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 6,700 730,651 SH   SOLE   730,651 0 0
1347 PPTY INS HLDGS INC COM 68244P107 68 10,946 SH   SOLE   10,946 0 0
1ST CONSTITUTION BANCORP COM 31986N102 17 1,232 SH   SOLE   1,232 0 0
1ST SOURCE CORP COM 336901103 14,352 402,084 SH   SOLE   402,084 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 2,505 315,051 SH   SOLE   315,051 0 0
22ND CENTY GROUP INC COM 90137F103 16 11,243 SH   SOLE   11,243 0 0
2U INC COM 90214J101 35,822 935,556 SH   SOLE   935,556 0 0
3-D SYS CORP DEL COM NEW 88554D205 108,218 6,028,844 SH   SOLE   6,028,844 0 0
3M CO COM 88579Y101 1,456,688 8,265,834 SH   SOLE   8,265,834 0 0
500 COM LTD SPON ADR REP A 33829R100 1,963 111,366 SH   SOLE   111,366 0 0
51JOB INC SP ADR REP COM 316827104 3,260 97,658 SH   SOLE   97,658 0 0
58 COM INC SPON ADR REP A 31680Q104 54,341 1,140,178 SH   SOLE   1,140,178 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 124 8,635 SH   SOLE   8,635 0 0
8X8 INC NEW COM 282914100 93,734 6,074,779 SH   SOLE   6,074,779 0 0
A H BELO CORP COM CL A 001282102 361 49,058 SH   SOLE   49,058 0 0
A MARK PRECIOUS METALS INC COM 00181T107 217 13,544 SH   SOLE   13,544 0 0
A10 NETWORKS INC COM 002121101 13,034 1,219,241 SH   SOLE   1,219,241 0 0
AAC HLDGS INC COM 000307108 4,837 278,173 SH   SOLE   278,173 0 0
AAON INC COM PAR $0.004 000360206 77,946 2,704,572 SH   SOLE   2,704,572 0 0
AAR CORP COM 000361105 81,909 2,615,236 SH   SOLE   2,615,236 0 0
AARONS INC COM PAR $0.50 002535300 86,945 3,420,347 SH   SOLE   3,420,347 0 0
ABAXIS INC COM 002567105 79,335 1,536,903 SH   SOLE   1,536,903 0 0
ABBOTT LABS COM 002824100 1,000,450 23,656,893 SH   SOLE   23,656,893 0 0
ABBVIE INC COM 00287Y109 1,298,120 20,582,203 SH   SOLE   20,582,203 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 240 39,934 SH   SOLE   39,934 0 0
ABERCROMBIE & FITCH CO CL A 002896207 56,454 3,552,806 SH   SOLE   3,552,806 0 0
ABIOMED INC COM 003654100 209,827 1,631,879 SH   SOLE   1,631,879 0 0
ABM INDS INC COM 000957100 157,947 3,978,525 SH   SOLE   3,978,525 0 0
ABRAXAS PETE CORP COM 003830106 5,860 3,467,719 SH   SOLE   3,467,719 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 13,609 131,768 SH   SOLE   131,768 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 8,321 1,276,175 SH   SOLE   1,276,175 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 45,628 920,843 SH   SOLE   920,843 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 81,252 2,554,287 SH   SOLE   2,554,287 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 214,410 5,916,378 SH   SOLE   5,916,378 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 16,104 590,749 SH   SOLE   590,749 0 0
ACCELERON PHARMA INC COM 00434H108 43,321 1,197,052 SH   SOLE   1,197,052 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,227,178 10,044,836 SH   SOLE   10,044,836 0 0
ACCESS NATL CORP COM 004337101 5,608 234,641 SH   SOLE   234,641 0 0
ACCO BRANDS CORP COM 00081T108 26,253 2,723,384 SH   SOLE   2,723,384 0 0
ACCURAY INC COM 004397105 16,974 2,664,682 SH   SOLE   2,664,682 0 0
ACCURIDE CORP NEW COM NEW 00439T206 254 99,250 SH   SOLE   99,250 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 3,740 961,334 SH   SOLE   961,334 0 0
ACETO CORP COM 004446100 39,300 2,069,486 SH   SOLE   2,069,486 0 0
ACHAOGEN INC COM 004449104 288 60,100 SH   SOLE   60,100 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 38,761 4,785,281 SH   SOLE   4,785,281 0 0
ACI WORLDWIDE INC COM 004498101 125,320 6,466,472 SH   SOLE   6,466,472 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 6,826 266,552 SH   SOLE   266,552 0 0
ACME UTD CORP COM 004816104 15 740 SH   SOLE   740 0 0
ACNB CORP COM 000868109 4,702 176,891 SH   SOLE   176,891 0 0
ACORDA THERAPEUTICS INC COM 00484M106 76,903 3,683,111 SH   SOLE   3,683,111 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 61 75,000 PRN   SOLE   75,000 0 0
ACRE RLTY INVS INC COM 00489F106 1 1,143 SH   SOLE   1,143 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 137 101,851 SH   SOLE   101,851 0 0
ACTIVE POWER INC COM NEW 00504W308 2 5,621 SH   SOLE   5,621 0 0
ACTIVISION BLIZZARD INC COM 00507V109 390,014 8,803,926 SH   SOLE   8,803,926 0 0
ACTUA CORP COM 005094107 12,984 1,002,597 SH   SOLE   1,002,597 0 0
ACTUANT CORP CL A NEW 00508X203 97,731 4,205,310 SH   SOLE   4,205,310 0 0
ACUITY BRANDS INC COM 00508Y102 190,408 719,606 SH   SOLE   719,606 0 0
ACURA PHARMACEUTICALS INC COM PAR 00509L802 13 8,355 SH   SOLE   8,355 0 0
ACXIOM CORP COM 005125109 109,289 4,100,912 SH   SOLE   4,100,912 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 12,430 757,473 SH   SOLE   757,473 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 170 49,588 SH   SOLE   49,588 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,300 58,506 SH   SOLE   58,506 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 99 47,636 SH   SOLE   47,636 0 0
ADDUS HOMECARE CORP COM 006739106 5,397 206,318 SH   SOLE   206,318 0 0
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 2 1,092 SH   SOLE   1,092 0 0
ADECOAGRO S A COM L00849106 6,180 541,620 SH   SOLE   541,620 0 0
ADEPTUS HEALTH INC CL A 006855100 46,393 1,077,645 SH   SOLE   1,077,645 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 46 20,724 SH   SOLE   20,724 0 0
ADMA BIOLOGICS INC COM 000899104 131 18,037 SH   SOLE   18,037 0 0
ADOBE SYS INC COM 00724F101 827,631 7,625,121 SH   SOLE   7,625,121 0 0
ADTRAN INC COM 00738A106 66,080 3,452,469 SH   SOLE   3,452,469 0 0
ADURO BIOTECH INC COM 00739L101 21,781 1,752,256 SH   SOLE   1,752,256 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 174,264 1,168,615 SH   SOLE   1,168,615 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 21,316 885,933 SH   SOLE   885,933 0 0
ADVANCED ENERGY INDS COM 007973100 129,907 2,745,285 SH   SOLE   2,745,285 0 0
ADVANCED MICRO DEVICES INC COM 007903107 296,603 42,923,739 SH   SOLE   42,923,739 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 109 100,000 PRN   SOLE   100,000 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 15,060 546,442 SH   SOLE   546,442 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 5 691 SH   SOLE   691 0 0
ADVAXIS INC COM NEW 007624208 10,600 991,597 SH   SOLE   991,597 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 4,908 1,194,090 SH   SOLE   1,194,090 0 0
ADVISORY BRD CO COM 00762W107 47,364 1,058,656 SH   SOLE   1,058,656 0 0
AECOM COM 00766T100 163,548 5,501,111 SH   SOLE   5,501,111 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 1,440 484,936 SH   SOLE   484,936 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 33 50,000 PRN   SOLE   50,000 0 0
AEGION CORP COM 00770F104 46,802 2,454,203 SH   SOLE   2,454,203 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 84 13,160 SH   SOLE   13,160 0 0
AEHR TEST SYSTEMS COM 00760J108 9 2,931 SH   SOLE   2,931 0 0
AEMETIS INC COM NEW 00770K202 30 27,611 SH   SOLE   27,611 0 0
AEP INDS INC COM 001031103 12,205 111,598 SH   SOLE   111,598 0 0
AERCAP HOLDINGS NV SHS N00985106 58,193 1,511,909 SH   SOLE   1,511,909 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 39,343 1,042,480 SH   SOLE   1,042,480 0 0
AEROCENTURY CORP COM 007737109 2 249 SH   SOLE   249 0 0
AEROHIVE NETWORKS INC COM 007786106 4,050 665,006 SH   SOLE   665,006 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 90,020 5,120,581 SH   SOLE   5,120,581 0 0
AEROVIRONMENT INC COM 008073108 43,263 1,772,339 SH   SOLE   1,772,339 0 0
AES CORP COM 00130H105 151,585 11,796,477 SH   SOLE   11,796,477 0 0
AETHLON MED INC COM NEW 00808Y208 86 17,200 SH   SOLE   17,200 0 0
AETNA INC NEW COM 00817Y108 571,951 4,954,105 SH   SOLE   4,954,105 0 0
AFFILIATED MANAGERS GROUP COM 008252108 131,403 908,109 SH   SOLE   908,109 0 0
AFFIMED N V COM N01045108 1,302 468,237 SH   SOLE   468,237 0 0
AFLAC INC COM 001055102 363,439 5,056,892 SH   SOLE   5,056,892 0 0
AG MTG INVT TR INC COM 001228105 22,399 1,422,190 SH   SOLE   1,422,190 0 0
AGCO CORP COM 001084102 127,977 2,594,823 SH   SOLE   2,594,823 0 0
AGENUS INC COM NEW 00847G705 14,498 2,019,200 SH   SOLE   2,019,200 0 0
AGILE THERAPEUTICS INC COM 00847L100 2,622 375,643 SH   SOLE   375,643 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 268,042 5,692,123 SH   SOLE   5,692,123 0 0
AGILYSYS INC COM 00847J105 11,731 1,054,913 SH   SOLE   1,054,913 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 42,797 810,238 SH   SOLE   810,238 0 0
AGNICO EAGLE MINES LTD COM 008474108 9,261 170,926 SH   SOLE   170,926 0 0
AGREE REALTY CORP COM 008492100 80,374 1,625,679 SH   SOLE   1,625,679 0 0
AGRIUM INC COM 008916108 1,475 16,267 SH   SOLE   16,267 0 0
AGROFRESH SOLUTIONS COM 00856G109 3,278 619,608 SH   SOLE   619,608 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 9,971 664,746 SH   SOLE   664,746 0 0
AIR INDS GROUP COM NEW 00912N205 8 1,738 SH   SOLE   1,738 0 0
AIR LEASE CORP CL A 00912X302 28,355 992,142 SH   SOLE   992,142 0 0
AIR METHODS CORP COM PAR $.06 009128307 80,740 2,564,001 SH   SOLE   2,564,001 0 0
AIR PRODS & CHEMS INC COM 009158106 391,811 2,606,163 SH   SOLE   2,606,163 0 0
AIR T INC COM 009207101 5 253 SH   SOLE   253 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 19,404 1,352,163 SH   SOLE   1,352,163 0 0
AIRCASTLE LTD COM G0129K104 25,154 1,266,546 SH   SOLE   1,266,546 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 11 3,204 SH   SOLE   3,204 0 0
AK STL HLDG CORP COM 001547108 80,199 16,604,292 SH   SOLE   16,604,292 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 154,956 2,924,242 SH   SOLE   2,924,242 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 73 75,000 PRN   SOLE   75,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 13,641 1,507,238 SH   SOLE   1,507,238 0 0
AKERS BIOSCIENCES INC COM 00973E102 2 680 SH   SOLE   680 0 0
AKORN INC COM 009728106 149,259 5,475,382 SH   SOLE   5,475,382 0 0
ALAMO GROUP INC COM 011311107 44,517 675,633 SH   SOLE   675,633 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 232 28,239 SH   SOLE   28,239 0 0
ALARM COM HLDGS INC COM 011642105 7,540 261,248 SH   SOLE   261,248 0 0
ALASKA AIR GROUP INC COM 011659109 154,967 2,352,972 SH   SOLE   2,352,972 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 228 132,748 SH   SOLE   132,748 0 0
ALBANY INTL CORP CL A 012348108 84,662 1,997,690 SH   SOLE   1,997,690 0 0
ALBANY MOLECULAR RESH INC COM 012423109 36,976 2,239,592 SH   SOLE   2,239,592 0 0
ALBEMARLE CORP COM 012653101 166,779 1,950,857 SH   SOLE   1,950,857 0 0
ALCOA INC COM 013817101 243,893 24,052,589 SH   SOLE   24,052,589 0 0
ALCOA INC DEP SHS 1/10TH 013817309 89,456 2,736,496 SH   SOLE   2,736,496 0 0
ALCOBRA LTD SHS M2239P109 954 386,365 SH   SOLE   386,365 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 60,787 1,854,944 SH   SOLE   1,854,944 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 161 20,578 SH   SOLE   20,578 0 0
ALERE INC COM 01449J105 38,951 900,803 SH   SOLE   900,803 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 105,364 2,742,425 SH   SOLE   2,742,425 0 0
ALEXANDERS INC COM 014752109 23,254 55,419 SH   SOLE   55,419 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 436,306 4,011,270 SH   SOLE   4,011,270 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 630,748 5,147,286 SH   SOLE   5,147,286 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,733,295 16,384,298 SH   SOLE   16,384,298 0 0
ALICO INC COM 016230104 2,600 96,803 SH   SOLE   96,803 0 0
ALIGN TECHNOLOGY INC COM 016255101 262,463 2,799,603 SH   SOLE   2,799,603 0 0
ALIMERA SCIENCES INC COM 016259103 214 143,873 SH   SOLE   143,873 0 0
ALJ REGIONAL HLDGS INC COM 001627108 2,393 509,086 SH   SOLE   509,086 0 0
ALKERMES PLC SHS G01767105 165,939 3,528,364 SH   SOLE   3,528,364 0 0
ALLEGHANY CORP DEL COM 017175100 342,998 653,304 SH   SOLE   653,304 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 105,788 5,854,341 SH   SOLE   5,854,341 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 35 25,000 PRN   SOLE   25,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 8,426 312,085 SH   SOLE   312,085 0 0
ALLEGIANT TRAVEL CO COM 01748X102 118,096 894,193 SH   SOLE   894,193 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 104,283 1,513,320 SH   SOLE   1,513,320 0 0
ALLERGAN PLC SHS G0177J108 1,198,397 5,203,409 SH   SOLE   5,203,409 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 432,126 526,027 SH   SOLE   526,027 0 0
ALLETE INC COM NEW 018522300 219,319 3,678,607 SH   SOLE   3,678,607 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 205,022 955,678 SH   SOLE   955,678 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR 018606301 91 13,283 SH   SOLE   13,283 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 4,451 232,798 SH   SOLE   232,798 0 0
ALLIANT ENERGY CORP COM 018802108 388,949 10,152,674 SH   SOLE   10,152,674 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 3,247 171,699 SH   SOLE   171,699 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 38,001 940,152 SH   SOLE   940,152 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 57 71,142 SH   SOLE   71,142 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 41,200 1,436,555 SH   SOLE   1,436,555 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 91,016 6,910,878 SH   SOLE   6,910,878 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 51 50,000 PRN   SOLE   50,000 0 0
ALLSTATE CORP COM 020002101 335,482 4,849,410 SH   SOLE   4,849,410 0 0
ALLY FINL INC COM 02005N100 91,055 4,676,670 SH   SOLE   4,676,670 0 0
ALMOST FAMILY INC COM 020409108 22,646 615,890 SH   SOLE   615,890 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 130,635 1,927,337 SH   SOLE   1,927,337 0 0
ALON USA ENERGY INC COM 020520102 6,748 837,282 SH   SOLE   837,282 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 10,853 499,664 SH   SOLE   499,664 0 0
ALPHA PRO TECH LTD COM 020772109 161 44,752 SH   SOLE   44,752 0 0
ALPHABET INC CAP STK CL C 02079K107 3,018,393 3,883,226 SH   SOLE   3,883,226 0 0
ALPHABET INC CAP STK CL A 02079K305 3,179,076 3,953,779 SH   SOLE   3,953,779 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 10 1,117 SH   SOLE   1,117 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 32 1,733 SH   SOLE   1,733 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 10,430 321,904 SH   SOLE   321,904 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 28,399 2,605,451 SH   SOLE   2,605,451 0 0
ALTRA INDL MOTION CORP COM 02208R106 18,540 639,975 SH   SOLE   639,975 0 0
ALTRIA GROUP INC COM 02209S103 2,103,982 33,275,054 SH   SOLE   33,275,054 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 353 38,399 SH   SOLE   38,399 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 77,559 3,164,395 SH   SOLE   3,164,395 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 7,555 2,368,215 SH   SOLE   2,368,215 0 0
AMAZON COM INC COM 023135106 4,097,013 4,893,066 SH   SOLE   4,893,066 0 0
AMBAC FINL GROUP INC COM NEW 023139884 18,053 981,687 SH   SOLE   981,687 0 0
AMBARELLA INC SHS G037AX101 60,061 815,936 SH   SOLE   815,936 0 0
AMBER RD INC COM 02318Y108 4,767 493,969 SH   SOLE   493,969 0 0
AMBEV SA SPONSORED ADR 02319V103 71,393 11,722,970 SH   SOLE   11,722,970 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 17,198 553,175 SH   SOLE   553,175 0 0
AMC NETWORKS INC CL A 00164V103 115,343 2,224,122 SH   SOLE   2,224,122 0 0
AMCON DISTRG CO COM NEW 02341Q205 5 53 SH   SOLE   53 0 0
AMDOCS LTD SHS G02602103 86,171 1,489,556 SH   SOLE   1,489,556 0 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 8 1,102 SH   SOLE   1,102 0 0
AMEDICA CORP COM NEW 023435209 2 2,161 SH   SOLE   2,161 0 0
AMEDISYS INC COM 023436108 96,413 2,032,314 SH   SOLE   2,032,314 0 0
AMERCO COM 023586100 18,808 58,009 SH   SOLE   58,009 0 0
AMEREN CORP COM 023608102 209,152 4,252,780 SH   SOLE   4,252,780 0 0
AMERESCO INC CL A 02361E108 3,091 587,567 SH   SOLE   587,567 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 326,666 8,922,873 SH   SOLE   8,922,873 0 0
AMERICAN ASSETS TR INC COM 024013104 111,954 2,580,777 SH   SOLE   2,580,777 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 92,272 5,358,424 SH   SOLE   5,358,424 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 353,479 6,948,672 SH   SOLE   6,948,672 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 39,268 2,284,351 SH   SOLE   2,284,351 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 337,409 17,267,617 SH   SOLE   17,267,617 0 0
AMERICAN DG ENERGY INC COM 025398108 2 5,797 SH   SOLE   5,797 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 157,863 8,838,929 SH   SOLE   8,838,929 0 0
AMERICAN ELEC PWR INC COM 025537101 697,345 10,860,387 SH   SOLE   10,860,387 0 0
AMERICAN ELECTRIC TECH INC COM 025576109 5 1,947 SH   SOLE   1,947 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 100,525 5,669,749 SH   SOLE   5,669,749 0 0
AMERICAN EXPRESS CO COM 025816109 612,410 9,562,929 SH   SOLE   9,562,929 0 0
AMERICAN FARMLAND CO COM 02589Y100 304 38,504 SH   SOLE   38,504 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 198,352 2,644,698 SH   SOLE   2,644,698 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 72,206 3,336,707 SH   SOLE   3,336,707 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 746,458 12,579,344 SH   SOLE   12,579,344 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 6,617 236,745 SH   SOLE   236,745 0 0
AMERICAN NATL INS CO COM 028591105 10,600 86,917 SH   SOLE   86,917 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 22,809 1,151,386 SH   SOLE   1,151,386 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 8,255 199,059 SH   SOLE   199,059 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 4,054 221,901 SH   SOLE   221,901 0 0
AMERICAN RIVER BANKSHARES COM 029326105 289 26,649 SH   SOLE   26,649 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 100 100,000 PRN   SOLE   100,000 0 0
AMERICAN RLTY INVS INC COM 029174109 55 7,024 SH   SOLE   7,024 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 2 709 SH   SOLE   709 0 0
AMERICAN SOFTWARE INC CL A 029683109 7,942 715,495 SH   SOLE   715,495 0 0
AMERICAN STS WTR CO COM 029899101 102,023 2,547,384 SH   SOLE   2,547,384 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,318 330,647 SH   SOLE   330,647 0 0
AMERICAN TOWER CORP NEW COM 03027X100 914,643 8,070,616 SH   SOLE   8,070,616 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 158,048 1,442,173 SH   SOLE   1,442,173 0 0
AMERICAN VANGUARD CORP COM 030371108 30,770 1,915,958 SH   SOLE   1,915,958 0 0
AMERICAN WOODMARK CORP COM 030506109 87,231 1,082,679 SH   SOLE   1,082,679 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 291,868 3,899,896 SH   SOLE   3,899,896 0 0
AMERICAS CAR MART INC COM 03062T105 8,037 220,848 SH   SOLE   220,848 0 0
AMERIPRISE FINL INC COM 03076C106 277,988 2,786,284 SH   SOLE   2,786,284 0 0
AMERIS BANCORP COM 03076K108 81,739 2,338,744 SH   SOLE   2,338,744 0 0
AMERISAFE INC COM 03071H100 77,219 1,313,703 SH   SOLE   1,313,703 0 0
AMERISERV FINL INC COM 03074A102 192 57,725 SH   SOLE   57,725 0 0
AMERISOURCEBERGEN CORP COM 03073E105 328,022 4,060,683 SH   SOLE   4,060,683 0 0
AMES NATL CORP COM 031001100 6,727 243,216 SH   SOLE   243,216 0 0
AMETEK INC NEW COM 031100100 181,814 3,805,242 SH   SOLE   3,805,242 0 0
AMGEN INC COM 031162100 2,187,364 13,112,904 SH   SOLE   13,112,904 0 0
AMICUS THERAPEUTICS INC COM 03152W109 49,097 6,634,693 SH   SOLE   6,634,693 0 0
AMKOR TECHNOLOGY INC COM 031652100 26,015 2,676,456 SH   SOLE   2,676,456 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 103,727 3,254,684 SH   SOLE   3,254,684 0 0
AMPCO-PITTSBURGH CORP COM 032037103 2,644 238,401 SH   SOLE   238,401 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 58,523 3,085,037 SH   SOLE   3,085,037 0 0
AMPHENOL CORP NEW CL A 032095101 345,985 5,329,412 SH   SOLE   5,329,412 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 920 1,242,644 SH   SOLE   1,242,644 0 0
AMPLIFY SNACK BRANDS COM 03211L102 12,187 752,302 SH   SOLE   752,302 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P202 1 777 SH   SOLE   777 0 0
AMREP CORP NEW COM 032159105 36 4,534 SH   SOLE   4,534 0 0
AMSURG CORP COM 03232P405 147,098 2,193,848 SH   SOLE   2,193,848 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 147 29,735 SH   SOLE   29,735 0 0
AMTRUST FINL SVCS INC COM 032359309 25,022 932,602 SH   SOLE   932,602 0 0
AMYRIS INC COM 03236M101 69 118,967 SH   SOLE   118,967 0 0
ANADARKO PETE CORP COM 032511107 474,507 7,489,062 SH   SOLE   7,489,062 0 0
ANALOG DEVICES INC COM 032654105 390,741 6,062,706 SH   SOLE   6,062,706 0 0
ANALOGIC CORP COM PAR $0.05 032657207 81,275 917,325 SH   SOLE   917,325 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 3,216 886,059 SH   SOLE   886,059 0 0
ANCHOR BANCORP WA COM 032838104 16 622 SH   SOLE   622 0 0
ANDERSONS INC COM 034164103 67,153 1,856,078 SH   SOLE   1,856,078 0 0
ANGIES LIST INC COM 034754101 10,922 1,102,106 SH   SOLE   1,102,106 0 0
ANGIODYNAMICS INC COM 03475V101 35,981 2,051,381 SH   SOLE   2,051,381 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 682 42,830 SH   SOLE   42,830 0 0
ANI PHARMACEUTICALS INC COM 00182C103 47,682 718,640 SH   SOLE   718,640 0 0
ANIKA THERAPEUTICS INC COM 035255108 49,601 1,036,596 SH   SOLE   1,036,596 0 0
ANIXTER INTL INC COM 035290105 132,312 2,051,346 SH   SOLE   2,051,346 0 0
ANNALY CAP MGMT INC COM 035710409 563,962 53,710,700 SH   SOLE   53,710,700 0 0
ANSYS INC COM 03662Q105 405,434 4,377,860 SH   SOLE   4,377,860 0 0
ANTARES PHARMA INC COM 036642106 50 30,001 SH   SOLE   30,001 0 0
ANTERO RES CORP COM 03674X106 55,048 2,042,596 SH   SOLE   2,042,596 0 0
ANTHEM INC COM 036752103 472,615 3,771,565 SH   SOLE   3,771,565 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 5,229 1,659,876 SH   SOLE   1,659,876 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 24,477 4,974,906 SH   SOLE   4,974,906 0 0
AON PLC SHS CL A G0408V102 401,202 3,566,556 SH   SOLE   3,566,556 0 0
APACHE CORP COM 037411105 336,871 5,274,316 SH   SOLE   5,274,316 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 167,716 3,653,138 SH   SOLE   3,653,138 0 0
APIGEE CORP COM 03765N108 7,393 424,895 SH   SOLE   424,895 0 0
APOGEE ENTERPRISES INC COM 037598109 87,329 1,954,107 SH   SOLE   1,954,107 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 62,166 3,797,582 SH   SOLE   3,797,582 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 26 25,000 PRN   SOLE   25,000 0 0
APOLLO ED GROUP INC CL A 037604105 17,392 2,187,728 SH   SOLE   2,187,728 0 0
APPFOLIO INC COM CL A 03783C100 4,128 212,361 SH   SOLE   212,361 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 45,653 2,466,408 SH   SOLE   2,466,408 0 0
APPLE INC COM 037833100 8,040,371 71,122,254 SH   SOLE   71,122,254 0 0
APPLIANCE RECYCLING CTRS AME COM NEW 03814F205 1 869 SH   SOLE   869 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 173 56,844 SH   SOLE   56,844 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 5,803 593,377 SH   SOLE   593,377 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 127,226 2,721,991 SH   SOLE   2,721,991 0 0
APPLIED MATLS INC COM 038222105 434,787 14,420,803 SH   SOLE   14,420,803 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 14,616 2,102,953 SH   SOLE   2,102,953 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 10,274 462,603 SH   SOLE   462,603 0 0
APPROACH RESOURCES INC COM 03834A103 379 112,143 SH   SOLE   112,143 0 0
APRICUS BIOSCIENCES INC COM 03832V109 4 11,422 SH   SOLE   11,422 0 0
APTARGROUP INC COM 038336103 182,455 2,356,993 SH   SOLE   2,356,993 0 0
APTEVO THERAPEUTICS INC COM 03835L108 1,063 415,330 SH   SOLE   415,330 0 0
AQUA AMERICA INC COM 03836W103 205,525 6,742,956 SH   SOLE   6,742,956 0 0
AQUA METALS INC COM 03837J101 2,581 291,345 SH   SOLE   291,345 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 3,091 231,393 SH   SOLE   231,393 0 0
ARADIGM CORP COM NO PAR NEW 038505400 15 2,135 SH   SOLE   2,135 0 0
ARAMARK COM 03852U106 91,647 2,409,848 SH   SOLE   2,409,848 0 0
ARATANA THERAPEUTICS INC COM 03874P101 13,005 1,389,403 SH   SOLE   1,389,403 0 0
ARBOR RLTY TR INC COM 038923108 7,762 1,046,064 SH   SOLE   1,046,064 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 4,306 1,151,219 SH   SOLE   1,151,219 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 62 16,986 SH   SOLE   16,986 0 0
ARCA BIOPHARMA INC COM PAR$.001 00211Y407 42 14,856 SH   SOLE   14,856 0 0
ARCADIA BIOSCIENCES INC COM 039014105 68 34,783 SH   SOLE   34,783 0 0
ARCBEST CORP COM 03937C105 33,687 1,771,149 SH   SOLE   1,771,149 0 0
ARCH CAP GROUP LTD ORD G0450A105 253,769 3,201,725 SH   SOLE   3,201,725 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 304,082 7,210,867 SH   SOLE   7,210,867 0 0
ARCHROCK INC COM 03957W106 66,982 5,120,956 SH   SOLE   5,120,956 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 3,641 690,986 SH   SOLE   690,986 0 0
ARCTIC CAT INC COM 039670104 14,532 938,128 SH   SOLE   938,128 0 0
ARDELYX INC COM 039697107 19,472 1,504,827 SH   SOLE   1,504,827 0 0
ARDMORE SHIPPING CORP COM Y0207T100 5,523 784,520 SH   SOLE   784,520 0 0
ARENA PHARMACEUTICALS INC COM 040047102 17,522 10,012,736 SH   SOLE   10,012,736 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 78 75,000 PRN   SOLE   75,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 17,551 1,392,914 SH   SOLE   1,392,914 0 0
ARGAN INC COM 04010E109 21,892 369,853 SH   SOLE   369,853 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 43,258 766,715 SH   SOLE   766,715 0 0
ARGOS THERAPEUTICS INC COM 040221103 1,965 395,383 SH   SOLE   395,383 0 0
ARI NETWORK SVCS INC COM NEW 001930205 34 7,591 SH   SOLE   7,591 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 110,484 8,070,403 SH   SOLE   8,070,403 0 0
ARISTA NETWORKS INC COM 040413106 41,160 483,783 SH   SOLE   483,783 0 0
ARK RESTAURANTS CORP COM 040712101 112 4,999 SH   SOLE   4,999 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 7,960 538,220 SH   SOLE   538,220 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 12,364 922,655 SH   SOLE   922,655 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 41,222 1,828,820 SH   SOLE   1,828,820 0 0
ARMSTRONG FLOORING INC COM 04238R106 12,267 649,738 SH   SOLE   649,738 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 19,231 465,423 SH   SOLE   465,423 0 0
AROTECH CORP COM NEW 042682203 170 57,750 SH   SOLE   57,750 0 0
ARQULE INC COM 04269E107 290 162,282 SH   SOLE   162,282 0 0
ARRAY BIOPHARMA INC COM 04269X105 37,956 5,623,151 SH   SOLE   5,623,151 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 3 620 SH   SOLE   620 0 0
ARRIS INTL INC SHS G0551A103 208,389 7,355,781 SH   SOLE   7,355,781 0 0
ARROW ELECTRS INC COM 042735100 212,043 3,314,724 SH   SOLE   3,314,724 0 0
ARROW FINL CORP COM 042744102 10,625 323,635 SH   SOLE   323,635 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 18,304 2,490,393 SH   SOLE   2,490,393 0 0
ARTESIAN RESOURCES CORP CL A 043113208 6,255 219,181 SH   SOLE   219,181 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,823 361,153 SH   SOLE   361,153 0 0
ARTS WAY MFG INC COM 043168103 1 304 SH   SOLE   304 0 0
ASB BANCORP INC N C COM 00213T109 365 13,912 SH   SOLE   13,912 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 76,868 1,380,775 SH   SOLE   1,380,775 0 0
ASCENA RETAIL GROUP INC COM 04351G101 49,846 8,917,052 SH   SOLE   8,917,052 0 0
ASCENT CAP GROUP INC COM SER A 043632108 6,653 287,118 SH   SOLE   287,118 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 9,278 658,044 SH   SOLE   658,044 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 13,093 2,222,977 SH   SOLE   2,222,977 0 0
ASHFORD INC COM 044104107 7 153 SH   SOLE   153 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 271,415 2,340,795 SH   SOLE   2,340,795 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 11,025 100,611 SH   SOLE   100,611 0 0
ASPEN AEROGELS INC COM 04523Y105 256 43,020 SH   SOLE   43,020 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 102,363 2,197,096 SH   SOLE   2,197,096 0 0
ASPEN TECHNOLOGY INC COM 045327103 107,989 2,307,951 SH   SOLE   2,307,951 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 327 45,321 SH   SOLE   45,321 0 0
ASSOCIATED BANC CORP COM 045487105 109,053 5,566,760 SH   SOLE   5,566,760 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 4,201 118,478 SH   SOLE   118,478 0 0
ASSURANT INC COM 04621X108 95,070 1,030,566 SH   SOLE   1,030,566 0 0
ASSURED GUARANTY LTD COM G0585R106 37,160 1,339,111 SH   SOLE   1,339,111 0 0
ASTA FDG INC COM 046220109 108 10,318 SH   SOLE   10,318 0 0
ASTEC INDS INC COM 046224101 80,769 1,349,065 SH   SOLE   1,349,065 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 2,596 612,231 SH   SOLE   612,231 0 0
ASTORIA FINL CORP COM 046265104 95,006 6,507,253 SH   SOLE   6,507,253 0 0
ASTRONICS CORP COM 046433108 30,907 686,069 SH   SOLE   686,069 0 0
ASTRONOVA INC COM 04638F108 241 16,312 SH   SOLE   16,312 0 0
ASTROTECH CORP COM 046484101 63 38,037 SH   SOLE   38,037 0 0
ASURE SOFTWARE INC COM 04649U102 11 1,677 SH   SOLE   1,677 0 0
AT HOME GROUP INC COM 04650Y100 3,097 204,450 SH   SOLE   204,450 0 0
AT&T INC COM 00206R102 4,093,650 100,803,982 SH   SOLE   100,803,982 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 20,879 976,087 SH   SOLE   976,087 0 0
ATHENAHEALTH INC COM 04685W103 49,265 390,624 SH   SOLE   390,624 0 0
ATHERSYS INC COM 04744L106 4,428 2,079,057 SH   SOLE   2,079,057 0 0
ATKORE INTL GROUP INC COM 047649108 5,672 302,646 SH   SOLE   302,646 0 0
ATLANTIC AMERN CORP COM 048209100 2 749 SH   SOLE   749 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 7,172 478,739 SH   SOLE   478,739 0 0
ATLANTIC COAST FINL CORP COM 048426100 269 42,496 SH   SOLE   42,496 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 8,344 3,378,139 SH   SOLE   3,378,139 0 0
ATLANTICA YIELD PLC SHS G0751N103 28,069 1,476,558 SH   SOLE   1,476,558 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 3 1,070 SH   SOLE   1,070 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 74,942 1,750,165 SH   SOLE   1,750,165 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 4,808 304,912 SH   SOLE   304,912 0 0
ATLASSIAN CORP PLC CL A G06242104 6,836 228,101 SH   SOLE   228,101 0 0
ATMOS ENERGY CORP COM 049560105 293,722 3,944,167 SH   SOLE   3,944,167 0 0
ATN INTL INC COM 00215F107 71,457 1,098,660 SH   SOLE   1,098,660 0 0
ATOSSA GENETICS INC COM NEW 04962H209 1 639 SH   SOLE   639 0 0
ATRICURE INC COM 04963C209 13,885 877,692 SH   SOLE   877,692 0 0
ATRION CORP COM 049904105 19,244 45,110 SH   SOLE   45,110 0 0
ATWOOD OCEANICS INC COM 050095108 39,117 4,501,437 SH   SOLE   4,501,437 0 0
ATYR PHARMA INC COM 002120103 1,126 354,015 SH   SOLE   354,015 0 0
AUBURN NATL BANCORP COM 050473107 16 595 SH   SOLE   595 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 2,739 153,762 SH   SOLE   153,762 0 0
AUTOBYTEL INC COM NEW 05275N205 3,740 210,093 SH   SOLE   210,093 0 0
AUTODESK INC COM 052769106 270,375 3,738,075 SH   SOLE   3,738,075 0 0
AUTOLIV INC COM 052800109 12,851 120,329 SH   SOLE   120,329 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 751,126 8,516,168 SH   SOLE   8,516,168 0 0
AUTONATION INC COM 05329W102 51,626 1,059,865 SH   SOLE   1,059,865 0 0
AUTOZONE INC COM 053332102 520,961 678,034 SH   SOLE   678,034 0 0
AV HOMES INC COM 00234P102 5,748 345,438 SH   SOLE   345,438 0 0
AVALONBAY CMNTYS INC COM 053484101 994,345 5,591,236 SH   SOLE   5,591,236 0 0
AVANGRID INC COM 05351W103 21,881 523,724 SH   SOLE   523,724 0 0
AVEO PHARMACEUTICALS INC COM 053588109 11 12,492 SH   SOLE   12,492 0 0
AVERY DENNISON CORP COM 053611109 127,982 1,645,223 SH   SOLE   1,645,223 0 0
AVEXIS INC COM 05366U100 5,095 123,630 SH   SOLE   123,630 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 12 1,266 SH   SOLE   1,266 0 0
AVID TECHNOLOGY INC COM 05367P100 7,147 900,121 SH   SOLE   900,121 0 0
AVINGER INC COM 053734109 2,367 496,183 SH   SOLE   496,183 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 196 102,302 SH   SOLE   102,302 0 0
AVIS BUDGET GROUP COM 053774105 131,215 3,835,573 SH   SOLE   3,835,573 0 0
AVISTA CORP COM 05379B107 320,204 7,662,223 SH   SOLE   7,662,223 0 0
AVNET INC COM 053807103 190,547 4,640,706 SH   SOLE   4,640,706 0 0
AVON PRODS INC COM 054303102 131,898 23,303,509 SH   SOLE   23,303,509 0 0
AVX CORP NEW COM 002444107 18,001 1,305,380 SH   SOLE   1,305,380 0 0
AWARE INC MASS COM 05453N100 244 46,001 SH   SOLE   46,001 0 0
AXALTA COATING SYS LTD COM G0750C108 51,144 1,809,124 SH   SOLE   1,809,124 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 10,796 812,988 SH   SOLE   812,988 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 140,566 2,587,272 SH   SOLE   2,587,272 0 0
AXOGEN INC COM 05463X106 6,143 680,329 SH   SOLE   680,329 0 0
AXOVANT SCIENCES LTD COM G0750W104 8,646 617,570 SH   SOLE   617,570 0 0
AXSOME THERAPEUTICS INC COM 05464T104 2,373 301,198 SH   SOLE   301,198 0 0
AXT INC COM 00246W103 436 84,068 SH   SOLE   84,068 0 0
AZZ INC COM 002474104 114,879 1,760,065 SH   SOLE   1,760,065 0 0
B & G FOODS INC NEW COM 05508R106 223,319 4,540,844 SH   SOLE   4,540,844 0 0
B RILEY FINL INC COM 05580M108 3,425 256,348 SH   SOLE   256,348 0 0
B/E AEROSPACE INC COM 073302101 213,112 4,125,278 SH   SOLE   4,125,278 0 0
B2GOLD CORP COM 11777Q209 261 99,119 SH   SOLE   99,119 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 19,530 1,183,635 SH   SOLE   1,183,635 0 0
BADGER METER INC COM 056525108 65,507 1,954,855 SH   SOLE   1,954,855 0 0
BAIDU INC SPON ADR REP A 056752108 727,824 3,997,494 SH   SOLE   3,997,494 0 0
BAKER HUGHES INC COM 057224107 404,930 8,023,184 SH   SOLE   8,023,184 0 0
BALCHEM CORP COM 057665200 166,384 2,146,054 SH   SOLE   2,146,054 0 0
BALDWIN & LYONS INC CL A 057755100 4 175 SH   SOLE   175 0 0
BALDWIN & LYONS INC CL B 057755209 6,506 253,838 SH   SOLE   253,838 0 0
BALL CORP COM 058498106 239,368 2,920,906 SH   SOLE   2,920,906 0 0
BALLANTYNE STRONG INC COM 058516105 203 29,007 SH   SOLE   29,007 0 0
BANC OF CALIFORNIA INC COM 05990K106 59,273 3,394,793 SH   SOLE   3,394,793 0 0
BANCFIRST CORP COM 05945F103 14,532 200,418 SH   SOLE   200,418 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 63,976 7,053,586 SH   SOLE   7,053,586 0 0
BANCO DE CHILE SPONSORED ADR 059520106 214 3,176 SH   SOLE   3,176 0 0
BANCO MACRO SA SPON ADR B 05961W105 15,847 202,520 SH   SOLE   202,520 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 8,225 397,535 SH   SOLE   397,535 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 11,261 288,453 SH   SOLE   288,453 0 0
BANCORP INC DEL COM 05969A105 6,350 989,037 SH   SOLE   989,037 0 0
BANCORP NEW JERSEY INC NEW COM 059915108 12 1,077 SH   SOLE   1,077 0 0
BANCORPSOUTH INC COM 059692103 109,290 4,710,773 SH   SOLE   4,710,773 0 0
BANK AMER CORP COM 060505104 1,934,923 123,637,282 SH   SOLE   123,637,282 0 0
BANK COMM HLDGS COM 06424J103 339 47,084 SH   SOLE   47,084 0 0
BANK HAWAII CORP COM 062540109 289,731 3,989,681 SH   SOLE   3,989,681 0 0
BANK MUTUAL CORP NEW COM 063750103 22,902 2,982,049 SH   SOLE   2,982,049 0 0
BANK NEW YORK MELLON CORP COM 064058100 514,698 12,906,175 SH   SOLE   12,906,175 0 0
BANK OF MARIN BANCORP COM 063425102 8,390 168,701 SH   SOLE   168,701 0 0
BANK OF THE OZARKS INC COM 063904106 188,201 4,901,072 SH   SOLE   4,901,072 0 0
BANK OF THE ST JAMES FINL GP COM 470299108 9 775 SH   SOLE   775 0 0
BANK SOUTH CAROLINA CORP COM 065066102 16 873 SH   SOLE   873 0 0
BANKFINANCIAL CORP COM 06643P104 5,593 440,358 SH   SOLE   440,358 0 0
BANKRATE INC DEL COM 06647F102 10,417 1,228,379 SH   SOLE   1,228,379 0 0
BANKUNITED INC COM 06652K103 33,579 1,111,889 SH   SOLE   1,111,889 0 0
BANKWELL FINL GROUP INC COM 06654A103 3,889 164,172 SH   SOLE   164,172 0 0
BANNER CORP COM NEW 06652V208 83,419 1,907,165 SH   SOLE   1,907,165 0 0
BAOZUN INC SPONSORED ADR 06684L103 83 5,472 SH   SOLE   5,472 0 0
BAR HBR BANKSHARES COM 066849100 6,317 172,024 SH   SOLE   172,024 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 283,850 10,904,734 SH   SOLE   10,904,734 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 147,867 5,742,406 SH   SOLE   5,742,406 0 0
BARD C R INC COM 067383109 496,134 2,212,117 SH   SOLE   2,212,117 0 0
BARNES & NOBLE ED INC COM 06777U101 27,321 2,854,834 SH   SOLE   2,854,834 0 0
BARNES & NOBLE INC COM 067774109 46,560 4,120,314 SH   SOLE   4,120,314 0 0
BARNES GROUP INC COM 067806109 141,642 3,493,021 SH   SOLE   3,493,021 0 0
BARNWELL INDS INC COM 068221100 1 747 SH   SOLE   747 0 0
BARRACUDA NETWORKS INC COM 068323104 15,380 603,624 SH   SOLE   603,624 0 0
BARRETT BILL CORP COM 06846N104 22,946 4,126,918 SH   SOLE   4,126,918 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 9,665 194,811 SH   SOLE   194,811 0 0
BARRICK GOLD CORP COM 067901108 15,746 888,620 SH   SOLE   888,620 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 454 546,852 SH   SOLE   546,852 0 0
BASSETT FURNITURE INDS INC COM 070203104 6,689 287,680 SH   SOLE   287,680 0 0
BATS GLOBAL MKTS INC COM 05491G109 170 5,658 SH   SOLE   5,658 0 0
BAXTER INTL INC COM 071813109 442,083 9,287,455 SH   SOLE   9,287,455 0 0
BAY BANCORP INC COM 07203T106 12 2,090 SH   SOLE   2,090 0 0
BAYTEX ENERGY CORP COM 07317Q105 3 625 SH   SOLE   625 0 0
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BB&T CORP COM 054937107 486,199 12,889,697 SH   SOLE   12,889,697 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 4,692 235,896 SH   SOLE   235,896 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 1,807 87,592 SH   SOLE   87,592 0 0
BCB BANCORP INC COM 055298103 349 31,037 SH   SOLE   31,037 0 0
BEACON ROOFING SUPPLY INC COM 073685109 79,281 1,884,508 SH   SOLE   1,884,508 0 0
BEAR ST FINL INC COM 073844102 4,604 500,996 SH   SOLE   500,996 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 37 6,379 SH   SOLE   6,379 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 18,090 1,551,437 SH   SOLE   1,551,437 0 0
BEBE STORES INC COM 075571109 7 9,322 SH   SOLE   9,322 0 0
BECTON DICKINSON & CO COM 075887109 803,292 4,469,437 SH   SOLE   4,469,437 0 0
BED BATH & BEYOND INC COM 075896100 110,433 2,561,659 SH   SOLE   2,561,659 0 0
BEL FUSE INC CL A 077347201 5 246 SH   SOLE   246 0 0
BEL FUSE INC CL B 077347300 15,515 642,713 SH   SOLE   642,713 0 0
BELDEN INC COM 077454106 154,030 2,232,641 SH   SOLE   2,232,641 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 18,810 945,216 SH   SOLE   945,216 0 0
BELMOND LTD CL A G1154H107 74,869 5,890,561 SH   SOLE   5,890,561 0 0
BEMIS INC COM 081437105 176,038 3,451,051 SH   SOLE   3,451,051 0 0
BENCHMARK ELECTRS INC COM 08160H101 86,742 3,476,618 SH   SOLE   3,476,618 0 0
BENEFICIAL BANCORP INC COM 08171T102 26,485 1,800,498 SH   SOLE   1,800,498 0 0
BENEFITFOCUS INC COM 08180D106 12,996 325,556 SH   SOLE   325,556 0 0
BERKLEY W R CORP COM 084423102 271,511 4,700,677 SH   SOLE   4,700,677 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,479,734 24,086,208 SH   SOLE   24,086,208 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 21,786 786,216 SH   SOLE   786,216 0 0
BERRY PLASTICS GROUP INC COM 08579W103 55,516 1,266,043 SH   SOLE   1,266,043 0 0
BEST BUY INC COM 086516101 179,468 4,700,572 SH   SOLE   4,700,572 0 0
BG STAFFING INC COM 05544A109 283 18,263 SH   SOLE   18,263 0 0
BGC PARTNERS INC CL A 05541T101 51,906 5,932,152 SH   SOLE   5,932,152 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 11,681 337,104 SH   SOLE   337,104 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 6,741 221,874 SH   SOLE   221,874 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 17,729 1,301,682 SH   SOLE   1,301,682 0 0
BIG LOTS INC COM 089302103 110,521 2,314,576 SH   SOLE   2,314,576 0 0
BIGLARI HLDGS INC COM 08986R101 33,052 75,803 SH   SOLE   75,803 0 0
BIO PATH HOLDINGS INC COM 09057N102 3,437 2,455,293 SH   SOLE   2,455,293 0 0
BIO RAD LABS INC CL A 090572207 135,904 829,644 SH   SOLE   829,644 0 0
BIO TECHNE CORP COM 09073M104 208,301 1,902,288 SH   SOLE   1,902,288 0 0
BIOAMBER INC COM 09072Q106 16 3,815 SH   SOLE   3,815 0 0
BIOANALYTICAL SYS INC COM 09058M103 1 1,219 SH   SOLE   1,219 0 0
BIOBLAST PHARMA LTD SHS M20156101 29 16,618 SH   SOLE   16,618 0 0
BIOCEPT INC COM NEW 09072V204 2 1,498 SH   SOLE   1,498 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 13,352 3,027,595 SH   SOLE   3,027,595 0 0
BIODEL INC COM NEW 09064M204 55 126,790 SH   SOLE   126,790 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 372 137,896 SH   SOLE   137,896 0 0
BIOGEN INC COM 09062X103 1,555,552 4,969,337 SH   SOLE   4,969,337 0 0
BIOLASE INC COM 090911108 176 100,652 SH   SOLE   100,652 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 4 1,986 SH   SOLE   1,986 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 374,657 4,049,472 SH   SOLE   4,049,472 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 94 75,000 PRN   SOLE   75,000 0 0
BIOPHARMX CORP COM 09072X101 1 2,103 SH   SOLE   2,103 0 0
BIOSCRIP INC COM 09069N108 8,796 3,043,453 SH   SOLE   3,043,453 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 6,882 150,695 SH   SOLE   150,695 0 0
BIOSTAGE INC COM 09074M103 3 3,150 SH   SOLE   3,150 0 0
BIOTELEMETRY INC COM 090672106 35,946 1,935,681 SH   SOLE   1,935,681 0 0
BIOTIME INC COM 09066L105 7,607 1,950,546 SH   SOLE   1,950,546 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 3,284 112,919 SH   SOLE   112,919 0 0
BJS RESTAURANTS INC COM 09180C106 52,047 1,464,043 SH   SOLE   1,464,043 0 0
BLACK BOX CORP DEL COM 091826107 15,328 1,102,714 SH   SOLE   1,102,714 0 0
BLACK DIAMOND INC COM 09202G101 299 58,184 SH   SOLE   58,184 0 0
BLACK HILLS CORP COM 092113109 324,088 5,293,831 SH   SOLE   5,293,831 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 8,911 217,868 SH   SOLE   217,868 0 0
BLACKBAUD INC COM 09227Q100 221,451 3,338,115 SH   SOLE   3,338,115 0 0
BLACKBERRY LTD COM 09228F103 771 96,673 SH   SOLE   96,673 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 42,958 1,423,859 SH   SOLE   1,423,859 0 0
BLACKROCK INC COM 09247X101 596,651 1,646,115 SH   SOLE   1,646,115 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 73,362 2,491,060 SH   SOLE   2,491,060 0 0
BLOCK H & R INC COM 093671105 84,657 3,656,904 SH   SOLE   3,656,904 0 0
BLOOMIN BRANDS INC COM 094235108 51,027 2,959,795 SH   SOLE   2,959,795 0 0
BLUCORA INC COM 095229100 31,542 2,816,280 SH   SOLE   2,816,280 0 0
BLUE BIRD CORP COM 095306106 2,217 151,759 SH   SOLE   151,759 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 13,722 577,531 SH   SOLE   577,531 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 3,105 169,493 SH   SOLE   169,493 0 0
BLUE HILLS BANCORP INC COM 095573101 10,430 694,393 SH   SOLE   694,393 0 0
BLUE NILE INC COM 09578R103 27,292 792,905 SH   SOLE   792,905 0 0
BLUEBIRD BIO INC COM 09609G100 100,002 1,475,395 SH   SOLE   1,475,395 0 0
BLUELINX HLDGS INC COM NEW 09624H208 6 723 SH   SOLE   723 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 27,080 911,788 SH   SOLE   911,788 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 7,333 564,041 SH   SOLE   564,041 0 0
BMC STK HLDGS INC COM 05591B109 24,671 1,391,504 SH   SOLE   1,391,504 0 0
BNC BANCORP COM 05566T101 25,211 1,036,635 SH   SOLE   1,036,635 0 0
BOB EVANS FARMS INC COM 096761101 53,077 1,385,820 SH   SOLE   1,385,820 0 0
BOEING CO COM 097023105 1,073,683 8,150,012 SH   SOLE   8,150,012 0 0
BOFI HLDG INC COM 05566U108 89,396 3,990,896 SH   SOLE   3,990,896 0 0
BOINGO WIRELESS INC COM 09739C102 13,546 1,317,698 SH   SOLE   1,317,698 0 0
BOISE CASCADE CO DEL COM 09739D100 69,470 2,735,028 SH   SOLE   2,735,028 0 0
BOJANGLES INC COM 097488100 3,995 250,286 SH   SOLE   250,286 0 0
BOK FINL CORP COM NEW 05561Q201 18,713 271,328 SH   SOLE   271,328 0 0
BON-TON STORES INC COM 09776J101 58 33,727 SH   SOLE   33,727 0 0
BONANZA CREEK ENERGY INC COM 097793103 758 743,449 SH   SOLE   743,449 0 0
BOOT BARN HLDGS INC COM 099406100 4,230 371,748 SH   SOLE   371,748 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 36,678 1,160,338 SH   SOLE   1,160,338 0 0
BORGWARNER INC COM 099724106 120,700 3,430,939 SH   SOLE   3,430,939 0 0
BOSTON BEER INC CL A 100557107 73,277 471,964 SH   SOLE   471,964 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 75,503 5,884,891 SH   SOLE   5,884,891 0 0
BOSTON PROPERTIES INC COM 101121101 654,607 4,803,044 SH   SOLE   4,803,044 0 0
BOSTON SCIENTIFIC CORP COM 101137107 479,767 20,158,266 SH   SOLE   20,158,266 0 0
BOTTOMLINE TECH DEL INC COM 101388106 61,786 2,650,605 SH   SOLE   2,650,605 0 0
BOVIE MEDICAL CORP COM 10211F100 382 73,413 SH   SOLE   73,413 0 0
BOWL AMER INC CL A 102565108 10 686 SH   SOLE   686 0 0
BOX INC CL A 10316T104 19,510 1,237,930 SH   SOLE   1,237,930 0 0
BOYD GAMING CORP COM 103304101 111,480 5,636,019 SH   SOLE   5,636,019 0 0
BP PLC SPONSORED ADR 055622104 307 8,728 SH   SOLE   8,728 0 0
BRADY CORP CL A 104674106 112,735 3,257,292 SH   SOLE   3,257,292 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 101 41,829 SH   SOLE   41,829 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 43,533 2,786,987 SH   SOLE   2,786,987 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 173 36,189 SH   SOLE   36,189 0 0
BRF SA SPONSORED ADR 10552T107 27,662 1,621,427 SH   SOLE   1,621,427 0 0
BRIDGE BANCORP INC COM 108035106 13,384 468,151 SH   SOLE   468,151 0 0
BRIDGEPOINT ED INC COM 10807M105 3,427 498,809 SH   SOLE   498,809 0 0
BRIDGFORD FOODS CORP COM 108763103 8 641 SH   SOLE   641 0 0
BRIGGS & STRATTON CORP COM 109043109 56,322 3,019,953 SH   SOLE   3,019,953 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 75,593 1,130,104 SH   SOLE   1,130,104 0 0
BRIGHTCOVE INC COM 10921T101 10,777 825,833 SH   SOLE   825,833 0 0
BRINKER INTL INC COM 109641100 102,344 2,029,429 SH   SOLE   2,029,429 0 0
BRINKS CO COM 109696104 117,101 3,158,071 SH   SOLE   3,158,071 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,313,544 24,360,986 SH   SOLE   24,360,986 0 0
BRISTOW GROUP INC COM 110394103 35,332 2,520,134 SH   SOLE   2,520,134 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 96,342 3,466,794 SH   SOLE   3,466,794 0 0
BROADCOM LTD SHS Y09827109 890,087 5,159,329 SH   SOLE   5,159,329 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 387,107 5,710,381 SH   SOLE   5,710,381 0 0
BROADSOFT INC COM 11133B409 34,674 744,887 SH   SOLE   744,887 0 0
BROADVISION INC COM PAR $.001 111412706 5 885 SH   SOLE   885 0 0
BROADWAY FINL CORP DEL COM 111444105 2 1,109 SH   SOLE   1,109 0 0
BROADWIND ENERGY INC COM NEW 11161T207 182 41,418 SH   SOLE   41,418 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 139,441 15,107,402 SH   SOLE   15,107,402 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 74 75,000 PRN   SOLE   75,000 0 0
BROOKDALE SR LIVING INC COM 112463104 42,150 2,415,450 SH   SOLE   2,415,450 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 50 50,000 PRN   SOLE   50,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 59,635 4,892,137 SH   SOLE   4,892,137 0 0
BROOKS AUTOMATION INC COM 114340102 65,677 4,825,649 SH   SOLE   4,825,649 0 0
BROWN & BROWN INC COM 115236101 160,583 4,258,375 SH   SOLE   4,258,375 0 0
BROWN FORMAN CORP CL A 115637100 25,657 515,725 SH   SOLE   515,725 0 0
BROWN FORMAN CORP CL B 115637209 163,865 3,454,162 SH   SOLE   3,454,162 0 0
BRT RLTY TR SH BEN INT NEW 055645303 234 29,306 SH   SOLE   29,306 0 0
BRUKER CORP COM 116794108 33,190 1,465,340 SH   SOLE   1,465,340 0 0
BRUNSWICK CORP COM 117043109 160,780 3,296,028 SH   SOLE   3,296,028 0 0
BRYN MAWR BK CORP COM 117665109 14,941 467,042 SH   SOLE   467,042 0 0
BSB BANCORP INC MD COM 05573H108 5,444 232,334 SH   SOLE   232,334 0 0
BSQUARE CORP COM NEW 11776U300 147 29,978 SH   SOLE   29,978 0 0
BUCKLE INC COM 118440106 49,467 2,058,550 SH   SOLE   2,058,550 0 0
BUFFALO WILD WINGS INC COM 119848109 139,845 993,639 SH   SOLE   993,639 0 0
BUILD A BEAR WORKSHOP COM 120076104 3,984 384,585 SH   SOLE   384,585 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 34,222 2,973,206 SH   SOLE   2,973,206 0 0
BUNGE LIMITED COM G16962105 93,969 1,586,502 SH   SOLE   1,586,502 0 0
BURLINGTON STORES INC COM 122017106 54,618 674,136 SH   SOLE   674,136 0 0
BWX TECHNOLOGIES INC COM 05605H100 54,542 1,421,485 SH   SOLE   1,421,485 0 0
C & F FINL CORP COM 12466Q104 3,894 90,380 SH   SOLE   90,380 0 0
C D I CORP COM 125071100 3,767 664,443 SH   SOLE   664,443 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 272,013 3,860,533 SH   SOLE   3,860,533 0 0
CA INC COM 12673P105 204,523 6,182,678 SH   SOLE   6,182,678 0 0
CABELAS INC COM 126804301 100,684 1,832,945 SH   SOLE   1,832,945 0 0
CABLE ONE INC COM 12685J105 100,497 172,084 SH   SOLE   172,084 0 0
CABOT CORP COM 127055101 120,964 2,308,040 SH   SOLE   2,308,040 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 88,807 1,678,455 SH   SOLE   1,678,455 0 0
CABOT OIL & GAS CORP COM 127097103 219,367 8,502,595 SH   SOLE   8,502,595 0 0
CACI INTL INC CL A 127190304 177,779 1,761,929 SH   SOLE   1,761,929 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 328,408 12,863,617 SH   SOLE   12,863,617 0 0
CADIZ INC COM NEW 127537207 327 44,119 SH   SOLE   44,119 0 0
CAESARS ACQUISITION CO CL A 12768T103 15,040 1,210,927 SH   SOLE   1,210,927 0 0
CAESARS ENTMT CORP COM 127686103 10,695 1,435,545 SH   SOLE   1,435,545 0 0
CAESARSTONE LTD ORD SHS M20598104 26,889 713,056 SH   SOLE   713,056 0 0
CAFEPRESS INC COM 12769A103 72 22,594 SH   SOLE   22,594 0 0
CAI INTERNATIONAL INC COM 12477X106 3,630 438,914 SH   SOLE   438,914 0 0
CAL MAINE FOODS INC COM NEW 128030202 80,232 2,081,793 SH   SOLE   2,081,793 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 5 986 SH   SOLE   986 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 7,890 1,156,953 SH   SOLE   1,156,953 0 0
CALAMP CORP COM 128126109 35,681 2,557,771 SH   SOLE   2,557,771 0 0
CALATLANTIC GROUP INC COM 128195104 134,715 4,028,569 SH   SOLE   4,028,569 0 0
CALAVO GROWERS INC COM 128246105 68,401 1,045,403 SH   SOLE   1,045,403 0 0
CALERES INC COM 129500104 77,584 3,067,758 SH   SOLE   3,067,758 0 0
CALGON CARBON CORP COM 129603106 53,625 3,534,953 SH   SOLE   3,534,953 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 845 60,565 SH   SOLE   60,565 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 10,662 852,956 SH   SOLE   852,956 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 108,612 3,384,620 SH   SOLE   3,384,620 0 0
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CALIX INC COM 13100M509 8,502 1,156,746 SH   SOLE   1,156,746 0 0
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CALLIDUS SOFTWARE INC COM 13123E500 28,184 1,535,935 SH   SOLE   1,535,935 0 0
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CALPINE CORP COM NEW 131347304 50,237 3,974,440 SH   SOLE   3,974,440 0 0
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CAMBREX CORP COM 132011107 97,031 2,182,426 SH   SOLE   2,182,426 0 0
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CAMECO CORP COM 13321L108 2,247 262,490 SH   SOLE   262,490 0 0
CAMPBELL SOUP CO COM 134429109 270,958 4,953,521 SH   SOLE   4,953,521 0 0
CANADIAN NAT RES LTD COM 136385101 23,255 725,797 SH   SOLE   725,797 0 0
CANADIAN SOLAR INC COM 136635109 1,356 98,701 SH   SOLE   98,701 0 0
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CAPELLA EDUCATION COMPANY COM 139594105 46,613 803,117 SH   SOLE   803,117 0 0
CAPITAL BK FINL CORP CL A COM 139794101 16,325 508,422 SH   SOLE   508,422 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,602 311,575 SH   SOLE   311,575 0 0
CAPITAL ONE FINL CORP COM 14040H105 443,365 6,172,422 SH   SOLE   6,172,422 0 0
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CAPITOL FED FINL INC COM 14057J101 49,046 3,485,838 SH   SOLE   3,485,838 0 0
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CAPSTONE TURBINE CORP COM NEW 14067D409 100 73,299 SH   SOLE   73,299 0 0
CARA THERAPEUTICS INC COM 140755109 7,966 954,036 SH   SOLE   954,036 0 0
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CARDINAL FINL CORP COM 14149F109 59,447 2,278,522 SH   SOLE   2,278,522 0 0
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CARMAX INC COM 143130102 166,411 3,119,225 SH   SOLE   3,119,225 0 0
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CARNIVAL CORP UNIT 99/99/9999 143658300 270,417 5,539,057 SH   SOLE   5,539,057 0 0
CAROLINA BK HLDGS INC GREENS COM 143785103 20 1,038 SH   SOLE   1,038 0 0
CAROLINA FINL CORP NEW COM 143873107 6,652 297,784 SH   SOLE   297,784 0 0
CAROLINA TR BANCSHARES INC COM 14422P105 7 1,122 SH   SOLE   1,122 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 102,538 2,485,174 SH   SOLE   2,485,174 0 0
CARRIAGE SVCS INC COM 143905107 9,826 415,493 SH   SOLE   415,493 0 0
CARRIZO OIL & GAS INC COM 144577103 160,846 3,959,774 SH   SOLE   3,959,774 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 12,694 960,953 SH   SOLE   960,953 0 0
CARTER INC COM 146229109 160,898 1,855,589 SH   SOLE   1,855,589 0 0
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CAS MED SYS INC COM PAR $0.004 124769209 168 97,320 SH   SOLE   97,320 0 0
CASCADE BANCORP COM NEW 147154207 5,436 896,988 SH   SOLE   896,988 0 0
CASCADIAN THERAPEUTICS INC COM 14740B101 3,362 2,049,811 SH   SOLE   2,049,811 0 0
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CASEYS GEN STORES INC COM 147528103 172,114 1,432,489 SH   SOLE   1,432,489 0 0
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CASS INFORMATION SYS INC COM 14808P109 17,272 304,894 SH   SOLE   304,894 0 0
CASTLE A M & CO COM 148411101 26 32,778 SH   SOLE   32,778 0 0
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CASTLIGHT HEALTH INC CL B 14862Q100 4,751 1,141,984 SH   SOLE   1,141,984 0 0
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CATALENT INC COM 148806102 170,024 6,579,877 SH   SOLE   6,579,877 0 0
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CATCHMARK TIMBER TR INC CL A 14912Y202 15,720 1,344,761 SH   SOLE   1,344,761 0 0
CATERPILLAR INC DEL COM 149123101 936,016 10,544,280 SH   SOLE   10,544,280 0 0
CATHAY GEN BANCORP COM 149150104 124,518 4,045,426 SH   SOLE   4,045,426 0 0
CATO CORP NEW CL A 149205106 59,753 1,816,760 SH   SOLE   1,816,760 0 0
CAVCO INDS INC DEL COM 149568107 73,671 743,779 SH   SOLE   743,779 0 0
CAVIUM INC COM 14964U108 108,657 1,866,958 SH   SOLE   1,866,958 0 0
CB FINL SVCS INC COM 12479G101 19 829 SH   SOLE   829 0 0
CBIZ INC COM 124805102 15,455 1,381,151 SH   SOLE   1,381,151 0 0
CBL & ASSOC PPTYS INC COM 124830100 66,243 5,456,613 SH   SOLE   5,456,613 0 0
CBOE HLDGS INC COM 12503M108 201,343 3,104,751 SH   SOLE   3,104,751 0 0
CBRE GROUP INC CL A 12504L109 184,741 6,602,612 SH   SOLE   6,602,612 0 0
CBS CORP NEW CL A 124857103 252 4,548 SH   SOLE   4,548 0 0
CBS CORP NEW CL B 124857202 257,415 4,702,505 SH   SOLE   4,702,505 0 0
CCA INDS INC COM 124867102 5 1,656 SH   SOLE   1,656 0 0
CDK GLOBAL INC COM 12508E101 344,051 5,998,095 SH   SOLE   5,998,095 0 0
CDW CORP COM 12514G108 79,351 1,735,215 SH   SOLE   1,735,215 0 0
CEB INC COM 125134106 94,222 1,729,798 SH   SOLE   1,729,798 0 0
CECO ENVIRONMENTAL CORP COM 125141101 9,258 820,751 SH   SOLE   820,751 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 41,469 5,759,529 SH   SOLE   5,759,529 0 0
CEL SCI CORP COM PAR $0.01 150837508 7 24,166 SH   SOLE   24,166 0 0
CELADON GROUP INC COM 150838100 17,578 2,011,203 SH   SOLE   2,011,203 0 0
CELANESE CORP DEL COM SER A 150870103 107,462 1,614,517 SH   SOLE   1,614,517 0 0
CELESTICA INC SUB VTG SHS 15101Q108 281 25,914 SH   SOLE   25,914 0 0
CELGENE CORP COM 151020104 1,628,072 15,575,165 SH   SOLE   15,575,165 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 16,302 4,035,089 SH   SOLE   4,035,089 0 0
CELLECTAR BIOSCIENCES INC COM 15117F302 2 597 SH   SOLE   597 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 4,883 336,772 SH   SOLE   336,772 0 0
CELSION CORPORATION COM PAR $0.01 15117N404 58 47,395 SH   SOLE   47,395 0 0
CEMPRA INC COM 15130J109 44,194 1,826,182 SH   SOLE   1,826,182 0 0
CEMTREX INC COM PAR $.001 15130G303 8 1,952 SH   SOLE   1,952 0 0
CENCOSUD S A SPONSORED ADS 15132H101 811 90,025 SH   SOLE   90,025 0 0
CENOVUS ENERGY INC COM 15135U109 7,886 548,802 SH   SOLE   548,802 0 0
CENTENE CORP DEL COM 15135B101 211,195 3,154,045 SH   SOLE   3,154,045 0 0
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CENTERSTATE BANKS INC COM 15201P109 22,934 1,293,535 SH   SOLE   1,293,535 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 4,887 2,115,474 SH   SOLE   2,115,474 0 0
CENTRAL FED CORP COM NEW 15346Q202 6 3,916 SH   SOLE   3,916 0 0
CENTRAL GARDEN & PET CO COM 153527106 18,869 725,734 SH   SOLE   725,734 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 58,704 2,367,104 SH   SOLE   2,367,104 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 54,186 2,151,074 SH   SOLE   2,151,074 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 3,924 247,425 SH   SOLE   247,425 0 0
CENTRUS ENERGY CORP CL A 15643U104 5 1,288 SH   SOLE   1,288 0 0
CENTURY ALUM CO COM 156431108 24,980 3,594,177 SH   SOLE   3,594,177 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 3,947 87,085 SH   SOLE   87,085 0 0
CENTURY CASINOS INC COM 156492100 4,068 588,641 SH   SOLE   588,641 0 0
CENTURY CMNTYS INC COM 156504300 9,180 426,799 SH   SOLE   426,799 0 0
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CENVEO INC COM NEW 15670S402 126 17,830 SH   SOLE   17,830 0 0
CEPHEID COM 15670R107 101,016 1,917,168 SH   SOLE   1,917,168 0 0
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CERECOR INC COM 15671L109 6 1,393 SH   SOLE   1,393 0 0
CERNER CORP COM 156782104 320,285 5,186,805 SH   SOLE   5,186,805 0 0
CERULEAN PHARMA INC COM 15708Q105 45 42,773 SH   SOLE   42,773 0 0
CERUS CORP COM 157085101 25,891 4,169,260 SH   SOLE   4,169,260 0 0
CESCA THERAPEUTICS INC COM NEW 157131202 1 272 SH   SOLE   272 0 0
CEVA INC COM 157210105 50,695 1,445,527 SH   SOLE   1,445,527 0 0
CF INDS HLDGS INC COM 125269100 96,334 3,956,240 SH   SOLE   3,956,240 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 41 1,503 SH   SOLE   1,503 0 0
CHANNELADVISOR CORP COM 159179100 8,325 643,834 SH   SOLE   643,834 0 0
CHANTICLEER HLDGS INC COM PAR $.0001 N 15930P404 4 6,436 SH   SOLE   6,436 0 0
CHARLES & COLVARD LTD COM 159765106 6 5,563 SH   SOLE   5,563 0 0
CHARLES RIV LABS INTL INC COM 159864107 152,663 1,831,811 SH   SOLE   1,831,811 0 0
CHART INDS INC COM PAR $0.01 16115Q308 73,603 2,241,953 SH   SOLE   2,241,953 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 774,497 2,868,828 SH   SOLE   2,868,828 0 0
CHARTER FINL CORP MD COM 16122W108 5,096 395,636 SH   SOLE   395,636 0 0
CHASE CORP COM 16150R104 13,514 195,509 SH   SOLE   195,509 0 0
CHATHAM LODGING TR COM 16208T102 18,685 970,646 SH   SOLE   970,646 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 72,207 930,387 SH   SOLE   930,387 0 0
CHEESECAKE FACTORY INC COM 163072101 119,096 2,379,057 SH   SOLE   2,379,057 0 0
CHEETAH MOBILE INC ADR 163075104 1,674 134,316 SH   SOLE   134,316 0 0
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CHEGG INC COM 163092109 15,847 2,235,166 SH   SOLE   2,235,166 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 232 31,373 SH   SOLE   31,373 0 0
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CHEMOCENTRYX INC COM 16383L106 7,657 1,267,682 SH   SOLE   1,267,682 0 0
CHEMOURS CO COM 163851108 209,867 13,116,695 SH   SOLE   13,116,695 0 0
CHEMTURA CORP COM NEW 163893209 56,231 1,713,828 SH   SOLE   1,713,828 0 0
CHEMUNG FINL CORP COM 164024101 2,614 90,173 SH   SOLE   90,173 0 0
CHENIERE ENERGY INC COM NEW 16411R208 120,451 2,762,649 SH   SOLE   2,762,649 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 63 100,000 PRN   SOLE   100,000 0 0
CHEROKEE INC DEL NEW COM 16444H102 236 22,935 SH   SOLE   22,935 0 0
CHERRY HILL MTG INVT CORP COM 164651101 3,072 179,542 SH   SOLE   179,542 0 0
CHESAPEAKE ENERGY CORP COM 165167107 71,891 11,465,865 SH   SOLE   11,465,865 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 98,136 4,285,400 SH   SOLE   4,285,400 0 0
CHESAPEAKE UTILS CORP COM 165303108 23,081 377,999 SH   SOLE   377,999 0 0
CHEVRON CORP NEW COM 166764100 3,464,710 33,664,110 SH   SOLE   33,664,110 0 0
CHIASMA INC COM 16706W102 1,119 380,645 SH   SOLE   380,645 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 28,485 1,016,240 SH   SOLE   1,016,240 0 0
CHICAGO RIVET & MACH CO COM 168088102 4 125 SH   SOLE   125 0 0
CHICOPEE BANCORP INC COM 168565109 351 18,949 SH   SOLE   18,949 0 0
CHICOS FAS INC COM 168615102 81,993 6,890,210 SH   SOLE   6,890,210 0 0
CHILDRENS PL INC COM 168905107 103,984 1,301,915 SH   SOLE   1,301,915 0 0
CHIMERA INVT CORP COM NEW 16934Q208 99,171 6,217,643 SH   SOLE   6,217,643 0 0
CHIMERIX INC COM 16934W106 10,187 1,838,800 SH   SOLE   1,838,800 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 44,488 357,390 SH   SOLE   357,390 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 55 750 SH   SOLE   750 0 0
CHINA YUCHAI INTL LTD COM G21082105 23 2,124 SH   SOLE   2,124 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 231,994 547,802 SH   SOLE   547,802 0 0
CHOICE HOTELS INTL INC COM 169905106 15,015 333,074 SH   SOLE   333,074 0 0
CHRISTOPHER & BANKS CORP COM 171046105 119 82,218 SH   SOLE   82,218 0 0
CHROMADEX CORP COM NEW 171077407 2,315 776,774 SH   SOLE   776,774 0 0
CHUBB LIMITED COM H1467J104 857,591 6,825,237 SH   SOLE   6,825,237 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 3,916 111,787 SH   SOLE   111,787 0 0
CHURCH & DWIGHT INC COM 171340102 331,253 6,912,635 SH   SOLE   6,912,635 0 0
CHURCHILL DOWNS INC COM 171484108 100,691 688,015 SH   SOLE   688,015 0 0
CHUYS HLDGS INC COM 171604101 32,819 1,174,635 SH   SOLE   1,174,635 0 0
CIBER INC COM 17163B102 4,026 3,500,570 SH   SOLE   3,500,570 0 0
CIDARA THERAPEUTICS INC COM 171757107 3,451 301,434 SH   SOLE   301,434 0 0
CIENA CORP COM NEW 171779309 168,866 7,746,132 SH   SOLE   7,746,132 0 0
CIGNA CORPORATION COM 125509109 511,719 3,926,631 SH   SOLE   3,926,631 0 0
CIM COML TR CORP COM 125525105 65 4,244 SH   SOLE   4,244 0 0
CIMAREX ENERGY CO COM 171798101 236,168 1,757,592 SH   SOLE   1,757,592 0 0
CIMPRESS N V SHS EURO N20146101 64,240 634,907 SH   SOLE   634,907 0 0
CINCINNATI BELL INC NEW COM 171871106 83,647 20,501,622 SH   SOLE   20,501,622 0 0
CINCINNATI FINL CORP COM 172062101 388,279 5,148,219 SH   SOLE   5,148,219 0 0
CINEDIGM CORP COM NEW 172406209 4 2,015 SH   SOLE   2,015 0 0
CINEMARK HOLDINGS INC COM 17243V102 255,406 6,672,060 SH   SOLE   6,672,060 0 0
CINTAS CORP COM 172908105 262,628 2,332,399 SH   SOLE   2,332,399 0 0
CIRCOR INTL INC COM 17273K109 68,547 1,150,898 SH   SOLE   1,150,898 0 0
CIRRUS LOGIC INC COM 172755100 185,328 3,486,885 SH   SOLE   3,486,885 0 0
CISCO SYS INC COM 17275R102 2,425,618 76,469,687 SH   SOLE   76,469,687 0 0
CIT GROUP INC COM NEW 125581801 76,864 2,117,455 SH   SOLE   2,117,455 0 0
CITI TRENDS INC COM 17306X102 8,052 404,002 SH   SOLE   404,002 0 0
CITIGROUP INC COM NEW 172967424 1,700,069 35,995,531 SH   SOLE   35,995,531 0 0
CITIZENS & NORTHN CORP COM 172922106 7,283 331,520 SH   SOLE   331,520 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 9 799 SH   SOLE   799 0 0
CITIZENS FINL GROUP INC COM 174610105 224,539 9,086,962 SH   SOLE   9,086,962 0 0
CITIZENS FIRST CORP COM 17462Q107 5 289 SH   SOLE   289 0 0
CITIZENS HLDG CO MISS COM 174715102 91 3,925 SH   SOLE   3,925 0 0
CITIZENS INC CL A 174740100 12,119 1,294,742 SH   SOLE   1,294,742 0 0
CITRIX SYS INC COM 177376100 246,467 2,892,122 SH   SOLE   2,892,122 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 254 225,000 PRN   SOLE   225,000 0 0
CITY HLDG CO COM 177835105 50,736 1,008,871 SH   SOLE   1,008,871 0 0
CITY OFFICE REIT INC COM 178587101 7,585 595,811 SH   SOLE   595,811 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 18 1,279 SH   SOLE   1,279 0 0
CIVITAS SOLUTIONS INC COM 17887R102 7,686 420,909 SH   SOLE   420,909 0 0
CKX LANDS INC COM 12562N104 2 229 SH   SOLE   229 0 0
CLARCOR INC COM 179895107 163,139 2,509,838 SH   SOLE   2,509,838 0 0
CLEAN DIESEL TECHNOLOGIES IN COM PAR NEW 18449C500 4 1,037 SH   SOLE   1,037 0 0
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CLIFFS NAT RES INC COM 18683K101 33,480 5,723,151 SH   SOLE   5,723,151 0 0
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CLOROX CO DEL COM 189054109 422,043 3,371,486 SH   SOLE   3,371,486 0 0
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CME GROUP INC COM 12572Q105 989,261 9,464,800 SH   SOLE   9,464,800 0 0
CMS ENERGY CORP COM 125896100 335,378 7,983,289 SH   SOLE   7,983,289 0 0
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CNB FINL CORP PA COM 126128107 8,216 388,297 SH   SOLE   388,297 0 0
CNH INDL N V SHS N20944109 880 121,852 SH   SOLE   121,852 0 0
CNO FINL GROUP INC COM 12621E103 143,018 9,365,922 SH   SOLE   9,365,922 0 0
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COACH INC COM 189754104 183,033 5,006,372 SH   SOLE   5,006,372 0 0
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COBIZ FINANCIAL INC COM 190897108 13,771 1,034,627 SH   SOLE   1,034,627 0 0
COCA COLA BOTTLING CO CONS COM 191098102 17,855 120,509 SH   SOLE   120,509 0 0
COCA COLA CO COM 191216100 2,549,953 60,254,078 SH   SOLE   60,254,078 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 2,191 54,916 SH   SOLE   54,916 0 0
CODEXIS INC COM 192005106 4,062 914,830 SH   SOLE   914,830 0 0
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COEUR MNG INC COM NEW 192108504 52,296 4,420,656 SH   SOLE   4,420,656 0 0
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COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 107,131 2,910,378 SH   SOLE   2,910,378 0 0
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COHEN & STEERS INC COM 19247A100 22,783 532,926 SH   SOLE   532,926 0 0
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COHU INC COM 192576106 21,759 1,853,375 SH   SOLE   1,853,375 0 0
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COLLECTORS UNIVERSE INC COM NEW 19421R200 3,807 205,430 SH   SOLE   205,430 0 0
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COLONY STARWOOD HOMES COM 19625X102 50,877 1,772,708 SH   SOLE   1,772,708 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 327 8,565 SH   SOLE   8,565 0 0
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COLUMBIA PPTY TR INC COM NEW 198287203 43,439 1,940,104 SH   SOLE   1,940,104 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 39,042 688,085 SH   SOLE   688,085 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 9,655 541,217 SH   SOLE   541,217 0 0
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COMCAST CORP NEW CL A 20030N101 1,960,224 29,548,148 SH   SOLE   29,548,148 0 0
COMERICA INC COM 200340107 143,104 3,024,167 SH   SOLE   3,024,167 0 0
COMFORT SYS USA INC COM 199908104 73,908 2,521,604 SH   SOLE   2,521,604 0 0
COMMAND SEC CORP COM 20050L100 4 1,632 SH   SOLE   1,632 0 0
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COMMUNITY HEALTH SYS INC NEW COM 203668108 73,862 6,400,503 SH   SOLE   6,400,503 0 0
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COMMUNITY TR BANCORP INC COM 204149108 15,795 425,632 SH   SOLE   425,632 0 0
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COMMUNITYONE BANCORP COM 20416Q108 4,867 351,648 SH   SOLE   351,648 0 0
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COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 10,071 3,888,374 SH   SOLE   3,888,374 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2,481 239,232 SH   SOLE   239,232 0 0
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COMPASS MINERALS INTL INC COM 20451N101 102,432 1,389,845 SH   SOLE   1,389,845 0 0
COMPUGEN LTD ORD M25722105 4,231 671,557 SH   SOLE   671,557 0 0
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COMPUTER SCIENCES CORP COM 205363104 272,219 5,213,918 SH   SOLE   5,213,918 0 0
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COMPX INTERNATIONAL INC CL A 20563P101 481 41,558 SH   SOLE   41,558 0 0
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CONNS INC COM 208242107 5,957 577,188 SH   SOLE   577,188 0 0
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CONSOL ENERGY INC COM 20854P109 136,419 7,105,159 SH   SOLE   7,105,159 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 114,116 4,521,255 SH   SOLE   4,521,255 0 0
CONSOLIDATED EDISON INC COM 209115104 656,488 8,718,296 SH   SOLE   8,718,296 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 5,884 114,946 SH   SOLE   114,946 0 0
CONSOLIDATED WATER CO INC ORD G23773107 4,715 405,797 SH   SOLE   405,797 0 0
CONSTELLATION BRANDS INC CL A 21036P108 351,715 2,112,527 SH   SOLE   2,112,527 0 0
CONSTELLIUM NV CL A N22035104 151 20,907 SH   SOLE   20,907 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 254 55,298 SH   SOLE   55,298 0 0
CONTAINER STORE GROUP INC COM 210751103 2,207 439,718 SH   SOLE   439,718 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 16,695 1,633,592 SH   SOLE   1,633,592 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 18,707 891,245 SH   SOLE   891,245 0 0
CONTINENTAL MATLS CORP COM PAR $0.25 211615307 2 77 SH   SOLE   77 0 0
CONTINENTAL RESOURCES INC COM 212015101 53,223 1,024,303 SH   SOLE   1,024,303 0 0
CONTRAFECT CORP COM 212326102 223 90,084 SH   SOLE   90,084 0 0
CONTRAVIR PHARMACEUTICALS IN COM 21234W103 16 14,797 SH   SOLE   14,797 0 0
CONTROL4 CORP COM 21240D107 6,863 558,902 SH   SOLE   558,902 0 0
CONVERGYS CORP COM 212485106 152,503 5,013,240 SH   SOLE   5,013,240 0 0
COOPER COS INC COM NEW 216648402 143,228 798,996 SH   SOLE   798,996 0 0
COOPER STD HLDGS INC COM 21676P103 113,582 1,149,618 SH   SOLE   1,149,618 0 0
COOPER TIRE & RUBR CO COM 216831107 55,998 1,472,852 SH   SOLE   1,472,852 0 0
COPA HOLDINGS SA CL A P31076105 24,441 277,964 SH   SOLE   277,964 0 0
COPART INC COM 217204106 190,989 3,565,895 SH   SOLE   3,565,895 0 0
COPSYNC INC COM NEW 217712207 1 1,226 SH   SOLE   1,226 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 675 99,448 SH   SOLE   99,448 0 0
CORCEPT THERAPEUTICS INC COM 218352102 13,490 2,075,321 SH   SOLE   2,075,321 0 0
CORE LABORATORIES N V COM N22717107 20,259 180,355 SH   SOLE   180,355 0 0
CORE MARK HOLDING CO INC COM 218681104 114,129 3,187,969 SH   SOLE   3,187,969 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 309 18,306 SH   SOLE   18,306 0 0
CORELOGIC INC COM 21871D103 128,454 3,275,214 SH   SOLE   3,275,214 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 9,792 333,845 SH   SOLE   333,845 0 0
CORESITE RLTY CORP COM 21870Q105 184,649 2,493,902 SH   SOLE   2,493,902 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 1,572 1,416,423 SH   SOLE   1,416,423 0 0
CORIUM INTL INC COM 21887L107 197 35,038 SH   SOLE   35,038 0 0
CORMEDIX INC COM 21900C100 261 103,599 SH   SOLE   103,599 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 59,420 1,293,145 SH   SOLE   1,293,145 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 55 50,000 PRN   SOLE   50,000 0 0
CORNING INC COM 219350105 313,114 13,239,495 SH   SOLE   13,239,495 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 111,749 3,941,767 SH   SOLE   3,941,767 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 59,510 4,290,532 SH   SOLE   4,290,532 0 0
CORVEL CORP COM 221006109 28,317 737,419 SH   SOLE   737,419 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 1,527 92,852 SH   SOLE   92,852 0 0
COSAN LTD SHS A G25343107 5 668 SH   SOLE   668 0 0
COSI INC COM NEW 22122P200 1 11,328 SH   SOLE   11,328 0 0
COSTAMARE INC SHS Y1771G102 6,162 674,171 SH   SOLE   674,171 0 0
COSTAR GROUP INC COM 22160N109 67,404 311,292 SH   SOLE   311,292 0 0
COSTCO WHSL CORP NEW COM 22160K105 904,400 5,930,106 SH   SOLE   5,930,106 0 0
COTIVITI HLDGS INC COM 22164K101 10,714 319,523 SH   SOLE   319,523 0 0
COTY INC COM CL A 222070203 76,707 3,264,107 SH   SOLE   3,264,107 0 0
COUNTY BANCORP INC COM 221907108 2,407 120,279 SH   SOLE   120,279 0 0
COUSINS PPTYS INC COM 222795106 164,619 15,768,098 SH   SOLE   15,768,098 0 0
COVANTA HLDG CORP COM 22282E102 25,362 1,647,937 SH   SOLE   1,647,937 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 6,448 333,555 SH   SOLE   333,555 0 0
COVISINT CORP COM 22357R103 234 107,149 SH   SOLE   107,149 0 0
COWEN GROUP INC NEW CL A 223622101 11,617 3,200,347 SH   SOLE   3,200,347 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 16,875 1,140,211 SH   SOLE   1,140,211 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 135 19,649 SH   SOLE   19,649 0 0
CPI CARD GROUP INC COM 12634H101 3,484 576,865 SH   SOLE   576,865 0 0
CPS TECHNOLOGIES CORP COM 12619F104 3 1,690 SH   SOLE   1,690 0 0
CRA INTL INC COM 12618T105 6,007 225,902 SH   SOLE   225,902 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 155,757 1,178,011 SH   SOLE   1,178,011 0 0
CRAFT BREW ALLIANCE INC COM 224122101 6,630 352,122 SH   SOLE   352,122 0 0
CRANE CO COM 224399105 115,668 1,835,709 SH   SOLE   1,835,709 0 0
CRAWFORD & CO CL B 224633107 3,809 335,592 SH   SOLE   335,592 0 0
CRAWFORD & CO CL A 224633206 33 3,671 SH   SOLE   3,671 0 0
CRAY INC COM NEW 225223304 65,156 2,767,878 SH   SOLE   2,767,878 0 0
CREDICORP LTD COM G2519Y108 244,205 1,604,290 SH   SOLE   1,604,290 0 0
CREDIT ACCEP CORP MICH COM 225310101 15,966 79,404 SH   SOLE   79,404 0 0
CREE INC COM 225447101 98,029 3,811,409 SH   SOLE   3,811,409 0 0
CRESCENT PT ENERGY CORP COM 22576C101 4,692 355,474 SH   SOLE   355,474 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 3,109 174,100 SH   SOLE   174,100 0 0
CROCS INC COM 227046109 42,638 5,137,108 SH   SOLE   5,137,108 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 26,970 2,289,490 SH   SOLE   2,289,490 0 0
CROSSROADS SYS INC COM PAR 22765D407 1 157 SH   SOLE   157 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 696,896 7,397,257 SH   SOLE   7,397,257 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 114,706 1,014,914 SH   SOLE   1,014,914 0 0
CROWN CRAFTS INC COM 228309100 288 28,214 SH   SOLE   28,214 0 0
CROWN HOLDINGS INC COM 228368106 80,175 1,404,357 SH   SOLE   1,404,357 0 0
CRYOLIFE INC COM 228903100 36,236 2,062,381 SH   SOLE   2,062,381 0 0
CRYOPORT INC COM PAR $0.001 229050307 6 2,880 SH   SOLE   2,880 0 0
CRYSTAL ROCK HLDGS INC COM 22940F103 2 2,040 SH   SOLE   2,040 0 0
CSG SYS INTL INC COM 126349109 92,228 2,231,492 SH   SOLE   2,231,492 0 0
CSP INC COM 126389105 7 681 SH   SOLE   681 0 0
CSRA INC COM 12650T104 68,349 2,540,839 SH   SOLE   2,540,839 0 0
CSS INDS INC COM 125906107 6,150 240,411 SH   SOLE   240,411 0 0
CST BRANDS INC COM 12646R105 131,640 2,737,374 SH   SOLE   2,737,374 0 0
CSW INDUSTRIALS INC COM 126402106 13,076 403,711 SH   SOLE   403,711 0 0
CSX CORP COM 126408103 348,056 11,411,674 SH   SOLE   11,411,674 0 0
CTI BIOPHARMA CORP COM 12648L106 16 42,164 SH   SOLE   42,164 0 0
CTI INDUSTRIES CORP COM NEW 125961300 1 230 SH   SOLE   230 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 252,693 5,426,085 SH   SOLE   5,426,085 0 0
CTS CORP COM 126501105 43,343 2,330,255 SH   SOLE   2,330,255 0 0
CU BANCORP CALIF COM 126534106 10,306 451,819 SH   SOLE   451,819 0 0
CUBESMART COM 229663109 82,655 3,032,082 SH   SOLE   3,032,082 0 0
CUBIC CORP COM 229669106 93,098 1,988,844 SH   SOLE   1,988,844 0 0
CUI GLOBAL INC COM NEW 126576206 294 50,450 SH   SOLE   50,450 0 0
CULLEN FROST BANKERS INC COM 229899109 151,735 2,109,192 SH   SOLE   2,109,192 0 0
CULP INC COM 230215105 8,761 294,292 SH   SOLE   294,292 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 159 31,743 SH   SOLE   31,743 0 0
CUMMINS INC COM 231021106 337,170 2,631,061 SH   SOLE   2,631,061 0 0
CUMULUS MEDIA INC CL A 231082108 12 36,132 SH   SOLE   36,132 0 0
CURIS INC COM 231269101 12,633 4,840,136 SH   SOLE   4,840,136 0 0
CURTISS WRIGHT CORP COM 231561101 232,034 2,546,744 SH   SOLE   2,546,744 0 0
CUSTOMERS BANCORP INC COM 23204G100 46,368 1,842,915 SH   SOLE   1,842,915 0 0
CUTERA INC COM 232109108 3,931 329,754 SH   SOLE   329,754 0 0
CVB FINL CORP COM 126600105 123,242 6,998,417 SH   SOLE   6,998,417 0 0
CVD EQUIPMENT CORP COM 126601103 113 13,539 SH   SOLE   13,539 0 0
CVENT INC COM 23247G109 24,445 770,908 SH   SOLE   770,908 0 0
CVR ENERGY INC COM 12662P108 6,143 446,098 SH   SOLE   446,098 0 0
CVS HEALTH CORP COM 126650100 1,191,771 13,392,191 SH   SOLE   13,392,191 0 0
CYANOTECH CORP COM PAR $0.02 232437301 3 812 SH   SOLE   812 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 5,135 103,591 SH   SOLE   103,591 0 0
CYBEROPTICS CORP COM 232517102 485 19,723 SH   SOLE   19,723 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 5 816 SH   SOLE   816 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 128 65,846 SH   SOLE   65,846 0 0
CYNOSURE INC CL A 232577205 87,752 1,722,652 SH   SOLE   1,722,652 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 152,752 12,561,806 SH   SOLE   12,561,806 0 0
CYRUSONE INC COM 23283R100 53,122 1,116,706 SH   SOLE   1,116,706 0 0
CYS INVTS INC COM 12673A108 74,812 8,579,368 SH   SOLE   8,579,368 0 0
CYTOKINETICS INC COM NEW 23282W605 8,574 934,027 SH   SOLE   934,027 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 8,747 557,851 SH   SOLE   557,851 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 68 33,449 SH   SOLE   33,449 0 0
CYTOSORBENTS CORP COM NEW 23283X206 344 53,807 SH   SOLE   53,807 0 0
CYTRX CORP COM PAR 232828509 1,571 2,669,761 SH   SOLE   2,669,761 0 0
D R HORTON INC COM 23331A109 329,103 10,897,440 SH   SOLE   10,897,440 0 0
DAILY JOURNAL CORP COM 233912104 6,493 29,649 SH   SOLE   29,649 0 0
DAKTRONICS INC COM 234264109 27,043 2,834,716 SH   SOLE   2,834,716 0 0
DANA INCORPORATED COM 235825205 119,924 7,692,360 SH   SOLE   7,692,360 0 0
DANAHER CORP DEL COM 235851102 751,752 9,589,894 SH   SOLE   9,589,894 0 0
DARDEN RESTAURANTS INC COM 237194105 299,419 4,882,895 SH   SOLE   4,882,895 0 0
DARLING INGREDIENTS INC COM 237266101 158,952 11,765,508 SH   SOLE   11,765,508 0 0
DASAN ZHONE SOLUTIONS INC COM 23305L107 76 66,625 SH   SOLE   66,625 0 0
DATA I O CORP COM 237690102 6 1,606 SH   SOLE   1,606 0 0
DATALINK CORP COM 237934104 6,019 567,309 SH   SOLE   567,309 0 0
DATAWATCH CORP COM NEW 237917208 184 24,805 SH   SOLE   24,805 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 37,690 961,968 SH   SOLE   961,968 0 0
DAVITA INC COM 23918K108 300,867 4,553,760 SH   SOLE   4,553,760 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 4,283 561,378 SH   SOLE   561,378 0 0
DAXOR CORP COM 239467103 1 131 SH   SOLE   131 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 11,302 311,096 SH   SOLE   311,096 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 185,255 3,815,760 SH   SOLE   3,815,760 0 0
DDR CORP COM 23317H102 83,938 4,815,713 SH   SOLE   4,815,713 0 0
DEAN FOODS CO NEW COM NEW 242370203 78,439 4,782,891 SH   SOLE   4,782,891 0 0
DECKERS OUTDOOR CORP COM 243537107 100,333 1,684,849 SH   SOLE   1,684,849 0 0
DEERE & CO COM 244199105 294,371 3,448,991 SH   SOLE   3,448,991 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 8,869 658,422 SH   SOLE   658,422 0 0
DEL TACO RESTAURANTS INC COM 245496104 7,774 652,223 SH   SOLE   652,223 0 0
DELCATH SYS INC COM PAR 24661P500 1 264 SH   SOLE   264 0 0
DELEK US HLDGS INC COM 246647101 28,058 1,622,811 SH   SOLE   1,622,811 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 60,510 1,265,891 SH   SOLE   1,265,891 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 322,084 4,516,037 SH   SOLE   4,516,037 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 360,555 9,160,444 SH   SOLE   9,160,444 0 0
DELTA APPAREL INC COM 247368103 3,255 197,736 SH   SOLE   197,736 0 0
DELTA NAT GAS INC COM 247748106 4,779 200,373 SH   SOLE   200,373 0 0
DELTIC TIMBER CORP COM 247850100 53,716 793,088 SH   SOLE   793,088 0 0
DELUXE CORP COM 248019101 172,641 2,583,678 SH   SOLE   2,583,678 0 0
DEMAND MEDIA INC COM NEW 24802N208 198 34,773 SH   SOLE   34,773 0 0
DENBURY RES INC COM NEW 247916208 65,543 20,292,061 SH   SOLE   20,292,061 0 0
DENNYS CORP COM 24869P104 22,552 2,109,665 SH   SOLE   2,109,665 0 0
DENTSPLY SIRONA INC COM 24906P109 234,399 3,944,116 SH   SOLE   3,944,116 0 0
DEPOMED INC COM 249908104 134,489 5,386,035 SH   SOLE   5,386,035 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 71 50,000 PRN   SOLE   50,000 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 255 54,602 SH   SOLE   54,602 0 0
DERMIRA INC COM 24983L104 44,845 1,325,981 SH   SOLE   1,325,981 0 0
DESTINATION MATERNITY CORP COM 25065D100 219 30,906 SH   SOLE   30,906 0 0
DESTINATION XL GROUP INC COM 25065K104 4,353 1,005,222 SH   SOLE   1,005,222 0 0
DETERMINE INC COM 250660107 3 1,717 SH   SOLE   1,717 0 0
DEVON ENERGY CORP NEW COM 25179M103 434,168 9,842,851 SH   SOLE   9,842,851 0 0
DEVRY ED GROUP INC COM 251893103 72,268 3,133,901 SH   SOLE   3,133,901 0 0
DEXCOM INC COM 252131107 93,370 1,065,142 SH   SOLE   1,065,142 0 0
DEXTERA SURGICAL INC COM 252366109 6 2,954 SH   SOLE   2,954 0 0
DHI GROUP INC COM 23331S100 27,979 3,546,078 SH   SOLE   3,546,078 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 10,680 2,548,961 SH   SOLE   2,548,961 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 16,992 91,951 SH   SOLE   91,951 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 45,836 2,602,840 SH   SOLE   2,602,840 0 0
DIAMONDBACK ENERGY INC COM 25278X109 88,417 915,855 SH   SOLE   915,855 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 140,938 15,487,667 SH   SOLE   15,487,667 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,967 334,603 SH   SOLE   334,603 0 0
DICKS SPORTING GOODS INC COM 253393102 181,828 3,205,714 SH   SOLE   3,205,714 0 0
DIEBOLD INC COM 253651103 94,109 3,796,265 SH   SOLE   3,796,265 0 0
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 1 239 SH   SOLE   239 0 0
DIGI INTL INC COM 253798102 20,919 1,835,042 SH   SOLE   1,835,042 0 0
DIGIMARC CORP NEW COM 25381B101 10,261 267,574 SH   SOLE   267,574 0 0
DIGIRAD CORP COM 253827109 280 54,805 SH   SOLE   54,805 0 0
DIGITAL ALLY INC COM NEW 25382P208 5 889 SH   SOLE   889 0 0
DIGITAL RLTY TR INC COM 253868103 475,801 4,899,109 SH   SOLE   4,899,109 0 0
DIGITAL TURBINE INC COM NEW 25400W102 168 160,278 SH   SOLE   160,278 0 0
DIGITALGLOBE INC COM NEW 25389M877 57,941 2,106,957 SH   SOLE   2,106,957 0 0
DILLARDS INC CL A 254067101 12,893 204,615 SH   SOLE   204,615 0 0
DIME CMNTY BANCSHARES COM 253922108 38,986 2,326,133 SH   SOLE   2,326,133 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 2,677 335,013 SH   SOLE   335,013 0 0
DINEEQUITY INC COM 254423106 96,028 1,212,623 SH   SOLE   1,212,623 0 0
DIODES INC COM 254543101 57,940 2,715,098 SH   SOLE   2,715,098 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 228 15,733 SH   SOLE   15,733 0 0
DIPLOMAT PHARMACY INC COM 25456K101 89,097 3,180,902 SH   SOLE   3,180,902 0 0
DISCOVER FINL SVCS COM 254709108 270,142 4,777,053 SH   SOLE   4,777,053 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 65,677 2,439,714 SH   SOLE   2,439,714 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 98,401 3,740,044 SH   SOLE   3,740,044 0 0
DISH NETWORK CORP CL A 25470M109 65,010 1,186,745 SH   SOLE   1,186,745 0 0
DISNEY WALT CO COM DISNEY 254687106 1,716,534 18,485,186 SH   SOLE   18,485,186 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 10 1,030 SH   SOLE   1,030 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 42 36,514 SH   SOLE   36,514 0 0
DIXIE GROUP INC CL A 255519100 200 39,952 SH   SOLE   39,952 0 0
DLH HLDGS CORP COM 23335Q100 38 8,155 SH   SOLE   8,155 0 0
DNB FINL CORP COM 233237106 16 618 SH   SOLE   618 0 0
DOCUMENT SEC SYS INC COM NEW 25614T200 3 4,901 SH   SOLE   4,901 0 0
DOLBY LABORATORIES INC COM 25659T107 28,379 522,721 SH   SOLE   522,721 0 0
DOLLAR GEN CORP NEW COM 256677105 355,302 5,076,474 SH   SOLE   5,076,474 0 0
DOLLAR TREE INC COM 256746108 324,636 4,112,959 SH   SOLE   4,112,959 0 0
DOMINION DIAMOND CORP COM 257287102 223 22,912 SH   SOLE   22,912 0 0
DOMINION RES INC VA NEW COM 25746U109 1,102,184 14,840,238 SH   SOLE   14,840,238 0 0
DOMINOS PIZZA INC COM 25754A201 274,647 1,808,672 SH   SOLE   1,808,672 0 0
DOMTAR CORP COM NEW 257559203 233,667 6,293,202 SH   SOLE   6,293,202 0 0
DONALDSON INC COM 257651109 177,773 4,762,214 SH   SOLE   4,762,214 0 0
DONEGAL GROUP INC CL A 257701201 3,783 234,804 SH   SOLE   234,804 0 0
DONNELLEY R R & SONS CO COM 257867101 271,063 17,243,194 SH   SOLE   17,243,194 0 0
DORIAN LPG LTD SHS USD Y2106R110 3,721 620,216 SH   SOLE   620,216 0 0
DORMAN PRODUCTS INC COM 258278100 127,038 1,988,082 SH   SOLE   1,988,082 0 0
DOUGLAS DYNAMICS INC COM 25960R105 19,453 609,059 SH   SOLE   609,059 0 0
DOUGLAS EMMETT INC COM 25960P109 265,809 7,256,593 SH   SOLE   7,256,593 0 0
DOVER CORP COM 260003108 189,405 2,572,039 SH   SOLE   2,572,039 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 46 42,242 SH   SOLE   42,242 0 0
DOVER MOTORSPORTS INC COM 260174107 101 41,052 SH   SOLE   41,052 0 0
DOW CHEM CO COM 260543103 744,365 14,361,661 SH   SOLE   14,361,661 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 335,754 3,677,074 SH   SOLE   3,677,074 0 0
DR REDDYS LABS LTD ADR 256135203 6,880 148,203 SH   SOLE   148,203 0 0
DREW INDS INC COM NEW 26168L205 161,770 1,650,377 SH   SOLE   1,650,377 0 0
DRIL-QUIP INC COM 262037104 82,483 1,479,783 SH   SOLE   1,479,783 0 0
DS HEALTHCARE GROUP INC COM 23336Q109 0 33,138 SH   SOLE   33,138 0 0
DSP GROUP INC COM 23332B106 19,071 1,587,968 SH   SOLE   1,587,968 0 0
DST SYS INC DEL COM 233326107 146,440 1,241,862 SH   SOLE   1,241,862 0 0
DSW INC CL A 23334L102 36,528 1,783,583 SH   SOLE   1,783,583 0 0
DTE ENERGY CO COM 233331107 588,740 6,285,260 SH   SOLE   6,285,260 0 0
DTS INC COM 23335C101 53,603 1,260,067 SH   SOLE   1,260,067 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 752,675 11,238,983 SH   SOLE   11,238,983 0 0
DUCOMMUN INC DEL COM 264147109 6,625 290,049 SH   SOLE   290,049 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,057,098 13,207,117 SH   SOLE   13,207,117 0 0
DUKE REALTY CORP COM NEW 264411505 406,716 14,881,660 SH   SOLE   14,881,660 0 0
DULUTH HLDGS INC COM CL B 26443V101 7,063 266,435 SH   SOLE   266,435 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 84,791 620,636 SH   SOLE   620,636 0 0
DUNKIN BRANDS GROUP INC COM 265504100 177,205 3,402,554 SH   SOLE   3,402,554 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 96,658 2,343,225 SH   SOLE   2,343,225 0 0
DURECT CORP COM 266605104 7,370 5,302,350 SH   SOLE   5,302,350 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 26,154 927,782 SH   SOLE   927,782 0 0
DYCOM INDS INC COM 267475101 136,879 1,673,752 SH   SOLE   1,673,752 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 55 50,000 PRN   SOLE   50,000 0 0
DYNAMIC MATLS CORP COM 267888105 4,157 389,967 SH   SOLE   389,967 0 0
DYNASIL CORP AMER COM 268102100 3 2,963 SH   SOLE   2,963 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 11,280 1,075,267 SH   SOLE   1,075,267 0 0
DYNEGY INC NEW DEL COM 26817R108 40,642 3,280,240 SH   SOLE   3,280,240 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 19,766 434,697 SH   SOLE   434,697 0 0
DYNEX CAP INC COM NEW 26817Q506 18,184 2,450,728 SH   SOLE   2,450,728 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 137,411 4,718,782 SH   SOLE   4,718,782 0 0
EAGLE BANCORP INC MD COM 268948106 38,550 781,463 SH   SOLE   781,463 0 0
EAGLE BANCORP MONT INC COM 26942G100 12 850 SH   SOLE   850 0 0
EAGLE MATERIALS INC COM 26969P108 156,699 2,027,155 SH   SOLE   2,027,155 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 53,891 769,869 SH   SOLE   769,869 0 0
EARTHLINK HLDGS CORP COM 27033X101 17,968 2,898,061 SH   SOLE   2,898,061 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 672 78,144 SH   SOLE   78,144 0 0
EAST WEST BANCORP INC COM 27579R104 201,562 5,490,647 SH   SOLE   5,490,647 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 15,954 836,181 SH   SOLE   836,181 0 0
EASTERN CO COM 276317104 338 16,873 SH   SOLE   16,873 0 0
EASTERN VA BANKSHARES INC COM 277196101 23 2,906 SH   SOLE   2,906 0 0
EASTGROUP PPTY INC COM 277276101 168,592 2,291,891 SH   SOLE   2,291,891 0 0
EASTMAN CHEM CO COM 277432100 170,470 2,518,761 SH   SOLE   2,518,761 0 0
EASTMAN KODAK CO COM NEW 277461406 6,583 438,863 SH   SOLE   438,863 0 0
EATON CORP PLC SHS G29183103 568,701 8,654,714 SH   SOLE   8,654,714 0 0
EATON VANCE CORP COM NON VTG 278265103 172,792 4,424,891 SH   SOLE   4,424,891 0 0
EBAY INC COM 278642103 481,096 14,622,969 SH   SOLE   14,622,969 0 0
EBIX INC COM NEW 278715206 93,616 1,646,714 SH   SOLE   1,646,714 0 0
ECHELON CORP COM NEW 27874N303 4 759 SH   SOLE   759 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 47,154 2,044,853 SH   SOLE   2,044,853 0 0
ECHOSTAR CORP CL A 278768106 23,611 538,684 SH   SOLE   538,684 0 0
ECLIPSE RES CORP COM 27890G100 4,991 1,516,972 SH   SOLE   1,516,972 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 44 20,520 SH   SOLE   20,520 0 0
ECOLAB INC COM 278865100 466,447 3,832,134 SH   SOLE   3,832,134 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 82 8,327 SH   SOLE   8,327 0 0
ECOPETROL S A SPONSORED ADS 279158109 6,607 754,211 SH   SOLE   754,211 0 0
EDGE THERAPEUTICS INC COM 279870109 4,639 445,673 SH   SOLE   445,673 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 230 27,070 SH   SOLE   27,070 0 0
EDGEWELL PERS CARE CO COM 28035Q102 171,202 2,152,942 SH   SOLE   2,152,942 0 0
EDISON INTL COM 281020107 598,566 8,284,648 SH   SOLE   8,284,648 0 0
EDITAS MEDICINE INC COM 28106W103 2,390 177,329 SH   SOLE   177,329 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 192,254 4,456,516 SH   SOLE   4,456,516 0 0
EDUCATIONAL DEV CORP COM 281479105 132 11,609 SH   SOLE   11,609 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 522,939 4,337,584 SH   SOLE   4,337,584 0 0
EGAIN CORP COM NEW 28225C806 132 42,590 SH   SOLE   42,590 0 0
EGALET CORP COM 28226B104 7,223 949,085 SH   SOLE   949,085 0 0
EHEALTH INC COM 28238P109 13,877 1,237,869 SH   SOLE   1,237,869 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 106 10,341 SH   SOLE   10,341 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,485 110,882 SH   SOLE   110,882 0 0
EL PASO ELEC CO COM NEW 283677854 138,128 2,953,336 SH   SOLE   2,953,336 0 0
EL POLLO LOCO HLDGS INC COM 268603107 19,680 1,563,109 SH   SOLE   1,563,109 0 0
ELDORADO GOLD CORP NEW COM 284902103 2,198 559,258 SH   SOLE   559,258 0 0
ELDORADO RESORTS INC COM 28470R102 11,175 794,811 SH   SOLE   794,811 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 12,046 2,135,843 SH   SOLE   2,135,843 0 0
ELECTRO-SENSORS INC COM 285233102 1 222 SH   SOLE   222 0 0
ELECTROMED INC COM 285409108 70 15,185 SH   SOLE   15,185 0 0
ELECTRONIC ARTS INC COM 285512109 446,192 5,224,729 SH   SOLE   5,224,729 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 160,196 3,274,647 SH   SOLE   3,274,647 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 55 50,000 PRN   SOLE   50,000 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 5 27,659 SH   SOLE   27,659 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 5 1,825 SH   SOLE   1,825 0 0
ELLIE MAE INC COM 28849P100 96,733 918,644 SH   SOLE   918,644 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,299 177,093 SH   SOLE   177,093 0 0
ELLIS PERRY INTL INC COM 288853104 17,052 884,439 SH   SOLE   884,439 0 0
ELMIRA SVGS BK ELMIRA N Y COM 289660102 13 637 SH   SOLE   637 0 0
EMAGIN CORP COM NEW 29076N206 155 60,483 SH   SOLE   60,483 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 7,346 425,636 SH   SOLE   425,636 0 0
EMC INS GROUP INC COM 268664109 6,322 234,740 SH   SOLE   234,740 0 0
EMCLAIRE FINL CORP COM 290828102 5 214 SH   SOLE   214 0 0
EMCOR GROUP INC COM 29084Q100 188,925 3,168,827 SH   SOLE   3,168,827 0 0
EMCORE CORP COM NEW 290846203 3,974 697,235 SH   SOLE   697,235 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 72,216 2,290,379 SH   SOLE   2,290,379 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 31 25,000 PRN   SOLE   25,000 0 0
EMERGENT CAP INC COM 29102N105 157 53,512 SH   SOLE   53,512 0 0
EMERSON ELEC CO COM 291011104 670,090 12,292,977 SH   SOLE   12,292,977 0 0
EMERSON RADIO CORP COM NEW 291087203 4 3,908 SH   SOLE   3,908 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 7 1,715 SH   SOLE   1,715 0 0
EMPIRE DIST ELEC CO COM 291641108 39,994 1,171,459 SH   SOLE   1,171,459 0 0
EMPIRE RES INC DEL COM 29206E100 4 863 SH   SOLE   863 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 1,928 95,268 SH   SOLE   95,268 0 0
EMPIRE ST RLTY TR INC CL A 292104106 24,880 1,187,598 SH   SOLE   1,187,598 0 0
EMPLOYERS HOLDINGS INC COM 292218104 60,122 2,015,489 SH   SOLE   2,015,489 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 2,626 132,650 SH   SOLE   132,650 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 5,690 286,771 SH   SOLE   286,771 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 34,423 1,293,604 SH   SOLE   1,293,604 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 469 18,449 SH   SOLE   18,449 0 0
ENBRIDGE INC COM 29250N105 27,189 614,709 SH   SOLE   614,709 0 0
ENCANA CORP COM 292505104 6,595 629,871 SH   SOLE   629,871 0 0
ENCORE CAP GROUP INC COM 292554102 36,195 1,610,084 SH   SOLE   1,610,084 0 0
ENCORE WIRE CORP COM 292562105 53,160 1,445,749 SH   SOLE   1,445,749 0 0
ENDO INTL PLC SHS G30401106 143,805 7,136,707 SH   SOLE   7,136,707 0 0
ENDOCHOICE HLDGS INC COM 29272U103 243 30,490 SH   SOLE   30,490 0 0
ENDOCYTE INC COM 29269A102 5,248 1,698,464 SH   SOLE   1,698,464 0 0
ENDOLOGIX INC COM 29266S106 26,314 2,055,818 SH   SOLE   2,055,818 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 13,532 1,546,520 SH   SOLE   1,546,520 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 150,536 2,300,019 SH   SOLE   2,300,019 0 0
ENERGEN CORP COM 29265N108 211,729 3,668,208 SH   SOLE   3,668,208 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 114,321 2,288,250 SH   SOLE   2,288,250 0 0
ENERGOUS CORP COM 29272C103 8,057 410,866 SH   SOLE   410,866 0 0
ENERGY FOCUS INC COM NEW 29268T300 124 25,382 SH   SOLE   25,382 0 0
ENERGY FUELS INC COM NEW 292671708 195 122,942 SH   SOLE   122,942 0 0
ENERGY RECOVERY INC COM 29270J100 15,070 943,046 SH   SOLE   943,046 0 0
ENERNOC INC COM 292764107 3,973 734,386 SH   SOLE   734,386 0 0
ENERPLUS CORP COM 292766102 5 847 SH   SOLE   847 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 10,991 1,342,048 SH   SOLE   1,342,048 0 0
ENERSYS COM 29275Y102 156,844 2,266,863 SH   SOLE   2,266,863 0 0
ENGILITY HLDGS INC NEW COM 29286C107 46,899 1,488,858 SH   SOLE   1,488,858 0 0
ENGLOBAL CORP COM 293306106 60 39,864 SH   SOLE   39,864 0 0
ENI S P A SPONSORED ADR 26874R108 112 3,863 SH   SOLE   3,863 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 520 31,024 SH   SOLE   31,024 0 0
ENNIS INC COM 293389102 12,040 714,520 SH   SOLE   714,520 0 0
ENOVA INTL INC COM 29357K103 17,368 1,794,229 SH   SOLE   1,794,229 0 0
ENPHASE ENERGY INC COM 29355A107 107 90,543 SH   SOLE   90,543 0 0
ENPRO INDS INC COM 29355X107 86,261 1,518,145 SH   SOLE   1,518,145 0 0
ENSCO PLC SHS CLASS A G3157S106 101,647 11,958,458 SH   SOLE   11,958,458 0 0
ENSERVCO CORP COM 29358Y102 3 5,117 SH   SOLE   5,117 0 0
ENSIGN GROUP INC COM 29358P101 69,968 3,475,829 SH   SOLE   3,475,829 0 0
ENSTAR GROUP LIMITED SHS G3075P101 48,502 294,899 SH   SOLE   294,899 0 0
ENSYNC INC COM 29359T102 12 12,257 SH   SOLE   12,257 0 0
ENTEGRA FINL CORP COM 29363J108 333 18,094 SH   SOLE   18,094 0 0
ENTEGRIS INC COM 29362U104 64,073 3,678,102 SH   SOLE   3,678,102 0 0
ENTELLUS MED INC COM 29363K105 4,523 203,911 SH   SOLE   203,911 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 9,355 722,967 SH   SOLE   722,967 0 0
ENTERGY CORP NEW COM 29364G103 542,499 7,070,232 SH   SOLE   7,070,232 0 0
ENTEROMEDICS INC COM PAR 0.01 29365M307 0 1,231 SH   SOLE   1,231 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 7,039 251,402 SH   SOLE   251,402 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 16,807 537,811 SH   SOLE   537,811 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 13,742 1,801,028 SH   SOLE   1,801,028 0 0
ENVESTNET INC COM 29404K106 38,803 1,064,557 SH   SOLE   1,064,557 0 0
ENVIROSTAR INC COM 29414M100 10 1,170 SH   SOLE   1,170 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 51,949 2,332,703 SH   SOLE   2,332,703 0 0
ENZO BIOCHEM INC COM 294100102 5,632 1,106,528 SH   SOLE   1,106,528 0 0
EOG RES INC COM 26875P101 742,315 7,675,679 SH   SOLE   7,675,679 0 0
EP ENERGY CORP CL A 268785102 4,690 1,070,770 SH   SOLE   1,070,770 0 0
EPAM SYS INC COM 29414B104 88,138 1,271,653 SH   SOLE   1,271,653 0 0
EPIQ SYS INC COM 26882D109 35,575 2,157,387 SH   SOLE   2,157,387 0 0
EPIZYME INC COM 29428V104 17,699 1,798,729 SH   SOLE   1,798,729 0 0
EPLUS INC COM 294268107 43,938 465,392 SH   SOLE   465,392 0 0
EPR PPTYS COM SH BEN INT 26884U109 212,134 2,694,101 SH   SOLE   2,694,101 0 0
EQT CORP COM 26884L109 231,359 3,185,891 SH   SOLE   3,185,891 0 0
EQUIFAX INC COM 294429105 274,490 2,039,601 SH   SOLE   2,039,601 0 0
EQUINIX INC COM PAR $0.001 29444U700 773,571 2,147,317 SH   SOLE   2,147,317 0 0
EQUITABLE FINL CORP NEW COM 29448T105 7 747 SH   SOLE   747 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 3,725 143,585 SH   SOLE   143,585 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 59,079 1,954,963 SH   SOLE   1,954,963 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 157,415 2,039,582 SH   SOLE   2,039,582 0 0
EQUITY ONE COM 294752100 122,736 4,009,667 SH   SOLE   4,009,667 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 741,558 11,527,403 SH   SOLE   11,527,403 0 0
ERA GROUP INC COM 26885G109 11,503 1,428,938 SH   SOLE   1,428,938 0 0
ERICKSON INC COM 29482P100 1 1,050 SH   SOLE   1,050 0 0
ERICSSON ADR B SEK 10 294821608 274 38,070 SH   SOLE   38,070 0 0
ERIE INDTY CO CL A 29530P102 24,195 237,047 SH   SOLE   237,047 0 0
ERIN ENERGY CORP COM 295625107 988 420,585 SH   SOLE   420,585 0 0
EROS INTL PLC SHS NEW G3788M114 11,501 750,687 SH   SOLE   750,687 0 0
ESCALADE INC COM 296056104 3,735 292,726 SH   SOLE   292,726 0 0
ESCALON MED CORP COM NEW 296074305 1 1,639 SH   SOLE   1,639 0 0
ESCO TECHNOLOGIES INC COM 296315104 81,683 1,759,659 SH   SOLE   1,759,659 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 9,678 698,775 SH   SOLE   698,775 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 15 612 SH   SOLE   612 0 0
ESSA BANCORP INC COM 29667D104 3,291 237,966 SH   SOLE   237,966 0 0
ESSENDANT INC COM 296689102 54,822 2,671,640 SH   SOLE   2,671,640 0 0
ESSENT GROUP LTD COM G3198U102 50,587 1,901,070 SH   SOLE   1,901,070 0 0
ESSEX PPTY TR INC COM 297178105 520,643 2,337,868 SH   SOLE   2,337,868 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 131,860 1,734,089 SH   SOLE   1,734,089 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 64,826 2,073,109 SH   SOLE   2,073,109 0 0
ETSY INC COM 29786A106 37,723 2,641,639 SH   SOLE   2,641,639 0 0
EURONAV NV ANTWERPEN SHS B38564108 2 326 SH   SOLE   326 0 0
EURONET WORLDWIDE INC COM 298736109 39,865 487,174 SH   SOLE   487,174 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 63 50,000 PRN   SOLE   50,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 22 793 SH   SOLE   793 0 0
EVERBANK FINL CORP COM 29977G102 52,199 2,696,236 SH   SOLE   2,696,236 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 139,820 2,714,418 SH   SOLE   2,714,418 0 0
EVEREST RE GROUP LTD COM G3223R108 375,487 1,976,558 SH   SOLE   1,976,558 0 0
EVERI HLDGS INC COM 30034T103 401 162,176 SH   SOLE   162,176 0 0
EVERSOURCE ENERGY COM 30040W108 493,560 9,109,636 SH   SOLE   9,109,636 0 0
EVERTEC INC COM 30040P103 27,225 1,622,467 SH   SOLE   1,622,467 0 0
EVERYDAY HEALTH INC COM 300415106 6,089 791,784 SH   SOLE   791,784 0 0
EVINE LIVE INC CL A 300487105 273 119,114 SH   SOLE   119,114 0 0
EVOKE PHARMA INC COM 30049G104 60 26,700 SH   SOLE   26,700 0 0
EVOLENT HEALTH INC CL A 30050B101 9,643 391,675 SH   SOLE   391,675 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 4,344 691,771 SH   SOLE   691,771 0 0
EVOLVING SYS INC COM NEW 30049R209 116 26,594 SH   SOLE   26,594 0 0
EXA CORP COM 300614500 6,249 389,333 SH   SOLE   389,333 0 0
EXACT SCIENCES CORP COM 30063P105 49,802 2,681,844 SH   SOLE   2,681,844 0 0
EXACTECH INC COM 30064E109 7,994 295,746 SH   SOLE   295,746 0 0
EXAR CORP COM 300645108 27,591 2,963,608 SH   SOLE   2,963,608 0 0
EXCO RESOURCES INC COM 269279402 4,326 4,042,942 SH   SOLE   4,042,942 0 0
EXELIXIS INC COM 30161Q104 123,558 9,660,488 SH   SOLE   9,660,488 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 59 25,000 PRN   SOLE   25,000 0 0
EXELON CORP COM 30161N101 534,885 16,067,426 SH   SOLE   16,067,426 0 0
EXLSERVICE HOLDINGS INC COM 302081104 113,087 2,269,009 SH   SOLE   2,269,009 0 0
EXONE CO COM 302104104 4,634 304,492 SH   SOLE   304,492 0 0
EXPEDIA INC DEL COM NEW 30212P303 226,691 1,942,174 SH   SOLE   1,942,174 0 0
EXPEDITORS INTL WASH INC COM 302130109 250,175 4,855,889 SH   SOLE   4,855,889 0 0
EXPONENT INC COM 30214U102 90,124 1,765,069 SH   SOLE   1,765,069 0 0
EXPRESS INC COM 30219E103 64,111 5,437,757 SH   SOLE   5,437,757 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 646,251 9,162,776 SH   SOLE   9,162,776 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 10,942 770,559 SH   SOLE   770,559 0 0
EXTERRAN CORP COM 30227H106 37,977 2,421,999 SH   SOLE   2,421,999 0 0
EXTRA SPACE STORAGE INC COM 30225T102 332,459 4,186,619 SH   SOLE   4,186,619 0 0
EXTREME NETWORKS INC COM 30226D106 12,765 2,842,946 SH   SOLE   2,842,946 0 0
EXXON MOBIL CORP COM 30231G102 5,616,928 64,355,268 SH   SOLE   64,355,268 0 0
EYEGATE PHARMACEUTICALS INC COM 30233M107 18 10,254 SH   SOLE   10,254 0 0
EZCORP INC CL A NON VTG 302301106 39,826 3,600,944 SH   SOLE   3,600,944 0 0
F M C CORP COM NEW 302491303 109,734 2,270,049 SH   SOLE   2,270,049 0 0
F5 NETWORKS INC COM 315616102 148,446 1,190,996 SH   SOLE   1,190,996 0 0
FABRINET SHS G3323L100 107,901 2,419,841 SH   SOLE   2,419,841 0 0
FACEBOOK INC CL A 30303M102 3,901,161 30,413,666 SH   SOLE   30,413,666 0 0
FACTSET RESH SYS INC COM 303075105 250,703 1,546,597 SH   SOLE   1,546,597 0 0
FAIR ISAAC CORP COM 303250104 214,025 1,717,838 SH   SOLE   1,717,838 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 19,689 2,321,823 SH   SOLE   2,321,823 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 10,952 728,666 SH   SOLE   728,666 0 0
FALCONSTOR SOFTWARE INC COM 306137100 100 95,992 SH   SOLE   95,992 0 0
FAMOUS DAVES AMER INC COM 307068106 74 13,423 SH   SOLE   13,423 0 0
FANG HLDGS LTD ADR 30711Y102 19,301 4,298,587 SH   SOLE   4,298,587 0 0
FARMER BROS CO COM 307675108 8,005 225,185 SH   SOLE   225,185 0 0
FARMERS CAP BK CORP COM 309562106 6,092 205,517 SH   SOLE   205,517 0 0
FARMERS NATL BANC CORP COM 309627107 7,633 708,103 SH   SOLE   708,103 0 0
FARMLAND PARTNERS INC COM 31154R109 3,721 332,199 SH   SOLE   332,199 0 0
FARO TECHNOLOGIES INC COM 311642102 41,833 1,163,631 SH   SOLE   1,163,631 0 0
FASTENAL CO COM 311900104 205,577 4,920,453 SH   SOLE   4,920,453 0 0
FATE THERAPEUTICS INC COM 31189P102 204 65,539 SH   SOLE   65,539 0 0
FAUQUIER BANKSHARES INC VA COM 312059108 12 831 SH   SOLE   831 0 0
FBL FINL GROUP INC CL A 30239F106 16,402 256,404 SH   SOLE   256,404 0 0
FBR & CO COM NEW 30247C400 2,187 165,204 SH   SOLE   165,204 0 0
FCB FINL HLDGS INC CL A 30255G103 29,844 776,583 SH   SOLE   776,583 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 9,526 241,175 SH   SOLE   241,175 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 7,825 814,240 SH   SOLE   814,240 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 436,017 2,832,565 SH   SOLE   2,832,565 0 0
FEDERAL SIGNAL CORP COM 313855108 56,403 4,253,635 SH   SOLE   4,253,635 0 0
FEDERATED INVS INC PA CL B 314211103 195,785 6,607,652 SH   SOLE   6,607,652 0 0
FEDERATED NATL HLDG CO COM 31422T101 6,635 355,009 SH   SOLE   355,009 0 0
FEDEX CORP COM 31428X106 583,110 3,338,162 SH   SOLE   3,338,162 0 0
FELCOR LODGING TR INC COM 31430F101 22,583 3,512,076 SH   SOLE   3,512,076 0 0
FEMALE HEALTH CO COM 314462102 97 79,695 SH   SOLE   79,695 0 0
FENIX PTS INC COM 31446L100 172 43,530 SH   SOLE   43,530 0 0
FERRO CORP COM 315405100 29,101 2,107,273 SH   SOLE   2,107,273 0 0
FERROGLOBE PLC SHS G33856108 14,982 1,659,104 SH   SOLE   1,659,104 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 5,676 802,811 SH   SOLE   802,811 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 44 60,745 SH   SOLE   60,745 0 0
FIBROGEN INC COM 31572Q808 44,940 2,170,992 SH   SOLE   2,170,992 0 0
FIDELITY & GTY LIFE COM 315785105 7,345 316,719 SH   SOLE   316,719 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 105,577 2,860,383 SH   SOLE   2,860,383 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 21,210 1,699,523 SH   SOLE   1,699,523 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 500,879 6,502,392 SH   SOLE   6,502,392 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 10,673 580,359 SH   SOLE   580,359 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 44,543 1,855,944 SH   SOLE   1,855,944 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 901 163,564 SH   SOLE   163,564 0 0
FIFTH THIRD BANCORP COM 316773100 269,696 13,181,600 SH   SOLE   13,181,600 0 0
FINANCIAL ENGINES INC COM 317485100 109,082 3,671,562 SH   SOLE   3,671,562 0 0
FINANCIAL INSTNS INC COM 317585404 10,548 389,078 SH   SOLE   389,078 0 0
FINISAR CORP COM NEW 31787A507 88,834 2,981,021 SH   SOLE   2,981,021 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 59 50,000 PRN   SOLE   50,000 0 0
FINISH LINE INC CL A 317923100 67,495 2,924,405 SH   SOLE   2,924,405 0 0
FINJAN HLDGS INC COM NEW 31788H303 36 20,888 SH   SOLE   20,888 0 0
FIREEYE INC COM 31816Q101 26,526 1,800,832 SH   SOLE   1,800,832 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 91 100,000 PRN   SOLE   100,000 0 0
FIRST ACCEPTANCE CORP COM 318457108 52 51,344 SH   SOLE   51,344 0 0
FIRST AMERN FINL CORP COM 31847R102 154,908 3,943,678 SH   SOLE   3,943,678 0 0
FIRST BANCORP INC ME COM 31866P102 6,811 284,129 SH   SOLE   284,129 0 0
FIRST BANCORP N C COM 318910106 10,931 552,360 SH   SOLE   552,360 0 0
FIRST BANCORP P R COM NEW 318672706 43,283 8,323,738 SH   SOLE   8,323,738 0 0
FIRST BANCSHARES INC MS COM 318916103 20 1,070 SH   SOLE   1,070 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 14 1,667 SH   SOLE   1,667 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 5,491 233,661 SH   SOLE   233,661 0 0
FIRST BUSEY CORP COM NEW 319383204 19,584 866,554 SH   SOLE   866,554 0 0
FIRST CAPITAL INC COM 31942S104 20 627 SH   SOLE   627 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 10,861 437,960 SH   SOLE   437,960 0 0
FIRST CMNTY CORP S C COM 319835104 20 1,274 SH   SOLE   1,274 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 3,536 371,396 SH   SOLE   371,396 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 62,511 6,195,357 SH   SOLE   6,195,357 0 0
FIRST CONN BANCORP INC MD COM 319850103 7,017 394,440 SH   SOLE   394,440 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 57,989 197,314 SH   SOLE   197,314 0 0
FIRST DATA CORP NEW COM CL A 32008D106 38,719 2,942,152 SH   SOLE   2,942,152 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 11,119 249,087 SH   SOLE   249,087 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 3,708 261,696 SH   SOLE   261,696 0 0
FIRST FINL BANCORP OH COM 320209109 95,748 4,384,049 SH   SOLE   4,384,049 0 0
FIRST FINL BANKSHARES COM 32020R109 164,702 4,519,821 SH   SOLE   4,519,821 0 0
FIRST FINL CORP IND COM 320218100 11,443 281,291 SH   SOLE   281,291 0 0
FIRST FNDTN INC COM 32026V104 9,223 373,864 SH   SOLE   373,864 0 0
FIRST HAWAIIAN INC COM 32051X108 5,961 221,945 SH   SOLE   221,945 0 0
FIRST HORIZON NATL CORP COM 320517105 137,939 9,057,078 SH   SOLE   9,057,078 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 195,564 6,929,980 SH   SOLE   6,929,980 0 0
FIRST INTERNET BANCORP COM 320557101 3,413 147,829 SH   SOLE   147,829 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 15,868 503,587 SH   SOLE   503,587 0 0
FIRST LONG IS CORP COM 320734106 13,192 397,959 SH   SOLE   397,959 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 158 15,335 SH   SOLE   15,335 0 0
FIRST MERCHANTS CORP COM 320817109 27,839 1,040,726 SH   SOLE   1,040,726 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 5,585 204,881 SH   SOLE   204,881 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 107,213 5,537,850 SH   SOLE   5,537,850 0 0
FIRST NBC BK HLDG CO COM 32115D106 10,503 1,112,604 SH   SOLE   1,112,604 0 0
FIRST NORTHWEST BANCORP COM 335834107 4,329 320,880 SH   SOLE   320,880 0 0
FIRST POTOMAC RLTY TR COM 33610F109 15,065 1,646,485 SH   SOLE   1,646,485 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 128,191 1,662,442 SH   SOLE   1,662,442 0 0
FIRST SAVINGS FINL GROUP INC COM 33621E109 8 214 SH   SOLE   214 0 0
FIRST SOLAR INC COM 336433107 55,087 1,394,963 SH   SOLE   1,394,963 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 392 39,369 SH   SOLE   39,369 0 0
FIRST UTD CORP COM 33741H107 231 18,697 SH   SOLE   18,697 0 0
FIRSTCASH INC COM 33767D105 157,947 3,354,858 SH   SOLE   3,354,858 0 0
FIRSTENERGY CORP COM 337932107 361,711 10,934,421 SH   SOLE   10,934,421 0 0
FISERV INC COM 337738108 505,059 5,077,502 SH   SOLE   5,077,502 0 0
FITBIT INC CL A 33812L102 17,733 1,194,962 SH   SOLE   1,194,962 0 0
FIVE BELOW INC COM 33829M101 152,478 3,784,516 SH   SOLE   3,784,516 0 0
FIVE OAKS INVT CORP COM 33830W106 193 33,895 SH   SOLE   33,895 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 56,702 1,080,243 SH   SOLE   1,080,243 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 221 115,503 SH   SOLE   115,503 0 0
FIVE9 INC COM 338307101 14,260 909,420 SH   SOLE   909,420 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 15,309 551,673 SH   SOLE   551,673 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 6,628 534,511 SH   SOLE   534,511 0 0
FLANIGANS ENTERPRISES INC COM 338517105 5 198 SH   SOLE   198 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 161,622 930,304 SH   SOLE   930,304 0 0
FLEETMATICS GROUP PLC COM G35569105 59,492 991,861 SH   SOLE   991,861 0 0
FLEX LTD ORD Y2573F102 8,243 605,231 SH   SOLE   605,231 0 0
FLEX PHARMA INC COM 33938A105 6,278 532,931 SH   SOLE   532,931 0 0
FLEXION THERAPEUTICS INC COM 33938J106 19,615 1,003,825 SH   SOLE   1,003,825 0 0
FLEXSTEEL INDS INC COM 339382103 9,350 180,777 SH   SOLE   180,777 0 0
FLIR SYS INC COM 302445101 71,742 2,283,338 SH   SOLE   2,283,338 0 0
FLOTEK INDS INC DEL COM 343389102 55,019 3,783,947 SH   SOLE   3,783,947 0 0
FLOWERS FOODS INC COM 343498101 102,194 6,758,858 SH   SOLE   6,758,858 0 0
FLOWSERVE CORP COM 34354P105 99,141 2,055,163 SH   SOLE   2,055,163 0 0
FLUIDIGM CORP DEL COM 34385P108 6,455 805,898 SH   SOLE   805,898 0 0
FLUOR CORP NEW COM 343412102 118,517 2,309,366 SH   SOLE   2,309,366 0 0
FLUSHING FINL CORP COM 343873105 18,421 776,593 SH   SOLE   776,593 0 0
FMC TECHNOLOGIES INC COM 30249U101 130,962 4,413,965 SH   SOLE   4,413,965 0 0
FNB CORP PA COM 302520101 178,570 14,517,886 SH   SOLE   14,517,886 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 3,813 411,727 SH   SOLE   411,727 0 0
FOGO DE CHAO INC COM 344177100 1,526 144,331 SH   SOLE   144,331 0 0
FONAR CORP COM NEW 344437405 347 16,901 SH   SOLE   16,901 0 0
FOOT LOCKER INC COM 344849104 169,515 2,503,180 SH   SOLE   2,503,180 0 0
FORBES ENERGY SVCS LTD COM 345143101 0 2,067 SH   SOLE   2,067 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 569,643 47,194,917 SH   SOLE   47,194,917 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 79,840 3,451,790 SH   SOLE   3,451,790 0 0
FOREST CITY RLTY TR INC COM CL B 345605208 15 660 SH   SOLE   660 0 0
FORESTAR GROUP INC COM 346233109 25,048 2,138,994 SH   SOLE   2,138,994 0 0
FORM HLDGS CORP COM 34634E102 8 2,811 SH   SOLE   2,811 0 0
FORMFACTOR INC COM 346375108 20,764 1,913,760 SH   SOLE   1,913,760 0 0
FORRESTER RESH INC COM 346563109 27,902 717,270 SH   SOLE   717,270 0 0
FORTINET INC COM 34959E109 212,044 5,741,771 SH   SOLE   5,741,771 0 0
FORTIVE CORP COM 34959J108 198,312 3,896,119 SH   SOLE   3,896,119 0 0
FORTRESS BIOTECH INC COM 34960Q109 2,766 931,449 SH   SOLE   931,449 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 164,232 2,826,713 SH   SOLE   2,826,713 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 35,180 1,771,416 SH   SOLE   1,771,416 0 0
FORWARD AIR CORP COM 349853101 88,834 2,053,488 SH   SOLE   2,053,488 0 0
FORWARD INDS INC N Y COM NEW 349862300 4 2,542 SH   SOLE   2,542 0 0
FOSSIL GROUP INC COM 34988V106 61,221 2,204,564 SH   SOLE   2,204,564 0 0
FOSTER L B CO COM 350060109 291 24,251 SH   SOLE   24,251 0 0
FOUNDATION MEDICINE INC COM 350465100 18,870 808,122 SH   SOLE   808,122 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 76,321 3,578,110 SH   SOLE   3,578,110 0 0
FOX FACTORY HLDG CORP COM 35138V102 37,107 1,615,448 SH   SOLE   1,615,448 0 0
FRANCESCAS HLDGS CORP COM 351793104 41,262 2,674,130 SH   SOLE   2,674,130 0 0
FRANCO NEVADA CORP COM 351858105 9,472 135,567 SH   SOLE   135,567 0 0
FRANKLIN COVEY CO COM 353469109 5,108 286,782 SH   SOLE   286,782 0 0
FRANKLIN ELEC INC COM 353514102 116,523 2,862,259 SH   SOLE   2,862,259 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 9,832 262,879 SH   SOLE   262,879 0 0
FRANKLIN RES INC COM 354613101 163,278 4,590,323 SH   SOLE   4,590,323 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 94,756 7,520,299 SH   SOLE   7,520,299 0 0
FRANKS INTL N V COM N33462107 6,178 475,267 SH   SOLE   475,267 0 0
FREDS INC CL A 356108100 23,356 2,577,971 SH   SOLE   2,577,971 0 0
FREEPORT-MCMORAN INC CL B 35671D857 247,835 22,820,938 SH   SOLE   22,820,938 0 0
FREIGHTCAR AMER INC COM 357023100 4,890 340,041 SH   SOLE   340,041 0 0
FREQUENCY ELECTRS INC COM 358010106 211 20,096 SH   SOLE   20,096 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 51,384 857,829 SH   SOLE   857,829 0 0
FRESHPET INC COM 358039105 5,398 624,044 SH   SOLE   624,044 0 0
FRIEDMAN INDS INC COM 358435105 163 30,264 SH   SOLE   30,264 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 104,722 25,173,459 SH   SOLE   25,173,459 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 167,662 1,998,113 SH   SOLE   1,998,113 0 0
FRONTLINE LTD SHS NEW G3682E192 11,856 1,653,599 SH   SOLE   1,653,599 0 0
FRP HLDGS INC COM 30292L107 5,508 177,272 SH   SOLE   177,272 0 0
FS BANCORP INC COM 30263Y104 18 626 SH   SOLE   626 0 0
FTD COS INC COM 30281V108 26,143 1,270,916 SH   SOLE   1,270,916 0 0
FTI CONSULTING INC COM 302941109 97,410 2,186,032 SH   SOLE   2,186,032 0 0
FUEL TECH INC COM 359523107 65 46,323 SH   SOLE   46,323 0 0
FUELCELL ENERGY INC COM NEW 35952H502 4,386 809,187 SH   SOLE   809,187 0 0
FULL HOUSE RESORTS INC COM 359678109 78 43,476 SH   SOLE   43,476 0 0
FULLER H B CO COM 359694106 167,173 3,597,431 SH   SOLE   3,597,431 0 0
FULTON FINL CORP PA COM 360271100 136,490 9,400,145 SH   SOLE   9,400,145 0 0
FUNCTIONX INC NEW COM 36077T207 0 55 SH   SOLE   55 0 0
FUSION TELECOMM INTL INC COM NEW 36113B400 3 1,646 SH   SOLE   1,646 0 0
FUTUREFUEL CORPORATION COM 36116M106 19,394 1,719,367 SH   SOLE   1,719,367 0 0
FXCM INC CL A NEW 302693205 131 14,952 SH   SOLE   14,952 0 0
G & K SVCS INC CL A 361268105 130,470 1,366,323 SH   SOLE   1,366,323 0 0
G-III APPAREL GROUP LTD COM 36237H101 84,321 2,892,665 SH   SOLE   2,892,665 0 0
GAIA INC NEW CL A 36269P104 1,684 233,837 SH   SOLE   233,837 0 0
GAIN CAP HLDGS INC COM 36268W100 6,429 1,040,337 SH   SOLE   1,040,337 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 89 78,879 SH   SOLE   78,879 0 0
GALENA BIOPHARMA INC COM 363256108 2,107 6,014,689 SH   SOLE   6,014,689 0 0
GALLAGHER ARTHUR J & CO COM 363576109 323,370 6,356,785 SH   SOLE   6,356,785 0 0
GAMCO INVESTORS INC CL A COM 361438104 3,206 112,601 SH   SOLE   112,601 0 0
GAMESTOP CORP NEW CL A 36467W109 104,030 3,770,573 SH   SOLE   3,770,573 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 97,157 2,904,532 SH   SOLE   2,904,532 0 0
GAMING PARTNERS INTL CORP COM 36467A107 9 825 SH   SOLE   825 0 0
GANNETT CO INC COM 36473H104 97,253 8,355,048 SH   SOLE   8,355,048 0 0
GAP INC DEL COM 364760108 85,279 3,834,472 SH   SOLE   3,834,472 0 0
GARMIN LTD SHS H2906T109 306,553 6,371,919 SH   SOLE   6,371,919 0 0
GARTNER INC COM 366651107 362,149 4,094,395 SH   SOLE   4,094,395 0 0
GAS NAT INC COM 367204104 272 35,490 SH   SOLE   35,490 0 0
GASLOG LTD SHS G37585109 15,029 1,032,932 SH   SOLE   1,032,932 0 0
GASTAR EXPL INC NEW COM 36729W202 326 385,409 SH   SOLE   385,409 0 0
GATX CORP COM 361448103 95,411 2,141,660 SH   SOLE   2,141,660 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 54,257 1,915,855 SH   SOLE   1,915,855 0 0
GEE GROUP INC COM 36165A102 4 802 SH   SOLE   802 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 77 7,059 SH   SOLE   7,059 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1 265 SH   SOLE   265 0 0
GENCOR INDS INC COM 368678108 2,661 222,100 SH   SOLE   222,100 0 0
GENER8 MARITIME INC COM Y26889108 5,350 1,044,882 SH   SOLE   1,044,882 0 0
GENERAC HLDGS INC COM 368736104 61,695 1,699,595 SH   SOLE   1,699,595 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 51,631 3,446,636 SH   SOLE   3,446,636 0 0
GENERAL COMMUNICATION INC CL A 369385109 49,326 3,587,316 SH   SOLE   3,587,316 0 0
GENERAL DYNAMICS CORP COM 369550108 581,261 3,746,203 SH   SOLE   3,746,203 0 0
GENERAL ELECTRIC CO COM 369604103 3,295,112 111,246,173 SH   SOLE   111,246,173 0 0
GENERAL FIN CORP DEL COM 369822101 122 27,047 SH   SOLE   27,047 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 518,850 18,798,914 SH   SOLE   18,798,914 0 0
GENERAL MLS INC COM 370334104 936,191 14,655,463 SH   SOLE   14,655,463 0 0
GENERAL MOLY INC COM 370373102 6 20,765 SH   SOLE   20,765 0 0
GENERAL MTRS CO COM 37045V100 546,007 17,186,243 SH   SOLE   17,186,243 0 0
GENESCO INC COM 371532102 80,155 1,471,822 SH   SOLE   1,471,822 0 0
GENESEE & WYO INC CL A 371559105 141,725 2,055,479 SH   SOLE   2,055,479 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 2,874 1,076,458 SH   SOLE   1,076,458 0 0
GENIE ENERGY LTD CL B 372284208 2,148 364,151 SH   SOLE   364,151 0 0
GENMARK DIAGNOSTICS INC COM 372309104 13,104 1,110,548 SH   SOLE   1,110,548 0 0
GENOCEA BIOSCIENCES INC COM 372427104 310 60,495 SH   SOLE   60,495 0 0
GENOMIC HEALTH INC COM 37244C101 26,433 914,017 SH   SOLE   914,017 0 0
GENPACT LIMITED SHS G3922B107 35,310 1,474,329 SH   SOLE   1,474,329 0 0
GENTEX CORP COM 371901109 184,859 10,527,305 SH   SOLE   10,527,305 0 0
GENTHERM INC COM 37253A103 77,685 2,472,462 SH   SOLE   2,472,462 0 0
GENUINE PARTS CO COM 372460105 509,689 5,074,055 SH   SOLE   5,074,055 0 0
GENVEC INC COM NEW 37246C307 2 3,602 SH   SOLE   3,602 0 0
GENWORTH FINL INC COM CL A 37247D106 103,887 20,944,944 SH   SOLE   20,944,944 0 0
GEO GROUP INC NEW COM 36162J106 137,382 5,777,188 SH   SOLE   5,777,188 0 0
GEORGETOWN BANCORP INC MD COM 372591107 5 222 SH   SOLE   222 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 18,457 947,508 SH   SOLE   947,508 0 0
GERDAU S A SPON ADR REP PFD 373737105 6,358 2,337,558 SH   SOLE   2,337,558 0 0
GERMAN AMERN BANCORP INC COM 373865104 15,521 398,684 SH   SOLE   398,684 0 0
GERON CORP COM 374163103 14,216 6,290,216 SH   SOLE   6,290,216 0 0
GETTY RLTY CORP NEW COM 374297109 45,925 1,919,138 SH   SOLE   1,919,138 0 0
GEVO INC COM NEW 374396208 24 49,331 SH   SOLE   49,331 0 0
GIBRALTAR INDS INC COM 374689107 81,283 2,187,965 SH   SOLE   2,187,965 0 0
GIGA TRONICS INC COM 375175106 1 905 SH   SOLE   905 0 0
GIGAMON INC COM 37518B102 44,985 820,888 SH   SOLE   820,888 0 0
GIGPEAK INC COM 37518Q109 3,909 1,663,397 SH   SOLE   1,663,397 0 0
GILEAD SCIENCES INC COM 375558103 2,059,696 26,032,555 SH   SOLE   26,032,555 0 0
GLACIER BANCORP INC NEW COM 37637Q105 153,819 5,393,371 SH   SOLE   5,393,371 0 0
GLADSTONE COML CORP COM 376536108 11,581 621,656 SH   SOLE   621,656 0 0
GLADSTONE LD CORP COM 376549101 281 26,517 SH   SOLE   26,517 0 0
GLATFELTER COM 377316104 67,132 3,096,504 SH   SOLE   3,096,504 0 0
GLAUKOS CORP COM 377322102 15,895 421,164 SH   SOLE   421,164 0 0
GLEN BURNIE BANCORP COM 377407101 6 598 SH   SOLE   598 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 9,833 426,591 SH   SOLE   426,591 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 16,853 583,352 SH   SOLE   583,352 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 9,915 1,193,109 SH   SOLE   1,193,109 0 0
GLOBAL INDEMNITY PLC SHS G39319101 6,453 217,283 SH   SOLE   217,283 0 0
GLOBAL MED REIT INC COM NEW 37954A204 4,242 434,652 SH   SOLE   434,652 0 0
GLOBAL NET LEASE INC COM 379378102 36,092 4,423,095 SH   SOLE   4,423,095 0 0
GLOBAL PMTS INC COM 37940X102 197,602 2,574,287 SH   SOLE   2,574,287 0 0
GLOBAL SELF STORAGE INC COM 37955N106 98 18,548 SH   SOLE   18,548 0 0
GLOBAL SOURCES LTD ORD G39300101 1,957 230,787 SH   SOLE   230,787 0 0
GLOBAL WTR RES INC COM 379463102 1,786 222,954 SH   SOLE   222,954 0 0
GLOBALSCAPE INC COM 37940G109 144 40,704 SH   SOLE   40,704 0 0
GLOBALSTAR INC COM 378973408 30,554 25,251,451 SH   SOLE   25,251,451 0 0
GLOBANT S A COM L44385109 32,915 781,464 SH   SOLE   781,464 0 0
GLOBUS MED INC CL A 379577208 47,344 2,097,655 SH   SOLE   2,097,655 0 0
GLOWPOINT INC COM NEW 379887201 1 3,105 SH   SOLE   3,105 0 0
GLU MOBILE INC COM 379890106 6,492 2,898,044 SH   SOLE   2,898,044 0 0
GLYCOMIMETICS INC COM 38000Q102 2,300 321,658 SH   SOLE   321,658 0 0
GMS INC COM 36251C103 3,988 179,383 SH   SOLE   179,383 0 0
GNC HLDGS INC COM CL A 36191G107 37,324 1,827,803 SH   SOLE   1,827,803 0 0
GODADDY INC CL A 380237107 15,452 447,502 SH   SOLE   447,502 0 0
GOGO INC COM 38046C109 15,854 1,436,029 SH   SOLE   1,436,029 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 38 50,000 PRN   SOLE   50,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 47,568 2,243,766 SH   SOLE   2,243,766 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 382 78,850 SH   SOLE   78,850 0 0
GOLD RESOURCE CORP COM 38068T105 10,283 1,385,820 SH   SOLE   1,385,820 0 0
GOLDCORP INC NEW COM 380956409 10,714 648,571 SH   SOLE   648,571 0 0
GOLDEN ENTERPRISES INC COM 381010107 15 1,255 SH   SOLE   1,255 0 0
GOLDEN ENTMT INC COM 381013101 3,637 291,697 SH   SOLE   291,697 0 0
GOLDEN MINERALS CO COM 381119106 15 19,884 SH   SOLE   19,884 0 0
GOLDFIELD CORP COM 381370105 162 59,823 SH   SOLE   59,823 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 760,712 4,717,008 SH   SOLE   4,717,008 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 112 33,271 SH   SOLE   33,271 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 140,409 4,347,017 SH   SOLE   4,347,017 0 0
GOPRO INC CL A 38268T103 44,259 2,653,433 SH   SOLE   2,653,433 0 0
GORDMANS STORES INC COM 38269P100 19 21,654 SH   SOLE   21,654 0 0
GORMAN RUPP CO COM 383082104 11,500 449,041 SH   SOLE   449,041 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 89,319 3,948,692 SH   SOLE   3,948,692 0 0
GP STRATEGIES CORP COM 36225V104 8,737 354,884 SH   SOLE   354,884 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 15,717 165,496 SH   SOLE   165,496 0 0
GRACE W R & CO DEL NEW COM 38388F108 55,879 757,168 SH   SOLE   757,168 0 0
GRACO INC COM 384109104 150,737 2,036,991 SH   SOLE   2,036,991 0 0
GRAHAM CORP COM 384556106 5,087 266,311 SH   SOLE   266,311 0 0
GRAHAM HLDGS CO COM 384637104 78,990 164,094 SH   SOLE   164,094 0 0
GRAINGER W W INC COM 384802104 208,714 928,279 SH   SOLE   928,279 0 0
GRAMERCY PPTY TR COM 385002100 131,234 13,613,537 SH   SOLE   13,613,537 0 0
GRAN TIERRA ENERGY INC COM 38500T101 265 87,956 SH   SOLE   87,956 0 0
GRAND CANYON ED INC COM 38526M106 46,943 1,162,247 SH   SOLE   1,162,247 0 0
GRANITE CONSTR INC COM 387328107 101,776 2,046,150 SH   SOLE   2,046,150 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 46,081 3,293,870 SH   SOLE   3,293,870 0 0
GRAY TELEVISION INC COM 389375106 16,867 1,628,076 SH   SOLE   1,628,076 0 0
GREAT AJAX CORP COM 38983D300 10,630 778,742 SH   SOLE   778,742 0 0
GREAT BASIN SCIENTIFIC INC COM 39013L601 0 7 SH   SOLE   7 0 0
GREAT ELM CAP GROUP INC COM 39036P100 39 8,386 SH   SOLE   8,386 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 5,802 1,657,585 SH   SOLE   1,657,585 0 0
GREAT PLAINS ENERGY INC COM 391164100 275,629 10,099,992 SH   SOLE   10,099,992 0 0
GREAT SOUTHN BANCORP INC COM 390905107 12,167 298,947 SH   SOLE   298,947 0 0
GREAT WESTN BANCORP INC COM 391416104 136,526 4,097,420 SH   SOLE   4,097,420 0 0
GREEN BANCORP INC COM 39260X100 6,348 580,745 SH   SOLE   580,745 0 0
GREEN BRICK PARTNERS INC COM 392709101 5,421 656,262 SH   SOLE   656,262 0 0
GREEN DOT CORP CL A 39304D102 69,572 3,017,014 SH   SOLE   3,017,014 0 0
GREEN PLAINS INC COM 393222104 66,369 2,533,173 SH   SOLE   2,533,173 0 0
GREENBRIER COS INC COM 393657101 69,115 1,957,946 SH   SOLE   1,957,946 0 0
GREENE COUNTY BANCORP INC COM 394357107 1,300 77,994 SH   SOLE   77,994 0 0
GREENHILL & CO INC COM 395259104 47,266 2,005,347 SH   SOLE   2,005,347 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 15,393 753,060 SH   SOLE   753,060 0 0
GREIF INC CL A 397624107 66,583 1,342,664 SH   SOLE   1,342,664 0 0
GREIF INC CL B 397624206 8,915 147,131 SH   SOLE   147,131 0 0
GRIFFIN INL RLTY INC COM 398231100 743 23,440 SH   SOLE   23,440 0 0
GRIFFON CORP COM 398433102 35,426 2,082,644 SH   SOLE   2,082,644 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 31,013 1,941,976 SH   SOLE   1,941,976 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 92,303 1,444,951 SH   SOLE   1,444,951 0 0
GROUPON INC COM CL A 399473107 18,634 3,618,160 SH   SOLE   3,618,160 0 0
GRUBHUB INC COM 400110102 92,033 2,140,789 SH   SOLE   2,140,789 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 1,090 23,160 SH   SOLE   23,160 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 13,226 90,329 SH   SOLE   90,329 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 15,438 496,226 SH   SOLE   496,226 0 0
GSE SYS INC COM 36227K106 110 38,163 SH   SOLE   38,163 0 0
GSI TECHNOLOGY COM 36241U106 166 35,148 SH   SOLE   35,148 0 0
GTT COMMUNICATIONS INC COM 362393100 17,166 729,537 SH   SOLE   729,537 0 0
GTX INC DEL COM 40052B108 7 9,421 SH   SOLE   9,421 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 7,558 423,428 SH   SOLE   423,428 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 13 825 SH   SOLE   825 0 0
GUESS INC COM 401617105 98,919 6,770,607 SH   SOLE   6,770,607 0 0
GUIDANCE SOFTWARE INC COM 401692108 3,652 612,764 SH   SOLE   612,764 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 50,295 838,522 SH   SOLE   838,522 0 0
GULF ISLAND FABRICATION INC COM 402307102 6,028 655,245 SH   SOLE   655,245 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 444 264,240 SH   SOLE   264,240 0 0
GULFPORT ENERGY CORP COM NEW 402635304 135,760 4,805,659 SH   SOLE   4,805,659 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 27,511 207,274 SH   SOLE   207,274 0 0
GWG HLDGS INC COM 36192A109 2 186 SH   SOLE   186 0 0
GYRODYNE LLC COM 403829104 47 2,522 SH   SOLE   2,522 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 13,453 802,692 SH   SOLE   802,692 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 5,275 376,753 SH   SOLE   376,753 0 0
HACKETT GROUP INC COM 404609109 10,267 621,473 SH   SOLE   621,473 0 0
HAEMONETICS CORP COM 405024100 130,959 3,616,662 SH   SOLE   3,616,662 0 0
HAIN CELESTIAL GROUP INC COM 405217100 134,007 3,766,364 SH   SOLE   3,766,364 0 0
HALCON RES CORP COM PAR NEW 40537Q605 52 5,546 SH   SOLE   5,546 0 0
HALLADOR ENERGY COMPANY COM 40609P105 283 35,956 SH   SOLE   35,956 0 0
HALLIBURTON CO COM 406216101 544,544 12,133,330 SH   SOLE   12,133,330 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4,045 393,060 SH   SOLE   393,060 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 54,580 4,518,198 SH   SOLE   4,518,198 0 0
HALYARD HEALTH INC COM 40650V100 87,068 2,512,061 SH   SOLE   2,512,061 0 0
HAMILTON BANCORP INC MD COM 407015106 11 790 SH   SOLE   790 0 0
HANCOCK HLDG CO COM 410120109 133,682 4,122,162 SH   SOLE   4,122,162 0 0
HANDY & HARMAN LTD COM 410315105 1,702 80,916 SH   SOLE   80,916 0 0
HANESBRANDS INC COM 410345102 152,890 6,055,053 SH   SOLE   6,055,053 0 0
HANMI FINL CORP COM NEW 410495204 58,921 2,236,930 SH   SOLE   2,236,930 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 49,574 2,121,274 SH   SOLE   2,121,274 0 0
HANOVER INS GROUP INC COM 410867105 117,740 1,561,125 SH   SOLE   1,561,125 0 0
HARBORONE BANCORP INC COM 41165F101 6,307 400,176 SH   SOLE   400,176 0 0
HARDINGE INC COM 412324303 3,587 322,277 SH   SOLE   322,277 0 0
HARLEY DAVIDSON INC COM 412822108 150,281 2,857,606 SH   SOLE   2,857,606 0 0
HARMAN INTL INDS INC COM 413086109 95,878 1,135,324 SH   SOLE   1,135,324 0 0
HARMONIC INC COM 413160102 33,405 5,633,271 SH   SOLE   5,633,271 0 0
HARRIS CORP DEL COM 413875105 197,680 2,157,839 SH   SOLE   2,157,839 0 0
HARSCO CORP COM 415864107 56,127 5,652,294 SH   SOLE   5,652,294 0 0
HARTE-HANKS INC COM 416196103 3,782 2,334,541 SH   SOLE   2,334,541 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 274,370 6,407,528 SH   SOLE   6,407,528 0 0
HARVARD BIOSCIENCE INC COM 416906105 265 97,351 SH   SOLE   97,351 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 56 68,635 SH   SOLE   68,635 0 0
HASBRO INC COM 418056107 151,083 1,904,484 SH   SOLE   1,904,484 0 0
HAVERTY FURNITURE INC COM 419596101 27,563 1,375,410 SH   SOLE   1,375,410 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 120,621 4,040,894 SH   SOLE   4,040,894 0 0
HAWAIIAN HOLDINGS INC COM 419879101 176,016 3,621,734 SH   SOLE   3,621,734 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 3,879 173,267 SH   SOLE   173,267 0 0
HAWKINS INC COM 420261109 29,757 686,758 SH   SOLE   686,758 0 0
HAWTHORN BANCSHARES INC COM 420476103 16 1,018 SH   SOLE   1,018 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 33,851 912,185 SH   SOLE   912,185 0 0
HC2 HLDGS INC COM 404139107 5,156 945,974 SH   SOLE   945,974 0 0
HCA HOLDINGS INC COM 40412C101 303,978 4,019,284 SH   SOLE   4,019,284 0 0
HCI GROUP INC COM 40416E103 19,076 628,337 SH   SOLE   628,337 0 0
HCP INC COM 40414L109 560,858 14,778,869 SH   SOLE   14,778,869 0 0
HD SUPPLY HLDGS INC COM 40416M105 62,476 1,953,604 SH   SOLE   1,953,604 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 20,509 285,288 SH   SOLE   285,288 0 0
HEADWATERS INC COM 42210P102 85,121 5,030,811 SH   SOLE   5,030,811 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 101 19,298 SH   SOLE   19,298 0 0
HEALTHCARE RLTY TR COM 421946104 239,367 7,027,802 SH   SOLE   7,027,802 0 0
HEALTHCARE SVCS GRP INC COM 421906108 202,756 5,122,685 SH   SOLE   5,122,685 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 77,422 2,373,464 SH   SOLE   2,373,464 0 0
HEALTHEQUITY INC COM 42226A107 118,213 3,123,191 SH   SOLE   3,123,191 0 0
HEALTHSOUTH CORP COM NEW 421924309 104,227 2,569,062 SH   SOLE   2,569,062 0 0
HEALTHSTREAM INC COM 42222N103 52,723 1,910,247 SH   SOLE   1,910,247 0 0
HEALTHWAYS INC COM 422245100 65,081 2,459,592 SH   SOLE   2,459,592 0 0
HEARTLAND EXPRESS INC COM 422347104 57,312 3,035,578 SH   SOLE   3,035,578 0 0
HEARTLAND FINL USA INC COM 42234Q102 20,231 560,882 SH   SOLE   560,882 0 0
HEAT BIOLOGICS INC COM 42237K102 3 1,832 SH   SOLE   1,832 0 0
HECLA MNG CO COM 422704106 60,528 10,618,864 SH   SOLE   10,618,864 0 0
HEICO CORP NEW COM 422806109 24,528 354,448 SH   SOLE   354,448 0 0
HEICO CORP NEW CL A 422806208 36,170 597,757 SH   SOLE   597,757 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 24,212 1,305,207 SH   SOLE   1,305,207 0 0
HELEN OF TROY CORP LTD COM G4388N106 128,730 1,493,902 SH   SOLE   1,493,902 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 61,904 7,614,249 SH   SOLE   7,614,249 0 0
HELMERICH & PAYNE INC COM 423452101 394,158 5,856,725 SH   SOLE   5,856,725 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,987 155,829 SH   SOLE   155,829 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 7 5,284 SH   SOLE   5,284 0 0
HENNESSY ADVISORS INC COM 425885100 2,895 81,626 SH   SOLE   81,626 0 0
HENRY JACK & ASSOC INC COM 426281101 255,358 2,984,895 SH   SOLE   2,984,895 0 0
HERBALIFE LTD COM USD SHS G4412G101 43,632 703,858 SH   SOLE   703,858 0 0
HERC HLDGS INC COM 42704L104 7,514 222,956 SH   SOLE   222,956 0 0
HERITAGE COMMERCE CORP COM 426927109 7,902 722,328 SH   SOLE   722,328 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 4,714 354,993 SH   SOLE   354,993 0 0
HERITAGE FINL CORP WASH COM 42722X106 14,793 824,096 SH   SOLE   824,096 0 0
HERITAGE INS HLDGS INC COM 42727J102 10,692 741,962 SH   SOLE   741,962 0 0
HERITAGE OAKS BANCORP COM 42724R107 5,544 676,100 SH   SOLE   676,100 0 0
HERON THERAPEUTICS INC COM 427746102 15,132 878,227 SH   SOLE   878,227 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 19,355 1,074,091 SH   SOLE   1,074,091 0 0
HERSHEY CO COM 427866108 353,435 3,697,023 SH   SOLE   3,697,023 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 27,716 690,135 SH   SOLE   690,135 0 0
HESKA CORP COM RESTRC NEW 42805E306 9,225 169,490 SH   SOLE   169,490 0 0
HESS CORP COM 42809H107 275,891 5,145,308 SH   SOLE   5,145,308 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 475,918 20,919,461 SH   SOLE   20,919,461 0 0
HEXCEL CORP NEW COM 428291108 57,606 1,300,362 SH   SOLE   1,300,362 0 0
HFF INC CL A 40418F108 66,869 2,414,901 SH   SOLE   2,414,901 0 0
HHGREGG INC COM 42833L108 74 40,076 SH   SOLE   40,076 0 0
HIBBETT SPORTS INC COM 428567101 63,042 1,580,011 SH   SOLE   1,580,011 0 0
HIGHWOODS PPTYS INC COM 431284108 260,632 5,000,622 SH   SOLE   5,000,622 0 0
HILL INTERNATIONAL INC COM 431466101 4,179 906,612 SH   SOLE   906,612 0 0
HILL ROM HLDGS INC COM 431475102 153,919 2,483,358 SH   SOLE   2,483,358 0 0
HILLENBRAND INC COM 431571108 135,034 4,267,820 SH   SOLE   4,267,820 0 0
HILLTOP HOLDINGS INC COM 432748101 44,430 1,978,192 SH   SOLE   1,978,192 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 117,452 5,122,191 SH   SOLE   5,122,191 0 0
HINGHAM INSTN SVGS MASS COM 433323102 5,345 38,591 SH   SOLE   38,591 0 0
HISTOGENICS CORP COM 43358V109 6 1,949 SH   SOLE   1,949 0 0
HMN FINL INC COM 40424G108 12 848 SH   SOLE   848 0 0
HMS HLDGS CORP COM 40425J101 137,866 6,218,591 SH   SOLE   6,218,591 0 0
HNI CORP COM 404251100 92,691 2,328,923 SH   SOLE   2,328,923 0 0
HOLLYFRONTIER CORP COM 436106108 241,411 9,853,493 SH   SOLE   9,853,493 0 0
HOLOGIC INC COM 436440101 215,950 5,561,424 SH   SOLE   5,561,424 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 68 50,000 PRN   SOLE   50,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 61 50,000 PRN   SOLE   50,000 0 0
HOME BANCORP INC COM 43689E107 4,709 168,161 SH   SOLE   168,161 0 0
HOME BANCSHARES INC COM 436893200 173,685 8,346,234 SH   SOLE   8,346,234 0 0
HOME DEPOT INC COM 437076102 2,215,164 17,214,514 SH   SOLE   17,214,514 0 0
HOME FED BANCORP INC LA NEW COM 43708L108 6 253 SH   SOLE   253 0 0
HOMESTREET INC COM 43785V102 16,524 659,367 SH   SOLE   659,367 0 0
HOMETRUST BANCSHARES INC COM 437872104 8,745 472,697 SH   SOLE   472,697 0 0
HONEYWELL INTL INC COM 438516106 1,079,530 9,259,195 SH   SOLE   9,259,195 0 0
HOOKER FURNITURE CORP COM 439038100 7,740 316,036 SH   SOLE   316,036 0 0
HOOPER HOLMES INC COM NEW 439104209 1 778 SH   SOLE   778 0 0
HOPE BANCORP INC COM 43940T109 151,695 8,733,135 SH   SOLE   8,733,135 0 0
HOPFED BANCORP INC COM 439734104 258 23,049 SH   SOLE   23,049 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 105,436 2,876,824 SH   SOLE   2,876,824 0 0
HORIZON BANCORP IND COM 440407104 10,828 368,560 SH   SOLE   368,560 0 0
HORIZON GLOBAL CORP COM 44052W104 10,083 505,926 SH   SOLE   505,926 0 0
HORIZON PHARMA PLC SHS G4617B105 127,869 7,052,901 SH   SOLE   7,052,901 0 0
HORMEL FOODS CORP COM 440452100 191,110 5,038,487 SH   SOLE   5,038,487 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 12,670 2,303,634 SH   SOLE   2,303,634 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 28 50,000 PRN   SOLE   50,000 0 0
HORTONWORKS INC COM 440894103 8,482 1,015,864 SH   SOLE   1,015,864 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 196,313 6,605,430 SH   SOLE   6,605,430 0 0
HOST HOTELS & RESORTS INC COM 44107P104 357,642 22,969,924 SH   SOLE   22,969,924 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 43,693 3,258,275 SH   SOLE   3,258,275 0 0
HOULIHAN LOKEY INC CL A 441593100 7,766 310,022 SH   SOLE   310,022 0 0
HOUSTON AMERN ENERGY CORP COM 44183U100 2 8,263 SH   SOLE   8,263 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 252 40,700 SH   SOLE   40,700 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 10,132 5,995,387 SH   SOLE   5,995,387 0 0
HOWARD BANCORP INC COM 442496105 9 701 SH   SOLE   701 0 0
HOWARD HUGHES CORP COM 44267D107 63,232 552,248 SH   SOLE   552,248 0 0
HP INC COM 40434L105 336,608 21,674,708 SH   SOLE   21,674,708 0 0
HRG GROUP INC COM 40434J100 48,820 3,109,583 SH   SOLE   3,109,583 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 153,670 5,991,025 SH   SOLE   5,991,025 0 0
HSN INC COM 404303109 65,637 1,649,178 SH   SOLE   1,649,178 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 2 1,081 SH   SOLE   1,081 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 836 33,300 SH   SOLE   33,300 0 0
HUB GROUP INC CL A 443320106 96,426 2,365,696 SH   SOLE   2,365,696 0 0
HUBBELL INC COM 443510607 205,647 1,908,730 SH   SOLE   1,908,730 0 0
HUBSPOT INC COM 443573100 45,271 785,685 SH   SOLE   785,685 0 0
HUDBAY MINERALS INC COM 443628102 196 49,599 SH   SOLE   49,599 0 0
HUDSON GLOBAL INC COM 443787106 108 69,826 SH   SOLE   69,826 0 0
HUDSON PAC PPTYS INC COM 444097109 100,003 3,042,392 SH   SOLE   3,042,392 0 0
HUDSON TECHNOLOGIES INC COM 444144109 454 68,224 SH   SOLE   68,224 0 0
HUMANA INC COM 444859102 371,359 2,099,377 SH   SOLE   2,099,377 0 0
HUNT J B TRANS SVCS INC COM 445658107 158,522 1,953,682 SH   SOLE   1,953,682 0 0
HUNTINGTON BANCSHARES INC COM 446150104 182,285 18,487,283 SH   SOLE   18,487,283 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 286,055 1,864,525 SH   SOLE   1,864,525 0 0
HUNTSMAN CORP COM 447011107 95,611 5,876,514 SH   SOLE   5,876,514 0 0
HURCO COMPANIES INC COM 447324104 4,959 176,662 SH   SOLE   176,662 0 0
HURON CONSULTING GROUP INC COM 447462102 33,544 561,320 SH   SOLE   561,320 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 50 50,000 PRN   SOLE   50,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 342 86,049 SH   SOLE   86,049 0 0
HUTTIG BLDG PRODS INC COM 448451104 352 60,849 SH   SOLE   60,849 0 0
HYATT HOTELS CORP COM CL A 448579102 11,392 231,460 SH   SOLE   231,460 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 14,404 239,550 SH   SOLE   239,550 0 0
I D SYSTEMS INC COM 449489103 160 32,446 SH   SOLE   32,446 0 0
IAC INTERACTIVECORP COM 44919P508 46,518 744,653 SH   SOLE   744,653 0 0
IAMGOLD CORP COM 450913108 176 43,524 SH   SOLE   43,524 0 0
IBERIABANK CORP COM 450828108 76,156 1,134,632 SH   SOLE   1,134,632 0 0
IBIO INC COM 451033104 9 17,122 SH   SOLE   17,122 0 0
ICAD INC COM NEW 44934S206 183 35,161 SH   SOLE   35,161 0 0
ICF INTL INC COM 44925C103 20,530 463,233 SH   SOLE   463,233 0 0
ICICI BK LTD ADR 45104G104 7,498 1,003,707 SH   SOLE   1,003,707 0 0
ICON PLC SHS G4705A100 5,233 67,639 SH   SOLE   67,639 0 0
ICONIX BRAND GROUP INC COM 451055107 30,376 3,740,899 SH   SOLE   3,740,899 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 43 50,000 PRN   SOLE   50,000 0 0
ICU MED INC COM 44930G107 127,156 1,006,142 SH   SOLE   1,006,142 0 0
IDACORP INC COM 451107106 403,286 5,151,837 SH   SOLE   5,151,837 0 0
IDEAL PWR INC COM 451622104 111 21,559 SH   SOLE   21,559 0 0
IDENTIV INC COM NEW 45170X205 6 2,765 SH   SOLE   2,765 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 6,274 2,450,736 SH   SOLE   2,450,736 0 0
IDEX CORP COM 45167R104 259,090 2,768,940 SH   SOLE   2,768,940 0 0
IDEXX LABS INC COM 45168D104 413,742 3,670,199 SH   SOLE   3,670,199 0 0
IDT CORP CL B NEW 448947507 10,998 637,963 SH   SOLE   637,963 0 0
IEC ELECTRS CORP NEW COM 44949L105 151 31,719 SH   SOLE   31,719 0 0
IES HLDGS INC COM 44951W106 3,809 214,095 SH   SOLE   214,095 0 0
IF BANCORP INC COM 44951J105 13 697 SH   SOLE   697 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 13 19,688 SH   SOLE   19,688 0 0
IGNYTA INC COM 451731103 5,194 825,798 SH   SOLE   825,798 0 0
IHS MARKIT LTD SHS G47567105 11,371 302,836 SH   SOLE   302,836 0 0
II VI INC COM 902104108 93,723 3,852,156 SH   SOLE   3,852,156 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 4,322 238,984 SH   SOLE   238,984 0 0
IKONICS CORP COM 45172K102 3 237 SH   SOLE   237 0 0
ILLINOIS TOOL WKS INC COM 452308109 448,561 3,742,998 SH   SOLE   3,742,998 0 0
ILLUMINA INC COM 452327109 774,936 4,265,858 SH   SOLE   4,265,858 0 0
ILLUMINA INC NOTE 6/1 452327AF6 78 75,000 PRN   SOLE   75,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 55 50,000 PRN   SOLE   50,000 0 0
IMAGE SENSING SYS INC COM 45244C104 5 1,237 SH   SOLE   1,237 0 0
IMATION CORP COM 45245A107 55 86,439 SH   SOLE   86,439 0 0
IMAX CORP COM 45245E109 43,077 1,486,939 SH   SOLE   1,486,939 0 0
IMMERSION CORP COM 452521107 6,629 812,388 SH   SOLE   812,388 0 0
IMMUCELL CORP COM PAR $0.10 452525306 6 736 SH   SOLE   736 0 0
IMMUNE DESIGN CORP COM 45252L103 4,940 651,726 SH   SOLE   651,726 0 0
IMMUNE PHARMACEUTICALS INC COM 45254C101 2 6,771 SH   SOLE   6,771 0 0
IMMUNOCELLULAR THERAPEUTICS COM 452536105 3 22,997 SH   SOLE   22,997 0 0
IMMUNOGEN INC COM 45253H101 8,873 3,310,737 SH   SOLE   3,310,737 0 0
IMMUNOMEDICS INC COM 452907108 12,165 3,743,062 SH   SOLE   3,743,062 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 3,601 273,023 SH   SOLE   273,023 0 0
IMPAX LABORATORIES INC COM 45256B101 152,784 6,446,579 SH   SOLE   6,446,579 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 66 75,000 PRN   SOLE   75,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 24 771 SH   SOLE   771 0 0
IMPERVA INC COM 45321L100 41,819 778,607 SH   SOLE   778,607 0 0
IMPINJ INC COM 453204109 5,695 152,183 SH   SOLE   152,183 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 144 37,907 SH   SOLE   37,907 0 0
IMS HEALTH HLDGS INC COM 44970B109 45,021 1,436,535 SH   SOLE   1,436,535 0 0
INC RESH HLDGS INC CL A 45329R109 79,295 1,778,713 SH   SOLE   1,778,713 0 0
INCOME OPPORTUNITY RLTY INVS COM 452926108 1 108 SH   SOLE   108 0 0
INCONTACT INC COM 45336E109 22,705 1,624,087 SH   SOLE   1,624,087 0 0
INCYTE CORP COM 45337C102 396,755 4,207,817 SH   SOLE   4,207,817 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 95 50,000 PRN   SOLE   50,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 48 25,000 PRN   SOLE   25,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 4,438 845,352 SH   SOLE   845,352 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,393 197,488 SH   SOLE   197,488 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 10,631 1,181,184 SH   SOLE   1,181,184 0 0
INDEPENDENT BANK CORP MASS COM 453836108 97,801 1,808,120 SH   SOLE   1,808,120 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 9,636 572,520 SH   SOLE   572,520 0 0
INDEPENDENT BK GROUP INC COM 45384B106 13,643 308,867 SH   SOLE   308,867 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 3 2,007 SH   SOLE   2,007 0 0
INFINERA CORPORATION COM 45667G103 35,430 3,923,564 SH   SOLE   3,923,564 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 3,226 2,067,943 SH   SOLE   2,067,943 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 63,904 773,371 SH   SOLE   773,371 0 0
INFOBLOX INC COM 45672H104 39,880 1,512,326 SH   SOLE   1,512,326 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 3,375 845,829 SH   SOLE   845,829 0 0
INFOSONICS CORP COM 456784107 2 3,594 SH   SOLE   3,594 0 0
INFOSYS LTD SPONSORED ADR 456788108 21,313 1,350,613 SH   SOLE   1,350,613 0 0
INFRAREIT INC COM 45685L100 18,528 1,021,414 SH   SOLE   1,021,414 0 0
INFUSYSTEM HLDGS INC COM 45685K102 162 58,409 SH   SOLE   58,409 0 0
INGERSOLL-RAND PLC SHS G47791101 289,554 4,261,907 SH   SOLE   4,261,907 0 0
INGEVITY CORP COM 45688C107 135,134 2,931,332 SH   SOLE   2,931,332 0 0
INGLES MKTS INC CL A 457030104 14,168 358,330 SH   SOLE   358,330 0 0
INGRAM MICRO INC CL A 457153104 196,858 5,520,415 SH   SOLE   5,520,415 0 0
INGREDION INC COM 457187102 358,518 2,694,411 SH   SOLE   2,694,411 0 0
INNERWORKINGS INC COM 45773Y105 10,075 1,069,511 SH   SOLE   1,069,511 0 0
INNODATA INC COM NEW 457642205 170 68,562 SH   SOLE   68,562 0 0
INNOPHOS HOLDINGS INC COM 45774N108 52,813 1,353,144 SH   SOLE   1,353,144 0 0
INNOSPEC INC COM 45768S105 99,286 1,632,727 SH   SOLE   1,632,727 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 118 37,096 SH   SOLE   37,096 0 0
INNOVIVA INC COM 45781M101 46,724 4,251,463 SH   SOLE   4,251,463 0 0
INOGEN INC COM 45780L104 70,656 1,179,565 SH   SOLE   1,179,565 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 7,921 835,508 SH   SOLE   835,508 0 0
INOVALON HLDGS INC COM CL A 45781D101 11,772 800,256 SH   SOLE   800,256 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 26,277 2,819,426 SH   SOLE   2,819,426 0 0
INPHI CORP COM 45772F107 44,504 1,022,844 SH   SOLE   1,022,844 0 0
INSIGHT ENTERPRISES INC COM 45765U103 82,295 2,528,265 SH   SOLE   2,528,265 0 0
INSIGNIA SYS INC COM 45765Y105 6 2,603 SH   SOLE   2,603 0 0
INSMED INC COM PAR $.01 457669307 34,745 2,392,925 SH   SOLE   2,392,925 0 0
INSPERITY INC COM 45778Q107 89,148 1,227,252 SH   SOLE   1,227,252 0 0
INSPIREMD INC COM 45779A507 0 1,238 SH   SOLE   1,238 0 0
INSTALLED BLDG PRODS INC COM 45780R101 62,426 1,740,344 SH   SOLE   1,740,344 0 0
INSTEEL INDUSTRIES INC COM 45774W108 17,535 483,865 SH   SOLE   483,865 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 4 3,554 SH   SOLE   3,554 0 0
INSTRUCTURE INC COM 45781U103 7,420 292,491 SH   SOLE   292,491 0 0
INSULET CORP COM 45784P101 69,341 1,693,722 SH   SOLE   1,693,722 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 18,301 1,552,250 SH   SOLE   1,552,250 0 0
INTEGER HLDGS CORP COM 45826H109 43,243 1,993,672 SH   SOLE   1,993,672 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 178,781 2,165,730 SH   SOLE   2,165,730 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 173,210 7,498,277 SH   SOLE   7,498,277 0 0
INTEL CORP COM 458140100 2,767,140 73,301,717 SH   SOLE   73,301,717 0 0
INTEL CORP SDCV 12/1 458140AD2 345 250,000 PRN   SOLE   250,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 549 300,000 PRN   SOLE   300,000 0 0
INTELIQUENT INC COM 45825N107 41,019 2,541,459 SH   SOLE   2,541,459 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 3,010 176,837 SH   SOLE   176,837 0 0
INTELLICHECK MOBILISA INC COM NEW 45817G201 3 1,758 SH   SOLE   1,758 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 4 1,054 SH   SOLE   1,054 0 0
INTELSAT S A COM L5140P101 2,339 863,098 SH   SOLE   863,098 0 0
INTER PARFUMS INC COM 458334109 39,327 1,218,671 SH   SOLE   1,218,671 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 126,897 3,597,882 SH   SOLE   3,597,882 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 74,723 1,242,483 SH   SOLE   1,242,483 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 81,253 493,670 SH   SOLE   493,670 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 56 50,000 PRN   SOLE   50,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 393,318 1,460,194 SH   SOLE   1,460,194 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 61 50,000 PRN   SOLE   50,000 0 0
INTERDIGITAL INC COM 45867G101 147,250 1,859,215 SH   SOLE   1,859,215 0 0
INTERFACE INC COM 458665304 73,861 4,425,439 SH   SOLE   4,425,439 0 0
INTERGROUP CORP COM 458685104 3 126 SH   SOLE   126 0 0
INTERLINK ELECTRS INC COM NEW 458751302 25 2,482 SH   SOLE   2,482 0 0
INTERMOLECULAR INC COM 45882D109 65 65,439 SH   SOLE   65,439 0 0
INTERNAP CORP COM PAR $.001 45885A300 230 139,279 SH   SOLE   139,279 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 90,425 3,036,432 SH   SOLE   3,036,432 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,184,465 13,751,747 SH   SOLE   13,751,747 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 204,231 1,428,488 SH   SOLE   1,428,488 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 20,500 840,847 SH   SOLE   840,847 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 45,041 1,347,717 SH   SOLE   1,347,717 0 0
INTERPACE DIAGNOSTICS GROUP COM 46062X105 0 2,187 SH   SOLE   2,187 0 0
INTERPUBLIC GROUP COS INC COM 460690100 145,511 6,510,547 SH   SOLE   6,510,547 0 0
INTERSECT ENT INC COM 46071F103 11,239 709,551 SH   SOLE   709,551 0 0
INTERSECTIONS INC COM 460981301 39 21,521 SH   SOLE   21,521 0 0
INTERSIL CORP CL A 46069S109 155,260 7,079,777 SH   SOLE   7,079,777 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 131,491 7,658,186 SH   SOLE   7,658,186 0 0
INTERXION HOLDING N.V SHS N47279109 11,260 310,890 SH   SOLE   310,890 0 0
INTEST CORP COM 461147100 115 28,765 SH   SOLE   28,765 0 0
INTEVAC INC COM 461148108 291 49,368 SH   SOLE   49,368 0 0
INTL FCSTONE INC COM 46116V105 43,835 1,128,320 SH   SOLE   1,128,320 0 0
INTL PAPER CO COM 460146103 537,794 11,208,706 SH   SOLE   11,208,706 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 16,691 1,095,218 SH   SOLE   1,095,218 0 0
INTRALINKS HLDGS INC COM 46118H104 11,592 1,152,247 SH   SOLE   1,152,247 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 7,319 451,214 SH   SOLE   451,214 0 0
INTREPID POTASH INC COM 46121Y102 920 814,004 SH   SOLE   814,004 0 0
INTREXON CORP COM 46122T102 15,656 558,742 SH   SOLE   558,742 0 0
INTRICON CORP COM 46121H109 87 15,116 SH   SOLE   15,116 0 0
INTUIT COM 461202103 400,948 3,644,648 SH   SOLE   3,644,648 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 622,191 858,396 SH   SOLE   858,396 0 0
INUVO INC COM NEW 46122W204 66 52,173 SH   SOLE   52,173 0 0
INVACARE CORP COM 461203101 27,835 2,491,986 SH   SOLE   2,491,986 0 0
INVENSENSE INC COM 46123D205 15,506 2,089,740 SH   SOLE   2,089,740 0 0
INVENTERGY GLOBAL INC COM NEW 46123X409 0 300 SH   SOLE   300 0 0
INVENTURE FOODS INC COM 461212102 4,959 527,566 SH   SOLE   527,566 0 0
INVESCO LTD SHS G491BT108 217,506 6,955,743 SH   SOLE   6,955,743 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 96,387 6,328,764 SH   SOLE   6,328,764 0 0
INVESTAR HLDG CORP COM 46134L105 20 1,275 SH   SOLE   1,275 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 36,091 2,105,644 SH   SOLE   2,105,644 0 0
INVESTORS BANCORP INC NEW COM 46146L101 97,231 8,095,845 SH   SOLE   8,095,845 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 18,681 3,139,616 SH   SOLE   3,139,616 0 0
INVESTORS TITLE CO COM 461804106 4,006 40,260 SH   SOLE   40,260 0 0
INVITAE CORP COM 46185L103 5,532 631,496 SH   SOLE   631,496 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 6,051 889,838 SH   SOLE   889,838 0 0
INVUITY INC COM NEW 46187J205 422 30,731 SH   SOLE   30,731 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 177 25,888 SH   SOLE   25,888 0 0
IONIS PHARMACEUTICALS INC COM 462222100 105,454 2,878,111 SH   SOLE   2,878,111 0 0
IPASS INC COM 46261V108 289 177,212 SH   SOLE   177,212 0 0
IPG PHOTONICS CORP COM 44980X109 113,275 1,375,526 SH   SOLE   1,375,526 0 0
IRADIMED CORP COM 46266A109 1,895 111,565 SH   SOLE   111,565 0 0
IRIDEX CORP COM 462684101 3,065 211,536 SH   SOLE   211,536 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 72,437 8,931,755 SH   SOLE   8,931,755 0 0
IROBOT CORP COM 462726100 82,507 1,876,014 SH   SOLE   1,876,014 0 0
IRON MTN INC NEW COM 46284V101 200,883 5,352,589 SH   SOLE   5,352,589 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 91,311 5,750,071 SH   SOLE   5,750,071 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 60 50,000 PRN   SOLE   50,000 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 2,055 108,205 SH   SOLE   108,205 0 0
ISHARES MSCI AUST ETF 464286103 10,034 480,117 SH   SOLE   480,117 0 0
ISHARES INTL HIGH YIELD 464286210 2,569 53,485 SH   SOLE   53,485 0 0
ISHARES MSCI CDA ETF 464286509 146,363 5,697,264 SH   SOLE   5,697,264 0 0
ISHARES EM MKTS CURR ETF 464286517 27,480 598,827 SH   SOLE   598,827 0 0
ISHARES MIN VOL GBL ETF 464286525 2,632 34,544 SH   SOLE   34,544 0 0
ISHARES MIN VOL EMRG MKT 464286533 9,758 180,499 SH   SOLE   180,499 0 0
ISHARES MSCI EURZONE ETF 464286608 1,276,777 37,018,748 SH   SOLE   37,018,748 0 0
ISHARES MSCI SZ CAP ETF 464286749 4,681 153,223 SH   SOLE   153,223 0 0
ISHARES MSCI SPAN CP ETF 464286764 14,215 530,004 SH   SOLE   530,004 0 0
ISHARES MSCI STH KOR ETF 464286772 12,542 215,764 SH   SOLE   215,764 0 0
ISHARES MSCI GERMANY ETF 464286806 472,807 17,997,967 SH   SOLE   17,997,967 0 0
ISHARES MSCI MEX CAP ETF 464286822 1,164 24,012 SH   SOLE   24,012 0 0
ISHARES MSCI JAPAN ETF 464286848 442,163 35,260,190 SH   SOLE   35,260,190 0 0
ISHARES MSCI ITALCPD ETF 464286855 10,246 929,745 SH   SOLE   929,745 0 0
ISHARES 10+ YR CR BD ETF 464289511 48,819 771,713 SH   SOLE   771,713 0 0
ISHARES INDIA 50 ETF 464289529 558 18,711 SH   SOLE   18,711 0 0
ISHARES INC CORE MSCI EMKT 46434G103 501,398 10,993,165 SH   SOLE   10,993,165 0 0
ISHARES INC MSCI RUSSIA CAP 46434G806 9,951 683,430 SH   SOLE   683,430 0 0
ISHARES TR TIPS BD ETF 464287176 861,330 7,394,028 SH   SOLE   6,454,769 0 939,259
ISHARES TR CORE S&P500 ETF 464287200 556,583 2,558,298 SH   SOLE   2,558,298 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,702,058 24,035,387 SH   SOLE   19,894,352 0 4,141,035
ISHARES TR MSCI EMG MKT ETF 464287234 192,067 5,128,634 SH   SOLE   4,706,887 0 421,747
ISHARES TR IBOXX INV CP ETF 464287242 75,159 610,158 SH   SOLE   610,158 0 0
ISHARES TR JPX NIKKEI 400 464287382 2,267 41,725 SH   SOLE   41,725 0 0
ISHARES TR 20 YR TR BD ETF 464287432 3,922 28,520 SH   SOLE   0 0 28,520
ISHARES TR MSCI EAFE ETF 464287465 3,151,197 53,292,687 SH   SOLE   52,654,075 0 638,612
ISHARES TR CORE S&P MCP ETF 464287507 48,571 313,950 SH   SOLE   313,950 0 0
ISHARES TR COHEN&STEER REIT 464287564 926,330 8,830,597 SH   SOLE   8,487,568 0 343,029
ISHARES TR RUS 1000 ETF 464287622 3,358,231 27,878,389 SH   SOLE   22,829,076 0 5,049,313
ISHARES TR RUSSELL 2000 ETF 464287655 281,986 2,270,235 SH   SOLE   1,797,217 0 473,018
ISHARES TR CORE S&P SCP ETF 464287804 21,082 169,811 SH   SOLE   169,811 0 0
ISHARES TR AGENCY BOND ETF 464288166 1,516 13,112 SH   SOLE   13,112 0 0
ISHARES TR MSCI ACWI EX US 464288240 3,287 79,246 SH   SOLE   53,956 0 25,290
ISHARES TR MSCI ACWI ETF 464288257 1,204 20,366 SH   SOLE   20,366 0 0
ISHARES TR EAFE SML CP ETF 464288273 102,478 1,955,320 SH   SOLE   1,955,320 0 0
ISHARES TR JP MOR EM MK ETF 464288281 3,924 33,479 SH   SOLE   33,479 0 0
ISHARES TR INTL SEL DIV ETF 464288448 40,505 1,351,052 SH   SOLE   1,351,052 0 0
ISHARES TR INTL DEV RE ETF 464288489 316,872 10,502,882 SH   SOLE   10,502,882 0 0
ISHARES TR DEVSMCP EXNA ETF 464288497 1,323 29,031 SH   SOLE   29,031 0 0
ISHARES TR IBOXX HI YD ETF 464288513 92,448 1,059,451 SH   SOLE   1,059,451 0 0
ISHARES TR MRG RL ES CP ETF 464288539 39,816 3,788,381 SH   SOLE   3,788,381 0 0
ISHARES TR MBS ETF 464288588 1,517 13,779 SH   SOLE   13,779 0 0
ISHARES TR CORE US CR BD 464288620 137,158 1,205,149 SH   SOLE   1,205,149 0 0
ISHARES TR INTERM CR BD ETF 464288638 4,529 40,678 SH   SOLE   40,678 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 47,645 450,502 SH   SOLE   8,766 0 441,736
ISHARES TR SHRT TRS BD ETF 464288679 56,121 508,206 SH   SOLE   0 0 508,206
ISHARES TR U.S. PFD STK ETF 464288687 13,278 336,141 SH   SOLE   336,141 0 0
ISHARES TR CORE US TR BD 46429B267 176,887 6,782,470 SH   SOLE   6,782,470 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,387 47,168 SH   SOLE   47,168 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 1,517 29,890 SH   SOLE   29,890 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 28,257 347,653 SH   SOLE   347,653 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 16,021 236,850 SH   SOLE   236,850 0 0
ISHARES TR CORE MSCITOTAL 46432F834 1,309,804 25,082,430 SH   SOLE   25,082,430 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,151,470 20,882,657 SH   SOLE   20,882,657 0 0
ISHARES TR IBNDS MAR18 ETF 46432FAG2 5,057 204,000 SH   SOLE   204,000 0 0
ISHARES TR IBNDS MAR20 ETF 46432FAK3 3,201 128,400 SH   SOLE   128,400 0 0
ISHARES TR IBNDS MAR23 ETF 46432FAN7 3,251 129,000 SH   SOLE   129,000 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 107,246 6,770,574 SH   SOLE   6,770,574 0 0
ISHARES TR CORE TL USD BD 46434V613 460,615 8,842,671 SH   SOLE   8,842,671 0 0
ISHARES TR CORE MSCI PAC 46434V696 186,090 3,659,588 SH   SOLE   3,659,588 0 0
ISHARES TR MIN VOL EUROPE 46434V720 3,735 161,291 SH   SOLE   161,291 0 0
ISHARES TR CORE MSCI EURO 46434V738 248,575 6,008,577 SH   SOLE   6,008,577 0 0
ISHARES TR CORE INTL AGGR 46435G672 137,711 2,572,109 SH   SOLE   2,572,109 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 93 100,000 PRN   SOLE   100,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 15,332 688,147 SH   SOLE   688,147 0 0
ISORAY INC COM 46489V104 9 12,714 SH   SOLE   12,714 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 235 60,309 SH   SOLE   60,309 0 0
ISRAMCO INC COM NEW 465141406 1,711 20,520 SH   SOLE   20,520 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 2 318 SH   SOLE   318 0 0
ISTAR INC COM 45031U101 37,418 3,487,203 SH   SOLE   3,487,203 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 79,977 7,310,481 SH   SOLE   7,310,481 0 0
ITC HLDGS CORP COM 465685105 77,710 1,671,892 SH   SOLE   1,671,892 0 0
ITERIS INC COM 46564T107 240 65,829 SH   SOLE   65,829 0 0
ITRON INC COM 465741106 132,164 2,370,231 SH   SOLE   2,370,231 0 0
ITT INC COM 45073V108 117,957 3,291,216 SH   SOLE   3,291,216 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 4,664 176,249 SH   SOLE   176,249 0 0
ITUS CORP COM NEW 45069V203 7 1,675 SH   SOLE   1,675 0 0
IXIA COM 45071R109 55,205 4,416,416 SH   SOLE   4,416,416 0 0
IXYS CORP COM 46600W106 8,491 704,637 SH   SOLE   704,637 0 0
IZEA INC COM 46603N301 68 11,586 SH   SOLE   11,586 0 0
J & J SNACK FOODS CORP COM 466032109 122,693 1,029,998 SH   SOLE   1,029,998 0 0
J ALEXANDERS HLDGS INC COM 46609J106 3,933 388,300 SH   SOLE   388,300 0 0
J2 GLOBAL INC COM 48123V102 172,176 2,584,835 SH   SOLE   2,584,835 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 2,115 351,856 SH   SOLE   351,856 0 0
JABIL CIRCUIT INC COM 466313103 151,512 6,943,708 SH   SOLE   6,943,708 0 0
JACK IN THE BOX INC COM 466367109 165,824 1,728,415 SH   SOLE   1,728,415 0 0
JACKSONVILLE BANCORP INC MD COM 46924R106 7 232 SH   SOLE   232 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 108,825 2,104,120 SH   SOLE   2,104,120 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 50 38,985 SH   SOLE   38,985 0 0
JAKKS PAC INC COM 47012E106 3,777 437,165 SH   SOLE   437,165 0 0
JAMBA INC COM NEW 47023A309 3,866 354,070 SH   SOLE   354,070 0 0
JAMES RIV GROUP LTD COM G5005R107 13,338 368,443 SH   SOLE   368,443 0 0
JANUS CAP GROUP INC COM 47102X105 110,803 7,908,867 SH   SOLE   7,908,867 0 0
JASON INDS INC COM 471172106 101 45,368 SH   SOLE   45,368 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 127,206 1,047,135 SH   SOLE   1,047,135 0 0
JD COM INC SPON ADR CL A 47215P106 260,982 10,003,135 SH   SOLE   10,003,135 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 75 75,000 PRN   SOLE   75,000 0 0
JERNIGAN CAP INC COM 476405105 372 19,388 SH   SOLE   19,388 0 0
JETBLUE AIRWAYS CORP COM 477143101 217,618 12,622,832 SH   SOLE   12,622,832 0 0
JETPAY CORP COM 477177109 5 1,760 SH   SOLE   1,760 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 3 283 SH   SOLE   283 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,518 159,356 SH   SOLE   159,356 0 0
JIVE SOFTWARE INC COM 47760A108 6,816 1,600,082 SH   SOLE   1,600,082 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 139,760 1,981,010 SH   SOLE   1,981,010 0 0
JOHNSON & JOHNSON COM 478160104 5,119,466 43,337,560 SH   SOLE   43,337,560 0 0
JOHNSON CTLS INTL PLC SHS G51502105 713,850 15,341,709 SH   SOLE   15,341,709 0 0
JOHNSON OUTDOORS INC CL A 479167108 5,074 139,522 SH   SOLE   139,522 0 0
JOINT CORP COM 47973J102 54 22,600 SH   SOLE   22,600 0 0
JONES ENERGY INC COM CL A 48019R108 5,756 1,616,762 SH   SOLE   1,616,762 0 0
JONES LANG LASALLE INC COM 48020Q107 226,078 1,986,803 SH   SOLE   1,986,803 0 0
JOY GLOBAL INC COM 481165108 143,517 5,173,644 SH   SOLE   5,173,644 0 0
JPMORGAN CHASE & CO COM 46625H100 2,968,876 44,584,406 SH   SOLE   44,584,406 0 0
JRJR33 INC COM 46645Q106 70 58,648 SH   SOLE   58,648 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 2,004 342,494 SH   SOLE   342,494 0 0
JUNIPER NETWORKS INC COM 48203R104 165,234 6,867,599 SH   SOLE   6,867,599 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 157 28,229 SH   SOLE   28,229 0 0
JUNO THERAPEUTICS INC COM 48205A109 60,972 2,031,736 SH   SOLE   2,031,736 0 0
K12 INC COM 48273U102 13,520 942,139 SH   SOLE   942,139 0 0
K2M GROUP HLDGS INC COM 48273J107 14,388 809,220 SH   SOLE   809,220 0 0
KADANT INC COM 48282T104 15,588 299,137 SH   SOLE   299,137 0 0
KADMON HLDGS INC COM 48283N106 1,595 217,297 SH   SOLE   217,297 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 94,688 1,094,783 SH   SOLE   1,094,783 0 0
KAMAN CORP COM 483548103 82,930 1,888,205 SH   SOLE   1,888,205 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 205,719 2,204,445 SH   SOLE   2,204,445 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 124,133 6,560,930 SH   SOLE   6,560,930 0 0
KAR AUCTION SVCS INC COM 48238T109 57,689 1,336,632 SH   SOLE   1,336,632 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 11,163 1,147,261 SH   SOLE   1,147,261 0 0
KATE SPADE & CO COM 485865109 79,131 4,619,423 SH   SOLE   4,619,423 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 644 18,817 SH   SOLE   18,817 0 0
KB HOME COM 48666K109 94,645 5,871,250 SH   SOLE   5,871,250 0 0
KBR INC COM 48242W106 79,821 5,275,701 SH   SOLE   5,275,701 0 0
KCG HLDGS INC CL A 48244B100 23,224 1,495,418 SH   SOLE   1,495,418 0 0
KEARNY FINL CORP MD COM 48716P108 31,905 2,344,257 SH   SOLE   2,344,257 0 0
KELLOGG CO COM 487836108 476,171 6,146,524 SH   SOLE   6,146,524 0 0
KELLY SVCS INC CL A 488152208 41,282 2,147,889 SH   SOLE   2,147,889 0 0
KEMET CORP COM NEW 488360207 420 117,783 SH   SOLE   117,783 0 0
KEMPER CORP DEL COM 488401100 92,187 2,344,531 SH   SOLE   2,344,531 0 0
KEMPHARM INC COM 488445107 1,043 232,354 SH   SOLE   232,354 0 0
KENNAMETAL INC COM 489170100 121,438 4,184,646 SH   SOLE   4,184,646 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 48,141 2,134,865 SH   SOLE   2,134,865 0 0
KENTUCKY FIRST FED BANCORP COM 491292108 7 844 SH   SOLE   844 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 10,735 2,021,682 SH   SOLE   2,021,682 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 6 262 SH   SOLE   262 0 0
KEY TECHNOLOGY INC COM 493143101 128 11,641 SH   SOLE   11,641 0 0
KEY TRONICS CORP COM 493144109 197 26,376 SH   SOLE   26,376 0 0
KEYCORP NEW COM 493267108 227,009 18,653,152 SH   SOLE   18,653,152 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 193,768 6,114,490 SH   SOLE   6,114,490 0 0
KEYW HLDG CORP COM 493723100 11,047 1,000,640 SH   SOLE   1,000,640 0 0
KFORCE INC COM 493732101 12,682 618,947 SH   SOLE   618,947 0 0
KILROY RLTY CORP COM 49427F108 328,856 4,741,982 SH   SOLE   4,741,982 0 0
KIMBALL ELECTRONICS INC COM 49428J109 10,810 779,961 SH   SOLE   779,961 0 0
KIMBALL INTL INC CL B 494274103 13,117 1,013,648 SH   SOLE   1,013,648 0 0
KIMBERLY CLARK CORP COM 494368103 1,017,046 8,062,838 SH   SOLE   8,062,838 0 0
KIMCO RLTY CORP COM 49446R109 370,463 12,796,645 SH   SOLE   12,796,645 0 0
KINDER MORGAN INC DEL COM 49456B101 624,558 27,002,077 SH   SOLE   27,002,077 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 166,759 3,330,510 SH   SOLE   3,330,510 0 0
KINDRED BIOSCIENCES INC COM 494577109 214 42,877 SH   SOLE   42,877 0 0
KINDRED HEALTHCARE INC COM 494580103 66,078 6,465,561 SH   SOLE   6,465,561 0 0
KINGSTONE COS INC COM 496719105 214 23,142 SH   SOLE   23,142 0 0
KINROSS GOLD CORP COM NO PAR 496902404 3,986 946,844 SH   SOLE   946,844 0 0
KINSALE CAP GROUP INC COM 49714P108 3,955 179,769 SH   SOLE   179,769 0 0
KIRBY CORP COM 497266106 150,666 2,423,837 SH   SOLE   2,423,837 0 0
KIRKLANDS INC COM 497498105 12,972 1,065,027 SH   SOLE   1,065,027 0 0
KITE PHARMA INC COM 49803L109 97,823 1,751,216 SH   SOLE   1,751,216 0 0
KITE RLTY GROUP TR COM NEW 49803T300 177,434 6,400,941 SH   SOLE   6,400,941 0 0
KLA-TENCOR CORP COM 482480100 199,357 2,859,804 SH   SOLE   2,859,804 0 0
KLX INC COM 482539103 110,403 3,136,447 SH   SOLE   3,136,447 0 0
KMG CHEMICALS INC COM 482564101 7,084 250,060 SH   SOLE   250,060 0 0
KNIGHT TRANSN INC COM 499064103 132,059 4,602,971 SH   SOLE   4,602,971 0 0
KNOLL INC COM NEW 498904200 27,760 1,214,891 SH   SOLE   1,214,891 0 0
KNOWLES CORP COM 49926D109 64,841 4,615,000 SH   SOLE   4,615,000 0 0
KOHLS CORP COM 500255104 133,711 3,056,241 SH   SOLE   3,056,241 0 0
KONA GRILL INC COM 50047H201 2,819 224,286 SH   SOLE   224,286 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 59 8,801 SH   SOLE   8,801 0 0
KOPIN CORP COM 500600101 9,334 4,281,590 SH   SOLE   4,281,590 0 0
KOPPERS HOLDINGS INC COM 50060P106 48,156 1,496,457 SH   SOLE   1,496,457 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 5,750 235,838 SH   SOLE   235,838 0 0
KORN FERRY INTL COM NEW 500643200 82,096 3,909,336 SH   SOLE   3,909,336 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,120 119,384 SH   SOLE   119,384 0 0
KOSMOS ENERGY LTD SHS G5315B107 11,358 1,771,979 SH   SOLE   1,771,979 0 0
KRAFT HEINZ CO COM 500754106 626,464 6,998,811 SH   SOLE   6,998,811 0 0
KRATON CORPORATION COM 50077C106 75,136 2,144,299 SH   SOLE   2,144,299 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 8,924 1,295,238 SH   SOLE   1,295,238 0 0
KROGER CO COM 501044101 336,952 11,352,834 SH   SOLE   11,352,834 0 0
KRONOS WORLDWIDE INC COM 50105F105 4,757 573,855 SH   SOLE   573,855 0 0
KULICKE & SOFFA INDS INC COM 501242101 41,144 3,182,061 SH   SOLE   3,182,061 0 0
KURA ONCOLOGY INC COM 50127T109 219 35,022 SH   SOLE   35,022 0 0
KVH INDS INC COM 482738101 3,787 429,844 SH   SOLE   429,844 0 0
L BRANDS INC COM 501797104 325,710 4,602,367 SH   SOLE   4,602,367 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 230,138 1,526,824 SH   SOLE   1,526,824 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 9,221 387,615 SH   SOLE   387,615 0 0
LA QUINTA HLDGS INC COM 50420D108 24,595 2,199,870 SH   SOLE   2,199,870 0 0
LA Z BOY INC COM 505336107 84,005 3,420,418 SH   SOLE   3,420,418 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 360,676 2,623,479 SH   SOLE   2,623,479 0 0
LADDER CAP CORP CL A 505743104 29,577 2,233,935 SH   SOLE   2,233,935 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,504 2,815,402 SH   SOLE   2,815,402 0 0
LAKE SHORE BANCORP INC COM 510700107 9 652 SH   SOLE   652 0 0
LAKE SUNAPEE BK GROUP COM 510866106 4,015 222,166 SH   SOLE   222,166 0 0
LAKELAND BANCORP INC COM 511637100 15,259 1,086,822 SH   SOLE   1,086,822 0 0
LAKELAND FINL CORP COM 511656100 23,883 674,268 SH   SOLE   674,268 0 0
LAKELAND INDS INC COM 511795106 183 18,357 SH   SOLE   18,357 0 0
LAM RESEARCH CORP COM 512807108 283,840 2,996,937 SH   SOLE   2,996,937 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 80 50,000 PRN   SOLE   50,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 230,780 3,533,616 SH   SOLE   3,533,616 0 0
LANCASTER COLONY CORP COM 513847103 133,743 1,012,515 SH   SOLE   1,012,515 0 0
LANDAUER INC COM 51476K103 30,761 691,569 SH   SOLE   691,569 0 0
LANDEC CORP COM 514766104 9,971 743,584 SH   SOLE   743,584 0 0
LANDMARK BANCORP INC COM 51504L107 17 644 SH   SOLE   644 0 0
LANDS END INC NEW COM 51509F105 5,561 383,503 SH   SOLE   383,503 0 0
LANDSTAR SYS INC COM 515098101 129,812 1,906,759 SH   SOLE   1,906,759 0 0
LANNET INC COM 516012101 58,399 2,197,926 SH   SOLE   2,197,926 0 0
LANTHEUS HLDGS INC COM 516544103 248 29,968 SH   SOLE   29,968 0 0
LANTRONIX INC COM NEW 516548203 3 1,798 SH   SOLE   1,798 0 0
LAREDO PETROLEUM INC COM 516806106 22,111 1,714,039 SH   SOLE   1,714,039 0 0
LAS VEGAS SANDS CORP COM 517834107 109,445 1,902,062 SH   SOLE   1,902,062 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 152,967 6,408,332 SH   SOLE   6,408,332 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 7,094 873,679 SH   SOLE   873,679 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 19,672 3,031,051 SH   SOLE   3,031,051 0 0
LAUDER ESTEE COS INC CL A 518439104 262,698 2,966,331 SH   SOLE   2,966,331 0 0
LAWSON PRODS INC COM 520776105 3,053 172,216 SH   SOLE   172,216 0 0
LAYNE CHRISTENSEN CO COM 521050104 4,392 516,053 SH   SOLE   516,053 0 0
LAZARD LTD SHS A G54050102 49,479 1,360,808 SH   SOLE   1,360,808 0 0
LCNB CORP COM 50181P100 4,614 253,236 SH   SOLE   253,236 0 0
LEAR CORP COM NEW 521865204 95,400 786,997 SH   SOLE   786,997 0 0
LEE ENTERPRISES INC COM 523768109 498 132,806 SH   SOLE   132,806 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 92,230 2,915,900 SH   SOLE   2,915,900 0 0
LEGG MASON INC COM 524901105 54,394 1,624,669 SH   SOLE   1,624,669 0 0
LEGGETT & PLATT INC COM 524660107 227,985 5,001,868 SH   SOLE   5,001,868 0 0
LEIDOS HLDGS INC COM 525327102 226,387 5,230,754 SH   SOLE   5,230,754 0 0
LEMAITRE VASCULAR INC COM 525558201 7,511 378,580 SH   SOLE   378,580 0 0
LENDINGCLUB CORP COM 52603A109 55,364 8,958,584 SH   SOLE   8,958,584 0 0
LENDINGTREE INC NEW COM 52603B107 45,530 469,818 SH   SOLE   469,818 0 0
LENNAR CORP CL A 526057104 252,972 5,974,764 SH   SOLE   5,974,764 0 0
LENNAR CORP CL B 526057302 9,882 294,362 SH   SOLE   294,362 0 0
LENNOX INTL INC COM 526107107 248,147 1,580,251 SH   SOLE   1,580,251 0 0
LEUCADIA NATL CORP COM 527288104 100,041 5,254,239 SH   SOLE   5,254,239 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 252,495 5,444,045 SH   SOLE   5,444,045 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 44,605 2,468,459 SH   SOLE   2,468,459 0 0
LEXINGTON REALTY TRUST COM 529043101 174,858 16,976,534 SH   SOLE   16,976,534 0 0
LEXMARK INTL INC CL A 529771107 92,126 2,305,443 SH   SOLE   2,305,443 0 0
LGI HOMES INC COM 50187T106 54,294 1,473,784 SH   SOLE   1,473,784 0 0
LGL GROUP INC COM 50186A108 1 257 SH   SOLE   257 0 0
LHC GROUP INC COM 50187A107 41,791 1,133,153 SH   SOLE   1,133,153 0 0
LIBBEY INC COM 529898108 10,891 610,138 SH   SOLE   610,138 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 17,232 245,605 SH   SOLE   245,605 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 70,355 984,260 SH   SOLE   984,260 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 9,578 280,218 SH   SOLE   280,218 0 0
LIBERTY GLOBAL PLC SHS CL B G5480U112 30 868 SH   SOLE   868 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 17,808 538,971 SH   SOLE   538,971 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 808 29,295 SH   SOLE   29,295 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 3,541 126,252 SH   SOLE   126,252 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 86,847 4,340,184 SH   SOLE   4,340,184 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 51,084 1,281,257 SH   SOLE   1,281,257 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 106 100,000 PRN   SOLE   100,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 15 28,119 PRN   SOLE   28,119 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 31,094 915,082 SH   SOLE   915,082 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 61,165 1,830,735 SH   SOLE   1,830,735 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 4,152 237,910 SH   SOLE   237,910 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 34,109 1,212,128 SH   SOLE   1,212,128 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 17,047 595,010 SH   SOLE   595,010 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 14,143 813,775 SH   SOLE   813,775 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 182 175,000 PRN   SOLE   175,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 251,588 6,235,150 SH   SOLE   6,235,150 0 0
LIBERTY TAX INC CL A 53128T102 2,405 188,161 SH   SOLE   188,161 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 42,160 1,929,542 SH   SOLE   1,929,542 0 0
LIFE STORAGE INC COM 53223X107 182,920 2,056,670 SH   SOLE   2,056,670 0 0
LIFELOCK INC COM 53224V100 36,522 2,158,497 SH   SOLE   2,158,497 0 0
LIFEPOINT HEALTH INC COM 53219L109 99,006 1,671,550 SH   SOLE   1,671,550 0 0
LIFETIME BRANDS INC COM 53222Q103 4,172 309,971 SH   SOLE   309,971 0 0
LIFEVANTAGE CORP COM NEW 53222K205 3,696 390,723 SH   SOLE   390,723 0 0
LIFEWAY FOODS INC COM 531914109 2,167 127,942 SH   SOLE   127,942 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 161,744 1,584,794 SH   SOLE   1,584,794 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 2 1,103 SH   SOLE   1,103 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 5 2,715 SH   SOLE   2,715 0 0
LILLY ELI & CO COM 532457108 1,414,949 17,629,570 SH   SOLE   17,629,570 0 0
LIMELIGHT NETWORKS INC COM 53261M104 3,701 1,979,284 SH   SOLE   1,979,284 0 0
LIMONEIRA CO COM 532746104 6,123 323,959 SH   SOLE   323,959 0 0
LINCOLN EDL SVCS CORP COM 533535100 160 72,839 SH   SOLE   72,839 0 0
LINCOLN ELEC HLDGS INC COM 533900106 140,181 2,238,599 SH   SOLE   2,238,599 0 0
LINCOLN NATL CORP IND COM 534187109 190,783 4,060,945 SH   SOLE   4,060,945 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 3,656 406,194 SH   SOLE   406,194 0 0
LINDSAY CORP COM 535555106 54,735 739,857 SH   SOLE   739,857 0 0
LINEAR TECHNOLOGY CORP COM 535678106 251,407 4,240,288 SH   SOLE   4,240,288 0 0
LINKEDIN CORP COM CL A 53578A108 223,105 1,167,353 SH   SOLE   1,167,353 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 198 200,000 PRN   SOLE   200,000 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 18,505 2,248,479 SH   SOLE   2,248,479 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 7,917 1,583,406 SH   SOLE   1,583,406 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 18,259 913,403 SH   SOLE   913,403 0 0
LIPOCINE INC NEW COM 53630X104 2,077 465,599 SH   SOLE   465,599 0 0
LIQTECH INTL INC COM 53632A102 5 5,793 SH   SOLE   5,793 0 0
LIQUIDITY SERVICES INC COM 53635B107 20,189 1,796,184 SH   SOLE   1,796,184 0 0
LITHIA MTRS INC CL A 536797103 153,531 1,607,317 SH   SOLE   1,607,317 0 0
LITTELFUSE INC COM 537008104 199,236 1,546,740 SH   SOLE   1,546,740 0 0
LIVANOVA PLC SHS G5509L101 74,463 1,238,772 SH   SOLE   1,238,772 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 132,093 4,806,892 SH   SOLE   4,806,892 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 54 50,000 PRN   SOLE   50,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 7,838 543,553 SH   SOLE   543,553 0 0
LIVE VENTURES INC COM 538142100 6 2,989 SH   SOLE   2,989 0 0
LIVEPERSON INC COM 538146101 31,954 3,799,480 SH   SOLE   3,799,480 0 0
LKQ CORP COM 501889208 176,042 4,964,533 SH   SOLE   4,964,533 0 0
LM FDG AMER INC COM 502074107 11 1,356 SH   SOLE   1,356 0 0
LMI AEROSPACE INC COM 502079106 210 29,446 SH   SOLE   29,446 0 0
LOCKHEED MARTIN CORP COM 539830109 1,589,212 6,629,450 SH   SOLE   6,629,450 0 0
LOEWS CORP COM 540424108 186,834 4,540,324 SH   SOLE   4,540,324 0 0
LOGMEIN INC COM 54142L109 155,644 1,721,914 SH   SOLE   1,721,914 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 12,591 321,943 SH   SOLE   321,943 0 0
LOUISIANA PAC CORP COM 546347105 160,375 8,516,984 SH   SOLE   8,516,984 0 0
LOWES COS INC COM 548661107 872,374 12,081,066 SH   SOLE   12,081,066 0 0
LOXO ONCOLOGY INC COM 548862101 9,646 368,439 SH   SOLE   368,439 0 0
LPATH INC COM PAR 548910405 1 399 SH   SOLE   399 0 0
LPL FINL HLDGS INC COM 50212V100 29,129 973,881 SH   SOLE   973,881 0 0
LRAD CORP COM 50213V109 149 79,799 SH   SOLE   79,799 0 0
LSB INDS INC COM 502160104 12,589 1,467,227 SH   SOLE   1,467,227 0 0
LSI INDS INC COM 50216C108 7,446 663,074 SH   SOLE   663,074 0 0
LTC PPTYS INC COM 502175102 144,025 2,770,235 SH   SOLE   2,770,235 0 0
LUBYS INC COM 549282101 2,321 540,932 SH   SOLE   540,932 0 0
LUCAS ENERGY INC COM PAR $0.001 549333300 40 13,187 SH   SOLE   13,187 0 0
LULULEMON ATHLETICA INC COM 550021109 61,423 1,007,264 SH   SOLE   1,007,264 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 48,437 2,462,505 SH   SOLE   2,462,505 0 0
LUMENTUM HLDGS INC COM 55024U109 158,366 3,791,393 SH   SOLE   3,791,393 0 0
LUMINEX CORP DEL COM 55027E102 74,589 3,282,948 SH   SOLE   3,282,948 0 0
LUMOS NETWORKS CORP COM 550283105 24,578 1,755,550 SH   SOLE   1,755,550 0 0
LUNA INNOVATIONS COM 550351100 10 7,013 SH   SOLE   7,013 0 0
LYDALL INC DEL COM 550819106 60,545 1,184,138 SH   SOLE   1,184,138 0 0
LYON WILLIAM HOMES CL A NEW 552074700 11,317 610,101 SH   SOLE   610,101 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 374,037 4,637,201 SH   SOLE   4,637,201 0 0
M & T BK CORP COM 55261F104 302,202 2,602,947 SH   SOLE   2,602,947 0 0
M D C HLDGS INC COM 552676108 90,912 3,523,735 SH   SOLE   3,523,735 0 0
M/I HOMES INC COM 55305B101 53,041 2,250,380 SH   SOLE   2,250,380 0 0
MACATAWA BK CORP COM 554225102 5,969 747,121 SH   SOLE   747,121 0 0
MACERICH CO COM 554382101 396,845 4,907,196 SH   SOLE   4,907,196 0 0
MACK CALI RLTY CORP COM 554489104 142,123 5,221,263 SH   SOLE   5,221,263 0 0
MACKINAC FINL CORP COM 554571109 9 764 SH   SOLE   764 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 25,388 599,622 SH   SOLE   599,622 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 85,543 1,027,661 SH   SOLE   1,027,661 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 59 50,000 PRN   SOLE   50,000 0 0
MACROGENICS INC COM 556099109 40,208 1,344,292 SH   SOLE   1,344,292 0 0
MACYS INC COM 55616P104 187,916 5,071,945 SH   SOLE   5,071,945 0 0
MADDEN STEVEN LTD COM 556269108 137,922 3,990,793 SH   SOLE   3,990,793 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 31,835 187,916 SH   SOLE   187,916 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 8 632 SH   SOLE   632 0 0
MAGELLAN HEALTH INC COM NEW 559079207 88,664 1,650,180 SH   SOLE   1,650,180 0 0
MAGELLAN PETE CORP COM NEW 559091608 55 9,945 SH   SOLE   9,945 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 203 33,292 SH   SOLE   33,292 0 0
MAGNA INTL INC COM 559222401 105 2,450 SH   SOLE   2,450 0 0
MAGNEGAS CORP COM NEW 55939L202 4 6,600 SH   SOLE   6,600 0 0
MAGYAR BANCORP INC COM 55977T109 7 714 SH   SOLE   714 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 54,493 4,294,171 SH   SOLE   4,294,171 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 16,081 644,510 SH   SOLE   644,510 0 0
MAJESCO COM 56068V102 758 148,856 SH   SOLE   148,856 0 0
MAJESCO ENTERTAINMENT CO COM PAR NEW 560690406 1 297 SH   SOLE   297 0 0
MALIBU BOATS INC COM CL A 56117J100 7,485 502,370 SH   SOLE   502,370 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 149,119 2,136,993 SH   SOLE   2,136,993 0 0
MALVERN BANCORP INC COM 561409103 20 1,212 SH   SOLE   1,212 0 0
MAM SOFTWARE GROUP INC COM NEW 55277Q201 13 2,145 SH   SOLE   2,145 0 0
MANHATTAN ASSOCS INC COM 562750109 161,842 2,808,777 SH   SOLE   2,808,777 0 0
MANHATTAN BRIDGE CAPITAL INC COM 562803106 83 11,643 SH   SOLE   11,643 0 0
MANITEX INTL INC COM 563420108 211 38,324 SH   SOLE   38,324 0 0
MANITOWOC FOODSERVICE INC COM 563568104 21,169 1,305,110 SH   SOLE   1,305,110 0 0
MANITOWOC INC COM 563571108 15,605 3,257,852 SH   SOLE   3,257,852 0 0
MANNATECH INC COM NEW 563771203 106 5,918 SH   SOLE   5,918 0 0
MANNING & NAPIER INC CL A 56382Q102 2,950 416,093 SH   SOLE   416,093 0 0
MANNKIND CORP COM 56400P201 9,456 15,250,841 SH   SOLE   15,250,841 0 0
MANPOWERGROUP INC COM 56418H100 180,652 2,500,031 SH   SOLE   2,500,031 0 0
MANTECH INTL CORP CL A 564563104 76,016 2,016,881 SH   SOLE   2,016,881 0 0
MARATHON OIL CORP COM 565849106 253,245 16,018,028 SH   SOLE   16,018,028 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 91 32,424 SH   SOLE   32,424 0 0
MARATHON PETE CORP COM 56585A102 407,943 10,050,327 SH   SOLE   10,050,327 0 0
MARCHEX INC CL B 56624R108 2,568 927,001 SH   SOLE   927,001 0 0
MARCUS & MILLICHAP INC COM 566324109 9,634 368,417 SH   SOLE   368,417 0 0
MARCUS CORP COM 566330106 34,048 1,359,733 SH   SOLE   1,359,733 0 0
MARIN SOFTWARE INC COM 56804T106 213 84,565 SH   SOLE   84,565 0 0
MARINE PRODS CORP COM 568427108 2,696 300,610 SH   SOLE   300,610 0 0
MARINEMAX INC COM 567908108 36,752 1,754,256 SH   SOLE   1,754,256 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 157 86,253 SH   SOLE   86,253 0 0
MARKEL CORP COM 570535104 179,437 193,199 SH   SOLE   193,199 0 0
MARKETAXESS HLDGS INC COM 57060D108 236,193 1,426,370 SH   SOLE   1,426,370 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 4,523 233,396 SH   SOLE   233,396 0 0
MARRIOTT INTL INC NEW CL A 571903202 353,456 5,249,607 SH   SOLE   5,249,607 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 123,627 1,686,130 SH   SOLE   1,686,130 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 8 4,483 SH   SOLE   4,483 0 0
MARSH & MCLENNAN COS INC COM 571748102 565,783 8,413,137 SH   SOLE   8,413,137 0 0
MARTEN TRANS LTD COM 573075108 33,903 1,614,413 SH   SOLE   1,614,413 0 0
MARTIN MARIETTA MATLS INC COM 573284106 194,632 1,086,662 SH   SOLE   1,086,662 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 76,758 5,784,328 SH   SOLE   5,784,328 0 0
MASCO CORP COM 574599106 214,429 6,249,759 SH   SOLE   6,249,759 0 0
MASIMO CORP COM 574795100 183,386 3,082,642 SH   SOLE   3,082,642 0 0
MASONITE INTL CORP NEW COM 575385109 60,699 976,344 SH   SOLE   976,344 0 0
MAST THERAPEUTICS INC COM 576314108 4 37,601 SH   SOLE   37,601 0 0
MASTEC INC COM 576323109 51,124 1,719,019 SH   SOLE   1,719,019 0 0
MASTECH DIGITAL INC COM 57633B100 5 634 SH   SOLE   634 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,355,932 13,323,496 SH   SOLE   13,323,496 0 0
MATADOR RES CO COM 576485205 53,612 2,202,621 SH   SOLE   2,202,621 0 0
MATCH GROUP INC COM 57665R106 4,748 266,883 SH   SOLE   266,883 0 0
MATEON THERAPEUTICS INC COM 57667K109 4 6,839 SH   SOLE   6,839 0 0
MATERION CORP COM 576690101 43,835 1,427,393 SH   SOLE   1,427,393 0 0
MATRIX SVC CO COM 576853105 37,436 1,995,507 SH   SOLE   1,995,507 0 0
MATSON INC COM 57686G105 137,581 3,449,874 SH   SOLE   3,449,874 0 0
MATTEL INC COM 577081102 311,075 10,273,294 SH   SOLE   10,273,294 0 0
MATTERSIGHT CORP COM 577097108 200 47,728 SH   SOLE   47,728 0 0
MATTHEWS INTL CORP CL A 577128101 133,008 2,189,064 SH   SOLE   2,189,064 0 0
MAUI LD & PINEAPPLE INC COM 577345101 11 1,595 SH   SOLE   1,595 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 159,621 3,997,525 SH   SOLE   3,997,525 0 0
MAXIMUS INC COM 577933104 196,108 3,467,255 SH   SOLE   3,467,255 0 0
MAXLINEAR INC CL A 57776J100 28,677 1,414,764 SH   SOLE   1,414,764 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 72 8,027 SH   SOLE   8,027 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 4,612 893,793 SH   SOLE   893,793 0 0
MAYS J W INC COM 578473100 5 106 SH   SOLE   106 0 0
MB FINANCIAL INC NEW COM 55264U108 151,655 3,986,731 SH   SOLE   3,986,731 0 0
MBIA INC COM 55262C100 27,221 3,494,357 SH   SOLE   3,494,357 0 0
MBT FINL CORP COM 578877102 4,608 509,145 SH   SOLE   509,145 0 0
MCBC HLDGS INC COM 55276F107 2,469 216,587 SH   SOLE   216,587 0 0
MCCLATCHY CO CL A NEW 579489303 246 15,258 SH   SOLE   15,258 0 0
MCCORMICK & CO INC COM NON VTG 579780206 310,961 3,112,098 SH   SOLE   3,112,098 0 0
MCDERMOTT INTL INC COM 580037109 34,104 6,807,091 SH   SOLE   6,807,091 0 0
MCDONALDS CORP COM 580135101 1,976,412 17,132,558 SH   SOLE   17,132,558 0 0
MCEWEN MNG INC COM 58039P107 7,010 1,910,179 SH   SOLE   1,910,179 0 0
MCGRATH RENTCORP COM 580589109 19,076 601,580 SH   SOLE   601,580 0 0
MCKESSON CORP COM 58155Q103 455,892 2,733,987 SH   SOLE   2,733,987 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 13,867 1,293,536 SH   SOLE   1,293,536 0 0
MDU RES GROUP INC COM 552690109 178,429 7,013,722 SH   SOLE   7,013,722 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 242,919 3,074,534 SH   SOLE   3,074,534 0 0
MECHEL PAO SPONSORED ADR NE 583840608 1,659 579,963 SH   SOLE   579,963 0 0
MEDGENICS INC COM NEW 58436Q203 4,149 744,794 SH   SOLE   744,794 0 0
MEDIA GEN INC NEW COM 58441K100 52,623 2,855,300 SH   SOLE   2,855,300 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 234,901 15,903,920 SH   SOLE   15,903,920 0 0
MEDICINES CO COM 584688105 228,524 6,055,222 SH   SOLE   6,055,222 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 65 50,000 PRN   SOLE   50,000 0 0
MEDICINOVA INC COM NEW 58468P206 6,126 817,912 SH   SOLE   817,912 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 210,807 3,780,614 SH   SOLE   3,780,614 0 0
MEDIFAST INC COM 58470H101 29,210 772,944 SH   SOLE   772,944 0 0
MEDLEY MGMT INC CL A COM 58503T106 1,401 166,595 SH   SOLE   166,595 0 0
MEDNAX INC COM 58502B106 242,776 3,664,544 SH   SOLE   3,664,544 0 0
MEDOVEX CORP COM 58504H101 4 3,019 SH   SOLE   3,019 0 0
MEDPACE HLDGS INC COM 58506Q109 6,056 202,811 SH   SOLE   202,811 0 0
MEDTRONIC PLC SHS G5960L103 1,834,054 21,227,474 SH   SOLE   21,227,474 0 0
MEETME INC COM 585141104 7,144 1,152,181 SH   SOLE   1,152,181 0 0
MEI PHARMA INC COM NEW 55279B202 125 71,110 SH   SOLE   71,110 0 0
MELCO CROWN ENTMT LTD ADR 585464100 40,781 2,531,431 SH   SOLE   2,531,431 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 180 4,161 SH   SOLE   4,161 0 0
MELROSE BANCORP INC COM 585553100 9 628 SH   SOLE   628 0 0
MENTOR GRAPHICS CORP COM 587200106 155,651 5,886,958 SH   SOLE   5,886,958 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 47 35,000 PRN   SOLE   35,000 0 0
MERCADOLIBRE INC COM 58733R102 7,845 42,411 SH   SOLE   42,411 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 78 50,000 PRN   SOLE   50,000 0 0
MERCANTILE BANK CORP COM 587376104 11,935 444,492 SH   SOLE   444,492 0 0
MERCER INTL INC COM 588056101 143 16,840 SH   SOLE   16,840 0 0
MERCHANTS BANCSHARES COM 588448100 5,323 164,349 SH   SOLE   164,349 0 0
MERCK & CO INC COM 58933Y105 2,844,205 45,572,909 SH   SOLE   45,572,909 0 0
MERCURY GENL CORP NEW COM 589400100 250,328 4,563,857 SH   SOLE   4,563,857 0 0
MERCURY SYS INC COM 589378108 69,725 2,837,803 SH   SOLE   2,837,803 0 0
MEREDITH CORP COM 589433101 291,114 5,599,423 SH   SOLE   5,599,423 0 0
MERIDIAN BANCORP INC MD COM 58958U103 21,062 1,352,735 SH   SOLE   1,352,735 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 55,464 2,875,278 SH   SOLE   2,875,278 0 0
MERIT MED SYS INC COM 589889104 75,105 3,091,995 SH   SOLE   3,091,995 0 0
MERITAGE HOMES CORP COM 59001A102 115,026 3,314,880 SH   SOLE   3,314,880 0 0
MERITOR INC COM 59001K100 23,529 2,114,051 SH   SOLE   2,114,051 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 39,540 6,226,723 SH   SOLE   6,226,723 0 0
MESA LABS INC COM 59064R109 9,563 83,622 SH   SOLE   83,622 0 0
META FINL GROUP INC COM 59100U108 14,052 231,848 SH   SOLE   231,848 0 0
METABOLIX INC COM NEW 591018882 1 1,888 SH   SOLE   1,888 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 6,151 388,092 SH   SOLE   388,092 0 0
METHODE ELECTRS INC COM 591520200 87,846 2,512,042 SH   SOLE   2,512,042 0 0
METLIFE INC COM 59156R108 545,780 12,284,048 SH   SOLE   12,284,048 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 202,928 483,357 SH   SOLE   483,357 0 0
MFA FINL INC COM 55272X102 97,135 12,985,968 SH   SOLE   12,985,968 0 0
MFRI INC COM 552721102 131 17,159 SH   SOLE   17,159 0 0
MGC DIAGNOSTICS CORP COM 552768103 6 794 SH   SOLE   794 0 0
MGE ENERGY INC COM 55277P104 52,242 924,480 SH   SOLE   924,480 0 0
MGIC INVT CORP WIS COM 552848103 72,838 9,104,726 SH   SOLE   9,104,726 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 796 30,519 SH   SOLE   30,519 0 0
MGM RESORTS INTERNATIONAL COM 552953101 125,226 4,810,848 SH   SOLE   4,810,848 0 0
MGP INGREDIENTS INC NEW COM 55303J106 14,036 346,401 SH   SOLE   346,401 0 0
MGT CAPITAL INVTS INC COM NEW 55302P202 95 47,065 SH   SOLE   47,065 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 128,858 2,753,957 SH   SOLE   2,753,957 0 0
MICHAELS COS INC COM 59408Q106 21,263 879,747 SH   SOLE   879,747 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 249,155 4,009,569 SH   SOLE   4,009,569 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 323 125,000 PRN   SOLE   125,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 319 250,000 PRN   SOLE   250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 326,899 18,385,783 SH   SOLE   18,385,783 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 88 50,000 PRN   SOLE   50,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 89 100,000 PRN   SOLE   100,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 3 1,827 SH   SOLE   1,827 0 0
MICROSEMI CORP COM 595137100 265,867 6,333,177 SH   SOLE   6,333,177 0 0
MICROSOFT CORP COM 594918104 6,035,068 104,775,490 SH   SOLE   104,775,490 0 0
MICROSTRATEGY INC CL A NEW 594972408 112,731 673,262 SH   SOLE   673,262 0 0
MICROVISION INC DEL COM NEW 594960304 193 139,924 SH   SOLE   139,924 0 0
MID PENN BANCORP INC COM 59540G107 15 790 SH   SOLE   790 0 0
MID-AMER APT CMNTYS INC COM 59522J103 318,432 3,387,939 SH   SOLE   3,387,939 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 3,837 135,668 SH   SOLE   135,668 0 0
MIDDLEBY CORP COM 596278101 66,703 539,582 SH   SOLE   539,582 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 9 269 SH   SOLE   269 0 0
MIDDLESEX WATER CO COM 596680108 15,588 442,334 SH   SOLE   442,334 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,724 107,508 SH   SOLE   107,508 0 0
MIDSOUTH BANCORP INC COM 598039105 258 24,799 SH   SOLE   24,799 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 7,037 231,699 SH   SOLE   231,699 0 0
MILACRON HLDGS CORP COM 59870L106 5,923 371,119 SH   SOLE   371,119 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 69 31,888 SH   SOLE   31,888 0 0
MILLER HERMAN INC COM 600544100 90,033 3,148,022 SH   SOLE   3,148,022 0 0
MILLER INDS INC TENN COM NEW 600551204 7,020 308,028 SH   SOLE   308,028 0 0
MIMEDX GROUP INC COM 602496101 59,168 6,896,036 SH   SOLE   6,896,036 0 0
MIND C T I LTD ORD M70240102 96 44,097 SH   SOLE   44,097 0 0
MINDBODY INC COM CL A 60255W105 7,714 392,347 SH   SOLE   392,347 0 0
MINERALS TECHNOLOGIES INC COM 603158106 132,779 1,878,323 SH   SOLE   1,878,323 0 0
MINERVA NEUROSCIENCES INC COM 603380106 7,457 528,331 SH   SOLE   528,331 0 0
MIRATI THERAPEUTICS INC COM 60468T105 2,303 348,366 SH   SOLE   348,366 0 0
MIRNA THERAPEUTICS INC COM 60470J103 46 23,099 SH   SOLE   23,099 0 0
MISONIX INC COM 604871103 80 14,892 SH   SOLE   14,892 0 0
MISTRAS GROUP INC COM 60649T107 11,052 470,913 SH   SOLE   470,913 0 0
MITCHAM INDS INC COM 606501104 118 35,369 SH   SOLE   35,369 0 0
MITEK SYS INC COM NEW 606710200 6,793 819,394 SH   SOLE   819,394 0 0
MITEL NETWORKS CORP COM 60671Q104 65 8,832 SH   SOLE   8,832 0 0
MKS INSTRUMENT INC COM 55306N104 189,876 3,818,130 SH   SOLE   3,818,130 0 0
MOBILE MINI INC COM 60740F105 92,702 3,069,614 SH   SOLE   3,069,614 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 64,092 8,399,999 SH   SOLE   8,399,999 0 0
MOBILEIRON INC COM NEW 60739U204 3,474 1,263,275 SH   SOLE   1,263,275 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 54,342 1,276,537 SH   SOLE   1,276,537 0 0
MOCON INC COM 607494101 225 14,316 SH   SOLE   14,316 0 0
MODEL N INC COM 607525102 6,863 617,769 SH   SOLE   617,769 0 0
MODINE MFG CO COM 607828100 15,552 1,311,266 SH   SOLE   1,311,266 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 158 96,286 SH   SOLE   96,286 0 0
MOELIS & CO CL A 60786M105 14,155 526,397 SH   SOLE   526,397 0 0
MOHAWK INDS INC COM 608190104 226,030 1,128,234 SH   SOLE   1,128,234 0 0
MOLINA HEALTHCARE INC COM 60855R100 140,566 2,410,260 SH   SOLE   2,410,260 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 83 55,000 PRN   SOLE   55,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 59 50,000 PRN   SOLE   50,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 323,212 2,943,647 SH   SOLE   2,943,647 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 61,466 5,258,020 SH   SOLE   5,258,020 0 0
MOMO INC ADR 60879B107 3,711 164,949 SH   SOLE   164,949 0 0
MONARCH CASINO & RESORT INC COM 609027107 19,315 767,390 SH   SOLE   767,390 0 0
MONDELEZ INTL INC CL A 609207105 818,619 18,647,365 SH   SOLE   18,647,365 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 5,911 832,597 SH   SOLE   832,597 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 25,335 1,775,418 SH   SOLE   1,775,418 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 50,177 4,715,908 SH   SOLE   4,715,908 0 0
MONOLITHIC PWR SYS INC COM 609839105 168,582 2,094,192 SH   SOLE   2,094,192 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 62,679 2,834,879 SH   SOLE   2,834,879 0 0
MONRO MUFFLER BRAKE INC COM 610236101 132,870 2,172,140 SH   SOLE   2,172,140 0 0
MONSANTO CO NEW COM 61166W101 632,018 6,184,132 SH   SOLE   6,184,132 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 235,711 1,605,550 SH   SOLE   1,605,550 0 0
MONSTER WORLDWIDE INC COM 611742107 23,125 6,405,844 SH   SOLE   6,405,844 0 0
MOODYS CORP COM 615369105 303,529 2,803,190 SH   SOLE   2,803,190 0 0
MOOG INC CL A 615394202 150,832 2,533,294 SH   SOLE   2,533,294 0 0
MORGAN STANLEY COM NEW 617446448 589,425 18,385,069 SH   SOLE   18,385,069 0 0
MORGANS HOTEL GROUP CO COM 61748W108 162 80,197 SH   SOLE   80,197 0 0
MORNINGSTAR INC COM 617700109 13,169 166,124 SH   SOLE   166,124 0 0
MOSAIC CO NEW COM 61945C103 148,745 6,081,172 SH   SOLE   6,081,172 0 0
MOSYS INC COM 619718109 10 13,217 SH   SOLE   13,217 0 0
MOTORCAR PTS AMER INC COM 620071100 37,667 1,308,790 SH   SOLE   1,308,790 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 328,477 4,306,201 SH   SOLE   4,306,201 0 0
MOVADO GROUP INC COM 624580106 23,902 1,112,764 SH   SOLE   1,112,764 0 0
MRC GLOBAL INC COM 55345K103 41,189 2,506,968 SH   SOLE   2,506,968 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 167 14,768 SH   SOLE   14,768 0 0
MSA SAFETY INC COM 553498106 94,129 1,621,789 SH   SOLE   1,621,789 0 0
MSB FINL CORP NEW COM 55352L101 9 650 SH   SOLE   650 0 0
MSC INDL DIRECT INC CL A 553530106 119,218 1,624,005 SH   SOLE   1,624,005 0 0
MSCI INC COM 55354G100 299,217 3,564,649 SH   SOLE   3,564,649 0 0
MSG NETWORK INC CL A 553573106 28,187 1,514,642 SH   SOLE   1,514,642 0 0
MTS SYS CORP COM 553777103 52,620 1,143,168 SH   SOLE   1,143,168 0 0
MUELLER INDS INC COM 624756102 131,833 4,066,406 SH   SOLE   4,066,406 0 0
MUELLER WTR PRODS INC COM SER A 624758108 49,816 3,969,395 SH   SOLE   3,969,395 0 0
MULTI COLOR CORP COM 625383104 60,444 915,818 SH   SOLE   915,818 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 7,724 536,019 SH   SOLE   536,019 0 0
MURPHY OIL CORP COM 626717102 93,035 3,060,368 SH   SOLE   3,060,368 0 0
MURPHY USA INC COM 626755102 95,214 1,334,275 SH   SOLE   1,334,275 0 0
MUTUALFIRST FINL INC COM 62845B104 3,806 137,255 SH   SOLE   137,255 0 0
MYERS INDS INC COM 628464109 20,289 1,561,906 SH   SOLE   1,561,906 0 0
MYLAN N V SHS EURO N59465109 506,204 13,279,223 SH   SOLE   13,279,223 0 0
MYOKARDIA INC COM 62857M105 5,122 313,473 SH   SOLE   313,473 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 1 307 SH   SOLE   307 0 0
MYR GROUP INC DEL COM 55405W104 34,444 1,144,317 SH   SOLE   1,144,317 0 0
MYRIAD GENETICS INC COM 62855J104 57,423 2,790,235 SH   SOLE   2,790,235 0 0
NABORS INDUSTRIES LTD SHS G6359F103 135,408 11,135,550 SH   SOLE   11,135,550 0 0
NACCO INDS INC CL A 629579103 7,391 108,751 SH   SOLE   108,751 0 0
NAKED BRAND GROUP INC COM NEW 629839200 2 1,061 SH   SOLE   1,061 0 0
NAM TAI PPTY INC SHS G63907102 39 4,816 SH   SOLE   4,816 0 0
NANOMETRICS INC COM 630077105 39,000 1,745,743 SH   SOLE   1,745,743 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 13,502 675,769 SH   SOLE   675,769 0 0
NANOVIRICIDES INC COM NEW 630087203 189 112,019 SH   SOLE   112,019 0 0
NANTHEALTH INC COM 630104107 2,128 161,846 SH   SOLE   161,846 0 0
NANTKWEST INC COM 63016Q102 11,924 1,532,703 SH   SOLE   1,532,703 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 276 38,378 SH   SOLE   38,378 0 0
NASDAQ INC COM 631103108 144,506 2,139,564 SH   SOLE   2,139,564 0 0
NATERA INC COM 632307104 7,378 664,048 SH   SOLE   664,048 0 0
NATHANS FAMOUS INC NEW COM 632347100 4,459 84,852 SH   SOLE   84,852 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 77 37,187 SH   SOLE   37,187 0 0
NATIONAL BANKSHARES INC VA COM 634865109 7,075 192,369 SH   SOLE   192,369 0 0
NATIONAL BEVERAGE CORP COM 635017106 13,181 299,239 SH   SOLE   299,239 0 0
NATIONAL BK HLDGS CORP CL A 633707104 14,257 610,059 SH   SOLE   610,059 0 0
NATIONAL CINEMEDIA INC COM 635309107 23,141 1,572,082 SH   SOLE   1,572,082 0 0
NATIONAL COMM CORP COM 63546L102 6,470 239,085 SH   SOLE   239,085 0 0
NATIONAL FUEL GAS CO N J COM 636180101 172,495 3,190,211 SH   SOLE   3,190,211 0 0
NATIONAL GEN HLDGS CORP COM 636220303 28,283 1,271,722 SH   SOLE   1,271,722 0 0
NATIONAL HEALTH INVS INC COM 63633D104 98,297 1,252,512 SH   SOLE   1,252,512 0 0
NATIONAL HEALTHCARE CORP COM 635906100 22,032 333,868 SH   SOLE   333,868 0 0
NATIONAL INSTRS CORP COM 636518102 113,065 3,981,145 SH   SOLE   3,981,145 0 0
NATIONAL INTERSTATE CORP COM 63654U100 6,833 210,048 SH   SOLE   210,048 0 0
NATIONAL OILWELL VARCO INC COM 637071101 271,185 7,381,181 SH   SOLE   7,381,181 0 0
NATIONAL PRESTO INDS INC COM 637215104 30,676 349,425 SH   SOLE   349,425 0 0
NATIONAL RESH CORP CL A 637372202 3,873 237,776 SH   SOLE   237,776 0 0
NATIONAL RESH CORP CL B 637372301 7 194 SH   SOLE   194 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 313,866 6,172,383 SH   SOLE   6,172,383 0 0
NATIONAL SEC GROUP INC COM 637546102 4 249 SH   SOLE   249 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 20,144 961,963 SH   SOLE   961,963 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 26,607 1,034,093 SH   SOLE   1,034,093 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,966 58,268 SH   SOLE   58,268 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 12,618 852,002 SH   SOLE   852,002 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 191 14,544 SH   SOLE   14,544 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 8,565 348,324 SH   SOLE   348,324 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,880 258,024 SH   SOLE   258,024 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 5,844 206,792 SH   SOLE   206,792 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 3,866 241,616 SH   SOLE   241,616 0 0
NATUS MEDICAL INC DEL COM 639050103 93,266 2,373,784 SH   SOLE   2,373,784 0 0
NAUTILUS INC COM 63910B102 49,300 2,169,888 SH   SOLE   2,169,888 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 372 405,907 SH   SOLE   405,907 0 0
NAVIENT CORP COM 63938C108 78,644 5,434,984 SH   SOLE   5,434,984 0 0
NAVIGANT CONSULTING INC COM 63935N107 67,049 3,315,999 SH   SOLE   3,315,999 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 1 89 SH   SOLE   89 0 0
NAVIGATORS GROUP INC COM 638904102 77,678 801,466 SH   SOLE   801,466 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 3,000 2,222,289 SH   SOLE   2,222,289 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 242 200,117 SH   SOLE   200,117 0 0
NAVISTAR INTL CORP NEW COM 63934E108 28,923 1,263,571 SH   SOLE   1,263,571 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 46 50,000 PRN   SOLE   50,000 0 0
NBT BANCORP INC COM 628778102 98,253 2,989,140 SH   SOLE   2,989,140 0 0
NCI BUILDING SYS INC COM NEW 628852204 10,019 686,677 SH   SOLE   686,677 0 0
NCI INC CL A 62886K104 1,940 167,681 SH   SOLE   167,681 0 0
NCR CORP NEW COM 62886E108 143,686 4,463,695 SH   SOLE   4,463,695 0 0
NEENAH PAPER INC COM 640079109 91,520 1,158,338 SH   SOLE   1,158,338 0 0
NEFF CORP COM CL A 640094207 2,606 274,280 SH   SOLE   274,280 0 0
NEKTAR THERAPEUTICS COM 640268108 188,481 10,970,974 SH   SOLE   10,970,974 0 0
NELNET INC CL A 64031N108 21,488 532,281 SH   SOLE   532,281 0 0
NEOGEN CORP COM 640491106 141,508 2,529,639 SH   SOLE   2,529,639 0 0
NEOGENOMICS INC COM NEW 64049M209 12,100 1,471,971 SH   SOLE   1,471,971 0 0
NEONODE INC COM NEW 64051M402 122 107,125 SH   SOLE   107,125 0 0
NEOPHOTONICS CORP COM 64051T100 13,961 854,397 SH   SOLE   854,397 0 0
NEOS THERAPEUTICS INC COM 64052L106 4,038 613,698 SH   SOLE   613,698 0 0
NEOTHETICS INC COM 64066G101 1 1,211 SH   SOLE   1,211 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 49 5,773 SH   SOLE   5,773 0 0
NET ELEMENT INC COM NEW 64111R201 1 518 SH   SOLE   518 0 0
NETAPP INC COM 64110D104 179,150 5,001,396 SH   SOLE   5,001,396 0 0
NETEASE INC SPONSORED ADR 64110W102 301,493 1,252,150 SH   SOLE   1,252,150 0 0
NETFLIX INC COM 64110L106 495,865 5,031,607 SH   SOLE   5,031,607 0 0
NETGEAR INC COM 64111Q104 139,162 2,300,585 SH   SOLE   2,300,585 0 0
NETLIST INC COM 64118P109 142 114,764 SH   SOLE   114,764 0 0
NETSCOUT SYS INC COM 64115T104 142,601 4,875,263 SH   SOLE   4,875,263 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 144 22,940 SH   SOLE   22,940 0 0
NETSUITE INC COM 64118Q107 51,164 462,224 SH   SOLE   462,224 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 55 50,000 PRN   SOLE   50,000 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 80 29,484 SH   SOLE   29,484 0 0
NEURALSTEM INC COM 64127R302 6 19,441 SH   SOLE   19,441 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 101,768 2,009,633 SH   SOLE   2,009,633 0 0
NEURODERM LTD ORD SHS M74231107 6,528 353,080 SH   SOLE   353,080 0 0
NEUROMETRIX INC COM PAR NEW 641255500 1 864 SH   SOLE   864 0 0
NEUSTAR INC CL A 64126X201 42,648 1,603,919 SH   SOLE   1,603,919 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 78 43,770 SH   SOLE   43,770 0 0
NEVRO CORP COM 64157F103 73,075 700,023 SH   SOLE   700,023 0 0
NEVSUN RES LTD COM 64156L101 192 63,257 SH   SOLE   63,257 0 0
NEW GOLD INC CDA COM 644535106 1,708 392,749 SH   SOLE   392,749 0 0
NEW HOME CO INC COM 645370107 3,734 349,949 SH   SOLE   349,949 0 0
NEW JERSEY RES COM 646025106 230,256 7,007,187 SH   SOLE   7,007,187 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 16,808 1,084,393 SH   SOLE   1,084,393 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 99,994 2,156,897 SH   SOLE   2,156,897 0 0
NEW RELIC INC COM 64829B100 21,762 567,912 SH   SOLE   567,912 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 179,998 13,033,899 SH   SOLE   13,033,899 0 0
NEW SR INVT GROUP INC COM 648691103 23,647 2,049,107 SH   SOLE   2,049,107 0 0
NEW YORK & CO INC COM 649295102 161 71,216 SH   SOLE   71,216 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 310,354 21,809,815 SH   SOLE   21,809,815 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 34,403 5,714,771 SH   SOLE   5,714,771 0 0
NEW YORK REIT INC COM 64976L109 39,530 4,320,216 SH   SOLE   4,320,216 0 0
NEW YORK TIMES CO CL A 650111107 76,987 6,442,407 SH   SOLE   6,442,407 0 0
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 7,085 1,564,072 SH   SOLE   1,564,072 0 0
NEWELL BRANDS INC COM 651229106 412,977 7,842,320 SH   SOLE   7,842,320 0 0
NEWFIELD EXPL CO COM 651290108 160,655 3,696,611 SH   SOLE   3,696,611 0 0
NEWLINK GENETICS CORP COM 651511107 14,871 990,062 SH   SOLE   990,062 0 0
NEWMARKET CORP COM 651587107 141,998 330,752 SH   SOLE   330,752 0 0
NEWMONT MINING CORP COM 651639106 616,808 15,698,859 SH   SOLE   15,698,859 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 82 75,000 PRN   SOLE   75,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 47,271 6,422,734 SH   SOLE   6,422,734 0 0
NEWS CORP NEW CL A 65249B109 88,934 6,361,488 SH   SOLE   6,361,488 0 0
NEWS CORP NEW CL B 65249B208 27,306 1,920,269 SH   SOLE   1,920,269 0 0
NEWSTAR FINANCIAL INC COM 65251F105 6,688 688,760 SH   SOLE   688,760 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 10,398 528,891 SH   SOLE   528,891 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 44,316 767,915 SH   SOLE   767,915 0 0
NEXTERA ENERGY INC COM 65339F101 1,281,067 10,473,082 SH   SOLE   10,473,082 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 468 16,722 SH   SOLE   16,722 0 0
NIC INC COM 62914B100 100,285 4,267,451 SH   SOLE   4,267,451 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 244 23,891 SH   SOLE   23,891 0 0
NICOLET BANKSHARES INC COM 65406E102 8,274 215,748 SH   SOLE   215,748 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 324,188 6,051,672 SH   SOLE   6,051,672 0 0
NII HLDGS INC COM PAR $0.001 62913F508 28,625 8,595,971 SH   SOLE   8,595,971 0 0
NIKE INC CL B 654106103 931,951 17,700,883 SH   SOLE   17,700,883 0 0
NIMBLE STORAGE INC COM 65440R101 14,154 1,602,928 SH   SOLE   1,602,928 0 0
NISOURCE INC COM 65473P105 194,276 8,057,889 SH   SOLE   8,057,889 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 202 24,880 SH   SOLE   24,880 0 0
NL INDS INC COM NEW 629156407 920 234,052 SH   SOLE   234,052 0 0
NMI HLDGS INC CL A 629209305 10,531 1,381,993 SH   SOLE   1,381,993 0 0
NN INC COM 629337106 13,327 730,254 SH   SOLE   730,254 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 3,089 118,324 SH   SOLE   118,324 0 0
NOBILIS HEALTH CORP COM 65500B103 5,207 1,554,373 SH   SOLE   1,554,373 0 0
NOBLE CORP PLC SHS USD G65431101 61,734 9,737,179 SH   SOLE   9,737,179 0 0
NOBLE ENERGY INC COM 655044105 283,474 7,931,569 SH   SOLE   7,931,569 0 0
NOKIA CORP SPONSORED ADR 654902204 496 85,608 SH   SOLE   85,608 0 0
NOODLES & CO CL A 65540B105 1,525 320,311 SH   SOLE   320,311 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 853 39,186 SH   SOLE   39,186 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 22,145 2,190,395 SH   SOLE   2,190,395 0 0
NORDIC AMERN OFFSHORE LTD SHS G65772108 160 42,715 SH   SOLE   42,715 0 0
NORDSON CORP COM 655663102 196,211 1,969,393 SH   SOLE   1,969,393 0 0
NORDSTROM INC COM 655664100 106,810 2,058,782 SH   SOLE   2,058,782 0 0
NORFOLK SOUTHERN CORP COM 655844108 390,626 4,024,586 SH   SOLE   4,024,586 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 57 18,816 SH   SOLE   18,816 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 8,766 3,270,914 SH   SOLE   3,270,914 0 0
NORTHERN TECH INTL CORP COM 665809109 121 9,624 SH   SOLE   9,624 0 0
NORTHERN TR CORP COM 665859104 249,247 3,665,936 SH   SOLE   3,665,936 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 47,862 2,972,801 SH   SOLE   2,972,801 0 0
NORTHRIM BANCORP INC COM 666762109 5,000 194,166 SH   SOLE   194,166 0 0
NORTHROP GRUMMAN CORP COM 666807102 536,331 2,506,803 SH   SOLE   2,506,803 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 23,765 1,837,988 SH   SOLE   1,837,988 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 16,864 1,540,054 SH   SOLE   1,540,054 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 27,598 2,095,488 SH   SOLE   2,095,488 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 115,782 7,369,940 SH   SOLE   7,369,940 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 4 7,374 SH   SOLE   7,374 0 0
NORTHWEST NAT GAS CO COM 667655104 117,721 1,958,422 SH   SOLE   1,958,422 0 0
NORTHWEST PIPE CO COM 667746101 299 25,295 SH   SOLE   25,295 0 0
NORTHWESTERN CORP COM NEW 668074305 317,310 5,515,558 SH   SOLE   5,515,558 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 58,447 1,550,310 SH   SOLE   1,550,310 0 0
NORWOOD FINANCIAL CORP COM 669549107 22 745 SH   SOLE   745 0 0
NOVA LIFESTYLE INC COM 66979P102 14 3,916 SH   SOLE   3,916 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 3 657 SH   SOLE   657 0 0
NOVAGOLD RES INC COM NEW 66987E206 140 25,083 SH   SOLE   25,083 0 0
NOVANTA INC COM 67000B104 15,286 881,022 SH   SOLE   881,022 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 304 97,094 SH   SOLE   97,094 0 0
NOVAVAX INC COM 670002104 22,266 10,704,775 SH   SOLE   10,704,775 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 390 140,000 PRN   SOLE   140,000 0 0
NOVOCURE LTD ORD SHS G6674U108 10,899 1,276,265 SH   SOLE   1,276,265 0 0
NOW INC COM 67011P100 120,898 5,641,541 SH   SOLE   5,641,541 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 1,511 395,570 SH   SOLE   395,570 0 0
NRG ENERGY INC COM NEW 629377508 61,457 5,482,361 SH   SOLE   5,482,361 0 0
NRG YIELD INC CL A NEW 62942X306 14,940 915,423 SH   SOLE   915,423 0 0
NRG YIELD INC CL C 62942X405 28,109 1,657,377 SH   SOLE   1,657,377 0 0
NTN BUZZTIME INC COM PAR 629410606 2 331 SH   SOLE   331 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 274,320 4,234,633 SH   SOLE   4,234,633 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 40,677 2,805,295 SH   SOLE   2,805,295 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 50 50,000 PRN   SOLE   50,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 47 50,000 PRN   SOLE   50,000 0 0
NUCOR CORP COM 670346105 280,864 5,679,748 SH   SOLE   5,679,748 0 0
NUMEREX CORP PA CL A 67053A102 2,964 381,003 SH   SOLE   381,003 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 7,320 234,319 SH   SOLE   234,319 0 0
NUTRI SYS INC NEW COM 67069D108 61,057 2,056,494 SH   SOLE   2,056,494 0 0
NUVASIVE INC COM 670704105 191,399 2,871,269 SH   SOLE   2,871,269 0 0
NUVECTRA CORP COM 67075N108 175 25,327 SH   SOLE   25,327 0 0
NV5 GLOBAL INC COM 62945V109 6,532 202,166 SH   SOLE   202,166 0 0
NVE CORP COM NEW 629445206 7,770 131,832 SH   SOLE   131,832 0 0
NVIDIA CORP COM 67066G104 675,751 9,862,103 SH   SOLE   9,862,103 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 766 225,000 PRN   SOLE   225,000 0 0
NVR INC COM 62944T105 316,064 192,737 SH   SOLE   192,737 0 0
NXP SEMICONDUCTORS N V COM N6596X109 291,133 2,853,965 SH   SOLE   2,853,965 0 0
NXSTAGE MEDICAL INC COM 67072V103 46,960 1,879,138 SH   SOLE   1,879,138 0 0
NXT ID INC COM NEW 67091J206 1 250 SH   SOLE   250 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 233 71,496 SH   SOLE   71,496 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 478,977 1,709,959 SH   SOLE   1,709,959 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 12 1,215 SH   SOLE   1,215 0 0
OASIS PETE INC NEW COM 674215108 58,832 5,129,166 SH   SOLE   5,129,166 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 28 25,000 PRN   SOLE   25,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,192,246 16,350,050 SH   SOLE   16,350,050 0 0
OCEAN BIO CHEM INC COM 674631106 2 728 SH   SOLE   728 0 0
OCEAN PWR TECHNOLOGIES INC COM PAR $ 674870407 2 295 SH   SOLE   295 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 454 20,053 SH   SOLE   20,053 0 0
OCEANEERING INTL INC COM 675232102 105,344 3,829,305 SH   SOLE   3,829,305 0 0
OCEANFIRST FINL CORP COM 675234108 11,119 577,321 SH   SOLE   577,321 0 0
OCERA THERAPEUTICS INC COM 67552A108 142 53,850 SH   SOLE   53,850 0 0
OCLARO INC COM NEW 67555N206 26,358 3,082,846 SH   SOLE   3,082,846 0 0
OCONEE FED FINL CORP COM 675607105 5 212 SH   SOLE   212 0 0
OCULAR THERAPEUTIX INC COM 67576A100 5,664 824,426 SH   SOLE   824,426 0 0
OCULUS INNOVATIVE SCIENCES I COM PAR 67575P306 4 1,009 SH   SOLE   1,009 0 0
OCWEN FINL CORP COM NEW 675746309 10,281 2,801,310 SH   SOLE   2,801,310 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 5 1,270 SH   SOLE   1,270 0 0
OFFICE DEPOT INC COM 676220106 102,387 28,679,711 SH   SOLE   28,679,711 0 0
OFG BANCORP COM 67103X102 32,518 3,216,421 SH   SOLE   3,216,421 0 0
OGE ENERGY CORP COM 670837103 348,352 11,016,834 SH   SOLE   11,016,834 0 0
OHIO VY BANC CORP COM 677719106 17 781 SH   SOLE   781 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 213 75,167 SH   SOLE   75,167 0 0
OIL DRI CORP AMER COM 677864100 5,308 141,019 SH   SOLE   141,019 0 0
OIL STS INTL INC COM 678026105 91,042 2,883,812 SH   SOLE   2,883,812 0 0
OLD DOMINION FGHT LINES INC COM 679580100 173,347 2,526,557 SH   SOLE   2,526,557 0 0
OLD LINE BANCSHARES INC COM 67984M100 4,832 244,900 SH   SOLE   244,900 0 0
OLD NATL BANCORP IND COM 680033107 134,873 9,592,690 SH   SOLE   9,592,690 0 0
OLD POINT FINL CORP COM 680194107 16 766 SH   SOLE   766 0 0
OLD REP INTL CORP COM 680223104 233,624 13,259,050 SH   SOLE   13,259,050 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 78 65,000 PRN   SOLE   65,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 6,677 803,517 SH   SOLE   803,517 0 0
OLIN CORP COM PAR $1 680665205 275,551 13,428,410 SH   SOLE   13,428,410 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 13,852 528,507 SH   SOLE   528,507 0 0
OLYMPIC STEEL INC COM 68162K106 14,982 677,928 SH   SOLE   677,928 0 0
OM ASSET MGMT PLC SHS G67506108 14,131 1,015,860 SH   SOLE   1,015,860 0 0
OMEGA FLEX INC COM 682095104 2,860 74,160 SH   SOLE   74,160 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 295,938 8,348,043 SH   SOLE   8,348,043 0 0
OMEGA PROTEIN CORP COM 68210P107 14,370 614,886 SH   SOLE   614,886 0 0
OMEROS CORP COM 682143102 18,986 1,701,287 SH   SOLE   1,701,287 0 0
OMNICELL INC COM 68213N109 100,011 2,611,265 SH   SOLE   2,611,265 0 0
OMNICOM GROUP INC COM 681919106 339,909 3,998,933 SH   SOLE   3,998,933 0 0
OMNOVA SOLUTIONS INC COM 682129101 10,096 1,196,243 SH   SOLE   1,196,243 0 0
ON ASSIGNMENT INC COM 682159108 123,099 3,392,096 SH   SOLE   3,392,096 0 0
ON DECK CAP INC COM 682163100 7,664 1,344,529 SH   SOLE   1,344,529 0 0
ON SEMICONDUCTOR CORP COM 682189105 60,848 4,938,948 SH   SOLE   4,938,948 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 30 25,000 PRN   SOLE   25,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 101 100,000 PRN   SOLE   100,000 0 0
ONCOCYTE CORPORATION COM 68235C107 34 6,648 SH   SOLE   6,648 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 47 91,843 SH   SOLE   91,843 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 12,255 1,072,171 SH   SOLE   1,072,171 0 0
ONCONOVA THERAPEUTICS INC COM NEW 68232V306 1 535 SH   SOLE   535 0 0
ONCOSEC MED INC COM NEW 68234L207 64 37,312 SH   SOLE   37,312 0 0
ONE GAS INC COM 68235P108 172,016 2,781,622 SH   SOLE   2,781,622 0 0
ONE HORIZON GROUP INC COM NEW 68235H205 2 3,544 SH   SOLE   3,544 0 0
ONE LIBERTY PPTYS INC COM 682406103 8,978 371,596 SH   SOLE   371,596 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 7,427 520,125 SH   SOLE   520,125 0 0
ONEMAIN HLDGS INC COM 68268W103 15,660 505,980 SH   SOLE   505,980 0 0
ONEOK INC NEW COM 682680103 639,879 12,451,431 SH   SOLE   12,451,431 0 0
ONVIA INC COM NEW 68338T403 8 1,659 SH   SOLE   1,659 0 0
OOMA INC COM 683416101 205 22,552 SH   SOLE   22,552 0 0
OPEN TEXT CORP COM 683715106 13,112 202,157 SH   SOLE   202,157 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 6 1,946 SH   SOLE   1,946 0 0
OPGEN INC COM 68373L109 1 640 SH   SOLE   640 0 0
OPHTHOTECH CORP COM 683745103 57,992 1,257,142 SH   SOLE   1,257,142 0 0
OPKO HEALTH INC COM 68375N103 35,338 3,336,912 SH   SOLE   3,336,912 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,995 279,559 SH   SOLE   279,559 0 0
OPTICAL CABLE CORP COM NEW 683827208 4 1,763 SH   SOLE   1,763 0 0
OPUS BK IRVINE CALIF COM 684000102 42,467 1,200,650 SH   SOLE   1,200,650 0 0
ORACLE CORP COM 68389X105 1,610,462 40,999,539 SH   SOLE   40,999,539 0 0
ORAGENICS INC COM NEW 684023203 2 4,053 SH   SOLE   4,053 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 14,571 1,828,236 SH   SOLE   1,828,236 0 0
ORBCOMM INC COM 68555P100 21,349 2,082,785 SH   SOLE   2,082,785 0 0
ORBITAL ATK INC COM 68557N103 178,794 2,345,459 SH   SOLE   2,345,459 0 0
ORBOTECH LTD ORD M75253100 2,498 84,378 SH   SOLE   84,378 0 0
ORCHID IS CAP INC COM 68571X103 12,454 1,195,208 SH   SOLE   1,195,208 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 6,764 248,410 SH   SOLE   248,410 0 0
OREXIGEN THERAPEUTICS INC COM NEW 686164302 656 197,602 SH   SOLE   197,602 0 0
ORGANOVO HLDGS INC COM 68620A104 8,999 2,374,446 SH   SOLE   2,374,446 0 0
ORION ENERGY SYSTEMS INC COM 686275108 94 70,881 SH   SOLE   70,881 0 0
ORION GROUP HOLDINGS INC COM 68628V308 13,802 2,014,886 SH   SOLE   2,014,886 0 0
ORITANI FINL CORP DEL COM 68633D103 41,169 2,618,903 SH   SOLE   2,618,903 0 0
ORMAT TECHNOLOGIES INC COM 686688102 48,955 1,011,255 SH   SOLE   1,011,255 0 0
ORRSTOWN FINL SVCS INC COM 687380105 4,199 212,616 SH   SOLE   212,616 0 0
ORTHOFIX INTL N V COM N6748L102 20,788 486,051 SH   SOLE   486,051 0 0
OSHKOSH CORP COM 688239201 149,373 2,667,378 SH   SOLE   2,667,378 0 0
OSI SYSTEMS INC COM 671044105 79,362 1,213,852 SH   SOLE   1,213,852 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 4,979 1,003,911 SH   SOLE   1,003,911 0 0
OTELCO INC CL A NEW 688823301 3 811 SH   SOLE   811 0 0
OTONOMY INC COM 68906L105 19,479 1,070,837 SH   SOLE   1,070,837 0 0
OTTER TAIL CORP COM 689648103 33,810 977,439 SH   SOLE   977,439 0 0
OUTFRONT MEDIA INC COM 69007J106 51,116 2,161,354 SH   SOLE   2,161,354 0 0
OVASCIENCE INC COM 69014Q101 9,661 1,349,336 SH   SOLE   1,349,336 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 10,347 978,925 SH   SOLE   978,925 0 0
OVERSTOCK COM INC DEL COM 690370101 5,674 370,341 SH   SOLE   370,341 0 0
OWENS & MINOR INC NEW COM 690732102 115,264 3,318,855 SH   SOLE   3,318,855 0 0
OWENS CORNING NEW COM 690742101 80,589 1,509,432 SH   SOLE   1,509,432 0 0
OWENS ILL INC COM NEW 690768403 50,474 2,744,658 SH   SOLE   2,744,658 0 0
OWENS RLTY MTG INC COM 690828108 5,015 289,570 SH   SOLE   289,570 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,760 617,826 SH   SOLE   617,826 0 0
OXFORD INDS INC COM 691497309 69,933 1,032,985 SH   SOLE   1,032,985 0 0
P & F INDS INC CL A NEW 692830508 6 689 SH   SOLE   689 0 0
P A M TRANSN SVCS INC COM 693149106 1,317 65,797 SH   SOLE   65,797 0 0
PACCAR INC COM 693718108 556,479 9,467,146 SH   SOLE   9,467,146 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 30,903 3,449,000 SH   SOLE   3,449,000 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 9,603 570,933 SH   SOLE   570,933 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 5,616 812,746 SH   SOLE   812,746 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 3,223 437,255 SH   SOLE   437,255 0 0
PACIFIC PREMIER BANCORP COM 69478X105 20,037 757,267 SH   SOLE   757,267 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 57,571 1,682,381 SH   SOLE   1,682,381 0 0
PACKAGING CORP AMER COM 695156109 584,459 7,192,458 SH   SOLE   7,192,458 0 0
PACWEST BANCORP DEL COM 695263103 403,564 9,404,895 SH   SOLE   9,404,895 0 0
PAIN THERAPEUTICS INC COM 69562K100 96 96,478 SH   SOLE   96,478 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 8 12,157 SH   SOLE   12,157 0 0
PALO ALTO NETWORKS INC COM 697435105 149,814 940,277 SH   SOLE   940,277 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 99 65,000 PRN   SOLE   65,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 10,623 327,855 SH   SOLE   327,855 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,031 115,285 SH   SOLE   115,285 0 0
PANDORA MEDIA INC COM 698354107 32,464 2,265,469 SH   SOLE   2,265,469 0 0
PANERA BREAD CO CL A 69840W108 160,812 825,865 SH   SOLE   825,865 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 5 1,947 SH   SOLE   1,947 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 7,612 434,221 SH   SOLE   434,221 0 0
PAPA JOHNS INTL INC COM 698813102 144,015 1,826,444 SH   SOLE   1,826,444 0 0
PAPA MURPHYS HLDGS INC COM 698814100 189 29,264 SH   SOLE   29,264 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 10,438 798,015 SH   SOLE   798,015 0 0
PAR TECHNOLOGY CORP COM 698884103 147 27,365 SH   SOLE   27,365 0 0
PARAGON COML CORP COM NEW 69911U403 837 23,057 SH   SOLE   23,057 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 3 1,291 SH   SOLE   1,291 0 0
PARAMOUNT GROUP INC COM 69924R108 45,488 2,775,375 SH   SOLE   2,775,375 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 6,661 511,978 SH   SOLE   511,978 0 0
PAREXEL INTL CORP COM 699462107 211,379 3,043,617 SH   SOLE   3,043,617 0 0
PARK CITY GROUP INC COM NEW 700215304 4,193 355,298 SH   SOLE   355,298 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 23,930 1,377,677 SH   SOLE   1,377,677 0 0
PARK NATL CORP COM 700658107 33,613 350,135 SH   SOLE   350,135 0 0
PARK OHIO HLDGS CORP COM 700666100 8,653 237,398 SH   SOLE   237,398 0 0
PARK STERLING CORP COM 70086Y105 11,548 1,422,111 SH   SOLE   1,422,111 0 0
PARKE BANCORP INC COM 700885106 17 1,147 SH   SOLE   1,147 0 0
PARKER DRILLING CO COM 701081101 7,497 3,455,034 SH   SOLE   3,455,034 0 0
PARKER HANNIFIN CORP COM 701094104 273,391 2,177,896 SH   SOLE   2,177,896 0 0
PARKERVISION INC COM NEW 701354300 122 28,945 SH   SOLE   28,945 0 0
PARKWAY PPTYS INC COM 70159Q104 99,822 5,868,441 SH   SOLE   5,868,441 0 0
PARSLEY ENERGY INC CL A 701877102 63,580 1,897,331 SH   SOLE   1,897,331 0 0
PARTY CITY HOLDCO INC COM 702149105 11,869 693,261 SH   SOLE   693,261 0 0
PATHEON N V SHS N6865W105 8,547 288,448 SH   SOLE   288,448 0 0
PATHFINDER BANCORP INC MD COM 70319R109 9 713 SH   SOLE   713 0 0
PATRICK INDS INC COM 703343103 64,026 1,034,011 SH   SOLE   1,034,011 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1 59 SH   SOLE   59 0 0
PATRIOT NATL INC COM 70338T102 2,666 295,876 SH   SOLE   295,876 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 182 8,888 SH   SOLE   8,888 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 41,507 1,845,589 SH   SOLE   1,845,589 0 0
PATTERSON COMPANIES INC COM 703395103 132,773 2,890,149 SH   SOLE   2,890,149 0 0
PATTERSON UTI ENERGY INC COM 703481101 129,512 5,789,528 SH   SOLE   5,789,528 0 0
PAYCHEX INC COM 704326107 597,180 10,319,344 SH   SOLE   10,319,344 0 0
PAYCOM SOFTWARE INC COM 70432V102 59,512 1,187,158 SH   SOLE   1,187,158 0 0
PAYLOCITY HLDG CORP COM 70438V106 26,255 590,533 SH   SOLE   590,533 0 0
PAYMENT DATA SYS INC COM NEW 70438S202 2 908 SH   SOLE   908 0 0
PAYPAL HLDGS INC COM 70450Y103 570,052 13,913,897 SH   SOLE   13,913,897 0 0
PB BANCORP INC COM 70454T100 6 698 SH   SOLE   698 0 0
PBF ENERGY INC CL A 69318G106 27,436 1,211,822 SH   SOLE   1,211,822 0 0
PC CONNECTION INC COM 69318J100 8,431 319,115 SH   SOLE   319,115 0 0
PC-TEL INC COM 69325Q105 215 40,730 SH   SOLE   40,730 0 0
PCM INC COM 69323K100 507 23,550 SH   SOLE   23,550 0 0
PDC ENERGY INC COM 69327R101 265,176 3,954,304 SH   SOLE   3,954,304 0 0
PDF SOLUTIONS INC COM 693282105 13,650 751,239 SH   SOLE   751,239 0 0
PDL BIOPHARMA INC COM 69329Y104 21,445 6,401,415 SH   SOLE   6,401,415 0 0
PDVWIRELESS INC COM 69290R104 8,236 359,643 SH   SOLE   359,643 0 0
PEAK RESORTS INC COM 70469L100 153 29,796 SH   SOLE   29,796 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 9,873 440,563 SH   SOLE   440,563 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 60,360 2,269,186 SH   SOLE   2,269,186 0 0
PEDEVCO CORP COM NEW 70532Y204 1 6,604 SH   SOLE   6,604 0 0
PEGASYSTEMS INC COM 705573103 28,955 981,866 SH   SOLE   981,866 0 0
PEMBINA PIPELINE CORP COM 706327103 32 1,035 SH   SOLE   1,035 0 0
PENDRELL CORP COM 70686R104 25 36,426 SH   SOLE   36,426 0 0
PENN NATL GAMING INC COM 707569109 26,420 1,946,913 SH   SOLE   1,946,913 0 0
PENNEY J C INC COM 708160106 103,101 11,182,331 SH   SOLE   11,182,331 0 0
PENNS WOODS BANCORP INC COM 708430103 5,874 132,108 SH   SOLE   132,108 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 113,088 4,910,451 SH   SOLE   4,910,451 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 48 50,000 PRN   SOLE   50,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 5,505 323,639 SH   SOLE   323,639 0 0
PENNYMAC MTG INVT TR COM 70931T103 52,703 3,382,760 SH   SOLE   3,382,760 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 17,531 363,866 SH   SOLE   363,866 0 0
PENTAIR PLC SHS G7S00T104 175,769 2,736,129 SH   SOLE   2,736,129 0 0
PENUMBRA INC COM 70975L107 49,441 650,624 SH   SOLE   650,624 0 0
PEOPLES BANCORP INC COM 709789101 11,121 452,249 SH   SOLE   452,249 0 0
PEOPLES BANCORP N C INC COM 710577107 17 812 SH   SOLE   812 0 0
PEOPLES FINL CORP MISS COM 71103B102 100 9,340 SH   SOLE   9,340 0 0
PEOPLES FINL SVCS CORP COM 711040105 7,870 193,079 SH   SOLE   193,079 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 154,799 9,785,005 SH   SOLE   9,785,005 0 0
PEOPLES UTAH BANCORP COM 712706209 7,400 363,647 SH   SOLE   363,647 0 0
PEPSICO INC COM 713448108 2,306,987 21,209,776 SH   SOLE   21,209,776 0 0
PERCEPTRON INC COM 71361F100 163 24,321 SH   SOLE   24,321 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 18 41,230 SH   SOLE   41,230 0 0
PERFICIENT INC COM 71375U101 51,742 2,567,846 SH   SOLE   2,567,846 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 23,734 957,008 SH   SOLE   957,008 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 4,326 1,065,418 SH   SOLE   1,065,418 0 0
PERFORMANT FINL CORP COM 71377E105 277 93,800 SH   SOLE   93,800 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 38 17,337 SH   SOLE   17,337 0 0
PERKINELMER INC COM 714046109 102,028 1,818,357 SH   SOLE   1,818,357 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 140 27,977 SH   SOLE   27,977 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 84 135,144 SH   SOLE   135,144 0 0
PERRIGO CO PLC SHS G97822103 239,485 2,593,797 SH   SOLE   2,593,797 0 0
PERSHING GOLD CORP COM NEW 715302204 152 33,638 SH   SOLE   33,638 0 0
PETMED EXPRESS INC COM 716382106 28,884 1,424,280 SH   SOLE   1,424,280 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 3,151 478,892 SH   SOLE   478,892 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 42 624 SH   SOLE   624 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 50,362 6,060,352 SH   SOLE   6,060,352 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 41,332 4,430,040 SH   SOLE   4,430,040 0 0
PETROQUEST ENERGY INC COM NEW 716748306 213 61,472 SH   SOLE   61,472 0 0
PFENEX INC COM 717071104 4,490 501,682 SH   SOLE   501,682 0 0
PFIZER INC COM 717081103 3,320,289 98,030,389 SH   SOLE   98,030,389 0 0
PFSWEB INC COM NEW 717098206 3,576 400,408 SH   SOLE   400,408 0 0
PG&E CORP COM 69331C108 679,663 11,111,047 SH   SOLE   11,111,047 0 0
PGT INC COM 69336V101 44,540 4,174,323 SH   SOLE   4,174,323 0 0
PHARMATHENE INC COM 71714G102 4,973 1,714,857 SH   SOLE   1,714,857 0 0
PHARMERICA CORP COM 71714F104 65,905 2,347,889 SH   SOLE   2,347,889 0 0
PHH CORP COM NEW 693320202 19,599 1,356,315 SH   SOLE   1,356,315 0 0
PHI INC COM VTG 69336T106 3 147 SH   SOLE   147 0 0
PHI INC COM NON VTG 69336T205 6,080 334,598 SH   SOLE   334,598 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 41,024 1,509,360 SH   SOLE   1,509,360 0 0
PHILIP MORRIS INTL INC COM 718172109 2,572,661 26,462,261 SH   SOLE   26,462,261 0 0
PHILLIPS 66 COM 718546104 569,712 7,072,770 SH   SOLE   7,072,770 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 17 4,419 SH   SOLE   4,419 0 0
PHOTOMEDEX INC COM PAR NEW 719358400 1 546 SH   SOLE   546 0 0
PHOTRONICS INC COM 719405102 18,770 1,820,575 SH   SOLE   1,820,575 0 0
PHYSICIANS RLTY TR COM 71943U104 96,360 4,473,548 SH   SOLE   4,473,548 0 0
PICO HLDGS INC COM NEW 693366205 7,259 615,663 SH   SOLE   615,663 0 0
PIEDMONT NAT GAS INC COM 720186105 261,565 4,356,520 SH   SOLE   4,356,520 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 48,808 2,241,966 SH   SOLE   2,241,966 0 0
PIER 1 IMPORTS INC COM 720279108 9,606 2,265,462 SH   SOLE   2,265,462 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 127 69,428 SH   SOLE   69,428 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 11,741 555,924 SH   SOLE   555,924 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 17,246 1,397,571 SH   SOLE   1,397,571 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 159,765 2,954,237 SH   SOLE   2,954,237 0 0
PINNACLE FOODS INC DEL COM 72348P104 57,985 1,155,775 SH   SOLE   1,155,775 0 0
PINNACLE WEST CAP CORP COM 723484101 422,682 5,562,341 SH   SOLE   5,562,341 0 0
PIONEER ENERGY SVCS CORP COM 723664108 18,949 4,690,316 SH   SOLE   4,690,316 0 0
PIONEER NAT RES CO COM 723787107 437,861 2,358,532 SH   SOLE   2,358,532 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 6 1,113 SH   SOLE   1,113 0 0
PIPER JAFFRAY COS COM 724078100 51,494 1,066,129 SH   SOLE   1,066,129 0 0
PITNEY BOWES INC COM 724479100 114,137 6,285,070 SH   SOLE   6,285,070 0 0
PIXELWORKS INC COM NEW 72581M305 201 72,028 SH   SOLE   72,028 0 0
PJT PARTNERS INC COM CL A 69343T107 13,404 491,540 SH   SOLE   491,540 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 1,891 146,160 SH   SOLE   146,160 0 0
PLANET FITNESS INC CL A 72703H101 9,679 482,276 SH   SOLE   482,276 0 0
PLANET PAYMENT INC SHS U72603118 4,395 1,184,636 SH   SOLE   1,184,636 0 0
PLANTRONICS INC NEW COM 727493108 94,186 1,812,671 SH   SOLE   1,812,671 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 17,160 2,115,916 SH   SOLE   2,115,916 0 0
PLEXUS CORP COM 729132100 111,419 2,381,760 SH   SOLE   2,381,760 0 0
PLUG POWER INC COM NEW 72919P202 8,552 5,001,234 SH   SOLE   5,001,234 0 0
PLUMAS BANCORP COM 729273102 11 1,052 SH   SOLE   1,052 0 0
PLY GEM HLDGS INC COM 72941W100 7,419 555,299 SH   SOLE   555,299 0 0
PNC FINL SVCS GROUP INC COM 693475105 558,400 6,198,244 SH   SOLE   6,198,244 0 0
PNM RES INC COM 69349H107 140,152 4,283,370 SH   SOLE   4,283,370 0 0
POAGE BANKSHARES INC COM 730206109 13 661 SH   SOLE   661 0 0
POLARIS INDS INC COM 731068102 171,679 2,216,925 SH   SOLE   2,216,925 0 0
POLYONE CORP COM 73179P106 152,232 4,502,586 SH   SOLE   4,502,586 0 0
POOL CORPORATION COM 73278L105 146,578 1,550,758 SH   SOLE   1,550,758 0 0
POPEYES LA KITCHEN INC COM 732872106 77,573 1,459,779 SH   SOLE   1,459,779 0 0
POPULAR INC COM NEW 733174700 45,143 1,181,137 SH   SOLE   1,181,137 0 0
PORTER BANCORP INC COM 736233107 39 24,077 SH   SOLE   24,077 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 110,962 2,605,353 SH   SOLE   2,605,353 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 46,745 2,058,331 SH   SOLE   2,058,331 0 0
POST HLDGS INC COM 737446104 186,498 2,416,717 SH   SOLE   2,416,717 0 0
POST PPTYS INC COM 737464107 155,414 2,350,125 SH   SOLE   2,350,125 0 0
POTASH CORP SASK INC COM 73755L107 1,612 98,782 SH   SOLE   98,782 0 0
POTBELLY CORP COM 73754Y100 8,206 660,192 SH   SOLE   660,192 0 0
POTLATCH CORP NEW COM 737630103 103,814 2,669,414 SH   SOLE   2,669,414 0 0
POWELL INDS INC COM 739128106 24,835 620,112 SH   SOLE   620,112 0 0
POWER INTEGRATIONS INC COM 739276103 123,202 1,954,649 SH   SOLE   1,954,649 0 0
POWER REIT COM 73933H101 2 239 SH   SOLE   239 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 1,350 131,682 SH   SOLE   131,682 0 0
PPG INDS INC COM 693506107 355,778 3,442,121 SH   SOLE   3,442,121 0 0
PPL CORP COM 69351T106 593,899 17,179,615 SH   SOLE   17,179,615 0 0
PRA GROUP INC COM 69354N106 112,716 3,263,344 SH   SOLE   3,263,344 0 0
PRA HEALTH SCIENCES INC COM 69354M108 81,138 1,435,812 SH   SOLE   1,435,812 0 0
PRAXAIR INC COM 74005P104 474,478 3,926,821 SH   SOLE   3,926,821 0 0
PRECISION DRILLING CORP COM 2010 74022D308 807 193,172 SH   SOLE   193,172 0 0
PREFERRED APT CMNTYS INC COM 74039L103 9,134 676,081 SH   SOLE   676,081 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 12,122 339,074 SH   SOLE   339,074 0 0
PREFORMED LINE PRODS CO COM 740444104 2,999 71,122 SH   SOLE   71,122 0 0
PREMIER FINL BANCORP INC COM 74050M105 4,147 241,975 SH   SOLE   241,975 0 0
PREMIER INC CL A 74051N102 19,524 603,713 SH   SOLE   603,713 0 0
PRESBIA PLC SHS G7234P100 4 764 SH   SOLE   764 0 0
PRESS GANEY HLDGS INC COM 74113L102 22,789 564,082 SH   SOLE   564,082 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 149,853 3,104,474 SH   SOLE   3,104,474 0 0
PRETIUM RES INC COM 74139C102 147 14,308 SH   SOLE   14,308 0 0
PRGX GLOBAL INC COM NEW 69357C503 268 56,894 SH   SOLE   56,894 0 0
PRICE T ROWE GROUP INC COM 74144T108 312,429 4,698,179 SH   SOLE   4,698,179 0 0
PRICELINE GRP INC COM NEW 741503403 918,575 624,248 SH   SOLE   624,248 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 277 175,000 PRN   SOLE   175,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 192 150,000 PRN   SOLE   150,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 215 200,000 PRN   SOLE   200,000 0 0
PRICESMART INC COM 741511109 42,916 512,369 SH   SOLE   512,369 0 0
PRIMEENERGY CORP COM 74158E104 10 174 SH   SOLE   174 0 0
PRIMERICA INC COM 74164M108 131,763 2,484,680 SH   SOLE   2,484,680 0 0
PRIMO WTR CORP COM 74165N105 7,158 590,107 SH   SOLE   590,107 0 0
PRIMORIS SVCS CORP COM 74164F103 20,901 1,014,623 SH   SOLE   1,014,623 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 238,938 4,638,669 SH   SOLE   4,638,669 0 0
PRIVATEBANCORP INC COM 742962103 199,005 4,333,730 SH   SOLE   4,333,730 0 0
PRO-DEX INC COLO COM NEW 74265M205 3 613 SH   SOLE   613 0 0
PROASSURANCE CORP COM 74267C106 152,162 2,899,423 SH   SOLE   2,899,423 0 0
PROCTER AND GAMBLE CO COM 742718109 3,468,751 38,649,041 SH   SOLE   38,649,041 0 0
PROFIRE ENERGY INC COM 74316X101 70 56,511 SH   SOLE   56,511 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 18,098 2,859,154 SH   SOLE   2,859,154 0 0
PROGRESS SOFTWARE CORP COM 743312100 95,619 3,515,392 SH   SOLE   3,515,392 0 0
PROGRESSIVE CORP OHIO COM 743315103 319,849 10,153,939 SH   SOLE   10,153,939 0 0
PROLOGIS INC COM 74340W103 868,065 16,213,399 SH   SOLE   16,213,399 0 0
PRONAI THERAPEUTICS INC COM 74346L101 771 423,892 SH   SOLE   423,892 0 0
PROOFPOINT INC COM 743424103 85,630 1,144,021 SH   SOLE   1,144,021 0 0
PROPHASE LABS INC COM 74345W108 8 3,829 SH   SOLE   3,829 0 0
PROS HOLDINGS INC COM 74346Y103 15,675 693,269 SH   SOLE   693,269 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 49 50,000 PRN   SOLE   50,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 199,839 3,640,718 SH   SOLE   3,640,718 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 4,362 206,455 SH   SOLE   206,455 0 0
PROTEON THERAPEUTICS INC COM 74371L109 209 22,361 SH   SOLE   22,361 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 3,355 215,224 SH   SOLE   215,224 0 0
PROTHENA CORP PLC SHS G72800108 80,189 1,337,144 SH   SOLE   1,337,144 0 0
PROTO LABS INC COM 743713109 99,147 1,654,935 SH   SOLE   1,654,935 0 0
PROVECTUS BIOPHARMACEUTICALS COM 74373P108 4 40,273 SH   SOLE   40,273 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 18 731 SH   SOLE   731 0 0
PROVIDENCE SVC CORP COM 743815102 44,267 910,287 SH   SOLE   910,287 0 0
PROVIDENT BANCORP INC COM 74383X109 1,797 115,173 SH   SOLE   115,173 0 0
PROVIDENT FINL HLDGS INC COM 743868101 3,816 195,109 SH   SOLE   195,109 0 0
PROVIDENT FINL SVCS INC COM 74386T105 94,032 4,429,218 SH   SOLE   4,429,218 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 126 8,716 SH   SOLE   8,716 0 0
PRUDENTIAL FINL INC COM 744320102 422,015 5,168,580 SH   SOLE   5,168,580 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 155,106 1,365,730 SH   SOLE   1,365,730 0 0
PSIVIDA CORP COM 74440J101 248 82,361 SH   SOLE   82,361 0 0
PSYCHEMEDICS CORP COM NEW 744375205 252 12,691 SH   SOLE   12,691 0 0
PTC INC COM 69370C100 197,435 4,455,776 SH   SOLE   4,455,776 0 0
PTC THERAPEUTICS INC COM 69366J200 19,398 1,384,550 SH   SOLE   1,384,550 0 0
PUBLIC STORAGE COM 74460D109 1,149,172 5,150,003 SH   SOLE   5,150,003 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 582,864 13,920,803 SH   SOLE   13,920,803 0 0
PULMATRIX INC COM 74584P103 80 48,748 SH   SOLE   48,748 0 0
PULSE BIOSCIENCES INC COM 74587B101 74 11,710 SH   SOLE   11,710 0 0
PULTE GROUP INC COM 745867101 207,633 10,360,932 SH   SOLE   10,360,932 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 41,975 626,024 SH   SOLE   626,024 0 0
PURE STORAGE INC CL A 74624M102 23,300 1,719,549 SH   SOLE   1,719,549 0 0
PURECYCLE CORP COM NEW 746228303 265 46,087 SH   SOLE   46,087 0 0
PVH CORP COM 693656100 146,425 1,325,112 SH   SOLE   1,325,112 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,079 399,933 SH   SOLE   399,933 0 0
Q2 HLDGS INC COM 74736L109 18,541 646,913 SH   SOLE   646,913 0 0
QAD INC CL B 74727D207 5 244 SH   SOLE   244 0 0
QAD INC CL A 74727D306 5,958 266,240 SH   SOLE   266,240 0 0
QCR HOLDINGS INC COM 74727A104 10,628 334,859 SH   SOLE   334,859 0 0
QEP RES INC COM 74733V100 179,626 9,197,423 SH   SOLE   9,197,423 0 0
QIAGEN NV REG SHS N72482107 145,100 5,287,896 SH   SOLE   5,287,896 0 0
QORVO INC COM 74736K101 135,089 2,423,555 SH   SOLE   2,423,555 0 0
QTS RLTY TR INC COM CL A 74736A103 63,820 1,207,563 SH   SOLE   1,207,563 0 0
QUAD / GRAPHICS INC COM CL A 747301109 19,683 736,630 SH   SOLE   736,630 0 0
QUAKER CHEM CORP COM 747316107 95,873 905,063 SH   SOLE   905,063 0 0
QUALCOMM INC COM 747525103 1,468,102 21,432,143 SH   SOLE   21,432,143 0 0
QUALITY SYS INC COM 747582104 37,855 3,344,084 SH   SOLE   3,344,084 0 0
QUALYS INC COM 74758T303 74,102 1,940,352 SH   SOLE   1,940,352 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 50,965 2,952,804 SH   SOLE   2,952,804 0 0
QUANTA SVCS INC COM 74762E102 64,819 2,315,782 SH   SOLE   2,315,782 0 0
QUANTUM CORP COM DSSG 747906204 40 54,217 SH   SOLE   54,217 0 0
QUEST DIAGNOSTICS INC COM 74834L100 261,344 3,088,078 SH   SOLE   3,088,078 0 0
QUEST RESOURCE HLDG CORP COM NEW 74836W203 4 2,112 SH   SOLE   2,112 0 0
QUICKLOGIC CORP COM 74837P108 140 184,457 SH   SOLE   184,457 0 0
QUIDEL CORP COM 74838J101 15,148 685,761 SH   SOLE   685,761 0 0
QUINSTREET INC COM 74874Q100 7,930 2,625,805 SH   SOLE   2,625,805 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 77,778 959,507 SH   SOLE   959,507 0 0
QUMU CORP COM 749063103 54 23,990 SH   SOLE   23,990 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 15,652 539,723 SH   SOLE   539,723 0 0
QUORUM HEALTH CORP COM 74909E106 13,597 2,168,655 SH   SOLE   2,168,655 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 21,570 1,620,619 SH   SOLE   1,620,619 0 0
RACKSPACE HOSTING INC COM 750086100 125,650 3,964,965 SH   SOLE   3,964,965 0 0
RADIAN GROUP INC COM 750236101 78,864 5,820,216 SH   SOLE   5,820,216 0 0
RADIANT LOGISTICS INC COM 75025X100 2,921 1,028,495 SH   SOLE   1,028,495 0 0
RADIO ONE INC CL A 75040P108 1 233 SH   SOLE   233 0 0
RADIO ONE INC CL D NON VTG 75040P405 2,060 679,956 SH   SOLE   679,956 0 0
RADISYS CORP COM 750459109 5,359 1,002,616 SH   SOLE   1,002,616 0 0
RADIUS HEALTH INC COM NEW 750469207 77,298 1,429,056 SH   SOLE   1,429,056 0 0
RADNET INC COM 750491102 7,642 1,032,708 SH   SOLE   1,032,708 0 0
RADWARE LTD ORD M81873107 707 51,423 SH   SOLE   51,423 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 15,358 4,543,902 SH   SOLE   4,543,902 0 0
RALPH LAUREN CORP CL A 751212101 92,900 918,531 SH   SOLE   918,531 0 0
RAMBUS INC DEL COM 750917106 93,572 7,485,752 SH   SOLE   7,485,752 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 38,723 2,066,326 SH   SOLE   2,066,326 0 0
RAND LOGISTICS INC COM 752182105 3 4,529 SH   SOLE   4,529 0 0
RANDGOLD RES LTD ADR 752344309 879 8,781 SH   SOLE   8,781 0 0
RANDOLPH BANCORP INC COM 752378109 182 13,381 SH   SOLE   13,381 0 0
RANGE RES CORP COM 75281A109 141,695 3,656,646 SH   SOLE   3,656,646 0 0
RAPID7 INC COM 753422104 8,894 503,909 SH   SOLE   503,909 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 31,370 3,497,167 SH   SOLE   3,497,167 0 0
RAVE RESTAURANT GROUP INC COM 754198109 57 18,669 SH   SOLE   18,669 0 0
RAVEN INDS INC COM 754212108 57,868 2,512,705 SH   SOLE   2,512,705 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 282,291 4,849,526 SH   SOLE   4,849,526 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 40,643 3,039,851 SH   SOLE   3,039,851 0 0
RAYONIER INC COM 754907103 150,296 5,663,011 SH   SOLE   5,663,011 0 0
RAYTHEON CO COM NEW 755111507 554,043 4,069,955 SH   SOLE   4,069,955 0 0
RBC BEARINGS INC COM 75524B104 56,742 741,925 SH   SOLE   741,925 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 292 25,326 SH   SOLE   25,326 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 149 22,483 SH   SOLE   22,483 0 0
RE MAX HLDGS INC CL A 75524W108 54,393 1,242,413 SH   SOLE   1,242,413 0 0
READING INTERNATIONAL INC CL A 755408101 6,301 471,954 SH   SOLE   471,954 0 0
REAL GOODS SOLAR INC CL A NEW 75601N302 0 91 SH   SOLE   91 0 0
REAL IND INC COM 75601W104 4,484 732,714 SH   SOLE   732,714 0 0
REALNETWORKS INC COM NEW 75605L708 2,935 658,140 SH   SOLE   658,140 0 0
REALOGY HLDGS CORP COM 75605Y106 57,184 2,211,290 SH   SOLE   2,211,290 0 0
REALPAGE INC COM 75606N109 37,745 1,468,680 SH   SOLE   1,468,680 0 0
REALTY INCOME CORP COM 756109104 653,493 9,763,826 SH   SOLE   9,763,826 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 4,042 153,342 SH   SOLE   153,342 0 0
RECRO PHARMA INC COM 75629F109 164 18,499 SH   SOLE   18,499 0 0
RED HAT INC COM 756577102 271,508 3,358,995 SH   SOLE   3,358,995 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 190 150,000 PRN   SOLE   150,000 0 0
RED LION HOTELS CORP COM 756764106 3,376 404,757 SH   SOLE   404,757 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 41,668 927,184 SH   SOLE   927,184 0 0
RED ROCK RESORTS INC CL A 75700L108 18,342 777,516 SH   SOLE   777,516 0 0
REDWOOD TR INC COM 758075402 49,643 3,505,850 SH   SOLE   3,505,850 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 50 50,000 PRN   SOLE   50,000 0 0
REEDS INC COM 758338107 111 29,715 SH   SOLE   29,715 0 0
REGAL BELOIT CORP COM 758750103 96,762 1,626,524 SH   SOLE   1,626,524 0 0
REGAL ENTMT GROUP CL A 758766109 17,549 806,845 SH   SOLE   806,845 0 0
REGENCY CTRS CORP COM 758849103 459,750 5,933,019 SH   SOLE   5,933,019 0 0
REGENERON PHARMACEUTICALS COM 75886F107 920,785 2,290,395 SH   SOLE   2,290,395 0 0
REGENXBIO INC COM 75901B107 7,982 569,726 SH   SOLE   569,726 0 0
REGIONAL MGMT CORP COM 75902K106 6,505 300,476 SH   SOLE   300,476 0 0
REGIONS FINL CORP NEW COM 7591EP100 215,615 21,845,472 SH   SOLE   21,845,472 0 0
REGIS CORP MINN COM 758932107 31,891 2,541,081 SH   SOLE   2,541,081 0 0
REGULUS THERAPEUTICS INC COM 75915K101 5,838 1,769,086 SH   SOLE   1,769,086 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 248,945 2,306,331 SH   SOLE   2,306,331 0 0
REIS INC COM 75936P105 5,066 247,629 SH   SOLE   247,629 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 193,012 2,679,599 SH   SOLE   2,679,599 0 0
RELIV INTL INC COM 75952R100 1 1,811 SH   SOLE   1,811 0 0
RELM WIRELESS CORP COM 759525108 125 23,344 SH   SOLE   23,344 0 0
REMARK MEDIA INC COM 75954W107 14 3,053 SH   SOLE   3,053 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 255,516 2,126,467 SH   SOLE   2,126,467 0 0
RENASANT CORP COM 75970E107 35,668 1,060,605 SH   SOLE   1,060,605 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 9,996 1,180,164 SH   SOLE   1,180,164 0 0
RENREN INC SPONSORED ADR 759892102 1,109 538,484 SH   SOLE   538,484 0 0
RENT A CTR INC NEW COM 76009N100 46,913 3,711,500 SH   SOLE   3,711,500 0 0
RENTECH INC COM NEW 760112201 169 57,713 SH   SOLE   57,713 0 0
REPLIGEN CORP COM 759916109 82,733 2,740,405 SH   SOLE   2,740,405 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 123 58,672 SH   SOLE   58,672 0 0
REPUBLIC BANCORP KY CL A 760281204 8,476 272,731 SH   SOLE   272,731 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,847 935,962 SH   SOLE   935,962 0 0
REPUBLIC SVCS INC COM 760759100 366,887 7,272,292 SH   SOLE   7,272,292 0 0
RESEARCH FRONTIERS INC COM 760911107 147 56,639 SH   SOLE   56,639 0 0
RESMED INC COM 761152107 397,503 6,135,247 SH   SOLE   6,135,247 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 84 3,227 SH   SOLE   3,227 0 0
RESOLUTE FST PRODS INC COM 76117W109 262 55,359 SH   SOLE   55,359 0 0
RESONANT INC COM 76118L102 76 13,897 SH   SOLE   13,897 0 0
RESOURCE CAP CORP COM NEW 76120W708 20,096 1,568,768 SH   SOLE   1,568,768 0 0
RESOURCES CONNECTION INC COM 76122Q105 39,020 2,611,784 SH   SOLE   2,611,784 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 71,066 2,055,117 SH   SOLE   2,055,117 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 162,987 7,421,994 SH   SOLE   7,421,994 0 0
RETAIL PPTYS AMER INC CL A 76131V202 64,589 3,844,556 SH   SOLE   3,844,556 0 0
RETAILMENOT INC COM SER 1 76132B106 10,648 1,076,656 SH   SOLE   1,076,656 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 87 33,815 SH   SOLE   33,815 0 0
RETROPHIN INC COM 761299106 31,673 1,415,218 SH   SOLE   1,415,218 0 0
REVANCE THERAPEUTICS INC COM 761330109 21,360 1,317,731 SH   SOLE   1,317,731 0 0
REVLON INC CL A NEW 761525609 11,154 303,270 SH   SOLE   303,270 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 147 23,364 SH   SOLE   23,364 0 0
REX AMERICAN RESOURCES CORP COM 761624105 35,135 414,525 SH   SOLE   414,525 0 0
REX ENERGY CORPORATION COM 761565100 44 75,834 SH   SOLE   75,834 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 9 44,166 SH   SOLE   44,166 0 0
REXFORD INDL RLTY INC COM 76169C100 39,674 1,733,249 SH   SOLE   1,733,249 0 0
REXNORD CORP NEW COM 76169B102 46,689 2,180,706 SH   SOLE   2,180,706 0 0
REYNOLDS AMERICAN INC COM 761713106 582,425 12,352,589 SH   SOLE   12,352,589 0 0
RF INDS LTD COM PAR $0.01 749552105 3 1,613 SH   SOLE   1,613 0 0
RGC RES INC COM 74955L103 20 831 SH   SOLE   831 0 0
RICE ENERGY INC COM 762760106 3,851 147,509 SH   SOLE   147,509 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 2 1,779 SH   SOLE   1,779 0 0
RICHARDSON ELECTRS LTD COM 763165107 224 33,112 SH   SOLE   33,112 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 14,084 3,837,675 SH   SOLE   3,837,675 0 0
RIGHTSIDE GROUP LTD COM 76658B100 3,009 330,643 SH   SOLE   330,643 0 0
RIGNET INC COM 766582100 5,477 362,220 SH   SOLE   362,220 0 0
RING ENERGY INC COM 76680V108 11,053 1,009,398 SH   SOLE   1,009,398 0 0
RINGCENTRAL INC CL A 76680R206 35,046 1,481,221 SH   SOLE   1,481,221 0 0
RIO TINTO PLC SPONSORED ADR 767204100 8,513 254,882 SH   SOLE   254,882 0 0
RITE AID CORP COM 767754104 77,806 10,117,791 SH   SOLE   10,117,791 0 0
RITTER PHARMACEUTICALS INC COM 767836109 65 38,779 SH   SOLE   38,779 0 0
RIVERVIEW BANCORP INC COM 769397100 385 71,629 SH   SOLE   71,629 0 0
RLI CORP COM 749607107 178,885 2,616,804 SH   SOLE   2,616,804 0 0
RLJ LODGING TR COM 74965L101 82,414 3,918,858 SH   SOLE   3,918,858 0 0
RMG NETWORKS HLDG CORP COM 74966K102 2 2,556 SH   SOLE   2,556 0 0
RMR GROUP INC CL A 74967R106 6,721 177,144 SH   SOLE   177,144 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 17,798 2,230,378 SH   SOLE   2,230,378 0 0
ROBERT HALF INTL INC COM 770323103 83,070 2,194,134 SH   SOLE   2,194,134 0 0
ROCKET FUEL INC COM 773111109 216 81,897 SH   SOLE   81,897 0 0
ROCKWELL AUTOMATION INC COM 773903109 269,309 2,201,314 SH   SOLE   2,201,314 0 0
ROCKWELL COLLINS INC COM 774341101 222,820 2,641,921 SH   SOLE   2,641,921 0 0
ROCKWELL MED INC COM 774374102 8,940 1,334,278 SH   SOLE   1,334,278 0 0
ROCKY BRANDS INC COM 774515100 191 18,069 SH   SOLE   18,069 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 269 25,670 SH   SOLE   25,670 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 63,026 1,958,541 SH   SOLE   1,958,541 0 0
ROGERS CORP COM 775133101 77,284 1,265,286 SH   SOLE   1,265,286 0 0
ROKA BIOSCIENCE INC COM 775431109 1 1,069 SH   SOLE   1,069 0 0
ROLLINS INC COM 775711104 104,476 3,568,173 SH   SOLE   3,568,173 0 0
ROPER TECHNOLOGIES INC COM 776696106 297,192 1,628,717 SH   SOLE   1,628,717 0 0
ROSETTA STONE INC COM 777780107 4,562 538,011 SH   SOLE   538,011 0 0
ROSS STORES INC COM 778296103 455,349 7,081,633 SH   SOLE   7,081,633 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 50 50,000 PRN   SOLE   50,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 74,363 4,905,203 SH   SOLE   4,905,203 0 0
ROYAL BANCSHARES PA INC CL A 780081105 134 56,950 SH   SOLE   56,950 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 71,534 2,826,328 SH   SOLE   2,826,328 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 79,332 3,163,144 SH   SOLE   3,163,144 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 25,620 1,006,672 SH   SOLE   1,006,672 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 208,208 2,777,964 SH   SOLE   2,777,964 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 285 5,389 SH   SOLE   5,389 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 303 6,055 SH   SOLE   6,055 0 0
ROYAL GOLD INC COM 780287108 187,569 2,422,435 SH   SOLE   2,422,435 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 45 40,000 PRN   SOLE   40,000 0 0
RPC INC COM 749660106 13,294 791,328 SH   SOLE   791,328 0 0
RPM INTL INC COM 749685103 266,185 4,955,036 SH   SOLE   4,955,036 0 0
RPX CORP COM 74972G103 13,664 1,278,178 SH   SOLE   1,278,178 0 0
RSP PERMIAN INC COM 74978Q105 82,972 2,139,561 SH   SOLE   2,139,561 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 53 50,000 PRN   SOLE   50,000 0 0
RTI SURGICAL INC COM 74975N105 5,009 1,600,410 SH   SOLE   1,600,410 0 0
RUBICON PROJ INC COM 78112V102 8,528 1,030,003 SH   SOLE   1,030,003 0 0
RUBICON TECHNOLOGY INC COM 78112T107 3 4,844 SH   SOLE   4,844 0 0
RUBY TUESDAY INC COM 781182100 11,023 4,409,007 SH   SOLE   4,409,007 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 38,667 2,179,673 SH   SOLE   2,179,673 0 0
RUSH ENTERPRISES INC CL A 781846209 18,433 752,977 SH   SOLE   752,977 0 0
RUSH ENTERPRISES INC CL B 781846308 4,078 167,768 SH   SOLE   167,768 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 30,713 2,175,128 SH   SOLE   2,175,128 0 0
RXI PHARMACEUTICALS CORP NEW COM 74979C501 3 1,803 SH   SOLE   1,803 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 49,649 661,722 SH   SOLE   661,722 0 0
RYDER SYS INC COM 783549108 85,013 1,289,057 SH   SOLE   1,289,057 0 0
RYERSON HLDG CORP COM 783754104 4,018 355,866 SH   SOLE   355,866 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 68,136 1,414,786 SH   SOLE   1,414,786 0 0
S & T BANCORP INC COM 783859101 68,978 2,379,387 SH   SOLE   2,379,387 0 0
S&P GLOBAL INC COM 78409V104 405,998 3,207,948 SH   SOLE   3,207,948 0 0
S&W SEED CO COM 785135104 296 58,084 SH   SOLE   58,084 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 120,145 4,771,441 SH   SOLE   4,771,441 0 0
SABRE CORP COM 78573M104 56,976 2,021,869 SH   SOLE   2,021,869 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 0 15 SH   SOLE   15 0 0
SAFE BULKERS INC COM Y7388L103 118 83,483 SH   SOLE   83,483 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 7,286 562,170 SH   SOLE   562,170 0 0
SAFETY INS GROUP INC COM 78648T100 63,686 947,432 SH   SOLE   947,432 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 4,706 103,797 SH   SOLE   103,797 0 0
SAGE THERAPEUTICS INC COM 78667J108 54,758 1,189,093 SH   SOLE   1,189,093 0 0
SAIA INC COM 78709Y105 53,115 1,772,854 SH   SOLE   1,772,854 0 0
SAJAN INC COM NEW 79379T202 5 1,142 SH   SOLE   1,142 0 0
SALEM MEDIA GROUP INC CL A 794093104 1,811 307,956 SH   SOLE   307,956 0 0
SALESFORCE COM INC COM 79466L302 625,766 8,772,834 SH   SOLE   8,772,834 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 209 175,000 PRN   SOLE   175,000 0 0
SALISBURY BANCORP INC COM 795226109 6 207 SH   SOLE   207 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 136,218 5,304,422 SH   SOLE   5,304,422 0 0
SANCHEZ ENERGY CORP COM 79970Y105 11,563 1,307,976 SH   SOLE   1,307,976 0 0
SANDERSON FARMS INC COM 800013104 137,021 1,422,413 SH   SOLE   1,422,413 0 0
SANDY SPRING BANCORP INC COM 800363103 20,079 656,607 SH   SOLE   656,607 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 12,174 237,168 SH   SOLE   237,168 0 0
SANGAMO BIOSCIENCES INC COM 800677106 13,279 2,868,032 SH   SOLE   2,868,032 0 0
SANMINA CORPORATION COM 801056102 150,008 5,268,976 SH   SOLE   5,268,976 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 11,990 986,010 SH   SOLE   986,010 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 8,524 667,535 SH   SOLE   667,535 0 0
SAREPTA THERAPEUTICS INC COM 803607100 105,745 1,721,948 SH   SOLE   1,721,948 0 0
SASOL LTD SPONSORED ADR 803866300 41 1,490 SH   SOLE   1,490 0 0
SAUL CTRS INC COM 804395101 51,840 778,378 SH   SOLE   778,378 0 0
SB FINL GROUP INC COM 78408D105 11 865 SH   SOLE   865 0 0
SBA COMMUNICATIONS CORP COM 78388J106 205,047 1,828,162 SH   SOLE   1,828,162 0 0
SCANA CORP NEW COM 80589M102 411,006 5,679,234 SH   SOLE   5,679,234 0 0
SCANSOURCE INC COM 806037107 65,289 1,788,753 SH   SOLE   1,788,753 0 0
SCHEIN HENRY INC COM 806407102 400,927 2,459,977 SH   SOLE   2,459,977 0 0
SCHLUMBERGER LTD COM 806857108 1,573,946 20,014,573 SH   SOLE   20,014,573 0 0
SCHMITT INDS INC ORE COM NEW 806870200 1 374 SH   SOLE   374 0 0
SCHNITZER STL INDS CL A 806882106 15,507 741,973 SH   SOLE   741,973 0 0
SCHOLASTIC CORP COM 807066105 75,609 1,920,962 SH   SOLE   1,920,962 0 0
SCHULMAN A INC COM 808194104 59,504 2,043,406 SH   SOLE   2,043,406 0 0
SCHWAB CHARLES CORP NEW COM 808513105 491,118 15,556,474 SH   SOLE   15,556,474 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 83,012 2,152,794 SH   SOLE   2,152,794 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 49,797 4,858,275 SH   SOLE   4,858,275 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 159,121 2,293,803 SH   SOLE   2,293,803 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 39,715 3,523,942 SH   SOLE   3,523,942 0 0
SCORPIO BULKERS INC COM Y7546A122 5,329 1,540,240 SH   SOLE   1,540,240 0 0
SCORPIO TANKERS INC SHS Y7542C106 19,197 4,146,312 SH   SOLE   4,146,312 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 142,116 1,706,689 SH   SOLE   1,706,689 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 65,106 4,094,712 SH   SOLE   4,094,712 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 92,042 1,449,708 SH   SOLE   1,449,708 0 0
SCYNEXIS INC COM 811292101 250 64,514 SH   SOLE   64,514 0 0
SEABOARD CORP COM 811543107 24,111 7,009 SH   SOLE   7,009 0 0
SEACHANGE INTL INC COM 811699107 278 93,124 SH   SOLE   93,124 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 13,349 829,649 SH   SOLE   829,649 0 0
SEACOR HOLDINGS INC COM 811904101 69,963 1,176,043 SH   SOLE   1,176,043 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 50 50,000 PRN   SOLE   50,000 0 0
SEADRILL LIMITED SHS G7945E105 22,623 9,545,699 SH   SOLE   9,545,699 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 345,288 8,956,880 SH   SOLE   8,956,880 0 0
SEALED AIR CORP NEW COM 81211K100 151,860 3,314,276 SH   SOLE   3,314,276 0 0
SEARS HLDGS CORP COM 812350106 3,929 342,879 SH   SOLE   342,879 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 1,532 310,767 SH   SOLE   310,767 0 0
SEASPAN CORP SHS Y75638109 2,665 199,937 SH   SOLE   199,937 0 0
SEASPINE HLDGS CORP COM 81255T108 202 19,958 SH   SOLE   19,958 0 0
SEATTLE GENETICS INC COM 812578102 158,066 2,926,613 SH   SOLE   2,926,613 0 0
SEAWORLD ENTMT INC COM 81282V100 23,143 1,716,850 SH   SOLE   1,716,850 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 1,455 413,438 SH   SOLE   413,438 0 0
SECUREWORKS CORP CL A 81374A105 1,923 153,701 SH   SOLE   153,701 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 149 25,447 SH   SOLE   25,447 0 0
SEI INVESTMENTS CO COM 784117103 235,762 5,169,089 SH   SOLE   5,169,089 0 0
SELECT BANCORP INC NEW COM 81617L108 14 1,808 SH   SOLE   1,808 0 0
SELECT COMFORT CORP COM 81616X103 68,669 3,179,106 SH   SOLE   3,179,106 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 45,621 1,695,965 SH   SOLE   1,695,965 0 0
SELECT MED HLDGS CORP COM 81619Q105 108,361 8,026,735 SH   SOLE   8,026,735 0 0
SELECTA BIOSCIENCES INC COM 816212104 1,946 136,556 SH   SOLE   136,556 0 0
SELECTIVE INS GROUP INC COM 816300107 146,355 3,671,724 SH   SOLE   3,671,724 0 0
SEMGROUP CORP CL A 81663A105 51,948 1,469,116 SH   SOLE   1,469,116 0 0
SEMPRA ENERGY COM 816851109 818,577 7,636,694 SH   SOLE   7,636,694 0 0
SEMTECH CORP COM 816850101 128,649 4,639,337 SH   SOLE   4,639,337 0 0
SENECA FOODS CORP NEW CL B 817070105 4 117 SH   SOLE   117 0 0
SENECA FOODS CORP NEW CL A 817070501 13,322 471,758 SH   SOLE   471,758 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 227,315 10,009,452 SH   SOLE   10,009,452 0 0
SENOMYX INC COM 81724Q107 477 111,904 SH   SOLE   111,904 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 6,219 160,363 SH   SOLE   160,363 0 0
SENSEONICS HLDGS INC COM 81727U105 2,937 753,032 SH   SOLE   753,032 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 181,846 2,399,028 SH   SOLE   2,399,028 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 8,783 1,097,869 SH   SOLE   1,097,869 0 0
SERES THERAPEUTICS INC COM 81750R102 12,218 994,119 SH   SOLE   994,119 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 32,719 645,599 SH   SOLE   645,599 0 0
SERVICE CORP INTL COM 817565104 189,423 7,137,267 SH   SOLE   7,137,267 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 43,336 1,286,698 SH   SOLE   1,286,698 0 0
SERVICENOW INC COM 81762P102 148,690 1,878,581 SH   SOLE   1,878,581 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 91 75,000 PRN   SOLE   75,000 0 0
SERVICESOURCE INTL INC COM 81763U100 8,331 1,707,231 SH   SOLE   1,707,231 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 78,520 1,512,625 SH   SOLE   1,512,625 0 0
SERVOTRONICS INC COM 817732100 1 113 SH   SOLE   113 0 0
SEVCON INC COM 81783K108 7 777 SH   SOLE   777 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 12 1,802 SH   SOLE   1,802 0 0
SHAKE SHACK INC CL A 819047101 13,743 396,390 SH   SOLE   396,390 0 0
SHARPS COMPLIANCE CORP COM 820017101 144 32,881 SH   SOLE   32,881 0 0
SHARPSPRING INC COM 820054104 6 1,211 SH   SOLE   1,211 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 59,053 2,170,266 SH   SOLE   2,170,266 0 0
SHERWIN WILLIAMS CO COM 824348106 329,622 1,191,433 SH   SOLE   1,191,433 0 0
SHILOH INDS INC COM 824543102 148 20,985 SH   SOLE   20,985 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 495 13,595 SH   SOLE   13,595 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 22,354 1,517,554 SH   SOLE   1,517,554 0 0
SHIRE PLC SPONSORED ADR 82481R106 228,346 1,177,891 SH   SOLE   1,177,891 0 0
SHOE CARNIVAL INC COM 824889109 27,742 1,040,575 SH   SOLE   1,040,575 0 0
SHORE BANCSHARES INC COM 825107105 4,149 352,242 SH   SOLE   352,242 0 0
SHORETEL INC COM 825211105 15,010 1,876,280 SH   SOLE   1,876,280 0 0
SHUTTERFLY INC COM 82568P304 40,183 900,161 SH   SOLE   900,161 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 49 50,000 PRN   SOLE   50,000 0 0
SHUTTERSTOCK INC COM 825690100 84,690 1,329,521 SH   SOLE   1,329,521 0 0
SI FINL GROUP INC MD COM 78425V104 4,185 317,033 SH   SOLE   317,033 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 248 17,579 SH   SOLE   17,579 0 0
SIENTRA INC COM 82621J105 294 32,650 SH   SOLE   32,650 0 0
SIERRA BANCORP COM 82620P102 6,185 329,692 SH   SOLE   329,692 0 0
SIFCO INDS INC COM 826546103 78 7,888 SH   SOLE   7,888 0 0
SIGMA DESIGNS INC COM 826565103 7,803 1,001,710 SH   SOLE   1,001,710 0 0
SIGMATRON INTL INC COM 82661L101 6 1,077 SH   SOLE   1,077 0 0
SIGNAL GENETICS INC COM 826640104 1 1,542 SH   SOLE   1,542 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 246,193 2,078,459 SH   SOLE   2,078,459 0 0
SIGNET JEWELERS LIMITED SHS G81276100 92,908 1,246,589 SH   SOLE   1,246,589 0 0
SILGAN HOLDINGS INC COM 827048109 78,322 1,548,167 SH   SOLE   1,548,167 0 0
SILICOM LTD ORD M84116108 6,476 156,428 SH   SOLE   156,428 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 7,755 1,007,184 SH   SOLE   1,007,184 0 0
SILICON LABORATORIES INC COM 826919102 130,617 2,221,378 SH   SOLE   2,221,378 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,979 57,513 SH   SOLE   57,513 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 17,591 1,003,493 SH   SOLE   1,003,493 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 13,627 961,036 SH   SOLE   961,036 0 0
SILVER WHEATON CORP COM 828336107 8,969 331,819 SH   SOLE   331,819 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 2,324 195,766 SH   SOLE   195,766 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 99,117 1,986,308 SH   SOLE   1,986,308 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,576,417 7,615,174 SH   SOLE   7,615,174 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 137,609 3,131,038 SH   SOLE   3,131,038 0 0
SIMULATIONS PLUS INC COM 829214105 342 38,770 SH   SOLE   38,770 0 0
SINA CORP ORD G81477104 16,952 229,615 SH   SOLE   229,615 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 50,650 1,753,792 SH   SOLE   1,753,792 0 0
SIRIUS XM HLDGS INC COM 82968B103 72,638 17,419,226 SH   SOLE   17,419,226 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 10,469 291,379 SH   SOLE   291,379 0 0
SITO MOBILE LTD COM NEW 82988R203 174 39,551 SH   SOLE   39,551 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 36,899 688,290 SH   SOLE   688,290 0 0
SJW CORP COM 784305104 20,027 458,484 SH   SOLE   458,484 0 0
SKECHERS U S A INC CL A 830566105 112,678 4,920,426 SH   SOLE   4,920,426 0 0
SKYLINE CORP COM 830830105 272 19,903 SH   SOLE   19,903 0 0
SKYLINE MED INC COM NEW 83084T309 0 1,182 SH   SOLE   1,182 0 0
SKYWEST INC COM 830879102 95,149 3,602,779 SH   SOLE   3,602,779 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 273,054 3,586,211 SH   SOLE   3,586,211 0 0
SL GREEN RLTY CORP COM 78440X101 330,994 3,061,921 SH   SOLE   3,061,921 0 0
SLM CORP COM 78442P106 119,550 16,003,993 SH   SOLE   16,003,993 0 0
SM ENERGY CO COM 78454L100 126,929 3,290,010 SH   SOLE   3,290,010 0 0
SMART & FINAL STORES INC COM 83190B101 7,732 605,513 SH   SOLE   605,513 0 0
SMARTFINANCIAL INC COM NEW 83190L208 22 1,349 SH   SOLE   1,349 0 0
SMITH & WESSON HLDG CORP COM 831756101 48,178 1,811,869 SH   SOLE   1,811,869 0 0
SMITH A O COM 831865209 272,372 2,757,080 SH   SOLE   2,757,080 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 5 2,646 SH   SOLE   2,646 0 0
SMUCKER J M CO COM NEW 832696405 286,529 2,113,979 SH   SOLE   2,113,979 0 0
SNAP ON INC COM 833034101 143,769 946,099 SH   SOLE   946,099 0 0
SNYDERS-LANCE INC COM 833551104 148,536 4,423,351 SH   SOLE   4,423,351 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6,802 252,859 SH   SOLE   252,859 0 0
SOHU COM INC COM 83408W103 6,145 138,869 SH   SOLE   138,869 0 0
SOLARCITY CORP COM 83416T100 16,046 820,356 SH   SOLE   820,356 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 56 75,000 PRN   SOLE   75,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 70 4,064 SH   SOLE   4,064 0 0
SOLITARIO EXPL & RTY CORP COM 8342EP107 439 665,532 SH   SOLE   665,532 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 36,151 1,922,937 SH   SOLE   1,922,937 0 0
SONIC CORP COM 835451105 84,607 3,231,757 SH   SOLE   3,231,757 0 0
SONIC FDRY INC COM NEW 83545R207 4 760 SH   SOLE   760 0 0
SONOCO PRODS CO COM 835495102 342,198 6,477,344 SH   SOLE   6,477,344 0 0
SONUS NETWORKS INC COM NEW 835916503 10,386 1,334,971 SH   SOLE   1,334,971 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 5,349 691,139 SH   SOLE   691,139 0 0
SOTHEBYS COM 835898107 96,330 2,533,668 SH   SOLE   2,533,668 0 0
SOTHERLY HOTELS INC COM 83600C103 172 32,671 SH   SOLE   32,671 0 0
SOUND FINL BANCORP INC COM 83607A100 6 260 SH   SOLE   260 0 0
SOUTH JERSEY INDS INC COM 838518108 171,295 5,796,776 SH   SOLE   5,796,776 0 0
SOUTH ST CORP COM 840441109 46,025 613,346 SH   SOLE   613,346 0 0
SOUTHERN CO COM 842587107 927,177 18,073,616 SH   SOLE   18,073,616 0 0
SOUTHERN COPPER CORP COM 84265V105 77,018 2,928,459 SH   SOLE   2,928,459 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 3,981 144,344 SH   SOLE   144,344 0 0
SOUTHERN MO BANCORP INC COM 843380106 3,665 147,176 SH   SOLE   147,176 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 4,206 322,272 SH   SOLE   322,272 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 57,091 1,774,100 SH   SOLE   1,774,100 0 0
SOUTHWEST AIRLS CO COM 844741108 310,961 7,995,923 SH   SOLE   7,995,923 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 9,643 507,799 SH   SOLE   507,799 0 0
SOUTHWEST GA FINL CORP COM 84502A104 5 281 SH   SOLE   281 0 0
SOUTHWEST GAS CORP COM 844895102 178,047 2,548,624 SH   SOLE   2,548,624 0 0
SOUTHWESTERN ENERGY CO COM 845467109 126,528 9,142,174 SH   SOLE   9,142,174 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 112,974 3,578,516 SH   SOLE   3,578,516 0 0
SP PLUS CORP COM 78469C103 12,165 475,735 SH   SOLE   475,735 0 0
SPAN AMER MED SYS INC COM 846396109 11 598 SH   SOLE   598 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 3 673 SH   SOLE   673 0 0
SPAR GROUP INC COM 784933103 1 1,247 SH   SOLE   1,247 0 0
SPARK ENERGY INC CL A COM 846511103 4,024 138,154 SH   SOLE   138,154 0 0
SPARK NETWORKS INC COM 84651P100 79 49,790 SH   SOLE   49,790 0 0
SPARK THERAPEUTICS INC COM 84652J103 53,725 894,515 SH   SOLE   894,515 0 0
SPARTAN MTRS INC COM 846819100 8,914 930,466 SH   SOLE   930,466 0 0
SPARTANNASH CO COM 847215100 76,193 2,634,607 SH   SOLE   2,634,607 0 0
SPARTON CORP COM 847235108 6,925 263,728 SH   SOLE   263,728 0 0
SPECTRA ENERGY CORP COM 847560109 477,189 11,162,319 SH   SOLE   11,162,319 0 0
SPECTRANETICS CORP COM 84760C107 27,225 1,085,109 SH   SOLE   1,085,109 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 32,342 234,890 SH   SOLE   234,890 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 34,641 7,417,828 SH   SOLE   7,417,828 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 5,357 299,931 SH   SOLE   299,931 0 0
SPHERIX INC COM PAR NEW 84842R403 0 238 SH   SOLE   238 0 0
SPIRE INC COM 84857L101 214,236 3,361,094 SH   SOLE   3,361,094 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 79,787 1,791,365 SH   SOLE   1,791,365 0 0
SPIRIT AIRLS INC COM 848577102 30,081 707,290 SH   SOLE   707,290 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 99,273 7,447,359 SH   SOLE   7,447,359 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 166 150,000 PRN   SOLE   150,000 0 0
SPLUNK INC COM 848637104 95,330 1,624,581 SH   SOLE   1,624,581 0 0
SPOK HLDGS INC COM 84863T106 49,395 2,771,861 SH   SOLE   2,771,861 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 7,628 725,127 SH   SOLE   725,127 0 0
SPRINT CORP COM SER 1 85207U105 88,436 13,338,750 SH   SOLE   13,338,750 0 0
SPROUTS FMRS MKT INC COM 85208M102 107,149 5,188,831 SH   SOLE   5,188,831 0 0
SPS COMM INC COM 78463M107 83,653 1,139,531 SH   SOLE   1,139,531 0 0
SPX CORP COM 784635104 59,288 2,943,778 SH   SOLE   2,943,778 0 0
SPX FLOW INC COM 78469X107 86,745 2,805,457 SH   SOLE   2,805,457 0 0
SQUARE INC CL A 852234103 5,402 463,295 SH   SOLE   463,295 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 62,653 1,948,770 SH   SOLE   1,948,770 0 0
ST JOE CO COM 790148100 27,503 1,496,331 SH   SOLE   1,496,331 0 0
ST JUDE MED INC COM 790849103 432,927 5,427,868 SH   SOLE   5,427,868 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 10,384 1,104,666 SH   SOLE   1,104,666 0 0
STAG INDL INC COM 85254J102 45,829 1,869,807 SH   SOLE   1,869,807 0 0
STAGE STORES INC COM NEW 85254C305 10,612 1,891,706 SH   SOLE   1,891,706 0 0
STAMPS COM INC COM NEW 852857200 103,906 1,099,417 SH   SOLE   1,099,417 0 0
STANDARD MTR PRODS INC COM 853666105 68,737 1,439,219 SH   SOLE   1,439,219 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26 25,000 PRN   SOLE   25,000 0 0
STANDEX INTL CORP COM 854231107 80,837 870,436 SH   SOLE   870,436 0 0
STANLEY BLACK & DECKER INC COM 854502101 302,022 2,455,866 SH   SOLE   2,455,866 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 42 23,404 SH   SOLE   23,404 0 0
STAPLES INC COM 855030102 128,383 15,015,546 SH   SOLE   15,015,546 0 0
STARBUCKS CORP COM 855244109 1,080,265 19,953,185 SH   SOLE   19,953,185 0 0
STARRETT L S CO CL A 855668109 134 13,615 SH   SOLE   13,615 0 0
STARTEK INC COM 85569C107 163 26,180 SH   SOLE   26,180 0 0
STARWOOD PPTY TR INC COM 85571B105 192,552 8,550,280 SH   SOLE   8,550,280 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 247 225,000 PRN   SOLE   225,000 0 0
STARZ COM SER A 85571Q102 26,242 841,357 SH   SOLE   841,357 0 0
STATE AUTO FINL CORP COM 855707105 9,448 396,796 SH   SOLE   396,796 0 0
STATE BK FINL CORP COM 856190103 22,250 975,005 SH   SOLE   975,005 0 0
STATE NATL COS INC COM 85711T305 9,495 853,889 SH   SOLE   853,889 0 0
STATE STR CORP COM 857477103 311,437 4,472,744 SH   SOLE   4,472,744 0 0
STATOIL ASA SPONSORED ADR 85771P102 52 3,099 SH   SOLE   3,099 0 0
STEEL DYNAMICS INC COM 858119100 222,843 8,917,294 SH   SOLE   8,917,294 0 0
STEELCASE INC CL A 858155203 30,860 2,221,759 SH   SOLE   2,221,759 0 0
STEIN MART INC COM 858375108 14,250 2,244,162 SH   SOLE   2,244,162 0 0
STEMCELLS INC COM 85857R303 44 32,488 SH   SOLE   32,488 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 5,102 471,055 SH   SOLE   471,055 0 0
STEPAN CO COM 858586100 100,295 1,380,338 SH   SOLE   1,380,338 0 0
STERICYCLE INC COM 858912108 108,152 1,349,540 SH   SOLE   1,349,540 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 52,546 792,914 SH   SOLE   792,914 0 0
STERIS PLC SHS USD G84720104 201,398 2,755,103 SH   SOLE   2,755,103 0 0
STERLING BANCORP DEL COM 85917A100 156,495 8,942,549 SH   SOLE   8,942,549 0 0
STERLING CONSTRUCTION CO INC COM 859241101 486 62,739 SH   SOLE   62,739 0 0
STEWARDSHIP FINL CORP COM 860326107 10 1,211 SH   SOLE   1,211 0 0
STEWART INFORMATION SVCS COR COM 860372101 68,348 1,537,628 SH   SOLE   1,537,628 0 0
STIFEL FINL CORP COM 860630102 134,839 3,506,858 SH   SOLE   3,506,858 0 0
STILLWATER MNG CO COM 86074Q102 117,917 8,826,129 SH   SOLE   8,826,129 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 60 50,000 PRN   SOLE   50,000 0 0
STOCK YDS BANCORP INC COM 861025104 19,521 592,263 SH   SOLE   592,263 0 0
STONE ENERGY CORP COM NEW 861642304 61 5,096 SH   SOLE   5,096 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 28 50,000 PRN   SOLE   50,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 11,468 339,791 SH   SOLE   339,791 0 0
STONEGATE MTG CORP COM 86181Q300 171 37,372 SH   SOLE   37,372 0 0
STONERIDGE INC COM 86183P102 13,579 738,011 SH   SOLE   738,011 0 0
STORE CAP CORP COM 862121100 69,643 2,363,183 SH   SOLE   2,363,183 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 9,292 362,824 SH   SOLE   362,824 0 0
STRATA SKIN SCIENCES INC COM 86272A107 2 3,710 SH   SOLE   3,710 0 0
STRATASYS LTD SHS M85548101 29,664 1,231,362 SH   SOLE   1,231,362 0 0
STRATTEC SEC CORP COM 863111100 3,406 96,475 SH   SOLE   96,475 0 0
STRATUS PPTYS INC COM NEW 863167201 3,852 157,866 SH   SOLE   157,866 0 0
STRAYER ED INC COM 863236105 35,303 756,272 SH   SOLE   756,272 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 9 4,725 SH   SOLE   4,725 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 137 26,182 SH   SOLE   26,182 0 0
STRYKER CORP COM 863667101 748,319 6,428,304 SH   SOLE   6,428,304 0 0
STURM RUGER & CO INC COM 864159108 83,453 1,444,829 SH   SOLE   1,444,829 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 15,513 1,260,209 SH   SOLE   1,260,209 0 0
SUFFOLK BANCORP COM 864739107 11,120 319,804 SH   SOLE   319,804 0 0
SUMMER INFANT INC COM 865646103 6 2,605 SH   SOLE   2,605 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 4,499 234,793 SH   SOLE   234,793 0 0
SUMMIT HOTEL PPTYS COM 866082100 79,949 6,075,163 SH   SOLE   6,075,163 0 0
SUMMIT MATLS INC CL A 86614U100 36,344 1,959,225 SH   SOLE   1,959,225 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 9 695 SH   SOLE   695 0 0
SUN BANCORP INC COM NEW 86663B201 6,959 301,790 SH   SOLE   301,790 0 0
SUN CMNTYS INC COM 866674104 83,833 1,068,212 SH   SOLE   1,068,212 0 0
SUN HYDRAULICS CORP COM 866942105 18,991 588,517 SH   SOLE   588,517 0 0
SUNCOKE ENERGY INC COM 86722A103 37,887 4,724,053 SH   SOLE   4,724,053 0 0
SUNCOR ENERGY INC NEW COM 867224107 30,537 1,099,255 SH   SOLE   1,099,255 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 144 12,686 SH   SOLE   12,686 0 0
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 11 2,525 SH   SOLE   2,525 0 0
SUNPOWER CORP COM 867652406 7,746 868,380 SH   SOLE   868,380 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 46 50,000 PRN   SOLE   50,000 0 0
SUNRUN INC COM 86771W105 10,173 1,614,730 SH   SOLE   1,614,730 0 0
SUNSHINE BANCORP INC COM 86777J108 15 1,017 SH   SOLE   1,017 0 0
SUNSHINE HEART INC COM 86782U106 3 4,549 SH   SOLE   4,549 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 88,887 6,949,765 SH   SOLE   6,949,765 0 0
SUNTRUST BKS INC COM 867914103 377,940 8,628,758 SH   SOLE   8,628,758 0 0
SUNWORKS INC COM 86803X105 146 56,975 SH   SOLE   56,975 0 0
SUPER MICRO COMPUTER INC COM 86800U104 62,369 2,668,749 SH   SOLE   2,668,749 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 1 303 SH   SOLE   303 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 2 1,754 SH   SOLE   1,754 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 107,993 6,033,115 SH   SOLE   6,033,115 0 0
SUPERIOR INDS INTL INC COM 868168105 50,002 1,714,736 SH   SOLE   1,714,736 0 0
SUPERIOR UNIFORM GP INC COM 868358102 4,413 222,990 SH   SOLE   222,990 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 97,742 3,952,348 SH   SOLE   3,952,348 0 0
SUPERVALU INC COM 868536103 93,255 18,688,377 SH   SOLE   18,688,377 0 0
SUPPORT COM INC COM 86858W101 11 12,685 SH   SOLE   12,685 0 0
SUPREME INDS INC CL A 868607102 6,918 358,459 SH   SOLE   358,459 0 0
SURGERY PARTNERS INC COM 86881A100 9,670 477,783 SH   SOLE   477,783 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 96,621 1,981,557 SH   SOLE   1,981,557 0 0
SURMODICS INC COM 868873100 27,534 915,066 SH   SOLE   915,066 0 0
SUSSEX BANCORP COM 869245100 12 754 SH   SOLE   754 0 0
SVB FINL GROUP COM 78486Q101 221,080 1,999,997 SH   SOLE   1,999,997 0 0
SWIFT TRANSN CO CL A 87074U101 41,159 1,917,034 SH   SOLE   1,917,034 0 0
SYKES ENTERPRISES INC COM 871237103 76,898 2,733,658 SH   SOLE   2,733,658 0 0
SYMANTEC CORP COM 871503108 287,241 11,443,848 SH   SOLE   11,443,848 0 0
SYNACOR INC COM 871561106 214 73,615 SH   SOLE   73,615 0 0
SYNALLOY CP DEL COM 871565107 230 24,218 SH   SOLE   24,218 0 0
SYNAPTICS INC COM 87157D109 113,799 1,942,624 SH   SOLE   1,942,624 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 120,470 2,925,438 SH   SOLE   2,925,438 0 0
SYNCHRONY FINL COM 87165B103 374,324 13,368,723 SH   SOLE   13,368,723 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,976 130,363 SH   SOLE   130,363 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 49,180 8,925,527 SH   SOLE   8,925,527 0 0
SYNERGY RES CORP COM 87164P103 93,186 13,446,730 SH   SOLE   13,446,730 0 0
SYNGENTA AG SPONSORED ADR 87160A100 4,800 54,794 SH   SOLE   54,794 0 0
SYNNEX CORP COM 87162W100 175,685 1,539,613 SH   SOLE   1,539,613 0 0
SYNOPSYS INC COM 871607107 496,013 8,357,428 SH   SOLE   8,357,428 0 0
SYNOVUS FINL CORP COM NEW 87161C501 152,264 4,680,736 SH   SOLE   4,680,736 0 0
SYNTEL INC COM 87162H103 34,645 826,652 SH   SOLE   826,652 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 228 188,816 SH   SOLE   188,816 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 3,531 2,053,133 SH   SOLE   2,053,133 0 0
SYNUTRA INTL INC COM 87164C102 2,474 580,802 SH   SOLE   580,802 0 0
SYPRIS SOLUTIONS INC COM 871655106 4 3,911 SH   SOLE   3,911 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 1,729 124,634 SH   SOLE   124,634 0 0
SYSCO CORP COM 871829107 467,624 9,541,394 SH   SOLE   9,541,394 0 0
SYSOREX GLOBAL COM NEW 87184N203 2 6,556 SH   SOLE   6,556 0 0
SYSTEMAX INC COM 871851101 2,569 324,414 SH   SOLE   324,414 0 0
T MOBILE US INC COM 872590104 105,538 2,258,947 SH   SOLE   2,258,947 0 0
T MOBILE US INC CONV PFD SER A 872590203 162,094 2,076,270 SH   SOLE   2,076,270 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,854 394,166 SH   SOLE   394,166 0 0
TABLEAU SOFTWARE INC CL A 87336U105 37,838 684,600 SH   SOLE   684,600 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,087 111,581 SH   SOLE   111,581 0 0
TAHOE RES INC COM 873868103 37,492 2,922,234 SH   SOLE   2,922,234 0 0
TAILORED BRANDS INC COM 87403A107 53,569 3,412,022 SH   SOLE   3,412,022 0 0
TAITRON COMPONENTS INC CL A 874028103 1 800 SH   SOLE   800 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,640 674,740 SH   SOLE   674,740 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 269,417 5,976,428 SH   SOLE   5,976,428 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 210 100,000 PRN   SOLE   100,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 73,606 1,039,044 SH   SOLE   1,039,044 0 0
TALEN ENERGY CORP COM 87422J105 61,904 4,469,587 SH   SOLE   4,469,587 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 319 13,277 SH   SOLE   13,277 0 0
TANDEM DIABETES CARE INC COM 875372104 3,899 509,052 SH   SOLE   509,052 0 0
TANDY LEATHER FACTORY INC COM 87538X105 118 15,410 SH   SOLE   15,410 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 156,419 4,014,865 SH   SOLE   4,014,865 0 0
TANGOE INC COM 87582Y108 15,535 1,883,051 SH   SOLE   1,883,051 0 0
TARENA INTL INC ADR 876108101 206 14,254 SH   SOLE   14,254 0 0
TARGA RES CORP COM 87612G101 98,787 2,011,537 SH   SOLE   2,011,537 0 0
TARGET CORP COM 87612E106 573,408 8,348,981 SH   SOLE   8,348,981 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 12,169 110,119 SH   SOLE   110,119 0 0
TASER INTL INC COM 87651B104 113,332 3,961,289 SH   SOLE   3,961,289 0 0
TATA MTRS LTD SPONSORED ADR 876568502 8,604 215,200 SH   SOLE   215,200 0 0
TAUBMAN CTRS INC COM 876664103 187,845 2,524,458 SH   SOLE   2,524,458 0 0
TAYLOR DEVICES INC COM 877163105 14 702 SH   SOLE   702 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 24,637 1,399,848 SH   SOLE   1,399,848 0 0
TCF FINL CORP COM 872275102 91,551 6,309,539 SH   SOLE   6,309,539 0 0
TCP INTL HLDGS LTD COM H84689100 21 16,646 SH   SOLE   16,646 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 100,867 2,862,297 SH   SOLE   2,862,297 0 0
TE CONNECTIVITY LTD REG SHS H84989104 181,691 2,822,168 SH   SOLE   2,822,168 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 65,302 2,005,575 SH   SOLE   2,005,575 0 0
TEAM INC COM 878155100 68,257 2,086,745 SH   SOLE   2,086,745 0 0
TEARLAB CORP COM 878193101 4 6,732 SH   SOLE   6,732 0 0
TECH DATA CORP COM 878237106 158,308 1,868,825 SH   SOLE   1,868,825 0 0
TECHTARGET INC COM 87874R100 3,582 444,365 SH   SOLE   444,365 0 0
TECK RESOURCES LTD CL B 878742204 7,260 402,636 SH   SOLE   402,636 0 0
TECNOGLASS INC SHS G87264100 7 605 SH   SOLE   605 0 0
TECOGEN INC NEW COM NEW 87876P201 111 26,730 SH   SOLE   26,730 0 0
TEEKAY CORPORATION COM Y8564W103 9,519 1,234,608 SH   SOLE   1,234,608 0 0
TEEKAY TANKERS LTD CL A Y8565N102 8,143 3,218,572 SH   SOLE   3,218,572 0 0
TEGNA INC COM 87901J105 76,566 3,502,581 SH   SOLE   3,502,581 0 0
TEJON RANCH CO COM 879080109 9,532 391,934 SH   SOLE   391,934 0 0
TEL INSTR ELECTRS CORP COM NEW 879165207 1 226 SH   SOLE   226 0 0
TELADOC INC COM 87918A105 10,510 574,015 SH   SOLE   574,015 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 8,480 463,395 SH   SOLE   463,395 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 211,206 1,956,883 SH   SOLE   1,956,883 0 0
TELEFLEX INC COM 879369106 297,034 1,767,534 SH   SOLE   1,767,534 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 273 100,000 PRN   SOLE   100,000 0 0
TELENAV INC COM 879455103 5,292 923,488 SH   SOLE   923,488 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 122,028 4,489,625 SH   SOLE   4,489,625 0 0
TELETECH HOLDINGS INC COM 879939106 32,953 1,136,697 SH   SOLE   1,136,697 0 0
TELIGENT INC NEW COM 87960W104 14,125 1,858,560 SH   SOLE   1,858,560 0 0
TEMPUR SEALY INTL INC COM 88023U101 108,372 1,909,983 SH   SOLE   1,909,983 0 0
TENARIS S A SPONSORED ADR 88031M109 19 679 SH   SOLE   679 0 0
TENAX THERAPEUTICS INC COM 88032L100 141 60,788 SH   SOLE   60,788 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 71,230 3,143,419 SH   SOLE   3,143,419 0 0
TENNANT CO COM 880345103 77,912 1,202,349 SH   SOLE   1,202,349 0 0
TENNECO INC COM 880349105 85,369 1,465,062 SH   SOLE   1,465,062 0 0
TERADATA CORP DEL COM 88076W103 68,589 2,212,539 SH   SOLE   2,212,539 0 0
TERADYNE INC COM 880770102 166,941 7,735,912 SH   SOLE   7,735,912 0 0
TEREX CORP NEW COM 880779103 99,697 3,923,531 SH   SOLE   3,923,531 0 0
TERRAFORM GLOBAL INC CL A 88104M101 11,040 2,686,179 SH   SOLE   2,686,179 0 0
TERRAFORM PWR INC CL A COM 88104R100 33,623 2,417,180 SH   SOLE   2,417,180 0 0
TERRAVIA HLDGS INC COM 88105A106 6,058 2,202,794 SH   SOLE   2,202,794 0 0
TERRENO RLTY CORP COM 88146M101 34,202 1,243,243 SH   SOLE   1,243,243 0 0
TERRITORIAL BANCORP INC COM 88145X108 6,304 219,957 SH   SOLE   219,957 0 0
TESARO INC COM 881569107 153,718 1,533,499 SH   SOLE   1,533,499 0 0
TESCO CORP COM 88157K101 29,208 3,579,459 SH   SOLE   3,579,459 0 0
TESLA MTRS INC COM 88160R101 132,302 648,446 SH   SOLE   648,446 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 81 50,000 PRN   SOLE   50,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 257 300,000 PRN   SOLE   300,000 0 0
TESORO CORP COM 881609101 194,002 2,438,439 SH   SOLE   2,438,439 0 0
TESSCO TECHNOLOGIES INC COM 872386107 201 16,176 SH   SOLE   16,176 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 128,497 3,342,783 SH   SOLE   3,342,783 0 0
TETRA TECH INC NEW COM 88162G103 145,593 4,104,670 SH   SOLE   4,104,670 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 41,943 6,864,662 SH   SOLE   6,864,662 0 0
TETRALOGIC PHARMACEUTICALS C COM 88165U109 0 2,132 SH   SOLE   2,132 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 5,845 1,526,146 SH   SOLE   1,526,146 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 60 50,000 PRN   SOLE   50,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,194 25,956 SH   SOLE   25,956 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 178,870 3,256,928 SH   SOLE   3,256,928 0 0
TEXAS INSTRS INC COM 882508104 985,076 14,036,421 SH   SOLE   14,036,421 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 162 675 SH   SOLE   675 0 0
TEXAS ROADHOUSE INC COM 882681109 134,952 3,457,644 SH   SOLE   3,457,644 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 4,346 580,251 SH   SOLE   580,251 0 0
TEXTRON INC COM 883203101 200,440 5,042,515 SH   SOLE   5,042,515 0 0
TFS FINL CORP COM 87240R107 9,586 538,258 SH   SOLE   538,258 0 0
TG THERAPEUTICS INC COM 88322Q108 7,927 1,024,196 SH   SOLE   1,024,196 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 8 3,119 SH   SOLE   3,119 0 0
THERAPEUTICSMD INC COM 88338N107 34,455 5,059,418 SH   SOLE   5,059,418 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 66,431 1,833,096 SH   SOLE   1,833,096 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 21 25,000 PRN   SOLE   25,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 967,017 6,079,571 SH   SOLE   6,079,571 0 0
THERMON GROUP HLDGS INC COM 88362T103 16,168 818,633 SH   SOLE   818,633 0 0
THESTREET INC COM 88368Q103 114 103,755 SH   SOLE   103,755 0 0
THIRD PT REINS LTD COM G8827U100 20,520 1,709,995 SH   SOLE   1,709,995 0 0
THOMSON REUTERS CORP COM 884903105 53,416 1,290,858 SH   SOLE   1,290,858 0 0
THOR INDS INC COM 885160101 147,979 1,747,095 SH   SOLE   1,747,095 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 9 13,118 SH   SOLE   13,118 0 0
TIDEWATER INC COM 886423102 9,555 3,388,332 SH   SOLE   3,388,332 0 0
TIER REIT INC COM NEW 88650V208 19,093 1,236,603 SH   SOLE   1,236,603 0 0
TIFFANY & CO NEW COM 886547108 133,743 1,841,431 SH   SOLE   1,841,431 0 0
TILE SHOP HLDGS INC COM 88677Q109 45,886 2,772,557 SH   SOLE   2,772,557 0 0
TILLYS INC CL A 886885102 3,078 327,794 SH   SOLE   327,794 0 0
TIMBERLAND BANCORP INC COM 887098101 20 1,273 SH   SOLE   1,273 0 0
TIME INC NEW COM 887228104 77,236 5,333,970 SH   SOLE   5,333,970 0 0
TIME WARNER INC COM NEW 887317303 733,340 9,211,653 SH   SOLE   9,211,653 0 0
TIMKEN CO COM 887389104 90,087 2,563,658 SH   SOLE   2,563,658 0 0
TIMKENSTEEL CORP COM 887399103 29,747 2,846,644 SH   SOLE   2,846,644 0 0
TIPTREE FINL INC CL A 88822Q103 3,963 667,107 SH   SOLE   667,107 0 0
TITAN INTL INC ILL COM 88830M102 32,573 3,218,690 SH   SOLE   3,218,690 0 0
TITAN MACHY INC COM 88830R101 5,215 501,455 SH   SOLE   501,455 0 0
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 3,017 513,014 SH   SOLE   513,014 0 0
TIVO CORP COM 88870P106 121,763 6,250,679 SH   SOLE   6,250,679 0 0
TJX COS INC NEW COM 872540109 772,822 10,334,613 SH   SOLE   10,334,613 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 9,481 238,580 SH   SOLE   238,580 0 0
TOFUTTI BRANDS INC COM 88906B105 2 685 SH   SOLE   685 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 905 591,457 SH   SOLE   591,457 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 49 50,000 PRN   SOLE   50,000 0 0
TOLL BROTHERS INC COM 889478103 247,915 8,302,576 SH   SOLE   8,302,576 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 68,245 893,146 SH   SOLE   893,146 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 40 57,350 SH   SOLE   57,350 0 0
TOOTSIE ROLL INDS INC COM 890516107 33,833 918,622 SH   SOLE   918,622 0 0
TOP IMAGE SYSTEMS LTD ORD M87896102 71 32,108 SH   SOLE   32,108 0 0
TOPBUILD CORP COM 89055F103 111,952 3,372,048 SH   SOLE   3,372,048 0 0
TOR MINERALS INTL INC COM NEW 890878309 1 263 SH   SOLE   263 0 0
TORCHLIGHT ENERGY RES INC COM 89102U103 50 45,583 SH   SOLE   45,583 0 0
TORCHMARK CORP COM 891027104 127,638 1,997,773 SH   SOLE   1,997,773 0 0
TORO CO COM 891092108 189,558 4,046,922 SH   SOLE   4,046,922 0 0
TOTAL S A SPONSORED ADR 89151E109 583 12,229 SH   SOLE   12,229 0 0
TOTAL SYS SVCS INC COM 891906109 130,884 2,775,902 SH   SOLE   2,775,902 0 0
TOWER INTL INC COM 891826109 13,815 573,248 SH   SOLE   573,248 0 0
TOWERSTREAM CORP COM NEW 892000209 1 839 SH   SOLE   839 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 104 33,694 SH   SOLE   33,694 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 34,393 1,431,249 SH   SOLE   1,431,249 0 0
TOWNSQUARE MEDIA INC CL A 892231101 2,273 243,361 SH   SOLE   243,361 0 0
TPI COMPOSITES INC COM 87266J104 3,440 161,824 SH   SOLE   161,824 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 135 20,258 SH   SOLE   20,258 0 0
TRACTOR SUPPLY CO COM 892356106 149,638 2,221,794 SH   SOLE   2,221,794 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 68 19,681 SH   SOLE   19,681 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 161 21,525 SH   SOLE   21,525 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 46 37,379 SH   SOLE   37,379 0 0
TRANSCANADA CORP COM 89353D107 25,047 526,636 SH   SOLE   526,636 0 0
TRANSCAT INC COM 893529107 176 16,101 SH   SOLE   16,101 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3 269 SH   SOLE   269 0 0
TRANSDIGM GROUP INC COM 893641100 264,598 915,184 SH   SOLE   915,184 0 0
TRANSENTERIX INC COM NEW 89366M201 3,299 1,951,907 SH   SOLE   1,951,907 0 0
TRANSGENOMIC INC COM NEW 89365K305 1 3,142 SH   SOLE   3,142 0 0
TRANSOCEAN LTD REG SHS H8817H100 69,712 6,539,565 SH   SOLE   6,539,565 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 82 6,652 SH   SOLE   6,652 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 3,200 468,592 SH   SOLE   468,592 0 0
TRANSUNION COM 89400J107 17,414 504,767 SH   SOLE   504,767 0 0
TRAVELCENTERS AMER LLC COM 894174101 26 3,616 SH   SOLE   3,616 0 0
TRAVELERS COMPANIES INC COM 89417E109 497,550 4,343,515 SH   SOLE   4,343,515 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 45,114 3,001,624 SH   SOLE   3,001,624 0 0
TRAVELZOO INC COM NEW 89421Q205 246 19,201 SH   SOLE   19,201 0 0
TRC COS INC COM 872625108 4,531 522,550 SH   SOLE   522,550 0 0
TRECORA RES COM 894648104 6,289 550,730 SH   SOLE   550,730 0 0
TREDEGAR CORP COM 894650100 33,479 1,800,936 SH   SOLE   1,800,936 0 0
TREEHOUSE FOODS INC COM 89469A104 178,555 2,047,880 SH   SOLE   2,047,880 0 0
TREMOR VIDEO INC COM 89484Q100 185 108,452 SH   SOLE   108,452 0 0
TREVENA INC COM 89532E109 13,071 1,936,501 SH   SOLE   1,936,501 0 0
TREX CO INC COM 89531P105 130,078 2,215,227 SH   SOLE   2,215,227 0 0
TRI POINTE GROUP INC COM 87265H109 136,979 10,392,941 SH   SOLE   10,392,941 0 0
TRIANGLE PETE CORP COM NEW 89600B201 53 192,600 SH   SOLE   192,600 0 0
TRIBUNE MEDIA CO CL A 896047503 27,625 756,444 SH   SOLE   756,444 0 0
TRICO BANCSHARES COM 896095106 15,212 568,235 SH   SOLE   568,235 0 0
TRIMAS CORP COM NEW 896215209 21,387 1,149,210 SH   SOLE   1,149,210 0 0
TRIMBLE NAVIGATION LTD COM 896239100 263,274 9,218,284 SH   SOLE   9,218,284 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 2,112 206,213 SH   SOLE   206,213 0 0
TRINET GROUP INC COM 896288107 23,308 1,077,588 SH   SOLE   1,077,588 0 0
TRINITY INDS INC COM 896522109 133,242 5,510,432 SH   SOLE   5,510,432 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 60 50,000 PRN   SOLE   50,000 0 0
TRINITY PL HLDGS INC COM 89656D101 5,233 535,047 SH   SOLE   535,047 0 0
TRINSEO S A SHS L9340P101 43,381 766,986 SH   SOLE   766,986 0 0
TRIO TECH INTL COM NEW 896712205 1 311 SH   SOLE   311 0 0
TRIPADVISOR INC COM 896945201 117,041 1,852,494 SH   SOLE   1,852,494 0 0
TRIPLE-S MGMT CORP CL B 896749108 17,011 775,675 SH   SOLE   775,675 0 0
TRISTATE CAP HLDGS INC COM 89678F100 9,970 617,339 SH   SOLE   617,339 0 0
TRITON INTL LTD CL A G9078F107 13,439 1,018,852 SH   SOLE   1,018,852 0 0
TRIUMPH BANCORP INC COM 89679E300 8,638 435,366 SH   SOLE   435,366 0 0
TRIUMPH GROUP INC NEW COM 896818101 82,890 2,973,099 SH   SOLE   2,973,099 0 0
TRONC INC COM 89703P107 12,504 740,783 SH   SOLE   740,783 0 0
TRONOX LTD SHS CL A Q9235V101 15,461 1,650,025 SH   SOLE   1,650,025 0 0
TROVAGENE INC COM NEW 897238309 3,484 775,986 SH   SOLE   775,986 0 0
TRUEBLUE INC COM 89785X101 65,432 2,887,543 SH   SOLE   2,887,543 0 0
TRUECAR INC COM 89785L107 12,995 1,376,639 SH   SOLE   1,376,639 0 0
TRUETT-HURST INC CL A 897871109 1 708 SH   SOLE   708 0 0
TRUPANION INC COM 898202106 6,808 402,866 SH   SOLE   402,866 0 0
TRUSTCO BK CORP N Y COM 898349105 47,137 6,648,429 SH   SOLE   6,648,429 0 0
TRUSTMARK CORP COM 898402102 197,188 7,154,870 SH   SOLE   7,154,870 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1 205 SH   SOLE   205 0 0
TTM TECHNOLOGIES INC COM 87305R109 58,483 5,107,714 SH   SOLE   5,107,714 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 33 25,000 PRN   SOLE   25,000 0 0
TUBEMOGUL INC COM 898570106 5,745 613,082 SH   SOLE   613,082 0 0
TUESDAY MORNING CORP COM NEW 899035505 19,515 3,263,332 SH   SOLE   3,263,332 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 1,748 172,697 SH   SOLE   172,697 0 0
TUPPERWARE BRANDS CORP COM 899896104 408,005 6,241,472 SH   SOLE   6,241,472 0 0
TURNING PT BRANDS INC COM 90041L105 1,966 163,524 SH   SOLE   163,524 0 0
TURQUOISE HILL RES LTD COM 900435108 2,548 857,847 SH   SOLE   857,847 0 0
TURTLE BEACH CORP COM 900450107 76 58,232 SH   SOLE   58,232 0 0
TUTOR PERINI CORP COM 901109108 20,713 964,733 SH   SOLE   964,733 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 313,482 12,943,085 SH   SOLE   12,943,085 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 140,663 5,685,663 SH   SOLE   5,685,663 0 0
TWILIO INC CL A 90138F102 6,561 101,936 SH   SOLE   101,936 0 0
TWIN DISC INC COM 901476101 268 22,391 SH   SOLE   22,391 0 0
TWITTER INC COM 90184L102 150,154 6,514,289 SH   SOLE   6,514,289 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 260 275,000 PRN   SOLE   275,000 0 0
TWO HBRS INVT CORP COM 90187B101 98,873 11,591,176 SH   SOLE   11,591,176 0 0
TWO RIV BANCORP COM 90207C105 18 1,598 SH   SOLE   1,598 0 0
TYLER TECHNOLOGIES INC COM 902252105 221,907 1,295,958 SH   SOLE   1,295,958 0 0
TYSON FOODS INC CL A 902494103 385,183 5,158,473 SH   SOLE   5,158,473 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 471 5,758 SH   SOLE   5,758 0 0
U S CONCRETE INC COM NEW 90333L201 44,785 972,204 SH   SOLE   972,204 0 0
U S ENERGY CORP WYO COM NEW 911805208 1 658 SH   SOLE   658 0 0
U S G CORP COM NEW 903293405 36,356 1,406,404 SH   SOLE   1,406,404 0 0
U S GEOTHERMAL INC COM 90338S102 18 24,712 SH   SOLE   24,712 0 0
U S GLOBAL INVS INC CL A 902952100 8 4,103 SH   SOLE   4,103 0 0
U S PHYSICAL THERAPY INC COM 90337L108 58,177 927,868 SH   SOLE   927,868 0 0
U S SILICA HLDGS INC COM 90346E103 212,869 4,571,932 SH   SOLE   4,571,932 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 131 39,948 SH   SOLE   39,948 0 0
UBIQUITI NETWORKS INC COM 90347A100 37,061 692,737 SH   SOLE   692,737 0 0
UCP INC CL A 90265Y106 2,046 232,209 SH   SOLE   232,209 0 0
UDR INC COM 902653104 400,870 11,138,382 SH   SOLE   11,138,382 0 0
UFP TECHNOLOGIES INC COM 902673102 4,842 182,702 SH   SOLE   182,702 0 0
UGI CORP NEW COM 902681105 291,856 6,451,276 SH   SOLE   6,451,276 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 237,927 999,776 SH   SOLE   999,776 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 229,082 1,120,807 SH   SOLE   1,120,807 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 6,662 899,075 SH   SOLE   899,075 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 104,365 1,471,171 SH   SOLE   1,471,171 0 0
ULTRALIFE CORP COM 903899102 101 24,576 SH   SOLE   24,576 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 17,886 817,100 SH   SOLE   817,100 0 0
ULTRATECH INC COM 904034105 38,347 1,661,477 SH   SOLE   1,661,477 0 0
UMB FINL CORP COM 902788108 190,718 3,208,042 SH   SOLE   3,208,042 0 0
UMH PPTYS INC COM 903002103 8,688 728,889 SH   SOLE   728,889 0 0
UMPQUA HLDGS CORP COM 904214103 177,522 11,795,475 SH   SOLE   11,795,475 0 0
UNDER ARMOUR INC CL A 904311107 113,756 2,940,960 SH   SOLE   2,940,960 0 0
UNDER ARMOUR INC CL C 904311206 99,854 2,949,023 SH   SOLE   2,949,023 0 0
UNI PIXEL INC COM NEW 904572203 179 107,076 SH   SOLE   107,076 0 0
UNICO AMERN CORP COM 904607108 7 619 SH   SOLE   619 0 0
UNIFI INC COM NEW 904677200 32,583 1,107,144 SH   SOLE   1,107,144 0 0
UNIFIRST CORP MASS COM 904708104 142,903 1,083,749 SH   SOLE   1,083,749 0 0
UNILEVER N V N Y SHS NEW 904784709 167 3,620 SH   SOLE   3,620 0 0
UNILIFE CORP NEW COM NEW 90478E301 72 34,476 SH   SOLE   34,476 0 0
UNION BANKSHARES CORP NEW COM 90539J109 29,734 1,110,709 SH   SOLE   1,110,709 0 0
UNION BANKSHARES INC COM 905400107 3,292 96,641 SH   SOLE   96,641 0 0
UNION PAC CORP COM 907818108 1,005,192 10,306,491 SH   SOLE   10,306,491 0 0
UNIQUE FABRICATING INC COM 90915J103 2,001 163,460 SH   SOLE   163,460 0 0
UNIQURE NV SHS N90064101 2,482 324,462 SH   SOLE   324,462 0 0
UNISYS CORP COM NEW 909214306 13,553 1,391,491 SH   SOLE   1,391,491 0 0
UNIT CORP COM 909218109 69,893 3,757,682 SH   SOLE   3,757,682 0 0
UNITED BANCORP INC OHIO COM 909911109 12 1,068 SH   SOLE   1,068 0 0
UNITED BANCSHARES INC OHIO COM 909458101 14 679 SH   SOLE   679 0 0
UNITED BANKSHARES INC WEST V COM 909907107 298,620 7,927,272 SH   SOLE   7,927,272 0 0
UNITED CMNTY BANCORP IND COM 90984R101 12 811 SH   SOLE   811 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 102,259 4,864,853 SH   SOLE   4,864,853 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 9,378 1,319,024 SH   SOLE   1,319,024 0 0
UNITED CONTL HLDGS INC COM 910047109 295,366 5,629,235 SH   SOLE   5,629,235 0 0
UNITED DEV FDG IV COM 910187103 0 758,636 SH   SOLE   758,636 0 0
UNITED FINL BANCORP INC NEW COM 910304104 19,410 1,402,447 SH   SOLE   1,402,447 0 0
UNITED FIRE GROUP INC COM 910340108 64,262 1,518,486 SH   SOLE   1,518,486 0 0
UNITED GUARDIAN INC COM 910571108 209 14,264 SH   SOLE   14,264 0 0
UNITED INS HLDGS CORP COM 910710102 22,677 1,335,533 SH   SOLE   1,335,533 0 0
UNITED NAT FOODS INC COM 911163103 104,894 2,619,718 SH   SOLE   2,619,718 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,256,689 11,491,304 SH   SOLE   11,491,304 0 0
UNITED RENTALS INC COM 911363109 115,955 1,477,320 SH   SOLE   1,477,320 0 0
UNITED SEC BANCSHARES INC SHS 911459105 238 22,502 SH   SOLE   22,502 0 0
UNITED SECURITY BANCSHARES C COM 911460103 335 52,951 SH   SOLE   52,951 0 0
UNITED STATES ANTIMONY CORP COM 911549103 7 14,646 SH   SOLE   14,646 0 0
UNITED STATES CELLULAR CORP COM 911684108 30,232 831,927 SH   SOLE   831,927 0 0
UNITED STATES LIME & MINERAL COM 911922102 3,697 56,022 SH   SOLE   56,022 0 0
UNITED STATES STL CORP NEW COM 912909108 116,808 6,193,405 SH   SOLE   6,193,405 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,010,210 9,943,009 SH   SOLE   9,943,009 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 268,445 2,273,416 SH   SOLE   2,273,416 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,022,004 14,442,889 SH   SOLE   14,442,889 0 0
UNITIL CORP COM 913259107 15,308 391,917 SH   SOLE   391,917 0 0
UNITY BANCORP INC COM 913290102 70 5,463 SH   SOLE   5,463 0 0
UNIVAR INC COM 91336L107 24,505 1,121,511 SH   SOLE   1,121,511 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 11,426 1,493,645 SH   SOLE   1,493,645 0 0
UNIVERSAL CORP VA COM 913456109 93,374 1,603,820 SH   SOLE   1,603,820 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 60,182 1,084,173 SH   SOLE   1,084,173 0 0
UNIVERSAL ELECTRS INC COM 913483103 73,916 992,691 SH   SOLE   992,691 0 0
UNIVERSAL FST PRODS INC COM 913543104 148,195 1,504,666 SH   SOLE   1,504,666 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 44,986 713,844 SH   SOLE   713,844 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 203,989 1,655,484 SH   SOLE   1,655,484 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 55,684 2,209,684 SH   SOLE   2,209,684 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,052 227,443 SH   SOLE   227,443 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 2 622 SH   SOLE   622 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 208 19,806 SH   SOLE   19,806 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 558 313,350 SH   SOLE   313,350 0 0
UNIVEST CORP PA COM 915271100 16,386 701,459 SH   SOLE   701,459 0 0
UNUM GROUP COM 91529Y106 135,940 3,849,898 SH   SOLE   3,849,898 0 0
UPLAND SOFTWARE INC COM 91544A109 138 15,611 SH   SOLE   15,611 0 0
UQM TECHNOLOGIES INC COM 903213106 5 8,773 SH   SOLE   8,773 0 0
URANIUM ENERGY CORP COM 916896103 21 20,908 SH   SOLE   20,908 0 0
URANIUM RES INC COM 916901705 1 577 SH   SOLE   577 0 0
URBAN EDGE PPTYS COM 91704F104 148,703 5,284,417 SH   SOLE   5,284,417 0 0
URBAN OUTFITTERS INC COM 917047102 48,552 1,406,494 SH   SOLE   1,406,494 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 40,009 1,800,607 SH   SOLE   1,800,607 0 0
US BANCORP DEL COM NEW 902973304 918,337 21,411,450 SH   SOLE   21,411,450 0 0
US ECOLOGY INC COM 91732J102 66,029 1,472,551 SH   SOLE   1,472,551 0 0
US FOODS HLDG CORP COM 912008109 9,347 395,891 SH   SOLE   395,891 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 5,607 1,000,374 SH   SOLE   1,000,374 0 0
USA TRUCK INC COM 902925106 2,373 231,740 SH   SOLE   231,740 0 0
USANA HEALTH SCIENCES INC COM 90328M107 18,530 133,939 SH   SOLE   133,939 0 0
USMD HLDGS INC COM 903313104 1,353 59,783 SH   SOLE   59,783 0 0
UTAH MED PRODS INC COM 917488108 5,723 95,703 SH   SOLE   95,703 0 0
V F CORP COM 918204108 248,224 4,428,617 SH   SOLE   4,428,617 0 0
VAALCO ENERGY INC COM NEW 91851C201 208 223,374 SH   SOLE   223,374 0 0
VAIL RESORTS INC COM 91879Q109 54,948 350,253 SH   SOLE   350,253 0 0
VALE S A ADR 91912E105 18,518 3,366,829 SH   SOLE   3,366,829 0 0
VALE S A ADR REPSTG PFD 91912E204 24,245 5,147,496 SH   SOLE   5,147,496 0 0
VALERO ENERGY CORP NEW COM 91913Y100 405,263 7,646,467 SH   SOLE   7,646,467 0 0
VALHI INC NEW COM 918905100 1,458 634,075 SH   SOLE   634,075 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 39,968 802,255 SH   SOLE   802,255 0 0
VALLEY NATL BANCORP COM 919794107 171,256 17,600,835 SH   SOLE   17,600,835 0 0
VALMONT INDS INC COM 920253101 108,340 805,080 SH   SOLE   805,080 0 0
VALSPAR CORP COM 920355104 299,259 2,821,339 SH   SOLE   2,821,339 0 0
VALUE LINE INC COM 920437100 519 31,968 SH   SOLE   31,968 0 0
VANDA PHARMACEUTICALS INC COM 921659108 26,476 1,591,102 SH   SOLE   1,591,102 0 0
VANTIV INC CL A 92210H105 106,385 1,890,616 SH   SOLE   1,890,616 0 0
VARIAN MED SYS INC COM 92220P105 320,630 3,221,438 SH   SOLE   3,221,438 0 0
VARONIS SYS INC COM 922280102 8,942 297,071 SH   SOLE   297,071 0 0
VASCO DATA SEC INTL INC COM 92230Y104 37,351 2,121,003 SH   SOLE   2,121,003 0 0
VASCULAR SOLUTIONS INC COM 92231M109 62,609 1,298,126 SH   SOLE   1,298,126 0 0
VBI VACCINES INC COM NEW 91822J103 167 48,696 SH   SOLE   48,696 0 0
VCA INC COM 918194101 210,102 3,002,310 SH   SOLE   3,002,310 0 0
VECTOR GROUP LTD COM 92240M108 51,478 2,390,988 SH   SOLE   2,390,988 0 0
VECTREN CORP COM 92240G101 153,244 3,052,671 SH   SOLE   3,052,671 0 0
VECTRUS INC COM 92242T101 4,512 296,254 SH   SOLE   296,254 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 6,786 654,359 SH   SOLE   654,359 0 0
VEECO INSTRS INC DEL COM 922417100 55,937 2,849,564 SH   SOLE   2,849,564 0 0
VEEVA SYS INC CL A COM 922475108 39,956 967,933 SH   SOLE   967,933 0 0
VENAXIS INC COM NEW 92262A206 5 1,585 SH   SOLE   1,585 0 0
VENTAS INC COM 92276F100 883,517 12,509,088 SH   SOLE   12,509,088 0 0
VERA BRADLEY INC COM 92335C106 21,886 1,444,649 SH   SOLE   1,444,649 0 0
VERACYTE INC COM 92337F107 2,927 384,644 SH   SOLE   384,644 0 0
VERASTEM INC COM 92337C104 127 95,145 SH   SOLE   95,145 0 0
VEREIT INC COM 92339V100 154,987 14,945,704 SH   SOLE   14,945,704 0 0
VERICEL CORP COM 92346J108 190 67,850 SH   SOLE   67,850 0 0
VERIFONE SYS INC COM 92342Y109 62,547 3,973,765 SH   SOLE   3,973,765 0 0
VERINT SYS INC COM 92343X100 70,793 1,881,297 SH   SOLE   1,881,297 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 71 75,000 PRN   SOLE   75,000 0 0
VERISIGN INC COM 92343E102 129,831 1,659,396 SH   SOLE   1,659,396 0 0
VERISK ANALYTICS INC COM 92345Y106 213,657 2,628,653 SH   SOLE   2,628,653 0 0
VERITEX HLDGS INC COM 923451108 4,078 234,477 SH   SOLE   234,477 0 0
VERITIV CORP COM 923454102 29,295 583,924 SH   SOLE   583,924 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,193,950 61,445,755 SH   SOLE   61,445,755 0 0
VERMILION ENERGY INC COM 923725105 13 328 SH   SOLE   328 0 0
VERMILLION INC COM NEW 92407M206 78 59,696 SH   SOLE   59,696 0 0
VERSAR INC COM 925297103 3 1,764 SH   SOLE   1,764 0 0
VERSARTIS INC COM 92529L102 14,111 1,151,924 SH   SOLE   1,151,924 0 0
VERTEX ENERGY INC COM 92534K107 58 50,703 SH   SOLE   50,703 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 546,185 6,262,876 SH   SOLE   6,262,876 0 0
VIACOM INC NEW CL A 92553P102 4,161 97,174 SH   SOLE   97,174 0 0
VIACOM INC NEW CL B 92553P201 210,995 5,537,921 SH   SOLE   5,537,921 0 0
VIAD CORP COM NEW 92552R406 54,620 1,481,426 SH   SOLE   1,481,426 0 0
VIASAT INC COM 92552V100 182,133 2,439,821 SH   SOLE   2,439,821 0 0
VIAVI SOLUTIONS INC COM 925550105 125,902 17,036,852 SH   SOLE   17,036,852 0 0
VICAL INC COM NEW 925602203 71 23,444 SH   SOLE   23,444 0 0
VICON INDS INC COM 925811101 1 1,188 SH   SOLE   1,188 0 0
VICOR CORP COM 925815102 13,623 1,174,430 SH   SOLE   1,174,430 0 0
VIEWRAY INC COM 92672L107 840 185,736 SH   SOLE   185,736 0 0
VIKING THERAPEUTICS INC COM 92686J106 1 703 SH   SOLE   703 0 0
VILLAGE BK & TR FINANCIAL CO COM NEW 92705T200 3 113 SH   SOLE   113 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 6,589 205,855 SH   SOLE   205,855 0 0
VINCE HLDG CORP COM 92719W108 3,459 613,258 SH   SOLE   613,258 0 0
VIOLIN MEMORY INC COM NEW 92763A309 4 4,865 SH   SOLE   4,865 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 86,545 5,899,442 SH   SOLE   5,899,442 0 0
VIRCO MFG CO COM 927651109 7 1,672 SH   SOLE   1,672 0 0
VIRGIN AMER INC COM VTG 92765X208 26,960 503,837 SH   SOLE   503,837 0 0
VIRNETX HLDG CORP COM 92823T108 4,027 1,316,140 SH   SOLE   1,316,140 0 0
VIRTU FINL INC CL A 928254101 9,554 638,214 SH   SOLE   638,214 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 39,460 403,227 SH   SOLE   403,227 0 0
VIRTUSA CORP COM 92827P102 46,231 1,873,209 SH   SOLE   1,873,209 0 0
VISA INC COM CL A 92826C839 2,268,257 27,427,533 SH   SOLE   27,427,533 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 101,046 7,171,468 SH   SOLE   7,171,468 0 0
VISHAY PRECISION GROUP INC COM 92835K103 5,389 336,191 SH   SOLE   336,191 0 0
VISTA OUTDOOR INC COM 928377100 90,486 2,270,099 SH   SOLE   2,270,099 0 0
VISTEON CORP COM NEW 92839U206 24,052 335,643 SH   SOLE   335,643 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 23,127 1,105,516 SH   SOLE   1,105,516 0 0
VITAL THERAPIES INC COM 92847R104 6,646 1,085,973 SH   SOLE   1,085,973 0 0
VITAMIN SHOPPE INC COM 92849E101 45,320 1,687,909 SH   SOLE   1,687,909 0 0
VIVINT SOLAR INC COM 92854Q106 1,992 630,508 SH   SOLE   630,508 0 0
VIVUS INC COM 928551100 311 273,114 SH   SOLE   273,114 0 0
VMWARE INC CL A COM 928563402 63,476 865,380 SH   SOLE   865,380 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 11,714 693,165 SH   SOLE   693,165 0 0
VOLITIONRX LTD COM 928661107 14 2,607 SH   SOLE   2,607 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 188 29,539 SH   SOLE   29,539 0 0
VOLTARI CORP COM NEW 92870X309 32 12,189 SH   SOLE   12,189 0 0
VONAGE HLDGS CORP COM 92886T201 60,671 9,178,615 SH   SOLE   9,178,615 0 0
VORNADO RLTY TR SH BEN INT 929042109 551,404 5,448,121 SH   SOLE   5,448,121 0 0
VOXX INTL CORP CL A 91829F104 2,546 851,489 SH   SOLE   851,489 0 0
VOYA FINL INC COM 929089100 61,972 2,150,323 SH   SOLE   2,150,323 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 3,959 329,661 SH   SOLE   329,661 0 0
VSE CORP COM 918284100 8,112 238,654 SH   SOLE   238,654 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 1,592 83,724 SH   SOLE   83,724 0 0
VTV THERAPEUTICS INC CL A 918385105 1,533 213,273 SH   SOLE   213,273 0 0
VULCAN MATLS CO COM 929160109 261,625 2,300,402 SH   SOLE   2,300,402 0 0
VUZIX CORP COM NEW 92921W300 307 34,674 SH   SOLE   34,674 0 0
VWR CORP COM 91843L103 23,487 828,165 SH   SOLE   828,165 0 0
W & T OFFSHORE INC COM 92922P106 1,863 1,058,622 SH   SOLE   1,058,622 0 0
W P CAREY INC COM 92936U109 104,297 1,616,263 SH   SOLE   1,616,263 0 0
WABASH NATL CORP COM 929566107 63,383 4,451,041 SH   SOLE   4,451,041 0 0
WABCO HLDGS INC COM 92927K102 61,831 544,621 SH   SOLE   544,621 0 0
WABTEC CORP COM 929740108 266,435 3,263,137 SH   SOLE   3,263,137 0 0
WADDELL & REED FINL INC CL A 930059100 202,185 11,133,514 SH   SOLE   11,133,514 0 0
WAFERGEN BIO-SYSTEMS INC COM PAR$ 93041P308 4 5,031 SH   SOLE   5,031 0 0
WAGEWORKS INC COM 930427109 154,597 2,538,128 SH   SOLE   2,538,128 0 0
WAL-MART STORES INC COM 931142103 1,437,561 19,932,903 SH   SOLE   19,932,903 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 834,969 10,356,853 SH   SOLE   10,356,853 0 0
WALKER & DUNLOP INC COM 93148P102 49,699 1,967,506 SH   SOLE   1,967,506 0 0
WALTER INVT MGMT CORP COM 93317W102 2,287 563,335 SH   SOLE   563,335 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 29 50,000 PRN   SOLE   50,000 0 0
WASHINGTON FED INC COM 938824109 131,603 4,932,652 SH   SOLE   4,932,652 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 133,418 10,776,883 SH   SOLE   10,776,883 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 72,441 2,327,791 SH   SOLE   2,327,791 0 0
WASHINGTON TR BANCORP COM 940610108 16,714 415,565 SH   SOLE   415,565 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 5,843 237,406 SH   SOLE   237,406 0 0
WASTE CONNECTIONS INC COM 94106B101 12,150 162,647 SH   SOLE   162,647 0 0
WASTE MGMT INC DEL COM 94106L109 671,151 10,526,213 SH   SOLE   10,526,213 0 0
WATERS CORP COM 941848103 310,683 1,960,266 SH   SOLE   1,960,266 0 0
WATERSTONE FINL INC MD COM 94188P101 12,199 718,004 SH   SOLE   718,004 0 0
WATSCO INC COM 942622200 149,149 1,058,546 SH   SOLE   1,058,546 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 125,264 1,931,896 SH   SOLE   1,931,896 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 6,611 203,599 SH   SOLE   203,599 0 0
WAYFAIR INC CL A 94419L101 31,832 808,535 SH   SOLE   808,535 0 0
WAYNE SVGS BANCSHARES INC NE COM 94624Q101 9 682 SH   SOLE   682 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 15 830 SH   SOLE   830 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 37,707 1,589,653 SH   SOLE   1,589,653 0 0
WD-40 CO COM 929236107 108,363 963,826 SH   SOLE   963,826 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 224 200,000 PRN   SOLE   200,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 64,199 11,423,286 SH   SOLE   11,423,286 0 0
WEB COM GROUP INC COM 94733A104 18,807 1,089,015 SH   SOLE   1,089,015 0 0
WEBMD HEALTH CORP COM 94770V102 101,269 2,037,597 SH   SOLE   2,037,597 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 52 50,000 PRN   SOLE   50,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 29 25,000 PRN   SOLE   25,000 0 0
WEBSTER FINL CORP CONN COM 947890109 189,384 4,982,470 SH   SOLE   4,982,470 0 0
WEC ENERGY GROUP INC COM 92939U106 657,164 10,974,689 SH   SOLE   10,974,689 0 0
WEIBO CORP SPONSORED ADR 948596101 1,130 22,531 SH   SOLE   22,531 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 7,272 704,699 SH   SOLE   704,699 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 239,266 6,138,186 SH   SOLE   6,138,186 0 0
WEIS MKTS INC COM 948849104 13,147 248,053 SH   SOLE   248,053 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 201,605 1,721,793 SH   SOLE   1,721,793 0 0
WELLESLEY BANCORP INC COM 949485106 6 267 SH   SOLE   267 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 201 115,000 PRN   SOLE   115,000 0 0
WELLS FARGO & CO NEW COM 949746101 2,456,369 55,473,551 SH   SOLE   55,473,551 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 539,418 411,999 SH   SOLE   411,999 0 0
WELLTOWER INC COM 95040Q104 947,559 12,672,981 SH   SOLE   12,672,981 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 100,484 1,509,906 SH   SOLE   1,509,906 0 0
WENDYS CO COM 95058W100 82,811 7,667,668 SH   SOLE   7,667,668 0 0
WERNER ENTERPRISES INC COM 950755108 54,401 2,337,824 SH   SOLE   2,337,824 0 0
WESBANCO INC COM 950810101 34,928 1,062,299 SH   SOLE   1,062,299 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 30,956 2,305,014 SH   SOLE   2,305,014 0 0
WESCO INTL INC COM 95082P105 26,847 436,615 SH   SOLE   436,615 0 0
WEST BANCORPORATION INC CAP STK 95123P106 8,743 446,093 SH   SOLE   446,093 0 0
WEST CORP COM 952355204 25,164 1,139,681 SH   SOLE   1,139,681 0 0
WEST MARINE INC COM 954235107 4,237 512,355 SH   SOLE   512,355 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 200,889 2,696,499 SH   SOLE   2,696,499 0 0
WESTAMERICA BANCORPORATION COM 957090103 89,260 1,754,316 SH   SOLE   1,754,316 0 0
WESTAR ENERGY INC COM 95709T100 312,834 5,512,502 SH   SOLE   5,512,502 0 0
WESTBURY BANCORP INC COM 95727P106 335 17,137 SH   SOLE   17,137 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 63 123,000 SH   SOLE   123,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 38,410 1,023,178 SH   SOLE   1,023,178 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 22,272 2,137,437 SH   SOLE   2,137,437 0 0
WESTERN DIGITAL CORP COM 958102105 283,213 4,843,732 SH   SOLE   4,843,732 0 0
WESTERN REFNG INC COM 959319104 115,757 4,374,801 SH   SOLE   4,374,801 0 0
WESTERN UN CO COM 959802109 191,163 9,181,681 SH   SOLE   9,181,681 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 3,454 451,558 SH   SOLE   451,558 0 0
WESTLAKE CHEM CORP COM 960413102 21,226 396,752 SH   SOLE   396,752 0 0
WESTMORELAND COAL CO COM 960878106 4,633 522,879 SH   SOLE   522,879 0 0
WESTROCK CO COM 96145D105 395,176 8,151,320 SH   SOLE   8,151,320 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 11,664 219,626 SH   SOLE   219,626 0 0
WEX INC COM 96208T104 152,890 1,414,469 SH   SOLE   1,414,469 0 0
WEYCO GROUP INC COM 962149100 4,884 181,776 SH   SOLE   181,776 0 0
WEYERHAEUSER CO COM 962166104 531,334 16,635,375 SH   SOLE   16,635,375 0 0
WGL HLDGS INC COM 92924F106 174,435 2,782,064 SH   SOLE   2,782,064 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 276 157,894 SH   SOLE   157,894 0 0
WHIRLPOOL CORP COM 963320106 202,679 1,249,871 SH   SOLE   1,249,871 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 40,376 48,646 SH   SOLE   48,646 0 0
WHITESTONE REIT COM 966084204 10,119 729,011 SH   SOLE   729,011 0 0
WHITEWAVE FOODS CO COM 966244105 357,804 6,573,655 SH   SOLE   6,573,655 0 0
WHITING PETE CORP NEW COM 966387102 24,019 2,748,145 SH   SOLE   2,748,145 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 62 75,000 PRN   SOLE   75,000 0 0
WHOLE FOODS MKT INC COM 966837106 158,783 5,600,795 SH   SOLE   5,600,795 0 0
WIDEPOINT CORP COM 967590100 7 16,092 SH   SOLE   16,092 0 0
WILEY JOHN & SONS INC CL A 968223206 84,052 1,628,591 SH   SOLE   1,628,591 0 0
WILHELMINA INTL INC COM NEW 968235200 3 303 SH   SOLE   303 0 0
WILLAMETTE VY VINEYARD INC COM 969136100 6 794 SH   SOLE   794 0 0
WILLBROS GROUP INC DEL COM 969203108 2,281 1,213,306 SH   SOLE   1,213,306 0 0
WILLDAN GROUP INC COM 96924N100 319 18,202 SH   SOLE   18,202 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 14,243 166,703 SH   SOLE   166,703 0 0
WILLIAMS COS INC DEL COM 969457100 394,514 12,838,083 SH   SOLE   12,838,083 0 0
WILLIAMS SONOMA INC COM 969904101 156,022 3,054,456 SH   SOLE   3,054,456 0 0
WILLIS LEASE FINANCE CORP COM 970646105 2,659 111,869 SH   SOLE   111,869 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 129,405 974,656 SH   SOLE   974,656 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 51,899 5,164,087 SH   SOLE   5,164,087 0 0
WINDTREE THERAPEUTICS INC COM 97382D105 5 2,115 SH   SOLE   2,115 0 0
WINGSTOP INC COM 974155103 11,729 400,324 SH   SOLE   400,324 0 0
WINMARK CORP COM 974250102 6,688 63,382 SH   SOLE   63,382 0 0
WINNEBAGO INDS INC COM 974637100 44,761 1,899,079 SH   SOLE   1,899,079 0 0
WINS FIN HLDGS INC ORD SHS G97223104 1,188 40,186 SH   SOLE   40,186 0 0
WINTRUST FINL CORP COM 97650W108 207,397 3,732,178 SH   SOLE   3,732,178 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 22,986 2,367,243 SH   SOLE   2,367,243 0 0
WIRELESS TELECOM GROUP INC COM 976524108 6 3,603 SH   SOLE   3,603 0 0
WISDOMTREE INVTS INC COM 97717P104 64,449 6,263,285 SH   SOLE   6,263,285 0 0
WIX COM LTD SHS M98068105 5,434 125,115 SH   SOLE   125,115 0 0
WMIH CORP COM 92936P100 13,101 5,598,766 SH   SOLE   5,598,766 0 0
WOLVERINE BANCORP INC COM 977880103 8 283 SH   SOLE   283 0 0
WOLVERINE WORLD WIDE INC COM 978097103 161,259 7,002,130 SH   SOLE   7,002,130 0 0
WOODWARD INC COM 980745103 178,481 2,856,606 SH   SOLE   2,856,606 0 0
WORKDAY INC CL A 98138H101 125,868 1,372,760 SH   SOLE   1,372,760 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 92 75,000 PRN   SOLE   75,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 2,309 318,889 SH   SOLE   318,889 0 0
WORKIVA INC COM CL A 98139A105 11,037 608,776 SH   SOLE   608,776 0 0
WORLD ACCEP CORP DEL COM 981419104 22,021 449,041 SH   SOLE   449,041 0 0
WORLD FUEL SVCS CORP COM 981475106 124,532 2,691,993 SH   SOLE   2,691,993 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 53,154 2,495,495 SH   SOLE   2,495,495 0 0
WORTHINGTON INDS INC COM 981811102 114,081 2,375,212 SH   SOLE   2,375,212 0 0
WPX ENERGY INC COM 98212B103 172,721 13,094,809 SH   SOLE   13,094,809 0 0
WPX ENERGY INC PFD SER A CV 98212B202 46,788 762,524 SH   SOLE   762,524 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 53 50,000 PRN   SOLE   50,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 74,969 3,056,211 SH   SOLE   3,056,211 0 0
WSFS FINL CORP COM 929328102 26,733 732,610 SH   SOLE   732,610 0 0
WSI INDS INC COM 92932Q102 4 1,036 SH   SOLE   1,036 0 0
WVS FINL CORP COM 929358109 3 222 SH   SOLE   222 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 120,525 1,790,068 SH   SOLE   1,790,068 0 0
WYNN RESORTS LTD COM 983134107 123,727 1,270,032 SH   SOLE   1,270,032 0 0
XACTLY CORP COM 98386L101 9,259 628,985 SH   SOLE   628,985 0 0
XBIOTECH INC COM 98400H102 12,323 915,494 SH   SOLE   915,494 0 0
XCEL BRANDS INC COM NEW 98400M101 2 315 SH   SOLE   315 0 0
XCEL ENERGY INC COM 98389B100 682,568 16,591,353 SH   SOLE   16,591,353 0 0
XCERRA CORP COM 98400J108 8,937 1,474,757 SH   SOLE   1,474,757 0 0
XENCOR INC COM 98401F105 35,196 1,437,156 SH   SOLE   1,437,156 0 0
XENIA HOTELS & RESORTS INC COM 984017103 50,674 3,338,200 SH   SOLE   3,338,200 0 0
XENITH BANKSHARES INC NEW COM 984102103 4,928 2,133,183 SH   SOLE   2,133,183 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 239 30,006 SH   SOLE   30,006 0 0
XEROX CORP COM 984121103 160,118 15,806,348 SH   SOLE   15,806,348 0 0
XG TECHNOLOGY INC COM NEW 98372A606 0 1,545 SH   SOLE   1,545 0 0
XILINX INC COM 983919101 258,875 4,763,983 SH   SOLE   4,763,983 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 235 125,000 PRN   SOLE   125,000 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 65 10,239 SH   SOLE   10,239 0 0
XL GROUP LTD COM G98294104 155,575 4,626,087 SH   SOLE   4,626,087 0 0
XO GROUP INC COM 983772104 34,628 1,791,396 SH   SOLE   1,791,396 0 0
XOMA CORP DEL COM 98419J107 10 21,910 SH   SOLE   21,910 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 57 24,055 SH   SOLE   24,055 0 0
XPO LOGISTICS INC COM 983793100 93,308 2,544,538 SH   SOLE   2,544,538 0 0
XTANT MED HLDGS INC COM 98420P100 1 1,224 SH   SOLE   1,224 0 0
XTERA COMMUNICATIONS INC COM 98415E300 9 16,192 SH   SOLE   16,192 0 0
XUNLEI LTD SPONSORED ADR 98419E108 18 3,249 SH   SOLE   3,249 0 0
XYLEM INC COM 98419M100 161,059 3,070,711 SH   SOLE   3,070,711 0 0
YADKIN FINL CORP COM 984305102 34,037 1,294,689 SH   SOLE   1,294,689 0 0
YAHOO INC COM 984332106 456,138 10,583,258 SH   SOLE   10,583,258 0 0
YAHOO INC NOTE 12/0 984332AF3 205 200,000 PRN   SOLE   200,000 0 0
YAMANA GOLD INC COM 98462Y100 3,100 719,188 SH   SOLE   719,188 0 0
YANDEX N V SHS CLASS A N97284108 54 2,589 SH   SOLE   2,589 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 48 50,000 PRN   SOLE   50,000 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 5 667 SH   SOLE   667 0 0
YELP INC CL A 985817105 27,606 662,020 SH   SOLE   662,020 0 0
YORK WTR CO COM 987184108 10,762 362,837 SH   SOLE   362,837 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 54 35,251 SH   SOLE   35,251 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 16,805 922,343 SH   SOLE   922,343 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 11,196 908,762 SH   SOLE   908,762 0 0
YUM BRANDS INC COM 988498101 394,697 4,346,402 SH   SOLE   4,346,402 0 0
YUMA ENERGY INC COM 98872E108 3 12,965 SH   SOLE   12,965 0 0
YUME INC COM 98872B104 229 57,693 SH   SOLE   57,693 0 0
YY INC ADS REPCOM CLA 98426T106 37,193 698,067 SH   SOLE   698,067 0 0
ZAFGEN INC COM 98885E103 3,327 1,005,269 SH   SOLE   1,005,269 0 0
ZAGG INC COM 98884U108 6,260 772,870 SH   SOLE   772,870 0 0
ZAIS FINL CORP COM 98886K108 2,520 174,612 SH   SOLE   174,612 0 0
ZAIS GROUP HLDGS INC COM 98887G106 2 855 SH   SOLE   855 0 0
ZAYO GROUP HLDGS INC COM 98919V105 45,205 1,521,548 SH   SOLE   1,521,548 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 137,714 1,978,363 SH   SOLE   1,978,363 0 0
ZEDGE INC CL B 98923T104 42 12,202 SH   SOLE   12,202 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 101,165 2,579,423 SH   SOLE   2,579,423 0 0
ZENDESK INC COM 98936J101 67,076 2,184,159 SH   SOLE   2,184,159 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 20 1,305 SH   SOLE   1,305 0 0
ZILLOW GROUP INC CL A 98954M101 17,508 508,226 SH   SOLE   508,226 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 37,978 1,096,043 SH   SOLE   1,096,043 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 524,050 4,030,536 SH   SOLE   4,030,536 0 0
ZION OIL & GAS INC COM 989696109 220 157,285 SH   SOLE   157,285 0 0
ZIONS BANCORPORATION COM 989701107 107,360 3,460,995 SH   SOLE   3,460,995 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 17,359 3,083,249 SH   SOLE   3,083,249 0 0
ZIX CORP COM 98974P100 6,094 1,486,312 SH   SOLE   1,486,312 0 0
ZOES KITCHEN INC COM 98979J109 11,674 526,087 SH   SOLE   526,087 0 0
ZOETIS INC CL A 98978V103 443,582 8,528,787 SH   SOLE   8,528,787 0 0
ZOGENIX INC COM NEW 98978L204 11,724 1,025,692 SH   SOLE   1,025,692 0 0
ZOSANO PHARMA CORP COM 98979H103 1 1,831 SH   SOLE   1,831 0 0
ZUMIEZ INC COM 989817101 23,400 1,299,974 SH   SOLE   1,299,974 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 336 25,739 SH   SOLE   25,739 0 0
ZYNGA INC CL A 98986T108 23,840 8,192,498 SH   SOLE   8,192,498 0 0