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 9,168 856,840 SH   SOLE   856,840 0 0
1347 PPTY INS HLDGS INC COM 68244P107 90 11,586 SH   SOLE   11,586 0 0
1ST CONSTITUTION BANCORP COM 31986N102 33 1,772 SH   SOLE   1,772 0 0
1ST SOURCE CORP COM 336901103 21,382 478,765 SH   SOLE   478,765 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 2,081 296,814 SH   SOLE   296,814 0 0
22ND CENTY GROUP INC COM 90137F103 16 14,483 SH   SOLE   14,483 0 0
2U INC COM 90214J101 33,280 1,103,824 SH   SOLE   1,103,824 0 0
3-D SYS CORP DEL COM NEW 88554D205 87,824 6,608,259 SH   SOLE   6,608,259 0 0
3M CO COM 88579Y101 1,592,376 8,917,379 SH   SOLE   8,917,379 0 0
500 COM LTD SPON ADR REP A 33829R100 2,212 144,286 SH   SOLE   144,286 0 0
51JOB INC SP ADR REP COM 316827104 3,968 117,396 SH   SOLE   117,396 0 0
58 COM INC SPON ADR REP A 31680Q104 31,978 1,142,068 SH   SOLE   1,142,068 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 87 6,727 SH   SOLE   6,727 0 0
8X8 INC NEW COM 282914100 98,878 6,914,579 SH   SOLE   6,914,579 0 0
A H BELO CORP COM CL A 001282102 321 50,594 SH   SOLE   50,594 0 0
A MARK PRECIOUS METALS INC COM 00181T107 335 17,199 SH   SOLE   17,199 0 0
A10 NETWORKS INC COM 002121101 11,758 1,414,905 SH   SOLE   1,414,905 0 0
AAC HLDGS INC COM 000307108 2,320 320,410 SH   SOLE   320,410 0 0
AAON INC COM PAR $0.004 000360206 100,932 3,053,927 SH   SOLE   3,053,927 0 0
AAR CORP COM 000361105 102,679 3,106,785 SH   SOLE   3,106,785 0 0
AARONS INC COM PAR $0.50 002535300 124,844 3,902,598 SH   SOLE   3,902,598 0 0
ABAXIS INC COM 002567105 92,033 1,744,043 SH   SOLE   1,744,043 0 0
ABBOTT LABS COM 002824100 911,873 23,740,518 SH   SOLE   23,740,518 0 0
ABBVIE INC COM 00287Y109 1,389,206 22,184,702 SH   SOLE   22,184,702 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 203 41,908 SH   SOLE   41,908 0 0
ABERCROMBIE & FITCH CO CL A 002896207 66,409 5,534,075 SH   SOLE   5,534,075 0 0
ABIOMED INC COM 003654100 184,907 1,640,991 SH   SOLE   1,640,991 0 0
ABM INDS INC COM 000957100 181,613 4,446,945 SH   SOLE   4,446,945 0 0
ABRAXAS PETE CORP COM 003830106 10,374 4,036,718 SH   SOLE   4,036,718 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 10,137 164,168 SH   SOLE   164,168 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 8,295 1,276,175 SH   SOLE   1,276,175 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 33,021 997,604 SH   SOLE   997,604 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 77,992 2,704,309 SH   SOLE   2,704,309 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 223,186 6,829,445 SH   SOLE   6,829,445 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 14,202 684,453 SH   SOLE   684,453 0 0
ACCELERON PHARMA INC COM 00434H108 34,390 1,347,553 SH   SOLE   1,347,553 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,203,853 10,277,922 SH   SOLE   10,277,922 0 0
ACCESS NATL CORP COM 004337101 7,614 274,270 SH   SOLE   274,270 0 0
ACCO BRANDS CORP COM 00081T108 42,632 3,266,803 SH   SOLE   3,266,803 0 0
ACCURAY INC COM 004397105 13,212 2,872,230 SH   SOLE   2,872,230 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,883 1,108,658 SH   SOLE   1,108,658 0 0
ACETO CORP COM 004446100 53,781 2,447,945 SH   SOLE   2,447,945 0 0
ACHAOGEN INC COM 004449104 946 72,653 SH   SOLE   72,653 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 22,349 5,411,414 SH   SOLE   5,411,414 0 0
ACI WORLDWIDE INC COM 004498101 129,355 7,126,996 SH   SOLE   7,126,996 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 9,830 362,192 SH   SOLE   362,192 0 0
ACME UTD CORP COM 004816104 19 740 SH   SOLE   740 0 0
ACNB CORP COM 000868109 6,487 207,568 SH   SOLE   207,568 0 0
ACORDA THERAPEUTICS INC COM 00484M106 81,030 4,310,090 SH   SOLE   4,310,090 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 66 87,000 PRN   SOLE   87,000 0 0
ACRE RLTY INVS INC COM 00489F106 2 1,683 SH   SOLE   1,683 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 92 104,967 SH   SOLE   104,967 0 0
ACTIVISION BLIZZARD INC COM 00507V109 340,493 9,429,340 SH   SOLE   9,429,340 0 0
ACTUA CORP COM 005094107 16,588 1,184,850 SH   SOLE   1,184,850 0 0
ACTUANT CORP CL A NEW 00508X203 121,960 4,699,796 SH   SOLE   4,699,796 0 0
ACUITY BRANDS INC COM 00508Y102 173,955 753,510 SH   SOLE   753,510 0 0
ACURA PHARMACEUTICALS INC COM PAR 00509L802 8 10,515 SH   SOLE   10,515 0 0
ACUSHNET HOLDINGS CORP COM 005098108 13,099 664,563 SH   SOLE   664,563 0 0
ACXIOM CORP COM 005125109 124,267 4,636,840 SH   SOLE   4,636,840 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 14,445 854,745 SH   SOLE   854,745 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 159 50,604 SH   SOLE   50,604 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,872 72,435 SH   SOLE   72,435 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 72 49,162 SH   SOLE   49,162 0 0
ADDUS HOMECARE CORP COM 006739106 8,301 236,819 SH   SOLE   236,819 0 0
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 3 1,632 SH   SOLE   1,632 0 0
ADECOAGRO S A COM L00849106 5,438 523,920 SH   SOLE   523,920 0 0
ADEPTUS HEALTH INC CL A 006855100 9,165 1,199,556 SH   SOLE   1,199,556 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 40 21,462 SH   SOLE   21,462 0 0
ADIENT PLC ORD SHS G0084W101 55,386 945,152 SH   SOLE   945,152 0 0
ADMA BIOLOGICS INC COM 000899104 93 18,213 SH   SOLE   18,213 0 0
ADOBE SYS INC COM 00724F101 826,040 8,023,703 SH   SOLE   8,023,703 0 0
ADTRAN INC COM 00738A106 86,581 3,873,853 SH   SOLE   3,873,853 0 0
ADURO BIOTECH INC COM 00739L101 22,760 1,996,489 SH   SOLE   1,996,489 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 210,499 1,244,674 SH   SOLE   1,244,674 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 14,981 674,193 SH   SOLE   674,193 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 21,321 1,034,979 SH   SOLE   1,034,979 0 0
ADVANCED ENERGY INDS COM 007973100 166,759 3,045,822 SH   SOLE   3,045,822 0 0
ADVANCED MICRO DEVICES INC COM 007903107 535,812 47,249,762 SH   SOLE   47,249,762 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 184 117,000 PRN   SOLE   117,000 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 19,628 659,108 SH   SOLE   659,108 0 0
ADVANSIX INC COM 00773T101 38,626 1,744,617 SH   SOLE   1,744,617 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 2 288 SH   SOLE   288 0 0
ADVAXIS INC COM NEW 007624208 8,253 1,152,657 SH   SOLE   1,152,657 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,200 758,714 SH   SOLE   758,714 0 0
ADVISORY BRD CO COM 00762W107 41,626 1,251,898 SH   SOLE   1,251,898 0 0
AECOM COM 00766T100 218,898 6,020,308 SH   SOLE   6,020,308 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 41 58,000 PRN   SOLE   58,000 0 0
AEGION CORP COM 00770F104 66,347 2,799,463 SH   SOLE   2,799,463 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 60 13,810 SH   SOLE   13,810 0 0
AEHR TEST SYSTEMS COM 00760J108 10 4,011 SH   SOLE   4,011 0 0
AEMETIS INC COM NEW 00770K202 39 28,403 SH   SOLE   28,403 0 0
AEP INDS INC COM 001031103 15,037 129,519 SH   SOLE   129,519 0 0
AERCAP HOLDINGS NV SHS N00985106 63,596 1,528,391 SH   SOLE   1,528,391 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 61,752 1,631,500 SH   SOLE   1,631,500 0 0
AEROCENTURY CORP COM 007737109 2 249 SH   SOLE   249 0 0
AEROHIVE NETWORKS INC COM 007786106 4,381 768,572 SH   SOLE   768,572 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 111,028 6,185,421 SH   SOLE   6,185,421 0 0
AEROVIRONMENT INC COM 008073108 57,291 2,135,338 SH   SOLE   2,135,338 0 0
AES CORP COM 00130H105 144,835 12,464,259 SH   SOLE   12,464,259 0 0
AETHLON MED INC COM NEW 00808Y208 75 17,902 SH   SOLE   17,902 0 0
AETNA INC NEW COM 00817Y108 708,026 5,709,427 SH   SOLE   5,709,427 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 4,592 886,435 SH   SOLE   886,435 0 0
AFFILIATED MANAGERS GROUP COM 008252108 140,309 965,649 SH   SOLE   965,649 0 0
AFLAC INC COM 001055102 398,579 5,726,715 SH   SOLE   5,726,715 0 0
AG MTG INVT TR INC COM 001228105 25,736 1,504,153 SH   SOLE   1,504,153 0 0
AGCO CORP COM 001084102 167,393 2,893,071 SH   SOLE   2,893,071 0 0
AGENUS INC COM NEW 00847G705 9,682 2,349,955 SH   SOLE   2,349,955 0 0
AGILE THERAPEUTICS INC COM 00847L100 2,474 434,071 SH   SOLE   434,071 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 279,104 6,126,081 SH   SOLE   6,126,081 0 0
AGILYSYS INC COM 00847J105 12,955 1,250,513 SH   SOLE   1,250,513 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 38,272 917,140 SH   SOLE   917,140 0 0
AGNC INVT CORP COM 00123Q104 298,123 16,443,643 SH   SOLE   16,443,643 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,024 167,249 SH   SOLE   167,249 0 0
AGREE REALTY CORP COM 008492100 93,441 2,029,121 SH   SOLE   2,029,121 0 0
AGRIUM INC COM 008916108 971 9,653 SH   SOLE   9,653 0 0
AGROFRESH SOLUTIONS COM 00856G109 1,935 730,088 SH   SOLE   730,088 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 27,829 1,360,818 SH   SOLE   1,360,818 0 0
AIR INDS GROUP COM NEW 00912N205 7 2,278 SH   SOLE   2,278 0 0
AIR LEASE CORP CL A 00912X302 36,261 1,056,234 SH   SOLE   1,056,234 0 0
AIR METHODS CORP COM PAR $.06 009128307 89,039 2,795,559 SH   SOLE   2,795,559 0 0
AIR PRODS & CHEMS INC COM 009158106 437,964 3,045,225 SH   SOLE   3,045,225 0 0
AIR T INC COM 009207101 6 253 SH   SOLE   253 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 25,248 1,581,963 SH   SOLE   1,581,963 0 0
AIRCASTLE LTD COM G0129K104 31,848 1,527,476 SH   SOLE   1,527,476 0 0
AIRGAIN INC COM 00938A104 55 3,851 SH   SOLE   3,851 0 0
AK STL HLDG CORP COM 001547108 255,957 25,069,234 SH   SOLE   25,069,234 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 212,932 3,193,348 SH   SOLE   3,193,348 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 90 87,000 PRN   SOLE   87,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 17,739 1,703,987 SH   SOLE   1,703,987 0 0
AKERS BIOSCIENCES INC COM 00973E102 1 680 SH   SOLE   680 0 0
AKORN INC COM 009728106 123,895 5,675,428 SH   SOLE   5,675,428 0 0
ALAMO GROUP INC COM 011311107 58,249 765,433 SH   SOLE   765,433 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 159 23,196 SH   SOLE   23,196 0 0
ALARM COM HLDGS INC COM 011642105 8,564 307,721 SH   SOLE   307,721 0 0
ALASKA AIR GROUP INC COM 011659109 239,599 2,700,319 SH   SOLE   2,700,319 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 225 137,222 SH   SOLE   137,222 0 0
ALBANY INTL CORP CL A 012348108 105,267 2,273,595 SH   SOLE   2,273,595 0 0
ALBANY MOLECULAR RESH INC COM 012423109 48,761 2,599,221 SH   SOLE   2,599,221 0 0
ALBEMARLE CORP COM 012653101 188,994 2,195,567 SH   SOLE   2,195,567 0 0
ALBIREO PHARMA INC COM 01345P106 0 17 SH   SOLE   17 0 0
ALCOA CORP COM 013872106 50,929 1,813,698 SH   SOLE   1,813,698 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 44,371 2,133,222 SH   SOLE   2,133,222 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 146 27,319 SH   SOLE   27,319 0 0
ALERE INC COM 01449J105 36,299 931,472 SH   SOLE   931,472 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 133,446 2,974,058 SH   SOLE   2,974,058 0 0
ALEXANDERS INC COM 014752109 27,993 65,577 SH   SOLE   65,577 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 456,963 4,111,967 SH   SOLE   4,111,967 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 674,169 5,510,165 SH   SOLE   5,510,165 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,380,771 15,724,534 SH   SOLE   15,724,534 0 0
ALICO INC COM 016230104 3,072 113,158 SH   SOLE   113,158 0 0
ALIGN TECHNOLOGY INC COM 016255101 285,638 2,971,373 SH   SOLE   2,971,373 0 0
ALIMERA SCIENCES INC COM 016259103 168 155,749 SH   SOLE   155,749 0 0
ALJ REGIONAL HLDGS INC COM 001627108 2,596 591,420 SH   SOLE   591,420 0 0
ALKERMES PLC SHS G01767105 206,693 3,718,835 SH   SOLE   3,718,835 0 0
ALLEGHANY CORP DEL COM 017175100 396,052 651,273 SH   SOLE   651,273 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 107,228 6,731,171 SH   SOLE   6,731,171 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 39 29,000 PRN   SOLE   29,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 13,153 363,835 SH   SOLE   363,835 0 0
ALLEGIANT TRAVEL CO COM 01748X102 168,969 1,015,440 SH   SOLE   1,015,440 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 103,432 1,616,119 SH   SOLE   1,616,119 0 0
ALLERGAN PLC SHS G0177J108 1,100,189 5,238,748 SH   SOLE   5,238,748 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 399,593 524,084 SH   SOLE   524,084 0 0
ALLETE INC COM NEW 018522300 267,809 4,172,128 SH   SOLE   4,172,128 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 232,759 1,018,641 SH   SOLE   1,018,641 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR 018606301 154 16,061 SH   SOLE   16,061 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 5,459 284,330 SH   SOLE   284,330 0 0
ALLIANT ENERGY CORP COM 018802108 398,016 10,504,523 SH   SOLE   10,504,523 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 4,256 198,987 SH   SOLE   198,987 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 53,936 1,004,208 SH   SOLE   1,004,208 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 43 73,434 SH   SOLE   73,434 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 51,610 1,531,922 SH   SOLE   1,531,922 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 75,605 7,404,960 SH   SOLE   7,404,960 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 54 58,000 PRN   SOLE   58,000 0 0
ALLSTATE CORP COM 020002101 451,632 6,093,253 SH   SOLE   6,093,253 0 0
ALLY FINL INC COM 02005N100 97,343 5,117,914 SH   SOLE   5,117,914 0 0
ALMOST FAMILY INC COM 020409108 32,161 729,284 SH   SOLE   729,284 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 78,658 2,100,902 SH   SOLE   2,100,902 0 0
ALON USA ENERGY INC COM 020520102 11,172 981,745 SH   SOLE   981,745 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 12,592 592,030 SH   SOLE   592,030 0 0
ALPHA PRO TECH LTD COM 020772109 162 46,256 SH   SOLE   46,256 0 0
ALPHABET INC CAP STK CL C 02079K107 3,213,940 4,164,106 SH   SOLE   4,164,106 0 0
ALPHABET INC CAP STK CL A 02079K305 3,348,766 4,225,839 SH   SOLE   4,225,839 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 5 1,657 SH   SOLE   1,657 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 94 1,751 SH   SOLE   1,751 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 10,188 383,163 SH   SOLE   383,163 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 30,990 2,807,058 SH   SOLE   2,807,058 0 0
ALTRA INDL MOTION CORP COM 02208R106 27,889 755,789 SH   SOLE   755,789 0 0
ALTRIA GROUP INC COM 02209S103 2,261,304 33,441,353 SH   SOLE   33,441,353 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 226 22,115 SH   SOLE   22,115 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 119,631 3,437,673 SH   SOLE   3,437,673 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 10,786 3,501,818 SH   SOLE   3,501,818 0 0
AMAZON COM INC COM 023135106 3,913,740 5,219,225 SH   SOLE   5,219,225 0 0
AMBAC FINL GROUP INC COM NEW 023139884 22,088 981,687 SH   SOLE   981,687 0 0
AMBARELLA INC SHS G037AX101 51,970 960,096 SH   SOLE   960,096 0 0
AMBER RD INC COM 02318Y108 5,164 568,721 SH   SOLE   568,721 0 0
AMBEV SA SPONSORED ADR 02319V103 59,062 12,028,885 SH   SOLE   12,028,885 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 30,967 920,279 SH   SOLE   920,279 0 0
AMC NETWORKS INC CL A 00164V103 121,489 2,321,149 SH   SOLE   2,321,149 0 0
AMCON DISTRG CO COM NEW 02341Q205 6 53 SH   SOLE   53 0 0
AMDOCS LTD SHS G02602103 90,988 1,562,025 SH   SOLE   1,562,025 0 0
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 5 867 SH   SOLE   867 0 0
AMEDICA CORP COM NEW 023435209 2 2,701 SH   SOLE   2,701 0 0
AMEDISYS INC COM 023436108 99,168 2,326,240 SH   SOLE   2,326,240 0 0
AMERCO COM 023586100 24,118 65,255 SH   SOLE   65,255 0 0
AMEREN CORP COM 023608102 239,215 4,559,947 SH   SOLE   4,559,947 0 0
AMERESCO INC CL A 02361E108 3,802 691,307 SH   SOLE   691,307 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 464,338 9,945,137 SH   SOLE   9,945,137 0 0
AMERICAN ASSETS TR INC COM 024013104 133,705 3,103,652 SH   SOLE   3,103,652 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 119,244 6,178,465 SH   SOLE   6,178,465 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 349,062 7,013,494 SH   SOLE   7,013,494 0 0
AMERICAN DG ENERGY INC COM 025398108 2 7,417 SH   SOLE   7,417 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 152,771 10,070,579 SH   SOLE   10,070,579 0 0
AMERICAN ELEC PWR INC COM 025537101 702,642 11,160,139 SH   SOLE   11,160,139 0 0
AMERICAN ELECTRIC TECH INC COM 025576109 4 2,487 SH   SOLE   2,487 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 127,785 5,669,243 SH   SOLE   5,669,243 0 0
AMERICAN EXPRESS CO COM 025816109 782,220 10,559,130 SH   SOLE   10,559,130 0 0
AMERICAN FARMLAND CO COM 02589Y100 320 40,198 SH   SOLE   40,198 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 250,601 2,843,858 SH   SOLE   2,843,858 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 66,861 3,186,895 SH   SOLE   3,186,895 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 865,660 13,254,629 SH   SOLE   13,254,629 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 9,595 275,705 SH   SOLE   275,705 0 0
AMERICAN NATL INS CO COM 028591105 11,369 91,239 SH   SOLE   91,239 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 32,538 1,325,365 SH   SOLE   1,325,365 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 10,789 238,215 SH   SOLE   238,215 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 5,630 264,548 SH   SOLE   264,548 0 0
AMERICAN RIVER BANKSHARES COM 029326105 415 27,447 SH   SOLE   27,447 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 117 117,000 PRN   SOLE   117,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 50 50,000 PRN   SOLE   50,000 0 0
AMERICAN RLTY INVS INC COM 029174109 37 7,088 SH   SOLE   7,088 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 2 709 SH   SOLE   709 0 0
AMERICAN SOFTWARE INC CL A 029683109 8,514 824,249 SH   SOLE   824,249 0 0
AMERICAN STS WTR CO COM 029899101 132,554 2,909,434 SH   SOLE   2,909,434 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,812 381,519 SH   SOLE   381,519 0 0
AMERICAN TOWER CORP NEW COM 03027X100 814,774 7,709,822 SH   SOLE   7,709,822 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 149,202 1,427,773 SH   SOLE   1,427,773 0 0
AMERICAN VANGUARD CORP COM 030371108 42,819 2,235,986 SH   SOLE   2,235,986 0 0
AMERICAN WOODMARK CORP COM 030506109 91,645 1,217,869 SH   SOLE   1,217,869 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 286,815 3,963,722 SH   SOLE   3,963,722 0 0
AMERICAS CAR MART INC COM 03062T105 11,292 258,106 SH   SOLE   258,106 0 0
AMERIPRISE FINL INC COM 03076C106 316,986 2,857,272 SH   SOLE   2,857,272 0 0
AMERIS BANCORP COM 03076K108 116,211 2,665,380 SH   SOLE   2,665,380 0 0
AMERISAFE INC COM 03071H100 94,452 1,514,865 SH   SOLE   1,514,865 0 0
AMERISERV FINL INC COM 03074A102 220 59,355 SH   SOLE   59,355 0 0
AMERISOURCEBERGEN CORP COM 03073E105 240,514 3,076,023 SH   SOLE   3,076,023 0 0
AMES NATL CORP COM 031001100 9,442 286,122 SH   SOLE   286,122 0 0
AMETEK INC NEW COM 031100100 196,137 4,035,733 SH   SOLE   4,035,733 0 0
AMGEN INC COM 031162100 2,133,900 14,594,759 SH   SOLE   14,594,759 0 0
AMICUS THERAPEUTICS INC COM 03152W109 37,700 7,585,493 SH   SOLE   7,585,493 0 0
AMKOR TECHNOLOGY INC COM 031652100 33,079 3,135,462 SH   SOLE   3,135,462 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 142,074 3,695,023 SH   SOLE   3,695,023 0 0
AMPCO-PITTSBURGH CORP COM 032037103 4,691 280,053 SH   SOLE   280,053 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 71,844 3,900,323 SH   SOLE   3,900,323 0 0
AMPHENOL CORP NEW CL A 032095101 394,168 5,865,595 SH   SOLE   5,865,595 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 1,447 1,607,641 SH   SOLE   1,607,641 0 0
AMPLIFY SNACK BRANDS COM 03211L102 7,752 879,951 SH   SOLE   879,951 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P202 0 777 SH   SOLE   777 0 0
AMREP CORP NEW COM 032159105 34 4,574 SH   SOLE   4,574 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 130 30,555 SH   SOLE   30,555 0 0
AMTRUST FINL SVCS INC COM 032359309 26,909 982,792 SH   SOLE   982,792 0 0
AMYRIS INC COM 03236M101 111 152,447 SH   SOLE   152,447 0 0
ANADARKO PETE CORP COM 032511107 575,312 8,250,566 SH   SOLE   8,250,566 0 0
ANALOG DEVICES INC COM 032654105 442,396 6,091,931 SH   SOLE   6,091,931 0 0
ANALOGIC CORP COM PAR $0.05 032657207 85,735 1,033,575 SH   SOLE   1,033,575 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 4,189 1,057,856 SH   SOLE   1,057,856 0 0
ANCHOR BANCORP WA COM 032838104 17 622 SH   SOLE   622 0 0
ANDERSONS INC COM 034164103 95,131 2,128,207 SH   SOLE   2,128,207 0 0
ANGIES LIST INC COM 034754101 10,461 1,271,075 SH   SOLE   1,271,075 0 0
ANGIODYNAMICS INC COM 03475V101 42,395 2,513,035 SH   SOLE   2,513,035 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 369 35,125 SH   SOLE   35,125 0 0
ANI PHARMACEUTICALS INC COM 00182C103 48,173 794,666 SH   SOLE   794,666 0 0
ANIKA THERAPEUTICS INC COM 035255108 57,462 1,173,660 SH   SOLE   1,173,660 0 0
ANIXTER INTL INC COM 035290105 190,547 2,350,982 SH   SOLE   2,350,982 0 0
ANNALY CAP MGMT INC COM 035710409 501,093 50,260,081 SH   SOLE   50,260,081 0 0
ANSYS INC COM 03662Q105 402,994 4,357,161 SH   SOLE   4,357,161 0 0
ANTARES PHARMA INC COM 036642106 90 38,641 SH   SOLE   38,641 0 0
ANTERO RES CORP COM 03674X106 50,790 2,147,578 SH   SOLE   2,147,578 0 0
ANTHEM INC COM 036752103 585,239 4,070,663 SH   SOLE   4,070,663 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 151 76,000 PRN   SOLE   76,000 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 820 1,263,899 SH   SOLE   1,263,899 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 27,605 5,339,458 SH   SOLE   5,339,458 0 0
AON PLC SHS CL A G0408V102 454,283 4,073,193 SH   SOLE   4,073,193 0 0
APACHE CORP COM 037411105 355,155 5,595,642 SH   SOLE   5,595,642 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 168,251 3,701,894 SH   SOLE   3,701,894 0 0
APOGEE ENTERPRISES INC COM 037598109 120,622 2,252,093 SH   SOLE   2,252,093 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 72,865 4,384,171 SH   SOLE   4,384,171 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 30 29,000 PRN   SOLE   29,000 0 0
APOLLO ED GROUP INC CL A 037604105 26,195 2,645,959 SH   SOLE   2,645,959 0 0
APOLLO ENDOSURGERY INC COM 03767D108 1 72 SH   SOLE   72 0 0
APPFOLIO INC COM CL A 03783C100 5,912 247,873 SH   SOLE   247,873 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 50,183 2,511,649 SH   SOLE   2,511,649 0 0
APPLE INC COM 037833100 8,899,437 76,838,518 SH   SOLE   76,838,518 0 0
APPLIANCE RECYCLING CTRS AME COM NEW 03814F205 1 869 SH   SOLE   869 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 108 58,456 SH   SOLE   58,456 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 3,848 411,554 SH   SOLE   411,554 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 179,630 3,024,067 SH   SOLE   3,024,067 0 0
APPLIED MATLS INC COM 038222105 534,820 16,573,302 SH   SOLE   16,573,302 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 20,124 2,439,299 SH   SOLE   2,439,299 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 12,713 542,348 SH   SOLE   542,348 0 0
APPROACH RESOURCES INC COM 03834A103 400 119,523 SH   SOLE   119,523 0 0
APPTIO INC CL A 03835C108 3,762 203,039 SH   SOLE   203,039 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 2 1,280 SH   SOLE   1,280 0 0
APTARGROUP INC COM 038336103 183,841 2,502,940 SH   SOLE   2,502,940 0 0
APTEVO THERAPEUTICS INC COM 03835L108 1,185 485,457 SH   SOLE   485,457 0 0
AQUA AMERICA INC COM 03836W103 212,973 7,089,662 SH   SOLE   7,089,662 0 0
AQUA METALS INC COM 03837J101 4,520 344,740 SH   SOLE   344,740 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 5,649 230,305 SH   SOLE   230,305 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 5,460 330,737 SH   SOLE   330,737 0 0
ARADIGM CORP COM NO PAR NEW 038505400 4 2,675 SH   SOLE   2,675 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 3,970 900,339 SH   SOLE   900,339 0 0
ARAMARK COM 03852U106 125,747 3,520,361 SH   SOLE   3,520,361 0 0
ARATANA THERAPEUTICS INC COM 03874P101 11,345 1,580,116 SH   SOLE   1,580,116 0 0
ARBOR RLTY TR INC COM 038923108 80 10,715 SH   SOLE   10,715 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 6,884 1,355,129 SH   SOLE   1,355,129 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 96 21,855 SH   SOLE   21,855 0 0
ARCA BIOPHARMA INC COM PAR$.001 00211Y407 43 14,998 SH   SOLE   14,998 0 0
ARCADIA BIOSCIENCES INC COM 039014105 33 35,655 SH   SOLE   35,655 0 0
ARCBEST CORP COM 03937C105 56,000 2,025,305 SH   SOLE   2,025,305 0 0
ARCH CAP GROUP LTD ORD G0450A105 266,861 3,092,610 SH   SOLE   3,092,610 0 0
ARCH COAL INC CL A 039380407 694 8,888 SH   SOLE   8,888 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 370,428 8,114,516 SH   SOLE   8,114,516 0 0
ARCHROCK INC COM 03957W106 75,762 5,739,570 SH   SOLE   5,739,570 0 0
ARCONIC INC COM 03965L100 193,079 10,414,207 SH   SOLE   10,414,207 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 82,052 2,721,467 SH   SOLE   2,721,467 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 3,712 687,456 SH   SOLE   687,456 0 0
ARCTIC CAT INC COM 039670104 16,827 1,120,277 SH   SOLE   1,120,277 0 0
ARDELYX INC COM 039697107 23,939 1,685,837 SH   SOLE   1,685,837 0 0
ARDMORE SHIPPING CORP COM Y0207T100 6,880 929,711 SH   SOLE   929,711 0 0
ARENA PHARMACEUTICALS INC COM 040047102 15,943 11,227,729 SH   SOLE   11,227,729 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 90 87,000 PRN   SOLE   87,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 20,405 1,486,187 SH   SOLE   1,486,187 0 0
ARGAN INC COM 04010E109 30,285 429,267 SH   SOLE   429,267 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 60,356 915,869 SH   SOLE   915,869 0 0
ARGOS THERAPEUTICS INC COM 040221103 2,233 455,673 SH   SOLE   455,673 0 0
ARI NETWORK SVCS INC COM NEW 001930205 44 8,181 SH   SOLE   8,181 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 111,455 8,959,423 SH   SOLE   8,959,423 0 0
ARISTA NETWORKS INC COM 040413106 48,087 496,916 SH   SOLE   496,916 0 0
ARK RESTAURANTS CORP COM 040712101 122 5,047 SH   SOLE   5,047 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 7,976 538,220 SH   SOLE   538,220 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 16,095 1,104,696 SH   SOLE   1,104,696 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 42,792 1,972,894 SH   SOLE   1,972,894 0 0
ARMSTRONG FLOORING INC COM 04238R106 15,162 761,504 SH   SOLE   761,504 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 20,760 496,644 SH   SOLE   496,644 0 0
AROTECH CORP COM NEW 042682203 208 59,370 SH   SOLE   59,370 0 0
ARQULE INC COM 04269E107 210 167,044 SH   SOLE   167,044 0 0
ARRAY BIOPHARMA INC COM 04269X105 65,779 7,483,416 SH   SOLE   7,483,416 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 2 620 SH   SOLE   620 0 0
ARRIS INTL INC SHS G0551A103 230,603 7,653,587 SH   SOLE   7,653,587 0 0
ARROW ELECTRS INC COM 042735100 257,751 3,615,016 SH   SOLE   3,615,016 0 0
ARROW FINL CORP COM 042744102 15,395 380,114 SH   SOLE   380,114 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 4,579 2,954,446 SH   SOLE   2,954,446 0 0
ARTESIAN RESOURCES CORP CL A 043113208 8,175 255,957 SH   SOLE   255,957 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 11,634 391,056 SH   SOLE   391,056 0 0
ARTS WAY MFG INC COM 043168103 1 304 SH   SOLE   304 0 0
ASB BANCORP INC N C COM 00213T109 418 14,044 SH   SOLE   14,044 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 99,132 1,606,674 SH   SOLE   1,606,674 0 0
ASCENA RETAIL GROUP INC COM 04351G101 84,996 13,731,234 SH   SOLE   13,731,234 0 0
ASCENT CAP GROUP INC COM SER A 043632108 5,503 338,443 SH   SOLE   338,443 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 10,585 775,431 SH   SOLE   775,431 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 20,493 2,640,900 SH   SOLE   2,640,900 0 0
ASHFORD INC COM 044104107 7 153 SH   SOLE   153 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 275,474 2,520,578 SH   SOLE   2,520,578 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 14,074 125,441 SH   SOLE   125,441 0 0
ASPEN AEROGELS INC COM 04523Y105 184 44,500 SH   SOLE   44,500 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 120,452 2,190,042 SH   SOLE   2,190,042 0 0
ASPEN TECHNOLOGY INC COM 045327103 137,125 2,507,771 SH   SOLE   2,507,771 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 588 48,385 SH   SOLE   48,385 0 0
ASSOCIATED BANC CORP COM 045487105 152,049 6,155,814 SH   SOLE   6,155,814 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 4,738 144,230 SH   SOLE   144,230 0 0
ASSURANT INC COM 04621X108 95,803 1,031,692 SH   SOLE   1,031,692 0 0
ASSURED GUARANTY LTD COM G0585R106 55,606 1,472,218 SH   SOLE   1,472,218 0 0
ASTA FDG INC COM 046220109 106 10,858 SH   SOLE   10,858 0 0
ASTEC INDS INC COM 046224101 100,189 1,485,162 SH   SOLE   1,485,162 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 3,260 708,778 SH   SOLE   708,778 0 0
ASTORIA FINL CORP COM 046265104 139,050 7,455,789 SH   SOLE   7,455,789 0 0
ASTRONICS CORP COM 046433108 33,017 975,688 SH   SOLE   975,688 0 0
ASTRONOVA INC COM 04638F108 242 17,006 SH   SOLE   17,006 0 0
ASTROTECH CORP COM 046484101 59 39,473 SH   SOLE   39,473 0 0
ASURE SOFTWARE INC COM 04649U102 19 2,217 SH   SOLE   2,217 0 0
AT HOME GROUP INC COM 04650Y100 3,582 244,839 SH   SOLE   244,839 0 0
AT&T INC COM 00206R102 4,444,935 104,512,943 SH   SOLE   104,512,943 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 15,783 1,111,507 SH   SOLE   1,111,507 0 0
ATHENAHEALTH INC COM 04685W103 43,448 413,123 SH   SOLE   413,123 0 0
ATHERSYS INC COM 04744L106 3,765 2,460,728 SH   SOLE   2,460,728 0 0
ATKORE INTL GROUP INC COM 047649108 8,893 371,951 SH   SOLE   371,951 0 0
ATLANTIC AMERN CORP COM 048209100 3 749 SH   SOLE   749 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 10,844 570,735 SH   SOLE   570,735 0 0
ATLANTIC COAST FINL CORP COM 048426100 299 43,978 SH   SOLE   43,978 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 9,755 3,901,938 SH   SOLE   3,901,938 0 0
ATLANTICA YIELD PLC SHS G0751N103 34,670 1,791,710 SH   SOLE   1,791,710 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 5 1,610 SH   SOLE   1,610 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 104,689 2,007,464 SH   SOLE   2,007,464 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 6,716 372,096 SH   SOLE   372,096 0 0
ATLASSIAN CORP PLC CL A G06242104 5,754 238,962 SH   SOLE   238,962 0 0
ATMOS ENERGY CORP COM 049560105 311,755 4,204,386 SH   SOLE   4,204,386 0 0
ATN INTL INC COM 00215F107 88,933 1,109,854 SH   SOLE   1,109,854 0 0
ATOMERA INC COM 04965B100 57 8,504 SH   SOLE   8,504 0 0
ATOSSA GENETICS INC COM NEW 04962H209 1 639 SH   SOLE   639 0 0
ATRICURE INC COM 04963C209 22,171 1,132,907 SH   SOLE   1,132,907 0 0
ATRION CORP COM 049904105 24,639 48,578 SH   SOLE   48,578 0 0
ATWOOD OCEANICS INC COM 050095108 67,248 5,121,729 SH   SOLE   5,121,729 0 0
ATYR PHARMA INC COM 002120103 88 40,957 SH   SOLE   40,957 0 0
AUBURN NATL BANCORP COM 050473107 19 595 SH   SOLE   595 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 8,741 478,418 SH   SOLE   478,418 0 0
AUTOBYTEL INC COM NEW 05275N205 3,005 223,451 SH   SOLE   223,451 0 0
AUTODESK INC COM 052769106 304,558 4,115,092 SH   SOLE   4,115,092 0 0
AUTOLIV INC COM 052800109 14,200 125,493 SH   SOLE   125,493 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 879,656 8,558,627 SH   SOLE   8,558,627 0 0
AUTONATION INC COM 05329W102 54,374 1,117,647 SH   SOLE   1,117,647 0 0
AUTOZONE INC COM 053332102 537,120 680,080 SH   SOLE   680,080 0 0
AV HOMES INC COM 00234P102 6,330 400,615 SH   SOLE   400,615 0 0
AVALONBAY CMNTYS INC COM 053484101 939,660 5,304,321 SH   SOLE   5,304,321 0 0
AVANGRID INC COM 05351W103 21,244 560,823 SH   SOLE   560,823 0 0
AVEO PHARMACEUTICALS INC COM 053588109 9 16,272 SH   SOLE   16,272 0 0
AVERY DENNISON CORP COM 053611109 119,922 1,707,800 SH   SOLE   1,707,800 0 0
AVEXIS INC COM 05366U100 25,826 541,090 SH   SOLE   541,090 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 25 1,806 SH   SOLE   1,806 0 0
AVID TECHNOLOGY INC COM 05367P100 4,597 1,044,691 SH   SOLE   1,044,691 0 0
AVINGER INC COM 053734109 2,155 582,483 SH   SOLE   582,483 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 130 105,952 SH   SOLE   105,952 0 0
AVIS BUDGET GROUP COM 053774105 150,942 4,115,114 SH   SOLE   4,115,114 0 0
AVISTA CORP COM 05379B107 334,630 8,367,852 SH   SOLE   8,367,852 0 0
AVNET INC COM 053807103 244,701 5,139,708 SH   SOLE   5,139,708 0 0
AVON PRODS INC COM 054303102 134,107 26,608,612 SH   SOLE   26,608,612 0 0
AVX CORP NEW COM 002444107 23,859 1,526,502 SH   SOLE   1,526,502 0 0
AWARE INC MASS COM 05453N100 290 47,509 SH   SOLE   47,509 0 0
AXALTA COATING SYS LTD COM G0750C108 53,442 1,964,791 SH   SOLE   1,964,791 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 13,926 957,112 SH   SOLE   957,112 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 150,850 2,311,168 SH   SOLE   2,311,168 0 0
AXOGEN INC COM 05463X106 7,485 831,628 SH   SOLE   831,628 0 0
AXOVANT SCIENCES LTD COM G0750W104 8,985 723,456 SH   SOLE   723,456 0 0
AXSOME THERAPEUTICS INC COM 05464T104 2,417 358,046 SH   SOLE   358,046 0 0
AXT INC COM 00246W103 418 87,006 SH   SOLE   87,006 0 0
AZZ INC COM 002474104 130,253 2,038,381 SH   SOLE   2,038,381 0 0
B & G FOODS INC NEW COM 05508R106 224,909 5,134,914 SH   SOLE   5,134,914 0 0
B RILEY FINL INC COM 05580M108 5,567 301,716 SH   SOLE   301,716 0 0
B/E AEROSPACE INC COM 073302101 282,640 4,695,803 SH   SOLE   4,695,803 0 0
B2GOLD CORP COM 11777Q209 192 80,873 SH   SOLE   80,873 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 23,471 1,414,788 SH   SOLE   1,414,788 0 0
BADGER METER INC COM 056525108 81,524 2,206,322 SH   SOLE   2,206,322 0 0
BAIDU INC SPON ADR REP A 056752108 630,576 3,835,389 SH   SOLE   3,835,389 0 0
BAKER HUGHES INC COM 057224107 569,459 8,764,948 SH   SOLE   8,764,948 0 0
BALCHEM CORP COM 057665200 203,794 2,428,436 SH   SOLE   2,428,436 0 0
BALDWIN & LYONS INC CL A 057755100 4 175 SH   SOLE   175 0 0
BALDWIN & LYONS INC CL B 057755209 7,952 315,557 SH   SOLE   315,557 0 0
BALL CORP COM 058498106 236,413 3,149,239 SH   SOLE   3,149,239 0 0
BALLANTYNE STRONG INC COM 058516105 265 33,134 SH   SOLE   33,134 0 0
BANC OF CALIFORNIA INC COM 05990K106 68,845 3,968,001 SH   SOLE   3,968,001 0 0
BANCFIRST CORP COM 05945F103 22,307 239,727 SH   SOLE   239,727 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 63,934 7,340,271 SH   SOLE   7,340,271 0 0
BANCO DE CHILE SPONSORED ADR 059520106 320 4,540 SH   SOLE   4,540 0 0
BANCO MACRO SA SPON ADR B 05961W105 12,639 196,416 SH   SOLE   196,416 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 9,026 412,706 SH   SOLE   412,706 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 10,991 299,640 SH   SOLE   299,640 0 0
BANCORP INC DEL COM 05969A105 12,967 1,649,797 SH   SOLE   1,649,797 0 0
BANCORP NEW JERSEY INC NEW COM 059915108 22 1,617 SH   SOLE   1,617 0 0
BANCORPSOUTH INC COM 059692103 166,263 5,354,695 SH   SOLE   5,354,695 0 0
BANK AMER CORP COM 060505104 3,033,819 137,276,898 SH   SOLE   137,276,898 0 0
BANK COMM HLDGS COM 06424J103 457 48,076 SH   SOLE   48,076 0 0
BANK HAWAII CORP COM 062540109 365,157 4,117,231 SH   SOLE   4,117,231 0 0
BANK MUTUAL CORP NEW COM 063750103 32,413 3,429,978 SH   SOLE   3,429,978 0 0
BANK NEW YORK MELLON CORP COM 064058100 674,449 14,234,882 SH   SOLE   14,234,882 0 0
BANK OF MARIN BANCORP COM 063425102 13,669 195,966 SH   SOLE   195,966 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 11,617 369,484 SH   SOLE   369,484 0 0
BANK OF THE OZARKS INC COM 063904106 283,371 5,388,303 SH   SOLE   5,388,303 0 0
BANK OF THE ST JAMES FINL GP COM 470299108 12 775 SH   SOLE   775 0 0
BANK SOUTH CAROLINA CORP COM 065066102 18 873 SH   SOLE   873 0 0
BANKFINANCIAL CORP COM 06643P104 7,546 509,184 SH   SOLE   509,184 0 0
BANKRATE INC DEL COM 06647F102 16,238 1,469,518 SH   SOLE   1,469,518 0 0
BANKUNITED INC COM 06652K103 46,441 1,232,178 SH   SOLE   1,232,178 0 0
BANKWELL FINL GROUP INC COM 06654A103 6,394 196,731 SH   SOLE   196,731 0 0
BANNER CORP COM NEW 06652V208 125,347 2,245,951 SH   SOLE   2,245,951 0 0
BAOZUN INC SPONSORED ADR 06684L103 112 9,311 SH   SOLE   9,311 0 0
BAR HBR BANKSHARES COM 066849100 9,586 202,531 SH   SOLE   202,531 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 275,715 10,795,438 SH   SOLE   10,795,438 0 0
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 144,281 5,684,858 SH   SOLE   5,684,858 0 0
BARD C R INC COM 067383109 472,589 2,103,573 SH   SOLE   2,103,573 0 0
BARNES & NOBLE ED INC COM 06777U101 37,610 3,279,025 SH   SOLE   3,279,025 0 0
BARNES & NOBLE INC COM 067774109 53,042 4,757,148 SH   SOLE   4,757,148 0 0
BARNES GROUP INC COM 067806109 188,888 3,983,293 SH   SOLE   3,983,293 0 0
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BARRACUDA NETWORKS INC COM 068323104 15,070 703,228 SH   SOLE   703,228 0 0
BARRETT BILL CORP COM 06846N104 37,208 5,323,079 SH   SOLE   5,323,079 0 0
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BARRICK GOLD CORP COM 067901108 13,822 864,955 SH   SOLE   864,955 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 5 152 SH   SOLE   152 0 0
BASSETT FURNITURE INDS INC COM 070203104 10,205 335,694 SH   SOLE   335,694 0 0
BATS GLOBAL MKTS INC COM 05491G109 244 7,278 SH   SOLE   7,278 0 0
BAXTER INTL INC COM 071813109 409,234 9,229,459 SH   SOLE   9,229,459 0 0
BAY BANCORP INC COM 07203T106 17 2,630 SH   SOLE   2,630 0 0
BAYTEX ENERGY CORP COM 07317Q105 2 329 SH   SOLE   329 0 0
BAZAARVOICE INC COM 073271108 13,101 2,701,183 SH   SOLE   2,701,183 0 0
BB&T CORP COM 054937107 675,679 14,370,033 SH   SOLE   14,370,033 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 3,886 222,948 SH   SOLE   222,948 0 0
BCB BANCORP INC COM 055298103 411 31,577 SH   SOLE   31,577 0 0
BEACON ROOFING SUPPLY INC COM 073685109 96,180 2,087,686 SH   SOLE   2,087,686 0 0
BEAR ST FINL INC COM 073844102 5,998 590,951 SH   SOLE   590,951 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 39 6,379 SH   SOLE   6,379 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 21,268 1,599,114 SH   SOLE   1,599,114 0 0
BEBE STORES INC COM NEW 075571208 6 1,139 SH   SOLE   1,139 0 0
BECTON DICKINSON & CO COM 075887109 718,661 4,341,054 SH   SOLE   4,341,054 0 0
BED BATH & BEYOND INC COM 075896100 114,975 2,829,104 SH   SOLE   2,829,104 0 0
BEIGENE LTD SPONSORED ADR 07725L102 4,398 144,870 SH   SOLE   144,870 0 0
BEL FUSE INC CL A 077347201 6 246 SH   SOLE   246 0 0
BEL FUSE INC CL B 077347300 22,379 724,225 SH   SOLE   724,225 0 0
BELDEN INC COM 077454106 185,858 2,485,730 SH   SOLE   2,485,730 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 14,403 1,057,512 SH   SOLE   1,057,512 0 0
BELMOND LTD CL A G1154H107 87,828 6,578,882 SH   SOLE   6,578,882 0 0
BEMIS INC COM 081437105 179,438 3,752,364 SH   SOLE   3,752,364 0 0
BENCHMARK ELECTRS INC COM 08160H101 121,493 3,983,392 SH   SOLE   3,983,392 0 0
BENEFICIAL BANCORP INC COM 08171T102 39,599 2,152,121 SH   SOLE   2,152,121 0 0
BENEFITFOCUS INC COM 08180D106 11,327 381,366 SH   SOLE   381,366 0 0
BERKLEY W R CORP COM 084423102 320,628 4,820,749 SH   SOLE   4,820,749 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,261,429 26,146,946 SH   SOLE   26,146,946 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 37,597 1,020,279 SH   SOLE   1,020,279 0 0
BERRY PLASTICS GROUP INC COM 08579W103 65,538 1,344,917 SH   SOLE   1,344,917 0 0
BEST BUY INC COM 086516101 223,628 5,240,862 SH   SOLE   5,240,862 0 0
BG STAFFING INC COM 05544A109 288 18,449 SH   SOLE   18,449 0 0
BGC PARTNERS INC CL A 05541T101 72,797 7,116,045 SH   SOLE   7,116,045 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 6,482 181,163 SH   SOLE   181,163 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 3,751 119,229 SH   SOLE   119,229 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 25,972 1,496,923 SH   SOLE   1,496,923 0 0
BIG LOTS INC COM 089302103 132,977 2,648,423 SH   SOLE   2,648,423 0 0
BIGLARI HLDGS INC COM 08986R101 39,821 84,152 SH   SOLE   84,152 0 0
BIO PATH HOLDINGS INC COM 09057N102 3,831 2,837,783 SH   SOLE   2,837,783 0 0
BIO RAD LABS INC CL A 090572207 159,202 873,392 SH   SOLE   873,392 0 0
BIO TECHNE CORP COM 09073M104 202,262 1,966,951 SH   SOLE   1,966,951 0 0
BIOAMBER INC COM 09072Q106 27 4,895 SH   SOLE   4,895 0 0
BIOANALYTICAL SYS INC COM 09058M103 1 1,759 SH   SOLE   1,759 0 0
BIOBLAST PHARMA LTD SHS M20156101 17 16,786 SH   SOLE   16,786 0 0
BIOCEPT INC COM NEW 09072V204 24 30,436 SH   SOLE   30,436 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 21,533 3,401,744 SH   SOLE   3,401,744 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 256 146,064 SH   SOLE   146,064 0 0
BIOGEN INC COM 09062X103 1,502,535 5,298,451 SH   SOLE   5,298,451 0 0
BIOLASE INC COM 090911108 146 104,274 SH   SOLE   104,274 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 4 2,526 SH   SOLE   2,526 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 355,272 4,288,652 SH   SOLE   4,288,652 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 102 87,000 PRN   SOLE   87,000 0 0
BIOPHARMX CORP COM 09072X101 1 2,643 SH   SOLE   2,643 0 0
BIOPTIX INC COM 09074N101 8 2,125 SH   SOLE   2,125 0 0
BIOSCRIP INC COM 09069N108 3,165 3,043,453 SH   SOLE   3,043,453 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 9,818 176,258 SH   SOLE   176,258 0 0
BIOSTAGE INC COM 09074M103 4 4,230 SH   SOLE   4,230 0 0
BIOTELEMETRY INC COM 090672106 51,688 2,312,674 SH   SOLE   2,312,674 0 0
BIOTIME INC COM 09066L105 8,112 2,247,046 SH   SOLE   2,247,046 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,553 134,779 SH   SOLE   134,779 0 0
BJS RESTAURANTS INC COM 09180C106 65,253 1,660,392 SH   SOLE   1,660,392 0 0
BLACK BOX CORP DEL COM 091826107 19,226 1,260,741 SH   SOLE   1,260,741 0 0
BLACK DIAMOND INC COM 09202G101 323 60,344 SH   SOLE   60,344 0 0
BLACK HILLS CORP COM 092113109 351,695 5,733,540 SH   SOLE   5,733,540 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 8,597 227,422 SH   SOLE   227,422 0 0
BLACKBAUD INC COM 09227Q100 240,419 3,756,545 SH   SOLE   3,756,545 0 0
BLACKBERRY LTD COM 09228F103 688 99,818 SH   SOLE   99,818 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 63,175 1,676,836 SH   SOLE   1,676,836 0 0
BLACKLINE INC COM 09239B109 8,126 294,111 SH   SOLE   294,111 0 0
BLACKROCK INC COM 09247X101 686,790 1,804,778 SH   SOLE   1,804,778 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 68,612 2,281,758 SH   SOLE   2,281,758 0 0
BLOCK H & R INC COM 093671105 83,849 3,647,187 SH   SOLE   3,647,187 0 0
BLOOMIN BRANDS INC COM 094235108 57,212 3,173,145 SH   SOLE   3,173,145 0 0
BLUCORA INC COM 095229100 47,604 3,227,395 SH   SOLE   3,227,395 0 0
BLUE BIRD CORP COM 095306106 2,821 182,561 SH   SOLE   182,561 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 14,333 596,223 SH   SOLE   596,223 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 3,725 201,890 SH   SOLE   201,890 0 0
BLUE HILLS BANCORP INC COM 095573101 15,188 810,019 SH   SOLE   810,019 0 0
BLUE NILE INC COM 09578R103 37,316 918,444 SH   SOLE   918,444 0 0
BLUEBIRD BIO INC COM 09609G100 111,874 1,813,191 SH   SOLE   1,813,191 0 0
BLUELINX HLDGS INC COM NEW 09624H208 5 723 SH   SOLE   723 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 28,758 1,025,225 SH   SOLE   1,025,225 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 8,875 646,880 SH   SOLE   646,880 0 0
BMC STK HLDGS INC COM 05591B109 32,085 1,645,360 SH   SOLE   1,645,360 0 0
BNC BANCORP COM 05566T101 39,097 1,225,609 SH   SOLE   1,225,609 0 0
BOB EVANS FARMS INC COM 096761101 82,945 1,558,824 SH   SOLE   1,558,824 0 0
BOEING CO COM 097023105 1,441,538 9,259,623 SH   SOLE   9,259,623 0 0
BOFI HLDG INC COM 05566U108 129,160 4,523,996 SH   SOLE   4,523,996 0 0
BOINGO WIRELESS INC COM 09739C102 15,969 1,310,021 SH   SOLE   1,310,021 0 0
BOISE CASCADE CO DEL COM 09739D100 70,553 3,135,688 SH   SOLE   3,135,688 0 0
BOJANGLES INC COM 097488100 5,554 297,821 SH   SOLE   297,821 0 0
BOK FINL CORP COM NEW 05561Q201 25,051 301,676 SH   SOLE   301,676 0 0
BON-TON STORES INC COM 09776J101 52 35,117 SH   SOLE   35,117 0 0
BONANZA CREEK ENERGY INC COM 097793103 176 172,757 SH   SOLE   172,757 0 0
BOOT BARN HLDGS INC COM 099406100 5,539 442,405 SH   SOLE   442,405 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 47,718 1,322,937 SH   SOLE   1,322,937 0 0
BORGWARNER INC COM 099724106 145,914 3,699,633 SH   SOLE   3,699,633 0 0
BOSTON BEER INC CL A 100557107 89,677 527,975 SH   SOLE   527,975 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 108,790 6,573,421 SH   SOLE   6,573,421 0 0
BOSTON PROPERTIES INC COM 101121101 592,899 4,713,777 SH   SOLE   4,713,777 0 0
BOSTON SCIENTIFIC CORP COM 101137107 479,050 22,147,488 SH   SOLE   22,147,488 0 0
BOTTOMLINE TECH DEL INC COM 101388106 75,040 2,999,208 SH   SOLE   2,999,208 0 0
BOVIE MEDICAL CORP COM 10211F100 272 75,721 SH   SOLE   75,721 0 0
BOWL AMER INC CL A 102565108 11 686 SH   SOLE   686 0 0
BOX INC CL A 10316T104 20,068 1,447,937 SH   SOLE   1,447,937 0 0
BOYD GAMING CORP COM 103304101 133,303 6,608,978 SH   SOLE   6,608,978 0 0
BP PLC SPONSORED ADR 055622104 217 5,815 SH   SOLE   5,815 0 0
BRADY CORP CL A 104674106 138,324 3,683,740 SH   SOLE   3,683,740 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 110 43,293 SH   SOLE   43,293 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 45,940 2,782,562 SH   SOLE   2,782,562 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 143 37,607 SH   SOLE   37,607 0 0
BRF SA SPONSORED ADR 10552T107 24,524 1,661,515 SH   SOLE   1,661,515 0 0
BRIDGE BANCORP INC COM 108035106 22,682 598,478 SH   SOLE   598,478 0 0
BRIDGEPOINT ED INC COM 10807M105 6,126 604,744 SH   SOLE   604,744 0 0
BRIDGFORD FOODS CORP COM 108763103 7 641 SH   SOLE   641 0 0
BRIGGS & STRATTON CORP COM 109043109 76,750 3,447,873 SH   SOLE   3,447,873 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 92,758 1,324,734 SH   SOLE   1,324,734 0 0
BRIGHTCOVE INC COM 10921T101 7,717 958,599 SH   SOLE   958,599 0 0
BRINKER INTL INC COM 109641100 95,252 1,923,119 SH   SOLE   1,923,119 0 0
BRINKS CO COM 109696104 148,985 3,611,762 SH   SOLE   3,611,762 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,463,102 25,035,963 SH   SOLE   25,035,963 0 0
BRISTOW GROUP INC COM 110394103 57,845 2,824,445 SH   SOLE   2,824,445 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 84,949 3,478,678 SH   SOLE   3,478,678 0 0
BROADCOM LTD SHS Y09827109 1,007,271 5,698,199 SH   SOLE   5,698,199 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 378,965 5,715,906 SH   SOLE   5,715,906 0 0
BROADSOFT INC COM 11133B409 36,389 882,148 SH   SOLE   882,148 0 0
BROADVISION INC COM PAR $.001 111412706 4 885 SH   SOLE   885 0 0
BROADWAY FINL CORP DEL COM 111444105 3 1,649 SH   SOLE   1,649 0 0
BROADWIND ENERGY INC COM NEW 11161T207 173 42,882 SH   SOLE   42,882 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 201,650 16,144,890 SH   SOLE   16,144,890 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 87 87,000 PRN   SOLE   87,000 0 0
BROOKDALE SR LIVING INC COM 112463104 31,680 2,550,727 SH   SOLE   2,550,727 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 56 58,000 PRN   SOLE   58,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 90,565 5,522,250 SH   SOLE   5,522,250 0 0
BROOKS AUTOMATION INC COM 114340102 92,619 5,425,824 SH   SOLE   5,425,824 0 0
BROWN & BROWN INC COM 115236101 201,125 4,483,394 SH   SOLE   4,483,394 0 0
BROWN FORMAN CORP CL A 115637100 25,054 541,713 SH   SOLE   541,713 0 0
BROWN FORMAN CORP CL B 115637209 166,858 3,714,550 SH   SOLE   3,714,550 0 0
BRT RLTY TR SH BEN INT NEW 055645303 244 29,846 SH   SOLE   29,846 0 0
BRUKER CORP COM 116794108 29,365 1,386,443 SH   SOLE   1,386,443 0 0
BRUNSWICK CORP COM 117043109 191,653 3,513,987 SH   SOLE   3,513,987 0 0
BRYN MAWR BK CORP COM 117665109 23,385 554,795 SH   SOLE   554,795 0 0
BSB BANCORP INC MD COM 05573H108 7,894 272,669 SH   SOLE   272,669 0 0
BSQUARE CORP COM NEW 11776U300 180 30,800 SH   SOLE   30,800 0 0
BUCKLE INC COM 118440106 52,226 2,290,605 SH   SOLE   2,290,605 0 0
BUFFALO WILD WINGS INC COM 119848109 164,234 1,063,692 SH   SOLE   1,063,692 0 0
BUILD A BEAR WORKSHOP COM 120076104 6,273 456,209 SH   SOLE   456,209 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 36,341 3,312,789 SH   SOLE   3,312,789 0 0
BUNGE LIMITED COM G16962105 126,070 1,745,159 SH   SOLE   1,745,159 0 0
BURLINGTON STORES INC COM 122017106 60,473 713,541 SH   SOLE   713,541 0 0
BWX TECHNOLOGIES INC COM 05605H100 72,930 1,837,022 SH   SOLE   1,837,022 0 0
C & F FINL CORP COM 12466Q104 5,431 108,949 SH   SOLE   108,949 0 0
C D I CORP COM 125071100 5,682 767,859 SH   SOLE   767,859 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 302,413 4,127,940 SH   SOLE   4,127,940 0 0
CA INC COM 12673P105 214,240 6,743,455 SH   SOLE   6,743,455 0 0
CABELAS INC COM 126804301 116,450 1,988,896 SH   SOLE   1,988,896 0 0
CABLE ONE INC COM 12685J105 112,021 180,177 SH   SOLE   180,177 0 0
CABOT CORP COM 127055101 128,130 2,535,216 SH   SOLE   2,535,216 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 118,379 1,873,969 SH   SOLE   1,873,969 0 0
CABOT OIL & GAS CORP COM 127097103 212,143 9,081,467 SH   SOLE   9,081,467 0 0
CACI INTL INC CL A 127190304 248,696 2,000,773 SH   SOLE   2,000,773 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 325,690 12,913,946 SH   SOLE   12,913,946 0 0
CADIZ INC COM NEW 127537207 570 45,609 SH   SOLE   45,609 0 0
CAESARS ACQUISITION CO CL A 12768T103 19,376 1,435,258 SH   SOLE   1,435,258 0 0
CAESARS ENTMT CORP COM 127686103 14,687 1,727,926 SH   SOLE   1,727,926 0 0
CAESARSTONE LTD ORD SHS M20598104 23,713 827,668 SH   SOLE   827,668 0 0
CAFEPRESS INC COM 12769A103 69 23,346 SH   SOLE   23,346 0 0
CAI INTERNATIONAL INC COM 12477X106 4,595 530,024 SH   SOLE   530,024 0 0
CAL MAINE FOODS INC COM NEW 128030202 107,392 2,431,055 SH   SOLE   2,431,055 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 4 1,526 SH   SOLE   1,526 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 10,802 1,263,341 SH   SOLE   1,263,341 0 0
CALAMP CORP COM 128126109 42,378 2,922,610 SH   SOLE   2,922,610 0 0
CALATLANTIC GROUP INC COM 128195104 137,578 4,045,236 SH   SOLE   4,045,236 0 0
CALAVO GROWERS INC COM 128246105 73,086 1,190,321 SH   SOLE   1,190,321 0 0
CALERES INC COM 129500104 114,513 3,489,129 SH   SOLE   3,489,129 0 0
CALGON CARBON CORP COM 129603106 69,683 4,099,006 SH   SOLE   4,099,006 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 1,136 72,613 SH   SOLE   72,613 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 21,705 1,019,509 SH   SOLE   1,019,509 0 0
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CALIX INC COM 13100M509 10,483 1,361,426 SH   SOLE   1,361,426 0 0
CALLAWAY GOLF CO COM 131193104 80,923 7,383,440 SH   SOLE   7,383,440 0 0
CALLIDUS SOFTWARE INC COM 13123E500 30,450 1,812,508 SH   SOLE   1,812,508 0 0
CALLON PETE CO DEL COM 13123X102 72,000 4,684,438 SH   SOLE   4,684,438 0 0
CALPINE CORP COM NEW 131347304 47,701 4,173,301 SH   SOLE   4,173,301 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 2,273 455,504 SH   SOLE   455,504 0 0
CAMBREX CORP COM 132011107 135,084 2,503,877 SH   SOLE   2,503,877 0 0
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CAMDEN PPTY TR SH BEN INT 133131102 340,322 4,048,077 SH   SOLE   4,048,077 0 0
CAMECO CORP COM 13321L108 2,731 260,839 SH   SOLE   260,839 0 0
CAMPBELL SOUP CO COM 134429109 300,714 4,972,953 SH   SOLE   4,972,953 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 11,612 356,303 SH   SOLE   356,303 0 0
CANADIAN NAT RES LTD COM 136385101 23,168 726,731 SH   SOLE   726,731 0 0
CANADIAN SOLAR INC COM 136635109 1,399 114,825 SH   SOLE   114,825 0 0
CANCER GENETICS INC COM 13739U104 51 37,660 SH   SOLE   37,660 0 0
CANTEL MEDICAL CORP COM 138098108 226,515 2,876,375 SH   SOLE   2,876,375 0 0
CANTERBURY PARK HOLDING CORP COM 13811E101 6 598 SH   SOLE   598 0 0
CAPELLA EDUCATION COMPANY COM 139594105 76,964 876,580 SH   SOLE   876,580 0 0
CAPITAL BK FINL CORP CL A COM 139794101 29,097 741,323 SH   SOLE   741,323 0 0
CAPITAL CITY BK GROUP INC COM 139674105 7,546 368,470 SH   SOLE   368,470 0 0
CAPITAL ONE FINL CORP COM 14040H105 568,515 6,516,683 SH   SOLE   6,516,683 0 0
CAPITAL SR LIVING CORP COM 140475104 16,080 1,001,843 SH   SOLE   1,001,843 0 0
CAPITOL FED FINL INC COM 14057J101 69,200 4,204,102 SH   SOLE   4,204,102 0 0
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CAPRICOR THERAPEUTICS INC COM 14070B101 44 16,598 SH   SOLE   16,598 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 1,961 89,311 SH   SOLE   89,311 0 0
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CAPSTONE TURBINE CORP COM NEW 14067D409 51 75,087 SH   SOLE   75,087 0 0
CARA THERAPEUTICS INC COM 140755109 6,433 692,518 SH   SOLE   692,518 0 0
CARBO CERAMICS INC COM 140781105 18,072 1,727,700 SH   SOLE   1,727,700 0 0
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CARDINAL FINL CORP COM 14149F109 84,444 2,575,305 SH   SOLE   2,575,305 0 0
CARDINAL HEALTH INC COM 14149Y108 323,785 4,498,882 SH   SOLE   4,498,882 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 27,479 1,135,007 SH   SOLE   1,135,007 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 68 58,000 PRN   SOLE   58,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 191,327 3,506,083 SH   SOLE   3,506,083 0 0
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CARMAX INC COM 143130102 213,852 3,321,202 SH   SOLE   3,321,202 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 305,554 5,869,267 SH   SOLE   5,869,267 0 0
CAROLINA BK HLDGS INC GREENS COM 143785103 41 1,578 SH   SOLE   1,578 0 0
CAROLINA FINL CORP NEW COM 143873107 10,609 344,563 SH   SOLE   344,563 0 0
CAROLINA TR BANCSHARES INC COM 14422P105 11 1,662 SH   SOLE   1,662 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 103,432 2,859,597 SH   SOLE   2,859,597 0 0
CARRIAGE SVCS INC COM 143905107 13,846 483,434 SH   SOLE   483,434 0 0
CARRIZO OIL & GAS INC COM 144577103 185,820 4,975,095 SH   SOLE   4,975,095 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 16,916 1,109,252 SH   SOLE   1,109,252 0 0
CARTER INC COM 146229109 162,846 1,885,007 SH   SOLE   1,885,007 0 0
CARTESIAN INC COM 146534102 2 1,655 SH   SOLE   1,655 0 0
CAS MED SYS INC COM PAR $0.004 124769209 161 99,872 SH   SOLE   99,872 0 0
CASCADE BANCORP COM NEW 147154207 8,602 1,059,325 SH   SOLE   1,059,325 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 200 46,366 SH   SOLE   46,366 0 0
CASELLA WASTE SYS INC CL A 147448104 15,799 1,273,092 SH   SOLE   1,273,092 0 0
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CASI PHARMACEUTICALS INC COM 14757U109 44 37,886 SH   SOLE   37,886 0 0
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CATO CORP NEW CL A 149205106 61,243 2,035,991 SH   SOLE   2,035,991 0 0
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CBRE GROUP INC CL A 12504L109 221,043 7,019,458 SH   SOLE   7,019,458 0 0
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CCA INDS INC COM 124867102 6 2,196 SH   SOLE   2,196 0 0
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CEB INC COM 125134106 116,719 1,926,052 SH   SOLE   1,926,052 0 0
CECO ENVIRONMENTAL CORP COM 125141101 13,317 954,650 SH   SOLE   954,650 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 41,698 6,385,672 SH   SOLE   6,385,672 0 0
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CELGENE CORP COM 151020104 1,835,583 15,858,169 SH   SOLE   15,858,169 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 16,241 4,587,716 SH   SOLE   4,587,716 0 0
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CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 6,300 2,470,675 SH   SOLE   2,470,675 0 0
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CHANGYOU COM LTD ADS REP CL A 15911M107 37 1,728 SH   SOLE   1,728 0 0
CHANNELADVISOR CORP COM 159179100 10,682 744,415 SH   SOLE   744,415 0 0
CHANTICLEER HLDGS INC COM PAR $.0001 N 15930P404 3 8,056 SH   SOLE   8,056 0 0
CHARLES & COLVARD LTD COM 159765106 8 7,183 SH   SOLE   7,183 0 0
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CHARTER COMMUNICATIONS INC N CL A 16119P108 853,325 2,963,756 SH   SOLE   2,963,756 0 0
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CHATHAM LODGING TR COM 16208T102 23,697 1,153,158 SH   SOLE   1,153,158 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 83,547 989,190 SH   SOLE   989,190 0 0
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CHEMOURS CO COM 163851108 322,754 14,610,858 SH   SOLE   14,610,858 0 0
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CHERRY HILL MTG INVT CORP COM 164651101 3,134 172,311 SH   SOLE   172,311 0 0
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CHESAPEAKE LODGING TR SH BEN INT 165240102 126,107 4,876,530 SH   SOLE   4,876,530 0 0
CHESAPEAKE UTILS CORP COM 165303108 31,901 476,483 SH   SOLE   476,483 0 0
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CHICAGO BRIDGE & IRON CO N V COM 167250109 36,327 1,144,172 SH   SOLE   1,144,172 0 0
CHICAGO RIVET & MACH CO COM 168088102 5 125 SH   SOLE   125 0 0
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CHINA BIOLOGIC PRODS INC COM 16938C106 40,884 380,241 SH   SOLE   380,241 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 35 492 SH   SOLE   492 0 0
CHINA YUCHAI INTL LTD COM G21082105 29 2,124 SH   SOLE   2,124 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 190,464 504,781 SH   SOLE   504,781 0 0
CHOICE HOTELS INTL INC COM 169905106 21,725 387,600 SH   SOLE   387,600 0 0
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CHUBB LIMITED COM H1467J104 933,633 7,066,552 SH   SOLE   7,066,552 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,941 93,208 SH   SOLE   93,208 0 0
CHURCH & DWIGHT INC COM 171340102 303,428 6,866,447 SH   SOLE   6,866,447 0 0
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CIBER INC COM 17163B102 2,658 4,206,299 SH   SOLE   4,206,299 0 0
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CIENA CORP COM NEW 171779309 211,175 8,651,154 SH   SOLE   8,651,154 0 0
CIGNA CORPORATION COM 125509109 545,261 4,087,719 SH   SOLE   4,087,719 0 0
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CIMPRESS N V SHS EURO N20146101 68,304 745,592 SH   SOLE   745,592 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 97,113 4,345,119 SH   SOLE   4,345,119 0 0
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CIT GROUP INC COM NEW 125581801 98,145 2,299,562 SH   SOLE   2,299,562 0 0
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CITIGROUP INC COM NEW 172967424 2,341,880 39,405,684 SH   SOLE   39,405,684 0 0
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CITY HLDG CO COM 177835105 79,739 1,179,565 SH   SOLE   1,179,565 0 0
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CLIFFS NAT RES INC COM 18683K101 58,900 7,003,596 SH   SOLE   7,003,596 0 0
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CME GROUP INC COM 12572Q105 1,142,447 9,904,180 SH   SOLE   9,904,180 0 0
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COACH INC COM 189754104 184,920 5,280,411 SH   SOLE   5,280,411 0 0
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COBIZ FINANCIAL INC COM 190897108 20,645 1,222,307 SH   SOLE   1,222,307 0 0
COCA COLA BOTTLING CO CONS COM 191098102 25,196 140,877 SH   SOLE   140,877 0 0
COCA COLA CO COM 191216100 2,619,067 63,170,942 SH   SOLE   63,170,942 0 0
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COHEN & STEERS INC COM 19247A100 22,233 661,694 SH   SOLE   661,694 0 0
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COLONY STARWOOD HOMES COM 19625X102 60,073 2,085,130 SH   SOLE   2,085,130 0 0
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COLUMBIA SPORTSWEAR CO COM 198516106 46,964 805,566 SH   SOLE   805,566 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 17,285 639,224 SH   SOLE   639,224 0 0
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COMCAST CORP NEW CL A 20030N101 2,204,347 31,923,924 SH   SOLE   31,923,924 0 0
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COMFORT SYS USA INC COM 199908104 98,766 2,965,958 SH   SOLE   2,965,958 0 0
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CONAGRA BRANDS INC COM 205887102 322,519 8,154,722 SH   SOLE   8,154,722 0 0
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CONIFER HLDGS INC COM 20731J102 108 13,199 SH   SOLE   13,199 0 0
CONMED CORP COM 207410101 92,740 2,099,613 SH   SOLE   2,099,613 0 0
CONNECTICUT WTR SVC INC COM 207797101 19,854 355,494 SH   SOLE   355,494 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 24,395 940,074 SH   SOLE   940,074 0 0
CONNECTURE INC COM 20786J106 4 2,157 SH   SOLE   2,157 0 0
CONNS INC COM 208242107 8,735 690,517 SH   SOLE   690,517 0 0
CONOCOPHILLIPS COM 20825C104 1,059,591 21,132,656 SH   SOLE   21,132,656 0 0
CONSOL ENERGY INC COM 20854P109 142,535 7,818,695 SH   SOLE   7,818,695 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 127,765 4,758,457 SH   SOLE   4,758,457 0 0
CONSOLIDATED EDISON INC COM 209115104 616,630 8,369,033 SH   SOLE   8,369,033 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 7,161 134,042 SH   SOLE   134,042 0 0
CONSOLIDATED WATER CO INC ORD G23773107 5,148 474,501 SH   SOLE   474,501 0 0
CONSTELLATION BRANDS INC CL A 21036P108 396,651 2,587,245 SH   SOLE   2,587,245 0 0
CONSTELLIUM NV CL A N22035104 77 13,005 SH   SOLE   13,005 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 291 56,898 SH   SOLE   56,898 0 0
CONTAINER STORE GROUP INC COM 210751103 3,381 532,511 SH   SOLE   532,511 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 17,808 1,906,638 SH   SOLE   1,906,638 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 24,256 1,050,033 SH   SOLE   1,050,033 0 0
CONTINENTAL MATLS CORP COM PAR $0.25 211615307 2 77 SH   SOLE   77 0 0
CONTINENTAL RESOURCES INC COM 212015101 58,731 1,139,522 SH   SOLE   1,139,522 0 0
CONTRAFECT CORP COM 212326102 159 90,998 SH   SOLE   90,998 0 0
CONTRAVIR PHARMACEUTICALS IN COM 21234W103 23 19,117 SH   SOLE   19,117 0 0
CONTROL4 CORP COM 21240D107 6,716 658,413 SH   SOLE   658,413 0 0
CONVERGYS CORP COM 212485106 135,820 5,530,123 SH   SOLE   5,530,123 0 0
COOPER COS INC COM NEW 216648402 182,522 1,043,401 SH   SOLE   1,043,401 0 0
COOPER STD HLDGS INC COM 21676P103 138,580 1,340,491 SH   SOLE   1,340,491 0 0
COOPER TIRE & RUBR CO COM 216831107 67,996 1,750,206 SH   SOLE   1,750,206 0 0
COPA HOLDINGS SA CL A P31076105 26,665 293,571 SH   SOLE   293,571 0 0
COPART INC COM 217204106 214,566 3,872,338 SH   SOLE   3,872,338 0 0
COPSYNC INC COM NEW 217712207 1 1,766 SH   SOLE   1,766 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 867 102,550 SH   SOLE   102,550 0 0
CORCEPT THERAPEUTICS INC COM 218352102 23,934 3,296,752 SH   SOLE   3,296,752 0 0
CORE LABORATORIES N V COM N22717107 27,984 233,123 SH   SOLE   233,123 0 0
CORE MARK HOLDING CO INC COM 218681104 158,458 3,679,091 SH   SOLE   3,679,091 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 361 21,079 SH   SOLE   21,079 0 0
CORECIVIC INC COM 21871N101 128,277 5,244,351 SH   SOLE   5,244,351 0 0
CORELOGIC INC COM 21871D103 124,583 3,382,644 SH   SOLE   3,382,644 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 13,883 398,022 SH   SOLE   398,022 0 0
CORESITE RLTY CORP COM 21870Q105 220,858 2,782,641 SH   SOLE   2,782,641 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 1,160 1,660,949 SH   SOLE   1,660,949 0 0
CORIUM INTL INC COM 21887L107 146 35,906 SH   SOLE   35,906 0 0
CORMEDIX INC COM 21900C100 163 106,733 SH   SOLE   106,733 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 64,172 1,516,719 SH   SOLE   1,516,719 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 60 58,000 PRN   SOLE   58,000 0 0
CORNING INC COM 219350105 347,361 14,312,347 SH   SOLE   14,312,347 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 130,493 4,179,776 SH   SOLE   4,179,776 0 0
CORVEL CORP COM 221006109 31,556 862,194 SH   SOLE   862,194 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 1,558 108,919 SH   SOLE   108,919 0 0
COSAN LTD SHS A G25343107 3 376 SH   SOLE   376 0 0
COSTAMARE INC SHS Y1771G102 4,651 830,520 SH   SOLE   830,520 0 0
COSTAR GROUP INC COM 22160N109 62,706 332,674 SH   SOLE   332,674 0 0
COSTCO WHSL CORP NEW COM 22160K105 949,772 5,931,997 SH   SOLE   5,931,997 0 0
COTIVITI HLDGS INC COM 22164K101 13,572 394,535 SH   SOLE   394,535 0 0
COTY INC COM CL A 222070203 143,613 7,843,408 SH   SOLE   7,843,408 0 0
COUNTY BANCORP INC COM 221907108 3,807 141,169 SH   SOLE   141,169 0 0
COUPA SOFTWARE INC COM 22266L106 6,344 253,675 SH   SOLE   253,675 0 0
COUSINS PPTYS INC COM 222795106 188,983 22,207,205 SH   SOLE   22,207,205 0 0
COVANTA HLDG CORP COM 22282E102 27,717 1,776,704 SH   SOLE   1,776,704 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 7,645 395,281 SH   SOLE   395,281 0 0
COVISINT CORP COM 22357R103 210 110,311 SH   SOLE   110,311 0 0
COWEN GROUP INC NEW CL A NEW 223622606 15,433 995,660 SH   SOLE   995,660 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 18,963 1,231,367 SH   SOLE   1,231,367 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 188 20,373 SH   SOLE   20,373 0 0
CPI CARD GROUP INC COM 12634H101 2,887 695,661 SH   SOLE   695,661 0 0
CPS TECHNOLOGIES CORP COM 12619F104 4 2,230 SH   SOLE   2,230 0 0
CRA INTL INC COM 12618T105 9,875 269,803 SH   SOLE   269,803 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 217,770 1,304,169 SH   SOLE   1,304,169 0 0
CRAFT BREW ALLIANCE INC COM 224122101 7,036 416,360 SH   SOLE   416,360 0 0
CRANE CO COM 224399105 140,378 1,946,455 SH   SOLE   1,946,455 0 0
CRAWFORD & CO CL B 224633107 4,862 387,063 SH   SOLE   387,063 0 0
CRAWFORD & CO CL A 224633206 98 10,305 SH   SOLE   10,305 0 0
CRAY INC COM NEW 225223304 67,761 3,273,475 SH   SOLE   3,273,475 0 0
CREDICORP LTD COM G2519Y108 236,563 1,498,565 SH   SOLE   1,498,565 0 0
CREDIT ACCEP CORP MICH COM 225310101 18,501 85,056 SH   SOLE   85,056 0 0
CREE INC COM 225447101 109,882 4,163,768 SH   SOLE   4,163,768 0 0
CRESCENT PT ENERGY CORP COM 22576C101 4,843 356,378 SH   SOLE   356,378 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 2,702 171,340 SH   SOLE   171,340 0 0
CROCS INC COM 227046109 28,916 4,215,108 SH   SOLE   4,215,108 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 40,817 2,614,775 SH   SOLE   2,614,775 0 0
CROSSROADS SYS INC COM PAR 22765D407 1 157 SH   SOLE   157 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 635,952 7,329,174 SH   SOLE   7,329,174 0 0
CROWN CRAFTS INC COM 228309100 225 29,020 SH   SOLE   29,020 0 0
CROWN HOLDINGS INC COM 228368106 78,576 1,494,699 SH   SOLE   1,494,699 0 0
CRYOLIFE INC COM 228903100 45,479 2,374,904 SH   SOLE   2,374,904 0 0
CRYOPORT INC COM PAR $0.001 229050307 9 2,880 SH   SOLE   2,880 0 0
CRYSTAL ROCK HLDGS INC COM 22940F103 2 2,580 SH   SOLE   2,580 0 0
CSG SYS INTL INC COM 126349109 122,934 2,539,950 SH   SOLE   2,539,950 0 0
CSP INC COM 126389105 7 681 SH   SOLE   681 0 0
CSRA INC COM 12650T104 86,540 2,717,969 SH   SOLE   2,717,969 0 0
CSS INDS INC COM 125906107 7,642 282,300 SH   SOLE   282,300 0 0
CST BRANDS INC COM 12646R105 142,385 2,957,122 SH   SOLE   2,957,122 0 0
CSW INDUSTRIALS INC COM 126402106 17,524 475,555 SH   SOLE   475,555 0 0
CSX CORP COM 126408103 460,030 12,803,506 SH   SOLE   12,803,506 0 0
CTI BIOPHARMA CORP COM 12648L106 22 52,768 SH   SOLE   52,768 0 0
CTI INDUSTRIES CORP COM NEW 125961300 1 230 SH   SOLE   230 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 207,533 5,188,322 SH   SOLE   5,188,322 0 0
CTS CORP COM 126501105 57,727 2,577,115 SH   SOLE   2,577,115 0 0
CU BANCORP CALIF COM 126534106 19,200 536,312 SH   SOLE   536,312 0 0
CUBESMART COM 229663109 79,377 2,965,139 SH   SOLE   2,965,139 0 0
CUBIC CORP COM 229669106 115,785 2,414,693 SH   SOLE   2,414,693 0 0
CUI GLOBAL INC COM NEW 126576206 408 58,922 SH   SOLE   58,922 0 0
CULLEN FROST BANKERS INC COM 229899109 200,406 2,271,399 SH   SOLE   2,271,399 0 0
CULP INC COM 230215105 12,640 340,246 SH   SOLE   340,246 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 182 33,106 SH   SOLE   33,106 0 0
CUMMINS INC COM 231021106 428,543 3,135,605 SH   SOLE   3,135,605 0 0
CUMULUS MEDIA INC CL A NEW 231082603 6 5,678 SH   SOLE   5,678 0 0
CURIS INC COM 231269101 17,098 5,551,378 SH   SOLE   5,551,378 0 0
CURTISS WRIGHT CORP COM 231561101 290,369 2,952,107 SH   SOLE   2,952,107 0 0
CUSTOMERS BANCORP INC COM 23204G100 76,449 2,134,255 SH   SOLE   2,134,255 0 0
CUTERA INC COM 232109108 6,686 385,385 SH   SOLE   385,385 0 0
CVB FINL CORP COM 126600105 183,059 7,983,374 SH   SOLE   7,983,374 0 0
CVD EQUIPMENT CORP COM 126601103 166 19,154 SH   SOLE   19,154 0 0
CVR ENERGY INC COM 12662P108 12,936 509,476 SH   SOLE   509,476 0 0
CVS HEALTH CORP COM 126650100 1,128,243 14,297,847 SH   SOLE   14,297,847 0 0
CYANOTECH CORP COM PAR $0.02 232437301 3 812 SH   SOLE   812 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 5,276 115,960 SH   SOLE   115,960 0 0
CYBEROPTICS CORP COM 232517102 534 20,447 SH   SOLE   20,447 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 4 816 SH   SOLE   816 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 117 67,554 SH   SOLE   67,554 0 0
CYNOSURE INC CL A 232577205 87,350 1,915,577 SH   SOLE   1,915,577 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 156,778 13,704,370 SH   SOLE   13,704,370 0 0
CYRUSONE INC COM 23283R100 49,851 1,114,477 SH   SOLE   1,114,477 0 0
CYS INVTS INC COM 12673A108 69,665 9,012,329 SH   SOLE   9,012,329 0 0
CYTOKINETICS INC COM NEW 23282W605 19,850 1,633,726 SH   SOLE   1,633,726 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 7,132 648,924 SH   SOLE   648,924 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 67 44,201 SH   SOLE   44,201 0 0
CYTOSORBENTS CORP COM NEW 23283X206 351 64,489 SH   SOLE   64,489 0 0
CYTRX CORP COM PAR 232828509 1,146 3,078,200 SH   SOLE   3,078,200 0 0
D R HORTON INC COM 23331A109 298,897 10,936,572 SH   SOLE   10,936,572 0 0
DAILY JOURNAL CORP COM 233912104 8,335 34,469 SH   SOLE   34,469 0 0
DAKTRONICS INC COM 234264109 34,895 3,261,253 SH   SOLE   3,261,253 0 0
DANA INCORPORATED COM 235825205 168,433 8,874,218 SH   SOLE   8,874,218 0 0
DANAHER CORP DEL COM 235851102 817,052 10,496,559 SH   SOLE   10,496,559 0 0
DARDEN RESTAURANTS INC COM 237194105 373,478 5,135,834 SH   SOLE   5,135,834 0 0
DARLING INGREDIENTS INC COM 237266101 172,480 13,360,213 SH   SOLE   13,360,213 0 0
DASAN ZHONE SOLUTIONS INC COM 23305L107 68 68,865 SH   SOLE   68,865 0 0
DATA I O CORP COM 237690102 9 2,146 SH   SOLE   2,146 0 0
DATALINK CORP COM 237934104 7,511 667,041 SH   SOLE   667,041 0 0
DATAWATCH CORP COM NEW 237917208 177 32,243 SH   SOLE   32,243 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 162,946 2,894,237 SH   SOLE   2,894,237 0 0
DAVITA INC COM 23918K108 203,365 3,167,683 SH   SOLE   3,167,683 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 5,492 683,026 SH   SOLE   683,026 0 0
DAXOR CORP COM 239467103 1 131 SH   SOLE   131 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 12,105 344,564 SH   SOLE   344,564 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 189,729 3,962,596 SH   SOLE   3,962,596 0 0
DDR CORP COM 23317H102 73,675 4,824,809 SH   SOLE   4,824,809 0 0
DEAN FOODS CO NEW COM NEW 242370203 119,133 5,469,833 SH   SOLE   5,469,833 0 0
DECKERS OUTDOOR CORP COM 243537107 108,160 1,952,694 SH   SOLE   1,952,694 0 0
DEERE & CO COM 244199105 387,879 3,764,355 SH   SOLE   3,764,355 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 13,222 777,770 SH   SOLE   777,770 0 0
DEL TACO RESTAURANTS INC COM 245496104 10,750 761,349 SH   SOLE   761,349 0 0
DELCATH SYS INC COM PAR 24661P500 0 264 SH   SOLE   264 0 0
DELEK US HLDGS INC COM 246647101 45,954 1,909,164 SH   SOLE   1,909,164 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 75,407 1,371,776 SH   SOLE   1,371,776 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 326,658 4,850,156 SH   SOLE   4,850,156 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 512,181 10,412,296 SH   SOLE   10,412,296 0 0
DELTA APPAREL INC COM 247368103 4,969 239,696 SH   SOLE   239,696 0 0
DELTA NAT GAS INC COM 247748106 6,853 233,659 SH   SOLE   233,659 0 0
DELTIC TIMBER CORP COM 247850100 70,034 908,700 SH   SOLE   908,700 0 0
DELUXE CORP COM 248019101 205,666 2,872,026 SH   SOLE   2,872,026 0 0
DENBURY RES INC COM NEW 247916208 83,891 22,796,530 SH   SOLE   22,796,530 0 0
DENNYS CORP COM 24869P104 31,441 2,450,572 SH   SOLE   2,450,572 0 0
DENTSPLY SIRONA INC COM 24906P109 241,830 4,188,983 SH   SOLE   4,188,983 0 0
DEPOMED INC COM 249908104 110,886 6,153,509 SH   SOLE   6,153,509 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 66 58,000 PRN   SOLE   58,000 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 295 56,718 SH   SOLE   56,718 0 0
DERMIRA INC COM 24983L104 45,115 1,487,486 SH   SOLE   1,487,486 0 0
DESTINATION MATERNITY CORP COM 25065D100 190 36,726 SH   SOLE   36,726 0 0
DESTINATION XL GROUP INC COM 25065K104 4,979 1,171,586 SH   SOLE   1,171,586 0 0
DETERMINE INC COM 250660107 4 2,257 SH   SOLE   2,257 0 0
DEVON ENERGY CORP NEW COM 25179M103 480,361 10,518,080 SH   SOLE   10,518,080 0 0
DEVRY ED GROUP INC COM 251893103 113,221 3,628,878 SH   SOLE   3,628,878 0 0
DEXCOM INC COM 252131107 62,959 1,054,589 SH   SOLE   1,054,589 0 0
DEXTERA SURGICAL INC COM 252366109 4 4,034 SH   SOLE   4,034 0 0
DHI GROUP INC COM 23331S100 25,444 4,071,062 SH   SOLE   4,071,062 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 12,421 3,000,318 SH   SOLE   3,000,318 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 23,551 111,947 SH   SOLE   111,947 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 50,325 2,843,197 SH   SOLE   2,843,197 0 0
DIAMONDBACK ENERGY INC COM 25278X109 100,688 996,319 SH   SOLE   996,319 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 199,783 17,327,209 SH   SOLE   17,327,209 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 127 44,002 SH   SOLE   44,002 0 0
DICKS SPORTING GOODS INC COM 253393102 189,148 3,562,112 SH   SOLE   3,562,112 0 0
DIEBOLD NXDF INC COM 253651103 110,557 4,395,921 SH   SOLE   4,395,921 0 0
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 1 239 SH   SOLE   239 0 0
DIGI INTL INC COM 253798102 29,421 2,139,735 SH   SOLE   2,139,735 0 0
DIGIMARC CORP NEW COM 25381B101 9,483 316,102 SH   SOLE   316,102 0 0
DIGIRAD CORP COM 253827109 282 56,399 SH   SOLE   56,399 0 0
DIGITAL ALLY INC COM NEW 25382P208 4 889 SH   SOLE   889 0 0
DIGITAL RLTY TR INC COM 253868103 504,237 5,131,661 SH   SOLE   5,131,661 0 0
DIGITAL TURBINE INC COM NEW 25400W102 112 165,036 SH   SOLE   165,036 0 0
DIGITALGLOBE INC COM NEW 25389M877 77,501 2,705,081 SH   SOLE   2,705,081 0 0
DILLARDS INC CL A 254067101 12,847 204,927 SH   SOLE   204,927 0 0
DIME CMNTY BANCSHARES COM 253922108 51,318 2,553,155 SH   SOLE   2,553,155 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 1,700 390,867 SH   SOLE   390,867 0 0
DINEEQUITY INC COM 254423106 105,302 1,367,558 SH   SOLE   1,367,558 0 0
DIODES INC COM 254543101 79,800 3,108,687 SH   SOLE   3,108,687 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 26 16,415 SH   SOLE   16,415 0 0
DIPLOMAT PHARMACY INC COM 25456K101 47,606 3,778,238 SH   SOLE   3,778,238 0 0
DISCOVER FINL SVCS COM 254709108 374,265 5,191,631 SH   SOLE   5,191,631 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 71,963 2,625,429 SH   SOLE   2,625,429 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 102,398 3,823,683 SH   SOLE   3,823,683 0 0
DISH NETWORK CORP CL A 25470M109 73,760 1,273,264 SH   SOLE   1,273,264 0 0
DISNEY WALT CO COM DISNEY 254687106 2,070,271 19,864,432 SH   SOLE   19,864,432 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 16 1,570 SH   SOLE   1,570 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 52 37,396 SH   SOLE   37,396 0 0
DIXIE GROUP INC CL A 255519100 149 41,408 SH   SOLE   41,408 0 0
DLH HLDGS CORP COM 23335Q100 48 8,155 SH   SOLE   8,155 0 0
DMC GLOBAL INC COM 23291C103 7,507 473,627 SH   SOLE   473,627 0 0
DNB FINL CORP COM 233237106 18 618 SH   SOLE   618 0 0
DOCUMENT SEC SYS INC COM NEW 25614T200 4 6,521 SH   SOLE   6,521 0 0
DOLBY LABORATORIES INC COM 25659T107 25,249 558,736 SH   SOLE   558,736 0 0
DOLLAR GEN CORP NEW COM 256677105 342,698 4,626,678 SH   SOLE   4,626,678 0 0
DOLLAR TREE INC COM 256746108 304,201 3,941,454 SH   SOLE   3,941,454 0 0
DOMINION DIAMOND CORP COM 257287102 140 14,431 SH   SOLE   14,431 0 0
DOMINION RES INC VA NEW COM 25746U109 1,052,117 13,737,002 SH   SOLE   13,737,002 0 0
DOMINOS PIZZA INC COM 25754A201 304,300 1,910,953 SH   SOLE   1,910,953 0 0
DOMTAR CORP COM NEW 257559203 253,905 6,505,375 SH   SOLE   6,505,375 0 0
DONALDSON INC COM 257651109 213,530 5,074,388 SH   SOLE   5,074,388 0 0
DONEGAL GROUP INC CL A 257701201 4,951 283,234 SH   SOLE   283,234 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 36,743 1,598,926 SH   SOLE   1,598,926 0 0
DONNELLEY R R & SONS CO COM 257867200 101,696 6,231,351 SH   SOLE   6,231,351 0 0
DORIAN LPG LTD SHS USD Y2106R110 6,201 755,330 SH   SOLE   755,330 0 0
DORMAN PRODUCTS INC COM 258278100 161,422 2,209,447 SH   SOLE   2,209,447 0 0
DOUGLAS DYNAMICS INC COM 25960R105 23,720 704,902 SH   SOLE   704,902 0 0
DOUGLAS EMMETT INC COM 25960P109 267,670 7,321,394 SH   SOLE   7,321,394 0 0
DOVER CORP COM 260003108 210,097 2,803,909 SH   SOLE   2,803,909 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 45 43,714 SH   SOLE   43,714 0 0
DOVER MOTORSPORTS INC COM 260174107 97 42,132 SH   SOLE   42,132 0 0
DOW CHEM CO COM 260543103 920,800 16,092,277 SH   SOLE   16,092,277 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 424,778 4,684,880 SH   SOLE   4,684,880 0 0
DR REDDYS LABS LTD ADR 256135203 6,792 150,007 SH   SOLE   150,007 0 0
DREW INDS INC COM NEW 26168L205 201,188 1,867,178 SH   SOLE   1,867,178 0 0
DRIL-QUIP INC COM 262037104 96,918 1,613,950 SH   SOLE   1,613,950 0 0
DRIVE SHACK INC COM 262077100 1,593 423,579 SH   SOLE   423,579 0 0
DSP GROUP INC COM 23332B106 23,572 1,806,302 SH   SOLE   1,806,302 0 0
DST SYS INC DEL COM 233326107 137,222 1,280,652 SH   SOLE   1,280,652 0 0
DSW INC CL A 23334L102 48,288 2,131,913 SH   SOLE   2,131,913 0 0
DTE ENERGY CO COM 233331107 643,335 6,530,653 SH   SOLE   6,530,653 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 925,231 12,605,325 SH   SOLE   12,605,325 0 0
DUCOMMUN INC DEL COM 264147109 8,727 341,433 SH   SOLE   341,433 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 947,619 12,208,437 SH   SOLE   12,208,437 0 0
DUKE REALTY CORP COM NEW 264411505 419,485 15,793,861 SH   SOLE   15,793,861 0 0
DULUTH HLDGS INC COM CL B 26443V101 7,892 310,698 SH   SOLE   310,698 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 77,624 639,830 SH   SOLE   639,830 0 0
DUNKIN BRANDS GROUP INC COM 265504100 184,501 3,518,331 SH   SOLE   3,518,331 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 118,556 2,698,748 SH   SOLE   2,698,748 0 0
DURECT CORP COM 266605104 5,395 4,025,925 SH   SOLE   4,025,925 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 44,731 1,287,597 SH   SOLE   1,287,597 0 0
DYCOM INDS INC COM 267475101 148,618 1,851,016 SH   SOLE   1,851,016 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 63 58,000 PRN   SOLE   58,000 0 0
DYNASIL CORP AMER COM 268102100 5 4,043 SH   SOLE   4,043 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,923 1,246,397 SH   SOLE   1,246,397 0 0
DYNEGY INC NEW DEL COM 26817R108 31,983 3,780,521 SH   SOLE   3,780,521 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 13,772 430,377 SH   SOLE   430,377 0 0
DYNEX CAP INC COM NEW 26817Q506 17,802 2,610,256 SH   SOLE   2,610,256 0 0
E L F BEAUTY INC COM 26856L103 8,370 289,202 SH   SOLE   289,202 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 178,449 5,150,040 SH   SOLE   5,150,040 0 0
EAGLE BANCORP INC MD COM 268948106 56,003 918,834 SH   SOLE   918,834 0 0
EAGLE BANCORP MONT INC COM 26942G100 18 850 SH   SOLE   850 0 0
EAGLE MATERIALS INC COM 26969P108 199,573 2,025,501 SH   SOLE   2,025,501 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 67,700 853,285 SH   SOLE   853,285 0 0
EARTHLINK HLDGS CORP COM 27033X101 18,924 3,355,305 SH   SOLE   3,355,305 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 1,189 86,532 SH   SOLE   86,532 0 0
EAST WEST BANCORP INC COM 27579R104 297,570 5,854,217 SH   SOLE   5,854,217 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 20,105 1,004,231 SH   SOLE   1,004,231 0 0
EASTERN CO COM 276317104 367 17,573 SH   SOLE   17,573 0 0
EASTERN VA BANKSHARES INC COM 277196101 36 3,454 SH   SOLE   3,454 0 0
EASTGROUP PPTY INC COM 277276101 174,502 2,363,241 SH   SOLE   2,363,241 0 0
EASTMAN CHEM CO COM 277432100 210,620 2,800,429 SH   SOLE   2,800,429 0 0
EASTMAN KODAK CO COM NEW 277461406 8,230 530,973 SH   SOLE   530,973 0 0
EATON CORP PLC SHS G29183103 617,823 9,208,866 SH   SOLE   9,208,866 0 0
EATON VANCE CORP COM NON VTG 278265103 198,068 4,729,407 SH   SOLE   4,729,407 0 0
EBAY INC COM 278642103 457,226 15,400,002 SH   SOLE   15,400,002 0 0
EBIX INC COM NEW 278715206 105,652 1,851,919 SH   SOLE   1,851,919 0 0
ECHELON CORP COM NEW 27874N303 4 759 SH   SOLE   759 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 58,616 2,339,956 SH   SOLE   2,339,956 0 0
ECHOSTAR CORP CL A 278768106 29,373 571,574 SH   SOLE   571,574 0 0
ECLIPSE RES CORP COM 27890G100 4,827 1,808,049 SH   SOLE   1,808,049 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 20 21,240 SH   SOLE   21,240 0 0
ECOLAB INC COM 278865100 478,953 4,085,930 SH   SOLE   4,085,930 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 89 8,409 SH   SOLE   8,409 0 0
ECOPETROL S A SPONSORED ADS 279158109 6,965 769,592 SH   SOLE   769,592 0 0
EDGE THERAPEUTICS INC COM 279870109 6,464 517,087 SH   SOLE   517,087 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 209 27,860 SH   SOLE   27,860 0 0
EDGEWELL PERS CARE CO COM 28035Q102 167,051 2,288,679 SH   SOLE   2,288,679 0 0
EDISON INTL COM 281020107 631,581 8,773,179 SH   SOLE   8,773,179 0 0
EDITAS MEDICINE INC COM 28106W103 11,572 713,006 SH   SOLE   713,006 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 203,628 4,813,908 SH   SOLE   4,813,908 0 0
EDUCATIONAL DEV CORP COM 281479105 117 11,719 SH   SOLE   11,719 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 407,224 4,346,045 SH   SOLE   4,346,045 0 0
EGAIN CORP COM NEW 28225C806 93 44,064 SH   SOLE   44,064 0 0
EGALET CORP COM 28226B104 5,570 728,090 SH   SOLE   728,090 0 0
EHEALTH INC COM 28238P109 15,203 1,427,497 SH   SOLE   1,427,497 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 142 15,643 SH   SOLE   15,643 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,526 131,008 SH   SOLE   131,008 0 0
EL PASO ELEC CO COM NEW 283677854 156,238 3,359,965 SH   SOLE   3,359,965 0 0
EL POLLO LOCO HLDGS INC COM 268603107 21,583 1,754,708 SH   SOLE   1,754,708 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,715 532,574 SH   SOLE   532,574 0 0
ELDORADO RESORTS INC COM 28470R102 15,813 932,921 SH   SOLE   932,921 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 15,586 2,632,813 SH   SOLE   2,632,813 0 0
ELECTRO-SENSORS INC COM 285233102 1 222 SH   SOLE   222 0 0
ELECTROMED INC COM 285409108 62 15,869 SH   SOLE   15,869 0 0
ELECTRONIC ARTS INC COM 285512109 439,446 5,579,561 SH   SOLE   5,579,561 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 163,602 3,730,092 SH   SOLE   3,730,092 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 62 58,000 PRN   SOLE   58,000 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 5 2,365 SH   SOLE   2,365 0 0
ELLIE MAE INC COM 28849P100 88,817 1,061,393 SH   SOLE   1,061,393 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,227 171,170 SH   SOLE   171,170 0 0
ELLIS PERRY INTL INC COM 288853104 25,512 1,024,175 SH   SOLE   1,024,175 0 0
ELMIRA SVGS BK ELMIRA N Y COM 289660102 13 637 SH   SOLE   637 0 0
EMAGIN CORP COM NEW 29076N206 134 62,129 SH   SOLE   62,129 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 8,423 437,563 SH   SOLE   437,563 0 0
EMC INS GROUP INC COM 268664109 8,450 281,560 SH   SOLE   281,560 0 0
EMCLAIRE FINL CORP COM 290828102 6 214 SH   SOLE   214 0 0
EMCOR GROUP INC COM 29084Q100 255,378 3,609,067 SH   SOLE   3,609,067 0 0
EMCORE CORP COM NEW 290846203 6,066 697,235 SH   SOLE   697,235 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 87,465 2,663,371 SH   SOLE   2,663,371 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 37 29,000 PRN   SOLE   29,000 0 0
EMERGENT CAP INC COM 29102N105 67 55,620 SH   SOLE   55,620 0 0
EMERSON ELEC CO COM 291011104 699,355 12,544,480 SH   SOLE   12,544,480 0 0
EMERSON RADIO CORP COM NEW 291087203 5 4,988 SH   SOLE   4,988 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 8 2,255 SH   SOLE   2,255 0 0
EMPIRE DIST ELEC CO COM 291641108 46,941 1,376,972 SH   SOLE   1,376,972 0 0
EMPIRE RES INC DEL COM 29206E100 6 863 SH   SOLE   863 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 2,553 112,219 SH   SOLE   112,219 0 0
EMPIRE ST RLTY TR INC CL A 292104106 25,687 1,272,247 SH   SOLE   1,272,247 0 0
EMPLOYERS HOLDINGS INC COM 292218104 99,011 2,500,282 SH   SOLE   2,500,282 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 3,339 119,896 SH   SOLE   119,896 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 48,475 1,447,002 SH   SOLE   1,447,002 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 536 20,713 SH   SOLE   20,713 0 0
ENBRIDGE INC COM 29250N105 25,980 616,802 SH   SOLE   616,802 0 0
ENCANA CORP COM 292505104 7,507 639,467 SH   SOLE   639,467 0 0
ENCORE CAP GROUP INC COM 292554102 47,259 1,649,522 SH   SOLE   1,649,522 0 0
ENCORE WIRE CORP COM 292562105 72,293 1,667,664 SH   SOLE   1,667,664 0 0
ENDO INTL PLC SHS G30401106 126,806 7,699,189 SH   SOLE   7,699,189 0 0
ENDOCYTE INC COM 29269A102 3,264 1,280,030 SH   SOLE   1,280,030 0 0
ENDOLOGIX INC COM 29266S106 13,746 2,403,093 SH   SOLE   2,403,093 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 16,834 1,810,159 SH   SOLE   1,810,159 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 234,398 2,536,775 SH   SOLE   2,536,775 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 16,127 1,964,336 SH   SOLE   1,964,336 0 0
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 5,697 293,063 SH   SOLE   293,063 0 0
ENERGEN CORP COM 29265N108 230,751 4,001,235 SH   SOLE   4,001,235 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 108,506 2,432,331 SH   SOLE   2,432,331 0 0
ENERGOUS CORP COM 29272C103 7,973 473,184 SH   SOLE   473,184 0 0
ENERGY FOCUS INC COM NEW 29268T300 111 26,162 SH   SOLE   26,162 0 0
ENERGY FUELS INC COM NEW 292671708 204 124,190 SH   SOLE   124,190 0 0
ENERGY RECOVERY INC COM 29270J100 11,327 1,094,363 SH   SOLE   1,094,363 0 0
ENERNOC INC COM 292764107 5,270 878,282 SH   SOLE   878,282 0 0
ENERPLUS CORP COM 292766102 4 376 SH   SOLE   376 0 0
ENERSYS COM 29275Y102 200,659 2,569,254 SH   SOLE   2,569,254 0 0
ENGILITY HLDGS INC NEW COM 29286C107 60,924 1,807,836 SH   SOLE   1,807,836 0 0
ENGLOBAL CORP COM 293306106 99 41,316 SH   SOLE   41,316 0 0
ENI S P A SPONSORED ADR 26874R108 80 2,474 SH   SOLE   2,474 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 323 16,938 SH   SOLE   16,938 0 0
ENNIS INC COM 293389102 14,634 843,440 SH   SOLE   843,440 0 0
ENOVA INTL INC COM 29357K103 26,430 2,105,956 SH   SOLE   2,105,956 0 0
ENPHASE ENERGY INC COM 29355A107 149 147,427 SH   SOLE   147,427 0 0
ENPRO INDS INC COM 29355X107 114,267 1,696,367 SH   SOLE   1,696,367 0 0
ENSCO PLC SHS CLASS A G3157S106 126,498 13,014,186 SH   SOLE   13,014,186 0 0
ENSERVCO CORP COM 29358Y102 4 6,737 SH   SOLE   6,737 0 0
ENSIGN GROUP INC COM 29358P101 87,320 3,931,581 SH   SOLE   3,931,581 0 0
ENSTAR GROUP LIMITED SHS G3075P101 69,287 350,467 SH   SOLE   350,467 0 0
ENSYNC INC COM 29359T102 11 15,497 SH   SOLE   15,497 0 0
ENTEGRA FINL CORP COM 29363J108 387 18,804 SH   SOLE   18,804 0 0
ENTEGRIS INC COM 29362U104 77,013 4,302,404 SH   SOLE   4,302,404 0 0
ENTELLUS MED INC COM 29363K105 4,687 247,066 SH   SOLE   247,066 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 13,308 869,817 SH   SOLE   869,817 0 0
ENTERGY CORP NEW COM 29364G103 544,185 7,406,898 SH   SOLE   7,406,898 0 0
ENTEROMEDICS INC COM PAR 29365M505 0 25 SH   SOLE   25 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 11,258 299,743 SH   SOLE   299,743 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 27,198 632,510 SH   SOLE   632,510 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 14,879 2,125,616 SH   SOLE   2,125,616 0 0
ENVESTNET INC COM 29404K106 44,104 1,251,167 SH   SOLE   1,251,167 0 0
ENVIROSTAR INC COM 29414M100 25 1,710 SH   SOLE   1,710 0 0
ENVISION HEALTHCARE CORP COM 29414D100 145,438 2,297,961 SH   SOLE   2,297,961 0 0
ENZO BIOCHEM INC COM 294100102 8,911 1,284,014 SH   SOLE   1,284,014 0 0
EOG RES INC COM 26875P101 858,737 8,493,933 SH   SOLE   8,493,933 0 0
EP ENERGY CORP CL A 268785102 7,840 1,196,969 SH   SOLE   1,196,969 0 0
EPAM SYS INC COM 29414B104 95,610 1,486,706 SH   SOLE   1,486,706 0 0
EPIZYME INC COM 29428V104 24,383 2,015,105 SH   SOLE   2,015,105 0 0
EPLUS INC COM 294268107 60,426 524,527 SH   SOLE   524,527 0 0
EPR PPTYS COM SH BEN INT 26884U109 203,439 2,834,595 SH   SOLE   2,834,595 0 0
EQT CORP COM 26884L109 223,906 3,423,641 SH   SOLE   3,423,641 0 0
EQUIFAX INC COM 294429105 255,944 2,164,800 SH   SOLE   2,164,800 0 0
EQUINIX INC COM PAR $0.001 29444U700 758,543 2,122,332 SH   SOLE   2,122,332 0 0
EQUITABLE FINL CORP NEW COM 29448T105 7 747 SH   SOLE   747 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 5,760 171,214 SH   SOLE   171,214 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 59,760 1,976,185 SH   SOLE   1,976,185 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 138,110 1,915,532 SH   SOLE   1,915,532 0 0
EQUITY ONE COM 294752100 126,266 4,114,255 SH   SOLE   4,114,255 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 699,393 10,866,893 SH   SOLE   10,866,893 0 0
ERA GROUP INC COM 26885G109 27,716 1,633,213 SH   SOLE   1,633,213 0 0
ERIE INDTY CO CL A 29530P102 28,554 253,929 SH   SOLE   253,929 0 0
ERIN ENERGY CORP COM 295625107 1,542 505,545 SH   SOLE   505,545 0 0
EROS INTL PLC SHS NEW G3788M114 11,682 895,148 SH   SOLE   895,148 0 0
ESCALADE INC COM 296056104 4,555 345,078 SH   SOLE   345,078 0 0
ESCO TECHNOLOGIES INC COM 296315104 112,268 1,981,787 SH   SOLE   1,981,787 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 9,881 789,210 SH   SOLE   789,210 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 16 612 SH   SOLE   612 0 0
ESSA BANCORP INC COM 29667D104 4,405 280,236 SH   SOLE   280,236 0 0
ESSENDANT INC COM 296689102 63,021 3,015,336 SH   SOLE   3,015,336 0 0
ESSENT GROUP LTD COM G3198U102 72,874 2,251,274 SH   SOLE   2,251,274 0 0
ESSEX PPTY TR INC COM 297178105 522,198 2,246,014 SH   SOLE   2,246,014 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 186,945 2,095,801 SH   SOLE   2,095,801 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 81,304 2,206,360 SH   SOLE   2,206,360 0 0
ETSY INC COM 29786A106 37,026 3,143,160 SH   SOLE   3,143,160 0 0
EURONAV NV ANTWERPEN SHS B38564108 1 169 SH   SOLE   169 0 0
EURONET WORLDWIDE INC COM 298736109 37,357 515,766 SH   SOLE   515,766 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 67 58,000 PRN   SOLE   58,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 25 793 SH   SOLE   793 0 0
EVERBANK FINL CORP COM 29977G102 62,227 3,199,329 SH   SOLE   3,199,329 0 0
EVERBRIDGE INC COM 29978A104 5,135 278,302 SH   SOLE   278,302 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 212,180 3,088,507 SH   SOLE   3,088,507 0 0
EVEREST RE GROUP LTD COM G3223R108 420,837 1,944,718 SH   SOLE   1,944,718 0 0
EVERI HLDGS INC COM 30034T103 363 167,464 SH   SOLE   167,464 0 0
EVERSOURCE ENERGY COM 30040W108 518,953 9,396,208 SH   SOLE   9,396,208 0 0
EVERTEC INC COM 30040P103 34,434 1,939,916 SH   SOLE   1,939,916 0 0
EVINE LIVE INC CL A 300487105 184 122,928 SH   SOLE   122,928 0 0
EVOKE PHARMA INC COM 30049G104 63 31,132 SH   SOLE   31,132 0 0
EVOLENT HEALTH INC CL A 30050B101 7,325 494,932 SH   SOLE   494,932 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 8,288 828,823 SH   SOLE   828,823 0 0
EVOLVING SYS INC COM NEW 30049R209 112 27,384 SH   SOLE   27,384 0 0
EXA CORP COM 300614500 6,885 448,233 SH   SOLE   448,233 0 0
EXACT SCIENCES CORP COM 30063P105 42,442 3,176,826 SH   SOLE   3,176,826 0 0
EXACTECH INC COM 30064E109 9,492 347,696 SH   SOLE   347,696 0 0
EXAR CORP COM 300645108 36,181 3,356,338 SH   SOLE   3,356,338 0 0
EXCO RESOURCES INC COM 269279402 4,095 4,687,284 SH   SOLE   4,687,284 0 0
EXELIXIS INC COM 30161Q104 166,137 11,142,626 SH   SOLE   11,142,626 0 0
EXELON CORP COM 30161N101 612,346 17,254,057 SH   SOLE   17,254,057 0 0
EXLSERVICE HOLDINGS INC COM 302081104 131,430 2,605,661 SH   SOLE   2,605,661 0 0
EXONE CO COM 302104104 3,338 357,398 SH   SOLE   357,398 0 0
EXPEDIA INC DEL COM NEW 30212P303 235,577 2,079,596 SH   SOLE   2,079,596 0 0
EXPEDITORS INTL WASH INC COM 302130109 298,462 5,635,616 SH   SOLE   5,635,616 0 0
EXPONENT INC COM 30214U102 120,896 2,004,916 SH   SOLE   2,004,916 0 0
EXPRESS INC COM 30219E103 67,143 6,240,049 SH   SOLE   6,240,049 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 627,427 9,120,911 SH   SOLE   9,120,911 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 13,332 825,497 SH   SOLE   825,497 0 0
EXTERRAN CORP COM 30227H106 65,215 2,728,659 SH   SOLE   2,728,659 0 0
EXTRA SPACE STORAGE INC COM 30225T102 308,056 3,988,294 SH   SOLE   3,988,294 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 7,242 361,374 SH   SOLE   361,374 0 0
EXTREME NETWORKS INC COM 30226D106 16,577 3,295,666 SH   SOLE   3,295,666 0 0
EXXON MOBIL CORP COM 30231G102 6,181,688 68,487,570 SH   SOLE   68,487,570 0 0
EYEGATE PHARMACEUTICALS INC COM 30233M107 17 10,352 SH   SOLE   10,352 0 0
EZCORP INC CL A NON VTG 302301106 44,354 4,164,656 SH   SOLE   4,164,656 0 0
F M C CORP COM NEW 302491303 140,812 2,489,606 SH   SOLE   2,489,606 0 0
F5 NETWORKS INC COM 315616102 189,863 1,311,932 SH   SOLE   1,311,932 0 0
FABRINET SHS G3323L100 112,763 2,798,078 SH   SOLE   2,798,078 0 0
FACEBOOK INC CL A 30303M102 3,781,733 32,870,346 SH   SOLE   32,870,346 0 0
FACTSET RESH SYS INC COM 303075105 255,208 1,561,574 SH   SOLE   1,561,574 0 0
FAIR ISAAC CORP COM 303250104 223,409 1,873,926 SH   SOLE   1,873,926 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 37,982 3,221,577 SH   SOLE   3,221,577 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 15,402 823,619 SH   SOLE   823,619 0 0
FALCONSTOR SOFTWARE INC COM 306137100 45 99,046 SH   SOLE   99,046 0 0
FAMOUS DAVES AMER INC COM 307068106 70 14,087 SH   SOLE   14,087 0 0
FANG HLDGS LTD ADR 30711Y102 4,374 1,333,460 SH   SOLE   1,333,460 0 0
FARMER BROS CO COM 307675108 9,498 258,802 SH   SOLE   258,802 0 0
FARMERS CAP BK CORP COM 309562106 10,155 241,495 SH   SOLE   241,495 0 0
FARMERS NATL BANC CORP COM 309627107 11,728 825,884 SH   SOLE   825,884 0 0
FARMLAND PARTNERS INC COM 31154R109 4,589 411,202 SH   SOLE   411,202 0 0
FARO TECHNOLOGIES INC COM 311642102 47,352 1,315,334 SH   SOLE   1,315,334 0 0
FASTENAL CO COM 311900104 244,547 5,205,339 SH   SOLE   5,205,339 0 0
FATE THERAPEUTICS INC COM 31189P102 169 67,239 SH   SOLE   67,239 0 0
FAUQUIER BANKSHARES INC VA COM 312059108 13 831 SH   SOLE   831 0 0
FB FINL CORP COM 30257X104 5,597 215,687 SH   SOLE   215,687 0 0
FBL FINL GROUP INC CL A 30239F106 24,205 309,730 SH   SOLE   309,730 0 0
FBR & CO COM NEW 30247C400 2,241 172,399 SH   SOLE   172,399 0 0
FCB FINL HLDGS INC CL A 30255G103 44,313 928,996 SH   SOLE   928,996 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 16,314 284,859 SH   SOLE   284,859 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 8,894 862,698 SH   SOLE   862,698 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 395,666 2,784,221 SH   SOLE   2,784,221 0 0
FEDERAL SIGNAL CORP COM 313855108 78,030 4,998,718 SH   SOLE   4,998,718 0 0
FEDERATED INVS INC PA CL B 314211103 186,335 6,588,929 SH   SOLE   6,588,929 0 0
FEDERATED NATL HLDG CO COM 31422T101 8,349 446,698 SH   SOLE   446,698 0 0
FEDEX CORP COM 31428X106 723,224 3,884,124 SH   SOLE   3,884,124 0 0
FELCOR LODGING TR INC COM 31430F101 33,116 4,134,314 SH   SOLE   4,134,314 0 0
FEMALE HEALTH CO COM 314462102 74 81,537 SH   SOLE   81,537 0 0
FENIX PTS INC COM 31446L100 125 44,484 SH   SOLE   44,484 0 0
FERRO CORP COM 315405100 35,598 2,484,127 SH   SOLE   2,484,127 0 0
FERROGLOBE PLC SHS G33856108 20,968 1,936,134 SH   SOLE   1,936,134 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 7,605 791,336 SH   SOLE   791,336 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 40 62,925 SH   SOLE   62,925 0 0
FIBROGEN INC COM 31572Q808 52,292 2,443,562 SH   SOLE   2,443,562 0 0
FIDELITY & GTY LIFE COM 315785105 8,959 378,003 SH   SOLE   378,003 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 125,817 3,704,870 SH   SOLE   3,704,870 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 27,940 2,039,388 SH   SOLE   2,039,388 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 512,017 6,769,129 SH   SOLE   6,769,129 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 41,486 1,752,702 SH   SOLE   1,752,702 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 64,563 2,162,925 SH   SOLE   2,162,925 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 1,269 189,342 SH   SOLE   189,342 0 0
FIFTH THIRD BANCORP COM 316773100 403,711 14,968,884 SH   SOLE   14,968,884 0 0
FINANCIAL ENGINES INC COM 317485100 154,587 4,206,437 SH   SOLE   4,206,437 0 0
FINANCIAL INSTNS INC COM 317585404 15,741 460,262 SH   SOLE   460,262 0 0
FINISAR CORP COM NEW 31787A507 106,338 3,512,969 SH   SOLE   3,512,969 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 69 58,000 PRN   SOLE   58,000 0 0
FINISH LINE INC CL A 317923100 61,945 3,293,205 SH   SOLE   3,293,205 0 0
FINJAN HLDGS INC COM NEW 31788H303 24 21,628 SH   SOLE   21,628 0 0
FIREEYE INC COM 31816Q101 22,651 1,903,426 SH   SOLE   1,903,426 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 105 117,000 PRN   SOLE   117,000 0 0
FIRST ACCEPTANCE CORP COM 318457108 55 52,906 SH   SOLE   52,906 0 0
FIRST AMERN FINL CORP COM 31847R102 160,324 4,376,845 SH   SOLE   4,376,845 0 0
FIRST BANCORP INC ME COM 31866P102 11,238 339,525 SH   SOLE   339,525 0 0
FIRST BANCORP N C COM 318910106 17,650 650,323 SH   SOLE   650,323 0 0
FIRST BANCORP P R COM NEW 318672706 66,259 10,024,037 SH   SOLE   10,024,037 0 0
FIRST BANCSHARES INC MS COM 318916103 44 1,610 SH   SOLE   1,610 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 26 2,207 SH   SOLE   2,207 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 6,467 272,627 SH   SOLE   272,627 0 0
FIRST BUSEY CORP COM NEW 319383204 31,432 1,021,197 SH   SOLE   1,021,197 0 0
FIRST CAPITAL INC COM 31942S104 20 627 SH   SOLE   627 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 15,481 513,642 SH   SOLE   513,642 0 0
FIRST CMNTY CORP S C COM 319835104 33 1,814 SH   SOLE   1,814 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 5,116 437,245 SH   SOLE   437,245 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 99,191 6,995,127 SH   SOLE   6,995,127 0 0
FIRST CONN BANCORP INC MD COM 319850103 10,617 468,758 SH   SOLE   468,758 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 83,804 236,069 SH   SOLE   236,069 0 0
FIRST DATA CORP NEW COM CL A 32008D106 44,920 3,165,593 SH   SOLE   3,165,593 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 14,749 290,672 SH   SOLE   290,672 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 5,098 258,265 SH   SOLE   258,265 0 0
FIRST FINL BANCORP OH COM 320209109 139,841 4,915,308 SH   SOLE   4,915,308 0 0
FIRST FINL BANKSHARES COM 32020R109 233,257 5,160,559 SH   SOLE   5,160,559 0 0
FIRST FINL CORP IND COM 320218100 17,650 334,284 SH   SOLE   334,284 0 0
FIRST FNDTN INC COM 32026V104 12,419 435,764 SH   SOLE   435,764 0 0
FIRST HAWAIIAN INC COM 32051X108 8,458 242,909 SH   SOLE   242,909 0 0
FIRST HORIZON NATL CORP COM 320517105 190,179 9,504,196 SH   SOLE   9,504,196 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 212,714 7,583,402 SH   SOLE   7,583,402 0 0
FIRST INTERNET BANCORP COM 320557101 5,736 179,245 SH   SOLE   179,245 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 25,687 603,681 SH   SOLE   603,681 0 0
FIRST LONG IS CORP COM 320734106 20,252 709,359 SH   SOLE   709,359 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 86 11,258 SH   SOLE   11,258 0 0
FIRST MERCHANTS CORP COM 320817109 46,431 1,233,219 SH   SOLE   1,233,219 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 8,289 243,790 SH   SOLE   243,790 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 162,194 6,428,634 SH   SOLE   6,428,634 0 0
FIRST NBC BK HLDG CO COM 32115D106 10,399 1,424,517 SH   SOLE   1,424,517 0 0
FIRST NORTHWEST BANCORP COM 335834107 5,902 378,319 SH   SOLE   378,319 0 0
FIRST POTOMAC RLTY TR COM 33610F109 21,546 1,964,108 SH   SOLE   1,964,108 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 166,713 1,809,349 SH   SOLE   1,809,349 0 0
FIRST SAVINGS FINL GROUP INC COM 33621E109 10 214 SH   SOLE   214 0 0
FIRST SOLAR INC COM 336433107 51,685 1,610,619 SH   SOLE   1,610,619 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 477 39,909 SH   SOLE   39,909 0 0
FIRST US BANCSHARES INC COM 33744V103 258 23,239 SH   SOLE   23,239 0 0
FIRST UTD CORP COM 33741H107 310 19,415 SH   SOLE   19,415 0 0
FIRSTCASH INC COM 33767D105 182,679 3,886,787 SH   SOLE   3,886,787 0 0
FIRSTENERGY CORP COM 337932107 359,541 11,609,345 SH   SOLE   11,609,345 0 0
FISERV INC COM 337738108 533,100 5,015,998 SH   SOLE   5,015,998 0 0
FITBIT INC CL A 33812L102 9,919 1,355,002 SH   SOLE   1,355,002 0 0
FIVE BELOW INC COM 33829M101 167,523 4,192,265 SH   SOLE   4,192,265 0 0
FIVE OAKS INVT CORP COM 33830W106 200 40,276 SH   SOLE   40,276 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 61,029 1,217,898 SH   SOLE   1,217,898 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 197 72,805 SH   SOLE   72,805 0 0
FIVE9 INC COM 338307101 15,146 1,067,388 SH   SOLE   1,067,388 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 18,113 672,360 SH   SOLE   672,360 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 5,875 565,440 SH   SOLE   565,440 0 0
FLANIGANS ENTERPRISES INC COM 338517105 5 198 SH   SOLE   198 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 137,403 970,911 SH   SOLE   970,911 0 0
FLEX LTD ORD Y2573F102 14,495 1,008,668 SH   SOLE   1,008,668 0 0
FLEX PHARMA INC COM 33938A105 1,799 340,749 SH   SOLE   340,749 0 0
FLEXION THERAPEUTICS INC COM 33938J106 23,445 1,232,630 SH   SOLE   1,232,630 0 0
FLEXSTEEL INDS INC COM 339382103 13,093 212,306 SH   SOLE   212,306 0 0
FLIR SYS INC COM 302445101 87,475 2,417,116 SH   SOLE   2,417,116 0 0
FLOTEK INDS INC DEL COM 343389102 41,476 4,417,077 SH   SOLE   4,417,077 0 0
FLOWERS FOODS INC COM 343498101 142,229 7,122,129 SH   SOLE   7,122,129 0 0
FLOWSERVE CORP COM 34354P105 107,961 2,246,853 SH   SOLE   2,246,853 0 0
FLUIDIGM CORP DEL COM 34385P108 6,504 893,432 SH   SOLE   893,432 0 0
FLUOR CORP NEW COM 343412102 136,937 2,607,324 SH   SOLE   2,607,324 0 0
FLUSHING FINL CORP COM 343873105 26,930 916,293 SH   SOLE   916,293 0 0
FMC TECHNOLOGIES INC COM 30249U101 168,342 4,738,015 SH   SOLE   4,738,015 0 0
FNB CORP PA COM 302520101 261,273 16,299,033 SH   SOLE   16,299,033 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 5,681 511,799 SH   SOLE   511,799 0 0
FOGO DE CHAO INC COM 344177100 2,457 171,242 SH   SOLE   171,242 0 0
FONAR CORP COM NEW 344437405 337 17,601 SH   SOLE   17,601 0 0
FOOT LOCKER INC COM 344849104 191,177 2,696,809 SH   SOLE   2,696,809 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 646,293 53,280,508 SH   SOLE   53,280,508 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 72,662 3,486,673 SH   SOLE   3,486,673 0 0
FOREST CITY RLTY TR INC COM CL B 345605208 18 660 SH   SOLE   660 0 0
FORESTAR GROUP INC COM 346233109 33,112 2,489,629 SH   SOLE   2,489,629 0 0
FORM HLDGS CORP COM 34634E102 7 3,351 SH   SOLE   3,351 0 0
FORMFACTOR INC COM 346375108 24,993 2,231,509 SH   SOLE   2,231,509 0 0
FORRESTER RESH INC COM 346563109 34,398 800,881 SH   SOLE   800,881 0 0
FORTERRA INC COM 34960W106 11,826 545,966 SH   SOLE   545,966 0 0
FORTINET INC COM 34959E109 178,143 5,914,456 SH   SOLE   5,914,456 0 0
FORTIVE CORP COM 34959J108 221,612 4,132,235 SH   SOLE   4,132,235 0 0
FORTRESS BIOTECH INC COM 34960Q109 2,952 1,093,443 SH   SOLE   1,093,443 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 159,198 2,977,883 SH   SOLE   2,977,883 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 45,869 2,084,950 SH   SOLE   2,084,950 0 0
FORWARD AIR CORP COM 349853101 111,083 2,344,511 SH   SOLE   2,344,511 0 0
FORWARD INDS INC N Y COM NEW 349862300 4 3,082 SH   SOLE   3,082 0 0
FOSSIL GROUP INC COM 34988V106 65,540 2,534,407 SH   SOLE   2,534,407 0 0
FOSTER L B CO COM 350060109 340 25,017 SH   SOLE   25,017 0 0
FOUNDATION MEDICINE INC COM 350465100 15,791 892,144 SH   SOLE   892,144 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 72,571 3,536,608 SH   SOLE   3,536,608 0 0
FOX FACTORY HLDG CORP COM 35138V102 56,861 2,049,051 SH   SOLE   2,049,051 0 0
FRANCESCAS HLDGS CORP COM 351793104 54,138 3,002,664 SH   SOLE   3,002,664 0 0
FRANCO NEVADA CORP COM 351858105 7,897 132,146 SH   SOLE   132,146 0 0
FRANKLIN COVEY CO COM 353469109 6,838 339,356 SH   SOLE   339,356 0 0
FRANKLIN ELEC INC COM 353514102 126,239 3,245,225 SH   SOLE   3,245,225 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 15,326 366,208 SH   SOLE   366,208 0 0
FRANKLIN RES INC COM 354613101 201,215 5,083,744 SH   SOLE   5,083,744 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 109,474 8,447,103 SH   SOLE   8,447,103 0 0
FRANKS INTL N V COM N33462107 7,433 603,849 SH   SOLE   603,849 0 0
FREDS INC CL A 356108100 54,422 2,932,227 SH   SOLE   2,932,227 0 0
FREEPORT-MCMORAN INC CL B 35671D857 323,815 24,550,014 SH   SOLE   24,550,014 0 0
FREIGHTCAR AMER INC COM 357023100 6,014 402,844 SH   SOLE   402,844 0 0
FREQUENCY ELECTRS INC COM 358010106 225 20,824 SH   SOLE   20,824 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 62,144 1,024,978 SH   SOLE   1,024,978 0 0
FRESHPET INC COM 358039105 7,298 719,039 SH   SOLE   719,039 0 0
FRIEDMAN INDS INC COM 358435105 207 31,094 SH   SOLE   31,094 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 92,642 27,408,865 SH   SOLE   27,408,865 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 140,606 1,978,133 SH   SOLE   1,978,133 0 0
FRONTLINE LTD SHS NEW G3682E192 14,013 1,970,836 SH   SOLE   1,970,836 0 0
FRP HLDGS INC COM 30292L107 7,889 209,265 SH   SOLE   209,265 0 0
FS BANCORP INC COM 30263Y104 23 626 SH   SOLE   626 0 0
FTD COS INC COM 30281V108 34,635 1,452,810 SH   SOLE   1,452,810 0 0
FTI CONSULTING INC COM 302941109 114,681 2,543,934 SH   SOLE   2,543,934 0 0
FUEL TECH INC COM 359523107 55 47,835 SH   SOLE   47,835 0 0
FUELCELL ENERGY INC COM NEW 35952H502 1,670 954,186 SH   SOLE   954,186 0 0
FULGENT GENETICS INC COM 359664109 382 33,013 SH   SOLE   33,013 0 0
FULL HOUSE RESORTS INC COM 359678109 125 52,268 SH   SOLE   52,268 0 0
FULLER H B CO COM 359694106 198,130 4,101,217 SH   SOLE   4,101,217 0 0
FULTON FINL CORP PA COM 360271100 201,094 10,696,481 SH   SOLE   10,696,481 0 0
FUNCTIONX INC NEW COM 36077T207 0 55 SH   SOLE   55 0 0
FUSION TELECOMM INTL INC COM NEW 36113B400 3 2,186 SH   SOLE   2,186 0 0
FUTUREFUEL CORPORATION COM 36116M106 27,463 1,975,764 SH   SOLE   1,975,764 0 0
FXCM INC CL A NEW 302693205 110 15,632 SH   SOLE   15,632 0 0
G & K SVCS INC CL A 361268105 146,719 1,521,194 SH   SOLE   1,521,194 0 0
G-III APPAREL GROUP LTD COM 36237H101 103,752 3,509,871 SH   SOLE   3,509,871 0 0
GAIA INC NEW CL A 36269P104 2,165 250,264 SH   SOLE   250,264 0 0
GAIN CAP HLDGS INC COM 36268W100 8,308 1,262,601 SH   SOLE   1,262,601 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 80 81,235 SH   SOLE   81,235 0 0
GALENA BIOPHARMA INC COM NEW 363256504 683 351,882 SH   SOLE   351,882 0 0
GALLAGHER ARTHUR J & CO COM 363576109 344,958 6,638,909 SH   SOLE   6,638,909 0 0
GAMCO INVESTORS INC CL A COM 361438104 3,983 128,957 SH   SOLE   128,957 0 0
GAMESTOP CORP NEW CL A 36467W109 103,211 4,085,958 SH   SOLE   4,085,958 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 89,675 2,928,642 SH   SOLE   2,928,642 0 0
GAMING PARTNERS INTL CORP COM 36467A107 10 825 SH   SOLE   825 0 0
GANNETT CO INC COM 36473H104 92,436 9,519,680 SH   SOLE   9,519,680 0 0
GAP INC DEL COM 364760108 94,798 4,224,531 SH   SOLE   4,224,531 0 0
GARMIN LTD SHS H2906T109 330,353 6,812,799 SH   SOLE   6,812,799 0 0
GARTNER INC COM 366651107 405,031 4,007,429 SH   SOLE   4,007,429 0 0
GAS NAT INC COM 367204104 456 36,370 SH   SOLE   36,370 0 0
GASLOG LTD SHS G37585109 19,913 1,236,838 SH   SOLE   1,236,838 0 0
GASTAR EXPL INC NEW COM 36729W202 629 405,738 SH   SOLE   405,738 0 0
GATX CORP COM 361448103 150,694 2,447,125 SH   SOLE   2,447,125 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 59,573 2,227,041 SH   SOLE   2,227,041 0 0
GEE GROUP INC COM 36165A102 3 802 SH   SOLE   802 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 56 7,131 SH   SOLE   7,131 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 44 6,001 SH   SOLE   6,001 0 0
GENCOR INDS INC COM 368678108 4,035 257,017 SH   SOLE   257,017 0 0
GENER8 MARITIME INC COM Y26889108 5,840 1,303,569 SH   SOLE   1,303,569 0 0
GENERAC HLDGS INC COM 368736104 81,111 1,990,941 SH   SOLE   1,990,941 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 75,351 3,955,418 SH   SOLE   3,955,418 0 0
GENERAL COMMUNICATION INC CL A 369385109 62,569 3,216,920 SH   SOLE   3,216,920 0 0
GENERAL DYNAMICS CORP COM 369550108 796,826 4,615,001 SH   SOLE   4,615,001 0 0
GENERAL ELECTRIC CO COM 369604103 3,753,137 118,770,156 SH   SOLE   118,770,156 0 0
GENERAL FIN CORP DEL COM 369822101 154 27,833 SH   SOLE   27,833 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 436,378 17,469,089 SH   SOLE   17,469,089 0 0
GENERAL MLS INC COM 370334104 857,473 13,881,705 SH   SOLE   13,881,705 0 0
GENERAL MOLY INC COM 370373102 7 26,705 SH   SOLE   26,705 0 0
GENERAL MTRS CO COM 37045V100 679,709 19,509,449 SH   SOLE   19,509,449 0 0
GENESCO INC COM 371532102 103,988 1,674,523 SH   SOLE   1,674,523 0 0
GENESEE & WYO INC CL A 371559105 163,144 2,350,446 SH   SOLE   2,350,446 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 5,229 1,230,344 SH   SOLE   1,230,344 0 0
GENIE ENERGY LTD CL B 372284208 2,462 428,197 SH   SOLE   428,197 0 0
GENMARK DIAGNOSTICS INC COM 372309104 18,275 1,493,076 SH   SOLE   1,493,076 0 0
GENOCEA BIOSCIENCES INC COM 372427104 256 62,149 SH   SOLE   62,149 0 0
GENOMIC HEALTH INC COM 37244C101 30,093 1,023,933 SH   SOLE   1,023,933 0 0
GENPACT LIMITED SHS G3922B107 37,685 1,548,266 SH   SOLE   1,548,266 0 0
GENTEX CORP COM 371901109 216,742 11,007,734 SH   SOLE   11,007,734 0 0
GENTHERM INC COM 37253A103 98,651 2,914,356 SH   SOLE   2,914,356 0 0
GENUINE PARTS CO COM 372460105 505,437 5,290,318 SH   SOLE   5,290,318 0 0
GENVEC INC COM PAR 37246C406 1 448 SH   SOLE   448 0 0
GENWORTH FINL INC COM CL A 37247D106 100,448 26,364,367 SH   SOLE   26,364,367 0 0
GEO GROUP INC NEW COM 36162J106 228,569 6,361,518 SH   SOLE   6,361,518 0 0
GEORGETOWN BANCORP INC MD COM 372591107 6 222 SH   SOLE   222 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 21,840 1,072,690 SH   SOLE   1,072,690 0 0
GERDAU S A SPON ADR REP PFD 373737105 7,660 2,439,467 SH   SOLE   2,439,467 0 0
GERMAN AMERN BANCORP INC COM 373865104 24,619 467,957 SH   SOLE   467,957 0 0
GERON CORP COM 374163103 14,683 7,093,276 SH   SOLE   7,093,276 0 0
GETTY RLTY CORP NEW COM 374297109 54,540 2,139,663 SH   SOLE   2,139,663 0 0
GEVO INC COM NEW 374396208 11 63,371 SH   SOLE   63,371 0 0
GIBRALTAR INDS INC COM 374689107 100,560 2,414,415 SH   SOLE   2,414,415 0 0
GIGA TRONICS INC COM 375175106 1 905 SH   SOLE   905 0 0
GIGAMON INC COM 37518B102 46,617 1,023,427 SH   SOLE   1,023,427 0 0
GIGPEAK INC COM 37518Q109 4,884 1,938,252 SH   SOLE   1,938,252 0 0
GILEAD SCIENCES INC COM 375558103 2,041,550 28,509,283 SH   SOLE   28,509,283 0 0
GLACIER BANCORP INC NEW COM 37637Q105 224,249 6,189,600 SH   SOLE   6,189,600 0 0
GLADSTONE COML CORP COM 376536108 15,168 754,639 SH   SOLE   754,639 0 0
GLADSTONE LD CORP COM 376549101 316 28,103 SH   SOLE   28,103 0 0
GLATFELTER COM 377316104 84,109 3,520,674 SH   SOLE   3,520,674 0 0
GLAUKOS CORP COM 377322102 16,987 495,245 SH   SOLE   495,245 0 0
GLEN BURNIE BANCORP COM 377407101 7 598 SH   SOLE   598 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 14,598 1,010,270 SH   SOLE   1,010,270 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 23,371 681,362 SH   SOLE   681,362 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 9,178 1,420,773 SH   SOLE   1,420,773 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 10,006 261,859 SH   SOLE   261,859 0 0
GLOBAL MED REIT INC COM NEW 37954A204 4,475 501,628 SH   SOLE   501,628 0 0
GLOBAL NET LEASE INC COM 379378102 41,726 5,328,993 SH   SOLE   5,328,993 0 0
GLOBAL PMTS INC COM 37940X102 186,111 2,681,322 SH   SOLE   2,681,322 0 0
GLOBAL SELF STORAGE INC COM 37955N106 92 19,260 SH   SOLE   19,260 0 0
GLOBAL SOURCES LTD ORD G39300101 2,395 270,669 SH   SOLE   270,669 0 0
GLOBAL WTR RES INC COM 379463102 2,359 259,190 SH   SOLE   259,190 0 0
GLOBALSCAPE INC COM 37940G109 172 42,166 SH   SOLE   42,166 0 0
GLOBALSTAR INC COM 378973408 46,969 29,726,970 SH   SOLE   29,726,970 0 0
GLOBANT S A COM L44385109 29,679 889,937 SH   SOLE   889,937 0 0
GLOBUS MED INC CL A 379577208 108,962 4,391,858 SH   SOLE   4,391,858 0 0
GLOWPOINT INC COM NEW 379887201 1 4,185 SH   SOLE   4,185 0 0
GLU MOBILE INC COM 379890106 6,622 3,413,366 SH   SOLE   3,413,366 0 0
GLYCOMIMETICS INC COM 38000Q102 2,427 397,828 SH   SOLE   397,828 0 0
GMS INC COM 36251C103 6,218 212,370 SH   SOLE   212,370 0 0
GNC HLDGS INC COM CL A 36191G107 22,950 2,078,785 SH   SOLE   2,078,785 0 0
GODADDY INC CL A 380237107 16,306 466,559 SH   SOLE   466,559 0 0
GOGO INC COM 38046C109 15,494 1,680,435 SH   SOLE   1,680,435 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 44 58,000 PRN   SOLE   58,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 65,985 2,876,433 SH   SOLE   2,876,433 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 194 64,506 SH   SOLE   64,506 0 0
GOLD RESOURCE CORP COM 38068T105 7,041 1,618,653 SH   SOLE   1,618,653 0 0
GOLDCORP INC NEW COM 380956409 8,611 633,186 SH   SOLE   633,186 0 0
GOLDEN ENTMT INC COM 381013101 4,250 350,983 SH   SOLE   350,983 0 0
GOLDEN MINERALS CO COM 381119106 15 25,284 SH   SOLE   25,284 0 0
GOLDFIELD CORP COM 381370105 316 61,991 SH   SOLE   61,991 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,247,617 5,210,344 SH   SOLE   5,210,344 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 107 34,123 SH   SOLE   34,123 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 146,616 4,749,468 SH   SOLE   4,749,468 0 0
GOPRO INC CL A 38268T103 27,629 3,172,112 SH   SOLE   3,172,112 0 0
GORDMANS STORES INC COM 38269P100 15 22,388 SH   SOLE   22,388 0 0
GORMAN RUPP CO COM 383082104 16,304 526,796 SH   SOLE   526,796 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 75,283 3,948,769 SH   SOLE   3,948,769 0 0
GP STRATEGIES CORP COM 36225V104 11,716 409,640 SH   SOLE   409,640 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 18,319 222,000 SH   SOLE   222,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 55,425 819,411 SH   SOLE   819,411 0 0
GRACO INC COM 384109104 177,095 2,131,365 SH   SOLE   2,131,365 0 0
GRAHAM CORP COM 384556106 6,947 313,621 SH   SOLE   313,621 0 0
GRAHAM HLDGS CO COM 384637104 93,554 182,741 SH   SOLE   182,741 0 0
GRAINGER W W INC COM 384802104 232,886 1,002,737 SH   SOLE   1,002,737 0 0
GRAMERCY PPTY TR COM 385002100 141,867 15,453,886 SH   SOLE   15,453,886 0 0
GRAN TIERRA ENERGY INC COM 38500T101 374 123,717 SH   SOLE   123,717 0 0
GRAND CANYON ED INC COM 38526M106 79,294 1,356,609 SH   SOLE   1,356,609 0 0
GRANITE CONSTR INC COM 387328107 126,969 2,308,524 SH   SOLE   2,308,524 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 43,505 3,486,009 SH   SOLE   3,486,009 0 0
GRAY TELEVISION INC COM 389375106 20,852 1,921,853 SH   SOLE   1,921,853 0 0
GREAT AJAX CORP COM 38983D300 11,156 840,669 SH   SOLE   840,669 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 110 29,256 SH   SOLE   29,256 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 8,197 1,951,698 SH   SOLE   1,951,698 0 0
GREAT PLAINS ENERGY INC COM 391164100 317,522 11,609,585 SH   SOLE   11,609,585 0 0
GREAT SOUTHN BANCORP INC COM 390905107 19,268 352,575 SH   SOLE   352,575 0 0
GREAT WESTN BANCORP INC COM 391416104 203,481 4,668,072 SH   SOLE   4,668,072 0 0
GREEN BANCORP INC COM 39260X100 10,456 687,886 SH   SOLE   687,886 0 0
GREEN BRICK PARTNERS INC COM 392709101 7,765 772,597 SH   SOLE   772,597 0 0
GREEN DOT CORP CL A 39304D102 81,696 3,469,044 SH   SOLE   3,469,044 0 0
GREEN PLAINS INC COM 393222104 81,690 2,933,213 SH   SOLE   2,933,213 0 0
GREENBRIER COS INC COM 393657101 93,703 2,255,177 SH   SOLE   2,255,177 0 0
GREENE COUNTY BANCORP INC COM 394357107 2,125 92,812 SH   SOLE   92,812 0 0
GREENHILL & CO INC COM 395259104 63,349 2,286,974 SH   SOLE   2,286,974 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 20,628 904,716 SH   SOLE   904,716 0 0
GREIF INC CL A 397624107 80,914 1,576,969 SH   SOLE   1,576,969 0 0
GREIF INC CL B 397624206 11,738 173,774 SH   SOLE   173,774 0 0
GRIFFIN INL RLTY INC COM 398231100 869 27,376 SH   SOLE   27,376 0 0
GRIFFON CORP COM 398433102 60,643 2,314,623 SH   SOLE   2,314,623 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 32,781 2,039,868 SH   SOLE   2,039,868 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 128,473 1,648,355 SH   SOLE   1,648,355 0 0
GROUPON INC COM 399473107 12,699 3,825,121 SH   SOLE   3,825,121 0 0
GRUBHUB INC COM 400110102 93,677 2,490,083 SH   SOLE   2,490,083 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 800 23,160 SH   SOLE   23,160 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 17,370 120,714 SH   SOLE   120,714 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 12,910 479,556 SH   SOLE   479,556 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 2,278 173,352 SH   SOLE   173,352 0 0
GSE SYS INC COM 36227K106 161 46,075 SH   SOLE   46,075 0 0
GSI TECHNOLOGY COM 36241U106 248 39,992 SH   SOLE   39,992 0 0
GTT COMMUNICATIONS INC COM 362393100 24,286 844,715 SH   SOLE   844,715 0 0
GTX INC DEL COM NEW 40052B207 7 1,343 SH   SOLE   1,343 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 13,697 565,975 SH   SOLE   565,975 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 17 825 SH   SOLE   825 0 0
GUESS INC COM 401617105 104,610 8,645,461 SH   SOLE   8,645,461 0 0
GUIDANCE SOFTWARE INC COM 401692108 5,162 729,143 SH   SOLE   729,143 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 43,649 884,827 SH   SOLE   884,827 0 0
GULF ISLAND FABRICATION INC COM 402307102 8,930 750,389 SH   SOLE   750,389 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 97 55,242 SH   SOLE   55,242 0 0
GULFPORT ENERGY CORP COM NEW 402635304 130,344 6,023,276 SH   SOLE   6,023,276 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 29,513 264,098 SH   SOLE   264,098 0 0
GWG HLDGS INC COM 36192A109 1 186 SH   SOLE   186 0 0
GYRODYNE LLC COM 403829104 46 2,522 SH   SOLE   2,522 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 21,985 945,576 SH   SOLE   945,576 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 7,494 434,406 SH   SOLE   434,406 0 0
HACKETT GROUP INC COM 404609109 12,878 729,199 SH   SOLE   729,199 0 0
HAEMONETICS CORP COM 405024100 166,324 4,137,423 SH   SOLE   4,137,423 0 0
HAIN CELESTIAL GROUP INC COM 405217100 156,199 4,002,035 SH   SOLE   4,002,035 0 0
HALCON RES CORP COM PAR NEW 40537Q605 110 11,817 SH   SOLE   11,817 0 0
HALLADOR ENERGY COMPANY COM 40609P105 340 37,364 SH   SOLE   37,364 0 0
HALLIBURTON CO COM 406216101 708,648 13,101,279 SH   SOLE   13,101,279 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 5,497 472,624 SH   SOLE   472,624 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 50,302 5,091,303 SH   SOLE   5,091,303 0 0
HALYARD HEALTH INC COM 40650V100 105,661 2,857,249 SH   SOLE   2,857,249 0 0
HAMILTON BANCORP INC MD COM 407015106 11 790 SH   SOLE   790 0 0
HANCOCK HLDG CO COM 410120109 213,249 4,947,781 SH   SOLE   4,947,781 0 0
HANDY & HARMAN LTD COM 410315105 2,421 94,770 SH   SOLE   94,770 0 0
HANESBRANDS INC COM 410345102 139,868 6,484,390 SH   SOLE   6,484,390 0 0
HANMI FINL CORP COM NEW 410495204 89,367 2,560,651 SH   SOLE   2,560,651 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 46,764 2,462,573 SH   SOLE   2,462,573 0 0
HANOVER INS GROUP INC COM 410867105 155,422 1,707,749 SH   SOLE   1,707,749 0 0
HARBORONE BANCORP INC COM 41165F101 9,407 486,415 SH   SOLE   486,415 0 0
HARDINGE INC COM 412324303 4,357 393,200 SH   SOLE   393,200 0 0
HARLEY DAVIDSON INC COM 412822108 180,118 3,087,378 SH   SOLE   3,087,378 0 0
HARMAN INTL INDS INC COM 413086109 134,584 1,210,725 SH   SOLE   1,210,725 0 0
HARMONIC INC COM 413160102 32,352 6,470,327 SH   SOLE   6,470,327 0 0
HARRIS CORP DEL COM 413875105 241,447 2,356,272 SH   SOLE   2,356,272 0 0
HARSCO CORP COM 415864107 86,779 6,380,782 SH   SOLE   6,380,782 0 0
HARTE-HANKS INC COM 416196103 195 128,930 SH   SOLE   128,930 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 332,027 6,968,029 SH   SOLE   6,968,029 0 0
HARVARD BIOSCIENCE INC COM 416906105 319 104,579 SH   SOLE   104,579 0 0
HARVEST NATURAL RESOURCES IN COM NEW 41754V202 136 22,018 SH   SOLE   22,018 0 0
HASBRO INC COM 418056107 150,604 1,936,031 SH   SOLE   1,936,031 0 0
HAVERTY FURNITURE INC COM 419596101 37,472 1,581,080 SH   SOLE   1,581,080 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 145,452 4,398,300 SH   SOLE   4,398,300 0 0
HAWAIIAN HOLDINGS INC COM 419879101 233,640 4,098,940 SH   SOLE   4,098,940 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 5,058 204,100 SH   SOLE   204,100 0 0
HAWKINS INC COM 420261109 42,113 780,586 SH   SOLE   780,586 0 0
HAWTHORN BANCSHARES INC COM 420476103 28 1,558 SH   SOLE   1,558 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 44,929 1,045,110 SH   SOLE   1,045,110 0 0
HC2 HLDGS INC COM 404139107 6,607 1,114,195 SH   SOLE   1,114,195 0 0
HCA HOLDINGS INC COM 40412C101 314,324 4,246,475 SH   SOLE   4,246,475 0 0
HCI GROUP INC COM 40416E103 26,295 666,046 SH   SOLE   666,046 0 0
HCP INC COM 40414L109 451,113 15,178,785 SH   SOLE   15,178,785 0 0
HD SUPPLY HLDGS INC COM 40416M105 88,150 2,073,625 SH   SOLE   2,073,625 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 17,812 293,548 SH   SOLE   293,548 0 0
HEADWATERS INC COM 42210P102 133,846 5,690,730 SH   SOLE   5,690,730 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 494 27,660 SH   SOLE   27,660 0 0
HEALTHCARE RLTY TR COM 421946104 230,484 7,601,728 SH   SOLE   7,601,728 0 0
HEALTHCARE SVCS GRP INC COM 421906108 228,200 5,825,893 SH   SOLE   5,825,893 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 67,585 2,321,708 SH   SOLE   2,321,708 0 0
HEALTHEQUITY INC COM 42226A107 141,886 3,501,628 SH   SOLE   3,501,628 0 0
HEALTHSOUTH CORP COM NEW 421924309 225,732 5,473,612 SH   SOLE   5,473,612 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 69 58,000 PRN   SOLE   58,000 0 0
HEALTHSTREAM INC COM 42222N103 53,916 2,152,342 SH   SOLE   2,152,342 0 0
HEALTHWAYS INC COM 422245100 64,002 2,813,267 SH   SOLE   2,813,267 0 0
HEARTLAND EXPRESS INC COM 422347104 69,950 3,435,654 SH   SOLE   3,435,654 0 0
HEARTLAND FINL USA INC COM 42234Q102 34,337 715,353 SH   SOLE   715,353 0 0
HEAT BIOLOGICS INC COM 42237K102 2 2,372 SH   SOLE   2,372 0 0
HECLA MNG CO COM 422704106 64,508 12,310,744 SH   SOLE   12,310,744 0 0
HEICO CORP NEW COM 422806109 36,387 471,643 SH   SOLE   471,643 0 0
HEICO CORP NEW CL A 422806208 52,528 773,609 SH   SOLE   773,609 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 37,547 1,554,729 SH   SOLE   1,554,729 0 0
HELEN OF TROY CORP LTD COM G4388N106 140,260 1,660,865 SH   SOLE   1,660,865 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 81,848 9,279,799 SH   SOLE   9,279,799 0 0
HELMERICH & PAYNE INC COM 423452101 470,436 6,077,985 SH   SOLE   6,077,985 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,011 179,532 SH   SOLE   179,532 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 5 6,904 SH   SOLE   6,904 0 0
HENNESSY ADVISORS INC COM 425885100 2,966 93,424 SH   SOLE   93,424 0 0
HENRY JACK & ASSOC INC COM 426281101 267,648 3,014,729 SH   SOLE   3,014,729 0 0
HERBALIFE LTD COM USD SHS G4412G101 35,744 742,511 SH   SOLE   742,511 0 0
HERC HLDGS INC COM 42704L104 9,127 227,270 SH   SOLE   227,270 0 0
HERITAGE COMMERCE CORP COM 426927109 12,302 852,535 SH   SOLE   852,535 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 6,505 414,309 SH   SOLE   414,309 0 0
HERITAGE FINL CORP WASH COM 42722X106 24,994 970,636 SH   SOLE   970,636 0 0
HERITAGE INS HLDGS INC COM 42727J102 13,726 875,912 SH   SOLE   875,912 0 0
HERITAGE OAKS BANCORP COM 42724R107 9,851 798,907 SH   SOLE   798,907 0 0
HERON THERAPEUTICS INC COM 427746102 13,362 1,019,962 SH   SOLE   1,019,962 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 27,635 1,285,333 SH   SOLE   1,285,333 0 0
HERSHEY CO COM 427866108 303,860 2,937,832 SH   SOLE   2,937,832 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 16,597 769,811 SH   SOLE   769,811 0 0
HESKA CORP COM RESTRC NEW 42805E306 13,819 192,998 SH   SOLE   192,998 0 0
HESS CORP COM 42809H107 343,815 5,519,593 SH   SOLE   5,519,593 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 573,969 24,804,199 SH   SOLE   24,804,199 0 0
HEXCEL CORP NEW COM 428291108 84,311 1,639,016 SH   SOLE   1,639,016 0 0
HFF INC CL A 40418F108 83,939 2,774,843 SH   SOLE   2,774,843 0 0
HHGREGG INC COM 42833L108 59 40,994 SH   SOLE   40,994 0 0
HIBBETT SPORTS INC COM 428567101 66,194 1,774,640 SH   SOLE   1,774,640 0 0
HIGHWOODS PPTYS INC COM 431284108 262,669 5,149,362 SH   SOLE   5,149,362 0 0
HILL INTERNATIONAL INC COM 431466101 4,609 1,059,576 SH   SOLE   1,059,576 0 0
HILL ROM HLDGS INC COM 431475102 143,581 2,557,554 SH   SOLE   2,557,554 0 0
HILLENBRAND INC COM 431571108 186,668 4,867,474 SH   SOLE   4,867,474 0 0
HILLTOP HOLDINGS INC COM 432748101 70,282 2,358,465 SH   SOLE   2,358,465 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 148,408 5,456,189 SH   SOLE   5,456,189 0 0
HINGHAM INSTN SVGS MASS COM 433323102 8,823 44,836 SH   SOLE   44,836 0 0
HISTOGENICS CORP COM 43358V109 4 2,489 SH   SOLE   2,489 0 0
HMN FINL INC COM 40424G108 15 848 SH   SOLE   848 0 0
HMS HLDGS CORP COM 40425J101 123,794 6,816,877 SH   SOLE   6,816,877 0 0
HNI CORP COM 404251100 148,292 2,651,853 SH   SOLE   2,651,853 0 0
HOLLYFRONTIER CORP COM 436106108 341,107 10,412,296 SH   SOLE   10,412,296 0 0
HOLOGIC INC COM 436440101 248,004 6,181,545 SH   SOLE   6,181,545 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 79 58,000 PRN   SOLE   58,000 0 0
HOME BANCORP INC COM 43689E107 7,599 196,826 SH   SOLE   196,826 0 0
HOME BANCSHARES INC COM 436893200 262,534 9,453,868 SH   SOLE   9,453,868 0 0
HOME DEPOT INC COM 437076102 2,348,986 17,519,287 SH   SOLE   17,519,287 0 0
HOME FED BANCORP INC LA NEW COM 43708L108 7 253 SH   SOLE   253 0 0
HOMESTREET INC COM 43785V102 62,139 1,966,415 SH   SOLE   1,966,415 0 0
HOMETRUST BANCSHARES INC COM 437872104 14,432 557,208 SH   SOLE   557,208 0 0
HONEYWELL INTL INC COM 438516106 1,137,337 9,817,321 SH   SOLE   9,817,321 0 0
HOOKER FURNITURE CORP COM 439038100 13,570 357,569 SH   SOLE   357,569 0 0
HOOPER HOLMES INC COM NEW 439104209 1 778 SH   SOLE   778 0 0
HOPE BANCORP INC COM 43940T109 226,688 10,355,784 SH   SOLE   10,355,784 0 0
HOPFED BANCORP INC COM 439734104 320 23,811 SH   SOLE   23,811 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 141,254 3,300,317 SH   SOLE   3,300,317 0 0
HORIZON BANCORP IND COM 440407104 18,247 651,669 SH   SOLE   651,669 0 0
HORIZON GLOBAL CORP COM 44052W104 14,011 583,786 SH   SOLE   583,786 0 0
HORIZON PHARMA PLC SHS G4617B105 127,687 7,891,641 SH   SOLE   7,891,641 0 0
HORMEL FOODS CORP COM 440452100 212,003 6,090,288 SH   SOLE   6,090,288 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 17,924 2,482,497 SH   SOLE   2,482,497 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 41 58,000 PRN   SOLE   58,000 0 0
HORTONWORKS INC COM 440894103 9,915 1,193,121 SH   SOLE   1,193,121 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 202,564 6,381,979 SH   SOLE   6,381,979 0 0
HOST HOTELS & RESORTS INC COM 44107P104 441,885 23,454,606 SH   SOLE   23,454,606 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 41,108 3,788,786 SH   SOLE   3,788,786 0 0
HOULIHAN LOKEY INC CL A 441593100 11,702 376,018 SH   SOLE   376,018 0 0
HOUSTON AMERN ENERGY CORP COM 44183U100 2 10,423 SH   SOLE   10,423 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 303 46,627 SH   SOLE   46,627 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 16,870 6,179,370 SH   SOLE   6,179,370 0 0
HOWARD BANCORP INC COM 442496105 11 701 SH   SOLE   701 0 0
HOWARD HUGHES CORP COM 44267D107 63,053 552,608 SH   SOLE   552,608 0 0
HP INC COM 40434L105 357,061 24,060,690 SH   SOLE   24,060,690 0 0
HRG GROUP INC COM 40434J100 56,724 3,645,495 SH   SOLE   3,645,495 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 150,206 5,960,575 SH   SOLE   5,960,575 0 0
HSN INC COM 404303109 64,990 1,894,764 SH   SOLE   1,894,764 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 4 1,621 SH   SOLE   1,621 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 886 34,020 SH   SOLE   34,020 0 0
HUB GROUP INC CL A 443320106 117,446 2,684,480 SH   SOLE   2,684,480 0 0
HUBBELL INC COM 443510607 237,758 2,037,344 SH   SOLE   2,037,344 0 0
HUBSPOT INC COM 443573100 42,987 914,617 SH   SOLE   914,617 0 0
HUDBAY MINERALS INC COM 443628102 160 28,141 SH   SOLE   28,141 0 0
HUDSON GLOBAL INC COM 443787106 98 72,090 SH   SOLE   72,090 0 0
HUDSON PAC PPTYS INC COM 444097109 138,248 3,974,933 SH   SOLE   3,974,933 0 0
HUDSON TECHNOLOGIES INC COM 444144109 565 70,478 SH   SOLE   70,478 0 0
HUMANA INC COM 444859102 477,584 2,340,756 SH   SOLE   2,340,756 0 0
HUNT J B TRANS SVCS INC COM 445658107 223,070 2,298,032 SH   SOLE   2,298,032 0 0
HUNTINGTON BANCSHARES INC COM 446150104 272,067 20,579,960 SH   SOLE   20,579,960 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 386,751 2,099,742 SH   SOLE   2,099,742 0 0
HUNTSMAN CORP COM 447011107 114,444 5,998,114 SH   SOLE   5,998,114 0 0
HURCO COMPANIES INC COM 447324104 6,933 209,467 SH   SOLE   209,467 0 0
HURON CONSULTING GROUP INC COM 447462102 34,234 675,889 SH   SOLE   675,889 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 57 58,000 PRN   SOLE   58,000 0 0
HUTTIG BLDG PRODS INC COM 448451104 409 61,929 SH   SOLE   61,929 0 0
HYATT HOTELS CORP COM CL A 448579102 18,756 339,410 SH   SOLE   339,410 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 18,352 287,791 SH   SOLE   287,791 0 0
I D SYSTEMS INC COM 449489103 180 33,288 SH   SOLE   33,288 0 0
IAC INTERACTIVECORP COM 44919P508 50,889 785,447 SH   SOLE   785,447 0 0
IAMGOLD CORP COM 450913108 150 38,950 SH   SOLE   38,950 0 0
IBERIABANK CORP COM 450828108 122,474 1,462,381 SH   SOLE   1,462,381 0 0
IBIO INC COM 451033104 9 21,982 SH   SOLE   21,982 0 0
ICAD INC COM NEW 44934S206 117 36,029 SH   SOLE   36,029 0 0
ICF INTL INC COM 44925C103 31,097 563,352 SH   SOLE   563,352 0 0
ICICI BK LTD ADR 45104G104 8,265 1,103,417 SH   SOLE   1,103,417 0 0
ICON PLC SHS G4705A100 2,700 35,901 SH   SOLE   35,901 0 0
ICONIX BRAND GROUP INC COM 451055107 39,793 4,260,458 SH   SOLE   4,260,458 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 55 58,000 PRN   SOLE   58,000 0 0
ICU MED INC COM 44930G107 167,766 1,138,554 SH   SOLE   1,138,554 0 0
IDACORP INC COM 451107106 446,947 5,548,690 SH   SOLE   5,548,690 0 0
IDEAL PWR INC COM 451622104 84 25,418 SH   SOLE   25,418 0 0
IDENTIV INC COM NEW 45170X205 11 3,305 SH   SOLE   3,305 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 4,939 3,292,962 SH   SOLE   3,292,962 0 0
IDEX CORP COM 45167R104 262,886 2,919,008 SH   SOLE   2,919,008 0 0
IDEXX LABS INC COM 45168D104 435,479 3,713,470 SH   SOLE   3,713,470 0 0
IDT CORP CL B NEW 448947507 11,905 642,124 SH   SOLE   642,124 0 0
IEC ELECTRS CORP NEW COM 44949L105 116 32,559 SH   SOLE   32,559 0 0
IES HLDGS INC COM 44951W106 4,851 253,302 SH   SOLE   253,302 0 0
IF BANCORP INC COM 44951J105 13 697 SH   SOLE   697 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 11 20,410 SH   SOLE   20,410 0 0
IGNYTA INC COM 451731103 5,027 948,441 SH   SOLE   948,441 0 0
IHS MARKIT LTD SHS G47567105 12,241 345,698 SH   SOLE   345,698 0 0
II VI INC COM 902104108 129,824 4,378,533 SH   SOLE   4,378,533 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 4,845 279,598 SH   SOLE   279,598 0 0
IKONICS CORP COM 45172K102 3 237 SH   SOLE   237 0 0
ILG INC COM 44967H101 156,350 8,604,844 SH   SOLE   8,604,844 0 0
ILLINOIS TOOL WKS INC COM 452308109 500,374 4,086,019 SH   SOLE   4,086,019 0 0
ILLUMINA INC COM 452327109 601,245 4,695,763 SH   SOLE   4,695,763 0 0
ILLUMINA INC NOTE 6/1 452327AF6 83 87,000 PRN   SOLE   87,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 80 83,000 PRN   SOLE   83,000 0 0
IMAGE SENSING SYS INC COM 45244C104 7 1,777 SH   SOLE   1,777 0 0
IMATION CORP COM 45245A107 72 87,317 SH   SOLE   87,317 0 0
IMAX CORP COM 45245E109 54,079 1,722,261 SH   SOLE   1,722,261 0 0
IMMERSION CORP COM 452521107 10,110 951,127 SH   SOLE   951,127 0 0
IMMUCELL CORP COM PAR $0.10 452525306 4 736 SH   SOLE   736 0 0
IMMUNE DESIGN CORP COM 45252L103 2,441 443,790 SH   SOLE   443,790 0 0
IMMUNE PHARMACEUTICALS INC COM 45254C101 2 8,931 SH   SOLE   8,931 0 0
IMMUNOCELLULAR THERAPEUTICS COM NEW 452536204 1 672 SH   SOLE   672 0 0
IMMUNOGEN INC COM 45253H101 5,129 2,514,221 SH   SOLE   2,514,221 0 0
IMMUNOMEDICS INC COM 452907108 16,899 4,604,697 SH   SOLE   4,604,697 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 4,949 352,973 SH   SOLE   352,973 0 0
IMPAX LABORATORIES INC COM 45256B101 79,298 5,984,758 SH   SOLE   5,984,758 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 69 87,000 PRN   SOLE   87,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 16 470 SH   SOLE   470 0 0
IMPERVA INC COM 45321L100 34,836 907,196 SH   SOLE   907,196 0 0
IMPINJ INC COM 453204109 6,392 180,863 SH   SOLE   180,863 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 125 49,858 SH   SOLE   49,858 0 0
INC RESH HLDGS INC CL A 45329R109 105,076 1,997,637 SH   SOLE   1,997,637 0 0
INCOME OPPORTUNITY RLTY INVS COM 452926108 1 108 SH   SOLE   108 0 0
INCYTE CORP COM 45337C102 444,895 4,436,973 SH   SOLE   4,436,973 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 116 58,000 PRN   SOLE   58,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 59 29,000 PRN   SOLE   29,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 6,648 992,195 SH   SOLE   992,195 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4,557 233,115 SH   SOLE   233,115 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 17,732 1,987,905 SH   SOLE   1,987,905 0 0
INDEPENDENT BANK CORP MASS COM 453836108 147,964 2,100,275 SH   SOLE   2,100,275 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 14,579 671,841 SH   SOLE   671,841 0 0
INDEPENDENT BK GROUP INC COM 45384B106 22,852 366,212 SH   SOLE   366,212 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 5 2,547 SH   SOLE   2,547 0 0
INFINERA CORPORATION COM 45667G103 41,474 4,885,099 SH   SOLE   4,885,099 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 2,220 1,644,813 SH   SOLE   1,644,813 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 78,562 893,761 SH   SOLE   893,761 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 3,662 1,005,934 SH   SOLE   1,005,934 0 0
INFOSONICS CORP COM 456784107 2 4,674 SH   SOLE   4,674 0 0
INFOSYS LTD SPONSORED ADR 456788108 23,391 1,577,270 SH   SOLE   1,577,270 0 0
INFRAREIT INC COM 45685L100 22,543 1,258,710 SH   SOLE   1,258,710 0 0
INFUSYSTEM HLDGS INC COM 45685K102 153 60,045 SH   SOLE   60,045 0 0
INGERSOLL-RAND PLC SHS G47791101 348,180 4,639,926 SH   SOLE   4,639,926 0 0
INGEVITY CORP COM 45688C107 182,658 3,329,538 SH   SOLE   3,329,538 0 0
INGLES MKTS INC CL A 457030104 20,783 432,089 SH   SOLE   432,089 0 0
INGREDION INC COM 457187102 363,481 2,908,776 SH   SOLE   2,908,776 0 0
INNERWORKINGS INC COM 45773Y105 12,485 1,267,501 SH   SOLE   1,267,501 0 0
INNODATA INC COM NEW 457642205 174 70,822 SH   SOLE   70,822 0 0
INNOPHOS HOLDINGS INC COM 45774N108 79,152 1,514,585 SH   SOLE   1,514,585 0 0
INNOSPEC INC COM 45768S105 130,375 1,903,280 SH   SOLE   1,903,280 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 128 38,520 SH   SOLE   38,520 0 0
INNOVIVA INC COM 45781M101 89,473 8,361,970 SH   SOLE   8,361,970 0 0
INOGEN INC COM 45780L104 87,736 1,306,177 SH   SOLE   1,306,177 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 3,368 552,073 SH   SOLE   552,073 0 0
INOVALON HLDGS INC COM CL A 45781D101 8,549 830,037 SH   SOLE   830,037 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 21,970 3,165,665 SH   SOLE   3,165,665 0 0
INPHI CORP COM 45772F107 53,470 1,198,352 SH   SOLE   1,198,352 0 0
INSEEGO CORP COM 45782B104 243 99,632 SH   SOLE   99,632 0 0
INSIGHT ENTERPRISES INC COM 45765U103 117,127 2,896,322 SH   SOLE   2,896,322 0 0
INSIGNIA SYS INC COM 45765Y105 8 3,143 SH   SOLE   3,143 0 0
INSMED INC COM PAR $.01 457669307 35,794 2,705,488 SH   SOLE   2,705,488 0 0
INSPERITY INC COM 45778Q107 97,297 1,371,345 SH   SOLE   1,371,345 0 0
INSPIREMD INC COM PAR 45779A804 0 56 SH   SOLE   56 0 0
INSTALLED BLDG PRODS INC COM 45780R101 77,400 1,874,087 SH   SOLE   1,874,087 0 0
INSTEEL INDUSTRIES INC COM 45774W108 49,334 1,384,235 SH   SOLE   1,384,235 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 6 4,634 SH   SOLE   4,634 0 0
INSTRUCTURE INC COM 45781U103 6,627 338,967 SH   SOLE   338,967 0 0
INSULET CORP COM 45784P101 71,185 1,889,200 SH   SOLE   1,889,200 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 15,775 1,714,727 SH   SOLE   1,714,727 0 0
INTEGER HLDGS CORP COM 45826H109 69,044 2,344,451 SH   SOLE   2,344,451 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 208,267 2,427,637 SH   SOLE   2,427,637 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 193,450 8,210,952 SH   SOLE   8,210,952 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 60 58,000 PRN   SOLE   58,000 0 0
INTEL CORP COM 458140100 2,879,512 79,391,014 SH   SOLE   79,391,014 0 0
INTEL CORP SDCV 12/1 458140AD2 315 233,000 PRN   SOLE   233,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 513 291,000 PRN   SOLE   291,000 0 0
INTELIQUENT INC COM 45825N107 63,251 2,759,650 SH   SOLE   2,759,650 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 9,234 704,350 SH   SOLE   704,350 0 0
INTELLICHECK MOBILISA INC COM NEW 45817G201 6 2,298 SH   SOLE   2,298 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 7 1,594 SH   SOLE   1,594 0 0
INTELSAT S A COM L5140P101 2,816 1,054,758 SH   SOLE   1,054,758 0 0
INTER PARFUMS INC COM 458334109 44,838 1,369,095 SH   SOLE   1,369,095 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 152,651 4,181,085 SH   SOLE   4,181,085 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 60,932 560,812 SH   SOLE   560,812 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 52 58,000 PRN   SOLE   58,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 452,093 8,012,984 SH   SOLE   8,012,984 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 79 58,000 PRN   SOLE   58,000 0 0
INTERDIGITAL INC COM 45867G101 188,743 2,066,151 SH   SOLE   2,066,151 0 0
INTERFACE INC COM 458665304 96,588 5,206,897 SH   SOLE   5,206,897 0 0
INTERGROUP CORP COM 458685104 3 126 SH   SOLE   126 0 0
INTERLINK ELECTRS INC COM NEW 458751302 18 2,508 SH   SOLE   2,508 0 0
INTERMOLECULAR INC COM 45882D109 64 67,667 SH   SOLE   67,667 0 0
INTERNAP CORP COM PAR $.001 45885A300 221 143,817 SH   SOLE   143,817 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 142,752 3,498,827 SH   SOLE   3,498,827 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,418,283 14,568,846 SH   SOLE   14,568,846 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 182,558 1,549,330 SH   SOLE   1,549,330 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 22,793 893,142 SH   SOLE   893,142 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 6,121 435,948 SH   SOLE   435,948 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 55,611 1,511,172 SH   SOLE   1,511,172 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 1 272 SH   SOLE   272 0 0
INTERPUBLIC GROUP COS INC COM 460690100 162,642 6,947,564 SH   SOLE   6,947,564 0 0
INTERSECT ENT INC COM 46071F103 9,857 814,609 SH   SOLE   814,609 0 0
INTERSECTIONS INC COM 460981301 89 22,251 SH   SOLE   22,251 0 0
INTERSIL CORP CL A 46069S109 178,861 8,020,662 SH   SOLE   8,020,662 0 0
INTERXION HOLDING N.V SHS N47279109 12,471 355,602 SH   SOLE   355,602 0 0
INTEST CORP COM 461147100 136 29,579 SH   SOLE   29,579 0 0
INTEVAC INC COM 461148108 459 53,722 SH   SOLE   53,722 0 0
INTL FCSTONE INC COM 46116V105 52,737 1,331,736 SH   SOLE   1,331,736 0 0
INTL PAPER CO COM 460146103 630,654 11,885,679 SH   SOLE   11,885,679 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 30,697 2,034,263 SH   SOLE   2,034,263 0 0
INTRALINKS HLDGS INC COM 46118H104 18,206 1,346,631 SH   SOLE   1,346,631 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 9,403 526,780 SH   SOLE   526,780 0 0
INTREPID POTASH INC COM 46121Y102 333 159,918 SH   SOLE   159,918 0 0
INTREXON CORP COM 46122T102 14,327 589,593 SH   SOLE   589,593 0 0
INTRICON CORP COM 46121H109 109 15,796 SH   SOLE   15,796 0 0
INTUIT COM 461202103 453,190 3,954,195 SH   SOLE   3,954,195 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 622,165 981,070 SH   SOLE   981,070 0 0
INUVO INC COM NEW 46122W204 90 53,735 SH   SOLE   53,735 0 0
INVACARE CORP COM 461203101 36,466 2,794,305 SH   SOLE   2,794,305 0 0
INVENSENSE INC COM 46123D205 32,085 2,508,638 SH   SOLE   2,508,638 0 0
INVENTERGY GLOBAL INC COM NEW 46123X409 0 300 SH   SOLE   300 0 0
INVENTURE FOODS INC COM 461212102 5,976 606,742 SH   SOLE   606,742 0 0
INVESCO LTD SHS G491BT108 223,289 7,359,551 SH   SOLE   7,359,551 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 97,128 6,652,569 SH   SOLE   6,652,569 0 0
INVESTAR HLDG CORP COM 46134L105 34 1,815 SH   SOLE   1,815 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 41,558 2,105,250 SH   SOLE   2,105,250 0 0
INVESTORS BANCORP INC NEW COM 46146L101 136,551 9,788,615 SH   SOLE   9,788,615 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 27,412 3,844,544 SH   SOLE   3,844,544 0 0
INVESTORS TITLE CO COM 461804106 7,619 48,164 SH   SOLE   48,164 0 0
INVITAE CORP COM 46185L103 6,199 780,737 SH   SOLE   780,737 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 4,312 1,026,700 SH   SOLE   1,026,700 0 0
INVUITY INC COM NEW 46187J205 178 31,035 SH   SOLE   31,035 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 160 26,672 SH   SOLE   26,672 0 0
IONIS PHARMACEUTICALS INC COM 462222100 146,249 3,057,681 SH   SOLE   3,057,681 0 0
IPASS INC COM 46261V108 301 182,136 SH   SOLE   182,136 0 0
IPG PHOTONICS CORP COM 44980X109 139,619 1,414,439 SH   SOLE   1,414,439 0 0
IRADIMED CORP COM 46266A109 1,424 128,299 SH   SOLE   128,299 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 6,830 227,657 SH   SOLE   227,657 0 0
IRIDEX CORP COM 462684101 3,424 243,500 SH   SOLE   243,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 84,088 8,759,180 SH   SOLE   8,759,180 0 0
IROBOT CORP COM 462726100 125,200 2,142,004 SH   SOLE   2,142,004 0 0
IRON MTN INC NEW COM 46284V101 185,840 5,721,679 SH   SOLE   5,721,679 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 98,651 6,452,010 SH   SOLE   6,452,010 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 66 58,000 PRN   SOLE   58,000 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,955 106,015 SH   SOLE   106,015 0 0
ISHARES MSCI AUST ETF 464286103 3,429 169,491 SH   SOLE   169,491 0 0
ISHARES INTL HIGH YIELD 464286210 1,312 28,613 SH   SOLE   28,613 0 0
ISHARES MSCI CDA ETF 464286509 118,032 4,513,649 SH   SOLE   4,513,649 0 0
ISHARES EM MKTS CURR ETF 464286517 13,801 322,072 SH   SOLE   322,072 0 0
ISHARES MIN VOL GBL ETF 464286525 2,583 35,573 SH   SOLE   35,573 0 0
ISHARES MIN VOL EMRG MKT 464286533 12,576 257,118 SH   SOLE   257,118 0 0
ISHARES MSCI EURZONE ETF 464286608 1,127,515 32,587,145 SH   SOLE   32,587,145 0 0
ISHARES MSCI SZ CAP ETF 464286749 3,556 120,717 SH   SOLE   120,717 0 0
ISHARES MSCI SPAN CP ETF 464286764 50,333 1,898,641 SH   SOLE   1,898,641 0 0
ISHARES MSCI STH KOR ETF 464286772 8,541 160,486 SH   SOLE   160,486 0 0
ISHARES MSCI GERMANY ETF 464286806 526,202 19,871,680 SH   SOLE   19,871,680 0 0
ISHARES MSCI MEX CAP ETF 464286822 2,011 45,725 SH   SOLE   45,725 0 0
ISHARES 10+ YR CR BD ETF 464289511 36,283 618,109 SH   SOLE   618,109 0 0
ISHARES INDIA 50 ETF 464289529 608 22,250 SH   SOLE   22,250 0 0
ISHARES INC CORE MSCI EMKT 46434G103 500,526 11,790,956 SH   SOLE   11,790,956 0 0
ISHARES INC MSCI RUS ETF NEW 46434G798 11,789 351,715 SH   SOLE   351,715 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 860,527 17,612,096 SH   SOLE   17,612,096 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 6,842 282,624 SH   SOLE   282,624 0 0
ISHARES TR CORE S&P TTL STK 464287150 426,340 8,312,349 SH   SOLE   0 0 8,312,349
ISHARES TR TIPS BD ETF 464287176 893,681 7,896,797 SH   SOLE   7,069,432 0 827,365
ISHARES TR CORE S&P500 ETF 464287200 866,442 3,851,024 SH   SOLE   3,349,867 0 501,157
ISHARES TR CORE US AGGBD ET 464287226 2,676,277 24,766,580 SH   SOLE   20,620,517 0 4,146,063
ISHARES TR MSCI EMG MKT ETF 464287234 260,428 7,438,681 SH   SOLE   6,996,242 0 442,439
ISHARES TR IBOXX INV CP ETF 464287242 84,659 722,473 SH   SOLE   722,473 0 0
ISHARES TR JPX NIKKEI 400 464287382 2,534 47,790 SH   SOLE   47,790 0 0
ISHARES TR 20 YR TR BD ETF 464287432 3,630 30,472 SH   SOLE   0 0 30,472
ISHARES TR MSCI EAFE ETF 464287465 3,261,858 56,501,952 SH   SOLE   55,829,914 0 672,038
ISHARES TR CORE S&P MCP ETF 464287507 63,349 383,141 SH   SOLE   380,885 0 2,256
ISHARES TR COHEN&STEER REIT 464287564 551,216 5,532,079 SH   SOLE   5,225,852 0 306,227
ISHARES TR RUS 1000 ETF 464287622 2,785,448 22,380,265 SH   SOLE   21,682,554 0 697,711
ISHARES TR RUSSELL 2000 ETF 464287655 257,090 1,906,490 SH   SOLE   1,712,736 0 193,754
ISHARES TR CORE S&P SCP ETF 464287804 30,274 220,144 SH   SOLE   207,959 0 12,185
ISHARES TR AGENCY BOND ETF 464288166 1,839 16,329 SH   SOLE   16,329 0 0
ISHARES TR MSCI ACWI EX US 464288240 48,435 1,202,752 SH   SOLE   1,180,368 0 22,384
ISHARES TR MSCI ACWI ETF 464288257 2,484 41,975 SH   SOLE   41,975 0 0
ISHARES TR EAFE SML CP ETF 464288273 77,153 1,548,021 SH   SOLE   1,548,021 0 0
ISHARES TR JP MOR EM MK ETF 464288281 5,416 49,141 SH   SOLE   49,141 0 0
ISHARES TR INTL SEL DIV ETF 464288448 42,187 1,427,180 SH   SOLE   1,427,180 0 0
ISHARES TR DEVSMCP EXNA ETF 464288497 1,238 28,257 SH   SOLE   28,257 0 0
ISHARES TR IBOXX HI YD ETF 464288513 264,411 3,055,008 SH   SOLE   3,055,008 0 0
ISHARES TR MBS ETF 464288588 32,457 305,222 SH   SOLE   305,222 0 0
ISHARES TR US CREDIT BD ETF 464288620 173,546 1,588,962 SH   SOLE   1,588,962 0 0
ISHARES TR INTERM CR BD ETF 464288638 4,963 45,874 SH   SOLE   45,874 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 76,037 724,575 SH   SOLE   0 0 724,575
ISHARES TR SHRT TRS BD ETF 464288679 102,304 927,503 SH   SOLE   0 0 927,503
ISHARES TR U.S. PFD STK ETF 464288687 13,479 362,230 SH   SOLE   362,230 0 0
ISHARES TR US TREASURY ETF 46429B267 234,630 9,411,556 SH   SOLE   9,411,556 0 0
ISHARES TR MSCI INDIA ETF 46429B598 2,249 83,893 SH   SOLE   83,893 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 29,228 355,356 SH   SOLE   355,356 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 18,838 307,708 SH   SOLE   307,708 0 0
ISHARES TR CORE MSCITOTAL 46432F834 1,828,176 36,208,671 SH   SOLE   32,755,244 0 3,453,427
ISHARES TR CORE MSCI EAFE 46432F842 1,143,274 21,317,803 SH   SOLE   21,317,803 0 0
ISHARES TR IBNDS MAR18 ETF 46432FAG2 5,026 204,000 SH   SOLE   204,000 0 0
ISHARES TR IBNDS MAR20 ETF 46432FAK3 3,160 128,400 SH   SOLE   128,400 0 0
ISHARES TR IBNDS MAR23 ETF 46432FAN7 3,118 129,000 SH   SOLE   129,000 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 43,279 1,863,081 SH   SOLE   1,863,081 0 0
ISHARES TR MULTIFACTOR USA 46434V282 113,358 4,242,449 SH   SOLE   4,242,449 0 0
ISHARES TR CORE TL USD BD 46434V613 611,554 12,165,378 SH   SOLE   12,165,378 0 0
ISHARES TR CORE MSCI PAC 46434V696 227,931 4,669,756 SH   SOLE   4,669,756 0 0
ISHARES TR MIN VOL EUROPE 46434V720 3,387 159,629 SH   SOLE   159,629 0 0
ISHARES TR CORE MSCI EURO 46434V738 328,631 8,076,457 SH   SOLE   8,076,457 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 66,021 2,151,216 SH   SOLE   2,151,216 0 0
ISHARES TR MTG REL ETF NEW 46435G342 40,258 957,155 SH   SOLE   957,155 0 0
ISHARES TR CORE INTL AGGR 46435G672 182,057 3,509,201 SH   SOLE   3,509,201 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 118 117,000 PRN   SOLE   117,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 19,827 803,026 SH   SOLE   803,026 0 0
ISORAY INC COM 46489V104 10 16,494 SH   SOLE   16,494 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 149 36,165 SH   SOLE   36,165 0 0
ISRAMCO INC COM NEW 465141406 2,978 23,958 SH   SOLE   23,958 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 3 318 SH   SOLE   318 0 0
ISTAR INC COM 45031U101 45,542 3,681,687 SH   SOLE   3,681,687 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 87,625 8,523,793 SH   SOLE   8,523,793 0 0
ITERIS INC COM 46564T107 248 68,061 SH   SOLE   68,061 0 0
ITRON INC COM 465741106 162,401 2,583,945 SH   SOLE   2,583,945 0 0
ITT INC COM 45073V108 135,120 3,503,229 SH   SOLE   3,503,229 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 5,002 188,745 SH   SOLE   188,745 0 0
ITUS CORP COM NEW 45069V203 12 2,215 SH   SOLE   2,215 0 0
IXIA COM 45071R109 83,554 5,189,701 SH   SOLE   5,189,701 0 0
IXYS CORP COM 46600W106 9,814 824,701 SH   SOLE   824,701 0 0
IZEA INC COM 46603N301 55 12,228 SH   SOLE   12,228 0 0
J & J SNACK FOODS CORP COM 466032109 156,654 1,174,051 SH   SOLE   1,174,051 0 0
J ALEXANDERS HLDGS INC COM 46609J106 4,964 461,780 SH   SOLE   461,780 0 0
J2 GLOBAL INC COM 48123V102 229,306 2,803,254 SH   SOLE   2,803,254 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 1,338 281,013 SH   SOLE   281,013 0 0
JABIL CIRCUIT INC COM 466313103 173,651 7,336,346 SH   SOLE   7,336,346 0 0
JACK IN THE BOX INC COM 466367109 213,248 1,910,137 SH   SOLE   1,910,137 0 0
JACKSONVILLE BANCORP INC MD COM 46924R106 7 232 SH   SOLE   232 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 139,670 2,450,359 SH   SOLE   2,450,359 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 36 49,785 SH   SOLE   49,785 0 0
JAKKS PAC INC COM 47012E106 2,694 523,181 SH   SOLE   523,181 0 0
JAMBA INC COM NEW 47023A309 4,247 412,357 SH   SOLE   412,357 0 0
JAMES RIV GROUP LTD COM G5005R107 18,501 445,280 SH   SOLE   445,280 0 0
JANUS CAP GROUP INC COM 47102X105 118,868 8,957,644 SH   SOLE   8,957,644 0 0
JASON INDS INC COM 471172106 84 46,872 SH   SOLE   46,872 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 122,835 1,126,612 SH   SOLE   1,126,612 0 0
JD COM INC SPON ADR CL A 47215P106 236,985 9,315,451 SH   SOLE   9,315,451 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 90 87,000 PRN   SOLE   87,000 0 0
JERNIGAN CAP INC COM 476405105 3,228 153,355 SH   SOLE   153,355 0 0
JETBLUE AIRWAYS CORP COM 477143101 302,016 13,470,828 SH   SOLE   13,470,828 0 0
JETPAY CORP COM 477177109 5 2,300 SH   SOLE   2,300 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 4 283 SH   SOLE   283 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,754 180,859 SH   SOLE   180,859 0 0
JIVE SOFTWARE INC COM 47760A108 8,016 1,842,679 SH   SOLE   1,842,679 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 192,729 2,242,336 SH   SOLE   2,242,336 0 0
JOHNSON & JOHNSON COM 478160104 5,247,398 45,546,374 SH   SOLE   45,546,374 0 0
JOHNSON CTLS INTL PLC SHS G51502105 669,802 16,261,288 SH   SOLE   16,261,288 0 0
JOHNSON OUTDOORS INC CL A 479167108 6,318 159,175 SH   SOLE   159,175 0 0
JOINT CORP COM 47973J102 62 23,352 SH   SOLE   23,352 0 0
JONES ENERGY INC COM CL A 48019R108 9,828 1,965,605 SH   SOLE   1,965,605 0 0
JONES LANG LASALLE INC COM 48020Q107 209,695 2,075,362 SH   SOLE   2,075,362 0 0
JOY GLOBAL INC COM 481165108 165,336 5,904,849 SH   SOLE   5,904,849 0 0
JPMORGAN CHASE & CO COM 46625H100 4,243,773 49,180,359 SH   SOLE   49,180,359 0 0
JRJR33 INC COM 46645Q106 45 59,756 SH   SOLE   59,756 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,876 374,398 SH   SOLE   374,398 0 0
JUNIPER NETWORKS INC COM 48203R104 206,707 7,314,480 SH   SOLE   7,314,480 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 185 33,080 SH   SOLE   33,080 0 0
JUNO THERAPEUTICS INC COM 48205A109 40,470 2,146,963 SH   SOLE   2,146,963 0 0
K12 INC COM 48273U102 19,218 1,119,903 SH   SOLE   1,119,903 0 0
K2M GROUP HLDGS INC COM 48273J107 18,103 903,362 SH   SOLE   903,362 0 0
KADANT INC COM 48282T104 21,417 349,946 SH   SOLE   349,946 0 0
KADMON HLDGS INC COM 48283N106 1,349 252,169 SH   SOLE   252,169 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 112,715 1,450,836 SH   SOLE   1,450,836 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 16 2,274 SH   SOLE   2,274 0 0
KAMAN CORP COM 483548103 106,842 2,183,564 SH   SOLE   2,183,564 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 219,604 2,588,142 SH   SOLE   2,588,142 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 167,399 7,591,775 SH   SOLE   7,591,775 0 0
KAR AUCTION SVCS INC COM 48238T109 60,788 1,426,279 SH   SOLE   1,426,279 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 12,938 1,376,355 SH   SOLE   1,376,355 0 0
KATE SPADE & CO COM 485865109 91,957 4,925,368 SH   SOLE   4,925,368 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 964 27,320 SH   SOLE   27,320 0 0
KB HOME COM 48666K109 101,208 6,401,500 SH   SOLE   6,401,500 0 0
KBR INC COM 48242W106 95,602 5,728,101 SH   SOLE   5,728,101 0 0
KCG HLDGS INC CL A 48244B100 25,328 1,911,510 SH   SOLE   1,911,510 0 0
KEARNY FINL CORP MD COM 48716P108 41,657 2,678,921 SH   SOLE   2,678,921 0 0
KELLOGG CO COM 487836108 472,196 6,406,137 SH   SOLE   6,406,137 0 0
KELLY SVCS INC CL A 488152208 56,793 2,477,880 SH   SOLE   2,477,880 0 0
KEMET CORP COM NEW 488360207 806 121,583 SH   SOLE   121,583 0 0
KEMPER CORP DEL COM 488401100 118,556 2,676,206 SH   SOLE   2,676,206 0 0
KEMPHARM INC COM 488445107 117 39,546 SH   SOLE   39,546 0 0
KENNAMETAL INC COM 489170100 150,252 4,806,528 SH   SOLE   4,806,528 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 51,965 2,534,886 SH   SOLE   2,534,886 0 0
KENTUCKY FIRST FED BANCORP COM 491292108 8 844 SH   SOLE   844 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 13,901 2,372,234 SH   SOLE   2,372,234 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 6 262 SH   SOLE   262 0 0
KEY TECHNOLOGY INC COM 493143101 141 12,181 SH   SOLE   12,181 0 0
KEY TRONICS CORP COM 493144109 229 29,315 SH   SOLE   29,315 0 0
KEYCORP NEW COM 493267108 382,851 20,955,159 SH   SOLE   20,955,159 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 243,283 6,652,526 SH   SOLE   6,652,526 0 0
KEYW HLDG CORP COM 493723100 13,870 1,176,456 SH   SOLE   1,176,456 0 0
KFORCE INC COM 493732101 17,075 739,189 SH   SOLE   739,189 0 0
KILROY RLTY CORP COM 49427F108 345,570 4,719,606 SH   SOLE   4,719,606 0 0
KIMBALL ELECTRONICS INC COM 49428J109 16,829 924,678 SH   SOLE   924,678 0 0
KIMBALL INTL INC CL B 494274103 20,412 1,162,408 SH   SOLE   1,162,408 0 0
KIMBERLY CLARK CORP COM 494368103 1,113,868 9,760,500 SH   SOLE   9,760,500 0 0
KIMCO RLTY CORP COM 49446R109 325,718 12,945,869 SH   SOLE   12,945,869 0 0
KINDER MORGAN INC DEL COM 49456B101 624,286 30,144,167 SH   SOLE   30,144,167 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 160,403 3,297,082 SH   SOLE   3,297,082 0 0
KINDRED BIOSCIENCES INC COM 494577109 189 44,361 SH   SOLE   44,361 0 0
KINDRED HEALTHCARE INC COM 494580103 56,944 7,254,004 SH   SOLE   7,254,004 0 0
KINGSTONE COS INC COM 496719105 329 23,906 SH   SOLE   23,906 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,875 924,501 SH   SOLE   924,501 0 0
KINSALE CAP GROUP INC COM 49714P108 7,594 223,280 SH   SOLE   223,280 0 0
KIRBY CORP COM 497266106 189,749 2,853,364 SH   SOLE   2,853,364 0 0
KIRKLANDS INC COM 497498105 18,782 1,210,949 SH   SOLE   1,210,949 0 0
KITE PHARMA INC COM 49803L109 89,415 1,994,083 SH   SOLE   1,994,083 0 0
KITE RLTY GROUP TR COM NEW 49803T300 168,779 7,188,214 SH   SOLE   7,188,214 0 0
KLA-TENCOR CORP COM 482480100 241,359 3,067,606 SH   SOLE   3,067,606 0 0
KLX INC COM 482539103 170,325 3,775,774 SH   SOLE   3,775,774 0 0
KMG CHEMICALS INC COM 482564101 11,322 291,132 SH   SOLE   291,132 0 0
KNIGHT TRANSN INC COM 499064103 169,851 5,139,208 SH   SOLE   5,139,208 0 0
KNOLL INC COM NEW 498904200 39,404 1,410,829 SH   SOLE   1,410,829 0 0
KNOWLES CORP COM 49926D109 89,094 5,331,748 SH   SOLE   5,331,748 0 0
KOHLS CORP COM 500255104 166,026 3,362,202 SH   SOLE   3,362,202 0 0
KONA GRILL INC COM 50047H201 3,222 256,726 SH   SOLE   256,726 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 133 19,194 SH   SOLE   19,194 0 0
KOPIN CORP COM 500600101 14,199 4,999,487 SH   SOLE   4,999,487 0 0
KOPPERS HOLDINGS INC COM 50060P106 67,023 1,663,098 SH   SOLE   1,663,098 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,166 225,448 SH   SOLE   225,448 0 0
KORN FERRY INTL COM NEW 500643200 137,146 4,660,071 SH   SOLE   4,660,071 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,494 118,068 SH   SOLE   118,068 0 0
KOSMOS ENERGY LTD SHS G5315B107 12,723 1,814,949 SH   SOLE   1,814,949 0 0
KRAFT HEINZ CO COM 500754106 732,718 8,391,184 SH   SOLE   8,391,184 0 0
KRATON CORPORATION COM 50077C106 68,015 2,388,169 SH   SOLE   2,388,169 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 13,786 1,862,971 SH   SOLE   1,862,971 0 0
KROGER CO COM 501044101 428,433 12,414,759 SH   SOLE   12,414,759 0 0
KRONOS WORLDWIDE INC COM 50105F105 8,093 677,812 SH   SOLE   677,812 0 0
KULICKE & SOFFA INDS INC COM 501242101 55,710 3,492,759 SH   SOLE   3,492,759 0 0
KURA ONCOLOGY INC COM 50127T109 212 35,904 SH   SOLE   35,904 0 0
KVH INDS INC COM 482738101 5,931 502,657 SH   SOLE   502,657 0 0
L BRANDS INC COM 501797104 297,487 4,518,330 SH   SOLE   4,518,330 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 287,814 1,892,141 SH   SOLE   1,892,141 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7,824 446,293 SH   SOLE   446,293 0 0
LA QUINTA HLDGS INC COM 50420D108 37,217 2,619,094 SH   SOLE   2,619,094 0 0
LA Z BOY INC COM 505336107 122,614 3,948,916 SH   SOLE   3,948,916 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 334,485 2,605,426 SH   SOLE   2,605,426 0 0
LADDER CAP CORP CL A 505743104 34,566 2,519,397 SH   SOLE   2,519,397 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 8,156 3,342,524 SH   SOLE   3,342,524 0 0
LAKE SHORE BANCORP INC COM 510700107 11 652 SH   SOLE   652 0 0
LAKE SUNAPEE BK GROUP COM 510866106 6,316 267,725 SH   SOLE   267,725 0 0
LAKELAND BANCORP INC COM 511637100 25,080 1,286,142 SH   SOLE   1,286,142 0 0
LAKELAND FINL CORP COM 511656100 37,759 797,284 SH   SOLE   797,284 0 0
LAKELAND INDS INC COM 511795106 240 23,078 SH   SOLE   23,078 0 0
LAM RESEARCH CORP COM 512807108 353,496 3,343,382 SH   SOLE   3,343,382 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 102 58,000 PRN   SOLE   58,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 240,020 3,569,603 SH   SOLE   3,569,603 0 0
LAMB WESTON HLDGS INC COM 513272104 204,370 5,399,483 SH   SOLE   5,399,483 0 0
LANCASTER COLONY CORP COM 513847103 157,838 1,116,329 SH   SOLE   1,116,329 0 0
LANDAUER INC COM 51476K103 37,060 770,471 SH   SOLE   770,471 0 0
LANDEC CORP COM 514766104 12,087 875,895 SH   SOLE   875,895 0 0
LANDMARK BANCORP INC COM 51504L107 19 676 SH   SOLE   676 0 0
LANDS END INC NEW COM 51509F105 6,929 457,369 SH   SOLE   457,369 0 0
LANDSTAR SYS INC COM 515098101 191,526 2,245,322 SH   SOLE   2,245,322 0 0
LANNET INC COM 516012101 58,518 2,653,892 SH   SOLE   2,653,892 0 0
LANTHEUS HLDGS INC COM 516544103 299 34,735 SH   SOLE   34,735 0 0
LANTRONIX INC COM NEW 516548203 4 2,338 SH   SOLE   2,338 0 0
LAREDO PETROLEUM INC COM 516806106 24,488 1,731,792 SH   SOLE   1,731,792 0 0
LAS VEGAS SANDS CORP COM 517834107 158,219 2,962,345 SH   SOLE   2,962,345 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 219,598 7,207,027 SH   SOLE   7,207,027 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 8,180 999,970 SH   SOLE   999,970 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 26,221 3,562,636 SH   SOLE   3,562,636 0 0
LAUDER ESTEE COS INC CL A 518439104 247,056 3,229,910 SH   SOLE   3,229,910 0 0
LAWSON PRODS INC COM 520776105 4,916 206,536 SH   SOLE   206,536 0 0
LAYNE CHRISTENSEN CO COM 521050104 6,594 606,599 SH   SOLE   606,599 0 0
LAZARD LTD SHS A G54050102 62,174 1,513,129 SH   SOLE   1,513,129 0 0
LCNB CORP COM 50181P100 6,861 295,110 SH   SOLE   295,110 0 0
LEAF GROUP LTD COM 52177G102 233 35,637 SH   SOLE   35,637 0 0
LEAR CORP COM NEW 521865204 107,808 814,444 SH   SOLE   814,444 0 0
LEE ENTERPRISES INC COM 523768109 398 137,278 SH   SOLE   137,278 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 143,672 3,336,563 SH   SOLE   3,336,563 0 0
LEGG MASON INC COM 524901105 113,640 3,799,391 SH   SOLE   3,799,391 0 0
LEGGETT & PLATT INC COM 524660107 252,718 5,170,182 SH   SOLE   5,170,182 0 0
LEIDOS HLDGS INC COM 525327102 284,862 5,570,232 SH   SOLE   5,570,232 0 0
LEMAITRE VASCULAR INC COM 525558201 11,049 436,046 SH   SOLE   436,046 0 0
LENDINGCLUB CORP COM 52603A109 58,128 11,071,944 SH   SOLE   11,071,944 0 0
LENDINGTREE INC NEW COM 52603B107 53,755 530,390 SH   SOLE   530,390 0 0
LENNAR CORP CL A 526057104 264,482 6,160,776 SH   SOLE   6,160,776 0 0
LENNAR CORP CL B 526057302 9,361 271,343 SH   SOLE   271,343 0 0
LENNOX INTL INC COM 526107107 245,428 1,602,321 SH   SOLE   1,602,321 0 0
LEUCADIA NATL CORP COM 527288104 132,041 5,679,164 SH   SOLE   5,679,164 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 320,845 5,692,777 SH   SOLE   5,692,777 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 41,174 2,977,143 SH   SOLE   2,977,143 0 0
LEXINGTON REALTY TRUST COM 529043101 198,713 18,399,367 SH   SOLE   18,399,367 0 0
LGI HOMES INC COM 50187T106 45,779 1,593,418 SH   SOLE   1,593,418 0 0
LGL GROUP INC COM 50186A108 1 257 SH   SOLE   257 0 0
LHC GROUP INC COM 50187A107 60,102 1,315,144 SH   SOLE   1,315,144 0 0
LIBBEY INC COM 529898108 14,067 722,844 SH   SOLE   722,844 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 19,328 266,735 SH   SOLE   266,735 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 82,290 1,110,980 SH   SOLE   1,110,980 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 22,014 554,931 SH   SOLE   554,931 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 9,160 299,429 SH   SOLE   299,429 0 0
LIBERTY GLOBAL PLC SHS CL B G5480U112 27 868 SH   SOLE   868 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 17,480 588,554 SH   SOLE   588,554 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 713 32,475 SH   SOLE   32,475 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 3,276 154,737 SH   SOLE   154,737 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 96,001 4,804,835 SH   SOLE   4,804,835 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 31,639 858,118 SH   SOLE   858,118 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 126 117,000 PRN   SOLE   117,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 16 30,931 PRN   SOLE   30,931 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 32,584 943,920 SH   SOLE   943,920 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 64,483 1,901,040 SH   SOLE   1,901,040 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5,824 284,258 SH   SOLE   284,258 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 44,947 1,434,637 SH   SOLE   1,434,637 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 22,255 709,903 SH   SOLE   709,903 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 20,104 976,412 SH   SOLE   976,412 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 157 146,000 PRN   SOLE   146,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 275,154 6,965,917 SH   SOLE   6,965,917 0 0
LIBERTY TAX INC CL A 53128T102 2,961 220,936 SH   SOLE   220,936 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 33,935 2,254,796 SH   SOLE   2,254,796 0 0
LIFE STORAGE INC COM 53223X107 179,626 2,106,803 SH   SOLE   2,106,803 0 0
LIFELOCK INC COM 53224V100 60,739 2,539,250 SH   SOLE   2,539,250 0 0
LIFEPOINT HEALTH INC COM 53219L109 97,137 1,710,157 SH   SOLE   1,710,157 0 0
LIFETIME BRANDS INC COM 53222Q103 6,506 366,525 SH   SOLE   366,525 0 0
LIFEVANTAGE CORP COM NEW 53222K205 3,669 450,179 SH   SOLE   450,179 0 0
LIFEWAY FOODS INC COM 531914109 1,751 152,171 SH   SOLE   152,171 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 180,125 1,772,705 SH   SOLE   1,772,705 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 2 1,643 SH   SOLE   1,643 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 5 3,255 SH   SOLE   3,255 0 0
LILLY ELI & CO COM 532457108 1,401,350 19,053,029 SH   SOLE   19,053,029 0 0
LIMELIGHT NETWORKS INC COM 53261M104 5,807 2,304,440 SH   SOLE   2,304,440 0 0
LIMONEIRA CO COM 532746104 8,250 383,556 SH   SOLE   383,556 0 0
LINCOLN EDL SVCS CORP COM 533535100 144 75,143 SH   SOLE   75,143 0 0
LINCOLN ELEC HLDGS INC COM 533900106 183,925 2,398,922 SH   SOLE   2,398,922 0 0
LINCOLN NATL CORP IND COM 534187109 285,176 4,303,250 SH   SOLE   4,303,250 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 4,621 489,017 SH   SOLE   489,017 0 0
LINDSAY CORP COM 535555106 62,855 842,447 SH   SOLE   842,447 0 0
LINEAR TECHNOLOGY CORP COM 535678106 306,740 4,919,649 SH   SOLE   4,919,649 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 25 25,000 PRN   SOLE   25,000 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 18,534 2,666,777 SH   SOLE   2,666,777 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 10,739 1,851,496 SH   SOLE   1,851,496 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 13,013 483,773 SH   SOLE   483,773 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 25,984 1,058,836 SH   SOLE   1,058,836 0 0
LIPOCINE INC NEW COM 53630X104 1,980 538,095 SH   SOLE   538,095 0 0
LIQTECH INTL INC COM 53632A102 5 7,413 SH   SOLE   7,413 0 0
LIQUIDITY SERVICES INC COM 53635B107 20,084 2,059,870 SH   SOLE   2,059,870 0 0
LITHIA MTRS INC CL A 536797103 184,614 1,906,577 SH   SOLE   1,906,577 0 0
LITTELFUSE INC COM 537008104 198,893 1,310,487 SH   SOLE   1,310,487 0 0
LIVANOVA PLC SHS G5509L101 57,992 1,289,562 SH   SOLE   1,289,562 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 136,103 5,116,646 SH   SOLE   5,116,646 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 62 58,000 PRN   SOLE   58,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 11,681 631,417 SH   SOLE   631,417 0 0
LIVE VENTURES INC COM NEW 538142308 15 631 SH   SOLE   631 0 0
LIVEPERSON INC COM 538146101 32,721 4,333,966 SH   SOLE   4,333,966 0 0
LKQ CORP COM 501889208 161,247 5,260,926 SH   SOLE   5,260,926 0 0
LM FDG AMER INC COM 502074107 8 1,896 SH   SOLE   1,896 0 0
LMI AEROSPACE INC COM 502079106 301 34,875 SH   SOLE   34,875 0 0
LOCKHEED MARTIN CORP COM 539830109 1,770,573 7,083,994 SH   SOLE   7,083,994 0 0
LOEWS CORP COM 540424108 242,919 5,187,261 SH   SOLE   5,187,261 0 0
LOGMEIN INC COM 54142L109 188,679 1,954,211 SH   SOLE   1,954,211 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 15,990 389,523 SH   SOLE   389,523 0 0
LOUISIANA PAC CORP COM 546347105 176,324 9,314,542 SH   SOLE   9,314,542 0 0
LOWES COS INC COM 548661107 884,785 12,440,738 SH   SOLE   12,440,738 0 0
LOXO ONCOLOGY INC COM 548862101 23,218 722,972 SH   SOLE   722,972 0 0
LPL FINL HLDGS INC COM 50212V100 38,272 1,086,951 SH   SOLE   1,086,951 0 0
LRAD CORP COM 50213V109 140 82,163 SH   SOLE   82,163 0 0
LSB INDS INC COM 502160104 14,855 1,764,238 SH   SOLE   1,764,238 0 0
LSC COMMUNICATIONS INC COM 50218P107 48,003 1,617,352 SH   SOLE   1,617,352 0 0
LSI INDS INC COM 50216C108 7,517 771,759 SH   SOLE   771,759 0 0
LTC PPTYS INC COM 502175102 145,694 3,101,188 SH   SOLE   3,101,188 0 0
LUBYS INC COM 549282101 2,724 636,464 SH   SOLE   636,464 0 0
LUCAS ENERGY INC COM PAR $0.001 549333300 21 16,967 SH   SOLE   16,967 0 0
LULULEMON ATHLETICA INC COM 550021109 69,431 1,068,327 SH   SOLE   1,068,327 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 41,890 2,661,342 SH   SOLE   2,661,342 0 0
LUMENTUM HLDGS INC COM 55024U109 161,801 4,186,318 SH   SOLE   4,186,318 0 0
LUMINEX CORP DEL COM 55027E102 74,749 3,694,943 SH   SOLE   3,694,943 0 0
LUMOS NETWORKS CORP COM 550283105 29,945 1,917,123 SH   SOLE   1,917,123 0 0
LUNA INNOVATIONS COM 550351100 13 9,173 SH   SOLE   9,173 0 0
LYDALL INC DEL COM 550819106 82,795 1,338,647 SH   SOLE   1,338,647 0 0
LYON WILLIAM HOMES CL A NEW 552074700 14,220 747,215 SH   SOLE   747,215 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 449,382 5,238,774 SH   SOLE   5,238,774 0 0
M & T BK CORP COM 55261F104 455,805 2,913,796 SH   SOLE   2,913,796 0 0
M D C HLDGS INC COM 552676108 103,698 4,041,247 SH   SOLE   4,041,247 0 0
M/I HOMES INC COM 55305B101 62,008 2,462,573 SH   SOLE   2,462,573 0 0
MACATAWA BK CORP COM 554225102 9,137 877,732 SH   SOLE   877,732 0 0
MACERICH CO COM 554382101 326,077 4,603,001 SH   SOLE   4,603,001 0 0
MACK CALI RLTY CORP COM 554489104 169,419 5,838,009 SH   SOLE   5,838,009 0 0
MACKINAC FINL CORP COM 554571109 10 764 SH   SOLE   764 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 32,442 700,985 SH   SOLE   700,985 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 98,100 1,200,738 SH   SOLE   1,200,738 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 67 58,000 PRN   SOLE   58,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 58 58,000 PRN   SOLE   58,000 0 0
MACROGENICS INC COM 556099109 30,867 1,510,142 SH   SOLE   1,510,142 0 0
MACYS INC COM 55616P104 200,285 5,593,000 SH   SOLE   5,593,000 0 0
MADDEN STEVEN LTD COM 556269108 160,311 4,484,216 SH   SOLE   4,484,216 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 33,913 197,730 SH   SOLE   197,730 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 9 632 SH   SOLE   632 0 0
MAGELLAN HEALTH INC COM NEW 559079207 145,743 1,936,781 SH   SOLE   1,936,781 0 0
MAGELLAN PETE CORP COM NEW 559091608 142 12,645 SH   SOLE   12,645 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 230 33,630 SH   SOLE   33,630 0 0
MAGNEGAS CORP COM NEW 55939L202 4 8,220 SH   SOLE   8,220 0 0
MAGYAR BANCORP INC COM 55977T109 9 714 SH   SOLE   714 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 99,174 5,683,321 SH   SOLE   5,683,321 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 26,153 760,276 SH   SOLE   760,276 0 0
MAJESCO COM 56068V102 1,056 173,732 SH   SOLE   173,732 0 0
MAJESCO ENTERTAINMENT CO COM PAR NEW 560690406 1 297 SH   SOLE   297 0 0
MALIBU BOATS INC COM CL A 56117J100 11,104 581,971 SH   SOLE   581,971 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 116,113 2,330,655 SH   SOLE   2,330,655 0 0
MALVERN BANCORP INC COM 561409103 37 1,752 SH   SOLE   1,752 0 0
MAM SOFTWARE GROUP INC COM NEW 55277Q201 17 2,685 SH   SOLE   2,685 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 3,562 234,343 SH   SOLE   234,343 0 0
MANHATTAN ASSOCS INC COM 562750109 153,793 2,900,117 SH   SOLE   2,900,117 0 0
MANHATTAN BRIDGE CAPITAL INC COM 562803106 135 17,719 SH   SOLE   17,719 0 0
MANITEX INTL INC COM 563420108 273 39,762 SH   SOLE   39,762 0 0
MANITOWOC FOODSERVICE INC COM 563568104 26,966 1,395,009 SH   SOLE   1,395,009 0 0
MANITOWOC INC COM 563571108 23,188 3,877,511 SH   SOLE   3,877,511 0 0
MANNATECH INC COM NEW 563771203 121 5,976 SH   SOLE   5,976 0 0
MANNING & NAPIER INC CL A 56382Q102 3,882 514,111 SH   SOLE   514,111 0 0
MANNKIND CORP COM 56400P201 6,571 10,319,727 SH   SOLE   10,319,727 0 0
MANPOWERGROUP INC COM 56418H100 238,073 2,678,894 SH   SOLE   2,678,894 0 0
MANTECH INTL CORP CL A 564563104 103,400 2,447,349 SH   SOLE   2,447,349 0 0
MARATHON OIL CORP COM 565849106 299,069 17,277,216 SH   SOLE   17,277,216 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 69 40,237 SH   SOLE   40,237 0 0
MARATHON PETE CORP COM 56585A102 547,759 10,879,018 SH   SOLE   10,879,018 0 0
MARCHEX INC CL B 56624R108 2,894 1,092,048 SH   SOLE   1,092,048 0 0
MARCUS & MILLICHAP INC COM 566324109 11,874 444,378 SH   SOLE   444,378 0 0
MARCUS CORP COM 566330106 46,998 1,491,985 SH   SOLE   1,491,985 0 0
MARIN SOFTWARE INC COM 56804T106 204 86,989 SH   SOLE   86,989 0 0
MARINE PRODS CORP COM 568427108 4,493 323,944 SH   SOLE   323,944 0 0
MARINEMAX INC COM 567908108 39,544 2,043,594 SH   SOLE   2,043,594 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 103 101,703 SH   SOLE   101,703 0 0
MARKEL CORP COM 570535104 239,331 264,600 SH   SOLE   264,600 0 0
MARKETAXESS HLDGS INC COM 57060D108 219,252 1,492,321 SH   SOLE   1,492,321 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 5,748 275,026 SH   SOLE   275,026 0 0
MARRIOTT INTL INC NEW CL A 571903202 464,070 5,612,841 SH   SOLE   5,612,841 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 158,524 1,868,289 SH   SOLE   1,868,289 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 12 5,563 SH   SOLE   5,563 0 0
MARSH & MCLENNAN COS INC COM 571748102 587,427 8,691,029 SH   SOLE   8,691,029 0 0
MARTEN TRANS LTD COM 573075108 42,141 1,808,621 SH   SOLE   1,808,621 0 0
MARTIN MARIETTA MATLS INC COM 573284106 258,161 1,165,355 SH   SOLE   1,165,355 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 90,423 6,519,345 SH   SOLE   6,519,345 0 0
MASCO CORP COM 574599106 203,212 6,426,707 SH   SOLE   6,426,707 0 0
MASIMO CORP COM 574795100 230,568 3,420,888 SH   SOLE   3,420,888 0 0
MASONITE INTL CORP NEW COM 575385109 71,633 1,088,647 SH   SOLE   1,088,647 0 0
MAST THERAPEUTICS INC COM 576314108 4 48,401 SH   SOLE   48,401 0 0
MASTEC INC COM 576323109 76,956 2,011,922 SH   SOLE   2,011,922 0 0
MASTECH DIGITAL INC COM 57633B100 4 634 SH   SOLE   634 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,515,804 14,680,915 SH   SOLE   14,680,915 0 0
MATADOR RES CO COM 576485205 67,843 2,633,645 SH   SOLE   2,633,645 0 0
MATCH GROUP INC COM 57665R106 4,835 282,773 SH   SOLE   282,773 0 0
MATERION CORP COM 576690101 63,903 1,613,700 SH   SOLE   1,613,700 0 0
MATRIX SVC CO COM 576853105 51,847 2,284,006 SH   SOLE   2,284,006 0 0
MATSON INC COM 57686G105 150,584 4,255,000 SH   SOLE   4,255,000 0 0
MATTEL INC COM 577081102 296,693 10,769,261 SH   SOLE   10,769,261 0 0
MATTERSIGHT CORP COM 577097108 182 49,262 SH   SOLE   49,262 0 0
MATTHEWS INTL CORP CL A 577128101 192,856 2,509,512 SH   SOLE   2,509,512 0 0
MAUI LD & PINEAPPLE INC COM 577345101 15 2,135 SH   SOLE   2,135 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 164,338 4,260,767 SH   SOLE   4,260,767 0 0
MAXIMUS INC COM 577933104 211,473 3,790,513 SH   SOLE   3,790,513 0 0
MAXLINEAR INC CL A 57776J100 36,273 1,663,902 SH   SOLE   1,663,902 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 49 8,103 SH   SOLE   8,103 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 5,432 1,060,893 SH   SOLE   1,060,893 0 0
MAYS J W INC COM 578473100 4 106 SH   SOLE   106 0 0
MB FINANCIAL INC NEW COM 55264U108 213,823 4,527,273 SH   SOLE   4,527,273 0 0
MBIA INC COM 55262C100 43,523 4,067,529 SH   SOLE   4,067,529 0 0
MBT FINL CORP COM 578877102 6,922 609,907 SH   SOLE   609,907 0 0
MCBC HLDGS INC COM 55276F107 3,624 248,575 SH   SOLE   248,575 0 0
MCCLATCHY CO CL A NEW 579489303 210 15,940 SH   SOLE   15,940 0 0
MCCORMICK & CO INC COM NON VTG 579780206 280,657 3,007,149 SH   SOLE   3,007,149 0 0
MCDERMOTT INTL INC COM 580037109 59,179 8,008,035 SH   SOLE   8,008,035 0 0
MCDONALDS CORP COM 580135101 2,037,133 16,736,223 SH   SOLE   16,736,223 0 0
MCEWEN MNG INC COM 58039P107 3,608 1,239,854 SH   SOLE   1,239,854 0 0
MCGRATH RENTCORP COM 580589109 28,153 718,362 SH   SOLE   718,362 0 0
MCKESSON CORP COM 58155Q103 433,367 3,085,560 SH   SOLE   3,085,560 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 10,256 1,565,815 SH   SOLE   1,565,815 0 0
MDU RES GROUP INC COM 552690109 218,144 7,582,359 SH   SOLE   7,582,359 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 234,608 3,315,548 SH   SOLE   3,315,548 0 0
MECHEL PAO SPONSORED ADR NE 583840608 3,591 626,742 SH   SOLE   626,742 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 7,718 695,292 SH   SOLE   695,292 0 0
MEDIA GEN INC NEW COM 58441K100 63,845 3,390,616 SH   SOLE   3,390,616 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 250,868 20,395,749 SH   SOLE   20,395,749 0 0
MEDICINES CO COM 584688105 231,825 6,830,448 SH   SOLE   6,830,448 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 70 58,000 PRN   SOLE   58,000 0 0
MEDICINOVA INC COM NEW 58468P206 8,582 1,423,191 SH   SOLE   1,423,191 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 211,456 4,257,221 SH   SOLE   4,257,221 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 38 35,000 PRN   SOLE   35,000 0 0
MEDIFAST INC COM 58470H101 36,633 879,959 SH   SOLE   879,959 0 0
MEDLEY MGMT INC CL A COM 58503T106 2,044 206,416 SH   SOLE   206,416 0 0
MEDNAX INC COM 58502B106 253,132 3,797,357 SH   SOLE   3,797,357 0 0
MEDOVEX CORP COM 58504H101 5 4,099 SH   SOLE   4,099 0 0
MEDPACE HLDGS INC COM 58506Q109 8,771 243,169 SH   SOLE   243,169 0 0
MEDTRONIC PLC SHS G5960L103 1,565,581 21,979,240 SH   SOLE   21,979,240 0 0
MEETME INC COM 585141104 6,568 1,332,202 SH   SOLE   1,332,202 0 0
MEI PHARMA INC COM NEW 55279B202 106 73,394 SH   SOLE   73,394 0 0
MELCO CROWN ENTMT LTD ADR 585464100 40,389 2,540,203 SH   SOLE   2,540,203 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 217 5,299 SH   SOLE   5,299 0 0
MELROSE BANCORP INC COM 585553100 11 628 SH   SOLE   628 0 0
MENTOR GRAPHICS CORP COM 587200106 245,764 6,662,063 SH   SOLE   6,662,063 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 76 41,000 PRN   SOLE   41,000 0 0
MERCADOLIBRE INC COM 58733R102 15,108 96,760 SH   SOLE   96,760 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 80 58,000 PRN   SOLE   58,000 0 0
MERCANTILE BANK CORP COM 587376104 19,911 528,130 SH   SOLE   528,130 0 0
MERCER INTL INC COM 588056101 245 22,990 SH   SOLE   22,990 0 0
MERCHANTS BANCSHARES COM 588448100 10,447 192,755 SH   SOLE   192,755 0 0
MERCK & CO INC COM 58933Y105 2,832,856 48,120,535 SH   SOLE   48,120,535 0 0
MERCURY GENL CORP NEW COM 589400100 274,751 4,563,220 SH   SOLE   4,563,220 0 0
MERCURY SYS INC COM 589378108 115,574 3,824,429 SH   SOLE   3,824,429 0 0
MEREDITH CORP COM 589433101 356,431 6,025,890 SH   SOLE   6,025,890 0 0
MERIDIAN BANCORP INC MD COM 58958U103 30,243 1,600,185 SH   SOLE   1,600,185 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 58,704 3,316,619 SH   SOLE   3,316,619 0 0
MERIT MED SYS INC COM 589889104 93,519 3,529,023 SH   SOLE   3,529,023 0 0
MERITAGE HOMES CORP COM 59001A102 128,939 3,705,143 SH   SOLE   3,705,143 0 0
MERITOR INC COM 59001K100 31,468 2,533,661 SH   SOLE   2,533,661 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 27,898 6,837,786 SH   SOLE   6,837,786 0 0
MESA LABS INC COM 59064R109 11,883 96,804 SH   SOLE   96,804 0 0
META FINL GROUP INC COM 59100U108 28,192 273,979 SH   SOLE   273,979 0 0
METABOLIX INC COM NEW 591018882 1 2,428 SH   SOLE   2,428 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 10,417 453,919 SH   SOLE   453,919 0 0
METHODE ELECTRS INC COM 591520200 119,474 2,889,326 SH   SOLE   2,889,326 0 0
METLIFE INC COM 59156R108 747,869 13,877,700 SH   SOLE   13,877,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 216,181 516,487 SH   SOLE   516,487 0 0
MFA FINL INC COM 55272X102 95,809 12,556,822 SH   SOLE   12,556,822 0 0
MFRI INC COM 552721102 145 17,857 SH   SOLE   17,857 0 0
MGC DIAGNOSTICS CORP COM 552768103 6 794 SH   SOLE   794 0 0
MGE ENERGY INC COM 55277P104 71,085 1,088,588 SH   SOLE   1,088,588 0 0
MGIC INVT CORP WIS COM 552848103 112,083 10,999,330 SH   SOLE   10,999,330 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 485 19,154 SH   SOLE   19,154 0 0
MGM RESORTS INTERNATIONAL COM 552953101 143,672 4,983,410 SH   SOLE   4,983,410 0 0
MGP INGREDIENTS INC NEW COM 55303J106 20,181 403,772 SH   SOLE   403,772 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 126,901 2,952,553 SH   SOLE   2,952,553 0 0
MICHAELS COS INC COM 59408Q106 19,145 936,190 SH   SOLE   936,190 0 0
MICROBOT MED INC COM 59503A105 2 263 SH   SOLE   263 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 287,460 4,481,063 SH   SOLE   4,481,063 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 234 87,000 PRN   SOLE   87,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 302 233,000 PRN   SOLE   233,000 0 0
MICRON TECHNOLOGY INC COM 595112103 475,275 21,682,244 SH   SOLE   21,682,244 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 122 58,000 PRN   SOLE   58,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 116 117,000 PRN   SOLE   117,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 3 2,367 SH   SOLE   2,367 0 0
MICROSEMI CORP COM 595137100 376,961 6,984,648 SH   SOLE   6,984,648 0 0
MICROSOFT CORP COM 594918104 7,034,494 113,203,963 SH   SOLE   113,203,963 0 0
MICROSTRATEGY INC CL A NEW 594972408 150,205 760,915 SH   SOLE   760,915 0 0
MICROVISION INC DEL COM NEW 594960304 181 143,940 SH   SOLE   143,940 0 0
MID AMER APT CMNTYS INC COM 59522J103 265,729 2,713,731 SH   SOLE   2,713,731 0 0
MID PENN BANCORP INC COM 59540G107 19 790 SH   SOLE   790 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 5,540 159,434 SH   SOLE   159,434 0 0
MIDDLEBY CORP COM 596278101 74,149 575,645 SH   SOLE   575,645 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 10 269 SH   SOLE   269 0 0
MIDDLESEX WATER CO COM 596680108 22,088 514,392 SH   SOLE   514,392 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 4,537 125,399 SH   SOLE   125,399 0 0
MIDSOUTH BANCORP INC COM 598039105 362 26,653 SH   SOLE   26,653 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 10,348 275,209 SH   SOLE   275,209 0 0
MILACRON HLDGS CORP COM 59870L106 8,097 434,629 SH   SOLE   434,629 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 46 32,726 SH   SOLE   32,726 0 0
MILLER HERMAN INC COM 600544100 121,581 3,555,003 SH   SOLE   3,555,003 0 0
MILLER INDS INC TENN COM NEW 600551204 9,539 360,656 SH   SOLE   360,656 0 0
MIMEDX GROUP INC COM 602496101 69,081 7,796,982 SH   SOLE   7,796,982 0 0
MIND C T I LTD ORD M70240102 110 44,545 SH   SOLE   44,545 0 0
MINDBODY INC COM CL A 60255W105 9,738 457,161 SH   SOLE   457,161 0 0
MINERALS TECHNOLOGIES INC COM 603158106 161,814 2,094,686 SH   SOLE   2,094,686 0 0
MINERVA NEUROSCIENCES INC COM 603380106 12,828 1,091,730 SH   SOLE   1,091,730 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,897 399,317 SH   SOLE   399,317 0 0
MIRNA THERAPEUTICS INC COM 60470J103 43 23,861 SH   SOLE   23,861 0 0
MISONIX INC COM 604871103 163 15,570 SH   SOLE   15,570 0 0
MISTRAS GROUP INC COM 60649T107 14,058 547,412 SH   SOLE   547,412 0 0
MITCHAM INDS INC COM 606501104 150 36,243 SH   SOLE   36,243 0 0
MITEK SYS INC COM NEW 606710200 5,808 944,382 SH   SOLE   944,382 0 0
MITEL NETWORKS CORP COM 60671Q104 75 10,967 SH   SOLE   10,967 0 0
MKS INSTRUMENT INC COM 55306N104 254,596 4,286,135 SH   SOLE   4,286,135 0 0
MOBILE MINI INC COM 60740F105 106,615 3,524,473 SH   SOLE   3,524,473 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 72,734 7,983,964 SH   SOLE   7,983,964 0 0
MOBILEIRON INC COM NEW 60739U204 5,657 1,508,478 SH   SOLE   1,508,478 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 52,024 1,364,734 SH   SOLE   1,364,734 0 0
MOCON INC COM 607494101 292 14,990 SH   SOLE   14,990 0 0
MODEL N INC COM 607525102 6,382 721,142 SH   SOLE   721,142 0 0
MODINE MFG CO COM 607828100 22,915 1,537,918 SH   SOLE   1,537,918 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 146 99,866 SH   SOLE   99,866 0 0
MOELIS & CO CL A 60786M105 21,937 647,095 SH   SOLE   647,095 0 0
MOHAWK INDS INC COM 608190104 236,459 1,184,192 SH   SOLE   1,184,192 0 0
MOLECULIN BIOTECH INC COM 60855D101 41 17,868 SH   SOLE   17,868 0 0
MOLINA HEALTHCARE INC COM 60855R100 145,828 2,687,579 SH   SOLE   2,687,579 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 92 64,000 PRN   SOLE   64,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 66 58,000 PRN   SOLE   58,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 306,727 3,152,056 SH   SOLE   3,152,056 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 90,047 5,983,161 SH   SOLE   5,983,161 0 0
MONARCH CASINO & RESORT INC COM 609027107 23,508 911,862 SH   SOLE   911,862 0 0
MONDELEZ INTL INC CL A 609207105 872,770 19,688,030 SH   SOLE   19,688,030 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 11,764 996,082 SH   SOLE   996,082 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 33,647 2,207,825 SH   SOLE   2,207,825 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 59,707 5,518,220 SH   SOLE   5,518,220 0 0
MONOLITHIC PWR SYS INC COM 609839105 188,313 2,298,459 SH   SOLE   2,298,459 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 64,254 3,236,996 SH   SOLE   3,236,996 0 0
MONRO MUFFLER BRAKE INC COM 610236101 144,137 2,519,880 SH   SOLE   2,519,880 0 0
MONSANTO CO NEW COM 61166W101 685,365 6,514,259 SH   SOLE   6,514,259 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 227,728 5,135,955 SH   SOLE   5,135,955 0 0
MOODYS CORP COM 615369105 283,861 3,011,151 SH   SOLE   3,011,151 0 0
MOOG INC CL A 615394202 196,231 2,987,685 SH   SOLE   2,987,685 0 0
MORGAN STANLEY COM NEW 617446448 842,539 19,941,761 SH   SOLE   19,941,761 0 0
MORNINGSTAR INC COM 617700109 13,003 176,767 SH   SOLE   176,767 0 0
MOSAIC CO NEW COM 61945C103 197,408 6,730,581 SH   SOLE   6,730,581 0 0
MOSYS INC COM 619718109 4 16,997 SH   SOLE   16,997 0 0
MOTORCAR PTS AMER INC COM 620071100 41,782 1,552,097 SH   SOLE   1,552,097 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 345,951 4,173,614 SH   SOLE   4,173,614 0 0
MOVADO GROUP INC COM 624580106 36,715 1,277,058 SH   SOLE   1,277,058 0 0
MRC GLOBAL INC COM 55345K103 59,840 2,953,622 SH   SOLE   2,953,622 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 126 15,446 SH   SOLE   15,446 0 0
MSA SAFETY INC COM 553498106 128,104 1,847,744 SH   SOLE   1,847,744 0 0
MSB FINL CORP NEW COM 55352L101 10 650 SH   SOLE   650 0 0
MSC INDL DIRECT INC CL A 553530106 159,703 1,728,577 SH   SOLE   1,728,577 0 0
MSCI INC COM 55354G100 296,794 3,767,373 SH   SOLE   3,767,373 0 0
MSG NETWORK INC CL A 553573106 38,825 1,805,791 SH   SOLE   1,805,791 0 0
MTGE INVT CORP COM 55378A105 38,594 2,458,222 SH   SOLE   2,458,222 0 0
MTS SYS CORP COM 553777103 75,772 1,336,360 SH   SOLE   1,336,360 0 0
MUELLER INDS INC COM 624756102 183,891 4,601,880 SH   SOLE   4,601,880 0 0
MUELLER WTR PRODS INC COM SER A 624758108 61,853 4,647,104 SH   SOLE   4,647,104 0 0
MULTI COLOR CORP COM 625383104 81,104 1,045,158 SH   SOLE   1,045,158 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 9,042 634,116 SH   SOLE   634,116 0 0
MURPHY OIL CORP COM 626717102 103,851 3,336,054 SH   SOLE   3,336,054 0 0
MURPHY USA INC COM 626755102 89,244 1,451,831 SH   SOLE   1,451,831 0 0
MUTUALFIRST FINL INC COM 62845B104 5,575 168,440 SH   SOLE   168,440 0 0
MYERS INDS INC COM 628464109 26,188 1,831,325 SH   SOLE   1,831,325 0 0
MYLAN N V SHS EURO N59465109 547,522 14,351,821 SH   SOLE   14,351,821 0 0
MYOKARDIA INC COM 62857M105 5,307 409,775 SH   SOLE   409,775 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 0 307 SH   SOLE   307 0 0
MYOVANT SCIENCES LTD COM G637AM102 3,873 311,323 SH   SOLE   311,323 0 0
MYR GROUP INC DEL COM 55405W104 47,484 1,260,178 SH   SOLE   1,260,178 0 0
MYRIAD GENETICS INC COM 62855J104 54,411 3,264,023 SH   SOLE   3,264,023 0 0
NABORS INDUSTRIES LTD SHS G6359F103 197,003 12,012,407 SH   SOLE   12,012,407 0 0
NACCO INDS INC CL A 629579103 11,569 127,762 SH   SOLE   127,762 0 0
NAKED BRAND GROUP INC COM NEW 629839200 2 1,601 SH   SOLE   1,601 0 0
NAM TAI PPTY INC SHS G63907102 31 4,144 SH   SOLE   4,144 0 0
NANOMETRICS INC COM 630077105 48,285 1,926,789 SH   SOLE   1,926,789 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 17,208 771,651 SH   SOLE   771,651 0 0
NANOVIRICIDES INC COM NEW 630087203 124 115,767 SH   SOLE   115,767 0 0
NANTHEALTH INC COM 630104107 18,483 1,859,439 SH   SOLE   1,859,439 0 0
NANTKWEST INC COM 63016Q102 9,578 1,674,508 SH   SOLE   1,674,508 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 334 39,280 SH   SOLE   39,280 0 0
NASDAQ INC COM 631103108 147,043 2,190,754 SH   SOLE   2,190,754 0 0
NATERA INC COM 632307104 9,045 772,422 SH   SOLE   772,422 0 0
NATHANS FAMOUS INC NEW COM 632347100 6,560 101,079 SH   SOLE   101,079 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 74 38,087 SH   SOLE   38,087 0 0
NATIONAL BANKSHARES INC VA COM 634865109 9,888 227,563 SH   SOLE   227,563 0 0
NATIONAL BEVERAGE CORP COM 635017106 17,866 349,764 SH   SOLE   349,764 0 0
NATIONAL BK HLDGS CORP CL A 633707104 61,890 1,940,720 SH   SOLE   1,940,720 0 0
NATIONAL CINEMEDIA INC COM 635309107 28,150 1,911,045 SH   SOLE   1,911,045 0 0
NATIONAL COMM CORP COM 63546L102 10,324 277,888 SH   SOLE   277,888 0 0
NATIONAL FUEL GAS CO N J COM 636180101 185,770 3,279,831 SH   SOLE   3,279,831 0 0
NATIONAL GEN HLDGS CORP COM 636220303 38,011 1,521,035 SH   SOLE   1,521,035 0 0
NATIONAL HEALTH INVS INC COM 63633D104 103,097 1,390,011 SH   SOLE   1,390,011 0 0
NATIONAL HEALTHCARE CORP COM 635906100 29,577 390,245 SH   SOLE   390,245 0 0
NATIONAL INSTRS CORP COM 636518102 130,456 4,232,824 SH   SOLE   4,232,824 0 0
NATIONAL OILWELL VARCO INC COM 637071101 295,739 7,899,010 SH   SOLE   7,899,010 0 0
NATIONAL PRESTO INDS INC COM 637215104 43,727 410,965 SH   SOLE   410,965 0 0
NATIONAL RESH CORP CL A 637372202 5,256 276,625 SH   SOLE   276,625 0 0
NATIONAL RESH CORP CL B 637372301 8 194 SH   SOLE   194 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 298,182 6,746,201 SH   SOLE   6,746,201 0 0
NATIONAL SEC GROUP INC COM 637546102 4 249 SH   SOLE   249 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 25,006 1,133,015 SH   SOLE   1,133,015 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 26,239 1,023,743 SH   SOLE   1,023,743 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 21,692 69,793 SH   SOLE   69,793 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 18,690 1,034,861 SH   SOLE   1,034,861 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 166 14,682 SH   SOLE   14,682 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 13,137 408,606 SH   SOLE   408,606 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,749 315,335 SH   SOLE   315,335 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 6,005 241,647 SH   SOLE   241,647 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 4,256 283,762 SH   SOLE   283,762 0 0
NATUS MEDICAL INC DEL COM 639050103 93,742 2,693,731 SH   SOLE   2,693,731 0 0
NAUTILUS INC COM 63910B102 46,240 2,499,435 SH   SOLE   2,499,435 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 266 417,835 SH   SOLE   417,835 0 0
NAVIENT CORP COM 63938C108 91,952 5,596,578 SH   SOLE   5,596,578 0 0
NAVIGANT CONSULTING INC COM 63935N107 97,125 3,709,887 SH   SOLE   3,709,887 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 0 48 SH   SOLE   48 0 0
NAVIGATORS GROUP INC COM 638904102 106,851 907,436 SH   SOLE   907,436 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 4,567 2,686,752 SH   SOLE   2,686,752 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 285 202,149 SH   SOLE   202,149 0 0
NAVISTAR INTL CORP NEW COM 63934E108 48,684 1,551,931 SH   SOLE   1,551,931 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 57 58,000 PRN   SOLE   58,000 0 0
NBT BANCORP INC COM 628778102 142,737 3,408,228 SH   SOLE   3,408,228 0 0
NCI BUILDING SYS INC COM NEW 628852204 12,777 816,441 SH   SOLE   816,441 0 0
NCI INC CL A 62886K104 2,772 198,694 SH   SOLE   198,694 0 0
NCR CORP NEW COM 62886E108 196,890 4,854,279 SH   SOLE   4,854,279 0 0
NEENAH PAPER INC COM 640079109 111,639 1,310,312 SH   SOLE   1,310,312 0 0
NEFF CORP COM CL A 640094207 4,527 321,050 SH   SOLE   321,050 0 0
NEKTAR THERAPEUTICS COM 640268108 169,862 13,843,692 SH   SOLE   13,843,692 0 0
NELNET INC CL A 64031N108 32,201 634,510 SH   SOLE   634,510 0 0
NEOGEN CORP COM 640491106 189,061 2,864,556 SH   SOLE   2,864,556 0 0
NEOGENOMICS INC COM NEW 64049M209 14,720 1,717,614 SH   SOLE   1,717,614 0 0
NEONODE INC COM NEW 64051M402 203 110,287 SH   SOLE   110,287 0 0
NEOPHOTONICS CORP COM 64051T100 10,951 1,013,018 SH   SOLE   1,013,018 0 0
NEOS THERAPEUTICS INC COM 64052L106 2,612 446,443 SH   SOLE   446,443 0 0
NEOTHETICS INC COM 64066G101 2 1,751 SH   SOLE   1,751 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 94 8,150 SH   SOLE   8,150 0 0
NET ELEMENT INC COM NEW 64111R201 0 518 SH   SOLE   518 0 0
NETAPP INC COM 64110D104 195,576 5,545,118 SH   SOLE   5,545,118 0 0
NETEASE INC SPONSORED ADR 64110W102 259,672 1,205,871 SH   SOLE   1,205,871 0 0
NETFLIX INC COM 64110L106 667,398 5,390,933 SH   SOLE   5,390,933 0 0
NETGEAR INC COM 64111Q104 143,335 2,637,264 SH   SOLE   2,637,264 0 0
NETLIST INC COM 64118P109 121 118,540 SH   SOLE   118,540 0 0
NETSCOUT SYS INC COM 64115T104 175,258 5,563,739 SH   SOLE   5,563,739 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 137 26,316 SH   SOLE   26,316 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 103 30,296 SH   SOLE   30,296 0 0
NEURALSTEM INC COM 64127R302 7 24,841 SH   SOLE   24,841 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 81,980 2,118,355 SH   SOLE   2,118,355 0 0
NEURODERM LTD ORD SHS M74231107 1,583 71,310 SH   SOLE   71,310 0 0
NEUROMETRIX INC COM PAR NEW 641255500 1 864 SH   SOLE   864 0 0
NEUSTAR INC CL A 64126X201 53,571 1,603,919 SH   SOLE   1,603,919 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 84 45,264 SH   SOLE   45,264 0 0
NEVRO CORP COM 64157F103 56,625 779,315 SH   SOLE   779,315 0 0
NEVSUN RES LTD COM 64156L101 83 26,764 SH   SOLE   26,764 0 0
NEW GOLD INC CDA COM 644535106 1,339 382,595 SH   SOLE   382,595 0 0
NEW HOME CO INC COM 645370107 5,002 427,142 SH   SOLE   427,142 0 0
NEW JERSEY RES COM 646025106 272,170 7,666,774 SH   SOLE   7,666,774 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 65,311 4,084,489 SH   SOLE   4,084,489 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 88,741 2,107,866 SH   SOLE   2,107,866 0 0
NEW RELIC INC COM 64829B100 18,855 667,432 SH   SOLE   667,432 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 218,820 13,919,823 SH   SOLE   13,919,823 0 0
NEW SR INVT GROUP INC COM 648691103 24,583 2,511,000 SH   SOLE   2,511,000 0 0
NEW YORK & CO INC COM 649295102 168 74,028 SH   SOLE   74,028 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 379,176 23,832,561 SH   SOLE   23,832,561 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 40,625 6,155,289 SH   SOLE   6,155,289 0 0
NEW YORK REIT INC COM 64976L109 52,429 5,180,727 SH   SOLE   5,180,727 0 0
NEW YORK TIMES CO CL A 650111107 98,999 7,443,545 SH   SOLE   7,443,545 0 0
NEWELL BRANDS INC COM 651229106 364,419 8,161,680 SH   SOLE   8,161,680 0 0
NEWFIELD EXPL CO COM 651290108 157,790 3,896,040 SH   SOLE   3,896,040 0 0
NEWLINK GENETICS CORP COM 651511107 11,488 1,117,471 SH   SOLE   1,117,471 0 0
NEWMARKET CORP COM 651587107 149,061 351,692 SH   SOLE   351,692 0 0
NEWMONT MINING CORP COM 651639106 494,714 14,520,509 SH   SOLE   14,520,509 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 89 87,000 PRN   SOLE   87,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 54,816 7,308,769 SH   SOLE   7,308,769 0 0
NEWS CORP NEW CL A 65249B109 82,826 7,227,403 SH   SOLE   7,227,403 0 0
NEWS CORP NEW CL B 65249B208 23,654 2,004,615 SH   SOLE   2,004,615 0 0
NEWSTAR FINANCIAL INC COM 65251F105 7,335 792,993 SH   SOLE   792,993 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 27 2,921 SH   SOLE   2,921 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 13,693 612,947 SH   SOLE   612,947 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 56,778 896,968 SH   SOLE   896,968 0 0
NEXTERA ENERGY INC COM 65339F101 1,307,709 10,946,833 SH   SOLE   10,946,833 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 333 13,020 SH   SOLE   13,020 0 0
NIC INC COM 62914B100 114,921 4,808,415 SH   SOLE   4,808,415 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 293 24,649 SH   SOLE   24,649 0 0
NICOLET BANKSHARES INC COM 65406E102 11,978 251,158 SH   SOLE   251,158 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 252,551 6,020,281 SH   SOLE   6,020,281 0 0
NII HLDGS INC COM PAR $0.001 62913F508 20,006 9,305,326 SH   SOLE   9,305,326 0 0
NIKE INC CL B 654106103 931,098 18,317,883 SH   SOLE   18,317,883 0 0
NIMBLE STORAGE INC COM 65440R101 14,918 1,883,570 SH   SOLE   1,883,570 0 0
NISOURCE INC COM 65473P105 188,013 8,492,004 SH   SOLE   8,492,004 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 57 25,660 SH   SOLE   25,660 0 0
NL INDS INC COM NEW 629156407 2,256 276,845 SH   SOLE   276,845 0 0
NMI HLDGS INC CL A 629209305 17,415 1,635,251 SH   SOLE   1,635,251 0 0
NN INC COM 629337106 16,511 866,745 SH   SOLE   866,745 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 3,041 138,690 SH   SOLE   138,690 0 0
NOBILIS HEALTH CORP COM 65500B103 3,839 1,828,123 SH   SOLE   1,828,123 0 0
NOBLE CORP PLC SHS USD G65431101 62,829 10,612,937 SH   SOLE   10,612,937 0 0
NOBLE ENERGY INC COM 655044105 325,224 8,545,030 SH   SOLE   8,545,030 0 0
NOODLES & CO CL A 65540B105 1,516 369,683 SH   SOLE   369,683 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 1,119 48,018 SH   SOLE   48,018 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 25,007 2,976,996 SH   SOLE   2,976,996 0 0
NORDIC AMERN OFFSHORE LTD SHS G65772108 117 42,715 SH   SOLE   42,715 0 0
NORDSON CORP COM 655663102 231,838 2,069,058 SH   SOLE   2,069,058 0 0
NORDSTROM INC COM 655664100 102,381 2,136,044 SH   SOLE   2,136,044 0 0
NORFOLK SOUTHERN CORP COM 655844108 512,490 4,742,208 SH   SOLE   4,742,208 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 60 19,008 SH   SOLE   19,008 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 10,289 3,741,352 SH   SOLE   3,741,352 0 0
NORTHERN TECH INTL CORP COM 665809109 134 9,714 SH   SOLE   9,714 0 0
NORTHERN TR CORP COM 665859104 355,002 3,986,546 SH   SOLE   3,986,546 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 67,928 3,401,484 SH   SOLE   3,401,484 0 0
NORTHRIM BANCORP INC COM 666762109 7,228 228,738 SH   SOLE   228,738 0 0
NORTHROP GRUMMAN CORP COM 666807102 712,875 3,065,073 SH   SOLE   3,065,073 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 34,366 2,303,372 SH   SOLE   2,303,372 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 21,407 1,703,025 SH   SOLE   1,703,025 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 43,287 2,857,213 SH   SOLE   2,857,213 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 143,028 7,932,792 SH   SOLE   7,932,792 0 0
NORTHWEST NAT GAS CO COM 667655104 137,153 2,293,535 SH   SOLE   2,293,535 0 0
NORTHWEST PIPE CO COM 667746101 449 26,071 SH   SOLE   26,071 0 0
NORTHWESTERN CORP COM NEW 668074305 332,123 5,840,033 SH   SOLE   5,840,033 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 69,789 1,640,946 SH   SOLE   1,640,946 0 0
NORWOOD FINANCIAL CORP COM 669549107 25 745 SH   SOLE   745 0 0
NOVA LIFESTYLE INC COM 66979P102 10 4,996 SH   SOLE   4,996 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 2 657 SH   SOLE   657 0 0
NOVAGOLD RES INC COM NEW 66987E206 86 18,885 SH   SOLE   18,885 0 0
NOVAN INC COM 66988N106 3,816 141,221 SH   SOLE   141,221 0 0
NOVANTA INC COM 67000B104 21,683 1,032,532 SH   SOLE   1,032,532 0 0
NOVAVAX INC COM 670002104 15,204 12,066,999 SH   SOLE   12,066,999 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 327 105,000 PRN   SOLE   105,000 0 0
NOVOCURE LTD ORD SHS G6674U108 21,131 2,691,801 SH   SOLE   2,691,801 0 0
NOW INC COM 67011P100 132,184 6,457,473 SH   SOLE   6,457,473 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 1,562 484,948 SH   SOLE   484,948 0 0
NRG ENERGY INC COM NEW 629377508 70,608 5,759,223 SH   SOLE   5,759,223 0 0
NRG YIELD INC CL A NEW 62942X306 17,144 1,116,120 SH   SOLE   1,116,120 0 0
NRG YIELD INC CL C 62942X405 31,297 1,980,851 SH   SOLE   1,980,851 0 0
NTN BUZZTIME INC COM PAR 629410606 3 331 SH   SOLE   331 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 204,034 4,270,275 SH   SOLE   4,270,275 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 44,601 2,993,335 SH   SOLE   2,993,335 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 58 58,000 PRN   SOLE   58,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 56 58,000 PRN   SOLE   58,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 79 87,000 PRN   SOLE   87,000 0 0
NUCOR CORP COM 670346105 375,608 6,310,621 SH   SOLE   6,310,621 0 0
NUMEREX CORP PA CL A 67053A102 3,325 449,391 SH   SOLE   449,391 0 0
NUTANIX INC CL A 67059N108 3,760 141,569 SH   SOLE   141,569 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 9,640 275,835 SH   SOLE   275,835 0 0
NUTRI SYS INC NEW COM 67069D108 79,978 2,308,156 SH   SOLE   2,308,156 0 0
NUVASIVE INC COM 670704105 206,253 3,061,947 SH   SOLE   3,061,947 0 0
NUVECTRA CORP COM 67075N108 161 31,921 SH   SOLE   31,921 0 0
NV5 GLOBAL INC COM 62945V109 7,978 238,871 SH   SOLE   238,871 0 0
NVE CORP COM NEW 629445206 11,009 154,122 SH   SOLE   154,122 0 0
NVIDIA CORP COM 67066G104 1,133,941 10,623,397 SH   SOLE   10,623,397 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 1,081 204,000 PRN   SOLE   204,000 0 0
NVR INC COM 62944T105 313,009 187,543 SH   SOLE   187,543 0 0
NXP SEMICONDUCTORS N V COM N6596X109 295,994 3,020,036 SH   SOLE   3,020,036 0 0
NXSTAGE MEDICAL INC COM 67072V103 54,569 2,081,973 SH   SOLE   2,081,973 0 0
NXT ID INC COM NEW 67091J206 1 250 SH   SOLE   250 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 191 71,496 SH   SOLE   71,496 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 502,023 1,803,180 SH   SOLE   1,803,180 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 22 1,755 SH   SOLE   1,755 0 0
OASIS PETE INC NEW COM 674215108 118,823 7,848,309 SH   SOLE   7,848,309 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 40 29,000 PRN   SOLE   29,000 0 0
OBALON THERAPEUTICS INC COM 67424L100 362 40,897 SH   SOLE   40,897 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,226,622 17,220,583 SH   SOLE   17,220,583 0 0
OCEAN BIO CHEM INC COM 674631106 3 728 SH   SOLE   728 0 0
OCEAN PWR TECHNOLOGIES INC COM PAR $ 674870407 1 295 SH   SOLE   295 0 0
OCEANEERING INTL INC COM 675232102 118,712 4,208,144 SH   SOLE   4,208,144 0 0
OCEANFIRST FINL CORP COM 675234108 25,502 849,209 SH   SOLE   849,209 0 0
OCERA THERAPEUTICS INC COM 67552A108 120 56,990 SH   SOLE   56,990 0 0
OCLARO INC COM NEW 67555N206 33,619 3,756,316 SH   SOLE   3,756,316 0 0
OCONEE FED FINL CORP COM 675607105 5 212 SH   SOLE   212 0 0
OCULAR THERAPEUTIX INC COM 67576A100 4,809 574,555 SH   SOLE   574,555 0 0
OCWEN FINL CORP COM NEW 675746309 18,190 3,374,682 SH   SOLE   3,374,682 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 6 1,810 SH   SOLE   1,810 0 0
OFFICE DEPOT INC COM 676220106 147,238 32,574,753 SH   SOLE   32,574,753 0 0
OFG BANCORP COM 67103X102 48,365 3,691,997 SH   SOLE   3,691,997 0 0
OGE ENERGY CORP COM 670837103 392,378 11,730,287 SH   SOLE   11,730,287 0 0
OHIO VY BANC CORP COM 677719106 21 781 SH   SOLE   781 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 116 77,499 SH   SOLE   77,499 0 0
OIL DRI CORP AMER COM 677864100 6,354 166,301 SH   SOLE   166,301 0 0
OIL STS INTL INC COM 678026105 128,476 3,294,248 SH   SOLE   3,294,248 0 0
OLD DOMINION FGHT LINES INC COM 679580100 226,124 2,635,789 SH   SOLE   2,635,789 0 0
OLD LINE BANCSHARES INC COM 67984M100 6,849 285,596 SH   SOLE   285,596 0 0
OLD NATL BANCORP IND COM 680033107 198,951 10,961,494 SH   SOLE   10,961,494 0 0
OLD POINT FINL CORP COM 680194107 19 766 SH   SOLE   766 0 0
OLD REP INTL CORP COM 680223104 254,019 13,369,410 SH   SOLE   13,369,410 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 95 76,000 PRN   SOLE   76,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 10,496 949,881 SH   SOLE   949,881 0 0
OLIN CORP COM PAR $1 680665205 377,499 14,740,286 SH   SOLE   14,740,286 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 81,818 2,875,837 SH   SOLE   2,875,837 0 0
OLYMPIC STEEL INC COM 68162K106 18,637 769,171 SH   SOLE   769,171 0 0
OM ASSET MGMT PLC SHS G67506108 18,008 1,241,928 SH   SOLE   1,241,928 0 0
OMEGA FLEX INC COM 682095104 4,808 86,222 SH   SOLE   86,222 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 273,756 8,757,399 SH   SOLE   8,757,399 0 0
OMEGA PROTEIN CORP COM 68210P107 18,099 722,527 SH   SOLE   722,527 0 0
OMEROS CORP COM 682143102 19,114 1,926,785 SH   SOLE   1,926,785 0 0
OMNICELL INC COM 68213N109 98,288 2,899,342 SH   SOLE   2,899,342 0 0
OMNICOM GROUP INC COM 681919106 378,816 4,450,894 SH   SOLE   4,450,894 0 0
OMNOVA SOLUTIONS INC COM 682129101 13,914 1,391,432 SH   SOLE   1,391,432 0 0
ON ASSIGNMENT INC COM 682159108 171,976 3,894,390 SH   SOLE   3,894,390 0 0
ON DECK CAP INC COM 682163100 7,454 1,609,973 SH   SOLE   1,609,973 0 0
ON SEMICONDUCTOR CORP COM 682189105 69,052 5,411,589 SH   SOLE   5,411,589 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 120 117,000 PRN   SOLE   117,000 0 0
ONCOCYTE CORPORATION COM 68235C107 78 11,097 SH   SOLE   11,097 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 59 117,763 SH   SOLE   117,763 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 9,220 1,195,897 SH   SOLE   1,195,897 0 0
ONCONOVA THERAPEUTICS INC COM NEW 68232V306 1 460 SH   SOLE   460 0 0
ONCOSEC MED INC COM NEW 68234L207 48 38,732 SH   SOLE   38,732 0 0
ONE GAS INC COM 68235P108 202,880 3,171,982 SH   SOLE   3,171,982 0 0
ONE HORIZON GROUP INC COM NEW 68235H205 1 4,624 SH   SOLE   4,624 0 0
ONE LIBERTY PPTYS INC COM 682406103 11,062 440,384 SH   SOLE   440,384 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 10,484 653,238 SH   SOLE   653,238 0 0
ONEMAIN HLDGS INC COM 68268W103 11,833 534,481 SH   SOLE   534,481 0 0
ONEOK INC NEW COM 682680103 744,116 12,961,430 SH   SOLE   12,961,430 0 0
ONVIA INC COM NEW 68338T403 10 2,199 SH   SOLE   2,199 0 0
OOMA INC COM 683416101 272 30,191 SH   SOLE   30,191 0 0
OPEN TEXT CORP COM 683715106 13,311 215,355 SH   SOLE   215,355 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 2 2,486 SH   SOLE   2,486 0 0
OPGEN INC COM 68373L109 1 640 SH   SOLE   640 0 0
OPHTHOTECH CORP COM 683745103 6,836 1,415,270 SH   SOLE   1,415,270 0 0
OPKO HEALTH INC COM 68375N103 105,367 11,329,837 SH   SOLE   11,329,837 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 6,299 338,632 SH   SOLE   338,632 0 0
OPTICAL CABLE CORP COM NEW 683827208 7 2,303 SH   SOLE   2,303 0 0
OPUS BK IRVINE CALIF COM 684000102 43,412 1,444,652 SH   SOLE   1,444,652 0 0
ORACLE CORP COM 68389X105 1,691,787 43,999,664 SH   SOLE   43,999,664 0 0
ORAGENICS INC COM NEW 684023203 3 5,133 SH   SOLE   5,133 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 17,250 1,964,746 SH   SOLE   1,964,746 0 0
ORBCOMM INC COM 68555P100 35,729 4,320,334 SH   SOLE   4,320,334 0 0
ORBITAL ATK INC COM 68557N103 240,065 2,736,403 SH   SOLE   2,736,403 0 0
ORBOTECH LTD ORD M75253100 6,747 201,956 SH   SOLE   201,956 0 0
ORCHID IS CAP INC COM 68571X103 14,680 1,355,470 SH   SOLE   1,355,470 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 7,494 286,250 SH   SOLE   286,250 0 0
OREXIGEN THERAPEUTICS INC COM NEW 686164302 5 2,812 SH   SOLE   2,812 0 0
ORGANOVO HLDGS INC COM 68620A104 14,511 4,280,469 SH   SOLE   4,280,469 0 0
ORION ENERGY SYSTEMS INC COM 686275108 159 73,159 SH   SOLE   73,159 0 0
ORION GROUP HOLDINGS INC COM 68628V308 21,986 2,209,656 SH   SOLE   2,209,656 0 0
ORITANI FINL CORP DEL COM 68633D103 57,029 3,041,541 SH   SOLE   3,041,541 0 0
ORMAT TECHNOLOGIES INC COM 686688102 64,248 1,198,214 SH   SOLE   1,198,214 0 0
ORRSTOWN FINL SVCS INC COM 687380105 5,708 254,833 SH   SOLE   254,833 0 0
ORTHOFIX INTL N V COM N6748L102 20,458 565,442 SH   SOLE   565,442 0 0
OSHKOSH CORP COM 688239201 189,022 2,925,590 SH   SOLE   2,925,590 0 0
OSI SYSTEMS INC COM 671044105 110,840 1,456,124 SH   SOLE   1,456,124 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 3,116 634,650 SH   SOLE   634,650 0 0
OTELCO INC CL A NEW 688823301 5 811 SH   SOLE   811 0 0
OTONOMY INC COM 68906L105 19,194 1,207,139 SH   SOLE   1,207,139 0 0
OTTER TAIL CORP COM 689648103 50,220 1,230,887 SH   SOLE   1,230,887 0 0
OUTFRONT MEDIA INC COM 69007J106 54,123 2,176,240 SH   SOLE   2,176,240 0 0
OVASCIENCE INC COM 69014Q101 1,574 1,028,532 SH   SOLE   1,028,532 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 4,460 1,164,363 SH   SOLE   1,164,363 0 0
OVERSTOCK COM INC DEL COM 690370101 7,536 430,632 SH   SOLE   430,632 0 0
OWENS & MINOR INC NEW COM 690732102 134,571 3,813,282 SH   SOLE   3,813,282 0 0
OWENS CORNING NEW COM 690742101 79,725 1,546,265 SH   SOLE   1,546,265 0 0
OWENS ILL INC COM NEW 690768403 113,933 6,544,126 SH   SOLE   6,544,126 0 0
OWENS RLTY MTG INC COM 690828108 6,310 340,696 SH   SOLE   340,696 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 10,632 711,194 SH   SOLE   711,194 0 0
OXFORD INDS INC COM 691497309 71,020 1,181,107 SH   SOLE   1,181,107 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 2,022 77,813 SH   SOLE   77,813 0 0
PACCAR INC COM 693718108 638,912 9,998,622 SH   SOLE   9,998,622 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 14,798 3,894,087 SH   SOLE   3,894,087 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 14,845 679,388 SH   SOLE   679,388 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 9,006 947,962 SH   SOLE   947,962 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 3,803 521,022 SH   SOLE   521,022 0 0
PACIFIC PREMIER BANCORP COM 69478X105 31,950 903,822 SH   SOLE   903,822 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 62,066 1,921,554 SH   SOLE   1,921,554 0 0
PACKAGING CORP AMER COM 695156109 623,748 7,353,784 SH   SOLE   7,353,784 0 0
PACWEST BANCORP DEL COM 695263103 540,666 9,931,414 SH   SOLE   9,931,414 0 0
PAIN THERAPEUTICS INC COM 69562K100 57 99,534 SH   SOLE   99,534 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 8 15,397 SH   SOLE   15,397 0 0
PALO ALTO NETWORKS INC COM 697435105 126,696 1,013,166 SH   SOLE   1,013,166 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 96 76,000 PRN   SOLE   76,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 11,611 333,565 SH   SOLE   333,565 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,658 110,048 SH   SOLE   110,048 0 0
PANDORA MEDIA INC COM 698354107 31,312 2,401,211 SH   SOLE   2,401,211 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 59 58,000 PRN   SOLE   58,000 0 0
PANERA BREAD CO CL A 69840W108 171,818 837,770 SH   SOLE   837,770 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 8 2,487 SH   SOLE   2,487 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 12,008 509,881 SH   SOLE   509,881 0 0
PAPA JOHNS INTL INC COM 698813102 133,269 1,557,248 SH   SOLE   1,557,248 0 0
PAPA MURPHYS HLDGS INC COM 698814100 160 37,854 SH   SOLE   37,854 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 13,020 895,469 SH   SOLE   895,469 0 0
PAR TECHNOLOGY CORP COM 698884103 157 28,161 SH   SOLE   28,161 0 0
PARAGON COML CORP COM NEW 69911U403 1,358 31,063 SH   SOLE   31,063 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 3 1,831 SH   SOLE   1,831 0 0
PARAMOUNT GROUP INC COM 69924R108 44,625 2,790,832 SH   SOLE   2,790,832 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 13,878 901,143 SH   SOLE   901,143 0 0
PARETEUM CORP COM 69946T108 4 34,939 SH   SOLE   34,939 0 0
PAREXEL INTL CORP COM 699462107 219,110 3,333,991 SH   SOLE   3,333,991 0 0
PARK CITY GROUP INC COM NEW 700215304 5,383 423,887 SH   SOLE   423,887 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 29,728 1,594,001 SH   SOLE   1,594,001 0 0
PARK NATL CORP COM 700658107 49,499 413,664 SH   SOLE   413,664 0 0
PARK OHIO HLDGS CORP COM 700666100 12,166 285,579 SH   SOLE   285,579 0 0
PARK STERLING CORP COM 70086Y105 18,124 1,679,675 SH   SOLE   1,679,675 0 0
PARKE BANCORP INC COM 700885106 34 1,687 SH   SOLE   1,687 0 0
PARKER DRILLING CO COM 701081101 10,480 4,030,621 SH   SOLE   4,030,621 0 0
PARKER HANNIFIN CORP COM 701094104 331,327 2,366,623 SH   SOLE   2,366,623 0 0
PARKERVISION INC COM NEW 701354300 55 29,753 SH   SOLE   29,753 0 0
PARKWAY INC COM 70156Q107 81,117 3,645,698 SH   SOLE   3,645,698 0 0
PARSLEY ENERGY INC CL A 701877102 75,410 2,139,908 SH   SOLE   2,139,908 0 0
PARTY CITY HOLDCO INC COM 702149105 11,726 825,752 SH   SOLE   825,752 0 0
PATHEON N V SHS N6865W105 8,916 310,545 SH   SOLE   310,545 0 0
PATHFINDER BANCORP INC MD COM 70319R109 10 713 SH   SOLE   713 0 0
PATRICK INDS INC COM 703343103 87,848 1,151,356 SH   SOLE   1,151,356 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1 59 SH   SOLE   59 0 0
PATRIOT NATL INC COM 70338T102 1,661 357,224 SH   SOLE   357,224 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 197 8,972 SH   SOLE   8,972 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 41,330 2,176,419 SH   SOLE   2,176,419 0 0
PATTERSON COMPANIES INC COM 703395103 90,581 2,207,686 SH   SOLE   2,207,686 0 0
PATTERSON UTI ENERGY INC COM 703481101 168,974 6,276,877 SH   SOLE   6,276,877 0 0
PAYCHEX INC COM 704326107 578,131 9,496,236 SH   SOLE   9,496,236 0 0
PAYCOM SOFTWARE INC COM 70432V102 62,809 1,380,718 SH   SOLE   1,380,718 0 0
PAYLOCITY HLDG CORP COM 70438V106 20,555 684,930 SH   SOLE   684,930 0 0
PAYMENT DATA SYS INC COM NEW 70438S202 2 908 SH   SOLE   908 0 0
PAYPAL HLDGS INC COM 70450Y103 589,650 14,939,203 SH   SOLE   14,939,203 0 0
PB BANCORP INC COM 70454T100 7 698 SH   SOLE   698 0 0
PBF ENERGY INC CL A 69318G106 36,540 1,310,629 SH   SOLE   1,310,629 0 0
PC CONNECTION INC COM 69318J100 10,582 376,700 SH   SOLE   376,700 0 0
PC-TEL INC COM 69325Q105 227 42,186 SH   SOLE   42,186 0 0
PCM INC COM 69323K100 547 24,312 SH   SOLE   24,312 0 0
PDC ENERGY INC COM 69327R101 327,086 4,506,561 SH   SOLE   4,506,561 0 0
PDF SOLUTIONS INC COM 693282105 19,649 871,360 SH   SOLE   871,360 0 0
PDL BIOPHARMA INC COM 69329Y104 15,602 7,359,385 SH   SOLE   7,359,385 0 0
PDVWIRELESS INC COM 69290R104 8,670 384,491 SH   SOLE   384,491 0 0
PEAK RESORTS INC COM 70469L100 170 30,612 SH   SOLE   30,612 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 16,016 518,665 SH   SOLE   518,665 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 77,483 2,604,473 SH   SOLE   2,604,473 0 0
PEDEVCO CORP COM NEW 70532Y204 1 8,224 SH   SOLE   8,224 0 0
PEGASYSTEMS INC COM 705573103 40,978 1,138,283 SH   SOLE   1,138,283 0 0
PEMBINA PIPELINE CORP COM 706327103 19 615 SH   SOLE   615 0 0
PENDRELL CORP CL A NEW 70686R302 25 3,642 SH   SOLE   3,642 0 0
PENN NATL GAMING INC COM 707569109 31,054 2,251,929 SH   SOLE   2,251,929 0 0
PENNEY J C INC COM 708160106 102,340 12,315,274 SH   SOLE   12,315,274 0 0
PENNS WOODS BANCORP INC COM 708430103 7,806 154,566 SH   SOLE   154,566 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 105,565 5,567,785 SH   SOLE   5,567,785 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 56 58,000 PRN   SOLE   58,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 5,389 323,639 SH   SOLE   323,639 0 0
PENNYMAC MTG INVT TR COM 70931T103 58,485 3,572,699 SH   SOLE   3,572,699 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 21,194 408,843 SH   SOLE   408,843 0 0
PENTAIR PLC SHS G7S00T104 166,126 2,962,825 SH   SOLE   2,962,825 0 0
PENUMBRA INC COM 70975L107 53,472 838,118 SH   SOLE   838,118 0 0
PEOPLES BANCORP INC COM 709789101 17,138 527,968 SH   SOLE   527,968 0 0
PEOPLES BANCORP N C INC COM 710577107 20 812 SH   SOLE   812 0 0
PEOPLES FINL CORP MISS COM 71103B102 152 9,426 SH   SOLE   9,426 0 0
PEOPLES FINL SVCS CORP COM 711040105 10,971 225,276 SH   SOLE   225,276 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 206,606 10,671,778 SH   SOLE   10,671,778 0 0
PEOPLES UTAH BANCORP COM 712706209 11,636 433,371 SH   SOLE   433,371 0 0
PEPSICO INC COM 713448108 2,368,577 22,637,649 SH   SOLE   22,637,649 0 0
PERCEPTRON INC COM 71361F100 167 25,089 SH   SOLE   25,089 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 16 53,110 SH   SOLE   53,110 0 0
PERFICIENT INC COM 71375U101 51,942 2,969,833 SH   SOLE   2,969,833 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 27,474 1,144,741 SH   SOLE   1,144,741 0 0
PERFORMANT FINL CORP COM 71377E105 228 96,834 SH   SOLE   96,834 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 27 17,877 SH   SOLE   17,877 0 0
PERKINELMER INC COM 714046109 100,679 1,930,565 SH   SOLE   1,930,565 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 112 28,775 SH   SOLE   28,775 0 0
PERNIX THERAPEUTICS HLDGS IN COM NEW 71426V306 34 17,315 SH   SOLE   17,315 0 0
PERRIGO CO PLC SHS G97822103 235,931 2,834,689 SH   SOLE   2,834,689 0 0
PERSHING GOLD CORP COM NEW 715302204 143 43,794 SH   SOLE   43,794 0 0
PETMED EXPRESS INC COM 716382106 37,174 1,611,343 SH   SOLE   1,611,343 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 29 391 SH   SOLE   391 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 54,466 6,182,348 SH   SOLE   6,182,348 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 45,610 4,511,343 SH   SOLE   4,511,343 0 0
PETROQUEST ENERGY INC COM NEW 716748306 223 67,300 SH   SOLE   67,300 0 0
PFENEX INC COM 717071104 5,375 592,638 SH   SOLE   592,638 0 0
PFIZER INC COM 717081103 3,424,579 105,436,544 SH   SOLE   105,436,544 0 0
PFSWEB INC COM NEW 717098206 4,060 477,673 SH   SOLE   477,673 0 0
PG&E CORP COM 69331C108 695,316 11,441,759 SH   SOLE   11,441,759 0 0
PGT INNOVATIONS INC COM 69336V101 51,922 4,534,652 SH   SOLE   4,534,652 0 0
PHARMATHENE INC COM 71714G102 6,653 2,047,164 SH   SOLE   2,047,164 0 0
PHARMERICA CORP COM 71714F104 67,034 2,665,364 SH   SOLE   2,665,364 0 0
PHH CORP COM NEW 693320202 24,932 1,644,568 SH   SOLE   1,644,568 0 0
PHI INC COM VTG 69336T106 3 147 SH   SOLE   147 0 0
PHI INC COM NON VTG 69336T205 7,036 390,473 SH   SOLE   390,473 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 50,138 1,711,189 SH   SOLE   1,711,189 0 0
PHILIP MORRIS INTL INC COM 718172109 2,494,218 27,262,189 SH   SOLE   27,262,189 0 0
PHILLIPS 66 COM 718546104 657,530 7,609,418 SH   SOLE   7,609,418 0 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 14 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 24,194 2,141,048 SH   SOLE   2,141,048 0 0
PHYSICIANS RLTY TR COM 71943U104 95,213 5,021,799 SH   SOLE   5,021,799 0 0
PICO HLDGS INC COM NEW 693366205 10,927 721,272 SH   SOLE   721,272 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 48,942 2,340,611 SH   SOLE   2,340,611 0 0
PIER 1 IMPORTS INC COM 720279108 22,940 2,686,234 SH   SOLE   2,686,234 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 99 70,132 SH   SOLE   70,132 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 11,035 581,087 SH   SOLE   581,087 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 24,153 1,665,756 SH   SOLE   1,665,756 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 233,092 3,363,515 SH   SOLE   3,363,515 0 0
PINNACLE FOODS INC DEL COM 72348P104 65,108 1,218,112 SH   SOLE   1,218,112 0 0
PINNACLE WEST CAP CORP COM 723484101 451,846 5,790,673 SH   SOLE   5,790,673 0 0
PIONEER ENERGY SVCS CORP COM 723664108 42,134 6,150,995 SH   SOLE   6,150,995 0 0
PIONEER NAT RES CO COM 723787107 450,900 2,504,028 SH   SOLE   2,504,028 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 10 1,653 SH   SOLE   1,653 0 0
PIPER JAFFRAY COS COM 724078100 84,769 1,169,224 SH   SOLE   1,169,224 0 0
PITNEY BOWES INC COM 724479100 101,211 6,662,982 SH   SOLE   6,662,982 0 0
PIXELWORKS INC COM NEW 72581M305 208 74,324 SH   SOLE   74,324 0 0
PJT PARTNERS INC COM CL A 69343T107 18,248 590,934 SH   SOLE   590,934 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2,066 59,566 SH   SOLE   59,566 0 0
PLANET FITNESS INC CL A 72703H101 15,744 783,267 SH   SOLE   783,267 0 0
PLANET PAYMENT INC SHS U72603118 5,671 1,389,951 SH   SOLE   1,389,951 0 0
PLANTRONICS INC NEW COM 727493108 110,590 2,019,543 SH   SOLE   2,019,543 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 23,381 2,383,398 SH   SOLE   2,383,398 0 0
PLEXUS CORP COM 729132100 147,578 2,730,910 SH   SOLE   2,730,910 0 0
PLUG POWER INC COM NEW 72919P202 7,046 5,871,798 SH   SOLE   5,871,798 0 0
PLUMAS BANCORP COM 729273102 30 1,592 SH   SOLE   1,592 0 0
PLY GEM HLDGS INC COM 72941W100 10,739 660,834 SH   SOLE   660,834 0 0
PNC FINL SVCS GROUP INC COM 693475105 818,177 6,995,357 SH   SOLE   6,995,357 0 0
PNM RES INC COM 69349H107 167,739 4,890,357 SH   SOLE   4,890,357 0 0
POAGE BANKSHARES INC COM 730206109 12 661 SH   SOLE   661 0 0
POLARIS INDS INC COM 731068102 194,001 2,354,662 SH   SOLE   2,354,662 0 0
POLYONE CORP COM 73179P106 162,246 5,063,870 SH   SOLE   5,063,870 0 0
POOL CORPORATION COM 73278L105 163,815 1,570,015 SH   SOLE   1,570,015 0 0
POPEYES LA KITCHEN INC COM 732872106 96,126 1,589,390 SH   SOLE   1,589,390 0 0
POPULAR INC COM NEW 733174700 57,533 1,312,939 SH   SOLE   1,312,939 0 0
PORTER BANCORP INC COM NEW 736233206 61 4,958 SH   SOLE   4,958 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 131,383 3,032,145 SH   SOLE   3,032,145 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 51,829 2,309,648 SH   SOLE   2,309,648 0 0
POST HLDGS INC COM 737446104 198,937 2,474,650 SH   SOLE   2,474,650 0 0
POTASH CORP SASK INC COM 73755L107 1,062 58,697 SH   SOLE   58,697 0 0
POTBELLY CORP COM 73754Y100 9,930 769,742 SH   SOLE   769,742 0 0
POTLATCH CORP NEW COM 737630103 120,479 2,892,652 SH   SOLE   2,892,652 0 0
POWELL INDS INC COM 739128106 27,819 713,312 SH   SOLE   713,312 0 0
POWER INTEGRATIONS INC COM 739276103 148,372 2,186,768 SH   SOLE   2,186,768 0 0
POWER REIT COM 73933H101 2 239 SH   SOLE   239 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 1,183 157,791 SH   SOLE   157,791 0 0
PPG INDS INC COM 693506107 362,516 3,825,619 SH   SOLE   3,825,619 0 0
PPL CORP COM 69351T106 607,398 17,838,407 SH   SOLE   17,838,407 0 0
PRA GROUP INC COM 69354N106 149,047 3,811,953 SH   SOLE   3,811,953 0 0
PRA HEALTH SCIENCES INC COM 69354M108 87,962 1,595,829 SH   SOLE   1,595,829 0 0
PRAXAIR INC COM 74005P104 499,084 4,258,757 SH   SOLE   4,258,757 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,050 192,706 SH   SOLE   192,706 0 0
PREFERRED APT CMNTYS INC COM 74039L103 11,817 792,572 SH   SOLE   792,572 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 20,979 400,208 SH   SOLE   400,208 0 0
PREFORMED LINE PRODS CO COM 740444104 4,845 83,364 SH   SOLE   83,364 0 0
PREMIER FINL BANCORP INC COM 74050M105 6,431 319,935 SH   SOLE   319,935 0 0
PREMIER INC CL A 74051N102 19,282 635,117 SH   SOLE   635,117 0 0
PRESBIA PLC SHS G7234P100 3 764 SH   SOLE   764 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 176,913 3,395,649 SH   SOLE   3,395,649 0 0
PRETIUM RES INC COM 74139C102 108 13,093 SH   SOLE   13,093 0 0
PRGX GLOBAL INC COM NEW 69357C503 348 59,040 SH   SOLE   59,040 0 0
PRICE T ROWE GROUP INC COM 74144T108 379,649 5,044,500 SH   SOLE   5,044,500 0 0
PRICELINE GRP INC COM NEW 741503403 981,375 669,396 SH   SOLE   669,396 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 230 146,000 PRN   SOLE   146,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 149 117,000 PRN   SOLE   117,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 185 175,000 PRN   SOLE   175,000 0 0
PRICESMART INC COM 741511109 50,186 601,029 SH   SOLE   601,029 0 0
PRIMEENERGY CORP COM 74158E104 9 174 SH   SOLE   174 0 0
PRIMERICA INC COM 74164M108 180,548 2,610,963 SH   SOLE   2,610,963 0 0
PRIMO WTR CORP COM 74165N105 8,348 679,777 SH   SOLE   679,777 0 0
PRIMORIS SVCS CORP COM 74164F103 27,367 1,201,377 SH   SOLE   1,201,377 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 307,338 5,311,751 SH   SOLE   5,311,751 0 0
PRIVATEBANCORP INC COM 742962103 262,597 4,845,862 SH   SOLE   4,845,862 0 0
PRO-DEX INC COLO COM NEW 74265M205 3 613 SH   SOLE   613 0 0
PROASSURANCE CORP COM 74267C106 184,024 3,274,453 SH   SOLE   3,274,453 0 0
PROCTER AND GAMBLE CO COM 742718109 3,497,915 41,602,228 SH   SOLE   41,602,228 0 0
PROFIRE ENERGY INC COM 74316X101 81 58,639 SH   SOLE   58,639 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 27,817 3,219,577 SH   SOLE   3,219,577 0 0
PROGRESS SOFTWARE CORP COM 743312100 125,002 3,914,884 SH   SOLE   3,914,884 0 0
PROGRESSIVE CORP OHIO COM 743315103 391,258 11,021,353 SH   SOLE   11,021,353 0 0
PROLOGIS INC COM 74340W103 858,188 16,256,645 SH   SOLE   16,256,645 0 0
PROOFPOINT INC COM 743424103 93,763 1,327,152 SH   SOLE   1,327,152 0 0
PROPHASE LABS INC COM 74345W108 10 4,909 SH   SOLE   4,909 0 0
PROS HOLDINGS INC COM 74346Y103 17,397 808,388 SH   SOLE   808,388 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 57 58,000 PRN   SOLE   58,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 302,435 4,213,359 SH   SOLE   4,213,359 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 5,374 244,386 SH   SOLE   244,386 0 0
PROTEON THERAPEUTICS INC COM 74371L109 44 23,115 SH   SOLE   23,115 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 3,112 253,809 SH   SOLE   253,809 0 0
PROTHENA CORP PLC SHS G72800108 74,535 1,515,241 SH   SOLE   1,515,241 0 0
PROTO LABS INC COM 743713109 96,557 1,880,371 SH   SOLE   1,880,371 0 0
PROVIDENCE SVC CORP COM 743815102 39,210 1,030,485 SH   SOLE   1,030,485 0 0
PROVIDENT BANCORP INC COM 74383X109 2,455 137,134 SH   SOLE   137,134 0 0
PROVIDENT FINL HLDGS INC COM 743868101 4,676 231,278 SH   SOLE   231,278 0 0
PROVIDENT FINL SVCS INC COM 74386T105 139,555 4,931,258 SH   SOLE   4,931,258 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 160 9,326 SH   SOLE   9,326 0 0
PRUDENTIAL FINL INC COM 744320102 596,255 5,729,912 SH   SOLE   5,729,912 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 179,967 1,544,517 SH   SOLE   1,544,517 0 0
PSIVIDA CORP COM 74440J101 145 84,753 SH   SOLE   84,753 0 0
PSYCHEMEDICS CORP COM NEW 744375205 329 13,349 SH   SOLE   13,349 0 0
PTC INC COM 69370C100 216,885 4,687,379 SH   SOLE   4,687,379 0 0
PTC THERAPEUTICS INC COM 69366J200 17,106 1,567,925 SH   SOLE   1,567,925 0 0
PUBLIC STORAGE COM 74460D109 1,060,348 4,744,288 SH   SOLE   4,744,288 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 695,790 15,856,652 SH   SOLE   15,856,652 0 0
PULMATRIX INC COM 74584P103 34 58,094 SH   SOLE   58,094 0 0
PULSE BIOSCIENCES INC COM 74587B101 100 15,425 SH   SOLE   15,425 0 0
PULTE GROUP INC COM 745867101 187,391 10,195,399 SH   SOLE   10,195,399 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 25,864 842,478 SH   SOLE   842,478 0 0
PURE STORAGE INC CL A 74624M102 22,821 2,017,770 SH   SOLE   2,017,770 0 0
PURECYCLE CORP COM NEW 746228303 262 47,599 SH   SOLE   47,599 0 0
PVH CORP COM 693656100 131,019 1,451,896 SH   SOLE   1,451,896 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 5,404 486,413 SH   SOLE   486,413 0 0
Q2 HLDGS INC COM 74736L109 21,841 757,065 SH   SOLE   757,065 0 0
QAD INC CL B 74727D207 6 244 SH   SOLE   244 0 0
QAD INC CL A 74727D306 9,531 313,517 SH   SOLE   313,517 0 0
QCR HOLDINGS INC COM 74727A104 17,032 393,342 SH   SOLE   393,342 0 0
QEP RES INC COM 74733V100 180,977 9,830,385 SH   SOLE   9,830,385 0 0
QIAGEN NV REG SHS N72482107 156,368 5,580,590 SH   SOLE   5,580,590 0 0
QORVO INC COM 74736K101 140,644 2,667,253 SH   SOLE   2,667,253 0 0
QTS RLTY TR INC COM CL A 74736A103 70,511 1,420,155 SH   SOLE   1,420,155 0 0
QUAD / GRAPHICS INC COM CL A 747301109 23,727 882,704 SH   SOLE   882,704 0 0
QUAKER CHEM CORP COM 747316107 129,966 1,015,836 SH   SOLE   1,015,836 0 0
QUALCOMM INC COM 747525103 1,559,457 23,918,046 SH   SOLE   23,918,046 0 0
QUALITY CARE PPTYS INC COM 747545101 66,276 4,275,898 SH   SOLE   4,275,898 0 0
QUALITY SYS INC COM 747582104 50,707 3,856,075 SH   SOLE   3,856,075 0 0
QUALYS INC COM 74758T303 69,023 2,180,815 SH   SOLE   2,180,815 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 64,054 3,155,358 SH   SOLE   3,155,358 0 0
QUANTA SVCS INC COM 74762E102 88,643 2,543,564 SH   SOLE   2,543,564 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,647 201,147 SH   SOLE   201,147 0 0
QUANTUM CORP COM DSSG 747906204 58 69,337 SH   SOLE   69,337 0 0
QUEST DIAGNOSTICS INC COM 74834L100 298,564 3,248,788 SH   SOLE   3,248,788 0 0
QUEST RESOURCE HLDG CORP COM NEW 74836W203 6 2,652 SH   SOLE   2,652 0 0
QUICKLOGIC CORP COM 74837P108 264 189,977 SH   SOLE   189,977 0 0
QUIDEL CORP COM 74838J101 17,198 802,896 SH   SOLE   802,896 0 0
QUINSTREET INC COM 74874Q100 11,317 3,009,708 SH   SOLE   3,009,708 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 129,649 1,704,785 SH   SOLE   1,704,785 0 0
QUMU CORP COM 749063103 59 24,748 SH   SOLE   24,748 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 15,868 526,667 SH   SOLE   526,667 0 0
QUORUM HEALTH CORP COM 74909E106 18,142 2,495,493 SH   SOLE   2,495,493 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 20,425 1,900,045 SH   SOLE   1,900,045 0 0
RA PHARMACEUTICALS INC COM 74933V108 3,616 238,058 SH   SOLE   238,058 0 0
RADIAN GROUP INC COM 750236101 124,703 6,935,666 SH   SOLE   6,935,666 0 0
RADIANT LOGISTICS INC COM 75025X100 4,721 1,210,618 SH   SOLE   1,210,618 0 0
RADIO ONE INC CL A 75040P108 1 233 SH   SOLE   233 0 0
RADIO ONE INC CL D NON VTG 75040P405 2,279 785,836 SH   SOLE   785,836 0 0
RADISYS CORP COM 750459109 5,131 1,158,271 SH   SOLE   1,158,271 0 0
RADIUS HEALTH INC COM NEW 750469207 59,770 1,571,666 SH   SOLE   1,571,666 0 0
RADNET INC COM 750491102 7,869 1,220,017 SH   SOLE   1,220,017 0 0
RADWARE LTD ORD M81873107 730 50,078 SH   SOLE   50,078 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 14,977 4,457,491 SH   SOLE   4,457,491 0 0
RALPH LAUREN CORP CL A 751212101 88,848 983,707 SH   SOLE   983,707 0 0
RAMBUS INC DEL COM 750917106 117,204 8,511,580 SH   SOLE   8,511,580 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 40,985 2,471,969 SH   SOLE   2,471,969 0 0
RAND LOGISTICS INC COM 752182105 5 5,609 SH   SOLE   5,609 0 0
RANDGOLD RES LTD ADR 752344309 609 7,972 SH   SOLE   7,972 0 0
RANDOLPH BANCORP INC COM 752378109 231 14,315 SH   SOLE   14,315 0 0
RANGE RES CORP COM 75281A109 133,303 3,879,612 SH   SOLE   3,879,612 0 0
RAPID7 INC COM 753422104 7,147 587,239 SH   SOLE   587,239 0 0
RAVE RESTAURANT GROUP INC COM 754198109 36 19,381 SH   SOLE   19,381 0 0
RAVEN INDS INC COM 754212108 71,381 2,832,563 SH   SOLE   2,832,563 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 363,326 5,245,064 SH   SOLE   5,245,064 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 54,069 3,497,380 SH   SOLE   3,497,380 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 20,377 175,861 SH   SOLE   175,861 0 0
RAYONIER INC COM 754907103 159,275 5,987,780 SH   SOLE   5,987,780 0 0
RAYTHEON CO COM NEW 755111507 757,787 5,336,527 SH   SOLE   5,336,527 0 0
RBC BEARINGS INC COM 75524B104 89,473 964,049 SH   SOLE   964,049 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 517 30,230 SH   SOLE   30,230 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 148 23,229 SH   SOLE   23,229 0 0
RE MAX HLDGS INC CL A 75524W108 80,298 1,433,896 SH   SOLE   1,433,896 0 0
READING INTERNATIONAL INC CL A 755408101 9,224 555,645 SH   SOLE   555,645 0 0
REAL GOODS SOLAR INC CL A NEW 75601N302 0 91 SH   SOLE   91 0 0
REAL IND INC COM 75601W104 5,133 841,520 SH   SOLE   841,520 0 0
REALNETWORKS INC COM NEW 75605L708 3,770 775,673 SH   SOLE   775,673 0 0
REALOGY HLDGS CORP COM 75605Y106 56,998 2,215,253 SH   SOLE   2,215,253 0 0
REALPAGE INC COM 75606N109 51,154 1,705,130 SH   SOLE   1,705,130 0 0
REALTY INCOME CORP COM 756109104 546,448 9,506,748 SH   SOLE   9,506,748 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 4,012 183,797 SH   SOLE   183,797 0 0
RECRO PHARMA INC COM 75629F109 151 18,677 SH   SOLE   18,677 0 0
RED HAT INC COM 756577102 247,287 3,547,876 SH   SOLE   3,547,876 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 137 117,000 PRN   SOLE   117,000 0 0
RED LION HOTELS CORP COM 756764106 3,909 468,150 SH   SOLE   468,150 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 58,490 1,037,059 SH   SOLE   1,037,059 0 0
RED ROCK RESORTS INC CL A 75700L108 20,929 902,491 SH   SOLE   902,491 0 0
REDWOOD TR INC COM 758075402 57,876 3,805,123 SH   SOLE   3,805,123 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 58 58,000 PRN   SOLE   58,000 0 0
REEDS INC COM 758338107 125 30,535 SH   SOLE   30,535 0 0
REGAL BELOIT CORP COM 758750103 123,215 1,779,276 SH   SOLE   1,779,276 0 0
REGAL ENTMT GROUP CL A 758766109 17,897 868,777 SH   SOLE   868,777 0 0
REGENCY CTRS CORP COM 758849103 405,879 5,886,564 SH   SOLE   5,886,564 0 0
REGENERON PHARMACEUTICALS COM 75886F107 898,493 2,447,609 SH   SOLE   2,447,609 0 0
REGENXBIO INC COM 75901B107 19,198 1,034,945 SH   SOLE   1,034,945 0 0
REGIONAL MGMT CORP COM 75902K106 9,256 352,212 SH   SOLE   352,212 0 0
REGIONS FINL CORP NEW COM 7591EP100 347,497 24,198,922 SH   SOLE   24,198,922 0 0
REGIS CORP MINN COM 758932107 42,660 2,937,998 SH   SOLE   2,937,998 0 0
REGULUS THERAPEUTICS INC COM 75915K101 2,723 1,210,121 SH   SOLE   1,210,121 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 321,999 2,559,003 SH   SOLE   2,559,003 0 0
REIS INC COM 75936P105 6,477 291,086 SH   SOLE   291,086 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 232,986 2,929,170 SH   SOLE   2,929,170 0 0
RELIV INTL INC COM NEW 75952R209 1 258 SH   SOLE   258 0 0
RELM WIRELESS CORP COM 759525108 117 24,632 SH   SOLE   24,632 0 0
REMARK MEDIA INC COM 75954W107 16 4,133 SH   SOLE   4,133 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 277,122 2,034,369 SH   SOLE   2,034,369 0 0
RENASANT CORP COM 75970E107 53,304 1,262,529 SH   SOLE   1,262,529 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 13,540 1,395,846 SH   SOLE   1,395,846 0 0
RENREN INC SPONSORED ADR 759892102 987 620,519 SH   SOLE   620,519 0 0
RENT A CTR INC NEW COM 76009N100 48,076 4,273,434 SH   SOLE   4,273,434 0 0
RENTECH INC COM NEW 760112201 147 59,345 SH   SOLE   59,345 0 0
REPLIGEN CORP COM 759916109 94,815 3,076,405 SH   SOLE   3,076,405 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 80 60,822 SH   SOLE   60,822 0 0
REPUBLIC BANCORP KY CL A 760281204 12,817 324,153 SH   SOLE   324,153 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 13,478 1,614,158 SH   SOLE   1,614,158 0 0
REPUBLIC SVCS INC COM 760759100 411,784 7,217,954 SH   SOLE   7,217,954 0 0
RESEARCH FRONTIERS INC COM 760911107 106 58,255 SH   SOLE   58,255 0 0
RESMED INC COM 761152107 383,134 6,174,597 SH   SOLE   6,174,597 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 344 8,347 SH   SOLE   8,347 0 0
RESOLUTE FST PRODS INC COM 76117W109 303 56,715 SH   SOLE   56,715 0 0
RESONANT INC COM 76118L102 116 23,029 SH   SOLE   23,029 0 0
RESOURCE CAP CORP COM NEW 76120W708 13,990 1,679,494 SH   SOLE   1,679,494 0 0
RESOURCES CONNECTION INC COM 76122Q105 51,737 2,687,652 SH   SOLE   2,687,652 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 70,986 2,312,242 SH   SOLE   2,312,242 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 178,776 8,460,770 SH   SOLE   8,460,770 0 0
RETAIL PPTYS AMER INC CL A 76131V202 60,563 3,950,595 SH   SOLE   3,950,595 0 0
RETAILMENOT INC COM SER 1 76132B106 11,803 1,269,169 SH   SOLE   1,269,169 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 32 34,671 SH   SOLE   34,671 0 0
RETROPHIN INC COM 761299106 30,892 1,631,894 SH   SOLE   1,631,894 0 0
REVANCE THERAPEUTICS INC COM 761330109 28,939 1,398,009 SH   SOLE   1,398,009 0 0
REVLON INC CL A NEW 761525609 10,441 358,177 SH   SOLE   358,177 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 136 24,650 SH   SOLE   24,650 0 0
REX AMERICAN RESOURCES CORP COM 761624105 45,550 461,267 SH   SOLE   461,267 0 0
REX ENERGY CORPORATION COM 761565100 34 71,500 SH   SOLE   71,500 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 8 56,586 SH   SOLE   56,586 0 0
REXFORD INDL RLTY INC COM 76169C100 47,862 2,063,908 SH   SOLE   2,063,908 0 0
REXNORD CORP NEW COM 76169B102 50,501 2,577,903 SH   SOLE   2,577,903 0 0
REYNOLDS AMERICAN INC COM 761713106 691,239 12,334,742 SH   SOLE   12,334,742 0 0
RF INDS LTD COM PAR $0.01 749552105 4 2,153 SH   SOLE   2,153 0 0
RGC RES INC COM 74955L103 21 831 SH   SOLE   831 0 0
RICE ENERGY INC COM 762760106 31,272 1,464,719 SH   SOLE   1,464,719 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 2 2,319 SH   SOLE   2,319 0 0
RICHARDSON ELECTRS LTD COM 763165107 214 33,962 SH   SOLE   33,962 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 10,430 4,382,306 SH   SOLE   4,382,306 0 0
RIGHTSIDE GROUP LTD COM 76658B100 3,207 387,755 SH   SOLE   387,755 0 0
RIGNET INC COM 766582100 9,781 422,524 SH   SOLE   422,524 0 0
RING ENERGY INC COM 76680V108 18,040 1,388,785 SH   SOLE   1,388,785 0 0
RINGCENTRAL INC CL A 76680R206 36,143 1,754,510 SH   SOLE   1,754,510 0 0
RIO TINTO PLC SPONSORED ADR 767204100 5,546 144,208 SH   SOLE   144,208 0 0
RITE AID CORP COM 767754104 89,733 10,889,882 SH   SOLE   10,889,882 0 0
RITTER PHARMACEUTICALS INC COM 767836109 134 49,579 SH   SOLE   49,579 0 0
RIVERVIEW BANCORP INC COM 769397100 514 73,389 SH   SOLE   73,389 0 0
RLI CORP COM 749607107 191,697 3,036,546 SH   SOLE   3,036,546 0 0
RLJ LODGING TR COM 74965L101 108,870 4,445,478 SH   SOLE   4,445,478 0 0
RMG NETWORKS HLDG CORP COM 74966K102 3 3,728 SH   SOLE   3,728 0 0
RMR GROUP INC CL A 74967R106 8,179 207,055 SH   SOLE   207,055 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 26,715 2,571,254 SH   SOLE   2,571,254 0 0
ROBERT HALF INTL INC COM 770323103 113,937 2,335,728 SH   SOLE   2,335,728 0 0
ROCKET FUEL INC COM 773111109 144 84,287 SH   SOLE   84,287 0 0
ROCKWELL AUTOMATION INC COM 773903109 325,380 2,420,981 SH   SOLE   2,420,981 0 0
ROCKWELL COLLINS INC COM 774341101 282,750 3,048,186 SH   SOLE   3,048,186 0 0
ROCKWELL MED INC COM 774374102 10,085 1,539,718 SH   SOLE   1,539,718 0 0
ROCKY BRANDS INC COM 774515100 265 22,925 SH   SOLE   22,925 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 270 26,460 SH   SOLE   26,460 0 0
ROGERS CORP COM 775133101 108,441 1,411,810 SH   SOLE   1,411,810 0 0
ROKA BIOSCIENCE INC COM NEW 775431208 1 126 SH   SOLE   126 0 0
ROLLINS INC COM 775711104 124,314 3,680,092 SH   SOLE   3,680,092 0 0
ROPER TECHNOLOGIES INC COM 776696106 320,146 1,748,666 SH   SOLE   1,748,666 0 0
ROSETTA STONE INC COM 777780107 5,653 634,404 SH   SOLE   634,404 0 0
ROSS STORES INC COM 778296103 491,342 7,489,969 SH   SOLE   7,489,969 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 59 58,000 PRN   SOLE   58,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 100,774 5,334,770 SH   SOLE   5,334,770 0 0
ROYAL BANCSHARES PA INC CL A 780081105 243 58,562 SH   SOLE   58,562 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 70,092 2,798,068 SH   SOLE   2,798,068 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 74,527 3,131,376 SH   SOLE   3,131,376 0 0
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 25,214 996,592 SH   SOLE   996,592 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 244,478 2,979,990 SH   SOLE   2,979,990 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 202 3,479 SH   SOLE   3,479 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 218 4,010 SH   SOLE   4,010 0 0
ROYAL GOLD INC COM 780287108 166,274 2,624,695 SH   SOLE   2,624,695 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 50 47,000 PRN   SOLE   47,000 0 0
RPC INC COM 749660106 16,190 817,258 SH   SOLE   817,258 0 0
RPM INTL INC COM 749685103 284,626 5,287,490 SH   SOLE   5,287,490 0 0
RPX CORP COM 74972G103 16,827 1,558,020 SH   SOLE   1,558,020 0 0
RSP PERMIAN INC COM 74978Q105 140,666 3,152,522 SH   SOLE   3,152,522 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 60 58,000 PRN   SOLE   58,000 0 0
RTI SURGICAL INC COM 74975N105 6,121 1,883,478 SH   SOLE   1,883,478 0 0
RUBICON PROJ INC COM 78112V102 8,926 1,202,907 SH   SOLE   1,202,907 0 0
RUBICON TECHNOLOGY INC COM 78112T107 4 6,464 SH   SOLE   6,464 0 0
RUBY TUESDAY INC COM 781182100 16,473 5,100,091 SH   SOLE   5,100,091 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 56,769 2,431,214 SH   SOLE   2,431,214 0 0
RUSH ENTERPRISES INC CL A 781846209 28,433 891,330 SH   SOLE   891,330 0 0
RUSH ENTERPRISES INC CL B 781846308 6,232 201,873 SH   SOLE   201,873 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 45,196 2,469,700 SH   SOLE   2,469,700 0 0
RXI PHARMACEUTICALS CORP NEW COM 74979C501 2 2,343 SH   SOLE   2,343 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 47,027 564,819 SH   SOLE   564,819 0 0
RYDER SYS INC COM 783549108 118,686 1,594,389 SH   SOLE   1,594,389 0 0
RYERSON HLDG CORP COM 783754104 5,720 428,493 SH   SOLE   428,493 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 54 58,000 PRN   SOLE   58,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 99,917 1,585,739 SH   SOLE   1,585,739 0 0
S & T BANCORP INC COM 783859101 109,524 2,805,424 SH   SOLE   2,805,424 0 0
S&P GLOBAL INC COM 78409V104 387,627 3,604,492 SH   SOLE   3,604,492 0 0
S&W SEED CO COM 785135104 272 59,186 SH   SOLE   59,186 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 129,049 5,284,542 SH   SOLE   5,284,542 0 0
SABRE CORP COM 78573M104 54,019 2,165,074 SH   SOLE   2,165,074 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 0 15 SH   SOLE   15 0 0
SAFE BULKERS INC COM Y7388L103 97 84,331 SH   SOLE   84,331 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 9,114 677,626 SH   SOLE   677,626 0 0
SAFETY INS GROUP INC COM 78648T100 69,837 947,584 SH   SOLE   947,584 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 6,164 122,546 SH   SOLE   122,546 0 0
SAGE THERAPEUTICS INC COM 78667J108 72,517 1,420,226 SH   SOLE   1,420,226 0 0
SAIA INC COM 78709Y105 87,371 1,978,961 SH   SOLE   1,978,961 0 0
SAJAN INC COM NEW 79379T202 6 1,682 SH   SOLE   1,682 0 0
SALEM MEDIA GROUP INC CL A 794093104 2,262 361,972 SH   SOLE   361,972 0 0
SALESFORCE COM INC COM 79466L302 640,334 9,353,403 SH   SOLE   9,353,403 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 170 146,000 PRN   SOLE   146,000 0 0
SALISBURY BANCORP INC COM 795226109 8 207 SH   SOLE   207 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 147,925 5,598,977 SH   SOLE   5,598,977 0 0
SANCHEZ ENERGY CORP COM 79970Y105 11,811 1,307,976 SH   SOLE   1,307,976 0 0
SANDERSON FARMS INC COM 800013104 153,930 1,633,388 SH   SOLE   1,633,388 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 178 7,566 SH   SOLE   7,566 0 0
SANDY SPRING BANCORP INC COM 800363103 31,193 780,027 SH   SOLE   780,027 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 19,691 279,745 SH   SOLE   279,745 0 0
SANGAMO BIOSCIENCES INC COM 800677106 9,808 3,215,835 SH   SOLE   3,215,835 0 0
SANMINA CORPORATION COM 801056102 219,357 5,985,193 SH   SOLE   5,985,193 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 14,220 1,053,317 SH   SOLE   1,053,317 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 11,030 769,189 SH   SOLE   769,189 0 0
SAREPTA THERAPEUTICS INC COM 803607100 61,952 2,258,531 SH   SOLE   2,258,531 0 0
SASOL LTD SPONSORED ADR 803866300 27 939 SH   SOLE   939 0 0
SAUL CTRS INC COM 804395101 58,022 871,077 SH   SOLE   871,077 0 0
SB FINL GROUP INC COM 78408D105 14 865 SH   SOLE   865 0 0
SBA COMMUNICATIONS CORP COM 78388J106 188,764 1,828,047 SH   SOLE   1,828,047 0 0
SCANA CORP NEW COM 80589M102 430,171 5,870,231 SH   SOLE   5,870,231 0 0
SCANSOURCE INC COM 806037107 82,422 2,042,680 SH   SOLE   2,042,680 0 0
SCHEIN HENRY INC COM 806407102 295,113 1,945,243 SH   SOLE   1,945,243 0 0
SCHLUMBERGER LTD COM 806857108 1,827,465 21,768,492 SH   SOLE   21,768,492 0 0
SCHMITT INDS INC ORE COM NEW 806870200 1 374 SH   SOLE   374 0 0
SCHNITZER STL INDS CL A 806882106 22,371 870,481 SH   SOLE   870,481 0 0
SCHOLASTIC CORP COM 807066105 104,834 2,207,506 SH   SOLE   2,207,506 0 0
SCHULMAN A INC COM 808194104 77,505 2,317,041 SH   SOLE   2,317,041 0 0
SCHWAB CHARLES CORP NEW COM 808513105 677,636 17,168,382 SH   SOLE   17,168,382 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 111,761 2,454,660 SH   SOLE   2,454,660 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 49,482 4,581,672 SH   SOLE   4,581,672 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 218,062 2,571,480 SH   SOLE   2,571,480 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 54,788 3,913,418 SH   SOLE   3,913,418 0 0
SCORPIO BULKERS INC COM Y7546A122 9,207 1,823,257 SH   SOLE   1,823,257 0 0
SCORPIO TANKERS INC SHS Y7542C106 22,523 4,971,939 SH   SOLE   4,971,939 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 168,743 1,766,015 SH   SOLE   1,766,015 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 90,090 4,660,653 SH   SOLE   4,660,653 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 110,124 1,543,008 SH   SOLE   1,543,008 0 0
SCYNEXIS INC COM 811292101 224 70,370 SH   SOLE   70,370 0 0
SEABOARD CORP COM 811543107 33,102 8,376 SH   SOLE   8,376 0 0
SEACHANGE INTL INC COM 811699107 221 96,158 SH   SOLE   96,158 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 21,497 974,475 SH   SOLE   974,475 0 0
SEACOR HOLDINGS INC COM 811904101 96,047 1,347,459 SH   SOLE   1,347,459 0 0
SEADRILL LIMITED SHS G7945E105 38,744 11,361,916 SH   SOLE   11,361,916 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 359,167 9,409,660 SH   SOLE   9,409,660 0 0
SEALED AIR CORP NEW COM 81211K100 159,047 3,507,867 SH   SOLE   3,507,867 0 0
SEARS HLDGS CORP COM 812350106 3,745 403,073 SH   SOLE   403,073 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 1,720 366,017 SH   SOLE   366,017 0 0
SEASPAN CORP SHS Y75638109 2,102 230,012 SH   SOLE   230,012 0 0
SEASPINE HLDGS CORP COM 81255T108 163 20,682 SH   SOLE   20,682 0 0
SEATTLE GENETICS INC COM 812578102 164,132 3,110,333 SH   SOLE   3,110,333 0 0
SEAWORLD ENTMT INC COM 81282V100 38,492 2,033,365 SH   SOLE   2,033,365 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 937 475,860 SH   SOLE   475,860 0 0
SECUREWORKS CORP CL A 81374A105 1,923 181,582 SH   SOLE   181,582 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 170 26,219 SH   SOLE   26,219 0 0
SEI INVESTMENTS CO COM 784117103 265,022 5,369,171 SH   SOLE   5,369,171 0 0
SELECT BANCORP INC NEW COM 81617L108 23 2,348 SH   SOLE   2,348 0 0
SELECT COMFORT CORP COM 81616X103 80,195 3,545,313 SH   SOLE   3,545,313 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 50,947 2,021,690 SH   SOLE   2,021,690 0 0
SELECT MED HLDGS CORP COM 81619Q105 120,959 9,129,015 SH   SOLE   9,129,015 0 0
SELECTA BIOSCIENCES INC COM 816212104 2,737 159,573 SH   SOLE   159,573 0 0
SELECTIVE INS GROUP INC COM 816300107 158,050 3,671,323 SH   SOLE   3,671,323 0 0
SEMGROUP CORP CL A 81663A105 88,994 2,131,599 SH   SOLE   2,131,599 0 0
SEMPRA ENERGY COM 816851109 757,132 7,523,170 SH   SOLE   7,523,170 0 0
SEMTECH CORP COM 816850101 164,467 5,212,888 SH   SOLE   5,212,888 0 0
SENECA FOODS CORP NEW CL B 817070105 5 117 SH   SOLE   117 0 0
SENECA FOODS CORP NEW CL A 817070501 21,740 542,827 SH   SOLE   542,827 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 183,891 9,714,240 SH   SOLE   9,714,240 0 0
SENOMYX INC COM 81724Q107 111 115,646 SH   SOLE   115,646 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 7,186 184,500 SH   SOLE   184,500 0 0
SENSEONICS HLDGS INC COM 81727U105 2,318 868,276 SH   SOLE   868,276 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 210,193 2,674,892 SH   SOLE   2,674,892 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 6,139 1,311,773 SH   SOLE   1,311,773 0 0
SERES THERAPEUTICS INC COM 81750R102 10,923 1,103,382 SH   SOLE   1,103,382 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 31,519 737,977 SH   SOLE   737,977 0 0
SERVICE CORP INTL COM 817565104 207,533 7,307,502 SH   SOLE   7,307,502 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 51,182 1,358,682 SH   SOLE   1,358,682 0 0
SERVICENOW INC COM 81762P102 147,117 1,978,974 SH   SOLE   1,978,974 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 102 87,000 PRN   SOLE   87,000 0 0
SERVICESOURCE INTL INC COM 81763U100 11,263 1,982,881 SH   SOLE   1,982,881 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 128,829 3,440,940 SH   SOLE   3,440,940 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 19 2,342 SH   SOLE   2,342 0 0
SHAKE SHACK INC CL A 819047101 16,658 465,430 SH   SOLE   465,430 0 0
SHARPS COMPLIANCE CORP COM 820017101 129 33,729 SH   SOLE   33,729 0 0
SHARPSPRING INC COM 820054104 9 1,751 SH   SOLE   1,751 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 58,882 2,156,852 SH   SOLE   2,156,852 0 0
SHERWIN WILLIAMS CO COM 824348106 339,514 1,263,355 SH   SOLE   1,263,355 0 0
SHILOH INDS INC COM 824543102 150 21,717 SH   SOLE   21,717 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,221 32,429 SH   SOLE   32,429 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 26,776 1,803,066 SH   SOLE   1,803,066 0 0
SHIRE PLC SPONSORED ADR 82481R106 194,370 1,140,803 SH   SOLE   1,140,803 0 0
SHOE CARNIVAL INC COM 824889109 29,883 1,107,600 SH   SOLE   1,107,600 0 0
SHORE BANCSHARES INC COM 825107105 6,497 426,007 SH   SOLE   426,007 0 0
SHORETEL INC COM 825211105 15,731 2,200,081 SH   SOLE   2,200,081 0 0
SHUTTERFLY INC COM 82568P304 52,966 1,055,518 SH   SOLE   1,055,518 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 59 58,000 PRN   SOLE   58,000 0 0
SHUTTERSTOCK INC COM 825690100 70,674 1,487,242 SH   SOLE   1,487,242 0 0
SI FINL GROUP INC MD COM 78425V104 5,863 380,729 SH   SOLE   380,729 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 100 14,133 SH   SOLE   14,133 0 0
SIENTRA INC COM 82621J105 347 40,785 SH   SOLE   40,785 0 0
SIERRA BANCORP COM 82620P102 10,254 385,631 SH   SOLE   385,631 0 0
SIFCO INDS INC COM 826546103 61 7,962 SH   SOLE   7,962 0 0
SIGMA DESIGNS INC COM 826565103 7,053 1,175,532 SH   SOLE   1,175,532 0 0
SIGMATRON INTL INC COM 82661L101 8 1,617 SH   SOLE   1,617 0 0
SIGNAL GENETICS INC COM NEW 826640203 1 123 SH   SOLE   123 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 326,913 2,176,516 SH   SOLE   2,176,516 0 0
SIGNET JEWELERS LIMITED SHS G81276100 114,994 1,219,967 SH   SOLE   1,219,967 0 0
SILGAN HOLDINGS INC COM 827048109 77,921 1,522,485 SH   SOLE   1,522,485 0 0
SILICOM LTD ORD M84116108 7,556 183,882 SH   SOLE   183,882 0 0
SILICON LABORATORIES INC COM 826919102 158,876 2,444,252 SH   SOLE   2,444,252 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,991 70,418 SH   SOLE   70,418 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 20,441 1,192,580 SH   SOLE   1,192,580 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 15,018 1,128,317 SH   SOLE   1,128,317 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 54 58,000 PRN   SOLE   58,000 0 0
SILVER WHEATON CORP COM 828336107 6,176 319,660 SH   SOLE   319,660 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 2,964 225,420 SH   SOLE   225,420 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 145,929 2,348,017 SH   SOLE   2,348,017 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,339,208 7,537,615 SH   SOLE   7,537,615 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 148,010 3,383,076 SH   SOLE   3,383,076 0 0
SIMULATIONS PLUS INC COM 829214105 383 39,682 SH   SOLE   39,682 0 0
SINA CORP ORD G81477104 47,747 785,448 SH   SOLE   785,448 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 67,928 2,036,818 SH   SOLE   2,036,818 0 0
SIRIUS XM HLDGS INC COM 82968B103 81,529 18,321,058 SH   SOLE   18,321,058 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 12,353 355,699 SH   SOLE   355,699 0 0
SITO MOBILE LTD COM NEW 82988R203 168 45,616 SH   SOLE   45,616 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 43,704 728,893 SH   SOLE   728,893 0 0
SJW GROUP COM 784305104 30,130 538,233 SH   SOLE   538,233 0 0
SKECHERS U S A INC CL A 830566105 124,313 5,057,504 SH   SOLE   5,057,504 0 0
SKYLINE CORP COM 830830105 318 20,625 SH   SOLE   20,625 0 0
SKYLINE MED INC COM PAR 83084T606 0 57 SH   SOLE   57 0 0
SKYWEST INC COM 830879102 150,624 4,132,337 SH   SOLE   4,132,337 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 291,445 3,903,633 SH   SOLE   3,903,633 0 0
SL GREEN RLTY CORP COM 78440X101 326,045 3,031,564 SH   SOLE   3,031,564 0 0
SLM CORP COM 78442P106 186,934 16,963,200 SH   SOLE   16,963,200 0 0
SM ENERGY CO COM 78454L100 136,837 3,968,579 SH   SOLE   3,968,579 0 0
SMART & FINAL STORES INC COM 83190B101 9,935 704,643 SH   SOLE   704,643 0 0
SMART SAND INC COM 83191H107 6,370 384,877 SH   SOLE   384,877 0 0
SMARTFINANCIAL INC COM NEW 83190L208 36 1,889 SH   SOLE   1,889 0 0
SMITH & WESSON HLDG CORP COM 831756101 53,520 2,538,892 SH   SOLE   2,538,892 0 0
SMITH A O COM 831865209 272,719 5,759,647 SH   SOLE   5,759,647 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 5 3,163 SH   SOLE   3,163 0 0
SMUCKER J M CO COM NEW 832696405 290,068 2,265,096 SH   SOLE   2,265,096 0 0
SNAP ON INC COM 833034101 172,230 1,005,603 SH   SOLE   1,005,603 0 0
SNYDERS-LANCE INC COM 833551104 189,798 4,950,382 SH   SOLE   4,950,382 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 7,428 259,277 SH   SOLE   259,277 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3,234 81,938 SH   SOLE   81,938 0 0
SOHU COM INC COM 83408W103 5,294 156,226 SH   SOLE   156,226 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 73 87,000 PRN   SOLE   87,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 979 78,958 SH   SOLE   78,958 0 0
SOLITARIO EXPL & RTY CORP COM 8342EP107 351 566,015 SH   SOLE   566,015 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 50,334 2,197,988 SH   SOLE   2,197,988 0 0
SONIC CORP COM 835451105 93,928 3,543,105 SH   SOLE   3,543,105 0 0
SONIC FDRY INC COM NEW 83545R207 4 760 SH   SOLE   760 0 0
SONOCO PRODS CO COM 835495102 359,652 6,824,515 SH   SOLE   6,824,515 0 0
SONOMA PHARMACEUTICALS INC COM 83558L105 8 1,549 SH   SOLE   1,549 0 0
SONUS NETWORKS INC COM NEW 835916503 9,882 1,568,527 SH   SOLE   1,568,527 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 3,942 804,563 SH   SOLE   804,563 0 0
SOTHEBYS COM 835898107 112,307 2,817,541 SH   SOLE   2,817,541 0 0
SOTHERLY HOTELS INC COM 83600C103 228 33,517 SH   SOLE   33,517 0 0
SOUND FINL BANCORP INC COM 83607A100 7 260 SH   SOLE   260 0 0
SOUTH JERSEY INDS INC COM 838518108 212,893 6,319,168 SH   SOLE   6,319,168 0 0
SOUTH ST CORP COM 840441109 64,111 733,537 SH   SOLE   733,537 0 0
SOUTHERN CO COM 842587107 890,363 18,100,480 SH   SOLE   18,100,480 0 0
SOUTHERN COPPER CORP COM 84265V105 95,156 2,979,225 SH   SOLE   2,979,225 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 6,369 176,925 SH   SOLE   176,925 0 0
SOUTHERN MO BANCORP INC COM 843380106 6,380 180,316 SH   SOLE   180,316 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 6,285 384,610 SH   SOLE   384,610 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 79,173 2,101,744 SH   SOLE   2,101,744 0 0
SOUTHWEST AIRLS CO COM 844741108 446,626 8,961,186 SH   SOLE   8,961,186 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 17,218 593,740 SH   SOLE   593,740 0 0
SOUTHWEST GA FINL CORP COM 84502A104 6 281 SH   SOLE   281 0 0
SOUTHWEST GAS CORP COM 844895102 220,279 2,874,954 SH   SOLE   2,874,954 0 0
SOUTHWESTERN ENERGY CO COM 845467109 105,571 9,757,014 SH   SOLE   9,757,014 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 90,230 3,542,608 SH   SOLE   3,542,608 0 0
SP PLUS CORP COM 78469C103 15,544 552,182 SH   SOLE   552,182 0 0
SPAN AMER MED SYS INC COM 846396109 11 598 SH   SOLE   598 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 2 673 SH   SOLE   673 0 0
SPAR GROUP INC COM 784933103 2 1,787 SH   SOLE   1,787 0 0
SPARK ENERGY INC CL A COM 846511103 4,925 162,525 SH   SOLE   162,525 0 0
SPARK NETWORKS INC COM 84651P100 44 51,860 SH   SOLE   51,860 0 0
SPARK THERAPEUTICS INC COM 84652J103 50,251 1,007,040 SH   SOLE   1,007,040 0 0
SPARTAN MTRS INC COM 846819100 10,110 1,092,955 SH   SOLE   1,092,955 0 0
SPARTANNASH CO COM 847215100 114,813 2,903,724 SH   SOLE   2,903,724 0 0
SPARTON CORP COM 847235108 7,316 306,760 SH   SOLE   306,760 0 0
SPECTRA ENERGY CORP COM 847560109 524,900 12,774,392 SH   SOLE   12,774,392 0 0
SPECTRANETICS CORP COM 84760C107 31,054 1,267,501 SH   SOLE   1,267,501 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 33,147 270,966 SH   SOLE   270,966 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 37,763 8,524,295 SH   SOLE   8,524,295 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 7,900 364,569 SH   SOLE   364,569 0 0
SPHERIX INC COM PAR NEW 84842R403 0 238 SH   SOLE   238 0 0
SPIRE INC COM 84857L101 242,714 3,760,088 SH   SOLE   3,760,088 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 121,535 2,082,868 SH   SOLE   2,082,868 0 0
SPIRIT AIRLS INC COM 848577102 43,126 745,351 SH   SOLE   745,351 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 80,430 7,406,078 SH   SOLE   7,406,078 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 122 117,000 PRN   SOLE   117,000 0 0
SPLUNK INC COM 848637104 87,726 1,715,064 SH   SOLE   1,715,064 0 0
SPOK HLDGS INC COM 84863T106 54,335 2,618,570 SH   SOLE   2,618,570 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 7,921 843,551 SH   SOLE   843,551 0 0
SPRINT CORP COM SER 1 85207U105 103,014 12,234,417 SH   SOLE   12,234,417 0 0
SPROUTS FMRS MKT INC COM 85208M102 98,114 5,185,741 SH   SOLE   5,185,741 0 0
SPS COMM INC COM 78463M107 90,796 1,299,127 SH   SOLE   1,299,127 0 0
SPX CORP COM 784635104 79,804 3,364,434 SH   SOLE   3,364,434 0 0
SPX FLOW INC COM 78469X107 101,885 3,177,945 SH   SOLE   3,177,945 0 0
SQUARE INC CL A 852234103 6,856 502,993 SH   SOLE   502,993 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 59,006 2,063,159 SH   SOLE   2,063,159 0 0
ST JOE CO COM 790148100 35,757 1,881,922 SH   SOLE   1,881,922 0 0
ST JUDE MED INC COM 790849103 453,041 5,661,666 SH   SOLE   5,661,666 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 13,931 1,283,975 SH   SOLE   1,283,975 0 0
STAG INDL INC COM 85254J102 57,191 2,395,948 SH   SOLE   2,395,948 0 0
STAGE STORES INC COM NEW 85254C305 9,527 2,180,053 SH   SOLE   2,180,053 0 0
STAMPS COM INC COM NEW 852857200 141,085 1,230,570 SH   SOLE   1,230,570 0 0
STANDARD MTR PRODS INC COM 853666105 87,363 1,641,541 SH   SOLE   1,641,541 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 30 29,000 PRN   SOLE   29,000 0 0
STANDEX INTL CORP COM 854231107 89,896 1,023,288 SH   SOLE   1,023,288 0 0
STANLEY BLACK & DECKER INC COM 854502101 301,737 2,630,890 SH   SOLE   2,630,890 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 22 24,686 SH   SOLE   24,686 0 0
STAPLES INC COM 855030102 148,680 16,428,731 SH   SOLE   16,428,731 0 0
STARBUCKS CORP COM 855244109 1,168,605 21,048,360 SH   SOLE   21,048,360 0 0
STARRETT L S CO CL A 855668109 133 14,281 SH   SOLE   14,281 0 0
STARTEK INC COM 85569C107 226 26,720 SH   SOLE   26,720 0 0
STARWOOD PPTY TR INC COM 85571B105 188,939 8,607,706 SH   SOLE   8,607,706 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 222 204,000 PRN   SOLE   204,000 0 0
STATE AUTO FINL CORP COM 855707105 13,156 490,721 SH   SOLE   490,721 0 0
STATE BK FINL CORP COM 856190103 31,122 1,158,691 SH   SOLE   1,158,691 0 0
STATE NATL COS INC COM 85711T305 14,194 1,024,063 SH   SOLE   1,024,063 0 0
STATE STR CORP COM 857477103 387,072 4,980,341 SH   SOLE   4,980,341 0 0
STATOIL ASA SPONSORED ADR 85771P102 36 2,001 SH   SOLE   2,001 0 0
STEEL DYNAMICS INC COM 858119100 345,588 9,712,986 SH   SOLE   9,712,986 0 0
STEELCASE INC CL A 858155203 46,706 2,609,278 SH   SOLE   2,609,278 0 0
STEIN MART INC COM 858375108 14,050 2,563,833 SH   SOLE   2,563,833 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 5,955 556,567 SH   SOLE   556,567 0 0
STEPAN CO COM 858586100 126,507 1,552,615 SH   SOLE   1,552,615 0 0
STERICYCLE INC COM 858912108 110,466 1,433,874 SH   SOLE   1,433,874 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 49,667 784,994 SH   SOLE   784,994 0 0
STERIS PLC SHS USD G84720104 185,483 2,752,378 SH   SOLE   2,752,378 0 0
STERLING BANCORP DEL COM 85917A100 235,892 10,080,844 SH   SOLE   10,080,844 0 0
STERLING CONSTRUCTION CO INC COM 859241101 545 64,419 SH   SOLE   64,419 0 0
STEWARDSHIP FINL CORP COM 860326107 17 1,751 SH   SOLE   1,751 0 0
STEWART INFORMATION SVCS COR COM 860372101 83,768 1,817,890 SH   SOLE   1,817,890 0 0
STIFEL FINL CORP COM 860630102 203,412 4,072,307 SH   SOLE   4,072,307 0 0
STILLWATER MNG CO COM 86074Q102 158,154 9,817,108 SH   SOLE   9,817,108 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 74 58,000 PRN   SOLE   58,000 0 0
STOCK YDS BANCORP INC COM 861025104 32,862 699,930 SH   SOLE   699,930 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 16,780 402,097 SH   SOLE   402,097 0 0
STONEGATE MTG CORP COM 86181Q300 235 39,322 SH   SOLE   39,322 0 0
STONERIDGE INC COM 86183P102 15,129 855,216 SH   SOLE   855,216 0 0
STORE CAP CORP COM 862121100 59,002 2,387,771 SH   SOLE   2,387,771 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 12,825 378,194 SH   SOLE   378,194 0 0
STRATA SKIN SCIENCES INC COM 86272A107 2 4,790 SH   SOLE   4,790 0 0
STRATASYS LTD SHS M85548101 23,382 1,413,639 SH   SOLE   1,413,639 0 0
STRATTEC SEC CORP COM 863111100 4,608 114,339 SH   SOLE   114,339 0 0
STRATUS PPTYS INC COM NEW 863167201 6,288 191,986 SH   SOLE   191,986 0 0
STRAYER ED INC COM 863236105 68,646 851,375 SH   SOLE   851,375 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 7 5,805 SH   SOLE   5,805 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 63 26,448 SH   SOLE   26,448 0 0
STRYKER CORP COM 863667101 756,660 6,315,496 SH   SOLE   6,315,496 0 0
STURM RUGER & CO INC COM 864159108 97,652 1,852,971 SH   SOLE   1,852,971 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 18,853 1,391,369 SH   SOLE   1,391,369 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 27 25,000 PRN   SOLE   25,000 0 0
SUFFOLK BANCORP COM 864739107 16,251 379,509 SH   SOLE   379,509 0 0
SUMMER INFANT INC COM 865646103 6 3,145 SH   SOLE   3,145 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 7,743 281,270 SH   SOLE   281,270 0 0
SUMMIT HOTEL PPTYS COM 866082100 109,140 6,808,497 SH   SOLE   6,808,497 0 0
SUMMIT MATLS INC CL A 86614U100 55,917 2,350,458 SH   SOLE   2,350,458 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 10 695 SH   SOLE   695 0 0
SUN BANCORP INC COM NEW 86663B201 9,339 359,186 SH   SOLE   359,186 0 0
SUN CMNTYS INC COM 866674104 86,529 1,129,474 SH   SOLE   1,129,474 0 0
SUN HYDRAULICS CORP COM 866942105 27,644 691,629 SH   SOLE   691,629 0 0
SUNCOKE ENERGY INC COM 86722A103 61,083 5,386,474 SH   SOLE   5,386,474 0 0
SUNCOR ENERGY INC NEW COM 867224107 35,795 1,094,980 SH   SOLE   1,094,980 0 0
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 11 3,048 SH   SOLE   3,048 0 0
SUNPOWER CORP COM 867652406 4,803 726,686 SH   SOLE   726,686 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 53 58,000 PRN   SOLE   58,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 41 58,000 PRN   SOLE   58,000 0 0
SUNRUN INC COM 86771W105 11,232 2,115,265 SH   SOLE   2,115,265 0 0
SUNSHINE BANCORP INC COM 86777J108 27 1,557 SH   SOLE   1,557 0 0
SUNSHINE HEART INC COM 86782U106 2 5,629 SH   SOLE   5,629 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 120,336 7,890,853 SH   SOLE   7,890,853 0 0
SUNTRUST BKS INC COM 867914103 526,202 9,593,477 SH   SOLE   9,593,477 0 0
SUNWORKS INC COM 86803X105 117 58,601 SH   SOLE   58,601 0 0
SUPER MICRO COMPUTER INC COM 86800U104 85,479 3,047,369 SH   SOLE   3,047,369 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 0 303 SH   SOLE   303 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 3 2,294 SH   SOLE   2,294 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 109,499 6,486,884 SH   SOLE   6,486,884 0 0
SUPERIOR INDS INTL INC COM 868168105 52,141 1,978,776 SH   SOLE   1,978,776 0 0
SUPERIOR UNIFORM GP INC COM 868358102 5,149 262,459 SH   SOLE   262,459 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 112,230 4,444,772 SH   SOLE   4,444,772 0 0
SUPERVALU INC COM 868536103 101,514 21,737,508 SH   SOLE   21,737,508 0 0
SUPPORT COM INC COM 86858W101 14 16,465 SH   SOLE   16,465 0 0
SUPREME INDS INC CL A 868607102 6,550 417,216 SH   SOLE   417,216 0 0
SURGERY PARTNERS INC COM 86881A100 9,017 568,907 SH   SOLE   568,907 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 104,461 2,257,640 SH   SOLE   2,257,640 0 0
SURMODICS INC COM 868873100 27,075 1,065,943 SH   SOLE   1,065,943 0 0
SUSSEX BANCORP COM 869245100 16 754 SH   SOLE   754 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 2,257 167,774 SH   SOLE   167,774 0 0
SVB FINL GROUP COM 78486Q101 361,219 2,104,268 SH   SOLE   2,104,268 0 0
SWIFT TRANSN CO CL A 87074U101 55,925 2,295,758 SH   SOLE   2,295,758 0 0
SYKES ENTERPRISES INC COM 871237103 92,155 3,193,174 SH   SOLE   3,193,174 0 0
SYMANTEC CORP COM 871503108 316,684 13,255,934 SH   SOLE   13,255,934 0 0
SYNACOR INC COM 871561106 235 75,927 SH   SOLE   75,927 0 0
SYNALLOY CP DEL COM 871565107 274 24,984 SH   SOLE   24,984 0 0
SYNAPTICS INC COM 87157D109 117,584 2,194,555 SH   SOLE   2,194,555 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 126,635 3,306,387 SH   SOLE   3,306,387 0 0
SYNCHRONY FINL COM 87165B103 524,749 14,467,851 SH   SOLE   14,467,851 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,088 151,781 SH   SOLE   151,781 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 60,178 9,881,438 SH   SOLE   9,881,438 0 0
SYNERGY RES CORP COM 87164P103 139,980 15,710,440 SH   SOLE   15,710,440 0 0
SYNGENTA AG SPONSORED ADR 87160A100 2,579 32,620 SH   SOLE   32,620 0 0
SYNNEX CORP COM 87162W100 214,067 1,768,854 SH   SOLE   1,768,854 0 0
SYNOPSYS INC COM 871607107 486,012 8,257,092 SH   SOLE   8,257,092 0 0
SYNOVUS FINL CORP COM NEW 87161C501 206,530 5,027,507 SH   SOLE   5,027,507 0 0
SYNTEL INC COM 87162H103 19,859 1,003,490 SH   SOLE   1,003,490 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 195 194,900 SH   SOLE   194,900 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 1,866 2,446,524 SH   SOLE   2,446,524 0 0
SYNUTRA INTL INC COM 87164C102 3,729 697,048 SH   SOLE   697,048 0 0
SYPRIS SOLUTIONS INC COM 871655106 4 4,991 SH   SOLE   4,991 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 1,752 144,045 SH   SOLE   144,045 0 0
SYSCO CORP COM 871829107 550,745 9,946,624 SH   SOLE   9,946,624 0 0
SYSOREX GLOBAL COM NEW 87184N203 2 8,176 SH   SOLE   8,176 0 0
SYSTEMAX INC COM 871851101 3,353 382,328 SH   SOLE   382,328 0 0
T MOBILE US INC COM 872590104 136,069 2,366,007 SH   SOLE   2,366,007 0 0
T MOBILE US INC CONV PFD SER A 872590203 194,120 2,055,480 SH   SOLE   2,055,480 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,396 455,468 SH   SOLE   455,468 0 0
TABLEAU SOFTWARE INC CL A 87336U105 32,426 769,306 SH   SOLE   769,306 0 0
TABULA RASA HEALTHCARE INC COM 873379101 2,179 145,429 SH   SOLE   145,429 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,126 129,557 SH   SOLE   129,557 0 0
TAHOE RES INC COM 873868103 28,987 3,077,157 SH   SOLE   3,077,157 0 0
TAILORED BRANDS INC COM 87403A107 98,678 3,862,146 SH   SOLE   3,862,146 0 0
TAITRON COMPONENTS INC CL A 874028103 1 800 SH   SOLE   800 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 26,050 906,072 SH   SOLE   906,072 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 331,994 6,735,516 SH   SOLE   6,735,516 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 133 58,000 PRN   SOLE   58,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 67,513 962,412 SH   SOLE   962,412 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 433 16,152 SH   SOLE   16,152 0 0
TANDEM DIABETES CARE INC COM 875372104 1,300 604,834 SH   SOLE   604,834 0 0
TANDY LEATHER FACTORY INC COM 87538X105 129 15,950 SH   SOLE   15,950 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 148,870 4,160,715 SH   SOLE   4,160,715 0 0
TANGOE INC COM 87582Y108 16,834 2,136,246 SH   SOLE   2,136,246 0 0
TARENA INTL INC ADR 876108101 2,558 170,615 SH   SOLE   170,615 0 0
TARGA RES CORP COM 87612G101 129,186 2,304,013 SH   SOLE   2,304,013 0 0
TARGET CORP COM 87612E106 629,595 8,716,537 SH   SOLE   8,716,537 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 12,628 119,960 SH   SOLE   119,960 0 0
TASER INTL INC COM 87651B104 115,190 4,752,078 SH   SOLE   4,752,078 0 0
TATA MTRS LTD SPONSORED ADR 876568502 8,705 253,116 SH   SOLE   253,116 0 0
TAUBMAN CTRS INC COM 876664103 195,825 2,648,786 SH   SOLE   2,648,786 0 0
TAYLOR DEVICES INC COM 877163105 11 702 SH   SOLE   702 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 27,756 1,441,114 SH   SOLE   1,441,114 0 0
TCF FINL CORP COM 872275102 136,124 6,948,652 SH   SOLE   6,948,652 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 138,353 3,173,228 SH   SOLE   3,173,228 0 0
TE CONNECTIVITY LTD REG SHS H84989104 232,036 3,349,247 SH   SOLE   3,349,247 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 99,477 2,289,449 SH   SOLE   2,289,449 0 0
TEAM INC COM 878155100 94,716 2,413,142 SH   SOLE   2,413,142 0 0
TEARLAB CORP COM 878193101 5 8,892 SH   SOLE   8,892 0 0
TECH DATA CORP COM 878237106 181,151 2,139,244 SH   SOLE   2,139,244 0 0
TECHTARGET INC COM 87874R100 4,427 519,018 SH   SOLE   519,018 0 0
TECK RESOURCES LTD CL B 878742204 7,222 360,571 SH   SOLE   360,571 0 0
TECNOGLASS INC SHS G87264100 7 605 SH   SOLE   605 0 0
TECOGEN INC NEW COM NEW 87876P201 116 27,532 SH   SOLE   27,532 0 0
TEEKAY CORPORATION COM Y8564W103 12,151 1,513,213 SH   SOLE   1,513,213 0 0
TEEKAY TANKERS LTD CL A Y8565N102 8,675 3,838,523 SH   SOLE   3,838,523 0 0
TEGNA INC COM 87901J105 82,136 3,839,933 SH   SOLE   3,839,933 0 0
TEJON RANCH CO COM 879080109 11,737 461,536 SH   SOLE   461,536 0 0
TEL INSTR ELECTRS CORP COM NEW 879165207 1 226 SH   SOLE   226 0 0
TELADOC INC COM 87918A105 11,010 667,264 SH   SOLE   667,264 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 8,084 444,883 SH   SOLE   444,883 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 287,808 2,339,905 SH   SOLE   2,339,905 0 0
TELEFLEX INC COM 879369106 295,088 1,831,136 SH   SOLE   1,831,136 0 0
TELENAV INC COM 879455103 7,618 1,080,627 SH   SOLE   1,080,627 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 135,390 4,689,628 SH   SOLE   4,689,628 0 0
TELETECH HOLDINGS INC COM 879939106 39,989 1,311,101 SH   SOLE   1,311,101 0 0
TELIGENT INC NEW COM 87960W104 13,788 2,086,003 SH   SOLE   2,086,003 0 0
TEMPUR SEALY INTL INC COM 88023U101 134,826 1,974,599 SH   SOLE   1,974,599 0 0
TENARIS S A SPONSORED ADR 88031M109 14 392 SH   SOLE   392 0 0
TENAX THERAPEUTICS INC COM 88032L100 123 62,970 SH   SOLE   62,970 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 51,735 3,486,198 SH   SOLE   3,486,198 0 0
TENNANT CO COM 880345103 96,977 1,362,035 SH   SOLE   1,362,035 0 0
TENNECO INC COM 880349105 106,726 1,708,438 SH   SOLE   1,708,438 0 0
TERADATA CORP DEL COM 88076W103 63,838 2,349,560 SH   SOLE   2,349,560 0 0
TERADYNE INC COM 880770102 213,562 8,407,962 SH   SOLE   8,407,962 0 0
TEREX CORP NEW COM 880779103 133,222 4,225,255 SH   SOLE   4,225,255 0 0
TERRAFORM GLOBAL INC CL A 88104M101 12,487 3,161,177 SH   SOLE   3,161,177 0 0
TERRAFORM PWR INC CL A COM 88104R100 36,703 2,865,166 SH   SOLE   2,865,166 0 0
TERRAVIA HLDGS INC COM 88105A106 3,014 2,620,922 SH   SOLE   2,620,922 0 0
TERRENO RLTY CORP COM 88146M101 39,617 1,390,560 SH   SOLE   1,390,560 0 0
TERRITORIAL BANCORP INC COM 88145X108 8,477 258,141 SH   SOLE   258,141 0 0
TESARO INC COM 881569107 231,482 1,721,313 SH   SOLE   1,721,313 0 0
TESCO CORP COM 88157K101 33,344 4,041,653 SH   SOLE   4,041,653 0 0
TESLA MTRS INC COM 88160R101 156,516 732,442 SH   SOLE   732,442 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 46 50,000 PRN   SOLE   50,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 252 291,000 PRN   SOLE   291,000 0 0
TESORO CORP COM 881609101 214,579 2,453,738 SH   SOLE   2,453,738 0 0
TESSCO TECHNOLOGIES INC COM 872386107 219 16,868 SH   SOLE   16,868 0 0
TESSERA HLDG CORP COM 88166T101 168,079 3,802,682 SH   SOLE   3,802,682 0 0
TETRA TECH INC NEW COM 88162G103 194,400 4,505,217 SH   SOLE   4,505,217 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 45,148 8,993,544 SH   SOLE   8,993,544 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 4,925 1,221,979 SH   SOLE   1,221,979 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 64 58,000 PRN   SOLE   58,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 262,908 7,252,632 SH   SOLE   7,252,632 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 312,580 3,986,992 SH   SOLE   3,986,992 0 0
TEXAS INSTRS INC COM 882508104 1,169,227 16,023,390 SH   SOLE   16,023,390 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 409 1,379 SH   SOLE   1,379 0 0
TEXAS ROADHOUSE INC COM 882681109 184,158 3,817,536 SH   SOLE   3,817,536 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 5,437 729,839 SH   SOLE   729,839 0 0
TEXTRON INC COM 883203101 290,175 5,975,593 SH   SOLE   5,975,593 0 0
TFS FINL CORP COM 87240R107 10,974 576,352 SH   SOLE   576,352 0 0
TG THERAPEUTICS INC COM 88322Q108 5,480 1,178,520 SH   SOLE   1,178,520 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 9 4,199 SH   SOLE   4,199 0 0
THE TRADE DESK INC COM CL A 88339J105 4,492 162,330 SH   SOLE   162,330 0 0
THERAPEUTICSMD INC COM 88338N107 33,610 5,825,006 SH   SOLE   5,825,006 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 70,815 2,221,302 SH   SOLE   2,221,302 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 25 29,000 PRN   SOLE   29,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 850,611 6,028,425 SH   SOLE   6,028,425 0 0
THERMON GROUP HLDGS INC COM 88362T103 18,751 982,245 SH   SOLE   982,245 0 0
THESTREET INC COM 88368Q103 91 106,891 SH   SOLE   106,891 0 0
THIRD PT REINS LTD COM G8827U100 23,557 2,039,599 SH   SOLE   2,039,599 0 0
THOMSON REUTERS CORP COM 884903105 59,780 1,365,453 SH   SOLE   1,365,453 0 0
THOR INDS INC COM 885160101 184,631 1,845,389 SH   SOLE   1,845,389 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 7 16,898 SH   SOLE   16,898 0 0
TIDEWATER INC COM 886423102 13,344 3,913,056 SH   SOLE   3,913,056 0 0
TIER REIT INC COM NEW 88650V208 26,054 1,498,235 SH   SOLE   1,498,235 0 0
TIFFANY & CO NEW COM 886547108 153,918 1,987,839 SH   SOLE   1,987,839 0 0
TILE SHOP HLDGS INC COM 88677Q109 57,082 2,919,802 SH   SOLE   2,919,802 0 0
TILLYS INC CL A 886885102 5,085 385,556 SH   SOLE   385,556 0 0
TIMBERLAND BANCORP INC COM 887098101 37 1,813 SH   SOLE   1,813 0 0
TIME INC NEW COM 887228104 109,048 6,109,111 SH   SOLE   6,109,111 0 0
TIME WARNER INC COM NEW 887317303 972,011 10,069,526 SH   SOLE   10,069,526 0 0
TIMKEN CO COM 887389104 111,034 2,796,836 SH   SOLE   2,796,836 0 0
TIMKENSTEEL CORP COM 887399103 50,492 3,261,768 SH   SOLE   3,261,768 0 0
TIPTREE FINL INC CL A 88822Q103 4,813 782,524 SH   SOLE   782,524 0 0
TITAN INTL INC ILL COM 88830M102 40,832 3,642,467 SH   SOLE   3,642,467 0 0
TITAN MACHY INC COM 88830R101 8,614 591,195 SH   SOLE   591,195 0 0
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 2,401 600,300 SH   SOLE   600,300 0 0
TIVO CORP COM 88870P106 197,908 9,469,294 SH   SOLE   9,469,294 0 0
TJX COS INC NEW COM 872540109 797,015 10,608,474 SH   SOLE   10,608,474 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 328 335,026 SH   SOLE   335,026 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 57 58,000 PRN   SOLE   58,000 0 0
TOLL BROTHERS INC COM 889478103 258,456 8,337,291 SH   SOLE   8,337,291 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 96,454 1,020,248 SH   SOLE   1,020,248 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 28 58,972 SH   SOLE   58,972 0 0
TOOTSIE ROLL INDS INC COM 890516107 40,626 1,022,050 SH   SOLE   1,022,050 0 0
TOP IMAGE SYSTEMS LTD ORD M87896102 40 32,434 SH   SOLE   32,434 0 0
TOPBUILD CORP COM 89055F103 127,735 3,588,060 SH   SOLE   3,588,060 0 0
TOR MINERALS INTL INC COM NEW 890878309 2 263 SH   SOLE   263 0 0
TORCHLIGHT ENERGY RES INC COM 89102U103 69 58,543 SH   SOLE   58,543 0 0
TORCHMARK CORP COM 891027104 159,594 2,163,693 SH   SOLE   2,163,693 0 0
TORO CO COM 891092108 233,194 4,167,894 SH   SOLE   4,167,894 0 0
TOTAL S A SPONSORED ADR 89151E109 234 4,583 SH   SOLE   4,583 0 0
TOTAL SYS SVCS INC COM 891906109 142,308 2,902,458 SH   SOLE   2,902,458 0 0
TOWER INTL INC COM 891826109 19,258 679,310 SH   SOLE   679,310 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 89 35,600 SH   SOLE   35,600 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 57,273 1,722,482 SH   SOLE   1,722,482 0 0
TOWNSQUARE MEDIA INC CL A 892231101 3,200 307,436 SH   SOLE   307,436 0 0
TPI COMPOSITES INC COM 87266J104 3,219 200,679 SH   SOLE   200,679 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 103 20,990 SH   SOLE   20,990 0 0
TRACTOR SUPPLY CO COM 892356106 178,791 2,358,406 SH   SOLE   2,358,406 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 66 20,221 SH   SOLE   20,221 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 160 24,177 SH   SOLE   24,177 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 53 48,179 SH   SOLE   48,179 0 0
TRANSCANADA CORP COM 89353D107 25,620 567,449 SH   SOLE   567,449 0 0
TRANSCAT INC COM 893529107 181 16,787 SH   SOLE   16,787 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3 269 SH   SOLE   269 0 0
TRANSDIGM GROUP INC COM 893641100 284,467 1,142,622 SH   SOLE   1,142,622 0 0
TRANSENTERIX INC COM NEW 89366M201 2,918 2,244,578 SH   SOLE   2,244,578 0 0
TRANSGENOMIC INC COM NEW 89365K305 1 4,222 SH   SOLE   4,222 0 0
TRANSOCEAN LTD REG SHS H8817H100 109,081 7,400,356 SH   SOLE   7,400,356 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 3,697 409,860 SH   SOLE   409,860 0 0
TRANSUNION COM 89400J107 16,990 549,297 SH   SOLE   549,297 0 0
TRAVELCENTERS AMER LLC COM 894174101 37 5,144 SH   SOLE   5,144 0 0
TRAVELERS COMPANIES INC COM 89417E109 564,214 4,608,840 SH   SOLE   4,608,840 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 50,587 3,587,754 SH   SOLE   3,587,754 0 0
TRAVELZOO INC COM NEW 89421Q205 187 19,919 SH   SOLE   19,919 0 0
TRC COS INC COM 872625108 6,622 624,676 SH   SOLE   624,676 0 0
TRECORA RES COM 894648104 8,813 636,307 SH   SOLE   636,307 0 0
TREDEGAR CORP COM 894650100 49,286 2,053,579 SH   SOLE   2,053,579 0 0
TREEHOUSE FOODS INC COM 89469A104 158,005 2,188,743 SH   SOLE   2,188,743 0 0
TREMOR VIDEO INC COM 89484Q100 278 111,644 SH   SOLE   111,644 0 0
TREVENA INC COM 89532E109 12,698 2,159,505 SH   SOLE   2,159,505 0 0
TREX CO INC COM 89531P105 156,879 2,436,011 SH   SOLE   2,436,011 0 0
TRI POINTE GROUP INC COM 87265H109 128,698 11,210,612 SH   SOLE   11,210,612 0 0
TRIANGLE PETE CORP COM NEW 89600B201 58 247,140 SH   SOLE   247,140 0 0
TRIBUNE MEDIA CO CL A 896047503 29,480 842,767 SH   SOLE   842,767 0 0
TRICO BANCSHARES COM 896095106 22,749 665,555 SH   SOLE   665,555 0 0
TRIMAS CORP COM NEW 896215209 32,456 1,381,116 SH   SOLE   1,381,116 0 0
TRIMBLE INC COM 896239100 300,747 9,975,031 SH   SOLE   9,975,031 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 2,127 228,715 SH   SOLE   228,715 0 0
TRINET GROUP INC COM 896288107 32,754 1,278,473 SH   SOLE   1,278,473 0 0
TRINITY INDS INC COM 896522109 167,291 6,026,344 SH   SOLE   6,026,344 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 74 58,000 PRN   SOLE   58,000 0 0
TRINITY PL HLDGS INC COM 89656D101 5,935 640,260 SH   SOLE   640,260 0 0
TRINSEO S A SHS L9340P101 49,637 837,043 SH   SOLE   837,043 0 0
TRIO TECH INTL COM NEW 896712205 1 311 SH   SOLE   311 0 0
TRIPADVISOR INC COM 896945201 91,675 1,977,037 SH   SOLE   1,977,037 0 0
TRIPLE-S MGMT CORP CL B 896749108 18,967 916,286 SH   SOLE   916,286 0 0
TRISTATE CAP HLDGS INC COM 89678F100 16,029 725,283 SH   SOLE   725,283 0 0
TRITON INTL LTD CL A G9078F107 19,454 1,231,290 SH   SOLE   1,231,290 0 0
TRIUMPH BANCORP INC COM 89679E300 13,482 515,551 SH   SOLE   515,551 0 0
TRIUMPH GROUP INC NEW COM 896818101 97,499 3,679,216 SH   SOLE   3,679,216 0 0
TRONC INC COM 89703P107 12,340 889,663 SH   SOLE   889,663 0 0
TRONOX LTD SHS CL A Q9235V101 20,478 1,986,188 SH   SOLE   1,986,188 0 0
TROVAGENE INC COM NEW 897238309 1,883 896,712 SH   SOLE   896,712 0 0
TRUEBLUE INC COM 89785X101 85,265 3,459,030 SH   SOLE   3,459,030 0 0
TRUECAR INC COM 89785L107 20,171 1,613,653 SH   SOLE   1,613,653 0 0
TRUETT-HURST INC CL A 897871109 1 708 SH   SOLE   708 0 0
TRUPANION INC COM 898202106 7,649 492,837 SH   SOLE   492,837 0 0
TRUSTCO BK CORP N Y COM 898349105 65,437 7,478,526 SH   SOLE   7,478,526 0 0
TRUSTMARK CORP COM 898402102 276,552 7,757,407 SH   SOLE   7,757,407 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1 123 SH   SOLE   123 0 0
TTM TECHNOLOGIES INC COM 87305R109 85,096 6,243,252 SH   SOLE   6,243,252 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 44 29,000 PRN   SOLE   29,000 0 0
TUESDAY MORNING CORP COM NEW 899035505 20,302 3,759,710 SH   SOLE   3,759,710 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 1,714 195,897 SH   SOLE   195,897 0 0
TUPPERWARE BRANDS CORP COM 899896104 339,189 6,446,009 SH   SOLE   6,446,009 0 0
TURNING PT BRANDS INC COM 90041L105 2,330 190,215 SH   SOLE   190,215 0 0
TURQUOISE HILL RES LTD COM 900435108 2,467 763,868 SH   SOLE   763,868 0 0
TURTLE BEACH CORP COM 900450107 78 59,866 SH   SOLE   59,866 0 0
TUTOR PERINI CORP COM 901109108 32,107 1,146,689 SH   SOLE   1,146,689 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 389,658 13,896,503 SH   SOLE   13,896,503 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 167,940 6,162,923 SH   SOLE   6,162,923 0 0
TWILIO INC CL A 90138F102 4,959 171,900 SH   SOLE   171,900 0 0
TWIN DISC INC COM 901476101 338 23,139 SH   SOLE   23,139 0 0
TWITTER INC COM 90184L102 112,295 6,889,258 SH   SOLE   6,889,258 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 241 262,000 PRN   SOLE   262,000 0 0
TWO HBRS INVT CORP COM 90187B101 99,898 11,456,186 SH   SOLE   11,456,186 0 0
TWO RIV BANCORP COM 90207C105 32 2,138 SH   SOLE   2,138 0 0
TYLER TECHNOLOGIES INC COM 902252105 191,716 1,342,830 SH   SOLE   1,342,830 0 0
TYSON FOODS INC CL A 902494103 340,455 5,519,691 SH   SOLE   5,519,691 0 0
U S CONCRETE INC COM NEW 90333L201 73,169 1,117,084 SH   SOLE   1,117,084 0 0
U S ENERGY CORP WYO COM NEW 911805208 1 658 SH   SOLE   658 0 0
U S G CORP COM NEW 903293405 39,499 1,367,691 SH   SOLE   1,367,691 0 0
U S GEOTHERMAL INC COM NEW 90338S201 21 5,243 SH   SOLE   5,243 0 0
U S GLOBAL INVS INC CL A 902952100 7 5,183 SH   SOLE   5,183 0 0
U S PHYSICAL THERAPY INC COM 90337L108 72,598 1,034,164 SH   SOLE   1,034,164 0 0
U S SILICA HLDGS INC COM 90346E103 331,287 5,844,871 SH   SOLE   5,844,871 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 146 41,398 SH   SOLE   41,398 0 0
UBIQUITI NETWORKS INC COM 90347A100 46,328 801,531 SH   SOLE   801,531 0 0
UCP INC CL A 90265Y106 3,311 274,769 SH   SOLE   274,769 0 0
UDR INC COM 902653104 383,814 10,521,209 SH   SOLE   10,521,209 0 0
UFP TECHNOLOGIES INC COM 902673102 5,451 214,167 SH   SOLE   214,167 0 0
UGI CORP NEW COM 902681105 326,159 7,078,095 SH   SOLE   7,078,095 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 274,212 1,075,596 SH   SOLE   1,075,596 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 210,454 1,154,123 SH   SOLE   1,154,123 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 10,185 1,049,984 SH   SOLE   1,049,984 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 118,083 1,679,460 SH   SOLE   1,679,460 0 0
ULTRALIFE CORP COM 903899102 125 25,344 SH   SOLE   25,344 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 19,736 951,572 SH   SOLE   951,572 0 0
ULTRATECH INC COM 904034105 44,798 1,868,144 SH   SOLE   1,868,144 0 0
UMB FINL CORP COM 902788108 209,921 2,722,000 SH   SOLE   2,722,000 0 0
UMH PPTYS INC COM 903002103 12,817 851,601 SH   SOLE   851,601 0 0
UMPQUA HLDGS CORP COM 904214103 258,221 13,749,770 SH   SOLE   13,749,770 0 0
UNDER ARMOUR INC CL A 904311107 91,031 3,133,603 SH   SOLE   3,133,603 0 0
UNDER ARMOUR INC CL C 904311206 79,381 3,153,804 SH   SOLE   3,153,804 0 0
UNI PIXEL INC COM NEW 904572203 108 109,722 SH   SOLE   109,722 0 0
UNICO AMERN CORP COM 904607108 7 619 SH   SOLE   619 0 0
UNIFI INC COM NEW 904677200 41,804 1,281,163 SH   SOLE   1,281,163 0 0
UNIFIRST CORP MASS COM 904708104 174,303 1,213,385 SH   SOLE   1,213,385 0 0
UNILIFE CORP NEW COM NEW 90478E301 81 35,338 SH   SOLE   35,338 0 0
UNION BANKSHARES CORP NEW COM 90539J109 48,077 1,345,187 SH   SOLE   1,345,187 0 0
UNION BANKSHARES INC COM 905400107 5,142 113,125 SH   SOLE   113,125 0 0
UNION PAC CORP COM 907818108 1,183,707 11,416,923 SH   SOLE   11,416,923 0 0
UNIQUE FABRICATING INC COM 90915J103 2,775 190,088 SH   SOLE   190,088 0 0
UNISYS CORP COM NEW 909214306 24,501 1,638,889 SH   SOLE   1,638,889 0 0
UNIT CORP COM 909218109 113,099 4,209,100 SH   SOLE   4,209,100 0 0
UNITED BANCORP INC OHIO COM 909911109 22 1,608 SH   SOLE   1,608 0 0
UNITED BANCSHARES INC OHIO COM 909458101 15 679 SH   SOLE   679 0 0
UNITED BANKSHARES INC WEST V COM 909907107 433,253 9,367,639 SH   SOLE   9,367,639 0 0
UNITED CMNTY BANCORP IND COM 90984R101 14 811 SH   SOLE   811 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 163,631 5,524,348 SH   SOLE   5,524,348 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 13,728 1,535,582 SH   SOLE   1,535,582 0 0
UNITED CONTL HLDGS INC COM 910047109 457,907 6,283,027 SH   SOLE   6,283,027 0 0
UNITED FINL BANCORP INC NEW COM 910304104 29,967 1,650,151 SH   SOLE   1,650,151 0 0
UNITED FIRE GROUP INC COM 910340108 81,639 1,660,334 SH   SOLE   1,660,334 0 0
UNITED GUARDIAN INC COM 910571108 283 18,230 SH   SOLE   18,230 0 0
UNITED INS HLDGS CORP COM 910710102 21,631 1,428,713 SH   SOLE   1,428,713 0 0
UNITED NAT FOODS INC COM 911163103 145,143 3,041,551 SH   SOLE   3,041,551 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,382,629 12,060,615 SH   SOLE   12,060,615 0 0
UNITED RENTALS INC COM 911363109 173,996 1,648,001 SH   SOLE   1,648,001 0 0
UNITED SECURITY BANCSHARES C COM 911460103 427 55,081 SH   SOLE   55,081 0 0
UNITED STATES ANTIMONY CORP COM 911549103 5 18,966 SH   SOLE   18,966 0 0
UNITED STATES CELLULAR CORP COM 911684108 30,485 697,281 SH   SOLE   697,281 0 0
UNITED STATES LIME & MINERAL COM 911922102 4,967 65,568 SH   SOLE   65,568 0 0
UNITED STATES STL CORP NEW COM 912909108 226,595 6,864,421 SH   SOLE   6,864,421 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,259,411 11,488,880 SH   SOLE   11,488,880 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 340,819 2,376,204 SH   SOLE   2,376,204 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,366,959 14,789,797 SH   SOLE   14,789,797 0 0
UNITIL CORP COM 913259107 20,828 459,374 SH   SOLE   459,374 0 0
UNITY BANCORP INC COM 913290102 95 6,048 SH   SOLE   6,048 0 0
UNIVAR INC COM 91336L107 37,233 1,312,398 SH   SOLE   1,312,398 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 15,394 1,547,163 SH   SOLE   1,547,163 0 0
UNIVERSAL CORP VA COM 913456109 117,246 1,839,152 SH   SOLE   1,839,152 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 70,902 1,259,362 SH   SOLE   1,259,362 0 0
UNIVERSAL ELECTRS INC COM 913483103 71,017 1,100,189 SH   SOLE   1,100,189 0 0
UNIVERSAL FST PRODS INC COM 913543104 173,664 1,699,589 SH   SOLE   1,699,589 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 46,821 713,844 SH   SOLE   713,844 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 199,494 1,875,292 SH   SOLE   1,875,292 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 73,934 2,603,304 SH   SOLE   2,603,304 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 4,318 264,074 SH   SOLE   264,074 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 2 622 SH   SOLE   622 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 292 21,594 SH   SOLE   21,594 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 171 58,685 SH   SOLE   58,685 0 0
UNIVEST CORP PA COM 915271100 25,494 825,044 SH   SOLE   825,044 0 0
UNUM GROUP COM 91529Y106 186,514 4,245,703 SH   SOLE   4,245,703 0 0
UPLAND SOFTWARE INC COM 91544A109 141 15,761 SH   SOLE   15,761 0 0
UQM TECHNOLOGIES INC COM 903213106 5 11,473 SH   SOLE   11,473 0 0
URANIUM ENERGY CORP COM 916896103 122 109,043 SH   SOLE   109,043 0 0
URANIUM RES INC COM 916901705 1 577 SH   SOLE   577 0 0
URBAN EDGE PPTYS COM 91704F104 159,579 5,800,762 SH   SOLE   5,800,762 0 0
URBAN OUTFITTERS INC COM 917047102 42,629 1,496,789 SH   SOLE   1,496,789 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 43,158 1,790,059 SH   SOLE   1,790,059 0 0
US BANCORP DEL COM NEW 902973304 1,237,864 24,097,016 SH   SOLE   24,097,016 0 0
US ECOLOGY INC COM 91732J102 82,322 1,674,917 SH   SOLE   1,674,917 0 0
US FOODS HLDG CORP COM 912008109 12,115 440,879 SH   SOLE   440,879 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 5,042 1,172,499 SH   SOLE   1,172,499 0 0
USA TRUCK INC COM 902925106 2,372 272,291 SH   SOLE   272,291 0 0
USANA HEALTH SCIENCES INC COM 90328M107 19,263 314,753 SH   SOLE   314,753 0 0
UTAH MED PRODS INC COM 917488108 7,986 109,767 SH   SOLE   109,767 0 0
V F CORP COM 918204108 233,177 4,370,697 SH   SOLE   4,370,697 0 0
VAALCO ENERGY INC COM NEW 91851C201 257 247,506 SH   SOLE   247,506 0 0
VAIL RESORTS INC COM 91879Q109 64,974 402,788 SH   SOLE   402,788 0 0
VALE S A ADR 91912E105 26,788 3,515,503 SH   SOLE   3,515,503 0 0
VALE S A ADR REPSTG PFD 91912E204 37,026 5,373,932 SH   SOLE   5,373,932 0 0
VALERO ENERGY CORP NEW COM 91913Y100 544,329 7,967,352 SH   SOLE   7,967,352 0 0
VALHI INC NEW COM 918905100 2,613 755,203 SH   SOLE   755,203 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 44,549 809,839 SH   SOLE   809,839 0 0
VALLEY NATL BANCORP COM 919794107 229,945 19,754,693 SH   SOLE   19,754,693 0 0
VALMONT INDS INC COM 920253101 123,087 873,577 SH   SOLE   873,577 0 0
VALSPAR CORP COM 920355104 309,821 2,990,261 SH   SOLE   2,990,261 0 0
VALUE LINE INC COM 920437100 717 36,792 SH   SOLE   36,792 0 0
VALVOLINE INC COM 92047W101 7,461 347,021 SH   SOLE   347,021 0 0
VANDA PHARMACEUTICALS INC COM 921659108 36,211 2,270,297 SH   SOLE   2,270,297 0 0
VANTIV INC CL A 92210H105 117,640 1,973,161 SH   SOLE   1,973,161 0 0
VARIAN MED SYS INC COM 92220P105 281,690 3,137,562 SH   SOLE   3,137,562 0 0
VARONIS SYS INC COM 922280102 9,313 347,504 SH   SOLE   347,504 0 0
VASCO DATA SEC INTL INC COM 92230Y104 32,961 2,414,728 SH   SOLE   2,414,728 0 0
VASCULAR SOLUTIONS INC COM 92231M109 79,896 1,424,168 SH   SOLE   1,424,168 0 0
VBI VACCINES INC COM NEW 91822J103 152 49,190 SH   SOLE   49,190 0 0
VCA INC COM 918194101 212,130 3,090,018 SH   SOLE   3,090,018 0 0
VECTOR GROUP LTD COM 92240M108 64,220 2,824,095 SH   SOLE   2,824,095 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 29 25,000 PRN   SOLE   25,000 0 0
VECTREN CORP COM 92240G101 179,184 3,435,930 SH   SOLE   3,435,930 0 0
VECTRUS INC COM 92242T101 8,411 352,675 SH   SOLE   352,675 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 7,318 589,241 SH   SOLE   589,241 0 0
VEECO INSTRS INC DEL COM 922417100 93,150 3,195,548 SH   SOLE   3,195,548 0 0
VEEVA SYS INC CL A COM 922475108 41,926 1,030,115 SH   SOLE   1,030,115 0 0
VENTAS INC COM 92276F100 735,778 11,768,682 SH   SOLE   11,768,682 0 0
VERA BRADLEY INC COM 92335C106 19,636 1,675,469 SH   SOLE   1,675,469 0 0
VERACYTE INC COM 92337F107 3,436 443,866 SH   SOLE   443,866 0 0
VERASTEM INC COM 92337C104 109 97,667 SH   SOLE   97,667 0 0
VEREIT INC COM 92339V100 136,070 16,083,968 SH   SOLE   16,083,968 0 0
VERICEL CORP COM 92346J108 210 70,102 SH   SOLE   70,102 0 0
VERIFONE SYS INC COM 92342Y109 78,309 4,416,770 SH   SOLE   4,416,770 0 0
VERINT SYS INC COM 92343X100 77,270 2,192,057 SH   SOLE   2,192,057 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 82 87,000 PRN   SOLE   87,000 0 0
VERISIGN INC COM 92343E102 129,200 1,698,441 SH   SOLE   1,698,441 0 0
VERISK ANALYTICS INC COM 92345Y106 240,284 2,960,251 SH   SOLE   2,960,251 0 0
VERITEX HLDGS INC COM 923451108 7,466 279,522 SH   SOLE   279,522 0 0
VERITIV CORP COM 923454102 39,223 729,728 SH   SOLE   729,728 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,449,134 64,614,722 SH   SOLE   64,614,722 0 0
VERMILION ENERGY INC COM 923725105 8 182 SH   SOLE   182 0 0
VERMILLION INC COM NEW 92407M206 59 61,870 SH   SOLE   61,870 0 0
VERSAR INC COM 925297103 3 2,304 SH   SOLE   2,304 0 0
VERSARTIS INC COM 92529L102 22,482 1,508,870 SH   SOLE   1,508,870 0 0
VERSUM MATLS INC COM 92532W103 109,071 3,885,676 SH   SOLE   3,885,676 0 0
VERTEX ENERGY INC COM 92534K107 68 52,263 SH   SOLE   52,263 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 502,283 6,818,014 SH   SOLE   6,818,014 0 0
VIACOM INC NEW CL A 92553P102 3,919 101,802 SH   SOLE   101,802 0 0
VIACOM INC NEW CL B 92553P201 213,284 6,076,467 SH   SOLE   6,076,467 0 0
VIAD CORP COM NEW 92552R406 71,453 1,620,242 SH   SOLE   1,620,242 0 0
VIASAT INC COM 92552V100 205,839 3,108,410 SH   SOLE   3,108,410 0 0
VIAVI SOLUTIONS INC COM 925550105 157,183 19,215,489 SH   SOLE   19,215,489 0 0
VICAL INC COM NEW 925602203 56 24,200 SH   SOLE   24,200 0 0
VICON INDS INC COM 925811101 1 1,728 SH   SOLE   1,728 0 0
VICOR CORP COM 925815102 19,331 1,280,199 SH   SOLE   1,280,199 0 0
VIEWRAY INC COM 92672L107 670 214,190 SH   SOLE   214,190 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 7,530 243,678 SH   SOLE   243,678 0 0
VINCE HLDG CORP COM 92719W108 2,918 720,592 SH   SOLE   720,592 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 62,254 5,654,350 SH   SOLE   5,654,350 0 0
VIRCO MFG CO COM 927651109 10 2,212 SH   SOLE   2,212 0 0
VIRNETX HLDG CORP COM 92823T108 3,387 1,539,504 SH   SOLE   1,539,504 0 0
VIRTU FINL INC CL A 928254101 15,602 978,158 SH   SOLE   978,158 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 49,344 417,992 SH   SOLE   417,992 0 0
VIRTUSA CORP COM 92827P102 55,985 2,228,702 SH   SOLE   2,228,702 0 0
VISA INC COM CL A 92826C839 2,254,341 28,894,395 SH   SOLE   28,894,395 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 133,336 8,230,638 SH   SOLE   8,230,638 0 0
VISHAY PRECISION GROUP INC COM 92835K103 7,496 396,590 SH   SOLE   396,590 0 0
VISTA OUTDOOR INC COM 928377100 85,769 2,324,372 SH   SOLE   2,324,372 0 0
VISTEON CORP COM NEW 92839U206 27,988 348,370 SH   SOLE   348,370 0 0
VITAL THERAPIES INC COM 92847R104 3,302 759,007 SH   SOLE   759,007 0 0
VITAMIN SHOPPE INC COM 92849E101 46,374 1,952,579 SH   SOLE   1,952,579 0 0
VIVINT SOLAR INC COM 92854Q106 1,892 741,994 SH   SOLE   741,994 0 0
VIVUS INC COM 928551100 327 284,214 SH   SOLE   284,214 0 0
VMWARE INC CL A COM 928563402 68,575 871,020 SH   SOLE   871,020 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 14,821 801,546 SH   SOLE   801,546 0 0
VOLITIONRX LTD COM 928661107 14 3,147 SH   SOLE   3,147 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 208 30,357 SH   SOLE   30,357 0 0
VONAGE HLDGS CORP COM 92886T201 62,193 9,079,271 SH   SOLE   9,079,271 0 0
VORNADO RLTY TR SH BEN INT 929042109 545,901 5,230,438 SH   SOLE   5,230,438 0 0
VOXX INTL CORP CL A 91829F104 237 50,388 SH   SOLE   50,388 0 0
VOYA FINL INC COM 929089100 90,063 2,296,343 SH   SOLE   2,296,343 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 4,906 385,055 SH   SOLE   385,055 0 0
VSE CORP COM 918284100 11,140 286,808 SH   SOLE   286,808 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 1,423 88,120 SH   SOLE   88,120 0 0
VTV THERAPEUTICS INC CL A 918385105 1,184 245,203 SH   SOLE   245,203 0 0
VULCAN MATLS CO COM 929160109 305,970 2,444,824 SH   SOLE   2,444,824 0 0
VUZIX CORP COM NEW 92921W300 242 35,538 SH   SOLE   35,538 0 0
VWR CORP COM 91843L103 21,215 847,592 SH   SOLE   847,592 0 0
W & T OFFSHORE INC COM 92922P106 3,241 1,169,928 SH   SOLE   1,169,928 0 0
W P CAREY INC COM 92936U109 96,124 1,626,738 SH   SOLE   1,626,738 0 0
WABASH NATL CORP COM 929566107 80,359 5,079,603 SH   SOLE   5,079,603 0 0
WABCO HLDGS INC COM 92927K102 56,964 536,634 SH   SOLE   536,634 0 0
WABTEC CORP COM 929740108 283,680 3,417,004 SH   SOLE   3,417,004 0 0
WADDELL & REED FINL INC CL A 930059100 221,200 11,337,782 SH   SOLE   11,337,782 0 0
WAFERGEN BIO-SYSTEMS INC COM PAR NEW 93041P506 7 1,402 SH   SOLE   1,402 0 0
WAGEWORKS INC COM 930427109 204,536 2,821,184 SH   SOLE   2,821,184 0 0
WAL-MART STORES INC COM 931142103 1,632,240 23,614,578 SH   SOLE   23,614,578 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 918,925 11,103,495 SH   SOLE   11,103,495 0 0
WALKER & DUNLOP INC COM 93148P102 69,581 2,230,155 SH   SOLE   2,230,155 0 0
WALTER INVT MGMT CORP COM 93317W102 2,956 622,267 SH   SOLE   622,267 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 41 58,000 PRN   SOLE   58,000 0 0
WASHINGTON FED INC COM 938824109 189,631 5,520,560 SH   SOLE   5,520,560 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 127,433 12,241,398 SH   SOLE   12,241,398 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 86,761 2,654,045 SH   SOLE   2,654,045 0 0
WASHINGTON TR BANCORP COM 940610108 27,463 489,982 SH   SOLE   489,982 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 8,417 290,330 SH   SOLE   290,330 0 0
WASTE CONNECTIONS INC COM 94106B101 28,273 359,756 SH   SOLE   359,756 0 0
WASTE MGMT INC DEL COM 94106L109 758,374 10,694,882 SH   SOLE   10,694,882 0 0
WATERS CORP COM 941848103 252,957 1,882,261 SH   SOLE   1,882,261 0 0
WATERSTONE FINL INC MD COM 94188P101 15,627 849,312 SH   SOLE   849,312 0 0
WATSCO INC COM 942622200 161,879 1,092,893 SH   SOLE   1,092,893 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 142,209 2,181,112 SH   SOLE   2,181,112 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 6,274 239,940 SH   SOLE   239,940 0 0
WAYFAIR INC CL A 94419L101 33,223 947,870 SH   SOLE   947,870 0 0
WAYNE SVGS BANCSHARES INC NE COM 94624Q101 11 682 SH   SOLE   682 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 16 830 SH   SOLE   830 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 43,170 1,840,936 SH   SOLE   1,840,936 0 0
WD-40 CO COM 929236107 128,691 1,100,861 SH   SOLE   1,100,861 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 190 175,000 PRN   SOLE   175,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 66,227 13,271,927 SH   SOLE   13,271,927 0 0
WEB COM GROUP INC COM 94733A104 26,938 1,273,665 SH   SOLE   1,273,665 0 0
WEBMD HEALTH CORP COM 94770V102 107,312 2,164,851 SH   SOLE   2,164,851 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 59 58,000 PRN   SOLE   58,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 33 29,000 PRN   SOLE   29,000 0 0
WEBSTER FINL CORP CONN COM 947890109 305,896 5,635,516 SH   SOLE   5,635,516 0 0
WEC ENERGY GROUP INC COM 92939U106 658,927 11,234,907 SH   SOLE   11,234,907 0 0
WECAST NETWORK INC COM 94850Q106 44 35,609 SH   SOLE   35,609 0 0
WEIBO CORP SPONSORED ADR 948596101 18,272 450,050 SH   SOLE   450,050 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 9,592 837,707 SH   SOLE   837,707 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 218,194 6,096,515 SH   SOLE   6,096,515 0 0
WEIS MKTS INC COM 948849104 20,056 300,058 SH   SOLE   300,058 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 245,948 1,794,190 SH   SOLE   1,794,190 0 0
WELLESLEY BANCORP INC COM 949485106 7 267 SH   SOLE   267 0 0
WELLS FARGO & CO NEW COM 949746101 3,358,101 60,934,513 SH   SOLE   60,934,513 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 485,352 407,859 SH   SOLE   407,859 0 0
WELLTOWER INC COM 95040Q104 811,659 12,126,990 SH   SOLE   12,126,990 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 89,956 1,494,786 SH   SOLE   1,494,786 0 0
WENDYS CO COM 95058W100 105,905 7,833,212 SH   SOLE   7,833,212 0 0
WERNER ENTERPRISES INC COM 950755108 72,445 2,688,114 SH   SOLE   2,688,114 0 0
WESBANCO INC COM 950810101 54,477 1,265,136 SH   SOLE   1,265,136 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 45,873 3,068,457 SH   SOLE   3,068,457 0 0
WESCO INTL INC COM 95082P105 34,857 523,770 SH   SOLE   523,770 0 0
WEST BANCORPORATION INC CAP STK 95123P106 12,942 523,964 SH   SOLE   523,964 0 0
WEST CORP COM 952355204 33,565 1,355,602 SH   SOLE   1,355,602 0 0
WEST MARINE INC COM 954235107 6,277 599,528 SH   SOLE   599,528 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 238,841 2,815,523 SH   SOLE   2,815,523 0 0
WESTAMERICA BANCORPORATION COM 957090103 126,507 2,010,274 SH   SOLE   2,010,274 0 0
WESTAR ENERGY INC COM 95709T100 376,267 6,677,314 SH   SOLE   6,677,314 0 0
WESTBURY BANCORP INC COM 95727P106 358 17,303 SH   SOLE   17,303 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 82 126,852 SH   SOLE   126,852 0 0
WESTERN ALLIANCE BANCORP COM 957638109 55,004 1,129,215 SH   SOLE   1,129,215 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 23,208 2,304,697 SH   SOLE   2,304,697 0 0
WESTERN DIGITAL CORP COM 958102105 360,024 5,298,368 SH   SOLE   5,298,368 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 7,738 827,547 SH   SOLE   827,547 0 0
WESTERN REFNG INC COM 959319104 188,779 4,987,555 SH   SOLE   4,987,555 0 0
WESTERN UN CO COM 959802109 201,498 9,277,075 SH   SOLE   9,277,075 0 0
WESTLAKE CHEM CORP COM 960413102 24,082 430,112 SH   SOLE   430,112 0 0
WESTMORELAND COAL CO COM 960878106 10,329 584,547 SH   SOLE   584,547 0 0
WESTROCK CO COM 96145D105 439,433 8,655,371 SH   SOLE   8,655,371 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 15,471 257,897 SH   SOLE   257,897 0 0
WEX INC COM 96208T104 165,181 1,480,119 SH   SOLE   1,480,119 0 0
WEYCO GROUP INC COM 962149100 6,625 211,646 SH   SOLE   211,646 0 0
WEYERHAEUSER CO COM 962166104 531,707 17,670,554 SH   SOLE   17,670,554 0 0
WGL HLDGS INC COM 92924F106 237,647 3,115,454 SH   SOLE   3,115,454 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 273 160,538 SH   SOLE   160,538 0 0
WHIRLPOOL CORP COM 963320106 248,608 1,367,709 SH   SOLE   1,367,709 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 39,834 47,645 SH   SOLE   47,645 0 0
WHITESTONE REIT COM 966084204 12,716 884,300 SH   SOLE   884,300 0 0
WHITEWAVE FOODS CO COM 966244105 383,499 6,897,469 SH   SOLE   6,897,469 0 0
WHITING PETE CORP NEW COM 966387102 34,996 2,911,498 SH   SOLE   2,911,498 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 76 87,000 PRN   SOLE   87,000 0 0
WHOLE FOODS MKT INC COM 966837106 177,692 5,776,736 SH   SOLE   5,776,736 0 0
WIDEPOINT CORP COM 967590100 17 20,412 SH   SOLE   20,412 0 0
WILEY JOHN & SONS INC CL A 968223206 96,404 1,768,877 SH   SOLE   1,768,877 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 4,553 1,405,287 SH   SOLE   1,405,287 0 0
WILLDAN GROUP INC COM 96924N100 472 20,886 SH   SOLE   20,886 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 24,655 206,731 SH   SOLE   206,731 0 0
WILLIAMS COS INC DEL COM 969457100 433,756 13,929,224 SH   SOLE   13,929,224 0 0
WILLIAMS SONOMA INC COM 969904101 157,209 3,248,794 SH   SOLE   3,248,794 0 0
WILLIS LEASE FINANCE CORP COM 970646105 3,434 134,264 SH   SOLE   134,264 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 130,364 1,066,109 SH   SOLE   1,066,109 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 40,420 5,514,310 SH   SOLE   5,514,310 0 0
WINDTREE THERAPEUTICS INC COM 97382D105 3 2,655 SH   SOLE   2,655 0 0
WINGSTOP INC COM 974155103 54,010 1,825,295 SH   SOLE   1,825,295 0 0
WINMARK CORP COM 974250102 9,268 73,469 SH   SOLE   73,469 0 0
WINNEBAGO INDS INC COM 974637100 66,734 2,108,515 SH   SOLE   2,108,515 0 0
WINS FIN HLDGS INC ORD SHS G97223104 8,211 45,616 SH   SOLE   45,616 0 0
WINTRUST FINL CORP COM 97650W108 311,562 4,293,262 SH   SOLE   4,293,262 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 25,968 2,682,603 SH   SOLE   2,682,603 0 0
WIRELESS TELECOM GROUP INC COM 976524108 9 4,683 SH   SOLE   4,683 0 0
WISDOMTREE INVTS INC COM 97717P104 75,577 6,784,304 SH   SOLE   6,784,304 0 0
WIX COM LTD SHS M98068105 6,445 144,667 SH   SOLE   144,667 0 0
WMIH CORP COM 92936P100 10,473 6,756,904 SH   SOLE   6,756,904 0 0
WOLVERINE BANCORP INC COM 977880103 9 283 SH   SOLE   283 0 0
WOLVERINE WORLD WIDE INC COM 978097103 174,959 7,970,789 SH   SOLE   7,970,789 0 0
WOODWARD INC COM 980745103 218,891 3,170,034 SH   SOLE   3,170,034 0 0
WORKDAY INC CL A 98138H101 96,172 1,455,172 SH   SOLE   1,455,172 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 91 87,000 PRN   SOLE   87,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 2,601 368,445 SH   SOLE   368,445 0 0
WORKIVA INC COM CL A 98139A105 9,573 701,314 SH   SOLE   701,314 0 0
WORLD ACCEP CORP DEL COM 981419104 32,927 512,239 SH   SOLE   512,239 0 0
WORLD FUEL SVCS CORP COM 981475106 134,333 2,926,014 SH   SOLE   2,926,014 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 53,084 2,884,989 SH   SOLE   2,884,989 0 0
WORTHINGTON INDS INC COM 981811102 126,916 2,675,300 SH   SOLE   2,675,300 0 0
WPX ENERGY INC COM 98212B103 206,394 14,165,686 SH   SOLE   14,165,686 0 0
WPX ENERGY INC PFD SER A CV 98212B202 49,573 754,874 SH   SOLE   754,874 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 60 58,000 PRN   SOLE   58,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 78,457 3,414,157 SH   SOLE   3,414,157 0 0
WSFS FINL CORP COM 929328102 40,910 882,636 SH   SOLE   882,636 0 0
WSI INDS INC COM 92932Q102 5 1,576 SH   SOLE   1,576 0 0
WVS FINL CORP COM 929358109 3 222 SH   SOLE   222 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 142,060 1,860,160 SH   SOLE   1,860,160 0 0
WYNN RESORTS LTD COM 983134107 119,116 1,376,909 SH   SOLE   1,376,909 0 0
XACTLY CORP COM 98386L101 8,004 727,648 SH   SOLE   727,648 0 0
XBIOTECH INC COM 98400H102 10,261 1,013,917 SH   SOLE   1,013,917 0 0
XCEL BRANDS INC COM NEW 98400M101 1 315 SH   SOLE   315 0 0
XCEL ENERGY INC COM 98389B100 684,777 16,824,978 SH   SOLE   16,824,978 0 0
XCERRA CORP COM 98400J108 13,182 1,725,422 SH   SOLE   1,725,422 0 0
XENCOR INC COM 98401F105 45,546 1,730,474 SH   SOLE   1,730,474 0 0
XENIA HOTELS & RESORTS INC COM 984017103 73,523 3,785,956 SH   SOLE   3,785,956 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 7,134 252,982 SH   SOLE   252,982 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 173 30,828 SH   SOLE   30,828 0 0
XEROX CORP COM 984121103 152,977 17,523,090 SH   SOLE   17,523,090 0 0
XG TECHNOLOGY INC COM PAR 98372A705 0 194 SH   SOLE   194 0 0
XILINX INC COM 983919101 316,163 5,237,096 SH   SOLE   5,237,096 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 183 87,000 PRN   SOLE   87,000 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 101 20,456 SH   SOLE   20,456 0 0
XL GROUP LTD COM G98294104 182,150 4,888,613 SH   SOLE   4,888,613 0 0
XO GROUP INC COM 983772104 39,794 2,045,968 SH   SOLE   2,045,968 0 0
XOMA CORP DEL COM NEW 98419J206 6 1,535 SH   SOLE   1,535 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 50 24,819 SH   SOLE   24,819 0 0
XPO LOGISTICS INC COM 983793100 134,333 3,112,432 SH   SOLE   3,112,432 0 0
XTANT MED HLDGS INC COM 98420P100 1 1,455 SH   SOLE   1,455 0 0
XUNLEI LTD SPONSORED ADR 98419E108 13 3,249 SH   SOLE   3,249 0 0
XYLEM INC COM 98419M100 167,028 3,372,940 SH   SOLE   3,372,940 0 0
YADKIN FINL CORP COM 984305102 52,248 1,525,044 SH   SOLE   1,525,044 0 0
YAHOO INC COM 984332106 451,920 11,686,571 SH   SOLE   11,686,571 0 0
YAHOO INC NOTE 12/0 984332AF3 173 175,000 PRN   SOLE   175,000 0 0
YAMANA GOLD INC COM 98462Y100 1,974 702,472 SH   SOLE   702,472 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 55 58,000 PRN   SOLE   58,000 0 0
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 3 437 SH   SOLE   437 0 0
YELP INC CL A 985817105 26,634 698,514 SH   SOLE   698,514 0 0
YORK WTR CO COM 987184108 15,968 418,005 SH   SOLE   418,005 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 15,434 935,413 SH   SOLE   935,413 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 14,172 1,067,144 SH   SOLE   1,067,144 0 0
YUM BRANDS INC COM 988498101 307,994 4,863,326 SH   SOLE   4,863,326 0 0
YUM CHINA HLDGS INC COM 98850P109 203,299 7,783,261 SH   SOLE   7,783,261 0 0
YUMA ENERGY INC NEW COM 98872F105 2 729 SH   SOLE   729 0 0
YUME INC COM 98872B104 212 59,321 SH   SOLE   59,321 0 0
YY INC ADS REPCOM CLA 98426T106 16,935 429,606 SH   SOLE   429,606 0 0
ZAFGEN INC COM 98885E103 2,319 729,293 SH   SOLE   729,293 0 0
ZAGG INC COM 98884U108 6,445 907,781 SH   SOLE   907,781 0 0
ZAIS GROUP HLDGS INC COM 98887G106 1 855 SH   SOLE   855 0 0
ZAYO GROUP HLDGS INC COM 98919V105 79,509 2,419,633 SH   SOLE   2,419,633 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 174,445 2,034,107 SH   SOLE   2,034,107 0 0
ZEDGE INC CL B 98923T104 40 12,854 SH   SOLE   12,854 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 124,772 2,866,997 SH   SOLE   2,866,997 0 0
ZENDESK INC COM 98936J101 54,095 2,551,658 SH   SOLE   2,551,658 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 25 1,647 SH   SOLE   1,647 0 0
ZILLOW GROUP INC CL A 98954M101 19,720 541,027 SH   SOLE   541,027 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 45,313 1,242,469 SH   SOLE   1,242,469 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 407,800 3,951,549 SH   SOLE   3,951,549 0 0
ZION OIL & GAS INC COM 989696109 237 172,945 SH   SOLE   172,945 0 0
ZIONS BANCORPORATION COM 989701107 162,815 3,782,867 SH   SOLE   3,782,867 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 19,377 3,621,895 SH   SOLE   3,621,895 0 0
ZIX CORP COM 98974P100 8,525 1,725,661 SH   SOLE   1,725,661 0 0
ZOES KITCHEN INC COM 98979J109 14,609 608,954 SH   SOLE   608,954 0 0
ZOETIS INC CL A 98978V103 490,228 9,158,013 SH   SOLE   9,158,013 0 0
ZOGENIX INC COM NEW 98978L204 14,139 1,163,742 SH   SOLE   1,163,742 0 0
ZOSANO PHARMA CORP COM 98979H103 2 2,371 SH   SOLE   2,371 0 0
ZUMIEZ INC COM 989817101 30,778 1,408,627 SH   SOLE   1,408,627 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 306 19,623 SH   SOLE   19,623 0 0
ZYNGA INC CL A 98986T108 22,288 8,672,285 SH   SOLE   8,672,285 0 0