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 6,417 705,155 SH   SOLE   705,155 0 0
1347 PPTY INS HLDGS INC COM 68244P107 5 745 SH   SOLE   745 0 0
1ST SOURCE CORP COM 336901103 11,405 370,285 SH   SOLE   370,285 0 0
22ND CENTY GROUP INC COM 90137F103 106 125,926 SH   SOLE   125,926 0 0
2U INC COM 90214J101 20,264 564,464 SH   SOLE   564,464 0 0
3-D SYS CORP DEL COM NEW 88554D205 41,715 3,611,655 SH   SOLE   3,611,655 0 0
3M CO COM 88579Y101 1,057,274 7,457,669 SH   SOLE   7,457,669 0 0
6D GLOBAL TECHNOLOGIES INC COM 83002F100 1,471 507,404 SH   SOLE   507,404 0 0
8X8 INC NEW COM 282914100 57,866 6,997,109 SH   SOLE   6,997,109 0 0
A H BELO CORP COM CL A 001282102 255 51,813 SH   SOLE   51,813 0 0
A10 NETWORKS INC COM 002121101 5,306 885,739 SH   SOLE   885,739 0 0
AAC HLDGS INC COM 000307108 4,597 206,626 SH   SOLE   206,626 0 0
AAON INC COM PAR $0.004 000360206 47,161 2,433,464 SH   SOLE   2,433,464 0 0
AAR CORP COM 000361105 41,747 2,200,671 SH   SOLE   2,200,671 0 0
AARONS INC COM PAR $0.50 002535300 77,608 2,149,205 SH   SOLE   2,149,205 0 0
ABAXIS INC COM 002567105 57,671 1,311,000 SH   SOLE   1,311,000 0 0
ABBOTT LABS COM 002824100 822,484 20,449,622 SH   SOLE   20,449,622 0 0
ABBVIE INC COM 00287Y109 1,070,436 19,673,521 SH   SOLE   19,673,521 0 0
ABENGOA YIELD PLC ORD SHS G00349103 18,286 1,104,886 SH   SOLE   1,104,886 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 1,099 271,372 SH   SOLE   271,372 0 0
ABERCROMBIE & FITCH CO CL A 002896207 67,888 3,203,775 SH   SOLE   3,203,775 0 0
ABIOMED INC COM 003654100 231,496 2,495,643 SH   SOLE   2,495,643 0 0
ABM INDS INC COM 000957100 89,619 3,281,550 SH   SOLE   3,281,550 0 0
ABRAXAS PETE CORP COM 003830106 3,033 2,369,821 SH   SOLE   2,369,821 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 11,538 1,270,676 SH   SOLE   1,270,676 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 43,800 660,940 SH   SOLE   660,940 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 112,128 3,390,611 SH   SOLE   3,390,611 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 121,011 4,024,325 SH   SOLE   4,024,325 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,304 513,220 SH   SOLE   513,220 0 0
ACCELERON PHARMA INC COM 00434H108 24,436 981,351 SH   SOLE   981,351 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 795,892 8,099,854 SH   SOLE   8,099,854 0 0
ACCESS NATL CORP COM 004337101 3,783 185,703 SH   SOLE   185,703 0 0
ACCO BRANDS CORP COM 00081T108 17,555 2,482,967 SH   SOLE   2,482,967 0 0
ACCURAY INC COM 004397105 11,467 2,295,629 SH   SOLE   2,295,629 0 0
ACCURIDE CORP NEW COM NEW 00439T206 2,830 1,021,554 SH   SOLE   1,021,554 0 0
ACE LTD SHS H0023R105 379,595 3,671,135 SH   SOLE   3,671,135 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,137 700,736 SH   SOLE   700,736 0 0
ACETO CORP COM 004446100 49,185 1,791,801 SH   SOLE   1,791,801 0 0
ACHAOGEN INC COM 004449104 262 45,555 SH   SOLE   45,555 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 32,639 4,723,459 SH   SOLE   4,723,459 0 0
ACI WORLDWIDE INC COM 004498101 125,717 5,952,496 SH   SOLE   5,952,496 0 0
ACORDA THERAPEUTICS INC COM 00484M106 83,662 3,155,864 SH   SOLE   3,155,864 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 68 75,000 PRN   SOLE   75,000 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 140 79,303 SH   SOLE   79,303 0 0
ACTIVE POWER INC COM NEW 00504W308 122 74,601 SH   SOLE   74,601 0 0
ACTIVISION BLIZZARD INC COM 00507V109 265,308 8,588,786 SH   SOLE   8,588,786 0 0
ACTUA CORP COM 005094107 11,886 1,010,682 SH   SOLE   1,010,682 0 0
ACTUANT CORP CL A NEW 00508X203 64,352 3,499,313 SH   SOLE   3,499,313 0 0
ACUITY BRANDS INC COM 00508Y102 250,352 1,425,857 SH   SOLE   1,425,857 0 0
ACXIOM CORP COM 005125109 71,239 3,605,195 SH   SOLE   3,605,195 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,328 258,561 SH   SOLE   258,561 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 163 41,993 SH   SOLE   41,993 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,280 55,610 SH   SOLE   55,610 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 170 50,601 SH   SOLE   50,601 0 0
ADDUS HOMECARE CORP COM 006739106 5,058 162,380 SH   SOLE   162,380 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 453 34,960 SH   SOLE   34,960 0 0
ADEPTUS HEALTH INC CL A 006855100 16,147 199,934 SH   SOLE   199,934 0 0
ADOBE SYS INC COM 00724F101 571,233 6,947,622 SH   SOLE   6,947,622 0 0
ADTRAN INC COM 00738A106 43,796 2,999,733 SH   SOLE   2,999,733 0 0
ADURO BIOTECH INC COM 00739L101 3,803 196,326 SH   SOLE   196,326 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 206,171 1,087,800 SH   SOLE   1,087,800 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 23,152 800,267 SH   SOLE   800,267 0 0
ADVANCED ENERGY INDS COM 007973100 62,774 2,386,833 SH   SOLE   2,386,833 0 0
ADVANCED MICRO DEVICES INC COM 007903107 54,263 31,548,426 SH   SOLE   31,548,426 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 10 1,918 SH   SOLE   1,918 0 0
ADVAXIS INC COM NEW 007624208 8,185 800,051 SH   SOLE   800,051 0 0
ADVISORY BRD CO COM 00762W107 46,522 1,021,573 SH   SOLE   1,021,573 0 0
AECOM COM 00766T100 132,925 4,831,886 SH   SOLE   4,831,886 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2 357 SH   SOLE   357 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 20,544 1,510,603 SH   SOLE   1,510,603 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 56 75,000 PRN   SOLE   75,000 0 0
AEGION CORP COM 00770F104 34,557 2,096,924 SH   SOLE   2,096,924 0 0
AEMETIS INC COM NEW 00770K202 79 28,659 SH   SOLE   28,659 0 0
AEP INDS INC COM 001031103 5,989 104,469 SH   SOLE   104,469 0 0
AERCAP HOLDINGS NV SHS N00985106 2,993 78,266 SH   SOLE   78,266 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 16,075 906,167 SH   SOLE   906,167 0 0
AEROHIVE NETWORKS INC COM 007786106 3,600 601,938 SH   SOLE   601,938 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 64,542 3,989,013 SH   SOLE   3,989,013 0 0
AEROPOSTALE COM 007865108 113 182,207 SH   SOLE   182,207 0 0
AEROVIRONMENT INC COM 008073108 28,450 1,419,661 SH   SOLE   1,419,661 0 0
AES CORP COM 00130H105 106,965 10,925,943 SH   SOLE   10,925,943 0 0
AETNA INC NEW COM 00817Y108 506,190 4,626,538 SH   SOLE   4,626,538 0 0
AFFILIATED MANAGERS GROUP COM 008252108 139,418 815,360 SH   SOLE   815,360 0 0
AFFIMED N V COM N01045108 2,458 398,331 SH   SOLE   398,331 0 0
AFFYMETRIX INC COM 00826T108 51,149 5,989,336 SH   SOLE   5,989,336 0 0
AFLAC INC COM 001055102 265,295 4,563,822 SH   SOLE   4,563,822 0 0
AG MTG INVT TR INC COM 001228105 18,885 1,240,801 SH   SOLE   1,240,801 0 0
AGCO CORP COM 001084102 114,306 2,451,338 SH   SOLE   2,451,338 0 0
AGENUS INC COM NEW 00847G705 9,161 1,991,450 SH   SOLE   1,991,450 0 0
AGILE THERAPEUTICS INC COM 00847L100 1,843 273,435 SH   SOLE   273,435 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 173,140 5,043,388 SH   SOLE   5,043,388 0 0
AGILYSYS INC COM 00847J105 10,229 919,894 SH   SOLE   919,894 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 54,127 766,783 SH   SOLE   766,783 0 0
AGL RES INC COM 001204106 315,763 5,173,052 SH   SOLE   5,173,052 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,209 284,722 SH   SOLE   284,722 0 0
AGREE REALTY CORP COM 008492100 31,540 1,056,630 SH   SOLE   1,056,630 0 0
AGRIUM INC COM 008916108 294 3,288 SH   SOLE   3,288 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 6,728 265,713 SH   SOLE   265,713 0 0
AIR LEASE CORP CL A 00912X302 26,098 844,034 SH   SOLE   844,034 0 0
AIR METHODS CORP COM PAR $.06 009128307 81,295 2,384,705 SH   SOLE   2,384,705 0 0
AIR PRODS & CHEMS INC COM 009158106 284,479 2,229,808 SH   SOLE   2,229,808 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 11,182 1,307,817 SH   SOLE   1,307,817 0 0
AIRCASTLE LTD COM G0129K104 30,054 1,458,201 SH   SOLE   1,458,201 0 0
AIRGAS INC COM 009363102 89,671 1,003,813 SH   SOLE   1,003,813 0 0
AK STL HLDG CORP COM 001547108 24,862 10,316,247 SH   SOLE   10,316,247 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 188,400 2,728,056 SH   SOLE   2,728,056 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 131 125,000 PRN   SOLE   125,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 9,864 1,021,144 SH   SOLE   1,021,144 0 0
AKORN INC COM 009728106 135,500 4,753,559 SH   SOLE   4,753,559 0 0
ALAMO GROUP INC COM 011311107 11,253 240,716 SH   SOLE   240,716 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 57 15,410 SH   SOLE   15,410 0 0
ALARM COM HLDGS INC COM 011642105 2,228 191,087 SH   SOLE   191,087 0 0
ALASKA AIR GROUP INC COM 011659109 377,216 4,747,841 SH   SOLE   4,747,841 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 287 131,277 SH   SOLE   131,277 0 0
ALBANY INTL CORP CL A 012348108 47,924 1,675,070 SH   SOLE   1,675,070 0 0
ALBANY MOLECULAR RESH INC COM 012423109 37,166 2,133,516 SH   SOLE   2,133,516 0 0
ALBEMARLE CORP COM 012653101 155,247 3,520,350 SH   SOLE   3,520,350 0 0
ALCOA INC COM 013817101 202,175 20,929,043 SH   SOLE   20,929,043 0 0
ALCOA INC DEP SHS 1/10TH 013817309 71,232 2,132,684 SH   SOLE   2,132,684 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 38,449 1,173,654 SH   SOLE   1,173,654 0 0
ALERE INC COM 01449J105 40,369 838,409 SH   SOLE   838,409 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 84,586 2,463,909 SH   SOLE   2,463,909 0 0
ALEXANDERS INC COM 014752109 19,151 51,205 SH   SOLE   51,205 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 275,554 3,254,449 SH   SOLE   3,254,449 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 741,793 4,743,223 SH   SOLE   4,743,223 0 0
ALICO INC COM 016230104 3,963 97,626 SH   SOLE   97,626 0 0
ALIGN TECHNOLOGY INC COM 016255101 140,326 2,472,269 SH   SOLE   2,472,269 0 0
ALIMERA SCIENCES INC COM 016259103 3,197 1,446,785 SH   SOLE   1,446,785 0 0
ALKERMES PLC SHS G01767105 203,165 3,462,845 SH   SOLE   3,462,845 0 0
ALLEGHANY CORP DEL COM 017175100 270,026 576,842 SH   SOLE   576,842 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 49,312 3,477,570 SH   SOLE   3,477,570 0 0
ALLEGIANT TRAVEL CO COM 01748X102 174,520 807,028 SH   SOLE   807,028 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 79,049 1,370,950 SH   SOLE   1,370,950 0 0
ALLERGAN PLC SHS G0177J108 1,325,181 4,875,394 SH   SOLE   4,875,394 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 383,500 406,483 SH   SOLE   406,483 0 0
ALLETE INC COM NEW 018522300 140,324 2,779,236 SH   SOLE   2,779,236 0 0
ALLIANCE BANCORP INC PA NEW COM 01890A108 387 16,162 SH   SOLE   16,162 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 244,294 943,292 SH   SOLE   943,292 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 6,411 375,136 SH   SOLE   375,136 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 1,287 131,817 SH   SOLE   131,817 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 436 21,376 SH   SOLE   21,376 0 0
ALLIANT ENERGY CORP COM 018802108 386,532 6,608,510 SH   SOLE   6,608,510 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 2,867 161,349 SH   SOLE   161,349 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 32,207 843,765 SH   SOLE   843,765 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 147 46,491 SH   SOLE   46,491 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 40,660 1,523,406 SH   SOLE   1,523,406 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 73,360 5,916,111 SH   SOLE   5,916,111 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 74 75,000 PRN   SOLE   75,000 0 0
ALLSTATE CORP COM 020002101 254,711 4,373,474 SH   SOLE   4,373,474 0 0
ALLY FINL INC COM 02005N100 97,279 4,773,249 SH   SOLE   4,773,249 0 0
ALMOST FAMILY INC COM 020409108 18,918 472,349 SH   SOLE   472,349 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 152,982 1,903,711 SH   SOLE   1,903,711 0 0
ALON USA ENERGY INC COM 020520102 13,477 745,821 SH   SOLE   745,821 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,742 480,303 SH   SOLE   480,303 0 0
ALPHA PRO TECH LTD COM 020772109 96 48,063 SH   SOLE   48,063 0 0
ALPHATEC HOLDINGS INC COM 02081G102 58 175,920 SH   SOLE   175,920 0 0
ALTERA CORP COM 021441100 238,431 4,761,001 SH   SOLE   4,761,001 0 0
ALTEVA COM 02153V102 139 31,580 SH   SOLE   31,580 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 566 23,649 SH   SOLE   23,649 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 8,163 342,420 SH   SOLE   342,420 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 33,069 2,375,633 SH   SOLE   2,375,633 0 0
ALTRA INDL MOTION CORP COM 02208R106 14,283 617,760 SH   SOLE   617,760 0 0
ALTRIA GROUP INC COM 02209S103 1,549,285 28,479,497 SH   SOLE   28,479,497 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 236 30,463 SH   SOLE   30,463 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 38,360 965,506 SH   SOLE   965,506 0 0
AMAZON COM INC COM 023135106 2,221,531 4,339,861 SH   SOLE   4,339,861 0 0
AMBAC FINL GROUP INC COM NEW 023139884 13,969 965,385 SH   SOLE   965,385 0 0
AMBARELLA INC SHS G037AX101 42,778 740,233 SH   SOLE   740,233 0 0
AMBASSADORS GROUP INC COM 023177108 104 38,065 SH   SOLE   38,065 0 0
AMBER RD INC COM 02318Y108 1,902 450,738 SH   SOLE   450,738 0 0
AMBEV SA SPONSORED ADR 02319V103 39,545 8,070,363 SH   SOLE   8,070,363 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 12,299 488,266 SH   SOLE   488,266 0 0
AMC NETWORKS INC CL A 00164V103 144,391 1,973,368 SH   SOLE   1,973,368 0 0
AMDOCS LTD SHS G02602103 83,360 1,465,537 SH   SOLE   1,465,537 0 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 44 4,045 SH   SOLE   4,045 0 0
AMEDISYS INC COM 023436108 69,324 1,825,756 SH   SOLE   1,825,756 0 0
AMERCO COM 023586100 23,461 59,627 SH   SOLE   59,627 0 0
AMEREN CORP COM 023608102 150,663 3,564,293 SH   SOLE   3,564,293 0 0
AMERESCO INC CL A 02361E108 2,955 502,503 SH   SOLE   502,503 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 272,653 7,021,702 SH   SOLE   7,021,702 0 0
AMERICAN ASSETS TR INC COM 024013104 69,424 1,699,068 SH   SOLE   1,699,068 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 36,963 1,853,697 SH   SOLE   1,853,697 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 188,569 5,203,349 SH   SOLE   5,203,349 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 32,164 2,182,114 SH   SOLE   2,182,114 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 241,507 12,914,816 SH   SOLE   12,914,816 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 138,675 8,872,387 SH   SOLE   8,872,387 0 0
AMERICAN ELEC PWR INC COM 025537101 517,556 9,102,288 SH   SOLE   9,102,288 0 0
AMERICAN ELECTRIC TECH INC COM 025576109 63 24,093 SH   SOLE   24,093 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 112,171 4,812,136 SH   SOLE   4,812,136 0 0
AMERICAN EXPRESS CO COM 025816109 700,925 9,455,346 SH   SOLE   9,455,346 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 153,275 2,224,275 SH   SOLE   2,224,275 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 35,476 2,206,224 SH   SOLE   2,206,224 0 0
AMERICAN INDEPENDENCE CORP COM NEW 026760405 8 795 SH   SOLE   795 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 798,022 14,044,732 SH   SOLE   14,044,732 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 5,223 222,749 SH   SOLE   222,749 0 0
AMERICAN NATL INS CO COM 028591105 6,719 68,817 SH   SOLE   68,817 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 23,949 1,021,300 SH   SOLE   1,021,300 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 7,836 216,690 SH   SOLE   216,690 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 13,904 805,095 SH   SOLE   805,095 0 0
AMERICAN RIVER BANKSHARES COM 029326105 281 29,224 SH   SOLE   29,224 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 142 150,000 PRN   SOLE   150,000 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 15,501 435,911 SH   SOLE   435,911 0 0
AMERICAN SOFTWARE INC CL A 029683109 5,937 630,239 SH   SOLE   630,239 0 0
AMERICAN STS WTR CO COM 029899101 91,317 2,205,721 SH   SOLE   2,205,721 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 135 31,289 SH   SOLE   31,289 0 0
AMERICAN TOWER CORP NEW COM 03027X100 633,979 7,205,942 SH   SOLE   7,205,942 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 49,480 500,553 SH   SOLE   500,553 0 0
AMERICAN VANGUARD CORP COM 030371108 18,896 1,634,601 SH   SOLE   1,634,601 0 0
AMERICAN WOODMARK CORP COM 030506109 71,138 1,096,630 SH   SOLE   1,096,630 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 107,978 1,960,391 SH   SOLE   1,960,391 0 0
AMERICAS CAR MART INC COM 03062T105 7,183 217,072 SH   SOLE   217,072 0 0
AMERIPRISE FINL INC COM 03076C106 311,210 2,851,734 SH   SOLE   2,851,734 0 0
AMERIS BANCORP COM 03076K108 23,052 801,821 SH   SOLE   801,821 0 0
AMERISAFE INC COM 03071H100 57,349 1,153,203 SH   SOLE   1,153,203 0 0
AMERISERV FINL INC COM 03074A102 202 62,360 SH   SOLE   62,360 0 0
AMERISOURCEBERGEN CORP COM 03073E105 398,002 4,189,939 SH   SOLE   4,189,939 0 0
AMES NATL CORP COM 031001100 5,378 234,525 SH   SOLE   234,525 0 0
AMETEK INC NEW COM 031100100 182,434 3,486,893 SH   SOLE   3,486,893 0 0
AMGEN INC COM 031162100 1,946,329 14,071,203 SH   SOLE   14,071,203 0 0
AMICUS THERAPEUTICS INC COM 03152W109 73,073 5,223,201 SH   SOLE   5,223,201 0 0
AMKOR TECHNOLOGY INC COM 031652100 10,457 2,328,954 SH   SOLE   2,328,954 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 85,383 2,845,144 SH   SOLE   2,845,144 0 0
AMPCO-PITTSBURGH CORP COM 032037103 233 21,347 SH   SOLE   21,347 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 17,278 1,478,032 SH   SOLE   1,478,032 0 0
AMPHENOL CORP NEW CL A 032095101 234,012 4,592,079 SH   SOLE   4,592,079 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 289 99,898 SH   SOLE   99,898 0 0
AMPLIFY SNACK BRANDS COM 03211L102 3,783 353,182 SH   SOLE   353,182 0 0
AMREP CORP NEW COM 032159105 22 4,426 SH   SOLE   4,426 0 0
AMSURG CORP COM 03232P405 237,383 3,054,727 SH   SOLE   3,054,727 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 137 31,878 SH   SOLE   31,878 0 0
AMTRUST FINL SVCS INC COM 032359309 21,330 338,685 SH   SOLE   338,685 0 0
AMYRIS INC COM 03236M101 99 49,341 SH   SOLE   49,341 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 211,546 1,797,176 SH   SOLE   1,797,176 0 0
ANADARKO PETE CORP COM 032511107 407,902 6,754,469 SH   SOLE   6,754,469 0 0
ANALOG DEVICES INC COM 032654105 282,554 5,008,926 SH   SOLE   5,008,926 0 0
ANALOGIC CORP COM PAR $0.05 032657207 61,562 750,393 SH   SOLE   750,393 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 8,318 195,307 SH   SOLE   195,307 0 0
ANDERSONS INC COM 034164103 53,721 1,577,246 SH   SOLE   1,577,246 0 0
ANGIES LIST INC COM 034754101 5,791 1,149,041 SH   SOLE   1,149,041 0 0
ANGIODYNAMICS INC COM 03475V101 20,503 1,554,441 SH   SOLE   1,554,441 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 197 24,020 SH   SOLE   24,020 0 0
ANI PHARMACEUTICALS INC COM 00182C103 25,443 643,971 SH   SOLE   643,971 0 0
ANIKA THERAPEUTICS INC COM 035255108 28,933 908,994 SH   SOLE   908,994 0 0
ANIXTER INTL INC COM 035290105 96,739 1,674,264 SH   SOLE   1,674,264 0 0
ANNALY CAP MGMT INC COM 035710409 346,766 35,133,340 SH   SOLE   35,133,340 0 0
ANSYS INC COM 03662Q105 285,956 3,244,343 SH   SOLE   3,244,343 0 0
ANTARES PHARMA INC COM 036642106 6,850 4,029,311 SH   SOLE   4,029,311 0 0
ANTERO RES CORP COM 03674X106 17,184 812,101 SH   SOLE   812,101 0 0
ANTHEM INC COM 036752103 473,094 3,379,240 SH   SOLE   3,379,240 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 6,255 1,027,049 SH   SOLE   1,027,049 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 23,089 4,673,833 SH   SOLE   4,673,833 0 0
AON PLC SHS CL A G0408V102 361,396 4,078,497 SH   SOLE   4,078,497 0 0
AOXING PHARMACEUTICAL CO INC COM 03740A106 153 103,171 SH   SOLE   103,171 0 0
APACHE CORP COM 037411105 199,085 5,083,884 SH   SOLE   5,083,884 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 119,893 3,238,605 SH   SOLE   3,238,605 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 158 72,796 SH   SOLE   72,796 0 0
APIGEE CORP COM 03765N108 1,416 134,171 SH   SOLE   134,171 0 0
APOGEE ENTERPRISES INC COM 037598109 77,992 1,746,731 SH   SOLE   1,746,731 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 41,185 2,621,555 SH   SOLE   2,621,555 0 0
APOLLO ED GROUP INC CL A 037604105 50,182 4,537,228 SH   SOLE   4,537,228 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 18,317 1,446,822 SH   SOLE   1,446,822 0 0
APPFOLIO INC COM CL A 03783C100 2,503 148,553 SH   SOLE   148,553 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 41,049 2,210,504 SH   SOLE   2,210,504 0 0
APPLE INC COM 037833100 7,524,545 68,218,907 SH   SOLE   68,218,907 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 254 49,620 SH   SOLE   49,620 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 2,982 226,929 SH   SOLE   226,929 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 90,015 2,359,501 SH   SOLE   2,359,501 0 0
APPLIED MATLS INC COM 038222105 290,698 19,788,840 SH   SOLE   19,788,840 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 10,869 2,046,823 SH   SOLE   2,046,823 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 8,179 435,537 SH   SOLE   435,537 0 0
APPROACH RESOURCES INC COM 03834A103 4,191 2,241,199 SH   SOLE   2,241,199 0 0
APRICUS BIOSCIENCES INC COM 03832V109 188 128,672 SH   SOLE   128,672 0 0
APTARGROUP INC COM 038336103 133,818 2,028,775 SH   SOLE   2,028,775 0 0
AQUA AMERICA INC COM 03836W103 151,613 5,727,718 SH   SOLE   5,727,718 0 0
ARAMARK COM 03852U106 51,139 1,725,349 SH   SOLE   1,725,349 0 0
ARATANA THERAPEUTICS INC COM 03874P101 10,834 1,280,624 SH   SOLE   1,280,624 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 6,332 1,064,120 SH   SOLE   1,064,120 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 32 17,684 SH   SOLE   17,684 0 0
ARCADIA BIOSCIENCES INC COM 039014105 646 211,775 SH   SOLE   211,775 0 0
ARCBEST CORP COM 03937C105 38,024 1,475,500 SH   SOLE   1,475,500 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 59,188 7,200,461 SH   SOLE   7,200,461 0 0
ARCH CAP GROUP LTD ORD G0450A105 156,658 2,132,266 SH   SOLE   2,132,266 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 272,325 6,569,954 SH   SOLE   6,569,954 0 0
ARCTIC CAT INC COM 039670104 17,412 785,039 SH   SOLE   785,039 0 0
ARDELYX INC COM 039697107 7,584 438,899 SH   SOLE   438,899 0 0
ARDMORE SHIPPING CORP COM Y0207T100 5,480 453,601 SH   SOLE   453,601 0 0
ARENA PHARMACEUTICALS INC COM 040047102 17,559 9,193,069 SH   SOLE   9,193,069 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 176 175,000 PRN   SOLE   175,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 51 50,000 PRN   SOLE   50,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 14,612 1,218,684 SH   SOLE   1,218,684 0 0
ARGAN INC COM 04010E109 12,021 346,623 SH   SOLE   346,623 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 36,565 646,143 SH   SOLE   646,143 0 0
ARGOS THERAPEUTICS INC COM 040221103 64 13,287 SH   SOLE   13,287 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 48,056 8,228,791 SH   SOLE   8,228,791 0 0
ARISTA NETWORKS INC COM 040413106 18,485 302,099 SH   SOLE   302,099 0 0
ARK RESTAURANTS CORP COM 040712101 190 8,336 SH   SOLE   8,336 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 7,268 517,313 SH   SOLE   517,313 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 6,514 150,604 SH   SOLE   150,604 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 6,242 638,870 SH   SOLE   638,870 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 37,583 1,875,406 SH   SOLE   1,875,406 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 15,977 334,672 SH   SOLE   334,672 0 0
AROTECH CORP COM NEW 042682203 82 61,364 SH   SOLE   61,364 0 0
ARQULE INC COM 04269E107 283 151,185 SH   SOLE   151,185 0 0
ARRAY BIOPHARMA INC COM 04269X105 24,379 5,346,211 SH   SOLE   5,346,211 0 0
ARRIS GROUP INC NEW COM 04270V106 122,054 4,699,789 SH   SOLE   4,699,789 0 0
ARROW ELECTRS INC COM 042735100 168,156 3,041,887 SH   SOLE   3,041,887 0 0
ARROW FINL CORP COM 042744102 7,580 283,913 SH   SOLE   283,913 0 0
ARROWHEAD RESH CORP COM NEW 042797209 8,793 1,526,589 SH   SOLE   1,526,589 0 0
ARTESIAN RESOURCES CORP CL A 043113208 4,842 200,569 SH   SOLE   200,569 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 10,542 299,243 SH   SOLE   299,243 0 0
ASB BANCORP INC N C COM 00213T109 378 15,075 SH   SOLE   15,075 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 53,920 664,449 SH   SOLE   664,449 0 0
ASCENA RETAIL GROUP INC COM 04351G101 110,167 7,919,973 SH   SOLE   7,919,973 0 0
ASCENT CAP GROUP INC COM SER A 043632108 9,107 332,633 SH   SOLE   332,633 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 9,657 688,321 SH   SOLE   688,321 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 11,567 1,896,252 SH   SOLE   1,896,252 0 0
ASHFORD INC COM 044104107 1,570 24,741 SH   SOLE   24,741 0 0
ASHLAND INC NEW COM 044209104 217,778 2,164,359 SH   SOLE   2,164,359 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 6,915 78,603 SH   SOLE   78,603 0 0
ASPEN AEROGELS INC COM 04523Y105 341 45,470 SH   SOLE   45,470 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 90,024 1,937,256 SH   SOLE   1,937,256 0 0
ASPEN TECHNOLOGY INC COM 045327103 86,750 2,288,323 SH   SOLE   2,288,323 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 3,573 373,765 SH   SOLE   373,765 0 0
ASSOCIATED BANC CORP COM 045487105 90,357 5,028,187 SH   SOLE   5,028,187 0 0
ASSURANT INC COM 04621X108 79,907 1,011,350 SH   SOLE   1,011,350 0 0
ASSURED GUARANTY LTD COM G0585R106 32,357 1,294,271 SH   SOLE   1,294,271 0 0
ASTA FDG INC COM 046220109 293 34,297 SH   SOLE   34,297 0 0
ASTEC INDS INC COM 046224101 36,529 1,090,086 SH   SOLE   1,090,086 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,062 274,301 SH   SOLE   274,301 0 0
ASTORIA FINL CORP COM 046265104 85,031 5,281,405 SH   SOLE   5,281,405 0 0
ASTRO-MED INC NEW COM 04638F108 242 17,496 SH   SOLE   17,496 0 0
ASTRONICS CORP COM 046433108 22,968 568,084 SH   SOLE   568,084 0 0
AT&T INC COM 00206R102 2,695,839 82,745,199 SH   SOLE   82,745,199 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 12,631 401,745 SH   SOLE   401,745 0 0
ATHENAHEALTH INC COM 04685W103 46,811 351,040 SH   SOLE   351,040 0 0
ATHERSYS INC COM 04744L106 245 222,973 SH   SOLE   222,973 0 0
ATLANTIC COAST FINL CORP COM 048426100 31 5,571 SH   SOLE   5,571 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 5,644 3,034,577 SH   SOLE   3,034,577 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 58,246 787,850 SH   SOLE   787,850 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 49,881 1,443,317 SH   SOLE   1,443,317 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 5,012 270,902 SH   SOLE   270,902 0 0
ATMEL CORP COM 049513104 111,831 13,857,677 SH   SOLE   13,857,677 0 0
ATMOS ENERGY CORP COM 049560105 191,455 3,290,743 SH   SOLE   3,290,743 0 0
ATOSSA GENETICS INC COM 04962H100 47 60,656 SH   SOLE   60,656 0 0
ATRICURE INC COM 04963C209 16,164 737,728 SH   SOLE   737,728 0 0
ATRION CORP COM 049904105 15,244 40,655 SH   SOLE   40,655 0 0
ATWOOD OCEANICS INC COM 050095108 47,831 3,229,662 SH   SOLE   3,229,662 0 0
ATYR PHARMA INC COM 002120103 1,666 162,421 SH   SOLE   162,421 0 0
AUTOBYTEL INC COM NEW 05275N205 356 21,199 SH   SOLE   21,199 0 0
AUTODESK INC COM 052769106 173,216 3,924,239 SH   SOLE   3,924,239 0 0
AUTOLIV INC COM 052800109 8,681 79,636 SH   SOLE   79,636 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 533,160 6,634,644 SH   SOLE   6,634,644 0 0
AUTONATION INC COM 05329W102 62,925 1,081,555 SH   SOLE   1,081,555 0 0
AUTOZONE INC COM 053332102 439,544 607,247 SH   SOLE   607,247 0 0
AV HOMES INC COM 00234P102 4,123 304,956 SH   SOLE   304,956 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 392,717 3,141,483 SH   SOLE   3,141,483 0 0
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 7,308 886,901 SH   SOLE   886,901 0 0
AVALONBAY CMNTYS INC COM 053484101 713,192 4,079,581 SH   SOLE   4,079,581 0 0
AVEO PHARMACEUTICALS INC COM 053588109 163 134,846 SH   SOLE   134,846 0 0
AVERY DENNISON CORP COM 053611109 200,821 3,549,952 SH   SOLE   3,549,952 0 0
AVG TECHNOLOGIES N V SHS N07831105 21,275 978,141 SH   SOLE   978,141 0 0
AVIAT NETWORKS INC COM 05366Y102 168 161,089 SH   SOLE   161,089 0 0
AVID TECHNOLOGY INC COM 05367P100 6,560 824,077 SH   SOLE   824,077 0 0
AVINGER INC COM 053734109 240 16,293 SH   SOLE   16,293 0 0
AVIS BUDGET GROUP COM 053774105 68,047 1,557,842 SH   SOLE   1,557,842 0 0
AVISTA CORP COM 05379B107 230,049 6,918,756 SH   SOLE   6,918,756 0 0
AVNET INC COM 053807103 184,652 4,326,433 SH   SOLE   4,326,433 0 0
AVON PRODS INC COM 054303102 44,809 13,787,477 SH   SOLE   13,787,477 0 0
AVX CORP NEW COM 002444107 14,909 1,138,978 SH   SOLE   1,138,978 0 0
AWARE INC MASS COM 05453N100 163 48,590 SH   SOLE   48,590 0 0
AXALTA COATING SYS LTD COM G0750C108 25,827 1,019,213 SH   SOLE   1,019,213 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 7,541 2,824,372 SH   SOLE   2,824,372 0 0
AXIALL CORP COM 05463D100 26,551 1,692,223 SH   SOLE   1,692,223 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 82,476 1,535,288 SH   SOLE   1,535,288 0 0
AXOVANT SCIENCES LTD COM G0750W104 4,365 337,823 SH   SOLE   337,823 0 0
AXT INC COM 00246W103 170 88,321 SH   SOLE   88,321 0 0
AZZ INC COM 002474104 74,724 1,534,688 SH   SOLE   1,534,688 0 0
B & G FOODS INC NEW COM 05508R106 126,485 3,470,109 SH   SOLE   3,470,109 0 0
B/E AEROSPACE INC COM 073302101 160,290 3,651,259 SH   SOLE   3,651,259 0 0
B2GOLD CORP COM 11777Q209 58 55,467 SH   SOLE   55,467 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 8,042 478,689 SH   SOLE   478,689 0 0
BADGER METER INC COM 056525108 50,019 861,513 SH   SOLE   861,513 0 0
BAKER HUGHES INC COM 057224107 299,248 5,750,347 SH   SOLE   5,750,347 0 0
BALCHEM CORP COM 057665200 113,874 1,873,858 SH   SOLE   1,873,858 0 0
BALDWIN & LYONS INC CL B 057755209 5,162 237,891 SH   SOLE   237,891 0 0
BALL CORP COM 058498106 136,915 2,201,209 SH   SOLE   2,201,209 0 0
BALLANTYNE STRONG INC COM 058516105 212 45,122 SH   SOLE   45,122 0 0
BANC CALIF INC COM 05990K106 11,102 904,823 SH   SOLE   904,823 0 0
BANCFIRST CORP COM 05945F103 10,430 165,289 SH   SOLE   165,289 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 22,911 4,274,437 SH   SOLE   4,274,437 0 0
BANCO DE CHILE SPONSORED ADR 059520106 172 2,731 SH   SOLE   2,731 0 0
BANCO MACRO SA SPON ADR B 05961W105 8,202 213,606 SH   SOLE   213,606 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,803 263,613 SH   SOLE   263,613 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 6,204 192,678 SH   SOLE   192,678 0 0
BANCORP INC DEL COM 05969A105 6,420 842,540 SH   SOLE   842,540 0 0
BANCORPSOUTH INC COM 059692103 104,793 4,408,607 SH   SOLE   4,408,607 0 0
BANK AMER CORP COM 060505104 1,742,074 111,814,748 SH   SOLE   111,814,748 0 0
BANK COMM HLDGS COM 06424J103 320 55,417 SH   SOLE   55,417 0 0
BANK HAWAII CORP COM 062540109 239,755 3,776,261 SH   SOLE   3,776,261 0 0
BANK MUTUAL CORP NEW COM 063750103 20,902 2,721,664 SH   SOLE   2,721,664 0 0
BANK NEW YORK MELLON CORP COM 064058100 464,773 11,871,605 SH   SOLE   11,871,605 0 0
BANK OF MARIN BANCORP COM 063425102 7,285 151,810 SH   SOLE   151,810 0 0
BANK OF THE OZARKS INC COM 063904106 166,086 3,795,384 SH   SOLE   3,795,384 0 0
BANKFINANCIAL CORP COM 06643P104 5,874 472,585 SH   SOLE   472,585 0 0
BANKRATE INC DEL COM 06647F102 15,910 1,537,181 SH   SOLE   1,537,181 0 0
BANKUNITED INC COM 06652K103 39,731 1,111,351 SH   SOLE   1,111,351 0 0
BANKWELL FINL GROUP INC COM 06654A103 136 7,434 SH   SOLE   7,434 0 0
BANNER CORP COM NEW 06652V208 57,313 1,199,768 SH   SOLE   1,199,768 0 0
BAR HBR BANKSHARES COM 066849100 4,874 152,352 SH   SOLE   152,352 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 216,891 8,383,879 SH   SOLE   8,383,879 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 95,034 3,679,227 SH   SOLE   3,679,227 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 112,094 4,378,690 SH   SOLE   4,378,690 0 0
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 63,686 2,497,478 SH   SOLE   2,497,478 0 0
BARD C R INC COM 067383109 307,862 1,652,420 SH   SOLE   1,652,420 0 0
BARNES & NOBLE ED INC COM 06777U101 26,795 2,108,181 SH   SOLE   2,108,181 0 0
BARNES & NOBLE INC COM 067774109 40,762 3,366,004 SH   SOLE   3,366,004 0 0
BARNES GROUP INC COM 067806109 110,220 3,057,417 SH   SOLE   3,057,417 0 0
BARRACUDA NETWORKS INC COM 068323104 3,863 247,937 SH   SOLE   247,937 0 0
BARRETT BILL CORP COM 06846N104 10,204 3,092,250 SH   SOLE   3,092,250 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 8,057 187,688 SH   SOLE   187,688 0 0
BARRICK GOLD CORP COM 067901108 9,703 1,525,668 SH   SOLE   1,525,668 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 8,116 2,459,500 SH   SOLE   2,459,500 0 0
BASSETT FURNITURE INDS INC COM 070203104 7,644 274,474 SH   SOLE   274,474 0 0
BAXALTA INC COM 07177M103 228,841 7,262,475 SH   SOLE   7,262,475 0 0
BAXTER INTL INC COM 071813109 263,332 8,016,209 SH   SOLE   8,016,209 0 0
BAYLAKE CORP COM 072788102 268 18,968 SH   SOLE   18,968 0 0
BAYTEX ENERGY CORP COM 07317Q105 825 257,883 SH   SOLE   257,883 0 0
BAZAARVOICE INC COM 073271108 6,970 1,545,490 SH   SOLE   1,545,490 0 0
BB&T CORP COM 054937107 389,247 10,933,898 SH   SOLE   10,933,898 0 0
BBCN BANCORP INC COM 073295107 68,807 4,581,017 SH   SOLE   4,581,017 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 3,915 252,441 SH   SOLE   252,441 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 1,124 69,790 SH   SOLE   69,790 0 0
BCB BANCORP INC COM 055298103 249 24,917 SH   SOLE   24,917 0 0
BEACON ROOFING SUPPLY INC COM 073685109 58,430 1,798,414 SH   SOLE   1,798,414 0 0
BEAR ST FINL INC COM 073844102 3,017 338,962 SH   SOLE   338,962 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 76 20,217 SH   SOLE   20,217 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 23,436 1,758,109 SH   SOLE   1,758,109 0 0
BEBE STORES INC COM 075571109 683 726,161 SH   SOLE   726,161 0 0
BECTON DICKINSON & CO COM 075887109 441,471 3,327,839 SH   SOLE   3,327,839 0 0
BED BATH & BEYOND INC COM 075896100 146,646 2,571,829 SH   SOLE   2,571,829 0 0
BEL FUSE INC CL B 077347300 11,304 581,495 SH   SOLE   581,495 0 0
BELDEN INC COM 077454106 95,259 2,040,234 SH   SOLE   2,040,234 0 0
BELLATRIX EXPLORATION LTD COM 078314101 3 2,162 SH   SOLE   2,162 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 3,219 221,543 SH   SOLE   221,543 0 0
BELMOND LTD CL A G1154H107 22,281 2,203,889 SH   SOLE   2,203,889 0 0
BEMIS INC COM 081437105 124,687 3,151,039 SH   SOLE   3,151,039 0 0
BENCHMARK ELECTRS INC COM 08160H101 66,057 3,035,709 SH   SOLE   3,035,709 0 0
BENEFICIAL BANCORP INC COM 08171T102 24,685 1,861,599 SH   SOLE   1,861,599 0 0
BENEFITFOCUS INC COM 08180D106 5,860 187,517 SH   SOLE   187,517 0 0
BERKLEY W R CORP COM 084423102 204,071 3,753,376 SH   SOLE   3,753,376 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,593,352 19,887,667 SH   SOLE   19,887,667 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 20,280 736,397 SH   SOLE   736,397 0 0
BERRY PLASTICS GROUP INC COM 08579W103 89,075 2,962,271 SH   SOLE   2,962,271 0 0
BEST BUY INC COM 086516101 164,500 4,431,584 SH   SOLE   4,431,584 0 0
BGC PARTNERS INC CL A 05541T101 43,616 5,306,056 SH   SOLE   5,306,056 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 9,890 312,771 SH   SOLE   312,771 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 6,313 205,842 SH   SOLE   205,842 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 11,534 1,111,164 SH   SOLE   1,111,164 0 0
BIG LOTS INC COM 089302103 117,038 2,442,368 SH   SOLE   2,442,368 0 0
BIGLARI HLDGS INC COM 08986R101 28,641 78,309 SH   SOLE   78,309 0 0
BIND THERAPEUTICS INC COM 05548N107 151 33,854 SH   SOLE   33,854 0 0
BIO PATH HOLDINGS INC COM 09057N102 230 201,909 SH   SOLE   201,909 0 0
BIO RAD LABS INC CL A 090572207 93,775 698,201 SH   SOLE   698,201 0 0
BIO TECHNE CORP COM 09073M104 161,075 1,742,106 SH   SOLE   1,742,106 0 0
BIOCEPT INC COM 09072V105 100 43,535 SH   SOLE   43,535 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 33,194 2,911,728 SH   SOLE   2,911,728 0 0
BIODEL INC COM NEW 09064M204 35 79,929 SH   SOLE   79,929 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 6,683 1,201,893 SH   SOLE   1,201,893 0 0
BIOGEN INC COM 09062X103 1,560,673 5,348,252 SH   SOLE   5,348,252 0 0
BIOLASE INC COM 090911108 94 104,669 SH   SOLE   104,669 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 403,997 3,835,900 SH   SOLE   3,835,900 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 168 125,000 PRN   SOLE   125,000 0 0
BIOMED REALTY TRUST INC COM 09063H107 149,928 7,503,917 SH   SOLE   7,503,917 0 0
BIOSCRIP INC COM 09069N108 3,240 1,732,507 SH   SOLE   1,732,507 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 5,567 127,861 SH   SOLE   127,861 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 162 81,619 SH   SOLE   81,619 0 0
BIOTELEMETRY INC COM 090672106 8,748 714,715 SH   SOLE   714,715 0 0
BIOTIME INC COM 09066L105 4,182 1,393,910 SH   SOLE   1,393,910 0 0
BJS RESTAURANTS INC COM 09180C106 54,387 1,263,936 SH   SOLE   1,263,936 0 0
BLACK BOX CORP DEL COM 091826107 13,684 928,379 SH   SOLE   928,379 0 0
BLACK DIAMOND INC COM 09202G101 3,599 573,014 SH   SOLE   573,014 0 0
BLACK HILLS CORP COM 092113109 196,378 4,750,306 SH   SOLE   4,750,306 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 5,402 165,961 SH   SOLE   165,961 0 0
BLACKBAUD INC COM 09227Q100 165,134 2,942,516 SH   SOLE   2,942,516 0 0
BLACKBERRY LTD COM 09228F103 549 89,634 SH   SOLE   89,634 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 55,310 1,304,787 SH   SOLE   1,304,787 0 0
BLACKROCK INC COM 09247X101 419,300 1,409,554 SH   SOLE   1,409,554 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 59,256 2,159,475 SH   SOLE   2,159,475 0 0
BLOCK H & R INC COM 093671105 148,109 4,091,422 SH   SOLE   4,091,422 0 0
BLOOMIN BRANDS INC COM 094235108 54,969 3,023,576 SH   SOLE   3,023,576 0 0
BLOUNT INTL INC NEW COM 095180105 7,075 1,270,268 SH   SOLE   1,270,268 0 0
BLUCORA INC COM 095229100 33,885 2,460,801 SH   SOLE   2,460,801 0 0
BLUE BIRD CORP COM 095306106 1,328 133,371 SH   SOLE   133,371 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 5,579 311,515 SH   SOLE   311,515 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 354 20,565 SH   SOLE   20,565 0 0
BLUE EARTH INC COM 095428108 114 167,968 SH   SOLE   167,968 0 0
BLUE HILLS BANCORP INC COM 095573101 9,797 707,373 SH   SOLE   707,373 0 0
BLUE NILE INC COM 09578R103 24,223 722,218 SH   SOLE   722,218 0 0
BLUEBIRD BIO INC COM 09609G100 71,768 838,902 SH   SOLE   838,902 0 0
BLUELINX HLDGS INC COM 09624H109 85 121,076 SH   SOLE   121,076 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 5,160 241,810 SH   SOLE   241,810 0 0
BLUEROCK RESIDENT GR REIT IN COM CL A 09627J102 5,700 475,812 SH   SOLE   475,812 0 0
BLYTH INC COM NEW 09643P207 115 19,250 SH   SOLE   19,250 0 0
BNC BANCORP COM 05566T101 15,740 708,073 SH   SOLE   708,073 0 0
BOB EVANS FARMS INC COM 096761101 56,362 1,300,157 SH   SOLE   1,300,157 0 0
BOEING CO COM 097023105 993,643 7,587,961 SH   SOLE   7,587,961 0 0
BOFI HLDG INC COM 05566U108 113,096 877,867 SH   SOLE   877,867 0 0
BOINGO WIRELESS INC COM 09739C102 8,256 997,108 SH   SOLE   997,108 0 0
BOISE CASCADE CO DEL COM 09739D100 59,350 2,353,276 SH   SOLE   2,353,276 0 0
BOJANGLES INC COM 097488100 3,387 200,437 SH   SOLE   200,437 0 0
BOK FINL CORP COM NEW 05561Q201 17,487 270,238 SH   SOLE   270,238 0 0
BON-TON STORES INC COM 09776J101 111 35,265 SH   SOLE   35,265 0 0
BONANZA CREEK ENERGY INC COM 097793103 10,878 2,672,764 SH   SOLE   2,672,764 0 0
BOOKS-A-MILLION INC COM 098570104 77 24,226 SH   SOLE   24,226 0 0
BOOT BARN HLDGS INC COM 099406100 5,805 314,975 SH   SOLE   314,975 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 23,514 897,144 SH   SOLE   897,144 0 0
BORGWARNER INC COM 099724106 132,689 3,190,408 SH   SOLE   3,190,408 0 0
BOSTON BEER INC CL A 100557107 94,763 449,947 SH   SOLE   449,947 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 57,030 4,874,392 SH   SOLE   4,874,392 0 0
BOSTON PROPERTIES INC COM 101121101 504,653 4,262,276 SH   SOLE   4,262,276 0 0
BOSTON SCIENTIFIC CORP COM 101137107 362,975 22,119,107 SH   SOLE   22,119,107 0 0
BOTTOMLINE TECH DEL INC COM 101388106 58,698 2,346,969 SH   SOLE   2,346,969 0 0
BOULDER BRANDS INC COM 101405108 11,628 1,419,792 SH   SOLE   1,419,792 0 0
BOVIE MEDICAL CORP COM 10211F100 113 58,073 SH   SOLE   58,073 0 0
BOX INC CL A 10316T104 3,916 311,311 SH   SOLE   311,311 0 0
BOYD GAMING CORP COM 103304101 76,872 4,716,104 SH   SOLE   4,716,104 0 0
BP PLC SPONSORED ADR 055622104 1,077 35,233 SH   SOLE   35,233 0 0
BRADY CORP CL A 104674106 54,999 2,797,511 SH   SOLE   2,797,511 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 100 43,702 SH   SOLE   43,702 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 31,303 2,540,843 SH   SOLE   2,540,843 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 4,558 404,409 SH   SOLE   404,409 0 0
BREEZE EASTERN CORP COM 106764103 209 14,931 SH   SOLE   14,931 0 0
BRF SA SPONSORED ADR 10552T107 21,377 1,201,647 SH   SOLE   1,201,647 0 0
BRIDGE BANCORP INC COM 108035106 9,854 368,907 SH   SOLE   368,907 0 0
BRIDGEPOINT ED INC COM 10807M105 3,230 423,927 SH   SOLE   423,927 0 0
BRIGGS & STRATTON CORP COM 109043109 49,266 2,551,314 SH   SOLE   2,551,314 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 57,230 890,881 SH   SOLE   890,881 0 0
BRIGHTCOVE INC COM 10921T101 4,166 846,793 SH   SOLE   846,793 0 0
BRINKER INTL INC COM 109641100 104,250 1,979,301 SH   SOLE   1,979,301 0 0
BRINKS CO COM 109696104 77,217 2,858,828 SH   SOLE   2,858,828 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,404,722 23,728,415 SH   SOLE   23,728,415 0 0
BRISTOW GROUP INC COM 110394103 57,688 2,205,195 SH   SOLE   2,205,195 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 72,556 3,090,127 SH   SOLE   3,090,127 0 0
BROADCOM CORP CL A 111320107 326,513 6,348,685 SH   SOLE   6,348,685 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 211,642 3,823,709 SH   SOLE   3,823,709 0 0
BROADSOFT INC COM 11133B409 20,660 689,578 SH   SOLE   689,578 0 0
BROADWIND ENERGY INC COM NEW 11161T207 90 43,500 SH   SOLE   43,500 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 44,988 4,334,089 SH   SOLE   4,334,089 0 0
BROOKDALE SR LIVING INC COM 112463104 51,367 2,237,254 SH   SOLE   2,237,254 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 53 50,000 PRN   SOLE   50,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 41,308 4,073,735 SH   SOLE   4,073,735 0 0
BROOKS AUTOMATION INC COM 114340102 45,653 3,898,660 SH   SOLE   3,898,660 0 0
BROWN & BROWN INC COM 115236101 116,659 3,766,829 SH   SOLE   3,766,829 0 0
BROWN FORMAN CORP CL A 115637100 24,168 225,891 SH   SOLE   225,891 0 0
BROWN FORMAN CORP CL B 115637209 177,931 1,836,234 SH   SOLE   1,836,234 0 0
BRT RLTY TR SH BEN INT NEW 055645303 195 27,462 SH   SOLE   27,462 0 0
BRUKER CORP COM 116794108 21,250 1,293,374 SH   SOLE   1,293,374 0 0
BRUNSWICK CORP COM 117043109 143,906 3,004,935 SH   SOLE   3,004,935 0 0
BRYN MAWR BK CORP COM 117665109 13,816 444,667 SH   SOLE   444,667 0 0
BSB BANCORP INC MD COM 05573H108 4,481 211,974 SH   SOLE   211,974 0 0
BSQUARE CORP COM NEW 11776U300 211 31,996 SH   SOLE   31,996 0 0
BUCKLE INC COM 118440106 62,735 1,696,929 SH   SOLE   1,696,929 0 0
BUFFALO WILD WINGS INC COM 119848109 177,760 918,991 SH   SOLE   918,991 0 0
BUILD A BEAR WORKSHOP COM 120076104 6,706 354,985 SH   SOLE   354,985 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 30,424 2,399,362 SH   SOLE   2,399,362 0 0
BUNGE LIMITED COM G16962105 99,081 1,351,718 SH   SOLE   1,351,718 0 0
BURLINGTON STORES INC COM 122017106 93,478 1,831,456 SH   SOLE   1,831,456 0 0
BWX TECHNOLOGIES INC COM 05605H100 34,755 1,318,469 SH   SOLE   1,318,469 0 0
C & F FINL CORP COM 12466Q104 387 10,617 SH   SOLE   10,617 0 0
C D I CORP COM 125071100 7,513 878,664 SH   SOLE   878,664 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 194,645 2,871,714 SH   SOLE   2,871,714 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 4,628 1,314,656 SH   SOLE   1,314,656 0 0
C1 FINL INC COM 12591N109 2,918 153,198 SH   SOLE   153,198 0 0
CA INC COM 12673P105 159,055 5,826,204 SH   SOLE   5,826,204 0 0
CABELAS INC COM 126804301 71,565 1,569,398 SH   SOLE   1,569,398 0 0
CABLE ONE INC COM 12685J105 56,346 134,343 SH   SOLE   134,343 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 104,937 3,231,824 SH   SOLE   3,231,824 0 0
CABOT CORP COM 127055101 64,479 2,043,074 SH   SOLE   2,043,074 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 56,340 1,454,309 SH   SOLE   1,454,309 0 0
CABOT OIL & GAS CORP COM 127097103 167,772 7,674,845 SH   SOLE   7,674,845 0 0
CACI INTL INC CL A 127190304 106,424 1,438,750 SH   SOLE   1,438,750 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 212,960 10,297,892 SH   SOLE   10,297,892 0 0
CADIZ INC COM NEW 127537207 338 46,552 SH   SOLE   46,552 0 0
CAESARS ACQUISITION CO CL A 12768T103 7,405 1,042,967 SH   SOLE   1,042,967 0 0
CAESARS ENTMT CORP COM 127686103 7,568 1,284,808 SH   SOLE   1,284,808 0 0
CAFEPRESS INC COM 12769A103 103 24,117 SH   SOLE   24,117 0 0
CAI INTERNATIONAL INC COM 12477X106 4,342 430,717 SH   SOLE   430,717 0 0
CAL MAINE FOODS INC COM NEW 128030202 103,318 1,891,924 SH   SOLE   1,891,924 0 0
CALADRIUS BIOSCIENCES INC COM 128058104 164 110,106 SH   SOLE   110,106 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 9,680 1,021,144 SH   SOLE   1,021,144 0 0
CALAMP CORP COM 128126109 36,005 2,237,751 SH   SOLE   2,237,751 0 0
CALAVO GROWERS INC COM 128246105 40,898 916,177 SH   SOLE   916,177 0 0
CALERES INC COM 129500104 78,338 2,565,920 SH   SOLE   2,565,920 0 0
CALGON CARBON CORP COM 129603106 47,939 3,076,926 SH   SOLE   3,076,926 0 0
CALIFORNIA RES CORP COM 13057Q107 28,756 11,060,066 SH   SOLE   11,060,066 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 24,018 1,085,805 SH   SOLE   1,085,805 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,497 275,678 SH   SOLE   275,678 0 0
CALIX INC COM 13100M509 8,632 1,108,107 SH   SOLE   1,108,107 0 0
CALLAWAY GOLF CO COM 131193104 37,805 4,527,535 SH   SOLE   4,527,535 0 0
CALLIDUS SOFTWARE INC COM 13123E500 24,417 1,437,130 SH   SOLE   1,437,130 0 0
CALLON PETE CO DEL COM 13123X102 12,031 1,650,289 SH   SOLE   1,650,289 0 0
CALPINE CORP COM NEW 131347304 50,271 3,443,225 SH   SOLE   3,443,225 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 1,585 332,191 SH   SOLE   332,191 0 0
CAMBREX CORP COM 132011107 74,282 1,872,021 SH   SOLE   1,872,021 0 0
CAMDEN NATL CORP COM 133034108 7,650 189,349 SH   SOLE   189,349 0 0
CAMDEN PPTY TR SH BEN INT 133131102 303,719 4,109,860 SH   SOLE   4,109,860 0 0
CAMECO CORP COM 13321L108 6,078 499,433 SH   SOLE   499,433 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 209,667 3,419,223 SH   SOLE   3,419,223 0 0
CAMPBELL SOUP CO COM 134429109 268,709 5,302,074 SH   SOLE   5,302,074 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 9,035 1,698,325 SH   SOLE   1,698,325 0 0
CANADIAN NAT RES LTD COM 136385101 26,849 1,380,408 SH   SOLE   1,380,408 0 0
CANADIAN SOLAR INC COM 136635109 1,173 70,565 SH   SOLE   70,565 0 0
CANCER GENETICS INC COM 13739U104 180 23,041 SH   SOLE   23,041 0 0
CANTEL MEDICAL CORP COM 138098108 124,262 2,191,567 SH   SOLE   2,191,567 0 0
CAPE BANCORP INC COM 139209100 512 41,281 SH   SOLE   41,281 0 0
CAPELLA EDUCATION COMPANY COM 139594105 33,760 681,740 SH   SOLE   681,740 0 0
CAPITAL BK FINL CORP CL A COM 139794101 15,673 518,456 SH   SOLE   518,456 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,127 276,634 SH   SOLE   276,634 0 0
CAPITAL ONE FINL CORP COM 14040H105 429,638 5,924,406 SH   SOLE   5,924,406 0 0
CAPITAL SR LIVING CORP COM 140475104 17,319 863,783 SH   SOLE   863,783 0 0
CAPITOL FED FINL INC COM 14057J101 42,957 3,544,289 SH   SOLE   3,544,289 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 73,488 7,430,494 SH   SOLE   7,430,494 0 0
CARA THERAPEUTICS INC COM 140755109 12,903 902,949 SH   SOLE   902,949 0 0
CARBO CERAMICS INC COM 140781105 23,139 1,218,492 SH   SOLE   1,218,492 0 0
CARBONITE INC COM 141337105 5,342 479,991 SH   SOLE   479,991 0 0
CARBYLAN THERAPEUTICS INC COM 141384107 1,151 322,303 SH   SOLE   322,303 0 0
CARDINAL FINL CORP COM 14149F109 44,801 1,947,014 SH   SOLE   1,947,014 0 0
CARDINAL HEALTH INC COM 14149Y108 314,945 4,099,785 SH   SOLE   4,099,785 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 14,412 909,828 SH   SOLE   909,828 0 0
CARDTRONICS INC COM 14161H108 88,381 2,702,770 SH   SOLE   2,702,770 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 46 50,000 PRN   SOLE   50,000 0 0
CARE CAP PPTYS INC COM 141624106 104,626 3,177,237 SH   SOLE   3,177,237 0 0
CARE COM INC COM 141633107 2,477 481,850 SH   SOLE   481,850 0 0
CAREER EDUCATION CORP COM 141665109 15,402 4,096,258 SH   SOLE   4,096,258 0 0
CARETRUST REIT INC COM 14174T107 34,644 3,052,374 SH   SOLE   3,052,374 0 0
CARLISLE COS INC COM 142339100 180,701 2,067,992 SH   SOLE   2,067,992 0 0
CARMAX INC COM 143130102 178,275 3,005,314 SH   SOLE   3,005,314 0 0
CARMIKE CINEMAS INC COM 143436400 12,328 613,657 SH   SOLE   613,657 0 0
CARNIVAL CORP PAIRED CTF 143658300 232,059 4,669,198 SH   SOLE   4,669,198 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 68,862 2,313,149 SH   SOLE   2,313,149 0 0
CARRIAGE SVCS INC COM 143905107 8,886 411,563 SH   SOLE   411,563 0 0
CARRIZO OIL & GAS INC COM 144577103 93,660 3,066,797 SH   SOLE   3,066,797 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 10,913 917,085 SH   SOLE   917,085 0 0
CARTER INC COM 146229109 155,102 1,711,183 SH   SOLE   1,711,183 0 0
CASCADE BANCORP COM NEW 147154207 4,213 778,661 SH   SOLE   778,661 0 0
CASCADE MICROTECH INC COM 147322101 4,917 347,746 SH   SOLE   347,746 0 0
CASELLA WASTE SYS INC CL A 147448104 5,830 1,005,096 SH   SOLE   1,005,096 0 0
CASEYS GEN STORES INC COM 147528103 188,411 1,830,656 SH   SOLE   1,830,656 0 0
CASH AMER INTL INC COM 14754D100 44,069 1,575,598 SH   SOLE   1,575,598 0 0
CASI PHARMACEUTICALS INC COM 14757U109 37 34,982 SH   SOLE   34,982 0 0
CASS INFORMATION SYS INC COM 14808P109 14,359 292,269 SH   SOLE   292,269 0 0
CASTLE A M & CO COM 148411101 74 33,541 SH   SOLE   33,541 0 0
CASTLE BRANDS INC COM 148435100 2,305 1,746,139 SH   SOLE   1,746,139 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 3,452 822,016 SH   SOLE   822,016 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 867 107,223 SH   SOLE   107,223 0 0
CATALENT INC COM 148806102 122,408 5,037,370 SH   SOLE   5,037,370 0 0
CATALYST BIOSCIENCES INC COM 14888D109 49 10,575 SH   SOLE   10,575 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 5,875 1,958,285 SH   SOLE   1,958,285 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 12,840 1,249,023 SH   SOLE   1,249,023 0 0
CATERPILLAR INC DEL COM 149123101 410,732 6,284,147 SH   SOLE   6,284,147 0 0
CATHAY GEN BANCORP COM 149150104 113,062 3,773,754 SH   SOLE   3,773,754 0 0
CATO CORP NEW CL A 149205106 52,230 1,534,813 SH   SOLE   1,534,813 0 0
CAVCO INDS INC DEL COM 149568107 34,958 513,410 SH   SOLE   513,410 0 0
CAVIUM INC COM 14964U108 88,131 1,436,059 SH   SOLE   1,436,059 0 0
CBIZ INC COM 124805102 12,121 1,234,267 SH   SOLE   1,234,267 0 0
CBL & ASSOC PPTYS INC COM 124830100 31,116 2,262,973 SH   SOLE   2,262,973 0 0
CBOE HLDGS INC COM 12503M108 200,400 2,987,474 SH   SOLE   2,987,474 0 0
CBRE GROUP INC CL A 12504L109 188,949 5,904,655 SH   SOLE   5,904,655 0 0
CBS CORP NEW CL A 124857103 127 2,826 SH   SOLE   2,826 0 0
CBS CORP NEW CL B 124857202 195,637 4,903,173 SH   SOLE   4,903,173 0 0
CDK GLOBAL INC COM 12508E101 268,859 5,627,027 SH   SOLE   5,627,027 0 0
CDW CORP COM 12514G108 54,294 1,328,791 SH   SOLE   1,328,791 0 0
CEB INC COM 125134106 110,180 1,612,239 SH   SOLE   1,612,239 0 0
CECO ENVIRONMENTAL CORP COM 125141101 5,923 723,162 SH   SOLE   723,162 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 29,885 4,812,439 SH   SOLE   4,812,439 0 0
CELADON GROUP INC COM 150838100 26,599 1,660,378 SH   SOLE   1,660,378 0 0
CELANESE CORP DEL COM SER A 150870103 82,872 1,400,573 SH   SOLE   1,400,573 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 106 63,948 SH   SOLE   63,948 0 0
CELESTICA INC SUB VTG SHS 15101Q108 318 24,708 SH   SOLE   24,708 0 0
CELGENE CORP COM 151020104 1,715,574 15,859,983 SH   SOLE   15,859,983 0 0
CELLADON CORP COM 15117E107 416 395,814 SH   SOLE   395,814 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 39,651 3,761,916 SH   SOLE   3,761,916 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 4,320 255,165 SH   SOLE   255,165 0 0
CELSION CORPORATION COM PAR $0.01 15117N404 84 50,035 SH   SOLE   50,035 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 155 150,000 PRN   SOLE   150,000 0 0
CEMPRA INC COM 15130J109 39,024 1,401,727 SH   SOLE   1,401,727 0 0
CENCOSUD S A SPONSORED ADS 15132H101 431 73,728 SH   SOLE   73,728 0 0
CENOVUS ENERGY INC COM 15135U109 15,934 1,051,066 SH   SOLE   1,051,066 0 0
CENTENE CORP DEL COM 15135B101 239,732 4,420,659 SH   SOLE   4,420,659 0 0
CENTERPOINT ENERGY INC COM 15189T107 188,336 10,439,937 SH   SOLE   10,439,937 0 0
CENTERSTATE BANKS INC COM 15201P109 16,671 1,134,070 SH   SOLE   1,134,070 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 4,141 1,917,221 SH   SOLE   1,917,221 0 0
CENTRAL GARDEN & PET CO COM 153527106 5,354 346,081 SH   SOLE   346,081 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 35,592 2,209,288 SH   SOLE   2,209,288 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 33,993 1,621,039 SH   SOLE   1,621,039 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 296 24,503 SH   SOLE   24,503 0 0
CENTURY ALUM CO COM 156431108 13,647 2,966,657 SH   SOLE   2,966,657 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 3,679 90,251 SH   SOLE   90,251 0 0
CENTURY CASINOS INC COM 156492100 356 57,916 SH   SOLE   57,916 0 0
CENTURY CMNTYS INC COM 156504300 7,568 381,246 SH   SOLE   381,246 0 0
CENTURYLINK INC COM 156700106 345,423 13,750,923 SH   SOLE   13,750,923 0 0
CENVEO INC COM 15670S105 280 148,749 SH   SOLE   148,749 0 0
CEPHEID COM 15670R107 80,499 1,780,962 SH   SOLE   1,780,962 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 51 50,000 PRN   SOLE   50,000 0 0
CERNER CORP COM 156782104 283,756 4,732,415 SH   SOLE   4,732,415 0 0
CERULEAN PHARMA INC COM 15708Q105 167 45,605 SH   SOLE   45,605 0 0
CERUS CORP COM 157085101 17,687 3,895,880 SH   SOLE   3,895,880 0 0
CEVA INC COM 157210105 23,413 1,260,786 SH   SOLE   1,260,786 0 0
CF INDS HLDGS INC COM 125269100 157,252 3,502,282 SH   SOLE   3,502,282 0 0
CGG SPONSORED ADR 12531Q105 6 1,808 SH   SOLE   1,808 0 0
CHAMBERS STR PPTYS COM 157842105 35,279 5,435,965 SH   SOLE   5,435,965 0 0
CHANNELADVISOR CORP COM 159179100 5,665 569,906 SH   SOLE   569,906 0 0
CHARLES & COLVARD LTD COM 159765106 91 69,071 SH   SOLE   69,071 0 0
CHARLES RIV LABS INTL INC COM 159864107 102,586 1,615,019 SH   SOLE   1,615,019 0 0
CHART INDS INC COM PAR $0.01 16115Q308 36,078 1,878,079 SH   SOLE   1,878,079 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 44 50,000 PRN   SOLE   50,000 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 114,342 650,226 SH   SOLE   650,226 0 0
CHARTER FINL CORP MD COM 16122W108 5,458 430,451 SH   SOLE   430,451 0 0
CHASE CORP COM 16150R104 7,073 179,572 SH   SOLE   179,572 0 0
CHATHAM LODGING TR COM 16208T102 18,645 868,035 SH   SOLE   868,035 0 0
CHC GROUP LTD SHS G07021101 55 91,731 SH   SOLE   91,731 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 8,629 108,769 SH   SOLE   108,769 0 0
CHECKPOINT SYS INC COM 162825103 18,398 2,537,613 SH   SOLE   2,537,613 0 0
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CUI GLOBAL INC COM NEW 126576206 304 58,876 SH   SOLE   58,876 0 0
CULLEN FROST BANKERS INC COM 229899109 114,958 1,808,088 SH   SOLE   1,808,088 0 0
CULP INC COM 230215105 8,596 268,029 SH   SOLE   268,029 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 196 34,052 SH   SOLE   34,052 0 0
CUMMINS INC COM 231021106 193,632 1,783,316 SH   SOLE   1,783,316 0 0
CUMULUS MEDIA INC CL A 231082108 2,517 3,576,656 SH   SOLE   3,576,656 0 0
CURIS INC COM 231269101 5,902 2,921,925 SH   SOLE   2,921,925 0 0
CURTISS WRIGHT CORP COM 231561101 183,559 2,940,711 SH   SOLE   2,940,711 0 0
CUSTOMERS BANCORP INC COM 23204G100 17,227 670,308 SH   SOLE   670,308 0 0
CUTERA INC COM 232109108 4,902 374,793 SH   SOLE   374,793 0 0
CVB FINL CORP COM 126600105 99,348 5,948,989 SH   SOLE   5,948,989 0 0
CVD EQUIPMENT CORP COM 126601103 157 14,264 SH   SOLE   14,264 0 0
CVENT INC COM 23247G109 18,595 552,422 SH   SOLE   552,422 0 0
CVR ENERGY INC COM 12662P108 7,156 174,320 SH   SOLE   174,320 0 0
CVS HEALTH CORP COM 126650100 1,234,527 12,795,675 SH   SOLE   12,795,675 0 0
CYBERONICS INC COM 23251P102 94,392 1,553,013 SH   SOLE   1,553,013 0 0
CYBEROPTICS CORP COM 232517102 145 22,873 SH   SOLE   22,873 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 101 52,014 SH   SOLE   52,014 0 0
CYNOSURE INC CL A 232577205 43,743 1,456,174 SH   SOLE   1,456,174 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 94,886 11,136,825 SH   SOLE   11,136,825 0 0
CYRUSONE INC COM 23283R100 51,418 1,574,331 SH   SOLE   1,574,331 0 0
CYS INVTS INC COM 12673A108 55,905 7,700,426 SH   SOLE   7,700,426 0 0
CYTEC INDS INC COM 232820100 173,538 2,349,870 SH   SOLE   2,349,870 0 0
CYTOKINETICS INC COM NEW 23282W605 5,943 888,300 SH   SOLE   888,300 0 0
CYTOSORBENTS CORP COM NEW 23283X206 251 39,795 SH   SOLE   39,795 0 0
CYTRX CORP COM PAR $.001 232828509 4,052 1,709,914 SH   SOLE   1,709,914 0 0
D R HORTON INC COM 23331A109 388,086 13,218,193 SH   SOLE   13,218,193 0 0
DAILY JOURNAL CORP COM 233912104 4,531 24,333 SH   SOLE   24,333 0 0
DAKOTA PLAINS HLDGS INC COM 234255107 119 149,030 SH   SOLE   149,030 0 0
DAKTRONICS INC COM 234264109 20,098 2,318,056 SH   SOLE   2,318,056 0 0
DANA HLDG CORP COM 235825205 120,378 7,580,471 SH   SOLE   7,580,471 0 0
DANAHER CORP DEL COM 235851102 510,516 5,991,272 SH   SOLE   5,991,272 0 0
DARDEN RESTAURANTS INC COM 237194105 308,814 4,505,600 SH   SOLE   4,505,600 0 0
DARLING INGREDIENTS INC COM 237266101 108,530 9,655,733 SH   SOLE   9,655,733 0 0
DATALINK CORP COM 237934104 3,053 511,422 SH   SOLE   511,422 0 0
DATAWATCH CORP COM NEW 237917208 185 31,511 SH   SOLE   31,511 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 20,340 537,664 SH   SOLE   537,664 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 255,240 3,528,828 SH   SOLE   3,528,828 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 208 54,560 SH   SOLE   54,560 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 84,359 2,506,222 SH   SOLE   2,506,222 0 0
DDR CORP COM 23317H102 63,285 4,114,746 SH   SOLE   4,114,746 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 80,743 1,278,386 SH   SOLE   1,278,386 0 0
DEAN FOODS CO NEW COM NEW 242370203 72,502 4,388,740 SH   SOLE   4,388,740 0 0
DECKERS OUTDOOR CORP COM 243537107 91,118 1,569,369 SH   SOLE   1,569,369 0 0
DEERE & CO COM 244199105 250,388 3,383,616 SH   SOLE   3,383,616 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 8,195 589,964 SH   SOLE   589,964 0 0
DELEK US HLDGS INC COM 246647101 39,831 1,437,930 SH   SOLE   1,437,930 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 314,551 4,136,648 SH   SOLE   4,136,648 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 414,786 9,244,173 SH   SOLE   9,244,173 0 0
DELTA APPAREL INC COM 247368103 370 20,969 SH   SOLE   20,969 0 0
DELTA NAT GAS INC COM 247748106 437 21,419 SH   SOLE   21,419 0 0
DELTIC TIMBER CORP COM 247850100 43,783 732,027 SH   SOLE   732,027 0 0
DELUXE CORP COM 248019101 131,898 2,366,305 SH   SOLE   2,366,305 0 0
DEMAND MEDIA INC COM NEW 24802N208 127 30,534 SH   SOLE   30,534 0 0
DEMANDWARE INC COM 24802Y105 42,809 828,340 SH   SOLE   828,340 0 0
DENBURY RES INC COM NEW 247916208 30,147 12,355,354 SH   SOLE   12,355,354 0 0
DENNYS CORP COM 24869P104 23,942 2,170,610 SH   SOLE   2,170,610 0 0
DENTSPLY INTL INC NEW COM 249030107 107,961 2,134,879 SH   SOLE   2,134,879 0 0
DEPOMED INC COM 249908104 88,616 4,701,115 SH   SOLE   4,701,115 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 89 75,000 PRN   SOLE   75,000 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 266 56,380 SH   SOLE   56,380 0 0
DERMIRA INC COM 24983L104 9,179 393,260 SH   SOLE   393,260 0 0
DESTINATION MATERNITY CORP COM 25065D100 297 32,170 SH   SOLE   32,170 0 0
DESTINATION XL GROUP INC COM 25065K104 5,272 907,409 SH   SOLE   907,409 0 0
DEVON ENERGY CORP NEW COM 25179M103 201,703 5,438,208 SH   SOLE   5,438,208 0 0
DEVRY ED GROUP INC COM 251893103 77,128 2,834,549 SH   SOLE   2,834,549 0 0
DEXCOM INC COM 252131107 73,717 858,572 SH   SOLE   858,572 0 0
DHI GROUP INC COM 23331S100 19,713 2,696,703 SH   SOLE   2,696,703 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 17,156 2,312,080 SH   SOLE   2,312,080 0 0
DIAMOND FOODS INC COM 252603105 48,191 1,561,603 SH   SOLE   1,561,603 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 19,516 104,900 SH   SOLE   104,900 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 20,814 1,203,099 SH   SOLE   1,203,099 0 0
DIAMOND RESORTS INTL INC COM 25272T104 23,659 1,011,486 SH   SOLE   1,011,486 0 0
DIAMONDBACK ENERGY INC COM 25278X109 47,577 736,480 SH   SOLE   736,480 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 142,818 12,924,669 SH   SOLE   12,924,669 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 3,224 392,716 SH   SOLE   392,716 0 0
DICKS SPORTING GOODS INC COM 253393102 146,680 2,956,660 SH   SOLE   2,956,660 0 0
DIEBOLD INC COM 253651103 91,929 3,087,981 SH   SOLE   3,087,981 0 0
DIGI INTL INC COM 253798102 17,708 1,501,953 SH   SOLE   1,501,953 0 0
DIGIMARC CORP NEW COM 25381B101 6,083 199,114 SH   SOLE   199,114 0 0
DIGIRAD CORP COM 253827109 230 61,403 SH   SOLE   61,403 0 0
DIGITAL ALLY INC COM NEW 25382P208 56 8,979 SH   SOLE   8,979 0 0
DIGITAL RLTY TR INC COM 253868103 192,582 2,948,280 SH   SOLE   2,948,280 0 0
DIGITAL TURBINE INC COM NEW 25400W102 2,317 1,280,052 SH   SOLE   1,280,052 0 0
DIGITALGLOBE INC COM NEW 25389M877 37,823 1,988,616 SH   SOLE   1,988,616 0 0
DILLARDS INC CL A 254067101 17,133 196,057 SH   SOLE   196,057 0 0
DIME CMNTY BANCSHARES COM 253922108 31,331 1,853,891 SH   SOLE   1,853,891 0 0
DINEEQUITY INC COM 254423106 92,729 1,011,666 SH   SOLE   1,011,666 0 0
DIODES INC COM 254543101 48,610 2,274,688 SH   SOLE   2,274,688 0 0
DIPLOMAT PHARMACY INC COM 25456K101 30,239 1,052,514 SH   SOLE   1,052,514 0 0
DISCOVER FINL SVCS COM 254709108 258,080 4,964,025 SH   SOLE   4,964,025 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 57,371 2,204,040 SH   SOLE   2,204,040 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 93,725 3,858,570 SH   SOLE   3,858,570 0 0
DISH NETWORK CORP CL A 25470M109 57,124 979,159 SH   SOLE   979,159 0 0
DISNEY WALT CO COM DISNEY 254687106 1,803,113 17,642,985 SH   SOLE   17,642,985 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 105 38,891 SH   SOLE   38,891 0 0
DIXIE GROUP INC CL A 255519100 356 42,548 SH   SOLE   42,548 0 0
DOLBY LABORATORIES INC COM 25659T107 14,263 437,511 SH   SOLE   437,511 0 0
DOLLAR GEN CORP NEW COM 256677105 338,345 4,670,688 SH   SOLE   4,670,688 0 0
DOLLAR TREE INC COM 256746108 266,543 3,998,540 SH   SOLE   3,998,540 0 0
DOMINION DIAMOND CORP COM 257287102 49 4,578 SH   SOLE   4,578 0 0
DOMINION RES INC VA NEW COM 25746U109 808,941 11,493,907 SH   SOLE   11,493,907 0 0
DOMINOS PIZZA INC COM 25754A201 193,142 1,789,839 SH   SOLE   1,789,839 0 0
DOMTAR CORP COM NEW 257559203 178,022 4,979,628 SH   SOLE   4,979,628 0 0
DONALDSON INC COM 257651109 114,647 4,082,871 SH   SOLE   4,082,871 0 0
DONEGAL GROUP INC CL A 257701201 3,059 217,603 SH   SOLE   217,603 0 0
DONNELLEY R R & SONS CO COM 257867101 157,501 10,817,387 SH   SOLE   10,817,387 0 0
DORIAN LPG LTD SHS USD Y2106R110 5,796 562,171 SH   SOLE   562,171 0 0
DORMAN PRODUCTS INC COM 258278100 88,837 1,745,663 SH   SOLE   1,745,663 0 0
DOT HILL SYS CORP COM 25848T109 15,463 1,589,220 SH   SOLE   1,589,220 0 0
DOUGLAS DYNAMICS INC COM 25960R105 11,169 562,367 SH   SOLE   562,367 0 0
DOUGLAS EMMETT INC COM 25960P109 182,156 6,342,464 SH   SOLE   6,342,464 0 0
DOVER CORP COM 260003108 133,810 2,340,157 SH   SOLE   2,340,157 0 0
DOVER MOTORSPORTS INC COM 260174107 187 81,313 SH   SOLE   81,313 0 0
DOW CHEM CO COM 260543103 535,475 12,629,134 SH   SOLE   12,629,134 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 247,691 3,133,342 SH   SOLE   3,133,342 0 0
DR REDDYS LABS LTD ADR 256135203 11,132 174,176 SH   SOLE   174,176 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 58,858 3,372,970 SH   SOLE   3,372,970 0 0
DREW INDS INC COM NEW 26168L205 78,407 1,435,757 SH   SOLE   1,435,757 0 0
DRIL-QUIP INC COM 262037104 80,729 1,386,620 SH   SOLE   1,386,620 0 0
DS HEALTHCARE GROUP INC COM 23336Q109 83 33,983 SH   SOLE   33,983 0 0
DSP GROUP INC COM 23332B106 12,429 1,364,335 SH   SOLE   1,364,335 0 0
DST SYS INC DEL COM 233326107 124,909 1,188,022 SH   SOLE   1,188,022 0 0
DSW INC CL A 23334L102 16,240 641,643 SH   SOLE   641,643 0 0
DTE ENERGY CO COM 233331107 450,518 5,605,550 SH   SOLE   5,605,550 0 0
DTS INC COM 23335C101 28,897 1,082,286 SH   SOLE   1,082,286 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 492,369 10,215,123 SH   SOLE   10,215,123 0 0
DUCOMMUN INC DEL COM 264147109 5,568 277,453 SH   SOLE   277,453 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 717,173 9,969,042 SH   SOLE   9,969,042 0 0
DUKE REALTY CORP COM NEW 264411505 250,199 13,133,784 SH   SOLE   13,133,784 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 56,536 538,441 SH   SOLE   538,441 0 0
DUNKIN BRANDS GROUP INC COM 265504100 152,351 3,109,213 SH   SOLE   3,109,213 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 47,438 1,832,981 SH   SOLE   1,832,981 0 0
DURECT CORP COM 266605104 5,674 2,909,950 SH   SOLE   2,909,950 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 20,706 759,010 SH   SOLE   759,010 0 0
DYAX CORP COM 26746E103 108,440 5,680,482 SH   SOLE   5,680,482 0 0
DYCOM INDS INC COM 267475101 146,339 2,022,377 SH   SOLE   2,022,377 0 0
DYNAMIC MATLS CORP COM 267888105 326 34,127 SH   SOLE   34,127 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 23,545 959,461 SH   SOLE   959,461 0 0
DYNEGY INC NEW DEL COM 26817R108 66,144 3,199,988 SH   SOLE   3,199,988 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 26,818 334,052 SH   SOLE   334,052 0 0
DYNEX CAP INC COM NEW 26817Q506 16,042 2,445,352 SH   SOLE   2,445,352 0 0
E M C CORP MASS COM 268648102 550,539 22,787,206 SH   SOLE   22,787,206 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 122,871 4,666,575 SH   SOLE   4,666,575 0 0
EAGLE BANCORP INC MD COM 268948106 31,734 697,458 SH   SOLE   697,458 0 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 3,309 558,010 SH   SOLE   558,010 0 0
EAGLE MATERIALS INC COM 26969P108 141,533 2,068,585 SH   SOLE   2,068,585 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 15,139 204,499 SH   SOLE   204,499 0 0
EARTHLINK HLDGS CORP COM 27033X101 20,901 2,686,500 SH   SOLE   2,686,500 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 461 30,347 SH   SOLE   30,347 0 0
EAST WEST BANCORP INC COM 27579R104 187,065 4,868,953 SH   SOLE   4,868,953 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 5,181 324,851 SH   SOLE   324,851 0 0
EASTERN CO COM 276317104 290 18,114 SH   SOLE   18,114 0 0
EASTGROUP PPTY INC COM 277276101 111,909 2,065,503 SH   SOLE   2,065,503 0 0
EASTMAN CHEM CO COM 277432100 137,800 2,129,174 SH   SOLE   2,129,174 0 0
EASTMAN KODAK CO COM NEW 277461406 6,513 416,943 SH   SOLE   416,943 0 0
EATON CORP PLC SHS G29183103 366,397 7,142,234 SH   SOLE   7,142,234 0 0
EATON VANCE CORP COM NON VTG 278265103 130,118 3,893,420 SH   SOLE   3,893,420 0 0
EBAY INC COM 278642103 357,439 14,625,178 SH   SOLE   14,625,178 0 0
EBIX INC COM NEW 278715206 39,726 1,591,596 SH   SOLE   1,591,596 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 33,113 1,689,425 SH   SOLE   1,689,425 0 0
ECHOSTAR CORP CL A 278768106 21,433 498,084 SH   SOLE   498,084 0 0
ECLIPSE RES CORP COM 27890G100 2,201 1,128,682 SH   SOLE   1,128,682 0 0
ECOLAB INC COM 278865100 387,342 3,530,274 SH   SOLE   3,530,274 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 108 9,337 SH   SOLE   9,337 0 0
ECOPETROL S A SPONSORED ADS 279158109 6,531 759,362 SH   SOLE   759,362 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 207 28,301 SH   SOLE   28,301 0 0
EDGEWELL PERS CARE CO COM 28035Q102 163,212 2,000,151 SH   SOLE   2,000,151 0 0
EDISON INTL COM 281020107 454,117 7,200,201 SH   SOLE   7,200,201 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 95,649 2,902,846 SH   SOLE   2,902,846 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 270,097 1,899,818 SH   SOLE   1,899,818 0 0
EGAIN CORP COM NEW 28225C806 177 44,705 SH   SOLE   44,705 0 0
EGALET CORP COM 28226B104 404 30,620 SH   SOLE   30,620 0 0
EHEALTH INC COM 28238P109 13,657 1,066,158 SH   SOLE   1,066,158 0 0
EL PASO ELEC CO COM NEW 283677854 88,629 2,407,080 SH   SOLE   2,407,080 0 0
EL POLLO LOCO HLDGS INC COM 268603107 3,390 314,508 SH   SOLE   314,508 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,037 943,194 SH   SOLE   943,194 0 0
ELDORADO RESORTS INC COM 28470R102 6,496 720,196 SH   SOLE   720,196 0 0
ELECTRO RENT CORP COM 285218103 4,261 410,474 SH   SOLE   410,474 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 4,804 1,035,268 SH   SOLE   1,035,268 0 0
ELECTRONIC ARTS INC COM 285512109 367,394 5,422,789 SH   SOLE   5,422,789 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 212 100,000 PRN   SOLE   100,000 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 124,030 2,865,766 SH   SOLE   2,865,766 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 51 50,000 PRN   SOLE   50,000 0 0
ELIZABETH ARDEN INC COM 28660G106 7,610 651,003 SH   SOLE   651,003 0 0
ELLIE MAE INC COM 28849P100 51,010 766,257 SH   SOLE   766,257 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1,970 162,104 SH   SOLE   162,104 0 0
ELLIS PERRY INTL INC COM 288853104 15,752 717,311 SH   SOLE   717,311 0 0
EMAGIN CORP COM NEW 29076N206 110 46,138 SH   SOLE   46,138 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 9,531 372,605 SH   SOLE   372,605 0 0
EMC INS GROUP INC COM 268664109 4,669 201,171 SH   SOLE   201,171 0 0
EMCOR GROUP INC COM 29084Q100 161,908 3,658,947 SH   SOLE   3,658,947 0 0
EMCORE CORP COM NEW 290846203 3,384 497,613 SH   SOLE   497,613 0 0
EMERALD OIL INC COM PAR 0.001 29101U407 25 13,702 SH   SOLE   13,702 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 51,137 1,794,922 SH   SOLE   1,794,922 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 85 75,000 PRN   SOLE   75,000 0 0
EMERGENT CAP INC COM 29102N105 301 55,320 SH   SOLE   55,320 0 0
EMERSON ELEC CO COM 291011104 460,540 10,426,539 SH   SOLE   10,426,539 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 142 114,390 SH   SOLE   114,390 0 0
EMPIRE DIST ELEC CO COM 291641108 21,889 993,608 SH   SOLE   993,608 0 0
EMPIRE RESORTS INC COM NEW 292052206 1,708 405,687 SH   SOLE   405,687 0 0
EMPIRE ST RLTY TR INC CL A 292104106 15,882 932,583 SH   SOLE   932,583 0 0
EMPLOYERS HOLDINGS INC COM 292218104 41,727 1,871,989 SH   SOLE   1,871,989 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,587 124,057 SH   SOLE   124,057 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 11,308 318,435 SH   SOLE   318,435 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 41,711 1,154,139 SH   SOLE   1,154,139 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 234 9,833 SH   SOLE   9,833 0 0
ENBRIDGE INC COM 29250N105 340 9,144 SH   SOLE   9,144 0 0
ENCANA CORP COM 292505104 6,833 1,061,064 SH   SOLE   1,061,064 0 0
ENCORE CAP GROUP INC COM 292554102 52,869 1,428,883 SH   SOLE   1,428,883 0 0
ENCORE WIRE CORP COM 292562105 39,630 1,213,047 SH   SOLE   1,213,047 0 0
ENDO INTL PLC SHS G30401106 454,281 6,557,173 SH   SOLE   6,557,173 0 0
ENDOCHOICE HLDGS INC COM 29272U103 1,950 171,671 SH   SOLE   171,671 0 0
ENDOCYTE INC COM 29269A102 7,161 1,563,565 SH   SOLE   1,563,565 0 0
ENDOLOGIX INC COM 29266S106 19,687 1,605,791 SH   SOLE   1,605,791 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 18,944 1,417,945 SH   SOLE   1,417,945 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 119,615 1,959,943 SH   SOLE   1,959,943 0 0
ENERGEN CORP COM 29265N108 132,937 2,666,201 SH   SOLE   2,666,201 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 78,874 2,037,573 SH   SOLE   2,037,573 0 0
ENERGOUS CORP COM 29272C103 197 28,556 SH   SOLE   28,556 0 0
ENERGY FOCUS INC COM NEW 29268T300 205 17,351 SH   SOLE   17,351 0 0
ENERGY FUELS INC COM NEW 292671708 3,274 1,125,054 SH   SOLE   1,125,054 0 0
ENERGY RECOVERY INC COM 29270J100 180 84,155 SH   SOLE   84,155 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 7 75,000 PRN   SOLE   75,000 0 0
ENERGY XXI LTD USD UNRS SHS G10082140 2,511 2,391,522 SH   SOLE   2,391,522 0 0
ENERNOC INC COM 292764107 5,374 680,217 SH   SOLE   680,217 0 0
ENERPLUS CORP COM 292766102 1,258 258,930 SH   SOLE   258,930 0 0
ENERSIS S A SPONSORED ADR 29274F104 14,075 1,113,538 SH   SOLE   1,113,538 0 0
ENERSYS COM 29275Y102 143,138 2,671,491 SH   SOLE   2,671,491 0 0
ENGILITY HLDGS INC NEW COM 29286C107 30,175 1,170,491 SH   SOLE   1,170,491 0 0
ENI S P A SPONSORED ADR 26874R108 490 15,612 SH   SOLE   15,612 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,598 87,412 SH   SOLE   87,412 0 0
ENNIS INC COM 293389102 11,513 663,199 SH   SOLE   663,199 0 0
ENOVA INTL INC COM 29357K103 16,211 1,586,194 SH   SOLE   1,586,194 0 0
ENPHASE ENERGY INC COM 29355A107 2,720 735,122 SH   SOLE   735,122 0 0
ENPRO INDS INC COM 29355X107 51,560 1,316,319 SH   SOLE   1,316,319 0 0
ENSCO PLC SHS CLASS A G3157S106 90,273 6,411,460 SH   SOLE   6,411,460 0 0
ENSERVCO CORP COM 29358Y102 41 59,594 SH   SOLE   59,594 0 0
ENSIGN GROUP INC COM 29358P101 67,991 1,594,918 SH   SOLE   1,594,918 0 0
ENSTAR GROUP LIMITED SHS G3075P101 31,372 209,149 SH   SOLE   209,149 0 0
ENTEGRA FINL CORP COM 29363J108 304 17,510 SH   SOLE   17,510 0 0
ENTEGRIS INC COM 29362U104 43,895 3,327,871 SH   SOLE   3,327,871 0 0
ENTELLUS MED INC COM 29363K105 2,582 143,281 SH   SOLE   143,281 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 6,414 631,259 SH   SOLE   631,259 0 0
ENTERGY CORP NEW COM 29364G103 402,423 6,181,611 SH   SOLE   6,181,611 0 0
ENTEROMEDICS INC COM NEW 29365M208 43 166,741 SH   SOLE   166,741 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 4,020 191,681 SH   SOLE   191,681 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 12,580 499,795 SH   SOLE   499,795 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 10,943 1,648,090 SH   SOLE   1,648,090 0 0
ENVESTNET INC COM 29404K106 25,448 849,117 SH   SOLE   849,117 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 83,095 2,258,638 SH   SOLE   2,258,638 0 0
ENVIVIO INC COM 29413T106 265 64,791 SH   SOLE   64,791 0 0
ENZO BIOCHEM INC COM 294100102 287 90,428 SH   SOLE   90,428 0 0
EOG RES INC COM 26875P101 535,029 7,349,299 SH   SOLE   7,349,299 0 0
EP ENERGY CORP CL A 268785102 1,659 322,228 SH   SOLE   322,228 0 0
EPAM SYS INC COM 29414B104 89,649 1,203,017 SH   SOLE   1,203,017 0 0
EPIQ SYS INC COM 26882D109 25,457 1,970,318 SH   SOLE   1,970,318 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 183 41,351 SH   SOLE   41,351 0 0
EPIZYME INC COM 29428V104 16,436 1,278,065 SH   SOLE   1,278,065 0 0
EPLUS INC COM 294268107 27,637 349,524 SH   SOLE   349,524 0 0
EPR PPTYS COM SH BEN INT 26884U109 191,199 3,707,570 SH   SOLE   3,707,570 0 0
EQT CORP COM 26884L109 170,575 2,633,550 SH   SOLE   2,633,550 0 0
EQUIFAX INC COM 294429105 166,538 1,713,711 SH   SOLE   1,713,711 0 0
EQUINIX INC COM PAR $0.001 29444U700 311,142 1,138,046 SH   SOLE   1,138,046 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 49,918 1,832,540 SH   SOLE   1,832,540 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 24,420 958,414 SH   SOLE   958,414 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 72,470 1,237,323 SH   SOLE   1,237,323 0 0
EQUITY ONE COM 294752100 83,597 3,434,557 SH   SOLE   3,434,557 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 694,908 9,250,638 SH   SOLE   9,250,638 0 0
ERA GROUP INC COM 26885G109 19,557 1,306,421 SH   SOLE   1,306,421 0 0
ERICKSON INC COM 29482P100 41 13,128 SH   SOLE   13,128 0 0
ERICSSON ADR B SEK 10 294821608 5,899 603,170 SH   SOLE   603,170 0 0
ERIE INDTY CO CL A 29530P102 17,708 213,500 SH   SOLE   213,500 0 0
ERIN ENERGY CORP COM 295625107 1,253 319,743 SH   SOLE   319,743 0 0
EROS INTL PLC SHS NEW G3788M114 17,358 638,410 SH   SOLE   638,410 0 0
ESCALADE INC COM 296056104 4,025 254,759 SH   SOLE   254,759 0 0
ESCO TECHNOLOGIES INC COM 296315104 54,351 1,513,958 SH   SOLE   1,513,958 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 7,394 313,457 SH   SOLE   313,457 0 0
ESSA BANCORP INC COM 29667D104 383 29,541 SH   SOLE   29,541 0 0
ESSENDANT INC COM 296689102 72,676 2,241,011 SH   SOLE   2,241,011 0 0
ESSENT GROUP LTD COM G3198U102 32,979 1,327,131 SH   SOLE   1,327,131 0 0
ESSEX PPTY TR INC COM 297178105 408,515 1,828,462 SH   SOLE   1,828,462 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 109,209 1,519,119 SH   SOLE   1,519,119 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 55,260 2,092,404 SH   SOLE   2,092,404 0 0
ETSY INC COM 29786A106 6,498 474,618 SH   SOLE   474,618 0 0
EURONAV NV ANTWERPEN SHS B38564108 3 197 SH   SOLE   197 0 0
EURONET WORLDWIDE INC COM 298736109 93,278 1,258,988 SH   SOLE   1,258,988 0 0
EVERBANK FINL CORP COM 29977G102 43,328 2,244,976 SH   SOLE   2,244,976 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 110,627 2,201,965 SH   SOLE   2,201,965 0 0
EVEREST RE GROUP LTD COM G3223R108 286,344 1,651,922 SH   SOLE   1,651,922 0 0
EVERI HLDGS INC COM 30034T103 8,412 1,639,713 SH   SOLE   1,639,713 0 0
EVERSOURCE ENERGY COM 30040W108 389,873 7,701,964 SH   SOLE   7,701,964 0 0
EVERTEC INC COM 30040P103 28,815 1,594,628 SH   SOLE   1,594,628 0 0
EVERYDAY HEALTH INC COM 300415106 5,118 559,958 SH   SOLE   559,958 0 0
EVINE LIVE INC CL A 300487105 3,168 1,209,301 SH   SOLE   1,209,301 0 0
EVOLENT HEALTH INC CL A 30050B101 5,013 314,092 SH   SOLE   314,092 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 3,562 641,848 SH   SOLE   641,848 0 0
EVOLVING SYS INC COM NEW 30049R209 170 28,342 SH   SOLE   28,342 0 0
EXA CORP COM 300614500 301 29,124 SH   SOLE   29,124 0 0
EXACT SCIENCES CORP COM 30063P105 41,408 2,301,720 SH   SOLE   2,301,720 0 0
EXACTECH INC COM 30064E109 4,523 259,506 SH   SOLE   259,506 0 0
EXAMWORKS GROUP INC COM 30066A105 70,663 2,416,648 SH   SOLE   2,416,648 0 0
EXAR CORP COM 300645108 16,181 2,719,420 SH   SOLE   2,719,420 0 0
EXCO RESOURCES INC COM 269279402 2,984 3,978,154 SH   SOLE   3,978,154 0 0
EXELIXIS INC COM 30161Q104 50,945 9,081,066 SH   SOLE   9,081,066 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 60 50,000 PRN   SOLE   50,000 0 0
EXELON CORP COM 30161N101 397,404 13,380,618 SH   SOLE   13,380,618 0 0
EXLSERVICE HOLDINGS INC COM 302081104 72,602 1,965,941 SH   SOLE   1,965,941 0 0
EXONE CO COM 302104104 1,783 265,655 SH   SOLE   265,655 0 0
EXPEDIA INC DEL COM NEW 30212P303 176,063 1,496,114 SH   SOLE   1,496,114 0 0
EXPEDITORS INTL WASH INC COM 302130109 170,110 3,615,517 SH   SOLE   3,615,517 0 0
EXPONENT INC COM 30214U102 68,552 1,538,416 SH   SOLE   1,538,416 0 0
EXPRESS INC COM 30219E103 82,191 4,599,360 SH   SOLE   4,599,360 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 746,588 9,221,689 SH   SOLE   9,221,689 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 12,476 743,485 SH   SOLE   743,485 0 0
EXTERRAN HLDGS INC COM 30225X103 78,575 4,365,263 SH   SOLE   4,365,263 0 0
EXTRA SPACE STORAGE INC COM 30225T102 445,648 5,775,641 SH   SOLE   5,775,641 0 0
EXTREME NETWORKS INC COM 30226D106 8,398 2,499,436 SH   SOLE   2,499,436 0 0
EXXON MOBIL CORP COM 30231G102 4,111,195 55,295,154 SH   SOLE   55,295,154 0 0
EZCORP INC CL A NON VTG 302301106 19,248 3,119,612 SH   SOLE   3,119,612 0 0
F M C CORP COM NEW 302491303 67,253 1,983,285 SH   SOLE   1,983,285 0 0
F5 NETWORKS INC COM 315616102 135,539 1,170,458 SH   SOLE   1,170,458 0 0
FABRINET SHS G3323L100 34,091 1,859,840 SH   SOLE   1,859,840 0 0
FACEBOOK INC CL A 30303M102 2,432,401 27,056,743 SH   SOLE   27,056,743 0 0
FACTSET RESH SYS INC COM 303075105 234,575 1,467,838 SH   SOLE   1,467,838 0 0
FAIR ISAAC CORP COM 303250104 133,472 1,579,548 SH   SOLE   1,579,548 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 76,578 5,454,280 SH   SOLE   5,454,280 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 4,204 1,557,064 SH   SOLE   1,557,064 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8,789 570,346 SH   SOLE   570,346 0 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 575 547,325 SH   SOLE   547,325 0 0
FALCONSTOR SOFTWARE INC COM 306137100 202 101,491 SH   SOLE   101,491 0 0
FAMOUS DAVES AMER INC COM 307068106 181 14,018 SH   SOLE   14,018 0 0
FARMER BROS CO COM 307675108 5,580 204,775 SH   SOLE   204,775 0 0
FARMERS CAP BK CORP COM 309562106 4,764 191,707 SH   SOLE   191,707 0 0
FARMERS NATL BANC CORP COM 309627107 490 59,660 SH   SOLE   59,660 0 0
FARMLAND PARTNERS INC COM 31154R109 299 28,446 SH   SOLE   28,446 0 0
FARO TECHNOLOGIES INC COM 311642102 35,659 1,018,842 SH   SOLE   1,018,842 0 0
FASTENAL CO COM 311900104 156,075 4,263,177 SH   SOLE   4,263,177 0 0
FATE THERAPEUTICS INC COM 31189P102 333 62,538 SH   SOLE   62,538 0 0
FBL FINL GROUP INC CL A 30239F106 14,117 229,477 SH   SOLE   229,477 0 0
FBR & CO COM NEW 30247C400 357 17,507 SH   SOLE   17,507 0 0
FCB FINL HLDGS INC CL A 30255G103 20,541 629,698 SH   SOLE   629,698 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 6,789 261,804 SH   SOLE   261,804 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 4,868 712,689 SH   SOLE   712,689 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 476,135 3,489,447 SH   SOLE   3,489,447 0 0
FEDERAL SIGNAL CORP COM 313855108 51,717 3,772,191 SH   SOLE   3,772,191 0 0
FEDERATED INVS INC PA CL B 314211103 158,614 5,488,362 SH   SOLE   5,488,362 0 0
FEDERATED NATL HLDG CO COM 31422T101 8,591 357,680 SH   SOLE   357,680 0 0
FEDEX CORP COM 31428X106 515,405 3,579,696 SH   SOLE   3,579,696 0 0
FEI CO COM 30241L109 144,486 1,978,171 SH   SOLE   1,978,171 0 0
FELCOR LODGING TR INC COM 31430F101 23,148 3,274,119 SH   SOLE   3,274,119 0 0
FEMALE HEALTH CO COM 314462102 98 62,063 SH   SOLE   62,063 0 0
FENIX PTS INC COM 31446L100 2,403 359,692 SH   SOLE   359,692 0 0
FERRO CORP COM 315405100 18,911 1,727,007 SH   SOLE   1,727,007 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 9,172 676,385 SH   SOLE   676,385 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 2,604 676,396 SH   SOLE   676,396 0 0
FIBROGEN INC COM 31572Q808 25,132 1,146,555 SH   SOLE   1,146,555 0 0
FIDELITY & GTY LIFE COM 315785105 6,527 265,977 SH   SOLE   265,977 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 91,350 2,575,426 SH   SOLE   2,575,426 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 25,494 2,175,290 SH   SOLE   2,175,290 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 309,546 4,614,586 SH   SOLE   4,614,586 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 9,342 441,920 SH   SOLE   441,920 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 29,058 640,457 SH   SOLE   640,457 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 1,179 157,815 SH   SOLE   157,815 0 0
FIFTH THIRD BANCORP COM 316773100 240,475 12,716,820 SH   SOLE   12,716,820 0 0
FINANCIAL ENGINES INC COM 317485100 92,048 3,123,456 SH   SOLE   3,123,456 0 0
FINANCIAL INSTNS INC COM 317585404 8,807 355,401 SH   SOLE   355,401 0 0
FINISAR CORP COM NEW 31787A507 30,190 2,712,503 SH   SOLE   2,712,503 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 44 50,000 PRN   SOLE   50,000 0 0
FINISH LINE INC CL A 317923100 51,544 2,670,660 SH   SOLE   2,670,660 0 0
FIREEYE INC COM 31816Q101 49,455 1,554,200 SH   SOLE   1,554,200 0 0
FIRST ACCEPTANCE CORP COM 318457108 147 54,700 SH   SOLE   54,700 0 0
FIRST AMERN FINL CORP COM 31847R102 197,865 5,064,370 SH   SOLE   5,064,370 0 0
FIRST BANCORP INC ME COM 31866P102 5,239 274,312 SH   SOLE   274,312 0 0
FIRST BANCORP N C COM 318910106 8,420 495,275 SH   SOLE   495,275 0 0
FIRST BANCORP P R COM NEW 318672706 23,844 6,697,658 SH   SOLE   6,697,658 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 5,268 223,990 SH   SOLE   223,990 0 0
FIRST BUSEY CORP COM NEW 319383204 11,901 598,959 SH   SOLE   598,959 0 0
FIRST CASH FINL SVCS INC COM 31942D107 66,976 1,671,886 SH   SOLE   1,671,886 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 7,576 423,250 SH   SOLE   423,250 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 46,996 5,170,125 SH   SOLE   5,170,125 0 0
FIRST CONN BANCORP INC MD COM 319850103 6,644 412,164 SH   SOLE   412,164 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 40,041 177,173 SH   SOLE   177,173 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 8,682 237,464 SH   SOLE   237,464 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 611 50,521 SH   SOLE   50,521 0 0
FIRST FINL BANCORP OH COM 320209109 67,739 3,550,237 SH   SOLE   3,550,237 0 0
FIRST FINL BANKSHARES COM 32020R109 124,838 3,928,185 SH   SOLE   3,928,185 0 0
FIRST FINL CORP IND COM 320218100 9,010 278,515 SH   SOLE   278,515 0 0
FIRST FNDTN INC COM 32026V104 151 6,621 SH   SOLE   6,621 0 0
FIRST HORIZON NATL CORP COM 320517105 111,552 7,866,826 SH   SOLE   7,866,826 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 53,352 2,546,651 SH   SOLE   2,546,651 0 0
FIRST INTERNET BANCORP COM 320557101 429 13,436 SH   SOLE   13,436 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13,247 475,841 SH   SOLE   475,841 0 0
FIRST LONG IS CORP COM 320734106 8,294 306,856 SH   SOLE   306,856 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 22 6,723 SH   SOLE   6,723 0 0
FIRST MARBLEHEAD CORP COM NEW 320771207 82 23,716 SH   SOLE   23,716 0 0
FIRST MERCHANTS CORP COM 320817109 24,672 940,956 SH   SOLE   940,956 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 80,579 4,593,991 SH   SOLE   4,593,991 0 0
FIRST NBC BK HLDG CO COM 32115D106 33,184 947,035 SH   SOLE   947,035 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 149,566 14,649,007 SH   SOLE   14,649,007 0 0
FIRST NORTHWEST BANCORP COM 335834107 509 41,129 SH   SOLE   41,129 0 0
FIRST POTOMAC RLTY TR COM 33610F109 16,090 1,462,724 SH   SOLE   1,462,724 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 95,699 1,524,605 SH   SOLE   1,524,605 0 0
FIRST SEC GROUP INC COM NEW 336312202 392 157,255 SH   SOLE   157,255 0 0
FIRST SOLAR INC COM 336433107 53,829 1,259,155 SH   SOLE   1,259,155 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 296 37,453 SH   SOLE   37,453 0 0
FIRST UTD CORP COM 33741H107 165 20,166 SH   SOLE   20,166 0 0
FIRSTENERGY CORP COM 337932107 300,294 9,590,978 SH   SOLE   9,590,978 0 0
FIRSTMERIT CORP COM 337915102 191,020 10,810,395 SH   SOLE   10,810,395 0 0
FISERV INC COM 337738108 371,030 4,283,914 SH   SOLE   4,283,914 0 0
FITBIT INC CL A 33812L102 15,060 399,580 SH   SOLE   399,580 0 0
FIVE BELOW INC COM 33829M101 43,641 1,299,600 SH   SOLE   1,299,600 0 0
FIVE OAKS INVT CORP COM 33830W106 1,804 285,447 SH   SOLE   285,447 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 14,369 933,674 SH   SOLE   933,674 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 3,344 1,082,357 SH   SOLE   1,082,357 0 0
FIVE9 INC COM 338307101 2,273 614,365 SH   SOLE   614,365 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,564 465,158 SH   SOLE   465,158 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 9,164 561,865 SH   SOLE   561,865 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 108,853 790,971 SH   SOLE   790,971 0 0
FLEETMATICS GROUP PLC COM G35569105 44,699 910,551 SH   SOLE   910,551 0 0
FLEX PHARMA INC COM 33938A105 1,746 145,363 SH   SOLE   145,363 0 0
FLEXION THERAPEUTICS INC COM 33938J106 5,436 365,843 SH   SOLE   365,843 0 0
FLEXSTEEL INDS INC COM 339382103 4,553 145,701 SH   SOLE   145,701 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 4,972 471,697 SH   SOLE   471,697 0 0
FLIR SYS INC COM 302445101 56,981 2,035,753 SH   SOLE   2,035,753 0 0
FLOTEK INDS INC DEL COM 343389102 54,514 3,264,331 SH   SOLE   3,264,331 0 0
FLOWERS FOODS INC COM 343498101 141,220 5,708,171 SH   SOLE   5,708,171 0 0
FLOWSERVE CORP COM 34354P105 79,076 1,922,110 SH   SOLE   1,922,110 0 0
FLUIDIGM CORP DEL COM 34385P108 6,812 840,010 SH   SOLE   840,010 0 0
FLUOR CORP NEW COM 343412102 87,360 2,062,817 SH   SOLE   2,062,817 0 0
FLUSHING FINL CORP COM 343873105 14,730 735,748 SH   SOLE   735,748 0 0
FMC TECHNOLOGIES INC COM 30249U101 134,135 4,326,947 SH   SOLE   4,326,947 0 0
FNB CORP PA COM 302520101 174,940 13,508,877 SH   SOLE   13,508,877 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,376 596,994 SH   SOLE   596,994 0 0
FOGO DE CHAO INC COM 344177100 2,055 131,741 SH   SOLE   131,741 0 0
FONAR CORP COM NEW 344437405 245 18,234 SH   SOLE   18,234 0 0
FOOT LOCKER INC COM 344849104 334,700 4,650,552 SH   SOLE   4,650,552 0 0
FORBES ENERGY SVCS LTD COM 345143101 27 51,257 SH   SOLE   51,257 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 554,959 40,895,998 SH   SOLE   40,895,998 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 57,994 2,880,966 SH   SOLE   2,880,966 0 0
FORESTAR GROUP INC COM 346233109 26,618 2,024,214 SH   SOLE   2,024,214 0 0
FORMFACTOR INC COM 346375108 9,909 1,461,465 SH   SOLE   1,461,465 0 0
FORRESTER RESH INC COM 346563109 19,631 624,389 SH   SOLE   624,389 0 0
FORTINET INC COM 34959E109 216,098 5,087,053 SH   SOLE   5,087,053 0 0
FORTRESS BIOTECH INC COM 34960Q109 221 84,855 SH   SOLE   84,855 0 0
FORTUNA SILVER MINES INC COM 349915108 16 7,247 SH   SOLE   7,247 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 276,873 5,832,598 SH   SOLE   5,832,598 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 20,358 1,667,310 SH   SOLE   1,667,310 0 0
FORWARD AIR CORP COM 349853101 76,930 1,854,191 SH   SOLE   1,854,191 0 0
FOSSIL GROUP INC COM 34988V106 35,331 632,270 SH   SOLE   632,270 0 0
FOSTER L B CO COM 350060109 3,200 260,593 SH   SOLE   260,593 0 0
FOUNDATION MEDICINE INC COM 350465100 14,397 780,305 SH   SOLE   780,305 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 5,259 302,936 SH   SOLE   302,936 0 0
FOX FACTORY HLDG CORP COM 35138V102 7,446 441,609 SH   SOLE   441,609 0 0
FRANCESCAS HLDGS CORP COM 351793104 30,992 2,534,077 SH   SOLE   2,534,077 0 0
FRANCO NEVADA CORP COM 351858105 9,044 205,452 SH   SOLE   205,452 0 0
FRANKLIN COVEY CO COM 353469109 4,941 307,643 SH   SOLE   307,643 0 0
FRANKLIN ELEC INC COM 353514102 69,167 2,540,088 SH   SOLE   2,540,088 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,137 140,339 SH   SOLE   140,339 0 0
FRANKLIN RES INC COM 354613101 160,566 4,309,337 SH   SOLE   4,309,337 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 55,913 5,201,185 SH   SOLE   5,201,185 0 0
FRANKS INTL N V COM N33462107 7,901 515,364 SH   SOLE   515,364 0 0
FREDS INC CL A 356108100 25,614 2,161,499 SH   SOLE   2,161,499 0 0
FREEPORT-MCMORAN INC CL B 35671D857 175,604 18,122,151 SH   SOLE   18,122,151 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 38,628 1,055,987 SH   SOLE   1,055,987 0 0
FREIGHTCAR AMER INC COM 357023100 5,380 313,491 SH   SOLE   313,491 0 0
FREQUENCY ELECTRS INC COM 358010106 221 21,310 SH   SOLE   21,310 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 31,047 785,796 SH   SOLE   785,796 0 0
FRESH MKT INC COM 35804H106 23,538 1,041,975 SH   SOLE   1,041,975 0 0
FRESHPET INC COM 358039105 5,730 545,750 SH   SOLE   545,750 0 0
FRIEDMAN INDS INC COM 358435105 198 32,972 SH   SOLE   32,972 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 96,275 20,268,344 SH   SOLE   20,268,344 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 130,892 1,405,171 SH   SOLE   1,405,171 0 0
FRONTLINE LTD SHS G3682E127 7,265 2,700,822 SH   SOLE   2,700,822 0 0
FRP HLDGS INC COM 30292L107 5,137 170,440 SH   SOLE   170,440 0 0
FTD COS INC COM 30281V108 33,155 1,112,599 SH   SOLE   1,112,599 0 0
FTI CONSULTING INC COM 302941109 80,174 1,931,448 SH   SOLE   1,931,448 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 131 27,113 SH   SOLE   27,113 0 0
FUEL TECH INC COM 359523107 94 49,053 SH   SOLE   49,053 0 0
FUELCELL ENERGY INC COM 35952H106 4,661 6,343,658 SH   SOLE   6,343,658 0 0
FULLER H B CO COM 359694106 103,193 3,040,443 SH   SOLE   3,040,443 0 0
FULTON FINL CORP PA COM 360271100 102,372 8,460,523 SH   SOLE   8,460,523 0 0
FURMANITE CORPORATION COM 361086101 5,960 980,199 SH   SOLE   980,199 0 0
FUTUREFUEL CORPORATION COM 36116M106 13,887 1,405,548 SH   SOLE   1,405,548 0 0
FX ENERGY INC COM 302695101 145 152,807 SH   SOLE   152,807 0 0
FXCM INC COM CL A 302693106 102 117,386 SH   SOLE   117,386 0 0
G & K SVCS INC CL A 361268105 78,929 1,184,760 SH   SOLE   1,184,760 0 0
G-III APPAREL GROUP LTD COM 36237H101 147,694 2,395,293 SH   SOLE   2,395,293 0 0
GAIAM INC CL A 36268Q103 229 37,208 SH   SOLE   37,208 0 0
GAIN CAP HLDGS INC COM 36268W100 5,878 807,441 SH   SOLE   807,441 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 140 59,664 SH   SOLE   59,664 0 0
GALENA BIOPHARMA INC COM 363256108 6,696 4,237,724 SH   SOLE   4,237,724 0 0
GALLAGHER ARTHUR J & CO COM 363576109 343,293 8,316,205 SH   SOLE   8,316,205 0 0
GAMCO INVESTORS INC COM 361438104 8,211 149,568 SH   SOLE   149,568 0 0
GAMESTOP CORP NEW CL A 36467W109 65,213 1,582,464 SH   SOLE   1,582,464 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 36,626 1,233,206 SH   SOLE   1,233,206 0 0
GANNETT CO INC COM 36473H104 73,730 5,005,424 SH   SOLE   5,005,424 0 0
GAP INC DEL COM 364760108 109,458 3,840,628 SH   SOLE   3,840,628 0 0
GARMIN LTD SHS H2906T109 170,862 4,762,044 SH   SOLE   4,762,044 0 0
GARTNER INC COM 366651107 253,593 3,021,478 SH   SOLE   3,021,478 0 0
GAS NAT INC COM 367204104 334 37,350 SH   SOLE   37,350 0 0
GASLOG LTD SHS G37585109 8,997 935,220 SH   SOLE   935,220 0 0
GASTAR EXPL INC NEW COM 36729W202 2,324 2,021,000 SH   SOLE   2,021,000 0 0
GATX CORP COM 361448103 61,922 1,402,541 SH   SOLE   1,402,541 0 0
GENCOR INDS INC COM 368678108 177 19,627 SH   SOLE   19,627 0 0
GENER8 MARITIME INC COM Y26889108 4,250 388,088 SH   SOLE   388,088 0 0
GENERAC HLDGS INC COM 368736104 50,445 1,676,457 SH   SOLE   1,676,457 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 34,129 2,867,976 SH   SOLE   2,867,976 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 45 75,000 PRN   SOLE   75,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 46,352 2,685,529 SH   SOLE   2,685,529 0 0
GENERAL DYNAMICS CORP COM 369550108 471,132 3,415,238 SH   SOLE   3,415,238 0 0
GENERAL ELECTRIC CO COM 369604103 2,657,605 105,376,896 SH   SOLE   105,376,896 0 0
GENERAL FIN CORP DEL COM 369822101 121 32,655 SH   SOLE   32,655 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 422,946 16,285,959 SH   SOLE   16,285,959 0 0
GENERAL MLS INC COM 370334104 649,387 11,569,342 SH   SOLE   11,569,342 0 0
GENERAL MTRS CO COM 37045V100 474,250 15,797,789 SH   SOLE   15,797,789 0 0
GENESCO INC COM 371532102 80,141 1,404,254 SH   SOLE   1,404,254 0 0
GENESEE & WYO INC CL A 371559105 100,026 1,693,064 SH   SOLE   1,693,064 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 5,802 946,494 SH   SOLE   946,494 0 0
GENIE ENERGY LTD CL B 372284208 2,613 317,470 SH   SOLE   317,470 0 0
GENMARK DIAGNOSTICS INC COM 372309104 9,734 1,236,835 SH   SOLE   1,236,835 0 0
GENOCEA BIOSCIENCES INC COM 372427104 3,860 563,492 SH   SOLE   563,492 0 0
GENOMIC HEALTH INC COM 37244C101 18,682 882,888 SH   SOLE   882,888 0 0
GENPACT LIMITED SHS G3922B107 32,895 1,393,260 SH   SOLE   1,393,260 0 0
GENTEX CORP COM 371901109 147,188 9,495,994 SH   SOLE   9,495,994 0 0
GENTHERM INC COM 37253A103 96,720 2,153,163 SH   SOLE   2,153,163 0 0
GENUINE PARTS CO COM 372460105 363,353 4,383,560 SH   SOLE   4,383,560 0 0
GENWORTH FINL INC COM CL A 37247D106 34,476 7,462,413 SH   SOLE   7,462,413 0 0
GEO GROUP INC NEW COM 36162J106 142,961 4,807,030 SH   SOLE   4,807,030 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 11,028 798,556 SH   SOLE   798,556 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,219 1,619,822 SH   SOLE   1,619,822 0 0
GERMAN AMERN BANCORP INC COM 373865104 9,734 332,567 SH   SOLE   332,567 0 0
GERON CORP COM 374163103 17,731 6,424,331 SH   SOLE   6,424,331 0 0
GETTY RLTY CORP NEW COM 374297109 24,577 1,555,487 SH   SOLE   1,555,487 0 0
GEVO INC COM NEW 374396208 73 42,288 SH   SOLE   42,288 0 0
GIBRALTAR INDS INC COM 374689107 33,141 1,806,035 SH   SOLE   1,806,035 0 0
GIGAMON INC COM 37518B102 14,388 719,054 SH   SOLE   719,054 0 0
GIGOPTIX INC COM 37517Y103 142 81,031 SH   SOLE   81,031 0 0
GILEAD SCIENCES INC COM 375558103 2,474,715 25,203,329 SH   SOLE   25,203,329 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 300 70,000 PRN   SOLE   70,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 121,721 4,612,396 SH   SOLE   4,612,396 0 0
GLADSTONE COML CORP COM 376536108 7,380 523,037 SH   SOLE   523,037 0 0
GLADSTONE LD CORP COM 376549101 189 20,581 SH   SOLE   20,581 0 0
GLATFELTER COM 377316104 43,089 2,502,285 SH   SOLE   2,502,285 0 0
GLAUKOS CORP COM 377322102 3,974 164,299 SH   SOLE   164,299 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 6,947 164,767 SH   SOLE   164,767 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 11,548 563,038 SH   SOLE   563,038 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 12,516 1,090,247 SH   SOLE   1,090,247 0 0
GLOBAL INDEMNITY PLC SHS G39319101 4,948 189,072 SH   SOLE   189,072 0 0
GLOBAL PMTS INC COM 37940X102 245,276 2,137,852 SH   SOLE   2,137,852 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 116 31,667 SH   SOLE   31,667 0 0
GLOBAL SOURCES LTD ORD G39300101 217 26,074 SH   SOLE   26,074 0 0
GLOBALSCAPE INC COM 37940G109 140 42,787 SH   SOLE   42,787 0 0
GLOBALSTAR INC COM 378973408 27,598 17,578,093 SH   SOLE   17,578,093 0 0
GLOBANT S A COM L44385109 12,081 394,939 SH   SOLE   394,939 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 47,078 3,881,121 SH   SOLE   3,881,121 0 0
GLOBUS MED INC CL A 379577208 37,244 1,802,694 SH   SOLE   1,802,694 0 0
GLU MOBILE INC COM 379890106 13,348 3,054,386 SH   SOLE   3,054,386 0 0
GLYCOMIMETICS INC COM 38000Q102 142 25,393 SH   SOLE   25,393 0 0
GNC HLDGS INC COM CL A 36191G107 35,336 874,221 SH   SOLE   874,221 0 0
GODADDY INC CL A 380237107 4,848 192,321 SH   SOLE   192,321 0 0
GOGO INC COM 38046C109 20,627 1,349,940 SH   SOLE   1,349,940 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 21,796 781,780 SH   SOLE   781,780 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 112 41,951 SH   SOLE   41,951 0 0
GOLD RESOURCE CORP COM 38068T105 316 125,067 SH   SOLE   125,067 0 0
GOLDCORP INC NEW COM 380956409 13,614 1,087,376 SH   SOLE   1,087,376 0 0
GOLDEN ENTMT INC COM 381013101 297 32,816 SH   SOLE   32,816 0 0
GOLDEN MINERALS CO COM 381119106 92 332,220 SH   SOLE   332,220 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 4,094 1,664,088 SH   SOLE   1,664,088 0 0
GOLDFIELD CORP COM 381370105 145 86,850 SH   SOLE   86,850 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 812,521 4,676,109 SH   SOLE   4,676,109 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 182 29,096 SH   SOLE   29,096 0 0
GOODRICH PETE CORP COM NEW 382410405 67 115,238 SH   SOLE   115,238 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 111,477 3,800,773 SH   SOLE   3,800,773 0 0
GOOGLE INC CL A 38259P508 2,274,505 3,562,989 SH   SOLE   3,562,989 0 0
GOOGLE INC CL C 38259P706 2,177,448 3,578,857 SH   SOLE   3,578,857 0 0
GOPRO INC CL A 38268T103 23,761 761,072 SH   SOLE   761,072 0 0
GORDMANS STORES INC COM 38269P100 77 21,985 SH   SOLE   21,985 0 0
GORMAN RUPP CO COM 383082104 10,420 434,724 SH   SOLE   434,724 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 63,617 3,976,074 SH   SOLE   3,976,074 0 0
GP STRATEGIES CORP COM 36225V104 7,724 338,472 SH   SOLE   338,472 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 14,389 165,701 SH   SOLE   165,701 0 0
GRACE W R & CO DEL NEW COM 38388F108 59,825 642,929 SH   SOLE   642,929 0 0
GRACO INC COM 384109104 124,477 1,857,036 SH   SOLE   1,857,036 0 0
GRAHAM CORP COM 384556106 4,487 254,232 SH   SOLE   254,232 0 0
GRAHAM HLDGS CO COM 384637104 76,178 132,025 SH   SOLE   132,025 0 0
GRAINGER W W INC COM 384802104 199,184 926,396 SH   SOLE   926,396 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 27,218 1,310,440 SH   SOLE   1,310,440 0 0
GRAND CANYON ED INC COM 38526M106 43,361 1,141,383 SH   SOLE   1,141,383 0 0
GRANITE CONSTR INC COM 387328107 53,858 1,815,228 SH   SOLE   1,815,228 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 41,056 3,210,012 SH   SOLE   3,210,012 0 0
GRAY TELEVISION INC COM 389375106 19,060 1,493,696 SH   SOLE   1,493,696 0 0
GREAT AJAX CORP COM 38983D300 2,895 234,061 SH   SOLE   234,061 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 7,625 1,512,802 SH   SOLE   1,512,802 0 0
GREAT PLAINS ENERGY INC COM 391164100 212,118 7,850,419 SH   SOLE   7,850,419 0 0
GREAT SOUTHN BANCORP INC COM 390905107 11,378 262,762 SH   SOLE   262,762 0 0
GREAT WESTN BANCORP INC COM 391416104 24,739 975,129 SH   SOLE   975,129 0 0
GREATBATCH INC COM 39153L106 84,583 1,499,168 SH   SOLE   1,499,168 0 0
GREEN BANCORP INC COM 39260X100 2,933 255,925 SH   SOLE   255,925 0 0
GREEN BRICK PARTNERS INC COM 392709101 5,784 534,088 SH   SOLE   534,088 0 0
GREEN DOT CORP CL A 39304D102 47,468 2,697,038 SH   SOLE   2,697,038 0 0
GREEN PLAINS INC COM 393222104 41,883 2,152,269 SH   SOLE   2,152,269 0 0
GREENBRIER COS INC COM 393657101 20,380 634,697 SH   SOLE   634,697 0 0
GREENHILL & CO INC COM 395259104 52,411 1,840,908 SH   SOLE   1,840,908 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 14,515 651,460 SH   SOLE   651,460 0 0
GREIF INC CL A 397624107 157,141 4,924,491 SH   SOLE   4,924,491 0 0
GRIFFIN INL RLTY INC COM 398231100 96 3,882 SH   SOLE   3,882 0 0
GRIFFON CORP COM 398433102 34,171 2,166,848 SH   SOLE   2,166,848 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 34,264 1,127,111 SH   SOLE   1,127,111 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 117,004 1,374,094 SH   SOLE   1,374,094 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,965 54,260 SH   SOLE   54,260 0 0
GROUPON INC COM CL A 399473107 14,064 4,313,987 SH   SOLE   4,313,987 0 0
GRUBHUB INC COM 400110102 44,002 1,807,810 SH   SOLE   1,807,810 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 896 22,581 SH   SOLE   22,581 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 15,794 103,724 SH   SOLE   103,724 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 8,698 488,118 SH   SOLE   488,118 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 10,876 854,395 SH   SOLE   854,395 0 0
GSI TECHNOLOGY COM 36241U106 201 49,587 SH   SOLE   49,587 0 0
GTT COMMUNICATIONS INC COM 362393100 14,710 632,395 SH   SOLE   632,395 0 0
GTX INC DEL COM 40052B108 124 163,756 SH   SOLE   163,756 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 6,183 375,411 SH   SOLE   375,411 0 0
GUESS INC COM 401617105 150,740 7,057,102 SH   SOLE   7,057,102 0 0
GUIDANCE SOFTWARE INC COM 401692108 3,005 499,173 SH   SOLE   499,173 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 98,952 1,881,940 SH   SOLE   1,881,940 0 0
GULF ISLAND FABRICATION INC COM 402307102 5,331 506,272 SH   SOLE   506,272 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 9,419 1,541,640 SH   SOLE   1,541,640 0 0
GULFPORT ENERGY CORP COM NEW 402635304 114,034 3,842,129 SH   SOLE   3,842,129 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 19,317 211,420 SH   SOLE   211,420 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 12,344 738,300 SH   SOLE   738,300 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 5,807 271,211 SH   SOLE   271,211 0 0
HACKETT GROUP INC COM 404609109 8,572 623,393 SH   SOLE   623,393 0 0
HAEMONETICS CORP COM 405024100 98,946 3,061,460 SH   SOLE   3,061,460 0 0
HAIN CELESTIAL GROUP INC COM 405217100 172,365 3,340,406 SH   SOLE   3,340,406 0 0
HALCON RES CORP COM NEW 40537Q209 5,199 9,809,205 SH   SOLE   9,809,205 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,883 270,925 SH   SOLE   270,925 0 0
HALLIBURTON CO COM 406216101 405,389 11,467,876 SH   SOLE   11,467,876 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4,110 357,726 SH   SOLE   357,726 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 59,596 4,437,512 SH   SOLE   4,437,512 0 0
HALYARD HEALTH INC COM 40650V100 62,164 2,185,799 SH   SOLE   2,185,799 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 1,698 893,478 SH   SOLE   893,478 0 0
HANCOCK HLDG CO COM 410120109 101,422 3,749,421 SH   SOLE   3,749,421 0 0
HANDY & HARMAN LTD COM 410315105 1,663 69,369 SH   SOLE   69,369 0 0
HANESBRANDS INC COM 410345102 168,136 5,809,806 SH   SOLE   5,809,806 0 0
HANGER INC COM NEW 41043F208 31,388 2,301,171 SH   SOLE   2,301,171 0 0
HANMI FINL CORP COM NEW 410495204 48,434 1,921,984 SH   SOLE   1,921,984 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 24,487 1,421,998 SH   SOLE   1,421,998 0 0
HANOVER INS GROUP INC COM 410867105 113,224 1,457,196 SH   SOLE   1,457,196 0 0
HARDINGE INC COM 412324303 327 35,661 SH   SOLE   35,661 0 0
HARLEY DAVIDSON INC COM 412822108 164,906 3,003,755 SH   SOLE   3,003,755 0 0
HARMAN INTL INDS INC COM 413086109 97,750 1,018,332 SH   SOLE   1,018,332 0 0
HARMONIC INC COM 413160102 30,913 5,329,870 SH   SOLE   5,329,870 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 13 21,929 SH   SOLE   21,929 0 0
HARRIS CORP DEL COM 413875105 149,949 2,049,884 SH   SOLE   2,049,884 0 0
HARSCO CORP COM 415864107 43,315 4,775,617 SH   SOLE   4,775,617 0 0
HARTE-HANKS INC COM 416196103 10,138 2,871,932 SH   SOLE   2,871,932 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 292,881 6,397,574 SH   SOLE   6,397,574 0 0
HARVARD BIOSCIENCE INC COM 416906105 3,185 842,557 SH   SOLE   842,557 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 147 105,564 SH   SOLE   105,564 0 0
HASBRO INC COM 418056107 119,896 1,661,984 SH   SOLE   1,661,984 0 0
HATTERAS FINL CORP COM 41902R103 71,299 4,706,183 SH   SOLE   4,706,183 0 0
HAVERTY FURNITURE INC COM 419596101 28,927 1,231,990 SH   SOLE   1,231,990 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 99,316 3,461,687 SH   SOLE   3,461,687 0 0
HAWAIIAN HOLDINGS INC COM 419879101 70,669 2,863,411 SH   SOLE   2,863,411 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 5,620 270,460 SH   SOLE   270,460 0 0
HAWKINS INC COM 420261109 23,303 605,269 SH   SOLE   605,269 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 28,367 749,666 SH   SOLE   749,666 0 0
HC2 HLDGS INC COM 404139107 3,567 508,859 SH   SOLE   508,859 0 0
HCA HOLDINGS INC COM 40412C101 322,241 4,165,478 SH   SOLE   4,165,478 0 0
HCC INS HLDGS INC COM 404132102 231,687 2,990,669 SH   SOLE   2,990,669 0 0
HCI GROUP INC COM 40416E103 21,087 543,901 SH   SOLE   543,901 0 0
HCP INC COM 40414L109 493,222 13,240,869 SH   SOLE   13,240,869 0 0
HD SUPPLY HLDGS INC COM 40416M105 42,213 1,474,947 SH   SOLE   1,474,947 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 21,517 352,225 SH   SOLE   352,225 0 0
HEADWATERS INC COM 42210P102 82,703 4,399,114 SH   SOLE   4,399,114 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 101 20,217 SH   SOLE   20,217 0 0
HEALTH NET INC COM 42222G108 161,705 2,685,244 SH   SOLE   2,685,244 0 0
HEALTHCARE RLTY TR COM 421946104 163,741 6,589,168 SH   SOLE   6,589,168 0 0
HEALTHCARE SVCS GRP INC COM 421906108 156,580 4,646,300 SH   SOLE   4,646,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 45,762 1,867,084 SH   SOLE   1,867,084 0 0
HEALTHEQUITY INC COM 42226A107 67,927 2,298,699 SH   SOLE   2,298,699 0 0
HEALTHSOUTH CORP COM NEW 421924309 99,948 2,604,857 SH   SOLE   2,604,857 0 0
HEALTHSTREAM INC COM 42222N103 37,343 1,712,207 SH   SOLE   1,712,207 0 0
HEALTHWAYS INC COM 422245100 23,898 2,149,138 SH   SOLE   2,149,138 0 0
HEARTLAND EXPRESS INC COM 422347104 68,701 3,445,389 SH   SOLE   3,445,389 0 0
HEARTLAND FINL USA INC COM 42234Q102 16,268 448,290 SH   SOLE   448,290 0 0
HEARTLAND PMT SYS INC COM 42235N108 138,070 2,191,236 SH   SOLE   2,191,236 0 0
HEARTWARE INTL INC COM 422368100 23,909 457,057 SH   SOLE   457,057 0 0
HEAT BIOLOGICS INC COM 42237K102 75 16,174 SH   SOLE   16,174 0 0
HECLA MNG CO COM 422704106 16,999 8,628,705 SH   SOLE   8,628,705 0 0
HEICO CORP NEW COM 422806109 28,625 585,609 SH   SOLE   585,609 0 0
HEICO CORP NEW CL A 422806208 49,987 1,100,797 SH   SOLE   1,100,797 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 20,751 1,066,879 SH   SOLE   1,066,879 0 0
HELEN OF TROY CORP LTD COM G4388N106 151,430 1,695,742 SH   SOLE   1,695,742 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 25,017 5,222,746 SH   SOLE   5,222,746 0 0
HELMERICH & PAYNE INC COM 423452101 245,154 5,187,342 SH   SOLE   5,187,342 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,493 256,839 SH   SOLE   256,839 0 0
HENNESSY ADVISORS INC COM 425885100 128 5,374 SH   SOLE   5,374 0 0
HENRY JACK & ASSOC INC COM 426281101 185,584 2,666,055 SH   SOLE   2,666,055 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 199 225,000 PRN   SOLE   225,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 33,672 617,828 SH   SOLE   617,828 0 0
HERITAGE COMMERCE CORP COM 426927109 6,883 606,992 SH   SOLE   606,992 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 3,220 313,552 SH   SOLE   313,552 0 0
HERITAGE FINL CORP WASH COM 42722X106 14,302 759,952 SH   SOLE   759,952 0 0
HERITAGE INS HLDGS INC COM 42727J102 12,878 652,693 SH   SOLE   652,693 0 0
HERITAGE OAKS BANCORP COM 42724R107 4,797 602,597 SH   SOLE   602,597 0 0
HERON THERAPEUTICS INC COM 427746102 18,455 756,337 SH   SOLE   756,337 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 25,428 1,122,156 SH   SOLE   1,122,156 0 0
HERSHEY CO COM 427866108 255,107 2,776,528 SH   SOLE   2,776,528 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 65,522 3,916,465 SH   SOLE   3,916,465 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,577 150,178 SH   SOLE   150,178 0 0
HESS CORP COM 42809H107 213,928 4,273,432 SH   SOLE   4,273,432 0 0
HEWLETT PACKARD CO COM 428236103 530,988 20,733,601 SH   SOLE   20,733,601 0 0
HEXCEL CORP NEW COM 428291108 47,345 1,055,390 SH   SOLE   1,055,390 0 0
HFF INC CL A 40418F108 72,292 2,141,365 SH   SOLE   2,141,365 0 0
HHGREGG INC COM 42833L108 84 17,194 SH   SOLE   17,194 0 0
HIBBETT SPORTS INC COM 428567101 51,350 1,466,735 SH   SOLE   1,466,735 0 0
HIGHER ONE HLDGS INC COM 42983D104 183 92,900 SH   SOLE   92,900 0 0
HIGHWOODS PPTYS INC COM 431284108 217,369 5,609,518 SH   SOLE   5,609,518 0 0
HILL INTERNATIONAL INC COM 431466101 2,978 908,050 SH   SOLE   908,050 0 0
HILL ROM HLDGS INC COM 431475102 101,821 1,958,481 SH   SOLE   1,958,481 0 0
HILLENBRAND INC COM 431571108 98,667 3,793,418 SH   SOLE   3,793,418 0 0
HILLTOP HOLDINGS INC COM 432748101 35,868 1,810,592 SH   SOLE   1,810,592 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 102,749 4,479,045 SH   SOLE   4,479,045 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,980 34,301 SH   SOLE   34,301 0 0
HISTOGENICS CORP COM 43358V109 63 15,928 SH   SOLE   15,928 0 0
HMS HLDGS CORP COM 40425J101 51,036 5,819,431 SH   SOLE   5,819,431 0 0
HNI CORP COM 404251100 90,703 2,114,290 SH   SOLE   2,114,290 0 0
HOLLYFRONTIER CORP COM 436106108 449,572 9,204,995 SH   SOLE   9,204,995 0 0
HOLOGIC INC COM 436440101 346,110 8,845,124 SH   SOLE   8,845,124 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 169 125,000 PRN   SOLE   125,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 189 150,000 PRN   SOLE   150,000 0 0
HOME BANCORP INC COM 43689E107 539 20,897 SH   SOLE   20,897 0 0
HOME BANCSHARES INC COM 436893200 140,962 3,480,555 SH   SOLE   3,480,555 0 0
HOME DEPOT INC COM 437076102 1,830,060 15,846,049 SH   SOLE   15,846,049 0 0
HOME PROPERTIES INC COM 437306103 165,768 2,217,636 SH   SOLE   2,217,636 0 0
HOMEAWAY INC COM 43739Q100 22,921 863,624 SH   SOLE   863,624 0 0
HOMEAWAY INC NOTE 0.125% 4/0 43739QAB6 69 75,000 PRN   SOLE   75,000 0 0
HOMESTREET INC COM 43785V102 12,878 557,470 SH   SOLE   557,470 0 0
HOMETRUST BANCSHARES INC COM 437872104 8,866 477,945 SH   SOLE   477,945 0 0
HONEYWELL INTL INC COM 438516106 782,552 8,264,356 SH   SOLE   8,264,356 0 0
HOOKER FURNITURE CORP COM 439038100 6,374 270,792 SH   SOLE   270,792 0 0
HOPFED BANCORP INC COM 439734104 301 25,159 SH   SOLE   25,159 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 80,482 2,422,692 SH   SOLE   2,422,692 0 0
HORIZON BANCORP IND COM 440407104 6,833 287,713 SH   SOLE   287,713 0 0
HORIZON GLOBAL CORP COM 44052W104 3,622 410,612 SH   SOLE   410,612 0 0
HORIZON PHARMA PLC SHS G4617B105 60,255 3,040,128 SH   SOLE   3,040,128 0 0
HORMEL FOODS CORP COM 440452100 133,958 2,115,899 SH   SOLE   2,115,899 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 26,809 1,981,443 SH   SOLE   1,981,443 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 37 50,000 PRN   SOLE   50,000 0 0
HORSEHEAD HLDG CORP COM 440694305 4,322 1,421,826 SH   SOLE   1,421,826 0 0
HORTONWORKS INC COM 440894103 3,988 182,165 SH   SOLE   182,165 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 143,229 5,599,254 SH   SOLE   5,599,254 0 0
HOST HOTELS & RESORTS INC COM 44107P104 330,947 20,932,786 SH   SOLE   20,932,786 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 65,747 3,237,180 SH   SOLE   3,237,180 0 0
HOULIHAN LOKEY INC CL A 441593100 6,133 281,312 SH   SOLE   281,312 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 270 42,549 SH   SOLE   42,549 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 13,437 7,591,321 SH   SOLE   7,591,321 0 0
HOWARD HUGHES CORP COM 44267D107 58,925 513,552 SH   SOLE   513,552 0 0
HRG GROUP INC COM 40434J100 22,521 1,919,967 SH   SOLE   1,919,967 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 116,755 4,614,837 SH   SOLE   4,614,837 0 0
HSN INC COM 404303109 89,618 1,565,657 SH   SOLE   1,565,657 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 82 10,726 SH   SOLE   10,726 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 3,998 94,524 SH   SOLE   94,524 0 0
HUB GROUP INC CL A 443320106 77,680 2,133,474 SH   SOLE   2,133,474 0 0
HUBBELL INC CL A 443510102 96 887 SH   SOLE   887 0 0
HUBBELL INC CL B 443510201 141,298 1,663,306 SH   SOLE   1,663,306 0 0
HUBSPOT INC COM 443573100 21,554 464,837 SH   SOLE   464,837 0 0
HUDBAY MINERALS INC COM 443628102 168 45,763 SH   SOLE   45,763 0 0
HUDSON CITY BANCORP COM 443683107 81,111 7,975,512 SH   SOLE   7,975,512 0 0
HUDSON GLOBAL INC COM 443787106 182 73,090 SH   SOLE   73,090 0 0
HUDSON PAC PPTYS INC COM 444097109 48,927 1,699,460 SH   SOLE   1,699,460 0 0
HUDSON TECHNOLOGIES INC COM 444144109 198 66,589 SH   SOLE   66,589 0 0
HUMANA INC COM 444859102 352,121 1,967,157 SH   SOLE   1,967,157 0 0
HUNT J B TRANS SVCS INC COM 445658107 136,384 1,910,136 SH   SOLE   1,910,136 0 0
HUNTINGTON BANCSHARES INC COM 446150104 132,682 12,517,141 SH   SOLE   12,517,141 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 174,585 1,629,347 SH   SOLE   1,629,347 0 0
HUNTSMAN CORP COM 447011107 17,340 1,789,495 SH   SOLE   1,789,495 0 0
HURCO COMPANIES INC COM 447324104 4,244 161,724 SH   SOLE   161,724 0 0
HURON CONSULTING GROUP INC COM 447462102 33,389 533,972 SH   SOLE   533,972 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 26 25,000 PRN   SOLE   25,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 131 81,665 SH   SOLE   81,665 0 0
HUTTIG BLDG PRODS INC COM 448451104 162 51,820 SH   SOLE   51,820 0 0
HYATT HOTELS CORP COM CL A 448579102 13,916 295,465 SH   SOLE   295,465 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 12,836 221,955 SH   SOLE   221,955 0 0
I D SYSTEMS INC COM 449489103 131 40,798 SH   SOLE   40,798 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 50,676 776,403 SH   SOLE   776,403 0 0
IAMGOLD CORP COM 450913108 39 23,859 SH   SOLE   23,859 0 0
IBERIABANK CORP COM 450828108 55,787 958,371 SH   SOLE   958,371 0 0
ICAD INC COM NEW 44934S206 127 37,336 SH   SOLE   37,336 0 0
ICF INTL INC COM 44925C103 13,432 441,973 SH   SOLE   441,973 0 0
ICICI BK LTD ADR 45104G104 8,315 992,292 SH   SOLE   992,292 0 0
ICON PLC SHS G4705A100 6,725 94,756 SH   SOLE   94,756 0 0
ICONIX BRAND GROUP INC COM 451055107 38,344 2,836,075 SH   SOLE   2,836,075 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 24 25,000 PRN   SOLE   25,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 80 100,000 PRN   SOLE   100,000 0 0
ICU MED INC COM 44930G107 92,637 845,997 SH   SOLE   845,997 0 0
IDACORP INC COM 451107106 314,601 4,861,706 SH   SOLE   4,861,706 0 0
IDENTIV INC COM NEW 45170X205 88 25,156 SH   SOLE   25,156 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 7,526 2,246,640 SH   SOLE   2,246,640 0 0
IDEX CORP COM 45167R104 176,147 2,470,507 SH   SOLE   2,470,507 0 0
IDEXX LABS INC COM 45168D104 239,127 3,220,563 SH   SOLE   3,220,563 0 0
IDI INC COM 44938L108 162 21,889 SH   SOLE   21,889 0 0
IDT CORP CL B NEW 448947507 6,387 446,617 SH   SOLE   446,617 0 0
IEC ELECTRS CORP NEW COM 44949L105 131 34,106 SH   SOLE   34,106 0 0
IGI LABS INC COM 449575109 7,082 1,082,842 SH   SOLE   1,082,842 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 100 20,755 SH   SOLE   20,755 0 0
IGNYTA INC COM 451731103 4,873 555,002 SH   SOLE   555,002 0 0
IHS INC CL A 451734107 68,637 591,702 SH   SOLE   591,702 0 0
II VI INC COM 902104108 48,683 3,027,523 SH   SOLE   3,027,523 0 0
ILLINOIS TOOL WKS INC COM 452308109 274,090 3,329,972 SH   SOLE   3,329,972 0 0
ILLUMINA INC COM 452327109 466,001 2,650,444 SH   SOLE   2,650,444 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 52 25,000 PRN   SOLE   25,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 137 125,000 PRN   SOLE   125,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 174 150,000 PRN   SOLE   150,000 0 0
IMATION CORP COM 45245A107 1,842 864,616 SH   SOLE   864,616 0 0
IMAX CORP COM 45245E109 48,198 1,426,408 SH   SOLE   1,426,408 0 0
IMMERSION CORP COM 452521107 8,201 730,313 SH   SOLE   730,313 0 0
IMMUNE DESIGN CORP COM 45252L103 3,617 296,469 SH   SOLE   296,469 0 0
IMMUNOGEN INC COM 45253H101 31,502 3,281,417 SH   SOLE   3,281,417 0 0
IMMUNOMEDICS INC COM 452907108 6,719 3,906,507 SH   SOLE   3,906,507 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 3,679 225,006 SH   SOLE   225,006 0 0
IMPAX LABORATORIES INC COM 45256B101 197,237 5,601,733 SH   SOLE   5,601,733 0 0
IMPERIAL OIL LTD COM NEW 453038408 94 2,972 SH   SOLE   2,972 0 0
IMPERVA INC COM 45321L100 45,437 693,902 SH   SOLE   693,902 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 141 21,908 SH   SOLE   21,908 0 0
IMPRIVATA INC COM 45323J103 4,189 235,733 SH   SOLE   235,733 0 0
IMS HEALTH HLDGS INC COM 44970B109 35,625 1,224,219 SH   SOLE   1,224,219 0 0
INC RESH HLDGS INC CL A 45329R109 12,811 320,280 SH   SOLE   320,280 0 0
INCONTACT INC COM 45336E109 23,663 3,150,891 SH   SOLE   3,150,891 0 0
INCYTE CORP COM 45337C102 450,646 4,084,524 SH   SOLE   4,084,524 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 108 50,000 PRN   SOLE   50,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 163 75,000 PRN   SOLE   75,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 2,061 413,913 SH   SOLE   413,913 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 2,348 181,145 SH   SOLE   181,145 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 5,848 811,127 SH   SOLE   811,127 0 0
INDEPENDENT BANK CORP MASS COM 453836108 70,051 1,519,539 SH   SOLE   1,519,539 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 8,103 548,960 SH   SOLE   548,960 0 0
INDEPENDENT BK GROUP INC COM 45384B106 9,334 242,874 SH   SOLE   242,874 0 0
INFINERA CORPORATION COM 45667G103 73,798 3,772,893 SH   SOLE   3,772,893 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 23,607 2,793,768 SH   SOLE   2,793,768 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 53,219 660,777 SH   SOLE   660,777 0 0
INFOBLOX INC COM 45672H104 23,462 1,468,209 SH   SOLE   1,468,209 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 331 84,682 SH   SOLE   84,682 0 0
INFOSYS LTD SPONSORED ADR 456788108 24,059 1,260,283 SH   SOLE   1,260,283 0 0
INFRAREIT INC COM 45685L100 11,972 505,558 SH   SOLE   505,558 0 0
INFUSYSTEM HLDGS INC COM 45685K102 174 63,055 SH   SOLE   63,055 0 0
INGERSOLL-RAND PLC SHS G47791101 199,177 3,923,132 SH   SOLE   3,923,132 0 0
INGLES MKTS INC CL A 457030104 14,512 303,404 SH   SOLE   303,404 0 0
INGRAM MICRO INC CL A 457153104 137,935 5,063,684 SH   SOLE   5,063,684 0 0
INGREDION INC COM 457187102 193,217 2,212,997 SH   SOLE   2,212,997 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 42,801 5,284,046 SH   SOLE   5,284,046 0 0
INNERWORKINGS INC COM 45773Y105 5,894 943,085 SH   SOLE   943,085 0 0
INNODATA INC COM NEW 457642205 169 72,637 SH   SOLE   72,637 0 0
INNOPHOS HOLDINGS INC COM 45774N108 45,311 1,143,074 SH   SOLE   1,143,074 0 0
INNOSPEC INC COM 45768S105 64,843 1,394,175 SH   SOLE   1,394,175 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 106 39,098 SH   SOLE   39,098 0 0
INOGEN INC COM 45780L104 46,143 950,419 SH   SOLE   950,419 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 157 16,748 SH   SOLE   16,748 0 0
INOVALON HLDGS INC COM CL A 45781D101 8,373 401,956 SH   SOLE   401,956 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 16,703 2,889,734 SH   SOLE   2,889,734 0 0
INPHI CORP COM 45772F107 23,827 991,148 SH   SOLE   991,148 0 0
INSIGHT ENTERPRISES INC COM 45765U103 56,295 2,177,757 SH   SOLE   2,177,757 0 0
INSMED INC COM PAR $.01 457669307 43,542 2,344,745 SH   SOLE   2,344,745 0 0
INSPERITY INC COM 45778Q107 49,113 1,117,974 SH   SOLE   1,117,974 0 0
INSTALLED BLDG PRODS INC COM 45780R101 13,050 516,226 SH   SOLE   516,226 0 0
INSTEEL INDUSTRIES INC COM 45774W108 7,691 478,301 SH   SOLE   478,301 0 0
INSULET CORP COM 45784P101 38,691 1,493,277 SH   SOLE   1,493,277 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 45,118 1,585,310 SH   SOLE   1,585,310 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 103,839 1,743,734 SH   SOLE   1,743,734 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 145,571 7,171,003 SH   SOLE   7,171,003 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 17,038 792,818 SH   SOLE   792,818 0 0
INTEL CORP COM 458140100 1,930,373 64,046,895 SH   SOLE   64,046,895 0 0
INTEL CORP SDCV 12/1 458140AD2 364 300,000 PRN   SOLE   300,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 490 325,000 PRN   SOLE   325,000 0 0
INTELIQUENT INC COM 45825N107 19,696 882,031 SH   SOLE   882,031 0 0
INTELSAT S A COM L5140P101 4,137 643,409 SH   SOLE   643,409 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 6,720 359,339 SH   SOLE   359,339 0 0
INTER PARFUMS INC COM 458334109 24,589 991,081 SH   SOLE   991,081 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 106,810 2,706,108 SH   SOLE   2,706,108 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 30,609 1,030,250 SH   SOLE   1,030,250 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 80,969 488,177 SH   SOLE   488,177 0 0
INTERCLOUD SYS INC COM NEW 458488202 79 44,112 SH   SOLE   44,112 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 413,403 1,759,238 SH   SOLE   1,759,238 0 0
INTERDIGITAL INC COM 45867G101 93,068 1,839,287 SH   SOLE   1,839,287 0 0
INTERFACE INC COM 458665304 87,270 3,889,056 SH   SOLE   3,889,056 0 0
INTERMOLECULAR INC COM 45882D109 230 121,811 SH   SOLE   121,811 0 0
INTERNAP CORP COM PAR $.001 45885A300 8,823 1,439,280 SH   SOLE   1,439,280 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 66,496 2,656,655 SH   SOLE   2,656,655 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,674,915 11,553,531 SH   SOLE   11,553,531 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 127,902 1,238,643 SH   SOLE   1,238,643 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 11,375 742,038 SH   SOLE   742,038 0 0
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 66 17,240 SH   SOLE   17,240 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 39,942 1,259,212 SH   SOLE   1,259,212 0 0
INTEROIL CORP COM 460951106 15 441 SH   SOLE   441 0 0
INTERPUBLIC GROUP COS INC COM 460690100 114,305 5,975,169 SH   SOLE   5,975,169 0 0
INTERSECT ENT INC COM 46071F103 10,105 431,853 SH   SOLE   431,853 0 0
INTERSIL CORP CL A 46069S109 71,398 6,102,402 SH   SOLE   6,102,402 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 42,759 2,328,935 SH   SOLE   2,328,935 0 0
INTEST CORP COM 461147100 131 31,181 SH   SOLE   31,181 0 0
INTEVAC INC COM 461148108 238 51,676 SH   SOLE   51,676 0 0
INTL FCSTONE INC COM 46116V105 13,505 547,000 SH   SOLE   547,000 0 0
INTL PAPER CO COM 460146103 263,939 6,984,350 SH   SOLE   6,984,350 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 35,507 886,797 SH   SOLE   886,797 0 0
INTRALINKS HLDGS INC COM 46118H104 8,487 1,023,785 SH   SOLE   1,023,785 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 3,891 449,260 SH   SOLE   449,260 0 0
INTREPID POTASH INC COM 46121Y102 18,024 3,253,439 SH   SOLE   3,253,439 0 0
INTREXON CORP COM 46122T102 13,576 426,925 SH   SOLE   426,925 0 0
INTUIT COM 461202103 484,782 5,462,328 SH   SOLE   5,462,328 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 287,937 626,522 SH   SOLE   626,522 0 0
INUVO INC COM NEW 46122W204 159 54,670 SH   SOLE   54,670 0 0
INVACARE CORP COM 461203101 28,193 1,948,366 SH   SOLE   1,948,366 0 0
INVENSENSE INC COM 46123D205 17,341 1,866,683 SH   SOLE   1,866,683 0 0
INVENTURE FOODS INC COM 461212102 4,502 507,001 SH   SOLE   507,001 0 0
INVESCO LTD SHS G491BT108 204,579 6,550,724 SH   SOLE   6,550,724 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 73,425 5,998,761 SH   SOLE   5,998,761 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 30,660 2,298,370 SH   SOLE   2,298,370 0 0
INVESTORS BANCORP INC NEW COM 46146L101 106,921 8,664,613 SH   SOLE   8,664,613 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 21,426 2,768,218 SH   SOLE   2,768,218 0 0
INVESTORS TITLE CO COM 461804106 364 5,085 SH   SOLE   5,085 0 0
INVITAE CORP COM 46185L103 1,395 193,281 SH   SOLE   193,281 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 5,907 685,322 SH   SOLE   685,322 0 0
INVUITY INC COM NEW 46187J205 1,535 109,466 SH   SOLE   109,466 0 0
ION GEOPHYSICAL CORP COM 462044108 3,242 8,311,582 SH   SOLE   8,311,582 0 0
IPASS INC COM 46261V108 179 184,521 SH   SOLE   184,521 0 0
IPC HEALTHCARE INC COM 44984A105 85,960 1,106,454 SH   SOLE   1,106,454 0 0
IPG PHOTONICS CORP COM 44980X109 87,703 1,154,446 SH   SOLE   1,154,446 0 0
IRADIMED CORP COM 46266A109 1,613 66,229 SH   SOLE   66,229 0 0
IRIDEX CORP COM 462684101 186 24,405 SH   SOLE   24,405 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 39,925 6,491,802 SH   SOLE   6,491,802 0 0
IROBOT CORP COM 462726100 50,697 1,739,787 SH   SOLE   1,739,787 0 0
IRON MTN INC NEW COM 46284V101 121,354 3,912,125 SH   SOLE   3,912,125 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 61,110 5,864,667 SH   SOLE   5,864,667 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,716 118,029 SH   SOLE   118,029 0 0
ISHARES MSCI AUST ETF 464286103 2,299 128,286 SH   SOLE   128,286 0 0
ISHARES GL HGYL CP ETF 464286210 2,420 52,822 SH   SOLE   52,822 0 0
ISHARES MSCI CDA ETF 464286509 107,931 4,692,669 SH   SOLE   4,692,669 0 0
ISHARES EM MKTS CURR ETF 464286517 22,540 567,906 SH   SOLE   567,906 0 0
ISHARES MSCI EURZONE ETF 464286608 1,722,873 50,171,034 SH   SOLE   50,171,034 0 0
ISHARES MSCI SZ CAP ETF 464286749 4,764 155,746 SH   SOLE   155,746 0 0
ISHARES MSCI SPAN CP ETF 464286764 55,665 1,876,775 SH   SOLE   1,876,775 0 0
ISHARES MSCI STH KOR ETF 464286772 2,338 47,924 SH   SOLE   47,924 0 0
ISHARES MSCI GERMANY ETF 464286806 1,573,324 63,594,333 SH   SOLE   63,594,333 0 0
ISHARES MSCI MEX CAP ETF 464286822 2,393 46,414 SH   SOLE   46,414 0 0
ISHARES MSCI JAPAN ETF 464286848 611,449 53,495,142 SH   SOLE   53,495,142 0 0
ISHARES MSCI ITALCPD ETF 464286855 95,452 6,665,625 SH   SOLE   6,665,625 0 0
ISHARES 10+ YR CR BD ETF 464289511 30,633 537,139 SH   SOLE   537,139 0 0
ISHARES INDIA 50 ETF 464289529 386 13,844 SH   SOLE   13,844 0 0
ISHARES INC CORE MSCI EMKT 46434G103 70,573 1,769,193 SH   SOLE   1,769,193 0 0
ISHARES INC MSCI RUSSIA CAP 46434G806 6,650 547,776 SH   SOLE   547,776 0 0
ISHARES TR TIPS BD ETF 464287176 603,722 5,454,165 SH   SOLE   5,454,165 0 0
ISHARES TR CORE S&P500 ETF 464287200 361,908 1,877,993 SH   SOLE   1,877,993 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 198,179 6,045,718 SH   SOLE   6,045,718 0 0
ISHARES TR IBOXX INV CP ETF 464287242 52,125 449,007 SH   SOLE   449,007 0 0
ISHARES TR JPX NIKKEI 400 464287382 2,437 49,618 SH   SOLE   49,618 0 0
ISHARES TR MSCI EAFE ETF 464287465 2,757,958 48,115,106 SH   SOLE   48,115,106 0 0
ISHARES TR CORE S&P MCP ETF 464287507 31,988 234,152 SH   SOLE   234,152 0 0
ISHARES TR COHEN&STEER REIT 464287564 516,535 5,576,926 SH   SOLE   5,576,926 0 0
ISHARES TR CORE S&P SCP ETF 464287804 13,347 125,242 SH   SOLE   125,242 0 0
ISHARES TR MSCI ACWI EX US 464288240 2,212 56,655 SH   SOLE   56,655 0 0
ISHARES TR MSCI ACWI ETF 464288257 2,249 41,700 SH   SOLE   41,700 0 0
ISHARES TR EAFE SML CP ETF 464288273 250,555 5,245,033 SH   SOLE   5,245,033 0 0
ISHARES TR JP MOR EM MK ETF 464288281 2,277 21,402 SH   SOLE   21,402 0 0
ISHARES TR INTL SEL DIV ETF 464288448 11,401 405,308 SH   SOLE   405,308 0 0
ISHARES TR INTL DEV RE ETF 464288489 446,331 15,934,716 SH   SOLE   15,934,716 0 0
ISHARES TR IBOXX HI YD ETF 464288513 114,489 1,374,585 SH   SOLE   1,374,585 0 0
ISHARES TR MRG RL ES CP ETF 464288539 33,106 3,330,621 SH   SOLE   3,330,621 0 0
ISHARES TR MBS ETF 464288588 3,698 33,735 SH   SOLE   33,735 0 0
ISHARES TR CORE US CR BD 464288620 108,169 997,313 SH   SOLE   997,313 0 0
ISHARES TR INTERM CR BD ETF 464288638 15,160 139,591 SH   SOLE   139,591 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 1,262 12,000 SH   SOLE   12,000 0 0
ISHARES TR U.S. PFD STK ETF 464288687 11,546 299,131 SH   SOLE   299,131 0 0
ISHARES TR CORE US TR BD 46429B267 152,758 6,010,817 SH   SOLE   6,010,817 0 0
ISHARES TR MSCI INDIA ETF 46429B598 27 930 SH   SOLE   930 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 34,760 499,562 SH   SOLE   499,562 0 0
ISHARES TR CORE MSCITOTAL 46432F834 414,839 8,493,830 SH   SOLE   8,493,830 0 0
ISHARES TR 2016 CORP EX ETF 46432FAD9 7,502 75,500 SH   SOLE   75,500 0 0
ISHARES TR 2018 CORP EX ETF 46432FAG2 5,045 51,000 SH   SOLE   51,000 0 0
ISHARES TR 2020 CORP EX ETF 46432FAK3 3,167 32,100 SH   SOLE   32,100 0 0
ISHARES TR 2023 CORP EX ETF 46432FAN7 3,103 32,250 SH   SOLE   32,250 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 5,647 344,554 SH   SOLE   344,554 0 0
ISHARES TR CORE TL USD BD 46434V613 394,109 3,931,456 SH   SOLE   3,931,456 0 0
ISHARES TR CORE MSCI PAC 46434V696 118,904 2,642,899 SH   SOLE   2,642,899 0 0
ISHARES TR CORE MSCI EURO 46434V738 189,688 4,555,433 SH   SOLE   4,555,433 0 0
ISIS PHARMACEUTICALS INC COM 464330109 112,893 2,792,995 SH   SOLE   2,792,995 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 9,991 572,857 SH   SOLE   572,857 0 0
ISORAY INC COM 46489V104 199 142,111 SH   SOLE   142,111 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 8 1,468 SH   SOLE   1,468 0 0
ISRAMCO INC COM NEW 465141406 2,325 23,406 SH   SOLE   23,406 0 0
ISTAR INC COM 45031U101 45,693 3,632,174 SH   SOLE   3,632,174 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 33,992 5,134,765 SH   SOLE   5,134,765 0 0
ITC HLDGS CORP COM 465685105 47,132 1,413,674 SH   SOLE   1,413,674 0 0
ITERIS INC COM 46564T107 256 103,883 SH   SOLE   103,883 0 0
ITRON INC COM 465741106 72,082 2,258,914 SH   SOLE   2,258,914 0 0
ITT CORP NEW COM NEW 450911201 96,957 2,900,291 SH   SOLE   2,900,291 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 186 54,312 SH   SOLE   54,312 0 0
IXIA COM 45071R109 53,799 3,712,822 SH   SOLE   3,712,822 0 0
IXYS CORP COM 46600W106 6,889 617,328 SH   SOLE   617,328 0 0
J & J SNACK FOODS CORP COM 466032109 100,848 887,275 SH   SOLE   887,275 0 0
J ALEXANDERS HLDGS INC COM 46609J106 3,621 363,239 SH   SOLE   363,239 0 0
J G WENTWORTH CO CL A 46618D108 1,790 362,993 SH   SOLE   362,993 0 0
J2 GLOBAL INC COM 48123V102 202,317 2,855,562 SH   SOLE   2,855,562 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 59 50,000 PRN   SOLE   50,000 0 0
JABIL CIRCUIT INC COM 466313103 135,036 6,036,473 SH   SOLE   6,036,473 0 0
JACK IN THE BOX INC COM 466367109 141,151 1,832,176 SH   SOLE   1,832,176 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 70,927 1,894,931 SH   SOLE   1,894,931 0 0
JAKKS PAC INC COM 47012E106 4,114 482,869 SH   SOLE   482,869 0 0
JAMBA INC COM NEW 47023A309 5,175 363,129 SH   SOLE   363,129 0 0
JAMES RIV GROUP LTD COM G5005R107 7,403 275,310 SH   SOLE   275,310 0 0
JANUS CAP GROUP INC COM 47102X105 94,452 6,945,021 SH   SOLE   6,945,021 0 0
JARDEN CORP COM 471109108 317,545 6,496,417 SH   SOLE   6,496,417 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 40 25,000 PRN   SOLE   25,000 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 315 275,000 PRN   SOLE   275,000 0 0
JASON INDS INC COM 471172106 211 48,118 SH   SOLE   48,118 0 0
JAVELIN MTG INVT CORP COM 47200B104 1,687 279,781 SH   SOLE   279,781 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 210,330 1,583,694 SH   SOLE   1,583,694 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 93 100,000 PRN   SOLE   100,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 51 50,000 PRN   SOLE   50,000 0 0
JERNIGAN CAP INC COM 476405105 345 19,763 SH   SOLE   19,763 0 0
JETBLUE AIRWAYS CORP COM 477143101 280,713 10,893,002 SH   SOLE   10,893,002 0 0
JIVE SOFTWARE INC COM 47760A108 5,655 1,210,945 SH   SOLE   1,210,945 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 66,114 1,728,459 SH   SOLE   1,728,459 0 0
JOHNSON & JOHNSON COM 478160104 3,494,828 37,437,900 SH   SOLE   37,437,900 0 0
JOHNSON CTLS INC COM 478366107 277,160 6,701,152 SH   SOLE   6,701,152 0 0
JOHNSON OUTDOORS INC CL A 479167108 2,710 128,436 SH   SOLE   128,436 0 0
JONES ENERGY INC COM CL A 48019R108 3,492 728,947 SH   SOLE   728,947 0 0
JONES LANG LASALLE INC COM 48020Q107 247,145 1,719,030 SH   SOLE   1,719,030 0 0
JOURNAL MEDIA GROUP INC COM 48114A109 4,554 607,166 SH   SOLE   607,166 0 0
JOY GLOBAL INC COM 481165108 19,746 1,322,582 SH   SOLE   1,322,582 0 0
JPMORGAN CHASE & CO COM 46625H100 2,472,128 40,546,627 SH   SOLE   40,546,627 0 0
JUNIPER NETWORKS INC COM 48203R104 155,590 6,051,738 SH   SOLE   6,051,738 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 299 25,363 SH   SOLE   25,363 0 0
JUNO THERAPEUTICS INC COM 48205A109 5,971 146,747 SH   SOLE   146,747 0 0
K12 INC COM 48273U102 10,498 843,900 SH   SOLE   843,900 0 0
K2M GROUP HLDGS INC COM 48273J107 9,248 497,209 SH   SOLE   497,209 0 0
KADANT INC COM 48282T104 10,710 274,557 SH   SOLE   274,557 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 80,836 1,007,297 SH   SOLE   1,007,297 0 0
KAMAN CORP COM 483548103 56,227 1,568,408 SH   SOLE   1,568,408 0 0
KANSAS CITY LIFE INS CO COM 484836101 4,450 94,709 SH   SOLE   94,709 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 199,063 2,190,396 SH   SOLE   2,190,396 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 91,994 5,572,001 SH   SOLE   5,572,001 0 0
KAR AUCTION SVCS INC COM 48238T109 49,111 1,383,405 SH   SOLE   1,383,405 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 11,745 1,115,412 SH   SOLE   1,115,412 0 0
KATE SPADE & CO COM 485865109 77,790 4,070,621 SH   SOLE   4,070,621 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 265 9,013 SH   SOLE   9,013 0 0
KB HOME COM 48666K109 93,701 6,915,213 SH   SOLE   6,915,213 0 0
KBR INC COM 48242W106 74,735 4,485,887 SH   SOLE   4,485,887 0 0
KCG HLDGS INC CL A 48244B100 13,854 1,262,916 SH   SOLE   1,262,916 0 0
KEARNY FINL CORP MD COM 48716P108 24,088 2,100,097 SH   SOLE   2,100,097 0 0
KELLOGG CO COM 487836108 296,213 4,450,982 SH   SOLE   4,450,982 0 0
KELLY SVCS INC CL A 488152208 25,223 1,783,778 SH   SOLE   1,783,778 0 0
KEMET CORP COM NEW 488360207 206 111,827 SH   SOLE   111,827 0 0
KEMPER CORP DEL COM 488401100 76,317 2,157,684 SH   SOLE   2,157,684 0 0
KEMPHARM INC COM 488445107 292 15,069 SH   SOLE   15,069 0 0
KENNAMETAL INC COM 489170100 62,665 2,517,680 SH   SOLE   2,517,680 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 47,072 2,123,221 SH   SOLE   2,123,221 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 8,660 2,460,288 SH   SOLE   2,460,288 0 0
KEURIG GREEN MTN INC COM 49271M100 95,899 1,839,254 SH   SOLE   1,839,254 0 0
KEY ENERGY SVCS INC COM 492914106 1,569 3,338,877 SH   SOLE   3,338,877 0 0
KEY TECHNOLOGY INC COM 493143101 200 17,042 SH   SOLE   17,042 0 0
KEY TRONICS CORP COM 493144109 281 28,035 SH   SOLE   28,035 0 0
KEYCORP NEW COM 493267108 175,427 13,483,978 SH   SOLE   13,483,978 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 171,140 5,549,293 SH   SOLE   5,549,293 0 0
KEYW HLDG CORP COM 493723100 5,139 835,565 SH   SOLE   835,565 0 0
KFORCE INC COM 493732101 15,338 583,647 SH   SOLE   583,647 0 0
KILROY RLTY CORP COM 49427F108 268,002 4,112,986 SH   SOLE   4,112,986 0 0
KIMBALL ELECTRONICS INC COM 49428J109 8,660 725,874 SH   SOLE   725,874 0 0
KIMBALL INTL INC CL B 494274103 8,258 872,963 SH   SOLE   872,963 0 0
KIMBERLY CLARK CORP COM 494368103 854,953 7,840,731 SH   SOLE   7,840,731 0 0
KIMCO RLTY CORP COM 49446R109 276,414 11,314,520 SH   SOLE   11,314,520 0 0
KINDER MORGAN INC DEL COM 49456B101 683,966 24,709,765 SH   SOLE   24,709,765 0 0
KINDRED BIOSCIENCES INC COM 494577109 174 33,482 SH   SOLE   33,482 0 0
KINDRED HEALTHCARE INC COM 494580103 83,673 5,312,566 SH   SOLE   5,312,566 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 10,227 755,305 SH   SOLE   755,305 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,586 1,503,214 SH   SOLE   1,503,214 0 0
KIRBY CORP COM 497266106 143,129 2,310,397 SH   SOLE   2,310,397 0 0
KIRKLANDS INC COM 497498105 21,661 1,005,619 SH   SOLE   1,005,619 0 0
KITE PHARMA INC COM 49803L109 75,081 1,348,437 SH   SOLE   1,348,437 0 0
KITE RLTY GROUP TR COM NEW 49803T300 126,049 5,293,956 SH   SOLE   5,293,956 0 0
KKR & CO L P DEL COM UNITS 48248M102 956 56,996 SH   SOLE   56,996 0 0
KLA-TENCOR CORP COM 482480100 133,396 2,667,920 SH   SOLE   2,667,920 0 0
KLX INC COM 482539103 94,596 2,646,790 SH   SOLE   2,646,790 0 0
KMG CHEMICALS INC COM 482564101 4,866 252,279 SH   SOLE   252,279 0 0
KNIGHT TRANSN INC COM 499064103 89,192 3,716,351 SH   SOLE   3,716,351 0 0
KNOLL INC COM NEW 498904200 25,391 1,155,207 SH   SOLE   1,155,207 0 0
KNOWLES CORP COM 49926D109 74,432 4,038,638 SH   SOLE   4,038,638 0 0
KOHLS CORP COM 500255104 134,252 2,898,977 SH   SOLE   2,898,977 0 0
KONA GRILL INC COM 50047H201 3,444 218,655 SH   SOLE   218,655 0 0
KOPIN CORP COM 500600101 12,192 3,882,910 SH   SOLE   3,882,910 0 0
KOPPERS HOLDINGS INC COM 50060P106 25,404 1,259,507 SH   SOLE   1,259,507 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,214 205,647 SH   SOLE   205,647 0 0
KORN FERRY INTL COM NEW 500643200 99,734 3,015,839 SH   SOLE   3,015,839 0 0
KOSMOS ENERGY LTD SHS G5315B107 8,972 1,607,969 SH   SOLE   1,607,969 0 0
KRAFT HEINZ CO COM 500754106 490,040 6,943,042 SH   SOLE   6,943,042 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 32,382 1,809,063 SH   SOLE   1,809,063 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 4,772 1,130,874 SH   SOLE   1,130,874 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 22,710 1,552,322 SH   SOLE   1,552,322 0 0
KROGER CO COM 501044101 388,008 10,757,082 SH   SOLE   10,757,082 0 0
KRONOS WORLDWIDE INC COM 50105F105 3,079 495,850 SH   SOLE   495,850 0 0
KULICKE & SOFFA INDS INC COM 501242101 23,665 2,577,885 SH   SOLE   2,577,885 0 0
KVH INDS INC COM 482738101 4,150 415,031 SH   SOLE   415,031 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 72,357 965,015 SH   SOLE   965,015 0 0
L BRANDS INC COM 501797104 325,335 3,609,617 SH   SOLE   3,609,617 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 143,535 1,373,279 SH   SOLE   1,373,279 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 9,905 356,429 SH   SOLE   356,429 0 0
LA QUINTA HLDGS INC COM 50420D108 35,221 2,232,033 SH   SOLE   2,232,033 0 0
LA Z BOY INC COM 505336107 78,704 2,963,252 SH   SOLE   2,963,252 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 251,607 2,319,599 SH   SOLE   2,319,599 0 0
LACLEDE GROUP INC COM 505597104 140,919 2,584,239 SH   SOLE   2,584,239 0 0
LADDER CAP CORP CL A 505743104 13,032 910,087 SH   SOLE   910,087 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 5,600 2,654,109 SH   SOLE   2,654,109 0 0
LAKELAND BANCORP INC COM 511637100 10,527 947,497 SH   SOLE   947,497 0 0
LAKELAND FINL CORP COM 511656100 18,738 415,026 SH   SOLE   415,026 0 0
LAKELAND INDS INC COM 511795106 273 19,690 SH   SOLE   19,690 0 0
LAM RESEARCH CORP COM 512807108 177,324 2,714,281 SH   SOLE   2,714,281 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 57 50,000 PRN   SOLE   50,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 157 125,000 PRN   SOLE   125,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 161,176 3,088,848 SH   SOLE   3,088,848 0 0
LANCASTER COLONY CORP COM 513847103 87,566 898,292 SH   SOLE   898,292 0 0
LANDAUER INC COM 51476K103 21,971 593,976 SH   SOLE   593,976 0 0
LANDEC CORP COM 514766104 7,941 680,429 SH   SOLE   680,429 0 0
LANDS END INC NEW COM 51509F105 10,213 378,127 SH   SOLE   378,127 0 0
LANDSTAR SYS INC COM 515098101 127,343 2,006,349 SH   SOLE   2,006,349 0 0
LANNET INC COM 516012101 77,188 1,859,052 SH   SOLE   1,859,052 0 0
LANTHEUS HLDGS INC COM 516544103 1,254 291,710 SH   SOLE   291,710 0 0
LAPORTE BANCORP INC MD COM 516651106 72 4,881 SH   SOLE   4,881 0 0
LAREDO PETROLEUM INC COM 516806106 12,167 1,290,278 SH   SOLE   1,290,278 0 0
LAS VEGAS SANDS CORP COM 517834107 68,440 1,802,463 SH   SOLE   1,802,463 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 167,896 5,913,897 SH   SOLE   5,913,897 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 2,917 597,749 SH   SOLE   597,749 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 10,286 2,671,597 SH   SOLE   2,671,597 0 0
LAUDER ESTEE COS INC CL A 518439104 200,521 2,485,383 SH   SOLE   2,485,383 0 0
LAWSON PRODS INC COM 520776105 3,261 150,616 SH   SOLE   150,616 0 0
LAYNE CHRISTENSEN CO COM 521050104 317 48,815 SH   SOLE   48,815 0 0
LAZARD LTD SHS A G54050102 59,170 1,366,523 SH   SOLE   1,366,523 0 0
LCNB CORP COM 50181P100 441 27,263 SH   SOLE   27,263 0 0
LDR HLDG CORP COM 50185U105 20,892 605,036 SH   SOLE   605,036 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 108 151,110 SH   SOLE   151,110 0 0
LEAR CORP COM NEW 521865204 95,111 874,346 SH   SOLE   874,346 0 0
LEE ENTERPRISES INC COM 523768109 291 139,824 SH   SOLE   139,824 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 80,040 2,625,992 SH   SOLE   2,625,992 0 0
LEGG MASON INC COM 524901105 66,558 1,599,569 SH   SOLE   1,599,569 0 0
LEGGETT & PLATT INC COM 524660107 206,188 4,998,487 SH   SOLE   4,998,487 0 0
LEIDOS HLDGS INC COM 525327102 86,240 2,087,623 SH   SOLE   2,087,623 0 0
LEMAITRE VASCULAR INC COM 525558201 3,718 305,024 SH   SOLE   305,024 0 0
LENDINGCLUB CORP COM 52603A109 9,632 728,065 SH   SOLE   728,065 0 0
LENDINGTREE INC NEW COM 52603B107 36,518 392,543 SH   SOLE   392,543 0 0
LENNAR CORP CL A 526057104 335,053 6,961,418 SH   SOLE   6,961,418 0 0
LENNAR CORP CL B 526057302 17,316 437,283 SH   SOLE   437,283 0 0
LENNOX INTL INC COM 526107107 175,565 1,549,148 SH   SOLE   1,549,148 0 0
LEUCADIA NATL CORP COM 527288104 93,979 4,638,625 SH   SOLE   4,638,625 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 204,278 4,675,634 SH   SOLE   4,675,634 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 26,152 2,435,049 SH   SOLE   2,435,049 0 0
LEXINGTON REALTY TRUST COM 529043101 109,825 13,558,596 SH   SOLE   13,558,596 0 0
LEXMARK INTL NEW CL A 529771107 57,776 1,993,638 SH   SOLE   1,993,638 0 0
LGI HOMES INC COM 50187T106 9,654 355,071 SH   SOLE   355,071 0 0
LHC GROUP INC COM 50187A107 39,282 877,419 SH   SOLE   877,419 0 0
LIBBEY INC COM 529898108 18,425 565,019 SH   SOLE   565,019 0 0
LIBERATOR MEDICAL HLDGS INC COM 53012L108 202 86,146 SH   SOLE   86,146 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 11,431 222,221 SH   SOLE   222,221 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 29,035 567,419 SH   SOLE   567,419 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 8,909 207,485 SH   SOLE   207,485 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 16,741 408,130 SH   SOLE   408,130 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 456 13,533 SH   SOLE   13,533 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 463 13,520 SH   SOLE   13,520 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 107,267 4,089,487 SH   SOLE   4,089,487 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 55,763 1,381,990 SH   SOLE   1,381,990 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 26 50,000 PRN   SOLE   50,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 32,313 904,608 SH   SOLE   904,608 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 60,959 1,768,990 SH   SOLE   1,768,990 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 189 200,000 PRN   SOLE   200,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 175,015 5,554,253 SH   SOLE   5,554,253 0 0
LIBERTY TAX INC CL A 53128T102 3,597 154,459 SH   SOLE   154,459 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 41,828 1,886,688 SH   SOLE   1,886,688 0 0
LIFELOCK INC COM 53224V100 19,711 2,250,119 SH   SOLE   2,250,119 0 0
LIFEPOINT HEALTH INC COM 53219L109 114,975 1,621,654 SH   SOLE   1,621,654 0 0
LIFETIME BRANDS INC COM 53222Q103 3,883 277,747 SH   SOLE   277,747 0 0
LIFEWAY FOODS INC COM 531914109 1,299 123,958 SH   SOLE   123,958 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 115,844 1,352,528 SH   SOLE   1,352,528 0 0
LILLY ELI & CO COM 532457108 1,337,331 15,979,583 SH   SOLE   15,979,583 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,895 1,515,918 SH   SOLE   1,515,918 0 0
LIMONEIRA CO COM 532746104 5,035 300,927 SH   SOLE   300,927 0 0
LINCOLN EDL SVCS CORP COM 533535100 39 77,042 SH   SOLE   77,042 0 0
LINCOLN ELEC HLDGS INC COM 533900106 117,183 2,235,043 SH   SOLE   2,235,043 0 0
LINCOLN NATL CORP IND COM 534187109 182,503 3,845,406 SH   SOLE   3,845,406 0 0
LINDSAY CORP COM 535555106 46,524 686,299 SH   SOLE   686,299 0 0
LINEAR TECHNOLOGY CORP COM 535678106 163,013 4,039,963 SH   SOLE   4,039,963 0 0
LINKEDIN CORP COM CL A 53578A108 184,396 969,844 SH   SOLE   969,844 0 0
LINNCO LLC COM SHS LTD INT 535782106 69 25,293 SH   SOLE   25,293 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 6,824 1,184,667 SH   SOLE   1,184,667 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 8,265 1,672,976 SH   SOLE   1,672,976 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 29,920 813,034 SH   SOLE   813,034 0 0
LIPOCINE INC NEW COM 53630X104 433 36,606 SH   SOLE   36,606 0 0
LIQUIDITY SERVICES INC COM 53635B107 10,734 1,452,563 SH   SOLE   1,452,563 0 0
LITHIA MTRS INC CL A 536797103 150,905 1,395,847 SH   SOLE   1,395,847 0 0
LITTELFUSE INC COM 537008104 123,337 1,353,118 SH   SOLE   1,353,118 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 113,928 4,739,087 SH   SOLE   4,739,087 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 52 50,000 PRN   SOLE   50,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 2,480 126,296 SH   SOLE   126,296 0 0
LIVEDEAL INC COM NEW 538144304 51 30,548 SH   SOLE   30,548 0 0
LIVEPERSON INC COM 538146101 24,520 3,243,363 SH   SOLE   3,243,363 0 0
LKQ CORP COM 501889208 287,389 10,133,602 SH   SOLE   10,133,602 0 0
LMI AEROSPACE INC COM 502079106 317 30,826 SH   SOLE   30,826 0 0
LO-JACK CORP COM 539451104 143 49,288 SH   SOLE   49,288 0 0
LOCKHEED MARTIN CORP COM 539830109 1,202,379 5,799,910 SH   SOLE   5,799,910 0 0
LOEWS CORP COM 540424108 154,831 4,284,198 SH   SOLE   4,284,198 0 0
LOGMEIN INC COM 54142L109 101,870 1,494,565 SH   SOLE   1,494,565 0 0
LOMBARD MED INC COM G55598109 118 33,163 SH   SOLE   33,163 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 14,895 316,368 SH   SOLE   316,368 0 0
LOUISIANA PAC CORP COM 546347105 120,597 8,468,860 SH   SOLE   8,468,860 0 0
LOWES COS INC COM 548661107 809,955 11,752,103 SH   SOLE   11,752,103 0 0
LOXO ONCOLOGY INC COM 548862101 3,406 194,861 SH   SOLE   194,861 0 0
LPL FINL HLDGS INC COM 50212V100 39,757 999,670 SH   SOLE   999,670 0 0
LRAD CORP COM 50213V109 79 47,020 SH   SOLE   47,020 0 0
LSB INDS INC COM 502160104 17,441 1,138,437 SH   SOLE   1,138,437 0 0
LSI INDS INC COM 50216C108 4,547 538,767 SH   SOLE   538,767 0 0
LTC PPTYS INC COM 502175102 90,935 2,131,130 SH   SOLE   2,131,130 0 0
LUBYS INC COM 549282101 263 52,885 SH   SOLE   52,885 0 0
LULULEMON ATHLETICA INC COM 550021109 49,482 976,938 SH   SOLE   976,938 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 34,288 2,609,430 SH   SOLE   2,609,430 0 0
LUMENTUM HLDGS INC COM 55024U109 38,205 2,253,968 SH   SOLE   2,253,968 0 0
LUMINEX CORP DEL COM 55027E102 50,015 2,957,732 SH   SOLE   2,957,732 0 0
LUMOS NETWORKS CORP COM 550283105 17,393 1,430,354 SH   SOLE   1,430,354 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 27,366 432,397 SH   SOLE   432,397 0 0
LYDALL INC DEL COM 550819106 29,803 1,046,088 SH   SOLE   1,046,088 0 0
LYON WILLIAM HOMES CL A NEW 552074700 9,187 445,981 SH   SOLE   445,981 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 349,750 4,195,659 SH   SOLE   4,195,659 0 0
M & T BK CORP COM 55261F104 260,678 2,137,579 SH   SOLE   2,137,579 0 0
M D C HLDGS INC COM 552676108 80,346 3,068,997 SH   SOLE   3,068,997 0 0
M/I HOMES INC COM 55305B101 54,833 2,325,410 SH   SOLE   2,325,410 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 16,257 560,790 SH   SOLE   560,790 0 0
MACATAWA BK CORP COM 554225102 407 78,509 SH   SOLE   78,509 0 0
MACERICH CO COM 554382101 301,434 3,923,901 SH   SOLE   3,923,901 0 0
MACK CALI RLTY CORP COM 554489104 86,677 4,590,935 SH   SOLE   4,590,935 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 41,628 557,572 SH   SOLE   557,572 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 57 50,000 PRN   SOLE   50,000 0 0
MACROGENICS INC COM 556099109 28,147 1,314,071 SH   SOLE   1,314,071 0 0
MACYS INC COM 55616P104 262,554 5,116,025 SH   SOLE   5,116,025 0 0
MADDEN STEVEN LTD COM 556269108 124,444 3,398,242 SH   SOLE   3,398,242 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 37,846 524,614 SH   SOLE   524,614 0 0
MAGELLAN HEALTH INC COM NEW 559079207 96,979 1,749,570 SH   SOLE   1,749,570 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 334 37,512 SH   SOLE   37,512 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 1,946 5,722,852 SH   SOLE   5,722,852 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 16,078 1,158,350 SH   SOLE   1,158,350 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 11,020 541,239 SH   SOLE   541,239 0 0
MALIBU BOATS INC COM CL A 56117J100 6,472 462,952 SH   SOLE   462,952 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 139,811 2,186,597 SH   SOLE   2,186,597 0 0
MANHATTAN ASSOCS INC COM 562750109 232,826 3,737,179 SH   SOLE   3,737,179 0 0
MANITEX INTL INC COM 563420108 199 35,444 SH   SOLE   35,444 0 0
MANITOWOC INC COM 563571108 16,944 1,129,579 SH   SOLE   1,129,579 0 0
MANNATECH INC COM NEW 563771203 154 8,100 SH   SOLE   8,100 0 0
MANNING & NAPIER INC CL A 56382Q102 290 39,446 SH   SOLE   39,446 0 0
MANNKIND CORP COM 56400P201 38,419 11,968,435 SH   SOLE   11,968,435 0 0
MANPOWERGROUP INC COM 56418H100 201,024 2,454,807 SH   SOLE   2,454,807 0 0
MANTECH INTL CORP CL A 564563104 41,351 1,608,995 SH   SOLE   1,608,995 0 0
MARATHON OIL CORP COM 565849106 191,740 12,450,651 SH   SOLE   12,450,651 0 0
MARATHON PETE CORP COM 56585A102 339,979 7,338,195 SH   SOLE   7,338,195 0 0
MARCHEX INC CL B 56624R108 3,293 817,124 SH   SOLE   817,124 0 0
MARCUS & MILLICHAP INC COM 566324109 14,734 320,376 SH   SOLE   320,376 0 0
MARCUS CORP COM 566330106 21,656 1,119,727 SH   SOLE   1,119,727 0 0
MARIN SOFTWARE INC COM 56804T106 2,347 749,850 SH   SOLE   749,850 0 0
MARINE PRODS CORP COM 568427108 1,922 277,005 SH   SOLE   277,005 0 0
MARINEMAX INC COM 567908108 22,146 1,567,289 SH   SOLE   1,567,289 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 102 12,218 SH   SOLE   12,218 0 0
MARKEL CORP COM 570535104 97,974 122,184 SH   SOLE   122,184 0 0
MARKETAXESS HLDGS INC COM 57060D108 218,744 2,355,124 SH   SOLE   2,355,124 0 0
MARKETO INC COM 57063L107 23,549 828,596 SH   SOLE   828,596 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 3,347 217,461 SH   SOLE   217,461 0 0
MARRIOTT INTL INC NEW CL A 571903202 207,906 3,048,468 SH   SOLE   3,048,468 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 109,178 1,602,265 SH   SOLE   1,602,265 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 102 48,313 SH   SOLE   48,313 0 0
MARSH & MCLENNAN COS INC COM 571748102 364,424 6,978,626 SH   SOLE   6,978,626 0 0
MARTEN TRANS LTD COM 573075108 22,616 1,398,648 SH   SOLE   1,398,648 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 4,874 817,751 SH   SOLE   817,751 0 0
MARTIN MARIETTA MATLS INC COM 573284106 159,489 1,049,615 SH   SOLE   1,049,615 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45,983 5,081,034 SH   SOLE   5,081,034 0 0
MASCO CORP COM 574599106 164,569 6,535,702 SH   SOLE   6,535,702 0 0
MASIMO CORP COM 574795100 107,567 2,789,606 SH   SOLE   2,789,606 0 0
MASONITE INTL CORP NEW COM 575385109 65,344 1,078,640 SH   SOLE   1,078,640 0 0
MASTEC INC COM 576323109 24,698 1,560,175 SH   SOLE   1,560,175 0 0
MASTERCARD INC CL A 57636Q104 1,105,232 12,264,007 SH   SOLE   12,264,007 0 0
MATADOR RES CO COM 576485205 37,456 1,805,980 SH   SOLE   1,805,980 0 0
MATERION CORP COM 576690101 34,988 1,165,483 SH   SOLE   1,165,483 0 0
MATRIX SVC CO COM 576853105 38,613 1,718,438 SH   SOLE   1,718,438 0 0
MATSON INC COM 57686G105 124,959 3,246,523 SH   SOLE   3,246,523 0 0
MATTEL INC COM 577081102 203,056 9,641,775 SH   SOLE   9,641,775 0 0
MATTERSIGHT CORP COM 577097108 314 40,739 SH   SOLE   40,739 0 0
MATTHEWS INTL CORP CL A 577128101 95,207 1,944,184 SH   SOLE   1,944,184 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 20,487 490,582 SH   SOLE   490,582 0 0
MATTSON TECHNOLOGY INC COM 577223100 4,510 1,935,533 SH   SOLE   1,935,533 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 111,824 3,348,009 SH   SOLE   3,348,009 0 0
MAXIMUS INC COM 577933104 189,266 3,177,732 SH   SOLE   3,177,732 0 0
MAXLINEAR INC CL A 57776J100 16,765 1,347,672 SH   SOLE   1,347,672 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 732 179,464 SH   SOLE   179,464 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 398 73,386 SH   SOLE   73,386 0 0
MB FINANCIAL INC NEW COM 55264U108 143,053 4,382,737 SH   SOLE   4,382,737 0 0
MBIA INC COM 55262C100 19,590 3,222,094 SH   SOLE   3,222,094 0 0
MBT FINL CORP COM 578877102 444 71,088 SH   SOLE   71,088 0 0
MCBC HLDGS INC COM 55276F107 2,390 184,414 SH   SOLE   184,414 0 0
MCCLATCHY CO CL A 579489105 157 161,653 SH   SOLE   161,653 0 0
MCCORMICK & CO INC COM NON VTG 579780206 212,859 2,590,159 SH   SOLE   2,590,159 0 0
MCDERMOTT INTL INC COM 580037109 27,271 6,342,135 SH   SOLE   6,342,135 0 0
MCDONALDS CORP COM 580135101 1,544,440 15,674,819 SH   SOLE   15,674,819 0 0
MCEWEN MNG INC COM 58039P107 831 949,781 SH   SOLE   949,781 0 0
MCGRATH RENTCORP COM 580589109 15,727 589,246 SH   SOLE   589,246 0 0
MCGRAW HILL FINL INC COM 580645109 351,860 4,067,745 SH   SOLE   4,067,745 0 0
MCKESSON CORP COM 58155Q103 538,743 2,911,654 SH   SOLE   2,911,654 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 18,276 991,656 SH   SOLE   991,656 0 0
MDU RES GROUP INC COM 552690109 108,271 6,294,830 SH   SOLE   6,294,830 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 221,594 3,147,645 SH   SOLE   3,147,645 0 0
MECHEL OAO SPONSORED ADR 583840103 463 509,294 SH   SOLE   509,294 0 0
MEDASSETS INC COM 584045108 72,117 3,595,041 SH   SOLE   3,595,041 0 0
MEDGENICS INC COM NEW 58436Q203 3,430 438,580 SH   SOLE   438,580 0 0
MEDIA GEN INC NEW COM 58441K100 30,736 2,197,011 SH   SOLE   2,197,011 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 169,775 15,350,386 SH   SOLE   15,350,386 0 0
MEDICINES CO COM 584688105 198,111 5,218,933 SH   SOLE   5,218,933 0 0
MEDICINOVA INC COM NEW 58468P206 167 59,425 SH   SOLE   59,425 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 140,667 3,340,456 SH   SOLE   3,340,456 0 0
MEDIFAST INC COM 58470H101 16,973 631,902 SH   SOLE   631,902 0 0
MEDIVATION INC COM 58501N101 159,398 3,750,539 SH   SOLE   3,750,539 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,091 164,768 SH   SOLE   164,768 0 0
MEDNAX INC COM 58502B106 257,861 3,357,997 SH   SOLE   3,357,997 0 0
MEDTRONIC PLC SHS G5960L103 1,248,730 18,654,462 SH   SOLE   18,654,462 0 0
MEETME INC COM 585141104 151 95,679 SH   SOLE   95,679 0 0
MEI PHARMA INC COM NEW 55279B202 118 75,299 SH   SOLE   75,299 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 109 2,893 SH   SOLE   2,893 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 15,505 881,974 SH   SOLE   881,974 0 0
MENS WEARHOUSE INC COM 587118100 123,065 2,894,295 SH   SOLE   2,894,295 0 0
MENTOR GRAPHICS CORP COM 587200106 119,503 4,851,915 SH   SOLE   4,851,915 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 44 35,000 PRN   SOLE   35,000 0 0
MERCADOLIBRE INC COM 58733R102 2,842 31,215 SH   SOLE   31,215 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 49 50,000 PRN   SOLE   50,000 0 0
MERCANTILE BANK CORP COM 587376104 8,828 424,837 SH   SOLE   424,837 0 0
MERCHANTS BANCSHARES COM 588448100 3,808 129,513 SH   SOLE   129,513 0 0
MERCK & CO INC NEW COM 58933Y105 2,038,902 41,281,672 SH   SOLE   41,281,672 0 0
MERCURY GENL CORP NEW COM 589400100 226,587 4,485,976 SH   SOLE   4,485,976 0 0
MERCURY SYS INC COM 589378108 31,796 1,998,494 SH   SOLE   1,998,494 0 0
MEREDITH CORP COM 589433101 188,331 4,422,995 SH   SOLE   4,422,995 0 0
MERGE HEALTHCARE INC COM 589499102 12,805 1,803,489 SH   SOLE   1,803,489 0 0
MERIDIAN BANCORP INC MD COM 58958U103 18,829 1,377,406 SH   SOLE   1,377,406 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 42,263 2,471,535 SH   SOLE   2,471,535 0 0
MERIT MED SYS INC COM 589889104 63,448 2,653,633 SH   SOLE   2,653,633 0 0
MERITAGE HOMES CORP COM 59001A102 124,379 3,405,787 SH   SOLE   3,405,787 0 0
MERITOR INC COM 59001K100 24,994 2,351,291 SH   SOLE   2,351,291 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 44,437 5,221,783 SH   SOLE   5,221,783 0 0
MESA LABS INC COM 59064R109 8,367 75,108 SH   SOLE   75,108 0 0
META FINL GROUP INC COM 59100U108 7,371 176,455 SH   SOLE   176,455 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 5,683 270,507 SH   SOLE   270,507 0 0
METHODE ELECTRS INC COM 591520200 73,606 2,307,390 SH   SOLE   2,307,390 0 0
METLIFE INC COM 59156R108 518,797 11,003,122 SH   SOLE   11,003,122 0 0
METRO BANCORP INC PA COM 59161R101 8,735 297,202 SH   SOLE   297,202 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 262,979 923,577 SH   SOLE   923,577 0 0
MFA FINL INC COM 55272X102 77,832 11,429,077 SH   SOLE   11,429,077 0 0
MFRI INC COM 552721102 92 17,924 SH   SOLE   17,924 0 0
MGE ENERGY INC COM 55277P104 35,047 850,855 SH   SOLE   850,855 0 0
MGIC INVT CORP WIS COM 552848103 76,262 8,235,657 SH   SOLE   8,235,657 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 185 175,000 PRN   SOLE   175,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 108 75,000 PRN   SOLE   75,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 72,752 3,943,199 SH   SOLE   3,943,199 0 0
MGP INGREDIENTS INC NEW COM 55303J106 4,422 276,223 SH   SOLE   276,223 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 123,567 2,925,347 SH   SOLE   2,925,347 0 0
MICHAELS COS INC COM 59408Q106 11,888 514,617 SH   SOLE   514,617 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 151,935 3,525,984 SH   SOLE   3,525,984 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 175 100,000 PRN   SOLE   100,000 0 0
MICRON TECHNOLOGY INC COM 595112103 197,663 13,195,160 SH   SOLE   13,195,160 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 148 100,000 PRN   SOLE   100,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 147 175,000 PRN   SOLE   175,000 0 0
MICROSEMI CORP COM 595137100 193,209 5,886,939 SH   SOLE   5,886,939 0 0
MICROSOFT CORP COM 594918104 4,360,744 98,525,620 SH   SOLE   98,525,620 0 0
MICROSTRATEGY INC CL A NEW 594972408 113,464 577,515 SH   SOLE   577,515 0 0
MICROVISION INC DEL COM NEW 594960304 370 115,985 SH   SOLE   115,985 0 0
MID-AMER APT CMNTYS INC COM 59522J103 237,511 2,901,073 SH   SOLE   2,901,073 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 341 19,336 SH   SOLE   19,336 0 0
MIDDLEBY CORP COM 596278101 51,445 489,070 SH   SOLE   489,070 0 0
MIDDLESEX WATER CO COM 596680108 9,643 404,480 SH   SOLE   404,480 0 0
MIDSOUTH BANCORP INC COM 598039105 288 24,636 SH   SOLE   24,636 0 0
MIDSTATES PETE CO INC COM NEW 59804T308 64 10,380 SH   SOLE   10,380 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 5,801 198,251 SH   SOLE   198,251 0 0
MILACRON HLDGS CORP COM 59870L106 6,030 343,590 SH   SOLE   343,590 0 0
MILLENNIAL MEDIA INC COM 60040N105 5,192 2,967,124 SH   SOLE   2,967,124 0 0
MILLER HERMAN INC COM 600544100 80,628 2,795,711 SH   SOLE   2,795,711 0 0
MILLER INDS INC TENN COM NEW 600551204 5,460 279,440 SH   SOLE   279,440 0 0
MIMEDX GROUP INC COM 602496101 59,391 6,154,524 SH   SOLE   6,154,524 0 0
MIND C T I LTD ORD M70240102 140 50,817 SH   SOLE   50,817 0 0
MINDBODY INC COM CL A 60255W105 16 1,054 SH   SOLE   1,054 0 0
MINERALS TECHNOLOGIES INC COM 603158106 81,416 1,690,541 SH   SOLE   1,690,541 0 0
MINERVA NEUROSCIENCES INC COM 603380106 108 20,515 SH   SOLE   20,515 0 0
MIRATI THERAPEUTICS INC COM 60468T105 10,319 299,790 SH   SOLE   299,790 0 0
MISONIX INC COM 604871103 75 6,954 SH   SOLE   6,954 0 0
MISTRAS GROUP INC COM 60649T107 5,488 427,081 SH   SOLE   427,081 0 0
MITCHAM INDS INC COM 606501104 143 37,795 SH   SOLE   37,795 0 0
MITEK SYS INC COM NEW 606710200 222 69,720 SH   SOLE   69,720 0 0
MKS INSTRUMENT INC COM 55306N104 104,980 3,130,914 SH   SOLE   3,130,914 0 0
MOBILE MINI INC COM 60740F105 82,009 2,663,501 SH   SOLE   2,663,501 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 45,912 6,359,042 SH   SOLE   6,359,042 0 0
MOBILEIRON INC COM NEW 60739U204 3,122 1,007,194 SH   SOLE   1,007,194 0 0
MOCON INC COM 607494101 205 15,209 SH   SOLE   15,209 0 0
MODEL N INC COM 607525102 5,460 545,407 SH   SOLE   545,407 0 0
MODINE MFG CO COM 607828100 9,400 1,194,387 SH   SOLE   1,194,387 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 2,717 949,897 SH   SOLE   949,897 0 0
MOELIS & CO CL A 60786M105 11,365 432,786 SH   SOLE   432,786 0 0
MOHAWK INDS INC COM 608190104 205,011 1,127,733 SH   SOLE   1,127,733 0 0
MOLINA HEALTHCARE INC COM 60855R100 145,873 2,118,712 SH   SOLE   2,118,712 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 157 90,000 PRN   SOLE   90,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 178,577 2,151,013 SH   SOLE   2,151,013 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 76,539 4,664,140 SH   SOLE   4,664,140 0 0
MONARCH CASINO & RESORT INC COM 609027107 11,368 632,595 SH   SOLE   632,595 0 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 462 37,296 SH   SOLE   37,296 0 0
MONDELEZ INTL INC CL A 609207105 744,277 17,775,891 SH   SOLE   17,775,891 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 5,834 727,470 SH   SOLE   727,470 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 14,409 1,477,813 SH   SOLE   1,477,813 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 37,400 4,017,172 SH   SOLE   4,017,172 0 0
MONOLITHIC PWR SYS INC COM 609839105 115,719 2,260,131 SH   SOLE   2,260,131 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 51,572 2,363,535 SH   SOLE   2,363,535 0 0
MONRO MUFFLER BRAKE INC COM 610236101 128,199 1,897,844 SH   SOLE   1,897,844 0 0
MONSANTO CO NEW COM 61166W101 485,645 5,690,711 SH   SOLE   5,690,711 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 315,280 2,332,988 SH   SOLE   2,332,988 0 0
MONSTER WORLDWIDE INC COM 611742107 35,218 5,485,621 SH   SOLE   5,485,621 0 0
MOODYS CORP COM 615369105 261,116 2,659,025 SH   SOLE   2,659,025 0 0
MOOG INC CL A 615394202 121,817 2,252,944 SH   SOLE   2,252,944 0 0
MORGAN STANLEY COM NEW 617446448 549,405 17,441,435 SH   SOLE   17,441,435 0 0
MORGANS HOTEL GROUP CO COM 61748W108 2,289 689,317 SH   SOLE   689,317 0 0
MORNINGSTAR INC COM 617700109 12,746 158,803 SH   SOLE   158,803 0 0
MOSAIC CO NEW COM 61945C103 155,354 4,993,695 SH   SOLE   4,993,695 0 0
MOSYS INC COM 619718109 236 158,206 SH   SOLE   158,206 0 0
MOTORCAR PTS AMER INC COM 620071100 14,587 465,443 SH   SOLE   465,443 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 244,574 3,576,692 SH   SOLE   3,576,692 0 0
MOVADO GROUP INC COM 624580106 25,417 983,997 SH   SOLE   983,997 0 0
MRC GLOBAL INC COM 55345K103 26,670 2,391,921 SH   SOLE   2,391,921 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 85 5,962 SH   SOLE   5,962 0 0
MSA SAFETY INC COM 553498106 57,633 1,441,908 SH   SOLE   1,441,908 0 0
MSC INDL DIRECT INC CL A 553530106 93,667 1,534,775 SH   SOLE   1,534,775 0 0
MSCI INC COM 55354G100 197,294 3,318,090 SH   SOLE   3,318,090 0 0
MTS SYS CORP COM 553777103 53,223 885,424 SH   SOLE   885,424 0 0
MUELLER INDS INC COM 624756102 100,092 3,383,763 SH   SOLE   3,383,763 0 0
MUELLER WTR PRODS INC COM SER A 624758108 29,572 3,860,554 SH   SOLE   3,860,554 0 0
MULTI COLOR CORP COM 625383104 22,808 298,185 SH   SOLE   298,185 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 3,815 228,459 SH   SOLE   228,459 0 0
MURPHY OIL CORP COM 626717102 71,689 2,962,372 SH   SOLE   2,962,372 0 0
MURPHY USA INC COM 626755102 72,462 1,318,684 SH   SOLE   1,318,684 0 0
MYERS INDS INC COM 628464109 19,332 1,442,703 SH   SOLE   1,442,703 0 0
MYLAN N V SHS EURO N59465109 498,359 12,378,506 SH   SOLE   12,378,506 0 0
MYR GROUP INC DEL COM 55405W104 33,100 1,263,362 SH   SOLE   1,263,362 0 0
MYRIAD GENETICS INC COM 62855J104 104,456 2,786,972 SH   SOLE   2,786,972 0 0
NABORS INDUSTRIES LTD SHS G6359F103 101,220 10,711,090 SH   SOLE   10,711,090 0 0
NACCO INDS INC CL A 629579103 4,952 104,134 SH   SOLE   104,134 0 0
NAM TAI PPTY INC SHS G63907102 33 5,332 SH   SOLE   5,332 0 0
NANOMETRICS INC COM 630077105 17,756 1,462,570 SH   SOLE   1,462,570 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 5,566 347,902 SH   SOLE   347,902 0 0
NANOVIRICIDES INC COM NEW 630087203 142 118,972 SH   SOLE   118,972 0 0
NANTKWEST INC COM 63016Q102 1,819 158,700 SH   SOLE   158,700 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 240 39,745 SH   SOLE   39,745 0 0
NASDAQ INC COM 631103108 118,036 2,213,322 SH   SOLE   2,213,322 0 0
NATERA INC COM 632307104 2,590 238,668 SH   SOLE   238,668 0 0
NATHANS FAMOUS INC NEW COM 632347100 309 8,121 SH   SOLE   8,121 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 114 40,749 SH   SOLE   40,749 0 0
NATIONAL BANKSHARES INC VA COM 634865109 5,541 178,124 SH   SOLE   178,124 0 0
NATIONAL BEVERAGE CORP COM 635017106 8,360 272,059 SH   SOLE   272,059 0 0
NATIONAL BK HLDGS CORP CL A 633707104 16,119 785,158 SH   SOLE   785,158 0 0
NATIONAL CINEMEDIA INC COM 635309107 18,820 1,402,371 SH   SOLE   1,402,371 0 0
NATIONAL COMM CORP COM 63546L102 3,713 154,841 SH   SOLE   154,841 0 0
NATIONAL FUEL GAS CO N J COM 636180101 136,632 2,733,732 SH   SOLE   2,733,732 0 0
NATIONAL GEN HLDGS CORP COM 636220303 18,234 945,248 SH   SOLE   945,248 0 0
NATIONAL HEALTH INVS INC COM 63633D104 52,815 918,687 SH   SOLE   918,687 0 0
NATIONAL HEALTHCARE CORP COM 635906100 18,344 301,258 SH   SOLE   301,258 0 0
NATIONAL INSTRS CORP COM 636518102 92,458 3,327,037 SH   SOLE   3,327,037 0 0
NATIONAL INTERSTATE CORP COM 63654U100 4,780 179,170 SH   SOLE   179,170 0 0
NATIONAL OILWELL VARCO INC COM 637071101 389,556 10,346,785 SH   SOLE   10,346,785 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 96,200 8,187,250 SH   SOLE   8,187,250 0 0
NATIONAL PRESTO INDS INC COM 637215104 24,643 292,460 SH   SOLE   292,460 0 0
NATIONAL RESH CORP CL A 637372202 3,063 256,507 SH   SOLE   256,507 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 180,216 4,968,725 SH   SOLE   4,968,725 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 8,271 610,374 SH   SOLE   610,374 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 21,588 846,264 SH   SOLE   846,264 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 11,427 51,309 SH   SOLE   51,309 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 12,603 908,623 SH   SOLE   908,623 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 131 20,751 SH   SOLE   20,751 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 6,204 321,449 SH   SOLE   321,449 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 5,369 236,626 SH   SOLE   236,626 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 6,698 204,960 SH   SOLE   204,960 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 3,175 265,016 SH   SOLE   265,016 0 0
NATUS MEDICAL INC DEL COM 639050103 81,007 2,053,397 SH   SOLE   2,053,397 0 0
NAUTILUS INC COM 63910B102 12,217 814,444 SH   SOLE   814,444 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 8,929 3,916,029 SH   SOLE   3,916,029 0 0
NAVIENT CORP COM 63938C108 64,304 5,720,996 SH   SOLE   5,720,996 0 0
NAVIGANT CONSULTING INC COM 63935N107 44,214 2,778,989 SH   SOLE   2,778,989 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 3 234 SH   SOLE   234 0 0
NAVIGATORS GROUP INC COM 638904102 48,881 626,841 SH   SOLE   626,841 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 7,220 2,051,040 SH   SOLE   2,051,040 0 0
NAVIOS MARITIME HLDGS INC SPON ADR PFD H 63938Y308 8,208 478,886 SH   SOLE   478,886 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 5,106 2,050,686 SH   SOLE   2,050,686 0 0
NAVISTAR INTL CORP NEW COM 63934E108 15,665 1,231,540 SH   SOLE   1,231,540 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 52 75,000 PRN   SOLE   75,000 0 0
NBT BANCORP INC COM 628778102 68,037 2,525,497 SH   SOLE   2,525,497 0 0
NCI BUILDING SYS INC COM NEW 628852204 6,851 648,175 SH   SOLE   648,175 0 0
NCI INC CL A 62886K104 181 13,605 SH   SOLE   13,605 0 0
NCR CORP NEW COM 62886E108 115,835 5,091,649 SH   SOLE   5,091,649 0 0
NEENAH PAPER INC COM 640079109 59,893 1,027,670 SH   SOLE   1,027,670 0 0
NEFF CORP COM CL A 640094207 1,557 278,593 SH   SOLE   278,593 0 0
NEKTAR THERAPEUTICS COM 640268108 107,276 9,787,913 SH   SOLE   9,787,913 0 0
NELNET INC CL A 64031N108 18,763 542,133 SH   SOLE   542,133 0 0
NEOGEN CORP COM 640491106 99,787 2,217,972 SH   SOLE   2,217,972 0 0
NEOGENOMICS INC COM NEW 64049M209 7,987 1,393,902 SH   SOLE   1,393,902 0 0
NEONODE INC COM NEW 64051M402 192 78,704 SH   SOLE   78,704 0 0
NEOPHOTONICS CORP COM 64051T100 4,711 691,816 SH   SOLE   691,816 0 0
NEOS THERAPEUTICS INC COM 64052L106 3,040 144,714 SH   SOLE   144,714 0 0
NEOTHETICS INC COM 64066G101 268 33,256 SH   SOLE   33,256 0 0
NEPHROGENEX INC COM 640667101 56 16,609 SH   SOLE   16,609 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 54 3,213 SH   SOLE   3,213 0 0
NETAPP INC COM 64110D104 136,500 4,611,492 SH   SOLE   4,611,492 0 0
NETFLIX INC COM 64110L106 496,440 4,807,673 SH   SOLE   4,807,673 0 0
NETGEAR INC COM 64111Q104 56,291 1,929,745 SH   SOLE   1,929,745 0 0
NETSCOUT SYS INC COM 64115T104 171,974 4,862,150 SH   SOLE   4,862,150 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 121 24,130 SH   SOLE   24,130 0 0
NETSUITE INC COM 64118Q107 37,090 442,079 SH   SOLE   442,079 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 50 50,000 PRN   SOLE   50,000 0 0
NEURALSTEM INC COM 64127R302 212 173,693 SH   SOLE   173,693 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 133,006 3,342,688 SH   SOLE   3,342,688 0 0
NEUSTAR INC CL A 64126X201 43,774 1,608,742 SH   SOLE   1,608,742 0 0
NEVRO CORP COM 64157F103 20,049 432,185 SH   SOLE   432,185 0 0
NEVSUN RES LTD COM 64156L101 113 38,834 SH   SOLE   38,834 0 0
NEW GOLD INC CDA COM 644535106 1,518 668,633 SH   SOLE   668,633 0 0
NEW HOME CO INC COM 645370107 2,999 231,602 SH   SOLE   231,602 0 0
NEW JERSEY RES COM 646025106 229,310 7,636,035 SH   SOLE   7,636,035 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 17,224 1,114,106 SH   SOLE   1,114,106 0 0
NEW RELIC INC COM 64829B100 5,423 142,301 SH   SOLE   142,301 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 131,958 10,073,158 SH   SOLE   10,073,158 0 0
NEW SR INVT GROUP INC COM 648691103 21,495 2,054,981 SH   SOLE   2,054,981 0 0
NEW YORK & CO INC COM 649295102 184 74,043 SH   SOLE   74,043 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 365,069 20,214,205 SH   SOLE   20,214,205 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 26,874 4,895,100 SH   SOLE   4,895,100 0 0
NEW YORK REIT INC COM 64976L109 37,587 3,736,286 SH   SOLE   3,736,286 0 0
NEW YORK TIMES CO CL A 650111107 72,247 6,117,464 SH   SOLE   6,117,464 0 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 7,654 897,339 SH   SOLE   897,339 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 5,683 1,294,542 SH   SOLE   1,294,542 0 0
NEWELL RUBBERMAID INC COM 651229106 168,408 4,240,943 SH   SOLE   4,240,943 0 0
NEWFIELD EXPL CO COM 651290108 90,120 2,739,197 SH   SOLE   2,739,197 0 0
NEWLINK GENETICS CORP COM 651511107 40,130 1,119,711 SH   SOLE   1,119,711 0 0
NEWMARKET CORP COM 651587107 116,025 325,001 SH   SOLE   325,001 0 0
NEWMONT MINING CORP COM 651639106 199,270 12,400,117 SH   SOLE   12,400,117 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 100 100,000 PRN   SOLE   100,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 26,765 5,227,596 SH   SOLE   5,227,596 0 0
NEWPORT CORP COM 651824104 31,729 2,307,570 SH   SOLE   2,307,570 0 0
NEWS CORP NEW CL A 65249B109 69,631 5,517,517 SH   SOLE   5,517,517 0 0
NEWS CORP NEW CL B 65249B208 19,962 1,557,067 SH   SOLE   1,557,067 0 0
NEWSTAR FINANCIAL INC COM 65251F105 4,955 604,237 SH   SOLE   604,237 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 6,651 497,848 SH   SOLE   497,848 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 35,678 753,491 SH   SOLE   753,491 0 0
NEXTERA ENERGY INC COM 65339F101 843,294 8,644,735 SH   SOLE   8,644,735 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 105 4,809 SH   SOLE   4,809 0 0
NIC INC COM 62914B100 66,260 3,741,363 SH   SOLE   3,741,363 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 320 24,648 SH   SOLE   24,648 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 249,133 5,602,264 SH   SOLE   5,602,264 0 0
NII HLDGS INC COM PAR $0.001 62913F508 9,551 1,467,108 SH   SOLE   1,467,108 0 0
NIKE INC CL B 654106103 1,006,056 8,181,312 SH   SOLE   8,181,312 0 0
NIMBLE STORAGE INC COM 65440R101 29,716 1,232,015 SH   SOLE   1,232,015 0 0
NISOURCE INC COM 65473P105 122,906 6,625,677 SH   SOLE   6,625,677 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 1,555 119,859 SH   SOLE   119,859 0 0
NL INDS INC COM NEW 629156407 490 163,853 SH   SOLE   163,853 0 0
NMI HLDGS INC CL A 629209305 9,486 1,248,098 SH   SOLE   1,248,098 0 0
NN INC COM 629337106 12,849 694,556 SH   SOLE   694,556 0 0
NOBILIS HEALTH CORP COM 65500B103 4,327 828,833 SH   SOLE   828,833 0 0
NOBLE CORP PLC SHS USD G65431101 183,305 16,801,577 SH   SOLE   16,801,577 0 0
NOBLE ENERGY INC COM 655044105 221,037 7,323,965 SH   SOLE   7,323,965 0 0
NOKIA CORP SPONSORED ADR 654902204 1,837 270,960 SH   SOLE   270,960 0 0
NOODLES & CO CL A 65540B105 4,097 289,367 SH   SOLE   289,367 0 0
NORANDA ALUM HLDG CORP COM NEW 65542W206 28 16,815 SH   SOLE   16,815 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 30,482 2,005,415 SH   SOLE   2,005,415 0 0
NORDIC AMERN OFFSHORE LTD SHS Y6366T112 2,899 483,234 SH   SOLE   483,234 0 0
NORDSON CORP COM 655663102 118,643 1,885,011 SH   SOLE   1,885,011 0 0
NORDSTROM INC COM 655664100 148,054 2,064,626 SH   SOLE   2,064,626 0 0
NORFOLK SOUTHERN CORP COM 655844108 301,954 3,952,272 SH   SOLE   3,952,272 0 0
NORTEK INC COM NEW 656559309 14,768 233,270 SH   SOLE   233,270 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 1,361 1,767,276 SH   SOLE   1,767,276 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 15,026 3,399,630 SH   SOLE   3,399,630 0 0
NORTHERN TECH INTL CORP COM 665809109 159 10,183 SH   SOLE   10,183 0 0
NORTHERN TR CORP COM 665859104 241,406 3,541,752 SH   SOLE   3,541,752 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 40,840 2,685,085 SH   SOLE   2,685,085 0 0
NORTHRIM BANCORP INC COM 666762109 587 20,302 SH   SOLE   20,302 0 0
NORTHROP GRUMMAN CORP COM 666807102 348,049 2,097,313 SH   SOLE   2,097,313 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 25,266 1,759,455 SH   SOLE   1,759,455 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 61,737 4,998,935 SH   SOLE   4,998,935 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 78,831 6,063,891 SH   SOLE   6,063,891 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 7,674 1,227,807 SH   SOLE   1,227,807 0 0
NORTHWEST NAT GAS CO COM 667655104 73,687 1,607,475 SH   SOLE   1,607,475 0 0
NORTHWEST PIPE CO COM 667746101 3,116 238,591 SH   SOLE   238,591 0 0
NORTHWESTERN CORP COM NEW 668074305 314,848 5,848,941 SH   SOLE   5,848,941 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 68,520 1,195,803 SH   SOLE   1,195,803 0 0
NOVAGOLD RES INC COM NEW 66987E206 51 14,206 SH   SOLE   14,206 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 2,170 981,718 SH   SOLE   981,718 0 0
NOVAVAX INC COM 670002104 73,796 10,437,968 SH   SOLE   10,437,968 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 245 125,000 PRN   SOLE   125,000 0 0
NOW INC COM 67011P100 49,434 3,340,139 SH   SOLE   3,340,139 0 0
NRG ENERGY INC COM NEW 629377508 74,014 4,984,110 SH   SOLE   4,984,110 0 0
NRG YIELD INC CL A NEW 62942X306 8,865 795,110 SH   SOLE   795,110 0 0
NRG YIELD INC CL C 62942X405 16,631 1,432,473 SH   SOLE   1,432,473 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 3,985 441,310 SH   SOLE   441,310 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 20,979 508,223 SH   SOLE   508,223 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 48,431 2,958,545 SH   SOLE   2,958,545 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 51 50,000 PRN   SOLE   50,000 0 0
NUCOR CORP COM 670346105 191,347 5,095,796 SH   SOLE   5,095,796 0 0
NUMEREX CORP PA CL A 67053A102 325 37,370 SH   SOLE   37,370 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 5,020 212,621 SH   SOLE   212,621 0 0
NUTRI SYS INC NEW COM 67069D108 47,542 1,792,697 SH   SOLE   1,792,697 0 0
NUVASIVE INC COM 670704105 146,734 3,043,011 SH   SOLE   3,043,011 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 126 100,000 PRN   SOLE   100,000 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 56 41,281 SH   SOLE   41,281 0 0
NV5 HLDGS INC COM 62945V109 2,505 134,954 SH   SOLE   134,954 0 0
NVE CORP COM NEW 629445206 6,026 124,150 SH   SOLE   124,150 0 0
NVIDIA CORP COM 67066G104 224,213 9,095,878 SH   SOLE   9,095,878 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 362 275,000 PRN   SOLE   275,000 0 0
NVR INC COM 62944T105 349,249 228,983 SH   SOLE   228,983 0 0
NXP SEMICONDUCTORS N V COM N6596X109 15,154 174,049 SH   SOLE   174,049 0 0
NXSTAGE MEDICAL INC COM 67072V103 26,060 1,652,531 SH   SOLE   1,652,531 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 398,591 1,594,362 SH   SOLE   1,594,362 0 0
OASIS PETE INC NEW COM 674215108 31,553 3,635,169 SH   SOLE   3,635,169 0 0
OCATA THERAPEUTICS INC COM 67457L100 4,492 1,074,745 SH   SOLE   1,074,745 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 905,835 13,693,657 SH   SOLE   13,693,657 0 0
OCEAN RIG UDW INC SHS Y64354205 2 911 SH   SOLE   911 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 351 21,803 SH   SOLE   21,803 0 0
OCEANEERING INTL INC COM 675232102 137,532 3,501,322 SH   SOLE   3,501,322 0 0
OCEANFIRST FINL CORP COM 675234108 5,904 342,875 SH   SOLE   342,875 0 0
OCERA THERAPEUTICS INC COM 67552A108 109 34,577 SH   SOLE   34,577 0 0
OCLARO INC COM NEW 67555N206 5,584 2,427,958 SH   SOLE   2,427,958 0 0
OCULAR THERAPEUTIX INC COM 67576A100 5,518 392,453 SH   SOLE   392,453 0 0
OCWEN FINL CORP COM NEW 675746309 16,204 2,414,952 SH   SOLE   2,414,952 0 0
OFFICE DEPOT INC COM 676220106 101,136 15,753,258 SH   SOLE   15,753,258 0 0
OFG BANCORP COM 67103X102 23,159 2,652,850 SH   SOLE   2,652,850 0 0
OGE ENERGY CORP COM 670837103 255,662 9,344,357 SH   SOLE   9,344,357 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 189 68,374 SH   SOLE   68,374 0 0
OI S.A. SPN ADR PFD NEW 670851401 534 789,499 SH   SOLE   789,499 0 0
OIL DRI CORP AMER COM 677864100 2,898 126,568 SH   SOLE   126,568 0 0
OIL STS INTL INC COM 678026105 68,697 2,629,041 SH   SOLE   2,629,041 0 0
OLD DOMINION FGHT LINES INC COM 679580100 138,111 2,264,111 SH   SOLE   2,264,111 0 0
OLD LINE BANCSHARES INC COM 67984M100 454 27,896 SH   SOLE   27,896 0 0
OLD NATL BANCORP IND COM 680033107 94,402 6,776,872 SH   SOLE   6,776,872 0 0
OLD REP INTL CORP COM 680223104 187,171 11,967,442 SH   SOLE   11,967,442 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 116 100,000 PRN   SOLE   100,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 4,503 722,839 SH   SOLE   722,839 0 0
OLIN CORP COM PAR $1 680665205 97,598 5,805,939 SH   SOLE   5,805,939 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,936 243,394 SH   SOLE   243,394 0 0
OLYMPIC STEEL INC COM 68162K106 5,543 557,051 SH   SOLE   557,051 0 0
OM ASSET MGMT PLC SHS G67506108 8,995 583,361 SH   SOLE   583,361 0 0
OM GROUP INC COM 670872100 57,891 1,760,131 SH   SOLE   1,760,131 0 0
OMEGA FLEX INC COM 682095104 2,284 68,394 SH   SOLE   68,394 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 227,097 6,460,786 SH   SOLE   6,460,786 0 0
OMEGA PROTEIN CORP COM 68210P107 9,188 541,455 SH   SOLE   541,455 0 0
OMEROS CORP COM 682143102 16,719 1,525,460 SH   SOLE   1,525,460 0 0
OMNICELL INC COM 68213N109 69,767 2,243,296 SH   SOLE   2,243,296 0 0
OMNICOM GROUP INC COM 681919106 238,886 3,624,979 SH   SOLE   3,624,979 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 35,332 1,345,473 SH   SOLE   1,345,473 0 0
OMNOVA SOLUTIONS INC COM 682129101 6,654 1,201,134 SH   SOLE   1,201,134 0 0
ON ASSIGNMENT INC COM 682159108 108,712 2,946,134 SH   SOLE   2,946,134 0 0
ON DECK CAP INC COM 682163100 2,831 285,997 SH   SOLE   285,997 0 0
ON SEMICONDUCTOR CORP COM 682189105 40,975 4,359,057 SH   SOLE   4,359,057 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 84 75,000 PRN   SOLE   75,000 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 166 74,399 SH   SOLE   74,399 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 14,517 875,028 SH   SOLE   875,028 0 0
ONCONOVA THERAPEUTICS INC COM 68232V108 46 33,722 SH   SOLE   33,722 0 0
ONCOSEC MED INC COM NEW 68234L207 199 38,699 SH   SOLE   38,699 0 0
ONCOTHYREON INC COM 682324108 6,749 2,463,053 SH   SOLE   2,463,053 0 0
ONE GAS INC COM 68235P108 111,648 2,463,001 SH   SOLE   2,463,001 0 0
ONE LIBERTY PPTYS INC COM 682406103 6,671 312,775 SH   SOLE   312,775 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 7,578 539,737 SH   SOLE   539,737 0 0
ONEOK INC NEW COM 682680103 250,085 7,766,616 SH   SOLE   7,766,616 0 0
OPEN TEXT CORP COM 683715106 11,981 267,726 SH   SOLE   267,726 0 0
OPHTHOTECH CORP COM 683745103 42,775 1,055,642 SH   SOLE   1,055,642 0 0
OPKO HEALTH INC COM 68375N103 23,270 2,766,949 SH   SOLE   2,766,949 0 0
OPOWER INC COM 68375Y109 6,053 679,307 SH   SOLE   679,307 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 5,236 261,649 SH   SOLE   261,649 0 0
OPUS BK IRVINE CALIF COM 684000102 9,031 236,169 SH   SOLE   236,169 0 0
ORACLE CORP COM 68389X105 1,415,911 39,200,200 SH   SOLE   39,200,200 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 7,139 1,607,806 SH   SOLE   1,607,806 0 0
ORBCOMM INC COM 68555P100 8,820 1,580,718 SH   SOLE   1,580,718 0 0
ORBITAL ATK INC COM 68557N103 145,351 2,022,419 SH   SOLE   2,022,419 0 0
ORCHID IS CAP INC COM 68571X103 9,442 1,020,735 SH   SOLE   1,020,735 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 6,086 233,190 SH   SOLE   233,190 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 9,403 4,456,432 SH   SOLE   4,456,432 0 0
ORGANOVO HLDGS INC COM 68620A104 6,321 2,358,511 SH   SOLE   2,358,511 0 0
ORION ENERGY SYSTEMS INC COM 686275108 135 74,785 SH   SOLE   74,785 0 0
ORION MARINE GROUP INC COM 68628V308 10,055 1,681,431 SH   SOLE   1,681,431 0 0
ORITANI FINL CORP DEL COM 68633D103 36,399 2,330,303 SH   SOLE   2,330,303 0 0
ORMAT TECHNOLOGIES INC COM 686688102 29,747 874,144 SH   SOLE   874,144 0 0
ORRSTOWN FINL SVCS INC COM 687380105 406 24,062 SH   SOLE   24,062 0 0
ORTHOFIX INTL N V COM N6748L102 15,861 469,967 SH   SOLE   469,967 0 0
OSHKOSH CORP COM 688239201 87,676 2,413,315 SH   SOLE   2,413,315 0 0
OSI SYSTEMS INC COM 671044105 85,633 1,112,692 SH   SOLE   1,112,692 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 18,354 993,702 SH   SOLE   993,702 0 0
OTONOMY INC COM 68906L105 6,865 385,469 SH   SOLE   385,469 0 0
OTTER TAIL CORP COM 689648103 22,107 848,298 SH   SOLE   848,298 0 0
OUTERWALL INC COM 690070107 62,883 1,104,565 SH   SOLE   1,104,565 0 0
OUTFRONT MEDIA INC COM 69007J106 43,729 2,102,332 SH   SOLE   2,102,332 0 0
OVASCIENCE INC COM 69014Q101 5,272 620,916 SH   SOLE   620,916 0 0
OVERSTOCK COM INC DEL COM 690370101 5,408 315,168 SH   SOLE   315,168 0 0
OWENS & MINOR INC NEW COM 690732102 94,544 2,960,041 SH   SOLE   2,960,041 0 0
OWENS CORNING NEW COM 690742101 72,523 1,730,439 SH   SOLE   1,730,439 0 0
OWENS ILL INC COM NEW 690768403 50,060 2,416,040 SH   SOLE   2,416,040 0 0
OWENS RLTY MTG INC COM 690828108 449 32,624 SH   SOLE   32,624 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,121 527,481 SH   SOLE   527,481 0 0
OXFORD INDS INC COM 691497309 64,214 869,160 SH   SOLE   869,160 0 0
OXIGENE INC COM PAR$.001 691828404 56 60,726 SH   SOLE   60,726 0 0
P A M TRANSN SVCS INC COM 693149106 2,695 81,547 SH   SOLE   81,547 0 0
P C CONNECTION COM 69318J100 5,538 267,131 SH   SOLE   267,131 0 0
PACCAR INC COM 693718108 265,925 5,097,275 SH   SOLE   5,097,275 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 9,775 2,670,865 SH   SOLE   2,670,865 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 6,515 489,454 SH   SOLE   489,454 0 0
PACIFIC DATAVISION INC COM 694171307 9,916 331,624 SH   SOLE   331,624 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 1 726 SH   SOLE   726 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 5,096 785,283 SH   SOLE   785,283 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 325 48,330 SH   SOLE   48,330 0 0
PACIFIC PREMIER BANCORP COM 69478X105 10,902 536,539 SH   SOLE   536,539 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 46 143,978 SH   SOLE   143,978 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 68,185 1,658,993 SH   SOLE   1,658,993 0 0
PACKAGING CORP AMER COM 695156109 213,581 3,550,210 SH   SOLE   3,550,210 0 0
PACWEST BANCORP DEL COM 695263103 146,343 3,418,420 SH   SOLE   3,418,420 0 0
PAIN THERAPEUTICS INC COM 69562K100 186 101,635 SH   SOLE   101,635 0 0
PALO ALTO NETWORKS INC COM 697435105 128,723 748,388 SH   SOLE   748,388 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 163 100,000 PRN   SOLE   100,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,622 237,197 SH   SOLE   237,197 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,249 196,636 SH   SOLE   196,636 0 0
PANDORA MEDIA INC COM 698354107 40,943 1,918,619 SH   SOLE   1,918,619 0 0
PANERA BREAD CO CL A 69840W108 153,267 792,448 SH   SOLE   792,448 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 6,888 426,263 SH   SOLE   426,263 0 0
PAPA JOHNS INTL INC COM 698813102 119,214 1,740,863 SH   SOLE   1,740,863 0 0
PAPA MURPHYS HLDGS INC COM 698814100 3,464 235,998 SH   SOLE   235,998 0 0
PAR PETE CORP COM NEW 69888T207 7,842 376,475 SH   SOLE   376,475 0 0
PAR TECHNOLOGY CORP COM 698884103 202 38,250 SH   SOLE   38,250 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 49 204,863 SH   SOLE   204,863 0 0
PARAMOUNT GROUP INC COM 69924R108 41,173 2,450,757 SH   SOLE   2,450,757 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 6,002 315,878 SH   SOLE   315,878 0 0
PAREXEL INTL CORP COM 699462107 183,116 2,957,306 SH   SOLE   2,957,306 0 0
PARK CITY GROUP INC COM NEW 700215304 2,918 276,046 SH   SOLE   276,046 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 21,797 1,239,171 SH   SOLE   1,239,171 0 0
PARK NATL CORP COM 700658107 27,451 304,265 SH   SOLE   304,265 0 0
PARK OHIO HLDGS CORP COM 700666100 6,587 228,250 SH   SOLE   228,250 0 0
PARK STERLING CORP COM 70086Y105 7,718 1,135,024 SH   SOLE   1,135,024 0 0
PARKER DRILLING CO COM 701081101 9,596 3,648,575 SH   SOLE   3,648,575 0 0
PARKER HANNIFIN CORP COM 701094104 194,369 1,997,622 SH   SOLE   1,997,622 0 0
PARKWAY PPTYS INC COM 70159Q104 75,337 4,841,719 SH   SOLE   4,841,719 0 0
PARSLEY ENERGY INC CL A 701877102 34,958 2,319,695 SH   SOLE   2,319,695 0 0
PARTNERRE LTD COM G6852T105 80,675 580,898 SH   SOLE   580,898 0 0
PARTY CITY HOLDCO INC COM 702149105 9,508 595,372 SH   SOLE   595,372 0 0
PATRICK INDS INC COM 703343103 13,145 332,857 SH   SOLE   332,857 0 0
PATRIOT NATL INC COM 70338T102 3,496 220,870 SH   SOLE   220,870 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 149 6,188 SH   SOLE   6,188 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 25,997 1,361,797 SH   SOLE   1,361,797 0 0
PATTERSON COMPANIES INC COM 703395103 92,020 2,127,633 SH   SOLE   2,127,633 0 0
PATTERSON UTI ENERGY INC COM 703481101 69,381 5,280,151 SH   SOLE   5,280,151 0 0
PAYCHEX INC COM 704326107 355,268 7,458,903 SH   SOLE   7,458,903 0 0
PAYCOM SOFTWARE INC COM 70432V102 29,595 824,132 SH   SOLE   824,132 0 0
PAYLOCITY HLDG CORP COM 70438V106 12,184 406,264 SH   SOLE   406,264 0 0
PAYPAL HLDGS INC COM 70450Y103 423,127 13,631,672 SH   SOLE   13,631,672 0 0
PBF ENERGY INC CL A 69318G106 30,047 1,064,380 SH   SOLE   1,064,380 0 0
PC-TEL INC COM 69325Q105 319 53,073 SH   SOLE   53,073 0 0
PCM INC COM 69323K100 247 27,270 SH   SOLE   27,270 0 0
PDC ENERGY INC COM 69327R101 125,267 2,363,090 SH   SOLE   2,363,090 0 0
PDF SOLUTIONS INC COM 693282105 7,029 702,912 SH   SOLE   702,912 0 0
PDL BIOPHARMA INC COM 69329Y104 63,861 12,696,043 SH   SOLE   12,696,043 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 44 50,000 PRN   SOLE   50,000 0 0
PEABODY ENERGY CORP COM 704549104 9,088 6,585,669 SH   SOLE   6,585,669 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 16 150,000 PRN   SOLE   150,000 0 0
PEAK RESORTS INC COM 70469L100 212 30,787 SH   SOLE   30,787 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 8,150 384,960 SH   SOLE   384,960 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 71,940 2,029,336 SH   SOLE   2,029,336 0 0
PEGASYSTEMS INC COM 705573103 23,401 950,890 SH   SOLE   950,890 0 0
PEMBINA PIPELINE CORP COM 706327103 88 3,659 SH   SOLE   3,659 0 0
PENDRELL CORP COM 70686R104 2,985 4,146,123 SH   SOLE   4,146,123 0 0
PENGROWTH ENERGY CORP COM 70706P104 579 673,573 SH   SOLE   673,573 0 0
PENN NATL GAMING INC COM 707569109 30,378 1,810,358 SH   SOLE   1,810,358 0 0
PENN VA CORP COM 707882106 2,307 4,352,279 SH   SOLE   4,352,279 0 0
PENN WEST PETE LTD NEW COM 707887105 285 632,288 SH   SOLE   632,288 0 0
PENNEY J C INC COM 708160106 89,772 9,663,311 SH   SOLE   9,663,311 0 0
PENNS WOODS BANCORP INC COM 708430103 5,009 122,401 SH   SOLE   122,401 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 80,964 4,082,884 SH   SOLE   4,082,884 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 45 50,000 PRN   SOLE   50,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 5,178 323,639 SH   SOLE   323,639 0 0
PENNYMAC MTG INVT TR COM 70931T103 41,266 2,667,517 SH   SOLE   2,667,517 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 19,450 401,521 SH   SOLE   401,521 0 0
PENTAIR PLC SHS G7S00T104 129,242 2,532,174 SH   SOLE   2,532,174 0 0
PEOPLES BANCORP INC COM 709789101 9,658 464,532 SH   SOLE   464,532 0 0
PEOPLES FINL CORP MISS COM 71103B102 61 6,325 SH   SOLE   6,325 0 0
PEOPLES FINL SVCS CORP COM 711040105 6,662 190,715 SH   SOLE   190,715 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 138,520 8,806,099 SH   SOLE   8,806,099 0 0
PEOPLES UTAH BANCORP COM 712706209 1,073 65,774 SH   SOLE   65,774 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 39,444 3,235,729 SH   SOLE   3,235,729 0 0
PEPCO HOLDINGS INC COM 713291102 126,785 5,234,723 SH   SOLE   5,234,723 0 0
PEPSICO INC COM 713448108 1,651,101 17,509,022 SH   SOLE   17,509,022 0 0
PERCEPTRON INC COM 71361F100 196 25,758 SH   SOLE   25,758 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 5,217 5,114,747 SH   SOLE   5,114,747 0 0
PERFICIENT INC COM 71375U101 33,480 2,169,794 SH   SOLE   2,169,794 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 13,781 1,026,871 SH   SOLE   1,026,871 0 0
PERFORMANT FINL CORP COM 71377E105 185 76,626 SH   SOLE   76,626 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 66 15,598 SH   SOLE   15,598 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 23,347 1,279,302 SH   SOLE   1,279,302 0 0
PERKINELMER INC COM 714046109 75,974 1,653,052 SH   SOLE   1,653,052 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 6,367 2,014,955 SH   SOLE   2,014,955 0 0
PERRIGO CO PLC SHS G97822103 390,980 2,486,046 SH   SOLE   2,486,046 0 0
PETMED EXPRESS INC COM 716382106 20,088 1,247,676 SH   SOLE   1,247,676 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 2,039 399,063 SH   SOLE   399,063 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 170 2,446 SH   SOLE   2,446 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,486 4,208,249 SH   SOLE   4,208,249 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 76 17,397 SH   SOLE   17,397 0 0
PETROQUEST ENERGY INC COM 716748108 173 147,857 SH   SOLE   147,857 0 0
PFENEX INC COM 717071104 6,315 420,729 SH   SOLE   420,729 0 0
PFIZER INC COM 717081103 2,682,790 85,411,974 SH   SOLE   85,411,974 0 0
PFSWEB INC COM NEW 717098206 4,516 317,586 SH   SOLE   317,586 0 0
PG&E CORP COM 69331C108 487,674 9,236,250 SH   SOLE   9,236,250 0 0
PGT INC COM 69336V101 52,191 4,250,085 SH   SOLE   4,250,085 0 0
PHARMATHENE INC COM 71714G102 219 164,680 SH   SOLE   164,680 0 0
PHARMERICA CORP COM 71714F104 57,180 2,008,422 SH   SOLE   2,008,422 0 0
PHH CORP COM NEW 693320202 16,403 1,161,670 SH   SOLE   1,161,670 0 0
PHI INC COM NON VTG 69336T205 6,012 318,408 SH   SOLE   318,408 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 20,836 658,737 SH   SOLE   658,737 0 0
PHILIP MORRIS INTL INC COM 718172109 1,820,562 22,949,221 SH   SOLE   22,949,221 0 0
PHILLIPS 66 COM 718546104 497,232 6,471,001 SH   SOLE   6,471,001 0 0
PHOENIX COS INC NEW COM NEW 71902E604 454 13,749 SH   SOLE   13,749 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 22 41,829 SH   SOLE   41,829 0 0
PHOTRONICS INC COM 719405102 14,946 1,649,637 SH   SOLE   1,649,637 0 0
PHYSICIANS RLTY TR COM 71943U104 25,302 1,676,733 SH   SOLE   1,676,733 0 0
PICO HLDGS INC COM NEW 693366205 5,573 575,693 SH   SOLE   575,693 0 0
PIEDMONT NAT GAS INC COM 720186105 193,162 4,820,603 SH   SOLE   4,820,603 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 38,708 2,163,658 SH   SOLE   2,163,658 0 0
PIER 1 IMPORTS INC COM 720279108 14,757 2,138,718 SH   SOLE   2,138,718 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 16,031 771,445 SH   SOLE   771,445 0 0
PINNACLE ENTMT INC COM 723456109 98,390 2,907,494 SH   SOLE   2,907,494 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 100,558 2,035,175 SH   SOLE   2,035,175 0 0
PINNACLE FOODS INC DEL COM 72348P104 41,263 985,258 SH   SOLE   985,258 0 0
PINNACLE WEST CAP CORP COM 723484101 315,647 4,921,221 SH   SOLE   4,921,221 0 0
PIONEER ENERGY SVCS CORP COM 723664108 8,179 3,894,977 SH   SOLE   3,894,977 0 0
PIONEER NAT RES CO COM 723787107 312,990 2,573,083 SH   SOLE   2,573,083 0 0
PIPER JAFFRAY COS COM 724078100 36,499 1,009,086 SH   SOLE   1,009,086 0 0
PITNEY BOWES INC COM 724479100 109,153 5,498,867 SH   SOLE   5,498,867 0 0
PIXELWORKS INC COM NEW 72581M305 213 58,934 SH   SOLE   58,934 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 2,065 117,994 SH   SOLE   117,994 0 0
PLANAR SYS INC COM 726900103 297 51,257 SH   SOLE   51,257 0 0
PLANET FITNESS INC CL A 72703H101 6,269 365,757 SH   SOLE   365,757 0 0
PLANET PAYMENT INC SHS U72603118 322 113,879 SH   SOLE   113,879 0 0
PLANTRONICS INC NEW COM 727493108 90,691 1,783,497 SH   SOLE   1,783,497 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 14,902 1,178,016 SH   SOLE   1,178,016 0 0
PLEXUS CORP COM 729132100 76,621 1,986,026 SH   SOLE   1,986,026 0 0
PLUG POWER INC COM NEW 72919P202 8,121 4,437,819 SH   SOLE   4,437,819 0 0
PLUM CREEK TIMBER CO INC COM 729251108 154,354 3,906,709 SH   SOLE   3,906,709 0 0
PLY GEM HLDGS INC COM 72941W100 5,952 508,706 SH   SOLE   508,706 0 0
PMC-SIERRA INC COM 69344F106 28,578 4,221,272 SH   SOLE   4,221,272 0 0
PNC FINL SVCS GROUP INC COM 693475105 533,552 5,981,520 SH   SOLE   5,981,520 0 0
PNM RES INC COM 69349H107 106,285 3,789,113 SH   SOLE   3,789,113 0 0
POLARIS INDS INC COM 731068102 247,532 2,065,003 SH   SOLE   2,065,003 0 0
POLYCOM INC COM 73172K104 68,542 6,540,310 SH   SOLE   6,540,310 0 0
POLYONE CORP COM 73179P106 125,359 4,272,637 SH   SOLE   4,272,637 0 0
POOL CORPORATION COM 73278L105 187,847 2,598,156 SH   SOLE   2,598,156 0 0
POPEYES LA KITCHEN INC COM 732872106 77,322 1,371,938 SH   SOLE   1,371,938 0 0
POPULAR INC COM NEW 733174700 33,846 1,119,606 SH   SOLE   1,119,606 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 52 50,000 PRN   SOLE   50,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 79,954 2,162,665 SH   SOLE   2,162,665 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 81,079 1,902,381 SH   SOLE   1,902,381 0 0
POST HLDGS INC COM 737446104 168,210 2,846,196 SH   SOLE   2,846,196 0 0
POST PPTYS INC COM 737464107 162,221 2,783,003 SH   SOLE   2,783,003 0 0
POTASH CORP SASK INC COM 73755L107 393 19,138 SH   SOLE   19,138 0 0
POTBELLY CORP COM 73754Y100 6,234 566,245 SH   SOLE   566,245 0 0
POTLATCH CORP NEW COM 737630103 69,316 2,407,629 SH   SOLE   2,407,629 0 0
POWELL INDS INC COM 739128106 16,385 544,360 SH   SOLE   544,360 0 0
POWER INTEGRATIONS INC COM 739276103 73,264 1,737,349 SH   SOLE   1,737,349 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 2,780 122,397 SH   SOLE   122,397 0 0
POWERSECURE INTL INC COM 73936N105 6,482 562,713 SH   SOLE   562,713 0 0
POZEN INC COM 73941U102 7,174 1,229,489 SH   SOLE   1,229,489 0 0
PPG INDS INC COM 693506107 261,897 2,986,619 SH   SOLE   2,986,619 0 0
PPL CORP COM 69351T106 458,546 13,941,791 SH   SOLE   13,941,791 0 0
PRA GROUP INC COM 69354N106 155,465 2,937,736 SH   SOLE   2,937,736 0 0
PRA HEALTH SCIENCES INC COM 69354M108 18,573 478,323 SH   SOLE   478,323 0 0
PRAXAIR INC COM 74005P104 362,265 3,556,498 SH   SOLE   3,556,498 0 0
PRECISION CASTPARTS CORP COM 740189105 351,535 1,530,344 SH   SOLE   1,530,344 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,367 367,409 SH   SOLE   367,409 0 0
PREFERRED APT CMNTYS INC COM 74039L103 6,069 557,780 SH   SOLE   557,780 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 9,327 295,163 SH   SOLE   295,163 0 0
PREFORMED LINE PRODS CO COM 740444104 2,501 67,320 SH   SOLE   67,320 0 0
PREMIER FINL BANCORP INC COM 74050M105 270 18,991 SH   SOLE   18,991 0 0
PREMIER INC CL A 74051N102 17,623 512,740 SH   SOLE   512,740 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 16,487 1,199,956 SH   SOLE   1,199,956 0 0
PRESS GANEY HLDGS INC COM 74113L102 7,113 240,381 SH   SOLE   240,381 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 157,010 3,476,750 SH   SOLE   3,476,750 0 0
PRETIUM RES INC COM 74139C102 35 5,830 SH   SOLE   5,830 0 0
PRGX GLOBAL INC COM NEW 69357C503 225 59,759 SH   SOLE   59,759 0 0
PRICE T ROWE GROUP INC COM 74144T108 279,010 4,014,537 SH   SOLE   4,014,537 0 0
PRICELINE GRP INC COM NEW 741503403 722,793 584,377 SH   SOLE   584,377 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 281 200,000 PRN   SOLE   200,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 176 150,000 PRN   SOLE   150,000 0 0
PRICESMART INC COM 741511109 35,951 464,847 SH   SOLE   464,847 0 0
PRIMERICA INC COM 74164M108 108,311 2,403,162 SH   SOLE   2,403,162 0 0
PRIMERO MNG CORP COM 74164W106 23 9,875 SH   SOLE   9,875 0 0
PRIMO WTR CORP COM 74165N105 399 52,817 SH   SOLE   52,817 0 0
PRIMORIS SVCS CORP COM 74164F103 16,145 901,467 SH   SOLE   901,467 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 200,435 4,233,939 SH   SOLE   4,233,939 0 0
PRIVATEBANCORP INC COM 742962103 183,870 4,797,034 SH   SOLE   4,797,034 0 0
PROASSURANCE CORP COM 74267C106 117,375 2,391,991 SH   SOLE   2,391,991 0 0
PROCTER & GAMBLE CO COM 742718109 2,411,552 33,521,708 SH   SOLE   33,521,708 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 16,245 2,840,096 SH   SOLE   2,840,096 0 0
PROGRESS SOFTWARE CORP COM 743312100 78,847 3,052,529 SH   SOLE   3,052,529 0 0
PROGRESSIVE CORP OHIO COM 743315103 268,807 8,773,073 SH   SOLE   8,773,073 0 0
PROLOGIS INC COM 74340W103 553,641 14,232,420 SH   SOLE   14,232,420 0 0
PROOFPOINT INC COM 743424103 63,854 1,058,580 SH   SOLE   1,058,580 0 0
PROS HOLDINGS INC COM 74346Y103 13,765 621,746 SH   SOLE   621,746 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 68 75,000 PRN   SOLE   75,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 158,530 3,228,053 SH   SOLE   3,228,053 0 0
PROTEON THERAPEUTICS INC COM 74371L109 2,771 199,223 SH   SOLE   199,223 0 0
PROTHENA CORP PLC SHS G72800108 53,819 1,187,018 SH   SOLE   1,187,018 0 0
PROTO LABS INC COM 743713109 37,185 554,996 SH   SOLE   554,996 0 0
PROVIDENCE SVC CORP COM 743815102 36,004 826,152 SH   SOLE   826,152 0 0
PROVIDENT FINL HLDGS INC COM 743868101 427 25,436 SH   SOLE   25,436 0 0
PROVIDENT FINL SVCS INC COM 74386T105 69,100 3,543,565 SH   SOLE   3,543,565 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 116 8,024 SH   SOLE   8,024 0 0
PRUDENTIAL FINL INC COM 744320102 363,546 4,770,322 SH   SOLE   4,770,322 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 90,657 1,142,066 SH   SOLE   1,142,066 0 0
PSIVIDA CORP COM 74440J101 281 77,030 SH   SOLE   77,030 0 0
PSYCHEMEDICS CORP COM NEW 744375205 210 20,896 SH   SOLE   20,896 0 0
PTC INC COM 69370C100 129,890 4,092,321 SH   SOLE   4,092,321 0 0
PTC THERAPEUTICS INC COM 69366J200 34,840 1,304,857 SH   SOLE   1,304,857 0 0
PUBLIC STORAGE COM 74460D109 869,142 4,106,895 SH   SOLE   4,106,895 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 507,500 12,037,479 SH   SOLE   12,037,479 0 0
PULASKI FINL CORP COM 745548107 448 33,045 SH   SOLE   33,045 0 0
PULTE GROUP INC COM 745867101 254,635 13,494,156 SH   SOLE   13,494,156 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 17,133 227,353 SH   SOLE   227,353 0 0
PURECYCLE CORP COM NEW 746228303 242 48,986 SH   SOLE   48,986 0 0
PVH CORP COM 693656100 121,438 1,191,274 SH   SOLE   1,191,274 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,935 329,752 SH   SOLE   329,752 0 0
Q2 HLDGS INC COM 74736L109 12,472 504,544 SH   SOLE   504,544 0 0
QAD INC CL A 74727D306 6,581 257,073 SH   SOLE   257,073 0 0
QC HLDGS INC COM 74729T101 22 13,173 SH   SOLE   13,173 0 0
QCR HOLDINGS INC COM 74727A104 6,461 295,431 SH   SOLE   295,431 0 0
QEP RES INC COM 74733V100 69,888 5,577,637 SH   SOLE   5,577,637 0 0
QIAGEN NV REG SHS N72482107 131,180 5,084,487 SH   SOLE   5,084,487 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 231 275,000 PRN   SOLE   275,000 0 0
QLIK TECHNOLOGIES INC COM 74733T105 93,385 2,562,001 SH   SOLE   2,562,001 0 0
QLOGIC CORP COM 747277101 51,819 5,055,539 SH   SOLE   5,055,539 0 0
QLT INC COM 746927102 2,084 783,337 SH   SOLE   783,337 0 0
QORVO INC COM 74736K101 111,223 2,468,888 SH   SOLE   2,468,888 0 0
QTS RLTY TR INC COM CL A 74736A103 28,855 660,452 SH   SOLE   660,452 0 0
QUAD / GRAPHICS INC COM CL A 747301109 7,814 645,763 SH   SOLE   645,763 0 0
QUAKER CHEM CORP COM 747316107 60,497 784,861 SH   SOLE   784,861 0 0
QUALCOMM INC COM 747525103 1,160,517 21,599,053 SH   SOLE   21,599,053 0 0
QUALITY SYS INC COM 747582104 34,475 2,762,393 SH   SOLE   2,762,393 0 0
QUALYS INC COM 74758T303 16,879 593,072 SH   SOLE   593,072 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 52,329 2,879,979 SH   SOLE   2,879,979 0 0
QUANTA SVCS INC COM 74762E102 71,769 2,964,434 SH   SOLE   2,964,434 0 0
QUANTUM CORP COM DSSG 747906204 3,764 5,397,658 SH   SOLE   5,397,658 0 0
QUANTUM FUEL SYS TECH WORLDW COM PAR $0.02 74765E307 76 68,690 SH   SOLE   68,690 0 0
QUEST DIAGNOSTICS INC COM 74834L100 187,498 3,050,238 SH   SOLE   3,050,238 0 0
QUESTAR CORP COM 748356102 170,749 8,796,969 SH   SOLE   8,796,969 0 0
QUICKLOGIC CORP COM 74837P108 222 139,713 SH   SOLE   139,713 0 0
QUIDEL CORP COM 74838J101 12,610 667,898 SH   SOLE   667,898 0 0
QUINSTREET INC COM 74874Q100 12,015 2,164,792 SH   SOLE   2,164,792 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 60,664 871,991 SH   SOLE   871,991 0 0
QUMU CORP COM 749063103 95 24,726 SH   SOLE   24,726 0 0
RACKSPACE HOSTING INC COM 750086100 100,808 4,084,606 SH   SOLE   4,084,606 0 0
RADIAN GROUP INC COM 750236101 74,127 4,659,119 SH   SOLE   4,659,119 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 113 75,000 PRN   SOLE   75,000 0 0
RADIANT LOGISTICS INC COM 75025X100 3,616 810,860 SH   SOLE   810,860 0 0
RADIO ONE INC CL D NON VTG 75040P405 149 69,739 SH   SOLE   69,739 0 0
RADISYS CORP COM 750459109 242 89,677 SH   SOLE   89,677 0 0
RADIUS HEALTH INC COM NEW 750469207 98,011 1,414,089 SH   SOLE   1,414,089 0 0
RADNET INC COM 750491102 4,977 896,733 SH   SOLE   896,733 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 20,210 4,074,688 SH   SOLE   4,074,688 0 0
RALPH LAUREN CORP CL A 751212101 101,200 856,470 SH   SOLE   856,470 0 0
RAMBUS INC DEL COM 750917106 32,975 2,794,516 SH   SOLE   2,794,516 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 27,293 1,818,319 SH   SOLE   1,818,319 0 0
RAND LOGISTICS INC COM 752182105 142 67,850 SH   SOLE   67,850 0 0
RANDGOLD RES LTD ADR 752344309 325 5,494 SH   SOLE   5,494 0 0
RANGE RES CORP COM 75281A109 94,917 2,955,080 SH   SOLE   2,955,080 0 0
RAPID7 INC COM 753422104 4,325 190,105 SH   SOLE   190,105 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 19,726 3,260,470 SH   SOLE   3,260,470 0 0
RAVE RESTAURANT GROUP INC COM 754198109 167 19,593 SH   SOLE   19,593 0 0
RAVEN INDS INC COM 754212108 14,520 856,646 SH   SOLE   856,646 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 219,559 4,423,920 SH   SOLE   4,423,920 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 14,872 2,430,016 SH   SOLE   2,430,016 0 0
RAYONIER INC COM 754907103 118,575 5,372,673 SH   SOLE   5,372,673 0 0
RAYTHEON CO COM NEW 755111507 375,533 3,437,062 SH   SOLE   3,437,062 0 0
RBC BEARINGS INC COM 75524B104 40,155 672,278 SH   SOLE   672,278 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 294 28,167 SH   SOLE   28,167 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 181 36,723 SH   SOLE   36,723 0 0
RCS CAP CORP COM CL A 74937W102 994 1,226,642 SH   SOLE   1,226,642 0 0
RE MAX HLDGS INC CL A 75524W108 9,549 265,403 SH   SOLE   265,403 0 0
REACHLOCAL INC COM 75525F104 67 31,729 SH   SOLE   31,729 0 0
READING INTERNATIONAL INC CL A 755408101 5,355 422,678 SH   SOLE   422,678 0 0
REAL IND INC COM 75601W104 5,492 622,696 SH   SOLE   622,696 0 0
REALD INC COM 75604L105 9,214 958,754 SH   SOLE   958,754 0 0
REALNETWORKS INC COM NEW 75605L708 2,434 595,023 SH   SOLE   595,023 0 0
REALOGY HLDGS CORP COM 75605Y106 75,091 1,995,514 SH   SOLE   1,995,514 0 0
REALPAGE INC COM 75606N109 22,906 1,378,228 SH   SOLE   1,378,228 0 0
REALTY INCOME CORP COM 756109104 304,384 6,422,968 SH   SOLE   6,422,968 0 0
RECRO PHARMA INC COM 75629F109 139 11,515 SH   SOLE   11,515 0 0
RED HAT INC COM 756577102 233,298 3,245,655 SH   SOLE   3,245,655 0 0
RED LION HOTELS CORP COM 756764106 335 39,456 SH   SOLE   39,456 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 62,936 830,953 SH   SOLE   830,953 0 0
REDWOOD TR INC COM 758075402 52,853 3,818,869 SH   SOLE   3,818,869 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 48 50,000 PRN   SOLE   50,000 0 0
REEDS INC COM 758338107 145 31,837 SH   SOLE   31,837 0 0
REGAL BELOIT CORP COM 758750103 79,959 1,416,459 SH   SOLE   1,416,459 0 0
REGAL ENTMT GROUP CL A 758766109 14,150 757,111 SH   SOLE   757,111 0 0
REGENCY CTRS CORP COM 758849103 267,015 4,296,298 SH   SOLE   4,296,298 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,063,764 2,286,976 SH   SOLE   2,286,976 0 0
REGIONAL MGMT CORP COM 75902K106 4,269 275,441 SH   SOLE   275,441 0 0
REGIONS FINL CORP NEW COM 7591EP100 194,407 21,576,823 SH   SOLE   21,576,823 0 0
REGIS CORP MINN COM 758932107 31,693 2,419,296 SH   SOLE   2,419,296 0 0
REGULUS THERAPEUTICS INC COM 75915K101 9,687 1,481,195 SH   SOLE   1,481,195 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 188,044 2,075,774 SH   SOLE   2,075,774 0 0
REIS INC COM 75936P105 4,970 219,411 SH   SOLE   219,411 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 125,500 2,323,650 SH   SOLE   2,323,650 0 0
RELM WIRELESS CORP COM 759525108 104 23,551 SH   SOLE   23,551 0 0
RELYPSA INC COM 759531106 32,036 1,730,767 SH   SOLE   1,730,767 0 0
REMY INTL INC NEW COM 75971M108 20,812 711,513 SH   SOLE   711,513 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 197,011 1,852,998 SH   SOLE   1,852,998 0 0
RENASANT CORP COM 75970E107 32,932 1,002,501 SH   SOLE   1,002,501 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 9,099 1,098,963 SH   SOLE   1,098,963 0 0
RENT A CTR INC NEW COM 76009N100 59,338 2,446,926 SH   SOLE   2,446,926 0 0
RENTECH INC COM NEW 760112201 2,820 503,649 SH   SOLE   503,649 0 0
RENTRAK CORP COM 760174102 16,271 300,917 SH   SOLE   300,917 0 0
REPLIGEN CORP COM 759916109 67,803 2,434,572 SH   SOLE   2,434,572 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 448 60,239 SH   SOLE   60,239 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 17,812 3,081,724 SH   SOLE   3,081,724 0 0
REPUBLIC BANCORP KY CL A 760281204 6,166 251,154 SH   SOLE   251,154 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 334 89,867 SH   SOLE   89,867 0 0
REPUBLIC SVCS INC COM 760759100 279,516 6,784,372 SH   SOLE   6,784,372 0 0
RESEARCH FRONTIERS INC COM 760911107 308 60,736 SH   SOLE   60,736 0 0
RESMED INC COM 761152107 249,015 4,886,480 SH   SOLE   4,886,480 0 0
RESOLUTE ENERGY CORP COM 76116A108 71 183,206 SH   SOLE   183,206 0 0
RESOLUTE FST PRODS INC COM 76117W109 747 89,919 SH   SOLE   89,919 0 0
RESOURCE AMERICA INC CL A 761195205 2,735 411,352 SH   SOLE   411,352 0 0
RESOURCE CAP CORP COM NEW 76120W708 16,572 1,483,620 SH   SOLE   1,483,620 0 0
RESOURCES CONNECTION INC COM 76122Q105 34,037 2,258,600 SH   SOLE   2,258,600 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 75,738 811,681 SH   SOLE   811,681 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 96,657 5,843,824 SH   SOLE   5,843,824 0 0
RETAIL PPTYS AMER INC CL A 76131V202 47,223 3,351,520 SH   SOLE   3,351,520 0 0
RETAILMENOT INC COM SER 1 76132B106 7,178 871,138 SH   SOLE   871,138 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 71 19,611 SH   SOLE   19,611 0 0
RETROPHIN INC COM 761299106 27,215 1,343,272 SH   SOLE   1,343,272 0 0
REVANCE THERAPEUTICS INC COM 761330109 22,408 752,964 SH   SOLE   752,964 0 0
REVLON INC CL A NEW 761525609 7,927 269,169 SH   SOLE   269,169 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 89 93,263 SH   SOLE   93,263 0 0
REX AMERICAN RESOURCES CORP COM 761624105 17,992 355,423 SH   SOLE   355,423 0 0
REX ENERGY CORPORATION COM 761565100 6,046 2,920,563 SH   SOLE   2,920,563 0 0
REXFORD INDL RLTY INC COM 76169C100 18,935 1,373,095 SH   SOLE   1,373,095 0 0
REXNORD CORP NEW COM 76169B102 41,435 2,440,245 SH   SOLE   2,440,245 0 0
REYNOLDS AMERICAN INC COM 761713106 430,985 9,735,377 SH   SOLE   9,735,377 0 0
RF INDS LTD COM PAR $0.01 749552105 81 17,794 SH   SOLE   17,794 0 0
RICE ENERGY INC COM 762760106 2,384 147,509 SH   SOLE   147,509 0 0
RICHARDSON ELECTRS LTD COM 763165107 208 35,178 SH   SOLE   35,178 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 5,621 2,275,817 SH   SOLE   2,275,817 0 0
RIGHTSIDE GROUP LTD COM 76658B100 268 34,883 SH   SOLE   34,883 0 0
RIGNET INC COM 766582100 8,106 317,886 SH   SOLE   317,886 0 0
RING ENERGY INC COM 76680V108 5,934 601,243 SH   SOLE   601,243 0 0
RINGCENTRAL INC CL A 76680R206 22,889 1,261,081 SH   SOLE   1,261,081 0 0
RIO TINTO PLC SPONSORED ADR 767204100 8,175 241,718 SH   SOLE   241,718 0 0
RITE AID CORP COM 767754104 51,112 8,420,404 SH   SOLE   8,420,404 0 0
RIVERVIEW BANCORP INC COM 769397100 292 61,444 SH   SOLE   61,444 0 0
RLI CORP COM 749607107 125,578 2,345,943 SH   SOLE   2,345,943 0 0
RLJ LODGING TR COM 74965L101 95,215 3,767,926 SH   SOLE   3,767,926 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 31,474 1,710,518 SH   SOLE   1,710,518 0 0
ROBERT HALF INTL INC COM 770323103 100,955 1,973,323 SH   SOLE   1,973,323 0 0
ROCKET FUEL INC COM 773111109 3,143 673,004 SH   SOLE   673,004 0 0
ROCKWELL AUTOMATION INC COM 773903109 203,779 2,008,265 SH   SOLE   2,008,265 0 0
ROCKWELL COLLINS INC COM 774341101 184,804 2,258,113 SH   SOLE   2,258,113 0 0
ROCKWELL MED INC COM 774374102 10,190 1,321,602 SH   SOLE   1,321,602 0 0
ROCKY BRANDS INC COM 774515100 268 18,877 SH   SOLE   18,877 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 226 20,074 SH   SOLE   20,074 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 42,207 1,627,725 SH   SOLE   1,627,725 0 0
ROGERS CORP COM 775133101 58,305 1,096,377 SH   SOLE   1,096,377 0 0
ROLLINS INC COM 775711104 81,147 3,019,995 SH   SOLE   3,019,995 0 0
ROPER TECHNOLOGIES INC COM 776696106 223,905 1,428,876 SH   SOLE   1,428,876 0 0
ROSETTA STONE INC COM 777780107 321 47,893 SH   SOLE   47,893 0 0
ROSS STORES INC COM 778296103 310,531 6,406,660 SH   SOLE   6,406,660 0 0
ROUNDYS INC COM 779268101 235 101,378 SH   SOLE   101,378 0 0
ROUSE PPTYS INC COM 779287101 12,897 827,811 SH   SOLE   827,811 0 0
ROVI CORP COM 779376102 44,961 4,286,101 SH   SOLE   4,286,101 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 70,531 4,367,243 SH   SOLE   4,367,243 0 0
ROYAL BANCSHARES PA INC CL A 780081105 128 60,358 SH   SOLE   60,358 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 103,260 4,092,731 SH   SOLE   4,092,731 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 53,913 2,154,813 SH   SOLE   2,154,813 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 21,044 850,588 SH   SOLE   850,588 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 58,842 2,424,491 SH   SOLE   2,424,491 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 20,408 804,725 SH   SOLE   804,725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 229,235 2,573,077 SH   SOLE   2,573,077 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 676 14,246 SH   SOLE   14,246 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,081 22,821 SH   SOLE   22,821 0 0
ROYAL GOLD INC COM 780287108 102,153 2,174,393 SH   SOLE   2,174,393 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 72 75,000 PRN   SOLE   75,000 0 0
RPC INC COM 749660106 7,015 792,633 SH   SOLE   792,633 0 0
RPM INTL INC COM 749685103 182,059 4,346,121 SH   SOLE   4,346,121 0 0
RPX CORP COM 74972G103 17,370 1,266,055 SH   SOLE   1,266,055 0 0
RSP PERMIAN INC COM 74978Q105 28,620 1,413,328 SH   SOLE   1,413,328 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 79 75,000 PRN   SOLE   75,000 0 0
RTI SURGICAL INC COM 74975N105 8,424 1,483,037 SH   SOLE   1,483,037 0 0
RUBICON PROJ INC COM 78112V102 9,657 664,640 SH   SOLE   664,640 0 0
RUBICON TECHNOLOGY INC COM 78112T107 69 67,262 SH   SOLE   67,262 0 0
RUBY TUESDAY INC COM 781182100 23,167 3,730,573 SH   SOLE   3,730,573 0 0
RUCKUS WIRELESS INC COM 781220108 35,113 2,955,667 SH   SOLE   2,955,667 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 23,866 1,916,925 SH   SOLE   1,916,925 0 0
RUSH ENTERPRISES INC CL A 781846209 19,313 798,045 SH   SOLE   798,045 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 34,943 2,151,650 SH   SOLE   2,151,650 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 36,415 465,064 SH   SOLE   465,064 0 0
RYDER SYS INC COM 783549108 102,745 1,387,696 SH   SOLE   1,387,696 0 0
RYERSON HLDG CORP COM 783754104 1,500 285,692 SH   SOLE   285,692 0 0
RYLAND GROUP INC COM 783764103 171,495 4,200,223 SH   SOLE   4,200,223 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 64,910 1,318,511 SH   SOLE   1,318,511 0 0
S & T BANCORP INC COM 783859101 65,541 2,009,239 SH   SOLE   2,009,239 0 0
S L INDS INC COM 784413106 261 7,687 SH   SOLE   7,687 0 0
S&W SEED CO COM 785135104 178 38,716 SH   SOLE   38,716 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 91,138 3,931,760 SH   SOLE   3,931,760 0 0
SABRE CORP COM 78573M104 21,595 1,019,584 SH   SOLE   1,019,584 0 0
SAFE BULKERS INC COM Y7388L103 2,622 949,911 SH   SOLE   949,911 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 8,081 520,043 SH   SOLE   520,043 0 0
SAFETY INS GROUP INC COM 78648T100 45,243 835,510 SH   SOLE   835,510 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 3,140 93,416 SH   SOLE   93,416 0 0
SAGE THERAPEUTICS INC COM 78667J108 31,251 738,434 SH   SOLE   738,434 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 34,508 2,251,027 SH   SOLE   2,251,027 0 0
SAIA INC COM 78709Y105 46,141 1,490,815 SH   SOLE   1,490,815 0 0
SALEM MEDIA GROUP INC CL A 794093104 191 31,174 SH   SOLE   31,174 0 0
SALESFORCE COM INC COM 79466L302 566,581 8,160,460 SH   SOLE   8,160,460 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 245 200,000 PRN   SOLE   200,000 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 32,776 1,380,030 SH   SOLE   1,380,030 0 0
SANCHEZ ENERGY CORP COM 79970Y105 8,134 1,322,593 SH   SOLE   1,322,593 0 0
SANDERSON FARMS INC COM 800013104 84,042 1,225,638 SH   SOLE   1,225,638 0 0
SANDISK CORP COM 80004C101 185,864 3,421,019 SH   SOLE   3,421,019 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 186 150,000 PRN   SOLE   150,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 290 300,000 PRN   SOLE   300,000 0 0
SANDRIDGE ENERGY INC COM 80007P307 2,982 11,045,985 SH   SOLE   11,045,985 0 0
SANDY SPRING BANCORP INC COM 800363103 16,074 613,985 SH   SOLE   613,985 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 10,812 210,916 SH   SOLE   210,916 0 0
SANGAMO BIOSCIENCES INC COM 800677106 15,024 2,663,782 SH   SOLE   2,663,782 0 0
SANMINA CORPORATION COM 801056102 101,917 4,769,181 SH   SOLE   4,769,181 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 16,523 809,168 SH   SOLE   809,168 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 7,152 620,868 SH   SOLE   620,868 0 0
SAREPTA THERAPEUTICS INC COM 803607100 50,413 1,570,016 SH   SOLE   1,570,016 0 0
SASOL LTD SPONSORED ADR 803866300 164 5,888 SH   SOLE   5,888 0 0
SAUL CTRS INC COM 804395101 33,496 647,257 SH   SOLE   647,257 0 0
SBA COMMUNICATIONS CORP COM 78388J106 207,282 1,979,016 SH   SOLE   1,979,016 0 0
SCANA CORP NEW COM 80589M102 304,356 5,409,818 SH   SOLE   5,409,818 0 0
SCANSOURCE INC COM 806037107 57,281 1,615,372 SH   SOLE   1,615,372 0 0
SCHEIN HENRY INC COM 806407102 261,315 1,968,916 SH   SOLE   1,968,916 0 0
SCHLUMBERGER LTD COM 806857108 1,167,485 16,927,435 SH   SOLE   16,927,435 0 0
SCHNITZER STL INDS CL A 806882106 9,033 667,108 SH   SOLE   667,108 0 0
SCHOLASTIC CORP COM 807066105 59,706 1,532,491 SH   SOLE   1,532,491 0 0
SCHULMAN A INC COM 808194104 55,788 1,718,132 SH   SOLE   1,718,132 0 0
SCHWAB CHARLES CORP NEW COM 808513105 401,133 14,045,289 SH   SOLE   14,045,289 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 61,473 1,788,056 SH   SOLE   1,788,056 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 14,173 2,042,170 SH   SOLE   2,042,170 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 84,914 2,111,771 SH   SOLE   2,111,771 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 31,273 2,992,594 SH   SOLE   2,992,594 0 0
SCIQUEST INC NEW COM 80908T101 7,067 706,679 SH   SOLE   706,679 0 0
SCORPIO BULKERS INC SHS Y7546A106 12,133 8,310,081 SH   SOLE   8,310,081 0 0
SCORPIO TANKERS INC SHS Y7542C106 36,911 4,025,214 SH   SOLE   4,025,214 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 88,653 1,457,629 SH   SOLE   1,457,629 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 58,731 3,323,771 SH   SOLE   3,323,771 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 71,342 1,450,343 SH   SOLE   1,450,343 0 0
SEABOARD CORP COM 811543107 18,511 6,012 SH   SOLE   6,012 0 0
SEACHANGE INTL INC COM 811699107 5,267 836,039 SH   SOLE   836,039 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 8,801 599,523 SH   SOLE   599,523 0 0
SEACOR HOLDINGS INC COM 811904101 63,894 1,068,288 SH   SOLE   1,068,288 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 48 50,000 PRN   SOLE   50,000 0 0
SEADRILL LIMITED SHS G7945E105 17,128 2,903,132 SH   SOLE   2,903,132 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 243,310 5,431,028 SH   SOLE   5,431,028 0 0
SEALED AIR CORP NEW COM 81211K100 155,476 3,316,463 SH   SOLE   3,316,463 0 0
SEARS HLDGS CORP COM 812350106 2,525 111,712 SH   SOLE   111,712 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 403 50,293 SH   SOLE   50,293 0 0
SEASPINE HLDGS CORP COM 81255T108 3,193 197,114 SH   SOLE   197,114 0 0
SEATTLE GENETICS INC COM 812578102 109,156 2,830,806 SH   SOLE   2,830,806 0 0
SEAWORLD ENTMT INC COM 81282V100 29,271 1,643,494 SH   SOLE   1,643,494 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 1,874 316,003 SH   SOLE   316,003 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 169 25,116 SH   SOLE   25,116 0 0
SEI INVESTMENTS CO COM 784117103 227,710 4,721,332 SH   SOLE   4,721,332 0 0
SELECT COMFORT CORP COM 81616X103 67,977 3,106,798 SH   SOLE   3,106,798 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 28,311 1,489,260 SH   SOLE   1,489,260 0 0
SELECT MED HLDGS CORP COM 81619Q105 73,839 6,843,306 SH   SOLE   6,843,306 0 0
SELECTIVE INS GROUP INC COM 816300107 103,872 3,344,243 SH   SOLE   3,344,243 0 0
SEMGROUP CORP CL A 81663A105 49,422 1,142,977 SH   SOLE   1,142,977 0 0
SEMPRA ENERGY COM 816851109 572,375 5,917,859 SH   SOLE   5,917,859 0 0
SEMTECH CORP COM 816850101 60,504 4,006,868 SH   SOLE   4,006,868 0 0
SENECA FOODS CORP NEW CL A 817070501 10,598 402,207 SH   SOLE   402,207 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 146,158 9,022,098 SH   SOLE   9,022,098 0 0
SENOMYX INC COM 81724Q107 5,102 1,144,009 SH   SOLE   1,144,009 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,990 89,993 SH   SOLE   89,993 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 135,054 2,203,171 SH   SOLE   2,203,171 0 0
SEQUENOM INC COM NEW 817337405 8,410 4,805,659 SH   SOLE   4,805,659 0 0
SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 9,430 651,699 SH   SOLE   651,699 0 0
SERES THERAPEUTICS INC COM 81750R102 6,069 204,769 SH   SOLE   204,769 0 0
SERVICE CORP INTL COM 817565104 178,154 6,573,933 SH   SOLE   6,573,933 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 30,095 897,024 SH   SOLE   897,024 0 0
SERVICENOW INC COM 81762P102 117,759 1,695,591 SH   SOLE   1,695,591 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 113 100,000 PRN   SOLE   100,000 0 0
SERVICESOURCE INTL LLC COM 81763U100 6,044 1,510,924 SH   SOLE   1,510,924 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 22,988 553,528 SH   SOLE   553,528 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 1,998 1,448,111 SH   SOLE   1,448,111 0 0
SFX ENTMT INC COM 784178303 591 1,160,024 SH   SOLE   1,160,024 0 0
SHAKE SHACK INC CL A 819047101 6,585 138,928 SH   SOLE   138,928 0 0
SHARPS COMPLIANCE CORP COM 820017101 306 34,976 SH   SOLE   34,976 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 41,407 967,227 SH   SOLE   967,227 0 0
SHERWIN WILLIAMS CO COM 824348106 333,683 1,497,813 SH   SOLE   1,497,813 0 0
SHILOH INDS INC COM 824543102 177 21,858 SH   SOLE   21,858 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 423 12,160 SH   SOLE   12,160 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 21,709 1,335,936 SH   SOLE   1,335,936 0 0
SHIRE PLC SPONSORED ADR 82481R106 142,622 694,938 SH   SOLE   694,938 0 0
SHOE CARNIVAL INC COM 824889109 8,884 373,262 SH   SOLE   373,262 0 0
SHORE BANCSHARES INC COM 825107105 254 26,103 SH   SOLE   26,103 0 0
SHORETEL INC COM 825211105 12,219 1,635,705 SH   SOLE   1,635,705 0 0
SHUTTERFLY INC COM 82568P304 32,566 910,951 SH   SOLE   910,951 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 46 50,000 PRN   SOLE   50,000 0 0
SHUTTERSTOCK INC COM 825690100 14,349 474,496 SH   SOLE   474,496 0 0
SI FINL GROUP INC MD COM 78425V104 486 40,827 SH   SOLE   40,827 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 50 10,766 SH   SOLE   10,766 0 0
SIENTRA INC COM 82621J105 2,153 212,090 SH   SOLE   212,090 0 0
SIERRA BANCORP COM 82620P102 4,829 302,581 SH   SOLE   302,581 0 0
SIFCO INDS INC COM 826546103 95 8,384 SH   SOLE   8,384 0 0
SIGMA ALDRICH CORP COM 826552101 330,870 2,381,733 SH   SOLE   2,381,733 0 0
SIGMA DESIGNS INC COM 826565103 6,127 889,203 SH   SOLE   889,203 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 243,413 1,769,507 SH   SOLE   1,769,507 0 0
SIGNET JEWELERS LIMITED SHS G81276100 161,247 1,184,504 SH   SOLE   1,184,504 0 0
SILGAN HOLDINGS INC COM 827048109 69,669 1,338,768 SH   SOLE   1,338,768 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 3,599 915,709 SH   SOLE   915,709 0 0
SILICON LABORATORIES INC COM 826919102 82,446 1,984,741 SH   SOLE   1,984,741 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 14,562 909,541 SH   SOLE   909,541 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 11,027 856,116 SH   SOLE   856,116 0 0
SILVER WHEATON CORP COM 828336107 6,336 527,584 SH   SOLE   527,584 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 259 23,957 SH   SOLE   23,957 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 81,497 1,700,341 SH   SOLE   1,700,341 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,214,297 6,609,497 SH   SOLE   6,609,497 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 102,841 3,070,787 SH   SOLE   3,070,787 0 0
SIMULATIONS PLUS INC COM 829214105 227 24,087 SH   SOLE   24,087 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 118 125,000 PRN   SOLE   125,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 41,043 1,620,956 SH   SOLE   1,620,956 0 0
SINOVAC BIOTECH LTD SHS P8696W104 4,078 802,736 SH   SOLE   802,736 0 0
SIRIUS XM HLDGS INC COM 82968B103 75,340 20,144,383 SH   SOLE   20,144,383 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 181,671 1,946,334 SH   SOLE   1,946,334 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 28,520 622,979 SH   SOLE   622,979 0 0
SIZMEK INC COM 83013P105 7,464 1,246,053 SH   SOLE   1,246,053 0 0
SJW CORP COM 784305104 12,108 393,749 SH   SOLE   393,749 0 0
SKECHERS U S A INC CL A 830566105 184,075 1,372,878 SH   SOLE   1,372,878 0 0
SKULLCANDY INC COM 83083J104 3,048 551,153 SH   SOLE   551,153 0 0
SKYWEST INC COM 830879102 49,026 2,939,179 SH   SOLE   2,939,179 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 270,241 3,209,128 SH   SOLE   3,209,128 0 0
SL GREEN RLTY CORP COM 78440X101 294,580 2,723,558 SH   SOLE   2,723,558 0 0
SLM CORP COM 78442P106 108,337 14,640,109 SH   SOLE   14,640,109 0 0
SM ENERGY CO COM 78454L100 73,937 2,307,632 SH   SOLE   2,307,632 0 0
SMART & FINAL STORES INC COM 83190B101 8,799 560,070 SH   SOLE   560,070 0 0
SMITH & WESSON HLDG CORP COM 831756101 28,950 1,716,063 SH   SOLE   1,716,063 0 0
SMITH A O COM 831865209 157,178 2,411,072 SH   SOLE   2,411,072 0 0
SMITH MICRO SOFTWARE INC COM 832154108 97 111,933 SH   SOLE   111,933 0 0
SMUCKER J M CO COM NEW 832696405 192,184 1,684,497 SH   SOLE   1,684,497 0 0
SNAP ON INC COM 833034101 128,955 854,346 SH   SOLE   854,346 0 0
SNYDERS-LANCE INC COM 833551104 101,316 3,003,731 SH   SOLE   3,003,731 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,465 169,561 SH   SOLE   169,561 0 0
SOLAR3D INC COM NEW 83417A209 133 48,077 SH   SOLE   48,077 0 0
SOLARCITY CORP COM 83416T100 29,060 680,405 SH   SOLE   680,405 0 0
SOLARWINDS INC COM 83416B109 91,968 2,343,733 SH   SOLE   2,343,733 0 0
SOLAZYME INC COM 83415T101 5,481 2,108,012 SH   SOLE   2,108,012 0 0
SOLERA HOLDINGS INC COM 83421A104 126,140 2,335,921 SH   SOLE   2,335,921 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 39,289 1,924,057 SH   SOLE   1,924,057 0 0
SONIC CORP COM 835451105 71,013 3,094,245 SH   SOLE   3,094,245 0 0
SONOCO PRODS CO COM 835495102 217,485 5,762,720 SH   SOLE   5,762,720 0 0
SONUS NETWORKS INC COM NEW 835916503 7,083 1,238,259 SH   SOLE   1,238,259 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 6,269 747,156 SH   SOLE   747,156 0 0
SOTHEBYS COM 835898107 93,022 2,908,767 SH   SOLE   2,908,767 0 0
SOTHERLY HOTELS INC COM 83600C103 236 34,667 SH   SOLE   34,667 0 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 48 50,000 PRN   SOLE   50,000 0 0
SOUTH JERSEY INDS INC COM 838518108 102,875 4,074,244 SH   SOLE   4,074,244 0 0
SOUTH ST CORP COM 840441109 42,711 555,632 SH   SOLE   555,632 0 0
SOUTHERN CO COM 842587107 633,986 14,183,139 SH   SOLE   14,183,139 0 0
SOUTHERN COPPER CORP COM 84265V105 88,241 3,302,451 SH   SOLE   3,302,451 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 423 37,506 SH   SOLE   37,506 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 40,550 1,471,856 SH   SOLE   1,471,856 0 0
SOUTHWEST AIRLS CO COM 844741108 404,021 10,620,945 SH   SOLE   10,620,945 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 7,884 480,429 SH   SOLE   480,429 0 0
SOUTHWEST GAS CORP COM 844895102 162,890 2,793,045 SH   SOLE   2,793,045 0 0
SOUTHWESTERN ENERGY CO COM 845467109 84,773 6,680,320 SH   SOLE   6,680,320 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 85,210 2,741,626 SH   SOLE   2,741,626 0 0
SOVRAN SELF STORAGE INC COM 84610H108 183,306 1,943,859 SH   SOLE   1,943,859 0 0
SP PLUS CORP COM 78469C103 9,998 431,899 SH   SOLE   431,899 0 0
SPARK ENERGY INC CL A COM 846511103 1,355 81,883 SH   SOLE   81,883 0 0
SPARK NETWORKS INC COM 84651P100 147 51,048 SH   SOLE   51,048 0 0
SPARK THERAPEUTICS INC COM 84652J103 8,005 191,832 SH   SOLE   191,832 0 0
SPARTAN MTRS INC COM 846819100 349 84,612 SH   SOLE   84,612 0 0
SPARTANNASH CO COM 847215100 56,126 2,171,208 SH   SOLE   2,171,208 0 0
SPARTON CORP COM 847235108 5,468 255,498 SH   SOLE   255,498 0 0
SPECTRA ENERGY CORP COM 847560109 281,848 10,728,878 SH   SOLE   10,728,878 0 0
SPECTRANETICS CORP COM 84760C107 11,912 1,010,365 SH   SOLE   1,010,365 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 20,254 221,334 SH   SOLE   221,334 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 35,033 5,858,369 SH   SOLE   5,858,369 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 4,773 264,407 SH   SOLE   264,407 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 71,302 1,475,009 SH   SOLE   1,475,009 0 0
SPIRIT AIRLS INC COM 848577102 29,241 618,202 SH   SOLE   618,202 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 54,977 6,014,991 SH   SOLE   6,014,991 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 116 125,000 PRN   SOLE   125,000 0 0
SPLUNK INC COM 848637104 80,817 1,460,102 SH   SOLE   1,460,102 0 0
SPOK HLDGS INC COM 84863T106 32,381 1,967,242 SH   SOLE   1,967,242 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,658 459,215 SH   SOLE   459,215 0 0
SPRINGLEAF HLDGS INC COM 85172J101 18,109 414,213 SH   SOLE   414,213 0 0
SPRINT CORP COM SER 1 85207U105 42,436 11,051,143 SH   SOLE   11,051,143 0 0
SPROUTS FMRS MKT INC COM 85208M102 27,547 1,305,548 SH   SOLE   1,305,548 0 0
SPS COMM INC COM 78463M107 26,527 390,739 SH   SOLE   390,739 0 0
SPX CORP COM 784635104 21,348 1,790,977 SH   SOLE   1,790,977 0 0
SPX FLOW INC COM 78469X107 61,365 1,782,310 SH   SOLE   1,782,310 0 0
SQUARE 1 FINL INC CL A 85223W101 11,001 428,470 SH   SOLE   428,470 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 62,567 893,302 SH   SOLE   893,302 0 0
ST JOE CO COM 790148100 26,333 1,376,538 SH   SOLE   1,376,538 0 0
ST JUDE MED INC COM 790849103 302,765 4,798,941 SH   SOLE   4,798,941 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 7,913 1,019,750 SH   SOLE   1,019,750 0 0
STAG INDL INC COM 85254J102 27,249 1,496,388 SH   SOLE   1,496,388 0 0
STAGE STORES INC COM NEW 85254C305 18,906 1,921,294 SH   SOLE   1,921,294 0 0
STAMPS COM INC COM NEW 852857200 64,563 872,359 SH   SOLE   872,359 0 0
STANCORP FINL GROUP INC COM 852891100 154,175 1,350,046 SH   SOLE   1,350,046 0 0
STANDARD MTR PRODS INC COM 853666105 40,017 1,147,285 SH   SOLE   1,147,285 0 0
STANDARD PAC CORP NEW COM 85375C101 106,695 13,336,936 SH   SOLE   13,336,936 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 29 25,000 PRN   SOLE   25,000 0 0
STANDEX INTL CORP COM 854231107 56,782 753,571 SH   SOLE   753,571 0 0
STANLEY BLACK & DECKER INC COM 854502101 217,083 2,238,434 SH   SOLE   2,238,434 0 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 413 3,750 SH   SOLE   3,750 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 166 56,798 SH   SOLE   56,798 0 0
STAPLES INC COM 855030102 134,661 11,480,026 SH   SOLE   11,480,026 0 0
STARBUCKS CORP COM 855244109 1,053,185 18,528,941 SH   SOLE   18,528,941 0 0
STARRETT L S CO CL A 855668109 224 18,512 SH   SOLE   18,512 0 0
STARTEK INC COM 85569C107 123 36,703 SH   SOLE   36,703 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 168,362 2,532,527 SH   SOLE   2,532,527 0 0
STARWOOD PPTY TR INC COM 85571B105 144,638 7,048,625 SH   SOLE   7,048,625 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 229 225,000 PRN   SOLE   225,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 26 25,000 PRN   SOLE   25,000 0 0
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 20,581 863,652 SH   SOLE   863,652 0 0
STARZ COM SER A 85571Q102 29,659 794,301 SH   SOLE   794,301 0 0
STATE AUTO FINL CORP COM 855707105 7,741 339,386 SH   SOLE   339,386 0 0
STATE BK FINL CORP COM 856190103 18,472 893,236 SH   SOLE   893,236 0 0
STATE NATL COS INC COM 85711T305 7,279 778,453 SH   SOLE   778,453 0 0
STATE STR CORP COM 857477103 286,561 4,263,663 SH   SOLE   4,263,663 0 0
STATOIL ASA SPONSORED ADR 85771P102 178 12,206 SH   SOLE   12,206 0 0
STEEL DYNAMICS INC COM 858119100 130,599 7,601,833 SH   SOLE   7,601,833 0 0
STEELCASE INC CL A 858155203 36,955 2,007,358 SH   SOLE   2,007,358 0 0
STEIN MART INC COM 858375108 17,030 1,759,290 SH   SOLE   1,759,290 0 0
STEINER LEISURE LTD ORD P8744Y102 19,230 304,369 SH   SOLE   304,369 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 3,460 391,825 SH   SOLE   391,825 0 0
STEPAN CO COM 858586100 45,203 1,086,344 SH   SOLE   1,086,344 0 0
STERICYCLE INC COM 858912108 261,834 1,879,503 SH   SOLE   1,879,503 0 0
STERIS CORP COM 859152100 197,601 3,041,415 SH   SOLE   3,041,415 0 0
STERLING BANCORP DEL COM 85917A100 102,398 6,886,187 SH   SOLE   6,886,187 0 0
STERLING CONSTRUCTION CO INC COM 859241101 211 51,240 SH   SOLE   51,240 0 0
STEWART INFORMATION SVCS COR COM 860372101 55,304 1,351,850 SH   SOLE   1,351,850 0 0
STIFEL FINL CORP COM 860630102 142,846 3,393,019 SH   SOLE   3,393,019 0 0
STILLWATER MNG CO COM 86074Q102 76,000 7,357,250 SH   SOLE   7,357,250 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 76 75,000 PRN   SOLE   75,000 0 0
STOCK BLDG SUPPLY HLDGS INC COM 86101X104 6,822 387,369 SH   SOLE   387,369 0 0
STOCK YDS BANCORP INC COM 861025104 13,463 370,365 SH   SOLE   370,365 0 0
STONE ENERGY CORP COM 861642106 16,727 3,372,348 SH   SOLE   3,372,348 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 42 50,000 PRN   SOLE   50,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 8,912 280,171 SH   SOLE   280,171 0 0
STONEGATE MTG CORP COM 86181Q300 2,606 366,548 SH   SOLE   366,548 0 0
STONERIDGE INC COM 86183P102 8,991 728,610 SH   SOLE   728,610 0 0
STORE CAP CORP COM 862121100 17,490 846,543 SH   SOLE   846,543 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 9,818 242,957 SH   SOLE   242,957 0 0
STRATASYS LTD SHS M85548101 30,324 1,144,717 SH   SOLE   1,144,717 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 107,258 7,777,968 SH   SOLE   7,777,968 0 0
STRATTEC SEC CORP COM 863111100 5,700 90,386 SH   SOLE   90,386 0 0
STRAYER ED INC COM 863236105 37,203 676,785 SH   SOLE   676,785 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 111 48,595 SH   SOLE   48,595 0 0
STRYKER CORP COM 863667101 395,970 4,207,966 SH   SOLE   4,207,966 0 0
STURM RUGER & CO INC COM 864159108 71,134 1,212,028 SH   SOLE   1,212,028 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 32,160 1,618,528 SH   SOLE   1,618,528 0 0
SUFFOLK BANCORP COM 864739107 8,078 295,663 SH   SOLE   295,663 0 0
SUMMER INFANT INC COM 865646103 76 43,985 SH   SOLE   43,985 0 0
SUMMIT HOTEL PPTYS COM 866082100 58,995 5,055,276 SH   SOLE   5,055,276 0 0
SUMMIT MATLS INC CL A 86614U100 11,397 607,182 SH   SOLE   607,182 0 0
SUN BANCORP INC COM NEW 86663B201 4,624 240,984 SH   SOLE   240,984 0 0
SUN CMNTYS INC COM 866674104 97,474 1,438,517 SH   SOLE   1,438,517 0 0
SUN HYDRAULICS CORP COM 866942105 14,725 536,051 SH   SOLE   536,051 0 0
SUNCOKE ENERGY INC COM 86722A103 30,047 3,862,036 SH   SOLE   3,862,036 0 0
SUNCOR ENERGY INC NEW COM 867224107 56,476 2,113,619 SH   SOLE   2,113,619 0 0
SUNEDISON INC COM 86732Y109 74,255 10,341,961 SH   SOLE   10,341,961 0 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 123 175,000 PRN   SOLE   175,000 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 33 3,121 SH   SOLE   3,121 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 120 148,091 SH   SOLE   148,091 0 0
SUNPOWER CORP COM 867652406 13,839 690,547 SH   SOLE   690,547 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 53 50,000 PRN   SOLE   50,000 0 0
SUNRUN INC COM 86771W105 4,282 412,956 SH   SOLE   412,956 0 0
SUNSHINE HEART INC COM 86782U106 128 58,276 SH   SOLE   58,276 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 78,488 5,932,612 SH   SOLE   5,932,612 0 0
SUNTRUST BKS INC COM 867914103 310,823 8,128,204 SH   SOLE   8,128,204 0 0
SUPER MICRO COMPUTER INC COM 86800U104 60,129 2,205,744 SH   SOLE   2,205,744 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 69,957 5,538,916 SH   SOLE   5,538,916 0 0
SUPERIOR INDS INTL INC COM 868168105 26,227 1,404,012 SH   SOLE   1,404,012 0 0
SUPERIOR UNIFORM GP INC COM 868358102 3,491 194,725 SH   SOLE   194,725 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 39,475 2,813,608 SH   SOLE   2,813,608 0 0
SUPERVALU INC COM 868536103 90,619 12,621,075 SH   SOLE   12,621,075 0 0
SUPPORT COM INC COM 86858W101 161 143,877 SH   SOLE   143,877 0 0
SUPREME INDS INC CL A 868607102 290 34,786 SH   SOLE   34,786 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 22,256 680,806 SH   SOLE   680,806 0 0
SURMODICS INC COM 868873100 17,438 798,466 SH   SOLE   798,466 0 0
SVB FINL GROUP COM 78486Q101 199,872 1,729,897 SH   SOLE   1,729,897 0 0
SWIFT ENERGY CO COM 870738101 40 106,381 SH   SOLE   106,381 0 0
SWIFT TRANSN CO CL A 87074U101 31,650 2,107,203 SH   SOLE   2,107,203 0 0
SYKES ENTERPRISES INC COM 871237103 57,907 2,270,877 SH   SOLE   2,270,877 0 0
SYMANTEC CORP COM 871503108 229,884 11,807,109 SH   SOLE   11,807,109 0 0
SYMETRA FINL CORP COM 87151Q106 58,544 1,850,307 SH   SOLE   1,850,307 0 0
SYMMETRY SURGICAL INC COM 87159G100 284 31,899 SH   SOLE   31,899 0 0
SYNACOR INC COM 871561106 106 78,477 SH   SOLE   78,477 0 0
SYNALLOY CP DEL COM 871565107 231 25,607 SH   SOLE   25,607 0 0
SYNAPTICS INC COM 87157D109 147,493 1,788,660 SH   SOLE   1,788,660 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 79,754 2,431,539 SH   SOLE   2,431,539 0 0
SYNCHRONY FINL COM 87165B103 36,330 1,160,703 SH   SOLE   1,160,703 0 0
SYNERGETICS USA INC COM 87160G107 430 65,512 SH   SOLE   65,512 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 29,309 5,529,916 SH   SOLE   5,529,916 0 0
SYNERGY RES CORP COM 87164P103 57,906 5,908,780 SH   SOLE   5,908,780 0 0
SYNGENTA AG SPONSORED ADR 87160A100 682 10,686 SH   SOLE   10,686 0 0
SYNNEX CORP COM 87162W100 143,979 1,692,670 SH   SOLE   1,692,670 0 0
SYNOPSYS INC COM 871607107 304,405 6,591,717 SH   SOLE   6,591,717 0 0
SYNOVUS FINL CORP COM NEW 87161C501 130,647 4,413,762 SH   SOLE   4,413,762 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 7,501 4,311,183 SH   SOLE   4,311,183 0 0
SYNTEL INC COM 87162H103 34,226 755,369 SH   SOLE   755,369 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 178 181,556 SH   SOLE   181,556 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 329 144,873 SH   SOLE   144,873 0 0
SYNUTRA INTL INC COM 87164C102 2,635 554,709 SH   SOLE   554,709 0 0
SYSCO CORP COM 871829107 434,359 11,145,984 SH   SOLE   11,145,984 0 0
SYSTEMAX INC COM 871851101 2,153 287,398 SH   SOLE   287,398 0 0
T MOBILE US INC COM 872590104 75,587 1,898,685 SH   SOLE   1,898,685 0 0
T MOBILE US INC CONV PFD SER A 872590203 98,955 1,432,882 SH   SOLE   1,432,882 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,067 236,012 SH   SOLE   236,012 0 0
TABLEAU SOFTWARE INC CL A 87336U105 47,472 595,041 SH   SOLE   595,041 0 0
TAHOE RES INC COM 873868103 11,891 1,536,242 SH   SOLE   1,536,242 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 22,379 1,078,522 SH   SOLE   1,078,522 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 151,497 5,273,130 SH   SOLE   5,273,130 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 142 100,000 PRN   SOLE   100,000 0 0
TAL INTL GROUP INC COM 874083108 10,623 777,102 SH   SOLE   777,102 0 0
TALEN ENERGY CORP COM 87422J105 37,186 3,681,826 SH   SOLE   3,681,826 0 0
TALMER BANCORP INC COM 87482X101 56,313 3,382,187 SH   SOLE   3,382,187 0 0
TANDEM DIABETES CARE INC COM 875372104 4,138 469,646 SH   SOLE   469,646 0 0
TANDY LEATHER FACTORY INC COM 87538X105 181 25,064 SH   SOLE   25,064 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 118,388 3,590,773 SH   SOLE   3,590,773 0 0
TANGOE INC COM 87582Y108 16,939 2,352,657 SH   SOLE   2,352,657 0 0
TARGA RES CORP COM 87612G101 33,453 649,321 SH   SOLE   649,321 0 0
TARGET CORP COM 87612E106 594,077 7,552,470 SH   SOLE   7,552,470 0 0
TASER INTL INC COM 87651B104 76,935 3,493,083 SH   SOLE   3,493,083 0 0
TATA MTRS LTD SPONSORED ADR 876568502 5,251 233,385 SH   SOLE   233,385 0 0
TAUBMAN CTRS INC COM 876664103 187,685 2,716,929 SH   SOLE   2,716,929 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 35,307 1,892,119 SH   SOLE   1,892,119 0 0
TCF FINL CORP COM 872275102 85,573 5,644,663 SH   SOLE   5,644,663 0 0
TCP INTL HLDGS LTD COM H84689100 53 19,179 SH   SOLE   19,179 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 97,333 3,056,936 SH   SOLE   3,056,936 0 0
TE CONNECTIVITY LTD REG SHS H84989104 166,167 2,774,539 SH   SOLE   2,774,539 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 109,582 2,028,170 SH   SOLE   2,028,170 0 0
TEAM INC COM 878155100 17,324 539,361 SH   SOLE   539,361 0 0
TEARLAB CORP COM 878193101 161 80,296 SH   SOLE   80,296 0 0
TECH DATA CORP COM 878237106 115,986 1,693,220 SH   SOLE   1,693,220 0 0
TECHTARGET INC COM 87874R100 4,161 488,374 SH   SOLE   488,374 0 0
TECK RESOURCES LTD CL B 878742204 3,240 674,912 SH   SOLE   674,912 0 0
TECO ENERGY INC COM 872375100 194,997 7,425,623 SH   SOLE   7,425,623 0 0
TEEKAY CORPORATION COM Y8564W103 12,646 426,654 SH   SOLE   426,654 0 0
TEEKAY TANKERS LTD CL A Y8565N102 16,297 2,361,911 SH   SOLE   2,361,911 0 0
TEGNA INC COM 87901J105 70,545 3,150,749 SH   SOLE   3,150,749 0 0
TEJON RANCH CO COM 879080109 7,540 345,704 SH   SOLE   345,704 0 0
TELADOC INC COM 87918A105 5,021 225,276 SH   SOLE   225,276 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 7,118 488,880 SH   SOLE   488,880 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 4,293 1,247,835 SH   SOLE   1,247,835 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 159,108 1,761,996 SH   SOLE   1,761,996 0 0
TELEFLEX INC COM 879369106 177,554 1,429,465 SH   SOLE   1,429,465 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 152 75,000 PRN   SOLE   75,000 0 0
TELENAV INC COM 879455103 5,560 711,866 SH   SOLE   711,866 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 100,944 4,044,220 SH   SOLE   4,044,220 0 0
TELETECH HOLDINGS INC COM 879939106 25,938 968,202 SH   SOLE   968,202 0 0
TEMPUR SEALY INTL INC COM 88023U101 143,551 2,009,671 SH   SOLE   2,009,671 0 0
TENARIS S A SPONSORED ADR 88031M109 58 2,423 SH   SOLE   2,423 0 0
TENAX THERAPEUTICS INC COM 88032L100 191 63,701 SH   SOLE   63,701 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 67,226 1,820,851 SH   SOLE   1,820,851 0 0
TENNANT CO COM 880345103 61,157 1,088,587 SH   SOLE   1,088,587 0 0
TENNECO INC COM 880349105 66,872 1,493,668 SH   SOLE   1,493,668 0 0
TERADATA CORP DEL COM 88076W103 65,915 2,276,054 SH   SOLE   2,276,054 0 0
TERADYNE INC COM 880770102 129,475 7,189,054 SH   SOLE   7,189,054 0 0
TEREX CORP NEW COM 880779103 61,033 3,402,063 SH   SOLE   3,402,063 0 0
TERRAFORM GLOBAL INC CL A 88104M101 6,634 996,056 SH   SOLE   996,056 0 0
TERRAFORM PWR INC CL A COM 88104R100 7,650 537,949 SH   SOLE   537,949 0 0
TERRENO RLTY CORP COM 88146M101 21,005 1,069,500 SH   SOLE   1,069,500 0 0
TERRITORIAL BANCORP INC COM 88145X108 5,855 224,830 SH   SOLE   224,830 0 0
TESARO INC COM 881569107 31,783 792,582 SH   SOLE   792,582 0 0
TESCO CORP COM 88157K101 18,136 2,540,000 SH   SOLE   2,540,000 0 0
TESLA MTRS INC COM 88160R101 128,330 516,625 SH   SOLE   516,625 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 203 100,000 PRN   SOLE   100,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 72 75,000 PRN   SOLE   75,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 329 350,000 PRN   SOLE   350,000 0 0
TESORO CORP COM 881609101 203,444 2,092,182 SH   SOLE   2,092,182 0 0
TESSCO TECHNOLOGIES INC COM 872386107 307 14,559 SH   SOLE   14,559 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 97,635 3,012,508 SH   SOLE   3,012,508 0 0
TETRA TECH INC NEW COM 88162G103 85,984 3,536,973 SH   SOLE   3,536,973 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 30,271 5,122,058 SH   SOLE   5,122,058 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 15,571 2,087,330 SH   SOLE   2,087,330 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 115 85,000 PRN   SOLE   85,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,886 157,389 SH   SOLE   157,389 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 145,988 2,784,977 SH   SOLE   2,784,977 0 0
TEXAS INSTRS INC COM 882508104 638,322 12,890,193 SH   SOLE   12,890,193 0 0
TEXAS ROADHOUSE INC COM 882681109 147,013 3,951,951 SH   SOLE   3,951,951 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 8,225 498,793 SH   SOLE   498,793 0 0
TEXTRON INC COM 883203101 163,788 4,351,428 SH   SOLE   4,351,428 0 0
TEXTURA CORP COM 883211104 13,256 512,988 SH   SOLE   512,988 0 0
TFS FINL CORP COM 87240R107 9,243 535,831 SH   SOLE   535,831 0 0
TG THERAPEUTICS INC COM 88322Q108 9,395 932,054 SH   SOLE   932,054 0 0
THE ADT CORPORATION COM 00101J106 76,500 2,558,533 SH   SOLE   2,558,533 0 0
THERAPEUTICSMD INC COM 88338N107 26,375 4,500,786 SH   SOLE   4,500,786 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 17,600 1,601,440 SH   SOLE   1,601,440 0 0
THERAVANCE INC COM 88338T104 33,890 4,720,060 SH   SOLE   4,720,060 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 49 75,000 PRN   SOLE   75,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 613,784 5,019,497 SH   SOLE   5,019,497 0 0
THERMON GROUP HLDGS INC COM 88362T103 14,985 729,210 SH   SOLE   729,210 0 0
THESTREET INC COM 88368Q103 185 110,726 SH   SOLE   110,726 0 0
THIRD PT REINS LTD COM G8827U100 26,255 1,952,066 SH   SOLE   1,952,066 0 0
THOMSON REUTERS CORP COM 884903105 47,887 1,189,447 SH   SOLE   1,189,447 0 0
THOR INDS INC COM 885160101 76,497 1,476,777 SH   SOLE   1,476,777 0 0
THORATEC CORP COM NEW 885175307 170,177 2,690,122 SH   SOLE   2,690,122 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,735 1,654,700 SH   SOLE   1,654,700 0 0
TIDEWATER INC COM 886423102 38,485 2,928,874 SH   SOLE   2,928,874 0 0
TIER REIT INC COM NEW 88650V208 19 1,311 SH   SOLE   1,311 0 0
TIFFANY & CO NEW COM 886547108 131,584 1,704,016 SH   SOLE   1,704,016 0 0
TILE SHOP HLDGS INC COM 88677Q109 7,714 643,908 SH   SOLE   643,908 0 0
TILLYS INC CL A 886885102 2,171 294,914 SH   SOLE   294,914 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,403 148,426 SH   SOLE   148,426 0 0
TIME INC NEW COM 887228104 97,061 5,095,049 SH   SOLE   5,095,049 0 0
TIME WARNER CABLE INC COM 88732J207 556,284 3,101,323 SH   SOLE   3,101,323 0 0
TIME WARNER INC COM NEW 887317303 619,713 9,014,001 SH   SOLE   9,014,001 0 0
TIMKEN CO COM 887389104 64,878 2,360,050 SH   SOLE   2,360,050 0 0
TIMKENSTEEL CORP COM 887399103 23,017 2,274,387 SH   SOLE   2,274,387 0 0
TIPTREE FINL INC CL A 88822Q103 4,722 737,800 SH   SOLE   737,800 0 0
TITAN INTL INC ILL COM 88830M102 17,269 2,612,526 SH   SOLE   2,612,526 0 0
TITAN MACHY INC COM 88830R101 4,990 434,649 SH   SOLE   434,649 0 0
TIVO INC COM 888706108 21,716 2,507,587 SH   SOLE   2,507,587 0 0
TJX COS INC NEW COM 872540109 575,939 8,064,114 SH   SOLE   8,064,114 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 634 65,650 SH   SOLE   65,650 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 2,505 242,041 SH   SOLE   242,041 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 51 50,000 PRN   SOLE   50,000 0 0
TOLL BROTHERS INC COM 889478103 336,909 9,839,646 SH   SOLE   9,839,646 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 42,973 805,348 SH   SOLE   805,348 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 245 46,263 SH   SOLE   46,263 0 0
TOOTSIE ROLL INDS INC COM 890516107 26,382 843,141 SH   SOLE   843,141 0 0
TOPBUILD CORP COM 89055F103 92,168 2,976,052 SH   SOLE   2,976,052 0 0
TORCHMARK CORP COM 891027104 102,361 1,814,906 SH   SOLE   1,814,906 0 0
TORNIER N V SHS N87237108 19,316 947,306 SH   SOLE   947,306 0 0
TORO CO COM 891092108 126,367 1,791,417 SH   SOLE   1,791,417 0 0
TOTAL S A SPONSORED ADR 89151E109 1,228 27,475 SH   SOLE   27,475 0 0
TOTAL SYS SVCS INC COM 891906109 121,089 2,665,407 SH   SOLE   2,665,407 0 0
TOWER INTL INC COM 891826109 12,800 538,733 SH   SOLE   538,733 0 0
TOWERS WATSON & CO CL A 891894107 252,947 2,154,944 SH   SOLE   2,154,944 0 0
TOWERSTREAM CORP COM 892000100 166 154,984 SH   SOLE   154,984 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 146 55,655 SH   SOLE   55,655 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 21,304 1,130,178 SH   SOLE   1,130,178 0 0
TOWNSQUARE MEDIA INC CL A 892231101 1,763 180,442 SH   SOLE   180,442 0 0
TRACTOR SUPPLY CO COM 892356106 170,277 2,019,415 SH   SOLE   2,019,415 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 169 44,942 SH   SOLE   44,942 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 206 22,761 SH   SOLE   22,761 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 1,636 644,095 SH   SOLE   644,095 0 0
TRANSCANADA CORP COM 89353D107 28,221 893,631 SH   SOLE   893,631 0 0
TRANSCAT INC COM 893529107 230 23,558 SH   SOLE   23,558 0 0
TRANSDIGM GROUP INC COM 893641100 115,317 542,900 SH   SOLE   542,900 0 0
TRANSENTERIX INC COM NEW 89366M201 2,486 1,100,019 SH   SOLE   1,100,019 0 0
TRANSOCEAN LTD REG SHS H8817H100 42,001 3,250,830 SH   SOLE   3,250,830 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 37 3,893 SH   SOLE   3,893 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 1,228 311,730 SH   SOLE   311,730 0 0
TRANSUNION COM 89400J107 6,717 267,378 SH   SOLE   267,378 0 0
TRAVELCENTERS AMER LLC COM 894174101 31 2,966 SH   SOLE   2,966 0 0
TRAVELERS COMPANIES INC COM 89417E109 372,930 3,746,912 SH   SOLE   3,746,912 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 33,275 2,517,027 SH   SOLE   2,517,027 0 0
TRAVELZOO INC COM NEW 89421Q205 1,532 185,268 SH   SOLE   185,268 0 0
TRC COS INC COM 872625108 5,058 427,520 SH   SOLE   427,520 0 0
TRECORA RES COM 894648104 6,499 523,247 SH   SOLE   523,247 0 0
TREDEGAR CORP COM 894650100 18,909 1,445,623 SH   SOLE   1,445,623 0 0
TREEHOUSE FOODS INC COM 89469A104 155,389 1,997,544 SH   SOLE   1,997,544 0 0
TREMOR VIDEO INC COM 89484Q100 180 96,991 SH   SOLE   96,991 0 0
TREVENA INC COM 89532E109 8,506 821,825 SH   SOLE   821,825 0 0
TREX CO INC COM 89531P105 43,562 1,306,979 SH   SOLE   1,306,979 0 0
TRI POINTE GROUP INC COM 87265H109 150,021 11,460,756 SH   SOLE   11,460,756 0 0
TRIANGLE PETE CORP COM NEW 89600B201 1,805 1,271,395 SH   SOLE   1,271,395 0 0
TRIBUNE MEDIA CO CL A 896047503 23,784 668,084 SH   SOLE   668,084 0 0
TRIBUNE PUBG CO COM 896082104 5,376 685,654 SH   SOLE   685,654 0 0
TRICO BANCSHARES COM 896095106 13,973 568,713 SH   SOLE   568,713 0 0
TRIMAS CORP COM NEW 896215209 17,336 1,060,315 SH   SOLE   1,060,315 0 0
TRIMBLE NAVIGATION LTD COM 896239100 135,962 8,280,288 SH   SOLE   8,280,288 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 1,486 165,654 SH   SOLE   165,654 0 0
TRINET GROUP INC COM 896288107 16,369 974,351 SH   SOLE   974,351 0 0
TRINITY INDS INC COM 896522109 112,683 4,970,598 SH   SOLE   4,970,598 0 0
TRINSEO S A SHS L9340P101 6,863 271,819 SH   SOLE   271,819 0 0
TRIPADVISOR INC COM 896945201 104,676 1,660,989 SH   SOLE   1,660,989 0 0
TRIPLE-S MGMT CORP CL B 896749108 14,491 813,630 SH   SOLE   813,630 0 0
TRISTATE CAP HLDGS INC COM 89678F100 6,692 536,658 SH   SOLE   536,658 0 0
TRIUMPH BANCORP INC COM 89679E300 6,337 377,175 SH   SOLE   377,175 0 0
TRIUMPH GROUP INC NEW COM 896818101 73,233 1,740,332 SH   SOLE   1,740,332 0 0
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 137 27,315 SH   SOLE   27,315 0 0
TRONOX LTD SHS CL A Q9235V101 6,585 1,506,930 SH   SOLE   1,506,930 0 0
TROVAGENE INC COM NEW 897238309 4,381 769,947 SH   SOLE   769,947 0 0
TRUEBLUE INC COM 89785X101 55,313 2,461,658 SH   SOLE   2,461,658 0 0
TRUECAR INC COM 89785L107 6,092 1,169,383 SH   SOLE   1,169,383 0 0
TRUPANION INC COM 898202106 3,193 422,885 SH   SOLE   422,885 0 0
TRUSTCO BK CORP N Y COM 898349105 32,093 5,495,391 SH   SOLE   5,495,391 0 0
TRUSTMARK CORP COM 898402102 147,172 6,351,849 SH   SOLE   6,351,849 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 6 780 SH   SOLE   780 0 0
TTM TECHNOLOGIES INC COM 87305R109 22,415 3,597,946 SH   SOLE   3,597,946 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 88 100,000 PRN   SOLE   100,000 0 0
TUBEMOGUL INC COM 898570106 4,240 403,006 SH   SOLE   403,006 0 0
TUESDAY MORNING CORP COM NEW 899035505 14,784 2,732,665 SH   SOLE   2,732,665 0 0
TUMI HLDGS INC COM 89969Q104 23,609 1,339,915 SH   SOLE   1,339,915 0 0
TUPPERWARE BRANDS CORP COM 899896104 238,514 4,819,436 SH   SOLE   4,819,436 0 0
TURQUOISE HILL RES LTD COM 900435108 3,634 1,424,977 SH   SOLE   1,424,977 0 0
TURTLE BEACH CORP COM 900450107 63 26,101 SH   SOLE   26,101 0 0
TUTOR PERINI CORP COM 901109108 13,972 848,873 SH   SOLE   848,873 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 364,745 13,519,089 SH   SOLE   13,519,089 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 125,912 4,651,350 SH   SOLE   4,651,350 0 0
TWIN DISC INC COM 901476101 2,553 205,739 SH   SOLE   205,739 0 0
TWITTER INC COM 90184L102 139,345 5,172,430 SH   SOLE   5,172,430 0 0
TWO HBRS INVT CORP COM 90187B101 94,009 10,658,669 SH   SOLE   10,658,669 0 0
TYCO INTL PLC SHS G91442106 205,843 6,151,912 SH   SOLE   6,151,912 0 0
TYLER TECHNOLOGIES INC COM 902252105 255,568 1,711,663 SH   SOLE   1,711,663 0 0
TYSON FOODS INC CL A 902494103 189,497 4,396,678 SH   SOLE   4,396,678 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 1,431 27,919 SH   SOLE   27,919 0 0
U M H PROPERTIES INC COM 903002103 5,492 590,534 SH   SOLE   590,534 0 0
U S CONCRETE INC COM NEW 90333L201 18,162 380,044 SH   SOLE   380,044 0 0
U S G CORP COM NEW 903293405 44,000 1,652,878 SH   SOLE   1,652,878 0 0
U S GLOBAL INVS INC CL A 902952100 6 3,589 SH   SOLE   3,589 0 0
U S PHYSICAL THERAPY INC COM 90337L108 18,659 415,651 SH   SOLE   415,651 0 0
U S SILICA HLDGS INC COM 90346E103 49,043 3,480,668 SH   SOLE   3,480,668 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 79 41,970 SH   SOLE   41,970 0 0
UBIQUITI NETWORKS INC COM 90347A100 26,846 792,158 SH   SOLE   792,158 0 0
UCP INC CL A 90265Y106 185 27,560 SH   SOLE   27,560 0 0
UDR INC COM 902653104 428,579 12,429,785 SH   SOLE   12,429,785 0 0
UFP TECHNOLOGIES INC COM 902673102 394 17,242 SH   SOLE   17,242 0 0
UGI CORP NEW COM 902681105 198,119 5,689,808 SH   SOLE   5,689,808 0 0
UIL HLDG CORP COM 902748102 169,108 3,363,994 SH   SOLE   3,363,994 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 95,829 586,647 SH   SOLE   586,647 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 179,683 1,003,761 SH   SOLE   1,003,761 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,512 785,987 SH   SOLE   785,987 0 0
ULTRA PETROLEUM CORP COM 903914109 26,187 4,098,056 SH   SOLE   4,098,056 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 142,864 1,483,381 SH   SOLE   1,483,381 0 0
ULTRALIFE CORP COM 903899102 227 38,536 SH   SOLE   38,536 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 15,906 951,292 SH   SOLE   951,292 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 207 504,971 SH   SOLE   504,971 0 0
ULTRATECH INC COM 904034105 26,608 1,660,919 SH   SOLE   1,660,919 0 0
UMB FINL CORP COM 902788108 126,115 2,482,092 SH   SOLE   2,482,092 0 0
UMPQUA HLDGS CORP COM 904214103 170,406 10,454,343 SH   SOLE   10,454,343 0 0
UNDER ARMOUR INC CL A 904311107 254,197 2,626,547 SH   SOLE   2,626,547 0 0
UNI PIXEL INC COM NEW 904572203 34 32,396 SH   SOLE   32,396 0 0
UNIFI INC COM NEW 904677200 26,815 899,541 SH   SOLE   899,541 0 0
UNIFIRST CORP MASS COM 904708104 94,238 882,299 SH   SOLE   882,299 0 0
UNILIFE CORP NEW COM 90478E103 2,981 3,042,056 SH   SOLE   3,042,056 0 0
UNION BANKSHARES CORP NEW COM 90539J109 24,411 1,017,109 SH   SOLE   1,017,109 0 0
UNION PAC CORP COM 907818108 890,905 10,076,969 SH   SOLE   10,076,969 0 0
UNISYS CORP COM NEW 909214306 13,939 1,171,311 SH   SOLE   1,171,311 0 0
UNIT CORP COM 909218109 36,340 3,227,345 SH   SOLE   3,227,345 0 0
UNITED BANKSHARES INC WEST V COM 909907107 257,296 6,772,717 SH   SOLE   6,772,717 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 66,201 3,238,781 SH   SOLE   3,238,781 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 6,284 1,256,834 SH   SOLE   1,256,834 0 0
UNITED CONTL HLDGS INC COM 910047109 329,276 6,206,908 SH   SOLE   6,206,908 0 0
UNITED DEV FDG IV COM 910187103 13,477 765,742 SH   SOLE   765,742 0 0
UNITED FINL BANCORP INC NEW COM 910304104 16,340 1,252,129 SH   SOLE   1,252,129 0 0
UNITED FIRE GROUP INC COM 910340108 42,132 1,202,046 SH   SOLE   1,202,046 0 0
UNITED GUARDIAN INC COM 910571108 184 10,192 SH   SOLE   10,192 0 0
UNITED INS HLDGS CORP COM 910710102 14,104 1,072,510 SH   SOLE   1,072,510 0 0
UNITED NAT FOODS INC COM 911163103 113,641 2,342,629 SH   SOLE   2,342,629 0 0
UNITED ONLINE INC COM NEW 911268209 3,657 365,680 SH   SOLE   365,680 0 0
UNITED PARCEL SERVICE INC CL B 911312106 948,969 9,615,657 SH   SOLE   9,615,657 0 0
UNITED RENTALS INC COM 911363109 86,431 1,439,320 SH   SOLE   1,439,320 0 0
UNITED SEC BANCSHARES INC SHS 911459105 173 21,320 SH   SOLE   21,320 0 0
UNITED SECURITY BANCSHARES C COM 911460103 178 33,497 SH   SOLE   33,497 0 0
UNITED STATES ANTIMONY CORP COM 911549103 61 173,846 SH   SOLE   173,846 0 0
UNITED STATES CELLULAR CORP COM 911684108 20,561 580,317 SH   SOLE   580,317 0 0
UNITED STATES LIME & MINERAL COM 911922102 2,262 49,552 SH   SOLE   49,552 0 0
UNITED STATES STL CORP NEW COM 912909108 48,958 4,698,469 SH   SOLE   4,698,469 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 74 75,000 PRN   SOLE   75,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 815,086 9,159,301 SH   SOLE   9,159,301 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 285,053 2,171,996 SH   SOLE   2,171,996 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,526,519 13,158,514 SH   SOLE   13,158,514 0 0
UNITIL CORP COM 913259107 12,955 351,277 SH   SOLE   351,277 0 0
UNIVAR INC COM 91336L107 17,228 949,214 SH   SOLE   949,214 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 9,843 1,439,038 SH   SOLE   1,439,038 0 0
UNIVERSAL CORP VA COM 913456109 64,733 1,305,890 SH   SOLE   1,305,890 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 32,831 968,476 SH   SOLE   968,476 0 0
UNIVERSAL ELECTRS INC COM 913483103 40,240 957,409 SH   SOLE   957,409 0 0
UNIVERSAL FST PRODS INC COM 913543104 86,440 1,498,620 SH   SOLE   1,498,620 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 31,865 678,851 SH   SOLE   678,851 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 214,892 1,721,756 SH   SOLE   1,721,756 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 59,518 2,014,843 SH   SOLE   2,014,843 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 190 17,980 SH   SOLE   17,980 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 4,553 1,297,148 SH   SOLE   1,297,148 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 3,166 203,355 SH   SOLE   203,355 0 0
UNIVEST CORP PA COM 915271100 9,466 492,512 SH   SOLE   492,512 0 0
UNUM GROUP COM 91529Y106 113,085 3,525,084 SH   SOLE   3,525,084 0 0
URANIUM ENERGY CORP COM 916896103 2,548 2,547,735 SH   SOLE   2,547,735 0 0
URBAN EDGE PPTYS COM 91704F104 93,041 4,309,445 SH   SOLE   4,309,445 0 0
URBAN OUTFITTERS INC COM 917047102 39,402 1,341,132 SH   SOLE   1,341,132 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 29,306 1,563,829 SH   SOLE   1,563,829 0 0
US BANCORP DEL COM NEW 902973304 858,162 20,925,683 SH   SOLE   20,925,683 0 0
US ECOLOGY INC COM 91732J102 56,421 1,292,579 SH   SOLE   1,292,579 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 229 91,846 SH   SOLE   91,846 0 0
USA TRUCK INC COM 902925106 4,269 247,752 SH   SOLE   247,752 0 0
USANA HEALTH SCIENCES INC COM 90328M107 18,510 138,106 SH   SOLE   138,106 0 0
UTAH MED PRODS INC COM 917488108 5,299 98,359 SH   SOLE   98,359 0 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 55 75,000 PRN   SOLE   75,000 0 0
UTI WORLDWIDE INC ORD G87210103 24,458 5,328,495 SH   SOLE   5,328,495 0 0
V F CORP COM 918204108 283,894 4,162,061 SH   SOLE   4,162,061 0 0
VAALCO ENERGY INC COM NEW 91851C201 224 131,495 SH   SOLE   131,495 0 0
VAIL RESORTS INC COM 91879Q109 93,378 892,033 SH   SOLE   892,033 0 0
VALE S A ADR REPSTG PFD 91912E204 12,279 3,665,371 SH   SOLE   3,665,371 0 0
VALERO ENERGY CORP NEW COM 91913Y100 410,149 6,824,440 SH   SOLE   6,824,440 0 0
VALHI INC NEW COM 918905100 836 442,358 SH   SOLE   442,358 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 34,784 771,775 SH   SOLE   771,775 0 0
VALLEY NATL BANCORP COM 919794107 146,036 14,841,008 SH   SOLE   14,841,008 0 0
VALMONT INDS INC COM 920253101 69,035 727,522 SH   SOLE   727,522 0 0
VALSPAR CORP COM 920355104 177,856 2,474,340 SH   SOLE   2,474,340 0 0
VANDA PHARMACEUTICALS INC COM 921659108 19,004 1,684,784 SH   SOLE   1,684,784 0 0
VANTIV INC CL A 92210H105 67,411 1,500,688 SH   SOLE   1,500,688 0 0
VARIAN MED SYS INC COM 92220P105 176,960 2,398,486 SH   SOLE   2,398,486 0 0
VARONIS SYS INC COM 922280102 3,675 235,903 SH   SOLE   235,903 0 0
VASCO DATA SEC INTL INC COM 92230Y104 30,079 1,765,228 SH   SOLE   1,765,228 0 0
VASCULAR SOLUTIONS INC COM 92231M109 36,472 1,125,332 SH   SOLE   1,125,332 0 0
VCA INC COM 918194101 142,619 2,708,805 SH   SOLE   2,708,805 0 0
VECTOR GROUP LTD COM 92240M108 49,464 2,187,712 SH   SOLE   2,187,712 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 56 50,000 PRN   SOLE   50,000 0 0
VECTREN CORP COM 92240G101 118,594 2,822,996 SH   SOLE   2,822,996 0 0
VECTRUS INC COM 92242T101 6,662 302,249 SH   SOLE   302,249 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 2,725 526,106 SH   SOLE   526,106 0 0
VEECO INSTRS INC DEL COM 922417100 48,990 2,388,582 SH   SOLE   2,388,582 0 0
VEEVA SYS INC CL A COM 922475108 13,824 590,497 SH   SOLE   590,497 0 0
VENTAS INC COM 92276F100 557,050 9,936,682 SH   SOLE   9,936,682 0 0
VERA BRADLEY INC COM 92335C106 6,709 532,035 SH   SOLE   532,035 0 0
VERACYTE INC COM 92337F107 1,629 347,350 SH   SOLE   347,350 0 0
VERASTEM INC COM 92337C104 2,405 1,343,842 SH   SOLE   1,343,842 0 0
VEREIT INC COM 92339V100 95,030 12,309,620 SH   SOLE   12,309,620 0 0
VERICEL CORP COM 92346J108 59 21,867 SH   SOLE   21,867 0 0
VERIFONE SYS INC COM 92342Y109 105,507 3,804,795 SH   SOLE   3,804,795 0 0
VERINT SYS INC COM 92343X100 73,728 1,708,641 SH   SOLE   1,708,641 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 71 75,000 PRN   SOLE   75,000 0 0
VERISIGN INC COM 92343E102 114,893 1,628,306 SH   SOLE   1,628,306 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 470 225,000 PRN   SOLE   225,000 0 0
VERISK ANALYTICS INC COM 92345Y106 112,354 1,520,150 SH   SOLE   1,520,150 0 0
VERITEX HLDGS INC COM 923451108 261 16,695 SH   SOLE   16,695 0 0
VERITIV CORP COM 923454102 17,561 471,557 SH   SOLE   471,557 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,258,387 51,905,017 SH   SOLE   51,905,017 0 0
VERMILION ENERGY INC COM 923725105 41 1,273 SH   SOLE   1,273 0 0
VERMILLION INC COM NEW 92407M206 126 62,972 SH   SOLE   62,972 0 0
VERSAR INC COM 925297103 127 37,816 SH   SOLE   37,816 0 0
VERSARTIS INC COM 92529L102 11,363 985,476 SH   SOLE   985,476 0 0
VERTEX ENERGY INC COM 92534K107 116 54,380 SH   SOLE   54,380 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 594,897 5,712,469 SH   SOLE   5,712,469 0 0
VIACOM INC NEW CL A 92553P102 1,971 44,526 SH   SOLE   44,526 0 0
VIACOM INC NEW CL B 92553P201 165,236 3,829,344 SH   SOLE   3,829,344 0 0
VIAD CORP COM NEW 92552R406 35,000 1,207,314 SH   SOLE   1,207,314 0 0
VIASAT INC COM 92552V100 176,712 2,748,665 SH   SOLE   2,748,665 0 0
VIAVI SOLUTIONS INC COM 925550105 58,543 10,901,816 SH   SOLE   10,901,816 0 0
VICOR CORP COM 925815102 10,433 1,022,834 SH   SOLE   1,022,834 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 4,200 177,874 SH   SOLE   177,874 0 0
VINCE HLDG CORP COM 92719W108 1,362 397,000 SH   SOLE   397,000 0 0
VIOLIN MEMORY INC COM 92763A101 3,260 2,362,399 SH   SOLE   2,362,399 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 110 100,000 PRN   SOLE   100,000 0 0
VIRGIN AMER INC COM VTG 92765X208 20,724 605,448 SH   SOLE   605,448 0 0
VIRNETX HLDG CORP COM 92823T108 4,195 1,178,372 SH   SOLE   1,178,372 0 0
VIRTU FINL INC CL A 928254101 10,323 450,379 SH   SOLE   450,379 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 40,500 402,990 SH   SOLE   402,990 0 0
VIRTUSA CORP COM 92827P102 85,756 1,671,329 SH   SOLE   1,671,329 0 0
VISA INC COM CL A 92826C839 1,724,663 24,758,301 SH   SOLE   24,758,301 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 61,088 6,304,267 SH   SOLE   6,304,267 0 0
VISHAY PRECISION GROUP INC COM 92835K103 3,682 317,646 SH   SOLE   317,646 0 0
VISTA OUTDOOR INC COM 928377100 89,249 2,008,756 SH   SOLE   2,008,756 0 0
VISTEON CORP COM NEW 92839U206 35,500 350,653 SH   SOLE   350,653 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 3,778 343,115 SH   SOLE   343,115 0 0
VITAL THERAPIES INC COM 92847R104 1,760 435,584 SH   SOLE   435,584 0 0
VITAMIN SHOPPE INC COM 92849E101 56,525 1,731,779 SH   SOLE   1,731,779 0 0
VIVINT SOLAR INC COM 92854Q106 5,087 485,418 SH   SOLE   485,418 0 0
VIVUS INC COM 928551100 6,941 4,232,433 SH   SOLE   4,232,433 0 0
VMWARE INC CL A COM 928563402 53,231 675,611 SH   SOLE   675,611 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 7,541 660,954 SH   SOLE   660,954 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 2,271 249,613 SH   SOLE   249,613 0 0
VONAGE HLDGS CORP COM 92886T201 39,466 6,711,858 SH   SOLE   6,711,858 0 0
VORNADO RLTY TR SH BEN INT 929042109 450,026 4,977,067 SH   SOLE   4,977,067 0 0
VOXX INTL CORP CL A 91829F104 9,062 1,221,284 SH   SOLE   1,221,284 0 0
VOYA FINL INC COM 929089100 85,253 2,198,931 SH   SOLE   2,198,931 0 0
VSE CORP COM 918284100 4,203 104,892 SH   SOLE   104,892 0 0
VTV THERAPEUTICS INC CL A 918385105 956 146,622 SH   SOLE   146,622 0 0
VULCAN MATLS CO COM 929160109 189,405 2,123,376 SH   SOLE   2,123,376 0 0
VUZIX CORP COM NEW 92921W300 144 30,741 SH   SOLE   30,741 0 0
VWR CORP COM 91843L103 6,568 255,670 SH   SOLE   255,670 0 0
W & T OFFSHORE INC COM 92922P106 2,656 885,359 SH   SOLE   885,359 0 0
W P CAREY INC COM 92936U109 80,384 1,390,494 SH   SOLE   1,390,494 0 0
WABASH NATL CORP COM 929566107 17,029 1,607,982 SH   SOLE   1,607,982 0 0
WABCO HLDGS INC COM 92927K102 52,027 496,295 SH   SOLE   496,295 0 0
WABTEC CORP COM 929740108 278,188 3,159,434 SH   SOLE   3,159,434 0 0
WADDELL & REED FINL INC CL A 930059100 98,256 2,825,895 SH   SOLE   2,825,895 0 0
WAGEWORKS INC COM 930427109 95,859 2,126,425 SH   SOLE   2,126,425 0 0
WAL-MART STORES INC COM 931142103 1,173,998 18,106,069 SH   SOLE   18,106,069 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 765,684 9,214,006 SH   SOLE   9,214,006 0 0
WALKER & DUNLOP INC COM 93148P102 42,474 1,628,616 SH   SOLE   1,628,616 0 0
WALTER INVT MGMT CORP COM 93317W102 15,243 938,019 SH   SOLE   938,019 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 36 50,000 PRN   SOLE   50,000 0 0
WASHINGTON FED INC COM 938824109 103,447 4,547,135 SH   SOLE   4,547,135 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 49,015 1,966,117 SH   SOLE   1,966,117 0 0
WASHINGTON TR BANCORP COM 940610108 14,221 369,857 SH   SOLE   369,857 0 0
WASTE CONNECTIONS INC COM 941053100 189,804 3,907,050 SH   SOLE   3,907,050 0 0
WASTE MGMT INC DEL COM 94106L109 424,243 8,517,230 SH   SOLE   8,517,230 0 0
WATERS CORP COM 941848103 184,358 1,559,584 SH   SOLE   1,559,584 0 0
WATERSTONE FINL INC MD COM 94188P101 9,268 687,536 SH   SOLE   687,536 0 0
WATSCO INC COM 942622200 121,525 1,025,697 SH   SOLE   1,025,697 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 87,001 1,647,119 SH   SOLE   1,647,119 0 0
WAUSAU PAPER CORP COM 943315101 16,312 2,548,729 SH   SOLE   2,548,729 0 0
WAYFAIR INC CL A 94419L101 16,802 479,236 SH   SOLE   479,236 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 8,721 385,395 SH   SOLE   385,395 0 0
WD-40 CO COM 929236107 73,483 825,005 SH   SOLE   825,005 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 78,142 9,214,805 SH   SOLE   9,214,805 0 0
WEB COM GROUP INC COM 94733A104 22,078 1,047,348 SH   SOLE   1,047,348 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 47 50,000 PRN   SOLE   50,000 0 0
WEBMD HEALTH CORP COM 94770V102 36,193 908,467 SH   SOLE   908,467 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 75 75,000 PRN   SOLE   75,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 77 75,000 PRN   SOLE   75,000 0 0
WEBSTER FINL CORP CONN COM 947890109 156,528 4,393,140 SH   SOLE   4,393,140 0 0
WEC ENERGY GROUP INC COM 92939U106 436,051 8,350,277 SH   SOLE   8,350,277 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,619 724,002 SH   SOLE   724,002 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 176,116 5,319,104 SH   SOLE   5,319,104 0 0
WEIS MKTS INC COM 948849104 10,436 249,974 SH   SOLE   249,974 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 193,684 2,247,432 SH   SOLE   2,247,432 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 235 125,000 PRN   SOLE   125,000 0 0
WELLS FARGO & CO NEW COM 949746101 2,613,404 50,893,934 SH   SOLE   50,893,934 0 0
WELLTOWER INC COM 95040Q104 701,790 10,363,111 SH   SOLE   10,363,111 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 71,833 1,182,831 SH   SOLE   1,182,831 0 0
WENDYS CO COM 95058W100 63,368 7,325,794 SH   SOLE   7,325,794 0 0
WERNER ENTERPRISES INC COM 950755108 52,502 2,091,729 SH   SOLE   2,091,729 0 0
WESBANCO INC COM 950810101 27,230 865,805 SH   SOLE   865,805 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 25,315 2,074,986 SH   SOLE   2,074,986 0 0
WESCO INTL INC COM 95082P105 18,266 393,079 SH   SOLE   393,079 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 83 50,000 PRN   SOLE   50,000 0 0
WEST BANCORPORATION INC CAP STK 95123P106 7,563 403,359 SH   SOLE   403,359 0 0
WEST CORP COM 952355204 27,445 1,225,206 SH   SOLE   1,225,206 0 0
WEST MARINE INC COM 954235107 3,950 449,830 SH   SOLE   449,830 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 187,706 3,468,321 SH   SOLE   3,468,321 0 0
WESTAMERICA BANCORPORATION COM 957090103 65,959 1,484,225 SH   SOLE   1,484,225 0 0
WESTAR ENERGY INC COM 95709T100 177,890 4,627,726 SH   SOLE   4,627,726 0 0
WESTBURY BANCORP INC COM 95727P106 336 18,850 SH   SOLE   18,850 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 149 130,772 SH   SOLE   130,772 0 0
WESTERN ALLIANCE BANCORP COM 957638109 64,349 2,095,374 SH   SOLE   2,095,374 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 23,630 1,873,875 SH   SOLE   1,873,875 0 0
WESTERN DIGITAL CORP COM 958102105 281,289 3,540,901 SH   SOLE   3,540,901 0 0
WESTERN REFNG INC COM 959319104 154,962 3,512,280 SH   SOLE   3,512,280 0 0
WESTERN UN CO COM 959802109 153,948 8,384,994 SH   SOLE   8,384,994 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 334 43,686 SH   SOLE   43,686 0 0
WESTLAKE CHEM CORP COM 960413102 19,296 371,872 SH   SOLE   371,872 0 0
WESTMORELAND COAL CO COM 960878106 6,337 449,786 SH   SOLE   449,786 0 0
WESTROCK CO COM 96145D105 217,189 4,222,172 SH   SOLE   4,222,172 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 10,960 201,665 SH   SOLE   201,665 0 0
WEX INC COM 96208T104 109,459 1,260,473 SH   SOLE   1,260,473 0 0
WEYCO GROUP INC COM 962149100 4,463 165,069 SH   SOLE   165,069 0 0
WEYERHAEUSER CO COM 962166104 295,178 10,796,576 SH   SOLE   10,796,576 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 54,207 1,136,170 SH   SOLE   1,136,170 0 0
WGL HLDGS INC COM 92924F106 137,933 2,391,766 SH   SOLE   2,391,766 0 0
WHIRLPOOL CORP COM 963320106 168,869 1,146,739 SH   SOLE   1,146,739 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 38,217 51,140 SH   SOLE   51,140 0 0
WHITESTONE REIT COM 966084204 7,699 667,774 SH   SOLE   667,774 0 0
WHITEWAVE FOODS CO COM 966244105 231,568 5,767,582 SH   SOLE   5,767,582 0 0
WHITING PETE CORP NEW COM 966387102 35,313 2,312,554 SH   SOLE   2,312,554 0 0
WHOLE FOODS MKT INC COM 966837106 162,916 5,147,433 SH   SOLE   5,147,433 0 0
WIDEPOINT CORP COM 967590100 177 200,836 SH   SOLE   200,836 0 0
WILEY JOHN & SONS INC CL A 968223206 78,000 1,559,067 SH   SOLE   1,559,067 0 0
WILLBROS GROUP INC DEL COM 969203108 134 106,162 SH   SOLE   106,162 0 0
WILLDAN GROUP INC COM 96924N100 194 19,103 SH   SOLE   19,103 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 5,486 141,347 SH   SOLE   141,347 0 0
WILLIAMS COS INC DEL COM 969457100 390,622 10,600,325 SH   SOLE   10,600,325 0 0
WILLIAMS SONOMA INC COM 969904101 215,196 2,818,551 SH   SOLE   2,818,551 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 19,542 476,974 SH   SOLE   476,974 0 0
WILLIS LEASE FINANCE CORP COM 970646105 272 16,699 SH   SOLE   16,699 0 0
WILSHIRE BANCORP INC COM 97186T108 44,565 4,240,284 SH   SOLE   4,240,284 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 25,627 4,173,809 SH   SOLE   4,173,809 0 0
WINGSTOP INC COM 974155103 3,804 158,622 SH   SOLE   158,622 0 0
WINMARK CORP COM 974250102 6,014 58,431 SH   SOLE   58,431 0 0
WINNEBAGO INDS INC COM 974637100 32,029 1,672,548 SH   SOLE   1,672,548 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 54 3,780 SH   SOLE   3,780 0 0
WINTRUST FINL CORP COM 97650W108 155,064 2,902,182 SH   SOLE   2,902,182 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 11,298 919,274 SH   SOLE   919,274 0 0
WISDOMTREE INVTS INC COM 97717P104 89,899 5,573,427 SH   SOLE   5,573,427 0 0
WIX COM LTD SHS M98068105 7,763 445,620 SH   SOLE   445,620 0 0
WOLVERINE WORLD WIDE INC COM 978097103 134,770 6,227,812 SH   SOLE   6,227,812 0 0
WOODWARD INC COM 980745103 118,215 2,904,538 SH   SOLE   2,904,538 0 0
WORKDAY INC CL A 98138H101 82,247 1,194,411 SH   SOLE   1,194,411 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 108 100,000 PRN   SOLE   100,000 0 0
WORKIVA INC COM CL A 98139A105 2,906 191,322 SH   SOLE   191,322 0 0
WORLD ACCEP CORP DEL COM 981419104 12,766 475,619 SH   SOLE   475,619 0 0
WORLD FUEL SVCS CORP COM 981475106 88,781 2,479,921 SH   SOLE   2,479,921 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 12,034 712,057 SH   SOLE   712,057 0 0
WORTHINGTON INDS INC COM 981811102 58,828 2,221,616 SH   SOLE   2,221,616 0 0
WP GLIMCHER IN COM 92939N102 80,477 6,902,014 SH   SOLE   6,902,014 0 0
WPX ENERGY INC COM 98212B103 53,372 8,062,249 SH   SOLE   8,062,249 0 0
WRIGHT MED GROUP INC COM 98235T107 28,093 1,336,493 SH   SOLE   1,336,493 0 0
WSFS FINL CORP COM 929328102 20,349 706,300 SH   SOLE   706,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 125,203 1,741,347 SH   SOLE   1,741,347 0 0
WYNN RESORTS LTD COM 983134107 63,824 1,201,498 SH   SOLE   1,201,498 0 0
XACTLY CORP COM 98386L101 1,429 183,177 SH   SOLE   183,177 0 0
XBIOTECH INC COM 98400H102 1,563 104,633 SH   SOLE   104,633 0 0
XCEL ENERGY INC COM 98389B100 468,854 13,240,730 SH   SOLE   13,240,730 0 0
XCERRA CORP COM 98400J108 8,704 1,385,965 SH   SOLE   1,385,965 0 0
XENCOR INC COM 98401F105 9,096 743,769 SH   SOLE   743,769 0 0
XENIA HOTELS & RESORTS INC COM 984017103 55,027 3,151,590 SH   SOLE   3,151,590 0 0
XENOPORT INC COM 98411C100 8,510 2,452,513 SH   SOLE   2,452,513 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 3,784 291,496 SH   SOLE   291,496 0 0
XEROX CORP COM 984121103 152,103 15,632,378 SH   SOLE   15,632,378 0 0
XILINX INC COM 983919101 179,681 4,237,767 SH   SOLE   4,237,767 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 149 100,000 PRN   SOLE   100,000 0 0
XL GROUP PLC SHS G98290102 163,366 4,497,963 SH   SOLE   4,497,963 0 0
XO GROUP INC COM 983772104 21,683 1,534,561 SH   SOLE   1,534,561 0 0
XOMA CORP DEL COM 98419J107 3,064 4,076,625 SH   SOLE   4,076,625 0 0
XOOM CORP COM 98419Q101 18,783 754,943 SH   SOLE   754,943 0 0
XPO LOGISTICS INC COM 983793100 40,900 1,716,323 SH   SOLE   1,716,323 0 0
XURA INC COM 98420V107 13,283 593,543 SH   SOLE   593,543 0 0
XYLEM INC COM 98419M100 86,869 2,644,420 SH   SOLE   2,644,420 0 0
YADKIN FINL CORP COM 984305102 13,606 633,141 SH   SOLE   633,141 0 0
YAHOO INC COM 984332106 282,883 9,784,964 SH   SOLE   9,784,964 0 0
YAHOO INC NOTE 12/0 984332AF3 218 225,000 PRN   SOLE   225,000 0 0
YAMANA GOLD INC COM 98462Y100 2,123 1,248,665 SH   SOLE   1,248,665 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 85 100,000 PRN   SOLE   100,000 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 10 2,296 SH   SOLE   2,296 0 0
YELP INC CL A 985817105 12,294 567,587 SH   SOLE   567,587 0 0
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 97 238,014 SH   SOLE   238,014 0 0
YODLEE INC COM 98600P201 7,635 473,344 SH   SOLE   473,344 0 0
YORK WTR CO COM 987184108 6,829 324,864 SH   SOLE   324,864 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 44 23,159 SH   SOLE   23,159 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 15,221 999,418 SH   SOLE   999,418 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 10,898 821,870 SH   SOLE   821,870 0 0
YUM BRANDS INC COM 988498101 384,666 4,811,326 SH   SOLE   4,811,326 0 0
YUME INC COM 98872B104 187 72,241 SH   SOLE   72,241 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 70 75,000 PRN   SOLE   75,000 0 0
ZAFGEN INC COM 98885E103 26,021 814,418 SH   SOLE   814,418 0 0
ZAGG INC COM 98884U108 5,185 763,555 SH   SOLE   763,555 0 0
ZAIS FINL CORP COM 98886K108 1,873 139,744 SH   SOLE   139,744 0 0
ZAIS GROUP HLDGS INC COM 98887G106 838 88,969 SH   SOLE   88,969 0 0
ZAYO GROUP HLDGS INC COM 98919V105 28,946 1,141,420 SH   SOLE   1,141,420 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 131,351 1,715,886 SH   SOLE   1,715,886 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 27,051 844,541 SH   SOLE   844,541 0 0
ZENDESK INC COM 98936J101 27,918 1,416,436 SH   SOLE   1,416,436 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 96 70,408 SH   SOLE   70,408 0 0
ZILLOW GROUP INC CL A 98954M101 11,509 400,601 SH   SOLE   400,601 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 22,122 819,334 SH   SOLE   819,334 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 271,015 2,885,283 SH   SOLE   2,885,283 0 0
ZION OIL & GAS INC COM 989696109 175 122,540 SH   SOLE   122,540 0 0
ZIONS BANCORPORATION COM 989701107 86,648 3,146,258 SH   SOLE   3,146,258 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 24,533 2,722,883 SH   SOLE   2,722,883 0 0
ZIX CORP COM 98974P100 6,323 1,502,001 SH   SOLE   1,502,001 0 0
ZOES KITCHEN INC COM 98979J109 19,840 502,416 SH   SOLE   502,416 0 0
ZOETIS INC CL A 98978V103 346,966 8,425,603 SH   SOLE   8,425,603 0 0
ZOGENIX INC COM NEW 98978L204 8,670 642,218 SH   SOLE   642,218 0 0
ZS PHARMA INC COM 98979G105 62,530 952,337 SH   SOLE   952,337 0 0
ZULILY INC CL A 989774104 27,119 1,558,545 SH   SOLE   1,558,545 0 0
ZUMIEZ INC COM 989817101 18,681 1,195,201 SH   SOLE   1,195,201 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,180 82,478 SH   SOLE   82,478 0 0
ZYNGA INC CL A 98986T108 18,049 7,916,299 SH   SOLE   7,916,299 0 0