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
* AMERICAN INTL GROUP INC COM NEW WARRANT 026874784 41,383 2,213 SH   SOLE 0 2,213 0 0
* BIOTIME INC COM WARRANT 09066L105 68 111 SH   SOLE 0 111 0 0
* CITIGROUP INC COM NEW WARRANT 172967424 0 7,216,000 SH   SOLE 0 7,216,000 0 0
* DYNEGY INC NEW DEL COM WARRANT 26817R108 102 248 SH   SOLE 0 248 0 0
* KINDER MORGAN INC DEL COM WARRANT 49456B101 505 12,619 SH   SOLE 0 12,619 0 0
* TEJON RANCH CO COM WARRANT 879080109 0 238 SH   SOLE 0 238 0 0
* U S CONCRETE INC COM NEW WARRANT 90333L201 276 9 SH   SOLE 0 9 0 0
* U S CONCRETE INC COM NEW WARRANT 90333L201 251 9 SH   SOLE 0 9 0 0
* 1ST SOURCE CORP COM STOCK 336901103 2,101 66 SH   SOLE 0 66 0 0
* 21VIANET GROUP INC SPONSORED ADR STOCK 90138A103 8,090,486 405,132 SH   SOLE 0 405,132 0 0
* 3-D SYS CORP DEL COM NEW STOCK 88554D205 4,365,309 282,179 SH   SOLE 0 282,179 0 0
* 3M CO COM STOCK 88579Y101 23,033,599 138,232 SH   SOLE 0 138,232 0 0
* 500 COM LTD SPON ADR REP A STOCK 33829R100 969,084 58,029 SH   SOLE 0 58,029 0 0
* 58 COM INC SPON ADR REP A STOCK 31680Q104 6,323,788 113,635 SH   SOLE 0 113,635 0 0
* 8X8 INC NEW COM STOCK 282914100 129,191 12,842 SH   SOLE 0 12,842 0 0
* AAON INC COM PAR $0.004 STOCK 000360206 175,672 6,274 SH   SOLE 0 6,274 0 0
* AAR CORP COM STOCK 000361105 125,728 5,403 SH   SOLE 0 5,403 0 0
* AARONS INC COM PAR $0.50 STOCK 002535300 2,153,931 85,814 SH   SOLE 0 85,814 0 0
* ABAXIS INC COM STOCK 002567105 135,580 2,987 SH   SOLE 0 2,987 0 0
* ABBOTT LABS COM STOCK 002824100 19,519,385 466,636 SH   SOLE 0 466,636 0 0
* ABBVIE INC COM STOCK 00287Y109 70,102,632 1,227,290 SH   SOLE 0 1,227,290 0 0
* ABENGOA YIELD PLC ORD SHS STOCK G00349103 700,301 39,387 SH   SOLE 0 39,387 0 0
* ABEONA THERAPEUTICS INC COM STOCK 00289Y107 3,748 1,464 SH   SOLE 0 1,464 0 0
* ABERCROMBIE AND FITCH CO CL A STOCK 002896207 4,630,640 146,818 SH   SOLE 0 146,818 0 0
* ABIOMED INC COM STOCK 003654100 60,678 640 SH   SOLE 0 640 0 0
* ABM INDS INC COM STOCK 000957100 304,910 9,437 SH   SOLE 0 9,437 0 0
* ACADIA PHARMACEUTICALS INC COM STOCK 004225108 1,761 63 SH   SOLE 0 63 0 0
* ACADIA RLTY TR COM SH BEN INT STOCK 004239109 361,593 10,293 SH   SOLE 0 10,293 0 0
* ACCENTURE PLC IRELAND SHS CLASS A STOCK G1151C101 13,671,669 118,472 SH   SOLE 0 118,472 0 0
* ACCO BRANDS CORP COM STOCK 00081T108 6,079 677 SH   SOLE 0 677 0 0
* ACETO CORP COM STOCK 004446100 103,358 4,387 SH   SOLE 0 4,387 0 0
* ACI WORLDWIDE INC COM STOCK 004498101 1,809 87 SH   SOLE 0 87 0 0
* ACORDA THERAPEUTICS INC COM STOCK 00484M106 173,353 6,554 SH   SOLE 0 6,554 0 0
* ACTIVISION BLIZZARD INC COM STOCK 00507V109 11,711,381 346,081 SH   SOLE 0 346,081 0 0
* ACTUANT CORP CL A NEW STOCK 00508X203 257,923 10,438 SH   SOLE 0 10,438 0 0
* ACUITY BRANDS INC COM STOCK 00508Y102 6,909,367 31,674 SH   SOLE 0 31,674 0 0
* ADECOAGRO S A COM STOCK L00849106 38,693 3,350 SH   SOLE 0 3,350 0 0
* ADEPTUS HEALTH INC CL A STOCK 006855100 103,082 1,856 SH   SOLE 0 1,856 0 0
* ADOBE SYS INC COM STOCK 00724F101 24,449,159 260,652 SH   SOLE 0 260,652 0 0
* ADTRAN INC COM STOCK 00738A106 145,523 7,197 SH   SOLE 0 7,197 0 0
* ADVANCE AUTO PARTS INC COM STOCK 00751Y106 5,249,852 32,742 SH   SOLE 0 32,742 0 0
* ADVANCE AUTO PARTS INC COM STOCK 00751Y106 20,043 125 SH   DFND 1 0 125 0
* ADVANCED ENERGY INDS COM STOCK 007973100 200,460 5,762 SH   SOLE 0 5,762 0 0
* ADVANCED MICRO DEVICES INC COM STOCK 007903107 944,801 331,509 SH   SOLE 0 331,509 0 0
* ADVISORY BRD CO COM STOCK 00762W107 1,032 32 SH   SOLE 0 32 0 0
* AECOM COM STOCK 00766T100 2,501,226 81,235 SH   SOLE 0 81,235 0 0
* AEGION CORP COM STOCK 00770F104 126,308 5,989 SH   SOLE 0 5,989 0 0
* AERCAP HOLDINGS NV SHS STOCK N00985106 1,401,484 36,158 SH   SOLE 0 36,158 0 0
* AEROJET ROCKETDYNE HLDGS INC COM STOCK 007800105 284,029 17,340 SH   SOLE 0 17,340 0 0
* AEROVIRONMENT INC COM STOCK 008073108 210,021 7,416 SH   SOLE 0 7,416 0 0
* AES CORP COM STOCK 00130H105 3,669,871 311,006 SH   SOLE 0 311,006 0 0
* AETNA INC NEW COM STOCK 00817Y108 30,935,348 275,348 SH   SOLE 0 275,348 0 0
* AFFILIATED MANAGERS GROUP COM STOCK 008252108 3,096,805 19,069 SH   SOLE 0 19,069 0 0
* AFFYMETRIX INC COM STOCK 00826T108 165,318 11,800 SH   SOLE 0 11,800 0 0
* AFLAC INC COM STOCK 001055102 10,783,365 170,785 SH   SOLE 0 170,785 0 0
* AGCO CORP COM STOCK 001084102 1,483,644 29,852 SH   SOLE 0 29,852 0 0
* AGILENT TECHNOLOGIES INC COM STOCK 00846U101 6,338,142 159,050 SH   SOLE 0 159,050 0 0
* AGILYSYS INC COM STOCK 00847J105 26,383 2,584 SH   SOLE 0 2,584 0 0
* AGIOS PHARMACEUTICALS INC COM STOCK 00847X104 488,093 12,022 SH   SOLE 0 12,022 0 0
* AGL RES INC COM STOCK 001204106 3,476,847 53,375 SH   SOLE 0 53,375 0 0
* AGNICO EAGLE MINES LTD COM STOCK 008474108 454,748 12,576 SH   SOLE 0 12,576 0 0
* AGREE REALTY CORP COM STOCK 008492100 110,370 2,869 SH   SOLE 0 2,869 0 0
* AGRIUM INC COM STOCK 008916108 16,069 182 SH   SOLE 0 182 0 0
* AIMMUNE THERAPEUTICS INC COM STOCK 00900T107 68 5 SH   SOLE 0 5 0 0
* AIR METHODS CORP COM PAR $.06 STOCK 009128307 192,111 5,304 SH   SOLE 0 5,304 0 0
* AIR PRODS AND CHEMS INC COM STOCK 009158106 24,794,318 172,123 SH   SOLE 0 172,123 0 0
* AIRCASTLE LTD COM STOCK G0129K104 76,928 3,459 SH   SOLE 0 3,459 0 0
* AIRGAS INC COM STOCK 009363102 14,710,730 103,860 SH   SOLE 0 103,860 0 0
* AK STL HLDG CORP COM STOCK 001547108 175,732 42,550 SH   SOLE 0 42,550 0 0
* AKAMAI TECHNOLOGIES INC COM STOCK 00971T101 9,767,983 175,778 SH   SOLE 0 175,778 0 0
* AKORN INC COM STOCK 009728106 10,329,011 438,972 SH   SOLE 0 438,972 0 0
* ALAMOS GOLD INC NEW COM CL A STOCK 011532108 221,822 58,683 SH   SOLE 0 58,683 0 0
* ALASKA AIR GROUP INC COM STOCK 011659109 14,677,396 178,949 SH   SOLE 0 178,949 0 0
* ALBANY INTL CORP CL A STOCK 012348108 176,485 4,695 SH   SOLE 0 4,695 0 0
* ALBANY MOLECULAR RESH INC COM STOCK 012423109 58,928 3,854 SH   SOLE 0 3,854 0 0
* ALBEMARLE CORP COM STOCK 012653101 152,793 2,390 SH   SOLE 0 2,390 0 0
* ALCOA INC COM STOCK 013817101 5,587,094 583,204 SH   SOLE 0 583,204 0 0
* ALERE INC COM STOCK 01449J105 75,864 1,499 SH   SOLE 0 1,499 0 0
* ALEXANDRIA REAL ESTATE EQ IN COM STOCK 015271109 1,059,687 11,659 SH   SOLE 0 11,659 0 0
* ALEXION PHARMACEUTICALS INC COM STOCK 015351109 22,021,542 158,178 SH   SOLE 0 158,178 0 0
* ALIBABA GROUP HLDG LTD SPONSORED ADS STOCK 01609W102 112,068,253 1,418,050 SH   SOLE 0 1,418,050 0 0
* ALIBABA GROUP HLDG LTD SPONSORED ADS STOCK 01609W102 9,288,159 117,527 SH   DFND 1 0 117,527 0
* ALIGN TECHNOLOGY INC COM STOCK 016255101 56,844 782 SH   SOLE 0 782 0 0
* ALKERMES PLC SHS STOCK G01767105 400,980 11,728 SH   SOLE 0 11,728 0 0
* ALLEGHANY CORP DEL COM STOCK 017175100 3,191,062 6,431 SH   SOLE 0 6,431 0 0
* ALLEGHENY TECHNOLOGIES INC COM STOCK 01741R102 19,169 1,176 SH   SOLE 0 1,176 0 0
* ALLEGIANT TRAVEL CO COM STOCK 01748X102 389,773 2,189 SH   SOLE 0 2,189 0 0
* ALLEGION PUB LTD CO ORD SHS STOCK G0176J109 4,512,324 70,826 SH   SOLE 0 70,826 0 0
* ALLERGAN PLC SHS STOCK G0177J108 82,890,956 309,260 SH   SOLE 0 309,260 0 0
* ALLETE INC COM NEW STOCK 018522300 374,772 6,684 SH   SOLE 0 6,684 0 0
* ALLIANCE DATA SYSTEMS CORP COM STOCK 018581108 3,785,540 17,207 SH   SOLE 0 17,207 0 0
* ALLIANCE FIBER OPTIC PRODS I COM NEW STOCK 018680306 725 49 SH   SOLE 0 49 0 0
* ALLIANCE HOLDINGS GP LP COM UNITS LP STOCK 01861G100 1,915 131 SH   SOLE 0 131 0 0
* ALLIANCE ONE INTL INC COM NEW STOCK 018772301 105 6 SH   SOLE 0 6 0 0
* ALLIANT ENERGY CORP COM STOCK 018802108 813,440 10,951 SH   SOLE 0 10,951 0 0
* ALLIED WRLD ASSUR COM HLDG A SHS STOCK H01531104 471,585 13,497 SH   SOLE 0 13,497 0 0
* ALLISON TRANSMISSION HLDGS I COM STOCK 01973R101 1,091,584 40,459 SH   SOLE 0 40,459 0 0
* ALLSCRIPTS HEALTHCARE SOLUTN COM STOCK 01988P108 180,871 13,692 SH   SOLE 0 13,692 0 0
* ALLSTATE CORP COM STOCK 020002101 30,419,712 451,532 SH   SOLE 0 451,532 0 0
* ALLY FINL INC COM STOCK 02005N100 1,526,972 81,569 SH   SOLE 0 81,569 0 0
* ALMOST FAMILY INC COM STOCK 020409108 213,795 5,741 SH   SOLE 0 5,741 0 0
* ALNYLAM PHARMACEUTICALS INC COM STOCK 02043Q107 563,047 8,970 SH   SOLE 0 8,970 0 0
* ALON USA ENERGY INC COM STOCK 020520102 8,287 803 SH   SOLE 0 803 0 0
* ALPHA AND OMEGA SEMICONDUCTOR SHS STOCK G6331P104 1,031 87 SH   SOLE 0 87 0 0
* ALPHABET INC CAP STK CL A STOCK 02079K305 123,200,727 161,490 SH   SOLE 0 161,490 0 0
* ALPHABET INC CAP STK CL C STOCK 02079K107 506,765,652 680,268 SH   SOLE 0 680,268 0 0
* ALTISOURCE PORTFOLIO SOLNS S REG SHS STOCK L0175J104 1,328 55 SH   SOLE 0 55 0 0
* ALTRIA GROUP INC COM STOCK 02209S103 69,565,697 1,110,210 SH   SOLE 0 1,110,210 0 0
* AMAG PHARMACEUTICALS INC COM STOCK 00163U106 1,711,219 73,129 SH   SOLE 0 73,129 0 0
* AMAZON COM INC COM STOCK 023135106 206,352,834 347,606 SH   SOLE 0 347,606 0 0
* AMAZON COM INC COM STOCK 023135106 391,209 659 SH   DFND 1 0 659 0
* AMBAC FINL GROUP INC COM NEW STOCK 023139884 174 11 SH   SOLE 0 11 0 0
* AMBARELLA INC SHS STOCK G037AX101 787,078 17,608 SH   SOLE 0 17,608 0 0
* AMBEV SA SPONSORED ADR STOCK 02319V103 4,177,851 806,535 SH   SOLE 0 806,535 0 0
* AMC NETWORKS INC CL A STOCK 00164V103 10,059,012 154,897 SH   SOLE 0 154,897 0 0
* AMDOCS LTD SHS STOCK G02602103 1,789,157 29,612 SH   SOLE 0 29,612 0 0
* AMEDISYS INC COM STOCK 023436108 338,332 6,999 SH   SOLE 0 6,999 0 0
* AMERCO COM STOCK 023586100 87,184 244 SH   SOLE 0 244 0 0
* AMEREN CORP COM STOCK 023608102 10,044,749 200,494 SH   SOLE 0 200,494 0 0
* AMERICA MOVIL SAB DE CV SPON ADR L SHS STOCK 02364W105 3,257,293 209,742 SH   SOLE 0 209,742 0 0
* AMERICAN AIRLS GROUP INC COM STOCK 02376R102 12,871,521 313,863 SH   SOLE 0 313,863 0 0
* AMERICAN ASSETS TR INC COM STOCK 024013104 234,171 5,866 SH   SOLE 0 5,866 0 0
* AMERICAN AXLE AND MFG HLDGS IN COM STOCK 024061103 913,166 59,335 SH   SOLE 0 59,335 0 0
* AMERICAN CAMPUS CMNTYS INC COM STOCK 024835100 988,796 20,998 SH   SOLE 0 20,998 0 0
* AMERICAN CAP LTD COM STOCK 02503Y103 1,745,513 114,535 SH   SOLE 0 114,535 0 0
* AMERICAN CAP MTG INVT CORP COM STOCK 02504A104 4,061,868 276,694 SH   SOLE 0 276,694 0 0
* AMERICAN CAPITAL AGENCY CORP COM STOCK 02503X105 14,179,423 761,107 SH   SOLE 0 761,107 0 0
* AMERICAN EAGLE OUTFITTERS NE COM STOCK 02553E106 631,226 37,866 SH   SOLE 0 37,866 0 0
* AMERICAN ELEC PWR INC COM STOCK 025537101 23,039,539 346,981 SH   SOLE 0 346,981 0 0
* AMERICAN EQTY INVT LIFE HLD COM STOCK 025676206 224,952 13,390 SH   SOLE 0 13,390 0 0
* AMERICAN EXPRESS CO COM STOCK 025816109 45,279,369 737,449 SH   SOLE 0 737,449 0 0
* AMERICAN FINL GROUP INC OHIO COM STOCK 025932104 1,679,802 23,871 SH   SOLE 0 23,871 0 0
* AMERICAN HOMES 4 RENT CL A STOCK 02665T306 17,440,885 1,096,910 SH   SOLE 0 1,096,910 0 0
* AMERICAN INTL GROUP INC COM NEW STOCK 026874784 36,269,603 671,038 SH   SOLE 0 671,038 0 0
* AMERICAN NATL BANKSHARES INC COM STOCK 027745108 380 15 SH   SOLE 0 15 0 0
* AMERICAN NATL INS CO COM STOCK 028591105 700,508 6,065 SH   SOLE 0 6,065 0 0
* AMERICAN PUBLIC EDUCATION IN COM STOCK 02913V103 53,844 2,610 SH   SOLE 0 2,610 0 0
* AMERICAN RAILCAR INDS INC COM STOCK 02916P103 13,034 320 SH   SOLE 0 320 0 0
* AMERICAN SCIENCE AND ENGR INC COM STOCK 029429107 28,798 1,040 SH   SOLE 0 1,040 0 0
* AMERICAN STS WTR CO COM STOCK 029899101 329,876 8,381 SH   SOLE 0 8,381 0 0
* AMERICAN TOWER CORP NEW COM STOCK 03027X100 10,986,656 107,323 SH   SOLE 0 107,323 0 0
* AMERICAN VANGUARD CORP COM STOCK 030371108 1,022,686 64,809 SH   SOLE 0 64,809 0 0
* AMERICAN WOODMARK CORP COM STOCK 030506109 166,336 2,230 SH   SOLE 0 2,230 0 0
* AMERICAN WTR WKS CO INC NEW COM STOCK 030420103 14,142,231 205,168 SH   SOLE 0 205,168 0 0
* AMERIPRISE FINL INC COM STOCK 03076C106 9,278,881 98,701 SH   SOLE 0 98,701 0 0
* AMERIS BANCORP COM STOCK 03076K108 118,350 4,001 SH   SOLE 0 4,001 0 0
* AMERISAFE INC COM STOCK 03071H100 153,207 2,916 SH   SOLE 0 2,916 0 0
* AMERISOURCEBERGEN CORP COM STOCK 03073E105 27,766,712 320,817 SH   SOLE 0 320,817 0 0
* AMETEK INC NEW COM STOCK 031100100 4,380,047 87,636 SH   SOLE 0 87,636 0 0
* AMGEN INC COM STOCK 031162100 143,021,518 953,922 SH   SOLE 0 953,922 0 0
* AMKOR TECHNOLOGY INC COM STOCK 031652100 16,156 2,743 SH   SOLE 0 2,743 0 0
* AMN HEALTHCARE SERVICES INC COM STOCK 001744101 269,787 8,027 SH   SOLE 0 8,027 0 0
* AMPHENOL CORP NEW CL A STOCK 032095101 2,345,410 40,564 SH   SOLE 0 40,564 0 0
* AMSURG CORP COM STOCK 03232P405 15,886,219 212,952 SH   SOLE 0 212,952 0 0
* AMTRUST FINL SVCS INC COM STOCK 032359309 286,906 11,086 SH   SOLE 0 11,086 0 0
* ANACOR PHARMACEUTICALS INC COM STOCK 032420101 1,657 31 SH   SOLE 0 31 0 0
* ANADARKO PETE CORP COM STOCK 032511107 53,291,214 1,144,330 SH   SOLE 0 1,144,330 0 0
* ANALOG DEVICES INC COM STOCK 032654105 6,708,358 113,336 SH   SOLE 0 113,336 0 0
* ANALOGIC CORP COM PAR $0.05 STOCK 032657207 154,702 1,958 SH   SOLE 0 1,958 0 0
* ANDERSONS INC COM STOCK 034164103 141,188 4,495 SH   SOLE 0 4,495 0 0
* ANGIODYNAMICS INC COM STOCK 03475V101 50,426 4,103 SH   SOLE 0 4,103 0 0
* ANGLOGOLD ASHANTI LTD SPONSORED ADR STOCK 035128206 292,049 21,333 SH   SOLE 0 21,333 0 0
* ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR STOCK 03524A108 65,571 526 SH   SOLE 0 526 0 0
* ANI PHARMACEUTICALS INC COM STOCK 00182C103 40,830 1,213 SH   SOLE 0 1,213 0 0
* ANIKA THERAPEUTICS INC COM STOCK 035255108 111,845 2,501 SH   SOLE 0 2,501 0 0
* ANIXTER INTL INC COM STOCK 035290105 421,883 8,096 SH   SOLE 0 8,096 0 0
* ANNALY CAP MGMT INC COM STOCK 035710409 7,545,143 735,394 SH   SOLE 0 735,394 0 0
* ANSYS INC COM STOCK 03662Q105 381,010 4,259 SH   SOLE 0 4,259 0 0
* ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN STOCK 03673L103 1,572,154 71,106 SH   SOLE 0 71,106 0 0
* ANTERO RES CORP COM STOCK 03674X106 83,215 3,346 SH   SOLE 0 3,346 0 0
* ANTHEM INC COM STOCK 036752103 11,439,572 82,305 SH   SOLE 0 82,305 0 0
* AON PLC SHS CL A STOCK G0408V102 18,276,242 174,976 SH   SOLE 0 174,976 0 0
* APACHE CORP COM STOCK 037411105 3,792,147 77,692 SH   SOLE 0 77,692 0 0
* APARTMENT INVT AND MGMT CO CL A STOCK 03748R101 1,466,627 35,070 SH   SOLE 0 35,070 0 0
* APIGEE CORP COM STOCK 03765N108 4,438 534 SH   SOLE 0 534 0 0
* APOGEE ENTERPRISES INC COM STOCK 037598109 188,200 4,288 SH   SOLE 0 4,288 0 0
* APOLLO COML REAL EST FIN INC COM STOCK 03762U105 640,720 39,308 SH   SOLE 0 39,308 0 0
* APOLLO ED GROUP INC CL A STOCK 037604105 182,714 22,228 SH   SOLE 0 22,228 0 0
* APOLLO GLOBAL MGMT LLC CL A SHS STOCK 037612306 4,832,514 282,273 SH   SOLE 0 282,273 0 0
* APOLLO INVT CORP COM STOCK 03761U106 281,446 50,711 SH   SOLE 0 50,711 0 0
* APOLLO RESIDENTIAL MTG INC COM STOCK 03763V102 4,023,866 299,841 SH   SOLE 0 299,841 0 0
* APOLLO RESIDENTIAL MTG INC COM STOCK 03763V102 1,266,848 94,400 SH   DFND 1 0 94,400 0
* APPLE HOSPITALITY REIT INC COM NEW STOCK 03784Y200 520,191 26,259 SH   SOLE 0 26,259 0 0
* APPLE INC COM STOCK 037833100 475,867,554 4,366,160 SH   SOLE 0 4,366,160 0 0
* APPLIED INDL TECHNOLOGIES IN COM STOCK 03820C105 298,201 6,871 SH   SOLE 0 6,871 0 0
* APPLIED MATLS INC COM STOCK 038222105 21,793,627 1,028,970 SH   SOLE 0 1,028,970 0 0
* APTARGROUP INC COM STOCK 038336103 1,229,626 15,682 SH   SOLE 0 15,682 0 0
* AQUA AMERICA INC COM STOCK 03836W103 301,240 9,467 SH   SOLE 0 9,467 0 0
* ARAMARK COM STOCK 03852U106 272,843 8,238 SH   SOLE 0 8,238 0 0
* ARCBEST CORP COM STOCK 03937C105 86,705 4,016 SH   SOLE 0 4,016 0 0
* ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH STOCK 03938L104 123,033 26,863 SH   SOLE 0 26,863 0 0
* ARCH CAP GROUP LTD ORD STOCK G0450A105 2,358,885 33,177 SH   SOLE 0 33,177 0 0
* ARCHER DANIELS MIDLAND CO COM STOCK 039483102 6,357,809 175,098 SH   SOLE 0 175,098 0 0
* ARCHROCK INC COM STOCK 03957W106 97,352 12,169 SH   SOLE 0 12,169 0 0
* ARCOS DORADOS HOLDINGS INC SHS CLASS -A - STOCK G0457F107 11,145 2,972 SH   SOLE 0 2,972 0 0
* ARCTIC CAT INC COM STOCK 039670104 35,767 2,129 SH   SOLE 0 2,129 0 0
* ARDMORE SHIPPING CORP COM STOCK Y0207T100 1,352 160 SH   SOLE 0 160 0 0
* ARES CAP CORP COM STOCK 04010L103 388,763 26,197 SH   SOLE 0 26,197 0 0
* ARGO GROUP INTL HLDGS LTD COM STOCK G0464B107 23,243 405 SH   SOLE 0 405 0 0
* ARISTA NETWORKS INC COM STOCK 040413106 78,812 1,249 SH   SOLE 0 1,249 0 0
* ARM HLDGS PLC SPONSORED ADR STOCK 042068106 382,943 8,765 SH   SOLE 0 8,765 0 0
* ARMOUR RESIDENTIAL REIT INC COM NEW STOCK 042315507 108 5 SH   SOLE 0 5 0 0
* ARMSTRONG WORLD INDS INC NEW COM STOCK 04247X102 440,506 9,107 SH   SOLE 0 9,107 0 0
* ARRIS INTL INC SHS STOCK G0551A103 81,481 3,555 SH   SOLE 0 3,555 0 0
* ARROW ELECTRS INC COM STOCK 042735100 2,160,440 33,542 SH   SOLE 0 33,542 0 0
* ARTESIAN RESOURCES CORP CL A STOCK 043113208 1,035 37 SH   SOLE 0 37 0 0
* ARTISAN PARTNERS ASSET MGMT CL A STOCK 04316A108 483,479 15,677 SH   SOLE 0 15,677 0 0
* ASBURY AUTOMOTIVE GROUP INC COM STOCK 043436104 1,637,043 27,357 SH   SOLE 0 27,357 0 0
* ASCENA RETAIL GROUP INC COM STOCK 04351G101 45,855 4,146 SH   SOLE 0 4,146 0 0
* ASCENT CAP GROUP INC COM SER A STOCK 043632108 14,854 1,003 SH   SOLE 0 1,003 0 0
* ASHFORD HOSPITALITY PRIME IN COM STOCK 044102101 12 1 SH   SOLE 0 1 0 0
* ASHLAND INC NEW COM STOCK 044209104 1,599,478 14,546 SH   SOLE 0 14,546 0 0
* ASML HOLDING N V N Y REGISTRY SHS STOCK N07059210 3,413 34 SH   SOLE 0 34 0 0
* ASPEN INSURANCE HOLDINGS LTD SHS STOCK G05384105 424,816 8,906 SH   SOLE 0 8,906 0 0
* ASPEN TECHNOLOGY INC COM STOCK 045327103 2,312 64 SH   SOLE 0 64 0 0
* ASSOCIATED BANC CORP COM STOCK 045487105 395,487 22,045 SH   SOLE 0 22,045 0 0
* ASSURANT INC COM STOCK 04621X108 2,302,002 29,838 SH   SOLE 0 29,838 0 0
* ASSURED GUARANTY LTD COM STOCK G0585R106 566,113 22,376 SH   SOLE 0 22,376 0 0
* ASTEC INDS INC COM STOCK 046224101 137,910 2,955 SH   SOLE 0 2,955 0 0
* ASTERIAS BIOTHERAPEUTICS INC COM SER A STOCK 04624N107 9 2 SH   SOLE 0 2 0 0
* ASTORIA FINL CORP COM STOCK 046265104 1,367,879 86,356 SH   SOLE 0 86,356 0 0
* ASTRAZENECA PLC SPONSORED ADR STOCK 046353108 164,483 5,841 SH   SOLE 0 5,841 0 0
* ASTRONICS CORP COM STOCK 046433108 70,043 1,836 SH   SOLE 0 1,836 0 0
* ATANDT INC COM STOCK 00206R102 139,691,179 3,566,280 SH   SOLE 0 3,566,280 0 0
* ATLANTIC TELE NETWORK INC COM NEW STOCK 049079205 138,541 1,827 SH   SOLE 0 1,827 0 0
* ATLAS AIR WORLDWIDE HLDGS IN COM NEW STOCK 049164205 1,087,523 25,728 SH   SOLE 0 25,728 0 0
* ATMOS ENERGY CORP COM STOCK 049560105 2,196,017 29,572 SH   SOLE 0 29,572 0 0
* ATWOOD OCEANICS INC COM STOCK 050095108 115,964 12,646 SH   SOLE 0 12,646 0 0
* AU OPTRONICS CORP SPONSORED ADR STOCK 002255107 250,750 85,000 SH   SOLE 0 85,000 0 0
* AUDIOCODES LTD ORD STOCK M15342104 37 8 SH   SOLE 0 8 0 0
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* IKANG HEALTHCARE GROUP INC SPONSORED ADR STOCK 45174L108 1,815,561 83,054 SH   SOLE 0 83,054 0 0
* ILLINOIS TOOL WKS INC COM STOCK 452308109 11,521,530 112,471 SH   SOLE 0 112,471 0 0
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* IMPAX LABORATORIES INC COM STOCK 45256B101 744,145 23,240 SH   SOLE 0 23,240 0 0
* IMPERVA INC COM STOCK 45321L100 39,996 792 SH   SOLE 0 792 0 0
* IMS HEALTH HLDGS INC COM STOCK 44970B109 72,136 2,717 SH   SOLE 0 2,717 0 0
* INCYTE CORP COM STOCK 45337C102 3,004,099 41,453 SH   SOLE 0 41,453 0 0
* INDEPENDENT BANK CORP MASS COM STOCK 453836108 180,301 3,923 SH   SOLE 0 3,923 0 0
* INFINERA CORPORATION COM STOCK 45667G103 1,606 100 SH   SOLE 0 100 0 0
* INFINITY PPTY AND CAS CORP COM STOCK 45665Q103 74,624 927 SH   SOLE 0 927 0 0
* INFOSYS LTD SPONSORED ADR STOCK 456788108 9,800,455 515,271 SH   SOLE 0 515,271 0 0
* INGERSOLL-RAND PLC SHS STOCK G47791101 2,555,804 41,216 SH   SOLE 0 41,216 0 0
* INGRAM MICRO INC CL A STOCK 457153104 2,184,585 60,835 SH   SOLE 0 60,835 0 0
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* INSTALLED BLDG PRODS INC COM STOCK 45780R101 71,102 2,672 SH   SOLE 0 2,672 0 0
* INSULET CORP COM STOCK 45784P101 57,334 1,729 SH   SOLE 0 1,729 0 0
* INTEGRA LIFESCIENCES HLDGS C COM NEW STOCK 457985208 13,888,959 206,190 SH   SOLE 0 206,190 0 0
* INTEGRATED DEVICE TECHNOLOGY COM STOCK 458118106 3,272,464 160,101 SH   SOLE 0 160,101 0 0
* INTEL CORP COM STOCK 458140100 139,313,683 4,306,450 SH   SOLE 0 4,306,450 0 0
* INTELIQUENT INC COM STOCK 45825N107 2,295 143 SH   SOLE 0 143 0 0
* INTER PARFUMS INC COM STOCK 458334109 100,703 3,259 SH   SOLE 0 3,259 0 0
* INTERACTIVE BROKERS GROUP IN COM STOCK 45841N107 659,868 16,782 SH   SOLE 0 16,782 0 0
* INTERACTIVE INTELLIGENCE GRO COM STOCK 45841V109 98,553 2,706 SH   SOLE 0 2,706 0 0
* INTERCEPT PHARMACEUTICALS IN COM STOCK 45845P108 636,697 4,956 SH   SOLE 0 4,956 0 0
* INTERCONTINENTAL EXCHANGE IN COM STOCK 45866F104 13,932,280 59,251 SH   SOLE 0 59,251 0 0
* INTERDIGITAL INC COM STOCK 45867G101 4,909,666 88,224 SH   SOLE 0 88,224 0 0
* INTERFACE INC COM STOCK 458665304 207,351 11,184 SH   SOLE 0 11,184 0 0
* INTERNATIONAL BUSINESS MACHS COM STOCK 459200101 104,090,978 687,296 SH   SOLE 0 687,296 0 0
* INTERNATIONAL FLAVORSANDFRAGRA COM STOCK 459506101 1,413,251 12,422 SH   SOLE 0 12,422 0 0
* INTERNATIONAL GAME TECHNOLOG SHS USD STOCK G4863A108 96,926 5,311 SH   SOLE 0 5,311 0 0
* INTERPUBLIC GROUP COS INC COM STOCK 460690100 12,046,593 524,906 SH   SOLE 0 524,906 0 0
* INTERPUBLIC GROUP COS INC COM STOCK 460690100 15,767 687 SH   DFND 1 0 687 0
* INTERVAL LEISURE GROUP INC COM STOCK 46113M108 548,965 38,017 SH   SOLE 0 38,017 0 0
* INTERXION HOLDING N.V SHS STOCK N47279109 969,796 28,045 SH   SOLE 0 28,045 0 0
* INTL FCSTONE INC COM STOCK 46116V105 61,158 2,288 SH   SOLE 0 2,288 0 0
* INTL PAPER CO COM STOCK 460146103 5,596,502 136,367 SH   SOLE 0 136,367 0 0
* INTRAWEST RESORTS HLDGS INC COM STOCK 46090K109 180 21 SH   SOLE 0 21 0 0
* INTREPID POTASH INC COM STOCK 46121Y102 11,713 10,552 SH   SOLE 0 10,552 0 0
* INTREXON CORP COM STOCK 46122T102 27,349 807 SH   SOLE 0 807 0 0
* INTUIT COM STOCK 461202103 11,182,739 107,516 SH   SOLE 0 107,516 0 0
* INTUITIVE SURGICAL INC COM NEW STOCK 46120E602 4,784,959 7,961 SH   SOLE 0 7,961 0 0
* INVACARE CORP COM STOCK 461203101 59,265 4,500 SH   SOLE 0 4,500 0 0
* INVENSENSE INC COM STOCK 46123D205 107,008 12,739 SH   SOLE 0 12,739 0 0
* INVESCO LTD SHS STOCK G491BT108 7,737,486 251,462 SH   SOLE 0 251,462 0 0
* INVESCO MORTGAGE CAPITAL INC COM STOCK 46131B100 136,562 11,212 SH   SOLE 0 11,212 0 0
* INVESTMENT TECHNOLOGY GRP NE COM STOCK 46145F105 62,985 2,850 SH   SOLE 0 2,850 0 0
* INVESTORS BANCORP INC NEW COM STOCK 46146L101 3,038 261 SH   SOLE 0 261 0 0
* IONIS PHARMACEUTICALS INC COM STOCK 462222100 620,217 15,314 SH   SOLE 0 15,314 0 0
* IPG PHOTONICS CORP COM STOCK 44980X109 37,759 393 SH   SOLE 0 393 0 0
* IRIDIUM COMMUNICATIONS INC COM STOCK 46269C102 93,102 11,830 SH   SOLE 0 11,830 0 0
* IROBOT CORP COM STOCK 462726100 922,777 26,141 SH   SOLE 0 26,141 0 0
* IRON MTN INC NEW COM STOCK 46284V101 2,949,492 86,980 SH   SOLE 0 86,980 0 0
* ISHARES EM MKTS CURR ETF STOCK 464286517 697,546 16,054 SH   SOLE 0 16,054 0 0
* ISHARES MSCI AUST ETF STOCK 464286103 5,087,323 263,319 SH   SOLE 0 263,319 0 0
* ISHARES MSCI BRZ CAP ETF STOCK 464286400 120,947,381 4,598,760 SH   SOLE 0 4,598,760 0 0
* ISHARES MSCI CDA ETF STOCK 464286509 352,236 14,856 SH   SOLE 0 14,856 0 0
* ISHARES MSCI CH CAP ETF STOCK 464286640 912,168 24,720 SH   SOLE 0 24,720 0 0
* ISHARES MSCI GERMANY ETF STOCK 464286806 12,215,575 474,760 SH   SOLE 0 474,760 0 0
* ISHARES MSCI HONG KG ETF STOCK 464286871 3,709,069 187,611 SH   SOLE 0 187,611 0 0
* ISHARES MSCI ITALCPD ETF STOCK 464286855 1,210,972 99,260 SH   SOLE 0 99,260 0 0
* ISHARES MSCI JAPAN ETF STOCK 464286848 11,008,231 964,788 SH   SOLE 0 964,788 0 0
* ISHARES MSCI MALAYSI ETF STOCK 464286830 42,670 4,789 SH   SOLE 0 4,789 0 0
* ISHARES MSCI MEX CAP ETF STOCK 464286822 12,370,977 230,372 SH   SOLE 0 230,372 0 0
* ISHARES MSCI PAC JP ETF STOCK 464286665 3,445,595 87,853 SH   SOLE 0 87,853 0 0
* ISHARES MSCI SINGAP ETF STOCK 464286673 1,804,932 166,200 SH   SOLE 0 166,200 0 0
* ISHARES MSCI SPAN CP ETF STOCK 464286764 3,091,508 113,742 SH   SOLE 0 113,742 0 0
* ISHARES MSCI STH AFR ETF STOCK 464286780 9,629,266 181,650 SH   SOLE 0 181,650 0 0
* ISHARES MSCI STH KOR ETF STOCK 464286772 26,973,431 510,667 SH   SOLE 0 510,667 0 0
* ISHARES MSCI SZ CAP ETF STOCK 464286749 2,011,591 67,662 SH   SOLE 0 67,662 0 0
* ISHARES MSCI TAIWAN ETF STOCK 464286731 5,314,381 383,433 SH   SOLE 0 383,433 0 0
* ISHARES MSCI THI CAP ETF STOCK 464286624 1,617 24 SH   SOLE 0 24 0 0
* ISHARES MSCI TURKEY ETF STOCK 464286715 88 2 SH   SOLE 0 2 0 0
* ISHARES SILVER TRUST ISHARES STOCK 46428Q109 1,513,904 103,127 SH   SOLE 0 103,127 0 0
* ISHARES TR 1-3 YR TR BD ETF STOCK 464287457 122,103 1,436 SH   SOLE 0 1,436 0 0
* ISHARES TR 20 YR TR BD ETF STOCK 464287432 28,464,229 217,933 SH   SOLE 0 217,933 0 0
* ISHARES TR 3-7 YR TR BD ETF STOCK 464288661 367,774 2,920 SH   SOLE 0 2,920 0 0
* ISHARES TR 7-10 Y TR BD ETF STOCK 464287440 7,590,619 68,793 SH   SOLE 0 68,793 0 0
* ISHARES TR CHINA ETF STOCK 46429B671 43 1 SH   SOLE 0 1 0 0
* ISHARES TR CHINA LG-CAP ETF STOCK 464287184 175,968,655 5,212,340 SH   SOLE 0 5,212,340 0 0
* ISHARES TR CORE SANDP500 ETF STOCK 464287200 113,455,603 549,023 SH   SOLE 0 549,023 0 0
* ISHARES TR CORE US AGGBD ET STOCK 464287226 6,719,682 60,636 SH   SOLE 0 60,636 0 0
* ISHARES TR EUROPE ETF STOCK 464287861 940,987 24,060 SH   SOLE 0 24,060 0 0
* ISHARES TR IBOXX HI YD ETF STOCK 464288513 12,121,898 148,389 SH   SOLE 0 148,389 0 0
* ISHARES TR IBOXX INV CP ETF STOCK 464287242 1,832,204 15,420 SH   SOLE 0 15,420 0 0
* ISHARES TR JP MOR EM MK ETF STOCK 464288281 14,999,103 135,923 SH   SOLE 0 135,923 0 0
* ISHARES TR LATN AMER 40 ETF STOCK 464287390 14,487,128 575,800 SH   SOLE 0 575,800 0 0
* ISHARES TR MSCI EAFE ETF STOCK 464287465 31,252,686 546,758 SH   SOLE 0 546,758 0 0
* ISHARES TR MSCI EMG MKT ETF STOCK 464287234 163,165,972 4,763,970 SH   SOLE 0 4,763,970 0 0
* ISHARES TR MSCI INDIA ETF STOCK 46429B598 823,933 30,381 SH   SOLE 0 30,381 0 0
* ISHARES TR MSCI UTD KNGDM STOCK 46434V548 8,613,275 549,316 SH   SOLE 0 549,316 0 0
* ISHARES TR NA NAT RES STOCK 464287374 1,949,991 65,590 SH   SOLE 0 65,590 0 0
* ISHARES TR NASDQ BIOTEC ETF STOCK 464287556 212,491,152 859,187 SH   SOLE 0 859,187 0 0
* ISHARES TR PHLX SEMICND ETF STOCK 464287523 55,338,480 604,000 SH   SOLE 0 604,000 0 0
* ISHARES TR RUS 1000 ETF STOCK 464287622 22,814,000 200,000 SH   SOLE 0 200,000 0 0
* ISHARES TR RUS 1000 GRW ETF STOCK 464287614 26,089,376 261,469 SH   SOLE 0 261,469 0 0
* ISHARES TR RUS 1000 VAL ETF STOCK 464287598 8,060,426 81,575 SH   SOLE 0 81,575 0 0
* ISHARES TR RUS 2000 GRW ETF STOCK 464287648 1,327,691 10,012 SH   SOLE 0 10,012 0 0
* ISHARES TR RUS MD CP GR ETF STOCK 464287481 35,152,131 381,425 SH   SOLE 0 381,425 0 0
* ISHARES TR RUS MDCP VAL ETF STOCK 464287473 3,660,130 51,602 SH   SOLE 0 51,602 0 0
* ISHARES TR RUS MID-CAP ETF STOCK 464287499 5,669,616 34,800 SH   SOLE 0 34,800 0 0
* ISHARES TR RUSSELL 2000 ETF STOCK 464287655 346,397,456 3,131,140 SH   SOLE 0 3,131,140 0 0
* ISHARES TR SANDP 100 ETF STOCK 464287101 2,309,925 25,281 SH   SOLE 0 25,281 0 0
* ISHARES TR SANDP 500 GRWT ETF STOCK 464287309 13,447,991 116,041 SH   SOLE 0 116,041 0 0
* ISHARES TR SANDP 500 VAL ETF STOCK 464287408 26,498,594 294,658 SH   SOLE 0 294,658 0 0
* ISHARES TR TIPS BD ETF STOCK 464287176 2,363,304 20,615 SH   SOLE 0 20,615 0 0
* ISHARES TR TRANS AVG ETF STOCK 464287192 142 1 SH   SOLE 0 1 0 0
* ISHARES TR U.S. FINLS ETF STOCK 464287788 8,460,000 100,000 SH   SOLE 0 100,000 0 0
* ISHARES TR U.S. REAL ES ETF STOCK 464287739 277,463,223 3,563,620 SH   SOLE 0 3,563,620 0 0
* ISHARES TR U.S. TECH ETF STOCK 464287721 5,425 50 SH   SOLE 0 50 0 0
* ISHARES TR U.S. TELECOM ETF STOCK 464287713 712,506 23,186 SH   SOLE 0 23,186 0 0
* ISHARES TR US HOME CONS ETF STOCK 464288752 13,540,000 500,000 SH   SOLE 0 500,000 0 0
* ISTAR INC COM STOCK 45031U101 417,196 43,188 SH   SOLE 0 43,188 0 0
* ITAU UNIBANCO HLDG SA SPON ADR REP PFD STOCK 465562106 95,945,299 11,169,400 SH   SOLE 0 11,169,400 0 0
* ITC HLDGS CORP COM STOCK 465685105 27,231 625 SH   SOLE 0 625 0 0
* ITRON INC COM STOCK 465741106 429,382 10,292 SH   SOLE 0 10,292 0 0
* ITT CORP NEW COM NEW STOCK 450911201 908,158 24,618 SH   SOLE 0 24,618 0 0
* ITT EDUCATIONAL SERVICES INC COM STOCK 45068B109 973 315 SH   SOLE 0 315 0 0
* IXIA COM STOCK 45071R109 117,298 9,414 SH   SOLE 0 9,414 0 0
* IXYS CORP COM STOCK 46600W106 17,963 1,601 SH   SOLE 0 1,601 0 0
* J ALEXANDERS HLDGS INC COM STOCK 46609J106 2,112 200 SH   SOLE 0 200 0 0
* J AND J SNACK FOODS CORP COM STOCK 466032109 299,502 2,766 SH   SOLE 0 2,766 0 0
* J2 GLOBAL INC COM STOCK 48123V102 2,217 36 SH   SOLE 0 36 0 0
* JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD STOCK 466090206 1,573,632 182,768 SH   SOLE 0 182,768 0 0
* JABIL CIRCUIT INC COM STOCK 466313103 5,912,788 306,839 SH   SOLE 0 306,839 0 0
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* JACOBS ENGR GROUP INC DEL COM STOCK 469814107 1,880,358 43,177 SH   SOLE 0 43,177 0 0
* JANUS CAP GROUP INC COM STOCK 47102X105 731,251 49,983 SH   SOLE 0 49,983 0 0
* JARDEN CORP COM STOCK 471109108 9,408,656 159,604 SH   SOLE 0 159,604 0 0
* JAZZ PHARMACEUTICALS PLC SHS USD STOCK G50871105 4,474,862 34,277 SH   SOLE 0 34,277 0 0
* JD COM INC SPON ADR CL A STOCK 47215P106 16,484,405 622,053 SH   SOLE 0 622,053 0 0
* JETBLUE AIRWAYS CORP COM STOCK 477143101 9,516,461 450,590 SH   SOLE 0 450,590 0 0
* JINKOSOLAR HLDG CO LTD SPONSORED ADR STOCK 47759T100 1,239,754 59,290 SH   SOLE 0 59,290 0 0
* JOHN BEAN TECHNOLOGIES CORP COM STOCK 477839104 260,558 4,619 SH   SOLE 0 4,619 0 0
* JOHNSON AND JOHNSON COM STOCK 478160104 157,352,986 1,454,280 SH   SOLE 0 1,454,280 0 0
* JOHNSON CTLS INC COM STOCK 478366107 4,537,043 116,424 SH   SOLE 0 116,424 0 0
* JOHNSON CTLS INC COM STOCK 478366107 43,140 1,107 SH   DFND 1 0 1,107 0
* JONES LANG LASALLE INC COM STOCK 48020Q107 2,492,463 21,245 SH   SOLE 0 21,245 0 0
* JOY GLOBAL INC COM STOCK 481165108 288,906 17,978 SH   SOLE 0 17,978 0 0
* JPMORGAN CHASE AND CO COM STOCK 46625H100 216,355,118 3,653,410 SH   SOLE 0 3,653,410 0 0
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* JUNIPER NETWORKS INC COM STOCK 48203R104 9,880,380 387,314 SH   SOLE 0 387,314 0 0
* JUNO THERAPEUTICS INC COM STOCK 48205A109 2,109,234 55,375 SH   SOLE 0 55,375 0 0
* K2M GROUP HLDGS INC COM STOCK 48273J107 7,415 500 SH   SOLE 0 500 0 0
* KAISER ALUMINUM CORP COM PAR $0.01 STOCK 483007704 262,581 3,106 SH   SOLE 0 3,106 0 0
* KAMAN CORP COM STOCK 483548103 15,118,493 354,146 SH   SOLE 0 354,146 0 0
* KANSAS CITY SOUTHERN COM NEW STOCK 485170302 1,390,955 16,278 SH   SOLE 0 16,278 0 0
* KAPSTONE PAPER AND PACKAGING C COM STOCK 48562P103 180,646 13,043 SH   SOLE 0 13,043 0 0
* KATE SPADE AND CO COM STOCK 485865109 1,225,394 48,017 SH   SOLE 0 48,017 0 0
* KB HOME COM STOCK 48666K109 25,890 1,813 SH   SOLE 0 1,813 0 0
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* KCG HLDGS INC CL A STOCK 48244B100 9,799 820 SH   SOLE 0 820 0 0
* KELLOGG CO COM STOCK 487836108 30,042,278 392,453 SH   SOLE 0 392,453 0 0
* KELLY SVCS INC CL A STOCK 488152208 84,702 4,430 SH   SOLE 0 4,430 0 0
* KENNAMETAL INC COM STOCK 489170100 19,319 859 SH   SOLE 0 859 0 0
* KENNEDY-WILSON HLDGS INC COM STOCK 489398107 1,511 69 SH   SOLE 0 69 0 0
* KEYCORP NEW COM STOCK 493267108 3,595,805 325,707 SH   SOLE 0 325,707 0 0
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* KLA-TENCOR CORP COM STOCK 482480100 6,829,359 93,797 SH   SOLE 0 93,797 0 0
* KLX INC COM STOCK 482539103 99,698 3,102 SH   SOLE 0 3,102 0 0
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* KOHLS CORP COM STOCK 500255104 15,102 324 SH   DFND 1 0 324 0
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* KRAFT HEINZ CO COM STOCK 500754106 45,485,296 578,988 SH   SOLE 0 578,988 0 0
* KRATON PERFORMANCE POLYMERS COM STOCK 50077C106 84,874 4,906 SH   SOLE 0 4,906 0 0
* KROGER CO COM STOCK 501044101 16,535,858 432,310 SH   SOLE 0 432,310 0 0
* KRONOS WORLDWIDE INC COM STOCK 50105F105 4,158 727 SH   SOLE 0 727 0 0
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* L BRANDS INC COM STOCK 501797104 7,213,416 82,148 SH   SOLE 0 82,148 0 0
* L BRANDS INC COM STOCK 501797104 38,197 435 SH   DFND 1 0 435 0
* L-3 COMMUNICATIONS HLDGS INC COM STOCK 502424104 4,587,372 38,712 SH   SOLE 0 38,712 0 0
* LA Z BOY INC COM STOCK 505336107 225,365 8,428 SH   SOLE 0 8,428 0 0
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* LAM RESEARCH CORP COM STOCK 512807108 66,147,154 800,813 SH   SOLE 0 800,813 0 0
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* LEGACY TEX FINL GROUP INC COM STOCK 52471Y106 130,319 6,632 SH   SOLE 0 6,632 0 0
* LEGG MASON INC COM STOCK 524901105 1,000,726 28,856 SH   SOLE 0 28,856 0 0
* LEGGETT AND PLATT INC COM STOCK 524660107 4,176,388 86,289 SH   SOLE 0 86,289 0 0
* LEGGETT AND PLATT INC COM STOCK 524660107 11,229 232 SH   DFND 1 0 232 0
* LEIDOS HLDGS INC COM STOCK 525327102 242,090 4,811 SH   SOLE 0 4,811 0 0
* LENDINGCLUB CORP COM STOCK 52603A109 74,194 8,939 SH   SOLE 0 8,939 0 0
* LENDINGCLUB CORP COM STOCK 52603A109 6,632 799 SH   DFND 1 0 799 0
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* LENNOX INTL INC COM STOCK 526107107 25,065,579 185,410 SH   SOLE 0 185,410 0 0
* LEUCADIA NATL CORP COM STOCK 527288104 1,253,466 77,518 SH   SOLE 0 77,518 0 0
* LEVEL 3 COMMUNICATIONS INC COM NEW STOCK 52729N308 2,754,225 52,114 SH   SOLE 0 52,114 0 0
* LEXINGTON REALTY TRUST COM STOCK 529043101 265,095 30,825 SH   SOLE 0 30,825 0 0
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* LHC GROUP INC COM STOCK 50187A107 73,182 2,058 SH   SOLE 0 2,058 0 0
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* PIEDMONT OFFICE REALTY TR IN COM CL A STOCK 720190206 1,015,500 50,000 SH   SOLE 0 50,000 0 0
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* PIPER JAFFRAY COS COM STOCK 724078100 110,667 2,233 SH   SOLE 0 2,233 0 0
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* PJT PARTNERS INC COM CL A STOCK 69343T107 6,469 269 SH   SOLE 0 269 0 0
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* PORTLAND GEN ELEC CO COM NEW STOCK 736508847 136,951 3,468 SH   SOLE 0 3,468 0 0
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* QIAGEN NV REG SHS STOCK N72482107 603,627 27,020 SH   SOLE 0 27,020 0 0
* QIHOO 360 TECHNOLOGY CO LTD ADS STOCK 74734M109 25,136,997 332,720 SH   SOLE 0 332,720 0 0
* QLIK TECHNOLOGIES INC COM STOCK 74733T105 1,967 68 SH   SOLE 0 68 0 0
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* QUESTAR CORP COM STOCK 748356102 5,057,662 203,938 SH   SOLE 0 203,938 0 0
* QUINSTREET INC COM STOCK 74874Q100 17,268 5,049 SH   SOLE 0 5,049 0 0
* QUINTILES TRANSNATIO HLDGS I COM STOCK 74876Y101 2,749,108 42,229 SH   SOLE 0 42,229 0 0
* QUNAR CAYMAN IS LTD SPNS ADR CL B STOCK 74906P104 4,003,825 100,852 SH   SOLE 0 100,852 0 0
* RACKSPACE HOSTING INC COM STOCK 750086100 144,416 6,689 SH   SOLE 0 6,689 0 0
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* RALPH LAUREN CORP CL A STOCK 751212101 8,224,743 85,443 SH   SOLE 0 85,443 0 0
* RALPH LAUREN CORP CL A STOCK 751212101 9,530 99 SH   DFND 1 0 99 0
* RAMBUS INC DEL COM STOCK 750917106 257,703 18,742 SH   SOLE 0 18,742 0 0
* RANDGOLD RES LTD ADR STOCK 752344309 316,836 3,489 SH   SOLE 0 3,489 0 0
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* RESOURCES CONNECTION INC COM STOCK 76122Q105 83,153 5,344 SH   SOLE 0 5,344 0 0
* RESTORATION HARDWARE HLDGS I COM STOCK 761283100 879,900 21,000 SH   SOLE 0 21,000 0 0
* RETAIL OPPORTUNITY INVTS COR COM STOCK 76131N101 286,690 14,249 SH   SOLE 0 14,249 0 0
* RETAIL PPTYS AMER INC CL A STOCK 76131V202 566,273 35,727 SH   SOLE 0 35,727 0 0
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* RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN STOCK 762819100 163,552 10,984 SH   SOLE 0 10,984 0 0
* RIGNET INC COM STOCK 766582100 6,690 489 SH   SOLE 0 489 0 0
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* RIO TINTO PLC SPONSORED ADR STOCK 767204100 6,676,045 236,153 SH   SOLE 0 236,153 0 0
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* ROBERT HALF INTL INC COM STOCK 770323103 2,512,805 53,946 SH   SOLE 0 53,946 0 0
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* ROCKWELL AUTOMATION INC COM STOCK 773903109 2,955,566 25,983 SH   SOLE 0 25,983 0 0
* ROCKWELL COLLINS INC COM STOCK 774341101 5,700,607 61,822 SH   SOLE 0 61,822 0 0
* ROFIN SINAR TECHNOLOGIES INC COM STOCK 775043102 136,387 4,233 SH   SOLE 0 4,233 0 0
* ROGERS CORP COM STOCK 775133101 184,699 3,085 SH   SOLE 0 3,085 0 0
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* ROPER TECHNOLOGIES INC COM STOCK 776696106 6,227,705 34,074 SH   SOLE 0 34,074 0 0
* ROSE ROCK MIDSTREAM L P COM U REP LTD STOCK 777149105 222,978 18,785 SH   SOLE 0 18,785 0 0
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* ROSS STORES INC COM STOCK 778296103 40,009 691 SH   DFND 1 0 691 0
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* ROWAN COMPANIES PLC SHS CL A STOCK G7665A101 101,720 6,318 SH   SOLE 0 6,318 0 0
* ROYAL BK CDA MONTREAL QUE COM STOCK 780087102 487,303 8,466 SH   SOLE 0 8,466 0 0
* ROYAL CARIBBEAN CRUISES LTD COM STOCK V7780T103 11,942,885 145,379 SH   SOLE 0 145,379 0 0
* ROYAL CARIBBEAN CRUISES LTD COM STOCK V7780T103 23,824 290 SH   DFND 1 0 290 0
* ROYAL DUTCH SHELL PLC SPONS ADR A STOCK 780259206 606,642 12,521 SH   SOLE 0 12,521 0 0
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* RPM INTL INC COM STOCK 749685103 2,921,823 61,733 SH   SOLE 0 61,733 0 0
* RPX CORP COM STOCK 74972G103 1,261 112 SH   SOLE 0 112 0 0
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* RUDOLPH TECHNOLOGIES INC COM STOCK 781270103 61,333 4,490 SH   SOLE 0 4,490 0 0
* RUSH ENTERPRISES INC CL A STOCK 781846209 73 4 SH   SOLE 0 4 0 0
* RUTHS HOSPITALITY GROUP INC COM STOCK 783332109 90,982 4,942 SH   SOLE 0 4,942 0 0
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* RYERSON HLDG CORP COM STOCK 783754104 817 147 SH   SOLE 0 147 0 0
* RYMAN HOSPITALITY PPTYS INC COM STOCK 78377T107 1,699 33 SH   SOLE 0 33 0 0
* S AND T BANCORP INC COM STOCK 783859101 132,741 5,153 SH   SOLE 0 5,153 0 0
* SABRA HEALTH CARE REIT INC COM STOCK 78573L106 194,652 9,689 SH   SOLE 0 9,689 0 0
* SABRE CORP COM STOCK 78573M104 14,935,879 516,455 SH   SOLE 0 516,455 0 0
* SAFETY INS GROUP INC COM STOCK 78648T100 124,505 2,182 SH   SOLE 0 2,182 0 0
* SAGENT PHARMACEUTICALS INC COM STOCK 786692103 43,240 3,553 SH   SOLE 0 3,553 0 0
* SAIA INC COM STOCK 78709Y105 117,949 4,190 SH   SOLE 0 4,190 0 0
* SALESFORCE COM INC COM STOCK 79466L302 235,601,803 3,191,140 SH   SOLE 0 3,191,140 0 0
* SALLY BEAUTY HLDGS INC COM STOCK 79546E104 219,795 6,788 SH   SOLE 0 6,788 0 0
* SAN JUAN BASIN RTY TR UNIT BEN INT STOCK 798241105 98 19 SH   SOLE 0 19 0 0
* SANDERSON FARMS INC COM STOCK 800013104 1,209,043 13,407 SH   SOLE 0 13,407 0 0
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* SANMINA CORPORATION COM STOCK 801056102 326,782 13,977 SH   SOLE 0 13,977 0 0
* SANOFI RIGHT 12/31/2020 STOCK 80105N113 600 5,455 SH   SOLE 0 5,455 0 0
* SANOFI SPONSORED ADR STOCK 80105N105 703,643 17,521 SH   SOLE 0 17,521 0 0
* SANTANDER CONSUMER USA HDG I COM STOCK 80283M101 2,041,469 194,611 SH   SOLE 0 194,611 0 0
* SAP SE SPON ADR STOCK 803054204 19,140 238 SH   SOLE 0 238 0 0
* SBA COMMUNICATIONS CORP COM STOCK 78388J106 2,525,987 25,217 SH   SOLE 0 25,217 0 0
* SCANA CORP NEW COM STOCK 80589M102 2,699,583 38,483 SH   SOLE 0 38,483 0 0
* SCANSOURCE INC COM STOCK 806037107 175,855 4,355 SH   SOLE 0 4,355 0 0
* SCHEIN HENRY INC COM STOCK 806407102 6,299,269 36,490 SH   SOLE 0 36,490 0 0
* SCHLUMBERGER LTD COM STOCK 806857108 73,994,922 1,003,320 SH   SOLE 0 1,003,320 0 0
* SCHNITZER STL INDS CL A STOCK 806882106 16,430 891 SH   SOLE 0 891 0 0
* SCHOLASTIC CORP COM STOCK 807066105 215,363 5,763 SH   SOLE 0 5,763 0 0
* SCHULMAN A INC COM STOCK 808194104 131,527 4,832 SH   SOLE 0 4,832 0 0
* SCHWAB CHARLES CORP NEW COM STOCK 808513105 13,536,686 483,108 SH   SOLE 0 483,108 0 0
* SCHWEITZER-MAUDUIT INTL INC COM STOCK 808541106 173,171 5,501 SH   SOLE 0 5,501 0 0
* SCIENCE APPLICATNS INTL CP N COM STOCK 808625107 86,464 1,621 SH   SOLE 0 1,621 0 0
* SCIENTIFIC GAMES CORP CL A STOCK 80874P109 66,453 7,047 SH   SOLE 0 7,047 0 0
* SCORPIO BULKERS INC COM STOCK Y7546A122 1,004 306 SH   SOLE 0 306 0 0
* SCOTTS MIRACLE GRO CO CL A STOCK 810186106 35,730 491 SH   SOLE 0 491 0 0
* SCRIPPS E W CO OHIO CL A NEW STOCK 811054402 118,578 7,606 SH   SOLE 0 7,606 0 0
* SCRIPPS NETWORKS INTERACT IN CL A COM STOCK 811065101 9,191,222 140,324 SH   SOLE 0 140,324 0 0
* SCRIPPS NETWORKS INTERACT IN CL A COM STOCK 811065101 10,611 162 SH   DFND 1 0 162 0
* SEACOR HOLDINGS INC COM STOCK 811904101 304,974 5,601 SH   SOLE 0 5,601 0 0
* SEADRILL LIMITED SHS STOCK G7945E105 89,499 27,121 SH   SOLE 0 27,121 0 0
* SEAGATE TECHNOLOGY PLC SHS STOCK G7945M107 11,674,761 338,890 SH   SOLE 0 338,890 0 0
* SEALED AIR CORP NEW COM STOCK 81211K100 17,665,615 367,957 SH   SOLE 0 367,957 0 0
* SEARS HLDGS CORP COM STOCK 812350106 211,186 13,794 SH   SOLE 0 13,794 0 0
* SEASPAN CORP SHS STOCK Y75638109 10,435 569 SH   SOLE 0 569 0 0
* SEATTLE GENETICS INC COM STOCK 812578102 592,249 16,878 SH   SOLE 0 16,878 0 0
* SEAWORLD ENTMT INC COM STOCK 81282V100 935,190 44,406 SH   SOLE 0 44,406 0 0
* SECOND SIGHT MED PRODS INC COM STOCK 81362J100 739 153 SH   SOLE 0 153 0 0
* SEI INVESTMENTS CO COM STOCK 784117103 3,155,608 73,301 SH   SOLE 0 73,301 0 0
* SELECT COMFORT CORP COM STOCK 81616X103 1,654,529 85,329 SH   SOLE 0 85,329 0 0
* SELECT MED HLDGS CORP COM STOCK 81619Q105 205,600 17,409 SH   SOLE 0 17,409 0 0
* SELECT SECTOR SPDR TR SBI CONS DISCR STOCK 81369Y407 344,098,534 4,350,170 SH   SOLE 0 4,350,170 0 0
* SELECT SECTOR SPDR TR SBI CONS STPLS STOCK 81369Y308 69,971,708 1,318,730 SH   SOLE 0 1,318,730 0 0
* SELECT SECTOR SPDR TR SBI HEALTHCARE STOCK 81369Y209 90,413,435 1,333,930 SH   SOLE 0 1,333,930 0 0
* SELECT SECTOR SPDR TR SBI INT-ENERGY STOCK 81369Y506 171,514,275 2,771,280 SH   SOLE 0 2,771,280 0 0
* SELECT SECTOR SPDR TR SBI INT-ENERGY STOCK 81369Y506 3,094,500 50,000 SH   DFND 1 0 50,000 0
* SELECT SECTOR SPDR TR SBI INT-FINL STOCK 81369Y605 168,374,881 7,483,330 SH   SOLE 0 7,483,330 0 0
* SELECT SECTOR SPDR TR SBI INT-INDS STOCK 81369Y704 61,477,456 1,108,300 SH   SOLE 0 1,108,300 0 0
* SELECT SECTOR SPDR TR SBI INT-UTILS STOCK 81369Y886 226,955,272 4,573,870 SH   SOLE 0 4,573,870 0 0
* SELECT SECTOR SPDR TR SBI MATERIALS STOCK 81369Y100 47,284,050 1,055,210 SH   SOLE 0 1,055,210 0 0
* SELECT SECTOR SPDR TR TECHNOLOGY STOCK 81369Y803 39,820,864 897,675 SH   SOLE 0 897,675 0 0
* SELECTIVE INS GROUP INC COM STOCK 816300107 234,084 6,394 SH   SOLE 0 6,394 0 0
* SEMGROUP CORP CL A STOCK 81663A105 251,328 11,220 SH   SOLE 0 11,220 0 0
* SEMPRA ENERGY COM STOCK 816851109 5,057,559 48,607 SH   SOLE 0 48,607 0 0
* SEMTECH CORP COM STOCK 816850101 203,122 9,237 SH   SOLE 0 9,237 0 0
* SENIOR HSG PPTYS TR SH BEN INT STOCK 81721M109 1,471,274 82,240 SH   SOLE 0 82,240 0 0
* SENSATA TECHNOLOGIES HLDG NV SHS STOCK N7902X106 947,968 24,407 SH   SOLE 0 24,407 0 0
* SENSIENT TECHNOLOGIES CORP COM STOCK 81725T100 2,221 35 SH   SOLE 0 35 0 0
* SEQUENOM INC COM NEW STOCK 817337405 3,659 2,595 SH   SOLE 0 2,595 0 0
* SERES THERAPEUTICS INC COM STOCK 81750R102 5,418 204 SH   SOLE 0 204 0 0
* SERITAGE GROWTH PPTYS CL A STOCK 81752R100 42,774 856 SH   SOLE 0 856 0 0
* SERVICE CORP INTL COM STOCK 817565104 1,680,066 68,074 SH   SOLE 0 68,074 0 0
* SERVICEMASTER GLOBAL HLDGS I COM STOCK 81761R109 2,668,799 70,828 SH   SOLE 0 70,828 0 0
* SERVICENOW INC COM STOCK 81762P102 7,960,252 130,112 SH   SOLE 0 130,112 0 0
* SERVICESOURCE INTL INC COM STOCK 81763U100 1,304 306 SH   SOLE 0 306 0 0
* SEVENTY SEVEN ENERGY INC COM STOCK 818097107 4,354 7,507 SH   SOLE 0 7,507 0 0
* SHAKE SHACK INC CL A STOCK 819047101 3,545 95 SH   SOLE 0 95 0 0
* SHELL MIDSTREAM PARTNERS L P UNIT LTD INT STOCK 822634101 257,295 7,028 SH   SOLE 0 7,028 0 0
* SHENANDOAH TELECOMMUNICATION COM STOCK 82312B106 1,792 67 SH   SOLE 0 67 0 0
* SHERWIN WILLIAMS CO COM STOCK 824348106 14,022,275 49,258 SH   SOLE 0 49,258 0 0
* SHIP FINANCE INTERNATIONAL L SHS STOCK G81075106 46,295 3,333 SH   SOLE 0 3,333 0 0
* SHIRE PLC SPONSORED ADR STOCK 82481R106 15,987 93 SH   SOLE 0 93 0 0
* SIBANYE GOLD LTD SPONSORED ADR STOCK 825724206 313,063 20,637 SH   SOLE 0 20,637 0 0
* SIENTRA INC COM STOCK 82621J105 3,146 460 SH   SOLE 0 460 0 0
* SIGNATURE BK NEW YORK N Y COM STOCK 82669G104 4,732,892 34,770 SH   SOLE 0 34,770 0 0
* SIGNET JEWELERS LIMITED SHS STOCK G81276100 3,774,357 30,431 SH   SOLE 0 30,431 0 0
* SIGNET JEWELERS LIMITED SHS STOCK G81276100 16,868 136 SH   DFND 1 0 136 0
* SILGAN HOLDINGS INC COM STOCK 827048109 149,833 2,818 SH   SOLE 0 2,818 0 0
* SILICON LABORATORIES INC COM STOCK 826919102 38,531 857 SH   SOLE 0 857 0 0
* SILICON MOTION TECHNOLOGY CO SPONSORED ADR STOCK 82706C108 1,762,168 45,405 SH   SOLE 0 45,405 0 0
* SILVER STD RES INC COM STOCK 82823L106 63,137 11,376 SH   SOLE 0 11,376 0 0
* SILVER WHEATON CORP COM STOCK 828336107 904,655 54,563 SH   SOLE 0 54,563 0 0
* SIMMONS 1ST NATL CORP CL A $1 PAR STOCK 828730200 184,381 4,091 SH   SOLE 0 4,091 0 0
* SIMON PPTY GROUP INC NEW COM STOCK 828806109 24,284,153 116,925 SH   SOLE 0 116,925 0 0
* SIMPSON MANUFACTURING CO INC COM STOCK 829073105 267,839 7,017 SH   SOLE 0 7,017 0 0
* SINA CORP ORD STOCK G81477104 1,391,115 29,367 SH   SOLE 0 29,367 0 0
* SINCLAIR BROADCAST GROUP INC CL A STOCK 829226109 5,333,065 173,433 SH   SOLE 0 173,433 0 0
* SIRIUS XM HLDGS INC COM STOCK 82968B103 4,789,786 1,212,600 SH   SOLE 0 1,212,600 0 0
* SIX FLAGS ENTMT CORP NEW COM STOCK 83001A102 1,541,124 27,773 SH   SOLE 0 27,773 0 0
* SIZMEK INC COM STOCK 83013P105 7,389 2,548 SH   SOLE 0 2,548 0 0
* SK TELECOM LTD SPONSORED ADR STOCK 78440P108 2,092,859 103,761 SH   SOLE 0 103,761 0 0
* SKECHERS U S A INC CL A STOCK 830566105 3,352,301 110,092 SH   SOLE 0 110,092 0 0
* SKULLCANDY INC COM STOCK 83083J104 837 235 SH   SOLE 0 235 0 0
* SKYWEST INC COM STOCK 830879102 346,267 17,322 SH   SOLE 0 17,322 0 0
* SKYWORKS SOLUTIONS INC COM STOCK 83088M102 6,390,449 82,034 SH   SOLE 0 82,034 0 0
* SL GREEN RLTY CORP COM STOCK 78440X101 2,690,745 27,774 SH   SOLE 0 27,774 0 0
* SLM CORP COM STOCK 78442P106 1,024,564 161,095 SH   SOLE 0 161,095 0 0
* SMART AND FINAL STORES INC COM STOCK 83190B101 7,047 435 SH   SOLE 0 435 0 0
* SMITH A O COM STOCK 831865209 4,484,586 58,768 SH   SOLE 0 58,768 0 0
* SMITH AND WESSON HLDG CORP COM STOCK 831756101 220,467 8,282 SH   SOLE 0 8,282 0 0
* SMUCKER J M CO COM NEW STOCK 832696405 7,493,066 57,710 SH   SOLE 0 57,710 0 0
* SNAP ON INC COM STOCK 833034101 3,873,571 24,674 SH   SOLE 0 24,674 0 0
* SNYDERS-LANCE INC COM STOCK 833551104 94 3 SH   SOLE 0 3 0 0
* SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B STOCK 833635105 18,063 879 SH   SOLE 0 879 0 0
* SODASTREAM INTERNATIONAL LTD USD SHS STOCK M9068E105 3,985 283 SH   SOLE 0 283 0 0
* SOHU COM INC COM STOCK 83408W103 1,326,087 26,768 SH   SOLE 0 26,768 0 0
* SOLAR CAP LTD COM STOCK 83413U100 1,279 74 SH   SOLE 0 74 0 0
* SOLARCITY CORP COM STOCK 83416T100 4,231,570 172,155 SH   SOLE 0 172,155 0 0
* SOLAREDGE TECHNOLOGIES INC COM STOCK 83417M104 427,204 16,993 SH   SOLE 0 16,993 0 0
* SONIC AUTOMOTIVE INC CL A STOCK 83545G102 105,669 5,718 SH   SOLE 0 5,718 0 0
* SONIC CORP COM STOCK 835451105 394,566 11,222 SH   SOLE 0 11,222 0 0
* SONOCO PRODS CO COM STOCK 835495102 2,240,000 46,119 SH   SOLE 0 46,119 0 0
* SONY CORP ADR NEW STOCK 835699307 395,625 15,382 SH   SOLE 0 15,382 0 0
* SOTHEBYS COM STOCK 835898107 2,525,878 94,496 SH   SOLE 0 94,496 0 0
* SOUFUN HLDGS LTD ADR STOCK 836034108 2,742,851 457,905 SH   SOLE 0 457,905 0 0
* SOUTH JERSEY INDS INC COM STOCK 838518108 295,880 10,400 SH   SOLE 0 10,400 0 0
* SOUTH ST CORP COM STOCK 840441109 22,031 343 SH   SOLE 0 343 0 0
* SOUTHERN CO COM STOCK 842587107 22,965,120 443,942 SH   SOLE 0 443,942 0 0
* SOUTHERN COPPER CORP COM STOCK 84265V105 6,703,742 241,925 SH   SOLE 0 241,925 0 0
* SOUTHSIDE BANCSHARES INC COM STOCK 84470P109 90,541 3,473 SH   SOLE 0 3,473 0 0
* SOUTHWEST AIRLS CO COM STOCK 844741108 43,431,002 969,442 SH   SOLE 0 969,442 0 0
* SOUTHWEST GAS CORP COM STOCK 844895102 708,612 10,761 SH   SOLE 0 10,761 0 0
* SOUTHWESTERN ENERGY CO COM STOCK 845467109 513,994 63,692 SH   SOLE 0 63,692 0 0
* SOVRAN SELF STORAGE INC COM STOCK 84610H108 3,421 29 SH   SOLE 0 29 0 0
* SPARTANNASH CO COM STOCK 847215100 196,409 6,480 SH   SOLE 0 6,480 0 0
* SPARTON CORP COM STOCK 847235108 5,667 315 SH   SOLE 0 315 0 0
* SPDR DOW JONES INDL AVRG ETF UT SER 1 STOCK 78467X109 97,157,121 550,029 SH   SOLE 0 550,029 0 0
* SPDR GOLD TRUST GOLD SHS STOCK 78463V107 210,341,143 1,788,010 SH   SOLE 0 1,788,010 0 0
* SPDR INDEX SHS FDS DJ GLB RL ES ETF STOCK 78463X749 11,228,381 229,291 SH   SOLE 0 229,291 0 0
* SPDR INDEX SHS FDS EURO STOXX 50 STOCK 78463X202 400,255 12,045 SH   SOLE 0 12,045 0 0
* SPDR SANDP 500 ETF TR TR UNIT STOCK 78462F103 3,517,576,640 17,115,500 SH   SOLE 0 17,115,500 0 0
* SPDR SANDP 500 ETF TR TR UNIT STOCK 78462F103 23,634,800 115,000 SH   DFND 1 0 115,000 0
* SPDR SANDP MIDCAP 400 ETF TR UTSER1 SANDPDCRP STOCK 78467Y107 254,703,362 969,486 SH   SOLE 0 969,486 0 0
* SPDR SERIES TRUST BRC CNV SECS ETF STOCK 78464A359 1,191,542 27,582 SH   SOLE 0 27,582 0 0
* SPDR SERIES TRUST BRC HGH YLD BD STOCK 78464A417 5,575,146 162,778 SH   SOLE 0 162,778 0 0
* SPDR SERIES TRUST BRCLYS 1-3MT ETF STOCK 78464A680 374,704 8,201 SH   SOLE 0 8,201 0 0
* SPDR SERIES TRUST BRCLYS INTL ETF STOCK 78464A516 209,136 3,752 SH   SOLE 0 3,752 0 0
* SPDR SERIES TRUST OILGAS EQUIP STOCK 78464A748 5,190,000 300,000 SH   SOLE 0 300,000 0 0
* SPDR SERIES TRUST SANDP BIOTECH STOCK 78464A870 120,553,100 2,333,590 SH   SOLE 0 2,333,590 0 0
* SPDR SERIES TRUST SANDP BK ETF STOCK 78464A797 19,364,277 637,612 SH   SOLE 0 637,612 0 0
* SPDR SERIES TRUST SANDP HOMEBUILD STOCK 78464A888 20,667,543 610,743 SH   SOLE 0 610,743 0 0
* SPDR SERIES TRUST SANDP METALS MNG STOCK 78464A755 12,873,882 629,222 SH   SOLE 0 629,222 0 0
* SPDR SERIES TRUST SANDP OILGAS EXP STOCK 78464A730 96,793,313 3,189,240 SH   SOLE 0 3,189,240 0 0
* SPDR SERIES TRUST SANDP REGL BKG STOCK 78464A698 41,487,787 1,102,230 SH   SOLE 0 1,102,230 0 0
* SPDR SERIES TRUST SANDP RETAIL ETF STOCK 78464A714 147,917,357 3,203,060 SH   SOLE 0 3,203,060 0 0
* SPECTRA ENERGY CORP COM STOCK 847560109 4,142,567 135,378 SH   SOLE 0 135,378 0 0
* SPECTRA ENERGY PARTNERS LP COM STOCK 84756N109 441,838 9,182 SH   SOLE 0 9,182 0 0
* SPECTRANETICS CORP COM STOCK 84760C107 69,435 4,782 SH   SOLE 0 4,782 0 0
* SPECTRUM BRANDS HLDGS INC COM STOCK 84763R101 789,329 7,223 SH   SOLE 0 7,223 0 0
* SPECTRUM PHARMACEUTICALS INC COM STOCK 84763A108 54,639 8,591 SH   SOLE 0 8,591 0 0
* SPEEDWAY MOTORSPORTS INC COM STOCK 847788106 575 29 SH   SOLE 0 29 0 0
* SPIRIT AEROSYSTEMS HLDGS INC COM CL A STOCK 848574109 267,443 5,896 SH   SOLE 0 5,896 0 0
* SPIRIT AIRLS INC COM STOCK 848577102 123,069 2,565 SH   SOLE 0 2,565 0 0
* SPIRIT RLTY CAP INC NEW COM STOCK 84860W102 2,899,114 257,699 SH   SOLE 0 257,699 0 0
* SPLUNK INC COM STOCK 848637104 622,096 12,714 SH   SOLE 0 12,714 0 0
* SPOK HLDGS INC COM STOCK 84863T106 55,384 3,163 SH   SOLE 0 3,163 0 0
* SPRINT CORP COM SER 1 STOCK 85207U105 4,334,013 1,245,410 SH   SOLE 0 1,245,410 0 0
* SPROUTS FMRS MKT INC COM STOCK 85208M102 45,215 1,557 SH   SOLE 0 1,557 0 0
* SPX CORP COM STOCK 784635104 112,890 7,516 SH   SOLE 0 7,516 0 0
* SPX FLOW INC COM STOCK 78469X107 172,425 6,875 SH   SOLE 0 6,875 0 0
* SQUARE INC CL A STOCK 852234103 63,534 4,158 SH   SOLE 0 4,158 0 0
* ST JOE CO COM STOCK 790148100 17 1 SH   SOLE 0 1 0 0
* ST JUDE MED INC COM STOCK 790849103 4,982,835 90,597 SH   SOLE 0 90,597 0 0
* STAG INDL INC COM STOCK 85254J102 163 8 SH   SOLE 0 8 0 0
* STAGE STORES INC COM NEW STOCK 85254C305 43,218 5,362 SH   SOLE 0 5,362 0 0
* STAMPS COM INC COM NEW STOCK 852857200 223,932 2,107 SH   SOLE 0 2,107 0 0
* STANDARD MTR PRODS INC COM STOCK 853666105 115,003 3,319 SH   SOLE 0 3,319 0 0
* STANDEX INTL CORP COM STOCK 854231107 150,329 1,932 SH   SOLE 0 1,932 0 0
* STANLEY BLACK AND DECKER INC COM STOCK 854502101 130,663,979 1,241,940 SH   SOLE 0 1,241,940 0 0
* STAPLES INC COM STOCK 855030102 9,707,624 880,111 SH   SOLE 0 880,111 0 0
* STAPLES INC COM STOCK 855030102 12,166 1,103 SH   DFND 1 0 1,103 0
* STARBUCKS CORP COM STOCK 855244109 56,353,458 943,944 SH   SOLE 0 943,944 0 0
* STARBUCKS CORP COM STOCK 855244109 150,683 2,524 SH   DFND 1 0 2,524 0
* STARWOOD HOTELSANDRESORTS WRLD COM STOCK 85590A401 38,887,391 466,108 SH   SOLE 0 466,108 0 0
* STARWOOD HOTELSANDRESORTS WRLD COM STOCK 85590A401 24,028 288 SH   DFND 1 0 288 0
* STARWOOD PPTY TR INC COM STOCK 85571B105 604,832 31,951 SH   SOLE 0 31,951 0 0
* STARZ COM SER A STOCK 85571Q102 317,119 12,044 SH   SOLE 0 12,044 0 0
* STATE STR CORP COM STOCK 857477103 7,410,680 126,635 SH   SOLE 0 126,635 0 0
* STATOIL ASA SPONSORED ADR STOCK 85771P102 4,539,801 291,761 SH   SOLE 0 291,761 0 0
* STEEL DYNAMICS INC COM STOCK 858119100 6,808,194 302,452 SH   SOLE 0 302,452 0 0
* STEELCASE INC CL A STOCK 858155203 31,034 2,080 SH   SOLE 0 2,080 0 0
* STEIN MART INC COM STOCK 858375108 33,007 4,503 SH   SOLE 0 4,503 0 0
* STEPAN CO COM STOCK 858586100 155,199 2,807 SH   SOLE 0 2,807 0 0
* STERICYCLE INC COM STOCK 858912108 4,089,692 32,409 SH   SOLE 0 32,409 0 0
* STERIS PLC SHS USD STOCK G84720104 49,025 690 SH   SOLE 0 690 0 0
* STERLING BANCORP DEL COM STOCK 85917A100 273,614 17,176 SH   SOLE 0 17,176 0 0
* STEWART INFORMATION SVCS COR COM STOCK 860372101 118,744 3,273 SH   SOLE 0 3,273 0 0
* STIFEL FINL CORP COM STOCK 860630102 1,510 51 SH   SOLE 0 51 0 0
* STILLWATER MNG CO COM STOCK 86074Q102 287,230 26,970 SH   SOLE 0 26,970 0 0
* STONE ENERGY CORP COM STOCK 861642106 42,372 53,635 SH   SOLE 0 53,635 0 0
* STORE CAP CORP COM STOCK 862121100 227,201 8,779 SH   SOLE 0 8,779 0 0
* STRATASYS LTD SHS STOCK M85548101 1,787,806 68,974 SH   SOLE 0 68,974 0 0
* STRATASYS LTD SHS STOCK M85548101 12,364 477 SH   DFND 1 0 477 0
* STRAYER ED INC COM STOCK 863236105 84,484 1,733 SH   SOLE 0 1,733 0 0
* STRYKER CORP COM STOCK 863667101 7,333,486 68,352 SH   SOLE 0 68,352 0 0
* STURM RUGER AND CO INC COM STOCK 864159108 267,639 3,914 SH   SOLE 0 3,914 0 0
* SUCAMPO PHARMACEUTICALS INC CL A STOCK 864909106 197 18 SH   SOLE 0 18 0 0
* SUMMIT HOTEL PPTYS COM STOCK 866082100 146,692 12,255 SH   SOLE 0 12,255 0 0
* SUN BANCORP INC COM NEW STOCK 86663B201 393 19 SH   SOLE 0 19 0 0
* SUN CMNTYS INC COM STOCK 866674104 2,721 38 SH   SOLE 0 38 0 0
* SUNCOKE ENERGY INC COM STOCK 86722A103 60,996 9,384 SH   SOLE 0 9,384 0 0
* SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT STOCK 86722Y101 466 63 SH   SOLE 0 63 0 0
* SUNCOR ENERGY INC NEW COM STOCK 867224107 702,344 25,016 SH   SOLE 0 25,016 0 0
* SUNEDISON INC COM STOCK 86732Y109 63,526 117,640 SH   SOLE 0 117,640 0 0
* SUNOCO LOGISTICS PRTNRS L P COM UNITS STOCK 86764L108 770,351 30,728 SH   SOLE 0 30,728 0 0
* SUNOCO LP COM U REP LP STOCK 86765K109 1,569,898 47,386 SH   SOLE 0 47,386 0 0
* SUNPOWER CORP COM STOCK 867652406 809,736 36,246 SH   SOLE 0 36,246 0 0
* SUNRUN INC COM STOCK 86771W105 1,283 198 SH   SOLE 0 198 0 0
* SUNSTONE HOTEL INVS INC NEW COM STOCK 867892101 2,198 157 SH   SOLE 0 157 0 0
* SUNTRUST BKS INC COM STOCK 867914103 14,824,082 410,867 SH   SOLE 0 410,867 0 0
* SUPER MICRO COMPUTER INC COM STOCK 86800U104 195,415 5,734 SH   SOLE 0 5,734 0 0
* SUPERIOR ENERGY SVCS INC COM STOCK 868157108 1,528,937 114,185 SH   SOLE 0 114,185 0 0
* SUPERIOR INDS INTL INC COM STOCK 868168105 71,826 3,253 SH   SOLE 0 3,253 0 0
* SUPERIOR UNIFORM GP INC COM STOCK 868358102 3,172 178 SH   SOLE 0 178 0 0
* SUPERNUS PHARMACEUTICALS INC COM STOCK 868459108 77,333 5,071 SH   SOLE 0 5,071 0 0
* SUPERVALU INC COM STOCK 868536103 100,944 17,525 SH   SOLE 0 17,525 0 0
* SURGICAL CARE AFFILIATES INC COM STOCK 86881L106 207,103 4,475 SH   SOLE 0 4,475 0 0
* SURMODICS INC COM STOCK 868873100 34,537 1,876 SH   SOLE 0 1,876 0 0
* SVB FINL GROUP COM STOCK 78486Q101 1,536,771 15,059 SH   SOLE 0 15,059 0 0
* SWIFT TRANSN CO CL A STOCK 87074U101 905,642 48,612 SH   SOLE 0 48,612 0 0
* SYKES ENTERPRISES INC COM STOCK 871237103 205,737 6,817 SH   SOLE 0 6,817 0 0
* SYMANTEC CORP COM STOCK 871503108 10,774,245 586,194 SH   SOLE 0 586,194 0 0
* SYNAPTICS INC COM STOCK 87157D109 824,831 10,344 SH   SOLE 0 10,344 0 0
* SYNCHRONOSS TECHNOLOGIES INC COM STOCK 87157B103 186,084 5,754 SH   SOLE 0 5,754 0 0
* SYNCHRONY FINL COM STOCK 87165B103 10,451,843 364,684 SH   SOLE 0 364,684 0 0
* SYNERGY RES CORP COM STOCK 87164P103 127,949 16,467 SH   SOLE 0 16,467 0 0
* SYNERON MEDICAL LTD ORD SHS STOCK M87245102 7,032 962 SH   SOLE 0 962 0 0
* SYNNEX CORP COM STOCK 87162W100 2,315 25 SH   SOLE 0 25 0 0
* SYNOPSYS INC COM STOCK 871607107 1,944,139 40,135 SH   SOLE 0 40,135 0 0
* SYNOVUS FINL CORP COM NEW STOCK 87161C501 530,527 18,351 SH   SOLE 0 18,351 0 0
* SYNTEL INC COM STOCK 87162H103 4,194 84 SH   SOLE 0 84 0 0
* SYSCO CORP COM STOCK 871829107 8,650,657 185,120 SH   SOLE 0 185,120 0 0
* SYSTEMAX INC COM STOCK 871851101 596 68 SH   SOLE 0 68 0 0
* T MOBILE US INC COM STOCK 872590104 6,097,168 159,195 SH   SOLE 0 159,195 0 0
* TABLEAU SOFTWARE INC CL A STOCK 87336U105 908,685 19,810 SH   SOLE 0 19,810 0 0
* TAILORED BRANDS INC COM STOCK 87403A107 339,295 18,955 SH   SOLE 0 18,955 0 0
* TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR STOCK 874039100 652,249 24,895 SH   SOLE 0 24,895 0 0
* TAKE-TWO INTERACTIVE SOFTWAR COM STOCK 874054109 1,802,735 47,856 SH   SOLE 0 47,856 0 0
* TAL ED GROUP ADS REPSTG COM STOCK 874080104 4,542,342 91,432 SH   SOLE 0 91,432 0 0
* TALEN ENERGY CORP COM STOCK 87422J105 95,139 10,571 SH   SOLE 0 10,571 0 0
* TALMER BANCORP INC COM STOCK 87482X101 175,075 9,678 SH   SOLE 0 9,678 0 0
* TANGER FACTORY OUTLET CTRS I COM STOCK 875465106 1,384,166 38,037 SH   SOLE 0 38,037 0 0
* TANGOE INC COM STOCK 87582Y108 42,874 5,434 SH   SOLE 0 5,434 0 0
* TARGA RES CORP COM STOCK 87612G101 6,002 201 SH   SOLE 0 201 0 0
* TARGET CORP COM STOCK 87612E106 16,853,165 204,827 SH   SOLE 0 204,827 0 0
* TARGET CORP COM STOCK 87612E106 84,584 1,028 SH   DFND 1 0 1,028 0
* TARO PHARMACEUTICAL INDS LTD SHS STOCK M8737E108 563,975 3,937 SH   SOLE 0 3,937 0 0
* TASER INTL INC COM STOCK 87651B104 159,219 8,111 SH   SOLE 0 8,111 0 0
* TATA MTRS LTD SPONSORED ADR STOCK 876568502 12,189,031 419,588 SH   SOLE 0 419,588 0 0
* TAUBMAN CTRS INC COM STOCK 876664103 708,810 9,951 SH   SOLE 0 9,951 0 0
* TCF FINL CORP COM STOCK 872275102 299,733 24,448 SH   SOLE 0 24,448 0 0
* TD AMERITRADE HLDG CORP COM STOCK 87236Y108 2,648,835 84,010 SH   SOLE 0 84,010 0 0
* TE CONNECTIVITY LTD REG SHS STOCK H84989104 3,850,062 62,178 SH   SOLE 0 62,178 0 0
* TEAM HEALTH HOLDINGS INC COM STOCK 87817A107 16,515 395 SH   SOLE 0 395 0 0
* TECH DATA CORP COM STOCK 878237106 379,704 4,946 SH   SOLE 0 4,946 0 0
* TECK RESOURCES LTD CL B STOCK 878742204 165,974 21,810 SH   SOLE 0 21,810 0 0
* TECO ENERGY INC COM STOCK 872375100 4,889,301 177,599 SH   SOLE 0 177,599 0 0
* TEEKAY CORPORATION COM STOCK Y8564W103 13,397 1,547 SH   SOLE 0 1,547 0 0
* TEEKAY LNG PARTNERS L P PRTNRSP UNITS STOCK Y8564M105 765,466 60,368 SH   SOLE 0 60,368 0 0
* TEGNA INC COM STOCK 87901J105 5,677,460 242,006 SH   SOLE 0 242,006 0 0
* TEGNA INC COM STOCK 87901J105 8,798 375 SH   DFND 1 0 375 0
* TELEDYNE TECHNOLOGIES INC COM STOCK 879360105 61,610 699 SH   SOLE 0 699 0 0
* TELEFLEX INC COM STOCK 879369106 3,292,342 20,969 SH   SOLE 0 20,969 0 0
* TELEFONICA BRASIL SA SPONSORED ADR STOCK 87936R106 183,103 14,660 SH   SOLE 0 14,660 0 0
* TELEFONICA S A SPONSORED ADR STOCK 879382208 68,950 6,195 SH   SOLE 0 6,195 0 0
* TELEPHONE AND DATA SYS INC COM NEW STOCK 879433829 390,628 12,982 SH   SOLE 0 12,982 0 0
* TELETECH HOLDINGS INC COM STOCK 879939106 80,615 2,904 SH   SOLE 0 2,904 0 0
* TELIGENT INC NEW COM STOCK 87960W104 181 37 SH   SOLE 0 37 0 0
* TEMPUR SEALY INTL INC COM STOCK 88023U101 8,413,640 138,405 SH   SOLE 0 138,405 0 0
* TENARIS S A SPONSORED ADR STOCK 88031M109 59,424 2,400 SH   SOLE 0 2,400 0 0
* TENET HEALTHCARE CORP COM NEW STOCK 88033G407 2,029,845 70,164 SH   SOLE 0 70,164 0 0
* TENNANT CO COM STOCK 880345103 153,925 2,990 SH   SOLE 0 2,990 0 0
* TENNECO INC COM STOCK 880349105 1,500,383 29,128 SH   SOLE 0 29,128 0 0
* TERADATA CORP DEL COM STOCK 88076W103 1,868,682 71,215 SH   SOLE 0 71,215 0 0
* TERADYNE INC COM STOCK 880770102 1,512,293 70,046 SH   SOLE 0 70,046 0 0
* TEREX CORP NEW COM STOCK 880779103 1,159,259 46,594 SH   SOLE 0 46,594 0 0
* TERNIUM SA SPON ADR STOCK 880890108 309,598 17,219 SH   SOLE 0 17,219 0 0
* TERRA NITROGEN CO L P COM UNIT STOCK 881005201 1,335 12 SH   SOLE 0 12 0 0
* TERRAFORM GLOBAL INC CL A STOCK 88104M101 1,176 494 SH   SOLE 0 494 0 0
* TESCO CORP COM STOCK 88157K101 47,992 5,574 SH   SOLE 0 5,574 0 0
* TESLA MTRS INC COM STOCK 88160R101 96,706,518 420,884 SH   SOLE 0 420,884 0 0
* TESORO CORP COM STOCK 881609101 27,302,069 317,429 SH   SOLE 0 317,429 0 0
* TESORO LOGISTICS LP COM UNIT LP STOCK 88160T107 19,754,252 432,638 SH   SOLE 0 432,638 0 0
* TESSERA TECHNOLOGIES INC COM STOCK 88164L100 262,074 8,454 SH   SOLE 0 8,454 0 0
* TETRA TECH INC NEW COM STOCK 88162G103 353,397 11,851 SH   SOLE 0 11,851 0 0
* TETRA TECHNOLOGIES INC DEL COM STOCK 88162F105 77,553 12,213 SH   SOLE 0 12,213 0 0
* TEVA PHARMACEUTICAL INDS LTD ADR STOCK 881624209 7,966,301 148,875 SH   SOLE 0 148,875 0 0
* TEXAS CAPITAL BANCSHARES INC COM STOCK 88224Q107 983,488 25,625 SH   SOLE 0 25,625 0 0
* TEXAS INSTRS INC COM STOCK 882508104 45,257,409 788,182 SH   SOLE 0 788,182 0 0
* TEXAS ROADHOUSE INC COM STOCK 882681109 1,052,719 24,156 SH   SOLE 0 24,156 0 0
* TEXTAINER GROUP HOLDINGS LTD SHS STOCK G8766E109 3,933 265 SH   SOLE 0 265 0 0
* TEXTRON INC COM STOCK 883203101 4,446,734 121,962 SH   SOLE 0 121,962 0 0
* TFS FINL CORP COM STOCK 87240R107 153,499 8,837 SH   SOLE 0 8,837 0 0
* THE ADT CORPORATION COM STOCK 00101J106 4,710,118 114,157 SH   SOLE 0 114,157 0 0
* THERMO FISHER SCIENTIFIC INC COM STOCK 883556102 25,702,266 181,526 SH   SOLE 0 181,526 0 0
* THOMSON REUTERS CORP COM STOCK 884903105 1,790,997 44,244 SH   SOLE 0 44,244 0 0
* THOR INDS INC COM STOCK 885160101 46,169 724 SH   SOLE 0 724 0 0
* TIDEWATER INC COM STOCK 886423102 404,356 59,203 SH   SOLE 0 59,203 0 0
* TIER REIT INC COM NEW STOCK 88650V208 10,644 792 SH   SOLE 0 792 0 0
* TIFFANY AND CO NEW COM STOCK 886547108 9,053,110 123,373 SH   SOLE 0 123,373 0 0
* TIFFANY AND CO NEW COM STOCK 886547108 13,942 190 SH   DFND 1 0 190 0
* TIM PARTICIPACOES S A SPONSORED ADR STOCK 88706P205 95,735 8,656 SH   SOLE 0 8,656 0 0
* TIME INC NEW COM STOCK 887228104 190,931 12,366 SH   SOLE 0 12,366 0 0
* TIME WARNER CABLE INC COM STOCK 88732J207 28,909,530 141,284 SH   SOLE 0 141,284 0 0
* TIME WARNER CABLE INC COM STOCK 88732J207 99,036 484 SH   DFND 1 0 484 0
* TIME WARNER INC COM NEW STOCK 887317303 24,333,851 335,408 SH   SOLE 0 335,408 0 0
* TIME WARNER INC COM NEW STOCK 887317303 97,870 1,349 SH   DFND 1 0 1,349 0
* TIMKEN CO COM STOCK 887389104 48,996 1,463 SH   SOLE 0 1,463 0 0
* TIMKENSTEEL CORP COM STOCK 887399103 63,718 7,002 SH   SOLE 0 7,002 0 0
* TITAN INTL INC ILL COM STOCK 88830M102 33,846 6,291 SH   SOLE 0 6,291 0 0
* TIVO INC COM STOCK 888706108 10,879 1,144 SH   SOLE 0 1,144 0 0
* TJX COS INC NEW COM STOCK 872540109 9,411,010 120,115 SH   SOLE 0 120,115 0 0
* TJX COS INC NEW COM STOCK 872540109 89,554 1,143 SH   DFND 1 0 1,143 0
* TOLL BROTHERS INC COM STOCK 889478103 479,478 16,248 SH   SOLE 0 16,248 0 0
* TOMPKINS FINANCIAL CORPORATI COM STOCK 890110109 118,528 1,852 SH   SOLE 0 1,852 0 0
* TOPBUILD CORP COM STOCK 89055F103 631,142 21,222 SH   SOLE 0 21,222 0 0
* TORCHMARK CORP COM STOCK 891027104 3,314,050 61,190 SH   SOLE 0 61,190 0 0
* TORO CO COM STOCK 891092108 58,820 683 SH   SOLE 0 683 0 0
* TOTAL S A SPONSORED ADR STOCK 89151E109 331,203 7,292 SH   SOLE 0 7,292 0 0
* TOTAL SYS SVCS INC COM STOCK 891906109 8,458,868 177,782 SH   SOLE 0 177,782 0 0
* TOWER INTL INC COM STOCK 891826109 5,059 186 SH   SOLE 0 186 0 0
* TOYOTA MOTOR CORP SP ADR REP2COM STOCK 892331307 427,725 4,023 SH   SOLE 0 4,023 0 0
* TRACTOR SUPPLY CO COM STOCK 892356106 20,531,254 226,965 SH   SOLE 0 226,965 0 0
* TRACTOR SUPPLY CO COM STOCK 892356106 20,625 228 SH   DFND 1 0 228 0
* TRANSCANADA CORP COM STOCK 89353D107 540,434 13,748 SH   SOLE 0 13,748 0 0
* TRANSDIGM GROUP INC COM STOCK 893641100 1,283,701 5,826 SH   SOLE 0 5,826 0 0
* TRANSOCEAN LTD REG SHS STOCK H8817H100 2,455,114 268,612 SH   SOLE 0 268,612 0 0
* TRANSUNION COM STOCK 89400J107 120,159 4,352 SH   SOLE 0 4,352 0 0
* TRAVELERS COMPANIES INC COM STOCK 89417E109 35,982,393 308,306 SH   SOLE 0 308,306 0 0
* TRC COS INC COM STOCK 872625108 761 105 SH   SOLE 0 105 0 0
* TREDEGAR CORP COM STOCK 894650100 57,912 3,684 SH   SOLE 0 3,684 0 0
* TREEHOUSE FOODS INC COM STOCK 89469A104 3,644 42 SH   SOLE 0 42 0 0
* TREX CO INC COM STOCK 89531P105 220,861 4,608 SH   SOLE 0 4,608 0 0
* TRI POINTE GROUP INC COM STOCK 87265H109 29,968 2,544 SH   SOLE 0 2,544 0 0
* TRIANGLE CAP CORP COM STOCK 895848109 268 13 SH   SOLE 0 13 0 0
* TRIBUNE MEDIA CO CL A STOCK 896047503 193,706 5,051 SH   SOLE 0 5,051 0 0
* TRIMBLE NAVIGATION LTD COM STOCK 896239100 1,492,935 60,199 SH   SOLE 0 60,199 0 0
* TRINA SOLAR LIMITED SPON ADR STOCK 89628E104 1,701,768 171,204 SH   SOLE 0 171,204 0 0
* TRINITY INDS INC COM STOCK 896522109 3,211,061 175,372 SH   SOLE 0 175,372 0 0
* TRIPADVISOR INC COM STOCK 896945201 5,847,545 87,933 SH   SOLE 0 87,933 0 0
* TRIPADVISOR INC COM STOCK 896945201 12,968 195 SH   DFND 1 0 195 0
* TRIUMPH GROUP INC NEW COM STOCK 896818101 16,747 532 SH   SOLE 0 532 0 0
* TRUEBLUE INC COM STOCK 89785X101 192,176 7,349 SH   SOLE 0 7,349 0 0
* TRUECAR INC COM STOCK 89785L107 341 61 SH   SOLE 0 61 0 0
* TRUPANION INC COM STOCK 898202106 3,300 335 SH   SOLE 0 335 0 0
* TRUSTCO BK CORP N Y COM STOCK 898349105 84,689 13,975 SH   SOLE 0 13,975 0 0
* TRUSTMARK CORP COM STOCK 898402102 154,693 6,717 SH   SOLE 0 6,717 0 0
* TTM TECHNOLOGIES INC COM STOCK 87305R109 1,036,323 155,838 SH   SOLE 0 155,838 0 0
* TUESDAY MORNING CORP COM NEW STOCK 899035505 52,581 6,428 SH   SOLE 0 6,428 0 0
* TUMI HLDGS INC COM STOCK 89969Q104 325,327 12,130 SH   SOLE 0 12,130 0 0
* TUNIU CORP SPONSORED ADS CL STOCK 89977P106 893,778 85,693 SH   SOLE 0 85,693 0 0
* TUPPERWARE BRANDS CORP COM STOCK 899896104 2,588,459 44,644 SH   SOLE 0 44,644 0 0
* TURKCELL ILETISIM HIZMETLERI SPON ADR NEW STOCK 900111204 5,255 500 SH   SOLE 0 500 0 0
* TURQUOISE HILL RES LTD COM STOCK 900435108 496,045 169,595 SH   SOLE 0 169,595 0 0
* TUTOR PERINI CORP COM STOCK 901109108 9,200 592 SH   SOLE 0 592 0 0
* TWENTY FIRST CENTY FOX INC CL A STOCK 90130A101 13,994,422 501,952 SH   SOLE 0 501,952 0 0
* TWENTY FIRST CENTY FOX INC CL A STOCK 90130A101 53,279 1,911 SH   DFND 1 0 1,911 0
* TWENTY FIRST CENTY FOX INC CL B STOCK 90130A200 17,779,396 630,475 SH   SOLE 0 630,475 0 0
* TWENTY FIRST CENTY FOX INC CL B STOCK 90130A200 20,755 736 SH   DFND 1 0 736 0
* TWIN DISC INC COM STOCK 901476101 1,074 106 SH   SOLE 0 106 0 0
* TWITTER INC COM STOCK 90184L102 2,270,362 137,182 SH   SOLE 0 137,182 0 0
* TWO HBRS INVT CORP COM STOCK 90187B101 439,892 55,402 SH   SOLE 0 55,402 0 0
* TYCO INTL PLC SHS STOCK G91442106 2,312,216 62,986 SH   SOLE 0 62,986 0 0
* TYLER TECHNOLOGIES INC COM STOCK 902252105 14,276 111 SH   SOLE 0 111 0 0
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* ZAFGEN INC COM STOCK 98885E103 3,440 515 SH   SOLE 0 515 0 0
* ZAYO GROUP HLDGS INC COM STOCK 98919V105 15,690,406 647,294 SH   SOLE 0 647,294 0 0
* ZEBRA TECHNOLOGIES CORP CL A STOCK 989207105 43,884 636 SH   SOLE 0 636 0 0
* ZELTIQ AESTHETICS INC COM STOCK 98933Q108 127,190 4,683 SH   SOLE 0 4,683 0 0
* ZILLOW GROUP INC CL A STOCK 98954M101 517,285 20,246 SH   SOLE 0 20,246 0 0
* ZILLOW GROUP INC CL C CAP STK STOCK 98954M200 1,009,878 42,557 SH   SOLE 0 42,557 0 0
* ZIMMER BIOMET HLDGS INC COM STOCK 98956P102 2,918,463 27,370 SH   SOLE 0 27,370 0 0
* ZIONS BANCORPORATION COM STOCK 989701107 1,942,635 80,241 SH   SOLE 0 80,241 0 0
* ZOETIS INC CL A STOCK 98978V103 5,190,999 117,099 SH   SOLE 0 117,099 0 0
* ZUMIEZ INC COM STOCK 989817101 62,788 3,152 SH   SOLE 0 3,152 0 0
* ZYNGA INC CL A STOCK 98986T108 30,101 13,202 SH   SOLE 0 13,202 0 0
ACCESS NATL CORP COM STOCK 004337101 357 18 SH   SOLE 0 18 0 0
AFFIMED N V COM STOCK N01045108 3,650 976 SH   SOLE 0 976 0 0
AMES NATL CORP COM STOCK 031001100 347 14 SH   SOLE 0 14 0 0
AMPCO-PITTSBURGH CORP COM STOCK 032037103 278 20 SH   SOLE 0 20 0 0
APPLIED GENETIC TECHNOL CORP COM STOCK 03820J100 4,138 296 SH   SOLE 0 296 0 0
ASHFORD INC COM STOCK 044104107 5,243 115 SH   SOLE 0 115 0 0
ASSOCIATED CAP GROUP INC CL A STOCK 045528106 9,359 334 SH   SOLE 0 334 0 0
ATENTO S A SHS STOCK L0427L105 1,253 153 SH   SOLE 0 153 0 0
ATRION CORP COM STOCK 049904105 18,187 46 SH   SOLE 0 46 0 0
ATYR PHARMA INC COM STOCK 002120103 370 94 SH   SOLE 0 94 0 0
BANCFIRST CORP COM STOCK 05945F103 7,015 123 SH   SOLE 0 123 0 0
BARCLAYS BK PLC SANDP 500 VEQTOR STOCK 06740C337 613,200 4,375 SH   SOLE 0 4,375 0 0
BERKSHIRE HATHAWAY INC DEL CL A STOCK 084670108 24,546,750 115 SH   SOLE 0 115 0 0
BIOSPECIFICS TECHNOLOGIES CO COM STOCK 090931106 1,184 34 SH   SOLE 0 34 0 0
BSB BANCORP INC MD COM STOCK 05573H108 1,685 75 SH   SOLE 0 75 0 0
CABLE ONE INC COM STOCK 12685J105 20,982 48 SH   SOLE 0 48 0 0
CARETRUST REIT INC COM STOCK 14174T107 102,159 8,044 SH   SOLE 0 8,044 0 0
CELESTICA INC STOCK 15101Q108 21,722 1,621 SH   SOLE 1 1,621 0 0
CENTURY BANCORP INC MASS CL A NON VTG STOCK 156432106 1,089 28 SH   SOLE 0 28 0 0
CIFC LLC COM UNIT STOCK 12547R105 540 76 SH   SOLE 0 76 0 0
COCA COLA BOTTLING CO CONS COM STOCK 191098102 13,260 83 SH   SOLE 0 83 0 0
CODE REBEL CORP COM STOCK 19200J106 552 118 SH   SOLE 0 118 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 STOCK 203668116 80 8,032 SH   SOLE 0 8,032 0 0
CONNECTURE INC COM STOCK 20786J106 184 72 SH   SOLE 0 72 0 0
CONSOLIDATED TOMOKA LD CO COM STOCK 210226106 415 9 SH   SOLE 0 9 0 0
COTT CORP STOCK 22163N106 4,068 249 SH   SOLE 1 249 0 0
CRAWFORD AND CO CL B STOCK 224633107 920 142 SH   SOLE 0 142 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX MDTERM STOCK 22542D829 4,067 100 SH   SOLE 0 100 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM STOCK 22542D795 16,804,220 649,313 SH   SOLE 0 649,313 0 0
DAILY JOURNAL CORP COM STOCK 233912104 20,939 107 SH   SOLE 0 107 0 0
DENISON MINES CORP STOCK 248356107 72 108 SH   SOLE 1 108 0 0
DIREXION SHS ETF TR 7-10YR TR BEAR STOCK 25459Y108 28,270 1,000 SH   SOLE 0 1,000 0 0
DIREXION SHS ETF TR ALL CP INSIDER STOCK 25459Y769 70,840 1,000 SH   SOLE 0 1,000 0 0
DIREXION SHS ETF TR SANDP500 VOL RES STOCK 25459Y728 54,520 1,000 SH   SOLE 0 1,000 0 0
DIREXION SHS ETF TR TL BD MKT BEAR STOCK 25459Y306 318,700 10,000 SH   SOLE 0 10,000 0 0
EPLUS INC COM STOCK 294268107 68,917 856 SH   SOLE 0 856 0 0
EQUITY BANCSHARES INC COM CL A STOCK 29460X109 2,646 126 SH   SOLE 0 126 0 0
FARMER BROS CO COM STOCK 307675108 4,264 153 SH   SOLE 0 153 0 0
FIDELITY AND GTY LIFE COM STOCK 315785105 13,907 530 SH   SOLE 0 530 0 0
FIFTH STR ASSET MGMT INC CL A COM STOCK 31679P109 1,172 383 SH   SOLE 0 383 0 0
FIRST MAJESTIC SILVER CORP STOCK 32076V103 347,779 55,203 SH   SOLE 1 55,203 0 0
FLEX PHARMA INC COM STOCK 33938A105 1,305 119 SH   SOLE 0 119 0 0
FRANKLIN FINL NETWORK INC COM STOCK 35352P104 2,862 106 SH   SOLE 0 106 0 0
GAMCO INVESTORS INC CL A COM STOCK 361438104 16,195 437 SH   SOLE 0 437 0 0
GILDAN ACTIVEWEAR INC STOCK 375916103 14,890,670 338,844 SH   SOLE 1 338,844 0 0
GLAUKOS CORP COM STOCK 377322102 3,052 181 SH   SOLE 0 181 0 0
GRAHAM HLDGS CO COM STOCK 384637104 251,520 524 SH   SOLE 0 524 0 0
GRAN TIERRA ENERGY INC STOCK 38500T101 10,592 3,300 SH   SOLE 1 3,300 0 0
GREAT AJAX CORP COM STOCK 38983D300 403 36 SH   SOLE 0 36 0 0
GUARANTY BANCORP DEL COM NEW STOCK 40075T607 680 44 SH   SOLE 0 44 0 0
HANDY AND HARMAN LTD COM STOCK 410315105 82 3 SH   SOLE 0 3 0 0
HEMISPHERE MEDIA GROUP INC CL A STOCK 42365Q103 1,523 116 SH   SOLE 0 116 0 0
HERITAGE OAKS BANCORP COM STOCK 42724R107 1,301 167 SH   SOLE 0 167 0 0
INVUITY INC COM NEW STOCK 46187J205 549 76 SH   SOLE 0 76 0 0
IRADIMED CORP COM STOCK 46266A109 2,433 127 SH   SOLE 0 127 0 0
ISHARES INC MSCI CLB CP ETF STOCK 46434G202 63,600 5,000 SH   DFND 1 0 5,000 0
ISHARES TR U.S. AERANDDEF ETF STOCK 464288760 17,533,500 150,000 SH   SOLE 0 150,000 0 0
LAPORTE BANCORP INC MD COM STOCK 516651106 331 21 SH   SOLE 0 21 0 0
LAWSON PRODS INC COM STOCK 520776105 881 45 SH   SOLE 0 45 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A STOCK G5480U138 1,122,201 32,008 SH   SOLE 0 32,008 0 0
LIBERTY TAX INC CL A STOCK 53128T102 4,133 211 SH   SOLE 0 211 0 0
MARKET VECTORS ETF TR EGYPT INDX ETF STOCK 57061R569 1,344,520 35,749 SH   SOLE 0 35,749 0 0
MAZOR ROBOTICS LTD SPONSORED ADS STOCK 57886P103 144,826 11,642 SH   SOLE 0 11,642 0 0
MESA LABS INC COM STOCK 59064R109 2,891 30 SH   SOLE 0 30 0 0
METALDYNE PERFORMANCE GROUP COM STOCK 59116R107 2,219 132 SH   SOLE 0 132 0 0
METHANEX CORP STOCK 59151K108 239,733 5,865 SH   SOLE 1 5,865 0 0
NATIONAL BANKSHARES INC VA COM STOCK 634865109 2,128 62 SH   SOLE 0 62 0 0
NATIONAL COMM CORP COM STOCK 63546L102 2,314 98 SH   SOLE 0 98 0 0
NATIONAL PRESTO INDS INC COM STOCK 637215104 46,978 561 SH   SOLE 0 561 0 0
NATIONAL WESTN LIFE GROUP IN CL A STOCK 638517102 41,513 180 SH   SOLE 0 180 0 0
NEOS THERAPEUTICS INC COM STOCK 64052L106 216 20 SH   SOLE 0 20 0 0
NEVSUN RESOURCES LTD STOCK 64156L101 299,267 72,345 SH   SOLE 1 72,345 0 0
NORTEK INC COM NEW STOCK 656559309 10,237 212 SH   SOLE 0 212 0 0
NORTH AMERICAN ENERGY PARTNERS INC STOCK 656844107 98 39 SH   SOLE 1 39 0 0
NUVECTRA CORP COM STOCK 67075N108 687 127 SH   SOLE 0 127 0 0
NUVEEN DIVERSIFIED COMMODTY COM UT BEN INT STOCK 67074P104 222,091 24,926 SH   SOLE 0 24,926 0 0
NUVEEN LG/SHT COMMODITY TOTR COM UT BEN INT STOCK 670731108 6,852,044 454,983 SH   SOLE 0 454,983 0 0
NVE CORP COM NEW STOCK 629445206 6,671 118 SH   SOLE 0 118 0 0
NVR INC COM STOCK 62944T105 6,226,246 3,594 SH   SOLE 0 3,594 0 0
OI S A SPONSORED ADR NE STOCK 670851500 1 1 SH   SOLE 0 1 0 0
OIL DRI CORP AMER COM STOCK 677864100 1,892 56 SH   SOLE 0 56 0 0
OMEGA FLEX INC COM STOCK 682095104 974 28 SH   SOLE 0 28 0 0
ONCOCYTE CORPORATION COM STOCK 68235C107 544 118 SH   SOLE 0 118 0 0
PENN WEST PETROLEUM LTD STOCK 707887105 57,365 49,677 SH   SOLE 1 49,677 0 0
PEOPLES FINL SVCS CORP COM STOCK 711040105 1,190 32 SH   SOLE 0 32 0 0
PEOPLES UTAH BANCORP COM STOCK 712706209 760 48 SH   SOLE 0 48 0 0
POWER SOLUTIONS INTL INC COM NEW STOCK 73933G202 193 14 SH   SOLE 0 14 0 0
POWERSHARES ETF TRUST II GLBL ST HI YLD STOCK 73936Q710 4,311,921 186,019 SH   SOLE 0 186,019 0 0
PROGRESSIVE WASTE SOLUTIONS LTD STOCK 74339G101 213,504 5,304 SH   SOLE 1 5,304 0 0
PRONAI THERAPEUTICS INC COM STOCK 74346L101 694 103 SH   SOLE 0 103 0 0
REGENXBIO INC COM STOCK 75901B107 518 48 SH   SOLE 0 48 0 0
REX AMERICAN RESOURCES CORP COM STOCK 761624105 58,576 1,056 SH   SOLE 0 1,056 0 0
RITCHIE BROS AUCTIONEERS INC STOCK 767744105 2,685 81 SH   SOLE 1 81 0 0
RMR GROUP INC CL A STOCK 74967R106 10,579 423 SH   SOLE 0 423 0 0
SABINE ROYALTY TR UNIT BEN INT STOCK 785688102 266 9 SH   SOLE 0 9 0 0
SAUL CTRS INC COM STOCK 804395101 89,604 1,690 SH   SOLE 0 1,690 0 0
SEABOARD CORP COM STOCK 811543107 132,132 44 SH   SOLE 0 44 0 0
SEABOARD CORP COM STOCK 811543107 12,012 4 SH   DFND 1 0 4 0
SEARS CANADA INC STOCK 81234D109 804 199 SH   SOLE 1 199 0 0
SEASPINE HLDGS CORP COM STOCK 81255T108 15 1 SH   SOLE 0 1 0 0
SENECA FOODS CORP NEW CL A STOCK 817070501 37,762 1,087 SH   SOLE 0 1,087 0 0
SPDR SERIES TRUST CITI INT GVT ETF STOCK 78464A490 374,532 6,900 SH   SOLE 0 6,900 0 0
STONEGATE MTG CORP COM STOCK 86181Q300 3,203 558 SH   SOLE 0 558 0 0
SWEDISH EXPT CR CORP ELEMENT USETN22 STOCK 870297504 418,432 26,857 SH   SOLE 0 26,857 0 0
SYNUTRA INTL INC COM STOCK 87164C102 3,434 691 SH   SOLE 0 691 0 0
TAHOE RESOURCES INC STOCK 873868103 37,881 3,241 SH   SOLE 1 3,241 0 0
TCP INTL HLDGS LTD COM STOCK H84689100 39 32 SH   SOLE 0 32 0 0
TEKLA HEALTHCARE INVS SH BEN INT STOCK 87911J103 24 1 SH   SOLE 0 1 0 0
TRINITY PL HLDGS INC COM STOCK 89656D101 2,360 342 SH   SOLE 0 342 0 0
TRINSEO S A SHS STOCK L9340P101 4,896 133 SH   SOLE 0 133 0 0
UNITED STATES LIME AND MINERAL COM STOCK 911922102 3,781 63 SH   SOLE 0 63 0 0
VOYAGER THERAPEUTICS INC COM STOCK 92915B106 821 94 SH   SOLE 0 94 0 0
WEIS MKTS INC COM STOCK 948849104 14,554 323 SH   SOLE 0 323 0 0
WHITE MTNS INS GROUP LTD COM STOCK G9618E107 1,114,811 1,389 SH   SOLE 0 1,389 0 0
WINMARK CORP COM STOCK 974250102 13,815 141 SH   SOLE 0 141 0 0
WMIH CORP COM STOCK 92936P100 7,310 3,124 SH   SOLE 0 3,124 0 0
ZYNERBA PHARMACEUTICALS INC COM STOCK 98986X109 539 57 SH   SOLE 0 57 0 0
* EXELON CORP COM PREFERRED 30161N101 4,923 100 SH   SOLE 0 100 0 0
* WELLTOWER INC COM PREFERRED 95040Q104 9,315,000 150,000 SH   SOLE 0 150,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 BOND 00484MAA4 1,219,460 1,375,000 PRN   SOLE 0 1,375,000 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 BOND 00767EAB8 2,141,767 4,215,000 PRN   SOLE 0 4,215,000 0 0
AK STL CORP NOTE 5.000%11/1 BOND 001546AP5 2,690,640 3,000,000 PRN   SOLE 0 3,000,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 BOND 01988PAD0 5,363,718 5,265,000 PRN   SOLE 0 5,265,000 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 BOND 032359AG6 1,595,714 2,036,000 PRN   SOLE 0 2,036,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 BOND 043353AH4 10,601,030 11,338,000 PRN   SOLE 0 11,338,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 BOND 049164BH8 1,382,070 1,620,000 PRN   SOLE 0 1,620,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 BOND 151290BC6 312,564 300,000 PRN   SOLE 0 300,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 BOND 165167CB1 1,805,600 4,514,000 PRN   SOLE 0 4,514,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 BOND 189464AB6 1,695,325 2,500,000 PRN   SOLE 0 2,500,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 BOND 19075FAB2 402,499 1,000,000 PRN   SOLE 0 1,000,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 BOND 22943FAD2 6,418,750 5,000,000 PRN   SOLE 0 5,000,000 0 0
DEPOMED INC NOTE 2.500% 9/0 BOND 249908AA2 8,876,609 9,500,000 PRN   SOLE 0 9,500,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 BOND 29274UAB7 17,500 7,000,000 PRN   SOLE 0 7,000,000 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 BOND N31738110 659,340 9,000 PRN   SOLE 0 9,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 BOND 34385PAA6 2,452,499 4,500,000 PRN   SOLE 0 4,500,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 BOND 346232AB7 8,637 10,000 PRN   SOLE 0 10,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 BOND 369300AL2 1,521,306 2,785,000 PRN   SOLE 0 2,785,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 BOND 440543AN6 475,097 801,000 PRN   SOLE 0 801,000 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 BOND 451055AE7 1,980,000 2,000,000 PRN   SOLE 0 2,000,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 BOND 457985AK5 5,629,106 4,351,000 PRN   SOLE 0 4,351,000 0 0
JARDEN CORP NOTE 1.500% 6/1 BOND 471109AL2 7,659,400 5,000,000 PRN   SOLE 0 5,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 BOND 530715AN1 16,200,509 30,567,000 PRN   SOLE 0 30,567,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 BOND 530715AL5 8,801,145 16,538,000 PRN   SOLE 0 16,538,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 BOND 530715AG6 5,575,420 9,868,000 PRN   SOLE 0 9,868,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 BOND 58733RAB8 336,938 300,000 PRN   SOLE 0 300,000 0 0
MERITOR INC NOTE 7.875% 3/0 BOND 59001KAC4 1,266,043 1,092,000 PRN   SOLE 0 1,092,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 BOND 595112AW3 2,895,392 2,314,000 PRN   SOLE 0 2,314,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 BOND 595112AY9 1,350,918 1,983,000 PRN   SOLE 0 1,983,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 BOND 595112AX1 2,522,499 2,000,000 PRN   SOLE 0 2,000,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 BOND 651718AC2 519,378 600,000 PRN   SOLE 0 600,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 BOND 67020YAG5 5,150,000 5,000,000 PRN   SOLE 0 5,000,000 0 0
NVIDIA CORP NOTE 1.000%12/0 BOND 67066GAC8 8,921,900 5,000,000 PRN   SOLE 0 5,000,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 BOND 62952QAB6 553,124 500,000 PRN   SOLE 0 500,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 BOND 741503AX4 1,006,249 1,000,000 PRN   SOLE 0 1,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 BOND 74348TAK8 9,775,000 10,000,000 PRN   SOLE 0 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 BOND 74348TAL6 2,569,651 2,644,000 PRN   SOLE 0 2,644,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 BOND 74734MAF6 2,958,750 3,000,000 PRN   SOLE 0 3,000,000 0 0
RADIAN GROUP INC NOTE 3.000%11/1 BOND 750236AK7 1,168,799 974,000 PRN   SOLE 0 974,000 0 0
ROVI CORP NOTE 0.500% 3/0 BOND 779376AD4 954,380 1,000,000 PRN   SOLE 0 1,000,000 0 0
SANDISK CORP NOTE 0.500%10/1 BOND 80004CAF8 7,266,910 7,000,000 PRN   SOLE 0 7,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 BOND 811904AM3 2,216,646 2,341,000 PRN   SOLE 0 2,341,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 BOND 84760CAA5 2,375,640 3,000,000 PRN   SOLE 0 3,000,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 BOND 85571BAA3 58,145 58,000 PRN   SOLE 0 58,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 BOND 88160RAB7 845,137 930,000 PRN   SOLE 0 930,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 BOND 88160RAC5 1,028,256 1,200,000 PRN   SOLE 0 1,200,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 BOND 88160RAA9 11,116,875 6,050,000 PRN   SOLE 0 6,050,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 BOND 88163VAE9 2,602,500 2,000,000 PRN   SOLE 0 2,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 BOND 92343EAD4 8,532,579 3,300,000 PRN   SOLE 0 3,300,000 0 0
WELLPOINT INC NOTE 2.750%10/1 BOND 94973VBG1 76,575 40,000 PRN   SOLE 0 40,000 0 0
YAHOO INC NOTE 12/0 BOND 984332AF3 3,042,451 3,079,000 PRN   SOLE 0 3,079,000 0 0