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 1,177 109,976 SH   SOLE   109,976 0 0
1347 PPTY INS HLDGS INC COM 68244P107 6 814 SH   SOLE   814 0 0
1ST CONSTITUTION BANCORP COM 31986N102 20 1,077 SH   SOLE   1,077 0 0
1ST SOURCE CORP COM 336901103 2,881 64,504 SH   SOLE   64,504 0 0
2U INC COM 90214J101 4,148 137,572 SH   SOLE   137,572 0 0
3-D SYS CORP DEL COM NEW 88554D205 9,412 708,190 SH   SOLE   708,190 0 0
3M CO COM 88579Y101 400,432 2,242,434 SH   SOLE   2,143,586 0 98,848
58 COM INC SPON ADR REP A 31680Q104 710 25,348 SH   SOLE   25,348 0 0
8X8 INC NEW COM 282914100 6,461 451,832 SH   SOLE   451,832 0 0
A H BELO CORP COM CL A 001282102 20 3,123 SH   SOLE   3,123 0 0
A MARK PRECIOUS METALS INC COM 00181T107 14 700 SH   SOLE   700 0 0
A10 NETWORKS INC COM 002121101 1,406 169,148 SH   SOLE   169,148 0 0
AAC HLDGS INC COM 000307108 275 38,005 SH   SOLE   38,005 0 0
AAON INC COM PAR $0.004 000360206 6,680 202,132 SH   SOLE   202,132 0 0
AAR CORP COM 000361105 5,856 177,194 SH   SOLE   177,194 0 0
AARONS INC COM PAR $0.50 002535300 14,509 453,561 SH   SOLE   453,561 0 0
ABAXIS INC COM 002567105 5,991 113,538 SH   SOLE   113,538 0 0
ABBOTT LABS COM 002824100 115,277 3,001,212 SH   SOLE   2,791,467 0 209,745
ABBVIE INC COM 00287Y109 253,807 4,053,124 SH   SOLE   3,818,425 0 234,699
ABEONA THERAPEUTICS INC COM 00289Y107 13 2,643 SH   SOLE   2,643 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4,475 372,937 SH   SOLE   372,937 0 0
ABIOMED INC COM 003654100 15,489 137,462 SH   SOLE   137,462 0 0
ABM INDS INC COM 000957100 12,256 300,099 SH   SOLE   300,099 0 0
ABRAXAS PETE CORP COM 003830106 1,250 486,368 SH   SOLE   486,368 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 1,212 19,634 SH   SOLE   19,634 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,247 191,840 SH   SOLE   191,840 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,314 39,710 SH   SOLE   39,710 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,318 45,695 SH   SOLE   45,695 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 13,805 422,434 SH   SOLE   422,434 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 1,783 85,927 SH   SOLE   85,927 0 0
ACCELERON PHARMA INC COM 00434H108 3,796 148,729 SH   SOLE   148,729 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 160,264 1,368,261 SH   SOLE   1,271,362 0 96,899
ACCESS NATL CORP COM 004337101 922 33,207 SH   SOLE   33,207 0 0
ACCO BRANDS CORP COM 00081T108 5,723 438,520 SH   SOLE   438,520 0 0
ACCURAY INC COM 004397105 1,431 311,129 SH   SOLE   311,129 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 343 131,912 SH   SOLE   131,912 0 0
ACETO CORP COM 004446100 3,364 153,127 SH   SOLE   153,127 0 0
ACHAOGEN INC COM 004449104 49 3,744 SH   SOLE   3,744 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,800 435,720 SH   SOLE   435,720 0 0
ACI WORLDWIDE INC COM 004498101 13,879 764,707 SH   SOLE   764,707 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 1,062 39,133 SH   SOLE   39,133 0 0
ACME UTD CORP COM 004816104 10 385 SH   SOLE   385 0 0
ACNB CORP COM 000868109 746 23,856 SH   SOLE   23,856 0 0
ACORDA THERAPEUTICS INC COM 00484M106 4,429 235,611 SH   SOLE   235,611 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 6 6,869 SH   SOLE   6,869 0 0
ACTIVISION BLIZZARD INC COM 00507V109 240,234 6,652,829 SH   SOLE   5,443,547 0 1,209,282
ACTUA CORP COM 005094107 2,176 155,457 SH   SOLE   155,457 0 0
ACTUANT CORP CL A NEW 00508X203 8,365 322,339 SH   SOLE   322,339 0 0
ACUITY BRANDS INC COM 00508Y102 116,660 505,326 SH   SOLE   376,687 0 128,639
ACUSHNET HOLDINGS CORP COM 005098108 1,304 66,178 SH   SOLE   66,178 0 0
ACXIOM CORP COM 005125109 14,214 530,386 SH   SOLE   530,386 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,153 68,213 SH   SOLE   68,213 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 9 2,807 SH   SOLE   2,807 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 341 8,601 SH   SOLE   8,601 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 4 3,058 SH   SOLE   3,058 0 0
ADDUS HOMECARE CORP COM 006739106 1,098 31,325 SH   SOLE   31,325 0 0
ADEPTUS HEALTH INC CL A 006855100 569 74,517 SH   SOLE   74,517 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 3 1,471 SH   SOLE   1,471 0 0
ADIENT PLC ORD SHS G0084W101 2,763 47,153 SH   SOLE   47,153 0 0
ADMA BIOLOGICS INC COM 000899104 4 856 SH   SOLE   856 0 0
ADOBE SYS INC COM 00724F101 110,837 1,076,611 SH   SOLE   1,007,514 0 69,097
ADTRAN INC COM 00738A106 5,673 253,844 SH   SOLE   253,844 0 0
ADURO BIOTECH INC COM 00739L101 1,483 130,070 SH   SOLE   130,070 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 27,858 164,722 SH   SOLE   154,523 0 10,199
ADVANCED DISP SVCS INC DEL COM 00790X101 1,437 64,659 SH   SOLE   64,659 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 2,690 130,592 SH   SOLE   130,592 0 0
ADVANCED ENERGY INDS COM 007973100 11,036 201,579 SH   SOLE   201,579 0 0
ADVANCED MICRO DEVICES INC COM 007903107 58,347 5,145,221 SH   SOLE   5,145,221 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 2,487 83,526 SH   SOLE   83,526 0 0
ADVANSIX INC COM 00773T101 1,163 52,535 SH   SOLE   52,535 0 0
ADVAXIS INC COM NEW 007624208 1,016 141,941 SH   SOLE   141,941 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 318 109,597 SH   SOLE   109,597 0 0
ADVISORY BRD CO COM 00762W107 5,129 154,252 SH   SOLE   154,252 0 0
AECOM COM 00766T100 25,477 700,690 SH   SOLE   697,880 0 2,810
AEGION CORP COM 00770F104 4,557 192,299 SH   SOLE   192,299 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 4 821 SH   SOLE   821 0 0
AEGON N V NY REGISTRY SH 007924103 1 126 SH   SOLE   126 0 0
AEMETIS INC COM NEW 00770K202 3 2,331 SH   SOLE   2,331 0 0
AEP INDS INC COM 001031103 1,812 15,611 SH   SOLE   15,611 0 0
AERCAP HOLDINGS NV SHS N00985106 7,078 170,104 SH   SOLE   167,432 0 2,672
AERIE PHARMACEUTICALS INC COM 00771V108 4,153 109,734 SH   SOLE   109,734 0 0
AEROHIVE NETWORKS INC COM 007786106 553 96,930 SH   SOLE   96,930 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 5,891 328,179 SH   SOLE   328,179 0 0
AEROVIRONMENT INC COM 008073108 3,036 113,151 SH   SOLE   113,151 0 0
AES CORP COM 00130H105 109,869 9,455,185 SH   SOLE   9,190,016 0 265,169
AETHLON MED INC COM NEW 00808Y208 5 1,193 SH   SOLE   1,193 0 0
AETNA INC NEW COM 00817Y108 364,632 2,940,343 SH   SOLE   2,789,539 0 150,804
AEVI GENOMIC MEDICINE INC COM 00835P105 500 96,621 SH   SOLE   96,621 0 0
AFFILIATED MANAGERS GROUP COM 008252108 18,106 124,614 SH   SOLE   117,232 0 7,382
AFLAC INC COM 001055102 55,160 792,522 SH   SOLE   735,565 0 56,957
AG MTG INVT TR INC COM 001228105 2,056 120,175 SH   SOLE   120,175 0 0
AGCO CORP COM 001084102 14,535 251,203 SH   SOLE   239,686 0 11,517
AGENUS INC COM NEW 00847G705 1,226 297,536 SH   SOLE   297,536 0 0
AGILE THERAPEUTICS INC COM 00847L100 260 45,537 SH   SOLE   45,537 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 35,433 777,723 SH   SOLE   732,190 0 45,533
AGILYSYS INC COM 00847J105 794 76,595 SH   SOLE   76,595 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,069 25,623 SH   SOLE   25,623 0 0
AGNC INVT CORP COM 00123Q104 4,185 230,852 SH   SOLE   195,983 0 34,869
AGREE REALTY CORP COM 008492100 7,256 157,577 SH   SOLE   157,577 0 0
AGROFRESH SOLUTIONS COM 00856G109 234 88,195 SH   SOLE   88,195 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,956 95,666 SH   SOLE   95,666 0 0
AIR INDS GROUP COM NEW 00912N205 3 1,056 SH   SOLE   1,056 0 0
AIR LEASE CORP CL A 00912X302 1,832 53,372 SH   SOLE   53,372 0 0
AIR METHODS CORP COM PAR $.06 009128307 5,385 169,069 SH   SOLE   169,069 0 0
AIR PRODS & CHEMS INC COM 009158106 84,743 589,233 SH   SOLE   560,294 0 28,939
AIR T INC COM 009207101 4 163 SH   SOLE   163 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 3,093 193,805 SH   SOLE   193,805 0 0
AIRCASTLE LTD COM G0129K104 4,066 195,027 SH   SOLE   195,027 0 0
AIRGAIN INC COM 00938A104 1 82 SH   SOLE   82 0 0
AK STL HLDG CORP COM 001547108 17,039 1,668,833 SH   SOLE   1,668,833 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,374 380,530 SH   SOLE   356,512 0 24,018
AKEBIA THERAPEUTICS INC COM 00972D105 1,521 146,146 SH   SOLE   146,146 0 0
AKORN INC COM 009728106 6,484 297,027 SH   SOLE   297,027 0 0
ALAMO GROUP INC COM 011311107 3,990 52,434 SH   SOLE   52,434 0 0
ALARM COM HLDGS INC COM 011642105 1,054 37,884 SH   SOLE   37,884 0 0
ALASKA AIR GROUP INC COM 011659109 22,986 259,059 SH   SOLE   254,305 0 4,754
ALASKA COMMUNICATIONS SYS GR COM 01167P101 13 7,745 SH   SOLE   7,745 0 0
ALBANY INTL CORP CL A 012348108 7,151 154,460 SH   SOLE   154,460 0 0
ALBANY MOLECULAR RESH INC COM 012423109 2,587 137,904 SH   SOLE   137,904 0 0
ALBEMARLE CORP COM 012653101 23,574 273,865 SH   SOLE   258,455 0 15,410
ALCOA CORP COM 013872106 2,174 77,417 SH   SOLE   77,417 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 3,800 182,686 SH   SOLE   182,686 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 8 1,457 SH   SOLE   1,457 0 0
ALERE INC COM 01449J105 1,885 48,366 SH   SOLE   48,366 0 0
ALERE INC OPTIONS 01449J105 272 7,000 SH Put SOLE   7,000 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 16,622 370,449 SH   SOLE   370,449 0 0
ALEXANDERS INC COM 014752109 3,499 8,198 SH   SOLE   8,198 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 34,078 306,646 SH   SOLE   298,603 0 8,043
ALEXION PHARMACEUTICALS INC COM 015351109 282,022 2,305,045 SH   SOLE   1,754,922 0 550,123
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 66,393 756,102 SH   SOLE   756,102 0 0
ALICO INC COM 016230104 395 14,551 SH   SOLE   14,551 0 0
ALIGN TECHNOLOGY INC COM 016255101 25,368 263,891 SH   SOLE   255,858 0 8,033
ALIMERA SCIENCES INC COM 016259103 9 8,676 SH   SOLE   8,676 0 0
ALJ REGIONAL HLDGS INC COM 001627108 318 72,391 SH   SOLE   72,391 0 0
ALKERMES PLC SHS G01767105 6,263 112,682 SH   SOLE   96,797 0 15,885
ALLEGHANY CORP DEL COM 017175100 32,028 52,667 SH   SOLE   51,070 0 1,597
ALLEGHENY TECHNOLOGIES INC COM 01741R102 12,072 757,833 SH   SOLE   757,833 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 1,642 45,419 SH   SOLE   45,419 0 0
ALLEGIANT TRAVEL CO COM 01748X102 11,034 66,310 SH   SOLE   66,310 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 12,895 201,481 SH   SOLE   197,806 0 3,675
ALLERGAN PLC SHS G0177J108 201,426 959,127 SH   SOLE   894,060 0 65,067
ALLERGAN PLC PFD CONV SER A G0177J116 10,797 14,161 SH   SOLE   14,161 0 0
ALLETE INC COM NEW 018522300 17,268 269,015 SH   SOLE   269,015 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 29,798 130,409 SH   SOLE   122,310 0 8,099
ALLIANCE HEALTHCARE SRVCS IN COM PAR 018606301 9 887 SH   SOLE   887 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 650 33,878 SH   SOLE   33,878 0 0
ALLIANT ENERGY CORP COM 018802108 23,371 616,825 SH   SOLE   585,755 0 31,070
ALLIED MOTION TECHNOLOGIES I COM 019330109 510 23,853 SH   SOLE   23,853 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 2,705 50,359 SH   SOLE   50,359 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 2 3,876 SH   SOLE   3,876 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,568 165,264 SH   SOLE   165,264 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,672 653,440 SH   SOLE   653,440 0 0
ALLSTATE CORP COM 020002101 78,435 1,058,211 SH   SOLE   972,414 0 85,797
ALLY FINL INC COM 02005N100 5,472 287,715 SH   SOLE   242,092 0 45,623
ALLY FINL INC OPTIONS 02005N100 190 10,000 SH Put SOLE   10,000 0 0
ALMOST FAMILY INC COM 020409108 2,031 46,065 SH   SOLE   46,065 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,375 36,732 SH   SOLE   36,732 0 0
ALON USA ENERGY INC COM 020520102 1,410 123,933 SH   SOLE   123,933 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,661 78,094 SH   SOLE   78,094 0 0
ALPHA PRO TECH LTD COM 020772109 9 2,605 SH   SOLE   2,605 0 0
ALPHABET INC CAP STK CL C 02079K107 662,270 858,063 SH   SOLE   804,947 0 53,116
ALPHABET INC CAP STK CL A 02079K305 1,050,426 1,325,542 SH   SOLE   1,123,656 0 201,886
ALPS ETF TR ALERIAN MLP 00162Q866 993 78,822 SH   SOLE   29,893 0 48,929
ALTISOURCE ASSET MGMT CORP COM 02153X108 8 150 SH   SOLE   150 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,204 45,273 SH   SOLE   45,273 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 2,383 215,868 SH   SOLE   215,868 0 0
ALTRA INDL MOTION CORP COM 02208R106 3,600 97,562 SH   SOLE   97,562 0 0
ALTRIA GROUP INC COM 02209S103 493,657 7,300,453 SH   SOLE   6,855,650 0 444,803
AMAG PHARMACEUTICALS INC COM 00163U106 6,472 185,963 SH   SOLE   185,963 0 0
AMAZON COM INC COM 023135106 1,098,608 1,465,064 SH   SOLE   1,245,167 0 219,897
AMBAC FINL GROUP INC COM NEW 023139884 3,661 162,733 SH   SOLE   162,733 0 0
AMBARELLA INC SHS G037AX101 6,864 126,798 SH   SOLE   126,798 0 0
AMBER RD INC COM 02318Y108 673 74,084 SH   SOLE   74,084 0 0
AMBEV SA SPONSORED ADR 02319V103 1,228 250,000 SH   SOLE   250,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 4,039 120,021 SH   SOLE   120,021 0 0
AMC NETWORKS INC CL A 00164V103 11,651 222,604 SH   SOLE   222,604 0 0
AMC NETWORKS INC OPTIONS 00164V103 236 4,500 SH Call SOLE   4,500 0 0
AMCON DISTRG CO COM NEW 02341Q205 7 60 SH   SOLE   60 0 0
AMDOCS LTD SHS G02602103 11,431 196,233 SH   SOLE   143,069 0 53,164
AMEDISYS INC COM 023436108 8,826 207,046 SH   SOLE   207,046 0 0
AMERCO COM 023586100 1,463 3,959 SH   SOLE   3,270 0 689
AMEREN CORP COM 023608102 28,729 547,634 SH   SOLE   512,443 0 35,191
AMERESCO INC CL A 02361E108 484 88,009 SH   SOLE   88,009 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,931 153,599 SH   SOLE   153,599 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 77,112 1,651,570 SH   SOLE   1,607,892 0 43,678
AMERICAN ASSETS TR INC COM 024013104 8,996 208,818 SH   SOLE   208,818 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 7,481 387,592 SH   SOLE   387,592 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 24,500 492,260 SH   SOLE   492,260 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17,038 1,123,156 SH   SOLE   1,123,156 0 0
AMERICAN ELEC PWR INC COM 025537101 71,988 1,143,400 SH   SOLE   1,068,848 0 74,552
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,592 381,169 SH   SOLE   381,169 0 0
AMERICAN EXPRESS CO COM 025816109 112,432 1,517,710 SH   SOLE   1,399,043 0 118,667
AMERICAN FARMLAND CO COM 02589Y100 23 2,830 SH   SOLE   2,830 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 22,480 255,110 SH   SOLE   255,110 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,620 124,889 SH   SOLE   124,889 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 0 10 SH   SOLE   10 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 316,727 4,849,601 SH   SOLE   4,704,081 0 145,520
AMERICAN NATL BANKSHARES INC COM 027745108 1,205 34,623 SH   SOLE   34,623 0 0
AMERICAN NATL INS CO COM 028591105 549 4,406 SH   SOLE   4,406 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,138 87,084 SH   SOLE   87,084 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,488 32,851 SH   SOLE   32,851 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 713 33,523 SH   SOLE   33,523 0 0
AMERICAN RIVER BANKSHARES COM 029326105 16 1,048 SH   SOLE   1,048 0 0
AMERICAN RLTY INVS INC COM 029174109 2 361 SH   SOLE   361 0 0
AMERICAN SOFTWARE INC CL A 029683109 1,046 101,267 SH   SOLE   101,267 0 0
AMERICAN STS WTR CO COM 029899101 8,684 190,611 SH   SOLE   190,611 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 347 47,077 SH   SOLE   47,077 0 0
AMERICAN TOWER CORP NEW COM 03027X100 99,076 937,510 SH   SOLE   878,468 0 59,042
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 2,865 27,328 SH   SOLE   27,328 0 0
AMERICAN VANGUARD CORP COM 030371108 2,986 155,946 SH   SOLE   155,946 0 0
AMERICAN WOODMARK CORP COM 030506109 5,345 71,036 SH   SOLE   71,036 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 35,445 489,846 SH   SOLE   454,343 0 35,503
AMERICAS CAR MART INC COM 03062T105 1,463 33,435 SH   SOLE   33,435 0 0
AMERIPRISE FINL INC COM 03076C106 48,594 438,024 SH   SOLE   412,248 0 25,776
AMERIS BANCORP COM 03076K108 7,788 178,635 SH   SOLE   178,635 0 0
AMERISAFE INC COM 03071H100 6,198 99,414 SH   SOLE   99,414 0 0
AMERISERV FINL INC COM 03074A102 11 2,987 SH   SOLE   2,987 0 0
AMERISOURCEBERGEN CORP COM 03073E105 31,466 402,434 SH   SOLE   370,557 0 31,877
AMES NATL CORP COM 031001100 1,184 35,869 SH   SOLE   35,869 0 0
AMETEK INC NEW COM 031100100 26,924 554,000 SH   SOLE   521,731 0 32,269
AMGEN INC COM 031162100 273,753 1,872,324 SH   SOLE   1,759,171 0 113,153
AMICUS THERAPEUTICS INC COM 03152W109 2,621 527,430 SH   SOLE   527,430 0 0
AMKOR TECHNOLOGY INC COM 031652100 4,278 405,495 SH   SOLE   405,495 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 9,293 241,686 SH   SOLE   241,686 0 0
AMPCO-PITTSBURGH CORP COM 032037103 568 33,886 SH   SOLE   33,886 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 3,453 187,464 SH   SOLE   187,464 0 0
AMPHENOL CORP NEW CL A 032095101 45,143 671,772 SH   SOLE   622,828 0 48,944
AMPIO PHARMACEUTICALS INC COM 03209T109 147 163,225 SH   SOLE   163,225 0 0
AMPLIFY SNACK BRANDS COM 03211L102 965 109,484 SH   SOLE   109,484 0 0
AMREP CORP NEW COM 032159105 5 671 SH   SOLE   671 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 8 1,794 SH   SOLE   1,794 0 0
AMTRUST FINL SVCS INC COM 032359309 1,371 50,089 SH   SOLE   50,089 0 0
ANADARKO PETE CORP COM 032511107 155,239 2,226,284 SH   SOLE   2,104,418 0 121,866
ANALOG DEVICES INC COM 032654105 50,832 699,974 SH   SOLE   656,446 0 43,528
ANALOGIC CORP COM PAR $0.05 032657207 5,613 67,671 SH   SOLE   67,671 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 502 126,696 SH   SOLE   126,696 0 0
ANCHOR BANCORP WA COM 032838104 11 417 SH   SOLE   417 0 0
ANDERSONS INC COM 034164103 6,473 144,818 SH   SOLE   144,818 0 0
ANGIES LIST INC COM 034754101 1,300 157,936 SH   SOLE   157,936 0 0
ANGIODYNAMICS INC COM 03475V101 2,634 156,147 SH   SOLE   156,147 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 51,442 487,876 SH   SOLE   393,412 0 94,464
ANI PHARMACEUTICALS INC COM 00182C103 2,537 41,857 SH   SOLE   41,857 0 0
ANIKA THERAPEUTICS INC COM 035255108 3,777 77,137 SH   SOLE   77,137 0 0
ANIXTER INTL INC COM 035290105 12,588 155,310 SH   SOLE   155,310 0 0
ANNALY CAP MGMT INC COM 035710409 6,464 648,312 SH   SOLE   542,763 0 105,549
ANSYS INC COM 03662Q105 28,948 312,982 SH   SOLE   303,933 0 9,049
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 699 22,630 SH   SOLE   22,630 0 0
ANTERO RES CORP COM 03674X106 4,232 178,936 SH   SOLE   163,418 0 15,518
ANTHEM INC COM 036752103 230,325 1,602,036 SH   SOLE   1,512,099 0 89,937
ANTHEM INC UNIT 05/01/20188 036752202 15,268 325,205 SH   SOLE   325,205 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 100 153,309 SH   SOLE   153,309 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2,164 418,506 SH   SOLE   418,506 0 0
AON PLC SHS CL A G0408V102 68,571 614,817 SH   SOLE   577,897 0 36,920
APACHE CORP COM 037411105 217,562 3,427,798 SH   SOLE   3,326,852 0 100,946
APARTMENT INVT & MGMT CO CL A 03748R101 15,734 346,186 SH   SOLE   340,235 0 5,951
APOGEE ENTERPRISES INC COM 037598109 7,784 145,331 SH   SOLE   145,331 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 4,956 298,176 SH   SOLE   298,176 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 96 92,000 PRN   SOLE   92,000 0 0
APOLLO ED GROUP INC CL A 037604105 3,464 349,851 SH   SOLE   349,851 0 0
APPFOLIO INC COM CL A 03783C100 705 29,552 SH   SOLE   29,552 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,879 94,045 SH   SOLE   94,045 0 0
APPLE INC COM 037833100 1,794,645 15,495,124 SH   SOLE   14,425,870 0 1,069,254
APPLIED DNA SCIENCES INC COM NEW 03815U201 7 3,719 SH   SOLE   3,719 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 455 48,674 SH   SOLE   48,674 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 11,540 194,276 SH   SOLE   194,276 0 0
APPLIED MATLS INC COM 038222105 77,210 2,392,625 SH   SOLE   2,212,878 0 179,747
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2,451 297,092 SH   SOLE   297,092 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,624 69,300 SH   SOLE   69,300 0 0
APPROACH RESOURCES INC COM 03834A103 22 6,421 SH   SOLE   6,421 0 0
APPTIO INC CL A 03835C108 20 1,059 SH   SOLE   1,059 0 0
APTARGROUP INC COM 038336103 16,086 219,010 SH   SOLE   219,010 0 0
APTEVO THERAPEUTICS INC COM 03835L108 148 60,521 SH   SOLE   60,521 0 0
AQUA AMERICA INC COM 03836W103 18,633 620,278 SH   SOLE   620,278 0 0
AQUA METALS INC COM 03837J101 522 39,814 SH   SOLE   39,814 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 109 4,461 SH   SOLE   4,461 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 419 25,358 SH   SOLE   25,358 0 0
ARADIGM CORP COM NO PAR NEW 038505400 3 1,598 SH   SOLE   1,598 0 0
ARAMARK COM 03852U106 5,626 157,510 SH   SOLE   133,224 0 24,286
ARATANA THERAPEUTICS INC COM 03874P101 933 129,892 SH   SOLE   129,892 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 866 170,394 SH   SOLE   170,394 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 8 1,724 SH   SOLE   1,724 0 0
ARCA BIOPHARMA INC COM PAR$.001 00211Y407 3 1,046 SH   SOLE   1,046 0 0
ARCADIA BIOSCIENCES INC COM 039014105 2 2,204 SH   SOLE   2,204 0 0
ARCBEST CORP COM 03937C105 3,804 137,578 SH   SOLE   137,578 0 0
ARCH CAP GROUP LTD ORD G0450A105 7,902 91,576 SH   SOLE   76,599 0 14,977
ARCHER DANIELS MIDLAND CO COM 039483102 50,843 1,113,765 SH   SOLE   1,030,208 0 83,557
ARCHROCK INC COM 03957W106 4,992 378,158 SH   SOLE   378,158 0 0
ARCONIC INC COM 03965L100 18,303 987,214 SH   SOLE   926,233 0 60,981
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 674 124,758 SH   SOLE   124,758 0 0
ARCTIC CAT INC COM 039670104 1,039 69,164 SH   SOLE   69,164 0 0
ARDELYX INC COM 039697107 1,886 132,794 SH   SOLE   132,794 0 0
ARDMORE SHIPPING CORP COM Y0207T100 942 127,288 SH   SOLE   127,288 0 0
ARENA PHARMACEUTICALS INC COM 040047102 1,349 950,129 SH   SOLE   950,129 0 0
ARES CAP CORP COM 04010L103 720 43,642 SH   SOLE   43,642 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,636 119,150 SH   SOLE   119,150 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 18 1,213 SH   SOLE   1,213 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 826 43,016 SH   SOLE   43,016 0 0
ARGAN INC COM 04010E109 3,659 51,865 SH   SOLE   51,865 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 7,666 116,331 SH   SOLE   116,331 0 0
ARGOS THERAPEUTICS INC COM 040221103 328 66,859 SH   SOLE   66,859 0 0
ARI NETWORK SVCS INC COM NEW 001930205 15 2,858 SH   SOLE   2,858 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 8,304 667,499 SH   SOLE   667,499 0 0
ARISTA NETWORKS INC COM 040413106 1,802 18,619 SH   SOLE   18,619 0 0
ARK RESTAURANTS CORP COM 040712101 9 361 SH   SOLE   361 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,072 72,313 SH   SOLE   72,313 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,980 135,910 SH   SOLE   135,910 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,241 149,434 SH   SOLE   149,434 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,947 97,803 SH   SOLE   97,803 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,134 27,141 SH   SOLE   27,141 0 0
AROTECH CORP COM NEW 042682203 13 3,606 SH   SOLE   3,606 0 0
ARQULE INC COM 04269E107 14 10,990 SH   SOLE   10,990 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,937 675,469 SH   SOLE   675,469 0 0
ARRIS INTL INC SHS G0551A103 19,967 662,694 SH   SOLE   662,694 0 0
ARROW ELECTRS INC COM 042735100 24,241 339,981 SH   SOLE   330,448 0 9,533
ARROW FINL CORP COM 042744102 1,885 46,545 SH   SOLE   46,545 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 376 242,397 SH   SOLE   242,397 0 0
ARTESIAN RESOURCES CORP CL A 043113208 1,006 31,509 SH   SOLE   31,509 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 554 18,608 SH   SOLE   18,608 0 0
ASB BANCORP INC N C COM 00213T109 15 491 SH   SOLE   491 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 6,206 100,589 SH   SOLE   100,589 0 0
ASCENA RETAIL GROUP INC COM 04351G101 5,638 910,879 SH   SOLE   910,879 0 0
ASCENT CAP GROUP INC COM SER A 043632108 702 43,185 SH   SOLE   43,185 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,444 105,797 SH   SOLE   105,797 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 2,650 341,525 SH   SOLE   341,525 0 0
ASHFORD INC COM 044104107 7 161 SH   SOLE   161 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 24,577 224,883 SH   SOLE   218,230 0 6,653
ASML HOLDING N V N Y REGISTRY SHS N07059210 149,596 1,333,299 SH   SOLE   979,178 0 354,121
ASPEN AEROGELS INC COM 04523Y105 12 2,925 SH   SOLE   2,925 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,799 196,337 SH   SOLE   196,337 0 0
ASPEN TECHNOLOGY INC COM 045327103 15,848 289,829 SH   SOLE   289,829 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 29 2,417 SH   SOLE   2,417 0 0
ASSOCIATED BANC CORP COM 045487105 12,868 520,953 SH   SOLE   520,953 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 700 21,312 SH   SOLE   21,312 0 0
ASSURANT INC COM 04621X108 12,402 133,551 SH   SOLE   125,152 0 8,399
ASSURED GUARANTY LTD COM G0585R106 2,894 76,614 SH   SOLE   76,614 0 0
ASTA FDG INC COM 046220109 6 647 SH   SOLE   647 0 0
ASTEC INDS INC COM 046224101 6,758 100,176 SH   SOLE   100,176 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 382 82,955 SH   SOLE   82,955 0 0
ASTORIA FINL CORP COM 046265104 9,342 500,921 SH   SOLE   500,921 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 163,990 6,002,547 SH   SOLE   6,002,547 0 0
ASTRONICS CORP COM 046433108 2,471 73,008 SH   SOLE   73,008 0 0
ASTRONOVA INC COM 04638F108 13 933 SH   SOLE   933 0 0
ASTROTECH CORP COM 046484101 4 2,874 SH   SOLE   2,874 0 0
ASURE SOFTWARE INC COM 04649U102 6 751 SH   SOLE   751 0 0
AT HOME GROUP INC COM 04650Y100 130 8,907 SH   SOLE   8,907 0 0
AT&T INC COM 00206R102 529,566 12,451,582 SH   SOLE   11,544,752 0 906,830
ATARA BIOTHERAPEUTICS INC COM 046513107 1,319 92,922 SH   SOLE   92,922 0 0
ATENTO S A SHS L0427L105 256 33,500 SH   SOLE   33,500 0 0
ATHENAHEALTH INC COM 04685W103 1,970 18,735 SH   SOLE   18,735 0 0
ATHENE HLDG LTD CL A G0684D107 7,371 153,602 SH   SOLE   150,179 0 3,423
ATHERSYS INC COM 04744L106 430 281,011 SH   SOLE   281,011 0 0
ATKORE INTL GROUP INC COM 047649108 1,131 47,293 SH   SOLE   47,293 0 0
ATLANTIC AMERN CORP COM 048209100 4 932 SH   SOLE   932 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 1,332 70,103 SH   SOLE   70,103 0 0
ATLANTIC COAST FINL CORP COM 048426100 17 2,478 SH   SOLE   2,478 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,321 528,236 SH   SOLE   528,236 0 0
ATLANTICA YIELD PLC SHS G0751N103 4,677 241,731 SH   SOLE   241,731 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 3 1,038 SH   SOLE   1,038 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,945 133,166 SH   SOLE   133,166 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 108 107,000 PRN   SOLE   107,000 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 871 48,249 SH   SOLE   48,249 0 0
ATLASSIAN CORP PLC CL A G06242104 316 13,137 SH   SOLE   13,137 0 0
ATMOS ENERGY CORP COM 049560105 27,670 373,162 SH   SOLE   362,162 0 11,000
ATN INTL INC COM 00215F107 4,562 56,934 SH   SOLE   56,934 0 0
ATOMERA INC COM 04965B100 1 210 SH   SOLE   210 0 0
ATRICURE INC COM 04963C209 2,479 126,695 SH   SOLE   126,695 0 0
ATRION CORP COM 049904105 2,687 5,298 SH   SOLE   5,298 0 0
ATWOOD OCEANICS INC COM 050095108 4,358 331,918 SH   SOLE   331,918 0 0
ATYR PHARMA INC COM 002120103 6 2,926 SH   SOLE   2,926 0 0
AUBURN NATL BANCORP COM 050473107 12 393 SH   SOLE   393 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 318 17,417 SH   SOLE   17,417 0 0
AUTOBYTEL INC COM NEW 05275N205 458 34,080 SH   SOLE   34,080 0 0
AUTODESK INC COM 052769106 67,659 914,181 SH   SOLE   747,522 0 166,659
AUTOLIV INC COM 052800109 1,422 12,564 SH   SOLE   1,630 0 10,934
AUTOMATIC DATA PROCESSING IN COM 053015103 101,963 992,047 SH   SOLE   925,684 0 66,363
AUTONATION INC COM 05329W102 10,088 207,355 SH   SOLE   197,809 0 9,546
AUTOZONE INC COM 053332102 50,326 63,721 SH   SOLE   59,511 0 4,210
AV HOMES INC COM 00234P102 807 51,053 SH   SOLE   51,053 0 0
AVALONBAY CMNTYS INC COM 053484101 57,886 326,760 SH   SOLE   306,925 0 19,835
AVANGRID INC COM 05351W103 1,143 30,185 SH   SOLE   30,185 0 0
AVERY DENNISON CORP COM 053611109 49,759 708,610 SH   SOLE   668,412 0 40,198
AVEXIS INC COM 05366U100 2,190 45,890 SH   SOLE   45,890 0 0
AVID TECHNOLOGY INC COM 05367P100 610 138,611 SH   SOLE   138,611 0 0
AVINGER INC COM 053734109 318 85,851 SH   SOLE   85,851 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 8 6,765 SH   SOLE   6,765 0 0
AVIS BUDGET GROUP COM 053774105 10,876 296,523 SH   SOLE   296,523 0 0
AVISTA CORP COM 05379B107 15,621 390,629 SH   SOLE   390,629 0 0
AVNET INC COM 053807103 23,352 490,476 SH   SOLE   477,097 0 13,379
AVON PRODS INC COM 054303102 15,326 3,040,917 SH   SOLE   3,040,917 0 0
AVX CORP NEW COM 002444107 2,905 185,885 SH   SOLE   185,885 0 0
AWARE INC MASS COM 05453N100 16 2,621 SH   SOLE   2,621 0 0
AXALTA COATING SYS LTD COM G0750C108 23,150 851,098 SH   SOLE   828,709 0 22,389
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,769 121,602 SH   SOLE   121,602 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 5,255 80,506 SH   SOLE   69,660 0 10,846
AXOGEN INC COM 05463X106 811 90,071 SH   SOLE   90,071 0 0
AXOVANT SCIENCES LTD COM G0750W104 1,123 90,416 SH   SOLE   90,416 0 0
AXSOME THERAPEUTICS INC COM 05464T104 256 37,940 SH   SOLE   37,940 0 0
AXT INC COM 00246W103 25 5,179 SH   SOLE   5,179 0 0
AZURE PWR GLOBAL LTD SHS V0393H103 499 29,381 SH   SOLE   29,381 0 0
AZZ INC COM 002474104 8,478 132,672 SH   SOLE   132,672 0 0
B & G FOODS INC NEW COM 05508R106 14,460 330,139 SH   SOLE   330,139 0 0
B RILEY FINL INC COM 05580M108 666 36,114 SH   SOLE   36,114 0 0
B/E AEROSPACE INC COM 073302101 21,572 358,393 SH   SOLE   347,424 0 10,969
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,116 187,797 SH   SOLE   187,797 0 0
BADGER METER INC COM 056525108 5,363 145,130 SH   SOLE   145,130 0 0
BAIDU INC SPON ADR REP A 056752108 19,350 117,696 SH   SOLE   117,696 0 0
BAKER HUGHES INC COM 057224107 84,876 1,306,382 SH   SOLE   1,249,151 0 57,231
BALCHEM CORP COM 057665200 13,482 160,649 SH   SOLE   160,649 0 0
BALDWIN & LYONS INC CL B 057755209 1,010 40,088 SH   SOLE   40,088 0 0
BALL CORP COM 058498106 28,347 377,607 SH   SOLE   354,396 0 23,211
BALLANTYNE STRONG INC COM 058516105 16 2,025 SH   SOLE   2,025 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,464 257,278 SH   SOLE   257,278 0 0
BANCFIRST CORP COM 05945F103 2,966 31,871 SH   SOLE   31,871 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 33,807 4,993,641 SH   SOLE   4,993,641 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 27,373 3,142,740 SH   SOLE   542,740 0 2,600,000
BANCORP INC DEL COM 05969A105 1,520 193,408 SH   SOLE   193,408 0 0
BANCORP NEW JERSEY INC NEW COM 059915108 10 719 SH   SOLE   719 0 0
BANCORPSOUTH INC COM 059692103 18,825 606,270 SH   SOLE   606,270 0 0
BANK AMER CORP COM 060505104 773,213 34,987,036 SH   SOLE   29,458,944 0 5,528,092
BANK COMM HLDGS COM 06424J103 19 1,974 SH   SOLE   1,974 0 0
BANK HAWAII CORP COM 062540109 17,060 192,357 SH   SOLE   192,357 0 0
BANK MUTUAL CORP NEW COM 063750103 2,250 238,060 SH   SOLE   238,060 0 0
BANK NEW YORK MELLON CORP COM 064058100 98,189 2,072,378 SH   SOLE   1,924,146 0 148,232
BANK OF MARIN BANCORP COM 063425102 1,720 24,656 SH   SOLE   24,656 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 997 31,707 SH   SOLE   31,707 0 0
BANK OF THE OZARKS INC COM 063904106 31,287 594,926 SH   SOLE   594,926 0 0
BANK OF THE ST JAMES FINL GP COM 470299108 11 696 SH   SOLE   696 0 0
BANK SOUTH CAROLINA CORP COM 065066102 14 671 SH   SOLE   671 0 0
BANKFINANCIAL CORP COM 06643P104 1,038 70,017 SH   SOLE   70,017 0 0
BANKRATE INC DEL COM 06647F102 2,167 196,080 SH   SOLE   196,080 0 0
BANKUNITED INC COM 06652K103 2,135 56,648 SH   SOLE   56,648 0 0
BANKWELL FINL GROUP INC COM 06654A103 767 23,614 SH   SOLE   23,614 0 0
BANNER CORP COM NEW 06652V208 8,889 159,277 SH   SOLE   159,277 0 0
BAR HBR BANKSHARES COM 066849100 1,197 25,301 SH   SOLE   25,301 0 0
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 332 13,000 SH   SOLE   13,000 0 0
BARD C R INC COM 067383109 42,561 189,446 SH   SOLE   179,256 0 10,190
BARNES & NOBLE ED INC COM 06777U101 2,502 218,170 SH   SOLE   218,170 0 0
BARNES & NOBLE INC COM 067774109 3,681 330,100 SH   SOLE   330,100 0 0
BARNES GROUP INC COM 067806109 12,738 268,630 SH   SOLE   268,630 0 0
BARRACUDA NETWORKS INC COM 068323104 1,737 81,057 SH   SOLE   81,057 0 0
BARRETT BILL CORP COM 06846N104 2,191 313,480 SH   SOLE   313,480 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 1,790 27,922 SH   SOLE   27,922 0 0
BARRICK GOLD CORP COM 067901108 244 15,250 SH   SOLE   15,250 0 0
BASSETT FURNITURE INDS INC COM 070203104 1,265 41,617 SH   SOLE   41,617 0 0
BAXTER INTL INC COM 071813109 149,040 3,361,295 SH   SOLE   3,250,208 0 111,087
BAY BANCORP INC COM 07203T106 8 1,257 SH   SOLE   1,257 0 0
BAZAARVOICE INC COM 073271108 1,660 342,335 SH   SOLE   342,335 0 0
BB&T CORP COM 054937107 75,616 1,608,175 SH   SOLE   1,490,398 0 117,777
BCB BANCORP INC COM 055298103 21 1,652 SH   SOLE   1,652 0 0
BCE INC COM NEW 05534B760 4,996 115,550 SH   SOLE   89,740 0 25,810
BEACON ROOFING SUPPLY INC COM 073685109 10,079 218,779 SH   SOLE   218,779 0 0
BEAR ST FINL INC COM 073844102 747 73,580 SH   SOLE   73,580 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 3 480 SH   SOLE   480 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,758 132,153 SH   SOLE   132,153 0 0
BECTON DICKINSON & CO COM 075887109 218,082 1,317,319 SH   SOLE   1,117,955 0 199,364
BED BATH & BEYOND INC COM 075896100 22,241 547,274 SH   SOLE   525,878 0 21,396
BEL FUSE INC CL B 077347300 1,574 50,934 SH   SOLE   50,934 0 0
BELDEN INC COM 077454106 20,736 277,335 SH   SOLE   277,335 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 1,130 82,959 SH   SOLE   82,959 0 0
BELMOND LTD CL A G1154H107 6,147 460,475 SH   SOLE   460,475 0 0
BEMIS INC COM 081437105 26,229 548,492 SH   SOLE   544,057 0 4,435
BENCHMARK ELECTRS INC COM 08160H101 8,215 269,348 SH   SOLE   269,348 0 0
BENEFICIAL BANCORP INC COM 08171T102 5,304 288,276 SH   SOLE   288,276 0 0
BENEFITFOCUS INC COM 08180D106 1,414 47,625 SH   SOLE   47,625 0 0
BERKLEY W R CORP COM 084423102 25,294 380,309 SH   SOLE   369,694 0 10,615
BERKSHIRE HATHAWAY INC DEL CL A 084670108 24,168 99 SH   SOLE   99 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 752,399 4,616,512 SH   SOLE   4,153,939 0 462,573
BERKSHIRE HILLS BANCORP INC COM 084680107 4,756 129,076 SH   SOLE   129,076 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,856 58,609 SH   SOLE   58,609 0 0
BEST BUY INC COM 086516101 27,038 633,663 SH   SOLE   589,652 0 44,011
BG STAFFING INC COM 05544A109 18 1,175 SH   SOLE   1,175 0 0
BGC PARTNERS INC CL A 05541T101 8,334 814,616 SH   SOLE   814,616 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 35 965 SH   SOLE   965 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,765 101,710 SH   SOLE   101,710 0 0
BIG LOTS INC COM 089302103 14,803 294,827 SH   SOLE   294,827 0 0
BIGLARI HLDGS INC COM 08986R101 2,800 5,918 SH   SOLE   5,918 0 0
BIO PATH HOLDINGS INC COM 09057N102 424 313,763 SH   SOLE   313,763 0 0
BIO RAD LABS INC CL A 090572207 13,304 72,986 SH   SOLE   72,986 0 0
BIO TECHNE CORP COM 09073M104 13,148 127,861 SH   SOLE   127,861 0 0
BIOBLAST PHARMA LTD SHS M20156101 1 1,255 SH   SOLE   1,255 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 1,858 293,567 SH   SOLE   293,567 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 15 8,532 SH   SOLE   8,532 0 0
BIOGEN INC COM 09062X103 314,138 1,107,758 SH   SOLE   969,393 0 138,365
BIOLASE INC COM 090911108 9 6,170 SH   SOLE   6,170 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 8,980 108,401 SH   SOLE   90,501 0 17,900
BIOSCRIP INC COM 09069N108 502 483,140 SH   SOLE   483,140 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,193 21,410 SH   SOLE   21,410 0 0
BIOTELEMETRY INC COM 090672106 3,175 142,051 SH   SOLE   142,051 0 0
BIOTIME INC COM 09066L105 1,005 278,470 SH   SOLE   278,470 0 0
BJS RESTAURANTS INC COM 09180C106 4,932 125,496 SH   SOLE   125,496 0 0
BLACK BOX CORP DEL COM 091826107 1,224 80,249 SH   SOLE   80,249 0 0
BLACK DIAMOND INC COM 09202G101 20 3,798 SH   SOLE   3,798 0 0
BLACK HILLS CORP COM 092113109 26,548 432,793 SH   SOLE   432,793 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 413 10,918 SH   SOLE   10,918 0 0
BLACKBAUD INC COM 09227Q100 15,232 238,000 SH   SOLE   238,000 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 7,747 205,639 SH   SOLE   205,639 0 0
BLACKLINE INC COM 09239B109 750 27,153 SH   SOLE   27,153 0 0
BLACKROCK INC COM 09247X101 89,672 235,644 SH   SOLE   218,750 0 16,894
BLACKROCK MUNI INCOME TR II COM 09249N101 0 1 SH   SOLE   1 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 90 81,000 PRN   SOLE   81,000 0 0
BLOCK H & R INC COM 093671105 57,331 2,493,758 SH   SOLE   2,462,473 0 31,285
BLOOMIN BRANDS INC COM 094235108 6,939 384,875 SH   SOLE   384,875 0 0
BLUCORA INC COM 095229100 3,168 214,767 SH   SOLE   214,767 0 0
BLUE BIRD CORP COM 095306106 402 26,037 SH   SOLE   26,037 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 704 29,294 SH   SOLE   29,294 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 453 24,570 SH   SOLE   24,570 0 0
BLUE HILLS BANCORP INC COM 095573101 2,066 110,181 SH   SOLE   110,181 0 0
BLUE NILE INC COM 09578R103 2,409 59,287 SH   SOLE   59,287 0 0
BLUEBIRD BIO INC COM 09609G100 9,739 157,838 SH   SOLE   157,838 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,164 77,162 SH   SOLE   77,162 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 1,125 81,975 SH   SOLE   81,975 0 0
BMC STK HLDGS INC COM 05591B109 4,120 211,269 SH   SOLE   211,269 0 0
BNC BANCORP COM 05566T101 5,183 162,468 SH   SOLE   162,468 0 0
BOB EVANS FARMS INC COM 096761101 6,734 126,560 SH   SOLE   126,560 0 0
BOEING CO COM 097023105 193,714 1,244,306 SH   SOLE   1,223,598 0 20,708
BOFI HLDG INC COM 05566U108 8,700 304,712 SH   SOLE   304,712 0 0
BOINGO WIRELESS INC COM 09739C102 1,743 142,970 SH   SOLE   142,970 0 0
BOISE CASCADE CO DEL COM 09739D100 4,516 200,705 SH   SOLE   200,705 0 0
BOJANGLES INC COM 097488100 644 34,524 SH   SOLE   34,524 0 0
BOK FINL CORP COM NEW 05561Q201 1,251 15,067 SH   SOLE   15,067 0 0
BON-TON STORES INC COM 09776J101 4 2,748 SH   SOLE   2,748 0 0
BONANZA CREEK ENERGY INC COM 097793103 9 8,687 SH   SOLE   8,687 0 0
BOOT BARN HLDGS INC COM 099406100 905 72,256 SH   SOLE   72,256 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,997 55,356 SH   SOLE   55,356 0 0
BORGWARNER INC COM 099724106 18,354 465,377 SH   SOLE   435,671 0 29,706
BOSTON BEER INC CL A 100557107 12,842 75,607 SH   SOLE   75,607 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 7,405 447,438 SH   SOLE   447,438 0 0
BOSTON PROPERTIES INC COM 101121101 47,487 377,540 SH   SOLE   354,489 0 23,051
BOSTON SCIENTIFIC CORP COM 101137107 133,941 6,192,388 SH   SOLE   5,137,985 0 1,054,403
BOTTOMLINE TECH DEL INC COM 101388106 5,917 236,483 SH   SOLE   236,483 0 0
BOVIE MEDICAL CORP COM 10211F100 16 4,482 SH   SOLE   4,482 0 0
BOX INC CL A 10316T104 2,504 180,671 SH   SOLE   180,671 0 0
BOYD GAMING CORP COM 103304101 8,491 420,986 SH   SOLE   420,986 0 0
BP PLC SPONSORED ADR 055622104 84,875 2,270,593 SH   SOLE   2,127,503 0 143,090
BRADY CORP CL A 104674106 9,075 241,672 SH   SOLE   241,672 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 8 3,003 SH   SOLE   3,003 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2,824 171,064 SH   SOLE   171,064 0 0
BRASKEM S A SP ADR PFD A 105532105 547 25,783 SH   SOLE   25,783 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 9 2,257 SH   SOLE   2,257 0 0
BRF SA SPONSORED ADR 10552T107 7,159 485,000 SH   SOLE   60,000 0 425,000
BRIDGE BANCORP INC COM 108035106 2,718 71,714 SH   SOLE   71,714 0 0
BRIDGEPOINT ED INC COM 10807M105 715 70,580 SH   SOLE   70,580 0 0
BRIDGFORD FOODS CORP COM 108763103 3 297 SH   SOLE   297 0 0
BRIGGS & STRATTON CORP COM 109043109 5,143 231,064 SH   SOLE   231,064 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 11,357 162,198 SH   SOLE   162,198 0 0
BRIGHTCOVE INC COM 10921T101 939 116,658 SH   SOLE   116,658 0 0
BRINKER INTL INC COM 109641100 8,418 169,964 SH   SOLE   169,964 0 0
BRINKS CO COM 109696104 9,356 226,814 SH   SOLE   226,814 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 222,850 3,813,305 SH   SOLE   3,574,495 0 238,810
BRISTOW GROUP INC COM 110394103 3,862 188,557 SH   SOLE   188,557 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 85,859 762,039 SH   SOLE   762,039 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 14,020 574,100 SH   SOLE   526,054 0 48,046
BROADCOM LTD SHS Y09827109 247,145 1,398,118 SH   SOLE   1,172,489 0 225,629
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 27,757 418,653 SH   SOLE   406,027 0 12,626
BROADSOFT INC COM 11133B409 4,574 110,894 SH   SOLE   110,894 0 0
BROADVISION INC COM PAR $.001 111412706 2 416 SH   SOLE   416 0 0
BROADWIND ENERGY INC COM NEW 11161T207 10 2,493 SH   SOLE   2,493 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 17,605 1,409,547 SH   SOLE   1,409,547 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 70 70,000 PRN   SOLE   70,000 0 0
BROOKDALE SR LIVING INC COM 112463104 7,943 639,563 SH   SOLE   639,563 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 30 900 SH   SOLE   900 0 0
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 0 18 SH   SOLE   18 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 6,233 380,039 SH   SOLE   380,039 0 0
BROOKS AUTOMATION INC COM 114340102 6,282 368,043 SH   SOLE   368,043 0 0
BROWN & BROWN INC COM 115236101 19,401 432,477 SH   SOLE   432,477 0 0
BROWN FORMAN CORP CL A 115637100 1,096 23,690 SH   SOLE   23,690 0 0
BROWN FORMAN CORP CL B 115637209 21,437 477,230 SH   SOLE   448,798 0 28,432
BRT RLTY TR SH BEN INT NEW 055645303 12 1,483 SH   SOLE   1,483 0 0
BRUKER CORP COM 116794108 1,078 50,896 SH   SOLE   50,896 0 0
BRUNSWICK CORP COM 117043109 16,842 308,806 SH   SOLE   308,806 0 0
BRYN MAWR BK CORP COM 117665109 2,970 70,455 SH   SOLE   70,455 0 0
BSB BANCORP INC MD COM 05573H108 1,015 35,052 SH   SOLE   35,052 0 0
BSQUARE CORP COM NEW 11776U300 12 2,028 SH   SOLE   2,028 0 0
BT GROUP PLC ADR 05577E101 39,488 1,714,640 SH   SOLE   1,714,640 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 252 3,810 SH   SOLE   3,810 0 0
BUCKLE INC COM 118440106 3,485 152,836 SH   SOLE   152,836 0 0
BUFFALO WILD WINGS INC COM 119848109 19,002 123,071 SH   SOLE   123,071 0 0
BUILD A BEAR WORKSHOP COM 120076104 771 56,071 SH   SOLE   56,071 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,478 317,020 SH   SOLE   317,020 0 0
BUNGE LIMITED COM G16962105 6,561 90,819 SH   SOLE   75,865 0 14,954
BURLINGTON STORES INC COM 122017106 3,782 44,621 SH   SOLE   44,621 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,766 44,473 SH   SOLE   44,473 0 0
C & F FINL CORP COM 12466Q104 640 12,847 SH   SOLE   12,847 0 0
C D I CORP COM 125071100 140 18,902 SH   SOLE   18,902 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 22,804 311,273 SH   SOLE   291,751 0 19,522
CA INC COM 12673P105 22,726 715,321 SH   SOLE   658,781 0 56,540
CABELAS INC COM 126804301 10,463 178,697 SH   SOLE   178,697 0 0
CABLE ONE INC COM 12685J105 14,177 22,802 SH   SOLE   22,802 0 0
CABOT CORP COM 127055101 11,017 217,985 SH   SOLE   217,985 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 8,013 126,851 SH   SOLE   126,851 0 0
CABOT OIL & GAS CORP COM 127097103 45,553 1,950,024 SH   SOLE   1,885,967 0 64,057
CACI INTL INC CL A 127190304 16,332 131,388 SH   SOLE   131,388 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 25,728 1,020,160 SH   SOLE   989,574 0 30,586
CADIZ INC COM NEW 127537207 37 2,921 SH   SOLE   2,921 0 0
CAESARS ACQUISITION CO CL A 12768T103 2,600 192,586 SH   SOLE   192,586 0 0
CAESARS ENTMT CORP COM 127686103 1,951 229,556 SH   SOLE   229,556 0 0
CAESARSTONE LTD ORD SHS M20598104 2,577 89,958 SH   SOLE   89,958 0 0
CAFEPRESS INC COM 12769A103 3 1,105 SH   SOLE   1,105 0 0
CAI INTERNATIONAL INC COM 12477X106 596 68,789 SH   SOLE   68,789 0 0
CAL MAINE FOODS INC COM NEW 128030202 7,003 158,528 SH   SOLE   158,528 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 771 90,206 SH   SOLE   90,206 0 0
CALAMP CORP COM 128126109 2,735 188,608 SH   SOLE   188,608 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 76 79,000 PRN   SOLE   79,000 0 0
CALATLANTIC GROUP INC COM 128195104 8,739 256,957 SH   SOLE   256,957 0 0
CALAVO GROWERS INC COM 128246105 4,849 78,978 SH   SOLE   78,978 0 0
CALERES INC COM 129500104 7,696 234,478 SH   SOLE   234,478 0 0
CALGON CARBON CORP COM 129603106 4,669 274,639 SH   SOLE   274,639 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 41 2,633 SH   SOLE   2,633 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 2,723 127,907 SH   SOLE   127,907 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 8,534 251,737 SH   SOLE   251,737 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 8 2,467 SH   SOLE   2,467 0 0
CALIX INC COM 13100M509 1,352 175,547 SH   SOLE   175,547 0 0
CALLAWAY GOLF CO COM 131193104 5,476 499,672 SH   SOLE   499,672 0 0
CALLIDUS SOFTWARE INC COM 13123E500 3,764 224,049 SH   SOLE   224,049 0 0
CALLON PETE CO DEL COM 13123X102 8,254 537,005 SH   SOLE   537,005 0 0
CALPINE CORP COM NEW 131347304 2,753 240,891 SH   SOLE   206,246 0 34,645
CAMBIUM LEARNING GRP INC COM 13201A107 243 48,762 SH   SOLE   48,762 0 0
CAMBREX CORP COM 132011107 8,814 163,370 SH   SOLE   163,370 0 0
CAMDEN NATL CORP COM 133034108 2,848 64,082 SH   SOLE   64,082 0 0
CAMDEN PPTY TR SH BEN INT 133131102 26,485 315,038 SH   SOLE   305,079 0 9,959
CAMPBELL SOUP CO COM 134429109 25,701 425,025 SH   SOLE   393,533 0 31,492
CAMPING WORLD HLDGS INC CL A 13462K109 1,204 36,945 SH   SOLE   36,945 0 0
CANCER GENETICS INC COM 13739U104 3 2,086 SH   SOLE   2,086 0 0
CANTEL MEDICAL CORP COM 138098108 14,350 182,218 SH   SOLE   182,218 0 0
CANTERBURY PARK HOLDING CORP COM 13811E101 3 304 SH   SOLE   304 0 0
CAPELLA EDUCATION COMPANY COM 139594105 5,092 58,001 SH   SOLE   58,001 0 0
CAPITAL BK FINL CORP CL A COM 139794101 3,688 93,974 SH   SOLE   93,974 0 0
CAPITAL CITY BK GROUP INC COM 139674105 911 44,466 SH   SOLE   44,466 0 0
CAPITAL ONE FINL CORP COM 14040H105 200,140 2,294,126 SH   SOLE   2,193,328 0 100,798
CAPITAL SR LIVING CORP COM 140475104 1,777 110,744 SH   SOLE   110,744 0 0
CAPITOL FED FINL INC COM 14057J101 8,498 516,305 SH   SOLE   516,305 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 1 410 SH   SOLE   410 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 22 1,008 SH   SOLE   1,008 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 5,361 526,105 SH   SOLE   526,105 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 4 5,244 SH   SOLE   5,244 0 0
CARA THERAPEUTICS INC COM 140755109 868 93,427 SH   SOLE   93,427 0 0
CARBO CERAMICS INC COM 140781105 1,648 157,549 SH   SOLE   157,549 0 0
CARBONITE INC COM 141337105 1,204 73,413 SH   SOLE   73,413 0 0
CARDINAL FINL CORP COM 14149F109 5,893 179,721 SH   SOLE   179,721 0 0
CARDINAL HEALTH INC COM 14149Y108 55,972 777,719 SH   SOLE   729,575 0 48,144
CARDIOVASCULAR SYS INC DEL COM 141619106 2,933 121,152 SH   SOLE   121,152 0 0
CARDTRONICS PLC SHS CL A G1991C105 12,547 229,917 SH   SOLE   229,917 0 0
CARE CAP PPTYS INC COM 141624106 7,391 295,655 SH   SOLE   295,655 0 0
CARE COM INC COM 141633107 493 57,535 SH   SOLE   57,535 0 0
CAREDX INC COM 14167L103 5 1,928 SH   SOLE   1,928 0 0
CAREER EDUCATION CORP COM 141665109 3,737 370,355 SH   SOLE   370,355 0 0
CARETRUST REIT INC COM 14174T107 6,885 449,407 SH   SOLE   449,407 0 0
CARLISLE COS INC COM 142339100 25,914 234,965 SH   SOLE   234,965 0 0
CARMAX INC COM 143130102 26,891 417,625 SH   SOLE   391,229 0 26,396
CARNIVAL CORP UNIT 99/99/9999 143658300 147,770 2,838,463 SH   SOLE   2,054,489 0 783,974
CAROLINA BK HLDGS INC GREENS COM 143785103 20 761 SH   SOLE   761 0 0
CAROLINA FINL CORP NEW COM 143873107 1,364 44,303 SH   SOLE   44,303 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 13,468 372,352 SH   SOLE   372,352 0 0
CARRIAGE SVCS INC COM 143905107 1,695 59,197 SH   SOLE   59,197 0 0
CARRIZO OIL & GAS INC COM 144577103 21,278 569,702 SH   SOLE   569,702 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,091 137,146 SH   SOLE   137,146 0 0
CARTER INC COM 146229109 14,601 169,018 SH   SOLE   169,018 0 0
CAS MED SYS INC COM PAR $0.004 124769209 7 4,284 SH   SOLE   4,284 0 0
CASCADE BANCORP COM NEW 147154207 1,029 126,783 SH   SOLE   126,783 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 14 3,197 SH   SOLE   3,197 0 0
CASELLA WASTE SYS INC CL A 147448104 2,084 167,912 SH   SOLE   167,912 0 0
CASEYS GEN STORES INC COM 147528103 15,882 133,593 SH   SOLE   133,593 0 0
CASI PHARMACEUTICALS INC COM 14757U109 4 3,375 SH   SOLE   3,375 0 0
CASS INFORMATION SYS INC COM 14808P109 3,364 45,722 SH   SOLE   45,722 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 782 158,039 SH   SOLE   158,039 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 4 1,024 SH   SOLE   1,024 0 0
CATALENT INC COM 148806102 26,778 993,263 SH   SOLE   993,263 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 1,831 162,603 SH   SOLE   162,603 0 0
CATERPILLAR INC DEL COM 149123101 111,015 1,197,051 SH   SOLE   1,113,382 0 83,669
CATERPILLAR INC DEL OPTIONS 149123101 1,160 12,500 SH Put SOLE   12,500 0 0
CATHAY GEN BANCORP COM 149150104 19,872 522,542 SH   SOLE   522,542 0 0
CATO CORP NEW CL A 149205106 4,097 136,218 SH   SOLE   136,218 0 0
CAVCO INDS INC DEL COM 149568107 4,365 43,715 SH   SOLE   43,715 0 0
CAVIUM INC COM 14964U108 15,095 241,754 SH   SOLE   241,754 0 0
CB FINL SVCS INC COM 12479G101 16 632 SH   SOLE   632 0 0
CBIZ INC COM 124805102 2,945 214,949 SH   SOLE   214,949 0 0
CBL & ASSOC PPTYS INC COM 124830100 7,926 689,198 SH   SOLE   689,198 0 0
CBOE HLDGS INC COM 12503M108 20,848 282,149 SH   SOLE   282,149 0 0
CBRE GROUP INC CL A 12504L109 20,536 652,132 SH   SOLE   610,504 0 41,628
CBS CORP NEW CL B 124857202 54,132 850,866 SH   SOLE   789,841 0 61,025
CDK GLOBAL INC COM 12508E101 31,003 519,393 SH   SOLE   506,018 0 13,375
CDW CORP COM 12514G108 118,613 2,277,084 SH   SOLE   1,547,495 0 729,589
CEB INC COM 125134106 13,071 215,686 SH   SOLE   215,686 0 0
CECO ENVIRONMENTAL CORP COM 125141101 1,736 124,456 SH   SOLE   124,456 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 0 1 SH   SOLE   1 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,031 464,154 SH   SOLE   464,154 0 0
CELADON GROUP INC COM 150838100 1,068 149,319 SH   SOLE   149,319 0 0
CELANESE CORP DEL COM SER A 150870103 7,459 94,735 SH   SOLE   77,007 0 17,728
CELGENE CORP COM 151020104 206,709 1,785,822 SH   SOLE   1,676,530 0 109,292
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,447 408,792 SH   SOLE   408,792 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 619 47,237 SH   SOLE   47,237 0 0
CELSION CORPORATION COM PAR 15117N404 1 3,825 SH   SOLE   3,825 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 7,349 915,201 SH   SOLE   115,201 0 800,000
CEMPRA INC COM 15130J109 465 166,087 SH   SOLE   166,087 0 0
CENTENE CORP DEL COM 15135B101 61,509 1,088,467 SH   SOLE   1,015,501 0 72,966
CENTERPOINT ENERGY INC COM 15189T107 25,948 1,053,101 SH   SOLE   988,812 0 64,289
CENTERSTATE BANKS INC COM 15201P109 5,018 199,345 SH   SOLE   199,345 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 712 279,225 SH   SOLE   279,225 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,788 54,033 SH   SOLE   54,033 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 5,533 179,065 SH   SOLE   179,065 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 5,278 167,972 SH   SOLE   167,972 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 682 34,158 SH   SOLE   34,158 0 0
CENTRUE FINL CORP NEW COM NEW 15643B205 15 687 SH   SOLE   687 0 0
CENTURY ALUM CO COM 156431108 2,265 264,572 SH   SOLE   264,572 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 863 14,386 SH   SOLE   14,386 0 0
CENTURY CASINOS INC COM 156492100 663 80,562 SH   SOLE   80,562 0 0
CENTURY CMNTYS INC COM 156504300 1,440 68,550 SH   SOLE   68,550 0 0
CENTURYLINK INC COM 156700106 31,589 1,328,386 SH   SOLE   1,249,074 0 79,312
CENVEO INC COM NEW 15670S402 9 1,293 SH   SOLE   1,293 0 0
CERNER CORP COM 156782104 30,988 654,176 SH   SOLE   611,827 0 42,349
CERULEAN PHARMA INC COM 15708Q105 2 3,013 SH   SOLE   3,013 0 0
CERUS CORP COM 157085101 1,753 403,102 SH   SOLE   403,102 0 0
CEVA INC COM 157210105 3,606 107,493 SH   SOLE   107,493 0 0
CF INDS HLDGS INC COM 125269100 18,061 573,722 SH   SOLE   541,914 0 31,808
CHANNELADVISOR CORP COM 159179100 1,290 89,900 SH   SOLE   89,900 0 0
CHARLES RIV LABS INTL INC COM 159864107 12,310 161,568 SH   SOLE   161,568 0 0
CHART INDS INC COM PAR $0.01 16115Q308 6,569 182,360 SH   SOLE   182,360 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 148,238 514,859 SH   SOLE   483,557 0 31,302
CHARTER FINL CORP MD COM 16122W108 1,035 62,075 SH   SOLE   62,075 0 0
CHASE CORP COM 16150R104 2,266 27,126 SH   SOLE   27,126 0 0
CHATHAM LODGING TR COM 16208T102 3,180 154,752 SH   SOLE   154,752 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 11,809 139,822 SH   SOLE   138,850 0 972
CHEESECAKE FACTORY INC COM 163072101 17,757 296,545 SH   SOLE   296,545 0 0
CHEFS WHSE INC COM 163086101 1,188 75,187 SH   SOLE   75,187 0 0
CHEGG INC COM 163092109 2,403 325,563 SH   SOLE   325,563 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 13 1,856 SH   SOLE   1,856 0 0
CHEMED CORP NEW COM 16359R103 13,092 81,616 SH   SOLE   81,616 0 0
CHEMICAL FINL CORP COM 163731102 25,122 463,753 SH   SOLE   463,753 0 0
CHEMOCENTRYX INC COM 16383L106 681 92,004 SH   SOLE   92,004 0 0
CHEMOURS CO COM 163851108 20,627 933,771 SH   SOLE   933,771 0 0
CHEMTURA CORP COM NEW 163893209 8,173 246,172 SH   SOLE   246,172 0 0
CHEMUNG FINL CORP COM 164024101 439 12,067 SH   SOLE   12,067 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,321 128,431 SH   SOLE   107,851 0 20,580
CHEROKEE INC DEL NEW COM 16444H102 17 1,655 SH   SOLE   1,655 0 0
CHERRY HILL MTG INVT CORP COM 164651101 22 1,189 SH   SOLE   1,189 0 0
CHESAPEAKE ENERGY CORP COM 165167107 10,410 1,482,906 SH   SOLE   1,457,229 0 25,677
CHESAPEAKE ENERGY CORP OPTIONS 165167107 140 20,000 SH Put SOLE   20,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 8,293 320,675 SH   SOLE   320,675 0 0
CHESAPEAKE UTILS CORP COM 165303108 3,997 59,704 SH   SOLE   59,704 0 0
CHEVRON CORP NEW COM 166764100 647,453 5,500,874 SH   SOLE   5,099,684 0 401,190
CHIASMA INC COM 16706W102 6 3,229 SH   SOLE   3,229 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,892 59,603 SH   SOLE   59,603 0 0
CHICOS FAS INC COM 168615102 12,546 871,857 SH   SOLE   871,857 0 0
CHILDRENS PL INC COM 168905107 9,333 92,447 SH   SOLE   92,447 0 0
CHIMERA INVT CORP COM NEW 16934Q208 1,864 109,536 SH   SOLE   109,536 0 0
CHIMERIX INC COM 16934W106 850 184,679 SH   SOLE   184,679 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 257 2,391 SH   SOLE   2,391 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,969 75,709 SH   SOLE   75,709 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,234 17,370 SH   SOLE   17,370 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 66,756 176,921 SH   SOLE   152,866 0 24,055
CHOICE HOTELS INTL INC COM 169905106 999 17,822 SH   SOLE   17,822 0 0
CHRISTOPHER & BANKS CORP COM 171046105 13 5,444 SH   SOLE   5,444 0 0
CHROMADEX CORP COM NEW 171077407 367 110,729 SH   SOLE   110,729 0 0
CHUBB LIMITED COM H1467J104 134,694 1,019,482 SH   SOLE   955,019 0 64,463
CHURCH & DWIGHT INC COM 171340102 27,694 626,698 SH   SOLE   591,078 0 35,620
CHURCHILL DOWNS INC COM 171484108 13,129 87,268 SH   SOLE   87,268 0 0
CHUYS HLDGS INC COM 171604101 2,805 86,440 SH   SOLE   86,440 0 0
CIBER INC COM 17163B102 58 92,524 SH   SOLE   92,524 0 0
CIDARA THERAPEUTICS INC COM 171757107 466 44,776 SH   SOLE   44,776 0 0
CIENA CORP COM NEW 171779309 23,880 978,295 SH   SOLE   978,295 0 0
CIGNA CORPORATION COM 125509109 115,196 863,606 SH   SOLE   816,337 0 47,269
CIMAREX ENERGY CO COM 171798101 49,998 367,904 SH   SOLE   353,976 0 13,928
CIMPRESS N V SHS EURO N20146101 8,613 94,013 SH   SOLE   94,013 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 5,168 231,236 SH   SOLE   231,236 0 0
CINCINNATI FINL CORP COM 172062101 29,343 387,365 SH   SOLE   363,653 0 23,712
CINEMARK HOLDINGS INC COM 17243V102 15,567 405,808 SH   SOLE   405,808 0 0
CINTAS CORP COM 172908105 21,606 186,966 SH   SOLE   175,265 0 11,701
CIRCOR INTL INC COM 17273K109 5,778 89,062 SH   SOLE   89,062 0 0
CIRRUS LOGIC INC COM 172755100 23,753 420,102 SH   SOLE   420,102 0 0
CISCO SYS INC COM 17275R102 634,055 20,981,315 SH   SOLE   19,863,679 0 1,117,636
CIT GROUP INC COM NEW 125581801 5,548 129,987 SH   SOLE   108,816 0 21,171
CITI TRENDS INC COM 17306X102 1,165 61,844 SH   SOLE   61,844 0 0
CITIGROUP INC COM NEW 172967424 1,071,356 18,027,197 SH   SOLE   16,640,840 0 1,386,357
CITIZENS & NORTHN CORP COM 172922106 1,285 49,028 SH   SOLE   49,028 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 10 776 SH   SOLE   776 0 0
CITIZENS FINL GROUP INC COM 174610105 79,303 2,225,726 SH   SOLE   2,150,550 0 75,176
CITIZENS HLDG CO MISS COM 174715102 17 647 SH   SOLE   647 0 0
CITIZENS INC CL A 174740100 1,996 203,272 SH   SOLE   203,272 0 0
CITRIX SYS INC COM 177376100 30,269 338,920 SH   SOLE   317,177 0 21,743
CITY HLDG CO COM 177835105 5,520 81,658 SH   SOLE   81,658 0 0
CITY OFFICE REIT INC COM 178587101 1,275 96,776 SH   SOLE   96,776 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 26 1,357 SH   SOLE   1,357 0 0
CIVITAS SOLUTIONS INC COM 17887R102 1,176 59,107 SH   SOLE   59,107 0 0
CLARCOR INC COM 179895107 26,158 317,185 SH   SOLE   317,185 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1,094 382,592 SH   SOLE   382,592 0 0
CLEAN HARBORS INC COM 184496107 10,181 182,951 SH   SOLE   182,951 0 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 97 19,137 SH   SOLE   19,137 0 0
CLEARFIELD INC COM 18482P103 920 44,447 SH   SOLE   44,447 0 0
CLEARONE INC COM 18506U104 12 1,035 SH   SOLE   1,035 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 290 32,450 SH   SOLE   32,450 0 0
CLEARSIGN COMBUSTION CORP COM 185064102 7 2,143 SH   SOLE   2,143 0 0
CLEARWATER PAPER CORP COM 18538R103 5,596 85,373 SH   SOLE   85,373 0 0
CLIFFS NAT RES INC COM 18683K101 7,569 899,986 SH   SOLE   899,986 0 0
CLIFTON BANCORP INC COM 186873105 1,646 97,284 SH   SOLE   97,284 0 0
CLOROX CO DEL COM 189054109 34,418 286,765 SH   SOLE   268,611 0 18,154
CLOUD PEAK ENERGY INC COM 18911Q102 511 91,007 SH   SOLE   91,007 0 0
CLOVIS ONCOLOGY INC COM 189464100 5,280 118,871 SH   SOLE   118,871 0 0
CLUBCORP HLDGS INC COM 18948M108 3,469 241,750 SH   SOLE   241,750 0 0
CME GROUP INC COM 12572Q105 146,143 1,266,953 SH   SOLE   1,187,183 0 79,770
CMS ENERGY CORP COM 125896100 97,410 2,340,457 SH   SOLE   2,240,811 0 99,646
CNA FINL CORP COM 126117100 589 14,198 SH   SOLE   14,198 0 0
CNB FINL CORP PA COM 126128107 1,608 60,153 SH   SOLE   60,153 0 0
CNO FINL GROUP INC COM 12621E103 23,666 1,235,831 SH   SOLE   1,235,831 0 0
CNOOC LTD SPONSORED ADR 126132109 4,389 35,410 SH   SOLE   35,410 0 0
COACH INC COM 189754104 23,249 663,886 SH   SOLE   625,374 0 38,512
COASTWAY BANCORP INC COM 190632109 11 723 SH   SOLE   723 0 0
COBALT INTL ENERGY INC COM 19075F106 2,006 1,644,580 SH   SOLE   1,644,580 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,915 7,426,000 PRN   SOLE   7,426,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 2,568 9,172,000 PRN   SOLE   9,172,000 0 0
COBIZ FINANCIAL INC COM 190897108 2,593 153,494 SH   SOLE   153,494 0 0
COCA COLA BOTTLING CO CONS COM 191098102 3,143 17,575 SH   SOLE   17,575 0 0
COCA COLA CO COM 191216100 489,436 11,805,010 SH   SOLE   11,130,019 0 674,991
COCA COLA EUROPEAN PARTNERS SHS G25839104 8 240 SH   SOLE   240 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 814 12,813 SH   SOLE   12,813 0 0
CODEXIS INC COM 192005106 569 123,639 SH   SOLE   123,639 0 0
CODORUS VY BANCORP INC COM 192025104 936 32,744 SH   SOLE   32,744 0 0
COEUR MNG INC COM NEW 192108504 6,110 672,220 SH   SOLE   672,220 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 8,757 211,770 SH   SOLE   211,770 0 0
COGINT INC COM 19241Q101 212 61,372 SH   SOLE   61,372 0 0
COGNEX CORP COM 192422103 18,300 287,645 SH   SOLE   287,645 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 140,298 2,503,975 SH   SOLE   2,339,055 0 164,920
COHEN & STEERS INC COM 19247A100 2,620 77,982 SH   SOLE   77,982 0 0
COHERENT INC COM 192479103 16,887 122,917 SH   SOLE   122,917 0 0
COHERUS BIOSCIENCES INC COM 19249H103 3,249 115,414 SH   SOLE   115,414 0 0
COHU INC COM 192576106 2,005 144,272 SH   SOLE   144,272 0 0
COLFAX CORP COM 194014106 3,347 93,148 SH   SOLE   93,148 0 0
COLGATE PALMOLIVE CO COM 194162103 117,339 1,793,078 SH   SOLE   1,671,110 0 121,968
COLLECTORS UNIVERSE INC COM NEW 19421R200 606 28,559 SH   SOLE   28,559 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 913 58,611 SH   SOLE   58,611 0 0
COLONY BANKCORP INC COM 19623P101 14 1,056 SH   SOLE   1,056 0 0
COLONY CAP INC CL A 19624R106 9,244 456,480 SH   SOLE   456,480 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 93 93,000 PRN   SOLE   93,000 0 0
COLONY STARWOOD HOMES COM 19625X102 7,664 266,011 SH   SOLE   266,011 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 19 523 SH   SOLE   523 0 0
COLUMBIA BKG SYS INC COM 197236102 14,098 315,539 SH   SOLE   315,539 0 0
COLUMBIA PIPELINE PARTNERS L COM UT REPSTG 198281107 594 34,650 SH   SOLE   34,650 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 1,525 70,604 SH   SOLE   70,604 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 5,692 97,628 SH   SOLE   97,628 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 2,304 85,196 SH   SOLE   85,196 0 0
COMCAST CORP NEW CL A 20030N101 750,264 10,865,521 SH   SOLE   9,766,820 0 1,098,701
COMERICA INC COM 200340107 27,522 404,079 SH   SOLE   379,567 0 24,512
COMFORT SYS USA INC COM 199908104 6,216 186,652 SH   SOLE   186,652 0 0
COMMERCE BANCSHARES INC COM 200525103 17,718 306,479 SH   SOLE   306,479 0 0
COMMERCE UN BANCSHARES INC COM 200828101 25 1,179 SH   SOLE   1,179 0 0
COMMERCEHUB INC COM SER A 20084V108 123 8,214 SH   SOLE   8,214 0 0
COMMERCEHUB INC COM SER C 20084V306 236 15,707 SH   SOLE   15,707 0 0
COMMERCIAL METALS CO COM 201723103 18,393 844,500 SH   SOLE   844,500 0 0
COMMERCIAL VEH GROUP INC COM 202608105 23 4,182 SH   SOLE   4,182 0 0
COMMSCOPE HLDG CO INC COM 20337X109 21,151 568,587 SH   SOLE   568,587 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 12,262 482,582 SH   SOLE   482,582 0 0
COMMUNICATIONS SYS INC COM 203900105 6 1,353 SH   SOLE   1,353 0 0
COMMUNITY BANKERS TR CORP COM 203612106 26 3,645 SH   SOLE   3,645 0 0
COMMUNITY BK SYS INC COM 203607106 14,577 235,911 SH   SOLE   235,911 0 0
COMMUNITY FINL CORP MD COM 20368X101 19 672 SH   SOLE   672 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3,410 609,938 SH   SOLE   609,938 0 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 1,311 56,924 SH   SOLE   56,924 0 0
COMMUNITY TR BANCORP INC COM 204149108 3,247 65,470 SH   SOLE   65,470 0 0
COMMUNITY WEST BANCSHARES COM 204157101 11 1,141 SH   SOLE   1,141 0 0
COMMVAULT SYSTEMS INC COM 204166102 13,712 266,767 SH   SOLE   266,767 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 428 25,869 SH   SOLE   25,869 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 538 61,940 SH   SOLE   61,940 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,088 96,447 SH   SOLE   96,447 0 0
COMPASS MINERALS INTL INC COM 20451N101 9,390 119,847 SH   SOLE   119,847 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 1,387 58,753 SH   SOLE   58,753 0 0
COMPUTER SCIENCES CORP COM 205363104 31,131 523,913 SH   SOLE   505,011 0 18,902
COMPUTER TASK GROUP INC COM 205477102 9 2,192 SH   SOLE   2,192 0 0
COMPX INTERNATIONAL INC CL A 20563P101 24 1,475 SH   SOLE   1,475 0 0
COMSCORE INC COM 20564W105 11,665 369,371 SH   SOLE   369,371 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,553 131,068 SH   SOLE   131,068 0 0
CONAGRA BRANDS INC COM 205887102 36,913 933,323 SH   SOLE   864,286 0 69,037
CONATUS PHARMACEUTICALS INC COM 20600T108 14 2,650 SH   SOLE   2,650 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 736 71,478 SH   SOLE   71,478 0 0
CONCHO RES INC COM 20605P101 89,480 674,811 SH   SOLE   576,194 0 98,617
CONCURRENT COMPUTER CORP NEW COM PAR $.01 206710402 8 1,547 SH   SOLE   1,547 0 0
CONFORMIS INC COM 20717E101 1,103 136,204 SH   SOLE   136,204 0 0
CONIFER HLDGS INC COM 20731J102 6 777 SH   SOLE   777 0 0
CONMED CORP COM 207410101 6,461 146,281 SH   SOLE   146,281 0 0
CONNECTICUT WTR SVC INC COM 207797101 2,515 45,029 SH   SOLE   45,029 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 3,275 126,198 SH   SOLE   126,198 0 0
CONNS INC COM 208242107 1,081 85,480 SH   SOLE   85,480 0 0
CONOCOPHILLIPS COM 20825C104 175,437 3,498,948 SH   SOLE   3,274,782 0 224,166
CONSOL ENERGY INC COM 20854P109 14,731 808,046 SH   SOLE   808,046 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 7,002 260,787 SH   SOLE   260,787 0 0
CONSOLIDATED EDISON INC COM 209115104 55,788 757,167 SH   SOLE   714,682 0 42,485
CONSOLIDATED TOMOKA LD CO COM 210226106 895 16,751 SH   SOLE   16,751 0 0
CONSOLIDATED WATER CO INC ORD G23773107 661 60,936 SH   SOLE   60,936 0 0
CONSTELLATION BRANDS INC CL A 21036P108 209,422 1,366,005 SH   SOLE   1,046,158 0 319,847
CONSUMER PORTFOLIO SVCS INC COM 210502100 18 3,444 SH   SOLE   3,444 0 0
CONTAINER STORE GROUP INC COM 210751103 423 66,574 SH   SOLE   66,574 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,155 123,690 SH   SOLE   123,690 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 3,030 131,173 SH   SOLE   131,173 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,711 52,600 SH   SOLE   43,077 0 9,523
CONTRAFECT CORP COM 212326102 11 6,551 SH   SOLE   6,551 0 0
CONTROL4 CORP COM 21240D107 920 90,193 SH   SOLE   90,193 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,248 83,000 SH   SOLE   10,000 0 73,000
CONVERGYS CORP COM 212485106 15,383 626,350 SH   SOLE   626,350 0 0
COOPER COS INC COM NEW 216648402 19,055 108,931 SH   SOLE   102,269 0 6,662
COOPER STD HLDGS INC COM 21676P103 8,179 79,112 SH   SOLE   79,112 0 0
COOPER TIRE & RUBR CO COM 216831107 8,608 221,563 SH   SOLE   221,563 0 0
COPA HOLDINGS SA CL A P31076105 2,118 23,323 SH   SOLE   23,323 0 0
COPART INC COM 217204106 19,290 348,134 SH   SOLE   348,134 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 56 6,590 SH   SOLE   6,590 0 0
CORCEPT THERAPEUTICS INC COM 218352102 2,079 286,334 SH   SOLE   286,334 0 0
CORE LABORATORIES N V COM N22717107 655 5,458 SH   SOLE   819 0 4,639
CORE MARK HOLDING CO INC COM 218681104 10,031 232,908 SH   SOLE   232,908 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 21 1,241 SH   SOLE   1,241 0 0
CORECIVIC INC COM 21871N101 10,161 415,426 SH   SOLE   415,426 0 0
CORELOGIC INC COM 21871D103 11,109 301,642 SH   SOLE   301,642 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,806 51,790 SH   SOLE   51,790 0 0
CORESITE RLTY CORP COM 21870Q105 13,584 171,151 SH   SOLE   171,151 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 124 177,577 SH   SOLE   177,577 0 0
CORIUM INTL INC COM 21887L107 9 2,270 SH   SOLE   2,270 0 0
CORMEDIX INC COM 21900C100 10 6,317 SH   SOLE   6,317 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 8,005 189,196 SH   SOLE   189,196 0 0
CORNING INC COM 219350105 44,876 1,849,048 SH   SOLE   1,708,022 0 141,026
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 10,476 335,547 SH   SOLE   335,547 0 0
CORVEL CORP COM 221006109 1,870 51,089 SH   SOLE   51,089 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 177 12,394 SH   SOLE   12,394 0 0
COSTAMARE INC SHS Y1771G102 586 104,731 SH   SOLE   104,731 0 0
COSTAR GROUP INC COM 22160N109 3,568 18,927 SH   SOLE   15,510 0 3,417
COSTCO WHSL CORP NEW COM 22160K105 189,141 1,181,321 SH   SOLE   1,044,873 0 136,448
COTIVITI HLDGS INC COM 22164K101 1,713 49,799 SH   SOLE   49,799 0 0
COTY INC COM CL A 222070203 19,721 1,077,075 SH   SOLE   1,010,238 0 66,837
COUNTY BANCORP INC COM 221907108 448 16,621 SH   SOLE   16,621 0 0
COUPA SOFTWARE INC COM 22266L106 623 24,926 SH   SOLE   24,926 0 0
COUSINS PPTYS INC COM 222795106 20,351 2,391,476 SH   SOLE   2,391,476 0 0
COVANTA HLDG CORP COM 22282E102 853 54,661 SH   SOLE   54,661 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 967 50,013 SH   SOLE   50,013 0 0
COVISINT CORP COM 22357R103 13 6,999 SH   SOLE   6,999 0 0
COWEN GROUP INC NEW CL A NEW 223622606 1,692 109,163 SH   SOLE   109,163 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 12 1,277 SH   SOLE   1,277 0 0
CPI CARD GROUP INC COM 12634H101 354 85,225 SH   SOLE   85,225 0 0
CRA INTL INC COM 12618T105 1,350 36,888 SH   SOLE   36,888 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 23,568 141,141 SH   SOLE   141,141 0 0
CRAFT BREW ALLIANCE INC COM 224122101 893 52,823 SH   SOLE   52,823 0 0
CRANE CO COM 224399105 12,517 173,558 SH   SOLE   173,558 0 0
CRAWFORD & CO CL B 224633107 631 50,249 SH   SOLE   50,249 0 0
CRAY INC COM NEW 225223304 4,193 202,547 SH   SOLE   202,547 0 0
CREDICORP LTD COM G2519Y108 11,503 72,871 SH   SOLE   30,871 0 42,000
CREDIT ACCEP CORP MICH COM 225310101 847 3,892 SH   SOLE   3,892 0 0
CREE INC COM 225447101 9,125 345,757 SH   SOLE   345,757 0 0
CROCS INC COM 227046109 2,552 371,979 SH   SOLE   371,979 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 2,605 166,856 SH   SOLE   166,856 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 77,001 887,415 SH   SOLE   837,954 0 49,461
CROWN CRAFTS INC COM 228309100 12 1,515 SH   SOLE   1,515 0 0
CROWN HOLDINGS INC COM 228368106 13,638 259,429 SH   SOLE   242,072 0 17,357
CRYOLIFE INC COM 228903100 3,079 160,804 SH   SOLE   160,804 0 0
CSG SYS INTL INC COM 126349109 7,976 164,792 SH   SOLE   164,792 0 0
CSRA INC COM 12650T104 10,098 317,144 SH   SOLE   311,323 0 5,821
CSS INDS INC COM 125906107 1,031 38,070 SH   SOLE   38,070 0 0
CST BRANDS INC COM 12646R105 12,780 265,428 SH   SOLE   265,428 0 0
CSW INDUSTRIALS INC COM 126402106 2,297 62,330 SH   SOLE   62,330 0 0
CSX CORP COM 126408103 68,126 1,896,080 SH   SOLE   1,763,212 0 132,868
CSX CORP OPTIONS 126408103 287 8,000 SH Call SOLE   8,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5,456 136,397 SH   SOLE   136,397 0 0
CTS CORP COM 126501105 3,958 176,686 SH   SOLE   176,686 0 0
CU BANCORP CALIF COM 126534106 2,433 67,958 SH   SOLE   67,958 0 0
CUBESMART COM 229663109 2,391 89,299 SH   SOLE   89,299 0 0
CUBIC CORP COM 229669106 6,610 137,843 SH   SOLE   137,843 0 0
CUI GLOBAL INC COM NEW 126576206 25 3,541 SH   SOLE   3,541 0 0
CULLEN FROST BANKERS INC COM 229899109 18,824 213,346 SH   SOLE   213,346 0 0
CULP INC COM 230215105 1,518 40,849 SH   SOLE   40,849 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 10 1,900 SH   SOLE   1,900 0 0
CUMMINS INC COM 231021106 48,559 355,303 SH   SOLE   333,123 0 22,180
CURIS INC COM 231269101 1,395 452,808 SH   SOLE   452,808 0 0
CURTISS WRIGHT CORP COM 231561101 29,665 301,598 SH   SOLE   301,598 0 0
CUSTOMERS BANCORP INC COM 23204G100 5,055 141,122 SH   SOLE   141,122 0 0
CUTERA INC COM 232109108 898 51,781 SH   SOLE   51,781 0 0
CVB FINL CORP COM 126600105 12,635 551,004 SH   SOLE   551,004 0 0
CVD EQUIPMENT CORP COM 126601103 8 895 SH   SOLE   895 0 0
CVR ENERGY INC COM 12662P108 1,582 62,303 SH   SOLE   62,303 0 0
CVS HEALTH CORP COM 126650100 281,885 3,572,237 SH   SOLE   3,342,357 0 229,880
CYBEROPTICS CORP COM 232517102 31 1,177 SH   SOLE   1,177 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 7 3,841 SH   SOLE   3,841 0 0
CYNOSURE INC CL A 232577205 5,558 121,893 SH   SOLE   121,893 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 13,143 1,148,832 SH   SOLE   1,148,832 0 0
CYRUSONE INC COM 23283R100 2,840 63,493 SH   SOLE   63,493 0 0
CYS INVTS INC COM 12673A108 4,865 629,410 SH   SOLE   629,410 0 0
CYTOKINETICS INC COM NEW 23282W605 1,632 134,303 SH   SOLE   134,303 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 847 77,074 SH   SOLE   77,074 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 5 3,531 SH   SOLE   3,531 0 0
CYTOSORBENTS CORP COM NEW 23283X206 21 3,776 SH   SOLE   3,776 0 0
CYTRX CORP COM PAR 232828509 160 430,401 SH   SOLE   430,401 0 0
D R HORTON INC COM 23331A109 56,280 2,059,265 SH   SOLE   1,917,492 0 141,773
DAILY JOURNAL CORP COM 233912104 1,047 4,332 SH   SOLE   4,332 0 0
DAKTRONICS INC COM 234264109 2,249 210,214 SH   SOLE   210,214 0 0
DANA INCORPORATED COM 235825205 19,293 1,016,478 SH   SOLE   1,016,478 0 0
DANAHER CORP DEL COM 235851102 94,003 1,207,643 SH   SOLE   1,121,824 0 85,819
DARDEN RESTAURANTS INC COM 237194105 25,268 347,464 SH   SOLE   328,627 0 18,837
DARLING INGREDIENTS INC COM 237266101 11,358 879,794 SH   SOLE   879,794 0 0
DASAN ZHONE SOLUTIONS INC COM 23305L107 4 4,377 SH   SOLE   4,377 0 0
DATALINK CORP COM 237934104 937 83,241 SH   SOLE   83,241 0 0
DATAWATCH CORP COM NEW 237917208 10 1,775 SH   SOLE   1,775 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 10,804 191,902 SH   SOLE   191,902 0 0
DAVITA INC COM 23918K108 28,396 442,300 SH   SOLE   417,321 0 24,979
DAWSON GEOPHYSICAL CO NEW COM 239360100 662 82,306 SH   SOLE   82,306 0 0
DBX ETF TR XTRAK MSCI EAFE 233051200 70 2,492 SH   SOLE   2,492 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 15,265 318,810 SH   SOLE   318,810 0 0
DDR CORP COM 23317H102 4,690 307,145 SH   SOLE   307,145 0 0
DEAN FOODS CO NEW COM NEW 242370203 13,597 624,307 SH   SOLE   624,307 0 0
DECKERS OUTDOOR CORP COM 243537107 12,973 234,218 SH   SOLE   234,218 0 0
DEERE & CO COM 244199105 59,505 577,492 SH   SOLE   539,378 0 38,114
DEL FRISCOS RESTAURANT GROUP COM 245077102 1,704 100,251 SH   SOLE   100,251 0 0
DEL TACO RESTAURANTS INC COM 245496104 1,356 96,061 SH   SOLE   96,061 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 0 5 SH   SOLE   5 0 0
DELEK US HLDGS INC COM 246647101 6,093 253,124 SH   SOLE   253,124 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 33,754 614,045 SH   SOLE   554,520 0 59,525
DELL TECHNOLOGIES INC OPTIONS 24703L103 385 7,000 SH Put SOLE   7,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 39,784 590,703 SH   SOLE   553,063 0 37,640
DELTA AIR LINES INC DEL COM NEW 247361702 281,301 5,718,661 SH   SOLE   4,810,959 0 907,702
DELTA APPAREL INC COM 247368103 610 29,438 SH   SOLE   29,438 0 0
DELTA NAT GAS INC COM 247748106 753 25,688 SH   SOLE   25,688 0 0
DELTIC TIMBER CORP COM 247850100 4,195 54,437 SH   SOLE   54,437 0 0
DELUXE CORP COM 248019101 26,309 367,392 SH   SOLE   367,392 0 0
DENBURY RES INC COM NEW 247916208 9,672 2,628,257 SH   SOLE   2,628,257 0 0
DENNYS CORP COM 24869P104 3,913 304,984 SH   SOLE   304,984 0 0
DENTSPLY SIRONA INC COM 24906P109 30,332 525,414 SH   SOLE   493,146 0 32,268
DEPOMED INC COM 249908104 5,621 311,936 SH   SOLE   311,936 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 18 3,494 SH   SOLE   3,494 0 0
DERMIRA INC COM 24983L104 3,546 116,899 SH   SOLE   116,899 0 0
DESTINATION MATERNITY CORP COM 25065D100 10 1,931 SH   SOLE   1,931 0 0
DESTINATION XL GROUP INC COM 25065K104 583 137,069 SH   SOLE   137,069 0 0
DEVON ENERGY CORP NEW COM 25179M103 199,397 4,366,031 SH   SOLE   4,236,296 0 129,735
DEVRY ED GROUP INC COM 251893103 13,132 420,887 SH   SOLE   420,887 0 0
DEXCOM INC COM 252131107 2,897 48,518 SH   SOLE   39,726 0 8,792
DHI GROUP INC COM 23331S100 1,610 257,660 SH   SOLE   257,660 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,630 393,633 SH   SOLE   393,633 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 86,669 833,839 SH   SOLE   833,839 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 2,508 11,921 SH   SOLE   11,921 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,012 226,669 SH   SOLE   226,669 0 0
DIAMONDBACK ENERGY INC COM 25278X109 10,130 100,234 SH   SOLE   92,055 0 8,179
DIAMONDROCK HOSPITALITY CO COM 252784301 12,580 1,091,068 SH   SOLE   1,091,068 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 8 2,889 SH   SOLE   2,889 0 0
DICKS SPORTING GOODS INC COM 253393102 19,123 360,135 SH   SOLE   350,968 0 9,167
DIEBOLD NXDF INC COM 253651103 14,046 558,475 SH   SOLE   558,475 0 0
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 3 1,491 SH   SOLE   1,491 0 0
DIGI INTL INC COM 253798102 1,883 136,963 SH   SOLE   136,963 0 0
DIGIMARC CORP NEW COM 25381B101 1,117 37,248 SH   SOLE   37,248 0 0
DIGIRAD CORP COM 253827109 16 3,218 SH   SOLE   3,218 0 0
DIGITAL RLTY TR INC COM 253868103 33,812 344,109 SH   SOLE   322,462 0 21,647
DIGITAL TURBINE INC COM NEW 25400W102 8 11,333 SH   SOLE   11,333 0 0
DIGITALGLOBE INC COM NEW 25389M877 7,408 258,580 SH   SOLE   258,580 0 0
DILLARDS INC CL A 254067101 702 11,196 SH   SOLE   11,196 0 0
DIME CMNTY BANCSHARES COM 253922108 3,552 176,723 SH   SOLE   176,723 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 203 46,714 SH   SOLE   46,714 0 0
DINEEQUITY INC COM 254423106 7,116 92,416 SH   SOLE   92,416 0 0
DIODES INC COM 254543101 5,269 205,240 SH   SOLE   205,240 0 0
DIPEXIUM PHARMACEUTICALS INC COM 25456J104 2 956 SH   SOLE   956 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,873 228,042 SH   SOLE   228,042 0 0
DISCOVER FINL SVCS COM 254709108 263,532 3,655,593 SH   SOLE   3,415,944 0 239,649
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 9,300 339,283 SH   SOLE   311,598 0 27,685
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 13,282 495,950 SH   SOLE   462,602 0 33,348
DISH NETWORK CORP CL A 25470M109 15,692 270,876 SH   SOLE   246,555 0 24,321
DISNEY WALT CO COM DISNEY 254687106 340,589 3,267,978 SH   SOLE   3,048,463 0 219,515
DIVERSICARE HEALTHCARE SVCS COM 255104101 7 719 SH   SOLE   719 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 3 2,247 SH   SOLE   2,247 0 0
DIXIE GROUP INC CL A 255519100 10 2,651 SH   SOLE   2,651 0 0
DLH HLDGS CORP COM 23335Q100 2 417 SH   SOLE   417 0 0
DMC GLOBAL INC COM 23291C103 874 55,153 SH   SOLE   55,153 0 0
DNB FINL CORP COM 233237106 12 412 SH   SOLE   412 0 0
DOLBY LABORATORIES INC COM 25659T107 1,308 28,935 SH   SOLE   28,935 0 0
DOLLAR GEN CORP NEW COM 256677105 184,095 2,485,415 SH   SOLE   2,380,580 0 104,835
DOLLAR TREE INC COM 256746108 80,511 1,043,153 SH   SOLE   855,092 0 188,061
DOMINION MIDSTREAM PARTNERS COM UT REP LTD 257454108 1,429 48,359 SH   SOLE   48,359 0 0
DOMINION RES INC VA NEW COM 25746U109 214,988 2,806,995 SH   SOLE   2,660,744 0 146,251
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 11,114 219,652 SH   SOLE   219,652 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 2,981 59,551 SH   SOLE   59,551 0 0
DOMINOS PIZZA INC COM 25754A201 89,032 559,108 SH   SOLE   436,283 0 122,825
DOMTAR CORP COM NEW 257559203 16,591 425,095 SH   SOLE   425,095 0 0
DONALDSON INC COM 257651109 18,803 446,833 SH   SOLE   446,833 0 0
DONEGAL GROUP INC CL A 257701201 640 36,627 SH   SOLE   36,627 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,086 47,238 SH   SOLE   47,238 0 0
DONNELLEY R R & SONS CO COM 257867200 2,654 162,641 SH   SOLE   162,641 0 0
DORIAN LPG LTD SHS USD Y2106R110 805 98,110 SH   SOLE   98,110 0 0
DORMAN PRODUCTS INC COM 258278100 10,108 138,353 SH   SOLE   138,353 0 0
DOUGLAS DYNAMICS INC COM 25960R105 2,944 87,475 SH   SOLE   87,475 0 0
DOUGLAS EMMETT INC COM 25960P109 18,308 500,754 SH   SOLE   500,754 0 0
DOVER CORP COM 260003108 27,385 365,470 SH   SOLE   344,024 0 21,446
DOVER DOWNS GAMING & ENTMT I COM 260095104 2 2,387 SH   SOLE   2,387 0 0
DOVER MOTORSPORTS INC COM 260174107 6 2,635 SH   SOLE   2,635 0 0
DOW CHEM CO COM 260543103 310,420 5,425,018 SH   SOLE   5,045,203 0 379,815
DR PEPPER SNAPPLE GROUP INC COM 26138E109 96,651 1,065,966 SH   SOLE   985,369 0 80,597
DR REDDYS LABS LTD ADR 256135203 8,133 179,617 SH   SOLE   179,617 0 0
DREW INDS INC COM NEW 26168L205 13,060 121,211 SH   SOLE   121,211 0 0
DREYFUS MUN BD INFRSTRCTR FD SHS 26203D101 1 50 SH   SOLE   50 0 0
DRIL-QUIP INC COM 262037104 17,938 298,715 SH   SOLE   298,715 0 0
DSP GROUP INC COM 23332B106 1,496 114,664 SH   SOLE   114,664 0 0
DST SYS INC DEL COM 233326107 11,789 110,020 SH   SOLE   110,020 0 0
DSW INC CL A 23334L102 6,228 274,948 SH   SOLE   274,948 0 0
DTE ENERGY CO COM 233331107 48,725 494,615 SH   SOLE   459,794 0 34,821
DU PONT E I DE NEMOURS & CO COM 263534109 268,506 3,658,125 SH   SOLE   3,486,123 0 172,002
DUCOMMUN INC DEL COM 264147109 1,121 43,859 SH   SOLE   43,859 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 111,737 1,439,543 SH   SOLE   1,339,085 0 100,458
DUKE REALTY CORP COM NEW 264411505 34,185 1,287,103 SH   SOLE   1,243,109 0 43,994
DULUTH HLDGS INC COM CL B 26443V101 949 37,356 SH   SOLE   37,356 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 12,863 106,024 SH   SOLE   100,661 0 5,363
DUNKIN BRANDS GROUP INC COM 265504100 16,426 313,237 SH   SOLE   313,237 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 13,743 312,842 SH   SOLE   312,842 0 0
DURECT CORP COM 266605104 698 520,763 SH   SOLE   520,763 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 2,845 81,908 SH   SOLE   81,908 0 0
DYCOM INDS INC COM 267475101 16,442 204,781 SH   SOLE   204,781 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 605 153,252 SH   SOLE   153,252 0 0
DYNEGY INC NEW DEL COM 26817R108 25,720 3,040,179 SH   SOLE   2,982,449 0 57,730
DYNEX CAP INC COM NEW 26817Q506 1,397 204,881 SH   SOLE   204,881 0 0
E L F BEAUTY INC COM 26856L103 793 27,388 SH   SOLE   27,388 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 22,264 642,536 SH   SOLE   597,851 0 44,685
EAGLE BANCORP INC MD COM 268948106 7,143 117,199 SH   SOLE   117,199 0 0
EAGLE BANCORP MONT INC COM 26942G100 11 515 SH   SOLE   515 0 0
EAGLE MATERIALS INC COM 26969P108 16,042 162,812 SH   SOLE   162,812 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 3,430 43,233 SH   SOLE   43,233 0 0
EARTHLINK HLDGS CORP COM 27033X101 2,301 407,918 SH   SOLE   407,918 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 65 4,731 SH   SOLE   4,731 0 0
EAST WEST BANCORP INC COM 27579R104 25,600 503,631 SH   SOLE   503,631 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 2,671 133,430 SH   SOLE   133,430 0 0
EASTERN CO COM 276317104 20 961 SH   SOLE   961 0 0
EASTERN VA BANKSHARES INC COM 277196101 21 2,025 SH   SOLE   2,025 0 0
EASTGROUP PPTY INC COM 277276101 10,006 135,510 SH   SOLE   135,510 0 0
EASTMAN CHEM CO COM 277432100 27,373 363,956 SH   SOLE   340,824 0 23,132
EASTMAN KODAK CO COM NEW 277461406 1,001 64,609 SH   SOLE   64,609 0 0
EATON CORP PLC SHS G29183103 62,857 936,906 SH   SOLE   873,681 0 63,225
EATON VANCE CORP COM NON VTG 278265103 18,280 436,489 SH   SOLE   424,311 0 12,178
EATON VANCE SH TM DR DIVR IN COM 27828V104 0 1 SH   SOLE   1 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 0 25 SH   SOLE   25 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 20 1,400 SH   SOLE   1,400 0 0
EBAY INC COM 278642103 67,032 2,257,739 SH   SOLE   2,102,232 0 155,507
EBIX INC COM NEW 278715206 7,066 123,849 SH   SOLE   123,849 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,847 153,562 SH   SOLE   153,562 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 88 90,000 PRN   SOLE   90,000 0 0
ECHOSTAR CORP CL A 278768106 1,368 26,615 SH   SOLE   26,615 0 0
ECLIPSE RES CORP COM 27890G100 634 237,471 SH   SOLE   237,471 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 1 1,338 SH   SOLE   1,338 0 0
ECOLAB INC COM 278865100 86,662 739,309 SH   SOLE   653,300 0 86,009
ECOLOGY & ENVIRONMENT INC CL A 278878103 4 339 SH   SOLE   339 0 0
EDGE THERAPEUTICS INC COM 279870109 810 64,825 SH   SOLE   64,825 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 12 1,567 SH   SOLE   1,567 0 0
EDGEWELL PERS CARE CO COM 28035Q102 38,163 522,858 SH   SOLE   516,749 0 6,109
EDISON INTL COM 281020107 57,090 793,028 SH   SOLE   746,289 0 46,739
EDITAS MEDICINE INC COM 28106W103 428 26,397 SH   SOLE   26,397 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 21,427 506,545 SH   SOLE   506,545 0 0
EDUCATIONAL DEV CORP COM 281479105 5 539 SH   SOLE   539 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 44,924 479,449 SH   SOLE   450,146 0 29,303
EGAIN CORP COM NEW 28225C806 6 3,048 SH   SOLE   3,048 0 0
EGALET CORP COM 28226B104 696 91,037 SH   SOLE   91,037 0 0
EHEALTH INC COM 28238P109 1,042 97,867 SH   SOLE   97,867 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 147 12,606 SH   SOLE   12,606 0 0
EL PASO ELEC CO COM NEW 283677854 10,768 231,570 SH   SOLE   231,570 0 0
EL POLLO LOCO HLDGS INC COM 268603107 1,417 115,200 SH   SOLE   115,200 0 0
ELDORADO RESORTS INC COM 28470R102 1,898 111,958 SH   SOLE   111,958 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 854 144,273 SH   SOLE   144,273 0 0
ELECTROMED INC COM 285409108 4 1,066 SH   SOLE   1,066 0 0
ELECTRONIC ARTS INC COM 285512109 59,962 761,322 SH   SOLE   719,626 0 41,696
ELECTRONICS FOR IMAGING INC COM 286082102 10,474 238,798 SH   SOLE   238,798 0 0
ELLIE MAE INC COM 28849P100 10,057 120,182 SH   SOLE   120,182 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 15 1,156 SH   SOLE   1,156 0 0
ELLIS PERRY INTL INC COM 288853104 1,699 68,212 SH   SOLE   68,212 0 0
ELMIRA SVGS BK ELMIRA N Y COM 289660102 6 276 SH   SOLE   276 0 0
EMAGIN CORP COM NEW 29076N206 7 3,419 SH   SOLE   3,419 0 0
EMC INS GROUP INC COM 268664109 1,087 36,224 SH   SOLE   36,224 0 0
EMCLAIRE FINL CORP COM 290828102 8 284 SH   SOLE   284 0 0
EMCOR GROUP INC COM 29084Q100 32,621 461,002 SH   SOLE   439,461 0 21,541
EMCORE CORP COM NEW 290846203 925 106,330 SH   SOLE   106,330 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,515 167,949 SH   SOLE   167,949 0 0
EMERGENT CAP INC COM 29102N105 4 3,467 SH   SOLE   3,467 0 0
EMERSON ELEC CO COM 291011104 72,989 1,309,216 SH   SOLE   1,220,060 0 89,156
EMPIRE DIST ELEC CO COM 291641108 6,169 180,972 SH   SOLE   180,972 0 0
EMPIRE RES INC DEL COM 29206E100 5 725 SH   SOLE   725 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 288 12,670 SH   SOLE   12,670 0 0
EMPIRE ST RLTY TR INC CL A 292104106 1,265 62,676 SH   SOLE   62,676 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,499 164,104 SH   SOLE   164,104 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,849 85,043 SH   SOLE   85,043 0 0
ENBRIDGE INC COM 29250N105 669 15,880 SH   SOLE   15,880 0 0
ENCANA CORP COM 292505104 18,946 1,613,774 SH   SOLE   1,613,774 0 0
ENCORE CAP GROUP INC COM 292554102 3,292 114,901 SH   SOLE   114,901 0 0
ENCORE WIRE CORP COM 292562105 4,778 110,210 SH   SOLE   110,210 0 0
ENDO INTL PLC SHS G30401106 7,645 464,158 SH   SOLE   433,429 0 30,729
ENDOCYTE INC COM 29269A102 406 159,176 SH   SOLE   159,176 0 0
ENDOLOGIX INC COM 29266S106 1,748 305,519 SH   SOLE   305,519 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 2,053 220,705 SH   SOLE   220,705 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 20,773 224,820 SH   SOLE   224,820 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,182 143,957 SH   SOLE   101,957 0 42,000
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 1,242 63,889 SH   SOLE   38,889 0 25,000
ENERGEN CORP COM 29265N108 23,386 405,509 SH   SOLE   405,509 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 9,650 216,327 SH   SOLE   216,327 0 0
ENERGOUS CORP COM 29272C103 958 56,846 SH   SOLE   56,846 0 0
ENERGY FOCUS INC COM NEW 29268T300 8 1,790 SH   SOLE   1,790 0 0
ENERGY FUELS INC COM NEW 292671708 14 8,731 SH   SOLE   8,731 0 0
ENERGY RECOVERY INC COM 29270J100 1,372 132,533 SH   SOLE   132,533 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 757 21,140 SH   SOLE   21,140 0 0
ENERNOC INC COM 292764107 617 102,774 SH   SOLE   102,774 0 0
ENERSYS COM 29275Y102 23,294 298,260 SH   SOLE   298,260 0 0
ENGILITY HLDGS INC NEW COM 29286C107 3,242 96,194 SH   SOLE   96,194 0 0
ENGLOBAL CORP COM 293306106 6 2,491 SH   SOLE   2,491 0 0
ENNIS INC COM 293389102 1,886 108,693 SH   SOLE   108,693 0 0
ENOVA INTL INC COM 29357K103 1,850 147,387 SH   SOLE   147,387 0 0
ENPHASE ENERGY INC COM 29355A107 6 6,405 SH   SOLE   6,405 0 0
ENPRO INDS INC COM 29355X107 7,353 109,157 SH   SOLE   109,157 0 0
ENSCO PLC SHS CLASS A G3157S106 10,323 1,062,043 SH   SOLE   1,062,043 0 0
ENSIGN GROUP INC COM 29358P101 5,343 240,582 SH   SOLE   240,582 0 0
ENSTAR GROUP LIMITED SHS G3075P101 9,103 46,043 SH   SOLE   46,043 0 0
ENTEGRA FINL CORP COM 29363J108 21 1,008 SH   SOLE   1,008 0 0
ENTEGRIS INC COM 29362U104 9,756 545,044 SH   SOLE   545,044 0 0
ENTELLUS MED INC COM 29363K105 526 27,715 SH   SOLE   27,715 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,656 108,254 SH   SOLE   108,254 0 0
ENTERGY CORP NEW COM 29364G103 34,398 468,197 SH   SOLE   438,822 0 29,375
ENTERPRISE BANCORP INC MASS COM 293668109 1,229 32,714 SH   SOLE   32,714 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,633 84,492 SH   SOLE   84,492 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,758 65,000 SH   SOLE   65,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,745 249,259 SH   SOLE   249,259 0 0
ENVESTNET INC COM 29404K106 5,467 155,098 SH   SOLE   155,098 0 0
ENVISION HEALTHCARE CORP COM 29414D100 16,484 260,451 SH   SOLE   244,165 0 16,286
ENZO BIOCHEM INC COM 294100102 1,048 151,002 SH   SOLE   151,002 0 0
EOG RES INC COM 26875P101 236,231 2,336,605 SH   SOLE   2,131,349 0 205,256
EP ENERGY CORP CL A 268785102 1,022 156,046 SH   SOLE   156,046 0 0
EPAM SYS INC COM 29414B104 11,578 180,041 SH   SOLE   180,041 0 0
EPIZYME INC COM 29428V104 1,852 153,062 SH   SOLE   153,062 0 0
EPLUS INC COM 294268107 3,943 34,230 SH   SOLE   34,230 0 0
EPR PPTYS COM SH BEN INT 26884U109 18,879 263,047 SH   SOLE   263,047 0 0
EQT CORP COM 26884L109 53,471 817,598 SH   SOLE   793,801 0 23,797
EQT GP HLDGS LP COM UNIT REP 26885J103 1,563 62,000 SH   SOLE   62,000 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 627 8,180 SH   SOLE   8,180 0 0
EQUIFAX INC COM 294429105 98,069 829,480 SH   SOLE   642,022 0 187,458
EQUINIX INC COM PAR $0.001 29444U700 122,741 343,417 SH   SOLE   276,081 0 67,336
EQUITY BANCSHARES INC COM CL A 29460X109 698 20,752 SH   SOLE   20,752 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 2,171 71,781 SH   SOLE   71,781 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,674 37,087 SH   SOLE   37,087 0 0
EQUITY ONE COM 294752100 11,615 378,474 SH   SOLE   378,474 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 45,401 705,417 SH   SOLE   649,201 0 56,216
ERA GROUP INC COM 26885G109 1,802 106,174 SH   SOLE   106,174 0 0
ERIE INDTY CO CL A 29530P102 1,375 12,228 SH   SOLE   12,228 0 0
ERIN ENERGY CORP COM 295625107 158 51,713 SH   SOLE   51,713 0 0
EROS INTL PLC SHS NEW G3788M114 1,559 119,452 SH   SOLE   119,452 0 0
ESCALADE INC COM 296056104 543 41,123 SH   SOLE   41,123 0 0
ESCO TECHNOLOGIES INC COM 296315104 7,838 138,364 SH   SOLE   138,364 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 751 59,959 SH   SOLE   59,959 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 8 301 SH   SOLE   301 0 0
ESSA BANCORP INC COM 29667D104 499 31,713 SH   SOLE   31,713 0 0
ESSENDANT INC COM 296689102 4,225 202,130 SH   SOLE   202,130 0 0
ESSENT GROUP LTD COM G3198U102 9,777 302,042 SH   SOLE   302,042 0 0
ESSEX PPTY TR INC COM 297178105 36,961 158,974 SH   SOLE   149,856 0 9,118
ESTERLINE TECHNOLOGIES CORP COM 297425100 18,339 205,591 SH   SOLE   205,591 0 0
ETFS GOLD TR SHS 26922Y105 6,279 56,179 SH   SOLE   56,179 0 0
ETFS PALLADIUM TR SH BEN INT 26923A106 2,858 43,827 SH   SOLE   43,827 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 3,190 36,915 SH   SOLE   36,915 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 4,667 126,637 SH   SOLE   126,637 0 0
ETSY INC COM 29786A106 4,641 393,999 SH   SOLE   393,999 0 0
EURONET WORLDWIDE INC COM 298736109 1,727 23,838 SH   SOLE   23,838 0 0
EVANS BANCORP INC COM NEW 29911Q208 23 724 SH   SOLE   724 0 0
EVERBANK FINL CORP COM 29977G102 8,208 422,007 SH   SOLE   422,007 0 0
EVERBRIDGE INC COM 29978A104 93 5,020 SH   SOLE   5,020 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 9,936 144,628 SH   SOLE   144,628 0 0
EVEREST RE GROUP LTD COM G3223R108 29,388 135,806 SH   SOLE   131,362 0 4,444
EVERI HLDGS INC COM 30034T103 24 11,271 SH   SOLE   11,271 0 0
EVERSOURCE ENERGY COM 30040W108 45,265 819,570 SH   SOLE   775,160 0 44,410
EVERTEC INC COM 30040P103 4,293 241,847 SH   SOLE   241,847 0 0
EVINE LIVE INC CL A 300487105 11 7,562 SH   SOLE   7,562 0 0
EVOKE PHARMA INC COM 30049G104 3 1,285 SH   SOLE   1,285 0 0
EVOLENT HEALTH INC CL A 30050B101 1,002 67,732 SH   SOLE   67,732 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 878 87,801 SH   SOLE   87,801 0 0
EVOLVING SYS INC COM NEW 30049R209 5 1,219 SH   SOLE   1,219 0 0
EXA CORP COM 300614500 802 52,216 SH   SOLE   52,216 0 0
EXACT SCIENCES CORP COM 30063P105 5,249 392,882 SH   SOLE   392,882 0 0
EXACTECH INC COM 30064E109 1,237 45,297 SH   SOLE   45,297 0 0
EXAR CORP COM 300645108 2,367 219,537 SH   SOLE   219,537 0 0
EXCO RESOURCES INC COM 269279402 532 608,899 SH   SOLE   608,899 0 0
EXELIXIS INC COM 30161Q104 13,084 877,536 SH   SOLE   877,536 0 0
EXELON CORP COM 30161N101 238,200 6,711,749 SH   SOLE   6,432,145 0 279,604
EXLSERVICE HOLDINGS INC COM 302081104 8,424 167,011 SH   SOLE   167,011 0 0
EXONE CO COM 302104104 463 49,521 SH   SOLE   49,521 0 0
EXPEDIA INC DEL COM NEW 30212P303 37,146 327,910 SH   SOLE   310,869 0 17,041
EXPEDITORS INTL WASH INC COM 302130109 24,104 455,140 SH   SOLE   382,000 0 73,140
EXPONENT INC COM 30214U102 7,787 129,138 SH   SOLE   129,138 0 0
EXPRESS INC COM 30219E103 4,445 413,120 SH   SOLE   413,120 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 93,738 1,362,674 SH   SOLE   1,262,505 0 100,169
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 676 41,866 SH   SOLE   41,866 0 0
EXTERRAN CORP COM 30227H106 4,240 177,416 SH   SOLE   177,416 0 0
EXTRA SPACE STORAGE INC COM 30225T102 24,685 319,589 SH   SOLE   302,024 0 17,565
EXTRACTION OIL AND GAS INC COM 30227M105 108,111 5,394,743 SH   SOLE   4,885,974 0 508,769
EXTREME NETWORKS INC COM 30226D106 2,004 398,379 SH   SOLE   398,379 0 0
EXXON MOBIL CORP COM 30231G102 1,001,286 11,093,348 SH   SOLE   10,430,765 0 662,583
EYEGATE PHARMACEUTICALS INC COM 30233M107 1 728 SH   SOLE   728 0 0
EZCORP INC CL A NON VTG 302301106 3,043 285,733 SH   SOLE   285,733 0 0
F M C CORP COM NEW 302491303 17,983 317,944 SH   SOLE   299,646 0 18,298
F5 NETWORKS INC COM 315616102 20,669 142,818 SH   SOLE   133,619 0 9,199
FABRINET SHS G3323L100 7,246 179,807 SH   SOLE   179,807 0 0
FACEBOOK INC CL A 30303M102 781,406 6,791,884 SH   SOLE   6,093,687 0 698,197
FACTSET RESH SYS INC COM 303075105 22,419 137,178 SH   SOLE   137,178 0 0
FAIR ISAAC CORP COM 303250104 24,562 206,019 SH   SOLE   206,019 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 4,200 356,246 SH   SOLE   356,246 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,605 85,845 SH   SOLE   85,845 0 0
FALCONSTOR SOFTWARE INC COM 306137100 3 5,979 SH   SOLE   5,979 0 0
FAMOUS DAVES AMER INC COM 307068106 3 559 SH   SOLE   559 0 0
FARMER BROS CO COM 307675108 1,124 30,627 SH   SOLE   30,627 0 0
FARMERS CAP BK CORP COM 309562106 1,308 31,108 SH   SOLE   31,108 0 0
FARMERS NATL BANC CORP COM 309627107 1,372 96,630 SH   SOLE   96,630 0 0
FARMLAND PARTNERS INC COM 31154R109 593 53,129 SH   SOLE   53,129 0 0
FARO TECHNOLOGIES INC COM 311642102 3,211 89,183 SH   SOLE   89,183 0 0
FASTENAL CO COM 311900104 30,272 644,354 SH   SOLE   604,072 0 40,282
FATE THERAPEUTICS INC COM 31189P102 12 4,596 SH   SOLE   4,596 0 0
FAUQUIER BANKSHARES INC VA COM 312059108 10 589 SH   SOLE   589 0 0
FB FINL CORP COM 30257X104 135 5,202 SH   SOLE   5,202 0 0
FBL FINL GROUP INC CL A 30239F106 3,025 38,708 SH   SOLE   38,708 0 0
FBR & CO COM NEW 30247C400 312 24,023 SH   SOLE   24,023 0 0
FCB FINL HLDGS INC CL A 30255G103 5,903 123,753 SH   SOLE   123,753 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 2,171 37,916 SH   SOLE   37,916 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 1,292 125,332 SH   SOLE   125,332 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 22,774 160,255 SH   SOLE   150,487 0 9,768
FEDERAL SIGNAL CORP COM 313855108 5,248 336,200 SH   SOLE   336,200 0 0
FEDERATED INVS INC PA CL B 314211103 8,766 309,956 SH   SOLE   309,956 0 0
FEDERATED NATL HLDG CO COM 31422T101 1,066 57,059 SH   SOLE   57,059 0 0
FEDEX CORP COM 31428X106 98,231 527,559 SH   SOLE   492,241 0 35,318
FELCOR LODGING TR INC COM 31430F101 4,156 518,906 SH   SOLE   518,906 0 0
FEMALE HEALTH CO COM 314462102 4 3,938 SH   SOLE   3,938 0 0
FENIX PTS INC COM 31446L100 8 2,892 SH   SOLE   2,892 0 0
FERRO CORP COM 315405100 4,480 312,624 SH   SOLE   312,624 0 0
FERROGLOBE PLC SHS G33856108 2,893 267,114 SH   SOLE   267,114 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 3 4,521 SH   SOLE   4,521 0 0
FIBROGEN INC COM 31572Q808 4,159 194,368 SH   SOLE   194,368 0 0
FIDELITY & GTY LIFE COM 315785105 1,167 49,245 SH   SOLE   49,245 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5,631 165,824 SH   SOLE   140,532 0 25,292
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 3,723 271,769 SH   SOLE   271,769 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 56,787 750,760 SH   SOLE   706,031 0 44,729
FIDELITY SOUTHERN CORP NEW COM 316394105 2,751 116,242 SH   SOLE   116,242 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 4,105 137,509 SH   SOLE   137,509 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 143 21,357 SH   SOLE   21,357 0 0
FIFTH THIRD BANCORP COM 316773100 47,380 1,756,773 SH   SOLE   1,642,607 0 114,166
FINANCIAL ENGINES INC COM 317485100 9,970 271,301 SH   SOLE   271,301 0 0
FINANCIAL INSTNS INC COM 317585404 2,025 59,202 SH   SOLE   59,202 0 0
FINISAR CORP COM NEW 31787A507 13,187 435,652 SH   SOLE   435,652 0 0
FINISH LINE INC CL A 317923100 4,153 220,804 SH   SOLE   220,804 0 0
FINJAN HLDGS INC COM NEW 31788H303 1 1,118 SH   SOLE   1,118 0 0
FIREEYE INC COM 31816Q101 1,007 84,581 SH   SOLE   84,581 0 0
FIRST ACCEPTANCE CORP COM 318457108 3 2,694 SH   SOLE   2,694 0 0
FIRST AMERN FINL CORP COM 31847R102 14,044 383,404 SH   SOLE   383,404 0 0
FIRST BANCORP INC ME COM 31866P102 1,392 42,050 SH   SOLE   42,050 0 0
FIRST BANCORP N C COM 318910106 2,244 82,685 SH   SOLE   82,685 0 0
FIRST BANCORP P R COM NEW 318672706 4,439 671,618 SH   SOLE   671,618 0 0
FIRST BANCSHARES INC MS COM 318916103 23 830 SH   SOLE   830 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 15 1,261 SH   SOLE   1,261 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 827 34,869 SH   SOLE   34,869 0 0
FIRST BUSEY CORP COM NEW 319383204 4,017 130,507 SH   SOLE   130,507 0 0
FIRST CAPITAL INC COM 31942S104 18 557 SH   SOLE   557 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 1,981 65,712 SH   SOLE   65,712 0 0
FIRST CMNTY CORP S C COM 319835104 19 1,057 SH   SOLE   1,057 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 596 50,977 SH   SOLE   50,977 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 6,844 482,677 SH   SOLE   482,677 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,435 63,346 SH   SOLE   63,346 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 11,019 31,040 SH   SOLE   31,040 0 0
FIRST DATA CORP NEW COM CL A 32008D106 6,308 444,527 SH   SOLE   404,525 0 40,002
FIRST DEFIANCE FINL CORP COM 32006W106 1,980 39,013 SH   SOLE   39,013 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 674 34,161 SH   SOLE   34,161 0 0
FIRST FINL BANCORP OH COM 320209109 9,520 334,636 SH   SOLE   334,636 0 0
FIRST FINL BANKSHARES COM 32020R109 15,190 336,054 SH   SOLE   336,054 0 0
FIRST FINL CORP IND COM 320218100 2,305 43,655 SH   SOLE   43,655 0 0
FIRST FNDTN INC COM 32026V104 1,646 57,742 SH   SOLE   57,742 0 0
FIRST GTY BANCSHARES INC COM 32043P106 18 735 SH   SOLE   735 0 0
FIRST HAWAIIAN INC COM 32051X108 490 14,078 SH   SOLE   14,078 0 0
FIRST HORIZON NATL CORP COM 320517105 16,342 816,683 SH   SOLE   816,683 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 25,037 892,573 SH   SOLE   892,573 0 0
FIRST INTERNET BANCORP COM 320557101 690 21,558 SH   SOLE   21,558 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3,431 80,625 SH   SOLE   80,625 0 0
FIRST LONG IS CORP COM 320734106 2,564 89,791 SH   SOLE   89,791 0 0
FIRST MERCHANTS CORP COM 320817109 6,325 167,994 SH   SOLE   167,994 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 819 24,098 SH   SOLE   24,098 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 11,099 439,897 SH   SOLE   439,897 0 0
FIRST NBC BK HLDG CO COM 32115D106 696 95,331 SH   SOLE   95,331 0 0
FIRST NORTHWEST BANCORP COM 335834107 714 45,777 SH   SOLE   45,777 0 0
FIRST POTOMAC RLTY TR COM 33610F109 2,738 249,592 SH   SOLE   249,592 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 32,619 354,014 SH   SOLE   258,140 0 95,874
FIRST SAVINGS FINL GROUP INC COM 33621E109 13 269 SH   SOLE   269 0 0
FIRST SOLAR INC COM 336433107 5,362 167,108 SH   SOLE   164,266 0 2,842
FIRST SOUTH BANCORP INC VA COM 33646W100 19 1,563 SH   SOLE   1,563 0 0
FIRST TR EXCHANGE TRADED FD CHINDIA ETF 33733A102 0 1 SH   SOLE   1 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 100 5,287 SH   SOLE   5,287 0 0
FIRST US BANCSHARES INC COM 33744V103 11 946 SH   SOLE   946 0 0
FIRST UTD CORP COM 33741H107 16 1,031 SH   SOLE   1,031 0 0
FIRSTCASH INC COM 33767D105 11,693 248,785 SH   SOLE   248,785 0 0
FIRSTENERGY CORP COM 337932107 40,308 1,301,506 SH   SOLE   1,120,777 0 180,729
FISERV INC COM 337738108 98,693 928,616 SH   SOLE   762,126 0 166,490
FITBIT INC CL A 33812L102 2,718 371,330 SH   SOLE   371,330 0 0
FIVE BELOW INC COM 33829M101 11,520 288,297 SH   SOLE   288,297 0 0
FIVE OAKS INVT CORP COM 33830W106 12 2,328 SH   SOLE   2,328 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,448 108,726 SH   SOLE   108,726 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 21 7,647 SH   SOLE   7,647 0 0
FIVE9 INC COM 338307101 1,824 128,525 SH   SOLE   128,525 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,318 86,056 SH   SOLE   86,056 0 0
FLANIGANS ENTERPRISES INC COM 338517105 4 153 SH   SOLE   153 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 119,386 843,600 SH   SOLE   596,522 0 247,078
FLEX LTD ORD Y2573F102 50,417 3,508,523 SH   SOLE   3,200,143 0 308,380
FLEX PHARMA INC COM 33938A105 214 40,452 SH   SOLE   40,452 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,883 99,002 SH   SOLE   99,002 0 0
FLEXSTEEL INDS INC COM 339382103 1,652 26,785 SH   SOLE   26,785 0 0
FLIR SYS INC COM 302445101 11,430 315,832 SH   SOLE   296,730 0 19,102
FLOTEK INDS INC DEL COM 343389102 2,612 278,202 SH   SOLE   278,202 0 0
FLOWERS FOODS INC COM 343498101 12,366 619,245 SH   SOLE   619,245 0 0
FLOWSERVE CORP COM 34354P105 14,094 293,312 SH   SOLE   275,318 0 17,994
FLUIDIGM CORP DEL COM 34385P108 850 116,811 SH   SOLE   116,811 0 0
FLUOR CORP NEW COM 343412102 17,688 336,794 SH   SOLE   317,500 0 19,294
FLUSHING FINL CORP COM 343873105 3,851 131,031 SH   SOLE   131,031 0 0
FMC TECHNOLOGIES INC COM 30249U101 35,960 1,012,099 SH   SOLE   980,695 0 31,404
FNB CORP PA COM 302520101 24,472 1,526,615 SH   SOLE   1,526,615 0 0
FOGO DE CHAO INC COM 344177100 294 20,476 SH   SOLE   20,476 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 9,450 124,000 SH   SOLE   14,000 0 110,000
FONAR CORP COM NEW 344437405 20 1,053 SH   SOLE   1,053 0 0
FOOT LOCKER INC COM 344849104 22,880 322,755 SH   SOLE   304,098 0 18,657
FORD MTR CO DEL COM PAR $0.01 345370860 99,976 8,242,046 SH   SOLE   7,697,945 0 544,101
FOREST CITY RLTY TR INC COM CL A 345605109 2,871 137,750 SH   SOLE   137,750 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 79 80,000 PRN   SOLE   80,000 0 0
FORESTAR GROUP INC COM 346233109 2,426 182,386 SH   SOLE   182,386 0 0
FORMFACTOR INC COM 346375108 3,055 272,771 SH   SOLE   272,771 0 0
FORRESTER RESH INC COM 346563109 2,291 53,351 SH   SOLE   53,351 0 0
FORTERRA INC COM 34960W106 1,090 50,304 SH   SOLE   50,304 0 0
FORTINET INC COM 34959E109 15,405 511,456 SH   SOLE   496,239 0 15,217
FORTIVE CORP COM 34959J108 32,498 605,966 SH   SOLE   560,031 0 45,935
FORTRESS BIOTECH INC COM 34960Q109 326 120,798 SH   SOLE   120,798 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 25,087 469,272 SH   SOLE   447,931 0 21,341
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5,364 243,806 SH   SOLE   243,806 0 0
FORWARD AIR CORP COM 349853101 7,128 150,435 SH   SOLE   150,435 0 0
FOSSIL GROUP INC COM 34988V106 7,621 294,708 SH   SOLE   294,708 0 0
FOSTER L B CO COM 350060109 21 1,548 SH   SOLE   1,548 0 0
FOUNDATION MEDICINE INC COM 350465100 875 49,423 SH   SOLE   49,423 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 3,584 174,654 SH   SOLE   174,654 0 0
FOX FACTORY HLDG CORP COM 35138V102 3,394 122,317 SH   SOLE   122,317 0 0
FRANCESCAS HLDGS CORP COM 351793104 3,574 198,209 SH   SOLE   198,209 0 0
FRANKLIN COVEY CO COM 353469109 878 43,583 SH   SOLE   43,583 0 0
FRANKLIN ELEC INC COM 353514102 8,743 224,756 SH   SOLE   224,756 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,696 40,516 SH   SOLE   40,516 0 0
FRANKLIN RES INC COM 354613101 26,942 680,708 SH   SOLE   629,554 0 51,154
FRANKLIN STREET PPTYS CORP COM 35471R106 7,220 557,081 SH   SOLE   557,081 0 0
FRANKS INTL N V COM N33462107 260 21,134 SH   SOLE   21,134 0 0
FREDS INC CL A 356108100 3,668 197,647 SH   SOLE   197,647 0 0
FREEPORT-MCMORAN INC CL B 35671D857 37,176 2,818,483 SH   SOLE   2,642,122 0 176,361
FREIGHTCAR AMER INC COM 357023100 753 50,442 SH   SOLE   50,442 0 0
FREQUENCY ELECTRS INC COM 358010106 12 1,146 SH   SOLE   1,146 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 7,931 130,812 SH   SOLE   130,812 0 0
FRESHPET INC COM 358039105 879 86,634 SH   SOLE   86,634 0 0
FRIEDMAN INDS INC COM 358435105 8 1,140 SH   SOLE   1,140 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 9,211 2,725,197 SH   SOLE   2,547,078 0 178,119
FRONTLINE LTD SHS NEW G3682E192 1,876 263,905 SH   SOLE   263,905 0 0
FRP HLDGS INC COM 30292L107 1,007 26,701 SH   SOLE   26,701 0 0
FS BANCORP INC COM 30263Y104 17 473 SH   SOLE   473 0 0
FTD COS INC COM 30281V108 2,291 96,108 SH   SOLE   96,108 0 0
FTI CONSULTING INC COM 302941109 13,261 294,166 SH   SOLE   294,166 0 0
FUEL TECH INC COM 359523107 3 3,024 SH   SOLE   3,024 0 0
FUELCELL ENERGY INC COM NEW 35952H502 208 118,632 SH   SOLE   118,632 0 0
FULL HOUSE RESORTS INC COM 359678109 9 3,750 SH   SOLE   3,750 0 0
FULLER H B CO COM 359694106 12,249 253,545 SH   SOLE   253,545 0 0
FULTON FINL CORP PA COM 360271100 24,047 1,279,082 SH   SOLE   1,279,082 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,922 138,307 SH   SOLE   138,307 0 0
FXCM INC CL A NEW 302693205 7 962 SH   SOLE   962 0 0
G & K SVCS INC CL A 361268105 9,764 101,235 SH   SOLE   101,235 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,074 239,318 SH   SOLE   239,318 0 0
GABELLI DIVD & INCOME TR COM 36242H104 112 5,570 SH   SOLE   5,570 0 0
GABELLI GLB SML & MD CP VAL COM 36249W104 1 100 SH   SOLE   100 0 0
GAIA INC NEW CL A 36269P104 323 37,330 SH   SOLE   37,330 0 0
GAIN CAP HLDGS INC COM 36268W100 997 151,589 SH   SOLE   151,589 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 5 4,837 SH   SOLE   4,837 0 0
GALENA BIOPHARMA INC COM NEW 363256504 70 36,205 SH   SOLE   36,205 0 0
GALLAGHER ARTHUR J & CO COM 363576109 24,832 477,908 SH   SOLE   453,443 0 24,465
GAMCO INVESTORS INC CL A COM 361438104 657 21,260 SH   SOLE   21,260 0 0
GAMESTOP CORP NEW CL A 36467W109 9,093 359,966 SH   SOLE   359,966 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,772 90,518 SH   SOLE   90,518 0 0
GAMING PARTNERS INTL CORP COM 36467A107 8 658 SH   SOLE   658 0 0
GANNETT CO INC COM 36473H104 6,231 641,662 SH   SOLE   641,662 0 0
GAP INC DEL COM 364760108 54,695 2,437,370 SH   SOLE   2,287,709 0 149,661
GARMIN LTD SHS H2906T109 15,849 326,849 SH   SOLE   311,020 0 15,829
GARTNER INC COM 366651107 29,327 290,162 SH   SOLE   280,659 0 9,503
GAS NAT INC COM 367204104 23 1,856 SH   SOLE   1,856 0 0
GASLOG LTD SHS G37585109 2,710 168,321 SH   SOLE   168,321 0 0
GASTAR EXPL INC NEW COM 36729W202 35 22,533 SH   SOLE   22,533 0 0
GATX CORP COM 361448103 17,472 283,727 SH   SOLE   283,727 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 7,205 269,340 SH   SOLE   269,340 0 0
GEE GROUP INC COM 36165A102 5 1,050 SH   SOLE   1,050 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 2 276 SH   SOLE   276 0 0
GENCOR INDS INC COM 368678108 495 31,533 SH   SOLE   31,533 0 0
GENER8 MARITIME INC COM Y26889108 707 157,865 SH   SOLE   157,865 0 0
GENERAC HLDGS INC COM 368736104 10,588 259,886 SH   SOLE   259,886 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 4,782 251,015 SH   SOLE   251,015 0 0
GENERAL COMMUNICATION INC CL A 369385109 2,863 147,187 SH   SOLE   147,187 0 0
GENERAL DYNAMICS CORP COM 369550108 94,130 545,174 SH   SOLE   535,377 0 9,797
GENERAL ELECTRIC CO COM 369604103 815,598 25,810,079 SH   SOLE   24,175,811 0 1,634,268
GENERAL ELECTRIC CO OPTIONS 369604103 253 8,000 SH Put SOLE   8,000 0 0
GENERAL FIN CORP DEL COM 369822101 10 1,743 SH   SOLE   1,743 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 35,545 1,422,939 SH   SOLE   1,334,737 0 88,202
GENERAL MLS INC COM 370334104 82,590 1,337,055 SH   SOLE   1,247,620 0 89,435
GENERAL MTRS CO COM 37045V100 93,247 2,676,441 SH   SOLE   2,482,659 0 193,782
GENERAL MTRS CO *W EXP 07/10/201 37045V126 1 35 SH   SOLE   35 0 0
GENESCO INC COM 371532102 6,900 111,114 SH   SOLE   111,114 0 0
GENESEE & WYO INC CL A 371559105 17,199 247,786 SH   SOLE   247,786 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 628 147,850 SH   SOLE   147,850 0 0
GENIE ENERGY LTD CL B 372284208 295 51,316 SH   SOLE   51,316 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,961 160,182 SH   SOLE   160,182 0 0
GENOCEA BIOSCIENCES INC COM 372427104 18 4,258 SH   SOLE   4,258 0 0
GENOMIC HEALTH INC COM 37244C101 2,585 87,943 SH   SOLE   87,943 0 0
GENPACT LIMITED SHS G3922B107 1,749 71,877 SH   SOLE   71,877 0 0
GENTEX CORP COM 371901109 19,275 978,933 SH   SOLE   978,933 0 0
GENTHERM INC COM 37253A103 6,187 182,785 SH   SOLE   182,785 0 0
GENUINE PARTS CO COM 372460105 78,957 826,432 SH   SOLE   804,165 0 22,267
GENWORTH FINL INC COM CL A 37247D106 13,157 3,453,396 SH   SOLE   3,449,796 0 3,600
GEO GROUP INC NEW COM 36162J106 14,339 399,074 SH   SOLE   399,074 0 0
GEORGETOWN BANCORP INC MD COM 372591107 6 247 SH   SOLE   247 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,500 73,675 SH   SOLE   73,675 0 0
GERMAN AMERN BANCORP INC COM 373865104 3,237 61,528 SH   SOLE   61,528 0 0
GERON CORP COM 374163103 1,212 585,405 SH   SOLE   585,405 0 0
GETTY RLTY CORP NEW COM 374297109 3,831 150,282 SH   SOLE   150,282 0 0
GIBRALTAR INDS INC COM 374689107 6,832 164,022 SH   SOLE   164,022 0 0
GIGAMON INC COM 37518B102 5,553 121,916 SH   SOLE   121,916 0 0
GIGPEAK INC COM 37518Q109 629 249,452 SH   SOLE   249,452 0 0
GILEAD SCIENCES INC COM 375558103 400,381 5,591,136 SH   SOLE   5,286,790 0 304,346
GLACIER BANCORP INC NEW COM 37637Q105 15,993 441,437 SH   SOLE   441,437 0 0
GLADSTONE COML CORP COM 376536108 2,040 101,493 SH   SOLE   101,493 0 0
GLADSTONE LD CORP COM 376549101 15 1,308 SH   SOLE   1,308 0 0
GLATFELTER COM 377316104 5,886 246,399 SH   SOLE   246,399 0 0
GLAUKOS CORP COM 377322102 2,114 61,632 SH   SOLE   61,632 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 17,155 445,468 SH   SOLE   445,468 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,245 86,180 SH   SOLE   86,180 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,904 84,654 SH   SOLE   84,654 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,228 190,110 SH   SOLE   190,110 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,295 33,883 SH   SOLE   33,883 0 0
GLOBAL MED REIT INC COM NEW 37954A204 552 61,839 SH   SOLE   61,839 0 0
GLOBAL NET LEASE INC COM 379378102 5,470 698,625 SH   SOLE   698,625 0 0
GLOBAL PMTS INC COM 37940X102 129,139 1,860,518 SH   SOLE   1,410,511 0 450,007
GLOBAL SELF STORAGE INC COM 37955N106 6 1,309 SH   SOLE   1,309 0 0
GLOBAL SOURCES LTD ORD G39300101 276 31,226 SH   SOLE   31,226 0 0
GLOBAL WTR RES INC COM 379463102 262 28,744 SH   SOLE   28,744 0 0
GLOBALSCAPE INC COM 37940G109 9 2,274 SH   SOLE   2,274 0 0
GLOBALSTAR INC COM 378973408 2,267 1,434,575 SH   SOLE   1,434,575 0 0
GLOBANT S A COM L44385109 3,222 96,606 SH   SOLE   96,606 0 0
GLOBUS MED INC CL A 379577208 11,712 472,053 SH   SOLE   472,053 0 0
GLU MOBILE INC COM 379890106 884 455,674 SH   SOLE   455,674 0 0
GLYCOMIMETICS INC COM 38000Q102 232 38,085 SH   SOLE   38,085 0 0
GMS INC COM 36251C103 790 26,989 SH   SOLE   26,989 0 0
GNC HLDGS INC COM CL A 36191G107 2,838 257,038 SH   SOLE   257,038 0 0
GODADDY INC CL A 380237107 798 22,825 SH   SOLE   22,825 0 0
GOGO INC COM 38046C109 1,928 209,077 SH   SOLE   209,077 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 8,604 375,081 SH   SOLE   375,081 0 0
GOLD RESOURCE CORP COM 38068T105 844 193,927 SH   SOLE   193,927 0 0
GOLDEN ENTMT INC COM 381013101 519 42,835 SH   SOLE   42,835 0 0
GOLDFIELD CORP COM 381370105 21 4,119 SH   SOLE   4,119 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 413,021 1,724,873 SH   SOLE   1,619,158 0 105,715
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 6 1,900 SH   SOLE   1,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 68,660 2,224,175 SH   SOLE   2,036,536 0 187,639
GOPRO INC CL A 38268T103 3,608 414,196 SH   SOLE   414,196 0 0
GORDMANS STORES INC COM 38269P100 1 1,522 SH   SOLE   1,522 0 0
GORMAN RUPP CO COM 383082104 2,140 69,157 SH   SOLE   69,157 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 4,984 261,439 SH   SOLE   261,439 0 0
GP STRATEGIES CORP COM 36225V104 1,465 51,214 SH   SOLE   51,214 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,994 44,257 SH   SOLE   37,069 0 7,188
GRACO INC COM 384109104 15,798 190,132 SH   SOLE   190,132 0 0
GRAHAM CORP COM 384556106 875 39,525 SH   SOLE   39,525 0 0
GRAHAM HLDGS CO COM 384637104 8,285 16,184 SH   SOLE   16,184 0 0
GRAINGER W W INC COM 384802104 28,318 121,931 SH   SOLE   114,019 0 7,912
GRAMERCY PPTY TR COM 385002100 15,626 1,702,215 SH   SOLE   1,702,215 0 0
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 465 65,000 SH   SOLE   25,000 0 40,000
GRAND CANYON ED INC COM 38526M106 9,739 166,613 SH   SOLE   166,613 0 0
GRANITE CONSTR INC COM 387328107 14,515 263,913 SH   SOLE   263,913 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,707 537,426 SH   SOLE   526,746 0 10,680
GRAY TELEVISION INC COM 389375106 2,696 248,472 SH   SOLE   248,472 0 0
GREAT AJAX CORP COM 38983D300 847 63,865 SH   SOLE   63,865 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 26 7,020 SH   SOLE   7,020 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,098 261,423 SH   SOLE   261,423 0 0
GREAT PLAINS ENERGY INC COM 391164100 21,899 800,700 SH   SOLE   800,700 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,467 45,147 SH   SOLE   45,147 0 0
GREAT WESTN BANCORP INC COM 391416104 13,980 320,727 SH   SOLE   320,727 0 0
GREEN BANCORP INC COM 39260X100 1,229 80,882 SH   SOLE   80,882 0 0
GREEN BRICK PARTNERS INC COM 392709101 909 90,410 SH   SOLE   90,410 0 0
GREEN DOT CORP CL A 39304D102 5,493 233,248 SH   SOLE   233,248 0 0
GREEN PLAINS INC COM 393222104 5,440 195,332 SH   SOLE   195,332 0 0
GREENBRIER COS INC COM 393657101 6,231 149,973 SH   SOLE   149,973 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 28 22,000 PRN   SOLE   22,000 0 0
GREENE COUNTY BANCORP INC COM 394357107 204 8,921 SH   SOLE   8,921 0 0
GREENHILL & CO INC COM 395259104 3,990 144,032 SH   SOLE   144,032 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,774 121,679 SH   SOLE   121,679 0 0
GREIF INC CL A 397624107 9,180 178,913 SH   SOLE   178,913 0 0
GREIF INC CL B 397624206 1,573 23,292 SH   SOLE   23,292 0 0
GRIFFIN INL RLTY INC COM 398231100 22 705 SH   SOLE   705 0 0
GRIFFON CORP COM 398433102 4,092 156,193 SH   SOLE   156,193 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 8,509 109,178 SH   SOLE   109,178 0 0
GROUPON INC COM 399473107 572 172,423 SH   SOLE   172,423 0 0
GRUBHUB INC COM 400110102 11,255 299,167 SH   SOLE   299,167 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 671 51,071 SH   SOLE   51,071 0 0
GSE SYS INC COM 36227K106 9 2,666 SH   SOLE   2,666 0 0
GSI TECHNOLOGY COM 36241U106 13 2,042 SH   SOLE   2,042 0 0
GTT COMMUNICATIONS INC COM 362393100 2,939 102,210 SH   SOLE   102,210 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 1,585 65,492 SH   SOLE   65,492 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 14 680 SH   SOLE   680 0 0
GUESS INC COM 401617105 4,746 392,251 SH   SOLE   392,251 0 0
GUIDANCE SOFTWARE INC COM 401692108 591 83,481 SH   SOLE   83,481 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,719 34,845 SH   SOLE   34,845 0 0
GULF ISLAND FABRICATION INC COM 402307102 223 18,738 SH   SOLE   18,738 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 6 3,465 SH   SOLE   3,465 0 0
GULFPORT ENERGY CORP COM NEW 402635304 62,997 2,911,135 SH   SOLE   2,861,325 0 49,810
GWG HLDGS INC COM 36192A109 1 178 SH   SOLE   178 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,703 116,246 SH   SOLE   116,246 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 889 51,553 SH   SOLE   51,553 0 0
HACKETT GROUP INC COM 404609109 1,637 92,701 SH   SOLE   92,701 0 0
HAEMONETICS CORP COM 405024100 11,220 279,106 SH   SOLE   279,106 0 0
HAIN CELESTIAL GROUP INC COM 405217100 15,753 403,604 SH   SOLE   403,604 0 0
HALLADOR ENERGY COMPANY COM 40609P105 21 2,298 SH   SOLE   2,298 0 0
HALLIBURTON CO COM 406216101 130,877 2,419,610 SH   SOLE   2,299,879 0 119,731
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 692 59,526 SH   SOLE   59,526 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 4,542 459,695 SH   SOLE   459,695 0 0
HALYARD HEALTH INC COM 40650V100 16,198 438,031 SH   SOLE   438,031 0 0
HAMILTON BANCORP INC MD COM 407015106 6 448 SH   SOLE   448 0 0
HANCOCK HLDG CO COM 410120109 25,744 597,318 SH   SOLE   597,318 0 0
HANDY & HARMAN LTD COM 410315105 285 11,166 SH   SOLE   11,166 0 0
HANESBRANDS INC COM 410345102 17,927 831,098 SH   SOLE   778,495 0 52,603
HANMI FINL CORP COM NEW 410495204 6,236 178,668 SH   SOLE   178,668 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 3,284 172,931 SH   SOLE   172,931 0 0
HANOVER INS GROUP INC COM 410867105 13,625 149,707 SH   SOLE   149,707 0 0
HARBORONE BANCORP INC COM 41165F101 1,190 61,536 SH   SOLE   61,536 0 0
HARDINGE INC COM 412324303 503 45,395 SH   SOLE   45,395 0 0
HARLEY DAVIDSON INC COM 412822108 22,660 388,415 SH   SOLE   363,634 0 24,781
HARMAN INTL INDS INC COM 413086109 17,469 157,153 SH   SOLE   147,417 0 9,736
HARMONIC INC COM 413160102 2,132 426,394 SH   SOLE   426,394 0 0
HARRIS CORP DEL COM 413875105 28,941 282,437 SH   SOLE   265,210 0 17,227
HARSCO CORP COM 415864107 5,938 436,643 SH   SOLE   436,643 0 0
HARTE-HANKS INC COM 416196103 13 8,461 SH   SOLE   8,461 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 82,329 1,727,786 SH   SOLE   1,653,929 0 73,857
HARVARD BIOSCIENCE INC COM 416906105 17 5,697 SH   SOLE   5,697 0 0
HASBRO INC COM 418056107 19,275 247,783 SH   SOLE   232,201 0 15,582
HAVERTY FURNITURE INC COM 419596101 2,502 105,552 SH   SOLE   105,552 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 12,579 380,372 SH   SOLE   380,372 0 0
HAWAIIAN HOLDINGS INC COM 419879101 15,199 266,656 SH   SOLE   266,656 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 685 27,636 SH   SOLE   27,636 0 0
HAWKINS INC COM 420261109 2,921 54,142 SH   SOLE   54,142 0 0
HAWTHORN BANCSHARES INC COM 420476103 15 842 SH   SOLE   842 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,725 86,651 SH   SOLE   86,651 0 0
HC2 HLDGS INC COM 404139107 824 138,955 SH   SOLE   138,955 0 0
HCA HOLDINGS INC COM 40412C101 64,824 875,768 SH   SOLE   833,402 0 42,366
HCI GROUP INC COM 40416E103 1,941 49,169 SH   SOLE   49,169 0 0
HCP INC COM 40414L109 35,383 1,190,536 SH   SOLE   1,126,192 0 64,344
HD SUPPLY HLDGS INC COM 40416M105 8,667 203,888 SH   SOLE   203,888 0 0
HEADWATERS INC COM 42210P102 8,791 373,782 SH   SOLE   373,782 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 23 1,266 SH   SOLE   1,266 0 0
HEALTHCARE RLTY TR COM 421946104 24,253 799,916 SH   SOLE   799,916 0 0
HEALTHCARE SVCS GRP INC COM 421906108 13,961 356,419 SH   SOLE   356,419 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,993 68,478 SH   SOLE   68,478 0 0
HEALTHEQUITY INC COM 42226A107 9,465 233,595 SH   SOLE   233,595 0 0
HEALTHSOUTH CORP COM NEW 421924309 24,624 597,098 SH   SOLE   597,098 0 0
HEALTHSTREAM INC COM 42222N103 3,362 134,196 SH   SOLE   134,196 0 0
HEALTHWAYS INC COM 422245100 3,998 175,748 SH   SOLE   175,748 0 0
HEARTLAND EXPRESS INC COM 422347104 4,669 229,322 SH   SOLE   229,322 0 0
HEARTLAND FINL USA INC COM 42234Q102 4,427 92,238 SH   SOLE   92,238 0 0
HECLA MNG CO COM 422704106 8,176 1,560,280 SH   SOLE   1,560,280 0 0
HEICO CORP NEW COM 422806109 732 9,493 SH   SOLE   9,493 0 0
HEICO CORP NEW CL A 422806208 1,228 18,091 SH   SOLE   18,091 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,537 105,033 SH   SOLE   105,033 0 0
HELEN OF TROY CORP LTD COM G4388N106 15,748 186,474 SH   SOLE   186,474 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,376 609,497 SH   SOLE   609,497 0 0
HELMERICH & PAYNE INC COM 423452101 36,187 467,535 SH   SOLE   451,280 0 16,255
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 341 30,424 SH   SOLE   30,424 0 0
HENNESSY ADVISORS INC COM 425885100 344 10,850 SH   SOLE   10,850 0 0
HENRY JACK & ASSOC INC COM 426281101 25,310 285,089 SH   SOLE   285,089 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,703 35,377 SH   SOLE   35,377 0 0
HERC HLDGS INC COM 42704L104 544 13,548 SH   SOLE   13,548 0 0
HERC HLDGS INC OPTIONS 42704L104 201 5,000 SH Put SOLE   5,000 0 0
HERITAGE COMMERCE CORP COM 426927109 1,545 107,070 SH   SOLE   107,070 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 779 49,602 SH   SOLE   49,602 0 0
HERITAGE FINL CORP WASH COM 42722X106 3,300 128,171 SH   SOLE   128,171 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,839 117,363 SH   SOLE   117,363 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,200 97,308 SH   SOLE   97,308 0 0
HERON THERAPEUTICS INC COM 427746102 1,612 123,064 SH   SOLE   123,064 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 3,640 169,300 SH   SOLE   169,300 0 0
HERSHEY CO COM 427866108 31,767 307,134 SH   SOLE   286,163 0 20,971
HERTZ GLOBAL HLDGS INC COM 42806J106 903 41,867 SH   SOLE   41,867 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,648 23,022 SH   SOLE   23,022 0 0
HESS CORP COM 42809H107 163,028 2,617,243 SH   SOLE   2,467,556 0 149,687
HEWLETT PACKARD ENTERPRISE C COM 42824C109 75,258 3,252,285 SH   SOLE   3,016,524 0 235,761
HEWLETT PACKARD ENTERPRISE C OPTIONS 42824C109 231 10,000 SH Put SOLE   10,000 0 0
HEXCEL CORP NEW COM 428291108 5,046 98,095 SH   SOLE   98,095 0 0
HFF INC CL A 40418F108 5,537 183,053 SH   SOLE   183,053 0 0
HHGREGG INC COM 42833L108 3 1,940 SH   SOLE   1,940 0 0
HIBBETT SPORTS INC COM 428567101 4,359 116,864 SH   SOLE   116,864 0 0
HIGHWOODS PPTYS INC COM 431284108 21,632 424,069 SH   SOLE   424,069 0 0
HILL INTERNATIONAL INC COM 431466101 619 142,221 SH   SOLE   142,221 0 0
HILL ROM HLDGS INC COM 431475102 12,776 227,580 SH   SOLE   227,580 0 0
HILLENBRAND INC COM 431571108 12,293 320,548 SH   SOLE   320,548 0 0
HILLTOP HOLDINGS INC COM 432748101 9,142 306,795 SH   SOLE   306,795 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 16,813 618,109 SH   SOLE   466,651 0 151,458
HINGHAM INSTN SVGS MASS COM 433323102 1,079 5,482 SH   SOLE   5,482 0 0
HMN FINL INC COM 40424G108 10 595 SH   SOLE   595 0 0
HMS HLDGS CORP COM 40425J101 7,847 432,125 SH   SOLE   432,125 0 0
HNI CORP COM 404251100 16,660 297,924 SH   SOLE   297,924 0 0
HOLLYFRONTIER CORP COM 436106108 23,745 724,804 SH   SOLE   706,871 0 17,933
HOLOGIC INC COM 436440101 29,454 734,157 SH   SOLE   694,014 0 40,143
HOME BANCORP INC COM 43689E107 855 22,140 SH   SOLE   22,140 0 0
HOME BANCSHARES INC COM 436893200 17,181 618,685 SH   SOLE   618,685 0 0
HOME DEPOT INC COM 437076102 716,693 5,345,265 SH   SOLE   4,760,192 0 585,073
HOME FED BANCORP INC LA NEW COM 43708L108 4 167 SH   SOLE   167 0 0
HOMESTREET INC COM 43785V102 4,234 133,977 SH   SOLE   133,977 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,978 76,389 SH   SOLE   76,389 0 0
HONEYWELL INTL INC COM 438516106 318,162 2,746,328 SH   SOLE   2,595,774 0 150,554
HOOKER FURNITURE CORP COM 439038100 1,822 48,018 SH   SOLE   48,018 0 0
HOPE BANCORP INC COM 43940T109 15,228 695,643 SH   SOLE   695,643 0 0
HOPFED BANCORP INC COM 439734104 14 1,059 SH   SOLE   1,059 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 9,443 220,638 SH   SOLE   220,638 0 0
HORIZON BANCORP IND COM 440407104 2,309 82,477 SH   SOLE   82,477 0 0
HORIZON GLOBAL CORP COM 44052W104 1,753 73,062 SH   SOLE   73,062 0 0
HORIZON PHARMA PLC SHS G4617B105 9,764 603,431 SH   SOLE   603,431 0 0
HORMEL FOODS CORP COM 440452100 21,563 619,461 SH   SOLE   578,835 0 40,626
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,247 172,753 SH   SOLE   172,753 0 0
HORTONWORKS INC COM 440894103 1,239 149,081 SH   SOLE   149,081 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 16,645 524,426 SH   SOLE   524,426 0 0
HOST HOTELS & RESORTS INC COM 44107P104 34,402 1,826,021 SH   SOLE   1,712,912 0 113,109
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,204 479,638 SH   SOLE   479,638 0 0
HOULIHAN LOKEY INC CL A 441593100 1,476 47,432 SH   SOLE   47,432 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 18 2,744 SH   SOLE   2,744 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1,462 535,540 SH   SOLE   535,540 0 0
HOWARD BANCORP INC COM 442496105 16 1,029 SH   SOLE   1,029 0 0
HOWARD HUGHES CORP COM 44267D107 2,358 20,666 SH   SOLE   20,666 0 0
HP INC COM 40434L105 49,386 3,327,893 SH   SOLE   3,080,133 0 247,760
HRG GROUP INC COM 40434J100 6,880 442,180 SH   SOLE   442,180 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 56 1,383 SH   SOLE   1,383 0 0
HSN INC COM 404303109 7,162 208,805 SH   SOLE   208,805 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 519 19,920 SH   SOLE   19,920 0 0
HUB GROUP INC CL A 443320106 7,468 170,705 SH   SOLE   170,705 0 0
HUBBELL INC COM 443510607 21,947 188,063 SH   SOLE   188,063 0 0
HUBSPOT INC COM 443573100 5,094 108,378 SH   SOLE   108,378 0 0
HUDSON GLOBAL INC COM 443787106 6 4,544 SH   SOLE   4,544 0 0
HUDSON PAC PPTYS INC COM 444097109 14,610 420,081 SH   SOLE   420,081 0 0
HUDSON TECHNOLOGIES INC COM 444144109 37 4,599 SH   SOLE   4,599 0 0
HUMANA INC COM 444859102 277,664 1,360,896 SH   SOLE   1,052,255 0 308,641
HUNT J B TRANS SVCS INC COM 445658107 18,500 190,580 SH   SOLE   178,336 0 12,244
HUNTINGTON BANCSHARES INC COM 446150104 34,946 2,643,400 SH   SOLE   2,494,425 0 148,975
HUNTINGTON INGALLS INDS INC COM 446413106 39,429 214,069 SH   SOLE   207,170 0 6,899
HUNTSMAN CORP COM 447011107 3,236 169,596 SH   SOLE   169,596 0 0
HURCO COMPANIES INC COM 447324104 866 26,164 SH   SOLE   26,164 0 0
HURON CONSULTING GROUP INC COM 447462102 4,494 88,718 SH   SOLE   88,718 0 0
HUTTIG BLDG PRODS INC COM 448451104 26 3,936 SH   SOLE   3,936 0 0
HYATT HOTELS CORP COM CL A 448579102 972 17,588 SH   SOLE   17,588 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 2,373 37,218 SH   SOLE   37,218 0 0
I D SYSTEMS INC COM 449489103 9 1,715 SH   SOLE   1,715 0 0
IAC INTERACTIVECORP COM 44919P508 2,289 35,336 SH   SOLE   35,336 0 0
IBERIABANK CORP COM 450828108 15,470 184,722 SH   SOLE   184,722 0 0
ICAD INC COM NEW 44934S206 8 2,396 SH   SOLE   2,396 0 0
ICF INTL INC COM 44925C103 4,143 75,048 SH   SOLE   75,048 0 0
ICICI BK LTD ADR 45104G104 26,641 3,556,934 SH   SOLE   3,556,934 0 0
ICONIX BRAND GROUP INC COM 451055107 2,412 258,264 SH   SOLE   258,264 0 0
ICU MED INC COM 44930G107 11,279 76,545 SH   SOLE   76,545 0 0
IDACORP INC COM 451107106 31,488 390,916 SH   SOLE   390,916 0 0
IDEAL PWR INC COM 451622104 5 1,480 SH   SOLE   1,480 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 552 367,938 SH   SOLE   367,938 0 0
IDEX CORP COM 45167R104 24,539 272,479 SH   SOLE   272,479 0 0
IDEXX LABS INC COM 45168D104 37,090 316,280 SH   SOLE   306,966 0 9,314
IDT CORP CL B NEW 448947507 1,310 70,670 SH   SOLE   70,670 0 0
IEC ELECTRS CORP NEW COM 44949L105 5 1,534 SH   SOLE   1,534 0 0
IES HLDGS INC COM 44951W106 565 29,513 SH   SOLE   29,513 0 0
IF BANCORP INC COM 44951J105 10 533 SH   SOLE   533 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 1 1,299 SH   SOLE   1,299 0 0
IGNYTA INC COM 451731103 618 116,536 SH   SOLE   116,536 0 0
IHS MARKIT LTD SHS G47567105 2,117 59,782 SH   SOLE   16,720 0 43,062
II VI INC COM 902104108 9,235 311,452 SH   SOLE   311,452 0 0
ILG INC COM 44967H101 10,924 601,210 SH   SOLE   601,210 0 0
ILLINOIS TOOL WKS INC COM 452308109 85,067 694,650 SH   SOLE   645,800 0 48,850
ILLUMINA INC COM 452327109 40,871 319,205 SH   SOLE   298,927 0 20,278
IMATION CORP COM 45245A107 5 6,379 SH   SOLE   6,379 0 0
IMAX CORP COM 45245E109 6,902 219,814 SH   SOLE   219,814 0 0
IMMERSION CORP COM 452521107 1,290 121,334 SH   SOLE   121,334 0 0
IMMUNE DESIGN CORP COM 45252L103 304 55,251 SH   SOLE   55,251 0 0
IMMUNOGEN INC COM 45253H101 654 320,809 SH   SOLE   320,809 0 0
IMMUNOMEDICS INC COM 452907108 1,321 360,037 SH   SOLE   360,037 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 522 37,232 SH   SOLE   37,232 0 0
IMPAX LABORATORIES INC COM 45256B101 4,944 373,148 SH   SOLE   373,148 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 63 80,000 PRN   SOLE   80,000 0 0
IMPERVA INC COM 45321L100 4,129 107,537 SH   SOLE   107,537 0 0
IMPINJ INC COM 453204109 799 22,611 SH   SOLE   22,611 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 5 1,966 SH   SOLE   1,966 0 0
INC RESH HLDGS INC CL A 45329R109 8,143 154,817 SH   SOLE   154,817 0 0
INCYTE CORP COM 45337C102 11,017 109,872 SH   SOLE   92,268 0 17,604
INDEPENDENCE CONTRACT DRIL I COM 453415309 812 121,179 SH   SOLE   121,179 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 626 31,998 SH   SOLE   31,998 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 2,136 239,490 SH   SOLE   239,490 0 0
INDEPENDENT BANK CORP MASS COM 453836108 10,051 142,671 SH   SOLE   142,671 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,933 89,079 SH   SOLE   89,079 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,928 46,931 SH   SOLE   46,931 0 0
INFINERA CORPORATION COM 45667G103 4,603 542,185 SH   SOLE   542,185 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 251 185,871 SH   SOLE   185,871 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 5,241 59,619 SH   SOLE   59,619 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 434 119,115 SH   SOLE   119,115 0 0
INFOSYS LTD SPONSORED ADR 456788108 12,094 815,478 SH   SOLE   815,478 0 0
INFRAREIT INC COM 45685L100 2,994 167,196 SH   SOLE   167,196 0 0
INFUSYSTEM HLDGS INC COM 45685K102 9 3,392 SH   SOLE   3,392 0 0
ING GROEP N V SPONSORED ADR 456837103 22,790 1,616,284 SH   SOLE   1,616,284 0 0
INGERSOLL-RAND PLC SHS G47791101 43,108 574,461 SH   SOLE   538,488 0 35,973
INGEVITY CORP COM 45688C107 12,013 218,967 SH   SOLE   218,967 0 0
INGLES MKTS INC CL A 457030104 2,724 56,631 SH   SOLE   56,631 0 0
INGREDION INC COM 457187102 32,360 258,966 SH   SOLE   250,028 0 8,938
INNERWORKINGS INC COM 45773Y105 1,458 148,057 SH   SOLE   148,057 0 0
INNODATA INC COM NEW 457642205 11 4,323 SH   SOLE   4,323 0 0
INNOPHOS HOLDINGS INC COM 45774N108 5,237 100,212 SH   SOLE   100,212 0 0
INNOSPEC INC COM 45768S105 8,755 127,804 SH   SOLE   127,804 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 7 2,181 SH   SOLE   2,181 0 0
INNOVIVA INC COM 45781M101 4,429 413,923 SH   SOLE   413,923 0 0
INOGEN INC COM 45780L104 5,543 82,520 SH   SOLE   82,520 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 490 80,392 SH   SOLE   80,392 0 0
INOVALON HLDGS INC COM CL A 45781D101 304 29,468 SH   SOLE   29,468 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,794 258,467 SH   SOLE   258,467 0 0
INPHI CORP COM 45772F107 6,718 150,568 SH   SOLE   150,568 0 0
INSEEGO CORP COM 45782B104 17 6,982 SH   SOLE   6,982 0 0
INSIGHT ENTERPRISES INC COM 45765U103 7,915 195,714 SH   SOLE   195,714 0 0
INSMED INC COM PAR $.01 457669307 3,113 235,336 SH   SOLE   235,336 0 0
INSPERITY INC COM 45778Q107 5,970 84,137 SH   SOLE   84,137 0 0
INSTALLED BLDG PRODS INC COM 45780R101 4,211 101,966 SH   SOLE   101,966 0 0
INSTEEL INDUSTRIES INC COM 45774W108 3,468 97,304 SH   SOLE   97,304 0 0
INSTRUCTURE INC COM 45781U103 787 40,243 SH   SOLE   40,243 0 0
INSULET CORP COM 45784P101 9,557 253,633 SH   SOLE   253,633 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,047 113,808 SH   SOLE   113,808 0 0
INTEGER HLDGS CORP COM 45826H109 4,755 161,470 SH   SOLE   161,470 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 13,136 153,116 SH   SOLE   153,116 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 23,074 979,354 SH   SOLE   979,354 0 0
INTEL CORP COM 458140100 509,895 14,058,304 SH   SOLE   13,078,058 0 980,246
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,361 1,906,000 PRN   SOLE   1,906,000 0 0
INTELIQUENT INC COM 45825N107 3,983 173,763 SH   SOLE   173,763 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 339 25,834 SH   SOLE   25,834 0 0
INTELSAT S A COM L5140P101 332 124,272 SH   SOLE   124,272 0 0
INTER PARFUMS INC COM 458334109 2,988 91,242 SH   SOLE   91,242 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,520 123,805 SH   SOLE   123,805 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 878 8,083 SH   SOLE   8,083 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 67,782 1,201,380 SH   SOLE   1,118,400 0 82,980
INTERDIGITAL INC COM 45867G101 20,844 228,180 SH   SOLE   228,180 0 0
INTERFACE INC COM 458665304 6,175 332,896 SH   SOLE   332,896 0 0
INTERGROUP CORP COM 458685104 4 131 SH   SOLE   131 0 0
INTERLINK ELECTRS INC COM NEW 458751302 1 196 SH   SOLE   196 0 0
INTERMOLECULAR INC COM 45882D109 4 4,623 SH   SOLE   4,623 0 0
INTERNAP CORP COM PAR $.001 45885A300 15 9,630 SH   SOLE   9,630 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 17,791 436,062 SH   SOLE   436,062 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 310,300 1,869,391 SH   SOLE   1,737,463 0 131,928
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 20,596 174,793 SH   SOLE   163,671 0 11,122
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,414 55,413 SH   SOLE   55,413 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 789 56,230 SH   SOLE   56,230 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 6,719 182,589 SH   SOLE   182,589 0 0
INTERPUBLIC GROUP COS INC COM 460690100 41,731 1,782,606 SH   SOLE   1,703,665 0 78,941
INTERSECT ENT INC COM 46071F103 1,197 98,915 SH   SOLE   98,915 0 0
INTERSECTIONS INC COM 460981301 5 1,265 SH   SOLE   1,265 0 0
INTERSIL CORP CL A 46069S109 20,979 940,743 SH   SOLE   940,743 0 0
INTEST CORP COM 461147100 5 1,125 SH   SOLE   1,125 0 0
INTEVAC INC COM 461148108 28 3,311 SH   SOLE   3,311 0 0
INTL FCSTONE INC COM 46116V105 3,400 85,857 SH   SOLE   85,857 0 0
INTL PAPER CO COM 460146103 160,207 3,019,361 SH   SOLE   2,919,894 0 99,467
INTRA CELLULAR THERAPIES INC COM 46116X101 2,184 144,713 SH   SOLE   144,713 0 0
INTRALINKS HLDGS INC COM 46118H104 2,399 177,465 SH   SOLE   177,465 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 1,211 67,833 SH   SOLE   67,833 0 0
INTREPID POTASH INC COM 46121Y102 20 9,741 SH   SOLE   9,741 0 0
INTREXON CORP COM 46122T102 642 26,411 SH   SOLE   26,411 0 0
INTRICON CORP COM 46121H109 7 1,076 SH   SOLE   1,076 0 0
INTUIT COM 461202103 69,889 609,797 SH   SOLE   575,777 0 34,020
INTUITIVE SURGICAL INC COM NEW 46120E602 57,841 91,208 SH   SOLE   85,859 0 5,349
INUVO INC COM NEW 46122W204 6 3,739 SH   SOLE   3,739 0 0
INVACARE CORP COM 461203101 3,195 244,863 SH   SOLE   244,863 0 0
INVENSENSE INC COM 46123D205 4,286 335,098 SH   SOLE   335,098 0 0
INVENTURE FOODS INC COM 461212102 776 78,805 SH   SOLE   78,805 0 0
INVESCO LTD SHS G491BT108 85,370 2,813,775 SH   SOLE   2,668,931 0 144,844
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,737 461,407 SH   SOLE   461,407 0 0
INVESCO SR INCOME TR COM 46131H107 0 14 SH   SOLE   14 0 0
INVESTAR HLDG CORP COM 46134L105 21 1,139 SH   SOLE   1,139 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,830 143,347 SH   SOLE   143,347 0 0
INVESTORS BANCORP INC NEW COM 46146L101 16,744 1,200,264 SH   SOLE   1,200,264 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 3,578 501,817 SH   SOLE   501,817 0 0
INVESTORS TITLE CO COM 461804106 1,169 7,390 SH   SOLE   7,390 0 0
INVITAE CORP COM 46185L103 2,800 352,682 SH   SOLE   352,682 0 0
INVIVO THERAPEUTICS HLDGS CO COM NEW 46186M209 535 127,337 SH   SOLE   127,337 0 0
INVUITY INC COM NEW 46187J205 13 2,222 SH   SOLE   2,222 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 10 1,610 SH   SOLE   1,610 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,779 58,095 SH   SOLE   58,095 0 0
IPASS INC COM 46261V108 19 11,385 SH   SOLE   11,385 0 0
IPG PHOTONICS CORP COM 44980X109 12,404 125,660 SH   SOLE   125,660 0 0
IRADIMED CORP COM 46266A109 164 14,741 SH   SOLE   14,741 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 756 25,195 SH   SOLE   25,195 0 0
IRIDEX CORP COM 462684101 390 27,758 SH   SOLE   27,758 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,340 452,079 SH   SOLE   452,079 0 0
IROBOT CORP COM 462726100 7,966 136,288 SH   SOLE   136,288 0 0
IRON MTN INC NEW COM 46284V101 18,114 557,691 SH   SOLE   523,313 0 34,378
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 7,407 484,465 SH   SOLE   484,465 0 0
ISHARES MSCI AUST ETF 464286103 4 178 SH   SOLE   178 0 0
ISHARES EM MKTS DIV ETF 464286319 12,081 349,359 SH   SOLE   336,382 0 12,977
ISHARES MSCI BRZ CAP ETF 464286400 0 10 SH   SOLE   10 0 0
ISHARES MSCI CDA ETF 464286509 2,225 85,085 SH   SOLE   85,085 0 0
ISHARES EM MKTS CURR ETF 464286517 6,070 141,656 SH   SOLE   141,656 0 0
ISHARES MIN VOL GBL ETF 464286525 6,113 84,183 SH   SOLE   84,183 0 0
ISHARES MIN VOL EMRG MKT 464286533 17,238 352,440 SH   SOLE   180,721 0 171,719
ISHARES MSCI EURZONE ETF 464286608 9,650 278,889 SH   SOLE   278,889 0 0
ISHARES MSCI FRANCE ETF 464286707 15 604 SH   SOLE   604 0 0
ISHARES MSCI TURKEY ETF 464286715 2 52 SH   SOLE   52 0 0
ISHARES MSCI SZ CAP ETF 464286749 75 2,529 SH   SOLE   2,529 0 0
ISHARES MSCI SWEDEN ETF 464286756 0 8 SH   SOLE   8 0 0
ISHARES MSCI SPAN CP ETF 464286764 4 147 SH   SOLE   147 0 0
ISHARES MSCI STH KOR ETF 464286772 6 120 SH   SOLE   120 0 0
ISHARES MSCI GERMANY ETF 464286806 6,979 263,560 SH   SOLE   263,560 0 0
ISHARES IBONDS SEP17 ETF 464289271 3 124 SH   SOLE   124 0 0
ISHARES RUS TOP 200 ETF 464289446 76 1,500 SH   SOLE   1,500 0 0
ISHARES 10+ YR CR BD ETF 464289511 10,464 178,255 SH   SOLE   151,447 0 26,808
ISHARES GOLD TRUST ISHARES 464285105 16,091 1,452,251 SH   SOLE   1,452,251 0 0
ISHARES INC CORE MSCI EMKT 46434G103 138,624 3,265,594 SH   SOLE   3,265,594 0 0
ISHARES INC CUR HD MSCI EM 46434G509 2 90 SH   SOLE   90 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 1 20 SH   SOLE   20 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 6 325 SH   SOLE   325 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 11,518 235,733 SH   SOLE   235,733 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 18 755 SH   SOLE   755 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 1,211 77,250 SH   SOLE   77,250 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 508 33,594 SH   SOLE   33,594 0 0
ISHARES TR CORE S&P TTL STK 464287150 19,512 380,430 SH   SOLE   380,430 0 0
ISHARES TR SELECT DIVID ETF 464287168 68,083 768,695 SH   SOLE   768,695 0 0
ISHARES TR TIPS BD ETF 464287176 45,662 403,479 SH   SOLE   403,479 0 0
ISHARES TR CORE S&P500 ETF 464287200 276,491 1,228,904 SH   SOLE   977,241 0 251,663
ISHARES TR CORE US AGGBD ET 464287226 138,428 1,281,029 SH   SOLE   743,746 0 537,283
ISHARES TR MSCI EMG MKT ETF 464287234 5,436 155,269 SH   SOLE   155,269 0 0
ISHARES TR IBOXX INV CP ETF 464287242 36,559 311,991 SH   SOLE   311,991 0 0
ISHARES TR OPTIONS 464287242 1,758 15,000 SH Put SOLE   15,000 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 30,215 248,093 SH   SOLE   248,093 0 0
ISHARES TR S&P 500 VAL ETF 464287408 3,128 30,852 SH   SOLE   30,852 0 0
ISHARES TR 20 YR TR BD ETF 464287432 786 6,597 SH   SOLE   6,597 0 0
ISHARES TR OPTIONS 464287432 2,978 25,000 SH Call SOLE   25,000 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 1,131 10,793 SH   SOLE   10,793 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 15,319 181,401 SH   SOLE   181,401 0 0
ISHARES TR MSCI EAFE ETF 464287465 13,797 238,995 SH   SOLE   238,995 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 1,972 24,520 SH   SOLE   24,520 0 0
ISHARES TR RUS MD CP GR ETF 464287481 3,549 36,446 SH   SOLE   36,446 0 0
ISHARES TR RUS MID-CAP ETF 464287499 19,304 107,926 SH   SOLE   107,926 0 0
ISHARES TR CORE S&P MCP ETF 464287507 99,807 603,649 SH   SOLE   520,863 0 82,786
ISHARES TR COHEN&STEER REIT 464287564 11,950 119,935 SH   SOLE   119,935 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 90 594 SH   SOLE   224 0 370
ISHARES TR RUS 1000 VAL ETF 464287598 164,362 1,467,129 SH   SOLE   1,467,129 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,378 7,563 SH   SOLE   7,563 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 251,794 2,400,326 SH   SOLE   2,400,326 0 0
ISHARES TR RUS 1000 ETF 464287622 24,546 197,217 SH   SOLE   197,217 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 16,265 136,748 SH   SOLE   136,748 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 12,349 80,219 SH   SOLE   80,219 0 0
ISHARES TR OPTIONS 464287655 3,102 23,000 SH Put SOLE   23,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 72,109 534,738 SH   SOLE   415,387 0 119,351
ISHARES TR RUSSELL 3000 ETF 464287689 134 1,010 SH   SOLE   1,010 0 0
ISHARES TR S&P MC 400VL ETF 464287705 168 1,160 SH   SOLE   1,160 0 0
ISHARES TR U.S. TECH ETF 464287721 9,004 74,878 SH   SOLE   74,423 0 455
ISHARES TR U.S. REAL ES ETF 464287739 884 11,484 SH   SOLE   7,154 0 4,330
ISHARES TR U.S. INDS ETF 464287754 4,568 37,881 SH   SOLE   37,416 0 465
ISHARES TR US HLTHCARE ETF 464287762 331 2,297 SH   SOLE   1,931 0 366
ISHARES TR U.S. FINLS ETF 464287788 20,271 199,792 SH   SOLE   199,792 0 0
ISHARES TR U.S. ENERGY ETF 464287796 6,561 157,936 SH   SOLE   152,674 0 5,262
ISHARES TR CORE S&P SCP ETF 464287804 49,319 358,630 SH   SOLE   358,630 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 89 1,065 SH   SOLE   393 0 672
ISHARES TR EUROPE ETF 464287861 878 22,614 SH   SOLE   8,304 0 14,310
ISHARES TR INTL TREA BD ETF 464288117 1,784 19,867 SH   SOLE   19,867 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 38,223 363,772 SH   SOLE   363,772 0 0
ISHARES TR MSCI ACWI EX US 464288240 34,003 844,386 SH   SOLE   844,386 0 0
ISHARES TR MSCI ACWI ETF 464288257 83,023 1,403,120 SH   SOLE   1,403,120 0 0
ISHARES TR EAFE SML CP ETF 464288273 294 5,904 SH   SOLE   5,904 0 0
ISHARES TR JP MOR EM MK ETF 464288281 28,444 258,070 SH   SOLE   258,070 0 0
ISHARES TR NEW YORK MUN ETF 464288323 536 4,926 SH   SOLE   4,926 0 0
ISHARES TR CALIF MUN BD ETF 464288356 286 2,473 SH   SOLE   2,473 0 0
ISHARES TR NATIONAL MUN ETF 464288414 36,405 336,519 SH   SOLE   336,519 0 0
ISHARES TR INTL SEL DIV ETF 464288448 32,316 1,093,226 SH   SOLE   1,055,745 0 37,481
ISHARES TR INTL DEV RE ETF 464288489 505 19,223 SH   SOLE   6,994 0 12,229
ISHARES TR IBOXX HI YD ETF 464288513 56,646 654,486 SH   SOLE   592,947 0 61,539
ISHARES TR OPTIONS 464288513 866 10,000 SH Put SOLE   10,000 0 0
ISHARES TR MSCI KLD400 SOC 464288570 4,236 51,424 SH   SOLE   51,424 0 0
ISHARES TR MBS ETF 464288588 60,790 571,658 SH   SOLE   469,645 0 102,013
ISHARES TR INTRM GOV/CR ETF 464288612 1,398 12,727 SH   SOLE   12,727 0 0
ISHARES TR US CREDIT BD ETF 464288620 11,338 103,807 SH   SOLE   4,383 0 99,424
ISHARES TR INTERM CR BD ETF 464288638 5,523 51,054 SH   SOLE   42,828 0 8,226
ISHARES TR 1-3 YR CR BD ETF 464288646 91,503 871,951 SH   SOLE   831,122 0 40,829
ISHARES TR 3-7 YR TR BD ETF 464288661 304 2,479 SH   SOLE   2,479 0 0
ISHARES TR SHRT TRS BD ETF 464288679 28 250 SH   SOLE   250 0 0
ISHARES TR OPTIONS 464288687 372 10,000 SH Put SOLE   10,000 0 0
ISHARES TR U.S. PFD STK ETF 464288687 57,425 1,543,255 SH   SOLE   1,495,796 0 47,459
ISHARES TR US HLTHCR PR ETF 464288828 44 350 SH   SOLE   350 0 0
ISHARES TR US TREASURY ETF 46429B267 10,841 434,876 SH   SOLE   305 0 434,571
ISHARES TR A RATE CP BD ETF 46429B291 7 127 SH   SOLE   127 0 0
ISHARES TR CMBS ETF 46429B366 4,840 94,788 SH   SOLE   72,865 0 21,923
ISHARES TR IBONDS SEP19 ETF 46429B564 3 134 SH   SOLE   134 0 0
ISHARES TR IBONDS SEP18 ETF 46429B580 3 134 SH   SOLE   134 0 0
ISHARES TR MSCI INDIA ETF 46429B598 36,993 1,379,831 SH   SOLE   1,379,831 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 20,783 409,686 SH   SOLE   405,323 0 4,363
ISHARES TR CORE HIGH DV ETF 46429B663 4,977 60,511 SH   SOLE   49,892 0 10,619
ISHARES TR CHINA ETF 46429B671 3 64 SH   SOLE   64 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 30,958 505,684 SH   SOLE   126,753 0 378,931
ISHARES TR MIN VOL USA ETF 46429B697 120,907 2,673,741 SH   SOLE   1,389,657 0 1,284,084
ISHARES TR USA QUALITY FCTR 46432F339 9,213 133,333 SH   SOLE   0 0 133,333
ISHARES TR USA SIZE FACTOR 46432F370 5,690 79,231 SH   SOLE   0 0 79,231
ISHARES TR USA VALUE FACTOR 46432F388 9,228 131,475 SH   SOLE   0 0 131,475
ISHARES TR USA MOMENTUM FCT 46432F396 9,345 123,186 SH   SOLE   2,077 0 121,109
ISHARES TR CORE MSCITOTAL 46432F834 14 284 SH   SOLE   284 0 0
ISHARES TR CORE MSCI EAFE 46432F842 149,324 2,784,328 SH   SOLE   2,784,328 0 0
ISHARES TR MRNGSTR INC ETF 46432F875 860 35,376 SH   SOLE   35,376 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 22,160 468,106 SH   SOLE   437,627 0 30,479
ISHARES TR IBONDS SEP20 ETF 46434V571 3 134 SH   SOLE   134 0 0
ISHARES TR CORE DIV GRWTH 46434V621 520 17,978 SH   SOLE   6,552 0 11,426
ISHARES TR CUR HD EURZN ETF 46434V639 8,216 308,855 SH   SOLE   308,855 0 0
ISHARES TR GLOBAL REIT ETF 46434V647 118 4,670 SH   SOLE   4,670 0 0
ISHARES TR HDG MSCI GERMN 46434V704 2,748 106,337 SH   SOLE   106,337 0 0
ISHARES TR HDG MSCI EAFE 46434V803 3,001 114,907 SH   SOLE   114,907 0 0
ISHARES TR HDG MSCI JAPAN 46434V886 2,412 86,764 SH   SOLE   86,764 0 0
ISHARES TR IBONDS DEC18 ETF 46434VAA8 3 119 SH   SOLE   119 0 0
ISHARES TR IBONDS DEC20 ETF 46434VAQ3 3 118 SH   SOLE   118 0 0
ISHARES TR IBONDS DEC17 ETF 46434VAR1 3 120 SH   SOLE   120 0 0
ISHARES TR IBONDS DEC19 ETF 46434VAU4 3 120 SH   SOLE   120 0 0
ISHARES TR IBONDS DEC23 ETF 46434VAX8 1 41 SH   SOLE   41 0 0
ISHARES TR IBONDS DEC22 ETF 46434VBA7 1 41 SH   SOLE   41 0 0
ISHARES TR IBONDS DEC25 ETF 46434VBD1 1 41 SH   SOLE   41 0 0
ISHARES TR IBONDS DEC24 ETF 46434VBG4 1 41 SH   SOLE   41 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 1 41 SH   SOLE   41 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 8,888 289,594 SH   SOLE   289,594 0 0
ISHARES TR IBONDS DEC22 ETF 46435G755 1 57 SH   SOLE   57 0 0
ISHARES TR IBONDS DEC21 ETF 46435G789 1 57 SH   SOLE   57 0 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 54,339 1,082,877 SH   SOLE   1,082,877 0 0
ISHARES U S ETF TR SHT MAT MUN ETF 46431W838 483 9,700 SH   SOLE   9,700 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 2 58 SH   SOLE   58 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 2,391 96,830 SH   SOLE   96,830 0 0
ISRAMCO INC COM NEW 465141406 368 2,960 SH   SOLE   2,960 0 0
ISTAR INC COM 45031U101 3,227 260,843 SH   SOLE   260,843 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 39,524 3,844,790 SH   SOLE   2,244,790 0 1,600,000
ITERIS INC COM 46564T107 17 4,579 SH   SOLE   4,579 0 0
ITRON INC COM 465741106 10,762 171,228 SH   SOLE   171,228 0 0
ITT INC COM 45073V108 12,029 311,865 SH   SOLE   311,865 0 0
IXIA COM 45071R109 5,536 343,852 SH   SOLE   343,852 0 0
IXYS CORP COM 46600W106 1,241 104,278 SH   SOLE   104,278 0 0
IZEA INC COM 46603N301 3 755 SH   SOLE   755 0 0
J & J SNACK FOODS CORP COM 466032109 10,224 76,624 SH   SOLE   76,624 0 0
J ALEXANDERS HLDGS INC COM 46609J106 600 55,821 SH   SOLE   55,821 0 0
J2 GLOBAL INC COM 48123V102 25,673 313,853 SH   SOLE   313,853 0 0
JABIL CIRCUIT INC COM 466313103 16,347 690,628 SH   SOLE   690,628 0 0
JACK IN THE BOX INC COM 466367109 24,410 218,645 SH   SOLE   218,645 0 0
JACKSONVILLE BANCORP INC MD COM 46924R106 7 248 SH   SOLE   248 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 16,246 285,021 SH   SOLE   268,215 0 16,806
JAKKS PAC INC COM 47012E106 371 72,126 SH   SOLE   72,126 0 0
JAMBA INC COM NEW 47023A309 509 49,416 SH   SOLE   49,416 0 0
JAMES RIV GROUP LTD COM G5005R107 2,477 59,621 SH   SOLE   59,621 0 0
JANUS CAP GROUP INC COM 47102X105 13,420 1,011,311 SH   SOLE   1,011,311 0 0
JASON INDS INC COM 471172106 6 3,088 SH   SOLE   3,088 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,645 24,262 SH   SOLE   17,917 0 6,345
JD COM INC SPON ADR CL A 47215P106 6,261 246,114 SH   SOLE   246,114 0 0
JERNIGAN CAP INC COM 476405105 21 974 SH   SOLE   974 0 0
JETBLUE AIRWAYS CORP COM 477143101 25,221 1,124,943 SH   SOLE   1,124,943 0 0
JETPAY CORP COM 477177109 2 1,105 SH   SOLE   1,105 0 0
JIVE SOFTWARE INC COM 47760A108 968 222,533 SH   SOLE   222,533 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 12,681 147,542 SH   SOLE   147,542 0 0
JOHNSON & JOHNSON COM 478160104 807,217 7,006,482 SH   SOLE   6,568,093 0 438,389
JOHNSON CTLS INTL PLC SHS G51502105 86,962 2,111,235 SH   SOLE   1,981,359 0 129,876
JOHNSON OUTDOORS INC CL A 479167108 815 20,535 SH   SOLE   20,535 0 0
JOINT CORP COM 47973J102 4 1,578 SH   SOLE   1,578 0 0
JONES ENERGY INC COM CL A 48019R108 1,241 248,121 SH   SOLE   248,121 0 0
JONES LANG LASALLE INC COM 48020Q107 16,581 164,106 SH   SOLE   159,486 0 4,620
JOY GLOBAL INC COM 481165108 19,107 682,410 SH   SOLE   682,410 0 0
JPMORGAN CHASE & CO COM 46625H100 1,408,658 16,324,695 SH   SOLE   15,068,635 0 1,256,060
JRJR33 INC COM 46645Q106 2 2,977 SH   SOLE   2,977 0 0
JUNIPER NETWORKS INC COM 48203R104 24,111 853,188 SH   SOLE   804,271 0 48,917
JUNIPER PHARMACEUTICALS INC COM 48203L107 10 1,848 SH   SOLE   1,848 0 0
JUNO THERAPEUTICS INC COM 48205A109 597 31,662 SH   SOLE   31,662 0 0
K12 INC COM 48273U102 2,490 145,113 SH   SOLE   145,113 0 0
K2M GROUP HLDGS INC COM 48273J107 2,019 100,764 SH   SOLE   100,764 0 0
KADANT INC COM 48282T104 2,755 45,016 SH   SOLE   45,016 0 0
KADMON HLDGS INC COM 48283N106 17 3,196 SH   SOLE   3,196 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 7,074 91,059 SH   SOLE   91,059 0 0
KAMAN CORP COM 483548103 7,046 144,006 SH   SOLE   144,006 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 37,980 447,613 SH   SOLE   432,601 0 15,012
KAPSTONE PAPER & PACKAGING C COM 48562P103 10,275 465,968 SH   SOLE   465,968 0 0
KAR AUCTION SVCS INC COM 48238T109 2,848 66,817 SH   SOLE   66,817 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 973 103,508 SH   SOLE   103,508 0 0
KATE SPADE & CO COM 485865109 8,481 454,240 SH   SOLE   454,240 0 0
KAYNE ANDERSON MLP INVT CO COM 486606106 7 350 SH   SOLE   350 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2 48 SH   SOLE   48 0 0
KB HOME COM 48666K109 9,221 583,248 SH   SOLE   583,248 0 0
KBR INC COM 48242W106 10,865 650,984 SH   SOLE   650,984 0 0
KCG HLDGS INC CL A 48244B100 2,831 213,692 SH   SOLE   213,692 0 0
KEARNY FINL CORP MD COM 48716P108 5,579 358,780 SH   SOLE   358,780 0 0
KELLOGG CO COM 487836108 40,953 555,602 SH   SOLE   517,544 0 38,058
KELLY SVCS INC CL A 488152208 3,852 168,066 SH   SOLE   168,066 0 0
KEMET CORP COM NEW 488360207 53 7,950 SH   SOLE   7,950 0 0
KEMPER CORP DEL COM 488401100 13,576 306,452 SH   SOLE   306,452 0 0
KEMPHARM INC COM 488445107 6 2,049 SH   SOLE   2,049 0 0
KENNAMETAL INC COM 489170100 18,526 592,656 SH   SOLE   592,656 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 6,521 318,120 SH   SOLE   318,120 0 0
KENTUCKY FIRST FED BANCORP COM 491292108 4 396 SH   SOLE   396 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,725 294,398 SH   SOLE   294,398 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 9 362 SH   SOLE   362 0 0
KEY TECHNOLOGY INC COM 493143101 10 833 SH   SOLE   833 0 0
KEY TRONICS CORP COM 493144109 13 1,665 SH   SOLE   1,665 0 0
KEYCORP NEW COM 493267108 153,209 8,385,811 SH   SOLE   8,081,406 0 304,405
KEYSIGHT TECHNOLOGIES INC COM 49338L103 21,733 594,298 SH   SOLE   594,298 0 0
KEYW HLDG CORP COM 493723100 1,767 149,840 SH   SOLE   149,840 0 0
KFORCE INC COM 493732101 2,130 92,189 SH   SOLE   92,189 0 0
KILROY RLTY CORP COM 49427F108 25,299 345,524 SH   SOLE   345,524 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,139 117,554 SH   SOLE   117,554 0 0
KIMBALL INTL INC CL B 494274103 2,580 146,909 SH   SOLE   146,909 0 0
KIMBERLY CLARK CORP COM 494368103 103,702 908,711 SH   SOLE   853,952 0 54,759
KIMCO RLTY CORP COM 49446R109 23,755 944,151 SH   SOLE   883,832 0 60,319
KINDER MORGAN INC DEL COM 49456B101 76,199 3,679,327 SH   SOLE   3,408,736 0 270,591
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 0 861 SH   SOLE   861 0 0
KINDRED BIOSCIENCES INC COM 494577109 13 2,994 SH   SOLE   2,994 0 0
KINDRED HEALTHCARE INC COM 494580103 3,595 457,958 SH   SOLE   457,958 0 0
KINGSTONE COS INC COM 496719105 14 995 SH   SOLE   995 0 0
KINSALE CAP GROUP INC COM 49714P108 945 27,777 SH   SOLE   27,777 0 0
KIRBY CORP COM 497266106 14,173 213,125 SH   SOLE   213,125 0 0
KIRKLANDS INC COM 497498105 1,233 79,520 SH   SOLE   79,520 0 0
KITE PHARMA INC COM 49803L109 6,585 146,855 SH   SOLE   146,855 0 0
KITE RLTY GROUP TR COM NEW 49803T300 10,600 451,454 SH   SOLE   451,454 0 0
KLA-TENCOR CORP COM 482480100 27,470 349,138 SH   SOLE   327,186 0 21,952
KLX INC COM 482539103 16,679 369,730 SH   SOLE   369,730 0 0
KMG CHEMICALS INC COM 482564101 1,445 37,153 SH   SOLE   37,153 0 0
KNIGHT TRANSN INC COM 499064103 11,275 341,151 SH   SOLE   341,151 0 0
KNOLL INC COM NEW 498904200 5,033 180,212 SH   SOLE   180,212 0 0
KNOWLES CORP COM 49926D109 10,348 619,241 SH   SOLE   619,241 0 0
KOHLS CORP COM 500255104 20,306 411,225 SH   SOLE   381,766 0 29,459
KONA GRILL INC COM 50047H201 418 33,301 SH   SOLE   33,301 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 30,823 1,008,276 SH   SOLE   1,008,276 0 0
KOPIN CORP COM 500600101 925 325,849 SH   SOLE   325,849 0 0
KOPPERS HOLDINGS INC COM 50060P106 4,372 108,478 SH   SOLE   108,478 0 0
KORN FERRY INTL COM NEW 500643200 8,807 299,267 SH   SOLE   299,267 0 0
KOSMOS ENERGY LTD SHS G5315B107 3,111 443,808 SH   SOLE   443,808 0 0
KRAFT HEINZ CO COM 500754106 102,875 1,178,135 SH   SOLE   1,091,600 0 86,535
KRATON CORPORATION COM 50077C106 4,612 161,935 SH   SOLE   161,935 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,601 216,291 SH   SOLE   216,291 0 0
KROGER CO COM 501044101 272,734 7,903,035 SH   SOLE   7,546,508 0 356,527
KRONOS WORLDWIDE INC COM 50105F105 997 83,490 SH   SOLE   83,490 0 0
KT CORP SPONSORED ADR 48268K101 1,410 100,104 SH   SOLE   100,104 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,492 93,560 SH   SOLE   93,560 0 0
KURA ONCOLOGY INC COM 50127T109 15 2,529 SH   SOLE   2,529 0 0
KVH INDS INC COM 482738101 752 63,736 SH   SOLE   63,736 0 0
KYOCERA CORP ADR 501556203 0 0 SH   SOLE   0 0 0
L BRANDS INC COM 501797104 35,768 543,251 SH   SOLE   509,602 0 33,649
L-3 COMMUNICATIONS HLDGS INC COM 502424104 28,248 185,709 SH   SOLE   163,810 0 21,899
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 986 56,235 SH   SOLE   56,235 0 0
LA QUINTA HLDGS INC COM 50420D108 4,863 342,224 SH   SOLE   342,224 0 0
LA Z BOY INC COM 505336107 9,171 295,349 SH   SOLE   295,349 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 88,714 691,030 SH   SOLE   654,808 0 36,222
LADDER CAP CORP CL A 505743104 2,240 163,289 SH   SOLE   163,289 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 1,030 422,112 SH   SOLE   422,112 0 0
LAKE SHORE BANCORP INC COM 510700107 6 364 SH   SOLE   364 0 0
LAKE SUNAPEE BK GROUP COM 510866106 743 31,476 SH   SOLE   31,476 0 0
LAKELAND BANCORP INC COM 511637100 3,182 163,183 SH   SOLE   163,183 0 0
LAKELAND FINL CORP COM 511656100 4,896 103,385 SH   SOLE   103,385 0 0
LAKELAND INDS INC COM 511795106 12 1,120 SH   SOLE   1,120 0 0
LAM RESEARCH CORP COM 512807108 114,679 1,084,637 SH   SOLE   998,222 0 86,415
LAMAR ADVERTISING CO NEW CL A 512816109 18,947 281,782 SH   SOLE   281,782 0 0
LAMB WESTON HLDGS INC COM 513272104 17,942 474,033 SH   SOLE   474,033 0 0
LANCASTER COLONY CORP COM 513847103 18,323 129,593 SH   SOLE   129,593 0 0
LANDAUER INC COM 51476K103 2,460 51,138 SH   SOLE   51,138 0 0
LANDEC CORP COM 514766104 1,546 112,044 SH   SOLE   112,044 0 0
LANDMARK BANCORP INC COM 51504L107 16 558 SH   SOLE   558 0 0
LANDS END INC NEW COM 51509F105 954 62,945 SH   SOLE   62,945 0 0
LANDSTAR SYS INC COM 515098101 12,250 143,615 SH   SOLE   143,615 0 0
LANNET INC COM 516012101 3,396 154,009 SH   SOLE   154,009 0 0
LANTHEUS HLDGS INC COM 516544103 19 2,169 SH   SOLE   2,169 0 0
LAREDO PETROLEUM INC COM 516806106 1,158 81,902 SH   SOLE   81,902 0 0
LAS VEGAS SANDS CORP COM 517834107 10,461 195,868 SH   SOLE   150,096 0 45,772
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 25,158 825,679 SH   SOLE   825,679 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3,315 450,394 SH   SOLE   450,394 0 0
LAUDER ESTEE COS INC CL A 518439104 48,622 635,668 SH   SOLE   605,078 0 30,590
LAWSON PRODS INC COM 520776105 554 23,262 SH   SOLE   23,262 0 0
LAYNE CHRISTENSEN CO COM 521050104 798 73,404 SH   SOLE   73,404 0 0
LAZARD LTD SHS A G54050102 2,966 72,189 SH   SOLE   72,189 0 0
LCNB CORP COM 50181P100 766 32,960 SH   SOLE   32,960 0 0
LEAF GROUP LTD COM 52177G102 14 2,131 SH   SOLE   2,131 0 0
LEAR CORP COM NEW 521865204 123,662 934,211 SH   SOLE   879,995 0 54,216
LEE ENTERPRISES INC COM 523768109 26 9,023 SH   SOLE   9,023 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 10,213 237,171 SH   SOLE   237,171 0 0
LEGG MASON INC COM 524901105 9,854 329,441 SH   SOLE   329,441 0 0
LEGGETT & PLATT INC COM 524660107 16,428 336,086 SH   SOLE   317,753 0 18,333
LEIDOS HLDGS INC COM 525327102 24,970 488,266 SH   SOLE   488,266 0 0
LEMAITRE VASCULAR INC COM 525558201 1,360 53,652 SH   SOLE   53,652 0 0
LENDINGCLUB CORP COM 52603A109 6,766 1,288,752 SH   SOLE   1,288,752 0 0
LENDINGTREE INC NEW COM 52603B107 3,404 33,591 SH   SOLE   33,591 0 0
LENNAR CORP CL A 526057104 48,112 1,120,714 SH   SOLE   1,063,295 0 57,419
LENNAR CORP CL B 526057302 201 5,826 SH   SOLE   5,826 0 0
LENNOX INTL INC COM 526107107 20,369 132,984 SH   SOLE   132,984 0 0
LEUCADIA NATL CORP COM 527288104 17,070 734,206 SH   SOLE   689,053 0 45,153
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 37,428 664,092 SH   SOLE   621,794 0 42,298
LEXICON PHARMACEUTICALS INC COM NEW 528872302 2,147 155,257 SH   SOLE   155,257 0 0
LEXINGTON REALTY TRUST COM 529043101 13,229 1,224,896 SH   SOLE   1,224,896 0 0
LGI HOMES INC COM 50187T106 2,449 85,239 SH   SOLE   85,239 0 0
LHC GROUP INC COM 50187A107 3,818 83,549 SH   SOLE   83,549 0 0
LIBBEY INC COM 529898108 1,776 91,272 SH   SOLE   91,272 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 4,293 59,247 SH   SOLE   59,247 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 11,562 156,094 SH   SOLE   144,282 0 11,812
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1,183 29,821 SH   SOLE   29,821 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 6,154 201,182 SH   SOLE   149,209 0 51,973
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,311 77,822 SH   SOLE   11,657 0 66,165
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 0 10 SH   SOLE   10 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 298 14,061 SH   SOLE   2,030 0 12,031
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 5,153 257,887 SH   SOLE   212,684 0 45,203
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,653 44,831 SH   SOLE   44,831 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 3 4,645 PRN   SOLE   4,645 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 7,763 224,877 SH   SOLE   215,246 0 9,631
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 14,742 434,601 SH   SOLE   410,299 0 24,302
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 747 36,434 SH   SOLE   36,434 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 5,884 187,818 SH   SOLE   187,818 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 2,860 91,218 SH   SOLE   91,218 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 2,611 126,821 SH   SOLE   126,821 0 0
LIBERTY PPTY TR SH BEN INT 531172104 22,769 576,432 SH   SOLE   560,941 0 15,491
LIBERTY TAX INC CL A 53128T102 336 25,069 SH   SOLE   25,069 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 4,028 267,623 SH   SOLE   267,623 0 0
LIFE STORAGE INC COM 53223X107 13,619 159,732 SH   SOLE   159,732 0 0
LIFELOCK INC COM 53224V100 7,577 316,777 SH   SOLE   316,777 0 0
LIFEPOINT HEALTH INC COM 53219L109 9,517 167,556 SH   SOLE   167,556 0 0
LIFETIME BRANDS INC COM 53222Q103 790 44,490 SH   SOLE   44,490 0 0
LIFEVANTAGE CORP COM NEW 53222K205 425 52,199 SH   SOLE   52,199 0 0
LIFEWAY FOODS INC COM 531914109 203 17,660 SH   SOLE   17,660 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 9,804 96,484 SH   SOLE   96,484 0 0
LILLY ELI & CO COM 532457108 162,496 2,209,331 SH   SOLE   2,072,364 0 136,967
LIMELIGHT NETWORKS INC COM 53261M104 673 267,221 SH   SOLE   267,221 0 0
LIMONEIRA CO COM 532746104 936 43,521 SH   SOLE   43,521 0 0
LINCOLN EDL SVCS CORP COM 533535100 8 4,132 SH   SOLE   4,132 0 0
LINCOLN ELEC HLDGS INC COM 533900106 16,423 214,201 SH   SOLE   214,201 0 0
LINCOLN NATL CORP IND COM 534187109 64,450 972,532 SH   SOLE   927,452 0 45,080
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 524 55,495 SH   SOLE   55,495 0 0
LINDSAY CORP COM 535555106 4,118 55,190 SH   SOLE   55,190 0 0
LINEAR TECHNOLOGY CORP COM 535678106 33,185 532,239 SH   SOLE   498,671 0 33,568
LION BIOTECHNOLOGIES INC COM 53619R102 1,523 219,108 SH   SOLE   219,108 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 1,382 238,336 SH   SOLE   238,336 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 666 24,763 SH   SOLE   24,763 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,278 52,080 SH   SOLE   52,080 0 0
LIPOCINE INC NEW COM 53630X104 230 62,520 SH   SOLE   62,520 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,351 138,557 SH   SOLE   138,557 0 0
LITHIA MTRS INC CL A 536797103 11,506 118,828 SH   SOLE   118,828 0 0
LITTELFUSE INC COM 537008104 22,326 147,107 SH   SOLE   147,107 0 0
LIVANOVA PLC SHS G5509L101 5,811 129,219 SH   SOLE   129,219 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 12,040 452,637 SH   SOLE   452,637 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,488 80,449 SH   SOLE   80,449 0 0
LIVEPERSON INC COM 538146101 2,091 276,933 SH   SOLE   276,933 0 0
LKQ CORP COM 501889208 22,742 741,974 SH   SOLE   699,563 0 42,411
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 35,246 11,369,547 SH   SOLE   11,369,547 0 0
LMI AEROSPACE INC COM 502079106 17 1,959 SH   SOLE   1,959 0 0
LOCKHEED MARTIN CORP COM 539830109 241,451 966,034 SH   SOLE   937,112 0 28,922
LOEWS CORP COM 540424108 29,728 634,803 SH   SOLE   591,055 0 43,748
LOGMEIN INC COM 54142L109 12,340 127,812 SH   SOLE   127,812 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 2,021 49,239 SH   SOLE   49,239 0 0
LOUISIANA PAC CORP COM 546347105 17,974 949,494 SH   SOLE   949,494 0 0
LOWES COS INC COM 548661107 256,558 3,607,398 SH   SOLE   3,378,942 0 228,456
LOXO ONCOLOGY INC COM 548862101 1,766 54,984 SH   SOLE   54,984 0 0
LPL FINL HLDGS INC COM 50212V100 1,670 47,428 SH   SOLE   47,428 0 0
LRAD CORP COM 50213V109 9 5,122 SH   SOLE   5,122 0 0
LSB INDS INC COM 502160104 967 114,818 SH   SOLE   114,818 0 0
LSC COMMUNICATIONS INC COM 50218P107 1,456 49,049 SH   SOLE   49,049 0 0
LSI INDS INC COM 50216C108 929 95,336 SH   SOLE   95,336 0 0
LTC PPTYS INC COM 502175102 11,586 246,615 SH   SOLE   246,615 0 0
LUBYS INC COM 549282101 332 77,678 SH   SOLE   77,678 0 0
LULULEMON ATHLETICA INC COM 550021109 3,846 59,174 SH   SOLE   47,564 0 11,610
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,369 150,487 SH   SOLE   150,487 0 0
LUMENTUM HLDGS INC COM 55024U109 10,140 262,365 SH   SOLE   262,365 0 0
LUMINEX CORP DEL COM 55027E102 4,313 213,185 SH   SOLE   213,185 0 0
LUMOS NETWORKS CORP COM 550283105 1,872 119,830 SH   SOLE   119,830 0 0
LYDALL INC DEL COM 550819106 5,402 87,342 SH   SOLE   87,342 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,862 97,846 SH   SOLE   97,846 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 59,380 692,232 SH   SOLE   642,455 0 49,777
M & T BK CORP COM 55261F104 92,350 590,357 SH   SOLE   569,957 0 20,400
M D C HLDGS INC COM 552676108 5,701 222,187 SH   SOLE   222,187 0 0
M/I HOMES INC COM 55305B101 3,357 133,324 SH   SOLE   133,324 0 0
MACATAWA BK CORP COM 554225102 1,086 104,337 SH   SOLE   104,337 0 0
MACERICH CO COM 554382101 22,811 322,008 SH   SOLE   303,159 0 18,849
MACK CALI RLTY CORP COM 554489104 18,281 629,958 SH   SOLE   629,958 0 0
MACKINAC FINL CORP COM 554571109 11 792 SH   SOLE   792 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,020 86,854 SH   SOLE   86,854 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4,247 51,981 SH   SOLE   43,863 0 8,118
MACROGENICS INC COM 556099109 2,544 124,466 SH   SOLE   124,466 0 0
MACYS INC COM 55616P104 25,043 699,334 SH   SOLE   650,985 0 48,349
MADDEN STEVEN LTD COM 556269108 10,872 304,112 SH   SOLE   304,112 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,947 11,351 SH   SOLE   11,351 0 0
MAGELLAN HEALTH INC COM NEW 559079207 8,983 119,378 SH   SOLE   119,378 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,504 19,880 SH   SOLE   19,880 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 14 2,112 SH   SOLE   2,112 0 0
MAGNA INTL INC COM 559222401 4,395 101,257 SH   SOLE   99,417 0 1,840
MAGYAR BANCORP INC COM 55977T109 1 61 SH   SOLE   61 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 5,985 342,961 SH   SOLE   342,961 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 3,342 97,150 SH   SOLE   97,150 0 0
MAINSTAY DEFINEDTERM MN OPP COM 56064K100 4 212 SH   SOLE   212 0 0
MAJESCO COM 56068V102 33 5,370 SH   SOLE   5,370 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 821 36,980 SH   SOLE   36,980 0 0
MALIBU BOATS INC COM CL A 56117J100 1,398 73,269 SH   SOLE   73,269 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 31,858 639,460 SH   SOLE   582,198 0 57,262
MALVERN BANCORP INC COM 561409103 24 1,122 SH   SOLE   1,122 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 96 6,346 SH   SOLE   6,346 0 0
MANHATTAN ASSOCS INC COM 562750109 12,869 242,676 SH   SOLE   242,676 0 0
MANHATTAN BRIDGE CAPITAL INC COM 562803106 6 810 SH   SOLE   810 0 0
MANITEX INTL INC COM 563420108 16 2,278 SH   SOLE   2,278 0 0
MANITOWOC FOODSERVICE INC COM 563568104 1,354 70,025 SH   SOLE   70,025 0 0
MANITOWOC INC COM 563571108 3,075 514,169 SH   SOLE   514,169 0 0
MANNATECH INC COM NEW 563771203 8 392 SH   SOLE   392 0 0
MANNING & NAPIER INC CL A 56382Q102 462 61,144 SH   SOLE   61,144 0 0
MANNKIND CORP COM 56400P201 801 1,258,403 SH   SOLE   1,258,403 0 0
MANPOWERGROUP INC COM 56418H100 22,089 248,555 SH   SOLE   236,321 0 12,234
MANTECH INTL CORP CL A 564563104 5,700 134,917 SH   SOLE   134,917 0 0
MANULIFE FINL CORP COM 56501R106 11 599 SH   SOLE   599 0 0
MARATHON OIL CORP COM 565849106 197,758 11,424,471 SH   SOLE   11,033,908 0 390,563
MARATHON PATENT GROUP INC COM NEW 56585W203 4 2,277 SH   SOLE   2,277 0 0
MARATHON PETE CORP COM 56585A102 266,861 5,300,127 SH   SOLE   5,141,564 0 158,563
MARCHEX INC CL B 56624R108 369 139,215 SH   SOLE   139,215 0 0
MARCUS & MILLICHAP INC COM 566324109 2,558 95,742 SH   SOLE   95,742 0 0
MARCUS CORP COM 566330106 3,389 107,594 SH   SOLE   107,594 0 0
MARIN SOFTWARE INC COM 56804T106 13 5,579 SH   SOLE   5,579 0 0
MARINE PRODS CORP COM 568427108 318 22,955 SH   SOLE   22,955 0 0
MARINEMAX INC COM 567908108 2,596 134,169 SH   SOLE   134,169 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 2 2,024 SH   SOLE   2,024 0 0
MARKEL CORP COM 570535104 7,988 8,831 SH   SOLE   7,274 0 1,557
MARKETAXESS HLDGS INC COM 57060D108 18,775 127,791 SH   SOLE   127,791 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 732 35,003 SH   SOLE   35,003 0 0
MARRIOTT INTL INC NEW CL A 571903202 58,558 708,253 SH   SOLE   661,005 0 47,248
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10,423 122,838 SH   SOLE   122,838 0 0
MARSH & MCLENNAN COS INC COM 571748102 144,582 2,139,106 SH   SOLE   2,029,093 0 110,013
MARTEN TRANS LTD COM 573075108 2,870 123,177 SH   SOLE   123,177 0 0
MARTIN MARIETTA MATLS INC COM 573284106 30,331 136,917 SH   SOLE   128,420 0 8,497
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,924 282,937 SH   SOLE   233,276 0 49,661
MASCO CORP COM 574599106 31,492 995,966 SH   SOLE   950,608 0 45,358
MASIMO CORP COM 574795100 16,116 239,113 SH   SOLE   239,113 0 0
MASONITE INTL CORP NEW COM 575385109 7,358 111,822 SH   SOLE   111,822 0 0
MASTEC INC COM 576323109 9,327 243,833 SH   SOLE   243,833 0 0
MASTERCARD INCORPORATED CL A 57636Q104 248,215 2,404,023 SH   SOLE   2,263,686 0 140,337
MATADOR RES CO COM 576485205 8,015 311,134 SH   SOLE   311,134 0 0
MATCH GROUP INC COM 57665R106 263 15,387 SH   SOLE   15,387 0 0
MATERION CORP COM 576690101 4,260 107,566 SH   SOLE   107,566 0 0
MATRIX SVC CO COM 576853105 3,441 151,571 SH   SOLE   151,571 0 0
MATSON INC COM 57686G105 8,070 228,037 SH   SOLE   228,037 0 0
MATTEL INC COM 577081102 77,602 2,816,753 SH   SOLE   2,768,732 0 48,021
MATTERSIGHT CORP COM 577097108 12 3,208 SH   SOLE   3,208 0 0
MATTHEWS INTL CORP CL A 577128101 12,449 161,991 SH   SOLE   161,991 0 0
MAUI LD & PINEAPPLE INC COM 577345101 9 1,230 SH   SOLE   1,230 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 6,030 156,350 SH   SOLE   124,742 0 31,608
MAXIMUS INC COM 577933104 23,853 427,548 SH   SOLE   427,548 0 0
MAXLINEAR INC CL A 57776J100 4,522 207,424 SH   SOLE   207,424 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 3 509 SH   SOLE   509 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 661 129,012 SH   SOLE   129,012 0 0
MAYS J W INC COM 578473100 3 71 SH   SOLE   71 0 0
MB FINANCIAL INC NEW COM 55264U108 24,334 515,219 SH   SOLE   515,219 0 0
MBIA INC COM 55262C100 5,781 540,249 SH   SOLE   540,249 0 0
MBT FINL CORP COM 578877102 813 71,665 SH   SOLE   71,665 0 0
MCBC HLDGS INC COM 55276F107 395 27,069 SH   SOLE   27,069 0 0
MCCLATCHY CO CL A NEW 579489303 12 875 SH   SOLE   875 0 0
MCCORMICK & CO INC COM NON VTG 579780206 23,739 254,357 SH   SOLE   238,596 0 15,761
MCDERMOTT INTL INC COM 580037109 7,304 988,317 SH   SOLE   988,317 0 0
MCDONALDS CORP COM 580135101 256,574 2,107,907 SH   SOLE   1,982,828 0 125,079
MCGRATH RENTCORP COM 580589109 3,747 95,599 SH   SOLE   95,599 0 0
MCKESSON CORP COM 58155Q103 74,503 530,460 SH   SOLE   497,593 0 32,867
MDC PARTNERS INC CL A SUB VTG 552697104 1,330 203,094 SH   SOLE   203,094 0 0
MDU RES GROUP INC COM 552690109 23,274 808,984 SH   SOLE   808,984 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 42,834 605,343 SH   SOLE   557,881 0 47,462
MEDEQUITIES RLTY TR INC COM 58409L306 889 80,063 SH   SOLE   80,063 0 0
MEDIA GEN INC NEW COM 58441K100 8,381 445,087 SH   SOLE   445,087 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 25,846 2,101,325 SH   SOLE   2,101,325 0 0
MEDICINES CO COM 584688105 11,817 348,187 SH   SOLE   348,187 0 0
MEDICINOVA INC COM NEW 58468P206 676 112,144 SH   SOLE   112,144 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 13,830 278,436 SH   SOLE   278,436 0 0
MEDIFAST INC COM 58470H101 2,411 57,914 SH   SOLE   57,914 0 0
MEDLEY MGMT INC CL A COM 58503T106 256 25,817 SH   SOLE   25,817 0 0
MEDNAX INC COM 58502B106 21,993 329,931 SH   SOLE   320,226 0 9,705
MEDPACE HLDGS INC COM 58506Q109 1,128 31,262 SH   SOLE   31,262 0 0
MEDTRONIC PLC SHS G5960L103 233,118 3,272,747 SH   SOLE   3,070,587 0 202,160
MEETME INC COM 585141104 798 161,796 SH   SOLE   161,796 0 0
MEI PHARMA INC COM NEW 55279B202 7 5,118 SH   SOLE   5,118 0 0
MELCO CROWN ENTMT LTD ADR 585464100 3,110 195,586 SH   SOLE   194,154 0 1,432
MELROSE BANCORP INC COM 585553100 6 355 SH   SOLE   355 0 0
MENTOR GRAPHICS CORP COM 587200106 27,676 750,225 SH   SOLE   750,225 0 0
MERCADOLIBRE INC COM 58733R102 834 5,344 SH   SOLE   1,179 0 4,165
MERCANTILE BANK CORP COM 587376104 2,558 67,853 SH   SOLE   67,853 0 0
MERCHANTS BANCSHARES COM 588448100 1,247 23,001 SH   SOLE   23,001 0 0
MERCK & CO INC COM 58933Y105 527,974 8,968,464 SH   SOLE   8,386,483 0 581,981
MERCURY GENL CORP NEW COM 589400100 6,505 108,046 SH   SOLE   108,046 0 0
MERCURY SYS INC COM 589378108 6,624 219,178 SH   SOLE   219,178 0 0
MEREDITH CORP COM 589433101 18,961 320,566 SH   SOLE   320,566 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,890 205,830 SH   SOLE   205,830 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 3,858 217,950 SH   SOLE   217,950 0 0
MERIT MED SYS INC COM 589889104 7,775 293,385 SH   SOLE   293,385 0 0
MERITAGE HOMES CORP COM 59001A102 7,143 205,272 SH   SOLE   205,272 0 0
MERITOR INC COM 59001K100 4,089 329,206 SH   SOLE   329,206 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1,916 469,494 SH   SOLE   469,494 0 0
MESA LABS INC COM 59064R109 1,431 11,658 SH   SOLE   11,658 0 0
META FINL GROUP INC COM 59100U108 3,678 35,747 SH   SOLE   35,747 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 1,309 57,039 SH   SOLE   57,039 0 0
METHANEX CORP COM 59151K108 2,415 55,130 SH   SOLE   55,130 0 0
METHODE ELECTRS INC COM 591520200 7,739 187,155 SH   SOLE   187,155 0 0
METLIFE INC COM 59156R108 222,863 4,135,522 SH   SOLE   3,838,821 0 296,701
METTLER TOLEDO INTERNATIONAL COM 592688105 24,117 57,618 SH   SOLE   53,923 0 3,695
MFA FINL INC COM 55272X102 1,611 211,089 SH   SOLE   211,089 0 0
MFRI INC COM 552721102 9 1,069 SH   SOLE   1,069 0 0
MGE ENERGY INC COM 55277P104 8,803 134,809 SH   SOLE   134,809 0 0
MGIC INVT CORP WIS COM 552848103 14,093 1,383,059 SH   SOLE   1,383,059 0 0
MGM RESORTS INTERNATIONAL COM 552953101 8,514 295,332 SH   SOLE   247,906 0 47,426
MGP INGREDIENTS INC NEW COM 55303J106 2,436 48,737 SH   SOLE   48,737 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 28,573 664,793 SH   SOLE   641,370 0 23,423
MICHAELS COS INC COM 59408Q106 980 47,911 SH   SOLE   47,911 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 29,955 466,953 SH   SOLE   436,997 0 29,956
MICRON TECHNOLOGY INC COM 595112103 51,349 2,342,558 SH   SOLE   2,191,138 0 151,420
MICRON TECHNOLOGY INC OPTIONS 595112103 296 13,500 SH Put SOLE   13,500 0 0
MICROSEMI CORP COM 595137100 40,625 752,726 SH   SOLE   752,726 0 0
MICROSOFT CORP COM 594918104 1,792,642 28,848,433 SH   SOLE   25,929,828 0 2,918,605
MICROSTRATEGY INC CL A NEW 594972408 9,867 49,987 SH   SOLE   49,987 0 0
MICROVISION INC DEL COM NEW 594960304 11 8,964 SH   SOLE   8,964 0 0
MID AMER APT CMNTYS INC COM 59522J103 26,979 275,521 SH   SOLE   260,014 0 15,507
MID PENN BANCORP INC COM 59540G107 13 566 SH   SOLE   566 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 647 18,610 SH   SOLE   18,610 0 0
MIDDLEBY CORP COM 596278101 4,437 34,449 SH   SOLE   28,418 0 6,031
MIDDLEFIELD BANC CORP COM NEW 596304204 13 337 SH   SOLE   337 0 0
MIDDLESEX WATER CO COM 596680108 2,727 63,512 SH   SOLE   63,512 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 567 15,679 SH   SOLE   15,679 0 0
MIDSOUTH BANCORP INC COM 598039105 20 1,483 SH   SOLE   1,483 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,248 33,203 SH   SOLE   33,203 0 0
MILACRON HLDGS CORP COM 59870L106 996 53,487 SH   SOLE   53,487 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 3 2,199 SH   SOLE   2,199 0 0
MILLER HERMAN INC COM 600544100 13,548 396,129 SH   SOLE   396,129 0 0
MILLER INDS INC TENN COM NEW 600551204 1,186 44,845 SH   SOLE   44,845 0 0
MIMEDX GROUP INC COM 602496101 4,646 524,369 SH   SOLE   524,369 0 0
MIND C T I LTD ORD M70240102 7 2,850 SH   SOLE   2,850 0 0
MINDBODY INC COM CL A 60255W105 1,182 55,497 SH   SOLE   55,497 0 0
MINERALS TECHNOLOGIES INC COM 603158106 18,323 237,194 SH   SOLE   237,194 0 0
MINERVA NEUROSCIENCES INC COM 603380106 878 74,701 SH   SOLE   74,701 0 0
MIRATI THERAPEUTICS INC COM 60468T105 207 43,605 SH   SOLE   43,605 0 0
MIRNA THERAPEUTICS INC COM 60470J103 3 1,632 SH   SOLE   1,632 0 0
MISONIX INC COM 604871103 11 1,041 SH   SOLE   1,041 0 0
MISTRAS GROUP INC COM 60649T107 1,705 66,390 SH   SOLE   66,390 0 0
MITCHAM INDS INC COM 606501104 8 1,968 SH   SOLE   1,968 0 0
MITEK SYS INC COM NEW 606710200 706 114,767 SH   SOLE   114,767 0 0
MKS INSTRUMENT INC COM 55306N104 17,010 286,359 SH   SOLE   286,359 0 0
MOBILE MINI INC COM 60740F105 6,927 228,977 SH   SOLE   228,977 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,447 268,598 SH   SOLE   268,598 0 0
MOBILEIRON INC COM NEW 60739U204 647 172,527 SH   SOLE   172,527 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,427 194,837 SH   SOLE   194,837 0 0
MOCON INC COM 607494101 19 952 SH   SOLE   952 0 0
MODEL N INC COM 607525102 772 87,208 SH   SOLE   87,208 0 0
MODINE MFG CO COM 607828100 3,010 202,028 SH   SOLE   202,028 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 8 5,792 SH   SOLE   5,792 0 0
MOELIS & CO CL A 60786M105 2,308 68,074 SH   SOLE   68,074 0 0
MOHAWK INDS INC COM 608190104 36,446 182,520 SH   SOLE   173,784 0 8,736
MOLINA HEALTHCARE INC COM 60855R100 15,593 287,370 SH   SOLE   287,370 0 0
MOLSON COORS BREWING CO CL B 60871R209 40,877 420,065 SH   SOLE   391,580 0 28,485
MOMENTA PHARMACEUTICALS INC COM 60877T100 5,228 347,406 SH   SOLE   347,406 0 0
MONARCH CASINO & RESORT INC COM 609027107 1,656 64,253 SH   SOLE   64,253 0 0
MONDELEZ INTL INC CL A 609207105 200,798 4,529,616 SH   SOLE   4,253,401 0 276,215
MONEYGRAM INTL INC COM NEW 60935Y208 1,514 128,221 SH   SOLE   128,221 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 4,146 272,079 SH   SOLE   272,079 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 7,502 693,356 SH   SOLE   693,356 0 0
MONOLITHIC PWR SYS INC COM 609839105 20,683 252,445 SH   SOLE   252,445 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4,087 205,889 SH   SOLE   205,889 0 0
MONRO MUFFLER BRAKE INC COM 610236101 9,161 160,164 SH   SOLE   160,164 0 0
MONSANTO CO NEW COM 61166W101 95,352 906,305 SH   SOLE   845,541 0 60,764
MONSTER BEVERAGE CORP NEW COM 61174X109 38,587 870,245 SH   SOLE   814,814 0 55,431
MOODYS CORP COM 615369105 34,611 367,149 SH   SOLE   343,353 0 23,796
MOOG INC CL A 615394202 11,247 171,245 SH   SOLE   171,245 0 0
MORGAN STANLEY COM NEW 617446448 405,131 9,588,895 SH   SOLE   8,919,987 0 668,908
MORNINGSTAR INC COM 617700109 624 8,487 SH   SOLE   8,487 0 0
MOSAIC CO NEW COM 61945C103 23,311 794,776 SH   SOLE   748,205 0 46,571
MOTORCAR PTS AMER INC COM 620071100 2,588 96,143 SH   SOLE   96,143 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 102,082 1,231,532 SH   SOLE   1,164,753 0 66,779
MOVADO GROUP INC COM 624580106 2,530 88,016 SH   SOLE   88,016 0 0
MPLX LP COM UNIT REP LTD 55336V100 1,014 29,275 SH   SOLE   29,275 0 0
MRC GLOBAL INC COM 55345K103 7,799 384,936 SH   SOLE   384,936 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 7 807 SH   SOLE   807 0 0
MSA SAFETY INC COM 553498106 14,612 210,759 SH   SOLE   210,759 0 0
MSB FINL CORP NEW COM 55352L101 14 927 SH   SOLE   927 0 0
MSC INDL DIRECT INC CL A 553530106 17,280 187,038 SH   SOLE   187,038 0 0
MSCI INC COM 55354G100 26,190 332,441 SH   SOLE   319,914 0 12,527
MSG NETWORK INC CL A 553573106 5,128 238,511 SH   SOLE   238,511 0 0
MTGE INVT CORP COM 55378A105 3,016 192,117 SH   SOLE   192,117 0 0
MTS SYS CORP COM 553777103 4,848 85,496 SH   SOLE   85,496 0 0
MUELLER INDS INC COM 624756102 11,734 293,645 SH   SOLE   293,645 0 0
MUELLER WTR PRODS INC COM SER A 624758108 7,706 578,934 SH   SOLE   578,934 0 0
MULTI COLOR CORP COM 625383104 5,419 69,836 SH   SOLE   69,836 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 1,109 77,736 SH   SOLE   77,736 0 0
MURPHY OIL CORP COM 626717102 16,151 518,813 SH   SOLE   495,406 0 23,407
MURPHY USA INC COM 626755102 12,842 208,918 SH   SOLE   208,918 0 0
MUTUALFIRST FINL INC COM 62845B104 669 20,213 SH   SOLE   20,213 0 0
MYERS INDS INC COM 628464109 1,666 116,532 SH   SOLE   116,532 0 0
MYLAN N V SHS EURO N59465109 51,599 1,352,518 SH   SOLE   1,289,601 0 62,917
MYLAN N V OPTIONS SBVFMFG88 382 10,000 SH Call SOLE   10,000 0 0
MYOKARDIA INC COM 62857M105 554 42,761 SH   SOLE   42,761 0 0
MYOVANT SCIENCES LTD COM G637AM102 482 38,769 SH   SOLE   38,769 0 0
MYR GROUP INC DEL COM 55405W104 3,166 84,032 SH   SOLE   84,032 0 0
MYRIAD GENETICS INC COM 62855J104 4,219 253,090 SH   SOLE   253,090 0 0
NABORS INDUSTRIES LTD SHS G6359F103 16,329 995,660 SH   SOLE   995,660 0 0
NACCO INDS INC CL A 629579103 1,478 16,325 SH   SOLE   16,325 0 0
NANOMETRICS INC COM 630077105 3,221 128,524 SH   SOLE   128,524 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,287 57,699 SH   SOLE   57,699 0 0
NANOVIRICIDES INC COM NEW 630087203 8 7,253 SH   SOLE   7,253 0 0
NANTHEALTH INC COM 630104107 63 6,291 SH   SOLE   6,291 0 0
NANTKWEST INC COM 63016Q102 364 63,701 SH   SOLE   63,701 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 18 2,092 SH   SOLE   2,092 0 0
NASDAQ INC COM 631103108 60,547 902,072 SH   SOLE   873,041 0 29,031
NATERA INC COM 632307104 1,126 96,196 SH   SOLE   96,196 0 0
NATHANS FAMOUS INC NEW COM 632347100 739 11,394 SH   SOLE   11,394 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 3 1,544 SH   SOLE   1,544 0 0
NATIONAL BANKSHARES INC VA COM 634865109 1,210 27,847 SH   SOLE   27,847 0 0
NATIONAL BEVERAGE CORP COM 635017106 2,249 44,021 SH   SOLE   44,021 0 0
NATIONAL BK HLDGS CORP CL A 633707104 3,853 120,806 SH   SOLE   120,806 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,742 254,068 SH   SOLE   254,068 0 0
NATIONAL COMM CORP COM 63546L102 1,325 35,662 SH   SOLE   35,662 0 0
NATIONAL FUEL GAS CO N J COM 636180101 18,867 333,105 SH   SOLE   333,105 0 0
NATIONAL GEN HLDGS CORP COM 636220303 4,747 189,970 SH   SOLE   189,970 0 0
NATIONAL HEALTH INVS INC COM 63633D104 10,367 139,767 SH   SOLE   139,767 0 0
NATIONAL HEALTHCARE CORP COM 635906100 3,415 45,059 SH   SOLE   45,059 0 0
NATIONAL INSTRS CORP COM 636518102 14,167 459,670 SH   SOLE   459,670 0 0
NATIONAL OILWELL VARCO INC COM 637071101 37,578 1,003,689 SH   SOLE   951,071 0 52,618
NATIONAL PRESTO INDS INC COM 637215104 2,885 27,115 SH   SOLE   27,115 0 0
NATIONAL RESH CORP CL A 637372202 705 37,121 SH   SOLE   37,121 0 0
NATIONAL RESH CORP CL B 637372301 63 1,514 SH   SOLE   1,514 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 23,356 528,420 SH   SOLE   513,000 0 15,420
NATIONAL SEC GROUP INC COM 637546102 5 286 SH   SOLE   286 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,174 143,812 SH   SOLE   143,812 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,861 9,206 SH   SOLE   9,206 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 2,197 121,652 SH   SOLE   121,652 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 8 707 SH   SOLE   707 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,635 50,846 SH   SOLE   50,846 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 450 37,836 SH   SOLE   37,836 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 722 29,059 SH   SOLE   29,059 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 564 37,623 SH   SOLE   37,623 0 0
NATUS MEDICAL INC DEL COM 639050103 5,834 167,654 SH   SOLE   167,654 0 0
NAUTILUS INC COM 63910B102 2,981 161,147 SH   SOLE   161,147 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 17 27,075 SH   SOLE   27,075 0 0
NAVIENT CORP COM 63938C108 12,237 744,789 SH   SOLE   681,360 0 63,429
NAVIGANT CONSULTING INC COM 63935N107 6,792 259,449 SH   SOLE   259,449 0 0
NAVIGATORS GROUP INC COM 638904102 7,254 61,608 SH   SOLE   61,608 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 585 343,965 SH   SOLE   343,965 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 21 14,634 SH   SOLE   14,634 0 0
NAVISTAR INTL CORP NEW COM 63934E108 6,242 198,975 SH   SOLE   198,975 0 0
NBT BANCORP INC COM 628778102 9,693 231,453 SH   SOLE   231,453 0 0
NCI BUILDING SYS INC COM NEW 628852204 1,605 102,567 SH   SOLE   102,567 0 0
NCI INC CL A 62886K104 350 25,097 SH   SOLE   25,097 0 0
NCR CORP NEW COM 62886E108 17,083 421,180 SH   SOLE   421,180 0 0
NEENAH PAPER INC COM 640079109 7,240 84,979 SH   SOLE   84,979 0 0
NEFF CORP COM CL A 640094207 592 41,975 SH   SOLE   41,975 0 0
NEKTAR THERAPEUTICS COM 640268108 9,001 733,599 SH   SOLE   733,599 0 0
NELNET INC CL A 64031N108 4,212 83,003 SH   SOLE   83,003 0 0
NEOGEN CORP COM 640491106 12,316 186,612 SH   SOLE   186,612 0 0
NEOGENOMICS INC COM NEW 64049M209 1,775 207,075 SH   SOLE   207,075 0 0
NEONODE INC COM NEW 64051M402 12 6,547 SH   SOLE   6,547 0 0
NEOPHOTONICS CORP COM 64051T100 1,399 129,439 SH   SOLE   129,439 0 0
NEOS THERAPEUTICS INC COM 64052L106 300 51,273 SH   SOLE   51,273 0 0
NETAPP INC COM 64110D104 22,663 642,549 SH   SOLE   595,399 0 47,150
NETEASE INC SPONSORED ADR 64110W102 11,206 52,040 SH   SOLE   52,040 0 0
NETFLIX INC COM 64110L106 297,400 2,402,261 SH   SOLE   1,899,043 0 503,218
NETGEAR INC COM 64111Q104 9,201 169,291 SH   SOLE   169,291 0 0
NETLIST INC COM 64118P109 8 7,893 SH   SOLE   7,893 0 0
NETSCOUT SYS INC COM 64115T104 22,979 729,488 SH   SOLE   729,488 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 7 1,429 SH   SOLE   1,429 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 6 1,637 SH   SOLE   1,637 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,910 75,196 SH   SOLE   75,196 0 0
NEUSTAR INC CL A 64126X201 5,731 171,593 SH   SOLE   171,593 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 5 2,918 SH   SOLE   2,918 0 0
NEVRO CORP COM 64157F103 6,536 89,953 SH   SOLE   89,953 0 0
NEW HOME CO INC COM 645370107 583 49,808 SH   SOLE   49,808 0 0
NEW JERSEY RES COM 646025106 23,357 657,942 SH   SOLE   657,942 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 3,872 242,147 SH   SOLE   242,147 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,008 47,704 SH   SOLE   47,704 0 0
NEW RELIC INC COM 64829B100 2,348 83,115 SH   SOLE   83,115 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 15,366 977,471 SH   SOLE   977,471 0 0
NEW SR INVT GROUP INC COM 648691103 3,095 316,105 SH   SOLE   316,105 0 0
NEW YORK & CO INC COM 649295102 12 5,227 SH   SOLE   5,227 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 55,775 3,505,671 SH   SOLE   3,421,559 0 84,112
NEW YORK MTG TR INC COM PAR $.02 649604501 3,152 477,606 SH   SOLE   477,606 0 0
NEW YORK REIT INC COM 64976L109 6,865 678,361 SH   SOLE   678,361 0 0
NEW YORK TIMES CO CL A 650111107 11,417 858,388 SH   SOLE   858,388 0 0
NEWELL BRANDS INC COM 651229106 72,176 1,616,478 SH   SOLE   1,541,856 0 74,622
NEWFIELD EXPL CO COM 651290108 27,654 682,811 SH   SOLE   651,664 0 31,147
NEWLINK GENETICS CORP COM 651511107 914 88,894 SH   SOLE   88,894 0 0
NEWMARKET CORP COM 651587107 13,010 30,695 SH   SOLE   30,695 0 0
NEWMONT MINING CORP COM 651639106 44,224 1,298,042 SH   SOLE   1,223,363 0 74,679
NEWPARK RES INC COM PAR $.01NEW 651718504 3,515 468,638 SH   SOLE   468,638 0 0
NEWS CORP NEW CL A 65249B109 10,024 874,671 SH   SOLE   812,804 0 61,867
NEWS CORP NEW CL B 65249B208 3,205 271,621 SH   SOLE   266,435 0 5,186
NEWSTAR FINANCIAL INC COM 65251F105 872 94,260 SH   SOLE   94,260 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,794 80,296 SH   SOLE   80,296 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 7,076 111,779 SH   SOLE   111,779 0 0
NEXTERA ENERGY INC COM 65339F101 270,927 2,267,931 SH   SOLE   2,157,702 0 110,229
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 5,957 233,243 SH   SOLE   233,243 0 0
NIC INC COM 62914B100 7,699 322,119 SH   SOLE   322,119 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 15 1,264 SH   SOLE   1,264 0 0
NICOLET BANKSHARES INC COM 65406E102 1,528 32,043 SH   SOLE   32,043 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 116,412 2,775,017 SH   SOLE   2,634,799 0 140,218
NII HLDGS INC COM PAR $0.001 62913F508 484 225,307 SH   SOLE   225,307 0 0
NIKE INC CL B 654106103 293,063 5,765,543 SH   SOLE   4,724,877 0 1,040,666
NIMBLE STORAGE INC COM 65440R101 1,847 233,262 SH   SOLE   233,262 0 0
NISOURCE INC COM 65473P105 18,188 821,520 SH   SOLE   777,041 0 44,479
NIVALIS THERAPEUTICS INC COM 65481J109 4 1,775 SH   SOLE   1,775 0 0
NL INDS INC COM NEW 629156407 237 29,141 SH   SOLE   29,141 0 0
NMI HLDGS INC CL A 629209305 2,317 217,596 SH   SOLE   217,596 0 0
NN INC COM 629337106 2,182 114,517 SH   SOLE   114,517 0 0
NOBILIS HEALTH CORP COM 65500B103 492 234,232 SH   SOLE   234,232 0 0
NOBLE CORP PLC SHS USD G65431101 5,138 867,880 SH   SOLE   867,880 0 0
NOBLE ENERGY INC COM 655044105 55,095 1,447,581 SH   SOLE   1,387,273 0 60,308
NOKIA CORP SPONSORED ADR 654902204 11,153 2,318,667 SH   SOLE   2,266,997 0 51,670
NOMAD HLDGS LTD USD ORD SHS G6564A105 599 62,586 SH   SOLE   62,586 0 0
NOODLES & CO CL A 65540B105 186 45,458 SH   SOLE   45,458 0 0
NORBORD INC COM NEW 65548P403 61 2,398 SH   SOLE   2,398 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 3,125 372,047 SH   SOLE   372,047 0 0
NORDIC AMERN OFFSHORE LTD SHS G65772108 7 2,475 SH   SOLE   2,475 0 0
NORDSON CORP COM 655663102 21,322 190,288 SH   SOLE   190,288 0 0
NORDSTROM INC COM 655664100 12,639 263,688 SH   SOLE   241,045 0 22,643
NORFOLK SOUTHERN CORP COM 655844108 113,269 1,048,105 SH   SOLE   856,096 0 192,009
NORTH ATLANTIC DRILLING LTD COM G6613P129 4 1,290 SH   SOLE   1,290 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 710 258,199 SH   SOLE   258,199 0 0
NORTHERN TECH INTL CORP COM 665809109 9 626 SH   SOLE   626 0 0
NORTHERN TR CORP COM 665859104 43,010 482,989 SH   SOLE   453,411 0 29,578
NORTHFIELD BANCORP INC DEL COM 66611T108 4,684 234,551 SH   SOLE   234,551 0 0
NORTHRIM BANCORP INC COM 666762109 847 26,815 SH   SOLE   26,815 0 0
NORTHROP GRUMMAN CORP COM 666807102 219,434 943,477 SH   SOLE   892,234 0 51,243
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1,306 87,546 SH   SOLE   87,546 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,915 231,864 SH   SOLE   231,864 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,545 101,983 SH   SOLE   101,983 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 9,546 529,459 SH   SOLE   529,459 0 0
NORTHWEST NAT GAS CO COM 667655104 8,956 149,762 SH   SOLE   149,762 0 0
NORTHWEST PIPE CO COM 667746101 29 1,660 SH   SOLE   1,660 0 0
NORTHWESTERN CORP COM NEW 668074305 22,256 391,341 SH   SOLE   391,341 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 8,568 201,448 SH   SOLE   184,971 0 16,477
NORWOOD FINANCIAL CORP COM 669549107 17 498 SH   SOLE   498 0 0
NOVAN INC COM 66988N106 86 3,185 SH   SOLE   3,185 0 0
NOVANTA INC COM 67000B104 2,776 132,213 SH   SOLE   132,213 0 0
NOVARTIS A G SPONSORED ADR 66987V109 55,705 764,761 SH   SOLE   764,761 0 0
NOVAVAX INC COM 670002104 1,276 1,013,039 SH   SOLE   1,013,039 0 0
NOVO-NORDISK A S ADR 670100205 15,618 435,533 SH   SOLE   435,533 0 0
NOVOCURE LTD ORD SHS G6674U108 1,449 184,637 SH   SOLE   184,637 0 0
NOW INC COM 67011P100 15,223 743,661 SH   SOLE   743,661 0 0
NRG ENERGY INC COM NEW 629377508 8,426 687,316 SH   SOLE   675,485 0 11,831
NRG YIELD INC CL A NEW 62942X306 2,835 184,593 SH   SOLE   184,593 0 0
NRG YIELD INC CL C 62942X405 4,597 290,972 SH   SOLE   290,972 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,094 85,685 SH   SOLE   85,685 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,050 741,642 SH   SOLE   713,391 0 28,251
NUCOR CORP COM 670346105 42,975 722,034 SH   SOLE   677,697 0 44,337
NUMEREX CORP PA CL A 67053A102 386 52,174 SH   SOLE   52,174 0 0
NUTANIX INC CL A 67059N108 190 7,161 SH   SOLE   7,161 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 1,263 36,131 SH   SOLE   36,131 0 0
NUTRI SYS INC NEW COM 67069D108 5,305 153,098 SH   SOLE   153,098 0 0
NUVASIVE INC COM 670704105 22,310 331,203 SH   SOLE   331,203 0 0
NUVECTRA CORP COM 67075N108 9 1,767 SH   SOLE   1,767 0 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 0 6 SH   SOLE   6 0 0
NUVEEN DOW 30 DYN OVERWRITE SHS 67075F105 3 180 SH   SOLE   180 0 0
NV5 GLOBAL INC COM 62945V109 995 29,799 SH   SOLE   29,799 0 0
NVE CORP COM NEW 629445206 1,404 19,661 SH   SOLE   19,661 0 0
NVIDIA CORP COM 67066G104 157,668 1,477,126 SH   SOLE   1,336,627 0 140,499
NVR INC COM 62944T105 21,171 12,685 SH   SOLE   12,036 0 649
NXP SEMICONDUCTORS N V COM N6596X109 53,577 546,645 SH   SOLE   542,100 0 4,545
NXP SEMICONDUCTORS N V OPTIONS SB505PN71 1,666 17,000 SH Call SOLE   17,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 6,241 238,118 SH   SOLE   238,118 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 12 4,584 SH   SOLE   4,584 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 57,574 206,796 SH   SOLE   193,561 0 13,235
OAK VALLEY BANCORP OAKDALE C COM 671807105 15 1,186 SH   SOLE   1,186 0 0
OASIS PETE INC NEW COM 674215108 14,391 950,548 SH   SOLE   950,548 0 0
OBALON THERAPEUTICS INC COM 67424L100 2 261 SH   SOLE   261 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 299,779 4,208,601 SH   SOLE   3,988,267 0 220,334
OCEANEERING INTL INC COM 675232102 11,090 393,116 SH   SOLE   393,116 0 0
OCEANFIRST FINL CORP COM 675234108 2,719 90,540 SH   SOLE   90,540 0 0
OCERA THERAPEUTICS INC COM 67552A108 6 2,764 SH   SOLE   2,764 0 0
OCH ZIFF CAP MGMT GROUP CL A 67551U105 2 510 SH   SOLE   510 0 0
OCLARO INC COM NEW 67555N206 3,897 435,379 SH   SOLE   435,379 0 0
OCONEE FED FINL CORP COM 675607105 6 261 SH   SOLE   261 0 0
OCULAR THERAPEUTIX INC COM 67576A100 594 70,932 SH   SOLE   70,932 0 0
OCWEN FINL CORP COM NEW 675746309 2,296 426,018 SH   SOLE   426,018 0 0
OFFICE DEPOT INC COM 676220106 17,144 3,792,945 SH   SOLE   3,792,945 0 0
OFG BANCORP COM 67103X102 3,258 248,734 SH   SOLE   248,734 0 0
OGE ENERGY CORP COM 670837103 28,476 851,293 SH   SOLE   830,610 0 20,683
OHIO VY BANC CORP COM 677719106 17 607 SH   SOLE   607 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 7 4,740 SH   SOLE   4,740 0 0
OIL DRI CORP AMER COM 677864100 788 20,627 SH   SOLE   20,627 0 0
OIL STS INTL INC COM 678026105 13,957 357,872 SH   SOLE   357,872 0 0
OLD DOMINION FGHT LINES INC COM 679580100 20,438 238,228 SH   SOLE   238,228 0 0
OLD LINE BANCSHARES INC COM 67984M100 797 33,230 SH   SOLE   33,230 0 0
OLD NATL BANCORP IND COM 680033107 13,132 723,530 SH   SOLE   723,530 0 0
OLD POINT FINL CORP COM 680194107 15 605 SH   SOLE   605 0 0
OLD REP INTL CORP COM 680223104 17,825 938,176 SH   SOLE   938,176 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,277 115,539 SH   SOLE   115,539 0 0
OLIN CORP COM PAR $1 680665205 31,296 1,222,038 SH   SOLE   1,222,038 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,949 138,810 SH   SOLE   138,810 0 0
OLYMPIC STEEL INC COM 68162K106 1,211 49,969 SH   SOLE   49,969 0 0
OM ASSET MGMT PLC SHS G67506108 2,219 153,048 SH   SOLE   153,048 0 0
OMEGA FLEX INC COM 682095104 578 10,363 SH   SOLE   10,363 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 21,016 672,302 SH   SOLE   672,302 0 0
OMEGA PROTEIN CORP COM 68210P107 2,286 91,261 SH   SOLE   91,261 0 0
OMEROS CORP COM 682143102 1,634 164,714 SH   SOLE   164,714 0 0
OMNICELL INC COM 68213N109 6,155 181,551 SH   SOLE   181,551 0 0
OMNICOM GROUP INC COM 681919106 130,541 1,533,796 SH   SOLE   1,465,040 0 68,756
OMNOVA SOLUTIONS INC COM 682129101 1,748 174,836 SH   SOLE   174,836 0 0
ON ASSIGNMENT INC COM 682159108 11,272 255,258 SH   SOLE   255,258 0 0
ON DECK CAP INC COM 682163100 924 199,462 SH   SOLE   199,462 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,253 333,300 SH   SOLE   333,300 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 82 80,000 PRN   SOLE   80,000 0 0
ONCOCYTE CORPORATION COM 68235C107 5 715 SH   SOLE   715 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 665 86,206 SH   SOLE   86,206 0 0
ONCOSEC MED INC COM NEW 68234L207 3 2,633 SH   SOLE   2,633 0 0
ONE GAS INC COM 68235P108 23,173 362,300 SH   SOLE   362,300 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,426 56,768 SH   SOLE   56,768 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,397 87,067 SH   SOLE   87,067 0 0
ONEMAIN HLDGS INC COM 68268W103 690 31,178 SH   SOLE   31,178 0 0
ONEOK INC NEW COM 682680103 33,310 580,213 SH   SOLE   551,071 0 29,142
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 873 20,290 SH   SOLE   20,290 0 0
OOMA INC COM 683416101 15 1,620 SH   SOLE   1,620 0 0
OPHTHOTECH CORP COM 683745103 557 115,285 SH   SOLE   115,285 0 0
OPKO HEALTH INC COM 68375N103 2,391 257,123 SH   SOLE   257,123 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 789 42,423 SH   SOLE   42,423 0 0
OPUS BK IRVINE CALIF COM 684000102 3,391 112,846 SH   SOLE   112,846 0 0
ORACLE CORP COM 68389X105 414,797 10,787,969 SH   SOLE   10,121,181 0 666,788
ORASURE TECHNOLOGIES INC COM 68554V108 1,894 215,661 SH   SOLE   215,661 0 0
ORBCOMM INC COM 68555P100 2,083 251,819 SH   SOLE   251,819 0 0
ORBITAL ATK INC COM 68557N103 18,021 205,409 SH   SOLE   205,409 0 0
ORCHID IS CAP INC COM 68571X103 983 90,774 SH   SOLE   90,774 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 909 34,733 SH   SOLE   34,733 0 0
ORGANOVO HLDGS INC COM 68620A104 1,192 351,603 SH   SOLE   351,603 0 0
ORION ENERGY SYSTEMS INC COM 686275108 9 4,049 SH   SOLE   4,049 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,533 154,062 SH   SOLE   154,062 0 0
ORITANI FINL CORP DEL COM 68633D103 3,989 212,747 SH   SOLE   212,747 0 0
ORMAT TECHNOLOGIES INC COM 686688102 8,043 150,009 SH   SOLE   150,009 0 0
ORRSTOWN FINL SVCS INC COM 687380105 606 27,064 SH   SOLE   27,064 0 0
ORTHOFIX INTL N V COM N6748L102 2,490 68,822 SH   SOLE   68,822 0 0
OSHKOSH CORP COM 688239201 16,668 257,984 SH   SOLE   257,984 0 0
OSI SYSTEMS INC COM 671044105 7,291 95,783 SH   SOLE   95,783 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 382 77,761 SH   SOLE   77,761 0 0
OTONOMY INC COM 68906L105 1,774 111,549 SH   SOLE   111,549 0 0
OTTER TAIL CORP COM 689648103 6,362 155,924 SH   SOLE   155,924 0 0
OUTFRONT MEDIA INC COM 69007J106 5,269 211,865 SH   SOLE   211,865 0 0
OVASCIENCE INC COM 69014Q101 200 130,528 SH   SOLE   130,528 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 573 149,487 SH   SOLE   149,487 0 0
OVERSTOCK COM INC DEL COM 690370101 872 49,844 SH   SOLE   49,844 0 0
OWENS & MINOR INC NEW COM 690732102 18,986 538,010 SH   SOLE   538,010 0 0
OWENS CORNING NEW COM 690742101 54,165 1,050,517 SH   SOLE   562,338 0 488,179
OWENS ILL INC COM NEW 690768403 9,662 554,945 SH   SOLE   554,945 0 0
OWENS RLTY MTG INC COM 690828108 749 40,430 SH   SOLE   40,430 0 0
OXBRIDGE RE HLDGS LTD SHS G6856M106 5 846 SH   SOLE   846 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,355 90,607 SH   SOLE   90,607 0 0
OXFORD INDS INC COM 691497309 4,586 76,260 SH   SOLE   76,260 0 0
P & F INDS INC CL A NEW 692830508 3 336 SH   SOLE   336 0 0
P A M TRANSN SVCS INC COM 693149106 279 10,757 SH   SOLE   10,757 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,964 101,632 SH   SOLE   101,632 0 0
PACCAR INC COM 693718108 53,800 841,935 SH   SOLE   793,172 0 48,763
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,555 409,177 SH   SOLE   409,177 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,760 80,565 SH   SOLE   80,565 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,177 123,883 SH   SOLE   123,883 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 443 60,658 SH   SOLE   60,658 0 0
PACIFIC PREMIER BANCORP COM 69478X105 4,036 114,170 SH   SOLE   114,170 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 4,605 142,579 SH   SOLE   142,579 0 0
PACKAGING CORP AMER COM 695156109 80,010 943,288 SH   SOLE   891,444 0 51,844
PACWEST BANCORP DEL COM 695263103 27,025 496,418 SH   SOLE   496,418 0 0
PAIN THERAPEUTICS INC COM 69562K100 4 6,706 SH   SOLE   6,706 0 0
PALO ALTO NETWORKS INC COM 697435105 5,975 47,782 SH   SOLE   38,460 0 9,322
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2,605 74,840 SH   SOLE   9,405 0 65,435
PANDORA MEDIA INC COM 698354107 1,412 108,273 SH   SOLE   108,273 0 0
PANERA BREAD CO CL A 69840W108 15,361 74,900 SH   SOLE   74,900 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 2 505 SH   SOLE   505 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 1,503 63,807 SH   SOLE   63,807 0 0
PAPA JOHNS INTL INC COM 698813102 15,354 179,414 SH   SOLE   179,414 0 0
PAPA MURPHYS HLDGS INC COM 698814100 9 2,064 SH   SOLE   2,064 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,738 119,566 SH   SOLE   119,566 0 0
PAR TECHNOLOGY CORP COM 698884103 10 1,764 SH   SOLE   1,764 0 0
PARAGON COML CORP COM NEW 69911U403 15 353 SH   SOLE   353 0 0
PARAMOUNT GROUP INC COM 69924R108 1,640 102,572 SH   SOLE   102,572 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,130 73,378 SH   SOLE   73,378 0 0
PAREXEL INTL CORP COM 699462107 23,138 352,069 SH   SOLE   352,069 0 0
PARK CITY GROUP INC COM NEW 700215304 561 44,181 SH   SOLE   44,181 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,008 107,643 SH   SOLE   107,643 0 0
PARK NATL CORP COM 700658107 6,544 54,690 SH   SOLE   54,690 0 0
PARK OHIO HLDGS CORP COM 700666100 1,575 36,963 SH   SOLE   36,963 0 0
PARK STERLING CORP COM 70086Y105 2,281 211,400 SH   SOLE   211,400 0 0
PARKE BANCORP INC COM 700885106 17 825 SH   SOLE   825 0 0
PARKER DRILLING CO COM 701081101 1,298 499,194 SH   SOLE   499,194 0 0
PARKER HANNIFIN CORP COM 701094104 46,540 332,427 SH   SOLE   313,451 0 18,976
PARKERVISION INC COM NEW 701354300 4 1,986 SH   SOLE   1,986 0 0
PARKWAY INC COM 70156Q107 5,228 234,950 SH   SOLE   234,950 0 0
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 46 66,675 SH   SOLE   66,675 0 0
PARSLEY ENERGY INC CL A 701877102 8,747 248,206 SH   SOLE   229,495 0 18,711
PARTY CITY HOLDCO INC COM 702149105 1,471 103,598 SH   SOLE   103,598 0 0
PATHEON N V SHS N6865W105 5,533 192,723 SH   SOLE   192,723 0 0
PATHFINDER BANCORP INC MD COM 70319R109 7 536 SH   SOLE   536 0 0
PATRICK INDS INC COM 703343103 5,831 76,418 SH   SOLE   76,418 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 2 124 SH   SOLE   124 0 0
PATRIOT NATL INC COM 70338T102 212 45,610 SH   SOLE   45,610 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 9 424 SH   SOLE   424 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 5,276 277,845 SH   SOLE   277,845 0 0
PATTERSON COMPANIES INC COM 703395103 10,076 245,568 SH   SOLE   233,450 0 12,118
PATTERSON UTI ENERGY INC COM 703481101 24,493 909,859 SH   SOLE   909,859 0 0
PAYCHEX INC COM 704326107 42,822 703,390 SH   SOLE   658,264 0 45,126
PAYCOM SOFTWARE INC COM 70432V102 7,495 164,764 SH   SOLE   164,764 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,443 81,416 SH   SOLE   81,416 0 0
PAYPAL HLDGS INC COM 70450Y103 95,265 2,413,617 SH   SOLE   2,254,471 0 159,146
PB BANCORP INC COM 70454T100 4 451 SH   SOLE   451 0 0
PBF ENERGY INC CL A 69318G106 1,548 55,510 SH   SOLE   55,510 0 0
PC CONNECTION INC COM 69318J100 1,306 46,507 SH   SOLE   46,507 0 0
PC-TEL INC COM 69325Q105 14 2,679 SH   SOLE   2,679 0 0
PCM INC COM 69323K100 34 1,533 SH   SOLE   1,533 0 0
PDC ENERGY INC COM 69327R101 21,814 300,548 SH   SOLE   300,548 0 0
PDF SOLUTIONS INC COM 693282105 2,389 105,950 SH   SOLE   105,950 0 0
PDL BIOPHARMA INC COM 69329Y104 1,432 675,286 SH   SOLE   675,286 0 0
PDVWIRELESS INC COM 69290R104 965 42,785 SH   SOLE   42,785 0 0
PEAK RESORTS INC COM 70469L100 12 2,080 SH   SOLE   2,080 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,167 70,171 SH   SOLE   70,171 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 11,327 380,723 SH   SOLE   380,723 0 0
PEGASYSTEMS INC COM 705573103 4,903 136,200 SH   SOLE   136,200 0 0
PENN NATL GAMING INC COM 707569109 3,909 283,455 SH   SOLE   283,455 0 0
PENNEY J C INC COM 708160106 8,898 1,070,729 SH   SOLE   1,070,729 0 0
PENNS WOODS BANCORP INC COM 708430103 989 19,593 SH   SOLE   19,593 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 7,151 377,174 SH   SOLE   377,174 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 606 36,380 SH   SOLE   36,380 0 0
PENNYMAC MTG INVT TR COM 70931T103 4,508 275,383 SH   SOLE   275,383 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,169 22,557 SH   SOLE   22,557 0 0
PENTAIR PLC SHS G7S00T104 21,036 375,167 SH   SOLE   351,274 0 23,893
PENUMBRA INC COM 70975L107 6,087 95,411 SH   SOLE   95,411 0 0
PEOPLES BANCORP INC COM 709789101 2,290 70,548 SH   SOLE   70,548 0 0
PEOPLES BANCORP N C INC COM 710577107 19 739 SH   SOLE   739 0 0
PEOPLES FINL CORP MISS COM 71103B102 8 515 SH   SOLE   515 0 0
PEOPLES FINL SVCS CORP COM 711040105 1,452 29,819 SH   SOLE   29,819 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 15,247 787,538 SH   SOLE   745,230 0 42,308
PEOPLES UTAH BANCORP COM 712706209 1,441 53,660 SH   SOLE   53,660 0 0
PEPSICO INC COM 713448108 362,622 3,465,751 SH   SOLE   3,258,620 0 207,131
PERCEPTRON INC COM 71361F100 11 1,659 SH   SOLE   1,659 0 0
PERFICIENT INC COM 71375U101 3,322 189,947 SH   SOLE   189,947 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 3,375 140,609 SH   SOLE   140,609 0 0
PERFORMANT FINL CORP COM 71377E105 14 6,113 SH   SOLE   6,113 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 1 980 SH   SOLE   980 0 0
PERKINELMER INC COM 714046109 12,457 238,863 SH   SOLE   234,681 0 4,182
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 8 2,052 SH   SOLE   2,052 0 0
PERRIGO CO PLC SHS G97822103 45,784 550,087 SH   SOLE   529,911 0 20,176
PERSHING GOLD CORP COM NEW 715302204 7 2,236 SH   SOLE   2,236 0 0
PETMED EXPRESS INC COM 716382106 2,397 103,911 SH   SOLE   103,911 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 19,294 2,190,000 SH   SOLE   265,000 0 1,925,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 8,092 800,400 SH   SOLE   470,400 0 330,000
PETROQUEST ENERGY INC COM NEW 716748306 10 2,923 SH   SOLE   2,923 0 0
PFENEX INC COM 717071104 1,484 163,618 SH   SOLE   163,618 0 0
PFIZER INC COM 717081103 983,332 30,274,998 SH   SOLE   28,821,563 0 1,453,435
PFSWEB INC COM NEW 717098206 475 55,919 SH   SOLE   55,919 0 0
PG&E CORP COM 69331C108 61,267 1,008,185 SH   SOLE   937,574 0 70,611
PGT INNOVATIONS INC COM 69336V101 2,944 257,081 SH   SOLE   257,081 0 0
PHARMATHENE INC COM 71714G102 760 233,794 SH   SOLE   233,794 0 0
PHARMERICA CORP COM 71714F104 4,212 167,483 SH   SOLE   167,483 0 0
PHASERX INC COM 71723F103 1 335 SH   SOLE   335 0 0
PHH CORP COM NEW 693320202 3,260 215,023 SH   SOLE   215,023 0 0
PHI INC COM NON VTG 69336T205 895 49,651 SH   SOLE   49,651 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,244 110,712 SH   SOLE   110,712 0 0
PHILIP MORRIS INTL INC COM 718172109 384,677 4,204,576 SH   SOLE   3,969,635 0 234,941
PHILLIPS 66 COM 718546104 93,533 1,082,431 SH   SOLE   1,016,373 0 66,058
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,712 35,190 SH   SOLE   35,190 0 0
PHOTRONICS INC COM 719405102 3,133 277,263 SH   SOLE   277,263 0 0
PHYSICIANS RLTY TR COM 71943U104 10,056 530,354 SH   SOLE   530,354 0 0
PICO HLDGS INC COM NEW 693366205 1,455 96,026 SH   SOLE   96,026 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,768 84,552 SH   SOLE   84,552 0 0
PIER 1 IMPORTS INC COM 720279108 2,936 343,827 SH   SOLE   343,827 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 8 5,710 SH   SOLE   5,710 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 659 34,711 SH   SOLE   34,711 0 0
PIMCO DYNAMIC INCOME FD SHS 72201Y101 19 676 SH   SOLE   676 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 3,272 225,674 SH   SOLE   225,674 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 16,110 232,467 SH   SOLE   232,467 0 0
PINNACLE FOODS INC DEL COM 72348P104 4,567 85,448 SH   SOLE   85,448 0 0
PINNACLE WEST CAP CORP COM 723484101 24,430 313,091 SH   SOLE   297,504 0 15,587
PIONEER ENERGY SVCS CORP COM 723664108 2,796 408,211 SH   SOLE   408,211 0 0
PIONEER NAT RES CO COM 723787107 181,121 1,005,837 SH   SOLE   849,810 0 156,027
PIPER JAFFRAY COS COM 724078100 5,706 78,703 SH   SOLE   78,703 0 0
PITNEY BOWES INC COM 724479100 6,758 444,887 SH   SOLE   437,377 0 7,510
PIXELWORKS INC COM NEW 72581M305 13 4,796 SH   SOLE   4,796 0 0
PJT PARTNERS INC COM CL A 69343T107 2,285 74,007 SH   SOLE   74,007 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,181 36,560 SH   SOLE   36,560 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 359 10,353 SH   SOLE   369 0 9,984
PLANET FITNESS INC CL A 72703H101 1,674 83,301 SH   SOLE   83,301 0 0
PLANET PAYMENT INC SHS U72603118 673 164,832 SH   SOLE   164,832 0 0
PLANTRONICS INC NEW COM 727493108 12,134 221,590 SH   SOLE   221,590 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,124 114,538 SH   SOLE   114,538 0 0
PLATINUM GROUP METALS LTD COM 72765Q601 1,821 1,273,142 SH   SOLE   1,273,142 0 0
PLEXUS CORP COM 729132100 10,271 190,056 SH   SOLE   190,056 0 0
PLUG POWER INC COM NEW 72919P202 844 703,425 SH   SOLE   703,425 0 0
PLUMAS BANCORP COM 729273102 13 699 SH   SOLE   699 0 0
PLY GEM HLDGS INC COM 72941W100 1,351 83,145 SH   SOLE   83,145 0 0
PNC FINL SVCS GROUP INC COM 693475105 110,881 948,022 SH   SOLE   879,690 0 68,332
PNM RES INC COM 69349H107 19,256 561,410 SH   SOLE   561,410 0 0
POAGE BANKSHARES INC COM 730206109 10 556 SH   SOLE   556 0 0
POLARIS INDS INC COM 731068102 17,286 209,807 SH   SOLE   203,264 0 6,543
POLYONE CORP COM 73179P106 17,798 555,507 SH   SOLE   555,507 0 0
POOL CORPORATION COM 73278L105 14,844 142,261 SH   SOLE   142,261 0 0
POPEYES LA KITCHEN INC COM 732872106 6,308 104,296 SH   SOLE   104,296 0 0
POPULAR INC COM NEW 733174700 2,581 58,896 SH   SOLE   58,896 0 0
PORTER BANCORP INC COM NEW 736233206 3 281 SH   SOLE   281 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 15,766 363,862 SH   SOLE   363,862 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 4,146 184,753 SH   SOLE   184,753 0 0
POSCO SPONSORED ADR 693483109 1,097 20,869 SH   SOLE   20,869 0 0
POST HLDGS INC COM 737446104 17,919 222,899 SH   SOLE   222,899 0 0
POTBELLY CORP COM 73754Y100 1,180 91,498 SH   SOLE   91,498 0 0
POTLATCH CORP NEW COM 737630103 11,380 273,229 SH   SOLE   273,229 0 0
POWELL INDS INC COM 739128106 1,939 49,706 SH   SOLE   49,706 0 0
POWER INTEGRATIONS INC COM 739276103 9,421 138,854 SH   SOLE   138,854 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 142 18,921 SH   SOLE   18,921 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 329 20,791 SH   SOLE   20,791 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 0 9 SH   SOLE   9 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 24 600 SH   SOLE   600 0 0
POWERSHARES QQQ TRUST OPTIONS 73935A104 1,481 12,500 SH Call SOLE   12,500 0 0
POWERSHARES QQQ TRUST OPTIONS 73935A104 592 5,000 SH Put SOLE   5,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 12 100 SH   SOLE   100 0 0
PPG INDS INC COM 693506107 55,282 583,390 SH   SOLE   546,349 0 37,041
PPL CORP COM 69351T106 55,049 1,616,706 SH   SOLE   1,522,463 0 94,243
PRA GROUP INC COM 69354N106 9,824 251,260 SH   SOLE   251,260 0 0
PRA HEALTH SCIENCES INC COM 69354M108 5,007 90,841 SH   SOLE   90,841 0 0
PRAXAIR INC COM 74005P104 111,940 955,202 SH   SOLE   905,154 0 50,048
PREFERRED APT CMNTYS INC COM 74039L103 1,530 102,583 SH   SOLE   102,583 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,659 50,726 SH   SOLE   50,726 0 0
PREFORMED LINE PRODS CO COM 740444104 617 10,624 SH   SOLE   10,624 0 0
PREMIER FINL BANCORP INC COM 74050M105 739 36,766 SH   SOLE   36,766 0 0
PREMIER INC CL A 74051N102 764 25,180 SH   SOLE   25,180 0 0
PRESBIA PLC SHS G7234P100 2 609 SH   SOLE   609 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 18,351 352,236 SH   SOLE   352,236 0 0
PRGX GLOBAL INC COM NEW 69357C503 21 3,598 SH   SOLE   3,598 0 0
PRICE T ROWE GROUP INC COM 74144T108 41,064 545,631 SH   SOLE   511,101 0 34,530
PRICELINE GRP INC COM NEW 741503403 338,314 230,764 SH   SOLE   188,903 0 41,861
PRICESMART INC COM 741511109 6,138 73,512 SH   SOLE   73,512 0 0
PRIMEENERGY CORP COM 74158E104 5 101 SH   SOLE   101 0 0
PRIMERICA INC COM 74164M108 21,262 307,481 SH   SOLE   307,481 0 0
PRIMO WTR CORP COM 74165N105 987 80,390 SH   SOLE   80,390 0 0
PRIMORIS SVCS CORP COM 74164F103 3,402 149,359 SH   SOLE   149,359 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 37,542 648,834 SH   SOLE   606,079 0 42,755
PRIVATEBANCORP INC COM 742962103 29,852 550,870 SH   SOLE   550,870 0 0
PROASSURANCE CORP COM 74267C106 5,763 102,551 SH   SOLE   102,551 0 0
PROCTER AND GAMBLE CO COM 742718109 534,238 6,353,926 SH   SOLE   5,932,695 0 421,231
PROFIRE ENERGY INC COM 74316X101 5 3,760 SH   SOLE   3,760 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 2,356 272,710 SH   SOLE   272,710 0 0
PROGRESS SOFTWARE CORP COM 743312100 8,558 268,028 SH   SOLE   268,028 0 0
PROGRESSIVE CORP OHIO COM 743315103 47,241 1,330,729 SH   SOLE   1,244,430 0 86,299
PROLOGIS INC COM 74340W103 63,326 1,199,586 SH   SOLE   1,125,315 0 74,271
PROOFPOINT INC COM 743424103 10,760 152,296 SH   SOLE   152,296 0 0
PROS HOLDINGS INC COM 74346Y103 2,106 97,841 SH   SOLE   97,841 0 0
PROSHARES TR S&P 500 DV ARIST 74348A467 3 58 SH   SOLE   58 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 10 10,000 PRN   SOLE   10,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 36,259 505,140 SH   SOLE   505,140 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 658 29,930 SH   SOLE   29,930 0 0
PROTEON THERAPEUTICS INC COM 74371L109 3 1,366 SH   SOLE   1,366 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 413 33,673 SH   SOLE   33,673 0 0
PROTHENA CORP PLC SHS G72800108 6,527 132,680 SH   SOLE   132,680 0 0
PROTO LABS INC COM 743713109 6,410 124,837 SH   SOLE   124,837 0 0
PROVIDENCE SVC CORP COM 743815102 2,578 67,747 SH   SOLE   67,747 0 0
PROVIDENT BANCORP INC COM 74383X109 295 16,455 SH   SOLE   16,455 0 0
PROVIDENT FINL HLDGS INC COM 743868101 519 25,672 SH   SOLE   25,672 0 0
PROVIDENT FINL SVCS INC COM 74386T105 9,383 331,572 SH   SOLE   331,572 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 15 847 SH   SOLE   847 0 0
PRUDENTIAL FINL INC COM 744320102 275,020 2,642,902 SH   SOLE   2,477,049 0 165,853
PS BUSINESS PKS INC CALIF COM 69360J107 11,545 99,082 SH   SOLE   99,082 0 0
PSIVIDA CORP COM 74440J101 9 5,318 SH   SOLE   5,318 0 0
PSYCHEMEDICS CORP COM NEW 744375205 22 877 SH   SOLE   877 0 0
PTC INC COM 69370C100 21,450 463,591 SH   SOLE   463,591 0 0
PTC THERAPEUTICS INC COM 69366J200 1,770 162,274 SH   SOLE   162,274 0 0
PUBLIC STORAGE COM 74460D109 73,040 326,801 SH   SOLE   304,085 0 22,716
PUBLIC SVC ENTERPRISE GROUP COM 744573106 155,948 3,553,958 SH   SOLE   3,349,956 0 204,002
PULMATRIX INC COM 74584P103 1 1,239 SH   SOLE   1,239 0 0
PULSE BIOSCIENCES INC COM 74587B101 6 890 SH   SOLE   890 0 0
PULTE GROUP INC COM 745867101 13,235 720,092 SH   SOLE   677,354 0 42,738
PUMA BIOTECHNOLOGY INC COM 74587V107 3,193 103,996 SH   SOLE   103,996 0 0
PURE STORAGE INC CL A 74624M102 9,404 831,454 SH   SOLE   831,454 0 0
PURECYCLE CORP COM NEW 746228303 17 3,005 SH   SOLE   3,005 0 0
PVH CORP COM 693656100 17,801 197,263 SH   SOLE   185,941 0 11,322
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 566 50,960 SH   SOLE   50,960 0 0
Q2 HLDGS INC COM 74736L109 2,736 94,841 SH   SOLE   94,841 0 0
QAD INC CL B 74727D207 6 249 SH   SOLE   249 0 0
QAD INC CL A 74727D306 1,239 40,767 SH   SOLE   40,767 0 0
QCR HOLDINGS INC COM 74727A104 2,188 50,535 SH   SOLE   50,535 0 0
QEP RES INC COM 74733V100 15,445 838,953 SH   SOLE   838,953 0 0
QIAGEN NV REG SHS N72482107 3,669 130,925 SH   SOLE   130,925 0 0
QORVO INC COM 74736K101 15,897 301,478 SH   SOLE   283,651 0 17,827
QORVO INC OPTIONS 74736K101 185 3,500 SH Put SOLE   3,500 0 0
QTS RLTY TR INC COM CL A 74736A103 8,718 175,587 SH   SOLE   175,587 0 0
QUAD / GRAPHICS INC COM CL A 747301109 3,036 112,965 SH   SOLE   112,965 0 0
QUAKER CHEM CORP COM 747316107 8,552 66,843 SH   SOLE   66,843 0 0
QUALCOMM INC COM 747525103 486,191 7,456,916 SH   SOLE   7,128,623 0 328,293
QUALITY CARE PPTYS INC COM 747545101 5,021 323,958 SH   SOLE   323,958 0 0
QUALITY SYS INC COM 747582104 3,334 253,508 SH   SOLE   253,508 0 0
QUALYS INC COM 74758T303 4,411 139,375 SH   SOLE   139,375 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 3,892 191,734 SH   SOLE   191,734 0 0
QUANTA SVCS INC COM 74762E102 11,405 327,246 SH   SOLE   321,300 0 5,946
QUANTENNA COMMUNICATIONS INC COM 74766D100 56 3,095 SH   SOLE   3,095 0 0
QUEST DIAGNOSTICS INC COM 74834L100 135,067 1,469,719 SH   SOLE   1,388,965 0 80,754
QUICKLOGIC CORP COM 74837P108 16 11,783 SH   SOLE   11,783 0 0
QUIDEL CORP COM 74838J101 2,156 100,661 SH   SOLE   100,661 0 0
QUINSTREET INC COM 74874Q100 690 183,401 SH   SOLE   183,401 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 6,926 91,068 SH   SOLE   73,384 0 17,684
QUMU CORP COM 749063103 4 1,537 SH   SOLE   1,537 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 294 9,746 SH   SOLE   9,746 0 0
QUORUM HEALTH CORP COM 74909E106 1,116 153,513 SH   SOLE   153,513 0 0
QUOTIENT LTD SHS G73268107 432 89,250 SH   SOLE   89,250 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 2,550 237,176 SH   SOLE   237,176 0 0
RA PHARMACEUTICALS INC COM 74933V108 169 11,099 SH   SOLE   11,099 0 0
RADIAN GROUP INC COM 750236101 15,697 873,053 SH   SOLE   873,053 0 0
RADIANT LOGISTICS INC COM 75025X100 543 139,344 SH   SOLE   139,344 0 0
RADIO ONE INC CL D NON VTG 75040P405 249 85,840 SH   SOLE   85,840 0 0
RADISYS CORP COM 750459109 594 134,099 SH   SOLE   134,099 0 0
RADIUS HEALTH INC COM NEW 750469207 4,475 117,683 SH   SOLE   117,683 0 0
RADNET INC COM 750491102 932 144,465 SH   SOLE   144,465 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,234 367,207 SH   SOLE   367,207 0 0
RALPH LAUREN CORP CL A 751212101 16,315 180,630 SH   SOLE   172,666 0 7,964
RAMBUS INC DEL COM 750917106 8,611 625,348 SH   SOLE   625,348 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,344 322,342 SH   SOLE   322,342 0 0
RANDGOLD RES LTD ADR 752344309 313 4,100 SH   SOLE   4,100 0 0
RANDOLPH BANCORP INC COM 752378109 13 789 SH   SOLE   789 0 0
RANGE RES CORP COM 75281A109 28,855 839,778 SH   SOLE   813,612 0 26,166
RAPID7 INC COM 753422104 927 76,157 SH   SOLE   76,157 0 0
RAVE RESTAURANT GROUP INC COM 754198109 2 1,239 SH   SOLE   1,239 0 0
RAVEN INDS INC COM 754212108 4,753 188,595 SH   SOLE   188,595 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 31,605 456,254 SH   SOLE   442,837 0 13,417
RAYONIER ADVANCED MATLS INC COM 75508B104 3,468 224,312 SH   SOLE   224,312 0 0
RAYONIER INC COM 754907103 11,475 431,399 SH   SOLE   431,399 0 0
RAYTHEON CO COM NEW 755111507 279,132 1,965,719 SH   SOLE   1,889,364 0 76,355
RBC BEARINGS INC COM 75524B104 7,784 83,872 SH   SOLE   83,872 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 26 1,526 SH   SOLE   1,526 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 9 1,412 SH   SOLE   1,412 0 0
RE MAX HLDGS INC CL A 75524W108 5,408 96,565 SH   SOLE   96,565 0 0
READING INTERNATIONAL INC CL A 755408101 1,112 67,003 SH   SOLE   67,003 0 0
REAL IND INC COM 75601W104 612 100,322 SH   SOLE   100,322 0 0
REALNETWORKS INC COM NEW 75605L708 456 93,855 SH   SOLE   93,855 0 0
REALOGY HLDGS CORP COM 75605Y106 2,189 85,088 SH   SOLE   85,088 0 0
REALPAGE INC COM 75606N109 6,104 203,459 SH   SOLE   203,459 0 0
REALTY INCOME CORP COM 756109104 33,616 584,833 SH   SOLE   548,911 0 35,922
REATA PHARMACEUTICALS INC CL A 75615P103 481 22,050 SH   SOLE   22,050 0 0
RECRO PHARMA INC COM 75629F109 11 1,311 SH   SOLE   1,311 0 0
RED HAT INC COM 756577102 27,345 392,327 SH   SOLE   367,375 0 24,952
RED LION HOTELS CORP COM 756764106 441 52,874 SH   SOLE   52,874 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,879 68,784 SH   SOLE   68,784 0 0
RED ROCK RESORTS INC CL A 75700L108 2,600 112,097 SH   SOLE   112,097 0 0
REDWOOD TR INC COM 758075402 4,812 316,401 SH   SOLE   316,401 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 91 91,000 PRN   SOLE   91,000 0 0
REEDS INC COM 758338107 7 1,792 SH   SOLE   1,792 0 0
REGAL BELOIT CORP COM 758750103 10,860 156,825 SH   SOLE   156,825 0 0
REGAL ENTMT GROUP CL A 758766109 998 48,439 SH   SOLE   48,439 0 0
REGENCY CTRS CORP COM 758849103 25,790 374,045 SH   SOLE   363,093 0 10,952
REGENERON PHARMACEUTICALS COM 75886F107 124,484 339,110 SH   SOLE   278,089 0 61,021
REGENXBIO INC COM 75901B107 1,556 83,888 SH   SOLE   83,888 0 0
REGIONAL MGMT CORP COM 75902K106 1,188 45,205 SH   SOLE   45,205 0 0
REGIONS FINL CORP NEW COM 7591EP100 76,493 5,326,791 SH   SOLE   5,010,220 0 316,571
REGIS CORP MINN COM 758932107 2,899 199,679 SH   SOLE   199,679 0 0
REGULUS THERAPEUTICS INC COM 75915K101 334 148,265 SH   SOLE   148,265 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 31,223 248,138 SH   SOLE   241,423 0 6,715
REIS INC COM 75936P105 820 36,875 SH   SOLE   36,875 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 39,103 491,608 SH   SOLE   486,685 0 4,923
RELM WIRELESS CORP COM 759525108 7 1,523 SH   SOLE   1,523 0 0
REMARK MEDIA INC COM 75954W107 10 2,547 SH   SOLE   2,547 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 17,343 127,319 SH   SOLE   123,000 0 4,319
RENASANT CORP COM 75970E107 7,066 167,361 SH   SOLE   167,361 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,706 175,828 SH   SOLE   175,828 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 71 74,000 PRN   SOLE   74,000 0 0
RENT A CTR INC NEW COM 76009N100 3,197 284,134 SH   SOLE   284,134 0 0
RENTECH INC COM NEW 760112201 10 4,063 SH   SOLE   4,063 0 0
REPLIGEN CORP COM 759916109 5,279 171,279 SH   SOLE   171,279 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 84 71,000 PRN   SOLE   71,000 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 5 3,757 SH   SOLE   3,757 0 0
REPUBLIC BANCORP KY CL A 760281204 1,585 40,084 SH   SOLE   40,084 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 1,510 180,846 SH   SOLE   180,846 0 0
REPUBLIC SVCS INC COM 760759100 30,530 535,138 SH   SOLE   493,504 0 41,634
RESEARCH FRONTIERS INC COM 760911107 6 3,320 SH   SOLE   3,320 0 0
RESMED INC COM 761152107 30,798 496,340 SH   SOLE   481,733 0 14,607
RESONANT INC COM 76118L102 5 953 SH   SOLE   953 0 0
RESOURCE CAP CORP COM NEW 76120W708 1,094 131,278 SH   SOLE   131,278 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 61 64,000 PRN   SOLE   64,000 0 0
RESOURCES CONNECTION INC COM 76122Q105 3,729 193,695 SH   SOLE   193,695 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 8,243 268,491 SH   SOLE   268,491 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 11,755 556,320 SH   SOLE   556,320 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,636 302,436 SH   SOLE   302,436 0 0
RETAILMENOT INC COM SER 1 76132B106 1,535 165,077 SH   SOLE   165,077 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 2 2,114 SH   SOLE   2,114 0 0
RETROPHIN INC COM 761299106 2,772 146,441 SH   SOLE   146,441 0 0
REVANCE THERAPEUTICS INC COM 761330109 1,629 78,719 SH   SOLE   78,719 0 0
REVLON INC CL A NEW 761525609 1,367 46,901 SH   SOLE   46,901 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 8 1,545 SH   SOLE   1,545 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,106 31,456 SH   SOLE   31,456 0 0
REXFORD INDL RLTY INC COM 76169C100 7,064 304,611 SH   SOLE   304,611 0 0
REXNORD CORP NEW COM 76169B102 6,243 318,702 SH   SOLE   318,702 0 0
REYNOLDS AMERICAN INC COM 761713106 165,705 2,956,910 SH   SOLE   2,809,168 0 147,742
RGC RES INC COM 74955L103 19 777 SH   SOLE   777 0 0
RICE ENERGY INC COM 762760106 1,322 61,921 SH   SOLE   61,921 0 0
RICHARDSON ELECTRS LTD COM 763165107 12 1,884 SH   SOLE   1,884 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 891 374,383 SH   SOLE   374,383 0 0
RIGHTSIDE GROUP LTD COM 76658B100 373 45,140 SH   SOLE   45,140 0 0
RIGNET INC COM 766582100 1,304 56,320 SH   SOLE   56,320 0 0
RING ENERGY INC COM 76680V108 2,208 169,939 SH   SOLE   169,939 0 0
RINGCENTRAL INC CL A 76680R206 4,536 220,183 SH   SOLE   220,183 0 0
RIO TINTO PLC SPONSORED ADR 767204100 3,838 99,798 SH   SOLE   2,140 0 97,658
RITE AID CORP COM 767754104 8,612 1,045,109 SH   SOLE   922,717 0 122,392
RITE AID CORP OPTIONS 767754104 66 8,000 SH Put SOLE   8,000 0 0
RIVERVIEW BANCORP INC COM 769397100 27 3,813 SH   SOLE   3,813 0 0
RLI CORP COM 749607107 12,249 194,032 SH   SOLE   194,032 0 0
RLJ LODGING TR COM 74965L101 12,174 497,111 SH   SOLE   497,111 0 0
RMR GROUP INC CL A 74967R106 1,097 27,762 SH   SOLE   27,762 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,722 165,747 SH   SOLE   165,747 0 0
ROBERT HALF INTL INC COM 770323103 46,845 960,339 SH   SOLE   897,384 0 62,955
ROCKET FUEL INC COM 773111109 10 5,701 SH   SOLE   5,701 0 0
ROCKWELL AUTOMATION INC COM 773903109 44,134 328,377 SH   SOLE   302,726 0 25,651
ROCKWELL COLLINS INC COM 774341101 26,429 284,915 SH   SOLE   266,917 0 17,998
ROCKWELL MED INC COM 774374102 1,248 190,543 SH   SOLE   190,543 0 0
ROCKY BRANDS INC COM 774515100 13 1,140 SH   SOLE   1,140 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 9 865 SH   SOLE   865 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 50,943 1,320,438 SH   SOLE   1,320,438 0 0
ROGERS CORP COM 775133101 7,350 95,687 SH   SOLE   95,687 0 0
ROLLINS INC COM 775711104 11,120 329,180 SH   SOLE   329,180 0 0
ROPER TECHNOLOGIES INC COM 776696106 141,544 773,129 SH   SOLE   625,415 0 147,714
ROSETTA STONE INC COM 777780107 649 72,855 SH   SOLE   72,855 0 0
ROSS STORES INC COM 778296103 67,966 1,036,075 SH   SOLE   979,483 0 56,592
ROWAN COMPANIES PLC SHS CL A G7665A101 12,208 646,285 SH   SOLE   646,285 0 0
ROYAL BANCSHARES PA INC CL A 780081105 14 3,393 SH   SOLE   3,393 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 637 9,406 SH   SOLE   9,406 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 31,415 382,921 SH   SOLE   359,173 0 23,748
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 15,815 272,808 SH   SOLE   272,808 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 31,989 588,252 SH   SOLE   588,252 0 0
ROYAL GOLD INC COM 780287108 14,460 228,248 SH   SOLE   228,248 0 0
RPC INC COM 749660106 650 32,791 SH   SOLE   32,791 0 0
RPM INTL INC COM 749685103 24,373 452,770 SH   SOLE   452,770 0 0
RPX CORP COM 74972G103 2,244 207,736 SH   SOLE   207,736 0 0
RSP PERMIAN INC COM 74978Q105 17,796 398,839 SH   SOLE   398,839 0 0
RTI SURGICAL INC COM 74975N105 763 234,802 SH   SOLE   234,802 0 0
RUBICON PROJ INC COM 78112V102 1,126 151,803 SH   SOLE   151,803 0 0
RUBY TUESDAY INC COM 781182100 1,025 317,207 SH   SOLE   317,207 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,909 167,414 SH   SOLE   167,414 0 0
RUSH ENTERPRISES INC CL A 781846209 3,830 120,054 SH   SOLE   120,054 0 0
RUSH ENTERPRISES INC CL B 781846308 713 23,111 SH   SOLE   23,111 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,020 165,025 SH   SOLE   165,025 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,784 21,422 SH   SOLE   21,422 0 0
RYDER SYS INC COM 783549108 8,736 117,354 SH   SOLE   115,363 0 1,991
RYERSON HLDG CORP COM 783754104 729 54,590 SH   SOLE   54,590 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 10,228 162,318 SH   SOLE   162,318 0 0
S & T BANCORP INC COM 783859101 7,629 195,416 SH   SOLE   195,416 0 0
S&P GLOBAL INC COM 78409V104 60,900 566,305 SH   SOLE   529,557 0 36,748
S&W SEED CO COM 785135104 11 2,431 SH   SOLE   2,431 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,561 350,592 SH   SOLE   350,592 0 0
SABRE CORP COM 78573M104 11,384 456,290 SH   SOLE   435,099 0 21,191
SAFE BULKERS INC COM Y7388L103 7 5,790 SH   SOLE   5,790 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,136 84,439 SH   SOLE   84,439 0 0
SAFETY INS GROUP INC COM 78648T100 5,729 77,732 SH   SOLE   77,732 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 763 15,163 SH   SOLE   15,163 0 0
SAGE THERAPEUTICS INC COM 78667J108 6,662 130,472 SH   SOLE   130,472 0 0
SAIA INC COM 78709Y105 6,038 136,766 SH   SOLE   136,766 0 0
SALEM MEDIA GROUP INC CL A 794093104 269 43,010 SH   SOLE   43,010 0 0
SALESFORCE COM INC COM 79466L302 94,570 1,381,388 SH   SOLE   1,291,867 0 89,521
SALISBURY BANCORP INC COM 795226109 15 409 SH   SOLE   409 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 13,049 493,888 SH   SOLE   493,888 0 0
SANCHEZ ENERGY CORP COM 79970Y105 2,056 227,714 SH   SOLE   227,714 0 0
SANDERSON FARMS INC COM 800013104 10,236 108,611 SH   SOLE   108,611 0 0
SANDY SPRING BANCORP INC COM 800363103 4,431 110,804 SH   SOLE   110,804 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,468 35,056 SH   SOLE   35,056 0 0
SANGAMO BIOSCIENCES INC COM 800677106 845 277,184 SH   SOLE   277,184 0 0
SANMINA CORPORATION COM 801056102 14,575 397,689 SH   SOLE   397,689 0 0
SANOFI SPONSORED ADR 80105N105 54,836 1,355,975 SH   SOLE   1,355,975 0 0
SANOFI RIGHT 12/31/2020 80105N113 0 84 SH   SOLE   84 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 836 61,948 SH   SOLE   61,948 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 1,338 93,323 SH   SOLE   93,323 0 0
SAREPTA THERAPEUTICS INC COM 803607100 6,271 228,628 SH   SOLE   228,628 0 0
SAUL CTRS INC COM 804395101 3,641 54,660 SH   SOLE   54,660 0 0
SB FINL GROUP INC COM 78408D105 12 759 SH   SOLE   759 0 0
SBA COMMUNICATIONS CORP COM 78388J106 82,264 796,664 SH   SOLE   568,367 0 228,297
SCANA CORP NEW COM 80589M102 46,367 632,741 SH   SOLE   613,896 0 18,845
SCANSOURCE INC COM 806037107 5,482 135,850 SH   SOLE   135,850 0 0
SCHEIN HENRY INC COM 806407102 27,103 178,653 SH   SOLE   167,318 0 11,335
SCHLUMBERGER LTD COM 806857108 436,285 5,196,963 SH   SOLE   4,967,057 0 229,906
SCHNITZER STL INDS CL A 806882106 2,895 112,645 SH   SOLE   112,645 0 0
SCHOLASTIC CORP COM 807066105 7,049 148,424 SH   SOLE   148,424 0 0
SCHULMAN A INC COM 808194104 5,259 157,223 SH   SOLE   157,223 0 0
SCHWAB CHARLES CORP NEW COM 808513105 112,896 2,860,291 SH   SOLE   2,683,703 0 176,588
SCHWEITZER-MAUDUIT INTL INC COM 808541106 7,424 163,063 SH   SOLE   163,063 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,797 259,023 SH   SOLE   259,023 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 24,532 289,288 SH   SOLE   289,288 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 3,630 259,316 SH   SOLE   259,316 0 0
SCORPIO BULKERS INC COM Y7546A122 1,229 243,330 SH   SOLE   243,330 0 0
SCORPIO TANKERS INC SHS Y7542C106 3,022 667,193 SH   SOLE   667,193 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 14,622 153,028 SH   SOLE   153,028 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 6,145 317,916 SH   SOLE   317,916 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 50,352 705,504 SH   SOLE   684,148 0 21,356
SCYNEXIS INC COM 811292101 11 3,496 SH   SOLE   3,496 0 0
SEABOARD CORP COM 811543107 4,229 1,070 SH   SOLE   1,070 0 0
SEACHANGE INTL INC COM 811699107 14 6,043 SH   SOLE   6,043 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 2,763 125,248 SH   SOLE   125,248 0 0
SEACOR HOLDINGS INC COM 811904101 6,179 86,686 SH   SOLE   86,686 0 0
SEADRILL LIMITED SHS G7945E105 5,334 1,564,178 SH   SOLE   1,564,178 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 23,233 608,684 SH   SOLE   566,383 0 42,301
SEALED AIR CORP NEW COM 81211K100 20,574 453,772 SH   SOLE   426,025 0 27,747
SEARS HLDGS CORP COM 812350106 406 43,718 SH   SOLE   43,718 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 191 40,635 SH   SOLE   40,635 0 0
SEASPINE HLDGS CORP COM 81255T108 11 1,351 SH   SOLE   1,351 0 0
SEATTLE GENETICS INC COM 812578102 4,321 81,893 SH   SOLE   71,511 0 10,382
SEAWORLD ENTMT INC COM 81282V100 4,704 248,480 SH   SOLE   248,480 0 0
SECOND SIGHT MED PRODS INC COM 81362J100 99 50,317 SH   SOLE   50,317 0 0
SECUREWORKS CORP CL A 81374A105 238 22,435 SH   SOLE   22,435 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 8 1,295 SH   SOLE   1,295 0 0
SEI INVESTMENTS CO COM 784117103 23,241 470,850 SH   SOLE   456,410 0 14,440
SELECT BANCORP INC NEW COM 81617L108 15 1,537 SH   SOLE   1,537 0 0
SELECT COMFORT CORP COM 81616X103 5,291 233,916 SH   SOLE   233,916 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 6,561 260,375 SH   SOLE   260,375 0 0
SELECT MED HLDGS CORP COM 81619Q105 7,588 572,668 SH   SOLE   572,668 0 0
SELECT SECTOR SPDR TR OPTIONS 81369Y209 552 8,000 SH Put SOLE   8,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 13 183 SH   SOLE   183 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 7 142 SH   SOLE   142 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 11 138 SH   SOLE   138 0 0
SELECT SECTOR SPDR TR OPTIONS 81369Y506 753 10,000 SH Call SOLE   10,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 50 665 SH   SOLE   665 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 36 1,568 SH   SOLE   1,568 0 0
SELECT SECTOR SPDR TR OPTIONS 81369Y704 1,306 21,000 SH Put SOLE   21,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 5 78 SH   SOLE   78 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 42 866 SH   SOLE   866 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1 30 SH   SOLE   30 0 0
SELECT SECTOR SPDR TR OPTIONS 81369Y886 1,142 23,500 SH Call SOLE   23,500 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 805 16,570 SH   SOLE   16,570 0 0
SELECTA BIOSCIENCES INC COM 816212104 97 5,645 SH   SOLE   5,645 0 0
SELECTIVE INS GROUP INC COM 816300107 10,870 252,491 SH   SOLE   252,491 0 0
SEMGROUP CORP CL A 81663A105 11,201 268,290 SH   SOLE   268,290 0 0
SEMPRA ENERGY COM 816851109 75,741 752,595 SH   SOLE   719,062 0 33,533
SEMTECH CORP COM 816850101 10,360 328,368 SH   SOLE   328,368 0 0
SENECA FOODS CORP NEW CL A 817070501 1,506 37,613 SH   SOLE   37,613 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 15,617 824,978 SH   SOLE   824,978 0 0
SENOMYX INC COM 81724Q107 8 7,883 SH   SOLE   7,883 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 808 20,754 SH   SOLE   3,155 0 17,599
SENSEONICS HLDGS INC COM 81727U105 274 102,620 SH   SOLE   102,620 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 23,233 295,656 SH   SOLE   295,656 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 776 165,819 SH   SOLE   165,819 0 0
SERES THERAPEUTICS INC COM 81750R102 661 66,747 SH   SOLE   66,747 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 7,359 172,312 SH   SOLE   172,312 0 0
SERVICE CORP INTL COM 817565104 19,876 699,854 SH   SOLE   699,854 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,472 65,620 SH   SOLE   65,620 0 0
SERVICENOW INC COM 81762P102 6,470 87,028 SH   SOLE   69,787 0 17,241
SERVICESOURCE INTL INC COM 81763U100 1,391 244,933 SH   SOLE   244,933 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 8,757 233,884 SH   SOLE   233,884 0 0
SEVCON INC COM 81783K108 3 340 SH   SOLE   340 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 12 1,524 SH   SOLE   1,524 0 0
SHAKE SHACK INC CL A 819047101 2,093 58,468 SH   SOLE   58,468 0 0
SHARPS COMPLIANCE CORP COM 820017101 9 2,274 SH   SOLE   2,274 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,709 58,741 SH   SOLE   58,741 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 4,685 171,627 SH   SOLE   171,627 0 0
SHERWIN WILLIAMS CO COM 824348106 126,499 470,711 SH   SOLE   372,517 0 98,194
SHILOH INDS INC COM 824543102 10 1,511 SH   SOLE   1,511 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 845 22,454 SH   SOLE   22,454 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,616 243,510 SH   SOLE   243,510 0 0
SHIRE PLC SPONSORED ADR 82481R106 192 1,126 SH   SOLE   1,126 0 0
SHOE CARNIVAL INC COM 824889109 1,991 73,787 SH   SOLE   73,787 0 0
SHORE BANCSHARES INC COM 825107105 759 49,751 SH   SOLE   49,751 0 0
SHORETEL INC COM 825211105 1,964 274,698 SH   SOLE   274,698 0 0
SHUTTERFLY INC COM 82568P304 6,450 128,531 SH   SOLE   128,531 0 0
SHUTTERSTOCK INC COM 825690100 4,541 95,557 SH   SOLE   95,557 0 0
SI FINL GROUP INC MD COM 78425V104 646 41,977 SH   SOLE   41,977 0 0
SIENTRA INC COM 82621J105 20 2,301 SH   SOLE   2,301 0 0
SIERRA BANCORP COM 82620P102 1,299 48,852 SH   SOLE   48,852 0 0
SIFCO INDS INC COM 826546103 3 440 SH   SOLE   440 0 0
SIGMA DESIGNS INC COM 826565103 934 155,606 SH   SOLE   155,606 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 28,675 190,913 SH   SOLE   185,328 0 5,585
SIGNET JEWELERS LIMITED SHS G81276100 15,579 165,279 SH   SOLE   154,978 0 10,301
SILGAN HOLDINGS INC COM 827048109 7,932 154,990 SH   SOLE   154,990 0 0
SILICOM LTD ORD M84116108 927 22,551 SH   SOLE   22,551 0 0
SILICON LABORATORIES INC COM 826919102 17,732 272,803 SH   SOLE   272,803 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 2,486 145,047 SH   SOLE   145,047 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,884 141,564 SH   SOLE   141,564 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 325 24,710 SH   SOLE   24,710 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 9,919 159,593 SH   SOLE   159,593 0 0
SIMON PPTY GROUP INC NEW COM 828806109 145,683 819,961 SH   SOLE   772,610 0 47,351
SIMPSON MANUFACTURING CO INC COM 829073105 9,001 205,735 SH   SOLE   205,735 0 0
SIMULATIONS PLUS INC COM 829214105 18 1,852 SH   SOLE   1,852 0 0
SINA CORP ORD G81477104 1,220 20,063 SH   SOLE   20,063 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,236 246,944 SH   SOLE   246,944 0 0
SIRIUS XM HLDGS INC COM 82968B103 4,345 976,326 SH   SOLE   782,713 0 193,613
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,489 42,874 SH   SOLE   42,874 0 0
SITO MOBILE LTD COM NEW 82988R203 9 2,464 SH   SOLE   2,464 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,063 34,413 SH   SOLE   34,413 0 0
SJW GROUP COM 784305104 3,913 69,900 SH   SOLE   69,900 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 7,473 357,582 SH   SOLE   255,682 0 101,900
SKECHERS U S A INC CL A 830566105 13,107 533,244 SH   SOLE   533,244 0 0
SKYLINE CORP COM 830830105 19 1,210 SH   SOLE   1,210 0 0
SKYWEST INC COM 830879102 9,761 267,800 SH   SOLE   267,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 32,059 429,403 SH   SOLE   400,985 0 28,418
SL GREEN RLTY CORP COM 78440X101 24,179 224,814 SH   SOLE   210,843 0 13,971
SLM CORP COM 78442P106 52,444 4,758,983 SH   SOLE   4,320,737 0 438,246
SM ENERGY CO COM 78454L100 13,502 391,588 SH   SOLE   391,588 0 0
SMART & FINAL STORES INC COM 83190B101 1,859 131,837 SH   SOLE   131,837 0 0
SMART SAND INC COM 83191H107 684 41,311 SH   SOLE   41,311 0 0
SMARTFINANCIAL INC COM NEW 83190L208 16 828 SH   SOLE   828 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 150 5,000 SH   SOLE   5,000 0 0
SMITH & WESSON HLDG CORP COM 831756101 4,338 205,805 SH   SOLE   205,805 0 0
SMITH A O COM 831865209 24,793 523,601 SH   SOLE   503,184 0 20,417
SMUCKER J M CO COM NEW 832696405 34,056 265,938 SH   SOLE   248,703 0 17,235
SNAP ON INC COM 833034101 22,445 131,050 SH   SOLE   123,103 0 7,947
SNYDERS-LANCE INC COM 833551104 22,105 576,539 SH   SOLE   576,539 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 3,463 151,226 SH   SOLE   151,226 0 0
SONIC CORP COM 835451105 6,178 233,061 SH   SOLE   233,061 0 0
SONOCO PRODS CO COM 835495102 20,728 393,317 SH   SOLE   393,317 0 0
SONUS NETWORKS INC COM NEW 835916503 1,284 203,732 SH   SOLE   203,732 0 0
SONY CORP ADR NEW 835699307 21 766 SH   SOLE   766 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 510 104,124 SH   SOLE   104,124 0 0
SOTHEBYS COM 835898107 12,963 325,201 SH   SOLE   325,201 0 0
SOTHERLY HOTELS INC COM 83600C103 16 2,323 SH   SOLE   2,323 0 0
SOUND FINL BANCORP INC COM 83607A100 9 335 SH   SOLE   335 0 0
SOUTH JERSEY INDS INC COM 838518108 14,598 433,311 SH   SOLE   433,311 0 0
SOUTH ST CORP COM 840441109 8,419 96,326 SH   SOLE   96,326 0 0
SOUTHERN CO COM 842587107 92,572 1,881,927 SH   SOLE   1,743,299 0 138,628
SOUTHERN COPPER CORP COM 84265V105 18,470 578,260 SH   SOLE   482,260 0 96,000
SOUTHERN FIRST BANCSHARES IN COM 842873101 836 23,222 SH   SOLE   23,222 0 0
SOUTHERN MO BANCORP INC COM 843380106 823 23,272 SH   SOLE   23,272 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 719 43,976 SH   SOLE   43,976 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 5,387 143,009 SH   SOLE   143,009 0 0
SOUTHWEST AIRLS CO COM 844741108 165,063 3,311,867 SH   SOLE   3,258,845 0 53,022
SOUTHWEST BANCORP INC OKLA COM 844767103 2,225 76,741 SH   SOLE   76,741 0 0
SOUTHWEST GA FINL CORP COM 84502A104 6 323 SH   SOLE   323 0 0
SOUTHWEST GAS CORP COM 844895102 25,256 329,629 SH   SOLE   329,629 0 0
SOUTHWESTERN ENERGY CO COM 845467109 13,405 1,238,891 SH   SOLE   1,170,848 0 68,043
SP PLUS CORP COM 78469C103 1,879 66,738 SH   SOLE   66,738 0 0
SPAN AMER MED SYS INC COM 846396109 7 400 SH   SOLE   400 0 0
SPARK ENERGY INC CL A COM 846511103 589 19,427 SH   SOLE   19,427 0 0
SPARK NETWORKS INC COM 84651P100 2 2,438 SH   SOLE   2,438 0 0
SPARK THERAPEUTICS INC COM 84652J103 3,840 76,945 SH   SOLE   76,945 0 0
SPARTAN MTRS INC COM 846819100 1,298 140,285 SH   SOLE   140,285 0 0
SPARTANNASH CO COM 847215100 7,992 202,125 SH   SOLE   202,125 0 0
SPARTON CORP COM 847235108 947 39,716 SH   SOLE   39,716 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 156,407 1,426,944 SH   SOLE   1,426,944 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 350 9,703 SH   SOLE   9,703 0 0
SPDR S&P 500 ETF TR OPTIONS 78462F103 1,118 5,000 SH Put SOLE   5,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 55,565 248,580 SH   SOLE   248,580 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 566 1,876 SH   SOLE   1,876 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 2,307 48,632 SH   SOLE   48,632 0 0
SPDR SER TR NUVEEN BLMBRG SR 78468R739 122 2,549 SH   SOLE   2,549 0 0
SPDR SERIES TRUST BLOMBERG BRC COR 78464A367 2,950 74,000 SH   SOLE   74,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 4,376 120,047 SH   SOLE   120,047 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 145 5,589 SH   SOLE   5,589 0 0
SPECTRA ENERGY CORP COM 847560109 65,337 1,590,085 SH   SOLE   1,444,777 0 145,308
SPECTRANETICS CORP COM 84760C107 3,916 159,857 SH   SOLE   159,857 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,783 14,576 SH   SOLE   11,774 0 2,802
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,885 425,527 SH   SOLE   425,527 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 980 45,223 SH   SOLE   45,223 0 0
SPIRE INC COM 84857L101 16,237 251,544 SH   SOLE   251,544 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,525 77,553 SH   SOLE   77,553 0 0
SPIRIT AIRLS INC COM 848577102 2,363 40,841 SH   SOLE   40,841 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,015 277,599 SH   SOLE   277,599 0 0
SPLUNK INC COM 848637104 3,949 77,204 SH   SOLE   63,260 0 13,944
SPOK HLDGS INC COM 84863T106 2,445 117,836 SH   SOLE   117,836 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 967 102,983 SH   SOLE   102,983 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 1 163 SH   SOLE   163 0 0
SPRINT CORP COM SER 1 85207U105 4,200 498,843 SH   SOLE   413,268 0 85,575
SPROUTS FMRS MKT INC COM 85208M102 8,650 457,163 SH   SOLE   457,163 0 0
SPS COMM INC COM 78463M107 5,889 84,259 SH   SOLE   84,259 0 0
SPX CORP COM 784635104 5,265 221,982 SH   SOLE   221,982 0 0
SPX FLOW INC COM 78469X107 6,209 193,653 SH   SOLE   193,653 0 0
SQUARE INC CL A 852234103 6,761 496,017 SH   SOLE   496,017 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,378 83,153 SH   SOLE   83,153 0 0
ST JOE CO COM 790148100 15,744 828,655 SH   SOLE   828,655 0 0
ST JUDE MED INC COM 790849103 49,972 624,506 SH   SOLE   585,054 0 39,452
STAAR SURGICAL CO COM PAR $0.01 852312305 1,710 157,593 SH   SOLE   157,593 0 0
STAG INDL INC COM 85254J102 8,926 373,924 SH   SOLE   373,924 0 0
STAGE STORES INC COM NEW 85254C305 682 156,031 SH   SOLE   156,031 0 0
STAMPS COM INC COM NEW 852857200 9,372 81,741 SH   SOLE   81,741 0 0
STANDARD MTR PRODS INC COM 853666105 5,793 108,847 SH   SOLE   108,847 0 0
STANDEX INTL CORP COM 854231107 5,771 65,697 SH   SOLE   65,697 0 0
STANLEY BLACK & DECKER INC COM 854502101 39,347 343,071 SH   SOLE   319,283 0 23,788
STANLEY FURNITURE CO INC COM NEW 854305208 1 1,606 SH   SOLE   1,606 0 0
STAPLES INC COM 855030102 15,278 1,688,143 SH   SOLE   1,598,525 0 89,618
STARBUCKS CORP COM 855244109 182,106 3,280,010 SH   SOLE   3,076,369 0 203,641
STARRETT L S CO CL A 855668109 9 950 SH   SOLE   950 0 0
STARTEK INC COM 85569C107 15 1,800 SH   SOLE   1,800 0 0
STARWOOD PPTY TR INC COM 85571B105 34,356 1,565,189 SH   SOLE   1,536,415 0 28,774
STATE AUTO FINL CORP COM 855707105 1,696 63,253 SH   SOLE   63,253 0 0
STATE BK FINL CORP COM 856190103 4,050 150,767 SH   SOLE   150,767 0 0
STATE NATL COS INC COM 85711T305 1,876 135,374 SH   SOLE   135,374 0 0
STATE STR CORP COM 857477103 56,521 727,245 SH   SOLE   667,973 0 59,272
STATOIL ASA SPONSORED ADR 85771P102 1,460 80,066 SH   SOLE   1,046 0 79,020
STEEL DYNAMICS INC COM 858119100 31,171 876,083 SH   SOLE   876,083 0 0
STEELCASE INC CL A 858155203 5,792 323,572 SH   SOLE   323,572 0 0
STEIN MART INC COM 858375108 866 157,960 SH   SOLE   157,960 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 790 73,870 SH   SOLE   73,870 0 0
STEPAN CO COM 858586100 8,652 106,182 SH   SOLE   106,182 0 0
STERICYCLE INC COM 858912108 14,130 183,408 SH   SOLE   171,853 0 11,555
STERICYCLE INC DEP PFD A 1/10 858912207 3,287 51,955 SH   SOLE   51,955 0 0
STERIS PLC SHS USD G84720104 16,838 249,856 SH   SOLE   249,856 0 0
STERLING BANCORP DEL COM 85917A100 16,238 693,931 SH   SOLE   693,931 0 0
STERLING CONSTRUCTION CO INC COM 859241101 35 4,181 SH   SOLE   4,181 0 0
STEWARDSHIP FINL CORP COM 860326107 9 932 SH   SOLE   932 0 0
STEWART INFORMATION SVCS COR COM 860372101 5,516 119,702 SH   SOLE   119,702 0 0
STIFEL FINL CORP COM 860630102 24,300 486,496 SH   SOLE   486,496 0 0
STILLWATER MNG CO COM 86074Q102 10,601 658,020 SH   SOLE   658,020 0 0
STOCK YDS BANCORP INC COM 861025104 4,321 92,039 SH   SOLE   92,039 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 2,072 49,652 SH   SOLE   49,652 0 0
STONEGATE MTG CORP COM 86181Q300 15 2,530 SH   SOLE   2,530 0 0
STONERIDGE INC COM 86183P102 1,889 106,808 SH   SOLE   106,808 0 0
STORE CAP CORP COM 862121100 2,160 87,405 SH   SOLE   87,405 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 1,291 38,074 SH   SOLE   38,074 0 0
STRATASYS LTD SHS M85548101 3,169 191,589 SH   SOLE   191,589 0 0
STRATTEC SEC CORP COM 863111100 573 14,206 SH   SOLE   14,206 0 0
STRATUS PPTYS INC COM NEW 863167201 815 24,894 SH   SOLE   24,894 0 0
STRAYER ED INC COM 863236105 4,650 57,670 SH   SOLE   57,670 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 5 1,959 SH   SOLE   1,959 0 0
STRYKER CORP COM 863667101 91,125 760,581 SH   SOLE   714,604 0 45,977
STURM RUGER & CO INC COM 864159108 5,037 95,582 SH   SOLE   95,582 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,245 91,906 SH   SOLE   91,906 0 0
SUFFOLK BANCORP COM 864739107 2,112 49,321 SH   SOLE   49,321 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 1 111 SH   SOLE   111 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 900 32,678 SH   SOLE   32,678 0 0
SUMMIT HOTEL PPTYS COM 866082100 7,710 480,944 SH   SOLE   480,944 0 0
SUMMIT MATLS INC CL A 86614U100 6,817 286,541 SH   SOLE   286,541 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 8 516 SH   SOLE   516 0 0
SUN BANCORP INC COM NEW 86663B201 1,122 43,162 SH   SOLE   43,162 0 0
SUN CMNTYS INC COM 866674104 3,877 50,602 SH   SOLE   50,602 0 0
SUN HYDRAULICS CORP COM 866942105 3,499 87,531 SH   SOLE   87,531 0 0
SUNCOKE ENERGY INC COM 86722A103 4,160 366,817 SH   SOLE   366,817 0 0
SUNCOR ENERGY INC NEW COM 867224107 219,198 6,705,347 SH   SOLE   5,389,690 0 1,315,657
SUNPOWER CORP COM 867652406 232 35,089 SH   SOLE   35,089 0 0
SUNRUN INC COM 86771W105 1,349 254,137 SH   SOLE   254,137 0 0
SUNSHINE BANCORP INC COM 86777J108 14 835 SH   SOLE   835 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 13,508 885,762 SH   SOLE   885,762 0 0
SUNTRUST BKS INC COM 867914103 401,232 7,315,081 SH   SOLE   6,882,824 0 432,257
SUNWORKS INC COM 86803X105 7 3,482 SH   SOLE   3,482 0 0
SUPER MICRO COMPUTER INC COM 86800U104 5,762 205,410 SH   SOLE   205,410 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 36,048 2,135,547 SH   SOLE   2,105,922 0 29,625
SUPERIOR INDS INTL INC COM 868168105 3,564 135,266 SH   SOLE   135,266 0 0
SUPERIOR UNIFORM GP INC COM 868358102 616 31,378 SH   SOLE   31,378 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,112 242,062 SH   SOLE   242,062 0 0
SUPERVALU INC COM 868536103 8,759 1,875,650 SH   SOLE   1,875,650 0 0
SUPREME INDS INC CL A 868607102 792 50,444 SH   SOLE   50,444 0 0
SURGERY PARTNERS INC COM 86881A100 1,157 73,028 SH   SOLE   73,028 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 6,421 138,767 SH   SOLE   138,767 0 0
SURMODICS INC COM 868873100 1,680 66,140 SH   SOLE   66,140 0 0
SUSSEX BANCORP COM 869245100 14 678 SH   SOLE   678 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 26 1,961 SH   SOLE   1,961 0 0
SVB FINL GROUP COM 78486Q101 30,515 177,767 SH   SOLE   177,767 0 0
SWIFT TRANSN CO CL A 87074U101 6,722 275,934 SH   SOLE   275,934 0 0
SYKES ENTERPRISES INC COM 871237103 6,178 214,064 SH   SOLE   214,064 0 0
SYMANTEC CORP COM 871503108 33,210 1,390,121 SH   SOLE   1,304,885 0 85,236
SYNACOR INC COM 871561106 13 4,121 SH   SOLE   4,121 0 0
SYNALLOY CP DEL COM 871565107 16 1,450 SH   SOLE   1,450 0 0
SYNAPTICS INC COM 87157D109 12,515 233,567 SH   SOLE   233,567 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 8,079 210,936 SH   SOLE   210,936 0 0
SYNCHRONY FINL COM 87165B103 66,015 1,820,108 SH   SOLE   1,699,714 0 120,394
SYNDAX PHARMACEUTICALS INC COM 87164F105 259 36,068 SH   SOLE   36,068 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4,342 712,984 SH   SOLE   712,984 0 0
SYNERGY RES CORP COM 87164P103 9,148 1,026,740 SH   SOLE   1,026,740 0 0
SYNGENTA AG SPONSORED ADR 87160A100 17,894 226,365 SH   SOLE   226,365 0 0
SYNNEX CORP COM 87162W100 24,557 202,919 SH   SOLE   202,919 0 0
SYNOPSYS INC COM 871607107 33,388 567,237 SH   SOLE   551,375 0 15,862
SYNOVUS FINL CORP COM NEW 87161C501 17,683 430,450 SH   SOLE   430,450 0 0
SYNTEL INC COM 87162H103 2,420 122,289 SH   SOLE   122,289 0 0
SYNTHESIS ENERGY SYS INC COM 871628103 13 12,845 SH   SOLE   12,845 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 223 292,650 SH   SOLE   292,650 0 0
SYNUTRA INTL INC COM 87164C102 478 89,323 SH   SOLE   89,323 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 41 3,373 SH   SOLE   3,373 0 0
SYSCO CORP COM 871829107 63,373 1,144,528 SH   SOLE   1,069,417 0 75,111
SYSTEMAX INC COM 871851101 402 45,894 SH   SOLE   45,894 0 0
T MOBILE US INC COM 872590104 7,065 122,840 SH   SOLE   92,468 0 30,372
T2 BIOSYSTEMS INC COM 89853L104 287 54,620 SH   SOLE   54,620 0 0
TABLEAU SOFTWARE INC CL A 87336U105 1,092 25,908 SH   SOLE   25,908 0 0
TABULA RASA HEALTHCARE INC COM 873379101 13 901 SH   SOLE   901 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 41 2,520 SH   SOLE   2,520 0 0
TAHOE RES INC COM 873868103 1,625 172,554 SH   SOLE   172,554 0 0
TAILORED BRANDS INC COM 87403A107 6,590 257,934 SH   SOLE   257,934 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 49,637 1,726,488 SH   SOLE   1,674,188 0 52,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20,923 424,493 SH   SOLE   424,493 0 0
TAL ED GROUP ADS REPSTG COM 874080104 1,164 16,589 SH   SOLE   16,589 0 0
TANDEM DIABETES CARE INC COM 875372104 163 75,852 SH   SOLE   75,852 0 0
TANDY LEATHER FACTORY INC COM 87538X105 8 1,022 SH   SOLE   1,022 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 15,111 422,330 SH   SOLE   422,330 0 0
TANGOE INC COM 87582Y108 1,165 147,811 SH   SOLE   147,811 0 0
TARGA RES CORP COM 87612G101 6,855 122,265 SH   SOLE   104,800 0 17,465
TARGET CORP COM 87612E106 93,083 1,288,696 SH   SOLE   1,206,916 0 81,780
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,839 17,473 SH   SOLE   17,360 0 113
TASER INTL INC COM 87651B104 6,423 264,978 SH   SOLE   264,978 0 0
TATA MTRS LTD SPONSORED ADR 876568502 11,425 332,229 SH   SOLE   332,229 0 0
TAUBMAN CTRS INC COM 876664103 15,432 208,744 SH   SOLE   208,744 0 0
TAYLOR DEVICES INC COM 877163105 8 514 SH   SOLE   514 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 2,225 115,518 SH   SOLE   115,518 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 18 300 SH   SOLE   300 0 0
TCF FINL CORP COM 872275102 11,642 594,280 SH   SOLE   594,280 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 6,385 146,449 SH   SOLE   116,099 0 30,350
TE CONNECTIVITY LTD REG SHS H84989104 43,004 620,728 SH   SOLE   570,672 0 50,056
TEAM HEALTH HOLDINGS INC COM 87817A107 10,947 251,948 SH   SOLE   251,948 0 0
TEAM INC COM 878155100 6,101 155,434 SH   SOLE   155,434 0 0
TECH DATA CORP COM 878237106 20,613 243,423 SH   SOLE   243,423 0 0
TECHTARGET INC COM 87874R100 606 70,992 SH   SOLE   70,992 0 0
TECOGEN INC NEW COM NEW 87876P201 8 1,947 SH   SOLE   1,947 0 0
TEEKAY CORPORATION COM Y8564W103 1,576 196,299 SH   SOLE   196,299 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,120 495,519 SH   SOLE   495,519 0 0
TEGNA INC COM 87901J105 10,599 495,493 SH   SOLE   466,264 0 29,229
TEJON RANCH CO COM 879080109 1,490 58,582 SH   SOLE   58,582 0 0
TELADOC INC COM 87918A105 1,734 105,117 SH   SOLE   105,117 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 17,973 2,021,685 SH   SOLE   2,021,685 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 29,207 237,456 SH   SOLE   237,456 0 0
TELEFLEX INC COM 879369106 25,515 158,332 SH   SOLE   153,717 0 4,615
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,761 206,339 SH   SOLE   31,339 0 175,000
TELEFONICA S A SPONSORED ADR 879382208 46 4,985 SH   SOLE   4,985 0 0
TELENAV INC COM 879455103 932 132,195 SH   SOLE   132,195 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 63,794 2,209,704 SH   SOLE   2,171,925 0 37,779
TELETECH HOLDINGS INC COM 879939106 2,529 82,911 SH   SOLE   82,911 0 0
TELIGENT INC NEW COM 87960W104 1,056 159,720 SH   SOLE   159,720 0 0
TELUS CORP COM 87971M103 62,418 1,959,744 SH   SOLE   1,959,744 0 0
TEMPUR SEALY INTL INC COM 88023U101 11,693 171,250 SH   SOLE   171,250 0 0
TENAX THERAPEUTICS INC COM 88032L100 8 4,318 SH   SOLE   4,318 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 12,361 832,949 SH   SOLE   832,949 0 0
TENNANT CO COM 880345103 6,369 89,448 SH   SOLE   89,448 0 0
TENNECO INC COM 880349105 12,975 207,694 SH   SOLE   207,694 0 0
TERADATA CORP DEL COM 88076W103 7,543 277,619 SH   SOLE   272,643 0 4,976
TERADYNE INC COM 880770102 32,476 1,278,580 SH   SOLE   1,269,183 0 9,397
TEREX CORP NEW COM 880779103 11,706 371,277 SH   SOLE   371,277 0 0
TERRAFORM GLOBAL INC CL A 88104M101 1,527 386,616 SH   SOLE   386,616 0 0
TERRAFORM PWR INC CL A COM 88104R100 4,587 358,095 SH   SOLE   358,095 0 0
TERRAVIA HLDGS INC COM 88105A106 400 348,163 SH   SOLE   348,163 0 0
TERRENO RLTY CORP COM 88146M101 5,253 184,386 SH   SOLE   184,386 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,124 34,219 SH   SOLE   34,219 0 0
TESARO INC COM 881569107 17,595 130,834 SH   SOLE   130,834 0 0
TESCO CORP COM 88157K101 2,062 249,946 SH   SOLE   249,946 0 0
TESLA MTRS INC COM 88160R101 13,816 64,654 SH   SOLE   51,176 0 13,478
TESORO CORP COM 881609101 23,560 269,416 SH   SOLE   252,813 0 16,603
TESSCO TECHNOLOGIES INC COM 872386107 14 1,079 SH   SOLE   1,079 0 0
TESSERA HLDG CORP COM 88166T101 11,361 257,027 SH   SOLE   257,027 0 0
TETRA TECH INC NEW COM 88162G103 13,380 310,089 SH   SOLE   310,089 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 2,622 522,323 SH   SOLE   522,323 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 596 147,819 SH   SOLE   147,819 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 100,099 2,761,360 SH   SOLE   2,222,535 0 538,825
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 21,394 272,887 SH   SOLE   272,887 0 0
TEXAS INSTRS INC COM 882508104 158,745 2,175,478 SH   SOLE   2,029,322 0 146,156
TEXAS ROADHOUSE INC COM 882681109 20,772 430,590 SH   SOLE   430,590 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 649 87,060 SH   SOLE   87,060 0 0
TEXTRON INC COM 883203101 27,830 573,109 SH   SOLE   564,061 0 9,048
TFS FINL CORP COM 87240R107 638 33,530 SH   SOLE   33,530 0 0
TG THERAPEUTICS INC COM 88322Q108 683 146,838 SH   SOLE   146,838 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 5 2,277 SH   SOLE   2,277 0 0
THE TRADE DESK INC COM CL A 88339J105 383 13,859 SH   SOLE   13,859 0 0
THERAPEUTICSMD INC COM 88338N107 3,273 567,179 SH   SOLE   567,179 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 4,610 144,619 SH   SOLE   144,619 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 119,603 847,647 SH   SOLE   791,063 0 56,584
THERMON GROUP HLDGS INC COM 88362T103 2,485 130,198 SH   SOLE   130,198 0 0
THESTREET INC COM 88368Q103 5 5,877 SH   SOLE   5,877 0 0
THIRD PT REINS LTD COM G8827U100 3,145 272,318 SH   SOLE   272,318 0 0
THOMSON REUTERS CORP COM 884903105 2,435 55,613 SH   SOLE   55,613 0 0
THOR INDS INC COM 885160101 18,346 183,367 SH   SOLE   182,777 0 590
TIDEWATER INC COM 886423102 862 252,743 SH   SOLE   252,743 0 0
TIER REIT INC COM NEW 88650V208 3,415 196,405 SH   SOLE   196,405 0 0
TIFFANY & CO NEW COM 886547108 26,286 339,483 SH   SOLE   322,508 0 16,975
TILE SHOP HLDGS INC COM 88677Q109 3,205 163,920 SH   SOLE   163,920 0 0
TILLYS INC CL A 886885102 592 44,846 SH   SOLE   44,846 0 0
TIMBERLAND BANCORP INC COM 887098101 21 1,038 SH   SOLE   1,038 0 0
TIME INC NEW COM 887228104 12,617 706,811 SH   SOLE   706,811 0 0
TIME WARNER INC COM NEW 887317303 156,759 1,623,944 SH   SOLE   1,509,729 0 114,215
TIMKEN CO COM 887389104 9,716 244,746 SH   SOLE   244,746 0 0
TIMKENSTEEL CORP COM 887399103 3,401 219,698 SH   SOLE   219,698 0 0
TIPTREE FINL INC CL A 88822Q103 693 112,723 SH   SOLE   112,723 0 0
TITAN INTL INC ILL COM 88830M102 2,778 247,811 SH   SOLE   247,811 0 0
TITAN MACHY INC COM 88830R101 1,055 72,438 SH   SOLE   72,438 0 0
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 286 71,414 SH   SOLE   71,414 0 0
TIVO CORP COM 88870P106 13,013 622,631 SH   SOLE   622,631 0 0
TJX COS INC NEW COM 872540109 106,064 1,411,741 SH   SOLE   1,320,164 0 91,577
TOKAI PHARMACEUTICALS INC COM 88907J107 34 35,195 SH   SOLE   35,195 0 0
TOLL BROTHERS INC COM 889478103 16,653 537,193 SH   SOLE   520,680 0 16,513
TOMPKINS FINANCIAL CORPORATI COM 890110109 7,173 75,873 SH   SOLE   75,873 0 0
TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 2 4,326 SH   SOLE   4,326 0 0
TOOTSIE ROLL INDS INC COM 890516107 4,666 117,384 SH   SOLE   117,384 0 0
TOP IMAGE SYSTEMS LTD ORD M87896102 3 2,481 SH   SOLE   2,481 0 0
TOPBUILD CORP COM 89055F103 7,430 208,717 SH   SOLE   208,717 0 0
TORCHMARK CORP COM 891027104 19,627 266,089 SH   SOLE   248,289 0 17,800
TORO CO COM 891092108 20,803 371,809 SH   SOLE   371,809 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 74 1,492 SH   SOLE   1,492 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 13 424 SH   SOLE   424 0 0
TOTAL S A SPONSORED ADR 89151E109 141,958 2,785,121 SH   SOLE   2,627,568 0 157,553
TOTAL SYS SVCS INC COM 891906109 24,790 505,613 SH   SOLE   480,247 0 25,366
TOWER INTL INC COM 891826109 2,501 88,232 SH   SOLE   88,232 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 5 2,168 SH   SOLE   2,168 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 7,601 228,593 SH   SOLE   228,593 0 0
TOWNSQUARE MEDIA INC CL A 892231101 362 34,787 SH   SOLE   34,787 0 0
TPI COMPOSITES INC COM 87266J104 405 25,250 SH   SOLE   25,250 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 7 1,432 SH   SOLE   1,432 0 0
TRACTOR SUPPLY CO COM 892356106 22,091 291,393 SH   SOLE   272,935 0 18,458
TRANS WORLD ENTMT CORP COM 89336Q100 3 1,050 SH   SOLE   1,050 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 8 1,154 SH   SOLE   1,154 0 0
TRANSCANADA CORP COM 89353D107 48 1,069 SH   SOLE   1,069 0 0
TRANSCAT INC COM 893529107 12 1,094 SH   SOLE   1,094 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3 229 SH   SOLE   229 0 0
TRANSDIGM GROUP INC COM 893641100 86,331 346,768 SH   SOLE   267,605 0 79,163
TRANSENTERIX INC COM NEW 89366M201 399 306,775 SH   SOLE   306,775 0 0
TRANSOCEAN LTD REG SHS H8817H100 11,383 772,259 SH   SOLE   759,263 0 12,996
TRANSUNION COM 89400J107 803 25,965 SH   SOLE   25,965 0 0
TRAVELERS COMPANIES INC COM 89417E109 203,004 1,658,262 SH   SOLE   1,584,936 0 73,326
TRAVELPORT WORLDWIDE LTD SHS G9019D104 6,325 448,576 SH   SOLE   448,576 0 0
TRAVELZOO INC COM NEW 89421Q205 10 1,076 SH   SOLE   1,076 0 0
TRC COS INC COM 872625108 792 74,727 SH   SOLE   74,727 0 0
TRECORA RES COM 894648104 1,061 76,595 SH   SOLE   76,595 0 0
TREDEGAR CORP COM 894650100 3,259 135,777 SH   SOLE   135,777 0 0
TREEHOUSE FOODS INC COM 89469A104 16,011 221,784 SH   SOLE   221,784 0 0
TREMOR VIDEO INC COM 89484Q100 18 7,261 SH   SOLE   7,261 0 0
TREVENA INC COM 89532E109 1,025 174,245 SH   SOLE   174,245 0 0
TREX CO INC COM 89531P105 9,620 149,383 SH   SOLE   149,383 0 0
TRI CONTL CORP COM 895436103 22 1,000 SH   SOLE   1,000 0 0
TRI POINTE GROUP INC COM 87265H109 11,859 1,032,974 SH   SOLE   1,032,974 0 0
TRIBUNE MEDIA CO CL A 896047503 1,509 43,131 SH   SOLE   43,131 0 0
TRICO BANCSHARES COM 896095106 2,996 87,648 SH   SOLE   87,648 0 0
TRIMAS CORP COM NEW 896215209 4,352 185,183 SH   SOLE   185,183 0 0
TRIMBLE INC COM 896239100 26,962 894,251 SH   SOLE   868,043 0 26,208
TRINET GROUP INC COM 896288107 4,019 156,873 SH   SOLE   156,873 0 0
TRINITY INDS INC COM 896522109 14,747 531,219 SH   SOLE   531,219 0 0
TRINITY PL HLDGS INC COM 89656D101 706 76,191 SH   SOLE   76,191 0 0
TRINSEO S A SHS L9340P101 6,046 101,951 SH   SOLE   101,951 0 0
TRIPADVISOR INC COM 896945201 24,101 519,747 SH   SOLE   503,121 0 16,626
TRIPLE-S MGMT CORP CL B 896749108 2,077 100,337 SH   SOLE   100,337 0 0
TRISTATE CAP HLDGS INC COM 89678F100 2,042 92,391 SH   SOLE   92,391 0 0
TRITON INTL LTD CL A G9078F107 2,397 151,706 SH   SOLE   151,706 0 0
TRIUMPH BANCORP INC COM 89679E300 1,651 63,143 SH   SOLE   63,143 0 0
TRIUMPH GROUP INC NEW COM 896818101 10,609 400,349 SH   SOLE   400,349 0 0
TRONC INC COM 89703P107 1,512 109,017 SH   SOLE   109,017 0 0
TRONOX LTD SHS CL A Q9235V101 2,711 262,917 SH   SOLE   262,917 0 0
TROVAGENE INC COM NEW 897238309 237 112,917 SH   SOLE   112,917 0 0
TRUEBLUE INC COM 89785X101 5,627 228,295 SH   SOLE   228,295 0 0
TRUECAR INC COM 89785L107 2,505 200,405 SH   SOLE   200,405 0 0
TRUPANION INC COM 898202106 913 58,859 SH   SOLE   58,859 0 0
TRUSTCO BK CORP N Y COM 898349105 4,505 514,848 SH   SOLE   514,848 0 0
TRUSTMARK CORP COM 898402102 18,854 528,850 SH   SOLE   528,850 0 0
TTM TECHNOLOGIES INC COM 87305R109 5,545 406,821 SH   SOLE   406,821 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 134 88,000 PRN   SOLE   88,000 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,329 246,070 SH   SOLE   246,070 0 0
TUPPERWARE BRANDS CORP COM 899896104 16,585 315,190 SH   SOLE   313,900 0 1,290
TURNING PT BRANDS INC COM 90041L105 285 23,257 SH   SOLE   23,257 0 0
TURTLE BEACH CORP COM 900450107 4 2,931 SH   SOLE   2,931 0 0
TUTOR PERINI CORP COM 901109108 4,227 150,962 SH   SOLE   150,962 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 62,853 2,241,554 SH   SOLE   2,089,370 0 152,184
TWENTY FIRST CENTY FOX INC CL B 90130A200 27,589 1,012,451 SH   SOLE   942,543 0 69,908
TWILIO INC CL A 90138F102 280 9,691 SH   SOLE   9,691 0 0
TWIN DISC INC COM 901476101 22 1,491 SH   SOLE   1,491 0 0
TWITTER INC COM 90184L102 5,640 346,003 SH   SOLE   287,099 0 58,904
TWO HBRS INVT CORP COM 90187B101 1,728 198,142 SH   SOLE   198,142 0 0
TWO RIV BANCORP COM 90207C105 17 1,119 SH   SOLE   1,119 0 0
TYLER TECHNOLOGIES INC COM 902252105 16,177 113,310 SH   SOLE   113,310 0 0
TYSON FOODS INC CL A 902494103 42,750 693,087 SH   SOLE   644,911 0 48,176
TYSON FOODS INC UNIT 99/99/9999 902494301 10,403 153,784 SH   SOLE   149,404 0 4,380
U S CONCRETE INC COM NEW 90333L201 4,781 72,992 SH   SOLE   72,992 0 0
U S G CORP COM NEW 903293405 1,435 49,679 SH   SOLE   49,679 0 0
U S PHYSICAL THERAPY INC COM 90337L108 4,478 63,787 SH   SOLE   63,787 0 0
U S SILICA HLDGS INC COM 90346E103 21,289 375,592 SH   SOLE   375,592 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 10 2,702 SH   SOLE   2,702 0 0
UBIQUITI NETWORKS INC COM 90347A100 5,586 96,648 SH   SOLE   96,648 0 0
UCP INC CL A 90265Y106 379 31,471 SH   SOLE   31,471 0 0
UDR INC COM 902653104 25,192 690,581 SH   SOLE   652,414 0 38,167
UFP TECHNOLOGIES INC COM 902673102 655 25,734 SH   SOLE   25,734 0 0
UGI CORP NEW COM 902681105 31,013 673,026 SH   SOLE   654,657 0 18,369
ULTA SALON COSMETCS & FRAG I COM 90384S303 82,350 323,016 SH   SOLE   256,343 0 66,673
ULTIMATE SOFTWARE GROUP INC COM 90385D107 18,439 101,120 SH   SOLE   101,120 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,343 138,438 SH   SOLE   138,438 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 9,490 134,979 SH   SOLE   134,979 0 0
ULTRALIFE CORP COM 903899102 9 1,750 SH   SOLE   1,750 0 0
ULTRATECH INC COM 904034105 2,923 121,877 SH   SOLE   121,877 0 0
UMB FINL CORP COM 902788108 23,864 309,444 SH   SOLE   309,444 0 0
UMH PPTYS INC COM 903002103 1,551 103,045 SH   SOLE   103,045 0 0
UMPQUA HLDGS CORP COM 904214103 29,918 1,593,060 SH   SOLE   1,593,060 0 0
UNDER ARMOUR INC CL A 904311107 11,625 400,189 SH   SOLE   374,837 0 25,352
UNDER ARMOUR INC CL C 904311206 10,269 407,999 SH   SOLE   382,521 0 25,478
UNI PIXEL INC COM NEW 904572203 7 7,604 SH   SOLE   7,604 0 0
UNICO AMERN CORP COM 904607108 4 411 SH   SOLE   411 0 0
UNIFI INC COM NEW 904677200 2,816 86,298 SH   SOLE   86,298 0 0
UNIFIRST CORP MASS COM 904708104 11,676 81,283 SH   SOLE   81,283 0 0
UNILEVER N V N Y SHS NEW 904784709 109,723 2,672,256 SH   SOLE   2,579,355 0 92,901
UNILEVER PLC SPON ADR NEW 904767704 1,245 30,580 SH   SOLE   30,580 0 0
UNILIFE CORP NEW COM NEW 90478E301 6 2,544 SH   SOLE   2,544 0 0
UNION BANKSHARES CORP NEW COM 90539J109 6,377 178,425 SH   SOLE   178,425 0 0
UNION BANKSHARES INC COM 905400107 622 13,680 SH   SOLE   13,680 0 0
UNION PAC CORP COM 907818108 235,022 2,266,806 SH   SOLE   2,126,551 0 140,255
UNIQUE FABRICATING INC COM 90915J103 341 23,331 SH   SOLE   23,331 0 0
UNISYS CORP COM NEW 909214306 3,022 202,154 SH   SOLE   202,154 0 0
UNIT CORP COM 909218109 7,395 275,227 SH   SOLE   275,227 0 0
UNITED BANCORP INC OHIO COM 909911109 11 833 SH   SOLE   833 0 0
UNITED BANCSHARES INC OHIO COM 909458101 11 499 SH   SOLE   499 0 0
UNITED BANKSHARES INC WEST V COM 909907107 19,655 424,978 SH   SOLE   424,978 0 0
UNITED CMNTY BANCORP IND COM 90984R101 10 614 SH   SOLE   614 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,345 383,022 SH   SOLE   383,022 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 1,746 195,355 SH   SOLE   195,355 0 0
UNITED CONTL HLDGS INC COM 910047109 134,379 1,843,844 SH   SOLE   1,823,321 0 20,523
UNITED FINL BANCORP INC NEW COM 910304104 3,854 212,252 SH   SOLE   212,252 0 0
UNITED FIRE GROUP INC COM 910340108 5,790 117,756 SH   SOLE   117,756 0 0
UNITED GUARDIAN INC COM 910571108 9 553 SH   SOLE   553 0 0
UNITED INS HLDGS CORP COM 910710102 1,412 93,277 SH   SOLE   93,277 0 0
UNITED NAT FOODS INC COM 911163103 16,697 349,885 SH   SOLE   349,885 0 0
UNITED PARCEL SERVICE INC CL B 911312106 285,761 2,492,683 SH   SOLE   2,357,671 0 135,012
UNITED RENTALS INC COM 911363109 21,522 203,849 SH   SOLE   190,231 0 13,618
UNITED SECURITY BANCSHARES C COM 911460103 16 2,122 SH   SOLE   2,122 0 0
UNITED STATES CELLULAR CORP COM 911684108 5,130 117,345 SH   SOLE   114,227 0 3,118
UNITED STATES LIME & MINERAL COM 911922102 596 7,874 SH   SOLE   7,874 0 0
UNITED STATES STL CORP NEW COM 912909108 21,062 638,061 SH   SOLE   638,061 0 0
UNITED STS DIESEL HEATING OI UNIT 911783108 34 2,000 SH   SOLE   2,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 190,376 1,736,688 SH   SOLE   1,627,241 0 109,447
UNITED TECHNOLOGIES CORP OPTIONS 913017109 384 3,500 SH Call SOLE   3,500 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 25,958 180,979 SH   SOLE   176,406 0 4,573
UNITEDHEALTH GROUP INC COM 91324P102 843,968 5,273,483 SH   SOLE   4,556,581 0 716,902
UNITIL CORP COM 913259107 2,664 58,756 SH   SOLE   58,756 0 0
UNITY BANCORP INC COM 913290102 18 1,149 SH   SOLE   1,149 0 0
UNIVAR INC COM 91336L107 4,529 159,641 SH   SOLE   159,641 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 1,746 175,497 SH   SOLE   175,497 0 0
UNIVERSAL CORP VA COM 913456109 7,644 119,902 SH   SOLE   119,902 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 8,717 154,830 SH   SOLE   154,830 0 0
UNIVERSAL ELECTRS INC COM 913483103 4,679 72,479 SH   SOLE   72,479 0 0
UNIVERSAL FST PRODS INC COM 913543104 10,428 102,052 SH   SOLE   102,052 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 2,544 38,791 SH   SOLE   38,791 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 31,032 291,705 SH   SOLE   276,867 0 14,838
UNIVERSAL INS HLDGS INC COM 91359V107 4,961 174,686 SH   SOLE   174,686 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 514 31,431 SH   SOLE   31,431 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 16 1,193 SH   SOLE   1,193 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 11 3,742 SH   SOLE   3,742 0 0
UNIVEST CORP PA COM 915271100 3,309 107,086 SH   SOLE   107,086 0 0
UNUM GROUP COM 91529Y106 31,747 722,663 SH   SOLE   685,806 0 36,857
UPLAND SOFTWARE INC COM 91544A109 9 1,043 SH   SOLE   1,043 0 0
URANIUM ENERGY CORP COM 916896103 410 365,735 SH   SOLE   365,735 0 0
URBAN EDGE PPTYS COM 91704F104 16,707 607,297 SH   SOLE   607,297 0 0
URBAN OUTFITTERS INC COM 917047102 8,212 288,359 SH   SOLE   285,080 0 3,279
URSTADT BIDDLE PPTYS INC CL A 917286205 2,430 100,808 SH   SOLE   100,808 0 0
US BANCORP DEL COM NEW 902973304 513,557 9,997,222 SH   SOLE   8,726,498 0 1,270,724
US ECOLOGY INC COM 91732J102 5,457 111,018 SH   SOLE   111,018 0 0
US FOODS HLDG CORP COM 912008109 607 22,103 SH   SOLE   22,103 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 601 139,768 SH   SOLE   139,768 0 0
USA TRUCK INC COM 902925106 324 37,209 SH   SOLE   37,209 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,402 39,246 SH   SOLE   39,246 0 0
UTAH MED PRODS INC COM 917488108 1,032 14,185 SH   SOLE   14,185 0 0
V F CORP COM 918204108 42,132 789,727 SH   SOLE   743,357 0 46,370
VAALCO ENERGY INC COM NEW 91851C201 10 9,976 SH   SOLE   9,976 0 0
VAIL RESORTS INC COM 91879Q109 3,266 20,247 SH   SOLE   20,247 0 0
VALE S A ADR 91912E105 6,172 810,000 SH   SOLE   97,000 0 713,000
VALE S A ADR REPSTG PFD 91912E204 5,395 783,000 SH   SOLE   97,000 0 686,000
VALERO ENERGY CORP NEW COM 91913Y100 175,929 2,575,066 SH   SOLE   2,476,589 0 98,477
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 1,462 33,030 SH   SOLE   33,030 0 0
VALHI INC NEW COM 918905100 273 78,839 SH   SOLE   78,839 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,396 43,559 SH   SOLE   43,559 0 0
VALLEY NATL BANCORP COM 919794107 21,822 1,874,723 SH   SOLE   1,874,723 0 0
VALMONT INDS INC COM 920253101 10,904 77,386 SH   SOLE   77,386 0 0
VALSPAR CORP COM 920355104 26,984 260,434 SH   SOLE   252,383 0 8,051
VALUE LINE INC COM 920437100 12 634 SH   SOLE   634 0 0
VALVOLINE INC COM 92047W101 411 19,136 SH   SOLE   19,136 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,346 147,091 SH   SOLE   147,091 0 0
VANGUARD ADMIRAL FDS INC 500 GRTH IDX F 921932505 195 1,784 SH   SOLE   1,784 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 17 155 SH   SOLE   155 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 324 4,080 SH   SOLE   4,080 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1,607 19,897 SH   SOLE   19,897 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 431 7,940 SH   SOLE   7,940 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 291 1,415 SH   SOLE   1,415 0 0
VANGUARD INDEX FDS REIT ETF 922908553 433 5,246 SH   SOLE   5,246 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 102 915 SH   SOLE   915 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 15,325 164,763 SH   SOLE   164,763 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 0 6 SH   SOLE   6 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,573 25,793 SH   SOLE   25,793 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,473 33,340 SH   SOLE   33,340 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 5,205 145,462 SH   SOLE   145,462 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 17 345 SH   SOLE   345 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2,949 33,000 SH   SOLE   33,000 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 1 9 SH   SOLE   9 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 1 11 SH   SOLE   11 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 2 17 SH   SOLE   17 0 0
VANTIV INC CL A 92210H105 75,577 1,267,651 SH   SOLE   897,895 0 369,756
VARIAN MED SYS INC COM 92220P105 18,486 205,901 SH   SOLE   192,739 0 13,162
VARONIS SYS INC COM 922280102 1,108 41,334 SH   SOLE   41,334 0 0
VASCO DATA SEC INTL INC COM 92230Y104 2,071 151,716 SH   SOLE   151,716 0 0
VASCULAR SOLUTIONS INC COM 92231M109 5,094 90,808 SH   SOLE   90,808 0 0
VBI VACCINES INC COM NEW 91822J103 11 3,650 SH   SOLE   3,650 0 0
VCA INC COM 918194101 18,866 274,813 SH   SOLE   274,813 0 0
VECTOR GROUP LTD COM 92240M108 8,326 366,145 SH   SOLE   366,145 0 0
VECTREN CORP COM 92240G101 15,196 291,384 SH   SOLE   291,384 0 0
VECTRUS INC COM 92242T101 1,084 45,445 SH   SOLE   45,445 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 5,719 460,469 SH   SOLE   460,469 0 0
VEECO INSTRS INC DEL COM 922417100 6,266 214,959 SH   SOLE   214,959 0 0
VEEVA SYS INC CL A COM 922475108 1,880 46,203 SH   SOLE   46,203 0 0
VENTAS INC COM 92276F100 50,017 800,020 SH   SOLE   750,698 0 49,322
VERA BRADLEY INC COM 92335C106 1,236 105,458 SH   SOLE   105,458 0 0
VERACYTE INC COM 92337F107 396 51,150 SH   SOLE   51,150 0 0
VERASTEM INC COM 92337C104 6 5,587 SH   SOLE   5,587 0 0
VEREIT INC COM 92339V100 5,193 613,792 SH   SOLE   513,386 0 100,406
VERICEL CORP COM 92346J108 13 4,262 SH   SOLE   4,262 0 0
VERIFONE SYS INC COM 92342Y109 16,272 917,741 SH   SOLE   917,741 0 0
VERINT SYS INC COM 92343X100 11,740 333,042 SH   SOLE   333,042 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 57 61,000 PRN   SOLE   61,000 0 0
VERISIGN INC COM 92343E102 16,950 222,825 SH   SOLE   209,369 0 13,456
VERISK ANALYTICS INC COM 92345Y106 27,612 340,172 SH   SOLE   317,933 0 22,239
VERITEX HLDGS INC COM 923451108 854 31,965 SH   SOLE   31,965 0 0
VERITIV CORP COM 923454102 2,532 47,103 SH   SOLE   47,103 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 737,614 13,818,175 SH   SOLE   13,069,247 0 748,928
VERMILLION INC COM NEW 92407M206 4 4,390 SH   SOLE   4,390 0 0
VERSARTIS INC COM 92529L102 1,864 125,088 SH   SOLE   125,088 0 0
VERSUM MATLS INC COM 92532W103 10,022 357,033 SH   SOLE   357,033 0 0
VERTEX ENERGY INC COM 92534K107 4 3,396 SH   SOLE   3,396 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 49,491 671,795 SH   SOLE   637,529 0 34,266
VIACOM INC NEW CL A 92553P102 152 3,943 SH   SOLE   3,943 0 0
VIACOM INC NEW CL B 92553P201 26,389 751,824 SH   SOLE   703,440 0 48,384
VIAD CORP COM NEW 92552R406 4,848 109,923 SH   SOLE   109,923 0 0
VIASAT INC COM 92552V100 22,245 335,926 SH   SOLE   335,926 0 0
VIAVI SOLUTIONS INC COM 925550105 10,369 1,267,593 SH   SOLE   1,267,593 0 0
VICAL INC COM NEW 925602203 4 1,601 SH   SOLE   1,601 0 0
VICOR CORP COM 925815102 1,232 81,619 SH   SOLE   81,619 0 0
VIEWRAY INC COM 92672L107 19 5,969 SH   SOLE   5,969 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 963 31,151 SH   SOLE   31,151 0 0
VINCE HLDG CORP COM 92719W108 395 97,465 SH   SOLE   97,465 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,500 136,252 SH   SOLE   136,252 0 0
VIRCO MFG CO COM 927651109 8 1,923 SH   SOLE   1,923 0 0
VIRNETX HLDG CORP COM 92823T108 402 182,721 SH   SOLE   182,721 0 0
VIRTU FINL INC CL A 928254101 1,509 94,632 SH   SOLE   94,632 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 3,049 25,827 SH   SOLE   25,827 0 0
VIRTUSA CORP COM 92827P102 3,547 141,219 SH   SOLE   141,219 0 0
VISA INC COM CL A 92826C839 504,435 6,465,460 SH   SOLE   5,518,646 0 946,814
VISHAY INTERTECHNOLOGY INC COM 928298108 15,215 939,207 SH   SOLE   939,207 0 0
VISHAY PRECISION GROUP INC COM 92835K103 982 51,933 SH   SOLE   51,933 0 0
VISTA OUTDOOR INC COM 928377100 7,671 207,880 SH   SOLE   207,880 0 0
VISTEON CORP COM NEW 92839U206 1,297 16,146 SH   SOLE   16,146 0 0
VITAL THERAPIES INC COM 92847R104 382 87,852 SH   SOLE   87,852 0 0
VITAMIN SHOPPE INC COM 92849E101 3,149 132,569 SH   SOLE   132,569 0 0
VIVINT SOLAR INC COM 92854Q106 236 92,543 SH   SOLE   92,543 0 0
VIVUS INC COM 928551100 21 18,276 SH   SOLE   18,276 0 0
VMWARE INC CL A COM 928563402 10,126 128,615 SH   SOLE   119,690 0 8,925
VOCERA COMMUNICATIONS INC COM 92857F107 1,842 99,632 SH   SOLE   99,632 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 8,623 352,975 SH   SOLE   352,975 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 13 1,859 SH   SOLE   1,859 0 0
VONAGE HLDGS CORP COM 92886T201 5,324 777,201 SH   SOLE   777,201 0 0
VORNADO RLTY TR SH BEN INT 929042109 40,809 391,005 SH   SOLE   365,506 0 25,499
VOXX INTL CORP CL A 91829F104 16 3,310 SH   SOLE   3,310 0 0
VOYA FINL INC COM 929089100 6,809 173,622 SH   SOLE   152,636 0 20,986
VOYAGER THERAPEUTICS INC COM 92915B106 596 46,753 SH   SOLE   46,753 0 0
VSE CORP COM 918284100 1,443 37,148 SH   SOLE   37,148 0 0
VTV THERAPEUTICS INC CL A 918385105 134 27,758 SH   SOLE   27,758 0 0
VULCAN MATLS CO COM 929160109 36,058 288,122 SH   SOLE   269,682 0 18,440
VUZIX CORP COM NEW 92921W300 16 2,366 SH   SOLE   2,366 0 0
VWR CORP COM 91843L103 3,452 137,918 SH   SOLE   137,918 0 0
W & T OFFSHORE INC COM 92922P106 419 151,403 SH   SOLE   151,403 0 0
W P CAREY INC COM 92936U109 3,519 59,546 SH   SOLE   59,546 0 0
WABASH NATL CORP COM 929566107 5,376 339,802 SH   SOLE   339,802 0 0
WABCO HLDGS INC COM 92927K102 8,765 82,569 SH   SOLE   63,819 0 18,750
WABTEC CORP COM 929740108 28,363 341,644 SH   SOLE   332,322 0 9,322
WADDELL & REED FINL INC CL A 930059100 12,966 664,571 SH   SOLE   664,571 0 0
WAGEWORKS INC COM 930427109 13,475 185,868 SH   SOLE   185,868 0 0
WAL-MART STORES INC COM 931142103 213,021 3,081,903 SH   SOLE   2,819,646 0 262,257
WALGREENS BOOTS ALLIANCE INC COM 931427108 312,638 3,777,647 SH   SOLE   3,537,841 0 239,806
WALKER & DUNLOP INC COM 93148P102 4,866 155,947 SH   SOLE   155,947 0 0
WALTER INVT MGMT CORP COM 93317W102 398 83,869 SH   SOLE   83,869 0 0
WASHINGTON FED INC COM 938824109 21,702 631,800 SH   SOLE   631,800 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 13,472 1,294,183 SH   SOLE   1,294,183 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 9,577 292,978 SH   SOLE   292,978 0 0
WASHINGTON TR BANCORP COM 940610108 3,540 63,164 SH   SOLE   63,164 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 994 34,283 SH   SOLE   34,283 0 0
WASTE CONNECTIONS INC COM 94106B101 1,513 19,254 SH   SOLE   1,121 0 18,133
WASTE MGMT INC DEL COM 94106L109 64,586 910,816 SH   SOLE   850,364 0 60,452
WATERS CORP COM 941848103 23,246 172,971 SH   SOLE   161,937 0 11,034
WATERSTONE FINL INC MD COM 94188P101 2,015 109,529 SH   SOLE   109,529 0 0
WATSCO INC COM 942622200 12,998 87,755 SH   SOLE   87,755 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,227 141,511 SH   SOLE   141,511 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 735 28,121 SH   SOLE   28,121 0 0
WAYFAIR INC CL A 94419L101 4,153 118,474 SH   SOLE   118,474 0 0
WAYNE SVGS BANCSHARES INC NE COM 94624Q101 7 428 SH   SOLE   428 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 12 625 SH   SOLE   625 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 2,891 123,299 SH   SOLE   123,299 0 0
WD-40 CO COM 929236107 8,318 71,153 SH   SOLE   71,153 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 4,592 920,170 SH   SOLE   822,414 0 97,756
WEB COM GROUP INC COM 94733A104 3,385 160,037 SH   SOLE   160,037 0 0
WEBMD HEALTH CORP COM 94770V102 12,358 249,300 SH   SOLE   249,300 0 0
WEBSTER FINL CORP CONN COM 947890109 34,871 642,435 SH   SOLE   642,435 0 0
WEC ENERGY GROUP INC COM 92939U106 45,934 783,192 SH   SOLE   739,382 0 43,810
WECAST NETWORK INC COM 94850Q106 4 2,860 SH   SOLE   2,860 0 0
WEIBO CORP SPONSORED ADR 948596101 546 13,437 SH   SOLE   13,437 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,176 102,740 SH   SOLE   102,740 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 14,744 411,970 SH   SOLE   411,970 0 0
WEIS MKTS INC COM 948849104 2,641 39,519 SH   SOLE   39,519 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 21,731 158,527 SH   SOLE   158,527 0 0
WELLESLEY BANCORP INC COM 949485106 9 332 SH   SOLE   332 0 0
WELLS FARGO & CO MTNF 6/0 94986RQF1 80 63,000 PRN   SOLE   63,000 0 0
WELLS FARGO & CO MTNF 6/1 94986RQH7 63 63,000 PRN   SOLE   63,000 0 0
WELLS FARGO & CO NEW COM 949746101 856,408 15,539,971 SH   SOLE   14,311,446 0 1,228,525
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2,605 2,189 SH   SOLE   2,189 0 0
WELLTOWER INC COM 95040Q104 56,019 836,981 SH   SOLE   787,006 0 49,975
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,254 103,924 SH   SOLE   103,924 0 0
WENDYS CO COM 95058W100 9,489 701,861 SH   SOLE   701,861 0 0
WERNER ENTERPRISES INC COM 950755108 8,472 314,376 SH   SOLE   314,376 0 0
WESBANCO INC COM 950810101 7,065 164,076 SH   SOLE   164,076 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 3,308 221,253 SH   SOLE   221,253 0 0
WESCO INTL INC COM 95082P105 1,855 27,871 SH   SOLE   27,871 0 0
WEST BANCORPORATION INC CAP STK 95123P106 1,663 67,347 SH   SOLE   67,347 0 0
WEST CORP COM 952355204 4,393 177,431 SH   SOLE   177,431 0 0
WEST MARINE INC COM 954235107 754 72,035 SH   SOLE   72,035 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 21,132 249,107 SH   SOLE   249,107 0 0
WESTAMERICA BANCORPORATION COM 957090103 8,511 135,243 SH   SOLE   135,243 0 0
WESTAR ENERGY INC COM 95709T100 28,823 511,505 SH   SOLE   496,970 0 14,535
WESTBURY BANCORP INC COM 95727P106 11 546 SH   SOLE   546 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 5 8,166 SH   SOLE   8,166 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,335 47,942 SH   SOLE   47,942 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 1,800 178,715 SH   SOLE   178,715 0 0
WESTERN DIGITAL CORP COM 958102105 45,604 671,137 SH   SOLE   631,815 0 39,322
WESTERN DIGITAL CORP OPTIONS 958102105 238 3,500 SH Call SOLE   3,500 0 0
WESTERN DIGITAL CORP OPTIONS 958102105 1,292 19,000 SH Put SOLE   19,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 654 69,908 SH   SOLE   69,908 0 0
WESTERN REFNG INC COM 959319104 21,061 556,439 SH   SOLE   556,439 0 0
WESTERN UN CO COM 959802109 23,221 1,069,121 SH   SOLE   995,686 0 73,435
WESTLAKE CHEM CORP COM 960413102 2,720 48,585 SH   SOLE   48,585 0 0
WESTMORELAND COAL CO COM 960878106 1,354 76,628 SH   SOLE   76,628 0 0
WESTROCK CO COM 96145D105 41,832 823,960 SH   SOLE   789,033 0 34,927
WESTWOOD HLDGS GROUP INC COM 961765104 1,880 31,342 SH   SOLE   31,342 0 0
WEX INC COM 96208T104 14,660 131,363 SH   SOLE   131,363 0 0
WEYCO GROUP INC COM 962149100 790 25,245 SH   SOLE   25,245 0 0
WEYERHAEUSER CO COM 962166104 95,833 3,184,871 SH   SOLE   3,026,308 0 158,563
WGL HLDGS INC COM 92924F106 27,076 354,955 SH   SOLE   354,955 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 20 11,841 SH   SOLE   11,841 0 0
WHIRLPOOL CORP COM 963320106 30,782 169,347 SH   SOLE   158,868 0 10,479
WHITE MTNS INS GROUP LTD COM G9618E107 2,047 2,449 SH   SOLE   2,449 0 0
WHITESTONE REIT COM 966084204 1,630 113,323 SH   SOLE   113,323 0 0
WHITEWAVE FOODS CO COM 966244105 34,682 623,772 SH   SOLE   605,197 0 18,575
WHITING PETE CORP NEW COM 966387102 7,289 606,383 SH   SOLE   606,383 0 0
WHOLE FOODS MKT INC COM 966837106 35,894 1,166,898 SH   SOLE   1,122,876 0 44,022
WILEY JOHN & SONS INC CL A 968223206 8,468 155,379 SH   SOLE   155,379 0 0
WILHELMINA INTL INC COM NEW 968235200 3 309 SH   SOLE   309 0 0
WILLAMETTE VY VINEYARD INC COM 969136100 6 769 SH   SOLE   769 0 0
WILLBROS GROUP INC DEL COM 969203108 558 172,230 SH   SOLE   172,230 0 0
WILLDAN GROUP INC COM 96924N100 28 1,231 SH   SOLE   1,231 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 3,012 25,256 SH   SOLE   25,256 0 0
WILLIAMS COS INC DEL COM 969457100 62,917 2,020,456 SH   SOLE   1,920,615 0 99,841
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 574 15,100 SH   SOLE   15,100 0 0
WILLIAMS SONOMA INC COM 969904101 23,605 487,802 SH   SOLE   487,802 0 0
WILLIS LEASE FINANCE CORP COM 970646105 454 17,734 SH   SOLE   17,734 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 27,941 228,497 SH   SOLE   210,407 0 18,090
WINDSTREAM HLDGS INC COM NEW 97382A200 2,826 385,558 SH   SOLE   385,558 0 0
WINGSTOP INC COM 974155103 2,891 97,689 SH   SOLE   97,689 0 0
WINMARK CORP COM 974250102 1,142 9,053 SH   SOLE   9,053 0 0
WINNEBAGO INDS INC COM 974637100 4,385 138,531 SH   SOLE   138,531 0 0
WINS FIN HLDGS INC ORD SHS G97223104 242 1,347 SH   SOLE   1,347 0 0
WINTRUST FINL CORP COM 97650W108 20,156 277,747 SH   SOLE   277,747 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 6,627 684,586 SH   SOLE   684,586 0 0
WISDOMTREE INVTS INC COM 97717P104 8,423 756,102 SH   SOLE   756,102 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 145 3,712 SH   SOLE   3,712 0 0
WISDOMTREE TR EMER MKT HIGH FD 97717W315 0 1 SH   SOLE   1 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 16 329 SH   SOLE   329 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 26 445 SH   SOLE   445 0 0
WMIH CORP COM 92936P100 1,235 796,475 SH   SOLE   796,475 0 0
WOLVERINE BANCORP INC COM 977880103 9 293 SH   SOLE   293 0 0
WOLVERINE WORLD WIDE INC COM 978097103 11,467 522,420 SH   SOLE   522,420 0 0
WOODWARD INC COM 980745103 24,583 356,019 SH   SOLE   356,019 0 0
WORKDAY INC CL A 98138H101 4,329 65,499 SH   SOLE   53,217 0 12,282
WORKHORSE GROUP INC COM NEW 98138J206 290 41,079 SH   SOLE   41,079 0 0
WORKIVA INC COM CL A 98139A105 1,153 84,480 SH   SOLE   84,480 0 0
WORLD ACCEP CORP DEL COM 981419104 2,300 35,788 SH   SOLE   35,788 0 0
WORLD FUEL SVCS CORP COM 981475106 11,819 257,439 SH   SOLE   257,439 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,437 186,797 SH   SOLE   186,797 0 0
WORTHINGTON INDS INC COM 981811102 14,042 296,005 SH   SOLE   296,005 0 0
WPX ENERGY INC COM 98212B103 17,357 1,191,281 SH   SOLE   1,191,281 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 9,666 420,623 SH   SOLE   420,623 0 0
WSFS FINL CORP COM 929328102 5,462 117,839 SH   SOLE   117,839 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 21,235 278,057 SH   SOLE   235,080 0 42,977
WYNN RESORTS LTD COM 983134107 14,989 173,258 SH   SOLE   161,574 0 11,684
XACTLY CORP COM 98386L101 979 89,022 SH   SOLE   89,022 0 0
XBIOTECH INC COM 98400H102 682 67,378 SH   SOLE   67,378 0 0
XCEL BRANDS INC COM NEW 98400M101 6 1,406 SH   SOLE   1,406 0 0
XCEL ENERGY INC COM 98389B100 49,667 1,220,323 SH   SOLE   1,150,033 0 70,290
XCERRA CORP COM 98400J108 1,712 224,149 SH   SOLE   224,149 0 0
XENCOR INC COM 98401F105 3,548 134,806 SH   SOLE   134,806 0 0
XENIA HOTELS & RESORTS INC COM 984017103 8,286 426,654 SH   SOLE   426,654 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 738 26,164 SH   SOLE   26,164 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 11 1,943 SH   SOLE   1,943 0 0
XEROX CORP COM 984121103 17,893 2,049,553 SH   SOLE   1,896,331 0 153,222
XILINX INC COM 983919101 33,946 562,302 SH   SOLE   527,164 0 35,138
XL GROUP LTD COM G98294104 46,690 1,253,074 SH   SOLE   1,199,712 0 53,362
XO GROUP INC COM 983772104 2,603 133,855 SH   SOLE   133,855 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 3 1,675 SH   SOLE   1,675 0 0
XPO LOGISTICS INC COM 983793100 17,148 397,306 SH   SOLE   397,306 0 0
XYLEM INC COM 98419M100 21,331 430,758 SH   SOLE   402,691 0 28,067
YADKIN FINL CORP COM 984305102 7,020 204,895 SH   SOLE   204,895 0 0
YAHOO INC COM 984332106 65,650 1,697,692 SH   SOLE   1,573,070 0 124,622
YANDEX N V SHS CLASS A N97284108 1,958 97,283 SH   SOLE   97,283 0 0
YELP INC CL A 985817105 2,293 60,135 SH   SOLE   60,135 0 0
YORK WTR CO COM 987184108 1,959 51,290 SH   SOLE   51,290 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 2,789 169,000 SH   SOLE   21,000 0 148,000
YRC WORLDWIDE INC COM PAR $.01 984249607 1,822 137,209 SH   SOLE   137,209 0 0
YUM BRANDS INC COM 988498101 47,906 756,457 SH   SOLE   694,696 0 61,761
YUM CHINA HLDGS INC COM 98850P109 9,649 369,426 SH   SOLE   369,426 0 0
YUME INC COM 98872B104 15 4,165 SH   SOLE   4,165 0 0
YY INC ADS REPCOM CLA 98426T106 667 16,923 SH   SOLE   16,923 0 0
ZAFGEN INC COM 98885E103 283 89,134 SH   SOLE   89,134 0 0
ZAGG INC COM 98884U108 817 115,038 SH   SOLE   115,038 0 0
ZAIS GROUP HLDGS INC COM 98887G106 1 628 SH   SOLE   628 0 0
ZAYO GROUP HLDGS INC COM 98919V105 3,157 96,078 SH   SOLE   79,547 0 16,531
ZEBRA TECHNOLOGIES CORP CL A 989207105 15,768 183,863 SH   SOLE   183,863 0 0
ZEDGE INC CL B 98923T104 4 1,329 SH   SOLE   1,329 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 7,932 182,258 SH   SOLE   182,258 0 0
ZENDESK INC COM 98936J101 6,448 304,159 SH   SOLE   304,159 0 0
ZILLOW GROUP INC CL A 98954M101 989 27,121 SH   SOLE   27,121 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 2,330 63,887 SH   SOLE   52,190 0 11,697
ZIMMER BIOMET HLDGS INC COM 98956P102 141,100 1,367,247 SH   SOLE   1,324,675 0 42,572
ZION OIL & GAS INC COM 989696109 9 6,286 SH   SOLE   6,286 0 0
ZIONS BANCORPORATION COM 989701107 21,352 496,104 SH   SOLE   488,303 0 7,801
ZIOPHARM ONCOLOGY INC COM 98973P101 2,408 450,013 SH   SOLE   450,013 0 0
ZIX CORP COM 98974P100 1,041 210,760 SH   SOLE   210,760 0 0
ZOES KITCHEN INC COM 98979J109 1,792 74,678 SH   SOLE   74,678 0 0
ZOETIS INC CL A 98978V103 114,667 2,142,104 SH   SOLE   1,770,924 0 371,180
ZOGENIX INC COM NEW 98978L204 1,282 105,531 SH   SOLE   105,531 0 0
ZUMIEZ INC COM 989817101 2,201 100,710 SH   SOLE   100,710 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 19 1,211 SH   SOLE   1,211 0 0
ZYNGA INC CL A 98986T108 1,629 633,730 SH   SOLE   633,730 0 0