0000810265-19-000003.txt : 20190508 0000810265-19-000003.hdr.sgml : 20190508 20190508105727 ACCESSION NUMBER: 0000810265-19-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190508 DATE AS OF CHANGE: 20190508 EFFECTIVENESS DATE: 20190508 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW YORK STATE COMMON RETIREMENT FUND CENTRAL INDEX KEY: 0000810265 IRS NUMBER: 146103815 STATE OF INCORPORATION: NY FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01892 FILM NUMBER: 19805590 BUSINESS ADDRESS: STREET 1: OFFICE OF THE STATE COMPTROLLER STREET 2: 14TH FLOOR, 110 STATE STREET CITY: ALBANY STATE: NY ZIP: 12236 BUSINESS PHONE: 518-486-6998 MAIL ADDRESS: STREET 1: OFFICE OF THE STATE COMPTROLLER STREET 2: 14TH FLOOR, 110 STATE STREET CITY: ALBANY STATE: NY ZIP: 12236 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000810265 XXXXXXXX 03-31-2019 03-31-2019 NEW YORK STATE COMMON RETIREMENT FUND
OFFICE OF THE STATE COMPTROLLER 14TH FLOOR, 110 STATE STREET ALBANY NY 12236
13F HOLDINGS REPORT 028-01892 N
Robert Arnold Director of Global Equities 518-473-1117 Robert Arnold Albany NY 05-08-2019 0 3166 77908120 false
INFORMATION TABLE 2 nys0319.xml 1-800-FLOWERS.COM CL A Common Stock 68243Q106 503 27600 SH SOLE 27600 0 0 1ST CONSTITUTION BANCORP Common Stock 31986N102 144 8100 SH SOLE 8100 0 0 1ST INTERSTATE BANCSYSTEM Common Stock 32055Y201 1883 47289 SH SOLE 47289 0 0 1ST SOURCE CORP Common Stock 336901103 877 19531 SH SOLE 19531 0 0 21VIANET GROUP Foreign Stock 90138A103 31 3854 SH SOLE 3854 0 0 22ND CENTURY GROUP INC Common Stock 90137F103 162 94600 SH SOLE 94600 0 0 2U INC Common Stock 90214J101 8648 122062 SH SOLE 122062 0 0 3D SYSTEMS CORP Common Stock 88554D205 1192 110800 SH SOLE 110800 0 0 3M COMPANY Common Stock 88579Y101 298975 1438900 SH SOLE 1438900 0 0 58.COM-ADR Foreign Stock 31680Q104 3589 54646 SH SOLE 54646 0 0 8X8 INC Common Stock 282914100 1933 95700 SH SOLE 95700 0 0 A K STEEL HOLDING CORP Common Stock 001547108 844 306800 SH SOLE 306800 0 0 A O SMITH CORPORATION Common Stock 831865209 28353 531747 SH SOLE 531747 0 0 A V X CORP Common Stock 002444107 1890 109004 SH SOLE 109004 0 0 A X T INC Common Stock 00246W103 139 31200 SH SOLE 31200 0 0 A10 NETWORKS INC Common Stock 002121101 259 36500 SH SOLE 36500 0 0 AAC HOLDINGS INC Common Stock 000307108 17 9300 SH SOLE 9300 0 0 AAON INC Common Stock 000360206 1870 40500 SH SOLE 40500 0 0 AAR CORPORATION Common Stock 000361105 1037 31900 SH SOLE 31900 0 0 AARONS INC - CLASS A Common Stock 002535300 11937 226943 SH SOLE 226943 0 0 ABBOTT LABORATORIES Common Stock 002824100 342441 4283728 SH SOLE 4283728 0 0 ABBVIE INC Common Stock 00287Y109 288201 3576136 SH SOLE 3576136 0 0 ABEONA THERAPEUTICS INC Common Stock 00289Y107 243 33000 SH SOLE 33000 0 0 ABERCROMBIE FITCH CO CL A Common Stock 002896207 7573 276300 SH SOLE 276300 0 0 ABIOMED INC Common Stock 003654100 69573 243611 SH SOLE 243611 0 0 ABM INDUSTRIES INC Common Stock 000957100 2468 67900 SH SOLE 67900 0 0 ABRAXAS PETROLEUM CORP Common Stock 003830106 135 107800 SH SOLE 107800 0 0 ACACIA COMMUNICATIONS INC Common Stock 00401C108 1583 27600 SH SOLE 27600 0 0 ACACIA RESEARCH-ACACIA Common Stock 003881307 152 46700 SH SOLE 46700 0 0 ACADIA HEALTHCAE CO INC Common Stock 00404A109 7457 254428 SH SOLE 254428 0 0 ACADIA PHARMACEUTICALS IN Common Stock 004225108 3154 117470 SH SOLE 117470 0 0 ACADIA REALTY TRUST Common Stock 004239109 3042 111543 SH SOLE 111543 0 0 ACCELERATE DIAGNOSTICS IN Common Stock 00430H102 586 27900 SH SOLE 27900 0 0 ACCELERON PHARMA INC Common Stock 00434H108 7755 166523 SH SOLE 166523 0 0 ACCENTURE PLC - CLASS A Foreign Stock G1151C101 317788 1805411 SH SOLE 1805411 0 0 ACCO BRANDS CORP Common Stock 00081T108 869 101500 SH SOLE 101500 0 0 ACCURAY INC Common Stock 004397105 344 72100 SH SOLE 72100 0 0 ACHAOGEN INC Common Stock 004449104 14 31700 SH SOLE 31700 0 0 ACHILLION PHARMACEUTICALS Common Stock 00448Q201 384 129700 SH SOLE 129700 0 0 ACI WORLDWIDE INC Common Stock 004498101 78698 2394231 SH SOLE 2394231 0 0 ACLARIS THERAPEUTICS INC Common Stock 00461U105 178 29649 SH SOLE 29649 0 0 ACM RESEARCH INC-CLASS A Common Stock 00108J109 139 9000 SH SOLE 9000 0 0 ACNB CORP Common Stock 000868109 707 19110 SH SOLE 19110 0 0 ACORDA THERAPEUTICS INC Common Stock 00484M106 891 67015 SH SOLE 67015 0 0 ACTIVISION BLIZZARD INC Common Stock 00507V109 82108 1803379 SH SOLE 1803379 0 0 ACTUANT CORP CLASS A Common Stock 00508X203 1457 59800 SH SOLE 59800 0 0 ACUITY BRANDS INC Common Stock 00508Y102 45240 376969 SH SOLE 376969 0 0 ACUSHNET HOLDINGS CORP Common Stock 005098108 1904 82273 SH SOLE 82273 0 0 ADAMAS PHARMACEUTICALS IN Common Stock 00548A106 90 12700 SH SOLE 12700 0 0 ADAMS RESOURCES & ENERGY Common Stock 006351308 78 2000 SH SOLE 2000 0 0 ADDUS HOMECARE CORP Common Stock 006739106 668 10500 SH SOLE 10500 0 0 ADECOAGRO SA Foreign Stock L00849106 1143 165862 SH SOLE 165862 0 0 ADESTO TECHNOLOGIES CORP Common Stock 00687D101 121 20000 SH SOLE 20000 0 0 ADIENT PLC Foreign Stock G0084W101 2156 166326 SH SOLE 166326 0 0 ADMA BIOLOGIC INC Common Stock 000899104 10 2600 SH SOLE 2600 0 0 ADOBE INC Common Stock 00724F101 340667 1278348 SH SOLE 1278348 0 0 ADT INC Common Stock 00090Q103 1629 254940 SH SOLE 254940 0 0 ADTALEM GLOBAL EDUCATION Common Stock 00737L103 2793 60300 SH SOLE 60300 0 0 ADTRAN INC Common Stock 00738A106 600 43800 SH SOLE 43800 0 0 ADURO BIOTECH INC Common Stock 00739L101 234 58900 SH SOLE 58900 0 0 ADVANCE AUTO PARTS INC Common Stock 00751Y106 26773 157000 SH SOLE 157000 0 0 ADVANCED DISPOSAL SVCS IN Common Stock 00790X101 1991 71100 SH SOLE 71100 0 0 ADVANCED DRAINAGE SYSTEMS Common Stock 00790R104 1304 50589 SH SOLE 50589 0 0 ADVANCED EMISSIONS SOL Common Stock 00770C101 227 19600 SH SOLE 19600 0 0 ADVANCED ENERGY IND INC Common Stock 007973100 15582 313644 SH SOLE 313644 0 0 ADVANCED MICRO DEVICES Common Stock 007903107 50651 1984749 SH SOLE 1984749 0 0 ADVANSIX INC Common Stock 00773T101 863 30200 SH SOLE 30200 0 0 ADVERUM BIOTECHNOLOGIES Common Stock 00773U108 230 43800 SH SOLE 43800 0 0 AECOM Common Stock 00766T100 8842 298000 SH SOLE 298000 0 0 AEGION CORP Common Stock 00770F104 550 31300 SH SOLE 31300 0 0 AEGLEA BIOTHERAPEUTICS IN Common Stock 00773J103 69 8600 SH SOLE 8600 0 0 AERCAP HOLDINGS NV Foreign Stock N00985106 14884 319814 SH SOLE 319814 0 0 AERIE PHARMACEUTICALS INC Common Stock 00771V108 2897 60985 SH SOLE 60985 0 0 AEROHIVE NETWORKS INC Common Stock 007786106 96 21200 SH SOLE 21200 0 0 AEROJET ROCKETDYNE HLDGS Common Stock 007800105 3096 87130 SH SOLE 87130 0 0 AEROVIRONMENT INC Common Stock 008073108 1526 22300 SH SOLE 22300 0 0 AES CORPORATION/THE Common Stock 00130H105 31043 1716999 SH SOLE 1716999 0 0 AFFILIATED MANAGERS GROUP Common Stock 008252108 10989 102600 SH SOLE 102600 0 0 AFLAC INC Common Stock 001055102 116428 2328568 SH SOLE 2328568 0 0 AG MORTGAGE INVSTMNT TRUS Common Stock 001228105 488 29000 SH SOLE 29000 0 0 AGCO CORPORATION Common Stock 001084102 11849 170365 SH SOLE 170365 0 0 AGENUS INC Common Stock 00847G705 207 69600 SH SOLE 69600 0 0 AGEX THERAPEUTICS INC Common Stock 00848H108 28 6949 SH SOLE 6949 0 0 AGILENT TECHNOLOGIES INC Common Stock 00846U101 63444 789298 SH SOLE 789298 0 0 AGILYSYS INC Common Stock 00847J105 298 14100 SH SOLE 14100 0 0 AGIOS PHARMACEUTICALS INC Common Stock 00847X104 8980 133155 SH SOLE 133155 0 0 AGNC INVESTMENT CORP Common Stock 00123Q104 22959 1275500 SH SOLE 1275500 0 0 AGREE REALTY CORP Common Stock 008492100 2427 35000 SH SOLE 35000 0 0 AGROFRESH SOLUTIONS INC Common Stock 00856G109 75 22500 SH SOLE 22500 0 0 AIMMUNE THERAPEUTICS INC Common Stock 00900T107 950 42500 SH SOLE 42500 0 0 AIR LEASE COMPANY Common Stock 00912X302 8031 233800 SH SOLE 233800 0 0 AIR PRODUCTS & CHEMICALS Common Stock 009158106 102947 539100 SH SOLE 539100 0 0 AIR TRANSPORT SERVICES GR Convertible Debt 00922RAB1 3752 3762000 SH SOLE 3762000 0 0 AIR TRANSPORT SVCS GROUP Common Stock 00922R105 1321 57300 SH SOLE 57300 0 0 AIRCASTLE LTD Foreign Stock G0129K104 1328 65600 SH SOLE 65600 0 0 AKAMAI TECHNOLOGIES INC Common Stock 00971T101 24939 347770 SH SOLE 347770 0 0 AKCEA THERAPEUTICS INC Common Stock 00972L107 402 14200 SH SOLE 14200 0 0 AKEBIA THERAPEUTICS INC Common Stock 00972D105 658 80302 SH SOLE 80302 0 0 AKORN INC Common Stock 009728106 326 92500 SH SOLE 92500 0 0 ALAMO GROUP INC Common Stock 011311107 949 9500 SH SOLE 9500 0 0 ALARM.COM HOLDINGS INC Common Stock 011642105 24488 377321 SH SOLE 377321 0 0 ALASKA AIR GROUP INC Common Stock 011659109 21944 391016 SH SOLE 391016 0 0 ALBANY INTL CORP CLASS A Common Stock 012348108 27516 384362 SH SOLE 384362 0 0 ALBEMARLE CORPORATION Common Stock 012653101 26183 319385 SH SOLE 319385 0 0 ALBIREO PHARMA INC Common Stock 01345P106 329 10200 SH SOLE 10200 0 0 ALCOA CORP Common Stock 013872106 9164 325440 SH SOLE 325440 0 0 ALDER BIOPHARMACEUT INC Common Stock 014339105 745 54600 SH SOLE 54600 0 0 ALDEYRA THERAPEUTICS INC Common Stock 01438T106 159 17600 SH SOLE 17600 0 0 ALEXANDER & BALDWIN INC Common Stock 014491104 1704 66973 SH SOLE 66973 0 0 ALEXANDERS INC Common Stock 014752109 903 2400 SH SOLE 2400 0 0 ALEXANDRIA REAL ESTATE Common Stock 015271109 30009 210500 SH SOLE 210500 0 0 ALEXION PHARMACEUTICALS Common Stock 015351109 90300 668001 SH SOLE 668001 0 0 ALIBABA GROUP HOLDING Foreign Stock 01609W102 144756 793402 SH SOLE 793402 0 0 ALICO INC Common Stock 016230104 95 3500 SH SOLE 3500 0 0 ALIGN TECHNOLOGY INC Common Stock 016255101 43588 153300 SH SOLE 153300 0 0 ALKERMES PLC Foreign Stock G01767105 10564 289500 SH SOLE 289500 0 0 ALLAKOS INC Common Stock 01671P100 377 9300 SH SOLE 9300 0 0 ALLEGHANY CORPORATION Common Stock 017175100 21648 35350 SH SOLE 35350 0 0 ALLEGHENY TECHNOLOGIES Common Stock 01741R102 5677 222006 SH SOLE 222006 0 0 ALLEGIANCE BANCSHARES INC Common Stock 01748H107 432 12800 SH SOLE 12800 0 0 ALLEGIANT TRAVEL CO Common Stock 01748X102 2408 18598 SH SOLE 18598 0 0 ALLEGION PLC Foreign Stock G0176J109 57031 628717 SH SOLE 628717 0 0 ALLENA PHARMACEUTICALS IN Common Stock 018119107 73 10400 SH SOLE 10400 0 0 ALLERGAN PLC Foreign Stock G0177J108 156369 1068019 SH SOLE 1068019 0 0 ALLETE INC Common Stock 018522300 16502 200678 SH SOLE 200678 0 0 ALLIANCE DATA SYSTEMS Common Stock 018581108 17671 100986 SH SOLE 100986 0 0 ALLIANT ENERGY CORP Common Stock 018802108 19469 413100 SH SOLE 413100 0 0 ALLIED MOTION TECHNOLOGIE Common Stock 019330109 254 7400 SH SOLE 7400 0 0 ALLISON TRANSMISSION HLDG Common Stock 01973R101 11885 264590 SH SOLE 264590 0 0 ALLOGENE THERAPEUTICS INC Common Stock 019770106 616 21300 SH SOLE 21300 0 0 ALLOT COMMUNICATIONS LTD Foreign Stock M0854Q105 67 8394 SH SOLE 8394 0 0 ALLSCRIPTS HEALTHCARE SO Convertible Debt 01988PAD0 5120 5235000 SH SOLE 5235000 0 0 ALLSCRIPTS HEALTHCARE SOL Common Stock 01988P108 7520 788296 SH SOLE 788296 0 0 ALLSTATE CORPORATION/THE Common Stock 020002101 91828 975025 SH SOLE 975025 0 0 ALLY FINANCIAL INC Common Stock 02005N100 51713 1881143 SH SOLE 1881143 0 0 ALNYLAM PHARMACEUTICALS Common Stock 02043Q107 20873 223363 SH SOLE 223363 0 0 ALPHA & OMEGA SEMICONDUCT Foreign Stock G6331P104 230 20000 SH SOLE 20000 0 0 ALPHABET INC - CLASS A Common Stock 02079K305 971168 825199 SH SOLE 825199 0 0 ALPHABET INC - CLASS C Common Stock 02079K107 1101411 938721 SH SOLE 938721 0 0 ALTA MESA RESOURCES INC Common Stock 02133L109 24 92200 SH SOLE 92200 0 0 ALTAIR ENGINEERING INC-A Common Stock 021369103 2649 71961 SH SOLE 71961 0 0 ALTERYX INC - CLASS A Common Stock 02156B103 28420 338861 SH SOLE 338861 0 0 ALTISOURCE PORTFOLIO SOL Foreign Stock L0175J104 305 12900 SH SOLE 12900 0 0 ALTRA INDUSTRIAL MOTION Common Stock 02208R106 16162 520521 SH SOLE 520521 0 0 ALTRIA GROUP INC Common Stock 02209S103 263856 4594400 SH SOLE 4594400 0 0 AMAG PHARMACEUTICALS INC Common Stock 00163U106 422 32800 SH SOLE 32800 0 0 AMALGAMATED BK OF NY Common Stock 022663108 171 10900 SH SOLE 10900 0 0 AMARIN CORP PLC - ADR Foreign Stock 023111206 259 12489 SH SOLE 12489 0 0 AMAZON.COM INC Common Stock 023135106 1869442 1049806 SH SOLE 1049806 0 0 AMBAC FINANCIAL GROUP INC Common Stock 023139884 805 44400 SH SOLE 44400 0 0 AMBARELLA INC Foreign Stock G037AX101 5334 123472 SH SOLE 123472 0 0 AMBER ROAD INC Common Stock 02318Y108 511 58973 SH SOLE 58973 0 0 AMC ENTERTAINMENT HLDS Common Stock 00165C104 6749 454480 SH SOLE 454480 0 0 AMC NETWORKS INC - CLS A Common Stock 00164V103 8026 141397 SH SOLE 141397 0 0 AMDOCS LIMITED Foreign Stock G02602103 28164 520500 SH SOLE 520500 0 0 AMEDISYS INC Common Stock 023436108 5034 40840 SH SOLE 40840 0 0 AMER EQUITY INVT LIFE HL Common Stock 025676206 16666 616805 SH SOLE 616805 0 0 AMERCO Common Stock 023586100 12297 33100 SH SOLE 33100 0 0 AMEREN CORPORATION Common Stock 023608102 31325 425900 SH SOLE 425900 0 0 AMERESCO INC - CL A Common Stock 02361E108 296 18300 SH SOLE 18300 0 0 AMERICAN AIRLINES GROUP Common Stock 02376R102 22962 722977 SH SOLE 722977 0 0 AMERICAN ASSETS TRUST INC Common Stock 024013104 2228 48577 SH SOLE 48577 0 0 AMERICAN AXLE & MFG HLDGS Common Stock 024061103 1611 112600 SH SOLE 112600 0 0 AMERICAN CAMPUS COMMUNITI Common Stock 024835100 19827 416702 SH SOLE 416702 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 4209 189838 SH SOLE 189838 0 0 AMERICAN ELECTRIC POWER Common Stock 025537101 86943 1038127 SH SOLE 1038127 0 0 AMERICAN EXPRESS COMPANY Common Stock 025816109 187010 1710975 SH SOLE 1710975 0 0 AMERICAN FINANCIAL GROUP Common Stock 025932104 15538 161500 SH SOLE 161500 0 0 AMERICAN HOMES 4 RENT-A Common Stock 02665T306 11191 492568 SH SOLE 492568 0 0 AMERICAN INTL GROUP INC Common Stock 026874784 124177 2883807 SH SOLE 2883807 0 0 AMERICAN NATIONAL INSUR Common Stock 028591105 16787 138939 SH SOLE 138939 0 0 AMERICAN NATL BANKSHARES Common Stock 027745108 318 9100 SH SOLE 9100 0 0 AMERICAN PUBLIC EDUCATION Common Stock 02913V103 467 15500 SH SOLE 15500 0 0 AMERICAN REALTY INVESTORS Common Stock 029174109 73 6000 SH SOLE 6000 0 0 AMERICAN RENAL ASSOCIATES Common Stock 029227105 92 15000 SH SOLE 15000 0 0 AMERICAN SOFTWARE-CL A Common Stock 029683109 6119 512046 SH SOLE 512046 0 0 AMERICAN STATES WATER CO Common Stock 029899101 3931 55131 SH SOLE 55131 0 0 AMERICAN TOWER CORP Common Stock 03027X100 218161 1107078 SH SOLE 1107078 0 0 AMERICAN VANGUARD CORP Common Stock 030371108 523 30400 SH SOLE 30400 0 0 AMERICAN WATER WORKS CO Common Stock 030420103 65380 627086 SH SOLE 627086 0 0 AMERICAN WOODMARK CORP Common Stock 030506109 1248 15100 SH SOLE 15100 0 0 AMERICA'S CAR-MART INC Common Stock 03062T105 1147 12562 SH SOLE 12562 0 0 AMERICOLD REALTY TRUST Common Stock 03064D108 3055 100115 SH SOLE 100115 0 0 AMERIPRISE FINANCIAL INC Common Stock 03076C106 35061 273700 SH SOLE 273700 0 0 AMERIS BANCORP Common Stock 03076K108 4496 130900 SH SOLE 130900 0 0 AMERISAFE INC Common Stock 03071H100 4412 74271 SH SOLE 74271 0 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 29023 364977 SH SOLE 364977 0 0 AMES NATIONAL CORP Common Stock 031001100 255 9300 SH SOLE 9300 0 0 AMETEK INC Common Stock 031100100 60887 733848 SH SOLE 733848 0 0 AMGEN INC Common Stock 031162100 320468 1686852 SH SOLE 1686852 0 0 AMICUS THERAPEUTICS INC Common Stock 03152W109 2524 185600 SH SOLE 185600 0 0 AMKOR TECHNOLOGIES INC Common Stock 031652100 1579 184913 SH SOLE 184913 0 0 AMN HEALTHCARE SERVICES Common Stock 001744101 3264 69322 SH SOLE 69322 0 0 AMNEAL PHARMACEUTICALS Common Stock 03168L105 1539 108616 SH SOLE 108616 0 0 AMPHASTAR PHARMACEUTICALS Common Stock 03209R103 1046 51189 SH SOLE 51189 0 0 AMPHENOL CORP CLASS A Common Stock 032095101 85796 908467 SH SOLE 908467 0 0 AMPIO PHARMACEUTICALS IN Common Stock 03209T109 49 87500 SH SOLE 87500 0 0 AMYRIS INC Common Stock 03236M200 56 26800 SH SOLE 26800 0 0 ANADARKO PETROLEUM CORP Common Stock 032511107 56100 1233504 SH SOLE 1233504 0 0 ANALOG DEVICES Common Stock 032654105 164840 1565876 SH SOLE 1565876 0 0 ANAPLAN INC Common Stock 03272L108 1228 31205 SH SOLE 31205 0 0 ANAPTYSBIO INC Common Stock 032724106 1541 21100 SH SOLE 21100 0 0 ANDERSONS INC/THE Common Stock 034164103 861 26700 SH SOLE 26700 0 0 ANGIODYNAMICS INC Common Stock 03475V101 1575 68900 SH SOLE 68900 0 0 ANI PHARMACEUTICALS INC Common Stock 00182C103 1657 23494 SH SOLE 23494 0 0 ANIKA THERAPEUTICS INC Common Stock 035255108 423 14000 SH SOLE 14000 0 0 ANIXTER INTERNATIONAL INC Common Stock 035290105 13480 240234 SH SOLE 240234 0 0 ANNALY CAPITAL MGMNT INC Common Stock 035710409 34606 3464050 SH SOLE 3464050 0 0 ANSYS INC Common Stock 03662Q105 82546 451789 SH SOLE 451789 0 0 ANTARES PHARMA INC Common Stock 036642106 340 112200 SH SOLE 112200 0 0 ANTERO RESOURCES CORP Common Stock 03674X106 8422 953800 SH SOLE 953800 0 0 ANTHEM INC Common Stock 036752103 208552 726712 SH SOLE 726712 0 0 ANWORTH MORTGAGE ASSET CR Common Stock 037347101 297 73400 SH SOLE 73400 0 0 AON PLC Foreign Stock G0408V102 166794 977119 SH SOLE 977119 0 0 APACHE CORPORATION Common Stock 037411105 56051 1617156 SH SOLE 1617156 0 0 APARTMENT INVT & MGMT CO Common Stock 03748R754 18399 365866 SH SOLE 365866 0 0 APELLIS PHARMACEUTICALS I Common Stock 03753U106 665 34100 SH SOLE 34100 0 0 APERGY CORP Common Stock 03755L104 12045 293358 SH SOLE 293358 0 0 APOGEE ENTERPRISES INC Common Stock 037598109 1020 27200 SH SOLE 27200 0 0 APOLLO COMMERCIAL REAL ES Common Stock 03762U105 2203 121034 SH SOLE 121034 0 0 APOLLO MEDICAL HOLDINGS I Common Stock 03763A207 152 8300 SH SOLE 8300 0 0 APPFOLIO INC - A Common Stock 03783C100 2850 35893 SH SOLE 35893 0 0 APPLE HOSPITALITY REIT IN Common Stock 03784Y200 6748 414000 SH SOLE 414000 0 0 APPLE INC Common Stock 037833100 2227949 11729132 SH SOLE 11729132 0 0 APPLIED INDUSTRIAL TECH Common Stock 03820C105 7587 127570 SH SOLE 127570 0 0 APPLIED MATERIALS INC Common Stock 038222105 88958 2243022 SH SOLE 2243022 0 0 APPLIED OPTOELECTRONICS Common Stock 03823U102 250 20500 SH SOLE 20500 0 0 APPROACH RESOURCES INC Common Stock 03834A103 16 45800 SH SOLE 45800 0 0 APTARGROUP INC Common Stock 038336103 28716 269917 SH SOLE 269917 0 0 APTINYX INC Common Stock 03836N103 49 12065 SH SOLE 12065 0 0 APTIV PLC Foreign Stock G6095L109 79246 996936 SH SOLE 996936 0 0 AQUA AMERICA INC Common Stock 03836W103 15983 438600 SH SOLE 438600 0 0 AQUANTIA CORP Common Stock 03842Q108 229 25300 SH SOLE 25300 0 0 AQUAVENTURE HOLDINGS LTD Foreign Stock G0443N107 601 31050 SH SOLE 31050 0 0 AQUESTIVE THERAPEUTICS IN Common Stock 03843E104 31 4500 SH SOLE 4500 0 0 ARAMARK Common Stock 03852U106 13079 442609 SH SOLE 442609 0 0 ARATANA THERAPEUTICS Common Stock 03874P101 166 46001 SH SOLE 46001 0 0 ARBOR REALTY TRUST INC Common Stock 038923108 834 64329 SH SOLE 64329 0 0 ARBUTUS BIOPHARMA CORP Foreign Stock 03879J100 88 24500 SH SOLE 24500 0 0 ARCBEST CORP Common Stock 03937C105 1870 60718 SH SOLE 60718 0 0 ARCH CAPITAL GROUP LTD Foreign Stock G0450A105 32553 1007200 SH SOLE 1007200 0 0 ARCH COAL INC Common Stock 039380407 2266 24826 SH SOLE 24826 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 42949 995800 SH SOLE 995800 0 0 ARCHROCK INC Common Stock 03957W106 1220 124700 SH SOLE 124700 0 0 ARCONIC INC Convertible Debt 74973WAB3 6054 6132000 SH SOLE 6132000 0 0 ARCONIC INC Common Stock 03965L100 16492 863011 SH SOLE 863011 0 0 ARCOSA INC Common Stock 039653100 2760 90332 SH SOLE 90332 0 0 ARCUS BIOSCIENCES INC Common Stock 03969F109 390 31200 SH SOLE 31200 0 0 ARDAGH GROUP SA Foreign Stock L0223L101 417 32100 SH SOLE 32100 0 0 ARDELYX INC Common Stock 039697107 92 32800 SH SOLE 32800 0 0 ARDMORE SHIPPING CORP Foreign Stock Y0207T100 108 17500 SH SOLE 17500 0 0 ARENA PHARMACEUTICALS INC Common Stock 040047607 2298 51260 SH SOLE 51260 0 0 ARES CAPITAL CORP Convertible Debt 04010LAT0 9978 10008000 SH SOLE 10008000 0 0 ARES COMMERCIAL REAL ESTA Common Stock 04013V108 428 28200 SH SOLE 28200 0 0 ARGAN INC Common Stock 04010E109 714 14300 SH SOLE 14300 0 0 ARGENX SE - ADR Foreign Stock 04016X101 9845 78864 SH SOLE 78864 0 0 ARGO GROUP INTL HLDGS Foreign Stock G0464B107 2247 31804 SH SOLE 31804 0 0 ARISTA NETWORKS INC Common Stock 040413106 36035 114594 SH SOLE 114594 0 0 ARLINGTON ASSET INVST-CLA Common Stock 041356205 225 28300 SH SOLE 28300 0 0 ARLO TECHNOLOGIES INC Common Stock 04206A101 263 63700 SH SOLE 63700 0 0 ARMADA HOFFLER PROP REIT Common Stock 04208T108 744 47700 SH SOLE 47700 0 0 ARMOUR RESIDENTIAL REIT Common Stock 042315507 798 40875 SH SOLE 40875 0 0 ARMSTRONG FLOORING INC Common Stock 04238R106 307 22600 SH SOLE 22600 0 0 ARMSTRONG WORLD INDUSTRIE Common Stock 04247X102 6647 83700 SH SOLE 83700 0 0 ARQULE INC Common Stock 04269E107 509 106300 SH SOLE 106300 0 0 ARRAY BIOPHARMA INC Common Stock 04269X105 13522 554618 SH SOLE 554618 0 0 ARRIS INTERNATIONAL PLC Foreign Stock G0551A103 9790 309700 SH SOLE 309700 0 0 ARROW ELECTRONICS Common Stock 042735100 21978 285200 SH SOLE 285200 0 0 ARROW FINANCIAL CORP Common Stock 042744102 423 12850 SH SOLE 12850 0 0 ARROWHEAD PHARMACEUTICALS Common Stock 04280A100 6820 371657 SH SOLE 371657 0 0 ARTESIAN RESOURCES-CL A Common Stock 043113208 1088 29205 SH SOLE 29205 0 0 ARTHUR J GALLAGHER & CO Common Stock 363576109 30775 394040 SH SOLE 394040 0 0 ARTISAN PARTNERS ASSET MG Common Stock 04316A108 6996 277956 SH SOLE 277956 0 0 ARVINS INC Common Stock 04335A105 69 4700 SH SOLE 4700 0 0 ASBURY AUTOMOTIVE GROUP Common Stock 043436104 1697 24464 SH SOLE 24464 0 0 ASCENA RETAIL GROUP INC Common Stock 04351G101 903 836376 SH SOLE 836376 0 0 ASCENDIS PHARMA A/S - ADR Foreign Stock 04351P101 27430 233048 SH SOLE 233048 0 0 ASE INDUSTRIAL HOLDING CO Foreign Stock 00215W100 1954 453370 SH SOLE 453370 0 0 ASGN INC Common Stock 00191U102 4674 73612 SH SOLE 73612 0 0 ASHFORD HOSPITALITY TRUST Common Stock 044103109 383 80700 SH SOLE 80700 0 0 ASHFORD INC Common Stock 044104107 89 1600 SH SOLE 1600 0 0 ASHLAND GLOBAL HLDGS INC Common Stock 044186104 9462 121100 SH SOLE 121100 0 0 ASML HLDING NV-NY REG SHS Foreign Stock N07059210 5214 27725 SH SOLE 27725 0 0 ASPEN TECHNOLOGY INC Common Stock 045327103 20442 196068 SH SOLE 196068 0 0 ASSEMBLY BIOSCIENCES INC Common Stock 045396108 459 23300 SH SOLE 23300 0 0 ASSERTIO THERAPEUTICS INC Common Stock 04545L107 496 97913 SH SOLE 97913 0 0 ASSOCIATED BANC-CORP Common Stock 045487105 6598 309031 SH SOLE 309031 0 0 ASSOCIATED CAPITAL GRP-A Common Stock 045528106 119 3000 SH SOLE 3000 0 0 ASSURANT INC Common Stock 04621X108 9472 99800 SH SOLE 99800 0 0 ASSURED GUARANTY LTD Foreign Stock G0585R106 11029 248236 SH SOLE 248236 0 0 ASTEC INDUSTRIES INC Common Stock 046224101 850 22500 SH SOLE 22500 0 0 ASTRONICS CORP Common Stock 046433108 681 20800 SH SOLE 20800 0 0 ASURE SOFTWARE INC Common Stock 04649U102 67 11000 SH SOLE 11000 0 0 AT HOME GROUP INC Common Stock 04650Y100 848 47500 SH SOLE 47500 0 0 AT&T INC Common Stock 00206R102 559656 17846169 SH SOLE 17846169 0 0 ATARA BIOTHERAPEUTICS INC Common Stock 046513107 1741 43800 SH SOLE 43800 0 0 ATENTO SA Foreign Stock L0427L105 209 57826 SH SOLE 57826 0 0 ATHENE HOLDING LTD-CLASS Foreign Stock G0684D107 16777 411200 SH SOLE 411200 0 0 ATHENEX INC Common Stock 04685N103 573 46800 SH SOLE 46800 0 0 ATHERSYS INC Common Stock 04744L106 116 77600 SH SOLE 77600 0 0 ATKORE INTERNATIONAL GROU Common Stock 047649108 2417 112252 SH SOLE 112252 0 0 ATLANTIC CAPITAL BANCSHAR Common Stock 048269203 506 28400 SH SOLE 28400 0 0 ATLANTIC POWER CORP Common Stock 04878Q863 176 69800 SH SOLE 69800 0 0 ATLANTICA YIELD PLC Foreign Stock G0751N103 602 30945 SH SOLE 30945 0 0 ATLAS AIR WORLDWIDE HLDG Convertible Debt 049164BH8 4125 3936000 SH SOLE 3936000 0 0 ATLAS AIR WORLDWIDE HLDGS Common Stock 049164205 1971 38987 SH SOLE 38987 0 0 ATLASSIAN CORP PLC-CL A Foreign Stock G06242104 37362 332430 SH SOLE 332430 0 0 ATMOS ENERGY CORPORATION Common Stock 049560105 20601 200150 SH SOLE 200150 0 0 ATN INTERNATIONAL INC Common Stock 00215F107 581 10300 SH SOLE 10300 0 0 ATRICURE INC Common Stock 04963C209 991 37000 SH SOLE 37000 0 0 ATRION CORP Common Stock 049904105 2812 3200 SH SOLE 3200 0 0 AUBURN NATL ANCORPORATION Common Stock 050473107 103 2600 SH SOLE 2600 0 0 AUDENTES THERAPEUTICS INC Common Stock 05070R104 1459 37400 SH SOLE 37400 0 0 AUDIOCODES LTD Common Stock M15342104 103 7425 SH SOLE 7425 0 0 AUTODESK INC Common Stock 052769106 64268 412450 SH SOLE 412450 0 0 AUTOHOME INC-ADR Foreign Stock 05278C107 15353 146056 SH SOLE 146056 0 0 AUTOLIV INC Common Stock 052800109 3290 44743 SH SOLE 44743 0 0 AUTOLUS THERAPEUTICS PLC Foreign Stock 05280R100 200 6362 SH SOLE 6362 0 0 AUTOMATIC DATA PROCESSING Common Stock 053015103 239484 1499209 SH SOLE 1499209 0 0 AUTONATION INC Common Stock 05329W102 4526 126700 SH SOLE 126700 0 0 AUTOZONE INC Common Stock 053332102 87962 85890 SH SOLE 85890 0 0 AVADEL PHARMACEUTICALS Foreign Stock 05337M104 9 6217 SH SOLE 6217 0 0 AVALARA INC Common Stock 05338G106 2296 41159 SH SOLE 41159 0 0 AVALONBAY COMMUNITIES INC Common Stock 053484101 64796 322800 SH SOLE 322800 0 0 AVANGRID INC Common Stock 05351W103 24199 480614 SH SOLE 480614 0 0 AVANOS MEDICAL INC Common Stock 05350V106 5149 120652 SH SOLE 120652 0 0 AVAYA HOLDINGS CORP Common Stock 05351X101 1728 102700 SH SOLE 102700 0 0 AVEO PHARMACEUTICALS Common Stock 053588109 58 70400 SH SOLE 70400 0 0 AVERY DENNISON CORP Common Stock 053611109 24069 213000 SH SOLE 213000 0 0 AVID BIOSERVICES INC Common Stock 05368M106 178 41800 SH SOLE 41800 0 0 AVID TECHNOLOGY INC Common Stock 05367P100 99 13300 SH SOLE 13300 0 0 AVIS BUDGET GROUP INC Common Stock 053774105 2574 73835 SH SOLE 73835 0 0 AVISTA CORPORATION Common Stock 05379B107 2693 66300 SH SOLE 66300 0 0 AVNET INC Common Stock 053807103 18653 430086 SH SOLE 430086 0 0 AVROBIO INC Common Stock 05455M100 150 6800 SH SOLE 6800 0 0 AXA EQUITABLE HOLDINGS IN Common Stock 054561105 9776 485400 SH SOLE 485400 0 0 AXALTA COATING SYSTEMS LT Foreign Stock G0750C108 18214 722500 SH SOLE 722500 0 0 AXCELIS TECHNOLOGIES INC Common Stock 054540208 633 31475 SH SOLE 31475 0 0 AXIS CAPITAL HOLDINGS LTD Foreign Stock G0692U109 8304 151587 SH SOLE 151587 0 0 AXOGEN INC Common Stock 05463X106 701 33300 SH SOLE 33300 0 0 AXON ENTERPRISE INC Common Stock 05464C101 4520 83076 SH SOLE 83076 0 0 AXONICS MODULATION TECH Common Stock 05465P101 60 2500 SH SOLE 2500 0 0 AXOS FINANCIAL INC Common Stock 05465C100 1915 66121 SH SOLE 66121 0 0 AZZ INC Common Stock 002474104 1040 25400 SH SOLE 25400 0 0 B O K FINANCIAL CORP Common Stock 05561Q201 5253 64416 SH SOLE 64416 0 0 B&G FOODS INC - CLASS A Common Stock 05508R106 2003 82003 SH SOLE 82003 0 0 B. RILEY FINANCIAL INC Common Stock 05580M108 350 20994 SH SOLE 20994 0 0 BABCOCK & WILCOX ENTERPRI Common Stock 05614L100 15 35450 SH SOLE 35450 0 0 BADGER METER INC Common Stock 056525108 1669 30000 SH SOLE 30000 0 0 BAIDU INC - SPONS ADR Foreign Stock 056752108 75365 457172 SH SOLE 457172 0 0 BAKER HUGHES A GE CO Common Stock 05722G100 38162 1376700 SH SOLE 1376700 0 0 BALCHEM CORP Common Stock 057665200 40006 431095 SH SOLE 431095 0 0 BALL CORPORATION Common Stock 058498106 64576 1116067 SH SOLE 1116067 0 0 BANC OF CALIFORNIA INC Common Stock 05990K106 562 40600 SH SOLE 40600 0 0 BANCFIRST CORP Common Stock 05945F103 1815 34796 SH SOLE 34796 0 0 BANCO SANTANDER BRASIL SA Foreign Stock 05967A107 551 49076 SH SOLE 49076 0 0 BANCO SANTANDER MEXICO SA Foreign Stock 05969B103 1452 214469 SH SOLE 214469 0 0 BANCO SANTANDER-CHILE-ADR Foreign Stock 05965X109 4579 153915 SH SOLE 153915 0 0 BANCOLOMBIA S.A. ADR Foreign Stock 05968L102 5070 99300 SH SOLE 99300 0 0 BANCORP INC/THE Common Stock 05969A105 402 49800 SH SOLE 49800 0 0 BANCORPSOUTH BANK Common Stock 05971J102 2799 99170 SH SOLE 99170 0 0 BANK OF AMERICA Preferred Stock 060505682 12178 9354 SH SOLE 9354 0 0 BANK OF AMERICA CORP Common Stock 060505104 646426 23429716 SH SOLE 23429716 0 0 BANK OF COMMERCE HOLDINGS Common Stock 06424J103 174 16500 SH SOLE 16500 0 0 BANK OF HAWAII CORP Common Stock 062540109 11159 141483 SH SOLE 141483 0 0 BANK OF MARIN BANCORP/CA Common Stock 063425102 640 15740 SH SOLE 15740 0 0 BANK OF NEW YORK MELLON Common Stock 064058100 133432 2645890 SH SOLE 2645890 0 0 BANK OF NT BUTTERFIELD & Foreign Stock G0772R208 1923 53600 SH SOLE 53600 0 0 BANK OZK Common Stock 06417N103 7719 266370 SH SOLE 266370 0 0 BANK7 CORP Common Stock 06652N107 7 400 SH SOLE 400 0 0 BANKFINANCIAL CORP Common Stock 06643P104 229 15400 SH SOLE 15400 0 0 BANKUNITED INC Common Stock 06652K103 6269 187700 SH SOLE 187700 0 0 BANKWELL FINANCIAL GROUP Common Stock 06654A103 210 7200 SH SOLE 7200 0 0 BANNER CORP Common Stock 06652V208 9305 171771 SH SOLE 171771 0 0 BAOZUN INC ADR Foreign Stock 06684L103 2268 54600 SH SOLE 54600 0 0 BAR HARBOR BANKSHARES Common Stock 066849100 432 16687 SH SOLE 16687 0 0 BARCLAY PLC-SPONS ADR Foreign Stock 06738E204 11544 1443032 SH SOLE 1443032 0 0 BARNES & NOBLE EDUCATION Common Stock 06777U101 143 34161 SH SOLE 34161 0 0 BARNES & NOBLE INC Common Stock 067774109 265 48800 SH SOLE 48800 0 0 BARNES GROUP INC Common Stock 067806109 6269 121941 SH SOLE 121941 0 0 BARRETT BUSINESS SVCS INC Common Stock 068463108 541 7000 SH SOLE 7000 0 0 BASIC ENERGY SAERVICES IN Common Stock 06985P209 71 18600 SH SOLE 18600 0 0 BASSETT FURNITURE INDSTRY Common Stock 070203104 192 11700 SH SOLE 11700 0 0 BAXTER INTERNATIONAL INC Common Stock 071813109 106820 1313735 SH SOLE 1313735 0 0 BAYCOM CORP Common Stock 07272M107 258 11400 SH SOLE 11400 0 0 BB&T CORPORATION Common Stock 054937107 83197 1788037 SH SOLE 1788037 0 0 BBX CAPITAL CORP Common Stock 05491N104 366 61800 SH SOLE 61800 0 0 BCB BANCORP INC Common Stock 055298103 208 15500 SH SOLE 15500 0 0 BEACON ROOFING SUPPLY INC Common Stock 073685109 15435 479952 SH SOLE 479952 0 0 BEASLEY BROADCAST GRP INC Common Stock 074014101 0 91 SH SOLE 91 0 0 BEAZER HOMES USA INC Common Stock 07556Q881 306 26600 SH SOLE 26600 0 0 BECTON DICKINSON & CO Common Stock 075887109 207808 832129 SH SOLE 832129 0 0 BED BATH & BEYOND INC Common Stock 075896100 2309 135900 SH SOLE 135900 0 0 BEIGENE LTD - ADR Foreign Stock 07725L102 11090 84013 SH SOLE 84013 0 0 BEL FUSE INC CLASS B Common Stock 077347300 286 11300 SH SOLE 11300 0 0 BELDEN INC Common Stock 077454106 3984 74189 SH SOLE 74189 0 0 BELLICUM PHARMACEUTICALS Common Stock 079481107 106 31600 SH SOLE 31600 0 0 BELMOND LTD-CLASS A Foreign Stock G1154H107 2294 92000 SH SOLE 92000 0 0 BEMIS COMPANY Common Stock 081437105 8799 158600 SH SOLE 158600 0 0 BENCHMARK ELECTRONICS INC Common Stock 08160H101 2087 79511 SH SOLE 79511 0 0 BENEFITFOCUS INC Common Stock 08180D106 13203 266611 SH SOLE 266611 0 0 BERKSHIRE HATHAWAY INC-CL Common Stock 084670702 1039691 5175424 SH SOLE 5175424 0 0 BERKSHIRE HILLS BANCORP I Common Stock 084680107 1090 40000 SH SOLE 40000 0 0 BERRY GLOBAL GROUP INC Common Stock 08579W103 21994 408287 SH SOLE 408287 0 0 BERRY PETROLEUM CORP Common Stock 08579X101 170 14700 SH SOLE 14700 0 0 BEST BUY COMPANY INC Common Stock 086516101 33113 465980 SH SOLE 465980 0 0 BG STAFFING INC Common Stock 05544A109 544 24895 SH SOLE 24895 0 0 BGC PARTNERS INC Common Stock 05541T101 2753 518400 SH SOLE 518400 0 0 BHP BILLITON ADR Foreign Stock 05545E209 4852 100500 SH SOLE 100500 0 0 BIG 5 SPORTING GOODS CORP Common Stock 08915P101 52 16350 SH SOLE 16350 0 0 BIG LOTS INC Common Stock 089302103 5919 155682 SH SOLE 155682 0 0 BIGLARI HOLDINGS INC-CL A Common Stock 08986R408 94 128 SH SOLE 128 0 0 BIGLARI HOLDINGS INC-CL B Common Stock 08986R309 181 1280 SH SOLE 1280 0 0 BIOCRYST PHARMACEUTICALS Common Stock 09058V103 829 101800 SH SOLE 101800 0 0 BIOGEN INC Common Stock 09062X103 112097 474225 SH SOLE 474225 0 0 BIOHAVEN PHARM HLDG CO Foreign Stock G11196105 1864 36216 SH SOLE 36216 0 0 BIOLIFE SOLUTIONS INC Common Stock 09062W204 716 40000 SH SOLE 40000 0 0 BIOMARIN PHARMACEUTICAL Convertible Debt 09061GAH4 8626 8431000 SH SOLE 8431000 0 0 BIOMARIN PHARMACEUTICAL Common Stock 09061G101 29705 334400 SH SOLE 334400 0 0 BIO-RAD LABS INC - CL A Common Stock 090572207 12869 42100 SH SOLE 42100 0 0 BIOSCRIP INC Common Stock 09069N108 233 116700 SH SOLE 116700 0 0 BIOSPECIFICS TECHNOLOGIES Common Stock 090931106 585 9384 SH SOLE 9384 0 0 BIO-TECHNE CORP Common Stock 09073M104 69921 352156 SH SOLE 352156 0 0 BIOTELEMETRY INC Common Stock 090672106 5107 81563 SH SOLE 81563 0 0 BIOTIME INC Common Stock 09066L105 91 69500 SH SOLE 69500 0 0 BJ'S RESTAURANTS INC Common Stock 09180C106 1852 39167 SH SOLE 39167 0 0 BJ'S WHOLESALE CLUB HOLDI Common Stock 05550J101 9061 330698 SH SOLE 330698 0 0 BLACK HILLS CORPORATION Common Stock 092113109 5161 69674 SH SOLE 69674 0 0 BLACK KNIGHT INC Common Stock 09215C105 14818 271885 SH SOLE 271885 0 0 BLACKBAUD INC Common Stock 09227Q100 50431 632519 SH SOLE 632519 0 0 BLACKBERRY LTD Foreign Stock 09228F103 6880 681906 SH SOLE 681906 0 0 BLACKLINE INC Common Stock 09239B109 16581 357975 SH SOLE 357975 0 0 BLACKROCK INC Common Stock 09247X101 135263 316500 SH SOLE 316500 0 0 BLACKSTONE MORTGAGE TR Convertible Debt 09257WAB6 4036 4005000 SH SOLE 4005000 0 0 BLACKSTONE MORTGAGE TR Convertible Debt 09257WAC4 2254 2237000 SH SOLE 2237000 0 0 BLACKSTONE MORTGAGE TRU-C Common Stock 09257W100 3891 112600 SH SOLE 112600 0 0 BLOOM ENERGY CORP - CL A Common Stock 093712107 588 45486 SH SOLE 45486 0 0 BLOOMIN' BRANDS INC Common Stock 094235108 1681 82200 SH SOLE 82200 0 0 BLUCORA INC Common Stock 095229100 1559 46700 SH SOLE 46700 0 0 BLUE BIRD CORP Common Stock 095306106 220 13000 SH SOLE 13000 0 0 BLUE HILLS BANCORP INC Common Stock 095573101 612 25600 SH SOLE 25600 0 0 BLUEBIRD BIO INC Common Stock 09609G100 26642 169340 SH SOLE 169340 0 0 BLUEGREEN VACATIONS CORP Common Stock 09629F108 160 10800 SH SOLE 10800 0 0 BLUELINX HOLDINGS INC Common Stock 09624H208 266 10000 SH SOLE 10000 0 0 BLUEPRINT MEDICINES CORP Common Stock 09627Y109 4089 51077 SH SOLE 51077 0 0 BLUEROCK RESIDENTIAL GROW Common Stock 09627J102 218 20200 SH SOLE 20200 0 0 BMC STOCK HOLDINGS INC Common Stock 05591B109 1168 66100 SH SOLE 66100 0 0 BOEING COMPANY/THE Common Stock 097023105 485842 1273772 SH SOLE 1273772 0 0 BOINGO WIRELESS INC Common Stock 09739C102 2898 124488 SH SOLE 124488 0 0 BOISE CASCADE COMPANY Common Stock 09739D100 1542 57629 SH SOLE 57629 0 0 BONANZA CREEK ENERGY INC Common Stock 097793400 408 18000 SH SOLE 18000 0 0 BOOKING HOLDINGS INC Convertible Debt 741503AX4 8112 7349000 SH SOLE 7349000 0 0 BOOKING HOLDINGS INC Common Stock 09857L108 202950 116310 SH SOLE 116310 0 0 BOOT BARN HOLDINGS INC Common Stock 099406100 795 27000 SH SOLE 27000 0 0 BOOZ ALLEN HAMILTON HLDG Common Stock 099502106 25013 430224 SH SOLE 430224 0 0 BORGWARNER INC Common Stock 099724106 21874 569480 SH SOLE 569480 0 0 BOSTON BEER COMPANY CL-A Common Stock 100557107 2446 8300 SH SOLE 8300 0 0 BOSTON OMAHA CORP - CL A Common Stock 101044105 140 5600 SH SOLE 5600 0 0 BOSTON PRIVATE FINANCIAL Common Stock 101119105 895 81700 SH SOLE 81700 0 0 BOSTON PROPERTIES INC Common Stock 101121101 39361 294000 SH SOLE 294000 0 0 BOSTON SCIENTIFIC CORP Common Stock 101137107 131157 3417324 SH SOLE 3417324 0 0 BOTTOMLINE TECHNOLOGIES Common Stock 101388106 2189 43700 SH SOLE 43700 0 0 BOX INC - CLASS A Common Stock 10316T104 2429 125800 SH SOLE 125800 0 0 BOYD GAMING CORPORATION Common Stock 103304101 2709 99009 SH SOLE 99009 0 0 BP PLC-SP ADR Foreign Stock 055622104 31591 722578 SH SOLE 722578 0 0 BRADY CORP CLASS A Common Stock 104674106 2251 48500 SH SOLE 48500 0 0 BRAEMAR HOTELS & RESORTS Common Stock 10482B101 307 25118 SH SOLE 25118 0 0 BRANDYWINE REALTY TRUST Common Stock 105368203 5200 327900 SH SOLE 327900 0 0 BRIDGE BANCORP INC Common Stock 108035106 542 18500 SH SOLE 18500 0 0 BRIDGEWATER BANCSHARES Common Stock 108621103 135 13100 SH SOLE 13100 0 0 BRIGGS & STRATTON CORP Common Stock 109043109 522 44100 SH SOLE 44100 0 0 BRIGHT HORIZONS FAMILY SO Common Stock 109194100 38631 303918 SH SOLE 303918 0 0 BRIGHTCOVE Common Stock 10921T101 250 29700 SH SOLE 29700 0 0 BRIGHTHOUSE FINANCIAL INC Common Stock 10922N103 8273 227981 SH SOLE 227981 0 0 BRIGHTSPHERE INVESTMENT Foreign Stock G1644T109 1424 104983 SH SOLE 104983 0 0 BRIGHTVIEW HOLDINGS INC Common Stock 10948C107 397 27600 SH SOLE 27600 0 0 BRINKER INTERNATIONAL INC Common Stock 109641100 1920 43264 SH SOLE 43264 0 0 BRINK'S COMPANY/THE Common Stock 109696104 5107 67726 SH SOLE 67726 0 0 BRISTOL-MYERS SQUIBB CO Common Stock 110122108 189948 3981300 SH SOLE 3981300 0 0 BRISTOW GROUP INC Common Stock 110394103 36 32100 SH SOLE 32100 0 0 BRIXMOR PROPERTY GROUP Common Stock 11120U105 10168 553500 SH SOLE 553500 0 0 BROADCOM INC Common Stock 11135F101 284217 945154 SH SOLE 945154 0 0 BROADRIDGE FINANCIAL Common Stock 11133T103 36173 348857 SH SOLE 348857 0 0 BROOKDALE SENIOR LIVING Common Stock 112463104 1207 183400 SH SOLE 183400 0 0 BROOKFIELD PROPERTY REIT Common Stock 11282X103 4375 213500 SH SOLE 213500 0 0 BROOKLINE BANCORP INC Common Stock 11373M107 2122 147393 SH SOLE 147393 0 0 BROOKS AUTOMATION INC Common Stock 114340102 4454 151847 SH SOLE 151847 0 0 BROWN & BROWN INC Common Stock 115236101 32420 1098600 SH SOLE 1098600 0 0 BROWN-FORMAN CORP - CL A Common Stock 115637100 28083 548819 SH SOLE 548819 0 0 BROWN-FORMAN CORP CLASS B Common Stock 115637209 46874 888101 SH SOLE 888101 0 0 BRT APARTMENTS CORP Common Stock 055645303 126 9100 SH SOLE 9100 0 0 BRUKER CORP Common Stock 116794108 17095 444726 SH SOLE 444726 0 0 BRUNSWICK CORPORATION Common Stock 117043109 8536 169591 SH SOLE 169591 0 0 BRYN MAWR BANK CORP Common Stock 117665109 708 19600 SH SOLE 19600 0 0 BSB BANCORP INC Common Stock 05573H108 368 11200 SH SOLE 11200 0 0 BUCKLE INC/THE Common Stock 118440106 2668 142497 SH SOLE 142497 0 0 BUILD-A-BEAR WORKSHOP INC Common Stock 120076104 1769 290000 SH SOLE 290000 0 0 BUILDERS FIRSTSOURCE INC Common Stock 12008R107 1479 110900 SH SOLE 110900 0 0 BUNGE LIMITED Foreign Stock G16962105 16993 320207 SH SOLE 320207 0 0 BURLINGTON STORES INC Common Stock 122017106 22924 146311 SH SOLE 146311 0 0 BUSINESS FIRST BANCSHARES Common Stock 12326C105 297 12100 SH SOLE 12100 0 0 BWX TECHNOLOGIES INC Common Stock 05605H100 27120 547000 SH SOLE 547000 0 0 BYLINE BANCORP INC Common Stock 124411109 322 17400 SH SOLE 17400 0 0 C & F FINANCIAL CORP Common Stock 12466Q104 248 4900 SH SOLE 4900 0 0 C B I Z INC Common Stock 124805102 3256 160884 SH SOLE 160884 0 0 C H ROBINSON WORLDWIDE Common Stock 12541W209 26993 310300 SH SOLE 310300 0 0 C R A INTERNATIONAL INC Common Stock 12618T105 640 12658 SH SOLE 12658 0 0 C&J ENERGY SVCS INC Common Stock 12674R100 1193 76849 SH SOLE 76849 0 0 CABLE ONE INC Common Stock 12685J105 13606 13864 SH SOLE 13864 0 0 CABOT CORP Common Stock 127055101 18963 455519 SH SOLE 455519 0 0 CABOT MICROELECTRONICS Common Stock 12709P103 32353 288972 SH SOLE 288972 0 0 CABOT OIL & GAS CORP Common Stock 127097103 19335 740800 SH SOLE 740800 0 0 CACI INTERNATIONAL INC Common Stock 127190304 5566 30578 SH SOLE 30578 0 0 CACTUS INC - A Common Stock 127203107 1328 37300 SH SOLE 37300 0 0 CADENCE BANCORP Common Stock 12739A100 18780 1012375 SH SOLE 1012375 0 0 CADENCE DESIGN SYSTEMS Common Stock 127387108 40228 633413 SH SOLE 633413 0 0 CADIZ INC Common Stock 127537207 216 22300 SH SOLE 22300 0 0 CAESARS ENTERTAINMENT COR Common Stock 127686103 8961 1031175 SH SOLE 1031175 0 0 CAESARSTONE LTD Foreign Stock M20598104 375 24000 SH SOLE 24000 0 0 CAI INTERNATIONAL INC Common Stock 12477X106 374 16100 SH SOLE 16100 0 0 CALAMP CORP Common Stock 128126109 424 33700 SH SOLE 33700 0 0 CALAVO GROWERS INC Common Stock 128246105 1316 15700 SH SOLE 15700 0 0 CALERES INC Common Stock 129500104 1020 41300 SH SOLE 41300 0 0 CALIFORNIA RESOURCES CORP Common Stock 13057Q206 1179 45870 SH SOLE 45870 0 0 CALIFORNIA WATER SERVICE Common Stock 130788102 2557 47100 SH SOLE 47100 0 0 CALITHERA BIOSCIENCES INC Common Stock 13089P101 82 12100 SH SOLE 12100 0 0 CALIX INC Common Stock 13100M509 312 40500 SH SOLE 40500 0 0 CALLAWAY GOLF Common Stock 131193104 2239 140550 SH SOLE 140550 0 0 CALLON PETROLEUM CO Common Stock 13123X102 5951 788207 SH SOLE 788207 0 0 CAL-MAINE FOODS INC Common Stock 128030202 1366 30600 SH SOLE 30600 0 0 CALYXT INC Common Stock 13173L107 116 6600 SH SOLE 6600 0 0 CAMBREX CORPORATION Common Stock 132011107 2823 72669 SH SOLE 72669 0 0 CAMBRIDGE BANCORP Common Stock 132152109 348 4200 SH SOLE 4200 0 0 CAMDEN NATIONAL CORP Common Stock 133034108 1100 26364 SH SOLE 26364 0 0 CAMDEN PROPERTY TRUST Common Stock 133131102 17894 176300 SH SOLE 176300 0 0 CAMPBELL SOUP COMPANY Common Stock 134429109 12232 320800 SH SOLE 320800 0 0 CAMPING WORLD HOLDINGS IN Common Stock 13462K109 374 26900 SH SOLE 26900 0 0 CAMTEK LTD Common Stock M20791105 423 47418 SH SOLE 47418 0 0 CANADA GOOSE HOLDINGS INC Foreign Stock 135086106 27431 571250 SH SOLE 571250 0 0 CANADIAN SOLAR INC Foreign Stock 136635109 120 6422 SH SOLE 6422 0 0 CANNAE HOLDINGS Common Stock 13765N107 1640 67600 SH SOLE 67600 0 0 CANTEL MEDICAL CORP Common Stock 138098108 31854 476220 SH SOLE 476220 0 0 CAPITAL BANCORP INC/MD Common Stock 139737100 10 900 SH SOLE 900 0 0 CAPITAL CITY BANK GROUP I Common Stock 139674105 285 13100 SH SOLE 13100 0 0 CAPITAL ONE FINANCIAL Common Stock 14040H105 116310 1423800 SH SOLE 1423800 0 0 CAPITAL SENIOR LIVING CP Common Stock 140475104 91 22900 SH SOLE 22900 0 0 CAPITOL FED FINANCIAL IN Common Stock 14057J101 1687 126400 SH SOLE 126400 0 0 CAPRI HOLDINGS LTD Foreign Stock G1890L107 12820 280222 SH SOLE 280222 0 0 CAPSTAR FINANCIAL HOLDING Common Stock 14070T102 133 9200 SH SOLE 9200 0 0 CAPSTEAD MORTGAGE CORP Common Stock 14067E506 1588 184828 SH SOLE 184828 0 0 CARA THERAPEUTICS INC Common Stock 140755109 602 30700 SH SOLE 30700 0 0 CARBO CERAMICS INC Common Stock 140781105 75 21500 SH SOLE 21500 0 0 CARBON BLACK INC Common Stock 14081R103 534 38300 SH SOLE 38300 0 0 CARBONITE INC Common Stock 141337105 5788 233308 SH SOLE 233308 0 0 CARDINAL HEALTH INC Common Stock 14149Y108 58461 1214144 SH SOLE 1214144 0 0 CARDIOVASCULAR SYSTEMS IN Common Stock 141619106 20685 535047 SH SOLE 535047 0 0 CARDLYTICS INC Common Stock 14161W105 149 9000 SH SOLE 9000 0 0 CARDTRONICS INC Convertible Debt 14161HAG3 5442 5500000 SH SOLE 5500000 0 0 CARDTRONICS PLC Foreign Stock G1991C105 2336 65642 SH SOLE 65642 0 0 CARE.COM INC Common Stock 141633107 1366 69152 SH SOLE 69152 0 0 CAREDX INC Common Stock 14167L103 2036 64592 SH SOLE 64592 0 0 CAREER EDUCATION CORP Common Stock 141665109 1066 64500 SH SOLE 64500 0 0 CARETRUST REIT INC Common Stock 14174T107 1980 84400 SH SOLE 84400 0 0 CARGURUS INC Common Stock 141788109 2071 51700 SH SOLE 51700 0 0 CARLISLE COMPANIES INC Common Stock 142339100 23174 188994 SH SOLE 188994 0 0 CARMAX INC Common Stock 143130102 27016 387050 SH SOLE 387050 0 0 CARNIVAL CORPORATION Foreign Stock 143658300 42285 833700 SH SOLE 833700 0 0 CAROLINA FINANCIAL CORP Common Stock 143873107 796 23000 SH SOLE 23000 0 0 CARPENTER TECHNOLOGY CORP Common Stock 144285103 4053 88400 SH SOLE 88400 0 0 CARRIAGE SVC INC CL A Common Stock 143905107 296 15400 SH SOLE 15400 0 0 CARRIZO OIL & GAS INC Common Stock 144577103 3495 280271 SH SOLE 280271 0 0 CARROLS RESTAURANT GROUP Common Stock 14574X104 245 24600 SH SOLE 24600 0 0 CARS.COM Common Stock 14575E105 7695 337510 SH SOLE 337510 0 0 CARTER'S INC Common Stock 146229109 12493 123950 SH SOLE 123950 0 0 CARVANA CO Common Stock 146869102 1899 32700 SH SOLE 32700 0 0 CASA SYSTEMS INC Common Stock 14713L102 221 26600 SH SOLE 26600 0 0 CASELLA WASTE SYSTEMS-CLA Common Stock 147448104 22112 621817 SH SOLE 621817 0 0 CASEY'S GENERAL STORES Common Stock 147528103 11839 91940 SH SOLE 91940 0 0 CASI PHARMACEUTICALS INC Common Stock 14757U109 114 39700 SH SOLE 39700 0 0 CASS INFO SYSTEMS INC Common Stock 14808P109 743 15708 SH SOLE 15708 0 0 CASTLE BRANDS INC Common Stock 148435100 25 36400 SH SOLE 36400 0 0 CASTLIGHT HEALTH INC-B Common Stock 14862Q100 226 60200 SH SOLE 60200 0 0 CATALENT INC Common Stock 148806102 36216 892245 SH SOLE 892245 0 0 CATALYST BIOSCIENCES INC Common Stock 14888D208 45 5600 SH SOLE 5600 0 0 CATALYST PHARMACEUTICALS Common Stock 14888U101 389 76194 SH SOLE 76194 0 0 CATCHMARK TIMBER TRUST-A Common Stock 14912Y202 426 43400 SH SOLE 43400 0 0 CATERPILLAR INC Common Stock 149123101 179152 1322250 SH SOLE 1322250 0 0 CATHAY GENERAL BANCORP Common Stock 149150104 3198 94303 SH SOLE 94303 0 0 CATO CORP/THE CLASS A Common Stock 149205106 394 26300 SH SOLE 26300 0 0 CAVCO INDUSTRIES INC Common Stock 149568107 1070 9100 SH SOLE 9100 0 0 CB FINANCIAL SERVICES INC Common Stock 12479G101 123 5200 SH SOLE 5200 0 0 CBL & ASSOC PROPERTIES Common Stock 124830100 214 137800 SH SOLE 137800 0 0 CBOE GLOBAL MARKETS INC Common Stock 12503M108 47615 498900 SH SOLE 498900 0 0 CBRE GROUP INC Common Stock 12504L109 43657 882854 SH SOLE 882854 0 0 CBS CORP CLASS B Common Stock 124857202 30674 645357 SH SOLE 645357 0 0 CBTX INC Common Stock 12481V104 672 20700 SH SOLE 20700 0 0 CDK GLOBAL INC Common Stock 12508E101 29234 497000 SH SOLE 497000 0 0 CDW CORP/DE Common Stock 12514G108 43891 455444 SH SOLE 455444 0 0 CECO ENVIRONMENTAL CORP Common Stock 125141101 222 30900 SH SOLE 30900 0 0 CEDAR REALTY TRUST INC Common Stock 150602209 213 62700 SH SOLE 62700 0 0 CELANESE CORP Common Stock 150870103 22750 230704 SH SOLE 230704 0 0 CELCUITY INC Common Stock 15102K100 142 6500 SH SOLE 6500 0 0 CELGENE CORP Common Stock 151020104 151840 1609500 SH SOLE 1609500 0 0 CELLECTIS - ADR Foreign Stock 15117K103 1827 99600 SH SOLE 99600 0 0 CELLULAR BIOMEDICINE CORP Common Stock 15117P102 223 12900 SH SOLE 12900 0 0 CELSIUS HOLDINGS INC Common Stock 15118V207 97 22800 SH SOLE 22800 0 0 CEMEX SA - SPONS ADR Foreign Stock 151290889 2807 604885 SH SOLE 604885 0 0 CENTENE CORPORATION Common Stock 15135B101 41697 785254 SH SOLE 785254 0 0 CENTENNIAL RESOURCE DEVEL Common Stock 15136A102 3022 343850 SH SOLE 343850 0 0 CENTERPOINT ENERGY INC Common Stock 15189T107 28413 925489 SH SOLE 925489 0 0 CENTERSTATE BANK CORP Common Stock 15201P109 10713 449922 SH SOLE 449922 0 0 CENTRAL EUROPEAN MEDIA EN Foreign Stock G20045202 303 76200 SH SOLE 76200 0 0 CENTRAL GARDEN & PET CL A Common Stock 153527205 923 39700 SH SOLE 39700 0 0 CENTRAL GARDEN & PET CO Common Stock 153527106 312 12200 SH SOLE 12200 0 0 CENTRAL PACIFIC FINANCIAL Common Stock 154760409 2076 72000 SH SOLE 72000 0 0 CENTRAL VALLEY COMM BANC Common Stock 155685100 268 13700 SH SOLE 13700 0 0 CENTURY ALUMINUM COMPANY Common Stock 156431108 420 47300 SH SOLE 47300 0 0 CENTURY BANCORP INC-CL A Common Stock 156432106 269 3680 SH SOLE 3680 0 0 CENTURY CASINO INC Common Stock 156492100 198 21900 SH SOLE 21900 0 0 CENTURY COMMUNITIES INC Common Stock 156504300 687 28654 SH SOLE 28654 0 0 CENTURYLINK INC Common Stock 156700106 20880 1741475 SH SOLE 1741475 0 0 CERAGON NETWORKS LTD Common Stock M22013102 465 129562 SH SOLE 129562 0 0 CERIDIAN HCM HOLDINGS INC Common Stock 15677J108 3550 69200 SH SOLE 69200 0 0 CERNER CORPORATION Common Stock 156782104 57713 1008790 SH SOLE 1008790 0 0 CERUS CORP Common Stock 157085101 719 115400 SH SOLE 115400 0 0 CEVA INC Common Stock 157210105 835 30983 SH SOLE 30983 0 0 CF INDUSTRIES HLDGS INC Common Stock 125269100 16634 406900 SH SOLE 406900 0 0 CHANGYOU.COM LTD - ADR Foreign Stock 15911M107 3320 194179 SH SOLE 194179 0 0 CHANNELADVISOR CORP Common Stock 159179100 324 26600 SH SOLE 26600 0 0 CHARAH SOLUTIONS INC Common Stock 15957P105 13 2100 SH SOLE 2100 0 0 CHARLES RIVER LABS INTL Common Stock 159864107 22927 157846 SH SOLE 157846 0 0 CHART INDUSTRIES INC Common Stock 16115Q308 7715 85228 SH SOLE 85228 0 0 CHARTER COMMUNICATIONS IN Common Stock 16119P108 150006 432405 SH SOLE 432405 0 0 CHASE CORP Common Stock 16150R104 740 8000 SH SOLE 8000 0 0 CHATHAM LODGING TRUST Common Stock 16208T102 1222 63496 SH SOLE 63496 0 0 CHECK POINT SOFTWARE TECH Foreign Stock M22465104 24225 191518 SH SOLE 191518 0 0 CHEESECAKE FACTORY (THE) Common Stock 163072101 5043 103086 SH SOLE 103086 0 0 CHEFS WAREHOUSE INC Common Stock 163086101 962 30982 SH SOLE 30982 0 0 CHEGG INC Common Stock 163092109 29149 764672 SH SOLE 764672 0 0 CHEMED CORPORATION Common Stock 16359R103 12524 39129 SH SOLE 39129 0 0 CHEMICAL FINANCIAL CORP Common Stock 163731102 3422 83149 SH SOLE 83149 0 0 CHEMOCENTRYX INC Common Stock 16383L106 353 25400 SH SOLE 25400 0 0 CHEMOURS COMPANY/THE Common Stock 163851108 28281 761050 SH SOLE 761050 0 0 CHEMUNG FINANCIAL CORP Common Stock 164024101 160 3400 SH SOLE 3400 0 0 CHENIERE ENERGY INC Convertible Debt 16411RAG4 3271 4183000 SH SOLE 4183000 0 0 CHENIERE ENERGY INC Common Stock 16411R208 39798 582176 SH SOLE 582176 0 0 CHERRY HILL MTGE INVEST Common Stock 164651101 308 17900 SH SOLE 17900 0 0 CHESAPEAKE ENERGY CORP Convertible Debt 165167CY1 6179 6669000 SH SOLE 6669000 0 0 CHESAPEAKE ENERGY CORP Common Stock 165167107 10175 3282132 SH SOLE 3282132 0 0 CHESAPEAKE LODGING TRUST Common Stock 165240102 2801 100709 SH SOLE 100709 0 0 CHESAPEAKE UTIL CORP Common Stock 165303108 1423 15600 SH SOLE 15600 0 0 CHEVRON CORPORATION Common Stock 166764100 612318 4970920 SH SOLE 4970920 0 0 CHICO'S FAS INC Common Stock 168615102 476 111500 SH SOLE 111500 0 0 CHILDRENS PLACE INC/THE Common Stock 168905107 1605 16500 SH SOLE 16500 0 0 CHIMERA INVESTMENT CORP Common Stock 16934Q208 6816 363700 SH SOLE 363700 0 0 CHIMERIX INC Common Stock 16934W106 76 36400 SH SOLE 36400 0 0 CHINA YUCHAI INTL COM USD Foreign Stock G21082105 311 19607 SH SOLE 19607 0 0 CHIPOTLE MEXICAN GRILL-A Common Stock 169656105 38124 53672 SH SOLE 53672 0 0 CHOICE HOTELS INTL INC Common Stock 169905106 26914 346200 SH SOLE 346200 0 0 CHROMADEX CORP Common Stock 171077407 66 15700 SH SOLE 15700 0 0 CHUBB LTD Foreign Stock H1467J104 178191 1272066 SH SOLE 1272066 0 0 CHURCH & DWIGHT CO INC Common Stock 171340102 60374 847588 SH SOLE 847588 0 0 CHURCHILL DOWNS INC Common Stock 171484108 7025 77826 SH SOLE 77826 0 0 CHUYS HOLDINGS INC Common Stock 171604101 808 35477 SH SOLE 35477 0 0 CIA CERVECERIA UNIDAS-ADR Foreign Stock 204429104 1046 35499 SH SOLE 35499 0 0 CIA DE SANEAMENTO BASICO Foreign Stock 20441A102 1052 99440 SH SOLE 99440 0 0 CIDARA THERAPEUTICS INC Common Stock 171757107 81 30400 SH SOLE 30400 0 0 CIENA CORP Common Stock 171779309 5367 143723 SH SOLE 143723 0 0 CIGNA CORP Common Stock 125523100 177288 1102402 SH SOLE 1102402 0 0 CIMAREX ENERGY COMPANY Common Stock 171798101 12711 181847 SH SOLE 181847 0 0 CIMPRESS NV Foreign Stock N20146101 1787 22300 SH SOLE 22300 0 0 CINCINNATI BELL INC Common Stock 171871502 396 41520 SH SOLE 41520 0 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 36571 425740 SH SOLE 425740 0 0 CINEMARK HOLDINGS INC Common Stock 17243V102 11137 278490 SH SOLE 278490 0 0 CINTAS CORPORATION Common Stock 172908105 59360 293701 SH SOLE 293701 0 0 CIRCOR INTERNATIONAL INC Common Stock 17273K109 593 18200 SH SOLE 18200 0 0 CIRRUS LOGIC INC Common Stock 172755100 2520 59900 SH SOLE 59900 0 0 CISCO SYSTEMS INC Common Stock 17275R102 628397 11639139 SH SOLE 11639139 0 0 CISION LTD Foreign Stock G1992S109 7436 540005 SH SOLE 540005 0 0 CIT GROUP INC Common Stock 125581801 15526 323651 SH SOLE 323651 0 0 CITI TRENDS INC Common Stock 17306X102 265 13700 SH SOLE 13700 0 0 CITIGROUP INC Common Stock 172967424 521415 8380189 SH SOLE 8380189 0 0 CITIZEN & NORTHERN CORP Common Stock 172922106 461 18406 SH SOLE 18406 0 0 CITIZENS FINANCIAL GROUP Common Stock 174610105 43216 1329730 SH SOLE 1329730 0 0 CITIZENS INC Common Stock 174740100 298 44700 SH SOLE 44700 0 0 CITRIX SYSTEMS INC Common Stock 177376100 37894 380237 SH SOLE 380237 0 0 CITY HOLDING COMPANY Common Stock 177835105 1128 14800 SH SOLE 14800 0 0 CITY OFFICE REIT INC Common Stock 178587101 353 31200 SH SOLE 31200 0 0 CIVISTA BANCSHARES INC Common Stock 178867107 651 29800 SH SOLE 29800 0 0 CLARUS CORP Common Stock 18270P109 491 38342 SH SOLE 38342 0 0 CLEAN ENERGY FUELS CORP Common Stock 184499101 332 107500 SH SOLE 107500 0 0 CLEAN HARBORS INC Common Stock 184496107 18481 258366 SH SOLE 258366 0 0 CLEAR CHANNEL OUTDOOR-CL Common Stock 18451C109 125 23300 SH SOLE 23300 0 0 CLEARFIELD INC Common Stock 18482P103 151 10300 SH SOLE 10300 0 0 CLEARSIDE BIOMEDICAL INC Common Stock 185063104 28 20100 SH SOLE 20100 0 0 CLEARWATER PAPER CORP Common Stock 18538R103 360 18500 SH SOLE 18500 0 0 CLEARWAY ENERGY INC CL A Common Stock 18539C105 487 33500 SH SOLE 33500 0 0 CLEARWAY ENERGY INC CL C Common Stock 18539C204 1138 75300 SH SOLE 75300 0 0 CLEVELAND-CLIFFS INC Common Stock 185899101 7955 796284 SH SOLE 796284 0 0 CLIPPER REALTY INC Common Stock 18885T306 213 15900 SH SOLE 15900 0 0 CLOROX COMPANY/THE Common Stock 189054109 53385 332700 SH SOLE 332700 0 0 CLOUDERA INC Common Stock 18914U100 6925 633006 SH SOLE 633006 0 0 CLOVIS ONCOLOGY INC Convertible Debt 189464AB6 3415 3676000 SH SOLE 3676000 0 0 CLOVIS ONCOLOGY INC Common Stock 189464100 1366 55027 SH SOLE 55027 0 0 CME GROUP INC Common Stock 12572Q105 176561 1072800 SH SOLE 1072800 0 0 CMS ENERGY CORPORATION Common Stock 125896100 27370 492800 SH SOLE 492800 0 0 CNA FINANCIAL CORP Common Stock 126117100 9892 228200 SH SOLE 228200 0 0 CNB FINANCIAL CORP Common Stock 126128107 793 31376 SH SOLE 31376 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 5394 333372 SH SOLE 333372 0 0 CNX RESOURCES CORP Common Stock 12653C108 3515 326400 SH SOLE 326400 0 0 COASTAL FINANCIAL CORP/WA Common Stock 19046P209 68 4000 SH SOLE 4000 0 0 COCA-COLA COMPANY/THE Common Stock 191216100 457210 9756937 SH SOLE 9756937 0 0 COCA-COLA CONSOLIDATED Common Stock 191098102 2054 7137 SH SOLE 7137 0 0 CODEXIS INC Common Stock 192005106 1258 61280 SH SOLE 61280 0 0 CODORUS VALLEY BANCORP IN Common Stock 192025104 206 9668 SH SOLE 9668 0 0 COEUR MINING INC Common Stock 192108504 717 175700 SH SOLE 175700 0 0 COGENT COMMUNICATIONS GRP Common Stock 19239V302 3248 59878 SH SOLE 59878 0 0 COGNEX CORPORATION Common Stock 192422103 103078 2026693 SH SOLE 2026693 0 0 COGNIZANT TECH SOLUTNS A Common Stock 192446102 123133 1699554 SH SOLE 1699554 0 0 COHBAR INC Common Stock 19249J109 42 12900 SH SOLE 12900 0 0 COHEN & STEERS INC Common Stock 19247A100 917 21700 SH SOLE 21700 0 0 COHERENT INC Common Stock 192479103 25574 180455 SH SOLE 180455 0 0 COHERUS BIOSCIENCES INC Common Stock 19249H103 675 49500 SH SOLE 49500 0 0 COHU INC Common Stock 192576106 557 37743 SH SOLE 37743 0 0 COLFAX CORP Common Stock 194014106 4734 159500 SH SOLE 159500 0 0 COLGATE-PALMOLIVE COMPANY Common Stock 194162103 165949 2421206 SH SOLE 2421206 0 0 COLLEGIUM PHARMACEUTICAL Common Stock 19459J104 415 27400 SH SOLE 27400 0 0 COLLIERS INT GROUP INC Foreign Stock 194693107 87 1307 SH SOLE 1307 0 0 COLONY CAPITAL INC Convertible Debt 19624RAB2 3590 3764000 SH SOLE 3764000 0 0 COLONY CAPITAL INC-CL A Common Stock 19626G108 4825 906998 SH SOLE 906998 0 0 COLONY CREDIT REAL ESTATE Common Stock 19625T101 1290 82400 SH SOLE 82400 0 0 COLUMBIA BANKING SYS INC Common Stock 197236102 3405 104146 SH SOLE 104146 0 0 COLUMBIA FINANCIAL INC Common Stock 197641103 763 48700 SH SOLE 48700 0 0 COLUMBIA PROPERTY TRUST Common Stock 198287203 5013 222700 SH SOLE 222700 0 0 COLUMBIA SPORTSWEAR COMPA Common Stock 198516106 6597 63325 SH SOLE 63325 0 0 COLUMBUS MCKINNON CORP Common Stock 199333105 1919 55855 SH SOLE 55855 0 0 COMCAST CORP CLASS A Common Stock 20030N101 554245 13863049 SH SOLE 13863049 0 0 COMERICA INC Common Stock 200340107 29414 401176 SH SOLE 401176 0 0 COMFORT SYSTEMS USA INC Common Stock 199908104 2678 51110 SH SOLE 51110 0 0 COMMERCE BANCSHARES INC Common Stock 200525103 20819 358581 SH SOLE 358581 0 0 COMMERCIAL METALS COMPANY Common Stock 201723103 4287 250986 SH SOLE 250986 0 0 COMMERCIAL VEHICLE GROUP Common Stock 202608105 206 26900 SH SOLE 26900 0 0 COMMSCOPE HOLDING CO INC Common Stock 20337X109 17673 813300 SH SOLE 813300 0 0 COMMUNITY BANK SYSTEM INC Common Stock 203607106 3054 51100 SH SOLE 51100 0 0 COMMUNITY BANKERS TRUST C Common Stock 203612106 119 16300 SH SOLE 16300 0 0 COMMUNITY FINANCIAL CORP/ Common Stock 20368X101 196 6900 SH SOLE 6900 0 0 COMMUNITY HEALTH SYSTEMS Common Stock 203668108 296 79300 SH SOLE 79300 0 0 COMMUNITY HEALTHCARE TRUS Common Stock 20369C106 614 17100 SH SOLE 17100 0 0 COMMUNITY TRUST BANCORP I Common Stock 204149108 3864 94100 SH SOLE 94100 0 0 COMMVAULT SYSTEMS INC Common Stock 204166102 2609 40300 SH SOLE 40300 0 0 COMPANHIA BRASILEIRA PAO Foreign Stock 20440T201 2042 87719 SH SOLE 87719 0 0 COMPASS MINERALS INTL INC Common Stock 20451N101 8713 160260 SH SOLE 160260 0 0 COMPUTER PROGRAMS & SYS Common Stock 205306103 321 10800 SH SOLE 10800 0 0 COMPX INTERNATIONAL INC Common Stock 20563P101 3 200 SH SOLE 200 0 0 COMTECH TELECOMMUN CORP Common Stock 205826209 525 22600 SH SOLE 22600 0 0 CONAGRA BRANDS INC Common Stock 205887102 25972 936250 SH SOLE 936250 0 0 CONCERT PHARMACEUTICALS I Common Stock 206022105 307 25400 SH SOLE 25400 0 0 CONCHO RESOURCES INC Common Stock 20605P101 47355 426776 SH SOLE 426776 0 0 CONDUENT INC Common Stock 206787103 15685 1134102 SH SOLE 1134102 0 0 CONMED CORPORATION Common Stock 207410101 4095 49227 SH SOLE 49227 0 0 CONNECTICUT WATER SVCE IN Common Stock 207797101 817 11900 SH SOLE 11900 0 0 CONNECTONE BANCORP INC Common Stock 20786W107 577 29300 SH SOLE 29300 0 0 CONN'S INC Common Stock 208242107 767 33544 SH SOLE 33544 0 0 CONOCOPHILLIPS Common Stock 20825C104 192274 2880947 SH SOLE 2880947 0 0 CONSOL ENERGY INC Common Stock 20854L108 1664 48616 SH SOLE 48616 0 0 CONSOLIDATED COMMUNICATIO Common Stock 209034107 750 68782 SH SOLE 68782 0 0 CONSOLIDATED EDISON INC Common Stock 209115104 75014 884500 SH SOLE 884500 0 0 CONSOLIDATED WATER CO Foreign Stock G23773107 172 13400 SH SOLE 13400 0 0 CONSOLIDATED-TOMOKA LAND Common Stock 210226106 272 4600 SH SOLE 4600 0 0 CONSTELLATION BRANDS CL A Common Stock 21036P108 66043 376676 SH SOLE 376676 0 0 CONSTELLATION PHARMACEUTI Common Stock 210373106 20 1500 SH SOLE 1500 0 0 CONTAINER STORE GROUP INC Common Stock 210751103 127 14400 SH SOLE 14400 0 0 CONTINENTAL BUILDING PROD Common Stock 211171103 1263 50968 SH SOLE 50968 0 0 CONTINENTAL RES INC/OK Common Stock 212015101 11295 252300 SH SOLE 252300 0 0 CONTROL4 CORP Common Stock 21240D107 432 25500 SH SOLE 25500 0 0 COOPER COMPANIES INC/THE Common Stock 216648402 84157 284152 SH SOLE 284152 0 0 COOPER TIRE & RUBBER CO Common Stock 216831107 3877 129720 SH SOLE 129720 0 0 COOPER-STANDARD HOLDING Common Stock 21676P103 841 17900 SH SOLE 17900 0 0 COPA HLDGS SA - CL A Foreign Stock P31076105 7315 90750 SH SOLE 90750 0 0 COPART INC Common Stock 217204106 52051 859066 SH SOLE 859066 0 0 CORBUS PHARMACEUTICALSA H Common Stock 21833P103 339 48800 SH SOLE 48800 0 0 CORCEPT THERAPEUTICS INC Common Stock 218352102 1277 108735 SH SOLE 108735 0 0 CORE LABORATORIES NV Foreign Stock N22717107 10486 152121 SH SOLE 152121 0 0 CORE LOGIC INC Common Stock 21871D103 9379 251708 SH SOLE 251708 0 0 CORE-MARK HLDG CO INC Common Stock 218681104 1921 51745 SH SOLE 51745 0 0 CORENERGY INFRASTRUCTURE Common Stock 21870U502 490 13330 SH SOLE 13330 0 0 COREPOINT LODGING INC Common Stock 21872L104 499 44650 SH SOLE 44650 0 0 CORESITE REALTY CORP Common Stock 21870Q105 9956 93033 SH SOLE 93033 0 0 CORNERSTONE ONDEMAND INC Common Stock 21925Y103 12483 227879 SH SOLE 227879 0 0 CORNING INC Common Stock 219350105 54913 1659000 SH SOLE 1659000 0 0 CORPORATE OFFICE PROPTY Common Stock 22002T108 14315 524359 SH SOLE 524359 0 0 CORVEL CORP Common Stock 221006109 819 12556 SH SOLE 12556 0 0 CORVUS PHARMACEUTICALS IN Common Stock 221015100 38 9500 SH SOLE 9500 0 0 COSAN LTD CLASS A SHAR Foreign Stock G25343107 393 33937 SH SOLE 33937 0 0 COSTAMARE INC Foreign Stock Y1771G102 153 29500 SH SOLE 29500 0 0 COSTAR GROUP INC Common Stock 22160N109 36139 77482 SH SOLE 77482 0 0 COSTCO WHOLESALE CORP Common Stock 22160K105 276347 1141270 SH SOLE 1141270 0 0 COTT CORP Foreign Stock 22163N106 2177 148980 SH SOLE 148980 0 0 COTY INC-CL A Common Stock 222070203 10587 920600 SH SOLE 920600 0 0 COUNTY BANCORP INC Common Stock 221907108 86 4900 SH SOLE 4900 0 0 COUPA SOFTWARE INC Common Stock 22266L106 11470 126075 SH SOLE 126075 0 0 COUSINS PROPERTIES INC Common Stock 222795106 9446 977807 SH SOLE 977807 0 0 COVANTA HOLDING CORP Common Stock 22282E102 1996 115300 SH SOLE 115300 0 0 COVENANT TRANSPORT-CL A Common Stock 22284P105 567 29870 SH SOLE 29870 0 0 COVETRUS INC Common Stock 22304C100 16758 526161 SH SOLE 526161 0 0 COVIA HOLDINGS CORP Common Stock 22305A103 145 25880 SH SOLE 25880 0 0 COWEN INC - CLASS A Common Stock 223622606 376 25924 SH SOLE 25924 0 0 CRACKER BARREL OLD STORE Common Stock 22410J106 5207 32221 SH SOLE 32221 0 0 CRAFT BREW ALLIANCE INC Common Stock 224122101 200 14300 SH SOLE 14300 0 0 CRANE COMPANY Common Stock 224399105 14660 173244 SH SOLE 173244 0 0 CRAWFORD & CO Common Stock 224633107 105 11500 SH SOLE 11500 0 0 CRAY INC Common Stock 225223304 2334 89609 SH SOLE 89609 0 0 CREDICORP LTD Foreign Stock G2519Y108 28679 119519 SH SOLE 119519 0 0 CREDIT ACCEPTANCE CORP Common Stock 225310101 9671 21400 SH SOLE 21400 0 0 CREDIT SUISSE GROUP-ADR Foreign Stock 225401108 1426 122397 SH SOLE 122397 0 0 CREE INC Common Stock 225447101 38910 680005 SH SOLE 680005 0 0 CRINETICS PHARMACEUTICALS Common Stock 22663K107 93 4100 SH SOLE 4100 0 0 CRISPR THERAPEUTICS AG Foreign Stock H17182108 83 2334 SH SOLE 2334 0 0 CRITEO SA-SPON ADR Foreign Stock 226718104 1483 74056 SH SOLE 74056 0 0 CROCS INC Common Stock 227046109 1710 66400 SH SOLE 66400 0 0 CROSS COUNTRY HEALTHCARE Common Stock 227483104 254 36200 SH SOLE 36200 0 0 CROWN CASTLE INTL CORP Common Stock 22822V101 135852 1061343 SH SOLE 1061343 0 0 CROWN HOLDINGS INC Common Stock 228368106 12142 222500 SH SOLE 222500 0 0 CRYOLIFE INC Common Stock 228903100 1018 34900 SH SOLE 34900 0 0 CRYOPORT INC Common Stock 229050307 360 27900 SH SOLE 27900 0 0 CSG SYSTEMS INTERNATIONA Convertible Debt 126349AF6 4628 4410000 SH SOLE 4410000 0 0 CSG SYSTEMS INTL INC Common Stock 126349109 3490 82499 SH SOLE 82499 0 0 CSW INDUSTRIALS INC Common Stock 126402106 877 15300 SH SOLE 15300 0 0 CSX CORPORATION Common Stock 126408103 141526 1891550 SH SOLE 1891550 0 0 CTI BIOPHARMA CORP Common Stock 12648L601 36 37300 SH SOLE 37300 0 0 CTRIP.COM INTL LTD - ADR Foreign Stock 22943F100 24885 569576 SH SOLE 569576 0 0 CTS CORPORATION Common Stock 126501105 943 32100 SH SOLE 32100 0 0 CUBESMART Common Stock 229663109 11413 356200 SH SOLE 356200 0 0 CUBIC CORPORATION Common Stock 229669106 8409 149523 SH SOLE 149523 0 0 CUE BIOPHARMA INC Common Stock 22978P106 24 3100 SH SOLE 3100 0 0 CULLEN/FROST BANKERS INC Common Stock 229899109 14958 154097 SH SOLE 154097 0 0 CULP INC Common Stock 230215105 258 13400 SH SOLE 13400 0 0 CUMMINS INC Common Stock 231021106 48989 310311 SH SOLE 310311 0 0 CURO GROUP HOLDINGS CORP Common Stock 23131L107 137 13700 SH SOLE 13700 0 0 CURTISS-WRIGHT CORP Common Stock 231561101 22090 194897 SH SOLE 194897 0 0 CUSHMAN & WAKEFIELD PLC Foreign Stock G2717B108 817 45900 SH SOLE 45900 0 0 CUSTOMERS BANCORP INC Common Stock 23204G100 527 28800 SH SOLE 28800 0 0 CUTERA INC Common Stock 232109108 258 14600 SH SOLE 14600 0 0 CVB FINANCIAL CORP Common Stock 126600105 7624 362200 SH SOLE 362200 0 0 CVR ENERGY INC Common Stock 12662P108 754 18300 SH SOLE 18300 0 0 CVS HEALTH CORP Common Stock 126650100 177784 3296578 SH SOLE 3296578 0 0 CYBERARK SOFTWARE LTD/ISR Foreign Stock M2682V108 4552 38239 SH SOLE 38239 0 0 CYMABAY THERAPEUTICS INC Common Stock 23257D103 721 54300 SH SOLE 54300 0 0 CYPRESS SEMICONDUCT CORP Convertible Debt 232806AP4 3324 3250000 SH SOLE 3250000 0 0 CYPRESS SEMICONDUCTOR Common Stock 232806109 10218 684825 SH SOLE 684825 0 0 CYRUSONE INC Common Stock 23283R100 10630 202700 SH SOLE 202700 0 0 CYTOKINETICS INC Common Stock 23282W605 359 44400 SH SOLE 44400 0 0 CYTOMX THERAPEUTICS INC Common Stock 23284F105 537 49977 SH SOLE 49977 0 0 CYTOSORBENTS CORP Common Stock 23283X206 239 31600 SH SOLE 31600 0 0 D I S H NETWORK CORP-CL A Common Stock 25470M109 32054 1011499 SH SOLE 1011499 0 0 D R HORTON INC Common Stock 23331A109 28229 682200 SH SOLE 682200 0 0 DAILY JOURNAL CORP Common Stock 233912104 321 1500 SH SOLE 1500 0 0 DAKTRONICS INC Common Stock 234264109 262 35200 SH SOLE 35200 0 0 DANA INC Common Stock 235825205 2622 147828 SH SOLE 147828 0 0 DANAHER CORPORATION Common Stock 235851102 233692 1770122 SH SOLE 1770122 0 0 DARDEN RESTAURANTS INC Common Stock 237194105 29438 242350 SH SOLE 242350 0 0 DARLING INGREDIENTS INC Common Stock 237266101 29160 1346869 SH SOLE 1346869 0 0 DASAN ZHONE SOLUTIONS INC Common Stock 23305L206 83 7800 SH SOLE 7800 0 0 DASEKE INC Common Stock 23753F107 119 23400 SH SOLE 23400 0 0 DAVE & BUSTERS ENTERTAINM Common Stock 238337109 4308 86379 SH SOLE 86379 0 0 DAVITA INC Common Stock 23918K108 16580 305400 SH SOLE 305400 0 0 DAWSON GEOPHYSICAL CO Common Stock 239360100 30 10400 SH SOLE 10400 0 0 DEAN FOODS COMPANY Common Stock 242370203 227 74989 SH SOLE 74989 0 0 DECIPHERA PHARMACEUTICALS Common Stock 24344T101 230 9900 SH SOLE 9900 0 0 DECKER'S OUTDOOR CORP Common Stock 243537107 15142 103011 SH SOLE 103011 0 0 DEERE & COMPANY Common Stock 244199105 184722 1155668 SH SOLE 1155668 0 0 DEL FRISCO'S RESTAURANT G Common Stock 245077102 144 22400 SH SOLE 22400 0 0 DEL TACO RESTAURANTS INC Common Stock 245496104 261 25900 SH SOLE 25900 0 0 DELEK US HOLDINGS INC Common Stock 24665A103 3322 91225 SH SOLE 91225 0 0 DELL TECHNOLOGIES INC-C Common Stock 24703L202 17595 299799 SH SOLE 299799 0 0 DELTA AIR LINES INC Common Stock 247361702 71315 1380738 SH SOLE 1380738 0 0 DELUXE CORPORATION Common Stock 248019101 2426 55493 SH SOLE 55493 0 0 DENALI THERAPEUTICS INC Common Stock 24823R105 1343 57820 SH SOLE 57820 0 0 DENBURY RESOURCES INC Common Stock 247916208 1156 563970 SH SOLE 563970 0 0 DENNYS CORP Common Stock 24869P104 1508 82207 SH SOLE 82207 0 0 DENTSPLY SIRONA INC Common Stock 24906P109 108201 2181905 SH SOLE 2181905 0 0 DERMIRA INC Common Stock 24983L104 419 30900 SH SOLE 30900 0 0 DESCARTES SYSTEMS GRP Foreign Stock 249906108 1125 30921 SH SOLE 30921 0 0 DEVON ENERGY CORPORATION Common Stock 25179M103 28442 901196 SH SOLE 901196 0 0 DEXCOM INC Common Stock 252131107 38746 325320 SH SOLE 325320 0 0 DHT HOLDINGS INC Foreign Stock Y2065G121 352 78900 SH SOLE 78900 0 0 DIAMOND HILL INVSTMNT GRP Common Stock 25264R207 504 3600 SH SOLE 3600 0 0 DIAMOND OFFSHORE DRILLING Common Stock 25271C102 677 64500 SH SOLE 64500 0 0 DIAMONDBACK ENERGY INC Common Stock 25278X109 40029 394254 SH SOLE 394254 0 0 DIAMONDROCK HOSPITALIT CO Common Stock 252784301 2716 250816 SH SOLE 250816 0 0 DICERNA PHARMACEUTICALS I Common Stock 253031108 790 53900 SH SOLE 53900 0 0 DICK'S SPORTING GOODS INC Common Stock 253393102 4973 135100 SH SOLE 135100 0 0 DIEBOLD NIXDORF INC Common Stock 253651103 5655 510820 SH SOLE 510820 0 0 DIGI INTERNATIONAL INC Common Stock 253798102 315 24900 SH SOLE 24900 0 0 DIGIMARC CORP Common Stock 25381B101 308 9800 SH SOLE 9800 0 0 DIGITAL REALTY TRUST INC Common Stock 253868103 46920 394285 SH SOLE 394285 0 0 DILLARD'S INC-CLASS A Common Stock 254067101 1160 16112 SH SOLE 16112 0 0 DIME COMMUNITY BANCSHARES Common Stock 253922108 1783 95219 SH SOLE 95219 0 0 DINE BRANDS GLOBAL INC Common Stock 254423106 2468 27035 SH SOLE 27035 0 0 DIODES INC Common Stock 254543101 1991 57370 SH SOLE 57370 0 0 DIPLOMAT PHARMACY INC Common Stock 25456K101 542 93225 SH SOLE 93225 0 0 DISCOVER FINANCIAL SVCS Common Stock 254709108 53996 758800 SH SOLE 758800 0 0 DISCOVERY INC - SERIES A Common Stock 25470F104 9022 333900 SH SOLE 333900 0 0 DISCOVERY INC - SERIES C Common Stock 25470F302 17263 679100 SH SOLE 679100 0 0 DISH NETWORK CORP Convertible Debt 25470MAB5 4060 4779000 SH SOLE 4779000 0 0 DISH NETWORK CORP Convertible Debt 25470MAD1 5489 6654000 SH SOLE 6654000 0 0 DMC GLOBAL INC. Common Stock 23291C103 19999 402871 SH SOLE 402871 0 0 DOCUSIGN INC Common Stock 256163106 7735 149200 SH SOLE 149200 0 0 DOLBY LABS INC-CL A Common Stock 25659T107 30084 477748 SH SOLE 477748 0 0 DOLLAR GENERAL CORP Common Stock 256677105 61038 511634 SH SOLE 511634 0 0 DOLLAR TREE INC Common Stock 256746108 52085 495856 SH SOLE 495856 0 0 DOMINION ENERGY INC Common Stock 25746U109 122702 1600600 SH SOLE 1600600 0 0 DOMINO'S PIZZA INC Common Stock 25754A201 32947 127651 SH SOLE 127651 0 0 DOMO INC - CLASS B Common Stock 257554105 363 9000 SH SOLE 9000 0 0 DOMTAR CORP Common Stock 257559203 15408 310328 SH SOLE 310328 0 0 DONALDSON COMPANY INC Common Stock 257651109 39948 798012 SH SOLE 798012 0 0 DONEGAL GROUP INC-CL A Common Stock 257701201 105 7800 SH SOLE 7800 0 0 DONNELLEY FINANCIAL SOLUT Common Stock 25787G100 540 36300 SH SOLE 36300 0 0 DORIAN LPG LTD Foreign Stock Y2106R110 197 30687 SH SOLE 30687 0 0 DORMAN PRODUCTS INC Common Stock 258278100 9371 106383 SH SOLE 106383 0 0 DOUGLAS DYNAMICS INC Common Stock 25960R105 1709 44902 SH SOLE 44902 0 0 DOUGLAS EMMETT INC Common Stock 25960P109 12389 306500 SH SOLE 306500 0 0 DOVA PHARMACEUTICALS INC Common Stock 25985T102 116 13100 SH SOLE 13100 0 0 DOVER CORPORATION Common Stock 260003108 37220 396800 SH SOLE 396800 0 0 DOWDUPONT INC Common Stock 26078J100 266831 5005278 SH SOLE 5005278 0 0 DRIL-QUIP INC Common Stock 262037104 1689 36834 SH SOLE 36834 0 0 DRIVE SHACK INC Common Stock 262077100 245 54600 SH SOLE 54600 0 0 DSW INC CLASS A Common Stock 23334L102 2437 109686 SH SOLE 109686 0 0 DTE ENERGY COMPANY Common Stock 233331107 39555 317100 SH SOLE 317100 0 0 DUCOMMUN INC Common Stock 264147109 514 11800 SH SOLE 11800 0 0 DUKE ENERGY CORP Common Stock 26441C204 135351 1503900 SH SOLE 1503900 0 0 DUKE REALTY CORPORATION Common Stock 264411505 21119 690600 SH SOLE 690600 0 0 DULUTH HOLDINGS INC Common Stock 26443V101 188 7900 SH SOLE 7900 0 0 DUNKIN' BRANDS GROUP INC Common Stock 265504100 21894 291525 SH SOLE 291525 0 0 DURECT CORP Common Stock 266605104 94 149600 SH SOLE 149600 0 0 DXC TECHNOLOGY CO Common Stock 23355L106 37254 579290 SH SOLE 579290 0 0 DXP ENTERPRISES INC Common Stock 233377407 611 15700 SH SOLE 15700 0 0 DYCOM INDUSTRIES INC Convertible Debt 267475AB7 3856 4191000 SH SOLE 4191000 0 0 DYCOM INDUSTRIES INC Common Stock 267475101 1410 30700 SH SOLE 30700 0 0 DYNAVAX TECHNOLOGIES CORP Common Stock 268158201 480 65700 SH SOLE 65700 0 0 DYNEX CAPITAL INC Common Stock 26817Q506 312 51200 SH SOLE 51200 0 0 E HEALTH INC Common Stock 28238P109 2419 38800 SH SOLE 38800 0 0 E Q T CORP Common Stock 26884L109 9152 441268 SH SOLE 441268 0 0 E W SCRIPPS CO - CLASS A Common Stock 811054402 7583 361119 SH SOLE 361119 0 0 ETRADE FINANCIAL CORP Common Stock 269246401 22885 492900 SH SOLE 492900 0 0 EAGLE BANCORP INC Common Stock 268948106 3165 63056 SH SOLE 63056 0 0 EAGLE BULK SHIPPING INC Foreign Stock Y2187A143 170 36500 SH SOLE 36500 0 0 EAGLE MATERIALS INC Common Stock 26969P108 6677 79200 SH SOLE 79200 0 0 EAGLE PHARMACEUTICALS INC Common Stock 269796108 739 14636 SH SOLE 14636 0 0 EARTHSTONE ENERGY-CL A Common Stock 27032D304 128 18100 SH SOLE 18100 0 0 EAST WEST BANCORP INC Common Stock 27579R104 15118 315150 SH SOLE 315150 0 0 EASTERLY GOVERNMENT PPTYS Common Stock 27616P103 1070 59400 SH SOLE 59400 0 0 EASTERN CO/THE Common Stock 276317104 165 6000 SH SOLE 6000 0 0 EASTGROUP PROPERTIES INC Common Stock 277276101 32051 287089 SH SOLE 287089 0 0 EASTMAN CHEMICAL COMPANY Common Stock 277432100 19661 259100 SH SOLE 259100 0 0 EASTMAN KODAK COMPANY Common Stock 277461406 47 16000 SH SOLE 16000 0 0 EATON CORP PLC Foreign Stock G29183103 97598 1211500 SH SOLE 1211500 0 0 EATON VANCE CORPORATION Common Stock 278265103 20967 520150 SH SOLE 520150 0 0 EBAY INC Common Stock 278642103 84256 2268610 SH SOLE 2268610 0 0 EBIX INC Common Stock 278715206 1180 23900 SH SOLE 23900 0 0 ECHO GLOBAL LOGISTICS INC Common Stock 27875T101 742 29924 SH SOLE 29924 0 0 ECHO STAR CORP-CL A Common Stock 278768106 3317 91000 SH SOLE 91000 0 0 ECOLAB INC Common Stock 278865100 136871 775300 SH SOLE 775300 0 0 ECOPETROL SA - ADR Foreign Stock 279158109 12114 565007 SH SOLE 565007 0 0 EDGEWELL PERSONAL CARE CO Common Stock 28035Q102 2445 55700 SH SOLE 55700 0 0 EDISON INTERNATIONAL Common Stock 281020107 50810 820581 SH SOLE 820581 0 0 EDITAS MEDICINE INC Common Stock 28106W103 1186 48493 SH SOLE 48493 0 0 EDWARDS LIFESCIENCES CORP Common Stock 28176E108 87524 457450 SH SOLE 457450 0 0 EGAIN COMMUNICATIONS CORP Common Stock 28225C806 208 19900 SH SOLE 19900 0 0 EIDOS THERAPEUTICS INC Common Stock 28249H104 117 5000 SH SOLE 5000 0 0 EL PASO ELECTRIC COMPANY Common Stock 283677854 2447 41600 SH SOLE 41600 0 0 EL POLLO LOCO HOLDINGS IN Common Stock 268603107 271 20800 SH SOLE 20800 0 0 ELANCO ANIMAL HEALTH INC Common Stock 28414H103 14743 459700 SH SOLE 459700 0 0 ELASTIC NV Foreign Stock N14506104 1166 14600 SH SOLE 14600 0 0 ELDORADO RESORTS INC Common Stock 28470R102 3124 66900 SH SOLE 66900 0 0 ELECTROCORE INC Common Stock 28531P103 46 6600 SH SOLE 6600 0 0 ELECTRONIC ARTS INC Common Stock 285512109 84955 835921 SH SOLE 835921 0 0 ELECTRONICS FOR IMAGING Convertible Debt 286082AC6 4610 4678000 SH SOLE 4678000 0 0 ELECTRONICS FOR IMAGING Common Stock 286082102 2006 74569 SH SOLE 74569 0 0 ELEMENT SOLUTIONS INC Common Stock 28618M106 4243 420100 SH SOLE 420100 0 0 ELEVATE CREDIT INC Common Stock 28621V101 67 15400 SH SOLE 15400 0 0 ELF BEAUTY INC Common Stock 26856L103 234 22100 SH SOLE 22100 0 0 ELI LILLY & COMPANY Common Stock 532457108 298281 2298715 SH SOLE 2298715 0 0 ELLIE MAE INC Common Stock 28849P100 59628 604200 SH SOLE 604200 0 0 EMBRAER S.A. - ADR Foreign Stock 29082A107 1269 66755 SH SOLE 66755 0 0 EMC INSURANCE GROUP INC Common Stock 268664109 343 10750 SH SOLE 10750 0 0 EMCOR GROUP INC Common Stock 29084Q100 20434 279611 SH SOLE 279611 0 0 EMERALD EXPOSITIONS EVENT Common Stock 29103B100 351 27600 SH SOLE 27600 0 0 EMERGENT BIOSOLUTIONS INC Common Stock 29089Q105 5778 114369 SH SOLE 114369 0 0 EMERSON ELECTRIC COMPANY Common Stock 291011104 135210 1974740 SH SOLE 1974740 0 0 EMPIRE RESORTS INC Common Stock 292052305 28 2800 SH SOLE 2800 0 0 EMPIRE STATE REALTY TR-A Common Stock 292104106 4159 263200 SH SOLE 263200 0 0 EMPLOYERS HLDGS INC Common Stock 292218104 1709 42610 SH SOLE 42610 0 0 ENANTA PHARMACEUTICALS IN Common Stock 29251M106 3290 34447 SH SOLE 34447 0 0 ENCANA CORP Foreign Stock 292505104 7227 998139 SH SOLE 998139 0 0 ENCOMPASS HEALTH CORP Common Stock 29261A100 11172 191300 SH SOLE 191300 0 0 ENCORE CAPITAL GROUP INC Common Stock 292554102 694 25500 SH SOLE 25500 0 0 ENCORE WIRE CORP Common Stock 292562105 2606 45535 SH SOLE 45535 0 0 ENDO INTERNATIONAL PLC Foreign Stock G30401106 2410 300132 SH SOLE 300132 0 0 ENDOLOGIX INC Common Stock 29266S304 1057 159976 SH SOLE 159976 0 0 ENDURANCE INTERN'L GROUP Common Stock 29272B105 477 65800 SH SOLE 65800 0 0 ENERGIZER HOLDINGS INC Common Stock 29272W109 5369 119500 SH SOLE 119500 0 0 ENERGOUS CORP Common Stock 29272C103 107 16900 SH SOLE 16900 0 0 ENERGY FUELS Foreign Stock 292671708 283 85000 SH SOLE 85000 0 0 ENERGY RECOVER INC Common Stock 29270J100 308 35300 SH SOLE 35300 0 0 ENERPLUS CORP Foreign Stock 292766102 4587 545417 SH SOLE 545417 0 0 ENERSYS Common Stock 29275Y102 27208 417564 SH SOLE 417564 0 0 ENNIS INC Common Stock 293389102 515 24800 SH SOLE 24800 0 0 ENOVA INTERNATIONAL INC Common Stock 29357K103 1465 64185 SH SOLE 64185 0 0 ENPHASE ENERGY INC Common Stock 29355A107 755 81800 SH SOLE 81800 0 0 ENPRO INDUSTRIES INC Common Stock 29355X107 6035 93640 SH SOLE 93640 0 0 ENSCO PLC - CL A Foreign Stock G3157S106 4345 1105600 SH SOLE 1105600 0 0 ENSIGN GROUP INC/THE Common Stock 29358P101 3608 70476 SH SOLE 70476 0 0 ENSTAR GROUP LTD Foreign Stock G3075P101 8440 48508 SH SOLE 48508 0 0 ENTEGRA FINANCIAL CORP Common Stock 29363J108 150 6700 SH SOLE 6700 0 0 ENTEGRIS INC Common Stock 29362U104 37072 1038725 SH SOLE 1038725 0 0 ENTERCOM COMMS CORP-CL A Common Stock 293639100 798 152089 SH SOLE 152089 0 0 ENTERGY CORPORATION Common Stock 29364G103 32839 343400 SH SOLE 343400 0 0 ENTERPRISE BANCORP INC Common Stock 293668109 316 11000 SH SOLE 11000 0 0 ENTERPRISE FINL SVCS CORP Common Stock 293712105 11880 291401 SH SOLE 291401 0 0 ENTRAVISION COMMUNIC-CL A Common Stock 29382R107 351 108352 SH SOLE 108352 0 0 ENVESTNET INC Common Stock 29404K106 9800 149875 SH SOLE 149875 0 0 ENZO BIOCHEM INC Common Stock 294100102 111 40600 SH SOLE 40600 0 0 EOG RESOURCES INC Common Stock 26875P101 168208 1767259 SH SOLE 1767259 0 0 EP ENERGY CORP-CL A Common Stock 268785102 8 30000 SH SOLE 30000 0 0 EPAM SYSTEMS INC Common Stock 29414B104 17333 102484 SH SOLE 102484 0 0 EPIZYME INC Common Stock 29428V104 634 51200 SH SOLE 51200 0 0 EPLUS INC Common Stock 294268107 1243 14036 SH SOLE 14036 0 0 EPR PROPERTIES Common Stock 26884U109 16211 210800 SH SOLE 210800 0 0 EQUIFAX INC Common Stock 294429105 73267 618290 SH SOLE 618290 0 0 EQUILLIUM INC Common Stock 29446K106 10 1200 SH SOLE 1200 0 0 EQUINIX INC Common Stock 29444U700 87573 193250 SH SOLE 193250 0 0 EQUITRANS MIDSTREAM CORP Common Stock 294600101 15085 692590 SH SOLE 692590 0 0 EQUITY BANCSHARES INC - C Common Stock 29460X109 429 14900 SH SOLE 14900 0 0 EQUITY COMMONWEALTH Common Stock 294628102 7352 224900 SH SOLE 224900 0 0 EQUITY LIFESTYLE PROPERTI Common Stock 29472R108 22483 196700 SH SOLE 196700 0 0 EQUITY RESIDENTIAL Common Stock 29476L107 53537 710800 SH SOLE 710800 0 0 ERA GROUP INC Common Stock 26885G109 231 20000 SH SOLE 20000 0 0 ERIE INDEMNITY CO-CL A Common Stock 29530P102 48571 272075 SH SOLE 272075 0 0 EROS INTERNATIONAL PLC Foreign Stock G3788M114 304 33300 SH SOLE 33300 0 0 ESCALADE INC Common Stock 296056104 102 9100 SH SOLE 9100 0 0 ESCO TECHNOLOGIES INC Common Stock 296315104 1676 25000 SH SOLE 25000 0 0 ESPERION THERAPEUTICS INC Common Stock 29664W105 931 23200 SH SOLE 23200 0 0 ESQUIRE FINANCIAL HOLDING Common Stock 29667J101 150 6600 SH SOLE 6600 0 0 ESSA BANCORP INC Common Stock 29667D104 129 8400 SH SOLE 8400 0 0 ESSENT GROUP LTD Foreign Stock G3198U102 4802 110516 SH SOLE 110516 0 0 ESSENTIAL PROPERTIES REAL Common Stock 29670E107 632 32400 SH SOLE 32400 0 0 ESSEX PROPERTY TRUST INC Common Stock 297178105 37153 128450 SH SOLE 128450 0 0 ESTEE LAUDER COS CLASS A Common Stock 518439104 102340 618182 SH SOLE 618182 0 0 ETHAN ALLEN INTERIORS INC Common Stock 297602104 429 22400 SH SOLE 22400 0 0 ETSY INC Common Stock 29786A106 19832 295034 SH SOLE 295034 0 0 EURONET WORLDWIDE INC Common Stock 298736109 14390 100920 SH SOLE 100920 0 0 EVANS BANCORP INC Common Stock 29911Q208 178 5000 SH SOLE 5000 0 0 EVELO BIOSCIENCES INC Common Stock 299734103 86 10800 SH SOLE 10800 0 0 EVERBRIDGE INC Common Stock 29978A104 3674 48974 SH SOLE 48974 0 0 EVERCORE INC-CLASS A Common Stock 29977A105 26991 296605 SH SOLE 296605 0 0 EVEREST RE GROUP LTD Foreign Stock G3223R108 26393 122213 SH SOLE 122213 0 0 EVERGY INC Common Stock 30034W106 29422 506844 SH SOLE 506844 0 0 EVERI HOLDINGS INC Common Stock 30034T103 8420 800416 SH SOLE 800416 0 0 EVERSOURCE ENERGY Common Stock 30040W108 80060 1128400 SH SOLE 1128400 0 0 EVERTEC INC Common Stock 30040P103 6027 216708 SH SOLE 216708 0 0 EVI INDUSTRIES Common Stock 26929N102 141 3700 SH SOLE 3700 0 0 EVO PAYMENTS INC-CLASS A Common Stock 26927E104 1974 67935 SH SOLE 67935 0 0 EVOLENT HEALTH INC - A Common Stock 30050B101 842 66900 SH SOLE 66900 0 0 EVOLUS INC Common Stock 30052C107 257 11400 SH SOLE 11400 0 0 EVOLUTION PETROLEUM CORP Common Stock 30049A107 400 59232 SH SOLE 59232 0 0 EVOQUA WATER TECHNOLOGIES Common Stock 30057T105 6632 527190 SH SOLE 527190 0 0 EXACT SCIENCES CORP Common Stock 30063P105 43657 504003 SH SOLE 504003 0 0 EXANTAS CAPITAL CORP Common Stock 30068N105 338 31775 SH SOLE 31775 0 0 EXELA TECHNOLOGIES INC Common Stock 30162V102 111 33200 SH SOLE 33200 0 0 EXELIXIS INC Common Stock 30161Q104 29998 1260425 SH SOLE 1260425 0 0 EXELON CORPORATION Common Stock 30161N101 125560 2504684 SH SOLE 2504684 0 0 EXLOXX PHARMACEUTICALS IN Common Stock 29014R103 280 24000 SH SOLE 24000 0 0 EXLSERVICE HOLDINGS INC Common Stock 302081104 2041 34000 SH SOLE 34000 0 0 EXPEDIA GROUP INC Common Stock 30212P303 31413 263973 SH SOLE 263973 0 0 EXPEDITORS INTL WASH INC Common Stock 302130109 47153 621250 SH SOLE 621250 0 0 EXPONENT INC Common Stock 30214U102 2926 50700 SH SOLE 50700 0 0 EXPRESS INC Common Stock 30219E103 277 64800 SH SOLE 64800 0 0 EXTENDED STAY AMERICA INC Common Stock 30224P200 11179 622772 SH SOLE 622772 0 0 EXTERRAN CORP Common Stock 30227H106 536 31800 SH SOLE 31800 0 0 EXTRA SPACE STORAGE INC Common Stock 30225T102 24407 239500 SH SOLE 239500 0 0 EXTRACTION OIL & GAS INC Common Stock 30227M105 843 199400 SH SOLE 199400 0 0 EXTREME NETWORKS INC Common Stock 30226D106 810 108100 SH SOLE 108100 0 0 EXXON MOBIL CORPORATION Common Stock 30231G102 871321 10783677 SH SOLE 10783677 0 0 EZCORP INC CLASS A Common Stock 302301106 401 43000 SH SOLE 43000 0 0 F N B CORP Common Stock 302520101 7264 685298 SH SOLE 685298 0 0 F5 NETWORKS INC Common Stock 315616102 24105 153606 SH SOLE 153606 0 0 FABRINET Foreign Stock G3323L100 2795 53375 SH SOLE 53375 0 0 FACEBOOK INC Common Stock 30303M102 1092072 6551513 SH SOLE 6551513 0 0 FACTSET RESEARCH SYSTM Common Stock 303075105 37945 152836 SH SOLE 152836 0 0 FAIR ISAAC CORPORATION Common Stock 303250104 15293 56300 SH SOLE 56300 0 0 FARFETCH LTD - CL A Foreign Stock 30744W107 10006 371819 SH SOLE 371819 0 0 FARMER BROS CO Common Stock 307675108 818 40884 SH SOLE 40884 0 0 FARMERS & MERCHANTS BANCO Common Stock 30779N105 289 9600 SH SOLE 9600 0 0 FARMERS NATL BANC CORP Common Stock 309627107 784 56863 SH SOLE 56863 0 0 FARMLAND PARTNERS INC Common Stock 31154R109 113 17600 SH SOLE 17600 0 0 FARO TECHNOLOGIES INC Common Stock 311642102 790 18000 SH SOLE 18000 0 0 FASTENAL COMPANY Common Stock 311900104 58850 915100 SH SOLE 915100 0 0 FATE THERAPEUTICS INC Common Stock 31189P102 1622 92290 SH SOLE 92290 0 0 FB FINANCIAL CORP Common Stock 30257X104 6303 198454 SH SOLE 198454 0 0 FBL FINL GROUP INC-CL A Common Stock 30239F106 684 10900 SH SOLE 10900 0 0 FEDERAL AGRIC MTGE CORP-C Common Stock 313148306 834 11511 SH SOLE 11511 0 0 FEDERAL REALTY INVS TRUST Common Stock 313747206 19333 140250 SH SOLE 140250 0 0 FEDERAL SIGNAL CORP Common Stock 313855108 1515 58300 SH SOLE 58300 0 0 FEDERATED INVESTORS CL B Common Stock 314211103 2896 98800 SH SOLE 98800 0 0 FEDEX CORPORATION Common Stock 31428X106 93626 516100 SH SOLE 516100 0 0 FEDNAT HOLDING CO Common Stock 31431B109 254 15825 SH SOLE 15825 0 0 FENNEC PHARMACEUTICAL INC Foreign Stock 31447P100 60 12400 SH SOLE 12400 0 0 FERRARI NV Foreign Stock N3167Y103 24827 185554 SH SOLE 185554 0 0 FERRO CORPORATION Common Stock 315405100 2198 116102 SH SOLE 116102 0 0 FGL HOLDINGS Foreign Stock G3402M102 1095 139100 SH SOLE 139100 0 0 FIBROGEN INC Common Stock 31572Q808 8966 164963 SH SOLE 164963 0 0 FIDELITY D & D BANCORP Common Stock 31609R100 189 3200 SH SOLE 3200 0 0 FIDELITY NATIONAL FINANCI Common Stock 31620R303 26524 725700 SH SOLE 725700 0 0 FIDELITY NATIONAL INFO Common Stock 31620M106 80572 712400 SH SOLE 712400 0 0 FIDELITY SOUTHERN CORP Common Stock 316394105 589 21500 SH SOLE 21500 0 0 FIESTA RESTAURANT GROUP Common Stock 31660B101 304 23200 SH SOLE 23200 0 0 FIFTH THIRD BANCORP Common Stock 316773100 45105 1788473 SH SOLE 1788473 0 0 FINANCIAL INSTITUTION INC Common Stock 317585404 589 21682 SH SOLE 21682 0 0 FINISAR CORP Convertible Debt 31787AAP6 5390 5495000 SH SOLE 5495000 0 0 FINISAR CORP Common Stock 31787A507 3111 134284 SH SOLE 134284 0 0 FIREEYE INC Convertible Debt 31816QAD3 6045 6479000 SH SOLE 6479000 0 0 FIREEYE INC Common Stock 31816Q101 5930 353200 SH SOLE 353200 0 0 FIRST AMERICAN FINL CORP Common Stock 31847R102 17108 332200 SH SOLE 332200 0 0 FIRST BANCORP INC Common Stock 31866P102 284 11400 SH SOLE 11400 0 0 FIRST BANCORP PUERTO RICO Common Stock 318672706 7759 677066 SH SOLE 677066 0 0 FIRST BANCORP/NORTH CAROL Common Stock 318910106 1461 42031 SH SOLE 42031 0 0 FIRST BANCSHARES INC Common Stock 318916103 426 13800 SH SOLE 13800 0 0 FIRST BANK / HAMILTON NJ Common Stock 31931U102 208 18000 SH SOLE 18000 0 0 FIRST BUSEY CORP Common Stock 319383204 1046 42864 SH SOLE 42864 0 0 FIRST BUSINESS FINL SVCS Common Stock 319390100 160 8000 SH SOLE 8000 0 0 FIRST CHOICE BANCORP Common Stock 31948P104 166 7700 SH SOLE 7700 0 0 FIRST CITIZENS BANCSHARES Common Stock 31946M103 6189 15200 SH SOLE 15200 0 0 FIRST COMMONWLTH FNL CORP Common Stock 319829107 1234 97900 SH SOLE 97900 0 0 FIRST COMMUNITY BANCSHARE Common Stock 31983A103 590 17800 SH SOLE 17800 0 0 FIRST COMMUNITY CORP Common Stock 319835104 153 8000 SH SOLE 8000 0 0 FIRST DATA CORP - CLASS A Common Stock 32008D106 29998 1141900 SH SOLE 1141900 0 0 FIRST DEFIANCE FINL CORP Common Stock 32006W106 1006 34998 SH SOLE 34998 0 0 FIRST FINANCIAL BANCORP Common Stock 320209109 2682 111472 SH SOLE 111472 0 0 FIRST FINANCIAL CORP/INDI Common Stock 320218100 571 13600 SH SOLE 13600 0 0 FIRST FINANCIAL NORTHWEST Common Stock 32022K102 146 9300 SH SOLE 9300 0 0 FIRST FINL BANKSHARES INC Common Stock 32020R109 4207 72811 SH SOLE 72811 0 0 FIRST FOUNDATION INC Common Stock 32026V104 506 37300 SH SOLE 37300 0 0 FIRST GUARANTY BANCSHARES Common Stock 32043P106 95 4619 SH SOLE 4619 0 0 FIRST HAWAIIAN INC Common Stock 32051X108 21737 834433 SH SOLE 834433 0 0 FIRST HORIZON NATIONAL Common Stock 320517105 11611 830560 SH SOLE 830560 0 0 FIRST INDUSTL REALTY TR Common Stock 32054K103 4445 125700 SH SOLE 125700 0 0 FIRST INTERNET BANCORP Common Stock 320557101 168 8700 SH SOLE 8700 0 0 FIRST MERCHANTS CORP Common Stock 320817109 2257 61239 SH SOLE 61239 0 0 FIRST MID BANCSHARES INC Common Stock 320866106 460 13800 SH SOLE 13800 0 0 FIRST MIDWEST BANCORP INC Common Stock 320867104 2154 105300 SH SOLE 105300 0 0 FIRST NORTHWEST BANCORP Common Stock 335834107 176 11300 SH SOLE 11300 0 0 FIRST OF LONG ISLAND CORP Common Stock 320734106 584 26650 SH SOLE 26650 0 0 FIRST REPUBLIC BANK/SAN F Common Stock 33616C100 34908 347477 SH SOLE 347477 0 0 FIRST SAVINGS FINANCIAL Common Stock 33621E109 114 2100 SH SOLE 2100 0 0 FIRST SOLAR INC Common Stock 336433107 15762 298294 SH SOLE 298294 0 0 FIRST UNITED CORP Common Stock 33741H107 131 7600 SH SOLE 7600 0 0 FIRSTCASH INC Common Stock 33767D105 37884 437964 SH SOLE 437964 0 0 FIRSTENERGY CORPORATION Common Stock 337932107 42004 1009476 SH SOLE 1009476 0 0 FISERV INC Common Stock 337738108 101829 1153481 SH SOLE 1153481 0 0 FITBIT INC - A Common Stock 33812L102 1259 212600 SH SOLE 212600 0 0 FIVE BELOW Common Stock 33829M101 13417 107981 SH SOLE 107981 0 0 FIVE PRIME THERAPEUTICS I Common Stock 33830X104 482 36000 SH SOLE 36000 0 0 FIVE9 INC Common Stock 338307101 13853 262226 SH SOLE 262226 0 0 FLAGSTAR BANCORP INC Common Stock 337930705 1284 39000 SH SOLE 39000 0 0 FLEETCOR TECHNOLOGIES INC Common Stock 339041105 42626 172860 SH SOLE 172860 0 0 FLEX LTD Foreign Stock Y2573F102 6283 628335 SH SOLE 628335 0 0 FLEXION THERAPEUTICS INC Common Stock 33938J106 341 27300 SH SOLE 27300 0 0 FLEXSTEEL INDUSTRIES INC Common Stock 339382103 195 8400 SH SOLE 8400 0 0 FLIR SYSTEMS INC Common Stock 302445101 33350 700925 SH SOLE 700925 0 0 FLOOR & DECOR HOLDINGS IN Common Stock 339750101 17468 423777 SH SOLE 423777 0 0 FLOTEK INDUSTRIES INC Common Stock 343389102 179 55300 SH SOLE 55300 0 0 FLOWERS FOODS INC Common Stock 343498101 7204 337900 SH SOLE 337900 0 0 FLOWSERVE CORPORATION Common Stock 34354P105 18552 410984 SH SOLE 410984 0 0 FLUENT INC Common Stock 34380C102 60 10629 SH SOLE 10629 0 0 FLUIDIGM CORP Common Stock 34385P108 981 73850 SH SOLE 73850 0 0 FLUOR CORPORATION Common Stock 343412102 9152 248700 SH SOLE 248700 0 0 FLUSHING FINANCIAL CORP Common Stock 343873105 656 29900 SH SOLE 29900 0 0 FLY LEASING LTD ADR Foreign Stock 34407D109 452 32660 SH SOLE 32660 0 0 FMC CORPORATION Common Stock 302491303 27847 362491 SH SOLE 362491 0 0 FOCUS FINANCIAL PATNERS-A Common Stock 34417P100 1735 48687 SH SOLE 48687 0 0 FONAR CORP Common Stock 344437405 298 14547 SH SOLE 14547 0 0 FOOT LOCKER INC Common Stock 344849104 20452 337490 SH SOLE 337490 0 0 FORD MOTOR COMPANY Common Stock 345370860 76202 8679000 SH SOLE 8679000 0 0 FORESCOUT TECHNOLOGIES IN Common Stock 34553D101 4825 115118 SH SOLE 115118 0 0 FORESTAR GROUP INC Common Stock 346232101 211 12226 SH SOLE 12226 0 0 FORMFACTOR INC Common Stock 346375108 18469 1147876 SH SOLE 1147876 0 0 FORRESTER RESEARCH INC Common Stock 346563109 575 11900 SH SOLE 11900 0 0 FORTERRA INC Common Stock 34960W106 84 19800 SH SOLE 19800 0 0 FORTINET INC Common Stock 34959E109 31935 380318 SH SOLE 380318 0 0 FORTIVE CORP Common Stock 34959J108 52978 631521 SH SOLE 631521 0 0 FORTRESS BIOTECH INC Common Stock 34960Q109 31 17639 SH SOLE 17639 0 0 FORTUNE BRANDS HOME & SEC Common Stock 34964C106 11845 248800 SH SOLE 248800 0 0 FORTY SEVEN INC Common Stock 34983P104 103 6400 SH SOLE 6400 0 0 FORUM ENERGY TECHNOLOGIES Common Stock 34984V100 3135 613415 SH SOLE 613415 0 0 FORWARD AIR CORPORATION Common Stock 349853101 1864 28800 SH SOLE 28800 0 0 FOSSIL GROUP INC Common Stock 34988V106 1130 82381 SH SOLE 82381 0 0 FOSTER LB CO - CL A Common Stock 350060109 224 11900 SH SOLE 11900 0 0 FOUNDATION BUILDING MATER Common Stock 350392106 136 13800 SH SOLE 13800 0 0 FOUR CORNERS PPTY TRUST Common Stock 35086T109 2302 77780 SH SOLE 77780 0 0 FOX CORP - CLASS A Common Stock 35137L105 29411 801164 SH SOLE 801164 0 0 FOX CORP - CLASS B Common Stock 35137L204 26627 742119 SH SOLE 742119 0 0 FOX FACTORY HOLDING CORP Common Stock 35138V102 3494 49995 SH SOLE 49995 0 0 FRANCESCAS HOLDINGS CORP Common Stock 351793104 26 38200 SH SOLE 38200 0 0 FRANKLIN COVEY COMPANY Common Stock 353469109 283 11200 SH SOLE 11200 0 0 FRANKLIN ELECTRIC CO INC Common Stock 353514102 34281 670990 SH SOLE 670990 0 0 FRANKLIN FINANCIAL NETWOR Common Stock 35352P104 604 20814 SH SOLE 20814 0 0 FRANKLIN RESOURCES INC Common Stock 354613101 45104 1361000 SH SOLE 1361000 0 0 FRANKLIN ST PROPERTIES C Common Stock 35471R106 907 126119 SH SOLE 126119 0 0 FRANKS INTERNATIONAL N.V. Foreign Stock N33462107 430 69300 SH SOLE 69300 0 0 FREEPORT-MCMORAN INC Common Stock 35671D857 36889 2861869 SH SOLE 2861869 0 0 FREIGHTCAR AMERICA INC Common Stock 357023100 77 12500 SH SOLE 12500 0 0 FRESH DEL MONTE PRDCE INC Foreign Stock G36738105 3438 127200 SH SOLE 127200 0 0 FRESHPET INC Common Stock 358039105 2438 57656 SH SOLE 57656 0 0 FRONT YARD RESIDENTIAL Common Stock 35904G107 394 42500 SH SOLE 42500 0 0 FRONTDOOR INC Common Stock 35905A109 13469 391325 SH SOLE 391325 0 0 FRONTIER COMMUN CORP Common Stock 35906A306 186 93693 SH SOLE 93693 0 0 FRONTLINE LTD Foreign Stock G3682E192 475 73479 SH SOLE 73479 0 0 FRP HOLDINGS INC Common Stock 30292L107 735 15443 SH SOLE 15443 0 0 FS BANCORP INC Common Stock 30263Y104 177 3500 SH SOLE 3500 0 0 FTI CONSULTING INC Common Stock 302941109 4572 59515 SH SOLE 59515 0 0 FTS INTERNATIONAL INC Common Stock 30283W104 221 22142 SH SOLE 22142 0 0 FUELCELL ENERGY INC Common Stock 35952H502 5 19400 SH SOLE 19400 0 0 FULTON FINANCIAL CORP Common Stock 360271100 6397 413233 SH SOLE 413233 0 0 FUNKO INC-CLASS A Common Stock 361008105 252 11600 SH SOLE 11600 0 0 FUSION CONNECT INC Common Stock 36116X102 1 800 SH SOLE 800 0 0 FUTUREFUEL CORP Common Stock 36116M106 421 31390 SH SOLE 31390 0 0 FVCBANKCORP INC Common Stock 36120Q101 10 600 SH SOLE 600 0 0 G N C HOLDINGS INC - CL A Common Stock 36191G107 195 71300 SH SOLE 71300 0 0 G1 THERAPEUTICS INC Common Stock 3621LQ109 340 20500 SH SOLE 20500 0 0 GAIA INC Common Stock 36269P104 115 12600 SH SOLE 12600 0 0 GAIN CAPITAL HOLDINGS INC Common Stock 36268W100 185 29400 SH SOLE 29400 0 0 GAMCO INVESTORS INC CL A Common Stock 361438104 100 4900 SH SOLE 4900 0 0 GAMESTOP CORP CLASS A Common Stock 36467W109 3164 311400 SH SOLE 311400 0 0 GAMING AND LEISURE PROP Common Stock 36467J108 19587 507831 SH SOLE 507831 0 0 GANNETT COMPANY INC Common Stock 36473H104 1694 160740 SH SOLE 160740 0 0 GAP INC/THE Common Stock 364760108 10760 411000 SH SOLE 411000 0 0 GARDNER DENVER HOLDINGS I Common Stock 36555P107 24941 896849 SH SOLE 896849 0 0 GARMIN LTD Foreign Stock H2906T109 42250 489291 SH SOLE 489291 0 0 GARRETT MOTION INC Common Stock 366505105 2074 140799 SH SOLE 140799 0 0 GARTNER INC Common Stock 366651107 24694 162802 SH SOLE 162802 0 0 GASLOG LTD Foreign Stock G37585109 698 40000 SH SOLE 40000 0 0 GATES INDUSTRIAL CORP PLC Foreign Stock G39108108 1015 70800 SH SOLE 70800 0 0 GATX CORPORATION Common Stock 361448103 23698 310299 SH SOLE 310299 0 0 GCI LIBERTY INC - CLASS A Common Stock 36164V305 13951 250871 SH SOLE 250871 0 0 GCP APPLIED TECHNOLOGIES Common Stock 36164Y101 2190 74000 SH SOLE 74000 0 0 GENCO SHIP AND TRADE LTD Foreign Stock Y2685T131 52 7000 SH SOLE 7000 0 0 GENCOR INDUSTRIES INC Common Stock 368678108 92 7450 SH SOLE 7450 0 0 GENERAC HOLDINGS INC Common Stock 368736104 4954 96703 SH SOLE 96703 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 118564 700400 SH SOLE 700400 0 0 GENERAL ELECTRIC COMPANY Common Stock 369604103 224393 22461800 SH SOLE 22461800 0 0 GENERAL FINANCE CORP Common Stock 369822101 101 10800 SH SOLE 10800 0 0 GENERAL MILLS INC Common Stock 370334104 89910 1737387 SH SOLE 1737387 0 0 GENERAL MOTORS COMPANY Common Stock 37045V100 152671 4115111 SH SOLE 4115111 0 0 GENESCO INC Common Stock 371532102 970 21300 SH SOLE 21300 0 0 GENESEE & WYOMING INC Common Stock 371559105 16775 192508 SH SOLE 192508 0 0 GENESIS HEALTHCARE INC Common Stock 37185X106 48 33500 SH SOLE 33500 0 0 GENFIT - ADR Foreign Stock 372279109 267 11130 SH SOLE 11130 0 0 GENMARK DIAGNOSTICS INC Common Stock 372309104 329 46400 SH SOLE 46400 0 0 GENOMIC HEALTH INC Common Stock 37244C101 5848 83484 SH SOLE 83484 0 0 GENPACT LTD Foreign Stock G3922B107 25998 739013 SH SOLE 739013 0 0 GENTEX CORPORATION Common Stock 371901109 15686 758491 SH SOLE 758491 0 0 GENTHERM INC Common Stock 37253A103 1920 52100 SH SOLE 52100 0 0 GENUINE PARTS COMPANY Common Stock 372460105 44722 399200 SH SOLE 399200 0 0 GENWORTH FINCL INC - CL A Common Stock 37247D106 1851 483300 SH SOLE 483300 0 0 GERMAN AMERICAN BANCORP Common Stock 373865104 681 23150 SH SOLE 23150 0 0 GERON CORP Common Stock 374163103 187 112900 SH SOLE 112900 0 0 GETTY REALTY CORP Common Stock 374297109 1031 32196 SH SOLE 32196 0 0 GIBRALTER INDUSTRIES INC Common Stock 374689107 1640 40385 SH SOLE 40385 0 0 G-III APPAREL GROUP LTD Common Stock 36237H101 20228 506209 SH SOLE 506209 0 0 GILEAD SCIENCES INC Common Stock 375558103 227226 3495248 SH SOLE 3495248 0 0 GLACIER BANCORP INC Common Stock 37637Q105 4184 104406 SH SOLE 104406 0 0 GLADSTONE COMMERCIAL CORP Common Stock 376536108 642 30900 SH SOLE 30900 0 0 GLADSTONE LAND CORP Common Stock 376549101 182 14400 SH SOLE 14400 0 0 GLATFELTER Common Stock 377316104 662 46900 SH SOLE 46900 0 0 GLAUKOS CORP Common Stock 377322102 40114 511858 SH SOLE 511858 0 0 GLOBAL BLOOD THERAPEUTICS Common Stock 37890U108 3227 60968 SH SOLE 60968 0 0 GLOBAL BRASS & COPPER HLD Common Stock 37953G103 1451 42144 SH SOLE 42144 0 0 GLOBAL INDEMNITY LTD Foreign Stock G3933F105 301 9900 SH SOLE 9900 0 0 GLOBAL MEDICAL REIT INC Common Stock 37954A204 181 18400 SH SOLE 18400 0 0 GLOBAL NET LEASE INC Common Stock 379378201 1411 74659 SH SOLE 74659 0 0 GLOBAL PAYMENTS INC Common Stock 37940X102 41526 304173 SH SOLE 304173 0 0 GLOBAL WATER RESOURCES OM Common Stock 379463102 57 5799 SH SOLE 5799 0 0 GLOBANT S.A. Foreign Stock L44385109 945 13237 SH SOLE 13237 0 0 GLOBUS MEDICAL INC - A Common Stock 379577208 3632 73500 SH SOLE 73500 0 0 GLU MOBILE INC Common Stock 379890106 1133 103600 SH SOLE 103600 0 0 GLYCOMIMETICS INC Common Stock 38000Q102 465 37300 SH SOLE 37300 0 0 GMS INC Common Stock 36251C103 484 32000 SH SOLE 32000 0 0 GODADDY INC - CLASS A Common Stock 380237107 27422 364700 SH SOLE 364700 0 0 GOGO INC Common Stock 38046C109 4173 929468 SH SOLE 929468 0 0 GOLAR LNG LTD Foreign Stock G9456A100 6102 289322 SH SOLE 289322 0 0 GOLD RESOURCE CORP Common Stock 38068T105 201 51200 SH SOLE 51200 0 0 GOLDEN ENTERTAINMENT INC Common Stock 381013101 7285 514506 SH SOLE 514506 0 0 GOLDMAN SACHS GROUP INC Common Stock 38141G104 208450 1085735 SH SOLE 1085735 0 0 GOODRICH PETROLEUM CORP Common Stock 382410843 132 9700 SH SOLE 9700 0 0 GOODYEAR TIRE & RUBBER CO Common Stock 382550101 10073 555000 SH SOLE 555000 0 0 GOOSEHEAD INSURANCE INC Common Stock 38267D109 304 10900 SH SOLE 10900 0 0 GOPRO INC-CLASS A Common Stock 38268T103 751 115500 SH SOLE 115500 0 0 GORMAN-RUPP CO Common Stock 383082104 1294 38117 SH SOLE 38117 0 0 GOSSAMER BIO INC Common Stock 38341P102 175 8058 SH SOLE 8058 0 0 GP STRATEGIES CORP Common Stock 36225V104 154 12700 SH SOLE 12700 0 0 GRACO INC Common Stock 384109104 31420 634494 SH SOLE 634494 0 0 GRAFTECH INTERNATIONAL Common Stock 384313508 1233 96400 SH SOLE 96400 0 0 GRAHAM CORP Common Stock 384556106 241 12300 SH SOLE 12300 0 0 GRAHAM HOLDINGS COMPANY Common Stock 384637104 5705 8350 SH SOLE 8350 0 0 GRAND CANYON EDUC INC Common Stock 38526M106 12691 110828 SH SOLE 110828 0 0 GRANITE CONSTRUCTION INC Common Stock 387328107 1954 45276 SH SOLE 45276 0 0 GRANITE POINT MORTAGE TRU Common Stock 38741L107 771 41544 SH SOLE 41544 0 0 GRAPHIC PACKAGING HLDG CO Common Stock 388689101 6573 520400 SH SOLE 520400 0 0 GRAY TELEVISION INC Common Stock 389375106 9959 466233 SH SOLE 466233 0 0 GREAT AJAX CORP Common Stock 38983D300 203 14800 SH SOLE 14800 0 0 GREAT LAKES DREDGE & DOCK Common Stock 390607109 492 55200 SH SOLE 55200 0 0 GREAT SOUTHERN BANCORP IN Common Stock 390905107 1016 19568 SH SOLE 19568 0 0 GREAT WESTERN BANCORP INC Common Stock 391416104 1835 58100 SH SOLE 58100 0 0 GREEN BRICK PARTNERS INC Common Stock 392709101 193 22100 SH SOLE 22100 0 0 GREEN DOT CORP-CLASS A Common Stock 39304D102 4959 81768 SH SOLE 81768 0 0 GREEN PLAINS INC Common Stock 393222104 701 42000 SH SOLE 42000 0 0 GREENBRIER COMPANIES INC Common Stock 393657101 1002 31100 SH SOLE 31100 0 0 GREENE COUNTY BANCORP INC Common Stock 394357107 152 5000 SH SOLE 5000 0 0 GREENHILL & COMPANY INC Common Stock 395259104 888 41290 SH SOLE 41290 0 0 GREENLIGHT CAP RE LTD-A Foreign Stock G4095J109 353 32500 SH SOLE 32500 0 0 GREIF INC CLASS A Common Stock 397624107 1084 26272 SH SOLE 26272 0 0 GREIF INC-CLASS B Common Stock 397624206 308 6300 SH SOLE 6300 0 0 GRIFFIN INDUSTRIAL REALTY Common Stock 398231100 56 1600 SH SOLE 1600 0 0 GRIFFON CORPORATION Common Stock 398433102 687 37200 SH SOLE 37200 0 0 GRITSTONE ONCOLOGY INC Common Stock 39868T105 53 4000 SH SOLE 4000 0 0 GROUP 1 AUTOMOTIVE INC Common Stock 398905109 4970 76816 SH SOLE 76816 0 0 GROUPON INC Common Stock 399473107 1555 437900 SH SOLE 437900 0 0 GRUBHUB INC Common Stock 400110102 14195 204330 SH SOLE 204330 0 0 GRUPO AVAL ACCIONES Foreign Stock 40053W101 78 10064 SH SOLE 10064 0 0 GTT COMMUNICATIONS INC Common Stock 362393100 1447 41700 SH SOLE 41700 0 0 GTX INC Common Stock 40052B207 7 5500 SH SOLE 5500 0 0 GUARANTY BANCSHARES INC Common Stock 400764106 248 8500 SH SOLE 8500 0 0 GUARDANT HEALTH INC Common Stock 40131M109 1120 14600 SH SOLE 14600 0 0 GUESS INC Common Stock 401617105 1107 56500 SH SOLE 56500 0 0 GUIDEWIRE SOFTWARE INC Common Stock 40171V100 80608 829644 SH SOLE 829644 0 0 GULFPORT ENERGY CORP Common Stock 402635304 1816 226414 SH SOLE 226414 0 0 GW PHARMACEUTICALS - ADR Foreign Stock 36197T103 1412 8378 SH SOLE 8378 0 0 H B FULLER COMPANY Common Stock 359694106 8552 175821 SH SOLE 175821 0 0 H&E EQUIPMENT SVCS INC Common Stock 404030108 758 30200 SH SOLE 30200 0 0 H&R BLOCK INC Common Stock 093671105 10249 428100 SH SOLE 428100 0 0 HABIT RESTAURANTS INC Common Stock 40449J103 234 21600 SH SOLE 21600 0 0 HACKETT GROUP INC Common Stock 404609109 373 23600 SH SOLE 23600 0 0 HAEMONETICS CORPORATION Common Stock 405024100 4654 53200 SH SOLE 53200 0 0 HAIN CELESTIAL GROUP INC Common Stock 405217100 3651 157900 SH SOLE 157900 0 0 HALCON RESOURCES CORP Common Stock 40537Q605 141 104100 SH SOLE 104100 0 0 HALLADOR ENERGY CO Common Stock 40609P105 89 17000 SH SOLE 17000 0 0 HALLIBURTON COMPANY Common Stock 406216101 74203 2532541 SH SOLE 2532541 0 0 HALLMARK FINL SERVCS INC Common Stock 40624Q203 134 12900 SH SOLE 12900 0 0 HALOZYME THERAPEUTICS INC Common Stock 40637H109 15753 978449 SH SOLE 978449 0 0 HAMILTON BEACH BRAND-CL A Common Stock 40701T104 195 9100 SH SOLE 9100 0 0 HAMILTON BEACH BRAND-CL B Common Stock 40701T203 105 4900 SH SOLE 4900 0 0 HAMILTON LANE INC-CLASS A Common Stock 407497106 741 17000 SH SOLE 17000 0 0 HANCOCK WHITNEY CORP Common Stock 410120109 4092 101288 SH SOLE 101288 0 0 HANESBRANDS INC Common Stock 410345102 15209 850600 SH SOLE 850600 0 0 HANMI FINANCIAL CORP Common Stock 410495204 666 31300 SH SOLE 31300 0 0 HANNON ARMSTRONG SUSTAINA Common Stock 41068X100 1300 50700 SH SOLE 50700 0 0 HANOVER INSURANCE GROUP Common Stock 410867105 11782 103200 SH SOLE 103200 0 0 HARBORONE BANCORP INC Common Stock 41165F101 243 14100 SH SOLE 14100 0 0 HARLEY-DAVIDSON INC Common Stock 412822108 15173 425500 SH SOLE 425500 0 0 HARMONIC INC Common Stock 413160102 434 80100 SH SOLE 80100 0 0 HARRIS CORPORATION Common Stock 413875105 44263 277149 SH SOLE 277149 0 0 HARSCO CORPORATION Common Stock 415864107 2202 109212 SH SOLE 109212 0 0 HARTFORD FINANCIAL SVCS Common Stock 416515104 47424 953829 SH SOLE 953829 0 0 HARVARD BIOSCIENCE INC Common Stock 416906105 368 85382 SH SOLE 85382 0 0 HASBRO INC Common Stock 418056107 19597 230500 SH SOLE 230500 0 0 HAVERTY FURNITURE COS Common Stock 419596101 435 19900 SH SOLE 19900 0 0 HAWAIIAN ELECTRIC INDS Common Stock 419870100 8134 199500 SH SOLE 199500 0 0 HAWAIIAN HOLDINGS INC Common Stock 419879101 1879 71565 SH SOLE 71565 0 0 HAWKINS INC Common Stock 420261109 412 11200 SH SOLE 11200 0 0 HAYNES INTERNATIONAL INC Common Stock 420877201 391 11900 SH SOLE 11900 0 0 HC2 HOLDINGS INC Common Stock 404139107 89 36200 SH SOLE 36200 0 0 HCA HEALTHCARE INC Common Stock 40412C101 152355 1168549 SH SOLE 1168549 0 0 HCI GROUP INC Common Stock 40416E103 308 7200 SH SOLE 7200 0 0 HCP INC Common Stock 40414L109 29215 933400 SH SOLE 933400 0 0 HD SUPPLY HOLDINGS INC Common Stock 40416M105 36676 846046 SH SOLE 846046 0 0 HDFC BANK LTD ADR Foreign Stock 40415F101 39580 341469 SH SOLE 341469 0 0 HEALTH INSURANCE INNOVATI Common Stock 42225K106 397 14800 SH SOLE 14800 0 0 HEALTHCARE REALTY TRUST Common Stock 421946104 12238 381113 SH SOLE 381113 0 0 HEALTHCARE SERVICES GROUP Common Stock 421906108 6416 194480 SH SOLE 194480 0 0 HEALTHCARE TRUST OF AMERI Common Stock 42225P501 12577 439920 SH SOLE 439920 0 0 HEALTHEQUITY INC Common Stock 42226A107 13747 185825 SH SOLE 185825 0 0 HEALTHSTREAM INC Common Stock 42222N103 1932 68850 SH SOLE 68850 0 0 HEARTLAND EXPRESS INC Common Stock 422347104 873 45300 SH SOLE 45300 0 0 HEARTLAND FINANCIAL USA I Common Stock 42234Q102 14552 341207 SH SOLE 341207 0 0 HECLA MINING COMPANY Common Stock 422704106 1022 444494 SH SOLE 444494 0 0 HEICO CORP - CLASS A Common Stock 422806208 12710 151200 SH SOLE 151200 0 0 HEICO CORPORATION Common Stock 422806109 13557 142903 SH SOLE 142903 0 0 HEIDRICK & STRUGGLES INTL Common Stock 422819102 1113 29039 SH SOLE 29039 0 0 HELEN OF TROY LTD Foreign Stock G4388N106 3096 26700 SH SOLE 26700 0 0 HELIUS MEDICAL TECH Common Stock 42328V504 121 18200 SH SOLE 18200 0 0 HELIX ENERGY SOLUTIONS GP Common Stock 42330P107 3860 488024 SH SOLE 488024 0 0 HELMERICH & PAYNE Common Stock 423452101 12507 225100 SH SOLE 225100 0 0 HEMISPHERE MEDIA GRP INC Common Stock 42365Q103 234 16600 SH SOLE 16600 0 0 HENRY SCHEIN INC Common Stock 806407102 80645 1341630 SH SOLE 1341630 0 0 HERBALIFE NUTRITION LTD Foreign Stock G4412G101 14656 276582 SH SOLE 276582 0 0 HERC HOLDINGS INC Common Stock 42704L104 947 24300 SH SOLE 24300 0 0 HERCULES CAPITAL INC Convertible Debt 427096AF9 1294 1325000 SH SOLE 1325000 0 0 HERCULES TECH GROWTH Common Stock 427096508 1112 87812 SH SOLE 87812 0 0 HERITAGE COMMERCE CORP Common Stock 426927109 455 37600 SH SOLE 37600 0 0 HERITAGE FINANCIAL CORP Common Stock 42722X106 1181 39194 SH SOLE 39194 0 0 HERITAGE INSURANCE HLDGS Common Stock 42727J102 1090 74678 SH SOLE 74678 0 0 HERITAGE-CRYSTAL CLN INC Common Stock 42726M106 398 14500 SH SOLE 14500 0 0 HERMAN MILLER INC Common Stock 600544100 2055 58400 SH SOLE 58400 0 0 HERON THERAPEUTICS INC Common Stock 427746102 3443 140896 SH SOLE 140896 0 0 HERSHA HOSPITALITY TRUST Common Stock 427825500 1589 92719 SH SOLE 92719 0 0 HERSHEY COMPANY/THE Common Stock 427866108 39953 347929 SH SOLE 347929 0 0 HERTZ GLOBAL HLDGS INC Common Stock 42806J106 971 55900 SH SOLE 55900 0 0 HESKA CORP Common Stock 42805E306 1457 17121 SH SOLE 17121 0 0 HESS CORPORATION Common Stock 42809H107 33253 552100 SH SOLE 552100 0 0 HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 53789 3486000 SH SOLE 3486000 0 0 HEXCEL CORPORATION Common Stock 428291108 78130 1129694 SH SOLE 1129694 0 0 HFF INC - CLASS A Common Stock 40418F108 2188 45820 SH SOLE 45820 0 0 HIBBETT SPORTS INC Common Stock 428567101 752 32950 SH SOLE 32950 0 0 HIGHPOINT RESOURCES CORP Common Stock 43114K108 177 80100 SH SOLE 80100 0 0 HIGHWOODS PROPERTIES INC Common Stock 431284108 9206 196800 SH SOLE 196800 0 0 HILLENBRAND INC Common Stock 431571108 11321 272595 SH SOLE 272595 0 0 HILL-ROM HOLDINGS INC Common Stock 431475102 13608 128550 SH SOLE 128550 0 0 HILLTOP HOLDINGS INC Common Stock 432748101 1288 70600 SH SOLE 70600 0 0 HILTON GRAND VACATIONS IN Common Stock 43283X105 6196 200830 SH SOLE 200830 0 0 HILTON WORLDWIDE HLDGS IN Common Stock 43300A203 72172 868395 SH SOLE 868395 0 0 HINGHAM INST FOR SVGS Common Stock 433323102 275 1600 SH SOLE 1600 0 0 HMS HOLDINGS CORPORATION Common Stock 40425J101 8334 281458 SH SOLE 281458 0 0 HNI CORPORATION Common Stock 404251100 5378 148200 SH SOLE 148200 0 0 HOLLYFRONTIER CORP Common Stock 436106108 20388 413804 SH SOLE 413804 0 0 HOLOGIC INC Common Stock 436440101 31074 642025 SH SOLE 642025 0 0 HOME BANCORP INC Common Stock 43689E107 303 9100 SH SOLE 9100 0 0 HOME BANCSHARES INC Common Stock 436893200 3027 172305 SH SOLE 172305 0 0 HOME DEPOT INC/THE Common Stock 437076102 547867 2855110 SH SOLE 2855110 0 0 HOMESTREET INC Common Stock 43785V102 722 27400 SH SOLE 27400 0 0 HOMETRUST BANCSHARES INC Common Stock 437872104 464 18400 SH SOLE 18400 0 0 HOMOLOGY MEDICINES INC Common Stock 438083107 477 17200 SH SOLE 17200 0 0 HONEYWELL INTERNATIONAL Common Stock 438516106 292983 1843587 SH SOLE 1843587 0 0 HOOKER FURNITURE CORP Common Stock 439038100 366 12700 SH SOLE 12700 0 0 HOPE BANCORP INC Common Stock 43940T109 1710 130751 SH SOLE 130751 0 0 HORACE MANN EDUCATORS Common Stock 440327104 21002 596473 SH SOLE 596473 0 0 HORIZON BANCORP INC Common Stock 440407104 569 35350 SH SOLE 35350 0 0 HORIZON PHARMA PLC Foreign Stock G4617B105 6841 258841 SH SOLE 258841 0 0 HORMEL FOODS CORPORATION Common Stock 440452100 49427 1104260 SH SOLE 1104260 0 0 HOSPITALITY PROPERTIES TR Common Stock 44106M102 8120 308637 SH SOLE 308637 0 0 HOST HOTELS & RESORTS INC Common Stock 44107P104 27376 1448484 SH SOLE 1448484 0 0 HOSTESS BRANDS INC Common Stock 44109J106 1861 148866 SH SOLE 148866 0 0 HOUGHTON MIFFLIN HARCOURT Common Stock 44157R109 723 99500 SH SOLE 99500 0 0 HOULIHAN LOKEY INC Common Stock 441593100 1504 32800 SH SOLE 32800 0 0 HOVNANIAN ENTERPRISES CLA Common Stock 442487401 48 4352 SH SOLE 4352 0 0 HOWARD BANCORP INC Common Stock 442496105 218 14700 SH SOLE 14700 0 0 HOWARD HUGHES CORP/THE Common Stock 44267D107 8780 79818 SH SOLE 79818 0 0 HP INC Common Stock 40434L105 100055 5149501 SH SOLE 5149501 0 0 HTG MOLECULAR DIAGNOSTICS Common Stock 40434H104 99 39640 SH SOLE 39640 0 0 HUAZHU GROUP LTD - ADR Foreign Stock 44332N106 8400 199339 SH SOLE 199339 0 0 HUB GROUP INC - CL A Common Stock 443320106 2308 56509 SH SOLE 56509 0 0 HUBBELL INC Common Stock 443510607 20357 172550 SH SOLE 172550 0 0 HUBSPOT INC Common Stock 443573100 23353 140500 SH SOLE 140500 0 0 HUDBAY MINERALS INC Foreign Stock 443628102 393 54984 SH SOLE 54984 0 0 HUDSON LTD-CLASS A Foreign Stock G46408103 560 40750 SH SOLE 40750 0 0 HUDSON PACIFIC PROPERTIES Common Stock 444097109 10146 294782 SH SOLE 294782 0 0 HUMANA INC Common Stock 444859102 94217 354201 SH SOLE 354201 0 0 HUNTINGTON BANKSHARES INC Common Stock 446150104 24909 1964428 SH SOLE 1964428 0 0 HUNTINGTON INGALLS INDUST Common Stock 446413106 17218 83100 SH SOLE 83100 0 0 HUNTSMAN CORP Common Stock 447011107 17118 761122 SH SOLE 761122 0 0 HURCO COMPANIES INC Common Stock 447324104 290 7200 SH SOLE 7200 0 0 HURON CONSULTING GROUP Common Stock 447462102 1025 21700 SH SOLE 21700 0 0 HYATT HOTELS CORP - CL A Common Stock 448579102 5044 69500 SH SOLE 69500 0 0 HYSTER-YALE MATERIALS Common Stock 449172105 720 11553 SH SOLE 11553 0 0 I A C/INTER ACTIVE CORP Common Stock 44919P508 41053 195388 SH SOLE 195388 0 0 I C U MEDICAL INC Common Stock 44930G107 14480 60501 SH SOLE 60501 0 0 I I - V I INC Common Stock 902104108 2654 71280 SH SOLE 71280 0 0 I ROBOT CORP Common Stock 462726100 3213 27300 SH SOLE 27300 0 0 I3 VERTICALS INC - CL A Common Stock 46571Y107 207 8600 SH SOLE 8600 0 0 IBERIABANK CORP Common Stock 450828108 11810 164690 SH SOLE 164690 0 0 ICF INTERNATIONAL INC Common Stock 44925C103 1354 17800 SH SOLE 17800 0 0 ICHOR HOLDINGS LTD Foreign Stock G4740B105 504 22300 SH SOLE 22300 0 0 ICICI BANK LTD-SPON ADR Foreign Stock 45104G104 8218 717103 SH SOLE 717103 0 0 ICON PLC Foreign Stock G4705A100 48442 354682 SH SOLE 354682 0 0 IDACORP INC Common Stock 451107106 12681 127401 SH SOLE 127401 0 0 IDERA PHARMACEUTICALS INC Common Stock 45168K405 43 17012 SH SOLE 17012 0 0 IDEX CORPORATION Common Stock 45167R104 37237 245400 SH SOLE 245400 0 0 IDEXX LABORATORIES INC Common Stock 45168D104 49295 220459 SH SOLE 220459 0 0 IES HOLDINGS INC Common Stock 44951W106 149 8400 SH SOLE 8400 0 0 IHS MARKIT LTD Foreign Stock G47567105 88940 1635530 SH SOLE 1635530 0 0 ILLINOIS TOOL WORKS INC Common Stock 452308109 118470 825400 SH SOLE 825400 0 0 ILLUMINA INC Common Stock 452327109 122675 394846 SH SOLE 394846 0 0 IMAX CORP Foreign Stock 45245E109 1193 52600 SH SOLE 52600 0 0 IMMERSION CORPORATION Common Stock 452521107 189 22400 SH SOLE 22400 0 0 IMMUNE DESIGN CORP Common Stock 45252L103 118 20100 SH SOLE 20100 0 0 IMMUNOGEN INC Common Stock 45253H101 381 140700 SH SOLE 140700 0 0 IMMUNOMEDICS INC Common Stock 452907108 9491 494044 SH SOLE 494044 0 0 IMPAC MORTGAGE HLDGS INC Common Stock 45254P508 31 7900 SH SOLE 7900 0 0 IMPINJ INC Common Stock 453204109 323 19300 SH SOLE 19300 0 0 INCYTE CORPORATION Common Stock 45337C102 30267 351906 SH SOLE 351906 0 0 INDEPENDENCE HOLDING CO Common Stock 453440307 226 6400 SH SOLE 6400 0 0 INDEPENDENCE REALTY TRUST Common Stock 45378A106 1756 162765 SH SOLE 162765 0 0 INDEPENDENT BANK CORP Common Stock 453836108 6146 75863 SH SOLE 75863 0 0 INDEPENDENT BANK CORP Common Stock 453838609 535 24900 SH SOLE 24900 0 0 INDEPENDENT BANK GROUP IN Common Stock 45384B106 1961 38242 SH SOLE 38242 0 0 INDPNDNC CNTRCT DRILLING Common Stock 453415309 65 23300 SH SOLE 23300 0 0 INDUSTRIAL LOGISTICS PROP Common Stock 456237106 1313 65117 SH SOLE 65117 0 0 INDUSTRIAS BACHOCO SAB Foreign Stock 456463108 1109 24053 SH SOLE 24053 0 0 INFINERA CORP Common Stock 45667G103 649 149600 SH SOLE 149600 0 0 INFO SERVICES GROUP Common Stock 45675Y104 118 31700 SH SOLE 31700 0 0 INFOSYS TECHNOLOGIES ADR Foreign Stock 456788108 15682 1434804 SH SOLE 1434804 0 0 INFRAREIT INC Common Stock 45685L100 910 43400 SH SOLE 43400 0 0 INFRASTRUCTURE AND ENERGY Common Stock 45686J104 84 16100 SH SOLE 16100 0 0 INGERSOLL-RAND PLC Foreign Stock G47791101 83604 774474 SH SOLE 774474 0 0 INGEVITY CORP Common Stock 45688C107 29045 275019 SH SOLE 275019 0 0 INGLES MARKETS INC CL A Common Stock 457030104 923 33430 SH SOLE 33430 0 0 INGREDION INC Common Stock 457187102 30936 326707 SH SOLE 326707 0 0 INNERWORKINGS INC Common Stock 45773Y105 94 26100 SH SOLE 26100 0 0 INNOPHOS HOLDINGS INC Common Stock 45774N108 639 21200 SH SOLE 21200 0 0 INNOSPEC INC Common Stock 45768S105 1984 23800 SH SOLE 23800 0 0 INNOVATE BIOPHARM Common Stock 45782F105 40 20600 SH SOLE 20600 0 0 INNOVATIVE INDUST PROP Common Stock 45781V101 1542 18877 SH SOLE 18877 0 0 INNOVIVA INC Convertible Debt 88338TAB0 4062 4004000 SH SOLE 4004000 0 0 INNOVIVA INC Common Stock 45781M101 1624 115780 SH SOLE 115780 0 0 INOGEN INC Common Stock 45780L104 35151 368575 SH SOLE 368575 0 0 INOVALON HOLDINGS INC - A Common Stock 45781D101 840 67600 SH SOLE 67600 0 0 INOVIO PHARMACEUTICALS IN Common Stock 45773H201 242 64900 SH SOLE 64900 0 0 INPHI CORP Convertible Debt 45772FAC1 5269 5052000 SH SOLE 5052000 0 0 INPHI CORP Common Stock 45772F107 2806 64155 SH SOLE 64155 0 0 INSIGHT ENTERPRISES INC Common Stock 45765U103 3292 59787 SH SOLE 59787 0 0 INSMED INC Convertible Debt 457669AA7 2071 2051000 SH SOLE 2051000 0 0 INSMED INC Common Stock 457669307 2930 100782 SH SOLE 100782 0 0 INSPERITY INC Common Stock 45778Q107 8203 66337 SH SOLE 66337 0 0 INSPIRE MEDICAL SYSTEMS Common Stock 457730109 676 11900 SH SOLE 11900 0 0 INSTALLED BLDG PRODUCTS Common Stock 45780R101 1043 21500 SH SOLE 21500 0 0 INSTEEL INDUSTRIES INC Common Stock 45774W108 414 19800 SH SOLE 19800 0 0 INSTRUCTURE INC Common Stock 45781U103 6378 135366 SH SOLE 135366 0 0 INSULET CORP Common Stock 45784P101 17584 184917 SH SOLE 184917 0 0 INSYS THERAPEUTICS INC Common Stock 45824V209 105 22700 SH SOLE 22700 0 0 INTEGER HOLDINGS CORP Common Stock 45826H109 2768 36700 SH SOLE 36700 0 0 INTEGRA LIFESCIENCES HLDG Common Stock 457985208 7650 137300 SH SOLE 137300 0 0 INTEGRATED DEV TEC Common Stock 458118106 6437 131400 SH SOLE 131400 0 0 INTEL CORPORATION Common Stock 458140100 604821 11262968 SH SOLE 11262968 0 0 INTELLIA THERAPEUTICS INC Common Stock 45826J105 600 35140 SH SOLE 35140 0 0 INTELSAT SA Foreign Stock L5140P101 872 55700 SH SOLE 55700 0 0 INTER PARFUMS INC Common Stock 458334109 3126 41206 SH SOLE 41206 0 0 INTERACTIVE BROKERS GRP Common Stock 45841N107 8866 170896 SH SOLE 170896 0 0 INTERCEPT PHARMACEUTICALS Common Stock 45845P108 2925 26150 SH SOLE 26150 0 0 INTERCEPT PHARMAS Convertible Debt 45845PAA6 4680 4729000 SH SOLE 4729000 0 0 INTERCONTINENTALEXCHANGE Common Stock 45866F104 121355 1593835 SH SOLE 1593835 0 0 INTERDIGITAL INC Common Stock 45867G101 2336 35400 SH SOLE 35400 0 0 INTERFACE INC Common Stock 458665304 889 58000 SH SOLE 58000 0 0 INTERNAP CORP Common Stock 45885A409 33 6600 SH SOLE 6600 0 0 INTERNATIONAL BANCSHARES Common Stock 459044103 6194 162862 SH SOLE 162862 0 0 INTERNATIONAL PAPER CO Common Stock 460146103 33129 716000 SH SOLE 716000 0 0 INTERNATIONAL SEAWAYS INC Foreign Stock Y41053102 416 24246 SH SOLE 24246 0 0 INTERPUBLIC GROUP OF COS Common Stock 460690100 16513 785975 SH SOLE 785975 0 0 INTERSECT E N T INC Common Stock 46071F103 945 29400 SH SOLE 29400 0 0 INTERXION HOLDING NV Foreign Stock N47279109 7028 105327 SH SOLE 105327 0 0 INTL BUSINESS MACHINES Common Stock 459200101 318322 2256000 SH SOLE 2256000 0 0 INTL FCSTONE INC Common Stock 46116V105 585 15100 SH SOLE 15100 0 0 INTL FLAVORS & FRAGRANCES Common Stock 459506101 40513 314564 SH SOLE 314564 0 0 INTL GAME TECHNOLOGY PLC Foreign Stock G4863A108 2531 194850 SH SOLE 194850 0 0 INTL SPEEDWAY CORP CL A Common Stock 460335201 1038 23800 SH SOLE 23800 0 0 INTRA-CELLULAR THERAPIES Common Stock 46116X101 535 43900 SH SOLE 43900 0 0 INTREPID POTASH INC Common Stock 46121Y102 263 69307 SH SOLE 69307 0 0 INTREXON CORP Common Stock 46122T102 313 59600 SH SOLE 59600 0 0 INTRICON CORP Common Stock 46121H109 1601 63816 SH SOLE 63816 0 0 INTUIT INC Common Stock 461202103 186066 711777 SH SOLE 711777 0 0 INTUITIVE SURGICAL INC Common Stock 46120E602 205064 359395 SH SOLE 359395 0 0 INVACARE CORPORATION Common Stock 461203101 533 63728 SH SOLE 63728 0 0 INVESCO LTD COM STK Foreign Stock G491BT108 14846 768800 SH SOLE 768800 0 0 INVESCO MORTGAGE CAPITAL Common Stock 46131B100 1741 110200 SH SOLE 110200 0 0 INVESTAR HOLDING CORP Common Stock 46134L105 200 8800 SH SOLE 8800 0 0 INVESTORS BANCORP INC Common Stock 46146L101 2927 247016 SH SOLE 247016 0 0 INVESTORS REAL ESTATE TR Common Stock 461730509 700 11690 SH SOLE 11690 0 0 INVESTORS TITLE CO Common Stock 461804106 990 6270 SH SOLE 6270 0 0 INVITAE CORP Common Stock 46185L103 1506 64300 SH SOLE 64300 0 0 INVITATION HOMES INC Common Stock 46187W107 14322 588653 SH SOLE 588653 0 0 ION GEOPHYSICAL CORP Common Stock 462044207 170 11800 SH SOLE 11800 0 0 IONIS PHARMACEUTICALS INC Common Stock 462222100 24158 297623 SH SOLE 297623 0 0 IOVANCE BIOTHERAPEUTICS Common Stock 462260100 907 95400 SH SOLE 95400 0 0 IPG PHOTONICS CORP Common Stock 44980X109 12674 83500 SH SOLE 83500 0 0 IQVIA HOLDINGS INC Common Stock 46266C105 57050 396597 SH SOLE 396597 0 0 IRADIMED CORP Common Stock 46266A109 146 5200 SH SOLE 5200 0 0 IRHYTHM TECHNOLOGIES INC Common Stock 450056106 8784 117186 SH SOLE 117186 0 0 IRIDIUM COMMUNICATIONS IN Common Stock 46269C102 2607 98600 SH SOLE 98600 0 0 IRON MOUNTAIN INC Common Stock 46284V101 20271 571670 SH SOLE 571670 0 0 IRONWOOD PHARMACEUTICALS Common Stock 46333X108 18389 1359097 SH SOLE 1359097 0 0 ISHARES MSCI ACWI - ETF Foreign Stock 464288257 2951 40900 SH SOLE 40900 0 0 ISHARES MSCI ACWI EX US Common Stock 464288240 618 13365 SH SOLE 13365 0 0 ISHARES MSCI EMERGING MKT Foreign Stock 464287234 19448 453115 SH SOLE 453115 0 0 ISHARES MSCI RUSSIA ETF Foreign Stock 46434G798 1114 32300 SH SOLE 32300 0 0 ISRAMCO INC Common Stock 465141406 136 1200 SH SOLE 1200 0 0 ISTAR INC Common Stock 45031U101 537 63800 SH SOLE 63800 0 0 ITERIS INC Common Stock 46564T107 60 14500 SH SOLE 14500 0 0 ITERUM THERAPEUTICS PLC Foreign Stock G6333L101 132 16390 SH SOLE 16390 0 0 ITRON INC Common Stock 465741106 6811 146000 SH SOLE 146000 0 0 ITT CORP Common Stock 45073V108 10283 177300 SH SOLE 177300 0 0 J ALEXANDERS HOLDINGS INC Common Stock 46609J106 124 12625 SH SOLE 12625 0 0 J B HUNT TRANSPORT SVC Common Stock 445658107 46656 460617 SH SOLE 460617 0 0 J C PENNEY COMPANY INC Common Stock 708160106 438 293800 SH SOLE 293800 0 0 J JILL INC Common Stock 46620W102 69 12600 SH SOLE 12600 0 0 J&J SNACK FOODS CORP Common Stock 466032109 2351 14800 SH SOLE 14800 0 0 J2 GLOBAL INC Common Stock 48123V102 7837 90496 SH SOLE 90496 0 0 JABIL INC Common Stock 466313103 15133 569138 SH SOLE 569138 0 0 JACK HENRY & ASSOCIATES Common Stock 426281101 45394 327184 SH SOLE 327184 0 0 JACK IN THE BOX INC Common Stock 466367109 2262 27900 SH SOLE 27900 0 0 JACOBS ENGINEERING GROUP Common Stock 469814107 21820 290200 SH SOLE 290200 0 0 JAGGED PEAK ENERGY INC Common Stock 47009K107 1209 115490 SH SOLE 115490 0 0 JAMES RIVER GROUP HLDGS Foreign Stock G5005R107 1022 25500 SH SOLE 25500 0 0 JAZZ PHARMACEUTICALS PLC Foreign Stock G50871105 20170 141099 SH SOLE 141099 0 0 JBG SMITH PROPERTIES Common Stock 46590V100 7959 192477 SH SOLE 192477 0 0 JD.COM INC ADR Foreign Stock 47215P106 32288 1070915 SH SOLE 1070915 0 0 JEFFERIES FINANCIAL GROUP Common Stock 47233W109 21914 1166250 SH SOLE 1166250 0 0 JELD-WEN HOLDING INC Common Stock 47580P103 1197 67800 SH SOLE 67800 0 0 JERNIGAN CAPITAL INC Common Stock 476405105 1176 55896 SH SOLE 55896 0 0 JETBLUE AIRWAYS CORP Common Stock 477143101 14497 886101 SH SOLE 886101 0 0 JOHN BEAN TECH CORP Common Stock 477839104 16854 183420 SH SOLE 183420 0 0 JOHNSON & JOHNSON Common Stock 478160104 975876 6981011 SH SOLE 6981011 0 0 JOHNSON CONTROLS INT PLC Foreign Stock G51502105 76284 2065069 SH SOLE 2065069 0 0 JOHNSON OUTDOORS INC Common Stock 479167108 827 11590 SH SOLE 11590 0 0 JONES LANG LASALLE INC Common Stock 48020Q107 90223 585179 SH SOLE 585179 0 0 JOUNCE THERAPEUTICS INC Common Stock 481116101 137 22084 SH SOLE 22084 0 0 JP MORGAN CHASE & COMPANY Common Stock 46625H100 822770 8127725 SH SOLE 8127725 0 0 JUNIPER NETWORKS INC Common Stock 48203R104 22654 855837 SH SOLE 855837 0 0 K T CORP-SP ADR Foreign Stock 48268K101 4037 324502 SH SOLE 324502 0 0 K V H INDUSTRIES INC Common Stock 482738101 150 14700 SH SOLE 14700 0 0 K12 INC Common Stock 48273U102 7235 211977 SH SOLE 211977 0 0 KADANT INC Common Stock 48282T104 2477 28158 SH SOLE 28158 0 0 KADMON HOLDINGS INC Common Stock 48283N106 234 88500 SH SOLE 88500 0 0 KAISER ALUMINUM CORP Common Stock 483007704 3210 30648 SH SOLE 30648 0 0 KALA PHARMACEUTICALS INC Common Stock 483119103 121 14600 SH SOLE 14600 0 0 KAMAN CORPORATION Common Stock 483548103 1584 27100 SH SOLE 27100 0 0 KANSAS CITY SOUTHERN Common Stock 485170302 25510 219950 SH SOLE 219950 0 0 KAR AUCTION SERVICES INC Common Stock 48238T109 24128 470242 SH SOLE 470242 0 0 KARYOPHARM THERAPEUTICS I Common Stock 48576U106 260 44500 SH SOLE 44500 0 0 KB FINANCIAL GRP INC ADR Foreign Stock 48241A105 10908 294327 SH SOLE 294327 0 0 KB HOME Common Stock 48666K109 2734 113095 SH SOLE 113095 0 0 KBR INC Common Stock 48242W106 2739 143500 SH SOLE 143500 0 0 KEANE GROUP INC Common Stock 48669A108 5636 517560 SH SOLE 517560 0 0 KEARNY FINANCIAL CORP/MD Common Stock 48716P108 1226 95226 SH SOLE 95226 0 0 KELLOGG COMPANY Common Stock 487836108 43184 752600 SH SOLE 752600 0 0 KELLY SERVICES CLASS A Common Stock 488152208 668 30300 SH SOLE 30300 0 0 KEMET CORP Common Stock 488360207 967 57000 SH SOLE 57000 0 0 KEMPER CORP Common Stock 488401100 12681 166554 SH SOLE 166554 0 0 KENNAMETAL INC Common Stock 489170100 3927 106845 SH SOLE 106845 0 0 KENNEDY WILSON HOLDINGS I Common Stock 489398107 3070 143527 SH SOLE 143527 0 0 KEURIG DR PEPPER INC Common Stock 49271V100 10304 368400 SH SOLE 368400 0 0 KEY ENERGY SERVICES INC Common Stock 49309J103 45 11000 SH SOLE 11000 0 0 KEYCORP Common Stock 493267108 30192 1916932 SH SOLE 1916932 0 0 KEYSIGHT TECHNOLOGIES INC Common Stock 49338L103 31758 364200 SH SOLE 364200 0 0 KEYW HOLDING CORP/THE Common Stock 493723100 378 43800 SH SOLE 43800 0 0 KEZAR LIFE SCIENCES INC Common Stock 49372L100 55 3100 SH SOLE 3100 0 0 KFORCE INC Common Stock 493732101 1693 48196 SH SOLE 48196 0 0 KILROY REALTY CORPORATION Common Stock 49427F108 14486 190700 SH SOLE 190700 0 0 KIMBALL ELECTRONICS INC Common Stock 49428J109 454 29329 SH SOLE 29329 0 0 KIMBALL INTERNATIONAL INC Common Stock 494274103 471 33300 SH SOLE 33300 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 98266 793110 SH SOLE 793110 0 0 KIMCO REALTY CORPORATION Common Stock 49446R109 16365 884600 SH SOLE 884600 0 0 KINDER MORGAN INC Common Stock 49456B101 83568 4176300 SH SOLE 4176300 0 0 KINDRED BIOSCIENCES INC Common Stock 494577109 679 74082 SH SOLE 74082 0 0 KINGSTONE COS INC Common Stock 496719105 143 9700 SH SOLE 9700 0 0 KINIKSA PHARMACEUTICALS-A Foreign Stock G5269C101 69 3800 SH SOLE 3800 0 0 KINSALE CAPITAL GROUP INC Common Stock 49714P108 1701 24803 SH SOLE 24803 0 0 KIRBY CORPORATION Common Stock 497266106 11573 154086 SH SOLE 154086 0 0 KIRKLANDS INC Common Stock 497498105 115 16400 SH SOLE 16400 0 0 KITE REALTY GROUP TRUST Common Stock 49803T300 1298 81200 SH SOLE 81200 0 0 KKR AND CO INC-CLASS A Common Stock 48251W104 4919 209387 SH SOLE 209387 0 0 KKR REAL ESTATE FINANCE T Common Stock 48251K100 356 17799 SH SOLE 17799 0 0 KLA-TENCOR CORPORATION Common Stock 482480100 42675 357386 SH SOLE 357386 0 0 KLX ENERGY SERVICES HOLD Common Stock 48253L106 3765 149780 SH SOLE 149780 0 0 KNIGHT-SWIFT TRANS CL A Common Stock 499049104 8736 267309 SH SOLE 267309 0 0 KNOLL INC Common Stock 498904200 896 47400 SH SOLE 47400 0 0 KNOWLES CORP Common Stock 49926D109 3057 173400 SH SOLE 173400 0 0 KODIAK SCIENCES INC Common Stock 50015M109 56 8500 SH SOLE 8500 0 0 KOHL'S CORPORATION Common Stock 500255104 23372 339851 SH SOLE 339851 0 0 KOPIN CORPORATION Common Stock 500600101 81 60700 SH SOLE 60700 0 0 KOPPERS HOLDINGS INC Common Stock 50060P106 946 36407 SH SOLE 36407 0 0 KORN FERRY Common Stock 500643200 2629 58700 SH SOLE 58700 0 0 KORNIT DIGITAL LTD Foreign Stock M6372Q113 1541 64738 SH SOLE 64738 0 0 KOSMOS ENERGY LTD Common Stock 500688106 5102 818900 SH SOLE 818900 0 0 KRAFT HEINZ COMPANY/THE Common Stock 500754106 58191 1782256 SH SOLE 1782256 0 0 KRATON CORP Common Stock 50077C106 978 30400 SH SOLE 30400 0 0 KRATOS DEFENSE & SECURITY Common Stock 50077B207 2736 175049 SH SOLE 175049 0 0 KROGER COMPANY/THE Common Stock 501044101 56951 2315100 SH SOLE 2315100 0 0 KRONOS WORLDWIDE INC Common Stock 50105F105 439 31296 SH SOLE 31296 0 0 KRYSTAL BIOTECH INC Common Stock 501147102 216 6578 SH SOLE 6578 0 0 KULICKE & SOFFA IND INC Common Stock 501242101 706 31941 SH SOLE 31941 0 0 KURA ONCOLOGY INC Common Stock 50127T109 425 25600 SH SOLE 25600 0 0 L BRANDS INC Common Stock 501797104 15594 565400 SH SOLE 565400 0 0 L3 TECHNOLOGIES INC Common Stock 502413107 30305 146850 SH SOLE 146850 0 0 LA JOLLA PHARMACEUTICAL C Common Stock 503459604 154 24000 SH SOLE 24000 0 0 LABORATORY CP OF AMER HLD Common Stock 50540R409 68407 447160 SH SOLE 447160 0 0 LADDER CAPITAL CORP Common Stock 505743104 1545 90791 SH SOLE 90791 0 0 LADENBURG THALMANN FINANC Common Stock 50575Q102 330 116717 SH SOLE 116717 0 0 LAKELAND BANCORP INC Common Stock 511637100 635 42500 SH SOLE 42500 0 0 LAKELAND FINANCIAL CORP Common Stock 511656100 1205 26641 SH SOLE 26641 0 0 LAM RESEARCH CORP Common Stock 512807108 56050 313111 SH SOLE 313111 0 0 LAMAR ADVERTISING CO-CL A Common Stock 512816109 15028 189610 SH SOLE 189610 0 0 LAMB WESTON HOLDINGS INC Common Stock 513272104 29606 395066 SH SOLE 395066 0 0 LANCASTER COLONY CORP Common Stock 513847103 3008 19200 SH SOLE 19200 0 0 LANDEC CORP Common Stock 514766104 372 30300 SH SOLE 30300 0 0 LANDS END INC Common Stock 51509F105 186 11200 SH SOLE 11200 0 0 LANDSTAR SYSTEM INC Common Stock 515098101 22447 205200 SH SOLE 205200 0 0 LANNETT CO INC Common Stock 516012101 157 20000 SH SOLE 20000 0 0 LANTHEUS HOLDINGS INC Common Stock 516544103 864 35300 SH SOLE 35300 0 0 LAREDO PETROLEUM HLDGS IN Common Stock 516806106 448 144900 SH SOLE 144900 0 0 LAS VEGAS SANDS CORP Common Stock 517834107 49945 819300 SH SOLE 819300 0 0 LATTICE SEMICONDUCTOR Common Stock 518415104 2284 191458 SH SOLE 191458 0 0 LAUREATE EDUCATION INC-A Common Stock 518613203 1412 94300 SH SOLE 94300 0 0 LAWSON PRODUCTS INC Common Stock 520776105 809 25785 SH SOLE 25785 0 0 LAZARD LTD-CL A Foreign Stock G54050102 8023 222010 SH SOLE 222010 0 0 LA-Z-BOY INC Common Stock 505336107 2097 63571 SH SOLE 63571 0 0 LCI INDUSTRIES Common Stock 50189K103 7283 94809 SH SOLE 94809 0 0 LCNB CORPORATION Common Stock 50181P100 156 9100 SH SOLE 9100 0 0 LEAF GROUP LTD Common Stock 52177G102 100 12500 SH SOLE 12500 0 0 LEAR CORP Common Stock 521865204 24864 183214 SH SOLE 183214 0 0 LEGACYTEXAS FINANCIAL GRO Common Stock 52471Y106 2527 67595 SH SOLE 67595 0 0 LEGG MASON INC Common Stock 524901105 10668 389773 SH SOLE 389773 0 0 LEGGETT & PLATT INC Common Stock 524660107 9575 226800 SH SOLE 226800 0 0 LEIDOS HOLDINGS INC Common Stock 525327102 23683 369521 SH SOLE 369521 0 0 LEMAITRE VASCULAR INC Common Stock 525558201 477 15400 SH SOLE 15400 0 0 LENDING TREE INC Common Stock 52603B107 6405 18220 SH SOLE 18220 0 0 LENDINGCLUB CORP Common Stock 52603A109 958 310000 SH SOLE 310000 0 0 LENNAR CORP-CLASS B Common Stock 526057302 1105 28239 SH SOLE 28239 0 0 LENNAR CORPORATION CL A Common Stock 526057104 28940 589522 SH SOLE 589522 0 0 LENNOX INTERNATIONAL INC Common Stock 526107107 32812 124100 SH SOLE 124100 0 0 LEVEL ONE BANCORP INC Common Stock 52730D208 86 3700 SH SOLE 3700 0 0 LEXICON PHARMACEUTICALS Common Stock 528872302 251 45100 SH SOLE 45100 0 0 LEXINGTON REALTY TRUST Common Stock 529043101 1914 211300 SH SOLE 211300 0 0 LGI HOMES INC Common Stock 50187T106 1199 19900 SH SOLE 19900 0 0 LHC GROUP INC Common Stock 50187A107 9525 85919 SH SOLE 85919 0 0 LIBERTY BRAVES GROUP- A Common Stock 531229706 281 10050 SH SOLE 10050 0 0 LIBERTY BRAVES GROUP- C Common Stock 531229888 971 34970 SH SOLE 34970 0 0 LIBERTY BROADBAND CORP-A Common Stock 530307107 4518 49300 SH SOLE 49300 0 0 LIBERTY BROADBAND CORP-C Common Stock 530307305 57555 627371 SH SOLE 627371 0 0 LIBERTY EXPEDIA HLDGS - A Common Stock 53046P109 2401 56100 SH SOLE 56100 0 0 LIBERTY FORMULA ONE- A Common Stock 531229870 1593 46800 SH SOLE 46800 0 0 LIBERTY FORMULA ONE- C Common Stock 531229854 18487 527451 SH SOLE 527451 0 0 LIBERTY GLOBAL PLC-CL A Foreign Stock G5480U104 2267 90975 SH SOLE 90975 0 0 LIBERTY GLOBAL PLC-CL C Foreign Stock G5480U120 45728 1888811 SH SOLE 1888811 0 0 LIBERTY LATIN AMER - CL C Foreign Stock G9001E128 4708 242057 SH SOLE 242057 0 0 LIBERTY LATIN AMERICA LTD Foreign Stock G9001E102 824 42600 SH SOLE 42600 0 0 LIBERTY MEDIA CORP Convertible Debt 531229AE2 6048 11845000 SH SOLE 11845000 0 0 LIBERTY OILFIELD SVCS-A Common Stock 53115L104 669 43500 SH SOLE 43500 0 0 LIBERTY PROPERTY TRUST Common Stock 531172104 13761 284200 SH SOLE 284200 0 0 LIBERTY SIRIUS GROUP- C Common Stock 531229607 13262 346800 SH SOLE 346800 0 0 LIBERTY SIRIUSXM GROUP- A Common Stock 531229409 6765 177200 SH SOLE 177200 0 0 LIBERTY TRIP ADVISOR HDG Common Stock 531465102 3943 277855 SH SOLE 277855 0 0 LIFE STORAGE INC Common Stock 53223X107 8608 88500 SH SOLE 88500 0 0 LIFETIME BRANDS INC Common Stock 53222Q103 93 9800 SH SOLE 9800 0 0 LIGAND PHARMACEUTICALS-CL Common Stock 53220K504 5978 47553 SH SOLE 47553 0 0 LILIS ENERGY INC Common Stock 532403201 2 1600 SH SOLE 1600 0 0 LIMELIGHT NETWORKS INC Common Stock 53261M104 601 186140 SH SOLE 186140 0 0 LIMONEIRA CO Common Stock 532746104 322 13700 SH SOLE 13700 0 0 LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 10081 120200 SH SOLE 120200 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 30943 527130 SH SOLE 527130 0 0 LINDBLAD EXPEDITIONS HOLD Common Stock 535219109 363 23800 SH SOLE 23800 0 0 LINDE PLC Foreign Stock G5494J103 239591 1361853 SH SOLE 1361853 0 0 LINDSAY CORPORATION Common Stock 535555106 1026 10600 SH SOLE 10600 0 0 LIONS GATE ENTMNT-A Foreign Stock 535919401 1272 81300 SH SOLE 81300 0 0 LIONS GATE ENTMNT-B Foreign Stock 535919500 6478 429032 SH SOLE 429032 0 0 LIQUIDIA TECHNOLOGIES INC Common Stock 53635D202 50 4415 SH SOLE 4415 0 0 LIQUIDITY SERVICES INC Common Stock 53635B107 281 36431 SH SOLE 36431 0 0 LITHIA MOTORS INC Common Stock 536797103 2087 22500 SH SOLE 22500 0 0 LITTELFUSE INC Common Stock 537008104 42032 230339 SH SOLE 230339 0 0 LIVANOVA PLC Foreign Stock G5509L101 12190 125344 SH SOLE 125344 0 0 LIVE NATION ENTERTAINMENT Common Stock 538034109 32866 517247 SH SOLE 517247 0 0 LIVE OAK BANCHARES INC Common Stock 53803X105 415 28400 SH SOLE 28400 0 0 LIVENT CORP Common Stock 53814L108 2014 164038 SH SOLE 164038 0 0 LIVEPERSON INC Common Stock 538146101 14275 491888 SH SOLE 491888 0 0 LIVERAMP HOLDINGS INC Common Stock 53815P108 8285 151820 SH SOLE 151820 0 0 LIVEXLIVE MEDIA INC Common Stock 53839L208 105 19600 SH SOLE 19600 0 0 LKQ CORPORATION Common Stock 501889208 27305 962118 SH SOLE 962118 0 0 LOCKHEED MARTIN CORP Common Stock 539830109 195101 649990 SH SOLE 649990 0 0 LOEWS CORPORATION Common Stock 540424108 23141 482800 SH SOLE 482800 0 0 LOGICBIO THERAPEUTICS INC Common Stock 54142F102 57 5800 SH SOLE 5800 0 0 LOGMEIN INC Common Stock 54142L109 7810 97500 SH SOLE 97500 0 0 LORAL SPACE & COMMUNICTNS Common Stock 543881106 494 13700 SH SOLE 13700 0 0 LOUISIANA-PACIFIC CORP Common Stock 546347105 3534 144935 SH SOLE 144935 0 0 LOVESAC CO/THE Common Stock 54738L109 156 5600 SH SOLE 5600 0 0 LOWES COMPANIES Common Stock 548661107 222673 2034103 SH SOLE 2034103 0 0 LPL FINANCIAL HLDGS INC Common Stock 50212V100 17914 257195 SH SOLE 257195 0 0 LSB INDUSTRIES INC Common Stock 502160104 112 18000 SH SOLE 18000 0 0 LSC COMMUNICATIONS INC Common Stock 50218P107 234 35800 SH SOLE 35800 0 0 LTC PROPERTIES INC Common Stock 502175102 1768 38600 SH SOLE 38600 0 0 LULULEMON ATHLETICA INC Common Stock 550021109 31565 192625 SH SOLE 192625 0 0 LUMBER LIQUIDATORS HLDGS Common Stock 55003T107 269 26600 SH SOLE 26600 0 0 LUMENTUM HOLDINGS INC Common Stock 55024U109 4611 81561 SH SOLE 81561 0 0 LUMINEX CORP Common Stock 55027E102 937 40700 SH SOLE 40700 0 0 LUTHER BURBANK CORP Common Stock 550550107 153 15100 SH SOLE 15100 0 0 LUXFER HOLDINGS PLC Foreign Stock G5698W116 2672 106967 SH SOLE 106967 0 0 LYDALL INC Common Stock 550819106 382 16300 SH SOLE 16300 0 0 LYFT INC Common Stock 55087P104 1273 16260 SH SOLE 16260 0 0 LYONDELLBASELL INDU-CL A Foreign Stock N53745100 72337 860333 SH SOLE 860333 0 0 M B T FINANCIAL CORP Common Stock 578877102 159 15845 SH SOLE 15845 0 0 M D C PARTNERS INC-CL A Foreign Stock 552697104 44 19400 SH SOLE 19400 0 0 M E D N A X INC Common Stock 58502B106 8021 295228 SH SOLE 295228 0 0 M&T BANK CORPORATION Common Stock 55261F104 42215 268850 SH SOLE 268850 0 0 M/I HOMES INC Common Stock 55305B101 724 27200 SH SOLE 27200 0 0 MACATAWA BANK CORP Common Stock 554225102 240 24100 SH SOLE 24100 0 0 MACERICH COMPANY/THE Common Stock 554382101 11843 273200 SH SOLE 273200 0 0 MACK-CALI REALTY CORP Common Stock 554489104 1972 88818 SH SOLE 88818 0 0 MACOM TECH SOLUTIONS Common Stock 55405Y100 743 44436 SH SOLE 44436 0 0 MACQUARIE INFRASTRUCTURE Convertible Debt 55608BAB1 4035 4579000 SH SOLE 4579000 0 0 MACQUARIE INFRASTRUCTURE Common Stock 55608B105 6455 156600 SH SOLE 156600 0 0 MACROGENICS INC Common Stock 556099109 870 48403 SH SOLE 48403 0 0 MACY'S INC Common Stock 55616P104 12902 536900 SH SOLE 536900 0 0 MADISON SQUARE GARDEN-CLA Common Stock 55825T103 10885 37133 SH SOLE 37133 0 0 MADRIGAL PHARMACEUTICALS Common Stock 558868105 889 7100 SH SOLE 7100 0 0 MAGELLAN HEALTH INC Common Stock 559079207 1668 25300 SH SOLE 25300 0 0 MAGENTA THERAPEUTICS INC Common Stock 55910K108 77 4700 SH SOLE 4700 0 0 MAIDEN HOLDINGS LTD Foreign Stock G5753U112 25 33300 SH SOLE 33300 0 0 MAJESCO Common Stock 56068V102 63 8978 SH SOLE 8978 0 0 MAKEMYTRIP LTD Foreign Stock V5633W109 10212 370005 SH SOLE 370005 0 0 MALIBU BOATS INC Common Stock 56117J100 796 20100 SH SOLE 20100 0 0 MALLINCKRODT PLC Foreign Stock G5785G107 1809 83200 SH SOLE 83200 0 0 MALVERN BANCORP INC Common Stock 561409103 139 6900 SH SOLE 6900 0 0 MAMMOTH ENERGY SERVICES Common Stock 56155L108 4744 284926 SH SOLE 284926 0 0 MANHATTAN ASSOCIATES INC Common Stock 562750109 70618 1281403 SH SOLE 1281403 0 0 MANITEX INTERNATIONAL IN Common Stock 563420108 123 16100 SH SOLE 16100 0 0 MANITOWOC COMPANY INC/THE Common Stock 563571405 569 34650 SH SOLE 34650 0 0 MANNKIND CORP Common Stock 56400P706 209 106300 SH SOLE 106300 0 0 MANPOWER INC Common Stock 56418H100 16113 194859 SH SOLE 194859 0 0 MANTECH INTERNATIONAL Common Stock 564563104 20423 378061 SH SOLE 378061 0 0 MARATHON OIL CORPORATION Common Stock 565849106 24820 1485350 SH SOLE 1485350 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 117926 1970360 SH SOLE 1970360 0 0 MARCUS & MILLICHAP INC Common Stock 566324109 2948 72374 SH SOLE 72374 0 0 MARCUS CORPORATION/THE Common Stock 566330106 761 19000 SH SOLE 19000 0 0 MARINE PRODUCTS CORP Common Stock 568427108 132 9800 SH SOLE 9800 0 0 MARINEMAX INC Common Stock 567908108 794 41420 SH SOLE 41420 0 0 MARINUS PHARM INC Common Stock 56854Q101 108 25800 SH SOLE 25800 0 0 MARKEL CORPORATION Common Stock 570535104 32356 32478 SH SOLE 32478 0 0 MARKETAXESS HOLDINGS INC Common Stock 57060D108 17422 70800 SH SOLE 70800 0 0 MARLIN BUSINESS SERVICES Common Stock 571157106 281 13053 SH SOLE 13053 0 0 MARRIOTT INTL CLASS A Common Stock 571903202 127083 1015930 SH SOLE 1015930 0 0 MARRIOTT VACATION WORLDW Convertible Debt 57164YAB3 3439 3622000 SH SOLE 3622000 0 0 MARRIOTT VACATIONS WORLDW Common Stock 57164Y107 10127 108313 SH SOLE 108313 0 0 MARRONE BIO INNOVATIONS I Common Stock 57165B106 32 21100 SH SOLE 21100 0 0 MARSH & MCLENNAN COS Common Stock 571748102 131312 1398419 SH SOLE 1398419 0 0 MARTEN TRANSPORT LTD Common Stock 573075108 5267 295383 SH SOLE 295383 0 0 MARTIN MARIETTA MATERIALS Common Stock 573284106 36013 179007 SH SOLE 179007 0 0 MARVELL TECHNOLOGY GROUP Foreign Stock G5876H105 21637 1087824 SH SOLE 1087824 0 0 MASCO CORPORATION Common Stock 574599106 36308 923634 SH SOLE 923634 0 0 MASIMO CORPORATION Common Stock 574795100 14075 101786 SH SOLE 101786 0 0 MASONITE INTERNATIONAL CO Foreign Stock 575385109 1342 26900 SH SOLE 26900 0 0 MASTEC INC Common Stock 576323109 10281 213749 SH SOLE 213749 0 0 MASTERCARD INC CLASS A Common Stock 57636Q104 597235 2536567 SH SOLE 2536567 0 0 MASTERCRAFT BOAT HOLDINGS Common Stock 57637H103 1477 65420 SH SOLE 65420 0 0 MATADOR RESOURCES CO Common Stock 576485205 2492 128917 SH SOLE 128917 0 0 MATCH GROUP INC Common Stock 57665R106 5944 105000 SH SOLE 105000 0 0 MATERION CORP Common Stock 576690101 3242 56818 SH SOLE 56818 0 0 MATRIX SERVICE COMPANY Common Stock 576853105 509 26000 SH SOLE 26000 0 0 MATSON INC Common Stock 57686G105 1501 41600 SH SOLE 41600 0 0 MATTEL INC Common Stock 577081102 12076 928950 SH SOLE 928950 0 0 MATTHEWS INTL CORP CL A Common Stock 577128101 1131 30600 SH SOLE 30600 0 0 MAUI LAND & PINEAPPLE CO Common Stock 577345101 82 7200 SH SOLE 7200 0 0 MAXAR TECHNOLOGIES INC Foreign Stock 57778K105 230 57200 SH SOLE 57200 0 0 MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 38685 727573 SH SOLE 727573 0 0 MAXIMUS INC Common Stock 577933104 5451 76803 SH SOLE 76803 0 0 MAXLINEAR INC Common Stock 57776J100 7937 310876 SH SOLE 310876 0 0 MAXWELL TECHNOLOGIES INC Common Stock 577767106 107 23900 SH SOLE 23900 0 0 MBIA INC Common Stock 55262C100 826 86811 SH SOLE 86811 0 0 MCCORMICK & CO-NON VOTNG Common Stock 579780206 54061 358900 SH SOLE 358900 0 0 MCDERMOTT INTERNATIONAL Foreign Stock 580037703 4466 600245 SH SOLE 600245 0 0 MCDONALD'S CORPORATION Common Stock 580135101 394639 2078140 SH SOLE 2078140 0 0 MCGRATH RENTCORP Common Stock 580589109 2220 39244 SH SOLE 39244 0 0 MCKESSON CORPORATION Common Stock 58155Q103 84559 722354 SH SOLE 722354 0 0 MDC HOLDINGS INC Common Stock 552676108 1396 48051 SH SOLE 48051 0 0 MDU RESOURCES GROUP INC Common Stock 552690109 8715 337400 SH SOLE 337400 0 0 MEDEQUITIES REALTY TRUST Common Stock 58409L306 244 21900 SH SOLE 21900 0 0 MEDICAL PROP TRUST INC Common Stock 58463J304 31017 1675663 SH SOLE 1675663 0 0 MEDICINES COMPANY Common Stock 584688105 8420 301260 SH SOLE 301260 0 0 MEDICINOVA INC Common Stock 58468P206 338 40867 SH SOLE 40867 0 0 MEDIDATA SOLUTIONS INC Common Stock 58471A105 38798 529743 SH SOLE 529743 0 0 MEDIFAST INC Common Stock 58470H101 1900 14900 SH SOLE 14900 0 0 MEDPACE HOLDINGS INC Common Stock 58506Q109 2444 41453 SH SOLE 41453 0 0 MEDTRONIC PLC Foreign Stock G5960L103 342440 3759771 SH SOLE 3759771 0 0 MEET GROUP INC/THE Common Stock 58513U101 269 53500 SH SOLE 53500 0 0 MEIRAGTX HOLDINGS PLC Foreign Stock G59665102 28 1600 SH SOLE 1600 0 0 MELINTA THERAPEUTICS INC Common Stock 58549G209 66 18538 SH SOLE 18538 0 0 MENLO THERAPEUTICS INC Common Stock 586858102 27 3500 SH SOLE 3500 0 0 MERCADOLIBRE INC Common Stock 58733R102 56517 111314 SH SOLE 111314 0 0 MERCANTILE BANK CORP Common Stock 587376104 579 17700 SH SOLE 17700 0 0 MERCER INTERNATIONAL INC Common Stock 588056101 157 11613 SH SOLE 11613 0 0 MERCHANTS BANCORP/IN Common Stock 58844R108 385 17900 SH SOLE 17900 0 0 MERCK & COMPANY INC Common Stock 58933Y105 592421 7123016 SH SOLE 7123016 0 0 MERCURY GENERAL CORP Common Stock 589400100 2664 53200 SH SOLE 53200 0 0 MERCURY SYSTEMS INC Common Stock 589378108 3868 60365 SH SOLE 60365 0 0 MEREDITH CORPORATION Common Stock 589433101 14244 257766 SH SOLE 257766 0 0 MERIDIAN BANCORP INC Common Stock 58958U103 793 50567 SH SOLE 50567 0 0 MERIDIAN BIOSCIENCE INC Common Stock 589584101 3193 181334 SH SOLE 181334 0 0 MERIT MEDICAL SYSTEMS INC Common Stock 589889104 5559 89907 SH SOLE 89907 0 0 MERITAGE HOME CORPORATION Common Stock 59001A102 22008 492235 SH SOLE 492235 0 0 MERITOR INC Convertible Debt 59001KAF7 5293 5500000 SH SOLE 5500000 0 0 MERITOR INC Common Stock 59001K100 2795 137325 SH SOLE 137325 0 0 MERSANA THERAPEUTICS INC Common Stock 59045L106 64 12100 SH SOLE 12100 0 0 MESA AIR GROUP INC Common Stock 590479135 79 9500 SH SOLE 9500 0 0 MESA LABORATORIES INC Common Stock 59064R109 876 3800 SH SOLE 3800 0 0 META FINANCIAL GROUP INC Common Stock 59100U108 989 50259 SH SOLE 50259 0 0 METHODE ELECTRONICS INC Common Stock 591520200 1019 35400 SH SOLE 35400 0 0 METLIFE INC Common Stock 59156R108 81811 1921800 SH SOLE 1921800 0 0 METROPOLITAN BANK HOLDING Common Stock 591774104 270 7760 SH SOLE 7760 0 0 METTLER-TOLEDO INTL INC Common Stock 592688105 83741 115825 SH SOLE 115825 0 0 MFA MORTGAGE INVEST INC Common Stock 55272X102 6038 830600 SH SOLE 830600 0 0 MGE ENERGY INC Common Stock 55277P104 2552 37543 SH SOLE 37543 0 0 MGIC INVESTMENT CORP Common Stock 552848103 13759 1043121 SH SOLE 1043121 0 0 MGM RESORTS INTERNATIONAL Common Stock 552953101 24611 959100 SH SOLE 959100 0 0 MGP INGREDIENTS INC Common Stock 55303J106 4990 64684 SH SOLE 64684 0 0 MICHAELS COS INC/THE Common Stock 59408Q106 4183 366300 SH SOLE 366300 0 0 MICRO STRATEGY INC Common Stock 594972408 1471 10200 SH SOLE 10200 0 0 MICROCHIP TECHNOLOGY INC Common Stock 595017104 35722 430599 SH SOLE 430599 0 0 MICRON TECHNOLOGY Common Stock 595112103 126174 3052853 SH SOLE 3052853 0 0 MICROSOFT CORPORATION Common Stock 594918104 2408358 20420194 SH SOLE 20420194 0 0 MID PENN BANCORP INC Common Stock 59540G107 127 5200 SH SOLE 5200 0 0 MID-AMERICA APARTMENT COM Common Stock 59522J103 24119 220611 SH SOLE 220611 0 0 MIDDLEBY CORPORATION/THE Common Stock 596278101 19361 148898 SH SOLE 148898 0 0 MIDDLEFIELD BANC CORP Common Stock 596304204 198 4800 SH SOLE 4800 0 0 MIDDLESEX WATER CO Common Stock 596680108 879 15700 SH SOLE 15700 0 0 MIDLAND STATES BANCORP IN Common Stock 597742105 565 23500 SH SOLE 23500 0 0 MIDSOUTH BANCORP INC Common Stock 598039105 160 14000 SH SOLE 14000 0 0 MIDSTATES PETROLEUM CO I Common Stock 59804T407 116 11900 SH SOLE 11900 0 0 MIDWESTONE FINL GROUP INC Common Stock 598511103 302 11100 SH SOLE 11100 0 0 MILACRON HOLDINGS CORP Common Stock 59870L106 10393 918076 SH SOLE 918076 0 0 MILLER INDUSTRIES INC Common Stock 600551204 378 12258 SH SOLE 12258 0 0 MIMECAST LTD Foreign Stock G14838109 8205 173284 SH SOLE 173284 0 0 MINERALS TECH Common Stock 603158106 2163 36800 SH SOLE 36800 0 0 MINERVA NEUROSCIENCES INC Common Stock 603380106 201 25600 SH SOLE 25600 0 0 MIRAGEN THERAPEUTICS INC Common Stock 60463E103 79 28400 SH SOLE 28400 0 0 MIRATI THERAPEUTICS INC Common Stock 60468T105 1495 20400 SH SOLE 20400 0 0 MISTRAS GROUP INC Common Stock 60649T107 243 17600 SH SOLE 17600 0 0 MITEK SYSTEMS INC Common Stock 606710200 447 36500 SH SOLE 36500 0 0 MKS INSTRUMENTS INC Common Stock 55306N104 10992 118128 SH SOLE 118128 0 0 MOBILE MINI INC Common Stock 60740F105 1480 43600 SH SOLE 43600 0 0 MOBILEIRON INC Common Stock 60739U204 372 68000 SH SOLE 68000 0 0 MODEL N INC Common Stock 607525102 442 25200 SH SOLE 25200 0 0 MODERNA INC Common Stock 60770K107 623 30600 SH SOLE 30600 0 0 MODINE MANUFACTURING CO Common Stock 607828100 4478 322838 SH SOLE 322838 0 0 MOELIS & COMPANY-CLASS A Common Stock 60786M105 2244 53928 SH SOLE 53928 0 0 MOHAWK INDUSTRIES INC Common Stock 608190104 39075 309752 SH SOLE 309752 0 0 MOLECULAR TEMPLATES INC Common Stock 608550109 55 9500 SH SOLE 9500 0 0 MOLINA HEALTHCARE INC Common Stock 60855R100 55243 389143 SH SOLE 389143 0 0 MOLSON COORS BREWING CL B Common Stock 60871R209 25852 433400 SH SOLE 433400 0 0 MOMENTA PHARMACEUTCLS INC Common Stock 60877T100 1094 75300 SH SOLE 75300 0 0 MONARCH CASINO & RESORT Common Stock 609027107 483 11000 SH SOLE 11000 0 0 MONDELEZ INTL INC Common Stock 609207105 176179 3529228 SH SOLE 3529228 0 0 MONEYGRAM INTL INC Common Stock 60935Y208 61 29700 SH SOLE 29700 0 0 MONGODB INC Common Stock 60937P106 116 790 SH SOLE 790 0 0 MONMOUTH REAL ESTATE INV Common Stock 609720107 2061 156359 SH SOLE 156359 0 0 MONOLITHIC POWER SYS INC Common Stock 609839105 47061 347341 SH SOLE 347341 0 0 MONOTYPE IMAGNG HLDGS INC Common Stock 61022P100 810 40700 SH SOLE 40700 0 0 MONRO INC Common Stock 610236101 5373 62101 SH SOLE 62101 0 0 MONSTER BEVERAGE CORP Common Stock 61174X109 56203 1029742 SH SOLE 1029742 0 0 MOODY'S CORPORATION Common Stock 615369105 76545 422689 SH SOLE 422689 0 0 MOOG INC CLASS A Common Stock 615394202 19807 227794 SH SOLE 227794 0 0 MORGAN STANLEY Common Stock 617446448 142277 3371503 SH SOLE 3371503 0 0 MORNINGSTAR INC Common Stock 617700109 38638 306675 SH SOLE 306675 0 0 MOSAIC COMPANY/THE Common Stock 61945C103 16905 619000 SH SOLE 619000 0 0 MOTORCAR PRTS OF AMRCA IN Common Stock 620071100 400 21200 SH SOLE 21200 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 69400 494232 SH SOLE 494232 0 0 MOVADO GROUP INC Common Stock 624580106 975 26813 SH SOLE 26813 0 0 MR COOPER GROUP INC Common Stock 62482R107 711 74088 SH SOLE 74088 0 0 MRC GLOBAL INC Common Stock 55345K103 1442 82500 SH SOLE 82500 0 0 MSA SAFETY INC Common Stock 553498106 14105 136412 SH SOLE 136412 0 0 MSC INDUSTRIAL DIR CL A Common Stock 553530106 14664 177300 SH SOLE 177300 0 0 MSCI INC Common Stock 55354G100 32272 162300 SH SOLE 162300 0 0 MSG NETWORKS INC Common Stock 553573106 8256 379609 SH SOLE 379609 0 0 MTS SYSTEMS CORPORATION Common Stock 553777103 958 17600 SH SOLE 17600 0 0 MUELLER INDUSTRIES INC Common Stock 624756102 5853 186758 SH SOLE 186758 0 0 MUELLER WATER PROD INC-A Common Stock 624758108 19205 1912894 SH SOLE 1912894 0 0 MULTI-COLOR CORP Common Stock 625383104 679 13600 SH SOLE 13600 0 0 MURPHY OIL CORPORATION Common Stock 626717102 8663 295668 SH SOLE 295668 0 0 MURPHY USA INC Common Stock 626755102 4407 51475 SH SOLE 51475 0 0 MUSTANG BIO INC Common Stock 62818Q104 56 16300 SH SOLE 16300 0 0 MUTUALFIRST FINANCIAL INC Common Stock 62845B104 204 6795 SH SOLE 6795 0 0 MVB FINANCIAL CORP Common Stock 553810102 142 9300 SH SOLE 9300 0 0 MYERS INDUSTRIES INC Common Stock 628464109 561 32800 SH SOLE 32800 0 0 MYLAN NV Foreign Stock N59465109 29978 1057800 SH SOLE 1057800 0 0 MYOKARDIA INC Common Stock 62857M105 2153 41418 SH SOLE 41418 0 0 MYR GROUP INC Common Stock 55405W104 929 26837 SH SOLE 26837 0 0 MYRIAD GENETICS INC Common Stock 62855J104 4420 133135 SH SOLE 133135 0 0 N B T BANCORP INC Common Stock 628778102 1505 41800 SH SOLE 41800 0 0 N N INC Common Stock 629337106 315 42000 SH SOLE 42000 0 0 NABORS INDUSTRIES LTD Foreign Stock G6359F103 1913 555964 SH SOLE 555964 0 0 NACCO INDUSTRIES-CLASS A Common Stock 629579103 187 4900 SH SOLE 4900 0 0 NANOMETRICS INC Common Stock 630077105 1100 35614 SH SOLE 35614 0 0 NANOSTRING TECHNOLOGIES Common Stock 63009R109 596 24900 SH SOLE 24900 0 0 NANTHEALTH INC Common Stock 630104107 2 2300 SH SOLE 2300 0 0 NANTKWEST INC Common Stock 63016Q102 31 19400 SH SOLE 19400 0 0 NAPCO SECURITY TECHNOLOGI Common Stock 630402105 263 12700 SH SOLE 12700 0 0 NASDAQ INC Common Stock 631103108 22117 252790 SH SOLE 252790 0 0 NAT STORAGE AFFILIATES Common Stock 637870106 2243 78689 SH SOLE 78689 0 0 NATERA INC Common Stock 632307104 647 31400 SH SOLE 31400 0 0 NATHAN'S FAMOUS INC Common Stock 632347100 260 3800 SH SOLE 3800 0 0 NATIONAL BANK HLDS-CL A Common Stock 633707104 938 28200 SH SOLE 28200 0 0 NATIONAL BANKSHARES INC Common Stock 634865109 309 7200 SH SOLE 7200 0 0 NATIONAL BEVERAGE CORP Common Stock 635017106 693 12000 SH SOLE 12000 0 0 NATIONAL CINEMEDIA INC Common Stock 635309107 522 74100 SH SOLE 74100 0 0 NATIONAL COMMERCE CORP Common Stock 63546L102 749 19100 SH SOLE 19100 0 0 NATIONAL FUEL GAS COMPANY Common Stock 636180101 15673 257100 SH SOLE 257100 0 0 NATIONAL GENERAL HLDGS CP Common Stock 636220303 1760 74157 SH SOLE 74157 0 0 NATIONAL INSTRUMENTS CORP Common Stock 636518102 18606 419441 SH SOLE 419441 0 0 NATIONAL OILWELL VARCO Common Stock 637071101 18054 677700 SH SOLE 677700 0 0 NATIONAL PRESTO INDS INC Common Stock 637215104 532 4900 SH SOLE 4900 0 0 NATIONAL RESEARCH CORP-A Common Stock 637372202 452 11700 SH SOLE 11700 0 0 NATIONAL RETAIL PROPERTY Common Stock 637417106 21428 386851 SH SOLE 386851 0 0 NATIONAL VISION HOLDINGS Common Stock 63845R107 7305 232407 SH SOLE 232407 0 0 NATL HEALTH INVESTORS INC Common Stock 63633D104 3260 41500 SH SOLE 41500 0 0 NAT'L HEALTHCARE CORP Common Stock 635906100 903 11900 SH SOLE 11900 0 0 NATL WESTERN LIFE GRP-CLA Common Stock 638517102 604 2300 SH SOLE 2300 0 0 NATURAL GAS SVCS GROUP Common Stock 63886Q109 232 13400 SH SOLE 13400 0 0 NATURAL GROCERS BY VITA C Common Stock 63888U108 98 8200 SH SOLE 8200 0 0 NATURAL HEALTH TRENDS CP Common Stock 63888P406 105 8100 SH SOLE 8100 0 0 NATURES SUNSHINE PRODUCTS Common Stock 639027101 90 9700 SH SOLE 9700 0 0 NATUS MEDICAL INC Common Stock 639050103 878 34600 SH SOLE 34600 0 0 NAUTILUS INC Common Stock 63910B102 181 32500 SH SOLE 32500 0 0 NAVIENT CORP Common Stock 63938C108 8998 777724 SH SOLE 777724 0 0 NAVIGANT CONSULTING INC Common Stock 63935N107 857 44000 SH SOLE 44000 0 0 NAVIGATORS GROUP INC/THE Common Stock 638904102 1425 20400 SH SOLE 20400 0 0 NAVISTAR INTERNATIONAL CP Common Stock 63934E108 1644 50900 SH SOLE 50900 0 0 NCI BUILDING SYSTEMS INC Common Stock 628852204 242 39300 SH SOLE 39300 0 0 NCR CORPORATION Common Stock 62886E108 9764 357800 SH SOLE 357800 0 0 NCS MULTISTAGE HLDNGS INC Common Stock 628877102 62 11900 SH SOLE 11900 0 0 NEENAH INC Common Stock 640079109 2055 31933 SH SOLE 31933 0 0 NEKTAR THERAPEUTICS Common Stock 640268108 9912 295000 SH SOLE 295000 0 0 NELNET INC CLASS A Common Stock 64031N108 1071 19442 SH SOLE 19442 0 0 NEOGEN CORP Common Stock 640491106 49429 861282 SH SOLE 861282 0 0 NEOGENOMICS INC Common Stock 64049M209 11012 538233 SH SOLE 538233 0 0 NEON THERAPEUTICS INC Common Stock 64050Y100 10 1500 SH SOLE 1500 0 0 NEOPHOTONICS CORP Common Stock 64051T100 179 28500 SH SOLE 28500 0 0 NEOS THERAPEUTICS INC Common Stock 64052L106 63 24100 SH SOLE 24100 0 0 NETAPP INC Common Stock 64110D104 38102 549495 SH SOLE 549495 0 0 NETFLIX INC Common Stock 64110L106 366808 1028741 SH SOLE 1028741 0 0 NETGEAR INC Common Stock 64111Q104 1080 32622 SH SOLE 32622 0 0 NETSCOUT SYSTEMS INC Common Stock 64115T104 16318 581337 SH SOLE 581337 0 0 NEUROCRINE BIOSCIENCES Common Stock 64125C109 21495 243985 SH SOLE 243985 0 0 NEURONETICS INC Common Stock 64131A105 96 6300 SH SOLE 6300 0 0 NEVRO CORP Convertible Debt 64157FAA1 2404 2386000 SH SOLE 2386000 0 0 NEVRO CORP Common Stock 64157F103 2406 38491 SH SOLE 38491 0 0 NEW HOME COMPANY INC/THE Common Stock 645370107 39 8100 SH SOLE 8100 0 0 NEW JERSEY RESOURCES CORP Common Stock 646025106 4752 95437 SH SOLE 95437 0 0 NEW MEDIA INVESTMENT GRP Common Stock 64704V106 614 58500 SH SOLE 58500 0 0 NEW ORIENTAL EDU & TECH Foreign Stock 647581107 1892 21000 SH SOLE 21000 0 0 NEW RELIC INC Common Stock 64829B100 12235 123957 SH SOLE 123957 0 0 NEW RESIDENTIAL INVESTMNT Common Stock 64828T201 12946 765600 SH SOLE 765600 0 0 NEW SENIOR INVESTMENT GRP Common Stock 648691103 301 55300 SH SOLE 55300 0 0 NEW YORK COMMUNITY BANCP Common Stock 649445103 13521 1168600 SH SOLE 1168600 0 0 NEW YORK MORTGAGE TRUST I Common Stock 649604501 949 155900 SH SOLE 155900 0 0 NEW YORK TIMES-CLASS A Common Stock 650111107 15987 486673 SH SOLE 486673 0 0 NEWELL BRANDS INC Common Stock 651229106 12799 834326 SH SOLE 834326 0 0 NEWLINK GENETICS CORP Common Stock 651511107 42 21800 SH SOLE 21800 0 0 NEWMARK GROUP INC-CLASS A Common Stock 65158N102 1243 149000 SH SOLE 149000 0 0 NEWMARKET CORPORATION Common Stock 651587107 23048 53159 SH SOLE 53159 0 0 NEWMONT GOLDCORP CORP Common Stock 651639106 38897 1087425 SH SOLE 1087425 0 0 NEWPARK RESOURCES INC Common Stock 651718504 965 105340 SH SOLE 105340 0 0 NEWS CORP - CLASS A Common Stock 65249B109 8612 692300 SH SOLE 692300 0 0 NEWS CORP - CLASS B Common Stock 65249B208 2473 198000 SH SOLE 198000 0 0 NEXA RESOURCES Foreign Stock L67359106 1001 80365 SH SOLE 80365 0 0 NEXPOINT RESIDENTIAL TRST Common Stock 65341D102 6156 160566 SH SOLE 160566 0 0 NEXSTAR MEDIA GROUP INC-A Common Stock 65336K103 16042 148029 SH SOLE 148029 0 0 NEXT ERA ENERGY INC Common Stock 65339F101 224386 1160697 SH SOLE 1160697 0 0 NEXTDECADE CORP Common Stock 65342K105 65 11700 SH SOLE 11700 0 0 NEXTGEN HEALTHCARE INC Common Stock 65343C102 25687 1526236 SH SOLE 1526236 0 0 NI HOLDINGIS INC Common Stock 65342T106 176 11000 SH SOLE 11000 0 0 NIC INC Common Stock 62914B100 8647 505983 SH SOLE 505983 0 0 NICE LTD-SPONS ADR Foreign Stock 653656108 10495 85666 SH SOLE 85666 0 0 NICOLET BANKSHARES INC Common Stock 65406E102 560 9400 SH SOLE 9400 0 0 NIELSEN HOLDINGS PLC Foreign Stock G6518L108 17090 722000 SH SOLE 722000 0 0 NII HOLDINGS INC Common Stock 62913F508 157 80200 SH SOLE 80200 0 0 NIKE INC CLASS B Common Stock 654106103 302988 3598006 SH SOLE 3598006 0 0 NINE ENERGY SERVICE INC Common Stock 65441V101 376 16600 SH SOLE 16600 0 0 NISOURCE INC Common Stock 65473P105 18577 648200 SH SOLE 648200 0 0 NL INDUSTRIES Common Stock 629156407 24 6200 SH SOLE 6200 0 0 NLIGHT INC Common Stock 65487K100 506 22700 SH SOLE 22700 0 0 NMI HOLDINGS INC-CLASS A Common Stock 629209305 2169 83858 SH SOLE 83858 0 0 NOBLE CORP PLC Foreign Stock G65431101 5274 1837550 SH SOLE 1837550 0 0 NOBLE ENERGY INC Common Stock 655044105 29594 1196674 SH SOLE 1196674 0 0 NOMAD FOODS LTD Foreign Stock G6564A105 2313 113125 SH SOLE 113125 0 0 NOODLES & CO Common Stock 65540B105 78 11500 SH SOLE 11500 0 0 NORDIC AMERICAN TANKERS Foreign Stock G65773106 233 115200 SH SOLE 115200 0 0 NORDSON CORPORATION Common Stock 655663102 22653 170937 SH SOLE 170937 0 0 NORDSTROM INC Common Stock 655664100 10447 235400 SH SOLE 235400 0 0 NORFOLK SOUTHERN CORP Common Stock 655844108 119301 638350 SH SOLE 638350 0 0 NORTH AMERICAN CONST Foreign Stock 656811106 239 20554 SH SOLE 20554 0 0 NORTHEAST BANCORP Common Stock 663904209 161 7800 SH SOLE 7800 0 0 NORTHERN OIL & GAS INC Common Stock 665531109 508 185400 SH SOLE 185400 0 0 NORTHERN TRUST CORP Common Stock 665859104 40355 446360 SH SOLE 446360 0 0 NORTHFIELD BANCORP INC Common Stock 66611T108 592 42600 SH SOLE 42600 0 0 NORTHRIM BANCORP INC Common Stock 666762109 279 8092 SH SOLE 8092 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 114310 424000 SH SOLE 424000 0 0 NORTHSTAR REALTY EUROPE C Common Stock 66706L101 1140 65679 SH SOLE 65679 0 0 NORTHWEST BANCSHARES INC Common Stock 667340103 1593 93900 SH SOLE 93900 0 0 NORTHWEST NATURAL HOLDING Common Stock 66765N105 1844 28100 SH SOLE 28100 0 0 NORTHWEST PIPE COMPANY Common Stock 667746101 245 10200 SH SOLE 10200 0 0 NORTHWESTERN CORP Common Stock 668074305 4909 69720 SH SOLE 69720 0 0 NORWEGIAN CRUISE LINE HLD Foreign Stock G66721104 22049 401180 SH SOLE 401180 0 0 NORWOOD FINANCIAL CORP Common Stock 669549107 190 6150 SH SOLE 6150 0 0 NOVANTA INC Foreign Stock 67000B104 17473 206216 SH SOLE 206216 0 0 NOVAVAX INC Common Stock 670002104 203 367980 SH SOLE 367980 0 0 NOVOCURE LTD Foreign Stock G6674U108 6322 131247 SH SOLE 131247 0 0 NOW INC Common Stock 67011P100 2416 173056 SH SOLE 173056 0 0 NRG ENERGY INC Common Stock 629377508 22361 526383 SH SOLE 526383 0 0 NU SKIN ENTERPRISES INC Common Stock 67018T105 8562 178894 SH SOLE 178894 0 0 NU VASIVE INC Common Stock 670704105 3297 58053 SH SOLE 58053 0 0 NUANCE COMMUNICATIONS Convertible Debt 67020YAK6 8622 9243000 SH SOLE 9243000 0 0 NUANCE COMMUNICATIONS INC Common Stock 67020Y100 11607 685560 SH SOLE 685560 0 0 NUCOR CORPORATION Common Stock 670346105 31696 543200 SH SOLE 543200 0 0 NUTANIX INC Convertible Debt 67059NAB4 4038 3805000 SH SOLE 3805000 0 0 NUTANIX INC - CL A Common Stock 67059N108 15586 412980 SH SOLE 412980 0 0 NUVECTRA CORP Common Stock 67075N108 171 15500 SH SOLE 15500 0 0 NUVERRA ENVIRONMENTAL SOL Common Stock 67091K302 66 7400 SH SOLE 7400 0 0 NV5 GLOBAL INC Common Stock 62945V109 908 15300 SH SOLE 15300 0 0 NVE CORP Common Stock 629445206 568 5800 SH SOLE 5800 0 0 NVENT ELECTRIC PLC Foreign Stock G6700G107 17090 633419 SH SOLE 633419 0 0 NVIDIA CORPORATION Common Stock 67066G104 267619 1490415 SH SOLE 1490415 0 0 NVR INC Common Stock 62944T105 32136 11614 SH SOLE 11614 0 0 NXP SEMICONDUCTORS NV Foreign Stock N6596X109 109445 1238206 SH SOLE 1238206 0 0 NYMOX PHARMACEUTICAL CORP Foreign Stock P73398102 31 15900 SH SOLE 15900 0 0 O S I SYSTEMS INC Common Stock 671044105 27122 309613 SH SOLE 309613 0 0 OAK VALLEY BANCORP Common Stock 671807105 136 7700 SH SOLE 7700 0 0 OASIS PETROLEUM INC Common Stock 674215108 1537 254400 SH SOLE 254400 0 0 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 119624 1807013 SH SOLE 1807013 0 0 OCEANEERING INTL INC Common Stock 675232102 2255 142982 SH SOLE 142982 0 0 OCEANFIRST FINANCIAL CORP Common Stock 675234108 1122 46652 SH SOLE 46652 0 0 OCONEE FEDERAL FINANCIAL Common Stock 675607105 65 2500 SH SOLE 2500 0 0 OCULAR THERAPEUTIX INC Common Stock 67576A100 90 22600 SH SOLE 22600 0 0 OCWEN FINANCIAL CORP Common Stock 675746309 196 107500 SH SOLE 107500 0 0 ODONATE THERAPEUTICS INC Common Stock 676079106 195 8800 SH SOLE 8800 0 0 OFFICE DEPOT INC Common Stock 676220106 4976 1370926 SH SOLE 1370926 0 0 OFFICE PROPERTIES INCOME Common Stock 67623C109 1333 48218 SH SOLE 48218 0 0 OFG BANCORP Common Stock 67103X102 1447 73107 SH SOLE 73107 0 0 OGE ENERGY CORPORATION Common Stock 670837103 15659 363150 SH SOLE 363150 0 0 OHIO VALLEY BANC CORP Common Stock 677719106 159 4400 SH SOLE 4400 0 0 OIL STATES INTL INC Common Stock 678026105 14922 879832 SH SOLE 879832 0 0 OIL-DRI CORP OF AMERICA Common Stock 677864100 165 5300 SH SOLE 5300 0 0 OKTA INC Common Stock 679295105 14357 173545 SH SOLE 173545 0 0 OLD DOMINION FREIGHT LINE Common Stock 679580100 31850 220586 SH SOLE 220586 0 0 OLD LINE BANCSHARES INC Common Stock 67984M100 436 17500 SH SOLE 17500 0 0 OLD NATIONAL BANCORP Common Stock 680033107 2432 148283 SH SOLE 148283 0 0 OLD REPUBLIC INTL CORP Common Stock 680223104 15865 758374 SH SOLE 758374 0 0 OLD SECOND BANCORP INC Common Stock 680277100 375 29800 SH SOLE 29800 0 0 OLIN CORPORATION Common Stock 680665205 6595 285000 SH SOLE 285000 0 0 OLLIE'S BARGAIN OUTLET HO Common Stock 681116109 15252 178739 SH SOLE 178739 0 0 OLYMPIC STEEL INC Common Stock 68162K106 545 34366 SH SOLE 34366 0 0 OMEGA FLEX INC Common Stock 682095104 273 3600 SH SOLE 3600 0 0 OMEGA HEALTHCARE INVESTOR Common Stock 681936100 14505 380200 SH SOLE 380200 0 0 OMEROS CORP Common Stock 682143102 761 43800 SH SOLE 43800 0 0 OMNICELL INC Common Stock 68213N109 9623 119034 SH SOLE 119034 0 0 OMNICOM GROUP INC Common Stock 681919106 34327 470300 SH SOLE 470300 0 0 OMNOVA SOLUTIONS INC Common Stock 682129101 301 42900 SH SOLE 42900 0 0 ON DECK CAPITAL INC Common Stock 682163100 1727 318571 SH SOLE 318571 0 0 ON SEMICONDUCTOR CORP Common Stock 682189105 16299 792358 SH SOLE 792358 0 0 ONE GAS INC Common Stock 68235P108 5343 60013 SH SOLE 60013 0 0 ONE LIBERTY PROPERTIES Common Stock 682406103 875 30172 SH SOLE 30172 0 0 ONEMAIN HOLDINGS INC Common Stock 68268W103 5963 187812 SH SOLE 187812 0 0 ONEOK INC Common Stock 682680103 57967 830000 SH SOLE 830000 0 0 ONESPAN INC Common Stock 68287N100 698 36293 SH SOLE 36293 0 0 ONESPAWORLD HOLDINGS LTD Common Stock P73684113 1327 97170 SH SOLE 97170 0 0 OOMA INC Common Stock 683416101 238 18000 SH SOLE 18000 0 0 OP BANCORP Common Stock 67109R109 99 11300 SH SOLE 11300 0 0 OPKO HEALTH INC Common Stock 68375N103 790 302700 SH SOLE 302700 0 0 OPPENHEIMER HLDGS INC-CLA Common Stock 683797104 289 11113 SH SOLE 11113 0 0 OPTINOSE INC Common Stock 68404V100 184 17900 SH SOLE 17900 0 0 OPUS BANK Common Stock 684000102 714 36084 SH SOLE 36084 0 0 ORACLE CORPORATION Common Stock 68389X105 466088 8677854 SH SOLE 8677854 0 0 ORASURE TECHNOLOGIES INC Common Stock 68554V108 5558 498494 SH SOLE 498494 0 0 ORBCOMM INC Common Stock 68555P100 1145 168921 SH SOLE 168921 0 0 ORCHID ISLAND CAPITAL INC Common Stock 68571X103 264 40100 SH SOLE 40100 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 64763 166785 SH SOLE 166785 0 0 ORGANOVO HOLDINGS INC Common Stock 68620A104 85 85900 SH SOLE 85900 0 0 ORIGIN BANCORP INC Common Stock 68621T102 620 18200 SH SOLE 18200 0 0 ORION GROUP HOLDINGS INC Common Stock 68628V308 74 25500 SH SOLE 25500 0 0 ORITANI FINANCIAL CORP Common Stock 68633D103 693 41700 SH SOLE 41700 0 0 ORMAT TECHNOLOGIES INC Common Stock 686688102 3000 54400 SH SOLE 54400 0 0 ORRSTOWN FINL SERVICES IN Common Stock 687380105 141 7600 SH SOLE 7600 0 0 ORTHOFIX MEDICAL INC Common Stock 68752M108 970 17200 SH SOLE 17200 0 0 ORTHOPEDIATRICS CORP Common Stock 68752L100 354 8000 SH SOLE 8000 0 0 OSHKOSH CORPORATION Common Stock 688239201 10345 137700 SH SOLE 137700 0 0 OSMOTICA PHARMA PLC Foreign Stock G6S41R101 2 500 SH SOLE 500 0 0 OTTER TAIL CORP Common Stock 689648103 2815 56494 SH SOLE 56494 0 0 OUTFRONT MEDIA INC Common Stock 69007J106 7416 316920 SH SOLE 316920 0 0 OVERSEAS SHIPHOLDING GROU Common Stock 69036R863 85 37244 SH SOLE 37244 0 0 OVERSTOCK.COM INC Common Stock 690370101 384 23100 SH SOLE 23100 0 0 OVID THERAPEUTICS INC Common Stock 690469101 14 7900 SH SOLE 7900 0 0 OWENS & MINOR INC Common Stock 690732102 214 52100 SH SOLE 52100 0 0 OWENS CORNING INC Common Stock 690742101 12325 261560 SH SOLE 261560 0 0 OWENS-ILLINOIS INC Common Stock 690768403 5070 267100 SH SOLE 267100 0 0 OXFORD IMMUNOTEC GLOBAL P Foreign Stock G6855A103 1251 72607 SH SOLE 72607 0 0 OXFORD INDUSTRIES INC Common Stock 691497309 1242 16500 SH SOLE 16500 0 0 P C MALL INC Common Stock 69323K100 388 10592 SH SOLE 10592 0 0 P C CONNECTION INC Common Stock 69318J100 1093 29811 SH SOLE 29811 0 0 P D F SOLUTIONS INC Common Stock 693282105 363 29400 SH SOLE 29400 0 0 P.A.M. TRANSPORTATION SVC Common Stock 693149106 122 2500 SH SOLE 2500 0 0 PAC WEST BANCORP Common Stock 695263103 8717 231771 SH SOLE 231771 0 0 PACCAR INC Common Stock 693718108 65678 963868 SH SOLE 963868 0 0 PACIFIC BIOSCIENCES OF CA Common Stock 69404D108 889 122900 SH SOLE 122900 0 0 PACIFIC CITY FINANCIAL CO Common Stock 69406T408 94 5400 SH SOLE 5400 0 0 PACIFIC MERANTILE BANCORP Common Stock 694552100 62 8148 SH SOLE 8148 0 0 PACIFIC PREMIER BANCORP I Common Stock 69478X105 7245 273087 SH SOLE 273087 0 0 PACIRA BIOSCIENCES INC Common Stock 695127100 7532 197885 SH SOLE 197885 0 0 PACIRA PHARMACEUTICALS IN Convertible Debt 695127AD2 4285 4352000 SH SOLE 4352000 0 0 PACKAGING CORP OF AMERICA Common Stock 695156109 28993 291743 SH SOLE 291743 0 0 PAGSEGURO DIGITAL LTD Foreign Stock G68707101 6140 205705 SH SOLE 205705 0 0 PALATIN TECHNOLOGIES INC Common Stock 696077403 116 118200 SH SOLE 118200 0 0 PALO ALTO NETWORKS INC Common Stock 697435105 42698 175800 SH SOLE 175800 0 0 PANHANDLE OIL & GAS INC-A Common Stock 698477106 259 16500 SH SOLE 16500 0 0 PAPA JOHN'S INTL INC Common Stock 698813102 2371 44770 SH SOLE 44770 0 0 PAR PACIFIC HOLDINGS INC Common Stock 69888T207 543 30500 SH SOLE 30500 0 0 PAR TECHNOLOGY CORP Common Stock 698884103 311 12700 SH SOLE 12700 0 0 PARAMOUNT GROUP INC Common Stock 69924R108 5722 403250 SH SOLE 403250 0 0 PARATECK PHARMACEUTICALS Common Stock 699374302 181 33724 SH SOLE 33724 0 0 PARK - OHIO HOLDINGS CORP Common Stock 700666100 337 10400 SH SOLE 10400 0 0 PARK CITY GROUP INC Common Stock 700215304 106 13300 SH SOLE 13300 0 0 PARK ELECTROCHEMICAL CORP Common Stock 700416209 341 21700 SH SOLE 21700 0 0 PARK HOTELS & RESORTS INC Common Stock 700517105 19811 637411 SH SOLE 637411 0 0 PARK NATIONAL CORPORATION Common Stock 700658107 1279 13500 SH SOLE 13500 0 0 PARKE BANCORP INC Common Stock 700885106 140 6710 SH SOLE 6710 0 0 PARKER HANNIFIN CORP Common Stock 701094104 49054 285829 SH SOLE 285829 0 0 PARSLEY ENERGY INC-CLASSA Common Stock 701877102 14706 761960 SH SOLE 761960 0 0 PARTY CITY HOLDCO INC Common Stock 702149105 447 56300 SH SOLE 56300 0 0 PATRICK INDUSTRIES INC Common Stock 703343103 2024 44668 SH SOLE 44668 0 0 PATRIOT TRANSPORTATION HO Common Stock 70338W105 17 906 SH SOLE 906 0 0 PATTERN ENERGY GROUP INC Common Stock 70338P100 1747 79400 SH SOLE 79400 0 0 PATTERSON COS INC Common Stock 703395103 5041 230692 SH SOLE 230692 0 0 PATTERSON-UTI ENERGY INC Common Stock 703481101 9130 651203 SH SOLE 651203 0 0 PAYCHEX INC Common Stock 704326107 67665 843700 SH SOLE 843700 0 0 PAYCOM SOFTWARE INC Common Stock 70432V102 91872 485760 SH SOLE 485760 0 0 PAYLOCITY HOLDING CORP Common Stock 70438V106 7199 80715 SH SOLE 80715 0 0 PAYPAL HOLDINGS INC Common Stock 70450Y103 307106 2957490 SH SOLE 2957490 0 0 PBF ENERGY INC Common Stock 69318G106 12944 415657 SH SOLE 415657 0 0 PCSB FIN'L CORP Common Stock 69324R104 378 19300 SH SOLE 19300 0 0 PDC ENERGY INC Common Stock 69327R101 17267 424467 SH SOLE 424467 0 0 PDL BIOPHARMA INC Common Stock 69329Y104 452 121400 SH SOLE 121400 0 0 PDL COMMUNITY BANCORP Common Stock 69290X101 137 9800 SH SOLE 9800 0 0 PDVWIRELESS INC Common Stock 69290R104 313 8900 SH SOLE 8900 0 0 PEABODY ENERGY CORP Common Stock 704551100 4724 166732 SH SOLE 166732 0 0 PEAPACK-GLADSTONE FINL CP Common Stock 704699107 519 19800 SH SOLE 19800 0 0 PEBBLEBROOK HOTEL TRUST Common Stock 70509V100 25652 825884 SH SOLE 825884 0 0 PEGASYSTEMS INC Common Stock 705573103 4797 73800 SH SOLE 73800 0 0 PEIRIS PHARMACEUTICALS IN Common Stock 720795103 129 38400 SH SOLE 38400 0 0 PENN NATIONAL GAMING INC Common Stock 707569109 13526 672960 SH SOLE 672960 0 0 PENN REAL ESTAT INVST TST Common Stock 709102107 341 54200 SH SOLE 54200 0 0 PENN VIRGINIA CORP Common Stock 70788V102 609 13800 SH SOLE 13800 0 0 PENNS WOODS BANCORP INC Common Stock 708430103 195 4756 SH SOLE 4756 0 0 PENNYMAC FINANCIAL SERVI Common Stock 70932M107 512 23000 SH SOLE 23000 0 0 PENNYMAC MORTGAGE INVEST Common Stock 70931T103 1218 58800 SH SOLE 58800 0 0 PENSKE AUTOMOTIVE GROUP Common Stock 70959W103 4624 103561 SH SOLE 103561 0 0 PENTAIR PLC Foreign Stock G7S00T104 16210 364196 SH SOLE 364196 0 0 PENUMBRA INC Common Stock 70975L107 10019 68155 SH SOLE 68155 0 0 PEOPLES BANCORP INC Common Stock 709789101 947 30575 SH SOLE 30575 0 0 PEOPLES BANCORP OF NC Common Stock 710577107 132 4950 SH SOLE 4950 0 0 PEOPLES FINANCIAL SVCS CP Common Stock 711040105 357 7900 SH SOLE 7900 0 0 PEOPLES UNITED FINANCIAL Common Stock 712704105 13043 793387 SH SOLE 793387 0 0 PEOPLE'S UTAH BANCORP Common Stock 712706209 665 25232 SH SOLE 25232 0 0 PEPSICO INC Common Stock 713448108 474577 3872514 SH SOLE 3872514 0 0 PERFICIENT INC Common Stock 71375U101 918 33500 SH SOLE 33500 0 0 PERFORMANCE FOOD GROUP CO Common Stock 71377A103 7834 197622 SH SOLE 197622 0 0 PERION NETWORK LTD Foreign Stock M78673114 31 11441 SH SOLE 11441 0 0 PERKINELMER INC Common Stock 714046109 19918 206700 SH SOLE 206700 0 0 PERRIGO COMPANY PLC Foreign Stock G97822103 11770 244400 SH SOLE 244400 0 0 PERSPECTA INC Common Stock 715347100 2948 145800 SH SOLE 145800 0 0 PETIQ INC Common Stock 71639T106 1132 36038 SH SOLE 36038 0 0 PETMED EXPRESS INC Common Stock 716382106 510 22400 SH SOLE 22400 0 0 PFENEX INC Common Stock 717071104 146 23600 SH SOLE 23600 0 0 PFIZER INC Common Stock 717081103 655042 15423639 SH SOLE 15423639 0 0 PFSWEB INC Common Stock 717098206 80 15400 SH SOLE 15400 0 0 PG&E CORPORATION Common Stock 69331C108 16586 931800 SH SOLE 931800 0 0 PGT INNOVATIONS INC Common Stock 69336V101 719 51900 SH SOLE 51900 0 0 PHIBRO ANIMAL HEALTH-CL A Common Stock 71742Q106 647 19600 SH SOLE 19600 0 0 PHILIP MORRIS INTL INC Common Stock 718172109 339179 3837300 SH SOLE 3837300 0 0 PHILLIPS 66 Common Stock 718546104 99630 1046864 SH SOLE 1046864 0 0 PHOTRONICS INC Common Stock 719405102 1619 171367 SH SOLE 171367 0 0 PHYSICIANS REALTY TRUST Common Stock 71943U104 7984 424462 SH SOLE 424462 0 0 PICO HOLDINGS INC Common Stock 693366205 225 22700 SH SOLE 22700 0 0 PIEDMONT OFFICE REIT - A Common Stock 720190206 3371 161658 SH SOLE 161658 0 0 PIER 1 IMPORTS INC Common Stock 720279108 59 77000 SH SOLE 77000 0 0 PILGRIMS PRIDE CORP Common Stock 72147K108 2194 98422 SH SOLE 98422 0 0 PINDUODUO INC Foreign Stock 722304102 3502 141200 SH SOLE 141200 0 0 PINNACLE FINANCIAL PRTNRS Common Stock 72346Q104 8427 154066 SH SOLE 154066 0 0 PINNACLE WEST CAPITAL CP Common Stock 723484101 18705 195700 SH SOLE 195700 0 0 PIONEER ENERGY SERVICES Common Stock 723664108 129 72600 SH SOLE 72600 0 0 PIONEER NATURAL RESOURCES Common Stock 723787107 69690 457643 SH SOLE 457643 0 0 PIPER JAFFRAY COS Common Stock 724078100 1540 21150 SH SOLE 21150 0 0 PITNEY BOWES INC Common Stock 724479100 3391 493600 SH SOLE 493600 0 0 PJT PARTNERS INC - A Common Stock 69343T107 4450 106450 SH SOLE 106450 0 0 PLANET FITNESS INC - CL A Common Stock 72703H101 13800 200821 SH SOLE 200821 0 0 PLANTRONICS INC Common Stock 727493108 1605 34800 SH SOLE 34800 0 0 PLAYAGS INC Common Stock 72814N104 586 24500 SH SOLE 24500 0 0 PLEXUS CORPORATION Common Stock 729132100 2229 36572 SH SOLE 36572 0 0 PLUG POWER INC Common Stock 72919P202 383 159600 SH SOLE 159600 0 0 PLURALSIGHT INC - CL A Common Stock 72941B106 2533 79800 SH SOLE 79800 0 0 PNC FINANCIAL SVCS GRP Common Stock 693475105 150247 1224906 SH SOLE 1224906 0 0 PNM RESOURCES INC Common Stock 69349H107 5419 114479 SH SOLE 114479 0 0 POLARIS INDUSTRIES INC Common Stock 731068102 10436 123600 SH SOLE 123600 0 0 POLARITYTE INC Common Stock 731094108 104 9700 SH SOLE 9700 0 0 POLYONE CORPORATION Common Stock 73179P106 11887 405553 SH SOLE 405553 0 0 POOL CORPORATION Common Stock 73278L105 12711 77050 SH SOLE 77050 0 0 POPULAR INC Common Stock 733174700 25020 479947 SH SOLE 479947 0 0 PORTLAND GEN ELEC CO Common Stock 736508847 15632 301536 SH SOLE 301536 0 0 PORTOLA PHARMACEUT, INC Common Stock 737010108 11438 329615 SH SOLE 329615 0 0 POST HOLDINGS INC Common Stock 737446104 23486 214681 SH SOLE 214681 0 0 POTBELLY CORP Common Stock 73754Y100 208 24500 SH SOLE 24500 0 0 POTLATCHDELTIC CORP Common Stock 737630103 2561 67770 SH SOLE 67770 0 0 POWELL INDUSTRIES INC Common Stock 739128106 289 10900 SH SOLE 10900 0 0 POWER INTEGRATIONS INC Common Stock 739276103 6926 99030 SH SOLE 99030 0 0 PPG INDUSTRIES INC Common Stock 693506107 68377 605800 SH SOLE 605800 0 0 PPL CORPORATION Common Stock 69351T106 47255 1488800 SH SOLE 1488800 0 0 PQ GROUP HOLDINGS INC Common Stock 73943T103 513 33800 SH SOLE 33800 0 0 PRA GROUP INC Convertible Debt 73640QAB1 3945 4098000 SH SOLE 4098000 0 0 PRA GROUP INC Common Stock 69354N106 1174 43800 SH SOLE 43800 0 0 PRA HEALTH SCIENCES INC Common Stock 69354M108 13131 119060 SH SOLE 119060 0 0 PREFERRED APARTMENT-CL A Common Stock 74039L103 563 38000 SH SOLE 38000 0 0 PREFERRED BANK/LOS ANGELE Common Stock 740367404 1392 30947 SH SOLE 30947 0 0 PREFORMED LINE PRODUCTS Common Stock 740444104 175 3300 SH SOLE 3300 0 0 PREMIER FINANCIAL BANCORP Common Stock 74050M105 207 13186 SH SOLE 13186 0 0 PREMIER INC - CLASS A Common Stock 74051N102 8214 238154 SH SOLE 238154 0 0 PRESIDIO INC Common Stock 74102M103 506 34200 SH SOLE 34200 0 0 PRESTIGE CONSUMER HEALTH Common Stock 74112D101 3655 122211 SH SOLE 122211 0 0 PRGX GLOBAL INC Common Stock 69357C503 162 20500 SH SOLE 20500 0 0 PRICE SMART INC Common Stock 741511109 1278 21700 SH SOLE 21700 0 0 PRIMERICA INC Common Stock 74164M108 5913 48409 SH SOLE 48409 0 0 PRIMO WATER CORP Common Stock 74165N105 465 30096 SH SOLE 30096 0 0 PRIMORIS SERVICES CORP Common Stock 74164F103 848 41000 SH SOLE 41000 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 32573 649000 SH SOLE 649000 0 0 PRINCIPIA BIOPHARMA INC Common Stock 74257L108 116 3400 SH SOLE 3400 0 0 PROASSURANCE CORP Common Stock 74267C106 1803 52100 SH SOLE 52100 0 0 PROCTER & GAMBLE COMPANY Common Stock 742718109 659326 6336625 SH SOLE 6336625 0 0 PROFIRE ENERGY INC Common Stock 74316X101 47 26100 SH SOLE 26100 0 0 PROGENICS PHARMACEUTICALS Common Stock 743187106 674 145221 SH SOLE 145221 0 0 PROGRESS SOFTWARE CORP Common Stock 743312100 2412 54355 SH SOLE 54355 0 0 PROGRESSIVE CORP/THE Common Stock 743315103 121590 1686637 SH SOLE 1686637 0 0 PROLOGIS INC Common Stock 74340W103 107851 1498968 SH SOLE 1498968 0 0 PROOFPOINT INC Common Stock 743424103 15556 128103 SH SOLE 128103 0 0 PROPETRO HOLDING CORP Common Stock 74347M108 1725 76547 SH SOLE 76547 0 0 PROS HOLDINGS INC Common Stock 74346Y103 39711 940128 SH SOLE 940128 0 0 PROSPERITY BANCSHARES INC Common Stock 743606105 12928 187202 SH SOLE 187202 0 0 PROTECTIVE INSURANCE CORP Common Stock 74368L203 178 9600 SH SOLE 9600 0 0 PROTEOSTASIS THERAPEUTICS Common Stock 74373B109 32 25100 SH SOLE 25100 0 0 PROTHENA CORP PLC Foreign Stock G72800108 505 41600 SH SOLE 41600 0 0 PROTO LABS INC Common Stock 743713109 53934 512976 SH SOLE 512976 0 0 PROVIDENCE SERVICE CORP Common Stock 743815102 1141 17134 SH SOLE 17134 0 0 PROVIDENT BANCORP INC Common Stock 74383X109 147 6500 SH SOLE 6500 0 0 PROVIDENT FINANCIAL SRVCS Common Stock 74386T105 1577 60900 SH SOLE 60900 0 0 PRUDENTIAL BANCORP INC Common Stock 74431A101 151 8700 SH SOLE 8700 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 99996 1088336 SH SOLE 1088336 0 0 PS BUSINESS PARKS INC Common Stock 69360J107 3365 21454 SH SOLE 21454 0 0 PTC INC Common Stock 69370C100 20971 227500 SH SOLE 227500 0 0 PTC THERAPEUTICS INC Common Stock 69366J200 1720 45700 SH SOLE 45700 0 0 PUBLIC SERVICE ENTERPRISE Common Stock 744573106 63775 1073477 SH SOLE 1073477 0 0 PUBLIC STORAGE INC Common Stock 74460D109 93232 428100 SH SOLE 428100 0 0 PULSE BIOSCIENCES INC Common Stock 74587B101 172 9800 SH SOLE 9800 0 0 PULTE GROUP INC Common Stock 745867101 18002 643850 SH SOLE 643850 0 0 PUMA BIOTECHNOLOGY INC Common Stock 74587V107 1152 29700 SH SOLE 29700 0 0 PURE CYCLE CORP Common Stock 746228303 133 13500 SH SOLE 13500 0 0 PURE STORAGE INC - CLASS Common Stock 74624M102 6809 312500 SH SOLE 312500 0 0 PURPLE INNOVATION INC Common Stock 74640Y106 56 12000 SH SOLE 12000 0 0 PVH CORP Common Stock 693656100 18189 149150 SH SOLE 149150 0 0 PYXUS INTERNATIONAL INC Common Stock 74737V106 222 9300 SH SOLE 9300 0 0 PZENA INVST MGMT-CL A Common Stock 74731Q103 120 14800 SH SOLE 14800 0 0 Q2 HOLDINGS INC Common Stock 74736L109 59540 859663 SH SOLE 859663 0 0 QAD INC - CLASS A Common Stock 74727D306 513 11900 SH SOLE 11900 0 0 QCR HOLDINGS INC Common Stock 74727A104 485 14300 SH SOLE 14300 0 0 QEP RESOURCES INC Common Stock 74733V100 3146 403800 SH SOLE 403800 0 0 QIAGEN NV Foreign Stock N72482123 17380 427227 SH SOLE 427227 0 0 QIWI PLC-SPONSORED ADR Foreign Stock 74735M108 150 10426 SH SOLE 10426 0 0 QORVO INC Common Stock 74736K101 26998 376382 SH SOLE 376382 0 0 QTS REALTY TRUST INC-CL A Common Stock 74736A103 11167 248213 SH SOLE 248213 0 0 QUAD GRAPHICS INC Common Stock 747301109 602 50560 SH SOLE 50560 0 0 QUAKER CHEMICAL CORP Common Stock 747316107 6996 34922 SH SOLE 34922 0 0 QUALCOMM INC Common Stock 747525103 162250 2845000 SH SOLE 2845000 0 0 QUALYS INC Common Stock 74758T303 11514 139157 SH SOLE 139157 0 0 QUANEX BLDG PRODUCTS CORP Common Stock 747619104 535 33700 SH SOLE 33700 0 0 QUANTA SERVICES INC Common Stock 74762E102 18598 492788 SH SOLE 492788 0 0 QUANTENNA COMMUNICATIONS Common Stock 74766D100 900 37000 SH SOLE 37000 0 0 QUANTERIX CORP Common Stock 74766Q101 168 6500 SH SOLE 6500 0 0 QUEST DIAGNOSTICS INC Common Stock 74834L100 34322 381695 SH SOLE 381695 0 0 QUIDEL CORP Common Stock 74838J101 49102 749998 SH SOLE 749998 0 0 QUINSTREET INC Common Stock 74874Q100 593 44300 SH SOLE 44300 0 0 QUINTANA ENERGY SERVICES Common Stock 74875T103 17 4000 SH SOLE 4000 0 0 QUORUM HEALTH CORP Common Stock 74909E106 18 13200 SH SOLE 13200 0 0 QUOTIENT TECHNOLOGY INC Common Stock 749119103 772 78200 SH SOLE 78200 0 0 QURATE RETAIL INC A Common Stock 74915M100 16403 1026455 SH SOLE 1026455 0 0 R P C INC Common Stock 749660106 4914 430653 SH SOLE 430653 0 0 R R DONNELLEY & SONS COMP Common Stock 257867200 277 58700 SH SOLE 58700 0 0 R1 RCM INC Common Stock 749397105 7409 766231 SH SOLE 766231 0 0 RA PHARMACEUTICALS INC Common Stock 74933V108 361 16100 SH SOLE 16100 0 0 RADIAN GROUP INC Common Stock 750236101 10756 518610 SH SOLE 518610 0 0 RADIANT LOGISTICS INC Common Stock 75025X100 156 24800 SH SOLE 24800 0 0 RADIUS HEALTH Common Stock 750469207 3553 178169 SH SOLE 178169 0 0 RADNET INC Common Stock 750491102 451 36400 SH SOLE 36400 0 0 RADWARE LTD Foreign Stock M81873107 2777 106261 SH SOLE 106261 0 0 RALPH LAUREN CORP Common Stock 751212101 13104 101050 SH SOLE 101050 0 0 RAMACO RESOURCES INC Common Stock 75134P303 39 6800 SH SOLE 6800 0 0 RAMBUS INC Common Stock 750917106 1061 101500 SH SOLE 101500 0 0 RANGE RESOURCES CORP Common Stock 75281A109 4565 406150 SH SOLE 406150 0 0 RAPID7 INC Common Stock 753422104 2856 56426 SH SOLE 56426 0 0 RAVEN INDUSTRIES INC Common Stock 754212108 1351 35200 SH SOLE 35200 0 0 RAYMOND JAMES FINANCIAL Common Stock 754730109 47119 585989 SH SOLE 585989 0 0 RAYONIER ADVANCED MAT INC Common Stock 75508B104 674 49700 SH SOLE 49700 0 0 RAYONIER INC Common Stock 754907103 7949 252200 SH SOLE 252200 0 0 RAYTHEON CO Common Stock 755111507 147103 807905 SH SOLE 807905 0 0 RBB BANCORP Common Stock 74930B105 286 15200 SH SOLE 15200 0 0 RBC BEARINGS INC Common Stock 75524B104 4973 39108 SH SOLE 39108 0 0 RCI HOSPITALITY HOLDINGS Common Stock 74934Q108 225 9800 SH SOLE 9800 0 0 RE/MAX HOLDINGS INC - A Common Stock 75524W108 2095 54367 SH SOLE 54367 0 0 READING INTL INC-CL A Common Stock 755408101 310 19400 SH SOLE 19400 0 0 READY CAPITAL CORP Common Stock 75574U101 266 18100 SH SOLE 18100 0 0 REALOGY HOLDINGS CORP Common Stock 75605Y106 2413 211625 SH SOLE 211625 0 0 REALPAGE INC Common Stock 75606N109 19071 314241 SH SOLE 314241 0 0 REALTY INCOME CORP Common Stock 756109104 42400 576400 SH SOLE 576400 0 0 REATA PHARMACEUTICALS INC Common Stock 75615P103 1834 21459 SH SOLE 21459 0 0 RECRO PHARMA INC Common Stock 75629F109 88 15100 SH SOLE 15100 0 0 RED HAT INC Common Stock 756577102 62474 341950 SH SOLE 341950 0 0 RED LION HOTELS CORP Common Stock 756764106 118 14600 SH SOLE 14600 0 0 RED ROBIN GOURMET BURGERS Common Stock 75689M101 421 14600 SH SOLE 14600 0 0 RED ROCK RESORTS INC Common Stock 75700L108 9756 377406 SH SOLE 377406 0 0 REDFIN CORP Common Stock 75737F108 1575 77700 SH SOLE 77700 0 0 REDWOOD TRUST INC Common Stock 758075402 1302 80600 SH SOLE 80600 0 0 REGAL BELOIT CORP Common Stock 758750103 11819 144360 SH SOLE 144360 0 0 REGENCY CENTERS CORP Common Stock 758849103 21357 316440 SH SOLE 316440 0 0 REGENERON PHARMACEUTICALS Common Stock 75886F107 79553 193739 SH SOLE 193739 0 0 REGENXBIO INC Common Stock 75901B107 2301 40142 SH SOLE 40142 0 0 REGIONAL MANAGEMENT CORP Common Stock 75902K106 724 29628 SH SOLE 29628 0 0 REGIONS FINANCIAL CORP Common Stock 7591EP100 28372 2005100 SH SOLE 2005100 0 0 REGIS CORPORATION Common Stock 758932107 659 33502 SH SOLE 33502 0 0 REINSURANCE GRP OF AM Common Stock 759351604 74681 525994 SH SOLE 525994 0 0 RELIANCE STEEL & ALUMINUM Common Stock 759509102 25035 277360 SH SOLE 277360 0 0 RELIANT BANCORP INC Common Stock 75956B101 252 11300 SH SOLE 11300 0 0 REMARK HOLDINGS INC Common Stock 75955K102 15 8000 SH SOLE 8000 0 0 RENAISSANCERE HLDGS LTD Foreign Stock G7496G103 14299 99645 SH SOLE 99645 0 0 RENASANT CORP Common Stock 75970E107 13646 403119 SH SOLE 403119 0 0 RENESOLA LTD - ADR Foreign Stock 75971T301 26 15562 SH SOLE 15562 0 0 RENEWABLE ENERGY GROUP IN Common Stock 75972A301 1245 56685 SH SOLE 56685 0 0 RENT-A-CENTER INC Common Stock 76009N100 893 42800 SH SOLE 42800 0 0 REPLIGEN CORP Common Stock 759916109 9703 164242 SH SOLE 164242 0 0 REPLIMUNE GROUP INC Common Stock 76029N106 99 6494 SH SOLE 6494 0 0 REPUBLIC BANCORP INC-CL A Common Stock 760281204 1001 22373 SH SOLE 22373 0 0 REPUBLIC FIRST BANCORP IN Common Stock 760416107 228 43500 SH SOLE 43500 0 0 REPUBLIC SERVICES INC Common Stock 760759100 41952 521919 SH SOLE 521919 0 0 RESIDEO TECHNOLOGIES INC Common Stock 76118Y104 4981 258216 SH SOLE 258216 0 0 RESMED INC Common Stock 761152107 43352 416968 SH SOLE 416968 0 0 RESOURCES CONNECTION INC Common Stock 76122Q105 3740 226113 SH SOLE 226113 0 0 RESTORBIO INC Common Stock 76133L103 48 7100 SH SOLE 7100 0 0 RETAIL OPPORTUNITY INVEST Common Stock 76131N101 2884 166313 SH SOLE 166313 0 0 RETAIL PROPERTIES OF AMER Common Stock 76131V202 4838 396900 SH SOLE 396900 0 0 RETAIL VALUE TRUST INC Common Stock 76133Q102 973 31227 SH SOLE 31227 0 0 RETROPHIN INC Common Stock 761299106 898 39700 SH SOLE 39700 0 0 REV GROUP INC Common Stock 749527107 330 30100 SH SOLE 30100 0 0 REVANCE THERAPEUTICS INC Common Stock 761330109 496 31500 SH SOLE 31500 0 0 REVLON INC - CLASS A Common Stock 761525609 171 8800 SH SOLE 8800 0 0 REX STORES CORP Common Stock 761624105 711 8819 SH SOLE 8819 0 0 REXFORD INDUSTRIAL REALTY Common Stock 76169C100 4270 119231 SH SOLE 119231 0 0 REXNORD CORP Common Stock 76169B102 10817 430278 SH SOLE 430278 0 0 RGC RESOURCES INC Common Stock 74955L103 215 8100 SH SOLE 8100 0 0 RH Common Stock 74967X103 2121 20600 SH SOLE 20600 0 0 RHYTHM PHARMACEUTICALS IN Common Stock 76243J105 469 17105 SH SOLE 17105 0 0 RIBBON COMMUNICATIONS INC Common Stock 762544104 232 45000 SH SOLE 45000 0 0 RIGEL PHARMACEUTICALS INC Common Stock 766559603 384 149400 SH SOLE 149400 0 0 RIGNET INC Common Stock 766582100 146 14900 SH SOLE 14900 0 0 RIMINI STREET INC Common Stock 76674Q107 58 11536 SH SOLE 11536 0 0 RING ENERGY INC Common Stock 76680V108 798 135967 SH SOLE 135967 0 0 RINGCENTRAL INC - CLASS A Common Stock 76680R206 15298 141908 SH SOLE 141908 0 0 RITCHIE BROS AUCTIONEERS Common Stock 767744105 5338 156993 SH SOLE 156993 0 0 RITE AID CORP Common Stock 767754104 656 1032300 SH SOLE 1032300 0 0 RIVERVIEW BANCORP INC Common Stock 769397100 96 13200 SH SOLE 13200 0 0 RLI CORPORATION Common Stock 749607107 6154 85771 SH SOLE 85771 0 0 RLJ LODGING TRUST Common Stock 74965L101 6787 386291 SH SOLE 386291 0 0 RMR GROUP INC/THE - CL A Common Stock 74967R106 680 11159 SH SOLE 11159 0 0 ROBERT HALF INTL INC Common Stock 770323103 35337 542309 SH SOLE 542309 0 0 ROCKET PHARMACEUTICALS Common Stock 77313F106 407 23200 SH SOLE 23200 0 0 ROCKWELL AUTOMATION INC Common Stock 773903109 53831 306800 SH SOLE 306800 0 0 ROCKWELL MEDICAL INC Common Stock 774374102 231 40600 SH SOLE 40600 0 0 ROCKY BRANDS INC Common Stock 774515100 894 37319 SH SOLE 37319 0 0 ROGERS CORPORATION Common Stock 775133101 2987 18800 SH SOLE 18800 0 0 ROKU INC Common Stock 77543R102 8094 125476 SH SOLE 125476 0 0 ROLLINS INC Common Stock 775711104 40172 965205 SH SOLE 965205 0 0 ROPER TECHNOLOGIES INC Common Stock 776696106 92233 269711 SH SOLE 269711 0 0 ROSEHILL RESOURCES INC Common Stock 777385105 0 100 SH SOLE 100 0 0 ROSETTA STONE INC Common Stock 777780107 481 22000 SH SOLE 22000 0 0 ROSS STORES INC Common Stock 778296103 92462 993152 SH SOLE 993152 0 0 ROWAN COMPANIES PLC Foreign Stock G7665A101 1349 125000 SH SOLE 125000 0 0 ROYAL CARIBBEAN CRUISES Foreign Stock V7780T103 45321 395405 SH SOLE 395405 0 0 ROYAL GOLD INC Common Stock 780287108 11511 126596 SH SOLE 126596 0 0 RPM INTERNATIONAL INC Common Stock 749685103 13338 229800 SH SOLE 229800 0 0 RPT REALTY Common Stock 74971D101 934 77800 SH SOLE 77800 0 0 RTI SURGICAL HOLDINGS INC Common Stock 74975N105 314 52200 SH SOLE 52200 0 0 RTW RETAILWINDS INC Common Stock 74980D100 26 11000 SH SOLE 11000 0 0 RUBIUS THERAPEUTICS INC Common Stock 78116T103 130 7200 SH SOLE 7200 0 0 RUDOLPH TECHNOLOGIES INC Common Stock 781270103 2768 121410 SH SOLE 121410 0 0 RUSH ENTERPRISES INC - CL Common Stock 781846308 249 6000 SH SOLE 6000 0 0 RUSH ENTERPRISES INC CL A Common Stock 781846209 1996 47730 SH SOLE 47730 0 0 RUTH'S HOSPITALITY GROUP Common Stock 783332109 1301 50854 SH SOLE 50854 0 0 RYANAIR HOLDINGS PLC - SP Foreign Stock 783513203 8309 110875 SH SOLE 110875 0 0 RYDER SYSTEM INC Common Stock 783549108 5722 92300 SH SOLE 92300 0 0 RYERSON HOLDING CORP Common Stock 783754104 553 64561 SH SOLE 64561 0 0 RYMAN HOSPITALITY PROPERT Common Stock 78377T107 3738 45450 SH SOLE 45450 0 0 S & T BANCORP INC Common Stock 783859101 1336 33800 SH SOLE 33800 0 0 S&P GLOBAL INC Common Stock 78409V104 153777 730357 SH SOLE 730357 0 0 SABRA HLTH CARE REIT INC Common Stock 78573L106 3848 197612 SH SOLE 197612 0 0 SABRE CORP Common Stock 78573M104 22718 1062087 SH SOLE 1062087 0 0 SAFE BULKERS INC Foreign Stock Y7388L103 12 8100 SH SOLE 8100 0 0 SAFEGUARD SCIENTIFICS INC Common Stock 786449207 205 18900 SH SOLE 18900 0 0 SAFEHOLD INC Common Stock 78645L100 214 9800 SH SOLE 9800 0 0 SAFETY INSURANCE GROUP Common Stock 78648T100 1255 14400 SH SOLE 14400 0 0 SAGA COMMUNICATIONS-CL A Common Stock 786598300 186 5600 SH SOLE 5600 0 0 SAGE THERAPEUTICS INC Common Stock 78667J108 44838 281913 SH SOLE 281913 0 0 SAIA INC Common Stock 78709Y105 1637 26800 SH SOLE 26800 0 0 SAILPOINT TECHNOLOGIES HO Common Stock 78781P105 2292 79805 SH SOLE 79805 0 0 SALESFORCE.COM INC Common Stock 79466L302 289935 1830747 SH SOLE 1830747 0 0 SALLY BEAUTY CO INC Common Stock 79546E104 2178 118300 SH SOLE 118300 0 0 SANDERSON FARMS INC Common Stock 800013104 2888 21906 SH SOLE 21906 0 0 SANDRIDGE ENERGY INC Common Stock 80007P869 251 31300 SH SOLE 31300 0 0 SANDY SPRING BANCORP INC Common Stock 800363103 1063 33986 SH SOLE 33986 0 0 SANFILIPPO JOHN B & SON Common Stock 800422107 611 8500 SH SOLE 8500 0 0 SANGAMO THERAPEUTICS INC Common Stock 800677106 1014 106321 SH SOLE 106321 0 0 SANMINA CORP Common Stock 801056102 22820 790993 SH SOLE 790993 0 0 SANTANDER CONSUMER USA HL Common Stock 80283M101 12636 598000 SH SOLE 598000 0 0 SAP AG SPONS ADR Common Stock 803054204 24550 212627 SH SOLE 212627 0 0 SAPIENS INTERNATIONAL COR Foreign Stock G7T16G103 35 2277 SH SOLE 2277 0 0 SAREPTA THERAPEUTICS INC Common Stock 803607100 15685 131593 SH SOLE 131593 0 0 SAUL CENTERS INC Common Stock 804395101 596 11600 SH SOLE 11600 0 0 SAVARA INC Common Stock 805111101 205 27800 SH SOLE 27800 0 0 SB ONE BANCORP Common Stock 78413T103 174 8000 SH SOLE 8000 0 0 SBA COMMUNICATIONS CORP Common Stock 78410G104 44245 221600 SH SOLE 221600 0 0 SCANSOURCE INC Common Stock 806037107 885 24700 SH SOLE 24700 0 0 SCHLUMBERGER LTD Foreign Stock 806857108 144087 3307030 SH SOLE 3307030 0 0 SCHNEIDER NATIONAL INC - Common Stock 80689H102 4502 213893 SH SOLE 213893 0 0 SCHNITZER STEEL INDSTRS Common Stock 806882106 1210 50427 SH SOLE 50427 0 0 SCHOLAR ROCK HOLD CORP Common Stock 80706P103 120 6400 SH SOLE 6400 0 0 SCHOLASTIC CORPORATION Common Stock 807066105 1995 50165 SH SOLE 50165 0 0 SCHWAB (CHARLES) CORP/THE Common Stock 808513105 211327 4942154 SH SOLE 4942154 0 0 SCHWEITZER-MAUDUIT INTL Common Stock 808541106 1169 30200 SH SOLE 30200 0 0 SCIENCE APPLICATIONS INTL Common Stock 808625107 4516 58690 SH SOLE 58690 0 0 SCIENTIFIC GAMES CORP Common Stock 80874P109 5226 255933 SH SOLE 255933 0 0 SCORPIO BULKERS INC Foreign Stock Y7546A122 218 56900 SH SOLE 56900 0 0 SCORPIO TANKERS INC Foreign Stock Y7542C130 905 45640 SH SOLE 45640 0 0 SCOTTS MIRACLE-GRO CL A Common Stock 810186106 25564 325327 SH SOLE 325327 0 0 SCPHARMACEUTICALS INC Common Stock 810648105 27 9100 SH SOLE 9100 0 0 SEA LTD Foreign Stock 81141R100 1105 47000 SH SOLE 47000 0 0 SEABOARD CORP Common Stock 811543107 2142 500 SH SOLE 500 0 0 SEACOAST BANKING CORP/FL Common Stock 811707801 1964 74553 SH SOLE 74553 0 0 SEACOR HOLDINGS INC Common Stock 811904101 710 16800 SH SOLE 16800 0 0 SEACOR MARINE HLDGS INC Common Stock 78413P101 229 17192 SH SOLE 17192 0 0 SEALED AIR CORPORATION Common Stock 81211K100 15606 338822 SH SOLE 338822 0 0 SEASPINE HOLDINGS CORP Common Stock 81255T108 195 12900 SH SOLE 12900 0 0 SEATTLE GENETICS INC Common Stock 812578102 17936 244900 SH SOLE 244900 0 0 SEAWORLD ENTERTAINMNT INC Common Stock 81282V100 6474 251324 SH SOLE 251324 0 0 SECUREWORKS CORP - A Common Stock 81374A105 193 10500 SH SOLE 10500 0 0 SEI INVESTMENTS COMPANY Common Stock 784117103 23712 453823 SH SOLE 453823 0 0 SELECT BANCORP INC Common Stock 81617L108 141 12400 SH SOLE 12400 0 0 SELECT ENERGY SERVICES IN Common Stock 81617J301 483 40200 SH SOLE 40200 0 0 SELECT MEDICAL HLDS CORP Common Stock 81619Q105 1499 106400 SH SOLE 106400 0 0 SELECTA BIOSCIENCES INC Common Stock 816212104 12 5200 SH SOLE 5200 0 0 SELECTIVE INSURANCE GROUP Common Stock 816300107 4996 78951 SH SOLE 78951 0 0 SEMGROUP CORP - CLASS A Common Stock 81663A105 1144 77600 SH SOLE 77600 0 0 SEMPRA ENERGY Common Stock 816851109 99767 792682 SH SOLE 792682 0 0 SEMTECH CORPORATION Common Stock 816850101 20199 396751 SH SOLE 396751 0 0 SENECA FOODS CORP - CL A Common Stock 817070501 182 7400 SH SOLE 7400 0 0 SENIOR HOUSING PROP TRUST Common Stock 81721M109 5095 432500 SH SOLE 432500 0 0 SENSATA TECHNOLOGIES HLDG Foreign Stock G8060N102 61940 1375830 SH SOLE 1375830 0 0 SENSEONICS HOLDINGS INC Common Stock 81727U105 160 65500 SH SOLE 65500 0 0 SENSIENT TECHNOLOGIES Common Stock 81725T100 5026 74142 SH SOLE 74142 0 0 SERES THERAPEUTICS INC Common Stock 81750R102 133 19300 SH SOLE 19300 0 0 SERITAGE GROWTH PROPERTIE Common Stock 81752R100 1427 32100 SH SOLE 32100 0 0 SERVICE CORP INTL Common Stock 817565104 16823 419008 SH SOLE 419008 0 0 SERVICEMASTER GLOBAL HOLD Common Stock 81761R109 22289 477274 SH SOLE 477274 0 0 SERVICENOW INC Common Stock 81762P102 84164 341450 SH SOLE 341450 0 0 SERVICESOURCE INTERNATION Common Stock 81763U100 68 73800 SH SOLE 73800 0 0 SERVISFIRST BANCSHARES Common Stock 81768T108 1543 45700 SH SOLE 45700 0 0 SHAKE SHACK INC - CLASS A Common Stock 819047101 1473 24900 SH SOLE 24900 0 0 SHENANDOAH TELECOMMUNICA Common Stock 82312B106 2032 45800 SH SOLE 45800 0 0 SHERWIN-WILLIAMS COMPANY Common Stock 824348106 106218 246611 SH SOLE 246611 0 0 SHILOH INDUSTRIES INC Common Stock 824543102 51 9200 SH SOLE 9200 0 0 SHIP FINANCE Foreign Stock G81075106 1009 81800 SH SOLE 81800 0 0 SHOE CARNIVAL INC Common Stock 824889109 858 25201 SH SOLE 25201 0 0 SHOPIFY INC - A Foreign Stock 82509L107 37233 180198 SH SOLE 180198 0 0 SHORE BANCSHARES INC Common Stock 825107105 192 12900 SH SOLE 12900 0 0 SHOT SPOTTER INC Common Stock 82536T107 724 18744 SH SOLE 18744 0 0 SHUTTERFLY INC Common Stock 82568P304 1370 33700 SH SOLE 33700 0 0 SHUTTERSTOCK, INC Common Stock 825690100 863 18500 SH SOLE 18500 0 0 SI FINANCIAL GROUP INC Common Stock 78425V104 148 11500 SH SOLE 11500 0 0 SI-BONE INC Common Stock 825704109 51 2700 SH SOLE 2700 0 0 SIEBERT FINANCIAL CORP Common Stock 826176109 97 8200 SH SOLE 8200 0 0 SIENNA BIOPHARMACEUTICALS Common Stock 82622H108 31 13500 SH SOLE 13500 0 0 SIENTRA INC Common Stock 82621J105 221 25800 SH SOLE 25800 0 0 SIERRA BANCORP Common Stock 82620P102 372 15300 SH SOLE 15300 0 0 SIGA TECHNOLOGIES INC Common Stock 826917106 255 42400 SH SOLE 42400 0 0 SIGNATURE BANK Common Stock 82669G104 12807 100000 SH SOLE 100000 0 0 SIGNET JEWELERS LTD Foreign Stock G81276100 5221 192240 SH SOLE 192240 0 0 SILGAN HOLDINGS INC Common Stock 827048109 3882 131000 SH SOLE 131000 0 0 SILICOM LTD Foreign Stock M84116108 89 2315 SH SOLE 2315 0 0 SILICON LABORATORIES INC Common Stock 826919102 4122 50974 SH SOLE 50974 0 0 SILICON MOTION TECHNOL Foreign Stock 82706C108 4558 114989 SH SOLE 114989 0 0 SILVERBOW RESOURCES INC Common Stock 82836G102 173 7500 SH SOLE 7500 0 0 SILVERCREST ASSET MGMT GR Common Stock 828359109 117 8200 SH SOLE 8200 0 0 SIMMONS 1ST NATL CORP-CL Common Stock 828730200 2431 99305 SH SOLE 99305 0 0 SIMON PROPERTY GROUP INC Common Stock 828806109 129588 711200 SH SOLE 711200 0 0 SIMPLY GOOD FOODS CO Common Stock 82900L102 3976 193093 SH SOLE 193093 0 0 SIMPSON MFG CO INC Common Stock 829073105 2962 49980 SH SOLE 49980 0 0 SIMULATIONS PLUS INC Common Stock 829214105 245 11600 SH SOLE 11600 0 0 SINCLAIR BROADCAST CL A Common Stock 829226109 14299 371606 SH SOLE 371606 0 0 SIRIUS XM HOLDINGS INC Common Stock 82968B103 40982 7227896 SH SOLE 7227896 0 0 SITE CENTERS CORP Common Stock 82981J109 3797 278800 SH SOLE 278800 0 0 SITEONE LANDSCAPE SUPPLY Common Stock 82982L103 4441 77702 SH SOLE 77702 0 0 SIX FLAGS ENTERTAIN CORP Common Stock 83001A102 6830 138400 SH SOLE 138400 0 0 SJW GROUP Common Stock 784305104 2138 34635 SH SOLE 34635 0 0 SKECHERS USA INC CLASS A Common Stock 830566105 8423 250600 SH SOLE 250600 0 0 SKYLINE CORPORATION Common Stock 830830105 1510 79479 SH SOLE 79479 0 0 SKYWEST INC Common Stock 830879102 4358 80264 SH SOLE 80264 0 0 SKYWORKS SOLUTIONS INC Common Stock 83088M102 27788 336900 SH SOLE 336900 0 0 SL GREEN REALTY CORP Common Stock 78440X101 14324 159300 SH SOLE 159300 0 0 SLEEP NUMBER CORP Common Stock 83125X103 1626 34600 SH SOLE 34600 0 0 SLM CORPORATION Common Stock 78442P106 7807 787800 SH SOLE 787800 0 0 SM ENERGY CO Convertible Debt 78454LAM2 2503 2681000 SH SOLE 2681000 0 0 SM ENERGY COMPANY Common Stock 78454L100 6244 356993 SH SOLE 356993 0 0 SMART & FINAL STORES INC Common Stock 83190B101 110 22200 SH SOLE 22200 0 0 SMART GLOBAL HOLDINGS INC Foreign Stock G8232Y101 492 25633 SH SOLE 25633 0 0 SMART SAND INC Common Stock 83191H107 80 17900 SH SOLE 17900 0 0 SMARTFINANCIAL INC Common Stock 83190L208 240 12700 SH SOLE 12700 0 0 SMITH & NEPHEW PLC-SPON A Foreign Stock 83175M205 7894 196810 SH SOLE 196810 0 0 SMUCKER (J M) COMPANY/THE Common Stock 832696405 30907 265300 SH SOLE 265300 0 0 SNAP-ON INC Common Stock 833034101 57186 365357 SH SOLE 365357 0 0 SOLARIS OILFIELD INFRA Common Stock 83418M103 477 29000 SH SOLE 29000 0 0 SOLARWINDS CORP Common Stock 83417Q105 867 44400 SH SOLE 44400 0 0 SOLID BIOSCIENCES INC Common Stock 83422E105 42 4600 SH SOLE 4600 0 0 SONIC AUTOMOTIVE INC Common Stock 83545G102 490 33054 SH SOLE 33054 0 0 SONOCO PRODUCTS COMPANY Common Stock 835495102 16195 263200 SH SOLE 263200 0 0 SONOS INC Common Stock 83570H108 85 8300 SH SOLE 8300 0 0 SORRENTO THERAPEUTICS INC Common Stock 83587F202 445 93700 SH SOLE 93700 0 0 SOTHEBY'S Common Stock 835898107 1967 52093 SH SOLE 52093 0 0 SOUTH JERSEY INDUSTRIES Common Stock 838518108 26171 816073 SH SOLE 816073 0 0 SOUTH STATE CORP Common Stock 840441109 16570 242469 SH SOLE 242469 0 0 SOUTHERN COMPANY Common Stock 842587107 112244 2171900 SH SOLE 2171900 0 0 SOUTHERN COPPER CORP Common Stock 84265V105 17091 430728 SH SOLE 430728 0 0 SOUTHERN FIRST BANCSHARES Common Stock 842873101 291 8592 SH SOLE 8592 0 0 SOUTHERN MISSOURI BANCORP Common Stock 843380106 234 7600 SH SOLE 7600 0 0 SOUTHERN NATL BANCORP OF Common Stock 843395104 323 22060 SH SOLE 22060 0 0 SOUTHSIDE BANCSHARES INC Common Stock 84470P109 1083 32592 SH SOLE 32592 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 69725 1343196 SH SOLE 1343196 0 0 SOUTHWEST GAS HOLDINGS IN Common Stock 844895102 8611 104675 SH SOLE 104675 0 0 SOUTHWESTERN ENERGY CO Common Stock 845467109 3464 738533 SH SOLE 738533 0 0 SP PLUS CORP Common Stock 78469C103 744 21800 SH SOLE 21800 0 0 SPARK ENERGY INC-CLASS A Common Stock 846511103 103 11600 SH SOLE 11600 0 0 SPARK THERAPEUTICS INC Common Stock 84652J103 3610 31700 SH SOLE 31700 0 0 SPARTAN MOTORS INC Common Stock 846819100 303 34300 SH SOLE 34300 0 0 SPARTANNASH COMPANY Common Stock 847215100 2529 159374 SH SOLE 159374 0 0 SPECTRUM BRANDS HLDGS INC Common Stock 84790A105 3848 70236 SH SOLE 70236 0 0 SPECTRUM PHARMACEUTLS INC Common Stock 84763A108 1084 101400 SH SOLE 101400 0 0 SPEEDWAY MOTORSPORTS INC Common Stock 847788106 181 12500 SH SOLE 12500 0 0 SPERO THERAPEUTICS INC Common Stock 84833T103 188 14650 SH SOLE 14650 0 0 SPIRE INC Common Stock 84857L101 4606 55973 SH SOLE 55973 0 0 SPIRIT AEROSPT HLDG CL A Common Stock 848574109 18845 205886 SH SOLE 205886 0 0 SPIRIT AIRLINES INC Common Stock 848577102 6350 120125 SH SOLE 120125 0 0 SPIRIT MTA REIT Common Stock 84861U105 245 37800 SH SOLE 37800 0 0 SPIRIT OF TEXAS BANCSHARE Common Stock 84861D103 104 4900 SH SOLE 4900 0 0 SPIRIT REALTY CAPITAL INC Convertible Debt 84860WAA0 7732 7750000 SH SOLE 7750000 0 0 SPIRIT REALTY CAPITAL INC Convertible Debt 84860WAB8 2048 2050000 SH SOLE 2050000 0 0 SPIRIT REALTY CAPITAL INC Common Stock 84860W300 6509 163820 SH SOLE 163820 0 0 SPLUNK INC Common Stock 848637104 60845 488321 SH SOLE 488321 0 0 SPOK HOLDINGS INC Common Stock 84863T106 271 19900 SH SOLE 19900 0 0 SPORTSMAN'S WAREHOUSE HLD Common Stock 84920Y106 400 83248 SH SOLE 83248 0 0 SPOTIFY TECHNOLOGY SA Foreign Stock L8681T102 1242 8947 SH SOLE 8947 0 0 SPRING BANK PHARMACEUTICA Common Stock 849431101 129 12300 SH SOLE 12300 0 0 SPRINT CORP Common Stock 85207U105 7028 1243900 SH SOLE 1243900 0 0 SPROUTS FARMERS MKT INC Common Stock 85208M102 4956 230100 SH SOLE 230100 0 0 SPS COMMERCE INC Common Stock 78463M107 4476 42202 SH SOLE 42202 0 0 SPX CORP Common Stock 784635104 8655 248770 SH SOLE 248770 0 0 SPX FLOW INC Common Stock 78469X107 1321 41400 SH SOLE 41400 0 0 SQUARE INC - A Common Stock 852234103 42277 564300 SH SOLE 564300 0 0 SRC ENERGY INC Common Stock 78470V108 1451 283442 SH SOLE 283442 0 0 SS&C TECH HOLDINGS Common Stock 78467J100 36452 572330 SH SOLE 572330 0 0 ST JOE COMPANY/THE Common Stock 790148100 569 34500 SH SOLE 34500 0 0 STAAR SURG CO Common Stock 852312305 1978 57850 SH SOLE 57850 0 0 STAG INDUSTRIAL INC Common Stock 85254J102 2900 97800 SH SOLE 97800 0 0 STAMPS.COM INC Common Stock 852857200 1767 21700 SH SOLE 21700 0 0 STANDARD MOTOR PRODUCTS Common Stock 853666105 3150 64149 SH SOLE 64149 0 0 STANDEX INTL CORP Common Stock 854231107 918 12500 SH SOLE 12500 0 0 STANLEY BLACK & DECKER IN Common Stock 854502101 51445 377800 SH SOLE 377800 0 0 STARBUCKS CORPORATION Common Stock 855244109 277421 3731783 SH SOLE 3731783 0 0 STARWOOD PROPERTY TR INC Common Stock 85571B105 11452 512400 SH SOLE 512400 0 0 STARWOOD PROPERTY TRUST Convertible Debt 85571BAH8 5445 5500000 SH SOLE 5500000 0 0 STATE AUTO FINANCIAL CORP Common Stock 855707105 6261 190180 SH SOLE 190180 0 0 STATE STREET CORPORATION Common Stock 857477103 78842 1198030 SH SOLE 1198030 0 0 STEEL DYNAMICS INC Common Stock 858119100 21306 604091 SH SOLE 604091 0 0 STEELCASE INC CLASS A Common Stock 858155203 13461 925175 SH SOLE 925175 0 0 STEMLINE THERAPEUTICS INC Common Stock 85858C107 405 31500 SH SOLE 31500 0 0 STEPAN CO Common Stock 858586100 2410 27533 SH SOLE 27533 0 0 STERICYCLE INC Common Stock 858912108 46172 848429 SH SOLE 848429 0 0 STERIS PLC Foreign Stock G8473T100 54337 424412 SH SOLE 424412 0 0 STERLING BANCORP Common Stock 85917A100 8848 474932 SH SOLE 474932 0 0 STERLING BANCORP INC/MI Common Stock 85917W102 209 20600 SH SOLE 20600 0 0 STERLING CONSTRUCTION CO Common Stock 859241101 808 64568 SH SOLE 64568 0 0 STEVEN MADDEN LTD Common Stock 556269108 4003 118302 SH SOLE 118302 0 0 STEWART INFO SERVICES Common Stock 860372101 982 23000 SH SOLE 23000 0 0 STIFEL FINANCIAL CORP Common Stock 860630102 25700 487112 SH SOLE 487112 0 0 STOCK YARDS BANCORP INC Common Stock 861025104 990 29291 SH SOLE 29291 0 0 STONECO LTD Foreign Stock G85158106 8911 216751 SH SOLE 216751 0 0 STONERIDGE INC Common Stock 86183P102 1052 36450 SH SOLE 36450 0 0 STORE CAPITAL CORP Common Stock 862121100 12311 367500 SH SOLE 367500 0 0 STRATEGIC EDUCATION INC Common Stock 86272C103 4686 35687 SH SOLE 35687 0 0 STRATSYS LTD Foreign Stock M85548101 1215 51000 SH SOLE 51000 0 0 STRATUS PROPERTIES INC Common Stock 863167201 153 5775 SH SOLE 5775 0 0 STRYKER CORPORATION Common Stock 863667101 196829 996500 SH SOLE 996500 0 0 SUMMIT FINANCIAL GROUP IN Common Stock 86606G101 361 13609 SH SOLE 13609 0 0 SUMMIT HOTEL PROPERTIES I Common Stock 866082100 1577 138221 SH SOLE 138221 0 0 SUMMIT MATERIALS INC-CL A Common Stock 86614U100 7732 487195 SH SOLE 487195 0 0 SUN COMMUNITIES INC Common Stock 866674104 19171 161750 SH SOLE 161750 0 0 SUN HYDRAULICS CORP Common Stock 866942105 36897 793310 SH SOLE 793310 0 0 SUNCOKE ENERGY INC Common Stock 86722A103 529 62300 SH SOLE 62300 0 0 SUNPOWER CORP Common Stock 867652406 324 49700 SH SOLE 49700 0 0 SUNRUN INC Common Stock 86771W105 1368 97300 SH SOLE 97300 0 0 SUNSTONE HOTEL INVESTORS Common Stock 867892101 3836 266403 SH SOLE 266403 0 0 SUNTRUST BANKS INC Common Stock 867914103 52383 884094 SH SOLE 884094 0 0 SUPERIOR ENERGY SERVICES Common Stock 868157108 686 146900 SH SOLE 146900 0 0 SUPERIOR GRP OF CO INC Common Stock 868358102 170 10200 SH SOLE 10200 0 0 SUPERIOR INDUSTRIES INTNL Common Stock 868168105 89 18700 SH SOLE 18700 0 0 SUPERNUS PHARMACEUTICALS Common Stock 868459108 6962 198684 SH SOLE 198684 0 0 SURFACE ONCOLOGY INC Common Stock 86877M209 38 8000 SH SOLE 8000 0 0 SURGERY PARTNERS INC Common Stock 86881A100 212 18800 SH SOLE 18800 0 0 SURMODICS INC Common Stock 868873100 557 12800 SH SOLE 12800 0 0 SUTRO BIOPHARMA INC Common Stock 869367102 13 1100 SH SOLE 1100 0 0 SVB FINANCIAL GROUP Common Stock 78486Q101 24082 108300 SH SOLE 108300 0 0 SVMK INC Common Stock 78489X103 322 17700 SH SOLE 17700 0 0 SWITCH INC - CLASS A Common Stock 87105L104 694 67300 SH SOLE 67300 0 0 SYKES ENTERPRISES INC Common Stock 871237103 1346 47587 SH SOLE 47587 0 0 SYMANTEC CORPORATION Common Stock 871503108 28337 1232600 SH SOLE 1232600 0 0 SYNALLOY CORP Common Stock 871565107 140 9200 SH SOLE 9200 0 0 SYNAPTICS INC Convertible Debt 87157DAD1 7705 8350000 SH SOLE 8350000 0 0 SYNAPTICS INC Common Stock 87157D109 1379 34700 SH SOLE 34700 0 0 SYNCHRONY FINANCIAL Common Stock 87165B103 56912 1784079 SH SOLE 1784079 0 0 SYNDAX PHARMACEUTICALS IN Common Stock 87164F105 49 9400 SH SOLE 9400 0 0 SYNEOS HEALTH INC-CL A Common Stock 87166B102 10220 197442 SH SOLE 197442 0 0 SYNLOGIC INC Common Stock 87166L100 65 8500 SH SOLE 8500 0 0 SYNNEX CORP Common Stock 87162W100 10737 112556 SH SOLE 112556 0 0 SYNOPSYS INC Common Stock 871607107 81596 708602 SH SOLE 708602 0 0 SYNOVUS FINANCIAL CORP Common Stock 87161C501 10468 304650 SH SOLE 304650 0 0 SYROS PHARMACEUTICALS INC Common Stock 87184Q107 248 27100 SH SOLE 27100 0 0 SYSCO CORPORATION Common Stock 871829107 96004 1438041 SH SOLE 1438041 0 0 SYSTEMAX INC Common Stock 871851101 321 14200 SH SOLE 14200 0 0 T ROWE PRICE GROUP INC Common Stock 74144T108 60112 600400 SH SOLE 600400 0 0 T T M TECHNOLOGIES INC Common Stock 87305R109 1528 130224 SH SOLE 130224 0 0 T2 BIOSYSTEMS INC Common Stock 89853L104 42 16000 SH SOLE 16000 0 0 TABLEAU SOFTWARE INC-CLA Common Stock 87336U105 34128 268134 SH SOLE 268134 0 0 TABULA RASA HEALTHCARE IN Common Stock 873379101 6253 110827 SH SOLE 110827 0 0 TACTILE SYSTEMS TECHNOLOG Common Stock 87357P100 3952 74958 SH SOLE 74958 0 0 TAILORED BRANDS INC Common Stock 87403A107 398 50800 SH SOLE 50800 0 0 TAIWAN SEMICONDUCTOR ADR Foreign Stock 874039100 115600 2822261 SH SOLE 2822261 0 0 TAKE-TWO INTERACTIVE Common Stock 874054109 21293 225630 SH SOLE 225630 0 0 TAL EDUCATION GROUP - ADR Foreign Stock 874080104 21893 606802 SH SOLE 606802 0 0 TALLGRASS ENERGY LP-CL A Common Stock 874696107 169 6722 SH SOLE 6722 0 0 TALOS ENERGY INC Common Stock 87484T108 507 19100 SH SOLE 19100 0 0 TANDEM DIABETES CARE INC Common Stock 875372203 3766 59305 SH SOLE 59305 0 0 TANGER FACTORY OUTLET CTR Common Stock 875465106 2255 107503 SH SOLE 107503 0 0 TAPESTRY INC Common Stock 876030107 35071 1079425 SH SOLE 1079425 0 0 TARGA RESOURCES CORP Common Stock 87612G101 16259 391300 SH SOLE 391300 0 0 TARGET CORPORATION Common Stock 87612E106 103683 1291840 SH SOLE 1291840 0 0 TARO PHARMACEUTICAL IND Foreign Stock M8737E108 300 2780 SH SOLE 2780 0 0 TATA MOTORS ADR Foreign Stock 876568502 804 63980 SH SOLE 63980 0 0 TAUBMAN CENTERS INC Common Stock 876664103 6039 114200 SH SOLE 114200 0 0 TAYLOR MORRISON HOME-CL A Common Stock 87724P106 2109 118800 SH SOLE 118800 0 0 TCF FINANCIAL CORP Common Stock 872275102 6319 305400 SH SOLE 305400 0 0 TD AMERITRADE HOLDING Common Stock 87236Y108 40530 810766 SH SOLE 810766 0 0 TE CONNECTIVITY LTD Foreign Stock H84989104 32925 407737 SH SOLE 407737 0 0 TEAM INC Common Stock 878155100 504 28796 SH SOLE 28796 0 0 TECH DATA CORPORATION Common Stock 878237106 6090 59464 SH SOLE 59464 0 0 TECHNIPFMC PLC Foreign Stock G87110105 2979 126660 SH SOLE 126660 0 0 TECHTARGET Common Stock 87874R100 650 39968 SH SOLE 39968 0 0 TEEKAY CORP Foreign Stock Y8564W103 261 66700 SH SOLE 66700 0 0 TEEKAY TANKERS LTD-CL A Foreign Stock Y8565N102 107 110300 SH SOLE 110300 0 0 TEGNA INC Common Stock 87901J105 9718 689196 SH SOLE 689196 0 0 TEJON RANCH CO Common Stock 879080109 345 19600 SH SOLE 19600 0 0 TELADOC HEALTH INC Common Stock 87918A105 13408 241153 SH SOLE 241153 0 0 TELARIA INC Common Stock 879181105 160 25200 SH SOLE 25200 0 0 TELEDYNE TECHNOLOGIES INC Common Stock 879360105 85950 362642 SH SOLE 362642 0 0 TELEFLEX INC Common Stock 879369106 26877 88950 SH SOLE 88950 0 0 TELEFONICA BRASIL S.A ADR Foreign Stock 87936R106 1403 116205 SH SOLE 116205 0 0 TELENAV INC Common Stock 879455103 157 25800 SH SOLE 25800 0 0 TELEPHONE & DATA SYSTEMS Common Stock 879433829 10430 339392 SH SOLE 339392 0 0 TELIGENT INC Common Stock 87960W104 44 37700 SH SOLE 37700 0 0 TELLURIAN INC Common Stock 87968A104 933 83300 SH SOLE 83300 0 0 TEMPUR SEALY INTL INC Common Stock 88023U101 5150 89300 SH SOLE 89300 0 0 TENABLE HOLDINGS INC Common Stock 88025T102 443 14000 SH SOLE 14000 0 0 TENARIS SA ADR Foreign Stock 88031M109 2464 87237 SH SOLE 87237 0 0 TENET HEALTHCARE CORP Common Stock 88033G407 2836 98329 SH SOLE 98329 0 0 TENNANT COMPANY Common Stock 880345103 1093 17600 SH SOLE 17600 0 0 TENNECO INC- CLASS A Common Stock 880349105 1145 51655 SH SOLE 51655 0 0 TERADATA CORP Common Stock 88076W103 16607 380466 SH SOLE 380466 0 0 TERADYNE INC Common Stock 880770102 16361 410661 SH SOLE 410661 0 0 TEREX CORPORATION Common Stock 880779103 4336 134960 SH SOLE 134960 0 0 TERNIUM S.A. -SPONS ADR Foreign Stock 880890108 1749 64242 SH SOLE 64242 0 0 TERRAFORM POWER INC - A Common Stock 88104R209 1927 140221 SH SOLE 140221 0 0 TERRENO REALTY CORP Common Stock 88146M101 12309 292789 SH SOLE 292789 0 0 TERRITORIAL BANCORP INC Common Stock 88145X108 210 7800 SH SOLE 7800 0 0 TESLA INC Common Stock 88160R101 102714 367018 SH SOLE 367018 0 0 TETRA PHARMACTCLS I Common Stock 88165N105 59 44300 SH SOLE 44300 0 0 TETRA TECH INC Common Stock 88162G103 5053 84790 SH SOLE 84790 0 0 TETRA TECHNOLOGIES INC Common Stock 88162F105 273 116700 SH SOLE 116700 0 0 TEVA PHARM FIN CO LLC Convertible Debt 88163VAE9 6181 6704000 SH SOLE 6704000 0 0 TEVA PHARMACEUTICAL-ADR Foreign Stock 881624209 27400 1747452 SH SOLE 1747452 0 0 TEXAS CAPITAL BANCSHARES Common Stock 88224Q107 5279 96700 SH SOLE 96700 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 305659 2881676 SH SOLE 2881676 0 0 TEXAS ROADHOUSE INC CL A Common Stock 882681109 7246 116513 SH SOLE 116513 0 0 TEXTAINER GROUP HLDGS LTD Foreign Stock G8766E109 222 23000 SH SOLE 23000 0 0 TEXTRON INC Common Stock 883203101 22356 441300 SH SOLE 441300 0 0 TFS FINANCIAL CORP Common Stock 87240R107 1426 86600 SH SOLE 86600 0 0 TG THERAPEUTICS INC Common Stock 88322Q108 507 63100 SH SOLE 63100 0 0 THE BANK OF PRINCETON Common Stock 064520109 206 6500 SH SOLE 6500 0 0 THERAPEUTICSMD INC Common Stock 88338N107 1140 234062 SH SOLE 234062 0 0 THERAVANCE BIOPHARMA INC Foreign Stock G8807B106 954 42100 SH SOLE 42100 0 0 THERMO FISHER SCIENTIFIC Common Stock 883556102 330535 1207566 SH SOLE 1207566 0 0 THERMON GROUP HOLDINGS Common Stock 88362T103 767 31300 SH SOLE 31300 0 0 THIRD POINT REINSURANCE L Foreign Stock G8827U100 800 77100 SH SOLE 77100 0 0 THOR INDUSTRIES INC Common Stock 885160101 6094 97700 SH SOLE 97700 0 0 TIDEWATER INC Common Stock 88642R109 629 27119 SH SOLE 27119 0 0 TIER REIT INC Common Stock 88650V208 1421 49571 SH SOLE 49571 0 0 TIFFANY & CO Common Stock 886547108 27336 258984 SH SOLE 258984 0 0 TILE SHOP HLDGS INC Common Stock 88677Q109 209 36900 SH SOLE 36900 0 0 TILLY'S INC - CLASS A Common Stock 886885102 188 16900 SH SOLE 16900 0 0 TIMBERLAND BANCORP INC Common Stock 887098101 185 6600 SH SOLE 6600 0 0 TIMKEN COMPANY/THE Common Stock 887389104 25352 581199 SH SOLE 581199 0 0 TIMKENSTEEL CORP Common Stock 887399103 675 62155 SH SOLE 62155 0 0 TIPTREE INC Common Stock 88822Q103 144 22813 SH SOLE 22813 0 0 TITAN INTERNATIONAL INC Common Stock 88830M102 221 37000 SH SOLE 37000 0 0 TITAN MACHINERY INC Common Stock 88830R101 869 55874 SH SOLE 55874 0 0 TIVITY HEALTH INC Common Stock 88870R102 820 46708 SH SOLE 46708 0 0 TIVO CORP Common Stock 88870P106 1104 118437 SH SOLE 118437 0 0 TJX COMPANIES INC/THE Common Stock 872540109 190646 3582904 SH SOLE 3582904 0 0 T-MOBILE US INC Common Stock 872590104 48287 698800 SH SOLE 698800 0 0 TOCAGEN INC Common Stock 888846102 187 17200 SH SOLE 17200 0 0 TOLL BROTHERS Common Stock 889478103 10574 292100 SH SOLE 292100 0 0 TOMPKINS FINANCIAL CORP Common Stock 890110109 1103 14500 SH SOLE 14500 0 0 TOOTSIE ROLL INDUSTRIES Common Stock 890516107 668 17945 SH SOLE 17945 0 0 TOPBUILD CORP Common Stock 89055F103 3298 50886 SH SOLE 50886 0 0 TORCHMARK CORPORATION Common Stock 891027104 33448 408150 SH SOLE 408150 0 0 TORO COMPANY/THE Common Stock 891092108 24073 349700 SH SOLE 349700 0 0 TOTAL SYSTEMS SERVICES Common Stock 891906109 48940 515101 SH SOLE 515101 0 0 TOWER INTERNATIONAL INC Common Stock 891826109 713 33923 SH SOLE 33923 0 0 TOWN SPORTS INTL HLDGS Common Stock 89214A102 77 16200 SH SOLE 16200 0 0 TOWNE BANK Common Stock 89214P109 1600 64662 SH SOLE 64662 0 0 TPG RE FINANCE TRUST INC Common Stock 87266M107 676 34500 SH SOLE 34500 0 0 TPG SPECIALTY LENDING IN Convertible Debt 87265KAB8 2504 2500000 SH SOLE 2500000 0 0 TPI COMPOSITES INC Common Stock 87266J104 4958 173242 SH SOLE 173242 0 0 TRACTOR SUPPLY COMPANY Common Stock 892356106 32908 336625 SH SOLE 336625 0 0 TRADE DESK INC/THE -CLASS Common Stock 88339J105 12113 61191 SH SOLE 61191 0 0 TRANSCONTINENTAL REALTY I Common Stock 893617209 109 3500 SH SOLE 3500 0 0 TRANSDIGM GROUP INC Common Stock 893641100 49939 110000 SH SOLE 110000 0 0 TRANSENTERIX INC Common Stock 89366M201 1817 763577 SH SOLE 763577 0 0 TRANSGLOBE ENERGY CORP Common Stock 893662106 46 24486 SH SOLE 24486 0 0 TRANSLATE BIO INC Common Stock 89374L104 25 2500 SH SOLE 2500 0 0 TRANSOCEAN LTD Foreign Stock H8817H100 7893 906146 SH SOLE 906146 0 0 TRANSUNION Common Stock 89400J107 26529 396900 SH SOLE 396900 0 0 TRAVELERS COMPANIES/THE Common Stock 89417E109 95387 695440 SH SOLE 695440 0 0 TRAVELPORT WORLDWIDE LTD Foreign Stock G9019D104 1995 126800 SH SOLE 126800 0 0 TRAVELZOO INC Common Stock 89421Q205 83 6200 SH SOLE 6200 0 0 TRECORA RESOURCES Common Stock 894648104 176 19400 SH SOLE 19400 0 0 TREDEGAR CORPORATION Common Stock 894650100 591 36622 SH SOLE 36622 0 0 TREEHOUSE FOODS INC Common Stock 89469A104 14621 226514 SH SOLE 226514 0 0 TREX COMPANY INC Common Stock 89531P105 6042 98205 SH SOLE 98205 0 0 TRI CO BANCSHARES Common Stock 896095106 986 25086 SH SOLE 25086 0 0 TRI POINTE GROUP INC Common Stock 87265H109 1776 140500 SH SOLE 140500 0 0 TRIBUNE MEDIA CO - A Common Stock 896047503 7798 169000 SH SOLE 169000 0 0 TRIBUNE PUBLISHING CO Common Stock 89609W107 205 17400 SH SOLE 17400 0 0 TRICIDA INC Common Stock 89610F101 512 13258 SH SOLE 13258 0 0 TRIMAS CORP Common Stock 896215209 2759 91267 SH SOLE 91267 0 0 TRIMBLE INC Common Stock 896239100 24014 594400 SH SOLE 594400 0 0 TRINET GROUP INC Common Stock 896288107 4467 74769 SH SOLE 74769 0 0 TRINITY INDUSTRIES INC Common Stock 896522109 5867 270000 SH SOLE 270000 0 0 TRINITY PLACE HOLDINGS IN Common Stock 89656D101 41 10300 SH SOLE 10300 0 0 TRINSEO SA Foreign Stock L9340P101 2276 50239 SH SOLE 50239 0 0 TRIPADVISOR INC Common Stock 896945201 32130 624488 SH SOLE 624488 0 0 TRIPLE-S MNGT CORP-B Common Stock 896749108 559 24500 SH SOLE 24500 0 0 TRISTATE CAPITAL HLDG Common Stock 89678F100 476 23300 SH SOLE 23300 0 0 TRITON INTERNATIONAL LTD Foreign Stock G9078F107 1595 51300 SH SOLE 51300 0 0 TRIUMPH BANCORP INC Common Stock 89679E300 1210 41177 SH SOLE 41177 0 0 TRIUMPH GROUP INC Common Stock 896818101 14384 754668 SH SOLE 754668 0 0 TRONOX HOLDINGS PLC Foreign Stock G9087Q102 1207 91800 SH SOLE 91800 0 0 TRUE BLUE INC Common Stock 89785X101 1431 60526 SH SOLE 60526 0 0 TRUECAR INC Common Stock 89785L107 602 90700 SH SOLE 90700 0 0 TRUPANION INC Common Stock 898202106 2145 65526 SH SOLE 65526 0 0 TRUSTCO BANK CORP NY Common Stock 898349105 706 91000 SH SOLE 91000 0 0 TRUSTMARK CORP Common Stock 898402102 19274 573113 SH SOLE 573113 0 0 TTEC HOLDINGS INC Common Stock 89854H102 504 13900 SH SOLE 13900 0 0 TUCOWS INC-CLASS A Common Stock 898697206 763 9400 SH SOLE 9400 0 0 TUPPERWARE BRANDS CORP Common Stock 899896104 1261 49300 SH SOLE 49300 0 0 TURNING POINT BRANDS INC Common Stock 90041L105 406 8800 SH SOLE 8800 0 0 TURTLE BEACH CORP Common Stock 900450206 99 8700 SH SOLE 8700 0 0 TUTOR PERINI CORP Common Stock 901109108 680 39700 SH SOLE 39700 0 0 TWILIO INC - A Common Stock 90138F102 22622 175117 SH SOLE 175117 0 0 TWIN DISC INC Common Stock 901476101 152 9100 SH SOLE 9100 0 0 TWITTER INC Convertible Debt 90184LAD4 6027 6405000 SH SOLE 6405000 0 0 TWITTER INC Common Stock 90184L102 45654 1388500 SH SOLE 1388500 0 0 TWO HARBORS INVESTMNT COR Common Stock 90187B408 6235 460863 SH SOLE 460863 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 85827 419899 SH SOLE 419899 0 0 TYME TECHNOLOGIES INC Common Stock 90238J103 182 103400 SH SOLE 103400 0 0 TYSON FOODS INC CLASS A Common Stock 902494103 75476 1087081 SH SOLE 1087081 0 0 U S G CORPORATION Common Stock 903293405 6759 156100 SH SOLE 156100 0 0 U S PHYSICAL THERAPY INC Common Stock 90337L108 1292 12300 SH SOLE 12300 0 0 UBIQUITI NETWORKS INC Common Stock 90347A100 5023 33550 SH SOLE 33550 0 0 UDR INC Common Stock 902653104 24394 536600 SH SOLE 536600 0 0 UFP TECHNOLOGIES INC Common Stock 902673102 258 6898 SH SOLE 6898 0 0 UGI CORP Common Stock 902681105 23091 416660 SH SOLE 416660 0 0 ULTA BEAUTY INC Common Stock 90384S303 38901 111550 SH SOLE 111550 0 0 ULTIMATE SOFTWARE GROUP Common Stock 90385D107 19511 59100 SH SOLE 59100 0 0 ULTRA CLEAN HOLDINGS INC Common Stock 90385V107 320 30900 SH SOLE 30900 0 0 ULTRA PETROLEUM CORP Foreign Stock 903914208 59 96200 SH SOLE 96200 0 0 ULTRAGENYX PHARMACEUTICAL Common Stock 90400D108 3669 52900 SH SOLE 52900 0 0 UMB FINANCIAL CORP Common Stock 902788108 2952 46100 SH SOLE 46100 0 0 UMH PROPERTIES INC Common Stock 903002103 424 30100 SH SOLE 30100 0 0 UMPQUA HOLDINGS CORP Common Stock 904214103 7402 448612 SH SOLE 448612 0 0 UNDER ARMOUR INC - CL A Common Stock 904311107 7680 363300 SH SOLE 363300 0 0 UNDER ARMOUR INC- CLASS C Common Stock 904311206 6610 350276 SH SOLE 350276 0 0 UNIFI INC Common Stock 904677200 333 17200 SH SOLE 17200 0 0 UNIFIRST CORPORATION Common Stock 904708104 2364 15400 SH SOLE 15400 0 0 UNION BANKSHARES CORP Common Stock 90539J109 3305 102235 SH SOLE 102235 0 0 UNION BANKSHARES INC /VT Common Stock 905400107 185 4100 SH SOLE 4100 0 0 UNION PACIFIC CORPORATION Common Stock 907818108 309638 1851900 SH SOLE 1851900 0 0 UNIQURE B.V. Foreign Stock N90064101 296 4960 SH SOLE 4960 0 0 UNISYS CORP Common Stock 909214306 1105 94699 SH SOLE 94699 0 0 UNIT CORPORATION Common Stock 909218109 903 63412 SH SOLE 63412 0 0 UNITED BANKSHARES INC Common Stock 909907107 20640 569548 SH SOLE 569548 0 0 UNITED COMM FINANIAL Common Stock 909839102 403 43100 SH SOLE 43100 0 0 UNITED COMMUNITY BANKS IN Common Stock 90984P303 1920 77000 SH SOLE 77000 0 0 UNITED CONTINENTAL HLDGS Common Stock 910047109 49720 623217 SH SOLE 623217 0 0 UNITED FINANCIAL BANCORP Common Stock 910304104 897 62515 SH SOLE 62515 0 0 UNITED FIRE GROUP INC Common Stock 910340108 15443 353314 SH SOLE 353314 0 0 UNITED INSURANCE HLDGS CO Common Stock 910710102 351 22100 SH SOLE 22100 0 0 UNITED NATURAL FOODS INC Common Stock 911163103 4324 327112 SH SOLE 327112 0 0 UNITED PARCEL SERVICE-CLB Common Stock 911312106 207434 1856400 SH SOLE 1856400 0 0 UNITED RENTALS INC Common Stock 911363109 26803 234600 SH SOLE 234600 0 0 UNITED SECURITY BANCSHARE Common Stock 911460103 146 13800 SH SOLE 13800 0 0 UNITED STATES CELLULAR Common Stock 911684108 3240 70574 SH SOLE 70574 0 0 UNITED STATES LIME & MINE Common Stock 911922102 185 2400 SH SOLE 2400 0 0 UNITED STATES STEEL CORP Common Stock 912909108 5921 303800 SH SOLE 303800 0 0 UNITED TECHNOLOGIES CORP Common Stock 913017109 265258 2058021 SH SOLE 2058021 0 0 UNITED THERAPEUTICS CORP Common Stock 91307C102 14710 125328 SH SOLE 125328 0 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 640080 2588692 SH SOLE 2588692 0 0 UNITI GROUP INC Common Stock 91325V108 3432 306700 SH SOLE 306700 0 0 UNITIL CORP Common Stock 913259107 775 14300 SH SOLE 14300 0 0 UNITY BANCORP INC Common Stock 913290102 157 8300 SH SOLE 8300 0 0 UNITY BIOTECHNOLOGY INC Common Stock 91381U101 201 24800 SH SOLE 24800 0 0 UNIVAR INC Common Stock 91336L107 18971 856087 SH SOLE 856087 0 0 UNIVERSAL CORPORATION Common Stock 913456109 1400 24300 SH SOLE 24300 0 0 UNIVERSAL DISPLAY CORP Common Stock 91347P105 15300 100100 SH SOLE 100100 0 0 UNIVERSAL ELECTRONICS INC Common Stock 913483103 576 15500 SH SOLE 15500 0 0 UNIVERSAL FOREST PRODUCTS Common Stock 913543104 1758 58800 SH SOLE 58800 0 0 UNIVERSAL HEALTH RLTY INC Common Stock 91359E105 954 12600 SH SOLE 12600 0 0 UNIVERSAL HEALTH SVC-CL B Common Stock 913903100 26654 199253 SH SOLE 199253 0 0 UNIVERSAL INSURANCE HLDS Common Stock 91359V107 1587 51178 SH SOLE 51178 0 0 UNIVERSAL LOGISTICS HOLD Common Stock 91388P105 258 13091 SH SOLE 13091 0 0 UNIVERSAL STAINLESS&ALLOY Common Stock 913837100 129 7800 SH SOLE 7800 0 0 UNIVEST FINANCIAL CORP Common Stock 915271100 691 28269 SH SOLE 28269 0 0 UNUM GROUP Common Stock 91529Y106 12388 366197 SH SOLE 366197 0 0 UNUM THERAPEUTICS INC Common Stock 903214104 2 500 SH SOLE 500 0 0 UPLAND SOFTWARE INC Common Stock 91544A109 1284 30319 SH SOLE 30319 0 0 UPWORK INC Common Stock 91688F104 239 12500 SH SOLE 12500 0 0 URANIUM ENERGY CORP Common Stock 916896103 189 134900 SH SOLE 134900 0 0 URBAN EDGE PROPERTIES Common Stock 91704F104 2039 107300 SH SOLE 107300 0 0 URBAN OUTFITTERS INC Common Stock 917047102 4808 162213 SH SOLE 162213 0 0 URSTADT BIDDLE - CLASS A Common Stock 917286205 599 29000 SH SOLE 29000 0 0 US BANCORP Common Stock 902973304 176640 3665500 SH SOLE 3665500 0 0 US CONCRETE INC Common Stock 90333L201 683 16500 SH SOLE 16500 0 0 US ECOLOGY INC Common Stock 91732J102 1204 21500 SH SOLE 21500 0 0 US FOODS HOLDING CORP Common Stock 912008109 14795 423790 SH SOLE 423790 0 0 US SILICA HOLDINGS INC Common Stock 90346E103 1385 79800 SH SOLE 79800 0 0 US XPRESS ENTERPRISES INC Common Stock 90338N202 155 23400 SH SOLE 23400 0 0 USA TRUCK INC Common Stock 902925106 129 8900 SH SOLE 8900 0 0 USANA HEALTH SCIENCES INC Common Stock 90328M107 3960 47218 SH SOLE 47218 0 0 USSA TECHNOLOGIES INC Common Stock 90328S500 236 56800 SH SOLE 56800 0 0 UTAH MEDICAL PROD INC Common Stock 917488108 361 4088 SH SOLE 4088 0 0 VAIL RESORTS INC Common Stock 91879Q109 16917 77850 SH SOLE 77850 0 0 VALERO ENERGY CORPORATION Common Stock 91913Y100 89351 1053293 SH SOLE 1053293 0 0 VALHI INC Common Stock 918905100 40 17400 SH SOLE 17400 0 0 VALLEY NATIONAL BANCORP Common Stock 919794107 3033 316600 SH SOLE 316600 0 0 VALMONT INDUSTRIES INC Common Stock 920253101 5646 43400 SH SOLE 43400 0 0 VALUE LINE INC Common Stock 920437100 73 2965 SH SOLE 2965 0 0 VALVOLINE INC Common Stock 92047W101 14671 790459 SH SOLE 790459 0 0 VANDA PHARMACEUTICALS INC Common Stock 921659108 955 51900 SH SOLE 51900 0 0 VANECK VECTORS RUSSIA ETF Foreign Stock 92189F403 1135 55100 SH SOLE 55100 0 0 VAPOTHERM INC Common Stock 922107107 175 8905 SH SOLE 8905 0 0 VAREX IMAGING CORP Common Stock 92214X106 4336 127980 SH SOLE 127980 0 0 VARIAN MEDICAL SYSTEMS Common Stock 92220P105 41405 292163 SH SOLE 292163 0 0 VARONIS SYSTEMS INC Common Stock 922280102 1717 28800 SH SOLE 28800 0 0 VECTOR GROUP LTD Common Stock 92240M108 1123 104075 SH SOLE 104075 0 0 VECTRUS INC Common Stock 92242T101 741 27855 SH SOLE 27855 0 0 VEECO INSTRUMENTS INC Convertible Debt 922417AD2 3060 3588000 SH SOLE 3588000 0 0 VEECO INSTRUMENTS INC Common Stock 922417100 549 50627 SH SOLE 50627 0 0 VEEVA SYSTEMS-CLASS A Common Stock 922475108 146943 1158307 SH SOLE 1158307 0 0 VENTAS INC Common Stock 92276F100 44590 698800 SH SOLE 698800 0 0 VEON LTD Foreign Stock 91822M106 326 156191 SH SOLE 156191 0 0 VERA BRADLEY INC Common Stock 92335C106 978 73798 SH SOLE 73798 0 0 VERACYTE INC Common Stock 92337F107 631 25200 SH SOLE 25200 0 0 VERASTEM INC Common Stock 92337C104 179 60600 SH SOLE 60600 0 0 VEREIT INC Convertible Debt 02917TAB0 4349 4360000 SH SOLE 4360000 0 0 VEREIT INC Common Stock 92339V100 18792 2245181 SH SOLE 2245181 0 0 VERICEL CORP Common Stock 92346J108 762 43500 SH SOLE 43500 0 0 VERINT SYSTEMS INC Convertible Debt 92343XAA8 9260 8405000 SH SOLE 8405000 0 0 VERINT SYSTEMS INC Common Stock 92343X100 4503 75233 SH SOLE 75233 0 0 VERISIGN INC Common Stock 92343E102 63055 347298 SH SOLE 347298 0 0 VERISK ANALYTICS INC Common Stock 92345Y106 59861 450079 SH SOLE 450079 0 0 VERITEX HOLDINGS INC Common Stock 923451108 5404 223127 SH SOLE 223127 0 0 VERITIV CORP Common Stock 923454102 434 16487 SH SOLE 16487 0 0 VERITONE INC Common Stock 92347M100 41 7900 SH SOLE 7900 0 0 VERIZON COMMUNICATIONS Common Stock 92343V104 622277 10523879 SH SOLE 10523879 0 0 VERRICA PHARMACEUTICALS I Common Stock 92511W108 37 3400 SH SOLE 3400 0 0 VERSO CORP-CL A Common Stock 92531L207 1061 49511 SH SOLE 49511 0 0 VERSUM MATERIALS INC Common Stock 92532W103 16761 333159 SH SOLE 333159 0 0 VERTEX PHARMACEUTICALS Common Stock 92532F100 121330 659580 SH SOLE 659580 0 0 VF CORPORATION Common Stock 918204108 72544 834700 SH SOLE 834700 0 0 VIACOM INC - CLASS A Common Stock 92553P102 529 16309 SH SOLE 16309 0 0 VIACOM INC CLASS B Common Stock 92553P201 33769 1203012 SH SOLE 1203012 0 0 VIAD CORPORATION Common Stock 92552R406 1126 20000 SH SOLE 20000 0 0 VIASAT INC Common Stock 92552V100 4348 56100 SH SOLE 56100 0 0 VIAVI SOLUTIONS INC Convertible Debt 925550AB1 1926 1711000 SH SOLE 1711000 0 0 VIAVI SOLUTIONS INC Common Stock 925550105 3796 306595 SH SOLE 306595 0 0 VICI PROPERTIES INC Common Stock 925652109 16876 771300 SH SOLE 771300 0 0 VICOR CORPORATION Common Stock 925815102 534 17200 SH SOLE 17200 0 0 VICTORY CAPITAL HOLDING - Common Stock 92645B103 336 22384 SH SOLE 22384 0 0 VIEWRAY INC Common Stock 92672L107 792 107162 SH SOLE 107162 0 0 VIKING THERAPEUTICS INC Common Stock 92686J106 3291 331089 SH SOLE 331089 0 0 VILLAGE SUPER MARKET-CLAS Common Stock 927107409 780 28522 SH SOLE 28522 0 0 VIPSHOP HLDGS LTD Foreign Stock 92763W103 1270 158100 SH SOLE 158100 0 0 VIRNETX HOLDING CORP Common Stock 92823T108 308 48600 SH SOLE 48600 0 0 VIRTU FINANCIAL INC Common Stock 928254101 8996 378768 SH SOLE 378768 0 0 VIRTUS INVESTMENT PARTNRS Common Stock 92828Q109 663 6800 SH SOLE 6800 0 0 VIRTUSA CORP Common Stock 92827P102 4637 86762 SH SOLE 86762 0 0 VISA INC - CLASS A Common Stock 92826C839 770278 4931671 SH SOLE 4931671 0 0 VISHAY INTERTECHNOLOGY Common Stock 928298108 5244 283913 SH SOLE 283913 0 0 VISHAY PRECISION GROUP Common Stock 92835K103 841 24593 SH SOLE 24593 0 0 VISTEON CORP Common Stock 92839U206 20337 301961 SH SOLE 301961 0 0 VISTRA ENERGY CORP Common Stock 92840M102 19788 760214 SH SOLE 760214 0 0 VITAL THERAPIES INC Common Stock 92847R104 7 33600 SH SOLE 33600 0 0 VIVINT SOLAR INC Common Stock 92854Q106 93 18800 SH SOLE 18800 0 0 VMWARE INC-CLASS A Common Stock 928563402 30308 167900 SH SOLE 167900 0 0 VOCERA COMMUNICATIONS INC Common Stock 92857F107 26063 823996 SH SOLE 823996 0 0 VONAGE HOLDINGS CORP Common Stock 92886T201 2178 216900 SH SOLE 216900 0 0 VORNADO REALTY TRUST Common Stock 929042109 21641 320900 SH SOLE 320900 0 0 VOYA FINANCIAL INC Common Stock 929089100 22777 455898 SH SOLE 455898 0 0 VOYAGER THERAPEUTICS INC Common Stock 92915B106 276 14400 SH SOLE 14400 0 0 VSE CORPORATION Common Stock 918284100 351 11100 SH SOLE 11100 0 0 VULCAN MATERIALS COMPANY Common Stock 929160109 30535 257900 SH SOLE 257900 0 0 VUZIX CORP Common Stock 92921W300 39 12600 SH SOLE 12600 0 0 W R GRACE & COMPANY Common Stock 38388F108 21434 274651 SH SOLE 274651 0 0 W&T OFFSHORE INC Common Stock 92922P106 1032 149589 SH SOLE 149589 0 0 WABASH NATIONAL CORP Common Stock 929566107 1399 103225 SH SOLE 103225 0 0 WABCO HOLDINGS INC Common Stock 92927K102 14659 111200 SH SOLE 111200 0 0 WABTEC CORPORATION Common Stock 929740108 27507 373126 SH SOLE 373126 0 0 WADDELL & REED FINL CL A Common Stock 930059100 1966 113725 SH SOLE 113725 0 0 WAGEWORKS INC Common Stock 930427109 1590 42100 SH SOLE 42100 0 0 WALGREENS BOOTS ALLIANCE Common Stock 931427108 143202 2263350 SH SOLE 2263350 0 0 WALKER & DUNLOP INC Common Stock 93148P102 2329 45751 SH SOLE 45751 0 0 WAL-MART INC Common Stock 931142103 351586 3604900 SH SOLE 3604900 0 0 WALT DISNEY COMPANY/THE Common Stock 254687106 547328 4929550 SH SOLE 4929550 0 0 WARRIOR MET COAL INC Common Stock 93627C101 1463 48137 SH SOLE 48137 0 0 WASHINGTON FEDERAL INC Common Stock 938824109 2366 81900 SH SOLE 81900 0 0 WASHINGTON PRIME GROUP Common Stock 93964W108 1061 187788 SH SOLE 187788 0 0 WASHINGTON RE INVMT TRUST Common Stock 939653101 2302 81100 SH SOLE 81100 0 0 WASHINGTON TRUST BANCORP Common Stock 940610108 1184 24582 SH SOLE 24582 0 0 WASTE CONNECTIONS INC Foreign Stock 94106B101 10866 122658 SH SOLE 122658 0 0 WASTE MANAGEMENT INC Common Stock 94106L109 96148 925300 SH SOLE 925300 0 0 WATERS CORPORATION Common Stock 941848103 71419 283736 SH SOLE 283736 0 0 WATERSTONE FINANCIAL INC Common Stock 94188P101 454 27600 SH SOLE 27600 0 0 WATSCO INC Common Stock 942622200 16333 114050 SH SOLE 114050 0 0 WATTS WATER TECHN CLASS A Common Stock 942749102 6059 74964 SH SOLE 74964 0 0 WAVE LIFE SCIENCES PTE LT Foreign Stock Y95308105 672 17300 SH SOLE 17300 0 0 WAYFAIR INC - CLASS A Common Stock 94419L101 16629 112015 SH SOLE 112015 0 0 WD-40 COMPANY Common Stock 929236107 3084 18201 SH SOLE 18201 0 0 WEATHERFORD INTL PLC Foreign Stock G48833100 1521 2179000 SH SOLE 2179000 0 0 WEBSTER FINANCIAL CORP Common Stock 947890109 29504 582279 SH SOLE 582279 0 0 WEC ENERGY GROUP INC Common Stock 92939U106 45018 569268 SH SOLE 569268 0 0 WEIBO CORP - SPONS ADR Foreign Stock 948596101 5426 87538 SH SOLE 87538 0 0 WEIGHT WATCHERS INTL Common Stock 948626106 1197 59429 SH SOLE 59429 0 0 WEINGARTEN REALTY INVESTR Common Stock 948741103 6746 229700 SH SOLE 229700 0 0 WEIS MARKETS INC Common Stock 948849104 380 9300 SH SOLE 9300 0 0 WELBILT INC Common Stock 949090104 20887 1275142 SH SOLE 1275142 0 0 WELLCARE HEALTH PLANS INC Common Stock 94946T106 35641 132126 SH SOLE 132126 0 0 WELLS FARGO & COMPANY Preferred Stock 949746804 12244 9474 SH SOLE 9474 0 0 WELLS FARGO & COMPANY Common Stock 949746101 609081 12605143 SH SOLE 12605143 0 0 WELLTOWER INC Common Stock 95040Q104 58022 747700 SH SOLE 747700 0 0 WENDY'S COMPANY/THE Common Stock 95058W100 6819 381179 SH SOLE 381179 0 0 WERNER ENTERPRISES INC Common Stock 950755108 6000 175706 SH SOLE 175706 0 0 WESBANCO INC Common Stock 950810101 20979 527768 SH SOLE 527768 0 0 WESCO AIRCRAFT HOLDINGS I Common Stock 950814103 737 83842 SH SOLE 83842 0 0 WESCO INTERNATIONAL INC Common Stock 95082P105 11057 208584 SH SOLE 208584 0 0 WEST BANCORPORATION Common Stock 95123P106 362 17500 SH SOLE 17500 0 0 WEST PHARMACEUTICAL SVCS Common Stock 955306105 15770 143100 SH SOLE 143100 0 0 WESTAMERICA BANCORPORATIO Common Stock 957090103 11039 178629 SH SOLE 178629 0 0 WESTERN ALLIANCE BANCORP Common Stock 957638109 25740 627204 SH SOLE 627204 0 0 WESTERN ASSET MTG CAPITAL Common Stock 95790D105 392 38300 SH SOLE 38300 0 0 WESTERN DIGITAL CORP Common Stock 958102105 40958 852233 SH SOLE 852233 0 0 WESTERN NEW ENGLAND BANCO Common Stock 958892101 250 27100 SH SOLE 27100 0 0 WESTERN UNION COMPANY Common Stock 959802109 21567 1167700 SH SOLE 1167700 0 0 WESTLAKE CHEMICAL CORP Common Stock 960413102 6453 95100 SH SOLE 95100 0 0 WESTROCK COMPANY Common Stock 96145D105 18019 469847 SH SOLE 469847 0 0 WESTWOOD HOLDINGS GROUP Common Stock 961765104 328 9300 SH SOLE 9300 0 0 WEX INC Common Stock 96208T104 15474 80600 SH SOLE 80600 0 0 WEYCO GROUP INC Common Stock 962149100 263 8500 SH SOLE 8500 0 0 WEYERHAEUSER COMPANY Common Stock 962166104 39399 1495780 SH SOLE 1495780 0 0 WHIRLPOOL CORPORATION Common Stock 963320106 18408 138520 SH SOLE 138520 0 0 WHITE MTNS INS GP Foreign Stock G9618E107 5777 6242 SH SOLE 6242 0 0 WHITESTONE REIT Common Stock 966084204 472 39300 SH SOLE 39300 0 0 WHITING PETROLEUM CORP Convertible Debt 966387AL6 6871 7108000 SH SOLE 7108000 0 0 WHITING PETROLEUM CORP Common Stock 966387409 14495 554516 SH SOLE 554516 0 0 WIDEOPENWEST INC Common Stock 96758W101 214 23500 SH SOLE 23500 0 0 WILEY (JOHN) & SONS CL A Common Stock 968223206 14637 331001 SH SOLE 331001 0 0 WILLDAN GROUP INC Common Stock 96924N100 300 8100 SH SOLE 8100 0 0 WILLIAM LYON HOMES Common Stock 552074700 524 34100 SH SOLE 34100 0 0 WILLIAMS COMPANIES INC Common Stock 969457100 67435 2348000 SH SOLE 2348000 0 0 WILLIAMS-SONOMA INC Common Stock 969904101 9768 173598 SH SOLE 173598 0 0 WILLIS LEASE FINANCE CORP Common Stock 970646105 334 7883 SH SOLE 7883 0 0 WILLIS TOWERS WATSON PLC Foreign Stock G96629103 52713 300105 SH SOLE 300105 0 0 WILLSCOT CORP Common Stock 971375126 404 36400 SH SOLE 36400 0 0 WINGSTOP INC Common Stock 974155103 3038 39961 SH SOLE 39961 0 0 WINMARK CORP Common Stock 974250102 547 2900 SH SOLE 2900 0 0 WINNEBAGO INDUSTRIES INC Common Stock 974637100 947 30400 SH SOLE 30400 0 0 WINTRUST FINANCIAL CORP Common Stock 97650W108 13083 194309 SH SOLE 194309 0 0 WISDOMTREE INVESTMENTS IN Common Stock 97717P104 746 105700 SH SOLE 105700 0 0 WNS HOLDINGS LTD-ADR Common Stock 92932M101 991 18608 SH SOLE 18608 0 0 WOLVERINE WORLD WIDE INC Common Stock 978097103 24211 677600 SH SOLE 677600 0 0 WOODWARD INC Common Stock 980745103 8437 88911 SH SOLE 88911 0 0 WORKDAY INC - CLASS A Common Stock 98138H101 69686 361348 SH SOLE 361348 0 0 WORKIVA INC Common Stock 98139A105 2337 46101 SH SOLE 46101 0 0 WORLD ACCEPTANCE CORP Common Stock 981419104 1467 12527 SH SOLE 12527 0 0 WORLD FUEL SERVICES CORP Common Stock 981475106 1901 65800 SH SOLE 65800 0 0 WORLD WRESTLING ENTMNT Common Stock 98156Q108 7640 88038 SH SOLE 88038 0 0 WORLDPAY INC - CLASS A Common Stock 981558109 80032 705127 SH SOLE 705127 0 0 WORTHINGTON INDUSTRIES Common Stock 981811102 2151 57632 SH SOLE 57632 0 0 WP CAREY INC Common Stock 92936U109 29523 376900 SH SOLE 376900 0 0 WPX ENERGY INC Common Stock 98212B103 22188 1692424 SH SOLE 1692424 0 0 WR BERKLEY CORP Common Stock 084423102 24526 289500 SH SOLE 289500 0 0 WRIGHT MEDICAL GROUP NV Foreign Stock N96617118 17900 569163 SH SOLE 569163 0 0 WSFS FINANCIAL CORP Common Stock 929328102 9853 255259 SH SOLE 255259 0 0 WW GRAINGER INC Common Stock 384802104 28769 95600 SH SOLE 95600 0 0 WYNDHAM DESTINATIONS INC Common Stock 98310W108 26696 659311 SH SOLE 659311 0 0 WYNDHAM HOTELS & RESORTS Common Stock 98311A105 20886 417806 SH SOLE 417806 0 0 WYNN RESORTS LTD Common Stock 983134107 24204 202850 SH SOLE 202850 0 0 X4 PHARMACEUTICALS INC Common Stock 98420X103 14 833 SH SOLE 833 0 0 XCEL ENERGY INC Common Stock 98389B100 50094 891200 SH SOLE 891200 0 0 XENCOR INC Common Stock 98401F105 1410 45400 SH SOLE 45400 0 0 XENIA HOTELS & RESORTS Common Stock 984017103 3634 165840 SH SOLE 165840 0 0 XERIS PHARMACEUTICALS INC Common Stock 98422L107 39 3900 SH SOLE 3900 0 0 XEROX CORPORATION Common Stock 984121608 18572 580735 SH SOLE 580735 0 0 XILINX INC Common Stock 983919101 75129 592550 SH SOLE 592550 0 0 XOMA CORP Common Stock 98419J206 78 6300 SH SOLE 6300 0 0 XPERI CORP Common Stock 98421B100 1100 47000 SH SOLE 47000 0 0 XPO LOGISTICS INC Common Stock 983793100 12941 240800 SH SOLE 240800 0 0 XYLEM INC Common Stock 98419M100 33932 429300 SH SOLE 429300 0 0 YELP INC Common Stock 985817105 2832 82100 SH SOLE 82100 0 0 YETI HOLDINGS INC Common Stock 98585X104 514 17000 SH SOLE 17000 0 0 YEXT INC Common Stock 98585N106 1856 84900 SH SOLE 84900 0 0 Y-MABS THERAPEUTICS INC Common Stock 984241109 63 2400 SH SOLE 2400 0 0 YORK WATER COMPANY/THE Common Stock 987184108 450 13100 SH SOLE 13100 0 0 YRC WORLDWIDE INC. Common Stock 984249607 221 33100 SH SOLE 33100 0 0 YUM CHINA HOLDINGS INC Common Stock 98850P109 35546 791500 SH SOLE 791500 0 0 YUM! BRANDS INC Common Stock 988498101 119815 1200434 SH SOLE 1200434 0 0 ZAFGEN INC Common Stock 98885E103 69 25300 SH SOLE 25300 0 0 ZAGG INC Common Stock 98884U108 282 31100 SH SOLE 31100 0 0 ZAYO GROUP HOLDINGS INC Common Stock 98919V105 12468 438700 SH SOLE 438700 0 0 ZEBRA TECHNOLOGIES-CL A Common Stock 989207105 30132 143809 SH SOLE 143809 0 0 ZENDESK INC Common Stock 98936J101 18389 216340 SH SOLE 216340 0 0 ZILLOW GROUP INC Convertible Debt 98954MAC5 3134 3441000 SH SOLE 3441000 0 0 ZILLOW GROUP INC - CL C Common Stock 98954M200 10222 294245 SH SOLE 294245 0 0 ZILLOW GROUP INC-CLASS A Common Stock 98954M101 3733 109140 SH SOLE 109140 0 0 ZILLOW INC Convertible Debt 98954MAB7 3025 2965000 SH SOLE 2965000 0 0 ZIMMER BIOMET HLDGS INC Common Stock 98956P102 58866 460974 SH SOLE 460974 0 0 ZION OIL & GAS INC Common Stock 989696109 26 33800 SH SOLE 33800 0 0 ZIONS BANCORPORATION NA Common Stock 989701107 18731 412490 SH SOLE 412490 0 0 ZIOPHARM ONCOLOGY INC Common Stock 98973P101 486 126300 SH SOLE 126300 0 0 ZIX CORP Common Stock 98974P100 494 71802 SH SOLE 71802 0 0 ZOETIS INC Common Stock 98978V103 120459 1196576 SH SOLE 1196576 0 0 ZOGENIX INC Common Stock 98978L204 2330 42364 SH SOLE 42364 0 0 ZOMEDICA PHARM CORP Foreign Stock 98979F107 14 40000 SH SOLE 40000 0 0 ZSCALER INC Common Stock 98980G102 4574 64493 SH SOLE 64493 0 0 ZUMIEZ INC Common Stock 989817101 1368 54979 SH SOLE 54979 0 0 ZUORA INC - CLASS A Common Stock 98983V106 358 17857 SH SOLE 17857 0 0 ZYNGA INC - CLASS A Common Stock 98986T108 34890 6545950 SH SOLE 6545950 0 0