523,401 0 0
AAR CORP COM 000361105 57,185 2,450,071 SH   SOLE   2,450,071 0 0
AARONS INC COM PAR $0.50 002535300 70,591 3,224,821 SH   SOLE   3,224,821 0 0
ABAXIS INC COM 002567105 64,761 1,371,174 SH   SOLE   1,371,174 0 0
ABBOTT LABS COM 002824100 895,404 22,778,032 SH   SOLE   22,778,032 0 0
ABBVIE INC COM 00287Y109 1,242,693 20,072,568 SH   SOLE   20,072,568 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 87 36,662 SH   SOLE   36,662 0 0
ABERCROMBIE & FITCH CO CL A 002896207 59,383 3,334,272 SH   SOLE   3,334,272 0 0
ABIOMED INC COM 003654100 171,047 1,565,070 SH   SOLE   1,565,070 0 0
ABM INDS INC COM 000957100 134,128 3,676,749 SH   SOLE   3,676,749 0 0
ABRAXAS PETE CORP COM 003830106 3,611 3,195,559 SH   SOLE   3,195,559 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 4,910 122,927 SH   SOLE   122,927 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 5,716 1,299,111 SH   SOLE   1,299,111 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 50,330 908,476 SH   SOLE   908,476 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 75,957 2,340,012 SH   SOLE   2,340,012 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 160,202 4,510,191 SH   SOLE   4,510,191 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,895 548,665 SH   SOLE   548,665 0 0
ACCELERON PHARMA INC COM 00434H108 38,332 1,128,078 SH   SOLE   1,128,078 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,096,662 9,680,131 SH   SOLE   9,680,131 0 0
ACCESS NATL CORP COM 004337101 4,142 212,288 SH   SOLE   212,288 0 0
ACCO BRANDS CORP COM 00081T108 25,986 2,515,573 SH   SOLE   2,515,573 0 0
ACCURAY INC COM 004397105 13,703 2,640,300 SH   SOLE   2,640,300 0 0
ACCURIDE CORP NEW COM NEW 00439T206 138 111,108 SH   SOLE   111,108 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,479 921,567 SH   SOLE   921,567 0 0
ACETO CORP COM 004446100 42,000 1,918,668 SH   SOLE   1,918,668 0 0
ACHAOGEN INC COM 004449104 159 41,882 SH   SOLE   41,882 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 35,343 4,531,181 SH   SOLE   4,531,181 0 0
ACI WORLDWIDE INC COM 004498101 119,673 6,133,918 SH   SOLE   6,133,918 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 4,335 234,696 SH   SOLE   234,696 0 0
ACME UTD CORP COM 004816104 12 683 SH   SOLE   683 0 0
ACNB CORP COM 000868109 4,055 161,499 SH   SOLE   161,499 0 0
ACORDA THERAPEUTICS INC COM 00484M106 87,322 3,423,735 SH   SOLE   3,423,735 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 66 75,000 PRN   SOLE   75,000 0 0
ACRE RLTY INVS INC COM 00489F106 1 999 SH   SOLE   999 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 181 102,003 SH   SOLE   102,003 0 0
ACTIVE POWER INC COM NEW 00504W308 9 21,855 SH   SOLE   21,855 0 0
ACTIVISION BLIZZARD INC COM 00507V109 288,700 7,284,884 SH   SOLE   7,284,884 0 0
ACTUA CORP COM 005094107 8,376 927,576 SH   SOLE   927,576 0 0
ACTUANT CORP CL A NEW 00508X203 88,022 3,893,038 SH   SOLE   3,893,038 0 0
ACUITY BRANDS INC COM 00508Y102 172,443 695,445 SH   SOLE   695,445 0 0
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 3 1,820 SH   SOLE   1,820 0 0
ACXIOM CORP COM 005125109 85,126 3,871,138 SH   SOLE   3,871,138 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 10,670 704,737 SH   SOLE   704,737 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 139 49,806 SH   SOLE   49,806 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,120 55,069 SH   SOLE   55,069 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 88 47,680 SH   SOLE   47,680 0 0
ADDUS HOMECARE CORP COM 006739106 3,369 193,306 SH   SOLE   193,306 0 0
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 2 948 SH   SOLE   948 0 0
ADECOAGRO S A COM L00849106 4,843 441,488 SH   SOLE   441,488 0 0
ADEPTUS HEALTH INC CL A 006855100 46,674 903,489 SH   SOLE   903,489 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 68 20,778 SH   SOLE   20,778 0 0
ADMA BIOLOGICS INC COM 000899104 58 9,677 SH   SOLE   9,677 0 0
ADOBE SYS INC COM 00724F101 718,249 7,498,159 SH   SOLE   7,498,159 0 0
ADTRAN INC COM 00738A106 60,294 3,232,931 SH   SOLE   3,232,931 0 0
ADURO BIOTECH INC COM 00739L101 18,833 1,665,187 SH   SOLE   1,665,187 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 183,792 1,137,118 SH   SOLE   1,137,118 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 22,667 828,164 SH   SOLE   828,164 0 0
ADVANCED ENERGY INDS COM 007973100 97,137 2,558,927 SH   SOLE   2,558,927 0 0
ADVANCED MICRO DEVICES INC COM 007903107 177,805 34,592,453 SH   SOLE   34,592,453 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 4 649 SH   SOLE   649 0 0
ADVAXIS INC COM NEW 007624208 7,038 869,989 SH   SOLE   869,989 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 3,501 1,107,900 SH   SOLE   1,107,900 0 0
ADVISORY BRD CO COM 00762W107 35,207 994,820 SH   SOLE   994,820 0 0
AECOM COM 00766T100 167,171 5,261,909 SH   SOLE   5,261,909 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 122 22,260 SH   SOLE   22,260 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 683 458,386 SH   SOLE   458,386 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 43 75,000 PRN   SOLE   75,000 0 0
AEGION CORP COM 00770F104 44,486 2,280,170 SH   SOLE   2,280,170 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 54 11,035 SH   SOLE   11,035 0 0
AEHR TEST SYSTEMS COM 00760J108 4 2,586 SH   SOLE   2,586 0 0
AEMETIS INC COM NEW 00770K202 63 27,605 SH   SOLE   27,605 0 0
AEP INDS INC COM 001031103 8,441 104,909 SH   SOLE   104,909 0 0
AERCAP HOLDINGS NV SHS N00985106 55,290 1,646,012 SH   SOLE   1,646,012 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 17,105 971,896 SH   SOLE   971,896 0 0
AEROCENTURY CORP COM 007737109 2 249 SH   SOLE   249 0 0
AEROHIVE NETWORKS INC COM 007786106 4,121 622,491 SH   SOLE   622,491 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 81,824 4,476,140 SH   SOLE   4,476,140 0 0
AEROVIRONMENT INC COM 008073108 44,411 1,597,525 SH   SOLE   1,597,525 0 0
AES CORP COM 00130H105 143,697 11,514,203 SH   SOLE   11,514,203 0 0
AETHLON MED INC COM NEW 00808Y208 95 16,607 SH   SOLE   16,607 0 0
AETNA INC NEW COM 00817Y108 595,157 4,873,143 SH   SOLE   4,873,143 0 0
AFFILIATED MANAGERS GROUP COM 008252108 122,140 867,660 SH   SOLE   867,660 0 0
AFFIMED N V COM N01045108 1,085 437,668 SH   SOLE   437,668 0 0
AFLAC INC COM 001055102 348,415 4,828,361 SH   SOLE   4,828,361 0 0
AG MTG INVT TR INC COM 001228105 19,576 1,355,645 SH   SOLE   1,355,645 0 0
AGCO CORP COM 001084102 121,270 2,573,088 SH   SOLE   2,573,088 0 0
AGENUS INC COM NEW 00847G705 7,729 1,908,360 SH   SOLE   1,908,360 0 0
AGILE THERAPEUTICS INC COM 00847L100 2,693 353,856 SH   SOLE   353,856 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 243,648 5,492,514 SH   SOLE   5,492,514 0 0
AGILYSYS INC COM 00847J105 10,626 1,014,892 SH   SOLE   1,014,892 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 32,032 764,585 SH   SOLE   764,585 0 0
AGL RES INC COM 001204106 322,222 4,884,374 SH   SOLE   4,884,374 0 0
AGNICO EAGLE MINES LTD COM 008474108 9,481 177,222 SH   SOLE   177,222 0 0
AGREE REALTY CORP COM 008492100 71,997 1,492,484 SH   SOLE   1,492,484 0 0
AGRIUM INC COM 008916108 1,200 13,276 SH   SOLE   13,276 0 0
AGROFRESH SOLUTIONS COM 00856G109 3,059 575,996 SH   SOLE   575,996 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 6,736 622,563 SH   SOLE   622,563 0 0
AIR INDS GROUP COM NEW 00912N205 7 1,537 SH   SOLE   1,537 0 0
AIR LEASE CORP CL A 00912X302 25,818 964,091 SH   SOLE   964,091 0 0
AIR METHODS CORP COM PAR $.06 009128307 86,552 2,415,635 SH   SOLE   2,415,635 0 0
AIR PRODS & CHEMS INC COM 009158106 335,839 2,364,399 SH   SOLE   2,364,399 0 0
AIR T INC COM 009207101 5 253 SH   SOLE   253 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 17,428 1,344,716 SH   SOLE   1,344,716 0 0
AIRCASTLE LTD COM G0129K104 23,031 1,177,477 SH   SOLE   1,177,477 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 11 3,204 SH   SOLE   3,204 0 0
AK STL HLDG CORP COM 001547108 71,211 15,281,224 SH   SOLE   15,281,224 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 158,762 2,838,579 SH   SOLE   2,838,579 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 123 125,000 PRN   SOLE   125,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 10,536 1,408,498 SH   SOLE   1,408,498 0 0
AKERS BIOSCIENCES INC COM 00973E102 2 623 SH   SOLE   623 0 0
AKORN INC COM 009728106 143,072 5,022,730 SH   SOLE   5,022,730 0 0
ALAMO GROUP INC COM 011311107 41,155 623,844 SH   SOLE   623,844 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 293 34,085 SH   SOLE   34,085 0 0
ALARM COM HLDGS INC COM 011642105 6,253 243,954 SH   SOLE   243,954 0 0
ALASKA AIR GROUP INC COM 011659109 128,403 2,202,835 SH   SOLE   2,202,835 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 226 132,776 SH   SOLE   132,776 0 0
ALBANY INTL CORP CL A 012348108 73,206 1,833,366 SH   SOLE   1,833,366 0 0
ALBANY MOLECULAR RESH INC COM 012423109 29,572 2,200,275 SH   SOLE   2,200,275 0 0
ALBEMARLE CORP COM 012653101 146,893 1,852,142 SH   SOLE   1,852,142 0 0
ALCOA INC COM 013817101 213,558 23,037,566 SH   SOLE   23,037,566 0 0
ALCOA INC DEP SHS 1/10TH 013817309 82,292 2,503,558 SH   SOLE   2,503,558 0 0
ALCOBRA LTD SHS M2239P109 1,621 361,130 SH   SOLE   361,130 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 43,810 1,754,513 SH   SOLE   1,754,513 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 117 20,630 SH   SOLE   20,630 0 0
ALERE INC COM 01449J105 36,074 865,501 SH   SOLE   865,501 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 93,130 2,576,930 SH   SOLE   2,576,930 0 0
ALEXANDERS INC COM 014752109 21,383 52,253 SH   SOLE   52,253 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 375,383 3,626,186 SH   SOLE   3,626,186 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 533,003 4,564,948 SH   SOLE   4,564,948 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 951,694 11,966,477 SH   SOLE   11,966,477 0 0
ALICO INC COM 016230104 2,617 86,525 SH   SOLE   86,525 0 0
ALIGN TECHNOLOGY INC COM 016255101 211,707 2,628,265 SH   SOLE   2,628,265 0 0
ALIMERA SCIENCES INC COM 016259103 114 93,066 SH   SOLE   93,066 0 0
ALJ REGIONAL HLDGS INC COM 001627108 2,425 485,068 SH   SOLE   485,068 0 0
ALKERMES PLC SHS G01767105 147,771 3,419,046 SH   SOLE   3,419,046 0 0
ALLEGHANY CORP DEL COM 017175100 353,676 643,538 SH   SOLE   643,538 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 70,323 5,515,511 SH   SOLE   5,515,511 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 53 50,000 PRN   SOLE   50,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 7,027 282,452 SH   SOLE   282,452 0 0
ALLEGIANT TRAVEL CO COM 01748X102 125,601 829,049 SH   SOLE   829,049 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 102,299 1,473,406 SH   SOLE   1,473,406 0 0
ALLERGAN PLC SHS G0177J108 1,187,509 5,138,731 SH   SOLE   5,138,731 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 404,849 485,675 SH   SOLE   485,675 0 0
ALLETE INC COM NEW 018522300 206,782 3,199,470 SH   SOLE   3,199,470 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 182,135 929,642 SH   SOLE   929,642 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR 018606301 82 13,194 SH   SOLE   13,194 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 3,343 217,107 SH   SOLE   217,107 0 0
ALLIANT ENERGY CORP COM 018802108 388,642 9,789,467 SH   SOLE   9,789,467 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 3,817 164,106 SH   SOLE   164,106 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 32,314 919,588 SH   SOLE   919,588 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 80 71,268 SH   SOLE   71,268 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 38,625 1,368,239 SH   SOLE   1,368,239 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 83,751 6,594,601 SH   SOLE   6,594,601 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 75 75,000 PRN   SOLE   75,000 0 0
ALLSTATE CORP COM 020002101 325,364 4,651,383 SH   SOLE   4,651,383 0 0
ALLY FINL INC COM 02005N100 74,139 4,343,226 SH   SOLE   4,343,226 0 0
ALMOST FAMILY INC COM 020409108 23,629 554,532 SH   SOLE   554,532 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 103,815 1,870,882 SH   SOLE   1,870,882 0 0
ALON USA ENERGY INC COM 020520102 4,873 752,075 SH   SOLE   752,075 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 6,582 472,503 SH   SOLE   472,503 0 0
ALPHA PRO TECH LTD COM 020772109 102 44,831 SH   SOLE   44,831 0 0
ALPHABET INC CAP STK CL C 02079K107 2,606,438 3,765,984 SH   SOLE   3,765,984 0 0
ALPHABET INC CAP STK CL A 02079K305 2,693,883 3,829,095 SH   SOLE   3,829,095 0 0
ALPHATEC HOLDINGS INC COM 02081G102 4 11,864 SH   SOLE   11,864 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 26 1,751 SH   SOLE   1,751 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 8,445 303,336 SH   SOLE   303,336 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 22,560 2,454,864 SH   SOLE   2,454,864 0 0
ALTRA INDL MOTION CORP COM 02208R106 16,049 594,861 SH   SOLE   594,861 0 0
ALTRIA GROUP INC COM 02209S103 2,246,556 32,577,674 SH   SOLE   32,577,674 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 239 30,555 SH   SOLE   30,555 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 71,774 3,000,604 SH   SOLE   3,000,604 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 4,875 2,257,164 SH   SOLE   2,257,164 0 0
AMAZON COM INC COM 023135106 3,359,220 4,694,139 SH   SOLE   4,694,139 0 0
AMBAC FINL GROUP INC COM NEW 023139884 15,821 961,195 SH   SOLE   961,195 0 0
AMBARELLA INC SHS G037AX101 38,533 758,368 SH   SOLE   758,368 0 0
AMBER RD INC COM 02318Y108 3,530 457,828 SH   SOLE   457,828 0 0
AMBEV SA SPONSORED ADR 02319V103 60,513 10,239,112 SH   SOLE   10,239,112 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 14,103 510,790 SH   SOLE   510,790 0 0
AMC NETWORKS INC CL A 00164V103 130,887 2,166,285 SH   SOLE   2,166,285 0 0
AMCON DISTRG CO COM NEW 02341Q205 5 53 SH   SOLE   53 0 0
AMDOCS LTD SHS G02602103 81,787 1,416,956 SH   SOLE   1,416,956 0 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 6 992 SH   SOLE   992 0 0
AMEDICA CORP COM NEW 023435209 3 1,960 SH   SOLE   1,960 0 0
AMEDISYS INC COM 023436108 96,556 1,912,761 SH   SOLE   1,912,761 0 0
AMERCO COM 023586100 21,186 56,565 SH   SOLE   56,565 0 0
AMEREN CORP COM 023608102 221,005 4,124,771 SH   SOLE   4,124,771 0 0
AMERESCO INC CL A 02361E108 2,413 552,272 SH   SOLE   552,272 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 260,935 9,217,078 SH   SOLE   9,217,078 0 0
AMERICAN ASSETS TR INC COM 024013104 104,822 2,469,890 SH   SOLE   2,469,890 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 71,759 4,955,711 SH   SOLE   4,955,711 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 351,194 6,642,601 SH   SOLE   6,642,601 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 34,232 2,167,924 SH   SOLE   2,167,924 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 326,367 16,466,537 SH   SOLE   16,466,537 0 0
AMERICAN DG ENERGY INC COM 025398108 1 5,194 SH   SOLE   5,194 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 131,721 8,268,718 SH   SOLE   8,268,718 0 0
AMERICAN ELEC PWR INC COM 025537101 737,374 10,520,383 SH   SOLE   10,520,383 0 0
AMERICAN ELECTRIC TECH INC COM 025576109 18 6,980 SH   SOLE   6,980 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 72,091 5,058,984 SH   SOLE   5,058,984 0 0
AMERICAN EXPRESS CO COM 025816109 565,157 9,301,472 SH   SOLE   9,301,472 0 0
AMERICAN FARMLAND CO COM 02589Y100 234 38,677 SH   SOLE   38,677 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 183,005 2,475,388 SH   SOLE   2,475,388 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 57,520 2,808,573 SH   SOLE   2,808,573 0 0
AMERICAN INDEPENDENCE CORP COM NEW 026760405 507 20,672 SH   SOLE   20,672 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 673,662 12,737,033 SH   SOLE   12,737,033 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 5,549 220,375 SH   SOLE   220,375 0 0
AMERICAN NATL INS CO COM 028591105 10,097 89,235 SH   SOLE   89,235 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 29,942 1,065,555 SH   SOLE   1,065,555 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 7,199 182,388 SH   SOLE   182,388 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 5,974 206,200 SH   SOLE   206,200 0 0
AMERICAN RIVER BANKSHARES COM 029326105 275 26,763 SH   SOLE   26,763 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 183 185,000 PRN   SOLE   185,000 0 0
AMERICAN RLTY INVS INC COM 029174109 48 7,031 SH   SOLE   7,031 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 17,769 474,973 SH   SOLE   474,973 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 1 652 SH   SOLE   652 0 0
AMERICAN SOFTWARE INC CL A 029683109 7,001 667,997 SH   SOLE   667,997 0 0
AMERICAN STS WTR CO COM 029899101 103,159 2,354,150 SH   SOLE   2,354,150 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,569 304,358 SH   SOLE   304,358 0 0
AMERICAN TOWER CORP NEW COM 03027X100 893,140 7,861,455 SH   SOLE   7,861,455 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 149,013 1,326,687 SH   SOLE   1,326,687 0 0
AMERICAN VANGUARD CORP COM 030371108 26,803 1,773,833 SH   SOLE   1,773,833 0 0
AMERICAN WOODMARK CORP COM 030506109 69,763 1,050,957 SH   SOLE   1,050,957 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 319,905 3,785,408 SH   SOLE   3,785,408 0 0
AMERICAS CAR MART INC COM 03062T105 5,722 202,610 SH   SOLE   202,610 0 0
AMERIPRISE FINL INC COM 03076C106 241,522 2,688,061 SH   SOLE   2,688,061 0 0
AMERIS BANCORP COM 03076K108 56,323 1,896,397 SH   SOLE   1,896,397 0 0
AMERISAFE INC COM 03071H100 73,712 1,204,048 SH   SOLE   1,204,048 0 0
AMERISERV FINL INC COM 03074A102 175 57,873 SH   SOLE   57,873 0 0
AMERISOURCEBERGEN CORP COM 03073E105 322,030 4,059,879 SH   SOLE   4,059,879 0 0
AMES NATL CORP COM 031001100 6,005 223,909 SH   SOLE   223,909 0 0
AMETEK INC NEW COM 031100100 169,230 3,660,611 SH   SOLE   3,660,611 0 0
AMGEN INC COM 031162100 1,973,664 12,971,828 SH   SOLE   12,971,828 0 0
AMICUS THERAPEUTICS INC COM 03152W109 31,588 5,785,314 SH   SOLE   5,785,314 0 0
AMKOR TECHNOLOGY INC COM 031652100 14,071 2,447,192 SH   SOLE   2,447,192 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 120,778 3,021,726 SH   SOLE   3,021,726 0 0
AMPCO-PITTSBURGH CORP COM 032037103 2,537 224,282 SH   SOLE   224,282 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 24,229 1,503,059 SH   SOLE   1,503,059 0 0
AMPHENOL CORP NEW CL A 032095101 297,055 5,181,488 SH   SOLE   5,181,488 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 1,480 1,147,310 SH   SOLE   1,147,310 0 0
AMPLIFY SNACK BRANDS COM 03211L102 10,341 701,110 SH   SOLE   701,110 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P202 1 720 SH   SOLE   720 0 0
AMREP CORP NEW COM 032159105 22 4,515 SH   SOLE   4,515 0 0
AMSURG CORP COM 03232P405 162,543 2,096,249 SH   SOLE   2,096,249 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 178 29,814 SH   SOLE   29,814 0 0
AMTRUST FINL SVCS INC COM 032359309 21,013 857,680 SH   SOLE   857,680 0 0
AMYRIS INC COM 03236M101 5 10,227 SH   SOLE   10,227 0 0
ANADARKO PETE CORP COM 032511107 366,529 6,883,179 SH   SOLE   6,883,179 0 0
ANALOG DEVICES INC COM 032654105 331,831 5,858,605 SH   SOLE   5,858,605 0 0
ANALOGIC CORP COM PAR $0.05 032657207 68,380 860,775 SH   SOLE   860,775 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 5,190 849,417 SH   SOLE   849,417 0 0
ANCHOR BANCORP WA COM 032838104 13 565 SH   SOLE   565 0 0
ANDERSONS INC COM 034164103 61,223 1,722,640 SH   SOLE   1,722,640 0 0
ANGIES LIST INC COM 034754101 6,735 1,034,525 SH   SOLE   1,034,525 0 0
ANGIODYNAMICS INC COM 03475V101 25,813 1,796,317 SH   SOLE   1,796,317 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 940 52,046 SH   SOLE   52,046 0 0
ANI PHARMACEUTICALS INC COM 00182C103 36,888 660,831 SH   SOLE   660,831 0 0
ANIKA THERAPEUTICS INC COM 035255108 50,608 943,296 SH   SOLE   943,296 0 0
ANIXTER INTL INC COM 035290105 101,049 1,896,571 SH   SOLE   1,896,571 0 0
ANNALY CAP MGMT INC COM 035710409 507,999 45,889,718 SH   SOLE   45,889,718 0 0
ANSYS INC COM 03662Q105 386,445 4,258,345 SH   SOLE   4,258,345 0 0
ANTARES PHARMA INC COM 036642106 28 26,842 SH   SOLE   26,842 0 0
ANTERO RES CORP COM 03674X106 47,612 1,832,657 SH   SOLE   1,832,657 0 0
ANTHEM INC COM 036752103 488,401 3,718,600 SH   SOLE   3,718,600 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 4,875 1,577,721 SH   SOLE   1,577,721 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 22,268 4,737,915 SH   SOLE   4,737,915 0 0
AON PLC SHS CL A G0408V102 371,489 3,400,984 SH   SOLE   3,400,984 0 0
AOXING PHARMACEUTICAL CO INC COM 03740A106 15 23,080 SH   SOLE   23,080 0 0
APACHE CORP COM 037411105 290,026 5,209,736 SH   SOLE   5,209,736 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 154,686 3,502,842 SH   SOLE   3,502,842 0 0
APIGEE CORP COM 03765N108 4,830 395,266 SH   SOLE   395,266 0 0
APOGEE ENTERPRISES INC COM 037598109 84,000 1,812,287 SH   SOLE   1,812,287 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 47,683 2,967,192 SH   SOLE   2,967,192 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 51 50,000 PRN   SOLE   50,000 0 0
APOLLO ED GROUP INC CL A 037604105 18,889 2,071,121 SH   SOLE   2,071,121 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 21,140 1,577,646 SH   SOLE   1,577,646 0 0
APPFOLIO INC COM CL A 03783C100 2,846 196,806 SH   SOLE   196,806 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 44,308 2,355,567 SH   SOLE   2,355,567 0 0
APPLE INC COM 037833100 6,657,034 69,634,247 SH   SOLE   69,634,247 0 0
APPLIANCE RECYCLING CTRS AME COM NEW 03814F205 1 812 SH   SOLE   812 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 184 56,917 SH   SOLE   56,917 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 7,856 555,987 SH   SOLE   555,987 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 113,821 2,521,521 SH   SOLE   2,521,521 0 0
APPLIED MATLS INC COM 038222105 338,804 14,134,507 SH   SOLE   14,134,507 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 12,671 1,973,723 SH   SOLE   1,973,723 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 4,736 424,731 SH   SOLE   424,731 0 0
APPROACH RESOURCES INC COM 03834A103 204 97,108 SH   SOLE   97,108 0 0
APRICUS BIOSCIENCES INC COM 03832V109 4 10,216 SH   SOLE   10,216 0 0
APTARGROUP INC COM 038336103 178,907 2,260,921 SH   SOLE   2,260,921 0 0
AQUA AMERICA INC COM 03836W103 230,939 6,476,132 SH   SOLE   6,476,132 0 0
AQUA METALS INC COM 03837J101 3,286 279,276 SH   SOLE   279,276 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,514 228,693 SH   SOLE   228,693 0 0
ARADIGM CORP COM NO PAR NEW 038505400 8 1,934 SH   SOLE   1,934 0 0
ARAMARK COM 03852U106 77,234 2,311,004 SH   SOLE   2,311,004 0 0
ARATANA THERAPEUTICS INC COM 03874P101 8,271 1,308,679 SH   SOLE   1,308,679 0 0
ARBOR RLTY TR INC COM 038923108 7,252 1,008,663 SH   SOLE   1,008,663 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 4,163 1,070,069 SH   SOLE   1,070,069 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 39 16,941 SH   SOLE   16,941 0 0
ARCA BIOPHARMA INC COM PAR$.001 00211Y407 38 13,021 SH   SOLE   13,021 0 0
ARCADIA BIOSCIENCES INC COM 039014105 90 34,914 SH   SOLE   34,914 0 0
ARCBEST CORP COM 03937C105 26,702 1,643,201 SH   SOLE   1,643,201 0 0
ARCH CAP GROUP LTD ORD G0450A105 223,833 3,108,794 SH   SOLE   3,108,794 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 302,283 7,047,859 SH   SOLE   7,047,859 0 0
ARCHROCK INC COM 03957W106 45,623 4,843,200 SH   SOLE   4,843,200 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,542 533,000 SH   SOLE   533,000 0 0
ARCTIC CAT INC COM 039670104 15,059 885,803 SH   SOLE   885,803 0 0
ARDELYX INC COM 039697107 9,020 1,033,233 SH   SOLE   1,033,233 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,781 558,554 SH   SOLE   558,554 0 0
ARENA PHARMACEUTICALS INC COM 040047102 16,332 9,550,942 SH   SOLE   9,550,942 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 104 100,000 PRN   SOLE   100,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 16,140 1,313,256 SH   SOLE   1,313,256 0 0
ARGAN INC COM 04010E109 14,476 346,979 SH   SOLE   346,979 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 36,958 712,093 SH   SOLE   712,093 0 0
ARGOS THERAPEUTICS INC COM 040221103 1,727 281,679 SH   SOLE   281,679 0 0
ARI NETWORK SVCS INC COM NEW 001930205 31 7,383 SH   SOLE   7,383 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 57,879 7,832,019 SH   SOLE   7,832,019 0 0
ARISTA NETWORKS INC COM 040413106 29,496 458,155 SH   SOLE   458,155 0 0
ARK RESTAURANTS CORP COM 040712101 113 5,047 SH   SOLE   5,047 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 7,002 538,220 SH   SOLE   538,220 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 6,632 145,728 SH   SOLE   145,728 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 11,115 808,950 SH   SOLE   808,950 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 34,539 1,726,972 SH   SOLE   1,726,972 0 0
ARMSTRONG FLOORING INC COM 04238R106 10,383 612,566 SH   SOLE   612,566 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 17,321 442,416 SH   SOLE   442,416 0 0
AROTECH CORP COM NEW 042682203 163 57,831 SH   SOLE   57,831 0 0
ARQULE INC COM 04269E107 309 162,541 SH   SOLE   162,541 0 0
ARRAY BIOPHARMA INC COM 04269X105 18,680 5,247,300 SH   SOLE   5,247,300 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 2 563 SH   SOLE   563 0 0
ARRIS INTL INC SHS G0551A103 137,592 6,564,490 SH   SOLE   6,564,490 0 0
ARROW ELECTRS INC COM 042735100 197,002 3,182,578 SH   SOLE   3,182,578 0 0
ARROW FINL CORP COM 042744102 8,844 291,992 SH   SOLE   291,992 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 12,447 2,339,588 SH   SOLE   2,339,588 0 0
ARTESIAN RESOURCES CORP CL A 043113208 6,986 205,947 SH   SOLE   205,947 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,945 359,275 SH   SOLE   359,275 0 0
ARTS WAY MFG INC COM 043168103 1 304 SH   SOLE   304 0 0
ASB BANCORP INC N C COM 00213T109 343 13,987 SH   SOLE   13,987 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 73,119 1,386,399 SH   SOLE   1,386,399 0 0
ASCENA RETAIL GROUP INC COM 04351G101 59,824 8,558,540 SH   SOLE   8,558,540 0 0
ASCENT CAP GROUP INC COM SER A 043632108 4,056 263,527 SH   SOLE   263,527 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 9,448 668,178 SH   SOLE   668,178 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 11,013 2,050,894 SH   SOLE   2,050,894 0 0
ASHFORD INC COM 044104107 8 153 SH   SOLE   153 0 0
ASHLAND INC NEW COM 044209104 256,203 2,232,316 SH   SOLE   2,232,316 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 9,196 92,696 SH   SOLE   92,696 0 0
ASPEN AEROGELS INC COM 04523Y105 214 43,018 SH   SOLE   43,018 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 98,314 2,119,748 SH   SOLE   2,119,748 0 0
ASPEN TECHNOLOGY INC COM 045327103 88,411 2,197,095 SH   SOLE   2,197,095 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 215 38,695 SH   SOLE   38,695 0 0
ASSOCIATED BANC CORP COM 045487105 92,204 5,376,337 SH   SOLE   5,376,337 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 3,047 106,231 SH   SOLE   106,231 0 0
ASSURANT INC COM 04621X108 85,801 994,099 SH   SOLE   994,099 0 0
ASSURED GUARANTY LTD COM G0585R106 32,523 1,281,960 SH   SOLE   1,281,960 0 0
ASTA FDG INC COM 046220109 112 10,585 SH   SOLE   10,585 0 0
ASTEC INDS INC COM 046224101 69,529 1,238,275 SH   SOLE   1,238,275 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,408 586,720 SH   SOLE   586,720 0 0
ASTORIA FINL CORP COM 046265104 91,600 5,975,221 SH   SOLE   5,975,221 0 0
ASTRONICS CORP COM 046433108 21,568 648,453 SH   SOLE   648,453 0 0
ASTRONOVA INC COM 04638F108 248 16,322 SH   SOLE   16,322 0 0
ASTROTECH CORP COM 046484101 56 33,312 SH   SOLE   33,312 0 0
ASURE SOFTWARE INC COM 04649U102 7 1,476 SH   SOLE   1,476 0 0
AT&T INC COM 00206R102 3,657,801 84,651,726 SH   SOLE   84,651,726 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 20,572 913,922 SH   SOLE   913,922 0 0
ATHENAHEALTH INC COM 04685W103 52,718 381,989 SH   SOLE   381,989 0 0
ATHERSYS INC COM 04744L106 4,302 1,982,338 SH   SOLE   1,982,338 0 0
ATLANTIC AMERN CORP COM 048209100 3 692 SH   SOLE   692 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 6,441 445,459 SH   SOLE   445,459 0 0
ATLANTIC COAST FINL CORP COM 048426100 178 29,754 SH   SOLE   29,754 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 7,737 3,119,584 SH   SOLE   3,119,584 0 0
ATLANTICA YIELD PLC SHS G0751N103 25,809 1,389,081 SH   SOLE   1,389,081 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 3 926 SH   SOLE   926 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 66,382 1,602,648 SH   SOLE   1,602,648 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 4,798 278,655 SH   SOLE   278,655 0 0
ATLASSIAN CORP PLC CL A G06242104 5,815 224,520 SH   SOLE   224,520 0 0
ATMOS ENERGY CORP COM 049560105 304,366 3,742,824 SH   SOLE   3,742,824 0 0
ATN INTL INC COM 00215F107 82,702 1,062,865 SH   SOLE   1,062,865 0 0
ATOSSA GENETICS INC COM 04962H100 2 8,726 SH   SOLE   8,726 0 0
ATRICURE INC COM 04963C209 11,553 817,634 SH   SOLE   817,634 0 0
ATRION CORP COM 049904105 19,140 44,734 SH   SOLE   44,734 0 0
ATWOOD OCEANICS INC COM 050095108 51,492 4,112,751 SH   SOLE   4,112,751 0 0
ATYR PHARMA INC COM 002120103 980 352,465 SH   SOLE   352,465 0 0
AUBURN NATL BANCORP COM 050473107 15 538 SH   SOLE   538 0 0
AUTOBYTEL INC COM NEW 05275N205 2,826 203,742 SH   SOLE   203,742 0 0
AUTODESK INC COM 052769106 214,090 3,954,376 SH   SOLE   3,954,376 0 0
AUTOLIV INC COM 052800109 12,085 112,467 SH   SOLE   112,467 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 759,695 8,269,243 SH   SOLE   8,269,243 0 0
AUTONATION INC COM 05329W102 49,115 1,045,444 SH   SOLE   1,045,444 0 0
AUTOZONE INC COM 053332102 532,630 670,954 SH   SOLE   670,954 0 0
AV HOMES INC COM 00234P102 3,878 317,368 SH   SOLE   317,368 0 0
AVALONBAY CMNTYS INC COM 053484101 971,203 5,383,908 SH   SOLE   5,383,908 0 0
AVANGRID INC COM 05351W103 22,923 497,676 SH   SOLE   497,676 0 0
AVENUE FINL HLDGS INC COM 05358K102 4,442 226,047 SH   SOLE   226,047 0 0
AVEO PHARMACEUTICALS INC COM 053588109 23 24,154 SH   SOLE   24,154 0 0
AVERY DENNISON CORP COM 053611109 118,148 1,580,570 SH   SOLE   1,580,570 0 0
AVEXIS INC COM 05366U100 4,335 114,014 SH   SOLE   114,014 0 0
AVG TECHNOLOGIES N V SHS N07831105 18,907 995,622 SH   SOLE   995,622 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 17 2,214 SH   SOLE   2,214 0 0
AVID TECHNOLOGY INC COM 05367P100 4,874 838,857 SH   SOLE   838,857 0 0
AVINGER INC COM 053734109 3,376 282,987 SH   SOLE   282,987 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 143 102,304 SH   SOLE   102,304 0 0
AVIS BUDGET GROUP COM 053774105 41,648 1,292,217 SH   SOLE   1,292,217 0 0
AVISTA CORP COM 05379B107 321,633 7,179,309 SH   SOLE   7,179,309 0 0
AVNET INC COM 053807103 181,297 4,475,376 SH   SOLE   4,475,376 0 0
AVON PRODS INC COM 054303102 83,009 21,959,978 SH   SOLE   21,959,978 0 0
AVX CORP NEW COM 002444107 16,490 1,214,304 SH   SOLE   1,214,304 0 0
AWARE INC MASS COM 05453N100 200 46,027 SH   SOLE   46,027 0 0
AXALTA COATING SYS LTD COM G0750C108 44,979 1,695,402 SH   SOLE   1,695,402 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 8,062 2,997,110 SH   SOLE   2,997,110 0 0
AXIALL CORP COM 05463D100 58,913 1,806,578 SH   SOLE   1,806,578 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 140,440 2,553,456 SH   SOLE   2,553,456 0 0
AXOGEN INC COM 05463X106 4,363 634,132 SH   SOLE   634,132 0 0
AXOVANT SCIENCES LTD COM G0750W104 7,373 574,250 SH   SOLE   574,250 0 0
AXSOME THERAPEUTICS INC COM 05464T104 2,178 288,831 SH   SOLE   288,831 0 0
AXT INC COM 00246W103 268 84,042 SH   SOLE   84,042 0 0
AZZ INC COM 002474104 98,110 1,635,714 SH   SOLE   1,635,714 0 0
B & G FOODS INC NEW COM 05508R106 191,826 3,979,794 SH   SOLE   3,979,794 0 0
B RILEY FINL INC COM 05580M108 2,292 239,287 SH   SOLE   239,287 0 0
B/E AEROSPACE INC COM 073302101 183,557 3,975,255 SH   SOLE   3,975,255 0 0
B2GOLD CORP COM 11777Q209 301 120,026 SH   SOLE   120,026 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 16,114 1,096,936 SH   SOLE   1,096,936 0 0
BADGER METER INC COM 056525108 66,736 913,817 SH   SOLE   913,817 0 0
BAIDU INC SPON ADR REP A 056752108 546,283 3,307,798 SH   SOLE   3,307,798 0 0
BAKER HUGHES INC COM 057224107 356,435 7,897,965 SH   SOLE   7,897,965 0 0
BALCHEM CORP COM 057665200 118,850 1,992,453 SH   SOLE   1,992,453 0 0
BALDWIN & LYONS INC CL A 057755100 4 175 SH   SOLE   175 0 0
BALDWIN & LYONS INC CL B 057755209 5,742 232,828 SH   SOLE   232,828 0 0
BALL CORP COM 058498106 206,944 2,862,698 SH   SOLE   2,862,698 0 0
BALLANTYNE STRONG INC COM 058516105 157 30,000 SH   SOLE   30,000 0 0
BANC OF CALIFORNIA INC COM 05990K106 56,333 3,112,347 SH   SOLE   3,112,347 0 0
BANCFIRST CORP COM 05945F103 11,090 183,856 SH   SOLE   183,856 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 47,409 6,070,253 SH   SOLE   6,070,253 0 0
BANCO DE CHILE SPONSORED ADR 059520106 158 2,458 SH   SOLE   2,458 0 0
BANCO MACRO SA SPON ADR B 05961W105 12,586 169,576 SH   SOLE   169,576 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,579 339,636 SH   SOLE   339,636 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 8,635 247,274 SH   SOLE   247,274 0 0
BANCORP INC DEL COM 05969A105 5,444 904,254 SH   SOLE   904,254 0 0
BANCORP NEW JERSEY INC NEW COM 059915108 11 933 SH   SOLE   933 0 0
BANCORPSOUTH INC COM 059692103 99,870 4,401,520 SH   SOLE   4,401,520 0 0
BANK AMER CORP COM 060505104 1,563,468 117,819,710 SH   SOLE   117,819,710 0 0
BANK COMM HLDGS COM 06424J103 312 47,278 SH   SOLE   47,278 0 0
BANK HAWAII CORP COM 062540109 263,938 3,836,304 SH   SOLE   3,836,304 0 0
BANK MUTUAL CORP NEW COM 063750103 20,942 2,726,853 SH   SOLE   2,726,853 0 0
BANK NEW YORK MELLON CORP COM 064058100 477,301 12,285,748 SH   SOLE   12,285,748 0 0
BANK OF MARIN BANCORP COM 063425102 7,646 158,079 SH   SOLE   158,079 0 0
BANK OF THE OZARKS INC COM 063904106 160,249 4,271,017 SH   SOLE   4,271,017 0 0
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BANK SOUTH CAROLINA CORP COM 065066102 13 816 SH   SOLE   816 0 0
BANKFINANCIAL CORP COM 06643P104 4,878 406,868 SH   SOLE   406,868 0 0
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BANKUNITED INC COM 06652K103 32,756 1,066,284 SH   SOLE   1,066,284 0 0
BANKWELL FINL GROUP INC COM 06654A103 3,421 155,066 SH   SOLE   155,066 0 0
BANNER CORP COM NEW 06652V208 64,568 1,517,825 SH   SOLE   1,517,825 0 0
BAOZUN INC SPONSORED ADR 06684L103 17 2,574 SH   SOLE   2,574 0 0
BAR HBR BANKSHARES COM 066849100 5,503 156,783 SH   SOLE   156,783 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 256,642 9,928,117 SH   SOLE   9,928,117 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 135,164 5,251,120 SH   SOLE   5,251,120 0 0
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 73,651 2,879,226 SH   SOLE   2,879,226 0 0
BARD C R INC COM 067383109 511,589 2,175,495 SH   SOLE   2,175,495 0 0
BARNES & NOBLE ED INC COM 06777U101 26,944 2,654,588 SH   SOLE   2,654,588 0 0
BARNES & NOBLE INC COM 067774109 45,328 3,993,681 SH   SOLE   3,993,681 0 0
BARNES GROUP INC COM 067806109 107,050 3,232,186 SH   SOLE   3,232,186 0 0
BARNWELL INDS INC COM 068221100 1 690 SH   SOLE   690 0 0
BARRACUDA NETWORKS INC COM 068323104 8,562 565,490 SH   SOLE   565,490 0 0
BARRETT BILL CORP COM 06846N104 21,530 3,369,324 SH   SOLE   3,369,324 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 7,631 184,689 SH   SOLE   184,689 0 0
BARRICK GOLD CORP COM 067901108 19,915 932,782 SH   SOLE   932,782 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 2,963 1,763,831 SH   SOLE   1,763,831 0 0
BASSETT FURNITURE INDS INC COM 070203104 6,342 264,911 SH   SOLE   264,911 0 0
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BAYTEX ENERGY CORP COM 07317Q105 3 565 SH   SOLE   565 0 0
BAZAARVOICE INC COM 073271108 8,456 2,108,619 SH   SOLE   2,108,619 0 0
BB&T CORP COM 054937107 442,827 12,435,465 SH   SOLE   12,435,465 0 0
BBCN BANCORP INC COM 073295107 74,319 4,981,135 SH   SOLE   4,981,135 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 4,223 204,699 SH   SOLE   204,699 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 1,268 82,526 SH   SOLE   82,526 0 0
BCB BANCORP INC COM 055298103 316 30,836 SH   SOLE   30,836 0 0
BEACON ROOFING SUPPLY INC COM 073685109 83,509 1,836,580 SH   SOLE   1,836,580 0 0
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BEASLEY BROADCAST GROUP INC CL A 074014101 67 15,897 SH   SOLE   15,897 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 12,536 1,617,490 SH   SOLE   1,617,490 0 0
BEBE STORES INC COM 075571109 4 8,317 SH   SOLE   8,317 0 0
BECTON DICKINSON & CO COM 075887109 737,009 4,345,829 SH   SOLE   4,345,829 0 0
BED BATH & BEYOND INC COM 075896100 106,973 2,475,082 SH   SOLE   2,475,082 0 0
BEL FUSE INC CL A 077347201 4 246 SH   SOLE   246 0 0
BEL FUSE INC CL B 077347300 10,824 608,791 SH   SOLE   608,791 0 0
BELDEN INC COM 077454106 127,395 2,110,232 SH   SOLE   2,110,232 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 11,446 883,201 SH   SOLE   883,201 0 0
BELMOND LTD CL A G1154H107 54,984 5,553,985 SH   SOLE   5,553,985 0 0
BEMIS INC COM 081437105 170,386 3,309,116 SH   SOLE   3,309,116 0 0
BENCHMARK ELECTRS INC COM 08160H101 68,119 3,220,773 SH   SOLE   3,220,773 0 0
BENEFICIAL BANCORP INC COM 08171T102 21,153 1,662,973 SH   SOLE   1,662,973 0 0
BENEFITFOCUS INC COM 08180D106 11,597 304,235 SH   SOLE   304,235 0 0
BERKLEY W R CORP COM 084423102 270,022 4,506,370 SH   SOLE   4,506,370 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,287,373 22,704,423 SH   SOLE   22,704,423 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 19,512 724,805 SH   SOLE   724,805 0 0
BERRY PLASTICS GROUP INC COM 08579W103 48,324 1,243,864 SH   SOLE   1,243,864 0 0
BEST BUY INC COM 086516101 138,900 4,539,217 SH   SOLE   4,539,217 0 0
BG STAFFING INC COM 05544A109 299 15,822 SH   SOLE   15,822 0 0
BGC PARTNERS INC CL A 05541T101 48,119 5,524,535 SH   SOLE   5,524,535 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 8,983 314,547 SH   SOLE   314,547 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 5,254 207,009 SH   SOLE   207,009 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 11,366 1,226,052 SH   SOLE   1,226,052 0 0
BIG LOTS INC COM 089302103 116,056 2,316,020 SH   SOLE   2,316,020 0 0
BIGLARI HLDGS INC COM 08986R101 28,422 70,467 SH   SOLE   70,467 0 0
BIO BLAST PHARMA LTD SHS M20156101 27 16,786 SH   SOLE   16,786 0 0
BIO PATH HOLDINGS INC COM 09057N102 4,312 2,166,756 SH   SOLE   2,166,756 0 0
BIO RAD LABS INC CL A 090572207 115,563 808,020 SH   SOLE   808,020 0 0
BIO TECHNE CORP COM 09073M104 205,525 1,822,518 SH   SOLE   1,822,518 0 0
BIOAMBER INC COM 09072Q106 10 3,413 SH   SOLE   3,413 0 0
BIOANALYTICAL SYS INC COM 09058M103 1 1,075 SH   SOLE   1,075 0 0
BIOCEPT INC COM 09072V105 3 4,038 SH   SOLE   4,038 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 8,095 2,850,238 SH   SOLE   2,850,238 0 0
BIODEL INC COM NEW 09064M204 3 11,195 SH   SOLE   11,195 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 290 123,009 SH   SOLE   123,009 0 0
BIOGEN INC COM 09062X103 1,171,242 4,843,447 SH   SOLE   4,843,447 0 0
BIOLASE INC COM 090911108 118 100,569 SH   SOLE   100,569 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 3 1,785 SH   SOLE   1,785 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 290,774 3,737,456 SH   SOLE   3,737,456 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 145 125,000 PRN   SOLE   125,000 0 0
BIOPHARMX CORP COM 09072X101 1 1,902 SH   SOLE   1,902 0 0
BIOSCRIP INC COM 09069N108 4,474 1,754,388 SH   SOLE   1,754,388 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 5,582 139,760 SH   SOLE   139,760 0 0
BIOSTAGE INC COM 09074M103 3 2,805 SH   SOLE   2,805 0 0
BIOTELEMETRY INC COM 090672106 11,429 701,141 SH   SOLE   701,141 0 0
BIOTIME INC COM 09066L105 4,373 1,675,378 SH   SOLE   1,675,378 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,684 99,559 SH   SOLE   99,559 0 0
BJS RESTAURANTS INC COM 09180C106 58,919 1,344,266 SH   SOLE   1,344,266 0 0
BLACK BOX CORP DEL COM 091826107 13,212 1,010,071 SH   SOLE   1,010,071 0 0
BLACK DIAMOND INC COM 09202G101 241 58,178 SH   SOLE   58,178 0 0
BLACK HILLS CORP COM 092113109 317,468 5,035,979 SH   SOLE   5,035,979 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 7,883 209,660 SH   SOLE   209,660 0 0
BLACKBAUD INC COM 09227Q100 211,621 3,116,655 SH   SOLE   3,116,655 0 0
BLACKBERRY LTD COM 09228F103 547 81,447 SH   SOLE   81,447 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 44,667 1,333,749 SH   SOLE   1,333,749 0 0
BLACKROCK INC COM 09247X101 536,393 1,565,975 SH   SOLE   1,565,975 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 64,721 2,339,042 SH   SOLE   2,339,042 0 0
BLOCK H & R INC COM 093671105 81,398 3,539,046 SH   SOLE   3,539,046 0 0
BLOOMIN BRANDS INC COM 094235108 49,746 2,783,777 SH   SOLE   2,783,777 0 0
BLUCORA INC COM 095229100 28,244 2,726,222 SH   SOLE   2,726,222 0 0
BLUE BIRD CORP COM 095306106 1,707 143,434 SH   SOLE   143,434 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 12,462 533,948 SH   SOLE   533,948 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 2,957 159,747 SH   SOLE   159,747 0 0
BLUE HILLS BANCORP INC COM 095573101 9,566 648,083 SH   SOLE   648,083 0 0
BLUE NILE INC COM 09578R103 20,363 743,720 SH   SOLE   743,720 0 0
BLUEBIRD BIO INC COM 09609G100 60,010 1,386,229 SH   SOLE   1,386,229 0 0
BLUELINX HLDGS INC COM NEW 09624H208 21 3,006 SH   SOLE   3,006 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 17,654 871,793 SH   SOLE   871,793 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 6,745 518,868 SH   SOLE   518,868 0 0
BMC STK HLDGS INC COM 05591B109 23,152 1,299,235 SH   SOLE   1,299,235 0 0
BNC BANCORP COM 05566T101 20,277 892,867 SH   SOLE   892,867 0 0
BOB EVANS FARMS INC COM 096761101 49,009 1,291,407 SH   SOLE   1,291,407 0 0
BOEING CO COM 097023105 1,033,075 7,954,686 SH   SOLE   7,954,686 0 0
BOFI HLDG INC COM 05566U108 65,416 3,693,731 SH   SOLE   3,693,731 0 0
BOINGO WIRELESS INC COM 09739C102 11,098 1,244,214 SH   SOLE   1,244,214 0 0
BOISE CASCADE CO DEL COM 09739D100 58,028 2,528,471 SH   SOLE   2,528,471 0 0
BOJANGLES INC COM 097488100 3,941 232,484 SH   SOLE   232,484 0 0
BOK FINL CORP COM NEW 05561Q201 16,248 259,139 SH   SOLE   259,139 0 0
BON-TON STORES INC COM 09776J101 48 33,692 SH   SOLE   33,692 0 0
BONANZA CREEK ENERGY INC COM 097793103 3,673 1,827,387 SH   SOLE   1,827,387 0 0
BOOT BARN HLDGS INC COM 099406100 2,971 344,614 SH   SOLE   344,614 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 32,932 1,111,057 SH   SOLE   1,111,057 0 0
BORGWARNER INC COM 099724106 100,137 3,392,171 SH   SOLE   3,392,171 0 0
BOSTON BEER INC CL A 100557107 77,455 452,873 SH   SOLE   452,873 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 63,073 5,354,220 SH   SOLE   5,354,220 0 0
BOSTON PROPERTIES INC COM 101121101 610,344 4,627,326 SH   SOLE   4,627,326 0 0
BOSTON SCIENTIFIC CORP COM 101137107 456,926 19,551,798 SH   SOLE   19,551,798 0 0
BOTTOMLINE TECH DEL INC COM 101388106 53,368 2,478,771 SH   SOLE   2,478,771 0 0
BOVIE MEDICAL CORP COM 10211F100 118 72,051 SH   SOLE   72,051 0 0
BOWL AMER INC CL A 102565108 9 629 SH   SOLE   629 0 0
BOX INC CL A 10316T104 11,906 1,151,475 SH   SOLE   1,151,475 0 0
BOYD GAMING CORP COM 103304101 94,731 5,148,421 SH   SOLE   5,148,421 0 0
BP PLC SPONSORED ADR 055622104 281 7,903 SH   SOLE   7,903 0 0
BRADY CORP CL A 104674106 91,935 3,008,355 SH   SOLE   3,008,355 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 101 41,811 SH   SOLE   41,811 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 44,281 2,635,785 SH   SOLE   2,635,785 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 296 36,180 SH   SOLE   36,180 0 0
BRF SA SPONSORED ADR 10552T107 19,861 1,425,776 SH   SOLE   1,425,776 0 0
BRIDGE BANCORP INC COM 108035106 12,257 431,570 SH   SOLE   431,570 0 0
BRIDGEPOINT ED INC COM 10807M105 3,354 463,302 SH   SOLE   463,302 0 0
BRIDGFORD FOODS CORP COM 108763103 7 584 SH   SOLE   584 0 0
BRIGGS & STRATTON CORP COM 109043109 59,260 2,797,915 SH   SOLE   2,797,915 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 69,322 1,045,425 SH   SOLE   1,045,425 0 0
BRIGHTCOVE INC COM 10921T101 6,837 776,963 SH   SOLE   776,963 0 0
BRINKER INTL INC COM 109641100 89,943 1,975,471 SH   SOLE   1,975,471 0 0
BRINKS CO COM 109696104 89,100 3,127,400 SH   SOLE   3,127,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,749,088 23,780,943 SH   SOLE   23,780,943 0 0
BRISTOW GROUP INC COM 110394103 28,426 2,491,308 SH   SOLE   2,491,308 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 78,588 2,970,063 SH   SOLE   2,970,063 0 0
BROADCOM LTD SHS Y09827109 750,408 4,828,883 SH   SOLE   4,828,883 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 358,792 5,502,944 SH   SOLE   5,502,944 0 0
BROADSOFT INC COM 11133B409 28,691 699,279 SH   SOLE   699,279 0 0
BROADVISION INC COM PAR $.001 111412706 5 828 SH   SOLE   828 0 0
BROADWAY FINL CORP DEL COM 111444105 2 965 SH   SOLE   965 0 0
BROADWIND ENERGY INC COM NEW 11161T207 175 41,400 SH   SOLE   41,400 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 152,602 16,623,300 SH   SOLE   16,623,300 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 98 100,000 PRN   SOLE   100,000 0 0
BROOKDALE SR LIVING INC COM 112463104 36,900 2,389,907 SH   SOLE   2,389,907 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 49,158 4,456,754 SH   SOLE   4,456,754 0 0
BROOKS AUTOMATION INC COM 114340102 49,823 4,440,518 SH   SOLE   4,440,518 0 0
BROWN & BROWN INC COM 115236101 153,808 4,104,836 SH   SOLE   4,104,836 0 0
BROWN FORMAN CORP CL A 115637100 27,396 253,593 SH   SOLE   253,593 0 0
BROWN FORMAN CORP CL B 115637209 171,603 1,720,163 SH   SOLE   1,720,163 0 0
BRT RLTY TR SH BEN INT NEW 055645303 208 29,105 SH   SOLE   29,105 0 0
BRUKER CORP COM 116794108 33,443 1,470,676 SH   SOLE   1,470,676 0 0
BRUNSWICK CORP COM 117043109 144,015 3,177,745 SH   SOLE   3,177,745 0 0
BRYN MAWR BK CORP COM 117665109 12,591 431,207 SH   SOLE   431,207 0 0
BSB BANCORP INC MD COM 05573H108 4,952 218,645 SH   SOLE   218,645 0 0
BSQUARE CORP COM NEW 11776U300 168 30,059 SH   SOLE   30,059 0 0
BUCKLE INC COM 118440106 49,557 1,906,753 SH   SOLE   1,906,753 0 0
BUFFALO WILD WINGS INC COM 119848109 132,442 953,162 SH   SOLE   953,162 0 0
BUILD A BEAR WORKSHOP COM 120076104 4,697 349,969 SH   SOLE   349,969 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 34,273 3,046,479 SH   SOLE   3,046,479 0 0
BUNGE LIMITED COM G16962105 89,384 1,511,141 SH   SOLE   1,511,141 0 0
BURLINGTON STORES INC COM 122017106 43,700 655,069 SH   SOLE   655,069 0 0
BWX TECHNOLOGIES INC COM 05605H100 48,575 1,357,968 SH   SOLE   1,357,968 0 0
C & F FINL CORP COM 12466Q104 3,813 85,194 SH   SOLE   85,194 0 0
C D I CORP COM 125071100 3,939 645,788 SH   SOLE   645,788 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 274,000 3,690,234 SH   SOLE   3,690,234 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 24 39,418 SH   SOLE   39,418 0 0
C1 FINL INC COM 12591N109 4,555 195,258 SH   SOLE   195,258 0 0
CA INC COM 12673P105 193,404 5,891,089 SH   SOLE   5,891,089 0 0
CABELAS INC COM 126804301 83,952 1,677,030 SH   SOLE   1,677,030 0 0
CABLE ONE INC COM 12685J105 80,126 156,676 SH   SOLE   156,676 0 0
CABOT CORP COM 127055101 101,067 2,213,469 SH   SOLE   2,213,469 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 65,224 1,540,488 SH   SOLE   1,540,488 0 0
CABOT OIL & GAS CORP COM 127097103 214,886 8,348,327 SH   SOLE   8,348,327 0 0
CACI INTL INC CL A 127190304 146,509 1,620,492 SH   SOLE   1,620,492 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 309,690 12,744,431 SH   SOLE   12,744,431 0 0
CADIZ INC COM NEW 127537207 259 44,127 SH   SOLE   44,127 0 0
CAESARS ACQUISITION CO CL A 12768T103 12,485 1,112,773 SH   SOLE   1,112,773 0 0
CAESARS ENTMT CORP COM 127686103 10,156 1,320,686 SH   SOLE   1,320,686 0 0
CAESARSTONE LTD ORD SHS M20598104 23,175 666,707 SH   SOLE   666,707 0 0
CAFEPRESS INC COM 12769A103 70 22,605 SH   SOLE   22,605 0 0
CAI INTERNATIONAL INC COM 12477X106 3,093 412,379 SH   SOLE   412,379 0 0
CAL MAINE FOODS INC COM NEW 128030202 88,266 1,991,570 SH   SOLE   1,991,570 0 0
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CALAMOS ASSET MGMT INC CL A 12811R104 8,278 1,132,382 SH   SOLE   1,132,382 0 0
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CALATLANTIC GROUP INC COM 128195104 153,044 4,168,987 SH   SOLE   4,168,987 0 0
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CALERES INC COM 129500104 68,683 2,836,977 SH   SOLE   2,836,977 0 0
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CALIFORNIA FIRST NTNL BANCOR COM 130222102 834 56,496 SH   SOLE   56,496 0 0
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CALIFORNIA WTR SVC GROUP COM 130788102 109,203 3,126,329 SH   SOLE   3,126,329 0 0
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CALIX INC COM 13100M509 7,382 1,068,277 SH   SOLE   1,068,277 0 0
CALLAWAY GOLF CO COM 131193104 61,110 5,985,299 SH   SOLE   5,985,299 0 0
CALLIDUS SOFTWARE INC COM 13123E500 26,269 1,314,781 SH   SOLE   1,314,781 0 0
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CALPINE CORP COM NEW 131347304 56,677 3,842,492 SH   SOLE   3,842,492 0 0
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CAMDEN PPTY TR SH BEN INT 133131102 334,540 3,783,537 SH   SOLE   3,783,537 0 0
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CAMPBELL SOUP CO COM 134429109 312,270 4,693,665 SH   SOLE   4,693,665 0 0
CANADIAN NAT RES LTD COM 136385101 22,814 740,006 SH   SOLE   740,006 0 0
CANADIAN SOLAR INC COM 136635109 1,492 98,667 SH   SOLE   98,667 0 0
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CAPELLA EDUCATION COMPANY COM 139594105 37,413 710,729 SH   SOLE   710,729 0 0
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CAPITAL ONE FINL CORP COM 14040H105 375,367 5,910,356 SH   SOLE   5,910,356 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 76,982 2,337,750 SH   SOLE   2,337,750 0 0
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CARRIZO OIL & GAS INC COM 144577103 131,358 3,664,096 SH   SOLE   3,664,096 0 0
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CARTER INC COM 146229109 191,909 1,802,470 SH   SOLE   1,802,470 0 0
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CAS MED SYS INC COM PAR $0.004 124769209 180 97,649 SH   SOLE   97,649 0 0
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CASELLA WASTE SYS INC CL A 147448104 7,868 1,002,325 SH   SOLE   1,002,325 0 0
CASEYS GEN STORES INC COM 147528103 180,672 1,373,828 SH   SOLE   1,373,828 0 0
CASH AMER INTL INC COM 14754D100 66,961 1,571,123 SH   SOLE   1,571,123 0 0
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CASS INFORMATION SYS INC COM 14808P109 14,677 283,882 SH   SOLE   283,882 0 0
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CHANGYOU COM LTD ADS REP CL A 15911M107 25 1,251 SH   SOLE   1,251 0 0
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CONMED CORP COM 207410101 80,398 1,684,436 SH   SOLE   1,684,436 0 0
CONNECTICUT WTR SVC INC COM 207797101 16,049 285,571 SH   SOLE   285,571 0 0
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CONNS INC COM 208242107 3,960 526,559 SH   SOLE   526,559 0 0
CONOCOPHILLIPS COM 20825C104 838,376 19,228,815 SH   SOLE   19,228,815 0 0
CONSOL ENERGY INC COM 20854P109 132,192 8,215,799 SH   SOLE   8,215,799 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 120,681 4,430,297 SH   SOLE   4,430,297 0 0
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CONSOLIDATED TOMOKA LD CO COM 210226106 5,059 106,570 SH   SOLE   106,570 0 0
CONSOLIDATED WATER CO INC ORD G23773107 4,847 371,147 SH   SOLE   371,147 0 0
CONSTELLATION BRANDS INC CL A 21036P108 339,172 2,050,614 SH   SOLE   2,050,614 0 0
CONSTELLIUM NV CL A N22035104 78 16,632 SH   SOLE   16,632 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 209 55,416 SH   SOLE   55,416 0 0
CONTAINER STORE GROUP INC COM 210751103 2,223 415,507 SH   SOLE   415,507 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 14,642 1,196,268 SH   SOLE   1,196,268 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 18,508 832,559 SH   SOLE   832,559 0 0
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CONTINENTAL RESOURCES INC COM 212015101 45,476 1,004,559 SH   SOLE   1,004,559 0 0
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CONTROL4 CORP COM 21240D107 4,257 521,688 SH   SOLE   521,688 0 0
CONVERGYS CORP COM 212485106 118,356 4,734,243 SH   SOLE   4,734,243 0 0
COOPER COS INC COM NEW 216648402 293,282 1,709,402 SH   SOLE   1,709,402 0 0
COOPER STD HLDGS INC COM 21676P103 28,836 365,065 SH   SOLE   365,065 0 0
COOPER TIRE & RUBR CO COM 216831107 40,695 1,364,680 SH   SOLE   1,364,680 0 0
COPA HOLDINGS SA CL A P31076105 13,845 264,931 SH   SOLE   264,931 0 0
COPART INC COM 217204106 170,825 3,485,511 SH   SOLE   3,485,511 0 0
COPSYNC INC COM NEW 217712207 1 1,082 SH   SOLE   1,082 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 251 83,962 SH   SOLE   83,962 0 0
CORCEPT THERAPEUTICS INC COM 218352102 10,607 1,942,735 SH   SOLE   1,942,735 0 0
CORDIA BANCORP INC COM 218513109 7 1,421 SH   SOLE   1,421 0 0
CORE LABORATORIES N V COM N22717107 22,792 183,968 SH   SOLE   183,968 0 0
CORE MARK HOLDING CO INC COM 218681104 138,398 2,953,441 SH   SOLE   2,953,441 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 249 18,275 SH   SOLE   18,275 0 0
CORELOGIC INC COM 21871D103 121,226 3,150,356 SH   SOLE   3,150,356 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 8,925 309,371 SH   SOLE   309,371 0 0
CORESITE RLTY CORP COM 21870Q105 177,230 1,998,311 SH   SOLE   1,998,311 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 1,935 1,353,007 SH   SOLE   1,353,007 0 0
CORIUM INTL INC COM 21887L107 122 35,108 SH   SOLE   35,108 0 0
CORMEDIX INC COM 21900C100 175 88,066 SH   SOLE   88,066 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 46,149 1,212,535 SH   SOLE   1,212,535 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 51 50,000 PRN   SOLE   50,000 0 0
CORNING INC COM 219350105 266,201 12,998,073 SH   SOLE   12,998,073 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 111,123 3,757,949 SH   SOLE   3,757,949 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 162,259 4,633,312 SH   SOLE   4,633,312 0 0
CORVEL CORP COM 221006109 30,177 698,859 SH   SOLE   698,859 0 0
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COSI INC COM NEW 22122P200 14 28,206 SH   SOLE   28,206 0 0
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COSTAR GROUP INC COM 22160N109 66,664 304,876 SH   SOLE   304,876 0 0
COSTCO WHSL CORP NEW COM 22160K105 899,072 5,725,116 SH   SOLE   5,725,116 0 0
COTIVITI HLDGS INC COM 22164K101 6,270 296,711 SH   SOLE   296,711 0 0
COTY INC COM CL A 222070203 11,048 425,088 SH   SOLE   425,088 0 0
COUNTY BANCORP INC COM 221907108 2,348 113,871 SH   SOLE   113,871 0 0
COUSINS PPTYS INC COM 222795106 146,694 14,105,162 SH   SOLE   14,105,162 0 0
COVANTA HLDG CORP COM 22282E102 26,659 1,620,584 SH   SOLE   1,620,584 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 5,542 306,710 SH   SOLE   306,710 0 0
COVISINT CORP COM 22357R103 234 107,290 SH   SOLE   107,290 0 0
COWEN GROUP INC NEW CL A 223622101 8,906 3,008,884 SH   SOLE   3,008,884 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 12,525 973,942 SH   SOLE   973,942 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 121 19,632 SH   SOLE   19,632 0 0
CPI CARD GROUP INC COM 12634H101 2,737 546,211 SH   SOLE   546,211 0 0
CPS TECHNOLOGIES CORP COM 12619F104 3 1,489 SH   SOLE   1,489 0 0
CRA INTL INC COM 12618T105 5,717 226,687 SH   SOLE   226,687 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 190,804 1,112,755 SH   SOLE   1,112,755 0 0
CRAFT BREW ALLIANCE INC COM 224122101 3,764 326,729 SH   SOLE   326,729 0 0
CRANE CO COM 224399105 99,226 1,749,403 SH   SOLE   1,749,403 0 0
CRAWFORD & CO CL B 224633107 2,659 313,195 SH   SOLE   313,195 0 0
CRAWFORD & CO CL A 224633206 25 3,269 SH   SOLE   3,269 0 0
CRAY INC COM NEW 225223304 76,875 2,569,352 SH   SOLE   2,569,352 0 0
CREDICORP LTD COM G2519Y108 213,773 1,385,167 SH   SOLE   1,385,167 0 0
CREDIT ACCEP CORP MICH COM 225310101 14,160 76,510 SH   SOLE   76,510 0 0
CREE INC COM 225447101 85,097 3,481,881 SH   SOLE   3,481,881 0 0
CRESCENT PT ENERGY CORP COM 22576C101 5,400 341,977 SH   SOLE   341,977 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 1,998 141,368 SH   SOLE   141,368 0 0
CROCS INC COM 227046109 53,894 4,777,869 SH   SOLE   4,777,869 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 29,566 2,123,987 SH   SOLE   2,123,987 0 0
CROSSROADS SYS INC COM PAR 22765D407 1 157 SH   SOLE   157 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 730,853 7,205,488 SH   SOLE   7,205,488 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 111,564 922,014 SH   SOLE   922,014 0 0
CROWN CRAFTS INC COM 228309100 268 28,279 SH   SOLE   28,279 0 0
CROWN HOLDINGS INC COM 228368106 69,947 1,380,444 SH   SOLE   1,380,444 0 0
CRYOLIFE INC COM 228903100 22,002 1,863,006 SH   SOLE   1,863,006 0 0
CRYOPORT INC COM PAR $0.001 229050307 6 2,880 SH   SOLE   2,880 0 0
CRYSTAL ROCK HLDGS INC COM 22940F103 1 1,839 SH   SOLE   1,839 0 0
CSG SYS INTL INC COM 126349109 83,253 2,065,314 SH   SOLE   2,065,314 0 0
CSP INC COM 126389105 5 624 SH   SOLE   624 0 0
CSRA INC COM 12650T104 56,288 2,402,396 SH   SOLE   2,402,396 0 0
CSS INDS INC COM 125906107 6,020 224,543 SH   SOLE   224,543 0 0
CST BRANDS INC COM 12646R105 112,957 2,622,019 SH   SOLE   2,622,019 0 0
CSW INDUSTRIALS INC COM 126402106 12,137 372,173 SH   SOLE   372,173 0 0
CSX CORP COM 126408103 282,586 10,835,371 SH   SOLE   10,835,371 0 0
CTI BIOPHARMA CORP COM 12648L106 27 80,061 SH   SOLE   80,061 0 0
CTI INDUSTRIES CORP COM NEW 125961300 2 230 SH   SOLE   230 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 167,135 4,056,685 SH   SOLE   4,056,685 0 0
CTS CORP COM 126501105 38,889 2,170,138 SH   SOLE   2,170,138 0 0
CU BANCORP CALIF COM 126534106 9,593 422,033 SH   SOLE   422,033 0 0
CUBESMART COM 229663109 89,687 2,904,362 SH   SOLE   2,904,362 0 0
CUBIC CORP COM 229669106 68,163 1,697,276 SH   SOLE   1,697,276 0 0
CUI GLOBAL INC COM NEW 126576206 255 50,518 SH   SOLE   50,518 0 0
CULLEN FROST BANKERS INC COM 229899109 122,741 1,925,953 SH   SOLE   1,925,953 0 0
CULP INC COM 230215105 7,712 279,120 SH   SOLE   279,120 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 143 31,842 SH   SOLE   31,842 0 0
CUMMINS INC COM 231021106 285,804 2,541,837 SH   SOLE   2,541,837 0 0
CUMULUS MEDIA INC CL A 231082108 11 34,309 SH   SOLE   34,309 0 0
CURIS INC COM 231269101 7,154 4,585,732 SH   SOLE   4,585,732 0 0
CURTISS WRIGHT CORP COM 231561101 202,366 2,401,975 SH   SOLE   2,401,975 0 0
CUSTOMERS BANCORP INC COM 23204G100 42,233 1,680,575 SH   SOLE   1,680,575 0 0
CUTERA INC COM 232109108 3,443 307,105 SH   SOLE   307,105 0 0
CVB FINL CORP COM 126600105 105,191 6,417,991 SH   SOLE   6,417,991 0 0
CVD EQUIPMENT CORP COM 126601103 116 13,521 SH   SOLE   13,521 0 0
CVENT INC COM 23247G109 25,737 720,520 SH   SOLE   720,520 0 0
CVR ENERGY INC COM 12662P108 6,375 411,305 SH   SOLE   411,305 0 0
CVS HEALTH CORP COM 126650100 1,258,184 13,141,674 SH   SOLE   13,141,674 0 0
CYANOTECH CORP COM PAR $0.02 232437301 4 755 SH   SOLE   755 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 4,922 101,295 SH   SOLE   101,295 0 0
CYBEROPTICS CORP COM 232517102 295 19,706 SH   SOLE   19,706 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 4 759 SH   SOLE   759 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 115 66,072 SH   SOLE   66,072 0 0
CYNOSURE INC CL A 232577205 78,221 1,607,999 SH   SOLE   1,607,999 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 124,092 11,762,252 SH   SOLE   11,762,252 0 0
CYRUSONE INC COM 23283R100 38,435 690,529 SH   SOLE   690,529 0 0
CYS INVTS INC COM 12673A108 67,678 8,085,729 SH   SOLE   8,085,729 0 0
CYTOKINETICS INC COM NEW 23282W605 8,370 881,984 SH   SOLE   881,984 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 5,386 527,248 SH   SOLE   527,248 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 70 33,505 SH   SOLE   33,505 0 0
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CYTRX CORP COM PAR $.001 232828509 3,865 1,733,219 SH   SOLE   1,733,219 0 0
D R HORTON INC COM 23331A109 356,000 11,308,754 SH   SOLE   11,308,754 0 0
DAILY JOURNAL CORP COM 233912104 6,454 27,235 SH   SOLE   27,235 0 0
DAKOTA PLAINS HLDGS INC COM 234255107 2 15,641 SH   SOLE   15,641 0 0
DAKTRONICS INC COM 234264109 15,958 2,553,238 SH   SOLE   2,553,238 0 0
DANA HLDG CORP COM 235825205 77,677 7,355,786 SH   SOLE   7,355,786 0 0
DANAHER CORP DEL COM 235851102 766,712 7,591,208 SH   SOLE   7,591,208 0 0
DARDEN RESTAURANTS INC COM 237194105 294,330 4,646,824 SH   SOLE   4,646,824 0 0
DARLING INGREDIENTS INC COM 237266101 162,414 10,900,258 SH   SOLE   10,900,258 0 0
DATA I O CORP COM 237690102 3 1,405 SH   SOLE   1,405 0 0
DATALINK CORP COM 237934104 3,902 520,223 SH   SOLE   520,223 0 0
DATAWATCH CORP COM NEW 237917208 138 24,836 SH   SOLE   24,836 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 42,159 901,034 SH   SOLE   901,034 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 345,273 4,465,512 SH   SOLE   4,465,512 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 4,257 522,347 SH   SOLE   522,347 0 0
DAXOR CORP COM 239467103 1 131 SH   SOLE   131 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 9,802 300,477 SH   SOLE   300,477 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 172,738 3,595,722 SH   SOLE   3,595,722 0 0
DDR CORP COM 23317H102 84,996 4,685,539 SH   SOLE   4,685,539 0 0
DEAN FOODS CO NEW COM NEW 242370203 82,486 4,559,779 SH   SOLE   4,559,779 0 0
DECKERS OUTDOOR CORP COM 243537107 91,223 1,585,942 SH   SOLE   1,585,942 0 0
DEERE & CO COM 244199105 274,335 3,385,185 SH   SOLE   3,385,185 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 8,739 610,245 SH   SOLE   610,245 0 0
DEL TACO RESTAURANTS INC COM 245496104 5,461 600,082 SH   SOLE   600,082 0 0
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DELEK US HLDGS INC COM 246647101 19,829 1,501,061 SH   SOLE   1,501,061 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 274,839 4,390,392 SH   SOLE   4,390,392 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 327,488 8,989,517 SH   SOLE   8,989,517 0 0
DELTA APPAREL INC COM 247368103 4,142 183,672 SH   SOLE   183,672 0 0
DELTA NAT GAS INC COM 247748106 4,957 184,008 SH   SOLE   184,008 0 0
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DELUXE CORP COM 248019101 162,604 2,449,966 SH   SOLE   2,449,966 0 0
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DEMANDWARE INC COM 24802Y105 69,625 929,572 SH   SOLE   929,572 0 0
DENBURY RES INC COM NEW 247916208 65,325 18,196,413 SH   SOLE   18,196,413 0 0
DENNYS CORP COM 24869P104 21,155 1,971,533 SH   SOLE   1,971,533 0 0
DENTSPLY SIRONA INC COM 24906P109 235,610 3,797,706 SH   SOLE   3,797,706 0 0
DEPOMED INC COM 249908104 99,350 5,063,688 SH   SOLE   5,063,688 0 0
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DERMIRA INC COM 24983L104 34,999 1,196,544 SH   SOLE   1,196,544 0 0
DESTINATION MATERNITY CORP COM 25065D100 181 30,845 SH   SOLE   30,845 0 0
DESTINATION XL GROUP INC COM 25065K104 4,336 948,864 SH   SOLE   948,864 0 0
DETERMINE INC COM 250660107 2 1,516 SH   SOLE   1,516 0 0
DEVON ENERGY CORP NEW COM 25179M103 348,443 9,612,213 SH   SOLE   9,612,213 0 0
DEVRY ED GROUP INC COM 251893103 52,658 2,951,676 SH   SOLE   2,951,676 0 0
DEXCOM INC COM 252131107 85,314 1,075,429 SH   SOLE   1,075,429 0 0
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DHT HOLDINGS INC SHS NEW Y2065G121 11,819 2,349,759 SH   SOLE   2,349,759 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 16,314 86,582 SH   SOLE   86,582 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 31,295 1,286,283 SH   SOLE   1,286,283 0 0
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DIAMONDBACK ENERGY INC COM 25278X109 75,199 824,463 SH   SOLE   824,463 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 125,927 13,945,397 SH   SOLE   13,945,397 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 947 315,722 SH   SOLE   315,722 0 0
DICKS SPORTING GOODS INC COM 253393102 140,309 3,113,817 SH   SOLE   3,113,817 0 0
DIEBOLD INC COM 253651103 77,297 3,113,068 SH   SOLE   3,113,068 0 0
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DIGI INTL INC COM 253798102 18,440 1,718,562 SH   SOLE   1,718,562 0 0
DIGIMARC CORP NEW COM 25381B101 6,942 217,222 SH   SOLE   217,222 0 0
DIGIRAD CORP COM 253827109 265 51,408 SH   SOLE   51,408 0 0
DIGITAL ALLY INC COM NEW 25382P208 3 832 SH   SOLE   832 0 0
DIGITAL RLTY TR INC COM 253868103 509,081 4,670,897 SH   SOLE   4,670,897 0 0
DIGITAL TURBINE INC COM NEW 25400W102 172 160,647 SH   SOLE   160,647 0 0
DIGITALGLOBE INC COM NEW 25389M877 42,031 1,964,999 SH   SOLE   1,964,999 0 0
DILLARDS INC CL A 254067101 11,660 192,403 SH   SOLE   192,403 0 0
DIME CMNTY BANCSHARES COM 253922108 35,542 2,089,471 SH   SOLE   2,089,471 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 1,903 317,232 SH   SOLE   317,232 0 0
DINEEQUITY INC COM 254423106 92,511 1,091,185 SH   SOLE   1,091,185 0 0
DIODES INC COM 254543101 47,054 2,504,178 SH   SOLE   2,504,178 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 155 15,674 SH   SOLE   15,674 0 0
DIPLOMAT PHARMACY INC COM 25456K101 94,079 2,687,980 SH   SOLE   2,687,980 0 0
DISCOVER FINL SVCS COM 254709108 246,383 4,597,556 SH   SOLE   4,597,556 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 59,848 2,372,086 SH   SOLE   2,372,086 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 88,850 3,725,372 SH   SOLE   3,725,372 0 0
DISH NETWORK CORP CL A 25470M109 60,366 1,152,029 SH   SOLE   1,152,029 0 0
DISNEY WALT CO COM DISNEY 254687106 1,766,940 18,063,175 SH   SOLE   18,063,175 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 7 886 SH   SOLE   886 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 56 36,598 SH   SOLE   36,598 0 0
DIXIE GROUP INC CL A 255519100 142 39,981 SH   SOLE   39,981 0 0
DLH HLDGS CORP COM 23335Q100 39 7,648 SH   SOLE   7,648 0 0
DNB FINL CORP COM 233237106 13 561 SH   SOLE   561 0 0
DOCUMENT SEC SYS INC COM 25614T101 4 17,719 SH   SOLE   17,719 0 0
DOLBY LABORATORIES INC COM 25659T107 23,778 496,935 SH   SOLE   496,935 0 0
DOLLAR GEN CORP NEW COM 256677105 479,051 5,096,282 SH   SOLE   5,096,282 0 0
DOLLAR TREE INC COM 256746108 375,764 3,987,310 SH   SOLE   3,987,310 0 0
DOMINION DIAMOND CORP COM 257287102 108 12,174 SH   SOLE   12,174 0 0
DOMINION RES INC VA NEW COM 25746U109 1,117,992 14,346,101 SH   SOLE   14,346,101 0 0
DOMINOS PIZZA INC COM 25754A201 234,574 1,785,461 SH   SOLE   1,785,461 0 0
DOMTAR CORP COM NEW 257559203 210,782 6,020,617 SH   SOLE   6,020,617 0 0
DONALDSON INC COM 257651109 148,832 4,331,551 SH   SOLE   4,331,551 0 0
DONEGAL GROUP INC CL A 257701201 3,618 219,402 SH   SOLE   219,402 0 0
DONNELLEY R R & SONS CO COM 257867101 217,027 12,826,677 SH   SOLE   12,826,677 0 0
DORIAN LPG LTD SHS USD Y2106R110 4,028 571,353 SH   SOLE   571,353 0 0
DORMAN PRODUCTS INC COM 258278100 105,186 1,838,917 SH   SOLE   1,838,917 0 0
DOUGLAS DYNAMICS INC COM 25960R105 14,790 574,821 SH   SOLE   574,821 0 0
DOUGLAS EMMETT INC COM 25960P109 242,874 6,837,672 SH   SOLE   6,837,672 0 0
DOVER CORP COM 260003108 170,585 2,460,830 SH   SOLE   2,460,830 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 41 38,646 SH   SOLE   38,646 0 0
DOVER MOTORSPORTS INC COM 260174107 163 75,169 SH   SOLE   75,169 0 0
DOW CHEM CO COM 260543103 681,622 13,711,963 SH   SOLE   13,711,963 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 344,537 3,565,527 SH   SOLE   3,565,527 0 0
DR REDDYS LABS LTD ADR 256135203 8,088 157,883 SH   SOLE   157,883 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 151,695 3,711,645 SH   SOLE   3,711,645 0 0
DREW INDS INC COM NEW 26168L205 129,742 1,529,260 SH   SOLE   1,529,260 0 0
DRIL-QUIP INC COM 262037104 83,785 1,433,945 SH   SOLE   1,433,945 0 0
DS HEALTHCARE GROUP INC COM 23336Q109 24 33,138 SH   SOLE   33,138 0 0
DSP GROUP INC COM 23332B106 15,623 1,472,478 SH   SOLE   1,472,478 0 0
DST SYS INC DEL COM 233326107 133,879 1,149,866 SH   SOLE   1,149,866 0 0
DSW INC CL A 23334L102 34,893 1,647,457 SH   SOLE   1,647,457 0 0
DTE ENERGY CO COM 233331107 603,894 6,092,557 SH   SOLE   6,092,557 0 0
DTS INC COM 23335C101 30,716 1,161,274 SH   SOLE   1,161,274 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 708,321 10,930,874 SH   SOLE   10,930,874 0 0
DUCOMMUN INC DEL COM 264147109 5,312 268,535 SH   SOLE   268,535 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,107,565 12,910,189 SH   SOLE   12,910,189 0 0
DUKE REALTY CORP COM NEW 264411505 376,671 14,128,686 SH   SOLE   14,128,686 0 0
DULUTH HLDGS INC COM CL B 26443V101 6,081 248,607 SH   SOLE   248,607 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 72,763 597,202 SH   SOLE   597,202 0 0
DUNKIN BRANDS GROUP INC COM 265504100 142,330 3,262,963 SH   SOLE   3,262,963 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 104,755 2,203,506 SH   SOLE   2,203,506 0 0
DURECT CORP COM 266605104 6,196 5,078,835 SH   SOLE   5,078,835 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 12,956 867,803 SH   SOLE   867,803 0 0
DYCOM INDS INC COM 267475101 175,820 1,958,776 SH   SOLE   1,958,776 0 0
DYNAMIC MATLS CORP COM 267888105 3,905 363,227 SH   SOLE   363,227 0 0
DYNASIL CORP AMER COM 268102100 3 2,618 SH   SOLE   2,618 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 14,772 1,013,173 SH   SOLE   1,013,173 0 0
DYNEGY INC NEW DEL COM 26817R108 52,595 3,050,752 SH   SOLE   3,050,752 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 25,276 401,273 SH   SOLE   401,273 0 0
DYNEX CAP INC COM NEW 26817Q506 16,209 2,335,651 SH   SOLE   2,335,651 0 0
E M C CORP MASS COM 268648102 722,686 26,598,690 SH   SOLE   26,598,690 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 106,013 4,513,125 SH   SOLE   4,513,125 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 1,599 264,255 SH   SOLE   264,255 0 0
EAGLE BANCORP INC MD COM 268948106 35,104 729,670 SH   SOLE   729,670 0 0
EAGLE BANCORP MONT INC COM 26942G100 10 793 SH   SOLE   793 0 0
EAGLE MATERIALS INC COM 26969P108 153,409 1,988,450 SH   SOLE   1,988,450 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 15,971 411,735 SH   SOLE   411,735 0 0
EARTHLINK HLDGS CORP COM 27033X101 17,454 2,727,261 SH   SOLE   2,727,261 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 485 45,027 SH   SOLE   45,027 0 0
EAST WEST BANCORP INC COM 27579R104 179,145 5,241,234 SH   SOLE   5,241,234 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 11,130 564,120 SH   SOLE   564,120 0 0
EASTERN CO COM 276317104 280 16,889 SH   SOLE   16,889 0 0
EASTERN VA BANKSHARES INC COM 277196101 20 2,713 SH   SOLE   2,713 0 0
EASTGROUP PPTY INC COM 277276101 152,887 2,218,331 SH   SOLE   2,218,331 0 0
EASTMAN CHEM CO COM 277432100 164,761 2,426,526 SH   SOLE   2,426,526 0 0
EASTMAN KODAK CO COM NEW 277461406 6,544 406,975 SH   SOLE   406,975 0 0
EATON CORP PLC SHS G29183103 542,692 9,085,759 SH   SOLE   9,085,759 0 0
EATON VANCE CORP COM NON VTG 278265103 149,923 4,242,317 SH   SOLE   4,242,317 0 0
EBAY INC COM 278642103 335,423 14,328,179 SH   SOLE   14,328,179 0 0
EBIX INC COM NEW 278715206 79,297 1,655,480 SH   SOLE   1,655,480 0 0
ECHELON CORP COM NEW 27874N303 3 702 SH   SOLE   702 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 39,971 1,782,814 SH   SOLE   1,782,814 0 0
ECHO THERAPEUTICS INC COM NEW 27876L206 2 1,709 SH   SOLE   1,709 0 0
ECHOSTAR CORP CL A 278768106 20,654 520,262 SH   SOLE   520,262 0 0
ECLIPSE RES CORP COM 27890G100 3,862 1,156,297 SH   SOLE   1,156,297 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 49 17,036 SH   SOLE   17,036 0 0
ECOLAB INC COM 278865100 442,907 3,734,458 SH   SOLE   3,734,458 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 86 8,409 SH   SOLE   8,409 0 0
ECOPETROL S A SPONSORED ADS 279158109 6,413 670,832 SH   SOLE   670,832 0 0
EDGE THERAPEUTICS INC COM 279870109 4,211 416,562 SH   SOLE   416,562 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 234 27,062 SH   SOLE   27,062 0 0
EDGEWELL PERS CARE CO COM 28035Q102 175,247 2,076,143 SH   SOLE   2,076,143 0 0
EDISON INTL COM 281020107 621,822 8,005,949 SH   SOLE   8,005,949 0 0
EDITAS MEDICINE INC COM 28106W103 3,987 163,385 SH   SOLE   163,385 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 158,952 3,444,994 SH   SOLE   3,444,994 0 0
EDUCATIONAL DEV CORP COM 281479105 129 11,095 SH   SOLE   11,095 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 418,291 4,194,236 SH   SOLE   4,194,236 0 0
EGAIN CORP COM NEW 28225C806 120 42,582 SH   SOLE   42,582 0 0
EGALET CORP COM 28226B104 4,461 899,471 SH   SOLE   899,471 0 0
EHEALTH INC COM 28238P109 16,261 1,159,866 SH   SOLE   1,159,866 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 92 9,126 SH   SOLE   9,126 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,789 90,256 SH   SOLE   90,256 0 0
EL PASO ELEC CO COM NEW 283677854 129,224 2,733,740 SH   SOLE   2,733,740 0 0
EL POLLO LOCO HLDGS INC COM 268603107 6,852 527,075 SH   SOLE   527,075 0 0
ELDORADO GOLD CORP NEW COM 284902103 2,632 584,887 SH   SOLE   584,887 0 0
ELDORADO RESORTS INC COM 28470R102 11,304 743,917 SH   SOLE   743,917 0 0
ELECTRO RENT CORP COM 285218103 6,797 441,089 SH   SOLE   441,089 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 10,915 1,868,978 SH   SOLE   1,868,978 0 0
ELECTRO-SENSORS INC COM 285233102 1 222 SH   SOLE   222 0 0
ELECTROMED INC COM 285409108 59 15,185 SH   SOLE   15,185 0 0
ELECTRONIC ARTS INC COM 285512109 399,350 5,271,251 SH   SOLE   5,271,251 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 130,992 3,043,493 SH   SOLE   3,043,493 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 54 50,000 PRN   SOLE   50,000 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 4 24,788 SH   SOLE   24,788 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 3 1,624 SH   SOLE   1,624 0 0
ELIZABETH ARDEN INC COM 28660G106 8,580 623,567 SH   SOLE   623,567 0 0
ELLIE MAE INC COM 28849P100 70,060 764,425 SH   SOLE   764,425 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,231 170,795 SH   SOLE   170,795 0 0
ELLIS PERRY INTL INC COM 288853104 16,251 807,697 SH   SOLE   807,697 0 0
ELMIRA SVGS BK ELMIRA N Y COM 289660102 11 580 SH   SOLE   580 0 0
EMAGIN CORP COM NEW 29076N206 110 57,437 SH   SOLE   57,437 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 7,832 360,570 SH   SOLE   360,570 0 0
EMC INS GROUP INC COM 268664109 6,037 217,802 SH   SOLE   217,802 0 0
EMCLAIRE FINL CORP COM 290828102 5 214 SH   SOLE   214 0 0
EMCOR GROUP INC COM 29084Q100 147,139 2,986,985 SH   SOLE   2,986,985 0 0
EMCORE CORP COM NEW 290846203 3,569 600,814 SH   SOLE   600,814 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 56,387 2,005,227 SH   SOLE   2,005,227 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 57 50,000 PRN   SOLE   50,000 0 0
EMERGENT CAP INC COM 29102N105 179 53,397 SH   SOLE   53,397 0 0
EMERSON ELEC CO COM 291011104 613,637 11,764,504 SH   SOLE   11,764,504 0 0
EMERSON RADIO CORP COM NEW 291087203 2 3,506 SH   SOLE   3,506 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 49 67,854 SH   SOLE   67,854 0 0
EMPIRE DIST ELEC CO COM 291641108 37,007 1,089,411 SH   SOLE   1,089,411 0 0
EMPIRE RES INC DEL COM 29206E100 3 806 SH   SOLE   806 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 1,418 89,750 SH   SOLE   89,750 0 0
EMPIRE ST RLTY TR INC CL A 292104106 21,683 1,141,788 SH   SOLE   1,141,788 0 0
EMPLOYERS HOLDINGS INC COM 292218104 57,654 1,986,688 SH   SOLE   1,986,688 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,788 102,139 SH   SOLE   102,139 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 9,275 334,461 SH   SOLE   334,461 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 26,503 1,201,932 SH   SOLE   1,201,932 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 428 18,592 SH   SOLE   18,592 0 0
ENBRIDGE INC COM 29250N105 26,528 626,255 SH   SOLE   626,255 0 0
ENCANA CORP COM 292505104 4,469 573,631 SH   SOLE   573,631 0 0
ENCORE CAP GROUP INC COM 292554102 35,654 1,515,236 SH   SOLE   1,515,236 0 0
ENCORE WIRE CORP COM 292562105 49,699 1,333,121 SH   SOLE   1,333,121 0 0
ENDESA AMERS SA SPON ADR 29261D104 1,275 92,682 SH   SOLE   92,682 0 0
ENDO INTL PLC SHS G30401106 109,761 7,040,485 SH   SOLE   7,040,485 0 0
ENDOCHOICE HLDGS INC COM 29272U103 150 30,581 SH   SOLE   30,581 0 0
ENDOCYTE INC COM 29269A102 5,012 1,561,432 SH   SOLE   1,561,432 0 0
ENDOLOGIX INC COM 29266S106 23,961 1,923,027 SH   SOLE   1,923,027 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 12,981 1,443,904 SH   SOLE   1,443,904 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 143,474 2,136,305 SH   SOLE   2,136,305 0 0
ENERGEN CORP COM 29265N108 170,347 3,533,440 SH   SOLE   3,533,440 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 112,874 2,192,149 SH   SOLE   2,192,149 0 0
ENERGOUS CORP COM 29272C103 4,983 384,780 SH   SOLE   384,780 0 0
ENERGY FOCUS INC COM NEW 29268T300 159 25,421 SH   SOLE   25,421 0 0
ENERGY FUELS INC COM NEW 292671708 282 124,190 SH   SOLE   124,190 0 0
ENERGY RECOVERY INC COM 29270J100 7,959 895,324 SH   SOLE   895,324 0 0
ENERNOC INC COM 292764107 4,391 694,774 SH   SOLE   694,774 0 0
ENERPLUS CORP COM 292766102 4 557 SH   SOLE   557 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 10,239 1,193,412 SH   SOLE   1,193,412 0 0
ENERSIS CHILE SA SPON ADR 29278D105 1,876 321,811 SH   SOLE   321,811 0 0
ENERSYS COM 29275Y102 169,409 2,848,652 SH   SOLE   2,848,652 0 0
ENGILITY HLDGS INC NEW COM 29286C107 29,066 1,376,236 SH   SOLE   1,376,236 0 0
ENGLOBAL CORP COM 293306106 40 33,104 SH   SOLE   33,104 0 0
ENI S P A SPONSORED ADR 26874R108 112 3,473 SH   SOLE   3,473 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 515 32,390 SH   SOLE   32,390 0 0
ENNIS INC COM 293389102 13,108 683,422 SH   SOLE   683,422 0 0
ENOVA INTL INC COM 29357K103 13,200 1,793,541 SH   SOLE   1,793,541 0 0
ENPHASE ENERGY INC COM 29355A107 181 90,802 SH   SOLE   90,802 0 0
ENPRO INDS INC COM 29355X107 63,049 1,420,334 SH   SOLE   1,420,334 0 0
ENSCO PLC SHS CLASS A G3157S106 111,148 11,446,745 SH   SOLE   11,446,745 0 0
ENSERVCO CORP COM 29358Y102 17 26,729 SH   SOLE   26,729 0 0
ENSIGN GROUP INC COM 29358P101 67,819 3,227,930 SH   SOLE   3,227,930 0 0
ENSTAR GROUP LIMITED SHS G3075P101 44,155 272,576 SH   SOLE   272,576 0 0
ENSYNC INC COM 29359T102 4 10,994 SH   SOLE   10,994 0 0
ENTEGRA FINL CORP COM 29363J108 317 18,120 SH   SOLE   18,120 0 0
ENTEGRIS INC COM 29362U104 49,519 3,422,173 SH   SOLE   3,422,173 0 0
ENTELLUS MED INC COM 29363K105 3,572 195,518 SH   SOLE   195,518 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 9,082 669,295 SH   SOLE   669,295 0 0
ENTERGY CORP NEW COM 29364G103 557,362 6,851,404 SH   SOLE   6,851,404 0 0
ENTEROMEDICS INC COM PAR 0.01 29365M307 0 1,087 SH   SOLE   1,087 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 5,179 215,900 SH   SOLE   215,900 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 13,847 496,501 SH   SOLE   496,501 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 11,374 1,692,557 SH   SOLE   1,692,557 0 0
ENVESTNET INC COM 29404K106 33,242 997,963 SH   SOLE   997,963 0 0
ENVIROSTAR INC COM 29414M100 4 1,026 SH   SOLE   1,026 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 59,235 2,334,850 SH   SOLE   2,334,850 0 0
ENZO BIOCHEM INC COM 294100102 6,154 1,030,773 SH   SOLE   1,030,773 0 0
EOG RES INC COM 26875P101 628,080 7,529,128 SH   SOLE   7,529,128 0 0
EP ENERGY CORP CL A 268785102 4,956 956,664 SH   SOLE   956,664 0 0
EPAM SYS INC COM 29414B104 76,465 1,189,003 SH   SOLE   1,189,003 0 0
EPIQ SYS INC COM 26882D109 28,624 1,960,539 SH   SOLE   1,960,539 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 1 2,778 SH   SOLE   2,778 0 0
EPIZYME INC COM 29428V104 17,299 1,689,314 SH   SOLE   1,689,314 0 0
EPLUS INC COM 294268107 31,936 390,459 SH   SOLE   390,459 0 0
EPR PPTYS COM SH BEN INT 26884U109 207,954 2,577,519 SH   SOLE   2,577,519 0 0
EQT CORP COM 26884L109 239,227 3,089,591 SH   SOLE   3,089,591 0 0
EQUIFAX INC COM 294429105 253,658 1,975,533 SH   SOLE   1,975,533 0 0
EQUINIX INC COM PAR $0.001 29444U700 796,782 2,054,992 SH   SOLE   2,054,992 0 0
EQUITABLE FINL CORP NEW COM 29448T105 6 690 SH   SOLE   690 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 2,903 131,106 SH   SOLE   131,106 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 54,656 1,876,264 SH   SOLE   1,876,264 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 157,775 1,970,957 SH   SOLE   1,970,957 0 0
EQUITY ONE COM 294752100 105,775 3,286,993 SH   SOLE   3,286,993 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 762,414 11,068,730 SH   SOLE   11,068,730 0 0
ERA GROUP INC COM 26885G109 12,446 1,324,078 SH   SOLE   1,324,078 0 0
ERBA DIAGNOSTICS COM 29490B101 3 3,601 SH   SOLE   3,601 0 0
ERICKSON INC COM 29482P100 1 906 SH   SOLE   906 0 0
ERICSSON ADR B SEK 10 294821608 417 54,350 SH   SOLE   54,350 0 0
ERIE INDTY CO CL A 29530P102 23,833 239,912 SH   SOLE   239,912 0 0
ERIN ENERGY CORP COM 295625107 866 359,534 SH   SOLE   359,534 0 0
EROS INTL PLC SHS NEW G3788M114 11,176 686,933 SH   SOLE   686,933 0 0
ESCALADE INC COM 296056104 2,817 275,085 SH   SOLE   275,085 0 0
ESCALON MED CORP COM NEW 296074305 1 1,438 SH   SOLE   1,438 0 0
ESCO TECHNOLOGIES INC COM 296315104 65,386 1,637,118 SH   SOLE   1,637,118 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 6,500 657,919 SH   SOLE   657,919 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 14 555 SH   SOLE   555 0 0
ESSA BANCORP INC COM 29667D104 3,008 224,452 SH   SOLE   224,452 0 0
ESSENDANT INC COM 296689102 75,180 2,460,068 SH   SOLE   2,460,068 0 0
ESSENT GROUP LTD COM G3198U102 38,856 1,781,571 SH   SOLE   1,781,571 0 0
ESSEX PPTY TR INC COM 297178105 517,356 2,268,209 SH   SOLE   2,268,209 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 101,373 1,633,987 SH   SOLE   1,633,987 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 66,156 2,002,307 SH   SOLE   2,002,307 0 0
ETSY INC COM 29786A106 23,612 2,462,098 SH   SOLE   2,462,098 0 0
EURONAV NV ANTWERPEN SHS B38564108 3 296 SH   SOLE   296 0 0
EURONET WORLDWIDE INC COM 298736109 32,905 475,576 SH   SOLE   475,576 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 86 75,000 PRN   SOLE   75,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 18 736 SH   SOLE   736 0 0
EVERBANK FINL CORP COM 29977G102 36,863 2,480,702 SH   SOLE   2,480,702 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 112,354 2,542,520 SH   SOLE   2,542,520 0 0
EVEREST RE GROUP LTD COM G3223R108 350,496 1,918,739 SH   SOLE   1,918,739 0 0
EVERI HLDGS INC COM 30034T103 224 195,097 SH   SOLE   195,097 0 0
EVERSOURCE ENERGY COM 30040W108 517,252 8,635,256 SH   SOLE   8,635,256 0 0
EVERTEC INC COM 30040P103 23,593 1,518,221 SH   SOLE   1,518,221 0 0
EVERYDAY HEALTH INC COM 300415106 5,761 731,112 SH   SOLE   731,112 0 0
EVINE LIVE INC CL A 300487105 197 119,223 SH   SOLE   119,223 0 0
EVOKE PHARMA INC COM 30049G104 83 12,092 SH   SOLE   12,092 0 0
EVOLENT HEALTH INC CL A 30050B101 6,894 359,067 SH   SOLE   359,067 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 3,471 634,550 SH   SOLE   634,550 0 0
EVOLVING SYS INC COM NEW 30049R209 138 26,643 SH   SOLE   26,643 0 0
EXA CORP COM 300614500 5,193 359,403 SH   SOLE   359,403 0 0
EXACT SCIENCES CORP COM 30063P105 28,169 2,299,510 SH   SOLE   2,299,510 0 0
EXACTECH INC COM 30064E109 7,260 271,499 SH   SOLE   271,499 0 0
EXAMWORKS GROUP INC COM 30066A105 89,192 2,559,310 SH   SOLE   2,559,310 0 0
EXAR CORP COM 300645108 24,410 3,032,278 SH   SOLE   3,032,278 0 0
EXCO RESOURCES INC COM 269279402 4,760 3,661,500 SH   SOLE   3,661,500 0 0
EXELIXIS INC COM 30161Q104 71,102 9,104,003 SH   SOLE   9,104,003 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 74 50,000 PRN   SOLE   50,000 0 0
EXELON CORP COM 30161N101 567,622 15,611,169 SH   SOLE   15,611,169 0 0
EXLSERVICE HOLDINGS INC COM 302081104 109,867 2,096,303 SH   SOLE   2,096,303 0 0
EXONE CO COM 302104104 3,026 286,241 SH   SOLE   286,241 0 0
EXPEDIA INC DEL COM NEW 30212P303 198,464 1,867,020 SH   SOLE   1,867,020 0 0
EXPEDITORS INTL WASH INC COM 302130109 225,883 4,606,088 SH   SOLE   4,606,088 0 0
EXPONENT INC COM 30214U102 95,304 1,631,643 SH   SOLE   1,631,643 0 0
EXPRESS INC COM 30219E103 66,978 4,615,955 SH   SOLE   4,615,955 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 692,386 9,134,377 SH   SOLE   9,134,377 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 11,394 762,164 SH   SOLE   762,164 0 0
EXTERRAN CORP COM 30227H106 31,602 2,459,268 SH   SOLE   2,459,268 0 0
EXTRA SPACE STORAGE INC COM 30225T102 373,211 4,032,965 SH   SOLE   4,032,965 0 0
EXTREME NETWORKS INC COM 30226D106 9,099 2,684,203 SH   SOLE   2,684,203 0 0
EXXON MOBIL CORP COM 30231G102 5,830,034 62,193,667 SH   SOLE   62,193,667 0 0
EYEGATE PHARMACEUTICALS INC COM 30233M107 27 10,295 SH   SOLE   10,295 0 0
EZCORP INC CL A NON VTG 302301106 26,006 3,439,965 SH   SOLE   3,439,965 0 0
F M C CORP COM NEW 302491303 101,418 2,189,979 SH   SOLE   2,189,979 0 0
F5 NETWORKS INC COM 315616102 131,507 1,155,190 SH   SOLE   1,155,190 0 0
FABRINET SHS G3323L100 75,211 2,026,150 SH   SOLE   2,026,150 0 0
FACEBOOK INC CL A 30303M102 3,350,804 29,321,002 SH   SOLE   29,321,002 0 0
FACTSET RESH SYS INC COM 303075105 239,683 1,484,841 SH   SOLE   1,484,841 0 0
FAIR ISAAC CORP COM 303250104 185,795 1,644,062 SH   SOLE   1,644,062 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 115,016 5,794,267 SH   SOLE   5,794,267 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 11,986 1,554,559 SH   SOLE   1,554,559 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 10,159 691,999 SH   SOLE   691,999 0 0
FALCONSTOR SOFTWARE INC COM 306137100 101 96,082 SH   SOLE   96,082 0 0
FAMOUS DAVES AMER INC COM 307068106 67 13,403 SH   SOLE   13,403 0 0
FARMER BROS CO COM 307675108 6,740 210,229 SH   SOLE   210,229 0 0
FARMERS CAP BK CORP COM 309562106 5,331 194,933 SH   SOLE   194,933 0 0
FARMERS NATL BANC CORP COM 309627107 5,743 652,579 SH   SOLE   652,579 0 0
FARMLAND PARTNERS INC COM 31154R109 3,448 304,588 SH   SOLE   304,588 0 0
FARO TECHNOLOGIES INC COM 311642102 36,583 1,081,383 SH   SOLE   1,081,383 0 0
FASTENAL CO COM 311900104 209,606 4,721,920 SH   SOLE   4,721,920 0 0
FATE THERAPEUTICS INC COM 31189P102 128 75,572 SH   SOLE   75,572 0 0
FAUQUIER BANKSHARES INC VA COM 312059108 11 774 SH   SOLE   774 0 0
FBL FINL GROUP INC CL A 30239F106 14,542 239,682 SH   SOLE   239,682 0 0
FBR & CO COM NEW 30247C400 2,514 168,386 SH   SOLE   168,386 0 0
FCB FINL HLDGS INC CL A 30255G103 23,864 701,894 SH   SOLE   701,894 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 7,797 223,918 SH   SOLE   223,918 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 6,195 745,485 SH   SOLE   745,485 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 449,937 2,717,833 SH   SOLE   2,717,833 0 0
FEDERAL SIGNAL CORP COM 313855108 51,156 3,971,720 SH   SOLE   3,971,720 0 0
FEDERATED INVS INC PA CL B 314211103 176,182 6,121,677 SH   SOLE   6,121,677 0 0
FEDERATED NATL HLDG CO COM 31422T101 6,229 327,142 SH   SOLE   327,142 0 0
FEDEX CORP COM 31428X106 492,116 3,242,296 SH   SOLE   3,242,296 0 0
FEI CO COM 30241L109 153,363 1,434,907 SH   SOLE   1,434,907 0 0
FELCOR LODGING TR INC COM 31430F101 20,341 3,265,029 SH   SOLE   3,265,029 0 0
FEMALE HEALTH CO COM 314462102 101 79,998 SH   SOLE   79,998 0 0
FENIX PTS INC COM 31446L100 172 43,686 SH   SOLE   43,686 0 0
FERRO CORP COM 315405100 26,403 1,973,348 SH   SOLE   1,973,348 0 0
FERROGLOBE PLC SHS G33856108 13,117 1,523,441 SH   SOLE   1,523,441 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 5,448 805,960 SH   SOLE   805,960 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 70 60,702 SH   SOLE   60,702 0 0
FIBROGEN INC COM 31572Q808 33,692 2,053,134 SH   SOLE   2,053,134 0 0
FIDELITY & GTY LIFE COM 315785105 6,724 290,093 SH   SOLE   290,093 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 99,754 2,660,103 SH   SOLE   2,660,103 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 18,500 1,612,879 SH   SOLE   1,612,879 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 438,290 5,948,568 SH   SOLE   5,948,568 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 8,402 536,156 SH   SOLE   536,156 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 13,739 629,942 SH   SOLE   629,942 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 731 181,000 SH   SOLE   181,000 0 0
FIFTH THIRD BANCORP COM 316773100 223,072 12,681,736 SH   SOLE   12,681,736 0 0
FINANCIAL ENGINES INC COM 317485100 87,579 3,385,332 SH   SOLE   3,385,332 0 0
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FINISAR CORP COM NEW 31787A507 48,046 2,743,924 SH   SOLE   2,743,924 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 48 50,000 PRN   SOLE   50,000 0 0
FINISH LINE INC CL A 317923100 55,293 2,738,628 SH   SOLE   2,738,628 0 0
FINJAN HLDGS INC COM NEW 31788H303 38 20,944 SH   SOLE   20,944 0 0
FIREEYE INC COM 31816Q101 28,978 1,759,467 SH   SOLE   1,759,467 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 132 150,000 PRN   SOLE   150,000 0 0
FIRST ACCEPTANCE CORP COM 318457108 72 51,424 SH   SOLE   51,424 0 0
FIRST AMERN FINL CORP COM 31847R102 151,545 3,767,896 SH   SOLE   3,767,896 0 0
FIRST BANCORP INC ME COM 31866P102 5,801 269,299 SH   SOLE   269,299 0 0
FIRST BANCORP N C COM 318910106 8,917 507,243 SH   SOLE   507,243 0 0
FIRST BANCORP P R COM NEW 318672706 30,372 7,650,310 SH   SOLE   7,650,310 0 0
FIRST BANCSHARES INC MS COM 318916103 16 926 SH   SOLE   926 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 10 1,466 SH   SOLE   1,466 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 5,070 216,015 SH   SOLE   216,015 0 0
FIRST BUSEY CORP COM NEW 319383204 17,208 804,479 SH   SOLE   804,479 0 0
FIRST CAPITAL INC COM 31942S104 19 570 SH   SOLE   570 0 0
FIRST CASH FINL SVCS INC COM 31942D107 93,920 1,829,738 SH   SOLE   1,829,738 0 0
FIRST CLOVER LEAF FIN CORP COM 31969M105 187 15,708 SH   SOLE   15,708 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 9,057 403,623 SH   SOLE   403,623 0 0
FIRST CMNTY CORP S C COM 319835104 16 1,130 SH   SOLE   1,130 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 3,072 349,048 SH   SOLE   349,048 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 51,905 5,641,815 SH   SOLE   5,641,815 0 0
FIRST CONN BANCORP INC MD COM 319850103 6,077 366,966 SH   SOLE   366,966 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 47,134 182,048 SH   SOLE   182,048 0 0
FIRST DATA CORP NEW COM CL A 32008D106 31,979 2,888,758 SH   SOLE   2,888,758 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 9,032 232,496 SH   SOLE   232,496 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 3,241 244,023 SH   SOLE   244,023 0 0
FIRST FINL BANCORP OH COM 320209109 78,701 4,046,332 SH   SOLE   4,046,332 0 0
FIRST FINL BANKSHARES COM 32020R109 138,121 4,212,277 SH   SOLE   4,212,277 0 0
FIRST FINL CORP IND COM 320218100 9,608 262,382 SH   SOLE   262,382 0 0
FIRST FNDTN INC COM 32026V104 7,501 348,901 SH   SOLE   348,901 0 0
FIRST HORIZON NATL CORP COM 320517105 118,199 8,577,574 SH   SOLE   8,577,574 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 163,669 5,883,143 SH   SOLE   5,883,143 0 0
FIRST INTERNET BANCORP COM 320557101 3,278 137,618 SH   SOLE   137,618 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13,460 478,997 SH   SOLE   478,997 0 0
FIRST LONG IS CORP COM 320734106 10,525 367,124 SH   SOLE   367,124 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 298 21,919 SH   SOLE   21,919 0 0
FIRST MARBLEHEAD CORP COM NEW 320771207 109 22,382 SH   SOLE   22,382 0 0
FIRST MERCHANTS CORP COM 320817109 23,878 957,812 SH   SOLE   957,812 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 3,346 133,843 SH   SOLE   133,843 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 89,752 5,111,135 SH   SOLE   5,111,135 0 0
FIRST NBC BK HLDG CO COM 32115D106 17,534 1,044,340 SH   SOLE   1,044,340 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 150,780 15,480,489 SH   SOLE   15,480,489 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,769 295,855 SH   SOLE   295,855 0 0
FIRST POTOMAC RLTY TR COM 33610F109 13,999 1,521,628 SH   SOLE   1,521,628 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 112,574 1,608,434 SH   SOLE   1,608,434 0 0
FIRST SAVINGS FINL GROUP INC COM 33621E109 7 214 SH   SOLE   214 0 0
FIRST SOLAR INC COM 336433107 64,628 1,333,078 SH   SOLE   1,333,078 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 366 39,168 SH   SOLE   39,168 0 0
FIRST UTD CORP COM 33741H107 184 18,731 SH   SOLE   18,731 0 0
FIRSTENERGY CORP COM 337932107 370,843 10,622,822 SH   SOLE   10,622,822 0 0
FIRSTMERIT CORP COM 337915102 231,126 11,402,374 SH   SOLE   11,402,374 0 0
FISERV INC COM 337738108 540,589 4,971,846 SH   SOLE   4,971,846 0 0
FITBIT INC CL A 33812L102 13,903 1,137,704 SH   SOLE   1,137,704 0 0
FIVE BELOW INC COM 33829M101 162,166 3,494,211 SH   SOLE   3,494,211 0 0
FIVE OAKS INVT CORP COM 33830W106 186 33,953 SH   SOLE   33,953 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 41,710 1,008,715 SH   SOLE   1,008,715 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 270 115,574 SH   SOLE   115,574 0 0
FIVE9 INC COM 338307101 10,218 858,695 SH   SOLE   858,695 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 12,377 507,028 SH   SOLE   507,028 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 5,487 510,864 SH   SOLE   510,864 0 0
FLANIGANS ENTERPRISES INC COM 338517105 4 198 SH   SOLE   198 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 124,679 871,092 SH   SOLE   871,092 0 0
FLEETMATICS GROUP PLC COM G35569105 40,368 931,638 SH   SOLE   931,638 0 0
FLEX PHARMA INC COM 33938A105 5,128 502,242 SH   SOLE   502,242 0 0
FLEXION THERAPEUTICS INC COM 33938J106 11,254 752,021 SH   SOLE   752,021 0 0
FLEXSTEEL INDS INC COM 339382103 6,592 166,381 SH   SOLE   166,381 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 7,694 652,049 SH   SOLE   652,049 0 0
FLIR SYS INC COM 302445101 68,114 2,200,764 SH   SOLE   2,200,764 0 0
FLOTEK INDS INC DEL COM 343389102 47,303 3,583,533 SH   SOLE   3,583,533 0 0
FLOWERS FOODS INC COM 343498101 121,369 6,473,027 SH   SOLE   6,473,027 0 0
FLOWSERVE CORP COM 34354P105 89,518 1,981,803 SH   SOLE   1,981,803 0 0
FLUIDIGM CORP DEL COM 34385P108 6,883 762,285 SH   SOLE   762,285 0 0
FLUOR CORP NEW COM 343412102 109,245 2,216,821 SH   SOLE   2,216,821 0 0
FLUSHING FINL CORP COM 343873105 14,287 718,662 SH   SOLE   718,662 0 0
FMC TECHNOLOGIES INC COM 30249U101 114,543 4,294,838 SH   SOLE   4,294,838 0 0
FNB CORP PA COM 302520101 171,935 13,710,886 SH   SOLE   13,710,886 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 2,446 385,144 SH   SOLE   385,144 0 0
FOGO DE CHAO INC COM 344177100 1,679 128,545 SH   SOLE   128,545 0 0
FONAR CORP COM NEW 344437405 344 16,915 SH   SOLE   16,915 0 0
FOOT LOCKER INC COM 344849104 132,479 2,414,849 SH   SOLE   2,414,849 0 0
FORBES ENERGY SVCS LTD COM 345143101 0 1,866 SH   SOLE   1,866 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 573,605 45,632,847 SH   SOLE   45,632,847 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 73,498 3,294,385 SH   SOLE   3,294,385 0 0
FOREST CITY RLTY TR INC COM CL B 345605208 13 603 SH   SOLE   603 0 0
FORESTAR GROUP INC COM 346233109 26,942 2,265,954 SH   SOLE   2,265,954 0 0
FORM HLDGS CORP COM 34634E102 5 2,553 SH   SOLE   2,553 0 0
FORMFACTOR INC COM 346375108 16,012 1,781,063 SH   SOLE   1,781,063 0 0
FORRESTER RESH INC COM 346563109 24,491 664,422 SH   SOLE   664,422 0 0
FORTINET INC COM 34959E109 174,850 5,534,971 SH   SOLE   5,534,971 0 0
FORTRESS BIOTECH INC COM 34960Q109 2,402 893,101 SH   SOLE   893,101 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 163,283 2,816,686 SH   SOLE   2,816,686 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 28,845 1,666,383 SH   SOLE   1,666,383 0 0
FORWARD AIR CORP COM 349853101 85,784 1,926,422 SH   SOLE   1,926,422 0 0
FORWARD INDS INC N Y COM NEW 349862300 3 2,284 SH   SOLE   2,284 0 0
FOSSIL GROUP INC COM 34988V106 58,901 2,064,524 SH   SOLE   2,064,524 0 0
FOSTER L B CO COM 350060109 264 24,276 SH   SOLE   24,276 0 0
FOUNDATION MEDICINE INC COM 350465100 14,266 764,547 SH   SOLE   764,547 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 69,470 3,373,950 SH   SOLE   3,373,950 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 5,574 274,045 SH   SOLE   274,045 0 0
FOX FACTORY HLDG CORP COM 35138V102 10,111 582,107 SH   SOLE   582,107 0 0
FRANCESCAS HLDGS CORP COM 351793104 29,252 2,647,284 SH   SOLE   2,647,284 0 0
FRANCO NEVADA CORP COM 351858105 10,821 142,275 SH   SOLE   142,275 0 0
FRANKLIN COVEY CO COM 353469109 4,074 265,755 SH   SOLE   265,755 0 0
FRANKLIN ELEC INC COM 353514102 87,737 2,654,688 SH   SOLE   2,654,688 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 7,543 240,533 SH   SOLE   240,533 0 0
FRANKLIN RES INC COM 354613101 146,746 4,397,529 SH   SOLE   4,397,529 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 73,653 6,002,684 SH   SOLE   6,002,684 0 0
FRANKS INTL N V COM N33462107 8,154 558,142 SH   SOLE   558,142 0 0
FREDS INC CL A 356108100 38,104 2,365,238 SH   SOLE   2,365,238 0 0
FREEPORT-MCMORAN INC CL B 35671D857 241,847 21,709,795 SH   SOLE   21,709,795 0 0
FREIGHTCAR AMER INC COM 357023100 4,446 316,411 SH   SOLE   316,411 0 0
FREQUENCY ELECTRS INC COM 358010106 187 20,083 SH   SOLE   20,083 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 43,523 799,619 SH   SOLE   799,619 0 0
FRESHPET INC COM 358039105 5,435 582,539 SH   SOLE   582,539 0 0
FRIEDMAN INDS INC COM 358435105 177 30,353 SH   SOLE   30,353 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 126,715 25,650,802 SH   SOLE   25,650,802 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 172,401 1,818,189 SH   SOLE   1,818,189 0 0
FRONTLINE LTD SHS NEW G3682E192 11,835 1,503,810 SH   SOLE   1,503,810 0 0
FRP HLDGS INC COM 30292L107 5,582 161,786 SH   SOLE   161,786 0 0
FS BANCORP INC COM 30263Y104 14 569 SH   SOLE   569 0 0
FTD COS INC COM 30281V108 29,637 1,187,376 SH   SOLE   1,187,376 0 0
FTI CONSULTING INC COM 302941109 82,974 2,039,670 SH   SOLE   2,039,670 0 0
FUEL TECH INC COM 359523107 69 46,353 SH   SOLE   46,353 0 0
FUELCELL ENERGY INC COM NEW 35952H502 4,031 648,048 SH   SOLE   648,048 0 0
FULL HOUSE RESORTS INC COM 359678109 54 26,972 SH   SOLE   26,972 0 0
FULLER H B CO COM 359694106 146,535 3,331,107 SH   SOLE   3,331,107 0 0
FULTON FINL CORP PA COM 360271100 119,604 8,859,535 SH   SOLE   8,859,535 0 0
FUNCTIONX INC NEW COM NEW 36077T108 0 894 SH   SOLE   894 0 0
FUSION TELECOMM INTL INC COM NEW 36113B400 3 1,445 SH   SOLE   1,445 0 0
FUTUREFUEL CORPORATION COM 36116M106 17,328 1,592,604 SH   SOLE   1,592,604 0 0
FXCM INC CL A NEW 302693205 129 14,948 SH   SOLE   14,948 0 0
G & K SVCS INC CL A 361268105 97,151 1,268,787 SH   SOLE   1,268,787 0 0
G-III APPAREL GROUP LTD COM 36237H101 120,848 2,643,225 SH   SOLE   2,643,225 0 0
GAIAM INC CL A 36268Q103 2,727 352,340 SH   SOLE   352,340 0 0
GAIN CAP HLDGS INC COM 36268W100 6,070 960,491 SH   SOLE   960,491 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 116 78,955 SH   SOLE   78,955 0 0
GALENA BIOPHARMA INC COM 363256108 2,222 4,766,441 SH   SOLE   4,766,441 0 0
GALLAGHER ARTHUR J & CO COM 363576109 292,690 6,148,955 SH   SOLE   6,148,955 0 0
GAMCO INVESTORS INC CL A COM 361438104 3,528 107,651 SH   SOLE   107,651 0 0
GAMESTOP CORP NEW CL A 36467W109 96,374 3,625,827 SH   SOLE   3,625,827 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 96,232 2,790,942 SH   SOLE   2,790,942 0 0
GAMING PARTNERS INTL CORP COM 36467A107 7 768 SH   SOLE   768 0 0
GANNETT CO INC COM 36473H104 106,585 7,717,925 SH   SOLE   7,717,925 0 0
GAP INC DEL COM 364760108 78,588 3,703,487 SH   SOLE   3,703,487 0 0
GARMIN LTD SHS H2906T109 260,304 6,136,350 SH   SOLE   6,136,350 0 0
GARTNER INC COM 366651107 384,161 3,943,756 SH   SOLE   3,943,756 0 0
GAS NAT INC COM 367204104 249 35,629 SH   SOLE   35,629 0 0
GASLOG LTD SHS G37585109 12,371 953,065 SH   SOLE   953,065 0 0
GASTAR EXPL INC NEW COM 36729W202 321 291,420 SH   SOLE   291,420 0 0
GATX CORP COM 361448103 89,229 2,029,322 SH   SOLE   2,029,322 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 46,695 1,793,191 SH   SOLE   1,793,191 0 0
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 1 2,615 SH   SOLE   2,615 0 0
GENCOR INDS INC COM 368678108 2,085 134,366 SH   SOLE   134,366 0 0
GENER8 MARITIME INC COM Y26889108 5,973 933,332 SH   SOLE   933,332 0 0
GENERAC HLDGS INC COM 368736104 55,854 1,597,641 SH   SOLE   1,597,641 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 40,556 3,190,884 SH   SOLE   3,190,884 0 0
GENERAL COMMUNICATION INC CL A 369385109 55,810 3,532,265 SH   SOLE   3,532,265 0 0
GENERAL DYNAMICS CORP COM 369550108 500,860 3,597,102 SH   SOLE   3,597,102 0 0
GENERAL ELECTRIC CO COM 369604103 3,423,325 108,746,040 SH   SOLE   108,746,040 0 0
GENERAL EMPLOYMENT ENTERPRIS COM NEW 369730304 3 757 SH   SOLE   757 0 0
GENERAL FIN CORP DEL COM 369822101 115 27,035 SH   SOLE   27,035 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 538,430 18,055,996 SH   SOLE   18,055,996 0 0
GENERAL MLS INC COM 370334104 1,020,529 14,309,161 SH   SOLE   14,309,161 0 0
GENERAL MOLY INC COM 370373102 6 18,554 SH   SOLE   18,554 0 0
GENERAL MTRS CO COM 37045V100 466,772 16,493,712 SH   SOLE   16,493,712 0 0
GENESCO INC COM 371532102 87,876 1,366,442 SH   SOLE   1,366,442 0 0
GENESEE & WYO INC CL A 371559105 115,757 1,963,644 SH   SOLE   1,963,644 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,761 994,928 SH   SOLE   994,928 0 0
GENIE ENERGY LTD CL B 372284208 2,303 340,189 SH   SOLE   340,189 0 0
GENMARK DIAGNOSTICS INC COM 372309104 9,114 1,047,584 SH   SOLE   1,047,584 0 0
GENOCEA BIOSCIENCES INC COM 372427104 249 60,667 SH   SOLE   60,667 0 0
GENOMIC HEALTH INC COM 37244C101 22,426 866,021 SH   SOLE   866,021 0 0
GENPACT LIMITED SHS G3922B107 39,026 1,454,013 SH   SOLE   1,454,013 0 0
GENTEX CORP COM 371901109 156,916 10,156,345 SH   SOLE   10,156,345 0 0
GENTHERM INC COM 37253A103 78,820 2,301,303 SH   SOLE   2,301,303 0 0
GENUINE PARTS CO COM 372460105 496,888 4,907,532 SH   SOLE   4,907,532 0 0
GENVEC INC COM NEW 37246C307 2 3,200 SH   SOLE   3,200 0 0
GENWORTH FINL INC COM CL A 37247D106 52,819 20,472,445 SH   SOLE   20,472,445 0 0
GEO GROUP INC NEW COM 36162J106 180,264 5,273,962 SH   SOLE   5,273,962 0 0
GEORGETOWN BANCORP INC MD COM 372591107 5 222 SH   SOLE   222 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 14,616 892,845 SH   SOLE   892,845 0 0
GERDAU S A SPON ADR REP PFD 373737105 3,727 2,047,899 SH   SOLE   2,047,899 0 0
GERMAN AMERN BANCORP INC COM 373865104 11,704 366,084 SH   SOLE   366,084 0 0
GERON CORP COM 374163103 16,055 5,990,843 SH   SOLE   5,990,843 0 0
GETTY RLTY CORP NEW COM 374297109 37,316 1,739,671 SH   SOLE   1,739,671 0 0
GEVO INC COM NEW 374396208 9 15,271 SH   SOLE   15,271 0 0
GIBRALTAR INDS INC COM 374689107 61,467 1,947,022 SH   SOLE   1,947,022 0 0
GIGA TRONICS INC COM 375175106 1 848 SH   SOLE   848 0 0
GIGAMON INC COM 37518B102 28,965 774,665 SH   SOLE   774,665 0 0
GIGPEAK INC COM 37518Q109 2,362 1,205,058 SH   SOLE   1,205,058 0 0
GILEAD SCIENCES INC COM 375558103 2,032,886 24,369,287 SH   SOLE   24,369,287 0 0
GLACIER BANCORP INC NEW COM 37637Q105 132,305 4,977,626 SH   SOLE   4,977,626 0 0
GLADSTONE COML CORP COM 376536108 9,739 576,631 SH   SOLE   576,631 0 0
GLADSTONE LD CORP COM 376549101 294 26,568 SH   SOLE   26,568 0 0
GLATFELTER COM 377316104 55,322 2,828,345 SH   SOLE   2,828,345 0 0
GLAUKOS CORP COM 377322102 11,495 394,202 SH   SOLE   394,202 0 0
GLEN BURNIE BANCORP COM 377407101 6 541 SH   SOLE   541 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 5,519 332,665 SH   SOLE   332,665 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 14,984 549,065 SH   SOLE   549,065 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 7,301 1,099,510 SH   SOLE   1,099,510 0 0
GLOBAL INDEMNITY PLC SHS G39319101 5,466 198,563 SH   SOLE   198,563 0 0
GLOBAL NET LEASE INC COM 379378102 32,412 4,076,971 SH   SOLE   4,076,971 0 0
GLOBAL PMTS INC COM 37940X102 177,749 2,490,181 SH   SOLE   2,490,181 0 0
GLOBAL SELF STORAGE INC COM 37955N106 100 18,519 SH   SOLE   18,519 0 0
GLOBAL SOURCES LTD ORD G39300101 1,942 211,778 SH   SOLE   211,778 0 0
GLOBAL WTR RES INC COM 379463102 1,882 213,859 SH   SOLE   213,859 0 0
GLOBALSCAPE INC COM 37940G109 150 40,741 SH   SOLE   40,741 0 0
GLOBALSTAR INC COM 378973408 32,523 26,878,708 SH   SOLE   26,878,708 0 0
GLOBANT S A COM L44385109 28,171 715,914 SH   SOLE   715,914 0 0
GLOBEIMMUNE INC COM 37957B100 2 879 SH   SOLE   879 0 0
GLOBUS MED INC CL A 379577208 48,085 2,017,844 SH   SOLE   2,017,844 0 0
GLORI ENERGY INC COM 379606106 2 8,826 SH   SOLE   8,826 0 0
GLOWPOINT INC COM NEW 379887201 1 2,760 SH   SOLE   2,760 0 0
GLU MOBILE INC COM 379890106 5,865 2,666,071 SH   SOLE   2,666,071 0 0
GLYCOMIMETICS INC COM 38000Q102 1,962 269,857 SH   SOLE   269,857 0 0
GMS INC COM 36251C103 3,721 167,231 SH   SOLE   167,231 0 0
GNC HLDGS INC COM CL A 36191G107 42,465 1,748,247 SH   SOLE   1,748,247 0 0
GODADDY INC CL A 380237107 13,315 426,901 SH   SOLE   426,901 0 0
GOGO INC COM 38046C109 11,264 1,342,503 SH   SOLE   1,342,503 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 50 75,000 PRN   SOLE   75,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 32,106 2,071,378 SH   SOLE   2,071,378 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 440 89,785 SH   SOLE   89,785 0 0
GOLD RESOURCE CORP COM 38068T105 4,695 1,307,661 SH   SOLE   1,307,661 0 0
GOLDCORP INC NEW COM 380956409 12,749 666,454 SH   SOLE   666,454 0 0
GOLDEN ENTERPRISES INC COM 381010107 8 1,111 SH   SOLE   1,111 0 0
GOLDEN ENTMT INC COM 381013101 3,122 267,025 SH   SOLE   267,025 0 0
GOLDEN MINERALS CO COM 381119106 12 17,817 SH   SOLE   17,817 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 4 5,407 SH   SOLE   5,407 0 0
GOLDFIELD CORP COM 381370105 196 59,768 SH   SOLE   59,768 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 677,093 4,557,095 SH   SOLE   4,557,095 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 116 33,325 SH   SOLE   33,325 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 107,529 4,190,530 SH   SOLE   4,190,530 0 0
GOPRO INC CL A 38268T103 26,630 2,463,419 SH   SOLE   2,463,419 0 0
GORDMANS STORES INC COM 38269P100 28 21,590 SH   SOLE   21,590 0 0
GORMAN RUPP CO COM 383082104 11,406 416,109 SH   SOLE   416,109 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 91,215 3,955,538 SH   SOLE   3,955,538 0 0
GP STRATEGIES CORP COM 36225V104 7,226 333,134 SH   SOLE   333,134 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 12,798 124,704 SH   SOLE   124,704 0 0
GRACE W R & CO DEL NEW COM 38388F108 53,502 730,802 SH   SOLE   730,802 0 0
GRACO INC COM 384109104 154,293 1,953,321 SH   SOLE   1,953,321 0 0
GRAHAM CORP COM 384556106 4,567 247,939 SH   SOLE   247,939 0 0
GRAHAM HLDGS CO COM 384637104 72,139 147,361 SH   SOLE   147,361 0 0
GRAINGER W W INC COM 384802104 204,736 900,930 SH   SOLE   900,930 0 0
GRAMERCY PPTY TR COM 385002100 95,760 10,386,070 SH   SOLE   10,386,070 0 0
GRAN TIERRA ENERGY INC COM 38500T101 302 89,390 SH   SOLE   89,390 0 0
GRAND CANYON ED INC COM 38526M106 43,670 1,093,932 SH   SOLE   1,093,932 0 0
GRANITE CONSTR INC COM 387328107 88,143 1,935,078 SH   SOLE   1,935,078 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 40,350 3,217,669 SH   SOLE   3,217,669 0 0
GRAY TELEVISION INC COM 389375106 16,420 1,513,351 SH   SOLE   1,513,351 0 0
GREAT AJAX CORP COM 38983D300 9,111 656,900 SH   SOLE   656,900 0 0
GREAT BASIN SCIENTIFIC INC COM 39013L502 1 589 SH   SOLE   589 0 0
GREAT ELM CAP GROUP INC COM 39036P100 54 8,251 SH   SOLE   8,251 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 6,695 1,535,593 SH   SOLE   1,535,593 0 0
GREAT PLAINS ENERGY INC COM 391164100 254,832 8,382,630 SH   SOLE   8,382,630 0 0
GREAT SOUTHN BANCORP INC COM 390905107 10,240 276,990 SH   SOLE   276,990 0 0
GREAT WESTN BANCORP INC COM 391416104 118,925 3,770,599 SH   SOLE   3,770,599 0 0
GREATBATCH INC COM 39153L106 53,905 1,742,817 SH   SOLE   1,742,817 0 0
GREEN BANCORP INC COM 39260X100 4,640 532,073 SH   SOLE   532,073 0 0
GREEN BRICK PARTNERS INC COM 392709101 4,358 599,501 SH   SOLE   599,501 0 0
GREEN DOT CORP CL A 39304D102 64,329 2,798,123 SH   SOLE   2,798,123 0 0
GREEN PLAINS INC COM 393222104 46,481 2,357,059 SH   SOLE   2,357,059 0 0
GREENBRIER COS INC COM 393657101 49,471 1,698,288 SH   SOLE   1,698,288 0 0
GREENE COUNTY BANCORP INC COM 394357107 1,185 72,853 SH   SOLE   72,853 0 0
GREENHILL & CO INC COM 395259104 29,920 1,858,361 SH   SOLE   1,858,361 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 13,953 692,113 SH   SOLE   692,113 0 0
GREIF INC CL A 397624107 47,247 1,267,706 SH   SOLE   1,267,706 0 0
GREIF INC CL B 397624206 7,370 134,605 SH   SOLE   134,605 0 0
GRIFFIN INL RLTY INC COM 398231100 679 22,152 SH   SOLE   22,152 0 0
GRIFFON CORP COM 398433102 36,435 2,161,054 SH   SOLE   2,161,054 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 31,770 1,905,800 SH   SOLE   1,905,800 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 68,342 1,384,566 SH   SOLE   1,384,566 0 0
GROUPON INC COM CL A 399473107 11,567 3,558,979 SH   SOLE   3,558,979 0 0
GRUBHUB INC COM 400110102 60,361 1,942,749 SH   SOLE   1,942,749 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 801 16,890 SH   SOLE   16,890 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 12,348 77,394 SH   SOLE   77,394 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 12,769 418,096 SH   SOLE   418,096 0 0
GSE SYS INC COM 36227K106 85 38,267 SH   SOLE   38,267 0 0
GSI TECHNOLOGY COM 36241U106 146 35,062 SH   SOLE   35,062 0 0
GTT COMMUNICATIONS INC COM 362393100 12,652 684,649 SH   SOLE   684,649 0 0
GTX INC DEL COM 40052B108 71 129,080 SH   SOLE   129,080 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 6,495 388,948 SH   SOLE   388,948 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 12 768 SH   SOLE   768 0 0
GUESS INC COM 401617105 98,438 6,540,717 SH   SOLE   6,540,717 0 0
GUIDANCE SOFTWARE INC COM 401692108 3,636 587,371 SH   SOLE   587,371 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 52,045 842,692 SH   SOLE   842,692 0 0
GULF ISLAND FABRICATION INC COM 402307102 4,148 597,682 SH   SOLE   597,682 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 3,556 1,136,216 SH   SOLE   1,136,216 0 0
GULFPORT ENERGY CORP COM NEW 402635304 144,590 4,625,385 SH   SOLE   4,625,385 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 18,121 197,888 SH   SOLE   197,888 0 0
GWG HLDGS INC COM 36192A109 1 186 SH   SOLE   186 0 0
GYRODYNE LLC COM 403829104 53 2,611 SH   SOLE   2,611 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 14,219 747,180 SH   SOLE   747,180 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 5,733 350,030 SH   SOLE   350,030 0 0
HACKETT GROUP INC COM 404609109 8,115 585,085 SH   SOLE   585,085 0 0
HAEMONETICS CORP COM 405024100 96,588 3,331,768 SH   SOLE   3,331,768 0 0
HAIN CELESTIAL GROUP INC COM 405217100 179,906 3,616,192 SH   SOLE   3,616,192 0 0
HALCON RES CORP COM PAR 40537Q506 8 16,179 SH   SOLE   16,179 0 0
HALLADOR ENERGY COMPANY COM 40609P105 166 35,882 SH   SOLE   35,882 0 0
HALLIBURTON CO COM 406216101 537,149 11,860,218 SH   SOLE   11,860,218 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4,281 369,359 SH   SOLE   369,359 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 37,560 4,352,218 SH   SOLE   4,352,218 0 0
HALYARD HEALTH INC COM 40650V100 77,012 2,368,142 SH   SOLE   2,368,142 0 0
HAMILTON BANCORP INC MD COM 407015106 10 733 SH   SOLE   733 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 1,687 942,188 SH   SOLE   942,188 0 0
HANCOCK HLDG CO COM 410120109 100,984 3,867,641 SH   SOLE   3,867,641 0 0
HANDY & HARMAN LTD COM 410315105 1,976 75,445 SH   SOLE   75,445 0 0
HANESBRANDS INC COM 410345102 148,446 5,907,113 SH   SOLE   5,907,113 0 0
HANMI FINL CORP COM NEW 410495204 48,891 2,081,366 SH   SOLE   2,081,366 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 39,104 1,810,386 SH   SOLE   1,810,386 0 0
HANOVER INS GROUP INC COM 410867105 126,859 1,499,162 SH   SOLE   1,499,162 0 0
HANSEN MEDICAL INC COM NEW 411307200 106 26,716 SH   SOLE   26,716 0 0
HARDINGE INC COM 412324303 3,048 302,936 SH   SOLE   302,936 0 0
HARLEY DAVIDSON INC COM 412822108 126,724 2,797,450 SH   SOLE   2,797,450 0 0
HARMAN INTL INDS INC COM 413086109 78,802 1,097,219 SH   SOLE   1,097,219 0 0
HARMONIC INC COM 413160102 14,888 5,223,740 SH   SOLE   5,223,740 0 0
HARRIS CORP DEL COM 413875105 171,942 2,060,668 SH   SOLE   2,060,668 0 0
HARSCO CORP COM 415864107 34,660 5,219,926 SH   SOLE   5,219,926 0 0
HARTE-HANKS INC COM 416196103 3,396 2,136,138 SH   SOLE   2,136,138 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 274,269 6,180,014 SH   SOLE   6,180,014 0 0
HARVARD BIOSCIENCE INC COM 416906105 228 79,697 SH   SOLE   79,697 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 6 7,501 SH   SOLE   7,501 0 0
HASBRO INC COM 418056107 154,054 1,834,194 SH   SOLE   1,834,194 0 0
HATTERAS FINL CORP COM 41902R103 82,422 5,025,759 SH   SOLE   5,025,759 0 0
HAVERTY FURNITURE INC COM 419596101 24,283 1,346,799 SH   SOLE   1,346,799 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 127,402 3,885,403 SH   SOLE   3,885,403 0 0
HAWAIIAN HOLDINGS INC COM 419879101 118,888 3,131,931 SH   SOLE   3,131,931 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 3,331 157,204 SH   SOLE   157,204 0 0
HAWKINS INC COM 420261109 28,059 646,371 SH   SOLE   646,371 0 0
HAWTHORN BANCSHARES INC COM 420476103 12 874 SH   SOLE   874 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 27,082 844,209 SH   SOLE   844,209 0 0
HC2 HLDGS INC COM 404139107 3,699 860,289 SH   SOLE   860,289 0 0
HCA HOLDINGS INC COM 40412C101 309,953 4,024,847 SH   SOLE   4,024,847 0 0
HCI GROUP INC COM 40416E103 15,669 574,393 SH   SOLE   574,393 0 0
HCP INC COM 40414L109 501,239 14,167,309 SH   SOLE   14,167,309 0 0
HD SUPPLY HLDGS INC COM 40416M105 66,271 1,903,253 SH   SOLE   1,903,253 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 18,929 285,288 SH   SOLE   285,288 0 0
HEADWATERS INC COM 42210P102 83,394 4,648,471 SH   SOLE   4,648,471 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 76 19,275 SH   SOLE   19,275 0 0
HEALTHCARE RLTY TR COM 421946104 217,794 6,224,463 SH   SOLE   6,224,463 0 0
HEALTHCARE SVCS GRP INC COM 421906108 198,659 4,800,841 SH   SOLE   4,800,841 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 74,034 2,289,235 SH   SOLE   2,289,235 0 0
HEALTHEQUITY INC COM 42226A107 79,608 2,619,987 SH   SOLE   2,619,987 0 0
HEALTHSOUTH CORP COM NEW 421924309 95,833 2,468,644 SH   SOLE   2,468,644 0 0
HEALTHSTREAM INC COM 42222N103 46,820 1,765,474 SH   SOLE   1,765,474 0 0
HEALTHWAYS INC COM 422245100 27,044 2,341,455 SH   SOLE   2,341,455 0 0
HEARTLAND EXPRESS INC COM 422347104 60,745 3,493,116 SH   SOLE   3,493,116 0 0
HEARTLAND FINL USA INC COM 42234Q102 18,219 516,253 SH   SOLE   516,253 0 0
HEARTWARE INTL INC COM 422368100 30,595 529,778 SH   SOLE   529,778 0 0
HEAT BIOLOGICS INC COM 42237K102 1 1,631 SH   SOLE   1,631 0 0
HECLA MNG CO COM 422704106 49,212 9,649,363 SH   SOLE   9,649,363 0 0
HEICO CORP NEW COM 422806109 21,312 319,001 SH   SOLE   319,001 0 0
HEICO CORP NEW CL A 422806208 30,027 559,686 SH   SOLE   559,686 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 19,580 1,159,926 SH   SOLE   1,159,926 0 0
HELEN OF TROY CORP LTD COM G4388N106 143,991 1,400,148 SH   SOLE   1,400,148 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 46,192 6,833,143 SH   SOLE   6,833,143 0 0
HELMERICH & PAYNE INC COM 423452101 380,280 5,664,822 SH   SOLE   5,664,822 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,016 170,880 SH   SOLE   170,880 0 0
HEMISPHERX BIOPHARMA INC COM 42366C103 7 57,294 SH   SOLE   57,294 0 0
HENNESSY ADVISORS INC COM 425885100 2,579 77,045 SH   SOLE   77,045 0 0
HENRY JACK & ASSOC INC COM 426281101 250,653 2,872,161 SH   SOLE   2,872,161 0 0
HERBALIFE LTD COM USD SHS G4412G101 40,316 688,807 SH   SOLE   688,807 0 0
HERITAGE COMMERCE CORP COM 426927109 7,071 671,547 SH   SOLE   671,547 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 4,075 333,750 SH   SOLE   333,750 0 0
HERITAGE FINL CORP WASH COM 42722X106 13,481 766,845 SH   SOLE   766,845 0 0
HERITAGE INS HLDGS INC COM 42727J102 8,471 707,690 SH   SOLE   707,690 0 0
HERITAGE OAKS BANCORP COM 42724R107 4,899 617,002 SH   SOLE   617,002 0 0
HERON THERAPEUTICS INC COM 427746102 14,934 827,352 SH   SOLE   827,352 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 17,075 995,613 SH   SOLE   995,613 0 0
HERSHEY CO COM 427866108 408,845 3,602,480 SH   SOLE   3,602,480 0 0
HERTZ RENT CAR HLDG CO INC COM 42806J106 29,701 675,017 SH   SOLE   675,017 0 0
HERC HLDGS INC COM 42704L104 7,740 225,000 SH   SOLE   225,000 0 0
HESKA CORP COM RESTRC NEW 42805E306 5,917 159,181 SH   SOLE   159,181 0 0
HESS CORP COM 42809H107 297,597 4,951,703 SH   SOLE   4,951,703 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 365,467 20,003,693 SH   SOLE   20,003,693 0 0
HEXCEL CORP NEW COM 428291108 51,856 1,245,336 SH   SOLE   1,245,336 0 0
HFF INC CL A 40418F108 64,164 2,221,739 SH   SOLE   2,221,739 0 0
HHGREGG INC COM 42833L108 71 40,196 SH   SOLE   40,196 0 0
HIBBETT SPORTS INC COM 428567101 51,080 1,468,239 SH   SOLE   1,468,239 0 0
HIGHER ONE HLDGS INC COM 42983D104 4,184 818,732 SH   SOLE   818,732 0 0
HIGHWOODS PPTYS INC COM 431284108 249,801 4,731,076 SH   SOLE   4,731,076 0 0
HILL INTERNATIONAL INC COM 431466101 3,415 839,077 SH   SOLE   839,077 0 0
HILL ROM HLDGS INC COM 431475102 118,664 2,352,117 SH   SOLE   2,352,117 0 0
HILLENBRAND INC COM 431571108 119,023 3,962,149 SH   SOLE   3,962,149 0 0
HILLTOP HOLDINGS INC COM 432748101 38,396 1,829,247 SH   SOLE   1,829,247 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 112,548 4,995,482 SH   SOLE   4,995,482 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4,357 35,448 SH   SOLE   35,448 0 0
HISTOGENICS CORP COM 43358V109 14 8,073 SH   SOLE   8,073 0 0
HMN FINL INC COM 40424G108 11 791 SH   SOLE   791 0 0
HMS HLDGS CORP COM 40425J101 102,952 5,846,209 SH   SOLE   5,846,209 0 0
HNI CORP COM 404251100 102,578 2,206,450 SH   SOLE   2,206,450 0 0
HOLLYFRONTIER CORP COM 436106108 234,501 9,865,424 SH   SOLE   9,865,424 0 0
HOLOGIC INC COM 436440101 178,132 5,148,331 SH   SOLE   5,148,331 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 96 75,000 PRN   SOLE   75,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 182 150,000 PRN   SOLE   150,000 0 0
HOME BANCORP INC COM 43689E107 4,304 156,664 SH   SOLE   156,664 0 0
HOME BANCSHARES INC COM 436893200 152,340 7,697,821 SH   SOLE   7,697,821 0 0
HOME DEPOT INC COM 437076102 2,140,215 16,761,024 SH   SOLE   16,761,024 0 0
HOME FED BANCORP INC LA NEW COM 43708L108 5 253 SH   SOLE   253 0 0
HOMESTREET INC COM 43785V102 12,103 607,603 SH   SOLE   607,603 0 0
HOMETRUST BANCSHARES INC COM 437872104 8,090 437,305 SH   SOLE   437,305 0 0
HONEYWELL INTL INC COM 438516106 1,044,585 8,980,272 SH   SOLE   8,980,272 0 0
HOOKER FURNITURE CORP COM 439038100 6,258 291,222 SH   SOLE   291,222 0 0
HOOPER HOLMES INC COM NEW 439104209 1 721 SH   SOLE   721 0 0
HOPFED BANCORP INC COM 439734104 268 23,127 SH   SOLE   23,127 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 90,112 2,666,826 SH   SOLE   2,666,826 0 0
HORIZON BANCORP IND COM 440407104 7,331 291,618 SH   SOLE   291,618 0 0
HORIZON GLOBAL CORP COM 44052W104 5,377 473,733 SH   SOLE   473,733 0 0
HORIZON PHARMA PLC SHS G4617B105 109,989 6,678,136 SH   SOLE   6,678,136 0 0
HORMEL FOODS CORP COM 440452100 176,925 4,834,016 SH   SOLE   4,834,016 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 19,422 2,328,793 SH   SOLE   2,328,793 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 29 50,000 PRN   SOLE   50,000 0 0
HORTONWORKS INC COM 440894103 10,181 952,425 SH   SOLE   952,425 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 170,703 5,927,177 SH   SOLE   5,927,177 0 0
HOST HOTELS & RESORTS INC COM 44107P104 359,318 22,166,468 SH   SOLE   22,166,468 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 47,638 3,047,851 SH   SOLE   3,047,851 0 0
HOULIHAN LOKEY INC CL A 441593100 6,503 290,702 SH   SOLE   290,702 0 0
HOUSTON AMERN ENERGY CORP COM 44183U100 2 7,402 SH   SOLE   7,402 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 214 40,672 SH   SOLE   40,672 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 11,415 6,794,468 SH   SOLE   6,794,468 0 0
HOWARD BANCORP INC COM 442496105 8 644 SH   SOLE   644 0 0
HOWARD HUGHES CORP COM 44267D107 60,209 526,675 SH   SOLE   526,675 0 0
HP INC COM 40434L105 260,065 20,722,316 SH   SOLE   20,722,316 0 0
HRG GROUP INC COM 40434J100 39,985 2,912,207 SH   SOLE   2,912,207 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 141,433 5,452,320 SH   SOLE   5,452,320 0 0
HSN INC COM 404303109 76,437 1,562,174 SH   SOLE   1,562,174 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 3 937 SH   SOLE   937 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 2,045 81,906 SH   SOLE   81,906 0 0
HUB GROUP INC CL A 443320106 85,807 2,236,313 SH   SOLE   2,236,313 0 0
HUBBELL INC COM 443510607 194,755 1,846,547 SH   SOLE   1,846,547 0 0
HUBSPOT INC COM 443573100 30,583 704,347 SH   SOLE   704,347 0 0
HUDBAY MINERALS INC COM 443628102 220 46,023 SH   SOLE   46,023 0 0
HUDSON GLOBAL INC COM 443787106 138 69,810 SH   SOLE   69,810 0 0
HUDSON PAC PPTYS INC COM 444097109 55,253 1,893,526 SH   SOLE   1,893,526 0 0
HUDSON TECHNOLOGIES INC COM 444144109 263 72,995 SH   SOLE   72,995 0 0
HUMANA INC COM 444859102 373,122 2,074,281 SH   SOLE   2,074,281 0 0
HUNT J B TRANS SVCS INC COM 445658107 150,014 1,853,624 SH   SOLE   1,853,624 0 0
HUNTINGTON BANCSHARES INC COM 446150104 116,590 13,041,340 SH   SOLE   13,041,340 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 300,391 1,787,724 SH   SOLE   1,787,724 0 0
HUNTSMAN CORP COM 447011107 76,131 5,660,286 SH   SOLE   5,660,286 0 0
HURCO COMPANIES INC COM 447324104 4,571 164,259 SH   SOLE   164,259 0 0
HURON CONSULTING GROUP INC COM 447462102 31,366 519,136 SH   SOLE   519,136 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 51 50,000 PRN   SOLE   50,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 292 86,106 SH   SOLE   86,106 0 0
HUTTIG BLDG PRODS INC COM 448451104 317 60,447 SH   SOLE   60,447 0 0
HYATT HOTELS CORP COM CL A 448579102 11,430 232,601 SH   SOLE   232,601 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 13,236 222,496 SH   SOLE   222,496 0 0
I D SYSTEMS INC COM 449489103 156 32,492 SH   SOLE   32,492 0 0
IAC INTERACTIVECORP COM 44919P508 40,791 724,533 SH   SOLE   724,533 0 0
IAMGOLD CORP COM 450913108 211 50,860 SH   SOLE   50,860 0 0
IBERIABANK CORP COM 450828108 62,004 1,038,074 SH   SOLE   1,038,074 0 0
IBIO INC COM 451033104 11 15,313 SH   SOLE   15,313 0 0
ICAD INC COM NEW 44934S206 184 35,233 SH   SOLE   35,233 0 0
ICF INTL INC COM 44925C103 17,597 430,246 SH   SOLE   430,246 0 0
ICICI BK LTD ADR 45104G104 7,185 1,000,705 SH   SOLE   1,000,705 0 0
ICON PLC SHS G4705A100 6,772 96,724 SH   SOLE   96,724 0 0
ICONIX BRAND GROUP INC COM 451055107 21,239 3,141,872 SH   SOLE   3,141,872 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 101 125,000 PRN   SOLE   125,000 0 0
ICU MED INC COM 44930G107 105,020 931,445 SH   SOLE   931,445 0 0
IDACORP INC COM 451107106 400,103 4,918,290 SH   SOLE   4,918,290 0 0
IDEAL PWR INC COM 451622104 106 21,560 SH   SOLE   21,560 0 0
IDENTIV INC COM NEW 45170X205 27 15,355 SH   SOLE   15,355 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 3,569 2,332,615 SH   SOLE   2,332,615 0 0
IDEX CORP COM 45167R104 218,059 2,656,019 SH   SOLE   2,656,019 0 0
IDEXX LABS INC COM 45168D104 329,269 3,545,865 SH   SOLE   3,545,865 0 0
IDI INC COM 44938L108 1,863 393,927 SH   SOLE   393,927 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 21 1,548 SH   SOLE   1,548 0 0
IDT CORP CL B NEW 448947507 8,637 608,675 SH   SOLE   608,675 0 0
IEC ELECTRS CORP NEW COM 44949L105 132 31,818 SH   SOLE   31,818 0 0
IES HLDGS INC COM 44951W106 2,542 204,695 SH   SOLE   204,695 0 0
IF BANCORP INC COM 44951J105 12 640 SH   SOLE   640 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 31 19,669 SH   SOLE   19,669 0 0
IGNYTA INC COM 451731103 4,111 758,468 SH   SOLE   758,468 0 0
IHS INC CL A 451734107 73,363 634,572 SH   SOLE   634,572 0 0
II VI INC COM 902104108 65,733 3,503,885 SH   SOLE   3,503,885 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 3,576 195,002 SH   SOLE   195,002 0 0
IKONICS CORP COM 45172K102 3 237 SH   SOLE   237 0 0
ILLINOIS TOOL WKS INC COM 452308109 381,034 3,658,157 SH   SOLE   3,658,157 0 0
ILLUMINA INC COM 452327109 606,336 4,319,248 SH   SOLE   4,319,248 0 0
ILLUMINA INC NOTE 6/1 452327AF6 73 75,000 PRN   SOLE   75,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 150 150,000 PRN   SOLE   150,000 0 0
IMAGE SENSING SYS INC COM 45244C104 2 1,093 SH   SOLE   1,093 0 0
IMATION CORP COM 45245A107 109 87,317 SH   SOLE   87,317 0 0
IMAX CORP COM 45245E109 41,192 1,397,288 SH   SOLE   1,397,288 0 0
IMMERSION CORP COM 452521107 5,508 750,375 SH   SOLE   750,375 0 0
IMMUCELL CORP COM PAR $0.10 452525306 5 679 SH   SOLE   679 0 0
IMMUNE DESIGN CORP COM 45252L103 4,486 549,736 SH   SOLE   549,736 0 0
IMMUNE PHARMACEUTICALS INC COM 45254C101 2 6,024 SH   SOLE   6,024 0 0
IMMUNOCELLULAR THERAPEUTICS COM 452536105 5 20,585 SH   SOLE   20,585 0 0
IMMUNOGEN INC COM 45253H101 9,583 3,111,490 SH   SOLE   3,111,490 0 0
IMMUNOMEDICS INC COM 452907108 8,123 3,501,476 SH   SOLE   3,501,476 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 3,240 206,612 SH   SOLE   206,612 0 0
IMPAX LABORATORIES INC COM 45256B101 167,079 5,797,323 SH   SOLE   5,797,323 0 0
IMPERIAL OIL LTD COM NEW 453038408 21 658 SH   SOLE   658 0 0
IMPERVA INC COM 45321L100 32,031 744,725 SH   SOLE   744,725 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 124 32,979 SH   SOLE   32,979 0 0
IMPRIVATA INC COM 45323J103 5,778 412,719 SH   SOLE   412,719 0 0
IMS HEALTH HLDGS INC COM 44970B109 38,619 1,522,850 SH   SOLE   1,522,850 0 0
INC RESH HLDGS INC CL A 45329R109 64,446 1,690,162 SH   SOLE   1,690,162 0 0
INCOME OPPORTUNITY RLTY INVS COM 452926108 1 108 SH   SOLE   108 0 0
INCONTACT INC COM 45336E109 21,224 1,532,385 SH   SOLE   1,532,385 0 0
INCYTE CORP COM 45337C102 326,425 4,081,333 SH   SOLE   4,081,333 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 116 70,000 PRN   SOLE   70,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 128 75,000 PRN   SOLE   75,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 4,166 767,255 SH   SOLE   767,255 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,335 185,602 SH   SOLE   185,602 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 8,941 1,093,003 SH   SOLE   1,093,003 0 0
INDEPENDENT BANK CORP MASS COM 453836108 76,319 1,669,999 SH   SOLE   1,669,999 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 7,729 532,664 SH   SOLE   532,664 0 0
INDEPENDENT BK GROUP INC COM 45384B106 12,260 285,709 SH   SOLE   285,709 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 3 1,806 SH   SOLE   1,806 0 0
INFINERA CORPORATION COM 45667G103 44,925 3,982,671 SH   SOLE   3,982,671 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 2,607 1,960,489 SH   SOLE   1,960,489 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 55,602 689,339 SH   SOLE   689,339 0 0
INFOBLOX INC COM 45672H104 27,041 1,441,424 SH   SOLE   1,441,424 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 3,041 810,821 SH   SOLE   810,821 0 0
INFOSONICS CORP COM 456784107 3 3,192 SH   SOLE   3,192 0 0
INFOSYS LTD SPONSORED ADR 456788108 25,793 1,445,014 SH   SOLE   1,445,014 0 0
INFRAREIT INC COM 45685L100 16,473 939,175 SH   SOLE   939,175 0 0
INFUSYSTEM HLDGS INC COM 45685K102 152 58,563 SH   SOLE   58,563 0 0
INGERSOLL-RAND PLC SHS G47791101 260,106 4,084,583 SH   SOLE   4,084,583 0 0
INGEVITY CORP COM 45688C107 93,133 2,735,984 SH   SOLE   2,735,984 0 0
INGLES MKTS INC CL A 457030104 12,241 328,173 SH   SOLE   328,173 0 0
INGRAM MICRO INC CL A 457153104 183,753 5,283,289 SH   SOLE   5,283,289 0 0
INGREDION INC COM 457187102 332,235 2,567,302 SH   SOLE   2,567,302 0 0
INNERWORKINGS INC COM 45773Y105 8,285 1,001,782 SH   SOLE   1,001,782 0 0
INNODATA INC COM NEW 457642205 168 68,599 SH   SOLE   68,599 0 0
INNOPHOS HOLDINGS INC COM 45774N108 53,174 1,259,752 SH   SOLE   1,259,752 0 0
INNOSPEC INC COM 45768S105 69,311 1,507,093 SH   SOLE   1,507,093 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 105 37,095 SH   SOLE   37,095 0 0
INNOVIVA INC COM 45781M101 43,790 4,158,589 SH   SOLE   4,158,589 0 0
INOGEN INC COM 45780L104 53,025 1,058,168 SH   SOLE   1,058,168 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 5,865 788,315 SH   SOLE   788,315 0 0
INOVALON HLDGS INC COM CL A 45781D101 14,723 817,491 SH   SOLE   817,491 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 24,697 2,672,880 SH   SOLE   2,672,880 0 0
INPHI CORP COM 45772F107 30,730 959,419 SH   SOLE   959,419 0 0
INSIGHT ENTERPRISES INC COM 45765U103 62,029 2,385,737 SH   SOLE   2,385,737 0 0
INSIGNIA SYS INC COM 45765Y105 5 2,345 SH   SOLE   2,345 0 0
INSMED INC COM PAR $.01 457669307 22,368 2,268,606 SH   SOLE   2,268,606 0 0
INSPERITY INC COM 45778Q107 79,231 1,025,914 SH   SOLE   1,025,914 0 0
INSPIREMD INC COM 45779A507 0 1,094 SH   SOLE   1,094 0 0
INSTALLED BLDG PRODS INC COM 45780R101 56,682 1,561,929 SH   SOLE   1,561,929 0 0
INSTEEL INDUSTRIES INC COM 45774W108 13,001 454,733 SH   SOLE   454,733 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 3 3,152 SH   SOLE   3,152 0 0
INSTRUCTURE INC COM 45781U103 5,139 270,465 SH   SOLE   270,465 0 0
INSULET CORP COM 45784P101 49,894 1,649,941 SH   SOLE   1,649,941 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 19,135 1,478,755 SH   SOLE   1,478,755 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 159,107 1,994,318 SH   SOLE   1,994,318 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 142,479 7,077,944 SH   SOLE   7,077,944 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 48 50,000 PRN   SOLE   50,000 0 0
INTEL CORP COM 458140100 2,349,855 71,641,909 SH   SOLE   71,641,909 0 0
INTEL CORP SDCV 12/1 458140AD2 388 300,000 PRN   SOLE   300,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 650 400,000 PRN   SOLE   400,000 0 0
INTELIQUENT INC COM 45825N107 46,649 2,345,354 SH   SOLE   2,345,354 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 3,496 163,768 SH   SOLE   163,768 0 0
INTELLICHECK MOBILISA INC COM NEW 45817G201 2 1,557 SH   SOLE   1,557 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 3 910 SH   SOLE   910 0 0
INTELSAT S A COM L5140P101 1,969 763,196 SH   SOLE   763,196 0 0
INTER PARFUMS INC COM 458334109 31,999 1,120,010 SH   SOLE   1,120,010 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 104,403 2,949,225 SH   SOLE   2,949,225 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 46,763 1,140,830 SH   SOLE   1,140,830 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 68,074 477,108 SH   SOLE   477,108 0 0
INTERCLOUD SYS INC COM NEW 458488202 4 5,417 SH   SOLE   5,417 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 357,315 1,395,981 SH   SOLE   1,395,981 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 52 50,000 PRN   SOLE   50,000 0 0
INTERDIGITAL INC COM 45867G101 101,348 1,820,181 SH   SOLE   1,820,181 0 0
INTERFACE INC COM 458665304 62,842 4,120,772 SH   SOLE   4,120,772 0 0
INTERGROUP CORP COM 458685104 3 126 SH   SOLE   126 0 0
INTERLINK ELECTRS INC COM NEW 458751302 30 2,508 SH   SOLE   2,508 0 0
INTERMOLECULAR INC COM 45882D109 99 66,715 SH   SOLE   66,715 0 0
INTERNAP CORP COM PAR $.001 45885A300 287 139,371 SH   SOLE   139,371 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 72,877 2,793,304 SH   SOLE   2,793,304 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,041,709 13,451,769 SH   SOLE   13,451,769 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 174,113 1,381,081 SH   SOLE   1,381,081 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 15,009 800,918 SH   SOLE   800,918 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 42,972 1,284,662 SH   SOLE   1,284,662 0 0
INTEROIL CORP COM 460951106 5 107 SH   SOLE   107 0 0
INTERPACE DIAGNOSTICS GROUP COM 46062X105 1 1,986 SH   SOLE   1,986 0 0
INTERPUBLIC GROUP COS INC COM 460690100 146,339 6,335,039 SH   SOLE   6,335,039 0 0
INTERSECT ENT INC COM 46071F103 8,555 661,629 SH   SOLE   661,629 0 0
INTERSECTIONS INC COM 460981301 30 14,231 SH   SOLE   14,231 0 0
INTERSIL CORP CL A 46069S109 92,893 6,860,617 SH   SOLE   6,860,617 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 115,264 7,249,329 SH   SOLE   7,249,329 0 0
INTERXION HOLDING N.V SHS N47279109 11,354 307,865 SH   SOLE   307,865 0 0
INTEST CORP COM 461147100 110 28,838 SH   SOLE   28,838 0 0
INTEVAC INC COM 461148108 280 49,365 SH   SOLE   49,365 0 0
INTL FCSTONE INC COM 46116V105 28,828 1,056,372 SH   SOLE   1,056,372 0 0
INTL PAPER CO COM 460146103 457,798 10,802,229 SH   SOLE   10,802,229 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 40,493 1,043,100 SH   SOLE   1,043,100 0 0
INTRALINKS HLDGS INC COM 46118H104 6,946 1,068,585 SH   SOLE   1,068,585 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 5,387 415,009 SH   SOLE   415,009 0 0
INTREPID POTASH INC COM 46121Y102 3,577 2,484,114 SH   SOLE   2,484,114 0 0
INTREXON CORP COM 46122T102 13,320 541,260 SH   SOLE   541,260 0 0
INTRICON CORP COM 46121H109 62 11,597 SH   SOLE   11,597 0 0
INTUIT COM 461202103 416,337 3,730,281 SH   SOLE   3,730,281 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 550,273 831,970 SH   SOLE   831,970 0 0
INUVO INC COM NEW 46122W204 73 52,196 SH   SOLE   52,196 0 0
INVACARE CORP COM 461203101 28,002 2,308,515 SH   SOLE   2,308,515 0 0
INVENSENSE INC COM 46123D205 11,752 1,917,084 SH   SOLE   1,917,084 0 0
INVENTERGY GLOBAL INC COM NEW 46123X409 0 300 SH   SOLE   300 0 0
INVENTURE FOODS INC COM 461212102 3,895 498,776 SH   SOLE   498,776 0 0
INVESCO LTD SHS G491BT108 187,582 7,344,640 SH   SOLE   7,344,640 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 81,711 5,968,640 SH   SOLE   5,968,640 0 0
INVESTAR HLDG CORP COM 46134L105 17 1,131 SH   SOLE   1,131 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 35,380 2,116,036 SH   SOLE   2,116,036 0 0
INVESTORS BANCORP INC NEW COM 46146L101 84,135 7,593,389 SH   SOLE   7,593,389 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 18,673 2,886,064 SH   SOLE   2,886,064 0 0
INVESTORS TITLE CO COM 461804106 3,585 37,633 SH   SOLE   37,633 0 0
INVITAE CORP COM 46185L103 4,314 583,714 SH   SOLE   583,714 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 4,787 828,270 SH   SOLE   828,270 0 0
INVUITY INC COM NEW 46187J205 239 25,100 SH   SOLE   25,100 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 162 25,931 SH   SOLE   25,931 0 0
IONIS PHARMACEUTICALS INC COM 462222100 65,221 2,800,396 SH   SOLE   2,800,396 0 0
IPASS INC COM 46261V108 220 177,690 SH   SOLE   177,690 0 0
IPG PHOTONICS CORP COM 44980X109 103,984 1,299,806 SH   SOLE   1,299,806 0 0
IRADIMED CORP COM 46266A109 2,291 105,283 SH   SOLE   105,283 0 0
IRIDEX CORP COM 462684101 2,930 198,107 SH   SOLE   198,107 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 74,791 8,422,442 SH   SOLE   8,422,442 0 0
IROBOT CORP COM 462726100 61,331 1,748,315 SH   SOLE   1,748,315 0 0
IRON MTN INC NEW COM 46284V101 204,712 5,139,632 SH   SOLE   5,139,632 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 72,002 5,506,855 SH   SOLE   5,506,855 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 51 50,000 PRN   SOLE   50,000 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,507 89,642 SH   SOLE   89,642 0 0
ISHARES MSCI AUST ETF 464286103 7,609 391,194 SH   SOLE   391,194 0 0
ISHARES INTL HIGH YIELD 464286210 2,598 55,993 SH   SOLE   55,993 0 0
ISHARES MSCI CDA ETF 464286509 138,835 5,664,417 SH   SOLE   5,664,417 0 0
ISHARES EM MKTS CURR ETF 464286517 11,938 265,948 SH   SOLE   265,948 0 0
ISHARES MIN VOL GBL ETF 464286525 2,670 34,964 SH   SOLE   34,964 0 0
ISHARES MIN VOL EMRG MKT 464286533 9,688 187,788 SH   SOLE   187,788 0 0
ISHARES MSCI EURZONE ETF 464286608 1,574,075 48,778,276 SH   SOLE   48,778,276 0 0
ISHARES MSCI SZ CAP ETF 464286749 2,344 79,057 SH   SOLE   79,057 0 0
ISHARES MSCI SPAN CP ETF 464286764 30,039 1,202,533 SH   SOLE   1,202,533 0 0
ISHARES MSCI STH KOR ETF 464286772 3,544 68,065 SH   SOLE   68,065 0 0
ISHARES MSCI GERMANY ETF 464286806 551,539 22,932,999 SH   SOLE   22,932,999 0 0
ISHARES MSCI MEX CAP ETF 464286822 1,203 23,878 SH   SOLE   23,878 0 0
ISHARES MSCI JAPAN ETF 464286848 490,359 42,639,954 SH   SOLE   42,639,954 0 0
ISHARES MSCI ITALCPD ETF 464286855 20,235 1,864,972 SH   SOLE   1,864,972 0 0
ISHARES 10+ YR CR BD ETF 464289511 31,384 500,940 SH   SOLE   500,940 0 0
ISHARES INDIA 50 ETF 464289529 500 17,676 SH   SOLE   17,676 0 0
ISHARES INC CORE MSCI EMKT 46434G103 456,119 10,901,499 SH   SOLE   10,901,499 0 0
ISHARES INC MSCI RUSSIA CAP 46434G806 8,255 616,496 SH   SOLE   616,496 0 0
ISHARES TR TIPS BD ETF 464287176 803,321 6,885,408 SH   SOLE   5,951,210 0 934,198
ISHARES TR CORE S&P500 ETF 464287200 519,796 2,469,340 SH   SOLE   2,469,340 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,624,700 23,306,845 SH   SOLE   19,154,166 0 4,152,679
ISHARES TR MSCI EMG MKT ETF 464287234 197,271 5,741,297 SH   SOLE   5,316,490 0 424,807
ISHARES TR IBOXX INV CP ETF 464287242 69,414 565,562 SH   SOLE   565,562 0 0
ISHARES TR JPX NIKKEI 400 464287382 2,123 42,282 SH   SOLE   42,282 0 0
ISHARES TR 20 YR TR BD ETF 464287432 5,024 36,167 SH   SOLE   0 0 36,167
ISHARES TR MSCI EAFE ETF 464287465 3,672,805 65,797,294 SH   SOLE   65,159,501 0 637,793
ISHARES TR CORE S&P MCP ETF 464287507 45,268 303,020 SH   SOLE   303,020 0 0
ISHARES TR COHEN&STEER REIT 464287564 879,298 8,126,597 SH   SOLE   7,778,553 0 348,044
ISHARES TR RUS 1000 ETF 464287622 3,293,621 28,177,101 SH   SOLE   23,134,155 0 5,042,946
ISHARES TR RUSSELL 2000 ETF 464287655 263,258 2,289,602 SH   SOLE   1,828,155 0 461,447
ISHARES TR CORE S&P SCP ETF 464287804 19,047 163,898 SH   SOLE   163,898 0 0
ISHARES TR MSCI ACWI EX US 464288240 3,098 79,510 SH   SOLE   55,207 0 24,303
ISHARES TR MSCI ACWI ETF 464288257 1,165 20,713 SH   SOLE   20,713 0 0
ISHARES TR EAFE SML CP ETF 464288273 100,364 2,079,656 SH   SOLE   2,079,656 0 0
ISHARES TR JP MOR EM MK ETF 464288281 2,395 20,802 SH   SOLE   20,802 0 0
ISHARES TR INTL SEL DIV ETF 464288448 33,668 1,175,986 SH   SOLE   1,175,986 0 0
ISHARES TR INTL DEV RE ETF 464288489 261,311 8,961,299 SH   SOLE   8,961,299 0 0
ISHARES TR DEVSMCP EXNA ETF 464288497 2,427 58,319 SH   SOLE   58,319 0 0
ISHARES TR IBOXX HI YD ETF 464288513 81,887 966,784 SH   SOLE   966,784 0 0
ISHARES TR MRG RL ES CP ETF 464288539 22,746 2,216,985 SH   SOLE   2,216,985 0 0
ISHARES TR MBS ETF 464288588 4,104 37,316 SH   SOLE   37,316 0 0
ISHARES TR CORE US CR BD 464288620 129,129 1,139,208 SH   SOLE   1,139,208 0 0
ISHARES TR INTERM CR BD ETF 464288638 26,938 242,116 SH   SOLE   242,116 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 52,491 494,782 SH   SOLE   15,661 0 479,121
ISHARES TR SHRT TRS BD ETF 464288679 60,868 551,094 SH   SOLE   0 0 551,094
ISHARES TR U.S. PFD STK ETF 464288687 22,748 570,277 SH   SOLE   570,277 0 0
ISHARES TR CORE US TR BD 46429B267 168,236 6,411,416 SH   SOLE   6,411,416 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,261 45,164 SH   SOLE   45,164 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 26,725 325,316 SH   SOLE   325,316 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 16,277 245,174 SH   SOLE   245,174 0 0
ISHARES TR CORE MSCITOTAL 46432F834 1,142,856 23,342,655 SH   SOLE   19,699,571 0 3,643,084
ISHARES TR CORE MSCI EAFE 46432F842 1,116,685 21,520,232 SH   SOLE   21,520,232 0 0
ISHARES TR IBNDS MAR18 ETF 46432FAG2 5,052 51,000 SH   SOLE   51,000 0 0
ISHARES TR IBNDS MAR20 ETF 46432FAK3 3,223 32,100 SH   SOLE   32,100 0 0
ISHARES TR IBNDS MAR23 ETF 46432FAN7 3,239 32,250 SH   SOLE   32,250 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 3,662 238,283 SH   SOLE   238,283 0 0
ISHARES TR CORE TL USD BD 46434V613 434,764 4,179,456 SH   SOLE   4,179,456 0 0
ISHARES TR CORE MSCI PAC 46434V696 165,278 3,532,328 SH   SOLE   3,532,328 0 0
ISHARES TR MIN VOL EUROPE 46434V720 2,552 110,732 SH   SOLE   110,732 0 0
ISHARES TR CORE MSCI EURO 46434V738 229,028 5,799,643 SH   SOLE   5,799,643 0 0
ISHARES TR CORE INTL AGGR 46435G672 128,911 2,431,358 SH   SOLE   2,431,358 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 71 100,000 PRN   SOLE   100,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 11,889 648,952 SH   SOLE   648,952 0 0
ISORAY INC COM 46489V104 91 105,102 SH   SOLE   105,102 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 191 48,870 SH   SOLE   48,870 0 0
ISRAMCO INC COM NEW 465141406 1,613 19,617 SH   SOLE   19,617 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 2 318 SH   SOLE   318 0 0
ISTAR INC COM 45031U101 33,653 3,509,202 SH   SOLE   3,509,202 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 60,590 6,418,460 SH   SOLE   6,418,460 0 0
ITC HLDGS CORP COM 465685105 77,350 1,652,072 SH   SOLE   1,652,072 0 0
ITERIS INC COM 46564T107 188 65,838 SH   SOLE   65,838 0 0
ITRON INC COM 465741106 103,453 2,400,311 SH   SOLE   2,400,311 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 100 52,013 SH   SOLE   52,013 0 0
ITT INC COM 45073V108 100,979 3,157,571 SH   SOLE   3,157,571 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 4,029 177,575 SH   SOLE   177,575 0 0
ITUS CORP COM NEW 45069V203 5 1,474 SH   SOLE   1,474 0 0
IXIA COM 45071R109 39,794 4,052,354 SH   SOLE   4,052,354 0 0
IXYS CORP COM 46600W106 6,665 650,218 SH   SOLE   650,218 0 0
IZEA INC COM 46603N301 76 9,936 SH   SOLE   9,936 0 0
J & J SNACK FOODS CORP COM 466032109 113,026 947,649 SH   SOLE   947,649 0 0
J ALEXANDERS HLDGS INC COM 46609J106 3,672 369,827 SH   SOLE   369,827 0 0
J2 GLOBAL INC COM 48123V102 151,174 2,393,136 SH   SOLE   2,393,136 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 2,158 315,063 SH   SOLE   315,063 0 0
JABIL CIRCUIT INC COM 466313103 123,048 6,662,039 SH   SOLE   6,662,039 0 0
JACK IN THE BOX INC COM 466367109 140,131 1,630,949 SH   SOLE   1,630,949 0 0
JACKSONVILLE BANCORP INC MD COM 46924R106 6 232 SH   SOLE   232 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 101,412 2,035,968 SH   SOLE   2,035,968 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 1 594 SH   SOLE   594 0 0
JAKKS PAC INC COM 47012E106 3,217 406,683 SH   SOLE   406,683 0 0
JAMBA INC COM NEW 47023A309 3,406 331,038 SH   SOLE   331,038 0 0
JAMES RIV GROUP LTD COM G5005R107 11,355 334,358 SH   SOLE   334,358 0 0
JANUS CAP GROUP INC COM 47102X105 104,181 7,484,244 SH   SOLE   7,484,244 0 0
JASON INDS INC COM 471172106 164 45,390 SH   SOLE   45,390 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 141,211 999,301 SH   SOLE   999,301 0 0
JD COM INC SPON ADR CL A 47215P106 175,093 8,247,429 SH   SOLE   8,247,429 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 271 19,428 SH   SOLE   19,428 0 0
JETBLUE AIRWAYS CORP COM 477143101 197,528 11,927,998 SH   SOLE   11,927,998 0 0
JETPAY CORP COM 477177109 4 1,559 SH   SOLE   1,559 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 3 283 SH   SOLE   283 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,705 132,734 SH   SOLE   132,734 0 0
JIVE SOFTWARE INC COM 47760A108 5,615 1,493,353 SH   SOLE   1,493,353 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 112,733 1,841,437 SH   SOLE   1,841,437 0 0
JOHNSON & JOHNSON COM 478160104 5,105,401 42,089,045 SH   SOLE   42,089,045 0 0
JOHNSON CTLS INC COM 478366107 328,067 7,412,269 SH   SOLE   7,412,269 0 0
JOHNSON OUTDOORS INC CL A 479167108 3,315 128,978 SH   SOLE   128,978 0 0
JOINT CORP COM 47973J102 46 22,611 SH   SOLE   22,611 0 0
JONES ENERGY INC COM CL A 48019R108 3,326 807,389 SH   SOLE   807,389 0 0
JONES LANG LASALLE INC COM 48020Q107 184,328 1,891,510 SH   SOLE   1,891,510 0 0
JOY GLOBAL INC COM 481165108 102,928 4,868,856 SH   SOLE   4,868,856 0 0
JPMORGAN CHASE & CO COM 46625H100 2,653,157 42,696,451 SH   SOLE   42,696,451 0 0
JRJR33 INC COM 46645Q106 53 58,958 SH   SOLE   58,958 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,097 265,570 SH   SOLE   265,570 0 0
JUNIPER NETWORKS INC COM 48203R104 141,986 6,313,297 SH   SOLE   6,313,297 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 198 28,292 SH   SOLE   28,292 0 0
JUNO THERAPEUTICS INC COM 48205A109 75,512 1,964,403 SH   SOLE   1,964,403 0 0
K12 INC COM 48273U102 10,908 873,329 SH   SOLE   873,329 0 0
K2M GROUP HLDGS INC COM 48273J107 12,255 789,654 SH   SOLE   789,654 0 0
KADANT INC COM 48282T104 14,357 278,722 SH   SOLE   278,722 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 99,451 1,099,996 SH   SOLE   1,099,996 0 0
KAMAN CORP COM 483548103 74,422 1,750,293 SH   SOLE   1,750,293 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 186,646 2,071,772 SH   SOLE   2,071,772 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 79,323 6,097,106 SH   SOLE   6,097,106 0 0
KAR AUCTION SVCS INC COM 48238T109 54,728 1,311,175 SH   SOLE   1,311,175 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 7,178 1,069,779 SH   SOLE   1,069,779 0 0
KATE SPADE & CO COM 485865109 91,643 4,446,552 SH   SOLE   4,446,552 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 367 12,889 SH   SOLE   12,889 0 0
KB HOME COM 48666K109 92,844 6,104,115 SH   SOLE   6,104,115 0 0
KBR INC COM 48242W106 66,660 5,034,754 SH   SOLE   5,034,754 0 0
KCG HLDGS INC CL A 48244B100 18,393 1,382,960 SH   SOLE   1,382,960 0 0
KEARNY FINL CORP MD COM 48716P108 27,181 2,160,637 SH   SOLE   2,160,637 0 0
KELLOGG CO COM 487836108 487,428 5,969,724 SH   SOLE   5,969,724 0 0
KELLY SVCS INC CL A 488152208 37,912 1,998,529 SH   SOLE   1,998,529 0 0
KEMET CORP COM NEW 488360207 345 117,878 SH   SOLE   117,878 0 0
KEMPER CORP DEL COM 488401100 68,131 2,199,180 SH   SOLE   2,199,180 0 0
KEMPHARM INC COM 488445107 872 219,172 SH   SOLE   219,172 0 0
KENNAMETAL INC COM 489170100 87,288 3,947,916 SH   SOLE   3,947,916 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 37,630 1,984,727 SH   SOLE   1,984,727 0 0
KENTUCKY FIRST FED BANCORP COM 491292108 6 787 SH   SOLE   787 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 12,478 1,884,848 SH   SOLE   1,884,848 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 5 262 SH   SOLE   262 0 0
KEY ENERGY SVCS INC COM 492914106 20 85,205 SH   SOLE   85,205 0 0
KEY TECHNOLOGY INC COM 493143101 119 12,896 SH   SOLE   12,896 0 0
KEY TRONICS CORP COM 493144109 199 26,423 SH   SOLE   26,423 0 0
KEYCORP NEW COM 493267108 154,802 14,009,250 SH   SOLE   14,009,250 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 170,307 5,854,483 SH   SOLE   5,854,483 0 0
KEYW HLDG CORP COM 493723100 9,211 926,672 SH   SOLE   926,672 0 0
KFORCE INC COM 493732101 9,821 581,464 SH   SOLE   581,464 0 0
KILROY RLTY CORP COM 49427F108 300,479 4,532,792 SH   SOLE   4,532,792 0 0
KIMBALL ELECTRONICS INC COM 49428J109 9,036 725,814 SH   SOLE   725,814 0 0
KIMBALL INTL INC CL B 494274103 10,942 961,491 SH   SOLE   961,491 0 0
KIMBERLY CLARK CORP COM 494368103 1,077,618 7,838,359 SH   SOLE   7,838,359 0 0
KIMCO RLTY CORP COM 49446R109 383,995 12,236,927 SH   SOLE   12,236,927 0 0
KINDER MORGAN INC DEL COM 49456B101 482,262 25,761,866 SH   SOLE   25,761,866 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 147,934 3,028,322 SH   SOLE   3,028,322 0 0
KINDRED BIOSCIENCES INC COM 494577109 152 42,936 SH   SOLE   42,936 0 0
KINDRED HEALTHCARE INC COM 494580103 67,471 5,976,144 SH   SOLE   5,976,144 0 0
KINGSTONE COS INC COM 496719105 194 21,884 SH   SOLE   21,884 0 0
KINROSS GOLD CORP COM NO PAR 496902404 4,865 994,978 SH   SOLE   994,978 0 0
KIRBY CORP COM 497266106 139,649 2,238,323 SH   SOLE   2,238,323 0 0
KIRKLANDS INC COM 497498105 14,418 982,171 SH   SOLE   982,171 0 0
KITE PHARMA INC COM 49803L109 82,840 1,656,795 SH   SOLE   1,656,795 0 0
KITE RLTY GROUP TR COM NEW 49803T300 164,899 5,882,956 SH   SOLE   5,882,956 0 0
KKR & CO L P DEL COM UNITS 48248M102 9 725 SH   SOLE   725 0 0
KLA-TENCOR CORP COM 482480100 203,860 2,783,074 SH   SOLE   2,783,074 0 0
KLX INC COM 482539103 91,202 2,941,994 SH   SOLE   2,941,994 0 0
KMG CHEMICALS INC COM 482564101 6,052 232,863 SH   SOLE   232,863 0 0
KNIGHT TRANSN INC COM 499064103 107,751 4,053,834 SH   SOLE   4,053,834 0 0
KNOLL INC COM NEW 498904200 27,702 1,140,927 SH   SOLE   1,140,927 0 0
KNOWLES CORP COM 49926D109 59,725 4,365,881 SH   SOLE   4,365,881 0 0
KOHLS CORP COM 500255104 112,082 2,955,744 SH   SOLE   2,955,744 0 0
KONA GRILL INC COM 50047H201 2,358 219,977 SH   SOLE   219,977 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 11 2,250 SH   SOLE   2,250 0 0
KOPIN CORP COM 500600101 9,009 4,058,228 SH   SOLE   4,058,228 0 0
KOPPERS HOLDINGS INC COM 50060P106 42,409 1,380,049 SH   SOLE   1,380,049 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 6,090 234,877 SH   SOLE   234,877 0 0
KORN FERRY INTL COM NEW 500643200 74,974 3,621,916 SH   SOLE   3,621,916 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,164 119,270 SH   SOLE   119,270 0 0
KOSMOS ENERGY LTD SHS G5315B107 8,991 1,649,698 SH   SOLE   1,649,698 0 0
KRAFT HEINZ CO COM 500754106 577,743 6,529,650 SH   SOLE   6,529,650 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 55,246 1,978,018 SH   SOLE   1,978,018 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 4,911 1,197,717 SH   SOLE   1,197,717 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 80,768 3,853,433 SH   SOLE   3,853,433 0 0
KROGER CO COM 501044101 408,293 11,097,941 SH   SOLE   11,097,941 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,732 520,362 SH   SOLE   520,362 0 0
KULICKE & SOFFA INDS INC COM 501242101 35,706 2,933,958 SH   SOLE   2,933,958 0 0
KURA ONCOLOGY INC COM 50127T109 95 35,220 SH   SOLE   35,220 0 0
KVH INDS INC COM 482738101 2,988 388,044 SH   SOLE   388,044 0 0
L BRANDS INC COM 501797104 306,527 4,566,175 SH   SOLE   4,566,175 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 214,218 1,460,347 SH   SOLE   1,460,347 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 5,781 361,343 SH   SOLE   361,343 0 0
LA QUINTA HLDGS INC COM 50420D108 23,247 2,039,228 SH   SOLE   2,039,228 0 0
LA Z BOY INC COM 505336107 88,660 3,186,907 SH   SOLE   3,186,907 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 336,714 2,584,736 SH   SOLE   2,584,736 0 0
LADDER CAP CORP CL A 505743104 25,791 2,114,009 SH   SOLE   2,114,009 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,252 2,649,247 SH   SOLE   2,649,247 0 0
LAKE SHORE BANCORP INC COM 510700107 8 595 SH   SOLE   595 0 0
LAKE SUNAPEE BK GROUP COM 510866106 3,537 206,694 SH   SOLE   206,694 0 0
LAKELAND BANCORP INC COM 511637100 11,377 999,736 SH   SOLE   999,736 0 0
LAKELAND FINL CORP COM 511656100 19,768 420,498 SH   SOLE   420,498 0 0
LAKELAND INDS INC COM 511795106 159 18,387 SH   SOLE   18,387 0 0
LAM RESEARCH CORP COM 512807108 245,188 2,916,817 SH   SOLE   2,916,817 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 223,636 3,373,098 SH   SOLE   3,373,098 0 0
LANCASTER COLONY CORP COM 513847103 122,401 959,182 SH   SOLE   959,182 0 0
LANDAUER INC COM 51476K103 26,066 633,292 SH   SOLE   633,292 0 0
LANDEC CORP COM 514766104 7,468 694,041 SH   SOLE   694,041 0 0
LANDMARK BANCORP INC COM 51504L107 15 587 SH   SOLE   587 0 0
LANDS END INC NEW COM 51509F105 5,755 350,512 SH   SOLE   350,512 0 0
LANDSTAR SYS INC COM 515098101 125,791 1,832,085 SH   SOLE   1,832,085 0 0
LANNET INC COM 516012101 48,699 2,047,025 SH   SOLE   2,047,025 0 0
LANTHEUS HLDGS INC COM 516544103 110 29,986 SH   SOLE   29,986 0 0
LANTRONIX INC COM NEW 516548203 2 1,597 SH   SOLE   1,597 0 0
LAPORTE BANCORP INC MD COM 516651106 85 5,199 SH   SOLE   5,199 0 0
LAREDO PETROLEUM INC COM 516806106 16,159 1,541,901 SH   SOLE   1,541,901 0 0
LAS VEGAS SANDS CORP COM 517834107 81,773 1,880,269 SH   SOLE   1,880,269 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 142,708 6,052,067 SH   SOLE   6,052,067 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 5,088 770,870 SH   SOLE   770,870 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 15,176 2,836,638 SH   SOLE   2,836,638 0 0
LAUDER ESTEE COS INC CL A 518439104 258,403 2,838,968 SH   SOLE   2,838,968 0 0
LAWSON PRODS INC COM 520776105 3,263 164,281 SH   SOLE   164,281 0 0
LAYNE CHRISTENSEN CO COM 521050104 3,800 469,189 SH   SOLE   469,189 0 0
LAZARD LTD SHS A G54050102 38,502 1,292,866 SH   SOLE   1,292,866 0 0
LCNB CORP COM 50181P100 3,644 230,607 SH   SOLE   230,607 0 0
LDR HLDG CORP COM 50185U105 24,096 652,122 SH   SOLE   652,122 0 0
LEAR CORP COM NEW 521865204 79,081 777,132 SH   SOLE   777,132 0 0
LEE ENTERPRISES INC COM 523768109 254 132,832 SH   SOLE   132,832 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 74,860 2,781,872 SH   SOLE   2,781,872 0 0
LEGG MASON INC COM 524901105 47,986 1,627,203 SH   SOLE   1,627,203 0 0
LEGGETT & PLATT INC COM 524660107 252,097 4,932,447 SH   SOLE   4,932,447 0 0
LEIDOS HLDGS INC COM 525327102 111,474 2,328,686 SH   SOLE   2,328,686 0 0
LEMAITRE VASCULAR INC COM 525558201 4,998 350,226 SH   SOLE   350,226 0 0
LENDINGCLUB CORP COM 52603A109 35,287 8,206,163 SH   SOLE   8,206,163 0 0
LENDINGTREE INC NEW COM 52603B107 37,231 421,501 SH   SOLE   421,501 0 0
LENNAR CORP CL A 526057104 287,852 6,244,086 SH   SOLE   6,244,086 0 0
LENNAR CORP CL B 526057302 13,812 370,791 SH   SOLE   370,791 0 0
LENNOX INTL INC COM 526107107 220,661 1,547,414 SH   SOLE   1,547,414 0 0
LEUCADIA NATL CORP COM 527288104 88,211 5,090,094 SH   SOLE   5,090,094 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 281,278 5,462,772 SH   SOLE   5,462,772 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 33,636 2,343,999 SH   SOLE   2,343,999 0 0
LEXINGTON REALTY TRUST COM 529043101 156,870 15,516,290 SH   SOLE   15,516,290 0 0
LEXMARK INTL INC CL A 529771107 83,527 2,212,649 SH   SOLE   2,212,649 0 0
LGI HOMES INC COM 50187T106 12,826 401,576 SH   SOLE   401,576 0 0
LGL GROUP INC COM 50186A108 1 257 SH   SOLE   257 0 0
LHC GROUP INC COM 50187A107 42,425 980,256 SH   SOLE   980,256 0 0
LIBBEY INC COM 529898108 9,001 566,448 SH   SOLE   566,448 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 14,041 236,379 SH   SOLE   236,379 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 55,716 928,592 SH   SOLE   928,592 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 8,109 279,057 SH   SOLE   279,057 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 14,893 519,830 SH   SOLE   519,830 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 1,080 33,490 SH   SOLE   33,490 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 2,927 90,101 SH   SOLE   90,101 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 105,043 4,140,457 SH   SOLE   4,140,457 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 44,850 1,209,875 SH   SOLE   1,209,875 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 15 28,495 PRN   SOLE   28,495 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 27,105 864,313 SH   SOLE   864,313 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 53,237 1,724,543 SH   SOLE   1,724,543 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 3,470 230,718 SH   SOLE   230,718 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 21,160 1,115,423 SH   SOLE   1,115,423 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 10,606 554,111 SH   SOLE   554,111 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 11,531 786,534 SH   SOLE   786,534 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 174 175,000 PRN   SOLE   175,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 237,037 5,967,692 SH   SOLE   5,967,692 0 0
LIBERTY TAX INC CL A 53128T102 2,394 179,731 SH   SOLE   179,731 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 39,547 1,807,434 SH   SOLE   1,807,434 0 0
LIFELOCK INC COM 53224V100 32,013 2,024,837 SH   SOLE   2,024,837 0 0
LIFEPOINT HEALTH INC COM 53219L109 107,140 1,638,984 SH   SOLE   1,638,984 0 0
LIFETIME BRANDS INC COM 53222Q103 4,146 284,188 SH   SOLE   284,188 0 0
LIFEVANTAGE CORP COM NEW 53222K205 4,855 356,993 SH   SOLE   356,993 0 0
LIFEWAY FOODS INC COM 531914109 1,137 117,587 SH   SOLE   117,587 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 174,906 1,466,467 SH   SOLE   1,466,467 0 0
LIGHTBRIDGE CORP COM 53224K104 2 4,891 SH   SOLE   4,891 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 4 2,457 SH   SOLE   2,457 0 0
LILLY ELI & CO COM 532457108 1,355,003 17,206,391 SH   SOLE   17,206,391 0 0
LIME ENERGY CO COM PAR $0.0001 53261U304 1 320 SH   SOLE   320 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,734 1,834,796 SH   SOLE   1,834,796 0 0
LIMONEIRA CO COM 532746104 5,350 303,643 SH   SOLE   303,643 0 0
LINCOLN EDL SVCS CORP COM 533535100 107 71,336 SH   SOLE   71,336 0 0
LINCOLN ELEC HLDGS INC COM 533900106 126,128 2,134,865 SH   SOLE   2,134,865 0 0
LINCOLN NATL CORP IND COM 534187109 151,873 3,917,276 SH   SOLE   3,917,276 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 3,708 385,083 SH   SOLE   385,083 0 0
LINDSAY CORP COM 535555106 47,475 699,606 SH   SOLE   699,606 0 0
LINEAR TECHNOLOGY CORP COM 535678106 205,759 4,422,066 SH   SOLE   4,422,066 0 0
LINKEDIN CORP COM CL A 53578A108 216,349 1,143,192 SH   SOLE   1,143,192 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 247 250,000 PRN   SOLE   250,000 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 14,638 1,807,203 SH   SOLE   1,807,203 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 5,864 1,484,640 SH   SOLE   1,484,640 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 17,862 882,936 SH   SOLE   882,936 0 0
LIPOCINE INC NEW COM 53630X104 1,317 433,171 SH   SOLE   433,171 0 0
LIQTECH INTL INC COM 53632A102 3 5,190 SH   SOLE   5,190 0 0
LIQUIDITY SERVICES INC COM 53635B107 13,111 1,672,313 SH   SOLE   1,672,313 0 0
LITHIA MTRS INC CL A 536797103 107,406 1,511,266 SH   SOLE   1,511,266 0 0
LITTELFUSE INC COM 537008104 169,838 1,436,994 SH   SOLE   1,436,994 0 0
LIVANOVA PLC SHS G5509L101 57,138 1,137,530 SH   SOLE   1,137,530 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 117,003 4,978,850 SH   SOLE   4,978,850 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 50 50,000 PRN   SOLE   50,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 7,180 508,849 SH   SOLE   508,849 0 0
LIVE VENTURES INC COM 538142100 4 2,644 SH   SOLE   2,644 0 0
LIVEPERSON INC COM 538146101 21,582 3,404,097 SH   SOLE   3,404,097 0 0
LKQ CORP COM 501889208 153,615 4,845,905 SH   SOLE   4,845,905 0 0
LMI AEROSPACE INC COM 502079106 237 29,460 SH   SOLE   29,460 0 0
LOCKHEED MARTIN CORP COM 539830109 1,621,150 6,532,416 SH   SOLE   6,532,416 0 0
LOEWS CORP COM 540424108 176,384 4,292,619 SH   SOLE   4,292,619 0 0
LOGMEIN INC COM 54142L109 101,058 1,593,213 SH   SOLE   1,593,213 0 0
LOMBARD MED INC COM G55598109 14 12,633 SH   SOLE   12,633 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 10,758 305,029 SH   SOLE   305,029 0 0
LOUISIANA PAC CORP COM 546347105 144,561 8,332,030 SH   SOLE   8,332,030 0 0
LOWES COS INC COM 548661107 947,434 11,967,078 SH   SOLE   11,967,078 0 0
LOXO ONCOLOGY INC COM 548862101 7,996 344,956 SH   SOLE   344,956 0 0
LPATH INC COM PAR 548910405 1 398 SH   SOLE   398 0 0
LPL FINL HLDGS INC COM 50212V100 20,782 922,421 SH   SOLE   922,421 0 0
LRAD CORP COM 50213V109 123 68,638 SH   SOLE   68,638 0 0
LSB INDS INC COM 502160104 16,761 1,387,463 SH   SOLE   1,387,463 0 0
LSI INDS INC COM 50216C108 6,780 612,435 SH   SOLE   612,435 0 0
LTC PPTYS INC COM 502175102 129,161 2,496,834 SH   SOLE   2,496,834 0 0
LUBYS INC COM 549282101 2,553 508,486 SH   SOLE   508,486 0 0
LUCAS ENERGY INC COM PAR $0.001 549333300 1 151 SH   SOLE   151 0 0
LULULEMON ATHLETICA INC COM 550021109 73,108 989,813 SH   SOLE   989,813 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 37,726 2,446,593 SH   SOLE   2,446,593 0 0
LUMENTUM HLDGS INC COM 55024U109 77,549 3,204,522 SH   SOLE   3,204,522 0 0
LUMINEX CORP DEL COM 55027E102 60,992 3,014,950 SH   SOLE   3,014,950 0 0
LUMOS NETWORKS CORP COM 550283105 19,723 1,629,987 SH   SOLE   1,629,987 0 0
LUNA INNOVATIONS COM 550351100 8 6,266 SH   SOLE   6,266 0 0
LYDALL INC DEL COM 550819106 42,592 1,104,573 SH   SOLE   1,104,573 0 0
LYON WILLIAM HOMES CL A NEW 552074700 9,043 560,956 SH   SOLE   560,956 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 329,627 4,429,279 SH   SOLE   4,429,279 0 0
M & T BK CORP COM 55261F104 297,245 2,514,121 SH   SOLE   2,514,121 0 0
M D C HLDGS INC COM 552676108 85,392 3,508,284 SH   SOLE   3,508,284 0 0
M/I HOMES INC COM 55305B101 42,791 2,272,512 SH   SOLE   2,272,512 0 0
MACATAWA BK CORP COM 554225102 5,081 684,731 SH   SOLE   684,731 0 0
MACERICH CO COM 554382101 410,657 4,809,198 SH   SOLE   4,809,198 0 0
MACK CALI RLTY CORP COM 554489104 132,317 4,900,620 SH   SOLE   4,900,620 0 0
MACKINAC FINL CORP COM 554571109 8 707 SH   SOLE   707 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 18,423 558,610 SH   SOLE   558,610 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 70,303 949,402 SH   SOLE   949,402 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 57 50,000 PRN   SOLE   50,000 0 0
MACROGENICS INC COM 556099109 34,395 1,274,354 SH   SOLE   1,274,354 0 0
MACYS INC COM 55616P104 163,279 4,858,055 SH   SOLE   4,858,055 0 0
MADDEN STEVEN LTD COM 556269108 127,886 3,741,555 SH   SOLE   3,741,555 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 31,424 182,157 SH   SOLE   182,157 0 0
MAGELLAN HEALTH INC COM NEW 559079207 109,177 1,659,978 SH   SOLE   1,659,978 0 0
MAGELLAN PETE CORP COM NEW 559091608 1 947 SH   SOLE   947 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 212 33,630 SH   SOLE   33,630 0 0
MAGNA INTL INC COM 559222401 86 2,460 SH   SOLE   2,460 0 0
MAGNEGAS CORP COM NEW 55939L202 4 5,940 SH   SOLE   5,940 0 0
MAGYAR BANCORP INC COM 55977T109 7 657 SH   SOLE   657 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 17,164 1,402,298 SH   SOLE   1,402,298 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 13,100 594,126 SH   SOLE   594,126 0 0
MAJESCO COM 56068V102 754 142,024 SH   SOLE   142,024 0 0
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 1 1,654 SH   SOLE   1,654 0 0
MALIBU BOATS INC COM CL A 56117J100 5,671 469,454 SH   SOLE   469,454 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 127,491 2,097,582 SH   SOLE   2,097,582 0 0
MALVERN BANCORP INC COM 561409103 17 1,068 SH   SOLE   1,068 0 0
MAM SOFTWARE GROUP INC COM NEW 55277Q201 12 1,944 SH   SOLE   1,944 0 0
MANHATTAN ASSOCS INC COM 562750109 175,388 2,734,887 SH   SOLE   2,734,887 0 0
MANHATTAN BRIDGE CAPITAL INC COM 562803106 62 11,696 SH   SOLE   11,696 0 0
MANITEX INTL INC COM 563420108 266 38,337 SH   SOLE   38,337 0 0
MANITOWOC FOODSERVICE INC COM 563568104 22,353 1,268,613 SH   SOLE   1,268,613 0 0
MANITOWOC INC COM 563571108 16,632 3,051,774 SH   SOLE   3,051,774 0 0
MANNATECH INC COM NEW 563771203 121 5,976 SH   SOLE   5,976 0 0
MANNING & NAPIER INC CL A 56382Q102 3,665 385,801 SH   SOLE   385,801 0 0
MANNKIND CORP COM 56400P201 17,086 14,729,032 SH   SOLE   14,729,032 0 0
MANPOWERGROUP INC COM 56418H100 158,725 2,466,971 SH   SOLE   2,466,971 0 0
MANTECH INTL CORP CL A 564563104 69,664 1,841,996 SH   SOLE   1,841,996 0 0
MARATHON OIL CORP COM 565849106 234,475 15,621,227 SH   SOLE   15,621,227 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 89 32,468 SH   SOLE   32,468 0 0
MARATHON PETE CORP COM 56585A102 369,499 9,733,911 SH   SOLE   9,733,911 0 0
MARCHEX INC CL B 56624R108 2,770 871,051 SH   SOLE   871,051 0 0
MARCUS & MILLICHAP INC COM 566324109 8,774 345,307 SH   SOLE   345,307 0 0
MARCUS CORP COM 566330106 26,095 1,236,740 SH   SOLE   1,236,740 0 0
MARIN SOFTWARE INC COM 56804T106 199 84,766 SH   SOLE   84,766 0 0
MARINE PRODS CORP COM 568427108 2,438 288,202 SH   SOLE   288,202 0 0
MARINEMAX INC COM 567908108 27,524 1,621,914 SH   SOLE   1,621,914 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 45 35,340 SH   SOLE   35,340 0 0
MARKEL CORP COM 570535104 175,532 184,231 SH   SOLE   184,231 0 0
MARKETAXESS HLDGS INC COM 57060D108 198,550 1,365,545 SH   SOLE   1,365,545 0 0
MARKETO INC COM 57063L107 34,301 985,084 SH   SOLE   985,084 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 3,558 218,279 SH   SOLE   218,279 0 0
MARRIOTT INTL INC NEW CL A 571903202 199,549 3,002,539 SH   SOLE   3,002,539 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 107,022 1,562,587 SH   SOLE   1,562,587 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 3 4,024 SH   SOLE   4,024 0 0
MARSH & MCLENNAN COS INC COM 571748102 551,623 8,057,589 SH   SOLE   8,057,589 0 0
MARTEN TRANS LTD COM 573075108 29,756 1,502,844 SH   SOLE   1,502,844 0 0
MARTIN MARIETTA MATLS INC COM 573284106 202,376 1,054,041 SH   SOLE   1,054,041 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 53,166 5,578,753 SH   SOLE   5,578,753 0 0
MASCO CORP COM 574599106 193,870 6,266,007 SH   SOLE   6,266,007 0 0
MASIMO CORP COM 574795100 152,426 2,902,515 SH   SOLE   2,902,515 0 0
MASONITE INTL CORP NEW COM 575385109 62,627 946,880 SH   SOLE   946,880 0 0
MAST THERAPEUTICS INC COM 576314108 16 33,638 SH   SOLE   33,638 0 0
MASTEC INC COM 576323109 36,219 1,622,731 SH   SOLE   1,622,731 0 0
MASTECH HOLDINGS INC COM 57633B100 4 577 SH   SOLE   577 0 0
MASTERCARD INC CL A 57636Q104 1,132,924 12,865,359 SH   SOLE   12,865,359 0 0
MATADOR RES CO COM 576485205 41,039 2,072,680 SH   SOLE   2,072,680 0 0
MATCH GROUP INC COM 57665R106 3,838 254,572 SH   SOLE   254,572 0 0
MATEON THERAPEUTICS INC COM 57667K109 4 6,092 SH   SOLE   6,092 0 0
MATERION CORP COM 576690101 32,420 1,309,369 SH   SOLE   1,309,369 0 0
MATRIX SVC CO COM 576853105 30,892 1,873,375 SH   SOLE   1,873,375 0 0
MATSON INC COM 57686G105 101,866 3,154,720 SH   SOLE   3,154,720 0 0
MATTEL INC COM 577081102 312,418 9,984,611 SH   SOLE   9,984,611 0 0
MATTERSIGHT CORP COM 577097108 185 47,837 SH   SOLE   47,837 0 0
MATTHEWS INTL CORP CL A 577128101 112,739 2,026,221 SH   SOLE   2,026,221 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 13,567 404,379 SH   SOLE   404,379 0 0
MAUI LD & PINEAPPLE INC COM 577345101 10 1,394 SH   SOLE   1,394 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 138,476 3,879,978 SH   SOLE   3,879,978 0 0
MAXIMUS INC COM 577933104 181,441 3,276,880 SH   SOLE   3,276,880 0 0
MAXLINEAR INC CL A 57776J100 23,854 1,326,693 SH   SOLE   1,326,693 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 87 8,046 SH   SOLE   8,046 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 4,295 813,409 SH   SOLE   813,409 0 0
MAYS J W INC COM 578473100 5 106 SH   SOLE   106 0 0
MB FINANCIAL INC NEW COM 55264U108 163,848 4,516,219 SH   SOLE   4,516,219 0 0
MBIA INC COM 55262C100 22,092 3,234,518 SH   SOLE   3,234,518 0 0
MBT FINL CORP COM 578877102 3,822 477,690 SH   SOLE   477,690 0 0
MCBC HLDGS INC COM 55276F107 2,228 201,613 SH   SOLE   201,613 0 0
MCCLATCHY CO CL A NEW 579489303 223 15,256 SH   SOLE   15,256 0 0
MCCORMICK & CO INC COM NON VTG 579780206 324,041 3,037,792 SH   SOLE   3,037,792 0 0
MCDERMOTT INTL INC COM 580037109 31,550 6,386,573 SH   SOLE   6,386,573 0 0
MCDONALDS CORP COM 580135101 2,017,279 16,763,162 SH   SOLE   16,763,162 0 0
MCEWEN MNG INC COM 58039P107 4,943 1,283,980 SH   SOLE   1,283,980 0 0
MCGRATH RENTCORP COM 580589109 16,985 555,260 SH   SOLE   555,260 0 0
MCKESSON CORP COM 58155Q103 498,486 2,670,701 SH   SOLE   2,670,701 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 21,892 1,196,926 SH   SOLE   1,196,926 0 0
MDU RES GROUP INC COM 552690109 161,092 6,712,166 SH   SOLE   6,712,166 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 270,915 2,985,288 SH   SOLE   2,985,288 0 0
MECHEL OAO SPONSORED ADR NE 583840608 695 413,740 SH   SOLE   413,740 0 0
MEDGENICS INC COM NEW 58436Q203 3,512 632,813 SH   SOLE   632,813 0 0
MEDIA GEN INC NEW COM 58441K100 45,326 2,636,745 SH   SOLE   2,636,745 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 205,189 13,490,418 SH   SOLE   13,490,418 0 0
MEDICINES CO COM 584688105 188,878 5,616,350 SH   SOLE   5,616,350 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 177 150,000 PRN   SOLE   150,000 0 0
MEDICINOVA INC COM NEW 58468P206 5,814 770,091 SH   SOLE   770,091 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 169,070 3,607,217 SH   SOLE   3,607,217 0 0
MEDIFAST INC COM 58470H101 21,938 659,384 SH   SOLE   659,384 0 0
MEDIVATION INC COM 58501N101 222,075 3,682,828 SH   SOLE   3,682,828 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,005 170,982 SH   SOLE   170,982 0 0
MEDNAX INC COM 58502B106 259,152 3,577,966 SH   SOLE   3,577,966 0 0
MEDOVEX CORP COM 58504H101 4 2,674 SH   SOLE   2,674 0 0
MEDTRONIC PLC SHS G5960L103 1,784,015 20,560,276 SH   SOLE   20,560,276 0 0
MEETME INC COM 585141104 5,714 1,071,957 SH   SOLE   1,071,957 0 0
MEI PHARMA INC COM NEW 55279B202 97 71,171 SH   SOLE   71,171 0 0
MELCO CROWN ENTMT LTD ADR 585464100 28,800 2,289,356 SH   SOLE   2,289,356 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 185 3,859 SH   SOLE   3,859 0 0
MELROSE BANCORP INC COM 585553100 9 571 SH   SOLE   571 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 16,959 1,067,931 SH   SOLE   1,067,931 0 0
MENTOR GRAPHICS CORP COM 587200106 114,103 5,367,012 SH   SOLE   5,367,012 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 38 35,000 PRN   SOLE   35,000 0 0
MERCADOLIBRE INC COM 58733R102 5,573 39,617 SH   SOLE   39,617 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 63 50,000 PRN   SOLE   50,000 0 0
MERCANTILE BANK CORP COM 587376104 9,869 413,629 SH   SOLE   413,629 0 0
MERCER INTL INC COM 588056101 123 15,452 SH   SOLE   15,452 0 0
MERCHANTS BANCSHARES COM 588448100 4,630 151,909 SH   SOLE   151,909 0 0
MERCK & CO INC COM 58933Y105 2,577,045 44,732,600 SH   SOLE   44,732,600 0 0
MERCURY GENL CORP NEW COM 589400100 242,625 4,564,046 SH   SOLE   4,564,046 0 0
MERCURY SYS INC COM 589378108 64,856 2,608,869 SH   SOLE   2,608,869 0 0
MEREDITH CORP COM 589433101 274,423 5,286,511 SH   SOLE   5,286,511 0 0
MERIDIAN BANCORP INC MD COM 58958U103 18,720 1,266,572 SH   SOLE   1,266,572 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 52,125 2,673,093 SH   SOLE   2,673,093 0 0
MERIT MED SYS INC COM 589889104 56,736 2,861,102 SH   SOLE   2,861,102 0 0
MERITAGE HOMES CORP COM 59001A102 122,356 3,259,350 SH   SOLE   3,259,350 0 0
MERITOR INC COM 59001K100 14,829 2,059,631 SH   SOLE   2,059,631 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 30,376 5,635,702 SH   SOLE   5,635,702 0 0
MESA LABS INC COM 59064R109 9,573 77,830 SH   SOLE   77,830 0 0
META FINL GROUP INC COM 59100U108 11,035 216,538 SH   SOLE   216,538 0 0
METABOLIX INC COM NEW 591018882 1 1,687 SH   SOLE   1,687 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 4,932 358,717 SH   SOLE   358,717 0 0
METHODE ELECTRS INC COM 591520200 79,701 2,328,399 SH   SOLE   2,328,399 0 0
METLIFE INC COM 59156R108 468,566 11,764,146 SH   SOLE   11,764,146 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 363,499 996,106 SH   SOLE   996,106 0 0
MFA FINL INC COM 55272X102 90,254 12,414,534 SH   SOLE   12,414,534 0 0
MFRI INC COM 552721102 128 17,116 SH   SOLE   17,116 0 0
MGC DIAGNOSTICS CORP COM 552768103 5 737 SH   SOLE   737 0 0
MGE ENERGY INC COM 55277P104 49,059 868,074 SH   SOLE   868,074 0 0
MGIC INVT CORP WIS COM 552848103 49,894 8,385,537 SH   SOLE   8,385,537 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 161 145,000 PRN   SOLE   145,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 905 33,906 SH   SOLE   33,906 0 0
MGM RESORTS INTERNATIONAL COM 552953101 104,097 4,599,968 SH   SOLE   4,599,968 0 0
MGP INGREDIENTS INC NEW COM 55303J106 12,533 327,840 SH   SOLE   327,840 0 0
MGT CAPITAL INVTS INC COM NEW 55302P202 182 47,543 SH   SOLE   47,543 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 138,646 2,802,061 SH   SOLE   2,802,061 0 0
MICHAELS COS INC COM 59408Q106 24,191 850,593 SH   SOLE   850,593 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 212,051 4,177,514 SH   SOLE   4,177,514 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 210 100,000 PRN   SOLE   100,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 387 350,000 PRN   SOLE   350,000 0 0
MICRON TECHNOLOGY INC COM 595112103 259,130 18,832,154 SH   SOLE   18,832,154 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 72 50,000 PRN   SOLE   50,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 153 200,000 PRN   SOLE   200,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 4 1,626 SH   SOLE   1,626 0 0
MICROSEMI CORP COM 595137100 195,885 5,994,025 SH   SOLE   5,994,025 0 0
MICROSOFT CORP COM 594918104 5,233,969 102,285,888 SH   SOLE   102,285,888 0 0
MICROSTRATEGY INC CL A NEW 594972408 109,023 622,916 SH   SOLE   622,916 0 0
MICROVISION INC DEL COM NEW 594960304 235 140,178 SH   SOLE   140,178 0 0
MID PENN BANCORP INC COM 59540G107 12 733 SH   SOLE   733 0 0
MID-AMER APT CMNTYS INC COM 59522J103 343,639 3,229,689 SH   SOLE   3,229,689 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 3,476 127,801 SH   SOLE   127,801 0 0
MIDDLEBY CORP COM 596278101 61,450 533,187 SH   SOLE   533,187 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 9 269 SH   SOLE   269 0 0
MIDDLESEX WATER CO COM 596680108 18,244 420,554 SH   SOLE   420,554 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,062 95,066 SH   SOLE   95,066 0 0
MIDSOUTH BANCORP INC COM 598039105 249 24,830 SH   SOLE   24,830 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 6,089 213,217 SH   SOLE   213,217 0 0
MILACRON HLDGS CORP COM 59870L106 5,036 347,061 SH   SOLE   347,061 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 70 24,863 SH   SOLE   24,863 0 0
MILLER HERMAN INC COM 600544100 89,162 2,982,990 SH   SOLE   2,982,990 0 0
MILLER INDS INC TENN COM NEW 600551204 5,972 290,023 SH   SOLE   290,023 0 0
MIMEDX GROUP INC COM 602496101 50,688 6,351,942 SH   SOLE   6,351,942 0 0
MIND C T I LTD ORD M70240102 95 44,545 SH   SOLE   44,545 0 0
MINDBODY INC COM CL A 60255W105 96 5,965 SH   SOLE   5,965 0 0
MINERALS TECHNOLOGIES INC COM 603158106 100,562 1,770,459 SH   SOLE   1,770,459 0 0
MINERVA NEUROSCIENCES INC COM 603380106 4,223 413,604 SH   SOLE   413,604 0 0
MINES MGMT INC COM 603432105 5 4,444 SH   SOLE   4,444 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,807 331,008 SH   SOLE   331,008 0 0
MIRNA THERAPEUTICS INC COM 60470J103 97 22,753 SH   SOLE   22,753 0 0
MISONIX INC COM 604871103 66 12,687 SH   SOLE   12,687 0 0
MISTRAS GROUP INC COM 60649T107 10,628 445,265 SH   SOLE   445,265 0 0
MITCHAM INDS INC COM 606501104 133 35,443 SH   SOLE   35,443 0 0
MITEK SYS INC COM NEW 606710200 5,434 764,262 SH   SOLE   764,262 0 0
MITEL NETWORKS CORP COM 60671Q104 52 8,188 SH   SOLE   8,188 0 0
MKS INSTRUMENT INC COM 55306N104 147,890 3,434,513 SH   SOLE   3,434,513 0 0
MOBILE MINI INC COM 60740F105 98,581 2,845,858 SH   SOLE   2,845,858 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 57,761 6,975,924 SH   SOLE   6,975,924 0 0
MOBILEIRON INC COM NEW 60739U204 3,694 1,211,225 SH   SOLE   1,211,225 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 58,475 1,267,339 SH   SOLE   1,267,339 0 0
MOCON INC COM 607494101 203 14,306 SH   SOLE   14,306 0 0
MODEL N INC COM 607525102 7,706 577,240 SH   SOLE   577,240 0 0
MODINE MFG CO COM 607828100 10,719 1,218,049 SH   SOLE   1,218,049 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 118 96,161 SH   SOLE   96,161 0 0
MOELIS & CO CL A 60786M105 11,114 493,953 SH   SOLE   493,953 0 0
MOHAWK INDS INC COM 608190104 214,739 1,131,633 SH   SOLE   1,131,633 0 0
MOLINA HEALTHCARE INC COM 60855R100 113,372 2,271,990 SH   SOLE   2,271,990 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 156 115,000 PRN   SOLE   115,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 54 50,000 PRN   SOLE   50,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 283,769 2,805,987 SH   SOLE   2,805,987 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 53,168 4,922,956 SH   SOLE   4,922,956 0 0
MOMO INC ADR 60879B107 1,319 130,502 SH   SOLE   130,502 0 0
MONARCH CASINO & RESORT INC COM 609027107 15,392 700,605 SH   SOLE   700,605 0 0
MONDELEZ INTL INC CL A 609207105 818,633 17,987,981 SH   SOLE   17,987,981 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 5,233 764,008 SH   SOLE   764,008 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 21,754 1,640,596 SH   SOLE   1,640,596 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 44,462 4,354,710 SH   SOLE   4,354,710 0 0
MONOLITHIC PWR SYS INC COM 609839105 167,615 2,453,385 SH   SOLE   2,453,385 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 63,745 2,588,098 SH   SOLE   2,588,098 0 0
MONRO MUFFLER BRAKE INC COM 610236101 128,113 2,015,629 SH   SOLE   2,015,629 0 0
MONSANTO CO NEW COM 61166W101 613,248 5,930,261 SH   SOLE   5,930,261 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 265,630 1,652,854 SH   SOLE   1,652,854 0 0
MONSTER WORLDWIDE INC COM 611742107 14,018 5,865,341 SH   SOLE   5,865,341 0 0
MOODYS CORP COM 615369105 256,335 2,735,412 SH   SOLE   2,735,412 0 0
MOOG INC CL A 615394202 126,914 2,353,747 SH   SOLE   2,353,747 0 0
MORGAN STANLEY COM NEW 617446448 462,810 17,814,077 SH   SOLE   17,814,077 0 0
MORGANS HOTEL GROUP CO COM 61748W108 172 80,285 SH   SOLE   80,285 0 0
MORNINGSTAR INC COM 617700109 13,319 162,869 SH   SOLE   162,869 0 0
MOSAIC CO NEW COM 61945C103 151,675 5,793,545 SH   SOLE   5,793,545 0 0
MOSYS INC COM 619718109 27 66,489 SH   SOLE   66,489 0 0
MOTORCAR PTS AMER INC COM 620071100 32,950 1,212,281 SH   SOLE   1,212,281 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 269,137 4,079,682 SH   SOLE   4,079,682 0 0
MOVADO GROUP INC COM 624580106 23,403 1,079,496 SH   SOLE   1,079,496 0 0
MRC GLOBAL INC COM 55345K103 33,011 2,323,058 SH   SOLE   2,323,058 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 167 14,762 SH   SOLE   14,762 0 0
MSA SAFETY INC COM 553498106 81,463 1,550,790 SH   SOLE   1,550,790 0 0
MSB FINL CORP NEW COM 55352L101 8 593 SH   SOLE   593 0 0
MSC INDL DIRECT INC CL A 553530106 116,471 1,650,663 SH   SOLE   1,650,663 0 0
MSCI INC COM 55354G100 246,140 3,191,654 SH   SOLE   3,191,654 0 0
MSG NETWORK INC CL A 553573106 21,879 1,426,265 SH   SOLE   1,426,265 0 0
MTS SYS CORP COM 553777103 44,456 1,014,041 SH   SOLE   1,014,041 0 0
MUELLER INDS INC COM 624756102 119,393 3,745,062 SH   SOLE   3,745,062 0 0
MUELLER WTR PRODS INC COM SER A 624758108 42,544 3,725,402 SH   SOLE   3,725,402 0 0
MULTI COLOR CORP COM 625383104 53,626 845,833 SH   SOLE   845,833 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 5,638 243,006 SH   SOLE   243,006 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 6,682 500,508 SH   SOLE   500,508 0 0
MURPHY OIL CORP COM 626717102 94,310 2,970,386 SH   SOLE   2,970,386 0 0
MURPHY USA INC COM 626755102 95,678 1,290,150 SH   SOLE   1,290,150 0 0
MUTUALFIRST FINL INC COM 62845B104 3,503 128,074 SH   SOLE   128,074 0 0
MYERS INDS INC COM 628464109 21,230 1,474,332 SH   SOLE   1,474,332 0 0
MYLAN N V SHS EURO N59465109 523,760 12,112,864 SH   SOLE   12,112,864 0 0
MYOKARDIA INC COM 62857M105 3,600 290,293 SH   SOLE   290,293 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 1 307 SH   SOLE   307 0 0
MYR GROUP INC DEL COM 55405W104 28,863 1,198,642 SH   SOLE   1,198,642 0 0
MYRIAD GENETICS INC COM 62855J104 81,487 2,662,989 SH   SOLE   2,662,989 0 0
NABORS INDUSTRIES LTD SHS G6359F103 107,350 10,681,545 SH   SOLE   10,681,545 0 0
NACCO INDS INC CL A 629579103 5,689 101,582 SH   SOLE   101,582 0 0
NAKED BRAND GROUP INC COM NEW 629839200 1 917 SH   SOLE   917 0 0
NAM TAI PPTY INC SHS G63907102 27 4,960 SH   SOLE   4,960 0 0
NANOMETRICS INC COM 630077105 33,400 1,606,520 SH   SOLE   1,606,520 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 8,056 639,372 SH   SOLE   639,372 0 0
NANOVIRICIDES INC COM NEW 630087203 179 112,119 SH   SOLE   112,119 0 0
NANTKWEST INC COM 63016Q102 9,015 1,449,408 SH   SOLE   1,449,408 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 207 32,539 SH   SOLE   32,539 0 0
NASDAQ INC COM 631103108 130,632 2,019,972 SH   SOLE   2,019,972 0 0
NATERA INC COM 632307104 7,459 618,272 SH   SOLE   618,272 0 0
NATHANS FAMOUS INC NEW COM 632347100 3,616 81,265 SH   SOLE   81,265 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 76 37,344 SH   SOLE   37,344 0 0
NATIONAL BANKSHARES INC VA COM 634865109 6,221 178,152 SH   SOLE   178,152 0 0
NATIONAL BEVERAGE CORP COM 635017106 17,588 280,021 SH   SOLE   280,021 0 0
NATIONAL BK HLDGS CORP CL A 633707104 12,640 620,820 SH   SOLE   620,820 0 0
NATIONAL CINEMEDIA INC COM 635309107 22,377 1,445,517 SH   SOLE   1,445,517 0 0
NATIONAL COMM CORP COM 63546L102 5,120 219,540 SH   SOLE   219,540 0 0
NATIONAL FUEL GAS CO N J COM 636180101 174,671 3,070,868 SH   SOLE   3,070,868 0 0
NATIONAL GEN HLDGS CORP COM 636220303 25,379 1,184,841 SH   SOLE   1,184,841 0 0
NATIONAL HEALTH INVS INC COM 63633D104 74,101 986,833 SH   SOLE   986,833 0 0
NATIONAL HEALTHCARE CORP COM 635906100 21,097 325,879 SH   SOLE   325,879 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 65 21,552 SH   SOLE   21,552 0 0
NATIONAL INSTRS CORP COM 636518102 97,691 3,565,362 SH   SOLE   3,565,362 0 0
NATIONAL INTERSTATE CORP COM 63654U100 5,874 194,197 SH   SOLE   194,197 0 0
NATIONAL OILWELL VARCO INC COM 637071101 241,677 7,182,071 SH   SOLE   7,182,071 0 0
NATIONAL PRESTO INDS INC COM 637215104 30,531 323,590 SH   SOLE   323,590 0 0
NATIONAL RESH CORP CL A 637372202 3,037 221,698 SH   SOLE   221,698 0 0
NATIONAL RESH CORP CL B 637372301 6 194 SH   SOLE   194 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 300,287 5,806,006 SH   SOLE   5,806,006 0 0
NATIONAL SEC GROUP INC COM 637546102 5 249 SH   SOLE   249 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 12,117 581,987 SH   SOLE   581,987 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 24,382 936,688 SH   SOLE   936,688 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 10,575 54,154 SH   SOLE   54,154 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 9,431 837,530 SH   SOLE   837,530 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 161 14,625 SH   SOLE   14,625 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 7,433 324,589 SH   SOLE   324,589 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,122 239,232 SH   SOLE   239,232 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 5,527 196,079 SH   SOLE   196,079 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 2,121 222,605 SH   SOLE   222,605 0 0
NATUS MEDICAL INC DEL COM 639050103 85,067 2,250,439 SH   SOLE   2,250,439 0 0
NAUTILUS INC COM 63910B102 14,194 795,647 SH   SOLE   795,647 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 216 406,720 SH   SOLE   406,720 0 0
NAVIENT CORP COM 63938C108 63,015 5,273,202 SH   SOLE   5,273,202 0 0
NAVIGANT CONSULTING INC COM 63935N107 49,183 3,045,415 SH   SOLE   3,045,415 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 1 79 SH   SOLE   79 0 0
NAVIGATORS GROUP INC COM 638904102 67,033 728,858 SH   SOLE   728,858 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 3,280 2,089,342 SH   SOLE   2,089,342 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 164 202,149 SH   SOLE   202,149 0 0
NAVISTAR INTL CORP NEW COM 63934E108 14,008 1,198,296 SH   SOLE   1,198,296 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 44 75,000 PRN   SOLE   75,000 0 0
NBT BANCORP INC COM 628778102 79,123 2,763,625 SH   SOLE   2,763,625 0 0
NCI BUILDING SYS INC COM NEW 628852204 10,295 643,850 SH   SOLE   643,850 0 0
NCI INC CL A 62886K104 2,216 157,754 SH   SOLE   157,754 0 0
NCR CORP NEW COM 62886E108 119,562 4,305,446 SH   SOLE   4,305,446 0 0
NEENAH PAPER INC COM 640079109 77,106 1,065,445 SH   SOLE   1,065,445 0 0
NEFF CORP COM CL A 640094207 2,730 249,777 SH   SOLE   249,777 0 0
NEKTAR THERAPEUTICS COM 640268108 145,452 10,221,478 SH   SOLE   10,221,478 0 0
NELNET INC CL A 64031N108 17,121 492,692 SH   SOLE   492,692 0 0
NEOGEN CORP COM 640491106 131,998 2,346,625 SH   SOLE   2,346,625 0 0
NEOGENOMICS INC COM NEW 64049M209 11,134 1,384,854 SH   SOLE   1,384,854 0 0
NEONODE INC COM NEW 64051M402 157 107,266 SH   SOLE   107,266 0 0
NEOPHOTONICS CORP COM 64051T100 7,593 796,715 SH   SOLE   796,715 0 0
NEOS THERAPEUTICS INC COM 64052L106 5,254 566,112 SH   SOLE   566,112 0 0
NEOTHETICS INC COM 64066G101 1 1,067 SH   SOLE   1,067 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 54 5,414 SH   SOLE   5,414 0 0
NET ELEMENT INC COM NEW 64111R201 1 461 SH   SOLE   461 0 0
NETAPP INC COM 64110D104 119,474 4,858,631 SH   SOLE   4,858,631 0 0
NETEASE INC SPONSORED ADR 64110W102 201,482 1,042,761 SH   SOLE   1,042,761 0 0
NETFLIX INC COM 64110L106 446,323 4,878,915 SH   SOLE   4,878,915 0 0
NETGEAR INC COM 64111Q104 100,966 2,123,816 SH   SOLE   2,123,816 0 0
NETLIST INC COM 64118P109 123 105,289 SH   SOLE   105,289 0 0
NETSCOUT SYS INC COM 64115T104 106,262 4,775,820 SH   SOLE   4,775,820 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 134 22,951 SH   SOLE   22,951 0 0
NETSUITE INC COM 64118Q107 33,754 463,653 SH   SOLE   463,653 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 49 50,000 PRN   SOLE   50,000 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 72 27,019 SH   SOLE   27,019 0 0
NEURALSTEM INC COM 64127R302 5 17,431 SH   SOLE   17,431 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 88,387 1,944,712 SH   SOLE   1,944,712 0 0
NEURODERM LTD ORD SHS M74231107 5,515 339,395 SH   SOLE   339,395 0 0
NEUROMETRIX INC COM PAR NEW 641255500 1 807 SH   SOLE   807 0 0
NEUSTAR INC CL A 64126X201 37,708 1,603,919 SH   SOLE   1,603,919 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 59 30,691 SH   SOLE   30,691 0 0
NEVRO CORP COM 64157F103 47,706 646,769 SH   SOLE   646,769 0 0
NEVSUN RES LTD COM 64156L101 93 31,792 SH   SOLE   31,792 0 0
NEW GOLD INC CDA COM 644535106 1,801 411,116 SH   SOLE   411,116 0 0
NEW HOME CO INC COM 645370107 3,126 327,681 SH   SOLE   327,681 0 0
NEW JERSEY RES COM 646025106 257,342 6,675,546 SH   SOLE   6,675,546 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 18,315 1,013,569 SH   SOLE   1,013,569 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 74,888 1,788,153 SH   SOLE   1,788,153 0 0
NEW RELIC INC COM 64829B100 15,500 527,586 SH   SOLE   527,586 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 149,868 10,828,640 SH   SOLE   10,828,640 0 0
NEW SR INVT GROUP INC COM 648691103 20,925 1,959,268 SH   SOLE   1,959,268 0 0
NEW YORK & CO INC COM 649295102 106 71,121 SH   SOLE   71,121 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 313,081 20,885,968 SH   SOLE   20,885,968 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 33,051 5,418,179 SH   SOLE   5,418,179 0 0
NEW YORK REIT INC COM 64976L109 36,751 3,973,095 SH   SOLE   3,973,095 0 0
NEW YORK TIMES CO CL A 650111107 73,783 6,097,787 SH   SOLE   6,097,787 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 6,958 1,515,850 SH   SOLE   1,515,850 0 0
NEWELL BRANDS INC COM 651229106 347,392 7,152,404 SH   SOLE   7,152,404 0 0
NEWFIELD EXPL CO COM 651290108 159,162 3,602,590 SH   SOLE   3,602,590 0 0
NEWLINK GENETICS CORP COM 651511107 10,508 933,241 SH   SOLE   933,241 0 0
NEWMARKET CORP COM 651587107 139,373 336,342 SH   SOLE   336,342 0 0
NEWMONT MINING CORP COM 651639106 582,218 14,882,879 SH   SOLE   14,882,879 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 112 100,000 PRN   SOLE   100,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 34,600 5,975,839 SH   SOLE   5,975,839 0 0
NEWS CORP NEW CL A 65249B109 69,151 6,092,599 SH   SOLE   6,092,599 0 0
NEWS CORP NEW CL B 65249B208 20,354 1,744,129 SH   SOLE   1,744,129 0 0
NEWSTAR FINANCIAL INC COM 65251F105 5,334 633,487 SH   SOLE   633,487 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 8,977 493,233 SH   SOLE   493,233 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 34,255 719,942 SH   SOLE   719,942 0 0
NEXTERA ENERGY INC COM 65339F101 1,323,219 10,147,387 SH   SOLE   10,147,387 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 390 12,831 SH   SOLE   12,831 0 0
NIC INC COM 62914B100 86,277 3,932,397 SH   SOLE   3,932,397 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 245 23,851 SH   SOLE   23,851 0 0
NICOLET BANKSHARES INC COM 65406E102 7,485 196,548 SH   SOLE   196,548 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 312,720 6,017,326 SH   SOLE   6,017,326 0 0
NII HLDGS INC COM PAR $0.001 62913F508 25,190 7,921,343 SH   SOLE   7,921,343 0 0
NIKE INC CL B 654106103 945,190 17,123,000 SH   SOLE   17,123,000 0 0
NIMBLE STORAGE INC COM 65440R101 12,015 1,509,365 SH   SOLE   1,509,365 0 0
NISOURCE INC COM 65473P105 206,440 7,784,313 SH   SOLE   7,784,313 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 115 24,976 SH   SOLE   24,976 0 0
NL INDS INC COM NEW 629156407 581 225,894 SH   SOLE   225,894 0 0
NMI HLDGS INC CL A 629209305 7,006 1,278,395 SH   SOLE   1,278,395 0 0
NN INC COM 629337106 9,464 676,462 SH   SOLE   676,462 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,359 97,861 SH   SOLE   97,861 0 0
NOBILIS HEALTH CORP COM 65500B103 3,176 1,424,287 SH   SOLE   1,424,287 0 0
NOBLE CORP PLC SHS USD G65431101 76,549 9,289,872 SH   SOLE   9,289,872 0 0
NOBLE ENERGY INC COM 655044105 276,391 7,705,343 SH   SOLE   7,705,343 0 0
NOKIA CORP SPONSORED ADR 654902204 455 79,978 SH   SOLE   79,978 0 0
NOODLES & CO CL A 65540B105 2,918 298,326 SH   SOLE   298,326 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 484 22,900 SH   SOLE   22,900 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 28,089 2,022,228 SH   SOLE   2,022,228 0 0
NORDIC AMERN OFFSHORE LTD SHS Y6366T112 203 43,149 SH   SOLE   43,149 0 0
NORDSON CORP COM 655663102 159,362 1,906,019 SH   SOLE   1,906,019 0 0
NORDSTROM INC COM 655664100 79,375 2,086,080 SH   SOLE   2,086,080 0 0
NORFOLK SOUTHERN CORP COM 655844108 327,704 3,849,457 SH   SOLE   3,849,457 0 0
NORTEK INC COM NEW 656559309 13,840 233,351 SH   SOLE   233,351 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 128 19,008 SH   SOLE   19,008 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 15,716 3,401,652 SH   SOLE   3,401,652 0 0
NORTHERN TECH INTL CORP COM 665809109 107 9,657 SH   SOLE   9,657 0 0
NORTHERN TR CORP COM 665859104 231,696 3,496,763 SH   SOLE   3,496,763 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 37,588 2,534,611 SH   SOLE   2,534,611 0 0
NORTHRIM BANCORP INC COM 666762109 4,647 176,763 SH   SOLE   176,763 0 0
NORTHROP GRUMMAN CORP COM 666807102 532,229 2,394,409 SH   SOLE   2,394,409 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 18,358 1,798,003 SH   SOLE   1,798,003 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 16,101 1,740,631 SH   SOLE   1,740,631 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 31,128 2,723,366 SH   SOLE   2,723,366 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 97,327 6,562,820 SH   SOLE   6,562,820 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 4 6,570 SH   SOLE   6,570 0 0
NORTHWEST NAT GAS CO COM 667655104 117,350 1,810,405 SH   SOLE   1,810,405 0 0
NORTHWEST PIPE CO COM 667746101 273 25,330 SH   SOLE   25,330 0 0
NORTHWESTERN CORP COM NEW 668074305 377,250 5,981,454 SH   SOLE   5,981,454 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 58,951 1,479,685 SH   SOLE   1,479,685 0 0
NORWOOD FINANCIAL CORP COM 669549107 19 688 SH   SOLE   688 0 0
NOVA LIFESTYLE INC COM 66979P102 1 3,514 SH   SOLE   3,514 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 2 600 SH   SOLE   600 0 0
NOVAGOLD RES INC COM NEW 66987E206 184 30,110 SH   SOLE   30,110 0 0
NOVANTA INC COM 67000B104 12,436 820,861 SH   SOLE   820,861 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 162 106,678 SH   SOLE   106,678 0 0
NOVAVAX INC COM 670002104 73,829 10,155,357 SH   SOLE   10,155,357 0 0
NOVOCURE LTD ORD SHS G6674U108 13,914 1,192,298 SH   SOLE   1,192,298 0 0
NOW INC COM 67011P100 96,289 5,308,092 SH   SOLE   5,308,092 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 1,233 333,282 SH   SOLE   333,282 0 0
NRG ENERGY INC COM NEW 629377508 79,692 5,316,333 SH   SOLE   5,316,333 0 0
NRG YIELD INC CL A NEW 62942X306 12,811 841,736 SH   SOLE   841,736 0 0
NRG YIELD INC CL C 62942X405 23,842 1,529,326 SH   SOLE   1,529,326 0 0
NTN BUZZTIME INC COM PAR 629410606 3 331 SH   SOLE   331 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 188,983 4,091,424 SH   SOLE   4,091,424 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 42,674 2,730,250 SH   SOLE   2,730,250 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 48 50,000 PRN   SOLE   50,000 0 0
NUCOR CORP COM 670346105 268,334 5,430,759 SH   SOLE   5,430,759 0 0
NUMEREX CORP PA CL A 67053A102 2,691 359,269 SH   SOLE   359,269 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 5,034 217,463 SH   SOLE   217,463 0 0
NUTRI SYS INC NEW COM 67069D108 48,519 1,913,200 SH   SOLE   1,913,200 0 0
NUVASIVE INC COM 670704105 201,648 3,376,563 SH   SOLE   3,376,563 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 36 25,000 PRN   SOLE   25,000 0 0
NUVECTRA CORP COM 67075N108 188 25,366 SH   SOLE   25,366 0 0
NV5 GLOBAL INC COM 62945V109 5,394 189,651 SH   SOLE   189,651 0 0
NVE CORP COM NEW 629445206 7,277 124,082 SH   SOLE   124,082 0 0
NVIDIA CORP COM 67066G104 430,448 9,156,525 SH   SOLE   9,156,525 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 699 300,000 PRN   SOLE   300,000 0 0
NVR INC COM 62944T105 355,578 199,725 SH   SOLE   199,725 0 0
NXP SEMICONDUCTORS N V COM N6596X109 258,544 3,300,277 SH   SOLE   3,300,277 0 0
NXSTAGE MEDICAL INC COM 67072V103 39,500 1,821,951 SH   SOLE   1,821,951 0 0
NXT ID INC COM 67091J107 1 2,256 SH   SOLE   2,256 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 210 62,593 SH   SOLE   62,593 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 453,344 1,672,239 SH   SOLE   1,672,239 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 10 1,071 SH   SOLE   1,071 0 0
OASIS PETE INC NEW COM 674215108 44,766 4,792,923 SH   SOLE   4,792,923 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,201,683 15,903,689 SH   SOLE   15,903,689 0 0
OCEAN BIO CHEM INC COM 674631106 2 671 SH   SOLE   671 0 0
OCEAN PWR TECHNOLOGIES INC COM PAR $ 674870407 1 295 SH   SOLE   295 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 341 20,101 SH   SOLE   20,101 0 0
OCEANEERING INTL INC COM 675232102 109,540 3,668,448 SH   SOLE   3,668,448 0 0
OCEANFIRST FINL CORP COM 675234108 9,733 535,689 SH   SOLE   535,689 0 0
OCERA THERAPEUTICS INC COM 67552A108 88 46,236 SH   SOLE   46,236 0 0
OCLARO INC COM NEW 67555N206 12,509 2,563,277 SH   SOLE   2,563,277 0 0
OCONEE FED FINL CORP COM 675607105 4 212 SH   SOLE   212 0 0
OCULAR THERAPEUTIX INC COM 67576A100 3,839 775,611 SH   SOLE   775,611 0 0
OCULUS INNOVATIVE SCIENCES I COM PAR 67575P306 4 877 SH   SOLE   877 0 0
OCWEN FINL CORP COM NEW 675746309 4,482 2,621,109 SH   SOLE   2,621,109 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 2 1,126 SH   SOLE   1,126 0 0
OFFICE DEPOT INC COM 676220106 85,222 25,746,706 SH   SOLE   25,746,706 0 0
OFG BANCORP COM 67103X102 24,431 2,943,450 SH   SOLE   2,943,450 0 0
OGE ENERGY CORP COM 670837103 346,806 10,589,490 SH   SOLE   10,589,490 0 0
OHIO VY BANC CORP COM 677719106 16 724 SH   SOLE   724 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 206 75,333 SH   SOLE   75,333 0 0
OIL DRI CORP AMER COM 677864100 4,447 128,783 SH   SOLE   128,783 0 0
OIL STS INTL INC COM 678026105 89,988 2,736,863 SH   SOLE   2,736,863 0 0
OLD DOMINION FGHT LINES INC COM 679580100 144,279 2,392,291 SH   SOLE   2,392,291 0 0
OLD LINE BANCSHARES INC COM 67984M100 3,980 221,136 SH   SOLE   221,136 0 0
OLD NATL BANCORP IND COM 680033107 110,428 8,813,113 SH   SOLE   8,813,113 0 0
OLD POINT FINL CORP COM 680194107 14 709 SH   SOLE   709 0 0
OLD REP INTL CORP COM 680223104 244,530 12,676,525 SH   SOLE   12,676,525 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 128 100,000 PRN   SOLE   100,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 5,059 740,657 SH   SOLE   740,657 0 0
OLIN CORP COM PAR $1 680665205 316,421 12,738,356 SH   SOLE   12,738,356 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 12,184 489,495 SH   SOLE   489,495 0 0
OLYMPIC STEEL INC COM 68162K106 16,750 613,315 SH   SOLE   613,315 0 0
OM ASSET MGMT PLC SHS G67506108 12,545 939,692 SH   SOLE   939,692 0 0
OMEGA FLEX INC COM 682095104 2,693 70,795 SH   SOLE   70,795 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 241,204 7,104,673 SH   SOLE   7,104,673 0 0
OMEGA PROTEIN CORP COM 68210P107 11,407 570,629 SH   SOLE   570,629 0 0
OMEROS CORP COM 682143102 15,512 1,474,563 SH   SOLE   1,474,563 0 0
OMNICELL INC COM 68213N109 83,607 2,442,492 SH   SOLE   2,442,492 0 0
OMNICOM GROUP INC COM 681919106 315,249 3,868,564 SH   SOLE   3,868,564 0 0
OMNOVA SOLUTIONS INC COM 682129101 8,021 1,106,323 SH   SOLE   1,106,323 0 0
ON ASSIGNMENT INC COM 682159108 114,861 3,108,554 SH   SOLE   3,108,554 0 0
ON DECK CAP INC COM 682163100 6,389 1,240,505 SH   SOLE   1,240,505 0 0
ON SEMICONDUCTOR CORP COM 682189105 41,571 4,713,260 SH   SOLE   4,713,260 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 78 75,000 PRN   SOLE   75,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 112 125,000 PRN   SOLE   125,000 0 0
ONCOCYTE CORPORATION COM 68235C107 24 6,651 SH   SOLE   6,651 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 4 4,337 SH   SOLE   4,337 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 10,333 839,388 SH   SOLE   839,388 0 0
ONCONOVA THERAPEUTICS INC COM NEW 68232V306 3 524 SH   SOLE   524 0 0
ONCOSEC MED INC COM NEW 68234L207 61 37,250 SH   SOLE   37,250 0 0
ONE GAS INC COM 68235P108 175,326 2,632,911 SH   SOLE   2,632,911 0 0
ONE HORIZON GROUP INC COM NEW 68235H205 2 3,142 SH   SOLE   3,142 0 0
ONE LIBERTY PPTYS INC COM 682406103 8,180 342,961 SH   SOLE   342,961 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 6,598 478,116 SH   SOLE   478,116 0 0
ONEMAIN HLDGS INC COM 68268W103 10,917 478,389 SH   SOLE   478,389 0 0
ONEOK INC NEW COM 682680103 550,659 11,605,034 SH   SOLE   11,605,034 0 0
ONVIA INC COM NEW 68338T403 6 1,458 SH   SOLE   1,458 0 0
OOMA INC COM 683416101 185 22,626 SH   SOLE   22,626 0 0
OPEN TEXT CORP COM 683715106 14,037 237,272 SH   SOLE   237,272 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 7 1,745 SH   SOLE   1,745 0 0
OPGEN INC COM 68373L109 1 583 SH   SOLE   583 0 0
OPHTHOTECH CORP COM 683745103 60,673 1,188,968 SH   SOLE   1,188,968 0 0
OPKO HEALTH INC COM 68375N103 30,003 3,212,340 SH   SOLE   3,212,340 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,975 257,125 SH   SOLE   257,125 0 0
OPTICAL CABLE CORP COM NEW 683827208 4 1,562 SH   SOLE   1,562 0 0
OPUS BK IRVINE CALIF COM 684000102 38,697 1,144,873 SH   SOLE   1,144,873 0 0
ORACLE CORP COM 68389X105 1,653,513 40,398,570 SH   SOLE   40,398,570 0 0
ORAGENICS INC COM NEW 684023203 2 3,651 SH   SOLE   3,651 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 10,776 1,823,396 SH   SOLE   1,823,396 0 0
ORBCOMM INC COM 68555P100 19,539 1,963,747 SH   SOLE   1,963,747 0 0
ORBITAL ATK INC COM 68557N103 187,879 2,206,705 SH   SOLE   2,206,705 0 0
ORBOTECH LTD ORD M75253100 1,949 76,270 SH   SOLE   76,270 0 0
ORCHID IS CAP INC COM 68571X103 10,455 1,016,071 SH   SOLE   1,016,071 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 8,282 232,849 SH   SOLE   232,849 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 841 1,956,345 SH   SOLE   1,956,345 0 0
ORGANOVO HLDGS INC COM 68620A104 8,327 2,238,359 SH   SOLE   2,238,359 0 0
ORION ENERGY SYSTEMS INC COM 686275108 82 70,936 SH   SOLE   70,936 0 0
ORION GROUP HOLDINGS INC COM 68628V308 9,775 1,840,958 SH   SOLE   1,840,958 0 0
ORITANI FINL CORP DEL COM 68633D103 39,069 2,443,335 SH   SOLE   2,443,335 0 0
ORMAT TECHNOLOGIES INC COM 686688102 41,257 942,795 SH   SOLE   942,795 0 0
ORRSTOWN FINL SVCS INC COM 687380105 3,571 197,847 SH   SOLE   197,847 0 0
ORTHOFIX INTL N V COM N6748L102 19,530 460,612 SH   SOLE   460,612 0 0
OSHKOSH CORP COM 688239201 121,404 2,544,627 SH   SOLE   2,544,627 0 0
OSI SYSTEMS INC COM 671044105 64,366 1,107,276 SH   SOLE   1,107,276 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 4,838 950,541 SH   SOLE   950,541 0 0
OTELCO INC CL A NEW 688823301 3 754 SH   SOLE   754 0 0
OTONOMY INC COM 68906L105 16,026 1,009,180 SH   SOLE   1,009,180 0 0
OTTER TAIL CORP COM 689648103 30,221 902,388 SH   SOLE   902,388 0 0
OUTERWALL INC COM 690070107 45,939 1,093,786 SH   SOLE   1,093,786 0 0
OUTFRONT MEDIA INC COM 69007J106 50,187 2,076,417 SH   SOLE   2,076,417 0 0
OVASCIENCE INC COM 69014Q101 6,545 1,256,143 SH   SOLE   1,256,143 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 9,229 839,790 SH   SOLE   839,790 0 0
OVERSTOCK COM INC DEL COM 690370101 5,546 344,232 SH   SOLE   344,232 0 0
OWENS & MINOR INC NEW COM 690732102 117,161 3,134,322 SH   SOLE   3,134,322 0 0
OWENS CORNING NEW COM 690742101 79,651 1,546,022 SH   SOLE   1,546,022 0 0
OWENS ILL INC COM NEW 690768403 48,015 2,666,033 SH   SOLE   2,666,033 0 0
OWENS RLTY MTG INC COM 690828108 4,400 264,394 SH   SOLE   264,394 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5,167 574,157 SH   SOLE   574,157 0 0
OXFORD INDS INC COM 691497309 54,022 954,110 SH   SOLE   954,110 0 0
P & F INDS INC CL A NEW 692830508 6 632 SH   SOLE   632 0 0
P A M TRANSN SVCS INC COM 693149106 1,063 66,908 SH   SOLE   66,908 0 0
P C CONNECTION COM 69318J100 7,031 295,407 SH   SOLE   295,407 0 0
PACCAR INC COM 693718108 473,596 9,130,432 SH   SOLE   9,130,432 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 21,832 3,103,328 SH   SOLE   3,103,328 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 7,756 493,699 SH   SOLE   493,699 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 4,011 735,976 SH   SOLE   735,976 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 2,908 409,626 SH   SOLE   409,626 0 0
PACIFIC PREMIER BANCORP COM 69478X105 16,914 704,763 SH   SOLE   704,763 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 53,688 1,591,688 SH   SOLE   1,591,688 0 0
PACKAGING CORP AMER COM 695156109 465,076 6,948,699 SH   SOLE   6,948,699 0 0
PACWEST BANCORP DEL COM 695263103 353,397 8,883,775 SH   SOLE   8,883,775 0 0
PAIN THERAPEUTICS INC COM 69562K100 211 96,513 SH   SOLE   96,513 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 5 10,894 SH   SOLE   10,894 0 0
PALO ALTO NETWORKS INC COM 697435105 109,968 896,672 SH   SOLE   896,672 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 127 100,000 PRN   SOLE   100,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 7,167 262,144 SH   SOLE   262,144 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,043 124,206 SH   SOLE   124,206 0 0
PANDORA MEDIA INC COM 698354107 27,150 2,180,717 SH   SOLE   2,180,717 0 0
PANERA BREAD CO CL A 69840W108 171,401 808,722 SH   SOLE   808,722 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 4 1,746 SH   SOLE   1,746 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 6,636 398,068 SH   SOLE   398,068 0 0
PAPA JOHNS INTL INC COM 698813102 117,664 1,730,350 SH   SOLE   1,730,350 0 0
PAPA MURPHYS HLDGS INC COM 698814100 195 29,339 SH   SOLE   29,339 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 10,190 664,287 SH   SOLE   664,287 0 0
PAR TECHNOLOGY CORP COM 698884103 131 27,420 SH   SOLE   27,420 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 2 1,147 SH   SOLE   1,147 0 0
PARAMOUNT GROUP INC COM 69924R108 41,298 2,590,838 SH   SOLE   2,590,838 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 5,194 373,419 SH   SOLE   373,419 0 0
PAREXEL INTL CORP COM 699462107 183,103 2,911,938 SH   SOLE   2,911,938 0 0
PARK CITY GROUP INC COM NEW 700215304 3,018 336,453 SH   SOLE   336,453 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 19,483 1,340,849 SH   SOLE   1,340,849 0 0
PARK NATL CORP COM 700658107 29,690 323,491 SH   SOLE   323,491 0 0
PARK OHIO HLDGS CORP COM 700666100 6,272 221,770 SH   SOLE   221,770 0 0
PARK STERLING CORP COM 70086Y105 9,408 1,326,991 SH   SOLE   1,326,991 0 0
PARKE BANCORP INC COM 700885106 13 1,003 SH   SOLE   1,003 0 0
PARKER DRILLING CO COM 701081101 7,244 3,163,389 SH   SOLE   3,163,389 0 0
PARKER HANNIFIN CORP COM 701094104 226,106 2,092,606 SH   SOLE   2,092,606 0 0
PARKERVISION INC COM NEW 701354300 91 28,955 SH   SOLE   28,955 0 0
PARKWAY PPTYS INC COM 70159Q104 89,726 5,363,159 SH   SOLE   5,363,159 0 0
PARSLEY ENERGY INC CL A 701877102 43,497 1,607,431 SH   SOLE   1,607,431 0 0
PARTY CITY HOLDCO INC COM 702149105 8,938 642,535 SH   SOLE   642,535 0 0
PATHFINDER BANCORP INC MD COM 70319R109 7 656 SH   SOLE   656 0 0
PATRICK INDS INC COM 703343103 22,744 377,239 SH   SOLE   377,239 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1 59 SH   SOLE   59 0 0
PATRIOT NATL INC COM 70338T102 2,319 283,493 SH   SOLE   283,493 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 161 8,272 SH   SOLE   8,272 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 35,055 1,526,130 SH   SOLE   1,526,130 0 0
PATTERSON COMPANIES INC COM 703395103 135,251 2,824,202 SH   SOLE   2,824,202 0 0
PATTERSON UTI ENERGY INC COM 703481101 119,056 5,584,230 SH   SOLE   5,584,230 0 0
PAYCHEX INC COM 704326107 601,563 10,110,305 SH   SOLE   10,110,305 0 0
PAYCOM SOFTWARE INC COM 70432V102 48,494 1,122,287 SH   SOLE   1,122,287 0 0
PAYLOCITY HLDG CORP COM 70438V106 23,931 553,949 SH   SOLE   553,949 0 0
PAYMENT DATA SYS INC COM NEW 70438S202 1 851 SH   SOLE   851 0 0
PAYPAL HLDGS INC COM 70450Y103 490,542 13,435,831 SH   SOLE   13,435,831 0 0
PB BANCORP INC COM 70454T100 5 641 SH   SOLE   641 0 0
PBF ENERGY INC CL A 69318G106 28,145 1,183,560 SH   SOLE   1,183,560 0 0
PC-TEL INC COM 69325Q105 211 44,785 SH   SOLE   44,785 0 0
PCM INC COM 69323K100 283 25,407 SH   SOLE   25,407 0 0
PDC ENERGY INC COM 69327R101 173,646 3,014,170 SH   SOLE   3,014,170 0 0
PDF SOLUTIONS INC COM 693282105 9,916 708,782 SH   SOLE   708,782 0 0
PDL BIOPHARMA INC COM 69329Y104 18,830 5,996,693 SH   SOLE   5,996,693 0 0
PDVWIRELESS INC COM 69290R104 6,967 325,725 SH   SOLE   325,725 0 0
PEAK RESORTS INC COM 70469L100 137 30,098 SH   SOLE   30,098 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 7,535 407,069 SH   SOLE   407,069 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 53,178 2,025,830 SH   SOLE   2,025,830 0 0
PEDEVCO CORP COM NEW 70532Y204 2 5,944 SH   SOLE   5,944 0 0
PEGASYSTEMS INC COM 705573103 25,473 945,177 SH   SOLE   945,177 0 0
PEMBINA PIPELINE CORP COM 706327103 27 899 SH   SOLE   899 0 0
PENDRELL CORP COM 70686R104 16 32,607 SH   SOLE   32,607 0 0
PENN NATL GAMING INC COM 707569109 25,461 1,825,169 SH   SOLE   1,825,169 0 0
PENNEY J C INC COM 708160106 94,737 10,668,540 SH   SOLE   10,668,540 0 0
PENNS WOODS BANCORP INC COM 708430103 5,078 120,922 SH   SOLE   120,922 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 95,930 4,472,249 SH   SOLE   4,472,249 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 47 50,000 PRN   SOLE   50,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 4,042 323,639 SH   SOLE   323,639 0 0
PENNYMAC MTG INVT TR COM 70931T103 52,442 3,231,164 SH   SOLE   3,231,164 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 11,608 368,974 SH   SOLE   368,974 0 0
PENTAIR PLC SHS G7S00T104 158,128 2,712,783 SH   SOLE   2,712,783 0 0
PENUMBRA INC COM 70975L107 35,890 603,188 SH   SOLE   603,188 0 0
PEOPLES BANCORP INC COM 709789101 9,163 420,500 SH   SOLE   420,500 0 0
PEOPLES BANCORP N C INC COM 710577107 15 755 SH   SOLE   755 0 0
PEOPLES FINL CORP MISS COM 71103B102 83 8,076 SH   SOLE   8,076 0 0
PEOPLES FINL SVCS CORP COM 711040105 6,998 178,792 SH   SOLE   178,792 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 137,705 9,393,235 SH   SOLE   9,393,235 0 0
PEOPLES UTAH BANCORP COM 712706209 5,594 337,018 SH   SOLE   337,018 0 0
PEPSICO INC COM 713448108 2,175,321 20,533,515 SH   SOLE   20,533,515 0 0
PERCEPTRON INC COM 71361F100 114 24,346 SH   SOLE   24,346 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 14 39,139 SH   SOLE   39,139 0 0
PERFICIENT INC COM 71375U101 48,117 2,369,104 SH   SOLE   2,369,104 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 24,061 894,123 SH   SOLE   894,123 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 2,956 985,499 SH   SOLE   985,499 0 0
PERFORMANT FINL CORP COM 71377E105 152 93,870 SH   SOLE   93,870 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 41 17,136 SH   SOLE   17,136 0 0
PERKINELMER INC COM 714046109 91,417 1,743,937 SH   SOLE   1,743,937 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 142 27,977 SH   SOLE   27,977 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 3 7,494 SH   SOLE   7,494 0 0
PERRIGO CO PLC SHS G97822103 229,205 2,527,908 SH   SOLE   2,527,908 0 0
PERSHING GOLD CORP COM NEW 715302204 144 33,540 SH   SOLE   33,540 0 0
PETMED EXPRESS INC COM 716382106 24,928 1,328,794 SH   SOLE   1,328,794 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 2,128 338,889 SH   SOLE   338,889 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 38 561 SH   SOLE   561 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 31,174 5,365,587 SH   SOLE   5,365,587 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 28,041 3,916,321 SH   SOLE   3,916,321 0 0
PETROQUEST ENERGY INC COM NEW 716748306 150 45,136 SH   SOLE   45,136 0 0
PFENEX INC COM 717071104 3,952 472,175 SH   SOLE   472,175 0 0
PFIZER INC COM 717081103 3,359,623 95,416,739 SH   SOLE   95,416,739 0 0
PFSWEB INC COM NEW 717098206 3,641 383,264 SH   SOLE   383,264 0 0
PG&E CORP COM 69331C108 691,190 10,813,360 SH   SOLE   10,813,360 0 0
PGT INC COM 69336V101 41,955 4,073,317 SH   SOLE   4,073,317 0 0
PHARMATHENE INC COM 71714G102 3,966 1,625,250 SH   SOLE   1,625,250 0 0
PHARMERICA CORP COM 71714F104 54,254 2,200,096 SH   SOLE   2,200,096 0 0
PHH CORP COM NEW 693320202 16,590 1,245,473 SH   SOLE   1,245,473 0 0
PHI INC COM VTG 69336T106 2 147 SH   SOLE   147 0 0
PHI INC COM NON VTG 69336T205 5,558 310,844 SH   SOLE   310,844 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 27,394 1,468,069 SH   SOLE   1,468,069 0 0
PHILIP MORRIS INTL INC COM 718172109 2,603,127 25,591,100 SH   SOLE   25,591,100 0 0
PHILLIPS 66 COM 718546104 564,073 7,109,567 SH   SOLE   7,109,567 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 16 4,419 SH   SOLE   4,419 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 1 2,484 SH   SOLE   2,484 0 0
PHOTRONICS INC COM 719405102 15,046 1,688,675 SH   SOLE   1,688,675 0 0
PHYSICIANS RLTY TR COM 71943U104 73,083 3,478,493 SH   SOLE   3,478,493 0 0
PICO HLDGS INC COM NEW 693366205 5,351 565,654 SH   SOLE   565,654 0 0
PIEDMONT NAT GAS INC COM 720186105 243,793 4,055,109 SH   SOLE   4,055,109 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 46,218 2,145,684 SH   SOLE   2,145,684 0 0
PIER 1 IMPORTS INC COM 720279108 10,857 2,112,223 SH   SOLE   2,112,223 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 113 70,132 SH   SOLE   70,132 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 13,749 539,589 SH   SOLE   539,589 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 15,149 1,367,199 SH   SOLE   1,367,199 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 120,610 2,468,985 SH   SOLE   2,468,985 0 0
PINNACLE FOODS INC DEL COM 72348P104 50,966 1,101,006 SH   SOLE   1,101,006 0 0
PINNACLE WEST CAP CORP COM 723484101 432,620 5,337,039 SH   SOLE   5,337,039 0 0
PIONEER ENERGY SVCS CORP COM 723664108 19,910 4,328,172 SH   SOLE   4,328,172 0 0
PIONEER NAT RES CO COM 723787107 340,927 2,254,661 SH   SOLE   2,254,661 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 5 969 SH   SOLE   969 0 0
PIPER JAFFRAY COS COM 724078100 37,052 982,803 SH   SOLE   982,803 0 0
PITNEY BOWES INC COM 724479100 108,686 6,105,940 SH   SOLE   6,105,940 0 0
PIXELWORKS INC COM NEW 72581M305 133 72,101 SH   SOLE   72,101 0 0
PJT PARTNERS INC COM CL A 69343T107 10,493 456,230 SH   SOLE   456,230 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 1,362 130,592 SH   SOLE   130,592 0 0
PLANET FITNESS INC CL A 72703H101 7,026 372,126 SH   SOLE   372,126 0 0
PLANET PAYMENT INC SHS U72603118 4,943 1,101,002 SH   SOLE   1,101,002 0 0
PLANTRONICS INC NEW COM 727493108 75,459 1,714,966 SH   SOLE   1,714,966 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 14,789 1,665,442 SH   SOLE   1,665,442 0 0
PLEXUS CORP COM 729132100 94,939 2,197,651 SH   SOLE   2,197,651 0 0
PLUG POWER INC COM NEW 72919P202 8,748 4,703,322 SH   SOLE   4,703,322 0 0
PLUMAS BANCORP COM 729273102 8 908 SH   SOLE   908 0 0
PLY GEM HLDGS INC COM 72941W100 7,563 519,112 SH   SOLE   519,112 0 0
PNC FINL SVCS GROUP INC COM 693475105 489,107 6,009,427 SH   SOLE   6,009,427 0 0
PNM RES INC COM 69349H107 143,778 4,056,931 SH   SOLE   4,056,931 0 0
POAGE BANKSHARES INC COM 730206109 10 604 SH   SOLE   604 0 0
POLARIS INDS INC COM 731068102 175,087 2,141,476 SH   SOLE   2,141,476 0 0
POLYCOM INC COM 73172K104 78,188 6,950,033 SH   SOLE   6,950,033 0 0
POLYONE CORP COM 73179P106 150,235 4,263,196 SH   SOLE   4,263,196 0 0
POOL CORPORATION COM 73278L105 140,273 1,491,786 SH   SOLE   1,491,786 0 0
POPEYES LA KITCHEN INC COM 732872106 75,269 1,377,540 SH   SOLE   1,377,540 0 0
POPULAR INC COM NEW 733174700 33,244 1,134,592 SH   SOLE   1,134,592 0 0
PORTER BANCORP INC COM 736233107 34 22,608 SH   SOLE   22,608 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 102,691 2,327,533 SH   SOLE   2,327,533 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 45,986 1,948,542 SH   SOLE   1,948,542 0 0
POST HLDGS INC COM 737446104 190,735 2,306,628 SH   SOLE   2,306,628 0 0
POST PPTYS INC COM 737464107 137,147 2,246,472 SH   SOLE   2,246,472 0 0
POTASH CORP SASK INC COM 73755L107 1,306 80,388 SH   SOLE   80,388 0 0
POTBELLY CORP COM 73754Y100 7,777 620,212 SH   SOLE   620,212 0 0
POTLATCH CORP NEW COM 737630103 83,806 2,457,640 SH   SOLE   2,457,640 0 0
POWELL INDS INC COM 739128106 23,231 590,513 SH   SOLE   590,513 0 0
POWER INTEGRATIONS INC COM 739276103 90,801 1,813,478 SH   SOLE   1,813,478 0 0
POWER REIT COM 73933H101 2 239 SH   SOLE   239 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 2,242 125,578 SH   SOLE   125,578 0 0
PPG INDS INC COM 693506107 345,635 3,318,625 SH   SOLE   3,318,625 0 0
PPL CORP COM 69351T106 622,546 16,491,273 SH   SOLE   16,491,273 0 0
PRA GROUP INC COM 69354N106 72,579 3,006,572 SH   SOLE   3,006,572 0 0
PRA HEALTH SCIENCES INC COM 69354M108 56,838 1,361,065 SH   SOLE   1,361,065 0 0
PRAXAIR INC COM 74005P104 428,132 3,809,346 SH   SOLE   3,809,346 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,056 199,184 SH   SOLE   199,184 0 0
PREFERRED APT CMNTYS INC COM 74039L103 9,171 623,007 SH   SOLE   623,007 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 9,074 314,237 SH   SOLE   314,237 0 0
PREFORMED LINE PRODS CO COM 740444104 2,703 66,931 SH   SOLE   66,931 0 0
PREMIER FINL BANCORP INC COM 74050M105 3,747 222,364 SH   SOLE   222,364 0 0
PREMIER INC CL A 74051N102 19,839 606,701 SH   SOLE   606,701 0 0
PRESBIA PLC SHS G7234P100 3 707 SH   SOLE   707 0 0
PRESS GANEY HLDGS INC COM 74113L102 20,681 525,577 SH   SOLE   525,577 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 159,961 2,887,389 SH   SOLE   2,887,389 0 0
PRETIUM RES INC COM 74139C102 189 16,832 SH   SOLE   16,832 0 0
PRGX GLOBAL INC COM NEW 69357C503 297 56,874 SH   SOLE   56,874 0 0
PRICE T ROWE GROUP INC COM 74144T108 301,358 4,129,892 SH   SOLE   4,129,892 0 0
PRICELINE GRP INC COM NEW 741503403 754,218 604,143 SH   SOLE   604,143 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 347 250,000 PRN   SOLE   250,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 235 200,000 PRN   SOLE   200,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 152 150,000 PRN   SOLE   150,000 0 0
PRICESMART INC COM 741511109 44,922 480,092 SH   SOLE   480,092 0 0
PRIMEENERGY CORP COM 74158E104 11 174 SH   SOLE   174 0 0
PRIMERICA INC COM 74164M108 135,253 2,362,911 SH   SOLE   2,362,911 0 0
PRIMO WTR CORP COM 74165N105 6,473 548,064 SH   SOLE   548,064 0 0
PRIMORIS SVCS CORP COM 74164F103 17,983 949,957 SH   SOLE   949,957 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 181,364 4,411,688 SH   SOLE   4,411,688 0 0
PRIVATEBANCORP INC COM 742962103 179,118 4,068,084 SH   SOLE   4,068,084 0 0
PRO-DEX INC COLO COM NEW 74265M205 3 556 SH   SOLE   556 0 0
PROASSURANCE CORP COM 74267C106 143,122 2,672,673 SH   SOLE   2,672,673 0 0
PROCTER & GAMBLE CO COM 742718109 3,208,452 37,893,606 SH   SOLE   37,893,606 0 0
PROFIRE ENERGY INC COM 74316X101 62 56,059 SH   SOLE   56,059 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 11,477 2,719,685 SH   SOLE   2,719,685 0 0
PROGRESS SOFTWARE CORP COM 743312100 91,076 3,316,697 SH   SOLE   3,316,697 0 0
PROGRESSIVE CORP OHIO COM 743315103 321,972 9,611,108 SH   SOLE   9,611,108 0 0
PROLOGIS INC COM 74340W103 763,066 15,560,078 SH   SOLE   15,560,078 0 0
PRONAI THERAPEUTICS INC COM 74346L101 788 396,221 SH   SOLE   396,221 0 0
PROOFPOINT INC COM 743424103 68,714 1,089,143 SH   SOLE   1,089,143 0 0
PROPHASE LABS INC COM 74345W108 4 3,427 SH   SOLE   3,427 0 0
PROS HOLDINGS INC COM 74346Y103 11,397 653,881 SH   SOLE   653,881 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 71 75,000 PRN   SOLE   75,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 169,489 3,323,958 SH   SOLE   3,323,958 0 0
PROTEON THERAPEUTICS INC COM 74371L109 180 22,431 SH   SOLE   22,431 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 1,999 164,771 SH   SOLE   164,771 0 0
PROTHENA CORP PLC SHS G72800108 44,254 1,265,857 SH   SOLE   1,265,857 0 0
PROTO LABS INC COM 743713109 87,359 1,517,705 SH   SOLE   1,517,705 0 0
PROVECTUS BIOPHARMACEUTICALS COM 74373P108 13 36,052 SH   SOLE   36,052 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 11 674 SH   SOLE   674 0 0
PROVIDENCE SVC CORP COM 743815102 37,253 830,052 SH   SOLE   830,052 0 0
PROVIDENT BANCORP INC COM 74383X109 1,662 107,751 SH   SOLE   107,751 0 0
PROVIDENT FINL HLDGS INC COM 743868101 3,279 179,194 SH   SOLE   179,194 0 0
PROVIDENT FINL SVCS INC COM 74386T105 79,322 4,038,781 SH   SOLE   4,038,781 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 121 8,585 SH   SOLE   8,585 0 0
PRUDENTIAL FINL INC COM 744320102 352,008 4,934,232 SH   SOLE   4,934,232 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 133,638 1,259,788 SH   SOLE   1,259,788 0 0
PSIVIDA CORP COM 74440J101 233 82,473 SH   SOLE   82,473 0 0
PSYCHEMEDICS CORP COM NEW 744375205 181 13,197 SH   SOLE   13,197 0 0
PTC INC COM 69370C100 161,325 4,292,840 SH   SOLE   4,292,840 0 0
PTC THERAPEUTICS INC COM 69366J200 9,123 1,299,528 SH   SOLE   1,299,528 0 0
PUBLIC STORAGE COM 74460D109 1,244,498 4,869,119 SH   SOLE   4,869,119 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 655,273 14,058,635 SH   SOLE   14,058,635 0 0
PULMATRIX INC COM 74584P103 33 16,708 SH   SOLE   16,708 0 0
PULSE BIOSCIENCES INC COM 74587B101 53 11,828 SH   SOLE   11,828 0 0
PULTE GROUP INC COM 745867101 219,008 11,236,938 SH   SOLE   11,236,938 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 17,936 602,071 SH   SOLE   602,071 0 0
PURE STORAGE INC CL A 74624M102 15,714 1,441,612 SH   SOLE   1,441,612 0 0
PURECYCLE CORP COM NEW 746228303 217 46,117 SH   SOLE   46,117 0 0
PVH CORP COM 693656100 119,994 1,273,418 SH   SOLE   1,273,418 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,897 380,655 SH   SOLE   380,655 0 0
Q2 HLDGS INC COM 74736L109 16,960 605,291 SH   SOLE   605,291 0 0
QAD INC CL B 74727D207 4 244 SH   SOLE   244 0 0
QAD INC CL A 74727D306 4,687 243,218 SH   SOLE   243,218 0 0
QCR HOLDINGS INC COM 74727A104 8,413 309,403 SH   SOLE   309,403 0 0
QEP RES INC COM 74733V100 149,820 8,498,031 SH   SOLE   8,498,031 0 0
QIAGEN NV REG SHS N72482107 110,689 5,075,155 SH   SOLE   5,075,155 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 102,719 1,406,149 SH   SOLE   1,406,149 0 0
QLIK TECHNOLOGIES INC COM 74733T105 77,394 2,616,445 SH   SOLE   2,616,445 0 0
QLOGIC CORP COM 747277101 80,146 5,437,294 SH   SOLE   5,437,294 0 0
QORVO INC COM 74736K101 132,757 2,402,412 SH   SOLE   2,402,412 0 0
QTS RLTY TR INC COM CL A 74736A103 63,296 1,130,683 SH   SOLE   1,130,683 0 0
QUAD / GRAPHICS INC COM CL A 747301109 15,911 683,153 SH   SOLE   683,153 0 0
QUAKER CHEM CORP COM 747316107 75,024 841,081 SH   SOLE   841,081 0 0
QUALCOMM INC COM 747525103 985,506 18,396,601 SH   SOLE   18,396,601 0 0
QUALITY SYS INC COM 747582104 35,863 3,011,204 SH   SOLE   3,011,204 0 0
QUALYS INC COM 74758T303 48,177 1,616,151 SH   SOLE   1,616,151 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 52,511 2,824,671 SH   SOLE   2,824,671 0 0
QUANTA SVCS INC COM 74762E102 51,900 2,244,823 SH   SOLE   2,244,823 0 0
QUANTUM CORP COM DSSG 747906204 20 48,532 SH   SOLE   48,532 0 0
QUEST DIAGNOSTICS INC COM 74834L100 249,119 3,060,059 SH   SOLE   3,060,059 0 0
QUEST RESOURCE HLDG CORP COM 74836W104 4 15,202 SH   SOLE   15,202 0 0
QUESTAR CORP COM 748356102 233,368 9,198,567 SH   SOLE   9,198,567 0 0
QUICKLOGIC CORP COM 74837P108 179 184,790 SH   SOLE   184,790 0 0
QUIDEL CORP COM 74838J101 11,421 639,490 SH   SOLE   639,490 0 0
QUINSTREET INC COM 74874Q100 8,668 2,441,565 SH   SOLE   2,441,565 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 59,195 906,236 SH   SOLE   906,236 0 0
QUMU CORP COM 749063103 106 23,950 SH   SOLE   23,950 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 12,980 435,729 SH   SOLE   435,729 0 0
QUORUM HEALTH CORP COM 74909E106 23,541 2,198,004 SH   SOLE   2,198,004 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 20,318 1,515,127 SH   SOLE   1,515,127 0 0
RACKSPACE HOSTING INC COM 750086100 79,381 3,805,422 SH   SOLE   3,805,422 0 0
RADIAN GROUP INC COM 750236101 55,967 5,371,066 SH   SOLE   5,371,066 0 0
RADIANT LOGISTICS INC COM 75025X100 2,934 977,940 SH   SOLE   977,940 0 0
RADIO ONE INC CL A 75040P108 1 233 SH   SOLE   233 0 0
RADIO ONE INC CL D NON VTG 75040P405 2,075 650,496 SH   SOLE   650,496 0 0
RADISYS CORP COM 750459109 4,157 927,855 SH   SOLE   927,855 0 0
RADIUS HEALTH INC COM NEW 750469207 49,767 1,354,202 SH   SOLE   1,354,202 0 0
RADNET INC COM 750491102 5,141 962,698 SH   SOLE   962,698 0 0
RADWARE LTD ORD M81873107 577 51,271 SH   SOLE   51,271 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 13,711 4,380,612 SH   SOLE   4,380,612 0 0
RALPH LAUREN CORP CL A 751212101 79,279 884,608 SH   SOLE   884,608 0 0
RAMBUS INC DEL COM 750917106 83,697 6,928,542 SH   SOLE   6,928,542 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 37,404 1,907,416 SH   SOLE   1,907,416 0 0
RAND LOGISTICS INC COM 752182105 51 49,809 SH   SOLE   49,809 0 0
RANDGOLD RES LTD ADR 752344309 1,352 12,067 SH   SOLE   12,067 0 0
RANGE RES CORP COM 75281A109 131,746 3,053,906 SH   SOLE   3,053,906 0 0
RAPID7 INC COM 753422104 5,924 470,872 SH   SOLE   470,872 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 17,886 3,330,692 SH   SOLE   3,330,692 0 0
RAVE RESTAURANT GROUP INC COM 754198109 75 18,640 SH   SOLE   18,640 0 0
RAVEN INDS INC COM 754212108 16,273 859,196 SH   SOLE   859,196 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 226,612 4,596,601 SH   SOLE   4,596,601 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 38,193 2,810,380 SH   SOLE   2,810,380 0 0
RAYONIER INC COM 754907103 142,377 5,425,959 SH   SOLE   5,425,959 0 0
RAYTHEON CO COM NEW 755111507 528,804 3,889,698 SH   SOLE   3,889,698 0 0
RBC BEARINGS INC COM 75524B104 50,147 691,677 SH   SOLE   691,677 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 239 23,443 SH   SOLE   23,443 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 133 25,437 SH   SOLE   25,437 0 0
RE MAX HLDGS INC CL A 75524W108 45,915 1,140,467 SH   SOLE   1,140,467 0 0
REACHLOCAL INC COM 75525F104 138 30,286 SH   SOLE   30,286 0 0
READING INTERNATIONAL INC CL A 755408101 5,428 434,574 SH   SOLE   434,574 0 0
REAL GOODS SOLAR INC CL A NEW 75601N302 0 91 SH   SOLE   91 0 0
REAL IND INC COM 75601W104 5,281 679,693 SH   SOLE   679,693 0 0
REALNETWORKS INC COM NEW 75605L708 2,666 618,566 SH   SOLE   618,566 0 0
REALOGY HLDGS CORP COM 75605Y106 61,582 2,122,067 SH   SOLE   2,122,067 0 0
REALPAGE INC COM 75606N109 31,167 1,395,728 SH   SOLE   1,395,728 0 0
REALTY INCOME CORP COM 756109104 643,871 9,283,036 SH   SOLE   9,283,036 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 2,905 147,097 SH   SOLE   147,097 0 0
RECRO PHARMA INC COM 75629F109 121 15,268 SH   SOLE   15,268 0 0
RED HAT INC COM 756577102 240,358 3,310,717 SH   SOLE   3,310,717 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 182 150,000 PRN   SOLE   150,000 0 0
RED LION HOTELS CORP COM 756764106 2,701 371,993 SH   SOLE   371,993 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 41,478 874,518 SH   SOLE   874,518 0 0
RED ROCK RESORTS INC CL A 75700L108 16,068 731,018 SH   SOLE   731,018 0 0
REDWOOD TR INC COM 758075402 51,407 3,722,467 SH   SOLE   3,722,467 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 49 50,000 PRN   SOLE   50,000 0 0
REEDS INC COM 758338107 74 29,794 SH   SOLE   29,794 0 0
REGAL BELOIT CORP COM 758750103 85,503 1,553,184 SH   SOLE   1,553,184 0 0
REGAL ENTMT GROUP CL A 758766109 16,793 761,944 SH   SOLE   761,944 0 0
REGENCY CTRS CORP COM 758849103 448,720 5,359,133 SH   SOLE   5,359,133 0 0
REGENERON PHARMACEUTICALS COM 75886F107 775,975 2,221,959 SH   SOLE   2,221,959 0 0
REGENXBIO INC COM 75901B107 4,129 516,179 SH   SOLE   516,179 0 0
REGIONAL MGMT CORP COM 75902K106 4,059 276,906 SH   SOLE   276,906 0 0
REGIONS FINL CORP NEW COM 7591EP100 179,400 21,081,111 SH   SOLE   21,081,111 0 0
REGIS CORP MINN COM 758932107 30,116 2,418,939 SH   SOLE   2,418,939 0 0
REGULUS THERAPEUTICS INC COM 75915K101 4,853 1,679,088 SH   SOLE   1,679,088 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 213,959 2,205,993 SH   SOLE   2,205,993 0 0
REIS INC COM 75936P105 5,651 226,936 SH   SOLE   226,936 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 196,340 2,553,185 SH   SOLE   2,553,185 0 0
RELIV INTL INC COM 75952R100 1 1,610 SH   SOLE   1,610 0 0
RELM WIRELESS CORP COM 759525108 118 23,207 SH   SOLE   23,207 0 0
RELYPSA INC COM 759531106 33,731 1,823,279 SH   SOLE   1,823,279 0 0
REMARK MEDIA INC COM 75954W107 11 2,708 SH   SOLE   2,708 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 249,873 2,127,662 SH   SOLE   2,127,662 0 0
RENASANT CORP COM 75970E107 31,558 976,131 SH   SOLE   976,131 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 10,792 1,222,165 SH   SOLE   1,222,165 0 0
RENREN INC SPONSORED ADR 759892102 657 366,966 SH   SOLE   366,966 0 0
RENT A CTR INC NEW COM 76009N100 42,000 3,420,170 SH   SOLE   3,420,170 0 0
RENTECH INC COM NEW 760112201 118 48,975 SH   SOLE   48,975 0 0
REPLIGEN CORP COM 759916109 69,821 2,551,928 SH   SOLE   2,551,928 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 94 58,542 SH   SOLE   58,542 0 0
REPUBLIC BANCORP KY CL A 760281204 6,934 250,959 SH   SOLE   250,959 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,778 876,534 SH   SOLE   876,534 0 0
REPUBLIC SVCS INC COM 760759100 362,978 7,074,214 SH   SOLE   7,074,214 0 0
RESEARCH FRONTIERS INC COM 760911107 207 56,771 SH   SOLE   56,771 0 0
RESMED INC COM 761152107 373,566 5,908,048 SH   SOLE   5,908,048 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 9 2,883 SH   SOLE   2,883 0 0
RESOLUTE FST PRODS INC COM 76117W109 225 42,543 SH   SOLE   42,543 0 0
RESONANT INC COM 76118L102 58 13,144 SH   SOLE   13,144 0 0
RESOURCE AMERICA INC CL A 761195205 3,054 314,173 SH   SOLE   314,173 0 0
RESOURCE CAP CORP COM NEW 76120W708 19,158 1,489,702 SH   SOLE   1,489,702 0 0
RESOURCES CONNECTION INC COM 76122Q105 35,492 2,401,325 SH   SOLE   2,401,325 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 55,244 1,926,216 SH   SOLE   1,926,216 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 137,843 6,361,024 SH   SOLE   6,361,024 0 0
RETAIL PPTYS AMER INC CL A 76131V202 62,632 3,706,055 SH   SOLE   3,706,055 0 0
RETAILMENOT INC COM SER 1 76132B106 7,698 998,443 SH   SOLE   998,443 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 81 32,070 SH   SOLE   32,070 0 0
RETROPHIN INC COM 761299106 23,615 1,325,946 SH   SOLE   1,325,946 0 0
REVANCE THERAPEUTICS INC COM 761330109 16,243 1,194,355 SH   SOLE   1,194,355 0 0
REVLON INC CL A NEW 761525609 9,046 281,106 SH   SOLE   281,106 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 134 21,630 SH   SOLE   21,630 0 0
REX AMERICAN RESOURCES CORP COM 761624105 22,528 376,533 SH   SOLE   376,533 0 0
REX ENERGY CORPORATION COM 761565100 1 1,202 SH   SOLE   1,202 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 10 39,543 SH   SOLE   39,543 0 0
REXFORD INDL RLTY INC COM 76169C100 33,470 1,587,000 SH   SOLE   1,587,000 0 0
REXNORD CORP NEW COM 76169B102 40,109 2,043,272 SH   SOLE   2,043,272 0 0
REYNOLDS AMERICAN INC COM 761713106 579,484 10,745,118 SH   SOLE   10,745,118 0 0
RF INDS LTD COM PAR $0.01 749552105 11 4,797 SH   SOLE   4,797 0 0
RGC RES INC COM 74955L103 19 774 SH   SOLE   774 0 0
RICE ENERGY INC COM 762760106 3,251 147,509 SH   SOLE   147,509 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 3 1,578 SH   SOLE   1,578 0 0
RICHARDSON ELECTRS LTD COM 763165107 175 33,164 SH   SOLE   33,164 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 7,974 3,575,734 SH   SOLE   3,575,734 0 0
RIGHTSIDE GROUP LTD COM 76658B100 3,245 304,994 SH   SOLE   304,994 0 0
RIGNET INC COM 766582100 4,448 332,161 SH   SOLE   332,161 0 0
RING ENERGY INC COM 76680V108 8,149 923,892 SH   SOLE   923,892 0 0
RINGCENTRAL INC CL A 76680R206 27,450 1,392,012 SH   SOLE   1,392,012 0 0
RIO TINTO PLC SPONSORED ADR 767204100 7,444 237,817 SH   SOLE   237,817 0 0
RITE AID CORP COM 767754104 72,803 9,720,040 SH   SOLE   9,720,040 0 0
RITTER PHARMACEUTICALS INC COM 767836109 1 656 SH   SOLE   656 0 0
RIVERVIEW BANCORP INC COM 769397100 300 63,459 SH   SOLE   63,459 0 0
RLI CORP COM 749607107 166,938 2,427,129 SH   SOLE   2,427,129 0 0
RLJ LODGING TR COM 74965L101 76,073 3,546,517 SH   SOLE   3,546,517 0 0
RMG NETWORKS HLDG CORP COM 74966K102 2 2,298 SH   SOLE   2,298 0 0
RMR GROUP INC CL A 74967R106 5,078 163,963 SH   SOLE   163,963 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 15,302 2,051,210 SH   SOLE   2,051,210 0 0
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ROCKET FUEL INC COM 773111109 208 93,535 SH   SOLE   93,535 0 0
ROCKWELL AUTOMATION INC COM 773903109 243,561 2,121,240 SH   SOLE   2,121,240 0 0
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ROCKWELL MED INC COM 774374102 9,489 1,253,479 SH   SOLE   1,253,479 0 0
ROCKY BRANDS INC COM 774515100 206 18,034 SH   SOLE   18,034 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 262 25,776 SH   SOLE   25,776 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 57,920 1,813,391 SH   SOLE   1,813,391 0 0
ROGERS CORP COM 775133101 71,640 1,172,508 SH   SOLE   1,172,508 0 0
ROKA BIOSCIENCE INC COM 775431109 1 925 SH   SOLE   925 0 0
ROLLINS INC COM 775711104 98,650 3,370,352 SH   SOLE   3,370,352 0 0
ROPER TECHNOLOGIES INC COM 776696106 268,220 1,572,587 SH   SOLE   1,572,587 0 0
ROSETTA STONE INC COM 777780107 3,894 502,494 SH   SOLE   502,494 0 0
ROSS STORES INC COM 778296103 392,266 6,919,485 SH   SOLE   6,919,485 0 0
ROUSE PPTYS INC COM 779287101 16,512 904,740 SH   SOLE   904,740 0 0
ROVI CORP COM 779376102 84,690 5,414,945 SH   SOLE   5,414,945 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 47 50,000 PRN   SOLE   50,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 82,913 4,694,950 SH   SOLE   4,694,950 0 0
ROYAL BANCSHARES PA INC CL A 780081105 129 57,023 SH   SOLE   57,023 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 123,807 4,911,031 SH   SOLE   4,911,031 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 64,726 2,584,920 SH   SOLE   2,584,920 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 25,683 1,022,416 SH   SOLE   1,022,416 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 72,262 2,914,947 SH   SOLE   2,914,947 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 23,616 927,191 SH   SOLE   927,191 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 178,019 2,651,069 SH   SOLE   2,651,069 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 273 4,878 SH   SOLE   4,878 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 303 5,482 SH   SOLE   5,482 0 0
ROYAL GOLD INC COM 780287108 167,188 2,321,411 SH   SOLE   2,321,411 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 80 75,000 PRN   SOLE   75,000 0 0
RPC INC COM 749660106 12,461 802,381 SH   SOLE   802,381 0 0
RPM INTL INC COM 749685103 237,280 4,750,347 SH   SOLE   4,750,347 0 0
RPX CORP COM 74972G103 11,146 1,215,437 SH   SOLE   1,215,437 0 0
RSP PERMIAN INC COM 74978Q105 69,163 1,982,328 SH   SOLE   1,982,328 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 80 75,000 PRN   SOLE   75,000 0 0
RTI SURGICAL INC COM 74975N105 5,357 1,492,213 SH   SOLE   1,492,213 0 0
RUBICON PROJ INC COM 78112V102 13,146 963,074 SH   SOLE   963,074 0 0
RUBICON TECHNOLOGY INC COM 78112T107 26 37,507 SH   SOLE   37,507 0 0
RUBY TUESDAY INC COM 781182100 14,576 4,037,648 SH   SOLE   4,037,648 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 31,241 2,011,634 SH   SOLE   2,011,634 0 0
RUSH ENTERPRISES INC CL A 781846209 14,953 693,854 SH   SOLE   693,854 0 0
RUSH ENTERPRISES INC CL B 781846308 3,222 154,962 SH   SOLE   154,962 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 34,316 2,151,490 SH   SOLE   2,151,490 0 0
RXI PHARMACEUTICALS CORP NEW COM 74979C501 4 1,602 SH   SOLE   1,602 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 45,351 652,162 SH   SOLE   652,162 0 0
RYDER SYS INC COM 783549108 70,361 1,150,816 SH   SOLE   1,150,816 0 0
RYERSON HLDG CORP COM 783754104 4,975 284,261 SH   SOLE   284,261 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 46 50,000 PRN   SOLE   50,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 67,339 1,329,487 SH   SOLE   1,329,487 0 0
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S&W SEED CO COM 785135104 248 56,966 SH   SOLE   56,966 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 90,248 4,373,529 SH   SOLE   4,373,529 0 0
SABRE CORP COM 78573M104 53,179 1,985,023 SH   SOLE   1,985,023 0 0
SAEXPLORATION HLDGS INC COM 78636X105 0 2,026 SH   SOLE   2,026 0 0
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SAFEGUARD SCIENTIFICS INC COM NEW 786449207 6,508 521,089 SH   SOLE   521,089 0 0
SAFETY INS GROUP INC COM 78648T100 56,709 920,893 SH   SOLE   920,893 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 3,764 95,189 SH   SOLE   95,189 0 0
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SAIA INC COM 78709Y105 41,015 1,631,459 SH   SOLE   1,631,459 0 0
SAJAN INC COM NEW 79379T202 4 998 SH   SOLE   998 0 0
SALEM MEDIA GROUP INC CL A 794093104 2,090 289,506 SH   SOLE   289,506 0 0
SALESFORCE COM INC COM 79466L302 674,433 8,493,052 SH   SOLE   8,493,052 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 291 225,000 PRN   SOLE   225,000 0 0
SALISBURY BANCORP INC COM 795226109 6 207 SH   SOLE   207 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 40,120 1,364,152 SH   SOLE   1,364,152 0 0
SANCHEZ ENERGY CORP COM 79970Y105 9,187 1,301,245 SH   SOLE   1,301,245 0 0
SANDERSON FARMS INC COM 800013104 113,617 1,311,374 SH   SOLE   1,311,374 0 0
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SANDY SPRING BANCORP INC COM 800363103 17,719 609,734 SH   SOLE   609,734 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 9,440 221,432 SH   SOLE   221,432 0 0
SANGAMO BIOSCIENCES INC COM 800677106 15,711 2,713,404 SH   SOLE   2,713,404 0 0
SANMINA CORPORATION COM 801056102 130,003 4,849,061 SH   SOLE   4,849,061 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 10,385 1,005,368 SH   SOLE   1,005,368 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 7,356 628,177 SH   SOLE   628,177 0 0
SAREPTA THERAPEUTICS INC COM 803607100 30,624 1,605,847 SH   SOLE   1,605,847 0 0
SASOL LTD SPONSORED ADR 803866300 36 1,340 SH   SOLE   1,340 0 0
SAUL CTRS INC COM 804395101 42,494 688,614 SH   SOLE   688,614 0 0
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SBA COMMUNICATIONS CORP COM 78388J106 210,117 1,946,607 SH   SOLE   1,946,607 0 0
SCANA CORP NEW COM 80589M102 416,085 5,499,407 SH   SOLE   5,499,407 0 0
SCANSOURCE INC COM 806037107 61,523 1,657,858 SH   SOLE   1,657,858 0 0
SCHEIN HENRY INC COM 806407102 418,863 2,369,132 SH   SOLE   2,369,132 0 0
SCHLUMBERGER LTD COM 806857108 1,540,432 19,479,417 SH   SOLE   19,479,417 0 0
SCHMITT INDS INC ORE COM NEW 806870200 1 374 SH   SOLE   374 0 0
SCHNITZER STL INDS CL A 806882106 12,173 691,636 SH   SOLE   691,636 0 0
SCHOLASTIC CORP COM 807066105 69,732 1,760,467 SH   SOLE   1,760,467 0 0
SCHULMAN A INC COM 808194104 46,165 1,890,462 SH   SOLE   1,890,462 0 0
SCHWAB CHARLES CORP NEW COM 808513105 374,554 14,798,673 SH   SOLE   14,798,673 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 69,805 1,978,596 SH   SOLE   1,978,596 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 58,817 4,503,620 SH   SOLE   4,503,620 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 121,188 2,076,922 SH   SOLE   2,076,922 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 30,130 3,278,561 SH   SOLE   3,278,561 0 0
SCIQUEST INC NEW COM 80908T101 12,570 711,785 SH   SOLE   711,785 0 0
SCORPIO BULKERS INC COM Y7546A122 2,745 983,849 SH   SOLE   983,849 0 0
SCORPIO TANKERS INC SHS Y7542C106 16,071 3,826,431 SH   SOLE   3,826,431 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 114,414 1,636,587 SH   SOLE   1,636,587 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 56,995 3,598,180 SH   SOLE   3,598,180 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 87,579 1,406,442 SH   SOLE   1,406,442 0 0
SCYNEXIS INC COM 811292101 65 30,090 SH   SOLE   30,090 0 0
SEABOARD CORP COM 811543107 18,665 6,502 SH   SOLE   6,502 0 0
SEACHANGE INTL INC COM 811699107 297 93,251 SH   SOLE   93,251 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 12,383 762,507 SH   SOLE   762,507 0 0
SEACOR HOLDINGS INC COM 811904101 62,888 1,085,206 SH   SOLE   1,085,206 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 49 50,000 PRN   SOLE   50,000 0 0
SEADRILL LIMITED SHS G7945E105 28,548 8,811,162 SH   SOLE   8,811,162 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 210,038 8,622,233 SH   SOLE   8,622,233 0 0
SEALED AIR CORP NEW COM 81211K100 148,661 3,233,880 SH   SOLE   3,233,880 0 0
SEARS HLDGS CORP COM 812350106 4,292 315,324 SH   SOLE   315,324 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 2,007 297,769 SH   SOLE   297,769 0 0
SEASPAN CORP SHS Y75638109 2,171 155,539 SH   SOLE   155,539 0 0
SEASPINE HLDGS CORP COM 81255T108 209 19,941 SH   SOLE   19,941 0 0
SEATTLE GENETICS INC COM 812578102 115,030 2,846,565 SH   SOLE   2,846,565 0 0
SEAWORLD ENTMT INC COM 81282V100 23,024 1,606,729 SH   SOLE   1,606,729 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 1,276 356,344 SH   SOLE   356,344 0 0
SECUREWORKS CORP CL A 81374A105 2,028 143,839 SH   SOLE   143,839 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 124 25,421 SH   SOLE   25,421 0 0
SEI INVESTMENTS CO COM 784117103 237,478 4,936,154 SH   SOLE   4,936,154 0 0
SELECT BANCORP INC NEW COM 81617L108 13 1,607 SH   SOLE   1,607 0 0
SELECT COMFORT CORP COM 81616X103 63,814 2,984,762 SH   SOLE   2,984,762 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 41,061 1,579,875 SH   SOLE   1,579,875 0 0
SELECT MED HLDGS CORP COM 81619Q105 80,374 7,394,101 SH   SOLE   7,394,101 0 0
SELECTIVE INS GROUP INC COM 816300107 140,467 3,676,177 SH   SOLE   3,676,177 0 0
SEMGROUP CORP CL A 81663A105 37,694 1,157,683 SH   SOLE   1,157,683 0 0
SEMLER SCIENTIFIC INC COM 81684M104 1 559 SH   SOLE   559 0 0
SEMPRA ENERGY COM 816851109 829,012 7,270,762 SH   SOLE   7,270,762 0 0
SEMTECH CORP COM 816850101 102,302 4,287,613 SH   SOLE   4,287,613 0 0
SENECA FOODS CORP NEW CL B 817070105 4 117 SH   SOLE   117 0 0
SENECA FOODS CORP NEW CL A 817070501 15,259 421,391 SH   SOLE   421,391 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 202,169 9,705,645 SH   SOLE   9,705,645 0 0
SENOMYX INC COM 81724Q107 308 111,941 SH   SOLE   111,941 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 5,398 154,726 SH   SOLE   154,726 0 0
SENSEONICS HLDGS INC COM 81727U105 2,812 715,592 SH   SOLE   715,592 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 161,446 2,272,605 SH   SOLE   2,272,605 0 0
SEQUENOM INC COM NEW 817337405 1,694 1,854,411 SH   SOLE   1,854,411 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 8,066 1,010,736 SH   SOLE   1,010,736 0 0
SERES THERAPEUTICS INC COM 81750R102 26,943 927,471 SH   SOLE   927,471 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 29,577 593,438 SH   SOLE   593,438 0 0
SERVICE CORP INTL COM 817565104 185,173 6,848,106 SH   SOLE   6,848,106 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 50,255 1,262,685 SH   SOLE   1,262,685 0 0
SERVICENOW INC COM 81762P102 123,024 1,852,770 SH   SOLE   1,852,770 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 111 100,000 PRN   SOLE   100,000 0 0
SERVICESOURCE INTL INC COM 81763U100 6,420 1,593,128 SH   SOLE   1,593,128 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 69,341 1,403,955 SH   SOLE   1,403,955 0 0
SERVOTRONICS INC COM 817732100 1 113 SH   SOLE   113 0 0
SEVCON INC COM 81783K108 7 720 SH   SOLE   720 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 10 1,601 SH   SOLE   1,601 0 0
SHAKE SHACK INC CL A 819047101 13,436 368,818 SH   SOLE   368,818 0 0
SHARPS COMPLIANCE CORP COM 820017101 145 32,931 SH   SOLE   32,931 0 0
SHARPSPRING INC COM 820054104 6 1,067 SH   SOLE   1,067 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 78,526 2,010,385 SH   SOLE   2,010,385 0 0
SHERWIN WILLIAMS CO COM 824348106 340,585 1,159,753 SH   SOLE   1,159,753 0 0
SHILOH INDS INC COM 824543102 153 20,976 SH   SOLE   20,976 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 445 13,595 SH   SOLE   13,595 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 20,561 1,394,878 SH   SOLE   1,394,878 0 0
SHIRE PLC SPONSORED ADR 82481R106 86,106 467,763 SH   SOLE   467,763 0 0
SHOE CARNIVAL INC COM 824889109 9,267 369,773 SH   SOLE   369,773 0 0
SHORE BANCSHARES INC COM 825107105 3,854 327,986 SH   SOLE   327,986 0 0
SHORETEL INC COM 825211105 11,627 1,738,031 SH   SOLE   1,738,031 0 0
SHUTTERFLY INC COM 82568P304 39,454 846,477 SH   SOLE   846,477 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 50 50,000 PRN   SOLE   50,000 0 0
SHUTTERSTOCK INC COM 825690100 55,973 1,222,111 SH   SOLE   1,222,111 0 0
SI FINL GROUP INC MD COM 78425V104 3,955 298,740 SH   SOLE   298,740 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 290 21,323 SH   SOLE   21,323 0 0
SIENTRA INC COM 82621J105 216 32,761 SH   SOLE   32,761 0 0
SIERRA BANCORP COM 82620P102 5,058 303,058 SH   SOLE   303,058 0 0
SIFCO INDS INC COM 826546103 79 7,905 SH   SOLE   7,905 0 0
SIGMA DESIGNS INC COM 826565103 5,931 922,401 SH   SOLE   922,401 0 0
SIGMATRON INTL INC COM 82661L101 6 933 SH   SOLE   933 0 0
SIGNAL GENETICS INC COM 826640104 1 1,341 SH   SOLE   1,341 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 247,723 1,983,051 SH   SOLE   1,983,051 0 0
SIGNET JEWELERS LIMITED SHS G81276100 101,030 1,225,945 SH   SOLE   1,225,945 0 0
SILGAN HOLDINGS INC COM 827048109 75,850 1,473,962 SH   SOLE   1,473,962 0 0
SILICOM LTD ORD M84116108 4,316 144,340 SH   SOLE   144,340 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 4,731 940,554 SH   SOLE   940,554 0 0
SILICON LABORATORIES INC COM 826919102 101,854 2,089,735 SH   SOLE   2,089,735 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 15,803 927,967 SH   SOLE   927,967 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 10,879 895,368 SH   SOLE   895,368 0 0
SILVER WHEATON CORP COM 828336107 8,276 351,719 SH   SOLE   351,719 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 2,299 187,851 SH   SOLE   187,851 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 84,034 1,819,513 SH   SOLE   1,819,513 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,588,964 7,325,789 SH   SOLE   7,325,789 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 120,268 3,008,964 SH   SOLE   3,008,964 0 0
SIMULATIONS PLUS INC COM 829214105 270 35,736 SH   SOLE   35,736 0 0
SINA CORP ORD G81477104 9,723 187,455 SH   SOLE   187,455 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 49,235 1,648,867 SH   SOLE   1,648,867 0 0
SIRIUS XM HLDGS INC COM 82968B103 68,492 17,339,826 SH   SOLE   17,339,826 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 9,259 272,418 SH   SOLE   272,418 0 0
SITO MOBILE LTD COM NEW 82988R203 110 30,420 SH   SOLE   30,420 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 48,404 835,280 SH   SOLE   835,280 0 0
SIZMEK INC COM 83013P105 2,022 882,832 SH   SOLE   882,832 0 0
SJW CORP COM 784305104 16,787 426,271 SH   SOLE   426,271 0 0
SKECHERS U S A INC CL A 830566105 140,034 4,711,763 SH   SOLE   4,711,763 0 0
SKULLCANDY INC COM 83083J104 360 58,554 SH   SOLE   58,554 0 0
SKYLINE CORP COM 830830105 170 18,061 SH   SOLE   18,061 0 0
SKYLINE MED INC COM NEW 83084T309 0 1,038 SH   SOLE   1,038 0 0
SKYWEST INC COM 830879102 87,472 3,305,811 SH   SOLE   3,305,811 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 222,424 3,514,916 SH   SOLE   3,514,916 0 0
SL GREEN RLTY CORP COM 78440X101 312,922 2,939,061 SH   SOLE   2,939,061 0 0
SLM CORP COM 78442P106 94,304 15,259,485 SH   SOLE   15,259,485 0 0
SM ENERGY CO COM 78454L100 67,031 2,482,648 SH   SOLE   2,482,648 0 0
SMART & FINAL STORES INC COM 83190B101 8,324 559,058 SH   SOLE   559,058 0 0
SMARTFINANCIAL INC COM NEW 83190L208 19 1,205 SH   SOLE   1,205 0 0
SMITH & WESSON HLDG CORP COM 831756101 46,937 1,726,881 SH   SOLE   1,726,881 0 0
SMITH A O COM 831865209 233,744 2,652,861 SH   SOLE   2,652,861 0 0
SMITH MICRO SOFTWARE INC COM 832154108 19 32,259 SH   SOLE   32,259 0 0
SMUCKER J M CO COM NEW 832696405 313,511 2,057,024 SH   SOLE   2,057,024 0 0
SNAP ON INC COM 833034101 145,012 918,846 SH   SOLE   918,846 0 0
SNYDERS-LANCE INC COM 833551104 134,503 3,968,799 SH   SOLE   3,968,799 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 5,445 220,257 SH   SOLE   220,257 0 0
SOHU COM INC COM 83408W103 4,239 111,953 SH   SOLE   111,953 0 0
SOLARCITY CORP COM 83416T100 18,714 782,024 SH   SOLE   782,024 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 66 100,000 PRN   SOLE   100,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 73 3,729 SH   SOLE   3,729 0 0
SOLITARIO EXPL & RTY CORP COM 8342EP107 234 450,376 SH   SOLE   450,376 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 31,698 1,852,622 SH   SOLE   1,852,622 0 0
SONIC CORP COM 835451105 81,946 3,029,441 SH   SOLE   3,029,441 0 0
SONIC FDRY INC COM NEW 83545R207 4 703 SH   SOLE   703 0 0
SONOCO PRODS CO COM 835495102 311,415 6,270,938 SH   SOLE   6,270,938 0 0
SONUS NETWORKS INC COM NEW 835916503 10,832 1,246,459 SH   SOLE   1,246,459 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 4,179 746,289 SH   SOLE   746,289 0 0
SOTHEBYS COM 835898107 70,469 2,571,860 SH   SOLE   2,571,860 0 0
SOTHERLY HOTELS INC COM 83600C103 185 32,719 SH   SOLE   32,719 0 0
SOUFUN HLDGS LTD ADR 836034108 16,894 3,358,738 SH   SOLE   3,358,738 0 0
SOUND FINL BANCORP INC COM 83607A100 6 260 SH   SOLE   260 0 0
SOUTH JERSEY INDS INC COM 838518108 169,442 5,358,688 SH   SOLE   5,358,688 0 0
SOUTH ST CORP COM 840441109 38,503 565,805 SH   SOLE   565,805 0 0
SOUTHERN CO COM 842587107 1,020,708 19,032,403 SH   SOLE   19,032,403 0 0
SOUTHERN COPPER CORP COM 84265V105 74,838 2,773,843 SH   SOLE   2,773,843 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 3,248 134,781 SH   SOLE   134,781 0 0
SOUTHERN MO BANCORP INC COM 843380106 3,229 137,228 SH   SOLE   137,228 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,688 303,548 SH   SOLE   303,548 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 50,895 1,646,038 SH   SOLE   1,646,038 0 0
SOUTHWEST AIRLS CO COM 844741108 308,863 7,877,139 SH   SOLE   7,877,139 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 7,961 470,229 SH   SOLE   470,229 0 0
SOUTHWEST GA FINL CORP COM 84502A104 4 281 SH   SOLE   281 0 0
SOUTHWEST GAS CORP COM 844895102 190,008 2,414,023 SH   SOLE   2,414,023 0 0
SOUTHWESTERN ENERGY CO COM 845467109 97,180 7,724,936 SH   SOLE   7,724,936 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 98,331 3,266,807 SH   SOLE   3,266,807 0 0
SOVRAN SELF STORAGE INC COM 84610H108 206,026 1,963,649 SH   SOLE   1,963,649 0 0
SP PLUS CORP COM 78469C103 10,133 448,763 SH   SOLE   448,763 0 0
SPAN AMER MED SYS INC COM 846396109 10 541 SH   SOLE   541 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 2 616 SH   SOLE   616 0 0
SPAR GROUP INC COM 784933103 1 1,103 SH   SOLE   1,103 0 0
SPARK ENERGY INC CL A COM 846511103 4,348 131,572 SH   SOLE   131,572 0 0
SPARK NETWORKS INC COM 84651P100 78 49,637 SH   SOLE   49,637 0 0
SPARK THERAPEUTICS INC COM 84652J103 38,834 759,506 SH   SOLE   759,506 0 0
SPARTAN MTRS INC COM 846819100 5,377 858,949 SH   SOLE   858,949 0 0
SPARTANNASH CO COM 847215100 74,162 2,425,184 SH   SOLE   2,425,184 0 0
SPARTON CORP COM 847235108 5,276 242,337 SH   SOLE   242,337 0 0
SPECTRA ENERGY CORP COM 847560109 404,099 11,031,917 SH   SOLE   11,031,917 0 0
SPECTRANETICS CORP COM 84760C107 18,969 1,013,863 SH   SOLE   1,013,863 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 27,947 234,237 SH   SOLE   234,237 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 39,275 5,977,977 SH   SOLE   5,977,977 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 4,926 277,539 SH   SOLE   277,539 0 0
SPHERIX INC COM PAR NEW 84842R403 1 238 SH   SOLE   238 0 0
SPIRE INC COM 84857L101 211,573 2,986,632 SH   SOLE   2,986,632 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 71,826 1,670,380 SH   SOLE   1,670,380 0 0
SPIRIT AIRLS INC COM 848577102 30,314 675,592 SH   SOLE   675,592 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 90,991 7,125,394 SH   SOLE   7,125,394 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 162 150,000 PRN   SOLE   150,000 0 0
SPLUNK INC COM 848637104 86,924 1,604,354 SH   SOLE   1,604,354 0 0
SPOK HLDGS INC COM 84863T106 51,890 2,707,548 SH   SOLE   2,707,548 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,442 675,233 SH   SOLE   675,233 0 0
SPRINT CORP COM SER 1 85207U105 80,392 17,746,561 SH   SOLE   17,746,561 0 0
SPROUTS FMRS MKT INC COM 85208M102 115,365 5,037,756 SH   SOLE   5,037,756 0 0
SPS COMM INC COM 78463M107 23,773 392,286 SH   SOLE   392,286 0 0
SPX CORP COM 784635104 40,432 2,722,665 SH   SOLE   2,722,665 0 0
SPX FLOW INC COM 78469X107 67,891 2,604,185 SH   SOLE   2,604,185 0 0
SQUARE INC CL A 852234103 4,111 454,199 SH   SOLE   454,199 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 54,449 1,939,071 SH   SOLE   1,939,071 0 0
ST JOE CO COM 790148100 26,547 1,498,163 SH   SOLE   1,498,163 0 0
ST JUDE MED INC COM 790849103 411,624 5,277,236 SH   SOLE   5,277,236 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 5,708 1,035,886 SH   SOLE   1,035,886 0 0
STAG INDL INC COM 85254J102 41,634 1,748,588 SH   SOLE   1,748,588 0 0
STAGE STORES INC COM NEW 85254C305 8,872 1,817,989 SH   SOLE   1,817,989 0 0
STAMPS COM INC COM NEW 852857200 87,938 1,005,921 SH   SOLE   1,005,921 0 0
STANDARD MTR PRODS INC COM 853666105 52,713 1,325,113 SH   SOLE   1,325,113 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 54 50,000 PRN   SOLE   50,000 0 0
STANDEX INTL CORP COM 854231107 67,044 811,371 SH   SOLE   811,371 0 0
STANLEY BLACK & DECKER INC COM 854502101 262,623 2,361,290 SH   SOLE   2,361,290 0 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 90 777 SH   SOLE   777 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 57 23,204 SH   SOLE   23,204 0 0
STAPLES INC COM 855030102 123,676 14,347,571 SH   SOLE   14,347,571 0 0
STARBUCKS CORP COM 855244109 1,100,115 19,259,724 SH   SOLE   19,259,724 0 0
STARRETT L S CO CL A 855668109 162 13,597 SH   SOLE   13,597 0 0
STARTEK INC COM 85569C107 143 32,640 SH   SOLE   32,640 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 201,894 2,730,136 SH   SOLE   2,730,136 0 0
STARWOOD PPTY TR INC COM 85571B105 159,714 7,708,226 SH   SOLE   7,708,226 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 260 250,000 PRN   SOLE   250,000 0 0
STARZ COM SER A 85571Q102 24,940 833,551 SH   SOLE   833,551 0 0
STATE AUTO FINL CORP COM 855707105 7,969 363,722 SH   SOLE   363,722 0 0
STATE BK FINL CORP COM 856190103 18,423 905,298 SH   SOLE   905,298 0 0
STATE NATL COS INC COM 85711T305 8,319 790,029 SH   SOLE   790,029 0 0
STATE STR CORP COM 857477103 240,092 4,452,751 SH   SOLE   4,452,751 0 0
STATOIL ASA SPONSORED ADR 85771P102 47 2,719 SH   SOLE   2,719 0 0
STEEL DYNAMICS INC COM 858119100 209,300 8,542,872 SH   SOLE   8,542,872 0 0
STEELCASE INC CL A 858155203 28,304 2,085,771 SH   SOLE   2,085,771 0 0
STEIN MART INC COM 858375108 15,798 2,046,357 SH   SOLE   2,046,357 0 0
STEMCELLS INC COM 85857R303 1 1,828 SH   SOLE   1,828 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,965 438,016 SH   SOLE   438,016 0 0
STEPAN CO COM 858586100 73,164 1,229,033 SH   SOLE   1,229,033 0 0
STEREOTAXIS INC COM NEW 85916J409 5 5,202 SH   SOLE   5,202 0 0
STERICYCLE INC COM 858912108 136,570 1,311,657 SH   SOLE   1,311,657 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 61,793 742,880 SH   SOLE   742,880 0 0
STERIS PLC SHS USD G84720104 181,779 2,644,062 SH   SOLE   2,644,062 0 0
STERLING BANCORP DEL COM 85917A100 122,809 7,822,243 SH   SOLE   7,822,243 0 0
STERLING CONSTRUCTION CO INC COM 859241101 309 62,937 SH   SOLE   62,937 0 0
STEWARDSHIP FINL CORP COM 860326107 7 1,067 SH   SOLE   1,067 0 0
STEWART INFORMATION SVCS COR COM 860372101 64,109 1,548,164 SH   SOLE   1,548,164 0 0
STIFEL FINL CORP COM 860630102 103,497 3,290,828 SH   SOLE   3,290,828 0 0
STILLWATER MNG CO COM 86074Q102 96,304 8,120,098 SH   SOLE   8,120,098 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 79 70,000 PRN   SOLE   70,000 0 0
STOCK YDS BANCORP INC COM 861025104 15,618 553,249 SH   SOLE   553,249 0 0
STONE ENERGY CORP COM NEW 861642304 14 1,200 SH   SOLE   1,200 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 22 50,000 PRN   SOLE   50,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 9,657 299,244 SH   SOLE   299,244 0 0
STONEGATE MTG CORP COM 86181Q300 125 37,156 SH   SOLE   37,156 0 0
STONERIDGE INC COM 86183P102 10,406 696,550 SH   SOLE   696,550 0 0
STORE CAP CORP COM 862121100 43,951 1,492,401 SH   SOLE   1,492,401 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 8,928 322,663 SH   SOLE   322,663 0 0
STRATA SKIN SCIENCES INC COM 86272A107 2 3,308 SH   SOLE   3,308 0 0
STRATASYS LTD SHS M85548101 26,581 1,161,247 SH   SOLE   1,161,247 0 0
STRATTEC SEC CORP COM 863111100 3,702 90,791 SH   SOLE   90,791 0 0
STRATUS PPTYS INC COM NEW 863167201 2,746 146,620 SH   SOLE   146,620 0 0
STRAYER ED INC COM 863236105 36,149 735,788 SH   SOLE   735,788 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 36 29,990 SH   SOLE   29,990 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 64 16,204 SH   SOLE   16,204 0 0
STRYKER CORP COM 863667101 752,594 6,280,516 SH   SOLE   6,280,516 0 0
STURM RUGER & CO INC COM 864159108 85,802 1,340,446 SH   SOLE   1,340,446 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 13,169 1,200,486 SH   SOLE   1,200,486 0 0
SUFFOLK BANCORP COM 864739107 9,180 293,200 SH   SOLE   293,200 0 0
SUMMER INFANT INC COM 865646103 10 6,279 SH   SOLE   6,279 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 3,830 218,884 SH   SOLE   218,884 0 0
SUMMIT HOTEL PPTYS COM 866082100 73,272 5,534,152 SH   SOLE   5,534,152 0 0
SUMMIT MATLS INC CL A 86614U100 31,244 1,527,099 SH   SOLE   1,527,099 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 9 638 SH   SOLE   638 0 0
SUN BANCORP INC COM NEW 86663B201 5,702 275,973 SH   SOLE   275,973 0 0
SUN CMNTYS INC COM 866674104 78,008 1,017,850 SH   SOLE   1,017,850 0 0
SUN HYDRAULICS CORP COM 866942105 16,306 549,194 SH   SOLE   549,194 0 0
SUNCOKE ENERGY INC COM 86722A103 25,442 4,371,434 SH   SOLE   4,371,434 0 0
SUNCOR ENERGY INC NEW COM 867224107 29,676 1,070,172 SH   SOLE   1,070,172 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 68 11,525 SH   SOLE   11,525 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 7 13,486 SH   SOLE   13,486 0 0
SUNPOWER CORP COM 867652406 12,919 834,023 SH   SOLE   834,023 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 47 50,000 PRN   SOLE   50,000 0 0
SUNRUN INC COM 86771W105 8,751 1,475,654 SH   SOLE   1,475,654 0 0
SUNSHINE BANCORP INC COM 86777J108 12 873 SH   SOLE   873 0 0
SUNSHINE HEART INC COM 86782U106 10 21,729 SH   SOLE   21,729 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 77,496 6,420,542 SH   SOLE   6,420,542 0 0
SUNTRUST BKS INC COM 867914103 339,174 8,256,437 SH   SOLE   8,256,437 0 0
SUNWORKS INC COM 86803X105 133 57,176 SH   SOLE   57,176 0 0
SUPER MICRO COMPUTER INC COM 86800U104 60,571 2,437,455 SH   SOLE   2,437,455 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR $0.001 867931404 1 4,326 SH   SOLE   4,326 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 3 1,553 SH   SOLE   1,553 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 107,300 5,828,371 SH   SOLE   5,828,371 0 0
SUPERIOR INDS INTL INC COM 868168105 42,226 1,576,792 SH   SOLE   1,576,792 0 0
SUPERIOR UNIFORM GP INC COM 868358102 4,012 210,167 SH   SOLE   210,167 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 63,132 3,099,268 SH   SOLE   3,099,268 0 0
SUPERVALU INC COM 868536103 62,635 13,270,050 SH   SOLE   13,270,050 0 0
SUPPORT COM INC COM 86858W101 10 11,335 SH   SOLE   11,335 0 0
SUPREME INDS INC CL A 868607102 4,605 336,146 SH   SOLE   336,146 0 0
SURGERY PARTNERS INC COM 86881A100 7,891 440,832 SH   SOLE   440,832 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 87,240 1,830,084 SH   SOLE   1,830,084 0 0
SURMODICS INC COM 868873100 19,976 850,782 SH   SOLE   850,782 0 0
SUSSEX BANCORP COM 869245100 9 697 SH   SOLE   697 0 0
SVB FINL GROUP COM 78486Q101 181,976 1,912,317 SH   SOLE   1,912,317 0 0
SWIFT TRANSN CO CL A 87074U101 27,874 1,808,846 SH   SOLE   1,808,846 0 0
SYKES ENTERPRISES INC COM 871237103 71,580 2,471,702 SH   SOLE   2,471,702 0 0
SYMANTEC CORP COM 871503108 229,960 11,195,704 SH   SOLE   11,195,704 0 0
SYMMETRY SURGICAL INC COM 87159G100 3,371 256,740 SH   SOLE   256,740 0 0
SYNACOR INC COM 871561106 227 73,704 SH   SOLE   73,704 0 0
SYNALLOY CP DEL COM 871565107 186 24,243 SH   SOLE   24,243 0 0
SYNAPTICS INC COM 87157D109 104,336 1,941,137 SH   SOLE   1,941,137 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 84,428 2,649,959 SH   SOLE   2,649,959 0 0
SYNCHRONY FINL COM 87165B103 328,311 12,987,002 SH   SOLE   12,987,002 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,218 123,672 SH   SOLE   123,672 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 33,533 8,824,549 SH   SOLE   8,824,549 0 0
SYNERGY RES CORP COM 87164P103 81,025 12,165,933 SH   SOLE   12,165,933 0 0
SYNGENTA AG SPONSORED ADR 87160A100 3,436 44,746 SH   SOLE   44,746 0 0
SYNNEX CORP COM 87162W100 135,177 1,425,615 SH   SOLE   1,425,615 0 0
SYNOPSYS INC COM 871607107 438,855 8,114,931 SH   SOLE   8,114,931 0 0
SYNOVUS FINL CORP COM NEW 87161C501 131,492 4,535,783 SH   SOLE   4,535,783 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 6 21,169 SH   SOLE   21,169 0 0
SYNTEL INC COM 87162H103 35,099 775,488 SH   SOLE   775,488 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 198 188,972 SH   SOLE   188,972 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 3,542 1,967,983 SH   SOLE   1,967,983 0 0
SYNUTRA INTL INC COM 87164C102 2,092 549,017 SH   SOLE   549,017 0 0
SYPRIS SOLUTIONS INC COM 871655106 3 3,509 SH   SOLE   3,509 0 0
SYSCO CORP COM 871829107 472,840 9,318,880 SH   SOLE   9,318,880 0 0
SYSOREX GLOBAL COM NEW 87184N203 3 5,896 SH   SOLE   5,896 0 0
SYSTEMAX INC COM 871851101 2,600 304,752 SH   SOLE   304,752 0 0
T MOBILE US INC COM 872590104 109,617 2,533,335 SH   SOLE   2,533,335 0 0
T MOBILE US INC CONV PFD SER A 872590203 125,659 1,707,550 SH   SOLE   1,707,550 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,979 377,575 SH   SOLE   377,575 0 0
TABLEAU SOFTWARE INC CL A 87336U105 33,561 686,035 SH   SOLE   686,035 0 0
TAHOE RES INC COM 873868103 41,911 2,799,686 SH   SOLE   2,799,686 0 0
TAILORED BRANDS INC COM 87403A107 40,340 3,186,451 SH   SOLE   3,186,451 0 0
TAITRON COMPONENTS INC CL A 874028103 1 743 SH   SOLE   743 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,196 769,964 SH   SOLE   769,964 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 209,651 5,528,773 SH   SOLE   5,528,773 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 53,937 869,104 SH   SOLE   869,104 0 0
TAL INTL GROUP INC COM 874083108 10,447 779,012 SH   SOLE   779,012 0 0
TALEN ENERGY CORP COM 87422J105 50,622 3,735,945 SH   SOLE   3,735,945 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 306 13,554 SH   SOLE   13,554 0 0
TALMER BANCORP INC COM 87482X101 74,809 3,902,378 SH   SOLE   3,902,378 0 0
TANDEM DIABETES CARE INC COM 875372104 3,599 477,327 SH   SOLE   477,327 0 0
TANDY LEATHER FACTORY INC COM 87538X105 109 15,266 SH   SOLE   15,266 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 153,856 3,829,177 SH   SOLE   3,829,177 0 0
TANGOE INC COM 87582Y108 17,541 2,272,123 SH   SOLE   2,272,123 0 0
TARENA INTL INC ADR 876108101 132 12,736 SH   SOLE   12,736 0 0
TARGA RES CORP COM 87612G101 82,361 1,954,458 SH   SOLE   1,954,458 0 0
TARGET CORP COM 87612E106 571,362 8,183,360 SH   SOLE   8,183,360 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 14,853 102,011 SH   SOLE   102,011 0 0
TASER INTL INC COM 87651B104 92,008 3,698,061 SH   SOLE   3,698,061 0 0
TATA MTRS LTD SPONSORED ADR 876568502 7,500 216,320 SH   SOLE   216,320 0 0
TAUBMAN CTRS INC COM 876664103 179,412 2,417,956 SH   SOLE   2,417,956 0 0
TAYLOR DEVICES INC COM 877163105 11 645 SH   SOLE   645 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 23,291 1,569,467 SH   SOLE   1,569,467 0 0
TCF FINL CORP COM 872275102 76,412 6,040,443 SH   SOLE   6,040,443 0 0
TCP INTL HLDGS LTD COM H84689100 20 16,816 SH   SOLE   16,816 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 78,291 2,749,478 SH   SOLE   2,749,478 0 0
TE CONNECTIVITY LTD REG SHS H84989104 155,499 2,722,804 SH   SOLE   2,722,804 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 77,565 1,907,178 SH   SOLE   1,907,178 0 0
TEAM INC COM 878155100 48,484 1,952,622 SH   SOLE   1,952,622 0 0
TEARLAB CORP COM 878193101 10 15,480 SH   SOLE   15,480 0 0
TECH DATA CORP COM 878237106 126,394 1,759,139 SH   SOLE   1,759,139 0 0
TECHTARGET INC COM 87874R100 3,935 485,863 SH   SOLE   485,863 0 0
TECK RESOURCES LTD CL B 878742204 5,309 403,137 SH   SOLE   403,137 0 0
TECNOGLASS INC SHS G87264100 6 548 SH   SOLE   548 0 0
TECO ENERGY INC COM 872375100 186,907 6,762,188 SH   SOLE   6,762,188 0 0
TECOGEN INC NEW COM NEW 87876P201 73 14,384 SH   SOLE   14,384 0 0
TEEKAY CORPORATION COM Y8564W103 7,619 1,068,615 SH   SOLE   1,068,615 0 0
TEEKAY TANKERS LTD CL A Y8565N102 8,858 2,972,450 SH   SOLE   2,972,450 0 0
TEGNA INC COM 87901J105 78,052 3,368,651 SH   SOLE   3,368,651 0 0
TEJON RANCH CO COM 879080109 8,559 362,053 SH   SOLE   362,053 0 0
TEL INSTR ELECTRS CORP COM NEW 879165207 1 226 SH   SOLE   226 0 0
TELADOC INC COM 87918A105 8,598 536,706 SH   SOLE   536,706 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 6,974 380,463 SH   SOLE   380,463 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 182,056 1,838,020 SH   SOLE   1,838,020 0 0
TELEFLEX INC COM 879369106 299,249 1,687,718 SH   SOLE   1,687,718 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 216 75,000 PRN   SOLE   75,000 0 0
TELENAV INC COM 879455103 4,298 842,790 SH   SOLE   842,790 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 135,264 4,560,502 SH   SOLE   4,560,502 0 0
TELETECH HOLDINGS INC COM 879939106 28,573 1,053,183 SH   SOLE   1,053,183 0 0
TELIGENT INC NEW COM 87960W104 12,491 1,749,381 SH   SOLE   1,749,381 0 0
TEMPUR SEALY INTL INC COM 88023U101 116,480 2,105,573 SH   SOLE   2,105,573 0 0
TENARIS S A SPONSORED ADR 88031M109 17 575 SH   SOLE   575 0 0
TENAX THERAPEUTICS INC COM 88032L100 156 60,747 SH   SOLE   60,747 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 99,823 3,611,528 SH   SOLE   3,611,528 0 0
TENNANT CO COM 880345103 60,842 1,129,420 SH   SOLE   1,129,420 0 0
TENNECO INC COM 880349105 64,332 1,380,215 SH   SOLE   1,380,215 0 0
TERADATA CORP DEL COM 88076W103 55,232 2,203,101 SH   SOLE   2,203,101 0 0
TERADYNE INC COM 880770102 146,195 7,424,849 SH   SOLE   7,424,849 0 0
TEREX CORP NEW COM 880779103 76,432 3,763,279 SH   SOLE   3,763,279 0 0
TERRAFORM GLOBAL INC CL A 88104M101 8,069 2,475,295 SH   SOLE   2,475,295 0 0
TERRAFORM PWR INC CL A COM 88104R100 24,429 2,241,200 SH   SOLE   2,241,200 0 0
TERRAVIA HLDGS INC COM 88105A106 5,284 2,016,651 SH   SOLE   2,016,651 0 0
TERRENO RLTY CORP COM 88146M101 28,494 1,101,431 SH   SOLE   1,101,431 0 0
TERRITORIAL BANCORP INC COM 88145X108 5,431 205,177 SH   SOLE   205,177 0 0
TESARO INC COM 881569107 117,646 1,399,709 SH   SOLE   1,399,709 0 0
TESCO CORP COM 88157K101 20,944 3,130,715 SH   SOLE   3,130,715 0 0
TESLA MTRS INC COM 88160R101 136,185 641,537 SH   SOLE   641,537 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 169 100,000 PRN   SOLE   100,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 66 75,000 PRN   SOLE   75,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 329 400,000 PRN   SOLE   400,000 0 0
TESORO CORP COM 881609101 166,051 2,216,376 SH   SOLE   2,216,376 0 0
TESSCO TECHNOLOGIES INC COM 872386107 225 16,184 SH   SOLE   16,184 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 91,879 2,998,651 SH   SOLE   2,998,651 0 0
TETRA TECH INC NEW COM 88162G103 117,017 3,806,045 SH   SOLE   3,806,045 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 38,516 6,046,509 SH   SOLE   6,046,509 0 0
TETRALOGIC PHARMACEUTICALS C COM 88165U109 1 1,931 SH   SOLE   1,931 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 6,161 1,432,702 SH   SOLE   1,432,702 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 132 105,000 PRN   SOLE   105,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,585 31,563 SH   SOLE   31,563 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 140,997 3,015,329 SH   SOLE   3,015,329 0 0
TEXAS INSTRS INC COM 882508104 852,414 13,605,970 SH   SOLE   13,605,970 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 89 528 SH   SOLE   528 0 0
TEXAS ROADHOUSE INC COM 882681109 147,422 3,232,943 SH   SOLE   3,232,943 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 5,873 527,242 SH   SOLE   527,242 0 0
TEXTRON INC COM 883203101 175,593 4,802,885 SH   SOLE   4,802,885 0 0
TFS FINL CORP COM 87240R107 8,823 512,367 SH   SOLE   512,367 0 0
TG THERAPEUTICS INC COM 88322Q108 5,872 968,987 SH   SOLE   968,987 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 7 2,774 SH   SOLE   2,774 0 0
THERAPEUTICSMD INC COM 88338N107 39,376 4,632,427 SH   SOLE   4,632,427 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 40,518 1,785,707 SH   SOLE   1,785,707 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 59 75,000 PRN   SOLE   75,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 862,051 5,834,133 SH   SOLE   5,834,133 0 0
THERMON GROUP HLDGS INC COM 88362T103 14,480 753,779 SH   SOLE   753,779 0 0
THESTREET INC COM 88368Q103 117 103,927 SH   SOLE   103,927 0 0
THIRD PT REINS LTD COM G8827U100 18,595 1,586,586 SH   SOLE   1,586,586 0 0
THOMSON REUTERS CORP COM 884903105 49,387 1,221,840 SH   SOLE   1,221,840 0 0
THOR INDS INC COM 885160101 105,711 1,632,860 SH   SOLE   1,632,860 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 7 11,711 SH   SOLE   11,711 0 0
TIDEWATER INC COM 886423102 14,070 3,190,526 SH   SOLE   3,190,526 0 0
TIER REIT INC COM NEW 88650V208 17,428 1,136,879 SH   SOLE   1,136,879 0 0
TIFFANY & CO NEW COM 886547108 106,655 1,758,827 SH   SOLE   1,758,827 0 0
TILE SHOP HLDGS INC COM 88677Q109 26,224 1,319,097 SH   SOLE   1,319,097 0 0
TILLYS INC CL A 886885102 1,865 322,069 SH   SOLE   322,069 0 0
TIMBERLAND BANCORP INC COM 887098101 17 1,129 SH   SOLE   1,129 0 0
TIME INC NEW COM 887228104 83,379 5,065,537 SH   SOLE   5,065,537 0 0
TIME WARNER INC COM NEW 887317303 658,881 8,959,496 SH   SOLE   8,959,496 0 0
TIMKEN CO COM 887389104 73,910 2,410,629 SH   SOLE   2,410,629 0 0
TIMKENSTEEL CORP COM 887399103 25,110 2,610,151 SH   SOLE   2,610,151 0 0
TIPTREE FINL INC CL A 88822Q103 3,921 715,463 SH   SOLE   715,463 0 0
TITAN INTL INC ILL COM 88830M102 18,311 2,953,421 SH   SOLE   2,953,421 0 0
TITAN MACHY INC COM 88830R101 5,118 458,972 SH   SOLE   458,972 0 0
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 2,687 491,196 SH   SOLE   491,196 0 0
TIVO INC COM 888706108 24,037 2,427,931 SH   SOLE   2,427,931 0 0
TJX COS INC NEW COM 872540109 778,031 10,074,212 SH   SOLE   10,074,212 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 2,861 227,775 SH   SOLE   227,775 0 0
TOFUTTI BRANDS INC COM 88906B105 1 628 SH   SOLE   628 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 2,955 536,326 SH   SOLE   536,326 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 232,786 8,650,548 SH   SOLE   8,650,548 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 54,331 835,863 SH   SOLE   835,863 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 88 44,140 SH   SOLE   44,140 0 0
TOOTSIE ROLL INDS INC COM 890516107 33,780 876,728 SH   SOLE   876,728 0 0
TOP IMAGE SYSTEMS LTD ORD M87896102 50 25,976 SH   SOLE   25,976 0 0
TOPBUILD CORP COM 89055F103 121,207 3,348,259 SH   SOLE   3,348,259 0 0
TOR MINERALS INTL INC COM NEW 890878309 1 263 SH   SOLE   263 0 0
TORCHLIGHT ENERGY RES INC COM 89102U103 2 4,452 SH   SOLE   4,452 0 0
TORCHMARK CORP COM 891027104 117,642 1,902,971 SH   SOLE   1,902,971 0 0
TORO CO COM 891092108 172,115 1,951,413 SH   SOLE   1,951,413 0 0
TOTAL S A SPONSORED ADR 89151E109 305 6,348 SH   SOLE   6,348 0 0
TOTAL SYS SVCS INC COM 891906109 144,748 2,725,433 SH   SOLE   2,725,433 0 0
TOWER INTL INC COM 891826109 10,959 532,530 SH   SOLE   532,530 0 0
TOWERSTREAM CORP COM 892000100 3 15,689 SH   SOLE   15,689 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 103 38,014 SH   SOLE   38,014 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 28,488 1,315,847 SH   SOLE   1,315,847 0 0
TOWNSQUARE MEDIA INC CL A 892231101 1,807 229,027 SH   SOLE   229,027 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 89 20,306 SH   SOLE   20,306 0 0
TRACTOR SUPPLY CO COM 892356106 195,779 2,147,173 SH   SOLE   2,147,173 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 161 42,973 SH   SOLE   42,973 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 173 21,524 SH   SOLE   21,524 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 27 32,943 SH   SOLE   32,943 0 0
TRANSCANADA CORP COM 89353D107 21,413 473,540 SH   SOLE   473,540 0 0
TRANSCAT INC COM 893529107 162 16,138 SH   SOLE   16,138 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3 269 SH   SOLE   269 0 0
TRANSDIGM GROUP INC COM 893641100 239,593 908,617 SH   SOLE   908,617 0 0
TRANSENTERIX INC COM NEW 89366M201 2,220 1,819,488 SH   SOLE   1,819,488 0 0
TRANSGENOMIC INC COM NEW 89365K305 2 2,797 SH   SOLE   2,797 0 0
TRANSOCEAN LTD REG SHS H8817H100 75,473 6,347,616 SH   SOLE   6,347,616 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 88 6,981 SH   SOLE   6,981 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 2,471 366,071 SH   SOLE   366,071 0 0
TRANSUNION COM 89400J107 16,067 480,472 SH   SOLE   480,472 0 0
TRAVELCENTERS AMER LLC COM 894174101 27 3,340 SH   SOLE   3,340 0 0
TRAVELERS COMPANIES INC COM 89417E109 496,950 4,174,649 SH   SOLE   4,174,649 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 36,138 2,803,565 SH   SOLE   2,803,565 0 0
TRAVELZOO INC COM NEW 89421Q205 154 19,178 SH   SOLE   19,178 0 0
TRC COS INC COM 872625108 3,060 484,118 SH   SOLE   484,118 0 0
TRECORA RES COM 894648104 5,406 518,303 SH   SOLE   518,303 0 0
TREDEGAR CORP COM 894650100 26,218 1,626,402 SH   SOLE   1,626,402 0 0
TREEHOUSE FOODS INC COM 89469A104 200,832 1,956,476 SH   SOLE   1,956,476 0 0
TREMOR VIDEO INC COM 89484Q100 200 108,686 SH   SOLE   108,686 0 0
TREVENA INC COM 89532E109 11,555 1,834,099 SH   SOLE   1,834,099 0 0
TREX CO INC COM 89531P105 97,311 2,166,311 SH   SOLE   2,166,311 0 0
TRI POINTE GROUP INC COM 87265H109 125,355 10,605,322 SH   SOLE   10,605,322 0 0
TRIANGLE PETE CORP COM NEW 89600B201 7 25,489 SH   SOLE   25,489 0 0
TRIBUNE MEDIA CO CL A 896047503 28,245 720,895 SH   SOLE   720,895 0 0
TRICO BANCSHARES COM 896095106 14,527 526,339 SH   SOLE   526,339 0 0
TRIMAS CORP COM NEW 896215209 19,058 1,058,789 SH   SOLE   1,058,789 0 0
TRIMBLE NAVIGATION LTD COM 896239100 216,825 8,900,853 SH   SOLE   8,900,853 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 1,597 206,280 SH   SOLE   206,280 0 0
TRINET GROUP INC COM 896288107 21,020 1,011,040 SH   SOLE   1,011,040 0 0
TRINITY INDS INC COM 896522109 97,301 5,239,663 SH   SOLE   5,239,663 0 0
TRINITY PL HLDGS INC COM 89656D101 3,827 497,607 SH   SOLE   497,607 0 0
TRINSEO S A SHS L9340P101 30,330 706,494 SH   SOLE   706,494 0 0
TRIO TECH INTL COM NEW 896712205 1 311 SH   SOLE   311 0 0
TRIPADVISOR INC COM 896945201 115,713 1,799,580 SH   SOLE   1,799,580 0 0
TRIPLE-S MGMT CORP CL B 896749108 18,648 763,341 SH   SOLE   763,341 0 0
TRISTATE CAP HLDGS INC COM 89678F100 7,786 567,064 SH   SOLE   567,064 0 0
TRIUMPH BANCORP INC COM 89679E300 6,421 401,294 SH   SOLE   401,294 0 0
TRIUMPH GROUP INC NEW COM 896818101 97,427 2,744,428 SH   SOLE   2,744,428 0 0
TRONC INC COM 89703P107 9,740 705,770 SH   SOLE   705,770 0 0
TRONOX LTD SHS CL A Q9235V101 6,704 1,520,095 SH   SOLE   1,520,095 0 0
TROVAGENE INC COM NEW 897238309 3,364 742,523 SH   SOLE   742,523 0 0
TRUEBLUE INC COM 89785X101 50,314 2,659,280 SH   SOLE   2,659,280 0 0
TRUECAR INC COM 89785L107 10,078 1,283,810 SH   SOLE   1,283,810 0 0
TRUETT-HURST INC CL A 897871109 1 651 SH   SOLE   651 0 0
TRUPANION INC COM 898202106 5,030 379,597 SH   SOLE   379,597 0 0
TRUSTCO BK CORP N Y COM 898349105 39,162 6,109,584 SH   SOLE   6,109,584 0 0
TRUSTMARK CORP COM 898402102 169,527 6,822,017 SH   SOLE   6,822,017 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1 185 SH   SOLE   185 0 0
TTM TECHNOLOGIES INC COM 87305R109 33,179 4,406,257 SH   SOLE   4,406,257 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 50 50,000 PRN   SOLE   50,000 0 0
TUBEMOGUL INC COM 898570106 6,793 570,837 SH   SOLE   570,837 0 0
TUESDAY MORNING CORP COM NEW 899035505 21,158 3,013,902 SH   SOLE   3,013,902 0 0
TUMI HLDGS INC COM 89969Q104 96,672 3,615,245 SH   SOLE   3,615,245 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 1,162 137,859 SH   SOLE   137,859 0 0
TUPPERWARE BRANDS CORP COM 899896104 338,807 6,020,016 SH   SOLE   6,020,016 0 0
TURNING PT BRANDS INC COM 90041L105 1,596 155,402 SH   SOLE   155,402 0 0
TURQUOISE HILL RES LTD COM 900435108 2,876 850,941 SH   SOLE   850,941 0 0
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TUTOR PERINI CORP COM 901109108 20,940 889,192 SH   SOLE   889,192 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 345,886 12,786,915 SH   SOLE   12,786,915 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 139,519 5,119,955 SH   SOLE   5,119,955 0 0
TWIN DISC INC COM 901476101 267 24,844 SH   SOLE   24,844 0 0
TWITTER INC COM 90184L102 107,585 6,362,187 SH   SOLE   6,362,187 0 0
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TWO HBRS INVT CORP COM 90187B101 96,295 11,249,382 SH   SOLE   11,249,382 0 0
TWO RIV BANCORP COM 90207C105 15 1,397 SH   SOLE   1,397 0 0
TYCO INTL PLC SHS G91442106 277,547 6,515,194 SH   SOLE   6,515,194 0 0
TYLER TECHNOLOGIES INC COM 902252105 206,381 1,237,967 SH   SOLE   1,237,967 0 0
TYSON FOODS INC CL A 902494103 334,176 5,003,387 SH   SOLE   5,003,387 0 0
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U S CONCRETE INC COM NEW 90333L201 53,762 882,651 SH   SOLE   882,651 0 0
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U S G CORP COM NEW 903293405 38,874 1,441,915 SH   SOLE   1,441,915 0 0
U S GEOTHERMAL INC COM 90338S102 18 22,099 SH   SOLE   22,099 0 0
U S GLOBAL INVS INC CL A 902952100 6 3,701 SH   SOLE   3,701 0 0
U S PHYSICAL THERAPY INC COM 90337L108 52,571 873,121 SH   SOLE   873,121 0 0
U S SILICA HLDGS INC COM 90346E103 147,814 4,288,195 SH   SOLE   4,288,195 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 158 39,916 SH   SOLE   39,916 0 0
UBIQUITI NETWORKS INC COM 90347A100 25,056 648,101 SH   SOLE   648,101 0 0
UCP INC CL A 90265Y106 1,755 218,811 SH   SOLE   218,811 0 0
UDR INC COM 902653104 395,998 10,725,835 SH   SOLE   10,725,835 0 0
UFP TECHNOLOGIES INC COM 902673102 3,734 165,676 SH   SOLE   165,676 0 0
UGI CORP NEW COM 902681105 280,040 6,188,727 SH   SOLE   6,188,727 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 241,083 989,506 SH   SOLE   989,506 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 227,767 1,083,107 SH   SOLE   1,083,107 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,700 826,043 SH   SOLE   826,043 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 68,033 1,390,985 SH   SOLE   1,390,985 0 0
ULTRALIFE CORP COM 903899102 123 24,603 SH   SOLE   24,603 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 18,555 843,042 SH   SOLE   843,042 0 0
ULTRATECH INC COM 904034105 38,338 1,669,026 SH   SOLE   1,669,026 0 0
UMB FINL CORP COM 902788108 153,788 2,890,209 SH   SOLE   2,890,209 0 0
UMH PPTYS INC COM 903002103 7,596 675,204 SH   SOLE   675,204 0 0
UMPQUA HLDGS CORP COM 904214103 172,279 11,136,355 SH   SOLE   11,136,355 0 0
UNDER ARMOUR INC CL A 904311107 115,375 2,875,038 SH   SOLE   2,875,038 0 0
UNDER ARMOUR INC CL C 904311206 104,958 2,883,471 SH   SOLE   2,883,471 0 0
UNI PIXEL INC COM NEW 904572203 158 107,499 SH   SOLE   107,499 0 0
UNICO AMERN CORP COM 904607108 6 562 SH   SOLE   562 0 0
UNIFI INC COM NEW 904677200 27,970 1,027,165 SH   SOLE   1,027,165 0 0
UNIFIRST CORP MASS COM 904708104 115,051 994,223 SH   SOLE   994,223 0 0
UNILEVER N V N Y SHS NEW 904784709 93 1,980 SH   SOLE   1,980 0 0
UNILIFE CORP NEW COM NEW 90478E301 114 34,540 SH   SOLE   34,540 0 0
UNION BANKSHARES CORP NEW COM 90539J109 25,291 1,023,497 SH   SOLE   1,023,497 0 0
UNION BANKSHARES INC COM 905400107 3,344 91,963 SH   SOLE   91,963 0 0
UNION PAC CORP COM 907818108 866,377 9,929,823 SH   SOLE   9,929,823 0 0
UNIQUE FABRICATING INC COM 90915J103 2,089 156,043 SH   SOLE   156,043 0 0
UNIQURE NV SHS N90064101 2,327 315,775 SH   SOLE   315,775 0 0
UNISYS CORP COM NEW 909214306 9,493 1,303,952 SH   SOLE   1,303,952 0 0
UNIT CORP COM 909218109 54,345 3,492,607 SH   SOLE   3,492,607 0 0
UNITED BANCORP INC OHIO COM 909911109 9 924 SH   SOLE   924 0 0
UNITED BANCSHARES INC OHIO COM 909458101 11 622 SH   SOLE   622 0 0
UNITED BANKSHARES INC WEST V COM 909907107 279,822 7,459,921 SH   SOLE   7,459,921 0 0
UNITED CMNTY BANCORP IND COM 90984R101 11 754 SH   SOLE   754 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 81,922 4,479,048 SH   SOLE   4,479,048 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 7,414 1,219,364 SH   SOLE   1,219,364 0 0
UNITED CONTL HLDGS INC COM 910047109 230,606 5,619,062 SH   SOLE   5,619,062 0 0
UNITED DEV FDG IV COM 910187103 10,219 758,636 SH   SOLE   758,636 0 0
UNITED FINL BANCORP INC NEW COM 910304104 16,887 1,301,025 SH   SOLE   1,301,025 0 0
UNITED FIRE GROUP INC COM 910340108 58,168 1,370,919 SH   SOLE   1,370,919 0 0
UNITED GUARDIAN INC COM 910571108 219 13,657 SH   SOLE   13,657 0 0
UNITED INS HLDGS CORP COM 910710102 19,552 1,193,678 SH   SOLE   1,193,678 0 0
UNITED NAT FOODS INC COM 911163103 115,118 2,459,783 SH   SOLE   2,459,783 0 0
UNITED ONLINE INC COM NEW 911268209 3,832 348,332 SH   SOLE   348,332 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,211,575 11,247,445 SH   SOLE   11,247,445 0 0
UNITED RENTALS INC COM 911363109 97,800 1,457,533 SH   SOLE   1,457,533 0 0
UNITED SEC BANCSHARES INC SHS 911459105 199 22,358 SH   SOLE   22,358 0 0
UNITED SECURITY BANCSHARES C COM 911460103 284 44,173 SH   SOLE   44,173 0 0
UNITED STATES ANTIMONY CORP COM 911549103 21 102,199 SH   SOLE   102,199 0 0
UNITED STATES CELLULAR CORP COM 911684108 34,942 889,779 SH   SOLE   889,779 0 0
UNITED STATES LIME & MINERAL COM 911922102 3,019 51,178 SH   SOLE   51,178 0 0
UNITED STATES STL CORP NEW COM 912909108 87,137 5,168,273 SH   SOLE   5,168,273 0 0
UNITED TECHNOLOGIES CORP COM 913017109 973,817 9,496,025 SH   SOLE   9,496,025 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 234,927 2,217,969 SH   SOLE   2,217,969 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,004,605 14,196,922 SH   SOLE   14,196,922 0 0
UNITIL CORP COM 913259107 15,599 365,565 SH   SOLE   365,565 0 0
UNITY BANCORP INC COM 913290102 62 4,865 SH   SOLE   4,865 0 0
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UNIVERSAL CORP VA COM 913456109 85,108 1,473,991 SH   SOLE   1,473,991 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 67,799 999,978 SH   SOLE   999,978 0 0
UNIVERSAL ELECTRS INC COM 913483103 66,447 919,300 SH   SOLE   919,300 0 0
UNIVERSAL FST PRODS INC COM 913543104 134,090 1,446,648 SH   SOLE   1,446,648 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 38,449 672,415 SH   SOLE   672,415 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 216,715 1,616,070 SH   SOLE   1,616,070 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 38,809 2,088,768 SH   SOLE   2,088,768 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,794 216,566 SH   SOLE   216,566 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 2 565 SH   SOLE   565 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 216 19,789 SH   SOLE   19,789 0 0
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UNIVEST CORP PA COM 915271100 10,253 487,783 SH   SOLE   487,783 0 0
UNUM GROUP COM 91529Y106 117,262 3,688,637 SH   SOLE   3,688,637 0 0
UPLAND SOFTWARE INC COM 91544A109 120 15,704 SH   SOLE   15,704 0 0
UQM TECHNOLOGIES INC COM 903213106 5 7,825 SH   SOLE   7,825 0 0
URANIUM ENERGY CORP COM 916896103 16 18,697 SH   SOLE   18,697 0 0
URANIUM RES INC COM 916901705 1 520 SH   SOLE   520 0 0
URBAN EDGE PPTYS COM 91704F104 150,416 5,037,361 SH   SOLE   5,037,361 0 0
URBAN OUTFITTERS INC COM 917047102 36,971 1,344,396 SH   SOLE   1,344,396 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 38,142 1,539,214 SH   SOLE   1,539,214 0 0
US BANCORP DEL COM NEW 902973304 836,637 20,744,771 SH   SOLE   20,744,771 0 0
US ECOLOGY INC COM 91732J102 62,961 1,370,205 SH   SOLE   1,370,205 0 0
US FOODS HLDG CORP COM 912008109 9,305 383,871 SH   SOLE   383,871 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 4,003 937,399 SH   SOLE   937,399 0 0
USA TRUCK INC COM 902925106 4,043 230,887 SH   SOLE   230,887 0 0
USANA HEALTH SCIENCES INC COM 90328M107 14,279 128,141 SH   SOLE   128,141 0 0
USMD HLDGS INC COM 903313104 1,034 55,181 SH   SOLE   55,181 0 0
UTAH MED PRODS INC COM 917488108 5,618 89,169 SH   SOLE   89,169 0 0
V F CORP COM 918204108 265,320 4,314,847 SH   SOLE   4,314,847 0 0
VAALCO ENERGY INC COM NEW 91851C201 165 155,522 SH   SOLE   155,522 0 0
VAIL RESORTS INC COM 91879Q109 47,371 342,695 SH   SOLE   342,695 0 0
VALE S A ADR 91912E105 17,486 3,455,798 SH   SOLE   3,455,798 0 0
VALE S A ADR REPSTG PFD 91912E204 18,607 4,640,119 SH   SOLE   4,640,119 0 0
VALERO ENERGY CORP NEW COM 91913Y100 387,805 7,604,021 SH   SOLE   7,604,021 0 0
VALHI INC NEW COM 918905100 926 589,739 SH   SOLE   589,739 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 37,002 761,512 SH   SOLE   761,512 0 0
VALLEY NATL BANCORP COM 919794107 144,622 15,857,657 SH   SOLE   15,857,657 0 0
VALMONT INDS INC COM 920253101 105,199 777,695 SH   SOLE   777,695 0 0
VALSPAR CORP COM 920355104 291,172 2,695,292 SH   SOLE   2,695,292 0 0
VALUE LINE INC COM 920437100 498 30,451 SH   SOLE   30,451 0 0
VANDA PHARMACEUTICALS INC COM 921659108 16,975 1,517,007 SH   SOLE   1,517,007 0 0
VANTIV INC CL A 92210H105 103,427 1,827,338 SH   SOLE   1,827,338 0 0
VARIAN MED SYS INC COM 92220P105 261,765 3,183,332 SH   SOLE   3,183,332 0 0
VARONIS SYS INC COM 922280102 6,679 278,078 SH   SOLE   278,078 0 0
VASCO DATA SEC INTL INC COM 92230Y104 31,486 1,921,066 SH   SOLE   1,921,066 0 0
VASCULAR SOLUTIONS INC COM 92231M109 51,389 1,233,534 SH   SOLE   1,233,534 0 0
VBI VACCINES INC COM NEW 91822J103 177 44,789 SH   SOLE   44,789 0 0
VCA INC COM 918194101 194,823 2,881,577 SH   SOLE   2,881,577 0 0
VECTOR GROUP LTD COM 92240M108 47,424 2,115,257 SH   SOLE   2,115,257 0 0
VECTREN CORP COM 92240G101 161,248 3,061,476 SH   SOLE   3,061,476 0 0
VECTRUS INC COM 92242T101 8,040 282,195 SH   SOLE   282,195 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 5,154 654,842 SH   SOLE   654,842 0 0
VEECO INSTRS INC DEL COM 922417100 43,014 2,597,441 SH   SOLE   2,597,441 0 0
VEEVA SYS INC CL A COM 922475108 29,801 873,419 SH   SOLE   873,419 0 0
VENAXIS INC COM NEW 92262A206 5 1,384 SH   SOLE   1,384 0 0
VENTAS INC COM 92276F100 862,824 11,848,718 SH   SOLE   11,848,718 0 0
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VERACYTE INC COM 92337F107 1,820 361,743 SH   SOLE   361,743 0 0
VERASTEM INC COM 92337C104 124 95,387 SH   SOLE   95,387 0 0
VEREIT INC COM 92339V100 135,359 13,348,991 SH   SOLE   13,348,991 0 0
VERICEL CORP COM 92346J108 153 67,879 SH   SOLE   67,879 0 0
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VERINT SYS INC COM 92343X100 58,695 1,771,665 SH   SOLE   1,771,665 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 68 75,000 PRN   SOLE   75,000 0 0
VERISIGN INC COM 92343E102 142,400 1,647,000 SH   SOLE   1,647,000 0 0
VERISK ANALYTICS INC COM 92345Y106 206,749 2,549,933 SH   SOLE   2,549,933 0 0
VERITEX HLDGS INC COM 923451108 3,520 219,733 SH   SOLE   219,733 0 0
VERITIV CORP COM 923454102 20,028 532,956 SH   SOLE   532,956 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,399,354 60,876,683 SH   SOLE   60,876,683 0 0
VERMILION ENERGY INC COM 923725105 9 298 SH   SOLE   298 0 0
VERMILLION INC COM NEW 92407M206 66 59,704 SH   SOLE   59,704 0 0
VERSAR INC COM 925297103 16 14,373 SH   SOLE   14,373 0 0
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VERTEX ENERGY INC COM 92534K107 68 50,779 SH   SOLE   50,779 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 518,522 6,027,926 SH   SOLE   6,027,926 0 0
VIACOM INC NEW CL A 92553P102 4,424 95,299 SH   SOLE   95,299 0 0
VIACOM INC NEW CL B 92553P201 222,369 5,362,157 SH   SOLE   5,362,157 0 0
VIAD CORP COM NEW 92552R406 42,198 1,361,241 SH   SOLE   1,361,241 0 0
VIASAT INC COM 92552V100 163,876 2,295,177 SH   SOLE   2,295,177 0 0
VIAVI SOLUTIONS INC COM 925550105 104,051 15,693,979 SH   SOLE   15,693,979 0 0
VICAL INC COM NEW 925602203 106 23,459 SH   SOLE   23,459 0 0
VICON INDS INC COM 925811101 1 1,044 SH   SOLE   1,044 0 0
VICOR CORP COM 925815102 11,004 1,092,792 SH   SOLE   1,092,792 0 0
VIEWRAY INC COM 92672L107 718 175,472 SH   SOLE   175,472 0 0
VIKING THERAPEUTICS INC COM 92686J106 1 646 SH   SOLE   646 0 0
VILLAGE BK & TR FINANCIAL CO COM NEW 92705T200 3 113 SH   SOLE   113 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 5,460 188,995 SH   SOLE   188,995 0 0
VINCE HLDG CORP COM 92719W108 3,051 556,811 SH   SOLE   556,811 0 0
VIOLIN MEMORY INC COM 92763A101 16 17,281 SH   SOLE   17,281 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 54,124 4,845,438 SH   SOLE   4,845,438 0 0
VIRCO MFG CO COM 927651109 6 1,471 SH   SOLE   1,471 0 0
VIRGIN AMER INC COM VTG 92765X208 26,549 472,313 SH   SOLE   472,313 0 0
VIRNETX HLDG CORP COM 92823T108 5,042 1,260,616 SH   SOLE   1,260,616 0 0
VIRTU FINL INC CL A 928254101 10,692 593,995 SH   SOLE   593,995 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 27,664 388,650 SH   SOLE   388,650 0 0
VIRTUSA CORP COM 92827P102 49,969 1,730,215 SH   SOLE   1,730,215 0 0
VISA INC COM CL A 92826C839 1,962,536 26,459,968 SH   SOLE   26,459,968 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 83,756 6,759,999 SH   SOLE   6,759,999 0 0
VISHAY PRECISION GROUP INC COM 92835K103 4,267 317,954 SH   SOLE   317,954 0 0
VISTA OUTDOOR INC COM 928377100 104,001 2,178,936 SH   SOLE   2,178,936 0 0
VISTEON CORP COM NEW 92839U206 21,710 329,893 SH   SOLE   329,893 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 11,333 1,050,353 SH   SOLE   1,050,353 0 0
VITAL THERAPIES INC COM 92847R104 6,288 1,014,160 SH   SOLE   1,014,160 0 0
VITAMIN SHOPPE INC COM 92849E101 48,144 1,574,882 SH   SOLE   1,574,882 0 0
VIVINT SOLAR INC COM 92854Q106 1,808 588,810 SH   SOLE   588,810 0 0
VIVUS INC COM 928551100 295 263,376 SH   SOLE   263,376 0 0
VMWARE INC CL A COM 928563402 50,516 882,836 SH   SOLE   882,836 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 8,329 648,207 SH   SOLE   648,207 0 0
VOLITIONRX LTD COM 928661107 7 2,349 SH   SOLE   2,349 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 175 29,616 SH   SOLE   29,616 0 0
VOLTARI CORP COM NEW 92870X309 44 12,157 SH   SOLE   12,157 0 0
VONAGE HLDGS CORP COM 92886T201 62,944 10,318,642 SH   SOLE   10,318,642 0 0
VORNADO RLTY TR SH BEN INT 929042109 530,853 5,302,169 SH   SOLE   5,302,169 0 0
VOXX INTL CORP CL A 91829F104 2,496 894,638 SH   SOLE   894,638 0 0
VOYA FINL INC COM 929089100 50,754 2,049,843 SH   SOLE   2,049,843 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 3,330 302,971 SH   SOLE   302,971 0 0
VSE CORP COM 918284100 7,381 110,499 SH   SOLE   110,499 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 1,597 78,690 SH   SOLE   78,690 0 0
VTV THERAPEUTICS INC CL A 918385105 1,173 202,202 SH   SOLE   202,202 0 0
VULCAN MATLS CO COM 929160109 269,361 2,237,959 SH   SOLE   2,237,959 0 0
VUZIX CORP COM NEW 92921W300 237 31,372 SH   SOLE   31,372 0 0
VWR CORP COM 91843L103 22,296 771,499 SH   SOLE   771,499 0 0
W & T OFFSHORE INC COM 92922P106 2,180 939,677 SH   SOLE   939,677 0 0
W P CAREY INC COM 92936U109 104,177 1,500,673 SH   SOLE   1,500,673 0 0
WABASH NATL CORP COM 929566107 19,430 1,529,940 SH   SOLE   1,529,940 0 0
WABCO HLDGS INC COM 92927K102 48,817 533,115 SH   SOLE   533,115 0 0
WABTEC CORP COM 929740108 220,245 3,136,052 SH   SOLE   3,136,052 0 0
WADDELL & REED FINL INC CL A 930059100 155,303 9,018,786 SH   SOLE   9,018,786 0 0
WAFERGEN BIO-SYSTEMS INC COM PAR$ 93041P308 4 4,485 SH   SOLE   4,485 0 0
WAGEWORKS INC COM 930427109 139,900 2,339,068 SH   SOLE   2,339,068 0 0
WAL-MART STORES INC COM 931142103 1,409,962 19,309,257 SH   SOLE   19,309,257 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 834,805 10,025,282 SH   SOLE   10,025,282 0 0
WALKER & DUNLOP INC COM 93148P102 40,547 1,779,927 SH   SOLE   1,779,927 0 0
WALTER INVT MGMT CORP COM 93317W102 1,352 489,882 SH   SOLE   489,882 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 19 50,000 PRN   SOLE   50,000 0 0
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WASHINGTONFIRST BANKSHARES I COM 940730104 4,742 219,428 SH   SOLE   219,428 0 0
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WATERS CORP COM 941848103 270,620 1,924,066 SH   SOLE   1,924,066 0 0
WATERSTONE FINL INC MD COM 94188P101 10,208 665,888 SH   SOLE   665,888 0 0
WATSCO INC COM 942622200 147,781 1,050,405 SH   SOLE   1,050,405 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 104,659 1,796,421 SH   SOLE   1,796,421 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 3,988 192,764 SH   SOLE   192,764 0 0
WAYFAIR INC CL A 94419L101 29,671 760,793 SH   SOLE   760,793 0 0
WAYNE SVGS BANCSHARES INC NE COM 94624Q101 8 625 SH   SOLE   625 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 14 773 SH   SOLE   773 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 9,416 557,136 SH   SOLE   557,136 0 0
WD-40 CO COM 929236107 100,991 859,867 SH   SOLE   859,867 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 61,808 11,136,599 SH   SOLE   11,136,599 0 0
WEB COM GROUP INC COM 94733A104 18,527 1,019,069 SH   SOLE   1,019,069 0 0
WEBMD HEALTH CORP COM 94770V102 111,310 1,915,508 SH   SOLE   1,915,508 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 82 75,000 PRN   SOLE   75,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 63 50,000 PRN   SOLE   50,000 0 0
WEBSTER FINL CORP CONN COM 947890109 159,197 4,689,149 SH   SOLE   4,689,149 0 0
WEC ENERGY GROUP INC COM 92939U106 663,734 10,164,382 SH   SOLE   10,164,382 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 7,644 657,257 SH   SOLE   657,257 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 235,526 5,769,873 SH   SOLE   5,769,873 0 0
WEIS MKTS INC COM 948849104 11,559 228,665 SH   SOLE   228,665 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 180,023 1,678,069 SH   SOLE   1,678,069 0 0
WELLESLEY BANCORP INC COM 949485106 5 267 SH   SOLE   267 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 182 100,000 PRN   SOLE   100,000 0 0
WELLS FARGO & CO NEW COM 949746101 2,518,713 53,215,984 SH   SOLE   53,215,984 0 0
WELLTOWER INC COM 95040Q104 922,740 12,114,221 SH   SOLE   12,114,221 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 94,388 1,392,160 SH   SOLE   1,392,160 0 0
WENDYS CO COM 95058W100 72,946 7,582,707 SH   SOLE   7,582,707 0 0
WERNER ENTERPRISES INC COM 950755108 50,668 2,205,821 SH   SOLE   2,205,821 0 0
WESBANCO INC COM 950810101 28,447 916,169 SH   SOLE   916,169 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 28,094 2,093,447 SH   SOLE   2,093,447 0 0
WESCO INTL INC COM 95082P105 21,488 417,326 SH   SOLE   417,326 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 89 50,000 PRN   SOLE   50,000 0 0
WEST BANCORPORATION INC CAP STK 95123P106 7,632 410,539 SH   SOLE   410,539 0 0
WEST CORP COM 952355204 20,897 1,062,924 SH   SOLE   1,062,924 0 0
WEST MARINE INC COM 954235107 3,993 475,900 SH   SOLE   475,900 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 196,548 2,590,242 SH   SOLE   2,590,242 0 0
WESTAMERICA BANCORPORATION COM 957090103 80,425 1,632,658 SH   SOLE   1,632,658 0 0
WESTAR ENERGY INC COM 95709T100 297,196 5,298,549 SH   SOLE   5,298,549 0 0
WESTBURY BANCORP INC COM 95727P106 336 17,246 SH   SOLE   17,246 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 86 123,147 SH   SOLE   123,147 0 0
WESTERN ALLIANCE BANCORP COM 957638109 32,369 991,384 SH   SOLE   991,384 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 19,052 2,028,972 SH   SOLE   2,028,972 0 0
WESTERN DIGITAL CORP COM 958102105 218,612 4,625,720 SH   SOLE   4,625,720 0 0
WESTERN REFNG INC COM 959319104 79,708 3,863,714 SH   SOLE   3,863,714 0 0
WESTERN UN CO COM 959802109 171,738 8,954,009 SH   SOLE   8,954,009 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 3,281 426,054 SH   SOLE   426,054 0 0
WESTLAKE CHEM CORP COM 960413102 16,254 378,709 SH   SOLE   378,709 0 0
WESTMORELAND COAL CO COM 960878106 4,523 475,106 SH   SOLE   475,106 0 0
WESTROCK CO COM 96145D105 305,990 7,872,136 SH   SOLE   7,872,136 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 10,736 207,251 SH   SOLE   207,251 0 0
WEX INC COM 96208T104 121,071 1,365,411 SH   SOLE   1,365,411 0 0
WEYCO GROUP INC COM 962149100 4,750 170,997 SH   SOLE   170,997 0 0
WEYERHAEUSER CO COM 962166104 474,673 15,944,691 SH   SOLE   15,944,691 0 0
WGL HLDGS INC COM 92924F106 184,797 2,610,490 SH   SOLE   2,610,490 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 211 136,957 SH   SOLE   136,957 0 0
WHIRLPOOL CORP COM 963320106 200,835 1,205,201 SH   SOLE   1,205,201 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 38,930 46,235 SH   SOLE   46,235 0 0
WHITESTONE REIT COM 966084204 10,281 681,767 SH   SOLE   681,767 0 0
WHITEWAVE FOODS CO COM 966244105 296,061 6,307,215 SH   SOLE   6,307,215 0 0
WHITING PETE CORP NEW COM 966387102 22,956 2,479,007 SH   SOLE   2,479,007 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 198 250,000 PRN   SOLE   250,000 0 0
WHOLE FOODS MKT INC COM 966837106 171,158 5,345,333 SH   SOLE   5,345,333 0 0
WIDEPOINT CORP COM 967590100 35 60,139 SH   SOLE   60,139 0 0
WILEY JOHN & SONS INC CL A 968223206 86,046 1,649,032 SH   SOLE   1,649,032 0 0
WILHELMINA INTL INC COM NEW 968235200 2 303 SH   SOLE   303 0 0
WILLAMETTE VY VINEYARD INC COM 969136100 6 737 SH   SOLE   737 0 0
WILLBROS GROUP INC DEL COM 969203108 2,828 1,117,875 SH   SOLE   1,117,875 0 0
WILLDAN GROUP INC COM 96924N100 193 18,169 SH   SOLE   18,169 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 4,230 154,053 SH   SOLE   154,053 0 0
WILLIAMS COS INC DEL COM 969457100 269,728 12,470,077 SH   SOLE   12,470,077 0 0
WILLIAMS SONOMA INC COM 969904101 153,428 2,943,173 SH   SOLE   2,943,173 0 0
WILLIS LEASE FINANCE CORP COM 970646105 2,464 110,831 SH   SOLE   110,831 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 122,818 987,998 SH   SOLE   987,998 0 0
WILSHIRE BANCORP INC COM 97186T108 47,143 4,524,278 SH   SOLE   4,524,278 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 51,258 5,529,408 SH   SOLE   5,529,408 0 0
WINDTREE THERAPEUTICS INC COM 97382D105 4 1,914 SH   SOLE   1,914 0 0
WINGSTOP INC COM 974155103 10,138 372,021 SH   SOLE   372,021 0 0
WINMARK CORP COM 974250102 5,956 59,762 SH   SOLE   59,762 0 0
WINNEBAGO INDS INC COM 974637100 40,824 1,781,173 SH   SOLE   1,781,173 0 0
WINS FIN HLDGS INC ORD SHS G97223104 579 37,337 SH   SOLE   37,337 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 59 6,674 SH   SOLE   6,674 0 0
WINTRUST FINL CORP COM 97650W108 171,647 3,365,629 SH   SOLE   3,365,629 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 26,722 2,161,966 SH   SOLE   2,161,966 0 0
WIRELESS TELECOM GROUP INC COM 976524108 4 3,201 SH   SOLE   3,201 0 0
WISDOMTREE INVTS INC COM 97717P104 56,688 5,790,448 SH   SOLE   5,790,448 0 0
WIX COM LTD SHS M98068105 3,787 124,793 SH   SOLE   124,793 0 0
WMIH CORP COM 92936P100 11,671 5,257,200 SH   SOLE   5,257,200 0 0
WOLVERINE BANCORP INC COM 977880103 7 283 SH   SOLE   283 0 0
WOLVERINE WORLD WIDE INC COM 978097103 131,763 6,484,419 SH   SOLE   6,484,419 0 0
WOODWARD INC COM 980745103 155,475 2,697,352 SH   SOLE   2,697,352 0 0
WORKDAY INC CL A 98138H101 102,705 1,375,451 SH   SOLE   1,375,451 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 111 100,000 PRN   SOLE   100,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 2,059 300,515 SH   SOLE   300,515 0 0
WORKIVA INC COM CL A 98139A105 7,816 572,164 SH   SOLE   572,164 0 0
WORLD ACCEP CORP DEL COM 981419104 22,967 503,665 SH   SOLE   503,665 0 0
WORLD FUEL SVCS CORP COM 981475106 123,773 2,606,293 SH   SOLE   2,606,293 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 40,541 2,202,141 SH   SOLE   2,202,141 0 0
WORTHINGTON INDS INC COM 981811102 96,353 2,277,860 SH   SOLE   2,277,860 0 0
WP GLIMCHER IN COM 92939N102 113,827 10,172,166 SH   SOLE   10,172,166 0 0
WPX ENERGY INC COM 98212B103 95,402 10,247,221 SH   SOLE   10,247,221 0 0
WPX ENERGY INC PFD SER A CV 98212B202 32,401 701,783 SH   SOLE   701,783 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 91 100,000 PRN   SOLE   100,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 50,804 2,924,836 SH   SOLE   2,924,836 0 0
WSFS FINL CORP COM 929328102 21,797 677,142 SH   SOLE   677,142 0 0
WSI INDS INC COM 92932Q102 3 892 SH   SOLE   892 0 0
WVS FINL CORP COM 929358109 2 222 SH   SOLE   222 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 124,317 1,745,296 SH   SOLE   1,745,296 0 0
WYNN RESORTS LTD COM 983134107 113,012 1,246,821 SH   SOLE   1,246,821 0 0
XACTLY CORP COM 98386L101 7,572 591,124 SH   SOLE   591,124 0 0
XBIOTECH INC COM 98400H102 18,231 871,482 SH   SOLE   871,482 0 0
XCEL BRANDS INC COM NEW 98400M101 2 315 SH   SOLE   315 0 0
XCEL ENERGY INC COM 98389B100 721,922 16,121,533 SH   SOLE   16,121,533 0 0
XCERRA CORP COM 98400J108 7,922 1,377,670 SH   SOLE   1,377,670 0 0
XENCOR INC COM 98401F105 25,872 1,362,421 SH   SOLE   1,362,421 0 0
XENIA HOTELS & RESORTS INC COM 984017103 51,604 3,075,320 SH   SOLE   3,075,320 0 0
XENITH BANKSHARES INC COM 98410X105 163 20,530 SH   SOLE   20,530 0 0
XENOPORT INC COM 98411C100 16,488 2,342,051 SH   SOLE   2,342,051 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 192 30,087 SH   SOLE   30,087 0 0
XEROX CORP COM 984121103 150,383 15,846,516 SH   SOLE   15,846,516 0 0
XG TECHNOLOGY INC COM NEW 98372A606 1 1,344 SH   SOLE   1,344 0 0
XILINX INC COM 983919101 213,369 4,625,390 SH   SOLE   4,625,390 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 161 100,000 PRN   SOLE   100,000 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 22 4,419 SH   SOLE   4,419 0 0
XL GROUP PLC SHS G98290102 150,355 4,513,797 SH   SOLE   4,513,797 0 0
XO GROUP INC COM 983772104 28,203 1,618,066 SH   SOLE   1,618,066 0 0
XOMA CORP DEL COM 98419J107 11 19,642 SH   SOLE   19,642 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 58 24,078 SH   SOLE   24,078 0 0
XPO LOGISTICS INC COM 983793100 61,855 2,355,474 SH   SOLE   2,355,474 0 0
XTANT MED HLDGS INC COM 98420P100 2 1,080 SH   SOLE   1,080 0 0
XTERA COMMUNICATIONS INC COM 98415E300 15 16,202 SH   SOLE   16,202 0 0
XUNLEI LTD SPONSORED ADR 98419E108 17 3,249 SH   SOLE   3,249 0 0
XURA INC COM 98420V107 15,118 618,820 SH   SOLE   618,820 0 0
XYLEM INC COM 98419M100 131,885 2,953,751 SH   SOLE   2,953,751 0 0
YADKIN FINL CORP COM 984305102 29,908 1,192,040 SH   SOLE   1,192,040 0 0
YAHOO INC COM 984332106 378,518 10,077,686 SH   SOLE   10,077,686 0 0
YAHOO INC NOTE 12/0 984332AF3 273 275,000 PRN   SOLE   275,000 0 0
YAMANA GOLD INC COM 98462Y100 3,938 757,374 SH   SOLE   757,374 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 93 100,000 PRN   SOLE   100,000 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 3 449 SH   SOLE   449 0 0
YELP INC CL A 985817105 19,505 642,442 SH   SOLE   642,442 0 0
YORK WTR CO COM 987184108 10,864 339,085 SH   SOLE   339,085 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 58 35,609 SH   SOLE   35,609 0 0
YOUR CMNTY BANKSHARES INC COM 98779U106 4,933 132,741 SH   SOLE   132,741 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 15,246 794,038 SH   SOLE   794,038 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 7,437 845,078 SH   SOLE   845,078 0 0
YUM BRANDS INC COM 988498101 370,858 4,472,485 SH   SOLE   4,472,485 0 0
YUMA ENERGY INC COM 98872E108 2 5,144 SH   SOLE   5,144 0 0
YUME INC COM 98872B104 213 57,839 SH   SOLE   57,839 0 0
YY INC ADS REPCOM CLA 98426T106 20,008 590,718 SH   SOLE   590,718 0 0
ZAFGEN INC COM 98885E103 5,568 929,566 SH   SOLE   929,566 0 0
ZAGG INC COM 98884U108 3,723 709,156 SH   SOLE   709,156 0 0
ZAIS FINL CORP COM 98886K108 2,093 152,646 SH   SOLE   152,646 0 0
ZAIS GROUP HLDGS INC COM 98887G106 2 798 SH   SOLE   798 0 0
ZAYO GROUP HLDGS INC COM 98919V105 39,396 1,410,525 SH   SOLE   1,410,525 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 94,235 1,880,948 SH   SOLE   1,880,948 0 0
ZEDGE INC CL B 98923T104 56 12,170 SH   SOLE   12,170 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 62,804 2,297,982 SH   SOLE   2,297,982 0 0
ZENDESK INC COM 98936J101 54,279 2,057,597 SH   SOLE   2,057,597 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 19 1,305 SH   SOLE   1,305 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 79 66,642 SH   SOLE   66,642 0 0
ZILLOW GROUP INC CL A 98954M101 18,056 492,668 SH   SOLE   492,668 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 38,687 1,066,352 SH   SOLE   1,066,352 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 473,438 3,932,863 SH   SOLE   3,932,863 0 0
ZION OIL & GAS INC COM 989696109 160 115,148 SH   SOLE   115,148 0 0
ZIONS BANCORPORATION COM 989701107 83,140 3,308,409 SH   SOLE   3,308,409 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 15,847 2,886,566 SH   SOLE   2,886,566 0 0
ZIX CORP COM 98974P100 5,180 1,381,243 SH   SOLE   1,381,243 0 0
ZOES KITCHEN INC COM 98979J109 17,913 493,867 SH   SOLE   493,867 0 0
ZOETIS INC CL A 98978V103 384,428 8,100,039 SH   SOLE   8,100,039 0 0
ZOGENIX INC COM NEW 98978L204 7,706 957,272 SH   SOLE   957,272 0 0
ZOSANO PHARMA CORP COM 98979H103 2 1,630 SH   SOLE   1,630 0 0
ZUMIEZ INC COM 989817101 17,857 1,247,871 SH   SOLE   1,247,871 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 116 16,878 SH   SOLE   16,878 0 0
ZYNGA INC CL A 98986T108 19,940 8,007,893 SH   SOLE   8,007,893 0 0