The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM CL A Common Stock 68243Q106 338 27,600 SH   SOLE   27,600 0 0
1ST CONSTITUTION BANCORP Common Stock 31986N102 161 8,100 SH   SOLE   8,100 0 0
1ST INTERSTATE BANCSYSTEM Common Stock 32055Y201 1,735 47,466 SH   SOLE   47,466 0 0
1ST SOURCE CORP Common Stock 336901103 772 19,136 SH   SOLE   19,136 0 0
21VIANET GROUP Foreign Stock 90138A103 263 30,459 SH   SOLE   30,459 0 0
22ND CENTURY GROUP INC Common Stock 90137F103 236 94,600 SH   SOLE   94,600 0 0
2U INC Common Stock 90214J101 6,215 125,009 SH   SOLE   125,009 0 0
3D SYSTEMS CORP Common Stock 88554D205 1,127 110,800 SH   SOLE   110,800 0 0
3M COMPANY Common Stock 88579Y101 277,121 1,454,400 SH   SOLE   1,454,400 0 0
58.COM-ADR Foreign Stock 31680Q104 2,962 54,646 SH   SOLE   54,646 0 0
8X8 INC Common Stock 282914100 1,627 90,200 SH   SOLE   90,200 0 0
A K STEEL HOLDING CORP Common Stock 001547108 690 306,800 SH   SOLE   306,800 0 0
A O SMITH CORPORATION Common Stock 831865209 15,259 357,350 SH   SOLE   357,350 0 0
A V X CORP Common Stock 002444107 1,664 109,134 SH   SOLE   109,134 0 0
A X T INC Common Stock 00246W103 136 31,200 SH   SOLE   31,200 0 0
A10 NETWORKS INC Common Stock 002121101 228 36,500 SH   SOLE   36,500 0 0
AAC HOLDINGS INC Common Stock 000307108 13 9,300 SH   SOLE   9,300 0 0
AAON INC Common Stock 000360206 1,420 40,500 SH   SOLE   40,500 0 0
AAR CORPORATION Common Stock 000361105 1,191 31,900 SH   SOLE   31,900 0 0
AARONS INC - CLASS A Common Stock 002535300 9,505 226,036 SH   SOLE   226,036 0 0
ABBOTT LABORATORIES Common Stock 002824100 308,518 4,265,427 SH   SOLE   4,265,427 0 0
ABBVIE INC Common Stock 00287Y109 321,585 3,488,287 SH   SOLE   3,488,287 0 0
ABEONA THERAPEUTICS INC Common Stock 00289Y107 236 33,000 SH   SOLE   33,000 0 0
ABERCROMBIE FITCH CO CL A Common Stock 002896207 5,540 276,300 SH   SOLE   276,300 0 0
ABIOMED INC Common Stock 003654100 81,702 251,360 SH   SOLE   251,360 0 0
ABM INDUSTRIES INC Common Stock 000957100 2,084 64,900 SH   SOLE   64,900 0 0
ABRAXAS PETROLEUM CORP Common Stock 003830106 118 107,800 SH   SOLE   107,800 0 0
ACACIA COMMUNICATIONS INC Common Stock 00401C108 1,049 27,600 SH   SOLE   27,600 0 0
ACACIA RESEARCH-ACACIA Common Stock 003881307 139 46,700 SH   SOLE   46,700 0 0
ACADIA HEALTHCAE CO INC Common Stock 00404A109 6,518 253,512 SH   SOLE   253,512 0 0
ACADIA PHARMACEUTICALS IN Common Stock 004225108 1,607 99,400 SH   SOLE   99,400 0 0
ACADIA REALTY TRUST Common Stock 004239109 2,571 108,211 SH   SOLE   108,211 0 0
ACCELERATE DIAGNOSTICS IN Common Stock 00430H102 321 27,900 SH   SOLE   27,900 0 0
ACCELERON PHARMA INC Common Stock 00434H108 6,404 147,048 SH   SOLE   147,048 0 0
ACCENTURE PLC - CLASS A Foreign Stock G1151C101 252,580 1,791,217 SH   SOLE   1,791,217 0 0
ACCESS NATIONAL CORP Common Stock 004337101 313 14,697 SH   SOLE   14,697 0 0
ACCO BRANDS CORP Common Stock 00081T108 688 101,500 SH   SOLE   101,500 0 0
ACCURAY INC Common Stock 004397105 246 72,100 SH   SOLE   72,100 0 0
ACHAOGEN INC Common Stock 004449104 39 31,700 SH   SOLE   31,700 0 0
ACHILLION PHARMACEUTICALS Common Stock 00448Q201 206 129,700 SH   SOLE   129,700 0 0
ACI WORLDWIDE INC Common Stock 004498101 66,516 2,403,899 SH   SOLE   2,403,899 0 0
ACLARIS THERAPEUTICS INC Common Stock 00461U105 219 29,649 SH   SOLE   29,649 0 0
ACM RESEARCH INC-CLASS A Common Stock 00108J109 98 9,000 SH   SOLE   9,000 0 0
ACNB CORP Common Stock 000868109 750 19,110 SH   SOLE   19,110 0 0
ACORDA THERAPEUTICS INC Common Stock 00484M106 1,108 71,116 SH   SOLE   71,116 0 0
ACTIVISION BLIZZARD INC Common Stock 00507V109 89,994 1,932,440 SH   SOLE   1,932,440 0 0
ACTUANT CORP CLASS A Common Stock 00508X203 1,255 59,800 SH   SOLE   59,800 0 0
ACUITY BRANDS INC Common Stock 00508Y102 43,626 379,519 SH   SOLE   379,519 0 0
ACUSHNET HOLDINGS CORP Common Stock 005098108 1,733 82,273 SH   SOLE   82,273 0 0
ADAMAS PHARMACEUTICALS IN Common Stock 00548A106 209 24,500 SH   SOLE   24,500 0 0
ADAMS RESOURCES & ENERGY Common Stock 006351308 77 2,000 SH   SOLE   2,000 0 0
ADDUS HOMECARE CORP Common Stock 006739106 713 10,500 SH   SOLE   10,500 0 0
ADECOAGRO SA Foreign Stock L00849106 1,154 165,862 SH   SOLE   165,862 0 0
ADESTO TECHNOLOGIES CORP Common Stock 00687D101 88 20,000 SH   SOLE   20,000 0 0
ADIENT PLC Foreign Stock G0084W101 2,621 174,026 SH   SOLE   174,026 0 0
ADMA BIOLOGIC INC Common Stock 000899104 6 2,600 SH   SOLE   2,600 0 0
ADOBE INC Common Stock 00724F101 290,105 1,282,290 SH   SOLE   1,282,290 0 0
ADT INC Common Stock 00090Q103 4,195 698,054 SH   SOLE   698,054 0 0
ADTALEM GLOBAL EDUCATION Common Stock 00737L103 2,868 60,600 SH   SOLE   60,600 0 0
ADTRAN INC Common Stock 00738A106 470 43,800 SH   SOLE   43,800 0 0
ADURO BIOTECH INC Common Stock 00739L101 155 58,900 SH   SOLE   58,900 0 0
ADVANCE AUTO PARTS INC Common Stock 00751Y106 29,711 188,688 SH   SOLE   188,688 0 0
ADVANCED DISPOSAL SVCS IN Common Stock 00790X101 1,702 71,100 SH   SOLE   71,100 0 0
ADVANCED DRAINAGE SYSTEMS Common Stock 00790R104 1,227 50,589 SH   SOLE   50,589 0 0
ADVANCED EMISSIONS SOL Common Stock 00770C101 207 19,600 SH   SOLE   19,600 0 0
ADVANCED ENERGY IND INC Common Stock 007973100 13,250 308,631 SH   SOLE   308,631 0 0
ADVANCED MICRO DEVICES Common Stock 007903107 34,755 1,882,718 SH   SOLE   1,882,718 0 0
ADVANSIX INC Common Stock 00773T101 735 30,200 SH   SOLE   30,200 0 0
ADVERUM BIOTECHNOLOGIES Common Stock 00773U108 138 43,800 SH   SOLE   43,800 0 0
AECOM Common Stock 00766T100 8,109 306,000 SH   SOLE   306,000 0 0
AEGION CORP Common Stock 00770F104 511 31,300 SH   SOLE   31,300 0 0
AEGLEA BIOTHERAPEUTICS IN Common Stock 00773J103 64 8,600 SH   SOLE   8,600 0 0
AERCAP HOLDINGS NV Foreign Stock N00985106 23,075 582,705 SH   SOLE   582,705 0 0
AERIE PHARMACEUTICALS INC Common Stock 00771V108 1,260 34,900 SH   SOLE   34,900 0 0
AEROHIVE NETWORKS INC Common Stock 007786106 69 21,200 SH   SOLE   21,200 0 0
AEROJET ROCKETDYNE HLDGS Common Stock 007800105 3,167 89,885 SH   SOLE   89,885 0 0
AEROVIRONMENT INC Common Stock 008073108 1,413 20,800 SH   SOLE   20,800 0 0
AES CORPORATION/THE Common Stock 00130H105 24,136 1,669,150 SH   SOLE   1,669,150 0 0
AFFILIATED MANAGERS GROUP Common Stock 008252108 10,153 104,200 SH   SOLE   104,200 0 0
AFLAC INC Common Stock 001055102 109,106 2,394,768 SH   SOLE   2,394,768 0 0
AG MORTGAGE INVSTMNT TRUS Common Stock 001228105 462 29,000 SH   SOLE   29,000 0 0
AGCO CORPORATION Common Stock 001084102 9,397 168,800 SH   SOLE   168,800 0 0
AGENUS INC Common Stock 00847G705 166 69,600 SH   SOLE   69,600 0 0
AGEX THERAPEUTICS INC Common Stock 00848H108 21 6,950 SH   SOLE   6,950 0 0
AGILENT TECHNOLOGIES INC Common Stock 00846U101 53,335 790,624 SH   SOLE   790,624 0 0
AGILYSYS INC Common Stock 00847J105 202 14,100 SH   SOLE   14,100 0 0
AGIOS PHARMACEUTICALS INC Common Stock 00847X104 5,395 117,005 SH   SOLE   117,005 0 0
AGNC INVESTMENT CORP Common Stock 00123Q104 21,420 1,221,200 SH   SOLE   1,221,200 0 0
AGREE REALTY CORP Common Stock 008492100 1,750 29,600 SH   SOLE   29,600 0 0
AGROFRESH SOLUTIONS INC Common Stock 00856G109 85 22,500 SH   SOLE   22,500 0 0
AIMMUNE THERAPEUTICS INC Common Stock 00900T107 1,017 42,500 SH   SOLE   42,500 0 0
AIR LEASE COMPANY Common Stock 00912X302 6,353 210,300 SH   SOLE   210,300 0 0
AIR PRODUCTS & CHEMICALS Common Stock 009158106 85,403 533,600 SH   SOLE   533,600 0 0
AIR TRANSPORT SERVICES GR Convertible Debt 00922RAB1 4,050 4,253,000 SH   SOLE   4,253,000 0 0
AIR TRANSPORT SVCS GROUP Common Stock 00922R105 1,307 57,300 SH   SOLE   57,300 0 0
AIRCASTLE LTD Foreign Stock G0129K104 1,131 65,600 SH   SOLE   65,600 0 0
AKAMAI TECHNOLOGIES INC Convertible Debt 00971TAG6 1,939 1,950,000 SH   SOLE   1,950,000 0 0
AKAMAI TECHNOLOGIES INC Common Stock 00971T101 22,360 366,070 SH   SOLE   366,070 0 0
AKCEA THERAPEUTICS INC Common Stock 00972L107 428 14,200 SH   SOLE   14,200 0 0
AKEBIA THERAPEUTICS INC Common Stock 00972D105 444 80,302 SH   SOLE   80,302 0 0
AKORN INC Common Stock 009728106 314 92,500 SH   SOLE   92,500 0 0
ALAMO GROUP INC Common Stock 011311107 735 9,500 SH   SOLE   9,500 0 0
ALARM.,COM HOLDINGS INC Common Stock 011642105 19,338 372,812 SH   SOLE   372,812 0 0
ALASKA AIR GROUP INC Common Stock 011659109 28,428 467,177 SH   SOLE   467,177 0 0
ALBANY INTL CORP CLASS A Common Stock 012348108 24,055 385,312 SH   SOLE   385,312 0 0
ALBEMARLE CORPORATION Common Stock 012653101 25,115 325,867 SH   SOLE   325,867 0 0
ALBIREO PHARMA INC Common Stock 01345P106 250 10,200 SH   SOLE   10,200 0 0
ALCOA CORP Common Stock 013872106 8,650 325,440 SH   SOLE   325,440 0 0
ALDER BIOPHARMACEUT INC Common Stock 014339105 620 60,500 SH   SOLE   60,500 0 0
ALDEYRA THERAPEUTICS INC Common Stock 01438T106 146 17,600 SH   SOLE   17,600 0 0
ALEXANDER & BALDWIN INC Common Stock 014491104 1,231 66,973 SH   SOLE   66,973 0 0
ALEXANDERS INC Common Stock 014752109 731 2,400 SH   SOLE   2,400 0 0
ALEXANDRIA REAL ESTATE Common Stock 015271109 23,365 202,750 SH   SOLE   202,750 0 0
ALEXION PHARMACEUTICALS Common Stock 015351109 60,411 620,495 SH   SOLE   620,495 0 0
ALIBABA GROUP HOLDING Foreign Stock 01609W102 101,877 743,245 SH   SOLE   743,245 0 0
ALICO INC Common Stock 016230104 103 3,500 SH   SOLE   3,500 0 0
ALIGN TECHNOLOGY INC Common Stock 016255101 32,775 156,494 SH   SOLE   156,494 0 0
ALKERMES PLC Foreign Stock G01767105 8,614 291,900 SH   SOLE   291,900 0 0
ALLAKOS INC Common Stock 01671P100 486 9,300 SH   SOLE   9,300 0 0
ALLEGHANY CORPORATION Common Stock 017175100 21,972 35,250 SH   SOLE   35,250 0 0
ALLEGHENY TECHNOLOGIES Common Stock 01741R102 2,767 127,100 SH   SOLE   127,100 0 0
ALLEGIANCE BANCSHARES INC Common Stock 01748H107 414 12,800 SH   SOLE   12,800 0 0
ALLEGIANT TRAVEL CO Common Stock 01748X102 2,405 23,996 SH   SOLE   23,996 0 0
ALLEGION PLC Foreign Stock G0176J109 65,063 816,242 SH   SOLE   816,242 0 0
ALLENA PHARMACEUTICALS IN Common Stock 018119107 66 12,100 SH   SOLE   12,100 0 0
ALLERGAN PLC Foreign Stock G0177J108 139,187 1,041,348 SH   SOLE   1,041,348 0 0
ALLETE INC Common Stock 018522300 15,232 199,843 SH   SOLE   199,843 0 0
ALLIANCE DATA SYSTEMS Common Stock 018581108 15,329 102,136 SH   SOLE   102,136 0 0
ALLIANT ENERGY CORP Common Stock 018802108 17,246 408,200 SH   SOLE   408,200 0 0
ALLIED MOTION TECHNOLOGIE Common Stock 019330109 331 7,400 SH   SOLE   7,400 0 0
ALLISON TRANSMISSION HLDG Common Stock 01973R101 11,055 251,760 SH   SOLE   251,760 0 0
ALLOT COMMUNICATIONS LTD Foreign Stock M0854Q105 28 4,673 SH   SOLE   4,673 0 0
ALLSCRIPTS HEALTHCARE SO Convertible Debt 01988PAD0 5,722 5,944,000 SH   SOLE   5,944,000 0 0
ALLSCRIPTS HEALTHCARE SOL Common Stock 01988P108 6,862 711,789 SH   SOLE   711,789 0 0
ALLSTATE CORPORATION/THE Common Stock 020002101 94,625 1,145,169 SH   SOLE   1,145,169 0 0
ALLY FINANCIAL INC Common Stock 02005N100 43,166 1,904,943 SH   SOLE   1,904,943 0 0
ALNYLAM PHARMACEUTICALS Common Stock 02043Q107 15,469 212,161 SH   SOLE   212,161 0 0
ALPHA & OMEGA SEMICONDUCT Foreign Stock G6331P104 204 20,000 SH   SOLE   20,000 0 0
ALPHABET INC - CLASS A Common Stock 02079K305 857,574 820,676 SH   SOLE   820,676 0 0
ALPHABET INC - CLASS C Common Stock 02079K107 948,321 915,712 SH   SOLE   915,712 0 0
ALTA MESA RESOURCES INC Common Stock 02133L109 92 92,200 SH   SOLE   92,200 0 0
ALTAIR ENGINEERING INC-A Common Stock 021369103 819 29,700 SH   SOLE   29,700 0 0
ALTERYX INC - CLASS A Common Stock 02156B103 16,203 272,465 SH   SOLE   272,465 0 0
ALTISOURCE PORTFOLIO SOL Foreign Stock L0175J104 290 12,900 SH   SOLE   12,900 0 0
ALTRA INDUSTRIAL MOTION Common Stock 02208R106 13,091 520,521 SH   SOLE   520,521 0 0
ALTRIA GROUP INC Common Stock 02209S103 227,476 4,605,700 SH   SOLE   4,605,700 0 0
AMAG PHARMACEUTICALS INC Common Stock 00163U106 498 32,800 SH   SOLE   32,800 0 0
AMALGAMATED BK OF NY Common Stock 022663108 213 10,900 SH   SOLE   10,900 0 0
AMARIN CORP PLC - ADR Foreign Stock 023111206 170 12,489 SH   SOLE   12,489 0 0
AMAZON.COM INC Common Stock 023135106 1,565,954 1,042,600 SH   SOLE   1,042,600 0 0
AMBAC FINANCIAL GROUP INC Common Stock 023139884 765 44,400 SH   SOLE   44,400 0 0
AMBARELLA INC Foreign Stock G037AX101 4,319 123,472 SH   SOLE   123,472 0 0
AMBER ROAD INC Common Stock 02318Y108 488 59,257 SH   SOLE   59,257 0 0
AMC ENTERTAINMENT HLDS Common Stock 00165C104 5,270 429,118 SH   SOLE   429,118 0 0
AMC NETWORKS INC - CLS A Common Stock 00164V103 5,585 101,769 SH   SOLE   101,769 0 0
AMDOCS LIMITED Foreign Stock G02602103 47,703 814,323 SH   SOLE   814,323 0 0
AMEDISYS INC Common Stock 023436108 5,522 47,155 SH   SOLE   47,155 0 0
AMER EQUITY INVT LIFE HL Common Stock 025676206 17,234 616,805 SH   SOLE   616,805 0 0
AMERCO Common Stock 023586100 12,862 39,200 SH   SOLE   39,200 0 0
AMEREN CORPORATION Common Stock 023608102 28,003 429,300 SH   SOLE   429,300 0 0
AMERESCO INC - CL A Common Stock 02361E108 258 18,300 SH   SOLE   18,300 0 0
AMERICAN AIRLINES GROUP Common Stock 02376R102 23,212 722,877 SH   SOLE   722,877 0 0
AMERICAN ASSETS TRUST INC Common Stock 024013104 1,951 48,577 SH   SOLE   48,577 0 0
AMERICAN AXLE & MFG HLDGS Common Stock 024061103 1,250 112,600 SH   SOLE   112,600 0 0
AMERICAN CAMPUS COMMUNITI Common Stock 024835100 12,186 294,410 SH   SOLE   294,410 0 0
AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 3,673 190,018 SH   SOLE   190,018 0 0
AMERICAN ELECTRIC POWER Common Stock 025537101 77,440 1,036,127 SH   SOLE   1,036,127 0 0
AMERICAN EXPRESS COMPANY Common Stock 025816109 163,274 1,712,908 SH   SOLE   1,712,908 0 0
AMERICAN FINANCIAL GROUP Common Stock 025932104 14,575 161,000 SH   SOLE   161,000 0 0
AMERICAN HOMES 4 RENT-A Common Stock 02665T306 9,726 489,968 SH   SOLE   489,968 0 0
AMERICAN INTL GROUP INC Common Stock 026874784 113,446 2,878,607 SH   SOLE   2,878,607 0 0
AMERICAN NATIONAL INSUR Common Stock 028591105 18,879 148,370 SH   SOLE   148,370 0 0
AMERICAN NATL BANKSHARES Common Stock 027745108 267 9,100 SH   SOLE   9,100 0 0
AMERICAN PUBLIC EDUCATION Common Stock 02913V103 441 15,500 SH   SOLE   15,500 0 0
AMERICAN REALTY INVESTORS Common Stock 029174109 72 6,000 SH   SOLE   6,000 0 0
AMERICAN RENAL ASSOCIATES Common Stock 029227105 173 15,000 SH   SOLE   15,000 0 0
AMERICAN SOFTWARE-CL A Common Stock 029683109 5,351 512,046 SH   SOLE   512,046 0 0
AMERICAN STATES WATER CO Common Stock 029899101 3,696 55,131 SH   SOLE   55,131 0 0
AMERICAN TOWER CORP Common Stock 03027X100 174,419 1,102,589 SH   SOLE   1,102,589 0 0
AMERICAN VANGUARD CORP Common Stock 030371108 462 30,400 SH   SOLE   30,400 0 0
AMERICAN WATER WORKS CO Common Stock 030420103 58,799 647,785 SH   SOLE   647,785 0 0
AMERICAN WOODMARK CORP Common Stock 030506109 774 13,900 SH   SOLE   13,900 0 0
AMERICA'S CAR-MART INC Common Stock 03062T105 910 12,562 SH   SOLE   12,562 0 0
AMERICOLD REALTY TRUST Common Stock 03064D108 2,555 100,042 SH   SOLE   100,042 0 0
AMERIPRISE FINANCIAL INC Common Stock 03076C106 34,178 327,468 SH   SOLE   327,468 0 0
AMERIS BANCORP Common Stock 03076K108 4,146 130,900 SH   SOLE   130,900 0 0
AMERISAFE INC Common Stock 03071H100 4,969 87,645 SH   SOLE   87,645 0 0
AMERISOURCEBERGEN CORP Common Stock 03073E105 26,730 359,277 SH   SOLE   359,277 0 0
AMES NATIONAL CORP Common Stock 031001100 236 9,300 SH   SOLE   9,300 0 0
AMETEK INC Common Stock 031100100 49,701 734,142 SH   SOLE   734,142 0 0
AMGEN INC Common Stock 031162100 333,751 1,714,443 SH   SOLE   1,714,443 0 0
AMICUS THERAPEUTICS INC Common Stock 03152W109 1,778 185,600 SH   SOLE   185,600 0 0
AMKOR TECHNOLOGIES INC Common Stock 031652100 1,213 184,913 SH   SOLE   184,913 0 0
AMN HEALTHCARE SERVICES Common Stock 001744101 4,226 74,594 SH   SOLE   74,594 0 0
AMNEAL PHARMACEUTICALS Common Stock 03168L105 1,154 85,300 SH   SOLE   85,300 0 0
AMPHASTAR PHARMACEUTICALS Common Stock 03209R103 959 48,186 SH   SOLE   48,186 0 0
AMPHENOL CORP CLASS A Common Stock 032095101 73,345 905,267 SH   SOLE   905,267 0 0
AMPIO PHARMACEUTICALS IN Common Stock 03209T109 35 87,500 SH   SOLE   87,500 0 0
AMYRIS INC Common Stock 03236M200 90 26,800 SH   SOLE   26,800 0 0
ANADARKO PETROLEUM CORP Common Stock 032511107 59,078 1,347,592 SH   SOLE   1,347,592 0 0
ANALOG DEVICES Common Stock 032654105 140,398 1,635,764 SH   SOLE   1,635,764 0 0
ANAPTYSBIO INC Common Stock 032724106 1,193 18,700 SH   SOLE   18,700 0 0
ANDERSONS INC/THE Common Stock 034164103 798 26,700 SH   SOLE   26,700 0 0
ANGIODYNAMICS INC Common Stock 03475V101 1,546 76,797 SH   SOLE   76,797 0 0
ANI PHARMACEUTICALS INC Common Stock 00182C103 1,023 22,714 SH   SOLE   22,714 0 0
ANIKA THERAPEUTICS INC Common Stock 035255108 471 14,000 SH   SOLE   14,000 0 0
ANIXTER INTERNATIONAL INC Common Stock 035290105 12,955 238,534 SH   SOLE   238,534 0 0
ANNALY CAPITAL MGMNT INC Common Stock 035710409 32,295 3,288,650 SH   SOLE   3,288,650 0 0
ANSYS INC Common Stock 03662Q105 64,543 451,539 SH   SOLE   451,539 0 0
ANTARES PHARMA INC Common Stock 036642106 305 112,200 SH   SOLE   112,200 0 0
ANTERO RESOURCES CORP Common Stock 03674X106 4,975 529,800 SH   SOLE   529,800 0 0
ANTHEM INC Common Stock 036752103 192,737 733,874 SH   SOLE   733,874 0 0
ANWORTH MORTGAGE ASSET CR Common Stock 037347101 297 73,400 SH   SOLE   73,400 0 0
AON PLC Foreign Stock G0408V102 142,763 982,131 SH   SOLE   982,131 0 0
APACHE CORPORATION Common Stock 037411105 33,170 1,263,606 SH   SOLE   1,263,606 0 0
APARTMENT INVESTMENT Common Stock 03748R101 13,964 318,227 SH   SOLE   318,227 0 0
APELLIS PHARMACEUTICALS I Common Stock 03753U106 450 34,100 SH   SOLE   34,100 0 0
APERGY CORP Common Stock 03755L104 7,706 284,558 SH   SOLE   284,558 0 0
APOGEE ENTERPRISES INC Common Stock 037598109 812 27,200 SH   SOLE   27,200 0 0
APOLLO COMMERCIAL REAL ES Common Stock 03762U105 2,016 121,034 SH   SOLE   121,034 0 0
APOLLO MEDICAL HOLDINGS I Common Stock 03763A207 189 9,500 SH   SOLE   9,500 0 0
APPFOLIO INC - A Common Stock 03783C100 2,025 34,193 SH   SOLE   34,193 0 0
APPLE HOSPITALITY REIT IN Common Stock 03784Y200 5,904 414,000 SH   SOLE   414,000 0 0
APPLE INC Common Stock 037833100 1,870,884 11,860,556 SH   SOLE   11,860,556 0 0
APPLIED INDUSTRIAL TECH Common Stock 03820C105 6,736 124,877 SH   SOLE   124,877 0 0
APPLIED MATERIALS INC Common Stock 038222105 77,863 2,378,237 SH   SOLE   2,378,237 0 0
APPLIED OPTOELECTRONICS Common Stock 03823U102 316 20,500 SH   SOLE   20,500 0 0
APPROACH RESOURCES INC Common Stock 03834A103 40 45,800 SH   SOLE   45,800 0 0
APPTIO INC - CLASS A Common Stock 03835C108 1,321 34,800 SH   SOLE   34,800 0 0
APTARGROUP INC Common Stock 038336103 25,306 269,017 SH   SOLE   269,017 0 0
APTINYX INC Common Stock 03836N103 200 12,065 SH   SOLE   12,065 0 0
APTIV PLC Foreign Stock G6095L109 55,211 896,716 SH   SOLE   896,716 0 0
AQUA AMERICA INC Common Stock 03836W103 14,951 437,300 SH   SOLE   437,300 0 0
AQUANTIA CORP Common Stock 03842Q108 222 25,300 SH   SOLE   25,300 0 0
AQUAVENTURE HOLDINGS LTD Foreign Stock G0443N107 242 12,800 SH   SOLE   12,800 0 0
AQUESTIVE THERAPEUTICS IN Common Stock 03843E104 28 4,500 SH   SOLE   4,500 0 0
ARAMARK Common Stock 03852U106 12,759 440,409 SH   SOLE   440,409 0 0
ARATANA THERAPEUTICS Common Stock 03874P101 282 46,001 SH   SOLE   46,001 0 0
ARBOR REALTY TRUST INC Common Stock 038923108 641 63,700 SH   SOLE   63,700 0 0
ARBUTUS BIOPHARMA CORP Foreign Stock 03879J100 94 24,500 SH   SOLE   24,500 0 0
ARCBEST CORP Common Stock 03937C105 2,080 60,718 SH   SOLE   60,718 0 0
ARCH CAPITAL GROUP LTD Foreign Stock G0450A105 27,131 1,015,400 SH   SOLE   1,015,400 0 0
ARCH COAL INC Common Stock 039380407 1,689 20,350 SH   SOLE   20,350 0 0
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 40,962 999,800 SH   SOLE   999,800 0 0
ARCHROCK INC Common Stock 03957W106 934 124,700 SH   SOLE   124,700 0 0
ARCONIC INC Convertible Debt 74973WAB3 4,636 4,659,000 SH   SOLE   4,659,000 0 0
ARCONIC INC Common Stock 03965L100 14,702 872,011 SH   SOLE   872,011 0 0
ARCOSA INC Common Stock 039653100 2,501 90,332 SH   SOLE   90,332 0 0
ARCUS BIOSCIENCES INC Common Stock 03969F109 68 6,300 SH   SOLE   6,300 0 0
ARDAGH GROUP SA Foreign Stock L0223L101 356 32,100 SH   SOLE   32,100 0 0
ARDELYX INC Common Stock 039697107 59 32,800 SH   SOLE   32,800 0 0
ARDMORE SHIPPING CORP Foreign Stock Y0207T100 82 17,500 SH   SOLE   17,500 0 0
ARENA PHARMACEUTICALS INC Common Stock 040047607 1,997 51,260 SH   SOLE   51,260 0 0
ARES CAPITAL CORP Convertible Debt 04010LAT0 10,001 10,008,000 SH   SOLE   10,008,000 0 0
ARES COMMERCIAL REAL ESTA Common Stock 04013V108 368 28,200 SH   SOLE   28,200 0 0
ARGAN INC Common Stock 04010E109 541 14,300 SH   SOLE   14,300 0 0
ARGENX SE - ADR Foreign Stock 04016X101 7,284 75,820 SH   SOLE   75,820 0 0
ARGO GROUP INTL HLDGS Foreign Stock G0464B107 2,139 31,804 SH   SOLE   31,804 0 0
ARISTA NETWORKS INC Common Stock 040413106 24,058 114,180 SH   SOLE   114,180 0 0
ARLINGTON ASSET INVST-CLA Common Stock 041356205 205 28,300 SH   SOLE   28,300 0 0
ARLO TECHNOLOGIES INC Common Stock 04206A101 131 13,100 SH   SOLE   13,100 0 0
ARMADA HOFFLER PROP REIT Common Stock 04208T108 671 47,700 SH   SOLE   47,700 0 0
ARMOUR RESIDENTIAL REIT Common Stock 042315507 838 40,875 SH   SOLE   40,875 0 0
ARMSTRONG FLOORING INC Common Stock 04238R106 268 22,600 SH   SOLE   22,600 0 0
ARMSTRONG WORLD INDUSTRIE Common Stock 04247X102 5,047 86,700 SH   SOLE   86,700 0 0
ARQULE INC Common Stock 04269E107 294 106,300 SH   SOLE   106,300 0 0
ARRAY BIOPHARMA INC Common Stock 04269X105 6,092 427,520 SH   SOLE   427,520 0 0
ARRIS INTERNATIONAL PLC Foreign Stock G0551A103 9,951 325,500 SH   SOLE   325,500 0 0
ARROW ELECTRONICS Common Stock 042735100 19,961 289,500 SH   SOLE   289,500 0 0
ARROW FINANCIAL CORP Common Stock 042744102 411 12,850 SH   SOLE   12,850 0 0
ARROWHEAD PHARMACEUTICALS Common Stock 04280A100 4,491 361,622 SH   SOLE   361,622 0 0
ARSANIS INC Common Stock 042873109 12 5,000 SH   SOLE   5,000 0 0
ARTESIAN RESOURCES-CL A Common Stock 043113208 1,018 29,205 SH   SOLE   29,205 0 0
ARTHUR J GALLAGHER & CO Common Stock 363576109 29,181 395,940 SH   SOLE   395,940 0 0
ARTISAN PARTNERS ASSET MG Common Stock 04316A108 6,146 277,956 SH   SOLE   277,956 0 0
ASBURY AUTOMOTIVE GROUP Common Stock 043436104 1,631 24,464 SH   SOLE   24,464 0 0
ASCENA RETAIL GROUP INC Common Stock 04351G101 1,386 552,389 SH   SOLE   552,389 0 0
ASCENDIS PHARMA A/S - ADR Foreign Stock 04351P101 14,601 233,049 SH   SOLE   233,049 0 0
ASE INDUSTRIAL HOLDING CO Foreign Stock 00215W100 1,207 321,852 SH   SOLE   321,852 0 0
ASGN INC Common Stock 00191U102 4,227 77,559 SH   SOLE   77,559 0 0
ASHFORD HOSPITALITY TRUST Common Stock 044103109 323 80,700 SH   SOLE   80,700 0 0
ASHFORD INC Common Stock 044104107 83 1,600 SH   SOLE   1,600 0 0
ASHLAND GLOBAL HLDGS INC Common Stock 044186104 8,409 118,500 SH   SOLE   118,500 0 0
ASML HLDING NV-NY REG SHS Foreign Stock N07059210 7,539 48,443 SH   SOLE   48,443 0 0
ASPEN INSURANCE HOLDINGS Foreign Stock G05384105 4,770 113,600 SH   SOLE   113,600 0 0
ASPEN TECHNOLOGY INC Common Stock 045327103 17,239 209,774 SH   SOLE   209,774 0 0
ASSEMBLY BIOSCIENCES INC Common Stock 045396108 527 23,300 SH   SOLE   23,300 0 0
ASSERTIO THERAPEUTICS INC Common Stock 04545L107 353 97,913 SH   SOLE   97,913 0 0
ASSOCIATED BANC-CORP Common Stock 045487105 6,470 326,931 SH   SOLE   326,931 0 0
ASSOCIATED CAPITAL GRP-A Common Stock 045528106 106 3,000 SH   SOLE   3,000 0 0
ASSURANT INC Common Stock 04621X108 9,132 102,100 SH   SOLE   102,100 0 0
ASSURED GUARANTY LTD Foreign Stock G0585R106 9,158 239,236 SH   SOLE   239,236 0 0
ASTEC INDUSTRIES INC Common Stock 046224101 679 22,500 SH   SOLE   22,500 0 0
ASTRONICS CORP Common Stock 046433108 633 20,800 SH   SOLE   20,800 0 0
ASURE SOFTWARE INC Common Stock 04649U102 56 11,000 SH   SOLE   11,000 0 0
AT HOME GROUP INC Common Stock 04650Y100 1,376 73,748 SH   SOLE   73,748 0 0
AT&T INC Common Stock 00206R102 504,615 17,680,969 SH   SOLE   17,680,969 0 0
ATARA BIOTHERAPEUTICS INC Common Stock 046513107 1,431 41,200 SH   SOLE   41,200 0 0
ATHENAHEALTH INC Common Stock 04685W103 10,462 79,300 SH   SOLE   79,300 0 0
ATHENE HOLDING LTD-CLASS Foreign Stock G0684D107 16,559 415,750 SH   SOLE   415,750 0 0
ATHENEX INC Common Stock 04685N103 594 46,800 SH   SOLE   46,800 0 0
ATHERSYS INC Common Stock 04744L106 112 77,600 SH   SOLE   77,600 0 0
ATKORE INTERNATIONAL GROU Common Stock 047649108 1,654 83,348 SH   SOLE   83,348 0 0
ATLANTIC CAPITAL BANCSHAR Common Stock 048269203 465 28,400 SH   SOLE   28,400 0 0
ATLANTIC POWER CORP Common Stock 04878Q863 141 64,800 SH   SOLE   64,800 0 0
ATLANTICA YIELD PLC Foreign Stock G0751N103 159 8,088 SH   SOLE   8,088 0 0
ATLAS AIR WORLDWIDE HLDG Convertible Debt 049164BH8 3,794 3,936,000 SH   SOLE   3,936,000 0 0
ATLAS AIR WORLDWIDE HLDGS Common Stock 049164205 1,409 33,404 SH   SOLE   33,404 0 0
ATLASSIAN CORP PLC-CL A Foreign Stock G06242104 27,631 310,533 SH   SOLE   310,533 0 0
ATMOS ENERGY CORPORATION Common Stock 049560105 17,802 192,000 SH   SOLE   192,000 0 0
ATN INTERNATIONAL INC Common Stock 00215F107 928 12,979 SH   SOLE   12,979 0 0
ATRICURE INC Common Stock 04963C209 1,007 32,900 SH   SOLE   32,900 0 0
ATRION CORP Common Stock 049904105 2,297 3,100 SH   SOLE   3,100 0 0
ATTUNITY LTD Foreign Stock M15332121 1,554 78,988 SH   SOLE   78,988 0 0
AUBURN NATL ANCORPORATION Common Stock 050473107 82 2,600 SH   SOLE   2,600 0 0
AUDENTES THERAPEUTICS INC Common Stock 05070R104 674 31,600 SH   SOLE   31,600 0 0
AUDIOCODES LTD Common Stock M15342104 73 7,425 SH   SOLE   7,425 0 0
AUTODESK INC Common Stock 052769106 52,614 409,100 SH   SOLE   409,100 0 0
AUTOHOME INC-ADR Foreign Stock 05278C107 16,484 210,713 SH   SOLE   210,713 0 0
AUTOLIV INC Common Stock 052800109 3,142 44,743 SH   SOLE   44,743 0 0
AUTOLUS THERAPEUTICS PLC Foreign Stock 05280R100 224 6,812 SH   SOLE   6,812 0 0
AUTOMATIC DATA PROCESSING Common Stock 053015103 204,893 1,562,635 SH   SOLE   1,562,635 0 0
AUTONATION INC Common Stock 05329W102 4,266 119,500 SH   SOLE   119,500 0 0
AUTOZONE INC Common Stock 053332102 76,010 90,667 SH   SOLE   90,667 0 0
AVADEL PHARMACEUTICALS Foreign Stock 05337M104 40 15,555 SH   SOLE   15,555 0 0
AVALARA INC Common Stock 05338G106 302 9,700 SH   SOLE   9,700 0 0
AVALONBAY COMMUNITIES INC Common Stock 053484101 56,497 324,600 SH   SOLE   324,600 0 0
AVANGRID INC Common Stock 05351W103 21,526 429,751 SH   SOLE   429,751 0 0
AVANOS MEDICAL INC Common Stock 05350V106 8,710 194,456 SH   SOLE   194,456 0 0
AVAYA HOLDINGS CORP Common Stock 05351X101 1,495 102,700 SH   SOLE   102,700 0 0
AVEO PHARMACEUTICALS Common Stock 053588109 398 248,600 SH   SOLE   248,600 0 0
AVERY DENNISON CORP Common Stock 053611109 17,904 199,315 SH   SOLE   199,315 0 0
AVID BIOSERVICES INC Common Stock 05368M106 171 41,800 SH   SOLE   41,800 0 0
AVID TECHNOLOGY INC Common Stock 05367P100 63 13,300 SH   SOLE   13,300 0 0
AVIS BUDGET GROUP INC Common Stock 053774105 1,779 79,118 SH   SOLE   79,118 0 0
AVISTA CORPORATION Common Stock 05379B107 2,816 66,300 SH   SOLE   66,300 0 0
AVNET INC Common Stock 053807103 16,017 443,686 SH   SOLE   443,686 0 0
AVROBIO INC Common Stock 05455M100 113 6,800 SH   SOLE   6,800 0 0
AXA EQUITABLE HOLDINGS IN Common Stock 054561105 5,835 350,900 SH   SOLE   350,900 0 0
AXALTA COATING SYSTEMS LT Foreign Stock G0750C108 16,628 710,000 SH   SOLE   710,000 0 0
AXCELIS TECHNOLOGIES INC Common Stock 054540208 560 31,475 SH   SOLE   31,475 0 0
AXIS CAPITAL HOLDINGS LTD Foreign Stock G0692U109 7,709 149,287 SH   SOLE   149,287 0 0
AXOGEN INC Common Stock 05463X106 680 33,300 SH   SOLE   33,300 0 0
AXON ENTERPRISE INC Common Stock 05464C101 3,435 78,508 SH   SOLE   78,508 0 0
AXOS FINANCIAL INC Common Stock 05465C100 1,584 62,921 SH   SOLE   62,921 0 0
AZZ INC Common Stock 002474104 1,025 25,400 SH   SOLE   25,400 0 0
B O K FINANCIAL CORP Common Stock 05561Q201 4,496 61,316 SH   SOLE   61,316 0 0
B&G FOODS INC - CLASS A Common Stock 05508R106 2,371 82,019 SH   SOLE   82,019 0 0
B. RILEY FINANCIAL INC Common Stock 05580M108 298 20,994 SH   SOLE   20,994 0 0
BABCOCK & WILCOX ENTERPRI Common Stock 05614L100 14 35,450 SH   SOLE   35,450 0 0
BADGER METER INC Common Stock 056525108 1,383 28,100 SH   SOLE   28,100 0 0
BAIDU INC - SPONS ADR Foreign Stock 056752108 66,473 419,122 SH   SOLE   419,122 0 0
BAKER HUGHES A GE CO Common Stock 05722G100 27,458 1,277,100 SH   SOLE   1,277,100 0 0
BALCHEM CORP Common Stock 057665200 33,776 431,095 SH   SOLE   431,095 0 0
BALL CORPORATION Common Stock 058498106 51,994 1,130,789 SH   SOLE   1,130,789 0 0
BANC OF CALIFORNIA INC Common Stock 05990K106 540 40,600 SH   SOLE   40,600 0 0
BANCFIRST CORP Common Stock 05945F103 1,671 33,487 SH   SOLE   33,487 0 0
BANCO SANTANDER MEXICO SA Foreign Stock 05969B103 1,321 214,469 SH   SOLE   214,469 0 0
BANCO SANTANDER-CHILE-ADR Foreign Stock 05965X109 4,602 153,915 SH   SOLE   153,915 0 0
BANCOLOMBIA S.A. ADR Foreign Stock 05968L102 3,783 99,300 SH   SOLE   99,300 0 0
BANCORP INC/THE Common Stock 05969A105 396 49,800 SH   SOLE   49,800 0 0
BANCORPSOUTH BANK Common Stock 05971J102 2,490 95,270 SH   SOLE   95,270 0 0
BANK OF AMERICA Preferred Stock 060505682 11,591 9,254 SH   SOLE   9,254 0 0
BANK OF AMERICA CORP Common Stock 060505104 596,447 24,206,447 SH   SOLE   24,206,447 0 0
BANK OF COMMERCE HOLDINGS Common Stock 06424J103 181 16,500 SH   SOLE   16,500 0 0
BANK OF HAWAII CORP Common Stock 062540109 9,055 134,500 SH   SOLE   134,500 0 0
BANK OF MARIN BANCORP/CA Common Stock 063425102 671 16,268 SH   SOLE   16,268 0 0
BANK OF NEW YORK MELLON Common Stock 064058100 127,380 2,706,190 SH   SOLE   2,706,190 0 0
BANK OF NT BUTTERFIELD & Foreign Stock G0772R208 1,680 53,600 SH   SOLE   53,600 0 0
BANK OZK Common Stock 06417N103 6,205 271,770 SH   SOLE   271,770 0 0
BANKFINANCIAL CORP Common Stock 06643P104 251 16,800 SH   SOLE   16,800 0 0
BANKUNITED INC Common Stock 06652K103 6,045 201,900 SH   SOLE   201,900 0 0
BANKWELL FINANCIAL GROUP Common Stock 06654A103 207 7,200 SH   SOLE   7,200 0 0
BANNER CORP Common Stock 06652V208 10,019 187,341 SH   SOLE   187,341 0 0
BAR HARBOR BANKSHARES Common Stock 066849100 374 16,687 SH   SOLE   16,687 0 0
BARCLAY PLC-SPONS ADR Foreign Stock 06738E204 13,609 1,804,953 SH   SOLE   1,804,953 0 0
BARNES & NOBLE EDUCATION Common Stock 06777U101 137 34,161 SH   SOLE   34,161 0 0
BARNES & NOBLE INC Common Stock 067774109 346 48,800 SH   SOLE   48,800 0 0
BARNES GROUP INC Common Stock 067806109 6,727 125,466 SH   SOLE   125,466 0 0
BARRETT BUSINESS SVCS INC Common Stock 068463108 401 7,000 SH   SOLE   7,000 0 0
BASIC ENERGY SAERVICES IN Common Stock 06985P209 71 18,600 SH   SOLE   18,600 0 0
BASSETT FURNITURE INDSTRY Common Stock 070203104 234 11,700 SH   SOLE   11,700 0 0
BAXTER INTERNATIONAL INC Common Stock 071813109 91,078 1,383,738 SH   SOLE   1,383,738 0 0
BAYCOM CORP Common Stock 07272M107 263 11,400 SH   SOLE   11,400 0 0
BB&T CORPORATION Common Stock 054937107 77,094 1,779,637 SH   SOLE   1,779,637 0 0
BBX CAPITAL CORP Common Stock 05491N104 354 61,800 SH   SOLE   61,800 0 0
BCB BANCORP INC Common Stock 055298103 177 16,900 SH   SOLE   16,900 0 0
BEACON ROOFING SUPPLY INC Common Stock 073685109 9,128 287,771 SH   SOLE   287,771 0 0
BEASLEY BROADCAST GRP INC Common Stock 074014101 0 91 SH   SOLE   91 0 0
BEAZER HOMES USA INC Common Stock 07556Q881 252 26,600 SH   SOLE   26,600 0 0
BECTON DICKINSON & CO Common Stock 075887109 181,342 804,820 SH   SOLE   804,820 0 0
BED BATH & BEYOND INC Common Stock 075896100 1,538 135,900 SH   SOLE   135,900 0 0
BEIGENE LTD - ADR Foreign Stock 07725L102 7,197 51,313 SH   SOLE   51,313 0 0
BEL FUSE INC CLASS B Common Stock 077347300 208 11,300 SH   SOLE   11,300 0 0
BELDEN INC Common Stock 077454106 3,089 73,956 SH   SOLE   73,956 0 0
BELLICUM PHARMACEUTICALS Common Stock 079481107 92 31,600 SH   SOLE   31,600 0 0
BELMOND LTD-CLASS A Foreign Stock G1154H107 2,200 87,900 SH   SOLE   87,900 0 0
BEMIS COMPANY Common Stock 081437105 7,266 158,300 SH   SOLE   158,300 0 0
BENCHMARK ELECTRONICS INC Common Stock 08160H101 1,684 79,511 SH   SOLE   79,511 0 0
BENEFICIAL BANCORP INC Common Stock 08171T102 956 66,900 SH   SOLE   66,900 0 0
BENEFITFOCUS INC Common Stock 08180D106 12,349 270,091 SH   SOLE   270,091 0 0
BERKSHIRE HATHAWAY INC-CL Common Stock 084670702 1,053,207 5,158,228 SH   SOLE   5,158,228 0 0
BERKSHIRE HILLS BANCORP I Common Stock 084680107 1,079 40,000 SH   SOLE   40,000 0 0
BERRY GLOBAL GROUP INC Common Stock 08579W103 19,601 412,387 SH   SOLE   412,387 0 0
BERRY PETROLEUM CORP Common Stock 08579X101 129 14,700 SH   SOLE   14,700 0 0
BEST BUY COMPANY INC Common Stock 086516101 25,769 486,580 SH   SOLE   486,580 0 0
BG STAFFING INC Common Stock 05544A109 514 24,895 SH   SOLE   24,895 0 0
BGC PARTNERS INC Common Stock 05541T101 2,679 518,200 SH   SOLE   518,200 0 0
BHP BILLITON ADR Foreign Stock 05545E209 5,009 119,579 SH   SOLE   119,579 0 0
BIG 5 SPORTING GOODS CORP Common Stock 08915P101 42 16,350 SH   SOLE   16,350 0 0
BIG LOTS INC Common Stock 089302103 4,502 155,682 SH   SOLE   155,682 0 0
BIGLARI HOLDINGS INC-CL A Common Stock 08986R408 75 128 SH   SOLE   128 0 0
BIGLARI HOLDINGS INC-CL B Common Stock 08986R309 145 1,280 SH   SOLE   1,280 0 0
BIOCRYST PHARMACEUTICALS Common Stock 09058V103 822 101,800 SH   SOLE   101,800 0 0
BIOGEN INC Common Stock 09062X103 145,669 484,080 SH   SOLE   484,080 0 0
BIOHAVEN PHARM HLDG CO Foreign Stock G11196105 1,262 34,116 SH   SOLE   34,116 0 0
BIOLIFE SOLUTIONS INC Common Stock 09062W204 481 40,000 SH   SOLE   40,000 0 0
BIOMARIN PHARMACEUTICAL Convertible Debt 09061GAH4 8,966 9,016,000 SH   SOLE   9,016,000 0 0
BIOMARIN PHARMACEUTICAL Common Stock 09061G101 32,734 384,425 SH   SOLE   384,425 0 0
BIO-RAD LABS INC - CL A Common Stock 090572207 14,106 60,744 SH   SOLE   60,744 0 0
BIOSCRIP INC Common Stock 09069N108 417 116,700 SH   SOLE   116,700 0 0
BIOSPECIFICS TECHNOLOGIES Common Stock 090931106 400 6,600 SH   SOLE   6,600 0 0
BIO-TECHNE CORP Common Stock 09073M104 50,834 351,256 SH   SOLE   351,256 0 0
BIOTELEMETRY INC Common Stock 090672106 4,845 81,123 SH   SOLE   81,123 0 0
BIOTIME INC Common Stock 09066L105 63 69,500 SH   SOLE   69,500 0 0
BJ'S RESTAURANTS INC Common Stock 09180C106 1,874 37,067 SH   SOLE   37,067 0 0
BJ'S WHOLESALE CLUB HOLDI Common Stock 05550J101 6,096 275,100 SH   SOLE   275,100 0 0
BLACK HILLS CORPORATION Common Stock 092113109 4,272 68,043 SH   SOLE   68,043 0 0
BLACK KNIGHT INC Common Stock 09215C105 12,400 275,185 SH   SOLE   275,185 0 0
BLACKBAUD INC Common Stock 09227Q100 39,365 625,840 SH   SOLE   625,840 0 0
BLACKBERRY LTD Foreign Stock 09228F103 4,936 694,270 SH   SOLE   694,270 0 0
BLACKLINE INC Common Stock 09239B109 14,337 350,113 SH   SOLE   350,113 0 0
BLACKROCK INC Common Stock 09247X101 125,310 319,000 SH   SOLE   319,000 0 0
BLACKSTONE MORTGAGE TR Convertible Debt 09257WAB6 3,897 4,005,000 SH   SOLE   4,005,000 0 0
BLACKSTONE MORTGAGE TR Convertible Debt 09257WAC4 2,174 2,237,000 SH   SOLE   2,237,000 0 0
BLACKSTONE MORTGAGE TRU-C Common Stock 09257W100 3,587 112,600 SH   SOLE   112,600 0 0
BLOOMIN' BRANDS INC Common Stock 094235108 1,524 85,200 SH   SOLE   85,200 0 0
BLUCORA INC Common Stock 095229100 1,244 46,700 SH   SOLE   46,700 0 0
BLUE BIRD CORP Common Stock 095306106 236 13,000 SH   SOLE   13,000 0 0
BLUE HILLS BANCORP INC Common Stock 095573101 546 25,600 SH   SOLE   25,600 0 0
BLUEBIRD BIO INC Common Stock 09609G100 16,858 169,940 SH   SOLE   169,940 0 0
BLUEGREEN VACATIONS CORP Common Stock 09629F108 140 10,800 SH   SOLE   10,800 0 0
BLUELINX HOLDINGS INC Common Stock 09624H208 247 10,000 SH   SOLE   10,000 0 0
BLUEPRINT MEDICINES CORP Common Stock 09627Y109 2,189 40,600 SH   SOLE   40,600 0 0
BLUEROCK RESIDENTIAL GROW Common Stock 09627J102 182 20,200 SH   SOLE   20,200 0 0
BMC STOCK HOLDINGS INC Common Stock 05591B109 1,023 66,100 SH   SOLE   66,100 0 0
BOEING COMPANY/THE Common Stock 097023105 428,826 1,329,692 SH   SOLE   1,329,692 0 0
BOINGO WIRELESS INC Common Stock 09739C102 2,352 114,344 SH   SOLE   114,344 0 0
BOISE CASCADE COMPANY Common Stock 09739D100 1,374 57,629 SH   SOLE   57,629 0 0
BOJANGLES INC Common Stock 097488100 317 19,700 SH   SOLE   19,700 0 0
BONANZA CREEK ENERGY INC Common Stock 097793400 372 18,000 SH   SOLE   18,000 0 0
BOOKING HOLDINGS INC Convertible Debt 741503AX4 2,167 1,964,000 SH   SOLE   1,964,000 0 0
BOOKING HOLDINGS INC Common Stock 09857L108 204,534 118,748 SH   SOLE   118,748 0 0
BOOT BARN HOLDINGS INC Common Stock 099406100 460 27,000 SH   SOLE   27,000 0 0
BOOZ ALLEN HAMILTON HLDG Common Stock 099502106 20,679 458,810 SH   SOLE   458,810 0 0
BORGWARNER INC Common Stock 099724106 20,065 577,580 SH   SOLE   577,580 0 0
BOSTON BEER COMPANY CL-A Common Stock 100557107 4,483 18,613 SH   SOLE   18,613 0 0
BOSTON OMAHA CORP - CL A Common Stock 101044105 131 5,600 SH   SOLE   5,600 0 0
BOSTON PRIVATE FINANCIAL Common Stock 101119105 864 81,700 SH   SOLE   81,700 0 0
BOSTON PROPERTIES INC Common Stock 101121101 33,833 300,600 SH   SOLE   300,600 0 0
BOSTON SCIENTIFIC CORP Common Stock 101137107 120,531 3,410,624 SH   SOLE   3,410,624 0 0
BOTTOMLINE TECHNOLOGIES Common Stock 101388106 1,987 41,400 SH   SOLE   41,400 0 0
BOX INC - CLASS A Common Stock 10316T104 7,312 433,174 SH   SOLE   433,174 0 0
BOYD GAMING CORPORATION Common Stock 103304101 1,983 95,409 SH   SOLE   95,409 0 0
BP PLC-SP ADR Foreign Stock 055622104 27,400 722,578 SH   SOLE   722,578 0 0
BRADY CORP CLASS A Common Stock 104674106 2,004 46,100 SH   SOLE   46,100 0 0
BRAEMAR HOTELS & RESORTS Common Stock 10482B101 224 25,118 SH   SOLE   25,118 0 0
BRANDYWINE REALTY TRUST Common Stock 105368203 4,358 338,600 SH   SOLE   338,600 0 0
BRIDGE BANCORP INC Common Stock 108035106 472 18,500 SH   SOLE   18,500 0 0
BRIDGEWATER BANCSHARES Common Stock 108621103 82 7,800 SH   SOLE   7,800 0 0
BRIGGS & STRATTON CORP Common Stock 109043109 577 44,100 SH   SOLE   44,100 0 0
BRIGHT HORIZONS FAMILY SO Common Stock 109194100 32,318 289,982 SH   SOLE   289,982 0 0
BRIGHTCOVE Common Stock 10921T101 209 29,700 SH   SOLE   29,700 0 0
BRIGHTHOUSE FINANCIAL INC Common Stock 10922N103 6,949 227,981 SH   SOLE   227,981 0 0
BRIGHTSPHERE INVESTMENT Foreign Stock G1644T109 1,121 104,983 SH   SOLE   104,983 0 0
BRIGHTVIEW HOLDINGS INC Common Stock 10948C107 282 27,600 SH   SOLE   27,600 0 0
BRINKER INTERNATIONAL INC Common Stock 109641100 2,162 49,164 SH   SOLE   49,164 0 0
BRINK'S COMPANY/THE Common Stock 109696104 4,282 66,226 SH   SOLE   66,226 0 0
BRISTOL-MYERS SQUIBB CO Common Stock 110122108 206,433 3,971,400 SH   SOLE   3,971,400 0 0
BRISTOW GROUP INC Common Stock 110394103 78 32,100 SH   SOLE   32,100 0 0
BRIXMOR PROPERTY GROUP Common Stock 11120U105 9,635 655,868 SH   SOLE   655,868 0 0
BROADCOM INC Common Stock 11135F101 251,881 990,564 SH   SOLE   990,564 0 0
BROADRIDGE FINANCIAL Common Stock 11133T103 32,817 340,953 SH   SOLE   340,953 0 0
BROOKDALE SENIOR LIVING Common Stock 112463104 1,229 183,400 SH   SOLE   183,400 0 0
BROOKFIELD PROPERTY REIT Common Stock 11282X103 4,395 273,000 SH   SOLE   273,000 0 0
BROOKLINE BANCORP INC Common Stock 11373M107 2,037 147,393 SH   SOLE   147,393 0 0
BROOKS AUTOMATION INC Common Stock 114340102 4,778 182,498 SH   SOLE   182,498 0 0
BROWN & BROWN INC Common Stock 115236101 30,396 1,102,900 SH   SOLE   1,102,900 0 0
BROWN-FORMAN CORP - CL A Common Stock 115637100 28,594 602,987 SH   SOLE   602,987 0 0
BROWN-FORMAN CORP CLASS B Common Stock 115637209 42,874 901,101 SH   SOLE   901,101 0 0
BRT APARTMENTS CORP Common Stock 055645303 104 9,100 SH   SOLE   9,100 0 0
BRUKER CORP Common Stock 116794108 13,204 443,531 SH   SOLE   443,531 0 0
BRUNSWICK CORPORATION Common Stock 117043109 13,992 301,223 SH   SOLE   301,223 0 0
BRYN MAWR BANK CORP Common Stock 117665109 674 19,600 SH   SOLE   19,600 0 0
BSB BANCORP INC Common Stock 05573H108 314 11,200 SH   SOLE   11,200 0 0
BUCKLE INC/THE Common Stock 118440106 2,734 141,353 SH   SOLE   141,353 0 0
BUILD-A-BEAR WORKSHOP INC Common Stock 120076104 1,376 348,306 SH   SOLE   348,306 0 0
BUILDERS FIRSTSOURCE INC Common Stock 12008R107 1,210 110,900 SH   SOLE   110,900 0 0
BUNGE LIMITED Foreign Stock G16962105 16,695 312,407 SH   SOLE   312,407 0 0
BURLINGTON STORES INC Common Stock 122017106 23,708 145,741 SH   SOLE   145,741 0 0
BUSINESS FIRST BANCSHARES Common Stock 12326C105 293 12,100 SH   SOLE   12,100 0 0
BWX TECHNOLOGIES INC Common Stock 05605H100 22,831 597,201 SH   SOLE   597,201 0 0
BYLINE BANCORP INC Common Stock 124411109 290 17,400 SH   SOLE   17,400 0 0
C & F FINANCIAL CORP Common Stock 12466Q104 261 4,900 SH   SOLE   4,900 0 0
C B I Z INC Common Stock 124805102 3,181 161,467 SH   SOLE   161,467 0 0
C H ROBINSON WORLDWIDE Common Stock 12541W209 28,949 344,258 SH   SOLE   344,258 0 0
C R A INTERNATIONAL INC Common Stock 12618T105 539 12,658 SH   SOLE   12,658 0 0
C&J ENERGY SVCS INC Common Stock 12674R100 1,040 77,009 SH   SOLE   77,009 0 0
CABLE ONE INC Common Stock 12685J105 11,370 13,864 SH   SOLE   13,864 0 0
CABOT CORP Common Stock 127055101 19,758 460,119 SH   SOLE   460,119 0 0
CABOT MICROELECTRONICS Common Stock 12709P103 27,488 288,284 SH   SOLE   288,284 0 0
CABOT OIL & GAS CORP Common Stock 127097103 17,013 761,200 SH   SOLE   761,200 0 0
CACI INTERNATIONAL INC Common Stock 127190304 4,149 28,807 SH   SOLE   28,807 0 0
CACTUS INC - A Common Stock 127203107 1,022 37,300 SH   SOLE   37,300 0 0
CADENCE BANCORP Common Stock 12739A100 15,588 928,953 SH   SOLE   928,953 0 0
CADENCE DESIGN SYSTEMS Common Stock 127387108 27,297 627,806 SH   SOLE   627,806 0 0
CADIZ INC Common Stock 127537207 230 22,300 SH   SOLE   22,300 0 0
CAESARS ENTERTAINMENT COR Common Stock 127686103 7,345 1,081,675 SH   SOLE   1,081,675 0 0
CAESARSTONE LTD Foreign Stock M20598104 326 24,000 SH   SOLE   24,000 0 0
CAI INTERNATIONAL INC Common Stock 12477X106 374 16,100 SH   SOLE   16,100 0 0
CALAMP CORP Common Stock 128126109 438 33,700 SH   SOLE   33,700 0 0
CALAVO GROWERS INC Common Stock 128246105 1,191 16,322 SH   SOLE   16,322 0 0
CALERES INC Common Stock 129500104 1,149 41,300 SH   SOLE   41,300 0 0
CALIFORNIA RESOURCES CORP Common Stock 13057Q206 782 45,870 SH   SOLE   45,870 0 0
CALIFORNIA WATER SERVICE Common Stock 130788102 2,245 47,100 SH   SOLE   47,100 0 0
CALITHERA BIOSCIENCES INC Common Stock 13089P101 49 12,100 SH   SOLE   12,100 0 0
CALIX INC Common Stock 13100M509 395 40,500 SH   SOLE   40,500 0 0
CALLAWAY GOLF Common Stock 131193104 2,030 132,658 SH   SOLE   132,658 0 0
CALLON PETROLEUM CO Common Stock 13123X102 9,254 1,425,938 SH   SOLE   1,425,938 0 0
CAL-MAINE FOODS INC Common Stock 128030202 1,294 30,600 SH   SOLE   30,600 0 0
CALYXT INC Common Stock 13173L107 68 6,600 SH   SOLE   6,600 0 0
CAMBREX CORPORATION Common Stock 132011107 2,752 72,884 SH   SOLE   72,884 0 0
CAMBRIDGE BANCORP Common Stock 132152109 350 4,200 SH   SOLE   4,200 0 0
CAMDEN NATIONAL CORP Common Stock 133034108 948 26,364 SH   SOLE   26,364 0 0
CAMDEN PROPERTY TRUST Common Stock 133131102 15,303 173,800 SH   SOLE   173,800 0 0
CAMPBELL SOUP COMPANY Common Stock 134429109 10,844 328,700 SH   SOLE   328,700 0 0
CAMPING WORLD HOLDINGS IN Common Stock 13462K109 397 34,600 SH   SOLE   34,600 0 0
CAMTEK LTD Common Stock M20791105 209 30,837 SH   SOLE   30,837 0 0
CANADA GOOSE HOLDINGS INC Foreign Stock 135086106 25,972 594,056 SH   SOLE   594,056 0 0
CANNAE HOLDINGS Common Stock 13765N107 1,157 67,600 SH   SOLE   67,600 0 0
CANTEL MEDICAL CORP Common Stock 138098108 35,499 476,820 SH   SOLE   476,820 0 0
CAPITAL CITY BANK GROUP I Common Stock 139674105 304 13,100 SH   SOLE   13,100 0 0
CAPITAL ONE FINANCIAL Common Stock 14040H105 122,034 1,614,418 SH   SOLE   1,614,418 0 0
CAPITAL SENIOR LIVING CP Common Stock 140475104 156 22,900 SH   SOLE   22,900 0 0
CAPITOL FED FINANCIAL IN Common Stock 14057J101 2,299 180,016 SH   SOLE   180,016 0 0
CAPSTAR FINANCIAL HOLDING Common Stock 14070T102 136 9,200 SH   SOLE   9,200 0 0
CAPSTEAD MORTGAGE CORP Common Stock 14067E506 578 86,600 SH   SOLE   86,600 0 0
CARA THERAPEUTICS INC Common Stock 140755109 399 30,700 SH   SOLE   30,700 0 0
CARBO CERAMICS INC Common Stock 140781105 75 21,500 SH   SOLE   21,500 0 0
CARBON BLACK INC Common Stock 14081R103 121 9,000 SH   SOLE   9,000 0 0
CARBONITE INC Common Stock 141337105 5,105 202,094 SH   SOLE   202,094 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 52,996 1,188,248 SH   SOLE   1,188,248 0 0
CARDIOVASCULAR SYSTEMS IN Common Stock 141619106 14,933 524,147 SH   SOLE   524,147 0 0
CARDLYTICS INC Common Stock 14161W105 97 9,000 SH   SOLE   9,000 0 0
CARDTRONICS INC Convertible Debt 14161HAG3 4,168 4,500,000 SH   SOLE   4,500,000 0 0
CARDTRONICS PLC Foreign Stock G1991C105 1,707 65,642 SH   SOLE   65,642 0 0
CARE.COM INC Common Stock 141633107 1,335 69,152 SH   SOLE   69,152 0 0
CAREDX INC Common Stock 14167L103 832 33,100 SH   SOLE   33,100 0 0
CAREER EDUCATION CORP Common Stock 141665109 737 64,500 SH   SOLE   64,500 0 0
CARETRUST REIT INC Common Stock 14174T107 1,456 78,900 SH   SOLE   78,900 0 0
CARGURUS INC Common Stock 141788109 1,744 51,700 SH   SOLE   51,700 0 0
CARLISLE COMPANIES INC Common Stock 142339100 18,942 188,444 SH   SOLE   188,444 0 0
CARMAX INC Common Stock 143130102 25,189 401,550 SH   SOLE   401,550 0 0
CARNIVAL CORPORATION Foreign Stock 143658300 41,708 846,000 SH   SOLE   846,000 0 0
CAROLINA FINANCIAL CORP Common Stock 143873107 681 23,000 SH   SOLE   23,000 0 0
CARPENTER TECHNOLOGY CORP Common Stock 144285103 2,816 79,092 SH   SOLE   79,092 0 0
CARRIAGE SVC INC CL A Common Stock 143905107 239 15,400 SH   SOLE   15,400 0 0
CARRIZO OIL & GAS INC Common Stock 144577103 2,785 246,687 SH   SOLE   246,687 0 0
CARROLS RESTAURANT GROUP Common Stock 14574X104 348 35,400 SH   SOLE   35,400 0 0
CARS.COM Common Stock 14575E105 5,223 242,910 SH   SOLE   242,910 0 0
CARTER'S INC Common Stock 146229109 10,382 127,200 SH   SOLE   127,200 0 0
CARVANA CO Common Stock 146869102 1,070 32,700 SH   SOLE   32,700 0 0
CASA SYSTEMS INC Common Stock 14713L102 349 26,600 SH   SOLE   26,600 0 0
CASELLA WASTE SYSTEMS-CLA Common Stock 147448104 17,631 618,862 SH   SOLE   618,862 0 0
CASEY'S GENERAL STORES Common Stock 147528103 11,781 91,940 SH   SOLE   91,940 0 0
CASI PHARMACEUTICALS INC Common Stock 14757U109 160 39,700 SH   SOLE   39,700 0 0
CASS INFO SYSTEMS INC Common Stock 14808P109 831 15,708 SH   SOLE   15,708 0 0
CASTLE BRANDS INC Common Stock 148435100 31 36,400 SH   SOLE   36,400 0 0
CASTLIGHT HEALTH INC-B Common Stock 14862Q100 131 60,200 SH   SOLE   60,200 0 0
CATALENT INC Common Stock 148806102 27,945 896,245 SH   SOLE   896,245 0 0
CATALYST BIOSCIENCES INC Common Stock 14888D208 104 13,200 SH   SOLE   13,200 0 0
CATALYST PHARMACEUTICALS Common Stock 14888U101 146 76,194 SH   SOLE   76,194 0 0
CATCHMARK TIMBER TRUST-A Common Stock 14912Y202 308 43,400 SH   SOLE   43,400 0 0
CATERPILLAR INC Common Stock 149123101 169,569 1,334,450 SH   SOLE   1,334,450 0 0
CATHAY GENERAL BANCORP Common Stock 149150104 3,155 94,097 SH   SOLE   94,097 0 0
CATO CORP/THE CLASS A Common Stock 149205106 375 26,300 SH   SOLE   26,300 0 0
CAVCO INDUSTRIES INC Common Stock 149568107 1,186 9,100 SH   SOLE   9,100 0 0
CB FINANCIAL SERVICES INC Common Stock 12479G101 129 5,200 SH   SOLE   5,200 0 0
CBL & ASSOC PROPERTIES Common Stock 124830100 265 137,800 SH   SOLE   137,800 0 0
CBOE GLOBAL MARKETS INC Common Stock 12503M108 51,987 531,400 SH   SOLE   531,400 0 0
CBRE GROUP INC Common Stock 12504L109 36,810 919,324 SH   SOLE   919,324 0 0
CBS CORP CLASS B Common Stock 124857202 31,117 711,733 SH   SOLE   711,733 0 0
CBTX INC Common Stock 12481V104 609 20,700 SH   SOLE   20,700 0 0
CDK GLOBAL INC Common Stock 12508E101 22,633 472,700 SH   SOLE   472,700 0 0
CDW CORP/DE Common Stock 12514G108 33,265 410,425 SH   SOLE   410,425 0 0
CECO ENVIRONMENTAL CORP Common Stock 125141101 209 30,900 SH   SOLE   30,900 0 0
CEDAR REALTY TRUST INC Common Stock 150602209 197 62,700 SH   SOLE   62,700 0 0
CELANESE CORP Common Stock 150870103 22,236 247,154 SH   SOLE   247,154 0 0
CELCUITY INC Common Stock 15102K100 156 6,500 SH   SOLE   6,500 0 0
CELGENE CORP Common Stock 151020104 122,124 1,905,509 SH   SOLE   1,905,509 0 0
CELLECTIS - ADR Foreign Stock 15117K103 1,658 99,600 SH   SOLE   99,600 0 0
CELLULAR BIOMEDICINE CORP Common Stock 15117P102 228 12,900 SH   SOLE   12,900 0 0
CELSIUS HOLDINGS INC Common Stock 15118V207 79 22,800 SH   SOLE   22,800 0 0
CEMEX SA - SPONS ADR Foreign Stock 151290889 1,889 391,882 SH   SOLE   391,882 0 0
CENTENE CORPORATION Common Stock 15135B101 45,431 394,027 SH   SOLE   394,027 0 0
CENTENNIAL RESOURCE DEVEL Common Stock 15136A102 3,789 343,850 SH   SOLE   343,850 0 0
CENTERPOINT ENERGY INC Common Stock 15189T107 24,501 867,889 SH   SOLE   867,889 0 0
CENTERSTATE BANK CORP Common Stock 15201P109 9,389 446,256 SH   SOLE   446,256 0 0
CENTRAL EUROPEAN MEDIA EN Foreign Stock G20045202 212 76,200 SH   SOLE   76,200 0 0
CENTRAL GARDEN & PET CL A Common Stock 153527205 1,241 39,700 SH   SOLE   39,700 0 0
CENTRAL GARDEN & PET CO Common Stock 153527106 420 12,200 SH   SOLE   12,200 0 0
CENTRAL PACIFIC FINANCIAL Common Stock 154760409 1,591 65,351 SH   SOLE   65,351 0 0
CENTRAL VALLEY COMM BANC Common Stock 155685100 259 13,700 SH   SOLE   13,700 0 0
CENTURY ALUMINUM COMPANY Common Stock 156431108 360 49,212 SH   SOLE   49,212 0 0
CENTURY BANCORP INC-CL A Common Stock 156432106 249 3,680 SH   SOLE   3,680 0 0
CENTURY CASINO INC Common Stock 156492100 162 21,900 SH   SOLE   21,900 0 0
CENTURY COMMUNITIES INC Common Stock 156504300 495 28,654 SH   SOLE   28,654 0 0
CENTURYLINK INC Common Stock 156700106 26,608 1,756,275 SH   SOLE   1,756,275 0 0
CERAGON NETWORKS LTD Common Stock M22013102 437 115,659 SH   SOLE   115,659 0 0
CERIDIAN HCM HOLDINGS INC Common Stock 15677J108 1,635 47,400 SH   SOLE   47,400 0 0
CERNER CORPORATION Common Stock 156782104 53,163 1,013,780 SH   SOLE   1,013,780 0 0
CERUS CORP Common Stock 157085101 585 115,400 SH   SOLE   115,400 0 0
CEVA INC Common Stock 157210105 704 31,883 SH   SOLE   31,883 0 0
CF INDUSTRIES HLDGS INC Common Stock 125269100 18,305 420,700 SH   SOLE   420,700 0 0
CHANGYOU.COM LTD - ADR Foreign Stock 15911M107 2,391 130,779 SH   SOLE   130,779 0 0
CHANNELADVISOR CORP Common Stock 159179100 302 26,600 SH   SOLE   26,600 0 0
CHARAH SOLUTIONS INC Common Stock 15957P105 18 2,100 SH   SOLE   2,100 0 0
CHARLES RIVER LABS INTL Common Stock 159864107 18,941 167,357 SH   SOLE   167,357 0 0
CHART INDUSTRIES INC Common Stock 16115Q308 4,939 75,952 SH   SOLE   75,952 0 0
CHARTER COMMUNICATIONS IN Common Stock 16119P108 126,435 443,680 SH   SOLE   443,680 0 0
CHASE CORP Common Stock 16150R104 800 8,000 SH   SOLE   8,000 0 0
CHATHAM LODGING TRUST Common Stock 16208T102 1,123 63,496 SH   SOLE   63,496 0 0
CHECK POINT SOFTWARE TECH Foreign Stock M22465104 17,504 170,523 SH   SOLE   170,523 0 0
CHEESECAKE FACTORY (THE) Common Stock 163072101 4,829 110,980 SH   SOLE   110,980 0 0
CHEFS WAREHOUSE INC Common Stock 163086101 1,387 43,377 SH   SOLE   43,377 0 0
CHEGG INC Common Stock 163092109 21,194 745,758 SH   SOLE   745,758 0 0
CHEMED CORPORATION Common Stock 16359R103 9,235 32,600 SH   SOLE   32,600 0 0
CHEMICAL FINANCIAL CORP Common Stock 163731102 2,873 78,488 SH   SOLE   78,488 0 0
CHEMOCENTRYX INC Common Stock 16383L106 277 25,400 SH   SOLE   25,400 0 0
CHEMOURS COMPANY/THE Common Stock 163851108 23,547 834,412 SH   SOLE   834,412 0 0
CHEMUNG FINANCIAL CORP Common Stock 164024101 140 3,400 SH   SOLE   3,400 0 0
CHENIERE ENERGY INC Common Stock 16411R208 30,974 523,300 SH   SOLE   523,300 0 0
CHERRY HILL MTGE INVEST Common Stock 164651101 314 17,900 SH   SOLE   17,900 0 0
CHESAPEAKE ENERGY CORP Convertible Debt 165167CY1 6,531 8,115,000 SH   SOLE   8,115,000 0 0
CHESAPEAKE ENERGY CORP Common Stock 165167107 3,310 1,576,200 SH   SOLE   1,576,200 0 0
CHESAPEAKE LODGING TRUST Common Stock 165240102 2,452 100,709 SH   SOLE   100,709 0 0
CHESAPEAKE UTIL CORP Common Stock 165303108 1,268 15,600 SH   SOLE   15,600 0 0
CHEVRON CORPORATION Common Stock 166764100 523,034 4,807,744 SH   SOLE   4,807,744 0 0
CHICO'S FAS INC Common Stock 168615102 720 128,100 SH   SOLE   128,100 0 0
CHILDRENS PLACE INC/THE Common Stock 168905107 1,486 16,500 SH   SOLE   16,500 0 0
CHIMERA INVESTMENT CORP Common Stock 16934Q208 6,642 372,700 SH   SOLE   372,700 0 0
CHIMERIX INC Common Stock 16934W106 94 36,400 SH   SOLE   36,400 0 0
CHINA MOBILE LTD-SPON ADR Foreign Stock 16941M109 4,416 92,000 SH   SOLE   92,000 0 0
CHINA YUCHAI INTL COM USD Foreign Stock G21082105 244 19,607 SH   SOLE   19,607 0 0
CHIPOTLE MEXICAN GRILL-A Common Stock 169656105 29,762 68,927 SH   SOLE   68,927 0 0
CHOICE HOTELS INTL INC Common Stock 169905106 25,318 353,700 SH   SOLE   353,700 0 0
CHROMADEX CORP Common Stock 171077407 54 15,700 SH   SOLE   15,700 0 0
CHUBB LTD Foreign Stock H1467J104 157,854 1,221,966 SH   SOLE   1,221,966 0 0
CHURCH & DWIGHT CO INC Common Stock 171340102 54,551 829,547 SH   SOLE   829,547 0 0
CHURCHILL DOWNS INC Common Stock 171484108 6,231 25,542 SH   SOLE   25,542 0 0
CHUYS HOLDINGS INC Common Stock 171604101 625 35,239 SH   SOLE   35,239 0 0
CIA CERVECERIA UNIDAS-ADR Foreign Stock 204429104 257 10,240 SH   SOLE   10,240 0 0
CIA DE SANEAMENTO BASICO Foreign Stock 20441A102 391 48,400 SH   SOLE   48,400 0 0
CIDARA THERAPEUTICS INC Common Stock 171757107 76 32,450 SH   SOLE   32,450 0 0
CIENA CORP Common Stock 171779309 4,874 143,723 SH   SOLE   143,723 0 0
CIGNA CORP Common Stock 125523100 203,647 1,072,279 SH   SOLE   1,072,279 0 0
CIMAREX ENERGY COMPANY Common Stock 171798101 11,658 189,100 SH   SOLE   189,100 0 0
CIMPRESS NV Foreign Stock N20146101 2,244 21,700 SH   SOLE   21,700 0 0
CINCINNATI BELL INC Common Stock 171871502 323 41,520 SH   SOLE   41,520 0 0
CINCINNATI FINANCIAL CORP Common Stock 172062101 33,596 433,940 SH   SOLE   433,940 0 0
CINEMARK HOLDINGS INC Common Stock 17243V102 10,891 304,223 SH   SOLE   304,223 0 0
CINTAS CORPORATION Common Stock 172908105 44,937 267,500 SH   SOLE   267,500 0 0
CIRCOR INTERNATIONAL INC Common Stock 17273K109 388 18,200 SH   SOLE   18,200 0 0
CIRRUS LOGIC INC Common Stock 172755100 2,087 62,900 SH   SOLE   62,900 0 0
CISCO SYSTEMS INC Common Stock 17275R102 520,059 12,002,277 SH   SOLE   12,002,277 0 0
CISION LTD Foreign Stock G1992S109 6,221 531,705 SH   SOLE   531,705 0 0
CIT GROUP INC Common Stock 125581801 13,507 352,951 SH   SOLE   352,951 0 0
CITI TRENDS INC Common Stock 17306X102 279 13,700 SH   SOLE   13,700 0 0
CITIGROUP INC Common Stock 172967424 442,722 8,504,070 SH   SOLE   8,504,070 0 0
CITIZEN & NORTHERN CORP Common Stock 172922106 486 18,406 SH   SOLE   18,406 0 0
CITIZENS FINANCIAL GROUP Common Stock 174610105 40,312 1,355,930 SH   SOLE   1,355,930 0 0
CITIZENS INC Common Stock 174740100 336 44,700 SH   SOLE   44,700 0 0
CITRIX SYSTEMS INC Common Stock 177376100 38,840 379,071 SH   SOLE   379,071 0 0
CITY HOLDING COMPANY Common Stock 177835105 1,000 14,800 SH   SOLE   14,800 0 0
CITY OFFICE REIT INC Common Stock 178587101 320 31,200 SH   SOLE   31,200 0 0
CIVISTA BANCSHARES INC Common Stock 178867107 519 29,800 SH   SOLE   29,800 0 0
CIVITAS SOLUTIONS INC Common Stock 17887R102 294 16,800 SH   SOLE   16,800 0 0
CLARUS CORP Common Stock 18270P109 266 26,327 SH   SOLE   26,327 0 0
CLEAN ENERGY FUELS CORP Common Stock 184499101 185 107,500 SH   SOLE   107,500 0 0
CLEAN HARBORS INC Common Stock 184496107 13,037 264,179 SH   SOLE   264,179 0 0
CLEAR CHANNEL OUTDOOR-CL Common Stock 18451C109 121 23,300 SH   SOLE   23,300 0 0
CLEARFIELD INC Common Stock 18482P103 102 10,300 SH   SOLE   10,300 0 0
CLEARSIDE BIOMEDICAL INC Common Stock 185063104 22 20,100 SH   SOLE   20,100 0 0
CLEARWATER PAPER CORP Common Stock 18538R103 451 18,500 SH   SOLE   18,500 0 0
CLEARWAY ENERGY INC CL A Common Stock 18539C105 567 33,500 SH   SOLE   33,500 0 0
CLEARWAY ENERGY INC CL C Common Stock 18539C204 1,178 68,300 SH   SOLE   68,300 0 0
CLEVELAND-CLIFFS INC Common Stock 185899101 5,389 700,774 SH   SOLE   700,774 0 0
CLIPPER REALTY INC Common Stock 18885T306 208 15,900 SH   SOLE   15,900 0 0
CLOROX COMPANY/THE Common Stock 189054109 48,462 314,400 SH   SOLE   314,400 0 0
CLOUD PEAK ENERGY INC Common Stock 18911Q102 24 65,300 SH   SOLE   65,300 0 0
CLOUDERA INC Common Stock 18914U100 1,156 104,500 SH   SOLE   104,500 0 0
CLOVIS ONCOLOGY INC Convertible Debt 189464AB6 1,899 2,275,000 SH   SOLE   2,275,000 0 0
CLOVIS ONCOLOGY INC Common Stock 189464100 924 51,434 SH   SOLE   51,434 0 0
CME GROUP INC Common Stock 12572Q105 186,916 993,600 SH   SOLE   993,600 0 0
CMS ENERGY CORPORATION Common Stock 125896100 24,656 496,600 SH   SOLE   496,600 0 0
CNA FINANCIAL CORP Common Stock 126117100 9,907 224,400 SH   SOLE   224,400 0 0
CNB FINANCIAL CORP Common Stock 126128107 720 31,376 SH   SOLE   31,376 0 0
CNO FINANCIAL GROUP INC Common Stock 12621E103 6,594 443,166 SH   SOLE   443,166 0 0
CNX RESOURCES CORP Common Stock 12653C108 4,378 383,325 SH   SOLE   383,325 0 0
COASTAL FINANCIAL CORP/WA Common Stock 19046P209 61 4,000 SH   SOLE   4,000 0 0
COCA-COLA COMPANY/THE Common Stock 191216100 447,244 9,445,481 SH   SOLE   9,445,481 0 0
COCA-COLA CONSOLIDATED Common Stock 191098102 834 4,700 SH   SOLE   4,700 0 0
CODEXIS INC Common Stock 192005106 835 50,000 SH   SOLE   50,000 0 0
CODORUS VALLEY BANCORP IN Common Stock 192025104 205 9,668 SH   SOLE   9,668 0 0
COEUR MINING INC Common Stock 192108504 785 175,700 SH   SOLE   175,700 0 0
COGENT COMMUNICATIONS GRP Common Stock 19239V302 2,612 57,778 SH   SOLE   57,778 0 0
COGNEX CORPORATION Common Stock 192422103 68,967 1,783,480 SH   SOLE   1,783,480 0 0
COGNIZANT TECH SOLUTNS A Common Stock 192446102 108,275 1,705,654 SH   SOLE   1,705,654 0 0
COHBAR INC Common Stock 19249J109 40 12,900 SH   SOLE   12,900 0 0
COHEN & STEERS INC Common Stock 19247A100 745 21,700 SH   SOLE   21,700 0 0
COHERENT INC Common Stock 192479103 19,240 182,005 SH   SOLE   182,005 0 0
COHERUS BIOSCIENCES INC Common Stock 19249H103 448 49,500 SH   SOLE   49,500 0 0
COHU INC Common Stock 192576106 607 37,743 SH   SOLE   37,743 0 0
COLFAX CORP Common Stock 194014106 3,334 159,500 SH   SOLE   159,500 0 0
COLGATE-PALMOLIVE COMPANY Common Stock 194162103 143,116 2,404,506 SH   SOLE   2,404,506 0 0
COLLEGIUM PHARMACEUTICAL Common Stock 19459J104 470 27,400 SH   SOLE   27,400 0 0
COLLIERS INT GROUP INC Foreign Stock 194693107 99 1,790 SH   SOLE   1,790 0 0
COLONY CAPITAL INC Convertible Debt 19624RAB2 3,238 3,500,000 SH   SOLE   3,500,000 0 0
COLONY CAPITAL INC-CL A Common Stock 19626G108 4,390 937,998 SH   SOLE   937,998 0 0
COLONY CREDIT REAL ESTATE Common Stock 19625T101 1,301 82,400 SH   SOLE   82,400 0 0
COLUMBIA BANKING SYS INC Common Stock 197236102 3,542 97,601 SH   SOLE   97,601 0 0
COLUMBIA FINANCIAL INC Common Stock 197641103 745 48,700 SH   SOLE   48,700 0 0
COLUMBIA PROPERTY TRUST Common Stock 198287203 4,276 221,000 SH   SOLE   221,000 0 0
COLUMBIA SPORTSWEAR COMPA Common Stock 198516106 5,138 61,100 SH   SOLE   61,100 0 0
COLUMBUS MCKINNON CORP Common Stock 199333105 1,643 54,523 SH   SOLE   54,523 0 0
COMCAST CORP CLASS A Common Stock 20030N101 479,402 14,079,362 SH   SOLE   14,079,362 0 0
COMERICA INC Common Stock 200340107 26,432 384,806 SH   SOLE   384,806 0 0
COMFORT SYSTEMS USA INC Common Stock 199908104 1,927 44,110 SH   SOLE   44,110 0 0
COMMERCE BANCSHARES INC Common Stock 200525103 19,806 351,357 SH   SOLE   351,357 0 0
COMMERCIAL METALS COMPANY Common Stock 201723103 3,999 249,601 SH   SOLE   249,601 0 0
COMMERCIAL VEHICLE GROUP Common Stock 202608105 153 26,900 SH   SOLE   26,900 0 0
COMMSCOPE HOLDING CO INC Common Stock 20337X109 13,489 823,000 SH   SOLE   823,000 0 0
COMMUNITY BANK SYSTEM INC Common Stock 203607106 2,874 49,300 SH   SOLE   49,300 0 0
COMMUNITY BANKERS TRUST C Common Stock 203612106 118 16,300 SH   SOLE   16,300 0 0
COMMUNITY FINANCIAL CORP/ Common Stock 20368X101 202 6,900 SH   SOLE   6,900 0 0
COMMUNITY HEALTH SYSTEMS Common Stock 203668108 224 79,300 SH   SOLE   79,300 0 0
COMMUNITY HEALTHCARE TRUS Common Stock 20369C106 493 17,100 SH   SOLE   17,100 0 0
COMMUNITY TRUST BANCORP I Common Stock 204149108 3,727 94,100 SH   SOLE   94,100 0 0
COMMVAULT SYSTEMS INC Common Stock 204166102 2,281 38,600 SH   SOLE   38,600 0 0
COMPANHIA BRASILEIRA PAO Foreign Stock 20440T201 1,822 87,719 SH   SOLE   87,719 0 0
COMPASS MINERALS INTL INC Common Stock 20451N101 6,222 149,252 SH   SOLE   149,252 0 0
COMPUTER PROGRAMS & SYS Common Stock 205306103 271 10,800 SH   SOLE   10,800 0 0
COMPX INTERNATIONAL INC Common Stock 20563P101 3 200 SH   SOLE   200 0 0
COMTECH TELECOMMUN CORP Common Stock 205826209 550 22,600 SH   SOLE   22,600 0 0
CONAGRA BRANDS INC Common Stock 205887102 19,009 889,950 SH   SOLE   889,950 0 0
CONCERT PHARMACEUTICALS I Common Stock 206022105 319 25,400 SH   SOLE   25,400 0 0
CONCHO RESOURCES INC Common Stock 20605P101 43,611 424,276 SH   SOLE   424,276 0 0
CONDUENT INC Common Stock 206787103 9,014 847,979 SH   SOLE   847,979 0 0
CONMED CORPORATION Common Stock 207410101 2,839 44,227 SH   SOLE   44,227 0 0
CONNECTICUT WATER SVCE IN Common Stock 207797101 796 11,900 SH   SOLE   11,900 0 0
CONNECTONE BANCORP INC Common Stock 20786W107 541 29,300 SH   SOLE   29,300 0 0
CONN'S INC Common Stock 208242107 633 33,544 SH   SOLE   33,544 0 0
CONOCOPHILLIPS Common Stock 20825C104 182,410 2,925,575 SH   SOLE   2,925,575 0 0
CONSOL ENERGY INC Common Stock 20854L108 875 27,600 SH   SOLE   27,600 0 0
CONSOLIDATED COMMUNICATIO Common Stock 209034107 680 68,782 SH   SOLE   68,782 0 0
CONSOLIDATED EDISON INC Common Stock 209115104 65,312 854,200 SH   SOLE   854,200 0 0
CONSOLIDATED WATER CO Foreign Stock G23773107 156 13,400 SH   SOLE   13,400 0 0
CONSOLIDATED-TOMOKA LAND Common Stock 210226106 242 4,600 SH   SOLE   4,600 0 0
CONSTELLATION BRANDS CL A Common Stock 21036P108 63,048 392,041 SH   SOLE   392,041 0 0
CONSTELLATION PHARMACEUTI Common Stock 210373106 6 1,500 SH   SOLE   1,500 0 0
CONTAINER STORE GROUP INC Common Stock 210751103 69 14,400 SH   SOLE   14,400 0 0
CONTINENTAL BUILDING PROD Common Stock 211171103 1,399 54,969 SH   SOLE   54,969 0 0
CONTINENTAL RES INC/OK Common Stock 212015101 10,912 271,500 SH   SOLE   271,500 0 0
CONTROL4 CORP Common Stock 21240D107 449 25,500 SH   SOLE   25,500 0 0
CONVERGEONE HOLDINGS INC Common Stock 212481105 342 27,600 SH   SOLE   27,600 0 0
COOPER COMPANIES INC/THE Common Stock 216648402 93,781 368,493 SH   SOLE   368,493 0 0
COOPER TIRE & RUBBER CO Common Stock 216831107 4,485 138,720 SH   SOLE   138,720 0 0
COOPER-STANDARD HOLDING Common Stock 21676P103 1,112 17,900 SH   SOLE   17,900 0 0
COPA HLDGS SA - CL A Foreign Stock P31076105 7,757 98,550 SH   SOLE   98,550 0 0
COPART INC Common Stock 217204106 36,867 771,605 SH   SOLE   771,605 0 0
CORBUS PHARMACEUTICALSA H Common Stock 21833P103 285 48,800 SH   SOLE   48,800 0 0
CORCEPT THERAPEUTICS INC Common Stock 218352102 1,280 95,800 SH   SOLE   95,800 0 0
CORE LABORATORIES NV Foreign Stock N22717107 9,076 152,121 SH   SOLE   152,121 0 0
CORE LOGIC INC Common Stock 21871D103 7,509 224,685 SH   SOLE   224,685 0 0
CORE-MARK HLDG CO INC Common Stock 218681104 1,203 51,745 SH   SOLE   51,745 0 0
CORENERGY INFRASTRUCTURE Common Stock 21870U502 441 13,327 SH   SOLE   13,327 0 0
COREPOINT LODGING INC Common Stock 21872L104 547 44,650 SH   SOLE   44,650 0 0
CORESITE REALTY CORP Common Stock 21870Q105 8,104 92,908 SH   SOLE   92,908 0 0
CORNERSTONE ONDEMAND INC Common Stock 21925Y103 11,964 237,236 SH   SOLE   237,236 0 0
CORNING INC Common Stock 219350105 60,977 2,018,450 SH   SOLE   2,018,450 0 0
CORPORATE OFFICE PROPTY Common Stock 22002T108 11,027 524,359 SH   SOLE   524,359 0 0
CORVEL CORP Common Stock 221006109 727 11,779 SH   SOLE   11,779 0 0
CORVUS PHARMACEUTICALS IN Common Stock 221015100 35 9,500 SH   SOLE   9,500 0 0
COSAN LTD CLASS A SHAR Foreign Stock G25343107 94 10,720 SH   SOLE   10,720 0 0
COSTAMARE INC Foreign Stock Y1771G102 130 29,500 SH   SOLE   29,500 0 0
COSTAR GROUP INC Common Stock 22160N109 26,296 77,951 SH   SOLE   77,951 0 0
COSTCO WHOLESALE CORP Common Stock 22160K105 232,700 1,142,312 SH   SOLE   1,142,312 0 0
COTT CORP Foreign Stock 22163N106 1,718 123,222 SH   SOLE   123,222 0 0
COTY INC-CL A Common Stock 222070203 18,773 2,861,700 SH   SOLE   2,861,700 0 0
COUNTY BANCORP INC Common Stock 221907108 85 4,900 SH   SOLE   4,900 0 0
COUPA SOFTWARE INC Common Stock 22266L106 7,043 112,037 SH   SOLE   112,037 0 0
COUSINS PROPERTIES INC Common Stock 222795106 7,544 954,896 SH   SOLE   954,896 0 0
COVANTA HOLDING CORP Common Stock 22282E102 1,547 115,300 SH   SOLE   115,300 0 0
COVENANT TRANSPORT-CL A Common Stock 22284P105 574 29,870 SH   SOLE   29,870 0 0
COVIA HOLDINGS CORP Common Stock 22305A103 89 25,880 SH   SOLE   25,880 0 0
COWEN INC - CLASS A Common Stock 223622606 346 25,924 SH   SOLE   25,924 0 0
CRACKER BARREL OLD STORE Common Stock 22410J106 5,130 32,093 SH   SOLE   32,093 0 0
CRAFT BREW ALLIANCE INC Common Stock 224122101 205 14,300 SH   SOLE   14,300 0 0
CRANE COMPANY Common Stock 224399105 12,656 175,344 SH   SOLE   175,344 0 0
CRAWFORD & CO Common Stock 224633107 113 12,500 SH   SOLE   12,500 0 0
CRAY INC Common Stock 225223304 1,935 89,609 SH   SOLE   89,609 0 0
CREDICORP LTD Foreign Stock G2519Y108 33,051 149,100 SH   SOLE   149,100 0 0
CREDIT ACCEPTANCE CORP Common Stock 225310101 8,933 23,400 SH   SOLE   23,400 0 0
CREDIT SUISSE GROUP-ADR Foreign Stock 225401108 1,221 112,465 SH   SOLE   112,465 0 0
CREE INC Common Stock 225447101 27,575 644,657 SH   SOLE   644,657 0 0
CRINETICS PHARMACEUTICALS Common Stock 22663K107 123 4,100 SH   SOLE   4,100 0 0
CRISPR THERAPEUTICS AG Foreign Stock H17182108 71 2,484 SH   SOLE   2,484 0 0
CRITEO SA-SPON ADR Foreign Stock 226718104 1,125 49,512 SH   SOLE   49,512 0 0
CROCS INC Common Stock 227046109 1,725 66,400 SH   SOLE   66,400 0 0
CROSS COUNTRY HEALTHCARE Common Stock 227483104 265 36,200 SH   SOLE   36,200 0 0
CROWN CASTLE INTL CORP Common Stock 22822V101 114,892 1,057,643 SH   SOLE   1,057,643 0 0
CROWN HOLDINGS INC Common Stock 228368106 9,387 225,800 SH   SOLE   225,800 0 0
CRYOLIFE INC Common Stock 228903100 990 34,900 SH   SOLE   34,900 0 0
CRYOPORT INC Common Stock 229050307 308 27,900 SH   SOLE   27,900 0 0
CSG SYSTEMS INTERNATIONA Convertible Debt 126349AF6 4,371 4,410,000 SH   SOLE   4,410,000 0 0
CSG SYSTEMS INTL INC Common Stock 126349109 2,605 81,993 SH   SOLE   81,993 0 0
CSW INDUSTRIALS INC Common Stock 126402106 740 15,300 SH   SOLE   15,300 0 0
CSX CORPORATION Common Stock 126408103 124,533 2,004,400 SH   SOLE   2,004,400 0 0
CTI BIOPHARMA CORP Common Stock 12648L601 27 37,300 SH   SOLE   37,300 0 0
CTRIP.COM INTL LTD - ADR Foreign Stock 22943F100 17,559 648,876 SH   SOLE   648,876 0 0
CTS CORPORATION Common Stock 126501105 831 32,100 SH   SOLE   32,100 0 0
CUBESMART Common Stock 229663109 10,492 365,700 SH   SOLE   365,700 0 0
CUBIC CORPORATION Common Stock 229669106 7,402 137,738 SH   SOLE   137,738 0 0
CUE BIOPHARMA INC Common Stock 22978P106 15 3,100 SH   SOLE   3,100 0 0
CULLEN/FROST BANKERS INC Common Stock 229899109 13,782 156,719 SH   SOLE   156,719 0 0
CULP INC Common Stock 230215105 253 13,400 SH   SOLE   13,400 0 0
CUMMINS INC Common Stock 231021106 43,715 327,111 SH   SOLE   327,111 0 0
CURO GROUP HOLDINGS CORP Common Stock 23131L107 130 13,700 SH   SOLE   13,700 0 0
CURTISS-WRIGHT CORP Common Stock 231561101 18,751 183,613 SH   SOLE   183,613 0 0
CUSHMAN & WAKEFIELD PLC Foreign Stock G2717B108 664 45,900 SH   SOLE   45,900 0 0
CUSTOMERS BANCORP INC Common Stock 23204G100 524 28,800 SH   SOLE   28,800 0 0
CUTERA INC Common Stock 232109108 248 14,600 SH   SOLE   14,600 0 0
CVB FINANCIAL CORP Common Stock 126600105 7,327 362,200 SH   SOLE   362,200 0 0
CVR ENERGY INC Common Stock 12662P108 534 15,500 SH   SOLE   15,500 0 0
CVS HEALTH CORP Common Stock 126650100 205,006 3,128,908 SH   SOLE   3,128,908 0 0
CYBERARK SOFTWARE LTD/ISR Foreign Stock M2682V108 3,363 45,366 SH   SOLE   45,366 0 0
CYMABAY THERAPEUTICS INC Common Stock 23257D103 427 54,300 SH   SOLE   54,300 0 0
CYPRESS SEMICONDUCT CORP Convertible Debt 232806AP4 3,100 3,250,000 SH   SOLE   3,250,000 0 0
CYPRESS SEMICONDUCTOR Common Stock 232806109 8,658 680,659 SH   SOLE   680,659 0 0
CYRUSONE INC Common Stock 23283R100 10,581 200,100 SH   SOLE   200,100 0 0
CYTOKINETICS INC Common Stock 23282W605 281 44,400 SH   SOLE   44,400 0 0
CYTOMX THERAPEUTICS INC Common Stock 23284F105 763 50,527 SH   SOLE   50,527 0 0
CYTOSORBENTS CORP Common Stock 23283X206 255 31,600 SH   SOLE   31,600 0 0
D I S H NETWORK CORP-CL A Common Stock 25470M109 24,965 999,799 SH   SOLE   999,799 0 0
D R HORTON INC Common Stock 23331A109 23,714 684,200 SH   SOLE   684,200 0 0
DAILY JOURNAL CORP Common Stock 233912104 351 1,500 SH   SOLE   1,500 0 0
DAKTRONICS INC Common Stock 234264109 260 35,200 SH   SOLE   35,200 0 0
DANA INC Common Stock 235825205 2,015 147,828 SH   SOLE   147,828 0 0
DANAHER CORPORATION Common Stock 235851102 170,939 1,657,670 SH   SOLE   1,657,670 0 0
DARDEN RESTAURANTS INC Common Stock 237194105 24,191 242,250 SH   SOLE   242,250 0 0
DARLING INGREDIENTS INC Common Stock 237266101 25,316 1,315,784 SH   SOLE   1,315,784 0 0
DASAN ZHONE SOLUTIONS INC Common Stock 23305L206 108 7,800 SH   SOLE   7,800 0 0
DASEKE INC Common Stock 23753F107 86 23,400 SH   SOLE   23,400 0 0
DAVE & BUSTERS ENTERTAINM Common Stock 238337109 3,508 78,727 SH   SOLE   78,727 0 0
DAVITA INC Common Stock 23918K108 16,176 314,350 SH   SOLE   314,350 0 0
DAWSON GEOPHYSICAL CO Common Stock 239360100 35 10,400 SH   SOLE   10,400 0 0
DEAN FOODS COMPANY Common Stock 242370203 286 74,989 SH   SOLE   74,989 0 0
DECIPHERA PHARMACEUTICALS Common Stock 24344T101 208 9,900 SH   SOLE   9,900 0 0
DECKER'S OUTDOOR CORP Common Stock 243537107 14,342 112,093 SH   SOLE   112,093 0 0
DEERE & COMPANY Common Stock 244199105 175,169 1,174,293 SH   SOLE   1,174,293 0 0
DEL FRISCO'S RESTAURANT G Common Stock 245077102 160 22,400 SH   SOLE   22,400 0 0
DEL TACO RESTAURANTS INC Common Stock 245496104 259 25,900 SH   SOLE   25,900 0 0
DELEK US HOLDINGS INC Common Stock 24665A103 3,420 105,197 SH   SOLE   105,197 0 0
DELL TECHNOLOGIES INC-C Common Stock 24703L202 33,576 687,045 SH   SOLE   687,045 0 0
DELPHI TECHNOLOGIES PLC Foreign Stock G2709G107 528 36,892 SH   SOLE   36,892 0 0
DELTA AIR LINES INC Common Stock 247361702 77,755 1,558,221 SH   SOLE   1,558,221 0 0
DELUXE CORPORATION Common Stock 248019101 2,393 62,240 SH   SOLE   62,240 0 0
DENALI THERAPEUTICS INC Common Stock 24823R105 924 44,700 SH   SOLE   44,700 0 0
DENBURY RESOURCES INC Common Stock 247916208 975 569,970 SH   SOLE   569,970 0 0
DENNYS CORP Common Stock 24869P104 986 60,800 SH   SOLE   60,800 0 0
DENTSPLY SIRONA INC Common Stock 24906P109 83,245 2,237,177 SH   SOLE   2,237,177 0 0
DERMIRA INC Common Stock 24983L104 222 30,900 SH   SOLE   30,900 0 0
DESCARTES SYSTEMS GRP Foreign Stock 249906108 818 30,921 SH   SOLE   30,921 0 0
DEVON ENERGY CORPORATION Common Stock 25179M103 27,363 1,213,996 SH   SOLE   1,213,996 0 0
DEXCOM INC Common Stock 252131107 40,929 341,644 SH   SOLE   341,644 0 0
DHT HOLDINGS INC Foreign Stock Y2065G121 309 78,900 SH   SOLE   78,900 0 0
DIAMOND HILL INVSTMNT GRP Common Stock 25264R207 538 3,600 SH   SOLE   3,600 0 0
DIAMOND OFFSHORE DRILLING Common Stock 25271C102 625 66,200 SH   SOLE   66,200 0 0
DIAMONDBACK ENERGY INC Common Stock 25278X109 37,006 399,204 SH   SOLE   399,204 0 0
DIAMONDROCK HOSPITALIT CO Common Stock 252784301 2,283 251,416 SH   SOLE   251,416 0 0
DICERNA PHARMACEUTICALS I Common Stock 253031108 453 42,400 SH   SOLE   42,400 0 0
DICK'S SPORTING GOODS INC Common Stock 253393102 4,655 149,200 SH   SOLE   149,200 0 0
DIEBOLD NIXDORF INC Common Stock 253651103 1,348 541,250 SH   SOLE   541,250 0 0
DIGI INTERNATIONAL INC Common Stock 253798102 251 24,900 SH   SOLE   24,900 0 0
DIGIMARC CORP Common Stock 25381B101 204 14,100 SH   SOLE   14,100 0 0
DIGITAL REALTY TRUST INC Common Stock 253868103 42,267 396,685 SH   SOLE   396,685 0 0
DILLARD'S INC-CLASS A Common Stock 254067101 718 11,900 SH   SOLE   11,900 0 0
DIME COMMUNITY BANCSHARES Common Stock 253922108 1,617 95,219 SH   SOLE   95,219 0 0
DINE BRANDS GLOBAL INC Common Stock 254423106 1,470 21,830 SH   SOLE   21,830 0 0
DIODES INC Common Stock 254543101 1,941 60,163 SH   SOLE   60,163 0 0
DIPLOMAT PHARMACY INC Common Stock 25456K101 2,918 216,819 SH   SOLE   216,819 0 0
DISCOVER FINANCIAL SVCS Common Stock 254709108 46,240 784,000 SH   SOLE   784,000 0 0
DISCOVERY INC - SERIES A Common Stock 25470F104 7,904 319,500 SH   SOLE   319,500 0 0
DISCOVERY INC - SERIES C Common Stock 25470F302 15,821 685,500 SH   SOLE   685,500 0 0
DISH NETWORK CORP Convertible Debt 25470MAB5 3,563 4,412,000 SH   SOLE   4,412,000 0 0
DISH NETWORK CORP Convertible Debt 25470MAD1 5,583 7,012,000 SH   SOLE   7,012,000 0 0
DMC GLOBAL INC. Common Stock 23291C103 14,244 405,571 SH   SOLE   405,571 0 0
DOCUSIGN INC Common Stock 256163106 2,641 65,900 SH   SOLE   65,900 0 0
DOLBY LABS INC-CL A Common Stock 25659T107 29,309 473,948 SH   SOLE   473,948 0 0
DOLLAR GENERAL CORP Common Stock 256677105 56,227 520,234 SH   SOLE   520,234 0 0
DOLLAR TREE INC Common Stock 256746108 45,151 499,904 SH   SOLE   499,904 0 0
DOMINION ENERGY INC Common Stock 25746U109 97,857 1,369,400 SH   SOLE   1,369,400 0 0
DOMINO'S PIZZA INC Common Stock 25754A201 32,053 129,251 SH   SOLE   129,251 0 0
DOMO INC - CLASS B Common Stock 257554105 177 9,000 SH   SOLE   9,000 0 0
DOMTAR CORP Common Stock 257559203 10,878 309,659 SH   SOLE   309,659 0 0
DONALDSON COMPANY INC Common Stock 257651109 33,818 779,406 SH   SOLE   779,406 0 0
DONEGAL GROUP INC-CL A Common Stock 257701201 106 7,800 SH   SOLE   7,800 0 0
DONNELLEY FINANCIAL SOLUT Common Stock 25787G100 509 36,300 SH   SOLE   36,300 0 0
DORIAN LPG LTD Foreign Stock Y2106R110 179 30,687 SH   SOLE   30,687 0 0
DORMAN PRODUCTS INC Common Stock 258278100 6,820 75,760 SH   SOLE   75,760 0 0
DOUGLAS DYNAMICS INC Common Stock 25960R105 1,400 39,002 SH   SOLE   39,002 0 0
DOUGLAS EMMETT INC Common Stock 25960P109 10,601 310,600 SH   SOLE   310,600 0 0
DOVA PHARMACEUTICALS INC Common Stock 25985T102 99 13,100 SH   SOLE   13,100 0 0
DOVER CORPORATION Common Stock 260003108 28,153 396,800 SH   SOLE   396,800 0 0
DOWDUPONT INC Common Stock 26078J100 278,334 5,204,455 SH   SOLE   5,204,455 0 0
DRIL-QUIP INC Common Stock 262037104 1,106 36,834 SH   SOLE   36,834 0 0
DRIVE SHACK INC Common Stock 262077100 214 54,600 SH   SOLE   54,600 0 0
DSW INC CLASS A Common Stock 23334L102 2,625 106,286 SH   SOLE   106,286 0 0
DTE ENERGY COMPANY Common Stock 233331107 35,230 319,400 SH   SOLE   319,400 0 0
DUCOMMUN INC Common Stock 264147109 429 11,800 SH   SOLE   11,800 0 0
DUKE ENERGY CORP Common Stock 26441C204 129,381 1,499,200 SH   SOLE   1,499,200 0 0
DUKE REALTY CORPORATION Common Stock 264411505 17,887 690,600 SH   SOLE   690,600 0 0
DULUTH HOLDINGS INC Common Stock 26443V101 199 7,900 SH   SOLE   7,900 0 0
DUN & BRADSTREET CORP/THE Common Stock 26483E100 19,085 133,702 SH   SOLE   133,702 0 0
DUNKIN' BRANDS GROUP INC Common Stock 265504100 18,693 291,525 SH   SOLE   291,525 0 0
DURECT CORP Common Stock 266605104 72 149,600 SH   SOLE   149,600 0 0
DXC TECHNOLOGY CO Common Stock 23355L106 29,892 562,190 SH   SOLE   562,190 0 0
DXP ENTERPRISES INC Common Stock 233377407 2,567 92,217 SH   SOLE   92,217 0 0
DYCOM INDUSTRIES INC Convertible Debt 267475AB7 3,654 3,935,000 SH   SOLE   3,935,000 0 0
DYCOM INDUSTRIES INC Common Stock 267475101 1,659 30,700 SH   SOLE   30,700 0 0
DYNAVAX TECHNOLOGIES CORP Common Stock 268158201 601 65,700 SH   SOLE   65,700 0 0
DYNEX CAPITAL INC Common Stock 26817Q506 293 51,200 SH   SOLE   51,200 0 0
E HEALTH INC Common Stock 28238P109 707 18,400 SH   SOLE   18,400 0 0
E Q T CORP Common Stock 26884L109 11,105 587,880 SH   SOLE   587,880 0 0
E W SCRIPPS CO - CLASS A Common Stock 811054402 6,440 409,383 SH   SOLE   409,383 0 0
ETRADE FINANCIAL CORP Common Stock 269246401 22,668 516,600 SH   SOLE   516,600 0 0
EAGLE BANCORP INC Common Stock 268948106 2,930 60,144 SH   SOLE   60,144 0 0
EAGLE BULK SHIPPING INC Foreign Stock Y2187A143 168 36,500 SH   SOLE   36,500 0 0
EAGLE MATERIALS INC Common Stock 26969P108 5,004 82,000 SH   SOLE   82,000 0 0
EAGLE PHARMACEUTICALS INC Common Stock 269796108 590 14,636 SH   SOLE   14,636 0 0
EARTHSTONE ENERGY-CL A Common Stock 27032D304 82 18,100 SH   SOLE   18,100 0 0
EAST WEST BANCORP INC Common Stock 27579R104 13,871 318,650 SH   SOLE   318,650 0 0
EASTERLY GOVERNMENT PPTYS Common Stock 27616P103 931 59,400 SH   SOLE   59,400 0 0
EASTERN CO/THE Common Stock 276317104 145 6,000 SH   SOLE   6,000 0 0
EASTGROUP PROPERTIES INC Common Stock 277276101 26,093 284,449 SH   SOLE   284,449 0 0
EASTMAN CHEMICAL COMPANY Common Stock 277432100 19,835 271,300 SH   SOLE   271,300 0 0
EASTMAN KODAK COMPANY Common Stock 277461406 41 16,000 SH   SOLE   16,000 0 0
EATON CORP PLC Foreign Stock G29183103 81,856 1,192,200 SH   SOLE   1,192,200 0 0
EATON VANCE CORPORATION Common Stock 278265103 18,288 519,850 SH   SOLE   519,850 0 0
EBAY INC Common Stock 278642103 80,994 2,885,419 SH   SOLE   2,885,419 0 0
EBIX INC Common Stock 278715206 1,004 23,600 SH   SOLE   23,600 0 0
ECHO GLOBAL LOGISTICS INC Common Stock 27875T101 608 29,924 SH   SOLE   29,924 0 0
ECHO STAR CORP-CL A Common Stock 278768106 3,342 91,000 SH   SOLE   91,000 0 0
ECLIPSE RESOURCES CORP Common Stock 27890G100 59 56,100 SH   SOLE   56,100 0 0
ECOLAB INC Common Stock 278865100 122,406 830,716 SH   SOLE   830,716 0 0
ECOPETROL SA - ADR Foreign Stock 279158109 8,972 565,007 SH   SOLE   565,007 0 0
EDGEWELL PERSONAL CARE CO Common Stock 28035Q102 1,980 53,000 SH   SOLE   53,000 0 0
EDISON INTERNATIONAL Common Stock 281020107 49,232 867,227 SH   SOLE   867,227 0 0
EDITAS MEDICINE INC Common Stock 28106W103 1,109 48,743 SH   SOLE   48,743 0 0
EDWARDS LIFESCIENCES CORP Common Stock 28176E108 70,251 458,650 SH   SOLE   458,650 0 0
EGAIN COMMUNICATIONS CORP Common Stock 28225C806 131 19,900 SH   SOLE   19,900 0 0
EIDOS THERAPEUTICS INC Common Stock 28249H104 69 5,000 SH   SOLE   5,000 0 0
EL PASO ELECTRIC COMPANY Common Stock 283677854 1,995 39,800 SH   SOLE   39,800 0 0
EL POLLO LOCO HOLDINGS IN Common Stock 268603107 316 20,800 SH   SOLE   20,800 0 0
ELDORADO RESORTS INC Common Stock 28470R102 2,422 66,900 SH   SOLE   66,900 0 0
ELECTRO SCIENTIFIC INDS Common Stock 285229100 980 32,700 SH   SOLE   32,700 0 0
ELECTROCORE INC Common Stock 28531P103 41 6,600 SH   SOLE   6,600 0 0
ELECTRONIC ARTS INC Common Stock 285512109 61,054 773,715 SH   SOLE   773,715 0 0
ELECTRONICS FOR IMAGING Convertible Debt 286082AC6 7,393 7,594,000 SH   SOLE   7,594,000 0 0
ELECTRONICS FOR IMAGING Common Stock 286082102 1,849 74,569 SH   SOLE   74,569 0 0
ELEVATE CREDIT INC Common Stock 28621V101 69 15,400 SH   SOLE   15,400 0 0
ELF BEAUTY INC Common Stock 26856L103 191 22,100 SH   SOLE   22,100 0 0
ELI LILLY & COMPANY Common Stock 532457108 301,812 2,608,122 SH   SOLE   2,608,122 0 0
ELLIE MAE INC Common Stock 28849P100 46,112 733,912 SH   SOLE   733,912 0 0
EMBRAER S.A. - ADR Foreign Stock 29082A107 1,477 66,755 SH   SOLE   66,755 0 0
EMC INSURANCE GROUP INC Common Stock 268664109 342 10,750 SH   SOLE   10,750 0 0
EMCOR GROUP INC Common Stock 29084Q100 16,358 274,056 SH   SOLE   274,056 0 0
EMERALD EXPOSITIONS EVENT Common Stock 29103B100 341 27,600 SH   SOLE   27,600 0 0
EMERGENT BIOSOLUTIONS INC Common Stock 29089Q105 4,554 76,818 SH   SOLE   76,818 0 0
EMERSON ELECTRIC COMPANY Common Stock 291011104 119,299 1,996,640 SH   SOLE   1,996,640 0 0
EMPIRE RESORTS INC Common Stock 292052305 28 2,800 SH   SOLE   2,800 0 0
EMPIRE STATE REALTY TR-A Common Stock 292104106 3,593 252,500 SH   SOLE   252,500 0 0
EMPLOYERS HLDGS INC Common Stock 292218104 1,788 42,610 SH   SOLE   42,610 0 0
ENANTA PHARMACEUTICALS IN Common Stock 29251M106 2,426 34,247 SH   SOLE   34,247 0 0
ENCANA CORPORATION Common Stock 292505104 4,002 692,458 SH   SOLE   692,458 0 0
ENCOMPASS HEALTH CORP Common Stock 29261A100 11,797 191,200 SH   SOLE   191,200 0 0
ENCORE CAPITAL GROUP INC Common Stock 292554102 599 25,500 SH   SOLE   25,500 0 0
ENCORE WIRE CORP Common Stock 292562105 2,480 49,429 SH   SOLE   49,429 0 0
ENDO INTERNATIONAL PLC Foreign Stock G30401106 2,191 300,132 SH   SOLE   300,132 0 0
ENDOLOGIX INC Common Stock 29266S106 1,050 1,466,909 SH   SOLE   1,466,909 0 0
ENDURANCE INTERN'L GROUP Common Stock 29272B105 438 65,800 SH   SOLE   65,800 0 0
ENERGIZER HOLDINGS INC Common Stock 29272W109 5,633 124,770 SH   SOLE   124,770 0 0
ENERGOUS CORP Common Stock 29272C103 98 16,900 SH   SOLE   16,900 0 0
ENERGY FUELS Foreign Stock 292671708 139 48,600 SH   SOLE   48,600 0 0
ENERGY RECOVER INC Common Stock 29270J100 238 35,300 SH   SOLE   35,300 0 0
ENERPLUS CORP Foreign Stock 292766102 4,232 545,417 SH   SOLE   545,417 0 0
ENERSYS Common Stock 29275Y102 32,376 417,162 SH   SOLE   417,162 0 0
ENGILITY HOLDINGS INC Common Stock 29286C107 504 17,700 SH   SOLE   17,700 0 0
ENNIS INC Common Stock 293389102 477 24,800 SH   SOLE   24,800 0 0
ENOVA INTERNATIONAL INC Common Stock 29357K103 1,249 64,185 SH   SOLE   64,185 0 0
ENPHASE ENERGY INC Common Stock 29355A107 387 81,800 SH   SOLE   81,800 0 0
ENPRO INDUSTRIES INC Common Stock 29355X107 5,635 93,756 SH   SOLE   93,756 0 0
ENSCO PLC - CL A Foreign Stock G3157S106 3,936 1,105,600 SH   SOLE   1,105,600 0 0
ENSIGN GROUP INC/THE Common Stock 29358P101 2,747 70,826 SH   SOLE   70,826 0 0
ENSTAR GROUP LTD Foreign Stock G3075P101 8,075 48,188 SH   SOLE   48,188 0 0
ENTEGRA FINANCIAL CORP Common Stock 29363J108 139 6,700 SH   SOLE   6,700 0 0
ENTEGRIS INC Common Stock 29362U104 28,875 1,035,125 SH   SOLE   1,035,125 0 0
ENTERCOM COMMS CORP-CL A Common Stock 293639100 870 152,444 SH   SOLE   152,444 0 0
ENTERGY CORPORATION Common Stock 29364G103 29,754 345,700 SH   SOLE   345,700 0 0
ENTERPRISE BANCORP INC Common Stock 293668109 354 11,000 SH   SOLE   11,000 0 0
ENTERPRISE FINL SVCS CORP Common Stock 293712105 10,971 291,557 SH   SOLE   291,557 0 0
ENTRAVISION COMMUNIC-CL A Common Stock 29382R107 315 108,352 SH   SOLE   108,352 0 0
ENVESTNET INC Common Stock 29404K106 7,289 148,175 SH   SOLE   148,175 0 0
ENZO BIOCHEM INC Common Stock 294100102 113 40,600 SH   SOLE   40,600 0 0
EOG RESOURCES INC Common Stock 26875P101 156,573 1,795,359 SH   SOLE   1,795,359 0 0
EP ENERGY CORP-CL A Common Stock 268785102 21 30,000 SH   SOLE   30,000 0 0
EPAM SYSTEMS INC Common Stock 29414B104 11,773 101,484 SH   SOLE   101,484 0 0
EPIZYME INC Common Stock 29428V104 281 45,600 SH   SOLE   45,600 0 0
EPLUS INC Common Stock 294268107 1,278 17,961 SH   SOLE   17,961 0 0
EPR PROPERTIES Common Stock 26884U109 13,542 211,500 SH   SOLE   211,500 0 0
EQUIFAX INC Common Stock 294429105 34,209 367,330 SH   SOLE   367,330 0 0
EQUINIX INC Common Stock 29444U700 65,488 185,750 SH   SOLE   185,750 0 0
EQUITRANS MIDSTREAM CORP Common Stock 294600101 13,320 665,340 SH   SOLE   665,340 0 0
EQUITY BANCSHARES INC - C Common Stock 29460X109 525 14,900 SH   SOLE   14,900 0 0
EQUITY COMMONWEALTH Common Stock 294628102 6,749 224,900 SH   SOLE   224,900 0 0
EQUITY LIFESTYLE PROPERTI Common Stock 29472R108 16,425 169,100 SH   SOLE   169,100 0 0
EQUITY RESIDENTIAL Common Stock 29476L107 47,362 717,500 SH   SOLE   717,500 0 0
ERA GROUP INC Common Stock 26885G109 175 20,000 SH   SOLE   20,000 0 0
ERIE INDEMNITY CO-CL A Common Stock 29530P102 42,394 318,007 SH   SOLE   318,007 0 0
EROS INTERNATIONAL PLC Foreign Stock G3788M114 276 33,300 SH   SOLE   33,300 0 0
ESCALADE INC Common Stock 296056104 104 9,100 SH   SOLE   9,100 0 0
ESCO TECHNOLOGIES INC Common Stock 296315104 1,649 25,000 SH   SOLE   25,000 0 0
ESPERION THERAPEUTICS INC Common Stock 29664W105 1,398 30,400 SH   SOLE   30,400 0 0
ESQUIRE FINANCIAL HOLDING Common Stock 29667J101 143 6,600 SH   SOLE   6,600 0 0
ESSA BANCORP INC Common Stock 29667D104 131 8,400 SH   SOLE   8,400 0 0
ESSENDANT INC Common Stock 296689102 477 37,900 SH   SOLE   37,900 0 0
ESSENT GROUP LTD Foreign Stock G3198U102 4,702 137,556 SH   SOLE   137,556 0 0
ESSENTIAL PROPERTIES REAL Common Stock 29670E107 448 32,400 SH   SOLE   32,400 0 0
ESSEX PROPERTY TRUST INC Common Stock 297178105 31,571 128,750 SH   SOLE   128,750 0 0
ESTEE LAUDER COS CLASS A Common Stock 518439104 87,409 671,861 SH   SOLE   671,861 0 0
ESTERLINE TECH CORP Common Stock 297425100 3,231 26,600 SH   SOLE   26,600 0 0
ETHAN ALLEN INTERIORS INC Common Stock 297602104 394 22,400 SH   SOLE   22,400 0 0
ETSY INC Common Stock 29786A106 14,556 305,985 SH   SOLE   305,985 0 0
EURONET WORLDWIDE INC Common Stock 298736109 10,142 99,060 SH   SOLE   99,060 0 0
EVANS BANCORP INC Common Stock 29911Q208 163 5,000 SH   SOLE   5,000 0 0
EVELO BIOSCIENCES INC Common Stock 299734103 95 7,300 SH   SOLE   7,300 0 0
EVERBRIDGE INC Common Stock 29978A104 2,934 51,687 SH   SOLE   51,687 0 0
EVERCORE INC-CLASS A Common Stock 29977A105 15,464 216,093 SH   SOLE   216,093 0 0
EVEREST RE GROUP LTD Foreign Stock G3223R108 26,635 122,313 SH   SOLE   122,313 0 0
EVERGY INC Common Stock 30034W106 29,807 525,044 SH   SOLE   525,044 0 0
EVERI HOLDINGS INC Common Stock 30034T103 4,714 915,253 SH   SOLE   915,253 0 0
EVERSOURCE ENERGY Common Stock 30040W108 76,246 1,172,300 SH   SOLE   1,172,300 0 0
EVERTEC INC Common Stock 30040P103 5,944 207,125 SH   SOLE   207,125 0 0
EVI INDUSTRIES Common Stock 26929N102 123 3,700 SH   SOLE   3,700 0 0
EVO PAYMENTS INC-CLASS A Common Stock 26927E104 1,185 48,015 SH   SOLE   48,015 0 0
EVOLENT HEALTH INC - A Common Stock 30050B101 2,864 143,576 SH   SOLE   143,576 0 0
EVOLUS INC Common Stock 30052C107 150 12,600 SH   SOLE   12,600 0 0
EVOLUTION PETROLEUM CORP Common Stock 30049A107 404 59,232 SH   SOLE   59,232 0 0
EVOQUA WATER TECHNOLOGIES Common Stock 30057T105 5,350 557,252 SH   SOLE   557,252 0 0
EXACT SCIENCES CORP Convertible Debt 30063PAA3 2,907 2,647,000 SH   SOLE   2,647,000 0 0
EXACT SCIENCES CORP Common Stock 30063P105 37,146 588,679 SH   SOLE   588,679 0 0
EXANTAS CAPITAL CORP Common Stock 30068N105 318 31,775 SH   SOLE   31,775 0 0
EXELA TECHNOLOGIES INC Common Stock 30162V102 129 33,200 SH   SOLE   33,200 0 0
EXELIXIS INC Common Stock 30161Q104 23,386 1,188,940 SH   SOLE   1,188,940 0 0
EXELON CORPORATION Common Stock 30161N101 113,167 2,509,251 SH   SOLE   2,509,251 0 0
EXLOXX PHARMACEUTICALS IN Common Stock 29014R103 288 24,000 SH   SOLE   24,000 0 0
EXLSERVICE HOLDINGS INC Common Stock 302081104 1,726 32,800 SH   SOLE   32,800 0 0
EXPEDIA GROUP INC Common Stock 30212P303 26,256 233,075 SH   SOLE   233,075 0 0
EXPEDITORS INTL WASH INC Common Stock 302130109 42,968 631,050 SH   SOLE   631,050 0 0
EXPONENT INC Common Stock 30214U102 2,571 50,700 SH   SOLE   50,700 0 0
EXPRESS INC Common Stock 30219E103 851 166,580 SH   SOLE   166,580 0 0
EXTENDED STAY AMERICA INC Common Stock 30224P200 9,800 632,272 SH   SOLE   632,272 0 0
EXTERRAN CORP Common Stock 30227H106 563 31,800 SH   SOLE   31,800 0 0
EXTRA SPACE STORAGE INC Common Stock 30225T102 21,797 240,900 SH   SOLE   240,900 0 0
EXTRACTION OIL & GAS INC Common Stock 30227M105 855 199,400 SH   SOLE   199,400 0 0
EXTREME NETWORKS INC Common Stock 30226D106 659 108,100 SH   SOLE   108,100 0 0
EXXON MOBIL CORPORATION Common Stock 30231G102 716,875 10,512,905 SH   SOLE   10,512,905 0 0
EZCORP INC CLASS A Common Stock 302301106 332 43,000 SH   SOLE   43,000 0 0
F N B CORP Common Stock 302520101 6,881 699,240 SH   SOLE   699,240 0 0
F5 NETWORKS INC Common Stock 315616102 25,986 160,376 SH   SOLE   160,376 0 0
FABRINET Foreign Stock G3323L100 4,135 80,584 SH   SOLE   80,584 0 0
FACEBOOK INC Common Stock 30303M102 834,235 6,363,836 SH   SOLE   6,363,836 0 0
FACTSET RESEARCH SYSTM Common Stock 303075105 23,515 117,500 SH   SOLE   117,500 0 0
FAIR ISAAC CORPORATION Common Stock 303250104 10,491 56,100 SH   SOLE   56,100 0 0
FARFETCH LTD - CL A Foreign Stock 30744W107 4,322 244,046 SH   SOLE   244,046 0 0
FARMER BROS CO Common Stock 307675108 954 40,884 SH   SOLE   40,884 0 0
FARMERS & MERCHANTS BANCO Common Stock 30779N105 370 9,600 SH   SOLE   9,600 0 0
FARMERS NATL BANC CORP Common Stock 309627107 724 56,863 SH   SOLE   56,863 0 0
FARMLAND PARTNERS INC Common Stock 31154R109 80 17,600 SH   SOLE   17,600 0 0
FARO TECHNOLOGIES INC Common Stock 311642102 671 16,500 SH   SOLE   16,500 0 0
FASTENAL COMPANY Common Stock 311900104 47,871 915,500 SH   SOLE   915,500 0 0
FATE THERAPEUTICS INC Common Stock 31189P102 672 52,400 SH   SOLE   52,400 0 0
FB FINANCIAL CORP Common Stock 30257X104 6,368 181,830 SH   SOLE   181,830 0 0
FBL FINL GROUP INC-CL A Common Stock 30239F106 716 10,900 SH   SOLE   10,900 0 0
FCB FINANCIAL HLDGS-CL A Common Stock 30255G103 1,400 41,700 SH   SOLE   41,700 0 0
FEDERAL AGRIC MTGE CORP-C Common Stock 313148306 757 12,529 SH   SOLE   12,529 0 0
FEDERAL REALTY INVS TRUST Common Stock 313747206 16,673 141,250 SH   SOLE   141,250 0 0
FEDERAL SIGNAL CORP Common Stock 313855108 1,160 58,300 SH   SOLE   58,300 0 0
FEDERATED INVESTORS CL B Common Stock 314211103 2,522 95,000 SH   SOLE   95,000 0 0
FEDEX CORPORATION Common Stock 31428X106 86,954 538,982 SH   SOLE   538,982 0 0
FEDNAT HOLDING CO Common Stock 31431B109 286 14,382 SH   SOLE   14,382 0 0
FENNEC PHARMACEUTICAL INC Foreign Stock 31447P100 79 12,400 SH   SOLE   12,400 0 0
FERRARI NV Foreign Stock N3167Y103 15,413 155,000 SH   SOLE   155,000 0 0
FERRO CORPORATION Common Stock 315405100 1,930 123,067 SH   SOLE   123,067 0 0
FGL HOLDINGS Foreign Stock G3402M102 926 139,100 SH   SOLE   139,100 0 0
FIBROGEN INC Common Stock 31572Q808 3,397 73,400 SH   SOLE   73,400 0 0
FIDELITY D & D BANCORP Common Stock 31609R100 205 3,200 SH   SOLE   3,200 0 0
FIDELITY NATIONAL FINANCI Common Stock 31620R303 22,876 727,600 SH   SOLE   727,600 0 0
FIDELITY NATIONAL INFO Common Stock 31620M106 72,980 711,650 SH   SOLE   711,650 0 0
FIDELITY SOUTHERN CORP Common Stock 316394105 559 21,500 SH   SOLE   21,500 0 0
FIESTA RESTAURANT GROUP Common Stock 31660B101 360 23,200 SH   SOLE   23,200 0 0
FIFTH THIRD BANCORP Common Stock 316773100 40,660 1,728,028 SH   SOLE   1,728,028 0 0
FINANCIAL INSTITUTION INC Common Stock 317585404 557 21,682 SH   SOLE   21,682 0 0
FINISAR CORP Convertible Debt 31787AAP6 3,860 4,067,000 SH   SOLE   4,067,000 0 0
FINISAR CORP Common Stock 31787A507 2,905 134,469 SH   SOLE   134,469 0 0
FIREEYE INC Convertible Debt 31816QAD3 4,997 5,500,000 SH   SOLE   5,500,000 0 0
FIREEYE INC Common Stock 31816Q101 5,761 355,400 SH   SOLE   355,400 0 0
FIRST AMERICAN FINL CORP Common Stock 31847R102 14,847 332,600 SH   SOLE   332,600 0 0
FIRST BANCORP INC Common Stock 31866P102 300 11,400 SH   SOLE   11,400 0 0
FIRST BANCORP PUERTO RICO Common Stock 318672706 5,823 677,066 SH   SOLE   677,066 0 0
FIRST BANCORP/NORTH CAROL Common Stock 318910106 1,373 42,031 SH   SOLE   42,031 0 0
FIRST BANCSHARES INC Common Stock 318916103 417 13,800 SH   SOLE   13,800 0 0
FIRST BANK / HAMILTON NJ Common Stock 31931U102 218 18,000 SH   SOLE   18,000 0 0
FIRST BUSEY CORP Common Stock 319383204 1,052 42,864 SH   SOLE   42,864 0 0
FIRST BUSINESS FINL SVCS Common Stock 319390100 156 8,000 SH   SOLE   8,000 0 0
FIRST CHOICE BANCORP Common Stock 31948P104 174 7,700 SH   SOLE   7,700 0 0
FIRST CITIZENS BANCSHARES Common Stock 31946M103 6,033 16,000 SH   SOLE   16,000 0 0
FIRST COMMONWLTH FNL CORP Common Stock 319829107 1,183 97,900 SH   SOLE   97,900 0 0
FIRST COMMUNITY BANCSHARE Common Stock 31983A103 560 17,800 SH   SOLE   17,800 0 0
FIRST COMMUNITY CORP Common Stock 319835104 155 8,000 SH   SOLE   8,000 0 0
FIRST DATA CORP - CLASS A Common Stock 32008D106 17,137 1,013,400 SH   SOLE   1,013,400 0 0
FIRST DEFIANCE FINL CORP Common Stock 32006W106 858 34,998 SH   SOLE   34,998 0 0
FIRST FINANCIAL BANCORP Common Stock 320209109 2,644 111,472 SH   SOLE   111,472 0 0
FIRST FINANCIAL CORP/INDI Common Stock 320218100 576 14,348 SH   SOLE   14,348 0 0
FIRST FINANCIAL NORTHWEST Common Stock 32022K102 144 9,300 SH   SOLE   9,300 0 0
FIRST FINL BANKSHARES INC Common Stock 32020R109 4,097 71,011 SH   SOLE   71,011 0 0
FIRST FOUNDATION INC Common Stock 32026V104 480 37,300 SH   SOLE   37,300 0 0
FIRST GUARANTY BANCSHARES Common Stock 32043P106 107 4,619 SH   SOLE   4,619 0 0
FIRST HAWAIIAN INC Common Stock 32051X108 10,477 465,421 SH   SOLE   465,421 0 0
FIRST HORIZON NATIONAL Common Stock 320517105 11,072 841,360 SH   SOLE   841,360 0 0
FIRST INDUSTL REALTY TR Common Stock 32054K103 3,527 122,200 SH   SOLE   122,200 0 0
FIRST INTERNET BANCORP Common Stock 320557101 178 8,700 SH   SOLE   8,700 0 0
FIRST MERCHANTS CORP Common Stock 320817109 2,099 61,239 SH   SOLE   61,239 0 0
FIRST MID-ILLINOIS BNCSHS Common Stock 320866106 440 13,800 SH   SOLE   13,800 0 0
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,991 100,500 SH   SOLE   100,500 0 0
FIRST NORTHWEST BANCORP Common Stock 335834107 168 11,300 SH   SOLE   11,300 0 0
FIRST OF LONG ISLAND CORP Common Stock 320734106 532 26,650 SH   SOLE   26,650 0 0
FIRST REPUBLIC BANK/SAN F Common Stock 33616C100 29,944 344,577 SH   SOLE   344,577 0 0
FIRST SAVINGS FINANCIAL Common Stock 33621E109 109 2,100 SH   SOLE   2,100 0 0
FIRST SOLAR INC Common Stock 336433107 9,354 220,318 SH   SOLE   220,318 0 0
FIRST UNITED CORP Common Stock 33741H107 121 7,600 SH   SOLE   7,600 0 0
FIRSTCASH INC Common Stock 33767D105 31,585 436,564 SH   SOLE   436,564 0 0
FIRSTENERGY CORPORATION Common Stock 337932107 38,756 1,032,127 SH   SOLE   1,032,127 0 0
FISERV INC Common Stock 337738108 76,999 1,047,745 SH   SOLE   1,047,745 0 0
FITBIT INC - A Common Stock 33812L102 1,057 212,600 SH   SOLE   212,600 0 0
FIVE BELOW Common Stock 33829M101 11,641 113,775 SH   SOLE   113,775 0 0
FIVE PRIME THERAPEUTICS I Common Stock 33830X104 335 36,000 SH   SOLE   36,000 0 0
FIVE9 INC Common Stock 338307101 12,124 277,309 SH   SOLE   277,309 0 0
FLAGSTAR BANCORP INC Common Stock 337930705 1,030 39,000 SH   SOLE   39,000 0 0
FLEETCOR TECHNOLOGIES INC Common Stock 339041105 34,721 186,951 SH   SOLE   186,951 0 0
FLEXION THERAPEUTICS INC Common Stock 33938J106 410 36,200 SH   SOLE   36,200 0 0
FLEXSTEEL INDUSTRIES INC Common Stock 339382103 185 8,400 SH   SOLE   8,400 0 0
FLIR SYSTEMS INC Common Stock 302445101 30,510 700,725 SH   SOLE   700,725 0 0
FLOOR & DECOR HOLDINGS IN Common Stock 339750101 8,534 329,495 SH   SOLE   329,495 0 0
FLOTEK INDUSTRIES INC Common Stock 343389102 60 55,300 SH   SOLE   55,300 0 0
FLOWERS FOODS INC Common Stock 343498101 6,208 336,100 SH   SOLE   336,100 0 0
FLOWSERVE CORPORATION Common Stock 34354P105 16,640 437,670 SH   SOLE   437,670 0 0
FLUENT INC Common Stock 34380C102 27 7,629 SH   SOLE   7,629 0 0
FLUIDIGM CORP Common Stock 34385P108 494 57,300 SH   SOLE   57,300 0 0
FLUOR CORPORATION Common Stock 343412102 7,931 246,300 SH   SOLE   246,300 0 0
FLUSHING FINANCIAL CORP Common Stock 343873105 644 29,900 SH   SOLE   29,900 0 0
FLY LEASING LTD ADR Foreign Stock 34407D109 345 32,660 SH   SOLE   32,660 0 0
FMC CORPORATION Common Stock 302491303 27,566 372,711 SH   SOLE   372,711 0 0
FOCUS FINANCIAL PATNERS-A Common Stock 34417P100 846 32,127 SH   SOLE   32,127 0 0
FONAR CORP Common Stock 344437405 294 14,547 SH   SOLE   14,547 0 0
FOOT LOCKER INC Common Stock 344849104 18,284 343,690 SH   SOLE   343,690 0 0
FORD MOTOR COMPANY Common Stock 345370860 68,778 8,990,568 SH   SOLE   8,990,568 0 0
FORESCOUT TECHNOLOGIES IN Common Stock 34553D101 2,811 108,170 SH   SOLE   108,170 0 0
FORESTAR GROUP INC Common Stock 346232101 169 12,226 SH   SOLE   12,226 0 0
FORMFACTOR INC Common Stock 346375108 16,174 1,147,876 SH   SOLE   1,147,876 0 0
FORRESTER RESEARCH INC Common Stock 346563109 532 11,900 SH   SOLE   11,900 0 0
FORTERRA INC Common Stock 34960W106 74 19,800 SH   SOLE   19,800 0 0
FORTINET INC Common Stock 34959E109 30,731 436,330 SH   SOLE   436,330 0 0
FORTIVE CORP Common Stock 34959J108 43,857 648,203 SH   SOLE   648,203 0 0
FORTRESS BIOTECH INC Common Stock 34960Q109 15 17,639 SH   SOLE   17,639 0 0
FORTUNE BRANDS HOME & SEC Common Stock 34964C106 9,589 252,400 SH   SOLE   252,400 0 0
FORTY SEVEN INC Common Stock 34983P104 101 6,400 SH   SOLE   6,400 0 0
FORUM ENERGY TECHNOLOGIES Common Stock 34984V100 2,353 569,715 SH   SOLE   569,715 0 0
FORWARD AIR CORPORATION Common Stock 349853101 1,580 28,800 SH   SOLE   28,800 0 0
FOSSIL GROUP INC Common Stock 34988V106 1,296 82,381 SH   SOLE   82,381 0 0
FOSTER LB CO - CL A Common Stock 350060109 207 13,000 SH   SOLE   13,000 0 0
FOUNDATION BUILDING MATER Common Stock 350392106 115 13,800 SH   SOLE   13,800 0 0
FOUR CORNERS PPTY TRUST Common Stock 35086T109 2,038 77,780 SH   SOLE   77,780 0 0
FOX FACTORY HOLDING CORP Common Stock 35138V102 2,597 44,120 SH   SOLE   44,120 0 0
FRANCESCAS HOLDINGS CORP Common Stock 351793104 37 38,200 SH   SOLE   38,200 0 0
FRANKLIN COVEY COMPANY Common Stock 353469109 250 11,200 SH   SOLE   11,200 0 0
FRANKLIN ELECTRIC CO INC Common Stock 353514102 30,960 722,018 SH   SOLE   722,018 0 0
FRANKLIN FINANCIAL NETWOR Common Stock 35352P104 549 20,814 SH   SOLE   20,814 0 0
FRANKLIN RESOURCES INC Common Stock 354613101 40,507 1,365,700 SH   SOLE   1,365,700 0 0
FRANKLIN ST PROPERTIES C Common Stock 35471R106 786 126,119 SH   SOLE   126,119 0 0
FRANKS INTERNATIONAL N.V. Foreign Stock N33462107 1,108 212,280 SH   SOLE   212,280 0 0
FREEPORT-MCMORAN INC Common Stock 35671D857 32,047 3,108,304 SH   SOLE   3,108,304 0 0
FREIGHTCAR AMERICA INC Common Stock 357023100 84 12,500 SH   SOLE   12,500 0 0
FRESH DEL MONTE PRDCE INC Foreign Stock G36738105 3,596 127,200 SH   SOLE   127,200 0 0
FRESHPET INC Common Stock 358039105 1,747 54,328 SH   SOLE   54,328 0 0
FRONT YARD RESIDENTIAL Common Stock 35904G107 371 42,500 SH   SOLE   42,500 0 0
FRONTDOOR INC Common Stock 35905A109 6,656 250,149 SH   SOLE   250,149 0 0
FRONTIER COMMUN CORP Common Stock 35906A306 223 93,693 SH   SOLE   93,693 0 0
FRONTLINE LTD Foreign Stock G3682E192 406 73,479 SH   SOLE   73,479 0 0
FRP HOLDINGS INC Common Stock 30292L107 711 15,443 SH   SOLE   15,443 0 0
FS BANCORP INC Common Stock 30263Y104 150 3,500 SH   SOLE   3,500 0 0
FTI CONSULTING INC Common Stock 302941109 3,866 58,015 SH   SOLE   58,015 0 0
FTS INTERNATIONAL INC Common Stock 30283W104 258 36,242 SH   SOLE   36,242 0 0
FUELCELL ENERGY INC Common Stock 35952H502 11 19,400 SH   SOLE   19,400 0 0
FULTON FINANCIAL CORP Common Stock 360271100 6,270 405,019 SH   SOLE   405,019 0 0
FUNKO INC-CLASS A Common Stock 361008105 153 11,600 SH   SOLE   11,600 0 0
FUSION CONNECT INC Common Stock 36116X102 1 800 SH   SOLE   800 0 0
FUTUREFUEL CORP Common Stock 36116M106 498 31,390 SH   SOLE   31,390 0 0
G N C HOLDINGS INC - CL A Common Stock 36191G107 169 71,300 SH   SOLE   71,300 0 0
G1 THERAPEUTICS INC Common Stock 3621LQ109 393 20,500 SH   SOLE   20,500 0 0
GAIA INC Common Stock 36269P104 131 12,600 SH   SOLE   12,600 0 0
GAIN CAPITAL HOLDINGS INC Common Stock 36268W100 181 29,400 SH   SOLE   29,400 0 0
GAMCO INVESTORS INC CL A Common Stock 361438104 83 4,900 SH   SOLE   4,900 0 0
GAMESTOP CORP CLASS A Common Stock 36467W109 1,280 101,400 SH   SOLE   101,400 0 0
GAMING AND LEISURE PROP Common Stock 36467J108 12,699 393,031 SH   SOLE   393,031 0 0
GANNETT COMPANY INC Common Stock 36473H104 1,590 186,456 SH   SOLE   186,456 0 0
GAP INC/THE Common Stock 364760108 11,237 436,200 SH   SOLE   436,200 0 0
GARDNER DENVER HOLDINGS I Common Stock 36555P107 18,724 915,620 SH   SOLE   915,620 0 0
GARMIN LTD Foreign Stock H2906T109 31,957 504,691 SH   SOLE   504,691 0 0
GARRETT MOTION INC Common Stock 366505105 1,737 140,799 SH   SOLE   140,799 0 0
GARTNER INC Common Stock 366651107 20,979 164,102 SH   SOLE   164,102 0 0
GASLOG LTD Foreign Stock G37585109 658 40,000 SH   SOLE   40,000 0 0
GATES INDUSTRIAL CORP PLC Foreign Stock G39108108 1,079 81,500 SH   SOLE   81,500 0 0
GATX CORPORATION Common Stock 361448103 21,909 309,399 SH   SOLE   309,399 0 0
GCI LIBERTY INC - CLASS A Common Stock 36164V305 10,462 254,171 SH   SOLE   254,171 0 0
GCP APPLIED TECHNOLOGIES Common Stock 36164Y101 1,733 70,600 SH   SOLE   70,600 0 0
GENCO SHIP AND TRADE LTD Foreign Stock Y2685T131 55 7,000 SH   SOLE   7,000 0 0
GENCOR INDUSTRIES INC Common Stock 368678108 82 7,450 SH   SOLE   7,450 0 0
GENERAC HOLDINGS INC Common Stock 368736104 5,016 100,925 SH   SOLE   100,925 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 121,784 774,660 SH   SOLE   774,660 0 0
GENERAL ELECTRIC COMPANY Common Stock 369604103 161,058 21,275,800 SH   SOLE   21,275,800 0 0
GENERAL FINANCE CORP Common Stock 369822101 109 10,800 SH   SOLE   10,800 0 0
GENERAL MILLS INC Common Stock 370334104 67,611 1,736,287 SH   SOLE   1,736,287 0 0
GENERAL MOTORS COMPANY Common Stock 37045V100 136,600 4,083,711 SH   SOLE   4,083,711 0 0
GENESCO INC Common Stock 371532102 846 19,100 SH   SOLE   19,100 0 0
GENESEE & WYOMING INC Common Stock 371559105 14,529 196,284 SH   SOLE   196,284 0 0
GENESIS HEALTHCARE INC Common Stock 37185X106 40 33,500 SH   SOLE   33,500 0 0
GENMARK DIAGNOSTICS INC Common Stock 372309104 226 46,400 SH   SOLE   46,400 0 0
GENOMIC HEALTH INC Common Stock 37244C101 1,955 30,350 SH   SOLE   30,350 0 0
GENPACT LTD Foreign Stock G3922B107 19,590 725,813 SH   SOLE   725,813 0 0
GENTEX CORPORATION Common Stock 371901109 12,972 641,850 SH   SOLE   641,850 0 0
GENTHERM INC Common Stock 37253A103 1,443 36,100 SH   SOLE   36,100 0 0
GENUINE PARTS COMPANY Common Stock 372460105 39,042 406,600 SH   SOLE   406,600 0 0
GENWORTH FINCL INC - CL A Common Stock 37247D106 2,350 504,200 SH   SOLE   504,200 0 0
GERDAU S.A. Foreign Stock 373737105 1,391 370,000 SH   SOLE   370,000 0 0
GERMAN AMERICAN BANCORP Common Stock 373865104 643 23,150 SH   SOLE   23,150 0 0
GERON CORP Common Stock 374163103 113 112,900 SH   SOLE   112,900 0 0
GETTY REALTY CORP Common Stock 374297109 947 32,196 SH   SOLE   32,196 0 0
GIBRALTER INDUSTRIES INC Common Stock 374689107 1,438 40,416 SH   SOLE   40,416 0 0
G-III APPAREL GROUP LTD Common Stock 36237H101 14,280 512,006 SH   SOLE   512,006 0 0
GILEAD SCIENCES INC Common Stock 375558103 218,396 3,491,548 SH   SOLE   3,491,548 0 0
GLACIER BANCORP INC Common Stock 37637Q105 4,137 104,406 SH   SOLE   104,406 0 0
GLADSTONE COMMERCIAL CORP Common Stock 376536108 554 30,900 SH   SOLE   30,900 0 0
GLADSTONE LAND CORP Common Stock 376549101 165 14,400 SH   SOLE   14,400 0 0
GLATFELTER Common Stock 377316104 458 46,900 SH   SOLE   46,900 0 0
GLAUKOS CORP Common Stock 377322102 28,672 510,458 SH   SOLE   510,458 0 0
GLOBAL BLOOD THERAPEUTICS Common Stock 37890U108 2,011 49,000 SH   SOLE   49,000 0 0
GLOBAL BRASS & COPPER HLD Common Stock 37953G103 934 37,154 SH   SOLE   37,154 0 0
GLOBAL INDEMNITY LTD Foreign Stock G3933F105 359 9,900 SH   SOLE   9,900 0 0
GLOBAL MEDICAL REIT INC Common Stock 37954A204 164 18,400 SH   SOLE   18,400 0 0
GLOBAL NET LEASE INC Common Stock 379378201 1,241 70,433 SH   SOLE   70,433 0 0
GLOBAL PAYMENTS INC Common Stock 37940X102 31,727 307,645 SH   SOLE   307,645 0 0
GLOBAL WATER RESOURCES OM Common Stock 379463102 59 5,799 SH   SOLE   5,799 0 0
GLOBANT S.A. Foreign Stock L44385109 855 15,185 SH   SOLE   15,185 0 0
GLOBUS MEDICAL INC - A Common Stock 379577208 3,181 73,500 SH   SOLE   73,500 0 0
GLU MOBILE INC Common Stock 379890106 836 103,600 SH   SOLE   103,600 0 0
GLYCOMIMETICS INC Common Stock 38000Q102 353 37,300 SH   SOLE   37,300 0 0
GMS INC Common Stock 36251C103 476 32,000 SH   SOLE   32,000 0 0
GODADDY INC - CLASS A Common Stock 380237107 23,641 360,270 SH   SOLE   360,270 0 0
GOGO INC Common Stock 38046C109 2,779 929,468 SH   SOLE   929,468 0 0
GOLAR LNG LTD Foreign Stock G9456A100 6,296 289,322 SH   SOLE   289,322 0 0
GOLD RESOURCE CORP Common Stock 38068T105 205 51,200 SH   SOLE   51,200 0 0
GOLDEN ENTERTAINMENT INC Common Stock 381013101 6,588 411,205 SH   SOLE   411,205 0 0
GOLDMAN SACHS GROUP INC Common Stock 38141G104 174,323 1,043,535 SH   SOLE   1,043,535 0 0
GOODRICH PETROLEUM CORP Common Stock 382410843 131 9,700 SH   SOLE   9,700 0 0
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 8,305 406,900 SH   SOLE   406,900 0 0
GOOSEHEAD INSURANCE INC Common Stock 38267D109 287 10,900 SH   SOLE   10,900 0 0
GOPRO INC-CLASS A Common Stock 38268T103 413 97,500 SH   SOLE   97,500 0 0
GORMAN-RUPP CO Common Stock 383082104 1,235 38,117 SH   SOLE   38,117 0 0
GOVERNMENT PROPERTIES INC Common Stock 38376A103 622 90,600 SH   SOLE   90,600 0 0
GP STRATEGIES CORP Common Stock 36225V104 160 12,700 SH   SOLE   12,700 0 0
GRACO INC Common Stock 384109104 26,415 631,194 SH   SOLE   631,194 0 0
GRAFTECH INTERNATIONAL Common Stock 384313508 1,244 108,700 SH   SOLE   108,700 0 0
GRAHAM CORP Common Stock 384556106 281 12,300 SH   SOLE   12,300 0 0
GRAHAM HOLDINGS COMPANY Common Stock 384637104 5,349 8,350 SH   SOLE   8,350 0 0
GRAND CANYON EDUC INC Common Stock 38526M106 15,973 166,148 SH   SOLE   166,148 0 0
GRANITE CONSTRUCTION INC Common Stock 387328107 1,739 43,176 SH   SOLE   43,176 0 0
GRANITE POINT MORTAGE TRU Common Stock 38741L107 749 41,544 SH   SOLE   41,544 0 0
GRAPHIC PACKAGING HLDG CO Common Stock 388689101 5,799 545,000 SH   SOLE   545,000 0 0
GRAY TELEVISION INC Common Stock 389375106 7,816 530,269 SH   SOLE   530,269 0 0
GREAT AJAX CORP Common Stock 38983D300 178 14,800 SH   SOLE   14,800 0 0
GREAT LAKES DREDGE & DOCK Common Stock 390607109 365 55,200 SH   SOLE   55,200 0 0
GREAT SOUTHERN BANCORP IN Common Stock 390905107 839 18,217 SH   SOLE   18,217 0 0
GREAT WESTERN BANCORP INC Common Stock 391416104 1,816 58,100 SH   SOLE   58,100 0 0
GREEN BANCORP INC Common Stock 39260X100 423 24,661 SH   SOLE   24,661 0 0
GREEN BRICK PARTNERS INC Common Stock 392709101 160 22,100 SH   SOLE   22,100 0 0
GREEN DOT CORP-CLASS A Common Stock 39304D102 7,277 91,513 SH   SOLE   91,513 0 0
GREEN PLAINS INC Common Stock 393222104 551 42,000 SH   SOLE   42,000 0 0
GREENBRIER COMPANIES INC Common Stock 393657101 1,230 31,100 SH   SOLE   31,100 0 0
GREENE COUNTY BANCORP INC Common Stock 394357107 156 5,000 SH   SOLE   5,000 0 0
GREENHILL & COMPANY INC Common Stock 395259104 1,036 42,448 SH   SOLE   42,448 0 0
GREENLIGHT CAP RE LTD-A Foreign Stock G4095J109 280 32,500 SH   SOLE   32,500 0 0
GREIF INC CLASS A Common Stock 397624107 975 26,272 SH   SOLE   26,272 0 0
GREIF INC-CLASS B Common Stock 397624206 280 6,300 SH   SOLE   6,300 0 0
GRIFFIN INDUSTRIAL REALTY Common Stock 398231100 51 1,600 SH   SOLE   1,600 0 0
GRIFFON CORPORATION Common Stock 398433102 389 37,200 SH   SOLE   37,200 0 0
GROUP 1 AUTOMOTIVE INC Common Stock 398905109 3,322 63,015 SH   SOLE   63,015 0 0
GROUPON INC Common Stock 399473107 1,401 437,900 SH   SOLE   437,900 0 0
GRUBHUB INC Common Stock 400110102 18,511 241,003 SH   SOLE   241,003 0 0
GRUPO AVAL ACCIONES Foreign Stock 40053W101 59 10,064 SH   SOLE   10,064 0 0
GRUPO FINANCIERO GALICIA Foreign Stock 399909100 1,570 56,948 SH   SOLE   56,948 0 0
GTT COMMUNICATIONS INC Common Stock 362393100 987 41,700 SH   SOLE   41,700 0 0
GTX INC Common Stock 40052B207 4 5,500 SH   SOLE   5,500 0 0
GUARANTY BANCORP Common Stock 40075T607 712 34,317 SH   SOLE   34,317 0 0
GUARANTY BANCSHARES INC Common Stock 400764106 253 8,500 SH   SOLE   8,500 0 0
GUESS INC Common Stock 401617105 1,174 56,500 SH   SOLE   56,500 0 0
GUIDEWIRE SOFTWARE INC Common Stock 40171V100 66,586 829,944 SH   SOLE   829,944 0 0
GULFPORT ENERGY CORP Common Stock 402635304 1,483 226,414 SH   SOLE   226,414 0 0
GW PHARMACEUTICALS - ADR Foreign Stock 36197T103 816 8,378 SH   SOLE   8,378 0 0
H B FULLER COMPANY Common Stock 359694106 7,514 176,099 SH   SOLE   176,099 0 0
H&E EQUIPMENT SVCS INC Common Stock 404030108 617 30,200 SH   SOLE   30,200 0 0
H&R BLOCK INC Common Stock 093671105 10,734 423,100 SH   SOLE   423,100 0 0
HABIT RESTAURANTS INC Common Stock 40449J103 227 21,600 SH   SOLE   21,600 0 0
HACKETT GROUP INC Common Stock 404609109 378 23,600 SH   SOLE   23,600 0 0
HAEMONETICS CORPORATION Common Stock 405024100 6,099 60,955 SH   SOLE   60,955 0 0
HAIN CELESTIAL GROUP INC Common Stock 405217100 2,504 157,900 SH   SOLE   157,900 0 0
HALCON RESOURCES CORP Common Stock 40537Q605 177 104,100 SH   SOLE   104,100 0 0
HALLADOR ENERGY CO Common Stock 40609P105 86 17,000 SH   SOLE   17,000 0 0
HALLIBURTON COMPANY Common Stock 406216101 65,318 2,457,396 SH   SOLE   2,457,396 0 0
HALLMARK FINL SERVCS INC Common Stock 40624Q203 138 12,900 SH   SOLE   12,900 0 0
HALOZYME THERAPEUTICS INC Common Stock 40637H109 15,333 1,048,054 SH   SOLE   1,048,054 0 0
HAMILTON BEACH BRAND-CL A Common Stock 40701T104 213 9,100 SH   SOLE   9,100 0 0
HAMILTON BEACH BRAND-CL B Common Stock 40701T203 115 4,900 SH   SOLE   4,900 0 0
HAMILTON LANE INC-CLASS A Common Stock 407497106 3,942 106,542 SH   SOLE   106,542 0 0
HANCOCK WHITNEY CORP Common Stock 410120109 3,416 98,588 SH   SOLE   98,588 0 0
HANESBRANDS INC Common Stock 410345102 10,777 860,100 SH   SOLE   860,100 0 0
HANMI FINANCIAL CORP Common Stock 410495204 617 31,300 SH   SOLE   31,300 0 0
HANNON ARMSTRONG SUSTAINA Common Stock 41068X100 966 50,700 SH   SOLE   50,700 0 0
HANOVER INSURANCE GROUP Common Stock 410867105 12,060 103,282 SH   SOLE   103,282 0 0
HARBORONE BANCORP INC Common Stock 41165F101 224 14,100 SH   SOLE   14,100 0 0
HARLEY-DAVIDSON INC Common Stock 412822108 14,672 430,000 SH   SOLE   430,000 0 0
HARMONIC INC Common Stock 413160102 378 80,100 SH   SOLE   80,100 0 0
HARRIS CORPORATION Common Stock 413875105 34,914 259,295 SH   SOLE   259,295 0 0
HARSCO CORPORATION Common Stock 415864107 2,269 114,250 SH   SOLE   114,250 0 0
HARTFORD FINANCIAL SVCS Common Stock 416515104 41,657 937,160 SH   SOLE   937,160 0 0
HARVARD BIOSCIENCE INC Common Stock 416906105 285 89,732 SH   SOLE   89,732 0 0
HASBRO INC Common Stock 418056107 18,484 227,500 SH   SOLE   227,500 0 0
HAVERTY FURNITURE COS Common Stock 419596101 374 19,900 SH   SOLE   19,900 0 0
HAWAIIAN ELECTRIC INDS Common Stock 419870100 7,306 199,500 SH   SOLE   199,500 0 0
HAWAIIAN HOLDINGS INC Common Stock 419879101 1,890 71,565 SH   SOLE   71,565 0 0
HAWKINS INC Common Stock 420261109 459 11,200 SH   SOLE   11,200 0 0
HAYNES INTERNATIONAL INC Common Stock 420877201 314 11,900 SH   SOLE   11,900 0 0
HC2 HOLDINGS INC Common Stock 404139107 96 36,200 SH   SOLE   36,200 0 0
HCA HEALTHCARE INC Common Stock 40412C101 147,516 1,185,341 SH   SOLE   1,185,341 0 0
HCI GROUP INC Common Stock 40416E103 366 7,200 SH   SOLE   7,200 0 0
HCP INC Common Stock 40414L109 25,852 925,600 SH   SOLE   925,600 0 0
HD SUPPLY HOLDINGS INC Common Stock 40416M105 30,254 806,356 SH   SOLE   806,356 0 0
HDFC BANK LTD ADR Foreign Stock 40415F101 35,914 346,694 SH   SOLE   346,694 0 0
HEALTH INSURANCE INNOVATI Common Stock 42225K106 396 14,800 SH   SOLE   14,800 0 0
HEALTHCARE REALTY TRUST Common Stock 421946104 10,748 377,913 SH   SOLE   377,913 0 0
HEALTHCARE SERVICES GROUP Common Stock 421906108 7,369 183,410 SH   SOLE   183,410 0 0
HEALTHCARE TRUST OF AMERI Common Stock 42225P501 11,282 445,770 SH   SOLE   445,770 0 0
HEALTHEQUITY INC Common Stock 42226A107 11,439 191,771 SH   SOLE   191,771 0 0
HEALTHSTREAM INC Common Stock 42222N103 1,598 66,151 SH   SOLE   66,151 0 0
HEARTLAND EXPRESS INC Common Stock 422347104 1,539 84,086 SH   SOLE   84,086 0 0
HEARTLAND FINANCIAL USA I Common Stock 42234Q102 15,250 346,982 SH   SOLE   346,982 0 0
HECLA MINING COMPANY Common Stock 422704106 1,049 444,494 SH   SOLE   444,494 0 0
HEICO CORP - CLASS A Common Stock 422806208 9,362 148,600 SH   SOLE   148,600 0 0
HEICO CORPORATION Common Stock 422806109 13,385 172,752 SH   SOLE   172,752 0 0
HEIDRICK & STRUGGLES INTL Common Stock 422819102 756 24,252 SH   SOLE   24,252 0 0
HELEN OF TROY LTD Foreign Stock G4388N106 3,503 26,700 SH   SOLE   26,700 0 0
HELIUS MEDICAL TECH Common Stock 42328V504 167 18,200 SH   SOLE   18,200 0 0
HELIX ENERGY SOLUTIONS GP Common Stock 42330P107 2,640 488,024 SH   SOLE   488,024 0 0
HELMERICH & PAYNE Common Stock 423452101 10,475 218,500 SH   SOLE   218,500 0 0
HEMISPHERE MEDIA GRP INC Common Stock 42365Q103 202 16,600 SH   SOLE   16,600 0 0
HENRY SCHEIN INC Common Stock 806407102 115,886 1,475,873 SH   SOLE   1,475,873 0 0
HERBALIFE NUTRITION LTD Foreign Stock G4412G101 15,659 265,631 SH   SOLE   265,631 0 0
HERC HOLDINGS INC Common Stock 42704L104 632 24,300 SH   SOLE   24,300 0 0
HERCULES CAPITAL INC Convertible Debt 427096AF9 1,893 2,000,000 SH   SOLE   2,000,000 0 0
HERCULES TECH GROWTH Common Stock 427096508 968 87,604 SH   SOLE   87,604 0 0
HERITAGE COMMERCE CORP Common Stock 426927109 453 39,976 SH   SOLE   39,976 0 0
HERITAGE FINANCIAL CORP Common Stock 42722X106 1,165 39,194 SH   SOLE   39,194 0 0
HERITAGE INSURANCE HLDGS Common Stock 42727J102 1,102 74,870 SH   SOLE   74,870 0 0
HERITAGE-CRYSTAL CLN INC Common Stock 42726M106 334 14,500 SH   SOLE   14,500 0 0
HERMAN MILLER INC Common Stock 600544100 1,767 58,400 SH   SOLE   58,400 0 0
HERON THERAPEUTICS INC Common Stock 427746102 3,333 128,503 SH   SOLE   128,503 0 0
HERSHA HOSPITALITY TRUST Common Stock 427825500 1,626 92,719 SH   SOLE   92,719 0 0
HERSHEY COMPANY/THE Common Stock 427866108 37,168 346,779 SH   SOLE   346,779 0 0
HERTZ GLOBAL HLDGS INC Common Stock 42806J106 763 55,900 SH   SOLE   55,900 0 0
HESKA CORP Common Stock 42805E306 568 6,600 SH   SOLE   6,600 0 0
HESS CORPORATION Common Stock 42809H107 22,348 551,800 SH   SOLE   551,800 0 0
HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 50,482 3,821,506 SH   SOLE   3,821,506 0 0
HEXCEL CORPORATION Common Stock 428291108 64,472 1,124,377 SH   SOLE   1,124,377 0 0
HFF INC - CLASS A Common Stock 40418F108 1,519 45,820 SH   SOLE   45,820 0 0
HIBBETT SPORTS INC Common Stock 428567101 471 32,950 SH   SOLE   32,950 0 0
HIGHPOINT RESOURCES CORP Common Stock 43114K108 199 80,100 SH   SOLE   80,100 0 0
HIGHWOODS PROPERTIES INC Common Stock 431284108 7,614 196,800 SH   SOLE   196,800 0 0
HILLENBRAND INC Common Stock 431571108 10,340 272,595 SH   SOLE   272,595 0 0
HILL-ROM HOLDINGS INC Common Stock 431475102 11,450 129,300 SH   SOLE   129,300 0 0
HILLTOP HOLDINGS INC Common Stock 432748101 1,259 70,600 SH   SOLE   70,600 0 0
HILTON GRAND VACATIONS IN Common Stock 43283X105 5,444 206,294 SH   SOLE   206,294 0 0
HILTON WORLDWIDE HLDGS IN Common Stock 43300A203 62,171 865,895 SH   SOLE   865,895 0 0
HINGHAM INST FOR SVGS Common Stock 433323102 316 1,600 SH   SOLE   1,600 0 0
HMS HOLDINGS CORPORATION Common Stock 40425J101 7,861 279,460 SH   SOLE   279,460 0 0
HNI CORPORATION Common Stock 404251100 5,251 148,200 SH   SOLE   148,200 0 0
HOLLYFRONTIER CORP Common Stock 436106108 19,863 388,560 SH   SOLE   388,560 0 0
HOLOGIC INC Common Stock 436440101 27,009 657,155 SH   SOLE   657,155 0 0
HOME BANCORP INC Common Stock 43689E107 322 9,100 SH   SOLE   9,100 0 0
HOME BANCSHARES INC Common Stock 436893200 2,554 156,334 SH   SOLE   156,334 0 0
HOME DEPOT INC/THE Common Stock 437076102 495,236 2,882,295 SH   SOLE   2,882,295 0 0
HOMESTREET INC Common Stock 43785V102 582 27,400 SH   SOLE   27,400 0 0
HOMETRUST BANCSHARES INC Common Stock 437872104 524 20,018 SH   SOLE   20,018 0 0
HOMOLOGY MEDICINES INC Common Stock 438083107 259 11,600 SH   SOLE   11,600 0 0
HONEYWELL INTERNATIONAL Common Stock 438516106 247,016 1,869,632 SH   SOLE   1,869,632 0 0
HOOKER FURNITURE CORP Common Stock 439038100 335 12,700 SH   SOLE   12,700 0 0
HOPE BANCORP INC Common Stock 43940T109 1,551 130,751 SH   SOLE   130,751 0 0
HORACE MANN EDUCATORS Common Stock 440327104 22,314 595,823 SH   SOLE   595,823 0 0
HORIZON BANCORP INC Common Stock 440407104 558 35,350 SH   SOLE   35,350 0 0
HORIZON PHARMA PLC Foreign Stock G4617B105 4,584 234,591 SH   SOLE   234,591 0 0
HORMEL FOODS CORPORATION Common Stock 440452100 51,551 1,207,860 SH   SOLE   1,207,860 0 0
HORTONWORKS INC Common Stock 440894103 5,282 366,321 SH   SOLE   366,321 0 0
HOSPITALITY PROPERTIES TR Common Stock 44106M102 8,654 362,407 SH   SOLE   362,407 0 0
HOST HOTELS & RESORTS INC Common Stock 44107P104 25,896 1,553,422 SH   SOLE   1,553,422 0 0
HOSTESS BRANDS INC Common Stock 44109J106 1,556 142,226 SH   SOLE   142,226 0 0
HOUGHTON MIFFLIN HARCOURT Common Stock 44157R109 882 99,500 SH   SOLE   99,500 0 0
HOULIHAN LOKEY INC Common Stock 441593100 1,207 32,800 SH   SOLE   32,800 0 0
HOVNANIAN ENTERPRISES CLA Common Stock 442487203 74 108,800 SH   SOLE   108,800 0 0
HOWARD BANCORP INC Common Stock 442496105 210 14,700 SH   SOLE   14,700 0 0
HOWARD HUGHES CORP/THE Common Stock 44267D107 7,948 81,418 SH   SOLE   81,418 0 0
HP INC Common Stock 40434L105 104,169 5,091,362 SH   SOLE   5,091,362 0 0
HTG MOLECULAR DIAGNOSTICS Common Stock 40434H104 114 44,750 SH   SOLE   44,750 0 0
HUAZHU GROUP LTD - ADR Foreign Stock 44332N106 9,052 316,176 SH   SOLE   316,176 0 0
HUB GROUP INC - CL A Common Stock 443320106 2,095 56,509 SH   SOLE   56,509 0 0
HUBBELL INC Common Stock 443510607 17,166 172,800 SH   SOLE   172,800 0 0
HUBSPOT INC Common Stock 443573100 17,314 137,707 SH   SOLE   137,707 0 0
HUDBAY MINERALS INC Foreign Stock 443628102 33 7,018 SH   SOLE   7,018 0 0
HUDSON LTD-CLASS A Foreign Stock G46408103 795 46,331 SH   SOLE   46,331 0 0
HUDSON PACIFIC PROPERTIES Common Stock 444097109 8,659 297,982 SH   SOLE   297,982 0 0
HUMANA INC Common Stock 444859102 102,512 357,834 SH   SOLE   357,834 0 0
HUNTINGTON BANKSHARES INC Common Stock 446150104 24,746 2,076,028 SH   SOLE   2,076,028 0 0
HUNTINGTON INGALLS INDUST Common Stock 446413106 15,824 83,150 SH   SOLE   83,150 0 0
HUNTSMAN CORP Common Stock 447011107 12,935 670,569 SH   SOLE   670,569 0 0
HURCO COMPANIES INC Common Stock 447324104 257 7,200 SH   SOLE   7,200 0 0
HURON CONSULTING GROUP Common Stock 447462102 1,113 21,700 SH   SOLE   21,700 0 0
HYATT HOTELS CORP - CL A Common Stock 448579102 5,124 75,800 SH   SOLE   75,800 0 0
HYSTER-YALE MATERIALS Common Stock 449172105 916 14,780 SH   SOLE   14,780 0 0
I A C/INTER ACTIVE CORP Common Stock 44919P508 36,597 199,941 SH   SOLE   199,941 0 0
I C U MEDICAL INC Common Stock 44930G107 13,258 57,737 SH   SOLE   57,737 0 0
I I - V I INC Common Stock 902104108 2,058 63,400 SH   SOLE   63,400 0 0
I ROBOT CORP Common Stock 462726100 2,286 27,300 SH   SOLE   27,300 0 0
I3 VERTICALS INC - CL A Common Stock 46571Y107 207 8,600 SH   SOLE   8,600 0 0
IBERIABANK CORP Common Stock 450828108 8,163 126,996 SH   SOLE   126,996 0 0
ICF INTERNATIONAL INC Common Stock 44925C103 1,153 17,800 SH   SOLE   17,800 0 0
ICHOR HOLDINGS LTD Foreign Stock G4740B105 363 22,300 SH   SOLE   22,300 0 0
ICICI BANK LTD-SPON ADR Foreign Stock 45104G104 7,379 717,103 SH   SOLE   717,103 0 0
ICON PLC Foreign Stock G4705A100 58,659 453,982 SH   SOLE   453,982 0 0
IDACORP INC Common Stock 451107106 11,695 125,667 SH   SOLE   125,667 0 0
IDERA PHARMACEUTICALS INC Common Stock 45168K405 47 17,012 SH   SOLE   17,012 0 0
IDEX CORPORATION Common Stock 45167R104 31,129 246,550 SH   SOLE   246,550 0 0
IDEXX LABORATORIES INC Common Stock 45168D104 41,140 221,161 SH   SOLE   221,161 0 0
IES HOLDINGS INC Common Stock 44951W106 131 8,400 SH   SOLE   8,400 0 0
IH MERGER SUB LLC Convertible Debt 19625XAB8 775 756,000 SH   SOLE   756,000 0 0
IHS MARKIT LTD Foreign Stock G47567105 79,527 1,657,847 SH   SOLE   1,657,847 0 0
ILLINOIS TOOL WORKS INC Common Stock 452308109 105,457 832,400 SH   SOLE   832,400 0 0
ILLUMINA INC Common Stock 452327109 118,516 395,146 SH   SOLE   395,146 0 0
IMAX CORP Foreign Stock 45245E109 989 52,600 SH   SOLE   52,600 0 0
IMMERSION CORPORATION Common Stock 452521107 201 22,400 SH   SOLE   22,400 0 0
IMMUNE DESIGN CORP Common Stock 45252L103 26 20,100 SH   SOLE   20,100 0 0
IMMUNOGEN INC Common Stock 45253H101 675 140,700 SH   SOLE   140,700 0 0
IMMUNOMEDICS INC Common Stock 452907108 2,626 184,056 SH   SOLE   184,056 0 0
IMPAC MORTGAGE HLDGS INC Common Stock 45254P508 30 7,900 SH   SOLE   7,900 0 0
IMPERVA INC Common Stock 45321L100 2,010 36,100 SH   SOLE   36,100 0 0
IMPINJ INC Common Stock 453204109 281 19,300 SH   SOLE   19,300 0 0
INCYTE CORPORATION Common Stock 45337C102 22,479 353,506 SH   SOLE   353,506 0 0
INDEPENDENCE HOLDING CO Common Stock 453440307 225 6,400 SH   SOLE   6,400 0 0
INDEPENDENCE REALTY TRUST Common Stock 45378A106 1,501 163,536 SH   SOLE   163,536 0 0
INDEPENDENT BANK CORP Common Stock 453836108 2,112 30,035 SH   SOLE   30,035 0 0
INDEPENDENT BANK CORP Common Stock 453838609 615 29,260 SH   SOLE   29,260 0 0
INDEPENDENT BANK GROUP IN Common Stock 45384B106 952 20,800 SH   SOLE   20,800 0 0
INDPNDNC CNTRCT DRILLING Common Stock 453415309 73 23,300 SH   SOLE   23,300 0 0
INDUSTRIAL LOGISTICS PROP Common Stock 456237106 1,281 65,118 SH   SOLE   65,118 0 0
INDUSTRIAS BACHOCO SAB Foreign Stock 456463108 952 24,053 SH   SOLE   24,053 0 0
INFINERA CORP Common Stock 45667G103 597 149,600 SH   SOLE   149,600 0 0
INFO SERVICES GROUP Common Stock 45675Y104 134 31,700 SH   SOLE   31,700 0 0
INFOSYS TECHNOLOGIES ADR Foreign Stock 456788108 10,673 1,121,112 SH   SOLE   1,121,112 0 0
INFRAREIT INC Common Stock 45685L100 912 43,400 SH   SOLE   43,400 0 0
INFRASTRUCTURE AND ENERGY Common Stock 45686J104 155 18,900 SH   SOLE   18,900 0 0
INGERSOLL-RAND PLC Foreign Stock G47791101 72,159 790,957 SH   SOLE   790,957 0 0
INGEVITY CORP Common Stock 45688C107 24,322 290,621 SH   SOLE   290,621 0 0
INGLES MARKETS INC CL A Common Stock 457030104 794 29,178 SH   SOLE   29,178 0 0
INGREDION INC Common Stock 457187102 30,483 333,507 SH   SOLE   333,507 0 0
INNERWORKINGS INC Common Stock 45773Y105 98 26,100 SH   SOLE   26,100 0 0
INNOPHOS HOLDINGS INC Common Stock 45774N108 767 31,281 SH   SOLE   31,281 0 0
INNOSPEC INC Common Stock 45768S105 1,470 23,800 SH   SOLE   23,800 0 0
INNOVATE BIOPHARM Common Stock 45782F105 48 20,600 SH   SOLE   20,600 0 0
INNOVATIVE INDUST PROP Common Stock 45781V101 661 14,556 SH   SOLE   14,556 0 0
INNOVIVA INC Convertible Debt 88338TAB0 4,849 4,487,000 SH   SOLE   4,487,000 0 0
INNOVIVA INC Common Stock 45781M101 2,020 115,780 SH   SOLE   115,780 0 0
INOGEN INC Common Stock 45780L104 38,229 307,874 SH   SOLE   307,874 0 0
INOVALON HOLDINGS INC - A Common Stock 45781D101 959 67,600 SH   SOLE   67,600 0 0
INOVIO PHARMACEUTICALS IN Common Stock 45773H201 260 64,900 SH   SOLE   64,900 0 0
INPHI CORP Convertible Debt 45772FAC1 7,816 8,455,000 SH   SOLE   8,455,000 0 0
INPHI CORP Common Stock 45772F107 1,899 59,055 SH   SOLE   59,055 0 0
INSIGHT ENTERPRISES INC Common Stock 45765U103 2,539 62,304 SH   SOLE   62,304 0 0
INSMED INC Convertible Debt 457669AA7 2,086 2,929,000 SH   SOLE   2,929,000 0 0
INSMED INC Common Stock 457669307 985 75,100 SH   SOLE   75,100 0 0
INSPERITY INC Common Stock 45778Q107 5,675 60,790 SH   SOLE   60,790 0 0
INSPIRE MEDICAL SYSTEMS Common Stock 457730109 368 8,700 SH   SOLE   8,700 0 0
INSTALLED BLDG PRODUCTS Common Stock 45780R101 724 21,500 SH   SOLE   21,500 0 0
INSTEEL INDUSTRIES INC Common Stock 45774W108 481 19,800 SH   SOLE   19,800 0 0
INSTRUCTURE INC Common Stock 45781U103 4,995 133,166 SH   SOLE   133,166 0 0
INSULET CORP Common Stock 45784P101 14,171 178,662 SH   SOLE   178,662 0 0
INSYS THERAPEUTICS INC Common Stock 45824V209 79 22,700 SH   SOLE   22,700 0 0
INTEGER HOLDINGS CORP Common Stock 45826H109 2,456 32,212 SH   SOLE   32,212 0 0
INTEGRA LIFESCIENCES HLDG Common Stock 457985208 6,341 140,600 SH   SOLE   140,600 0 0
INTEGRATED DEV TEC Common Stock 458118106 6,262 129,300 SH   SOLE   129,300 0 0
INTEL CORPORATION Common Stock 458140100 538,412 11,472,669 SH   SOLE   11,472,669 0 0
INTELLIA THERAPEUTICS INC Common Stock 45826J105 483 35,390 SH   SOLE   35,390 0 0
INTELSAT SA Foreign Stock L5140P101 986 46,100 SH   SOLE   46,100 0 0
INTER PARFUMS INC Common Stock 458334109 2,448 37,330 SH   SOLE   37,330 0 0
INTERACTIVE BROKERS GRP Common Stock 45841N107 9,301 170,196 SH   SOLE   170,196 0 0
INTERCEPT PHARMACEUTICALS Common Stock 45845P108 2,268 22,500 SH   SOLE   22,500 0 0
INTERCEPT PHARMAS Convertible Debt 45845PAA6 2,912 3,161,000 SH   SOLE   3,161,000 0 0
INTERCONTINENTALEXCHANGE Common Stock 45866F104 121,722 1,615,854 SH   SOLE   1,615,854 0 0
INTERDIGITAL INC Common Stock 45867G101 2,352 35,400 SH   SOLE   35,400 0 0
INTERFACE INC Common Stock 458665304 827 58,000 SH   SOLE   58,000 0 0
INTERNAP CORP Common Stock 45885A409 27 6,600 SH   SOLE   6,600 0 0
INTERNATIONAL BANCSHARES Common Stock 459044103 5,602 162,862 SH   SOLE   162,862 0 0
INTERNATIONAL PAPER CO Common Stock 460146103 29,112 721,300 SH   SOLE   721,300 0 0
INTERNATIONAL SEAWAYS INC Foreign Stock Y41053102 408 24,246 SH   SOLE   24,246 0 0
INTERPUBLIC GROUP OF COS Common Stock 460690100 17,376 842,255 SH   SOLE   842,255 0 0
INTERSECT E N T INC Common Stock 46071F103 828 29,400 SH   SOLE   29,400 0 0
INTERXION HOLDING NV Foreign Stock N47279109 5,025 92,782 SH   SOLE   92,782 0 0
INTL BUSINESS MACHINES Common Stock 459200101 252,927 2,225,100 SH   SOLE   2,225,100 0 0
INTL FCSTONE INC Common Stock 46116V105 552 15,100 SH   SOLE   15,100 0 0
INTL FLAVORS & FRAGRANCES Common Stock 459506101 41,179 306,689 SH   SOLE   306,689 0 0
INTL GAME TECHNOLOGY PLC Foreign Stock G4863A108 2,851 194,850 SH   SOLE   194,850 0 0
INTL SPEEDWAY CORP CL A Common Stock 460335201 1,044 23,800 SH   SOLE   23,800 0 0
INTRA-CELLULAR THERAPIES Common Stock 46116X101 500 43,900 SH   SOLE   43,900 0 0
INTREPID POTASH INC Common Stock 46121Y102 180 69,307 SH   SOLE   69,307 0 0
INTREXON CORP Common Stock 46122T102 1,732 264,780 SH   SOLE   264,780 0 0
INTRICON CORP Common Stock 46121H109 1,213 45,986 SH   SOLE   45,986 0 0
INTUIT INC Common Stock 461202103 141,090 716,740 SH   SOLE   716,740 0 0
INTUITIVE SURGICAL INC Common Stock 46120E602 172,773 360,755 SH   SOLE   360,755 0 0
INVACARE CORPORATION Common Stock 461203101 237 55,028 SH   SOLE   55,028 0 0
INVESCO LTD COM STK Foreign Stock G491BT108 12,692 758,200 SH   SOLE   758,200 0 0
INVESCO MORTGAGE CAPITAL Common Stock 46131B100 1,596 110,200 SH   SOLE   110,200 0 0
INVESTAR HOLDING CORP Common Stock 46134L105 218 8,800 SH   SOLE   8,800 0 0
INVESTMENT TECHNOLOGY GP Common Stock 46145F105 968 32,000 SH   SOLE   32,000 0 0
INVESTORS BANCORP INC Common Stock 46146L101 2,569 247,016 SH   SOLE   247,016 0 0
INVESTORS REAL ESTATE TR Common Stock 461730509 574 11,690 SH   SOLE   11,690 0 0
INVESTORS TITLE CO Common Stock 461804106 441 2,496 SH   SOLE   2,496 0 0
INVITAE CORP Common Stock 46185L103 711 64,300 SH   SOLE   64,300 0 0
INVITATION HOMES INC Common Stock 46187W107 11,551 575,253 SH   SOLE   575,253 0 0
ION GEOPHYSICAL CORP Common Stock 462044207 61 11,800 SH   SOLE   11,800 0 0
IONIS PHARMACEUTICALS IN Convertible Debt 464337AJ3 2,742 2,562,000 SH   SOLE   2,562,000 0 0
IONIS PHARMACEUTICALS INC Common Stock 462222100 13,291 245,848 SH   SOLE   245,848 0 0
IOVANCE BIOTHERAPEUTICS Common Stock 462260100 713 80,600 SH   SOLE   80,600 0 0
IPG PHOTONICS CORP Common Stock 44980X109 9,584 84,600 SH   SOLE   84,600 0 0
IQVIA HOLDINGS INC Common Stock 46266C105 44,417 382,347 SH   SOLE   382,347 0 0
IRADIMED CORP Common Stock 46266A109 127 5,200 SH   SOLE   5,200 0 0
IRHYTHM TECHNOLOGIES INC Common Stock 450056106 8,080 116,286 SH   SOLE   116,286 0 0
IRIDIUM COMMUNICATIONS IN Common Stock 46269C102 1,738 94,200 SH   SOLE   94,200 0 0
IRON MOUNTAIN INC Common Stock 46284V101 18,685 576,520 SH   SOLE   576,520 0 0
IRONWOOD PHARMACEUTICALS Common Stock 46333X108 14,283 1,378,671 SH   SOLE   1,378,671 0 0
ISHARES MSCI ACWI EX US Common Stock 464288240 561 13,365 SH   SOLE   13,365 0 0
ISHARES MSCI EMERGING MKT Foreign Stock 464287234 18,675 478,115 SH   SOLE   478,115 0 0
ISHARES MSCI RUSSIA ETF Foreign Stock 46434G798 995 32,300 SH   SOLE   32,300 0 0
ISRAMCO INC Common Stock 465141406 142 1,200 SH   SOLE   1,200 0 0
ISTAR INC Common Stock 45031U101 585 63,800 SH   SOLE   63,800 0 0
ITERIS INC Common Stock 46564T107 54 14,500 SH   SOLE   14,500 0 0
ITERUM THERAPEUTICS PLC Foreign Stock G6333L101 87 17,400 SH   SOLE   17,400 0 0
ITRON INC Common Stock 465741106 5,447 115,184 SH   SOLE   115,184 0 0
ITT CORP Common Stock 45073V108 8,558 177,300 SH   SOLE   177,300 0 0
J ALEXANDERS HOLDINGS INC Common Stock 46609J106 104 12,625 SH   SOLE   12,625 0 0
J B HUNT TRANSPORT SVC Common Stock 445658107 42,798 460,000 SH   SOLE   460,000 0 0
J C PENNEY COMPANY INC Common Stock 708160106 306 293,800 SH   SOLE   293,800 0 0
J JILL INC Common Stock 46620W102 67 12,600 SH   SOLE   12,600 0 0
J&J SNACK FOODS CORP Common Stock 466032109 2,140 14,800 SH   SOLE   14,800 0 0
J2 GLOBAL INC Common Stock 48123V102 6,175 88,996 SH   SOLE   88,996 0 0
JABIL INC Common Stock 466313103 14,855 599,238 SH   SOLE   599,238 0 0
JACK HENRY & ASSOCIATES Common Stock 426281101 41,187 325,534 SH   SOLE   325,534 0 0
JACK IN THE BOX INC Common Stock 466367109 2,166 27,900 SH   SOLE   27,900 0 0
JACOBS ENGINEERING GROUP Common Stock 469814107 17,252 295,100 SH   SOLE   295,100 0 0
JAGGED PEAK ENERGY INC Common Stock 47009K107 899 98,545 SH   SOLE   98,545 0 0
JAMES RIVER GROUP HLDGS Foreign Stock G5005R107 932 25,500 SH   SOLE   25,500 0 0
JAZZ PHARMACEUTICALS PLC Foreign Stock G50871105 20,519 165,526 SH   SOLE   165,526 0 0
JBG SMITH PROPERTIES Common Stock 46590V100 6,697 192,377 SH   SOLE   192,377 0 0
JD.COM INC ADR Foreign Stock 47215P106 19,365 925,215 SH   SOLE   925,215 0 0
JEFFERIES FINANCIAL GROUP Common Stock 47233W109 21,053 1,212,750 SH   SOLE   1,212,750 0 0
JELD-WEN HOLDING INC Common Stock 47580P103 963 67,800 SH   SOLE   67,800 0 0
JERNIGAN CAPITAL INC Common Stock 476405105 1,109 55,933 SH   SOLE   55,933 0 0
JETBLUE AIRWAYS CORP Common Stock 477143101 12,866 801,141 SH   SOLE   801,141 0 0
JOHN BEAN TECH CORP Common Stock 477839104 12,830 178,665 SH   SOLE   178,665 0 0
JOHNSON & JOHNSON Common Stock 478160104 892,536 6,916,200 SH   SOLE   6,916,200 0 0
JOHNSON CONTROLS INT PLC Foreign Stock G51502105 61,579 2,076,869 SH   SOLE   2,076,869 0 0
JOHNSON OUTDOORS INC Common Stock 479167108 932 15,861 SH   SOLE   15,861 0 0
JONES LANG LASALLE INC Common Stock 48020Q107 76,372 603,256 SH   SOLE   603,256 0 0
JOUNCE THERAPEUTICS INC Common Stock 481116101 76 22,484 SH   SOLE   22,484 0 0
JP MORGAN CHASE & COMPANY Common Stock 46625H100 800,537 8,200,546 SH   SOLE   8,200,546 0 0
JUNIPER NETWORKS INC Common Stock 48203R104 23,693 880,437 SH   SOLE   880,437 0 0
K T CORP-SP ADR Foreign Stock 48268K101 4,614 324,502 SH   SOLE   324,502 0 0
K V H INDUSTRIES INC Common Stock 482738101 151 14,700 SH   SOLE   14,700 0 0
K12 INC Common Stock 48273U102 6,560 264,603 SH   SOLE   264,603 0 0
KADANT INC Common Stock 48282T104 2,302 28,259 SH   SOLE   28,259 0 0
KADMON HOLDINGS INC Common Stock 48283N106 184 88,500 SH   SOLE   88,500 0 0
KAISER ALUMINUM CORP Common Stock 483007704 2,782 31,155 SH   SOLE   31,155 0 0
KALA PHARMACEUTICALS INC Common Stock 483119103 71 14,600 SH   SOLE   14,600 0 0
KAMAN CORPORATION Common Stock 483548103 1,520 27,100 SH   SOLE   27,100 0 0
KANSAS CITY SOUTHERN Common Stock 485170302 20,550 215,300 SH   SOLE   215,300 0 0
KAR AUCTION SERVICES INC Common Stock 48238T109 18,315 383,802 SH   SOLE   383,802 0 0
KARYOPHARM THERAPEUTICS I Common Stock 48576U106 417 44,500 SH   SOLE   44,500 0 0
KB FINANCIAL GRP INC ADR Foreign Stock 48241A105 12,356 294,327 SH   SOLE   294,327 0 0
KB HOME Common Stock 48666K109 2,074 108,595 SH   SOLE   108,595 0 0
KBR INC Common Stock 48242W106 2,101 138,400 SH   SOLE   138,400 0 0
KEANE GROUP INC Common Stock 48669A108 4,673 571,261 SH   SOLE   571,261 0 0
KEARNY FINANCIAL CORP/MD Common Stock 48716P108 1,221 95,226 SH   SOLE   95,226 0 0
KELLOGG COMPANY Common Stock 487836108 42,843 751,500 SH   SOLE   751,500 0 0
KELLY SERVICES CLASS A Common Stock 488152208 621 30,300 SH   SOLE   30,300 0 0
KEMET CORP Common Stock 488360207 1,000 57,000 SH   SOLE   57,000 0 0
KEMPER CORP Common Stock 488401100 10,979 165,389 SH   SOLE   165,389 0 0
KENNAMETAL INC Common Stock 489170100 4,103 123,277 SH   SOLE   123,277 0 0
KENNEDY WILSON HOLDINGS I Common Stock 489398107 2,608 143,527 SH   SOLE   143,527 0 0
KEURIG DR PEPPER INC Common Stock 49271V100 8,887 346,600 SH   SOLE   346,600 0 0
KEY ENERGY SERVICES INC Common Stock 49309J103 23 11,000 SH   SOLE   11,000 0 0
KEYCORP Common Stock 493267108 30,112 2,037,332 SH   SOLE   2,037,332 0 0
KEYSIGHT TECHNOLOGIES INC Common Stock 49338L103 22,672 365,200 SH   SOLE   365,200 0 0
KEYW HOLDING CORP/THE Common Stock 493723100 293 43,800 SH   SOLE   43,800 0 0
KEZAR LIFE SCIENCES INC Common Stock 49372L100 73 3,100 SH   SOLE   3,100 0 0
KFORCE INC Common Stock 493732101 1,490 48,196 SH   SOLE   48,196 0 0
KILROY REALTY CORPORATION Common Stock 49427F108 11,765 187,100 SH   SOLE   187,100 0 0
KIMBALL ELECTRONICS INC Common Stock 49428J109 475 30,649 SH   SOLE   30,649 0 0
KIMBALL INTERNATIONAL INC Common Stock 494274103 473 33,300 SH   SOLE   33,300 0 0
KIMBERLY-CLARK CORP Common Stock 494368103 90,959 798,310 SH   SOLE   798,310 0 0
KIMCO REALTY CORPORATION Common Stock 49446R109 13,099 894,100 SH   SOLE   894,100 0 0
KINDER MORGAN INC Common Stock 49456B101 61,858 4,022,000 SH   SOLE   4,022,000 0 0
KINDRED BIOSCIENCES INC Common Stock 494577109 872 79,632 SH   SOLE   79,632 0 0
KINGSTONE COS INC Common Stock 496719105 172 9,700 SH   SOLE   9,700 0 0
KINIKSA PHARMACEUTICALS-A Foreign Stock G5269C101 107 3,800 SH   SOLE   3,800 0 0
KINSALE CAPITAL GROUP INC Common Stock 49714P108 1,982 35,676 SH   SOLE   35,676 0 0
KIRBY CORPORATION Common Stock 497266106 10,548 156,586 SH   SOLE   156,586 0 0
KIRKLANDS INC Common Stock 497498105 156 16,400 SH   SOLE   16,400 0 0
KITE REALTY GROUP TRUST Common Stock 49803T300 1,144 81,200 SH   SOLE   81,200 0 0
KKR REAL ESTATE FINANCE T Common Stock 48251K100 341 17,799 SH   SOLE   17,799 0 0
KLA-TENCOR CORPORATION Common Stock 482480100 30,638 342,361 SH   SOLE   342,361 0 0
KLX ENERGY SERVICES HOLD Common Stock 48253L106 2,223 94,780 SH   SOLE   94,780 0 0
KNIGHT-SWIFT TRANS CL A Common Stock 499049104 6,992 278,892 SH   SOLE   278,892 0 0
KNOLL INC Common Stock 498904200 781 47,400 SH   SOLE   47,400 0 0
KNOWLES CORP Common Stock 49926D109 5,189 389,882 SH   SOLE   389,882 0 0
KOHL'S CORPORATION Common Stock 500255104 22,952 345,970 SH   SOLE   345,970 0 0
KOPIN CORPORATION Common Stock 500600101 61 60,700 SH   SOLE   60,700 0 0
KOPPERS HOLDINGS INC Common Stock 50060P106 621 36,456 SH   SOLE   36,456 0 0
KORN FERRY Common Stock 500643200 2,226 56,300 SH   SOLE   56,300 0 0
KORNIT DIGITAL LTD Foreign Stock M6372Q113 1,046 55,861 SH   SOLE   55,861 0 0
KOSMOS ENERGY LTD Common Stock 500688106 3,217 790,300 SH   SOLE   790,300 0 0
KRAFT HEINZ COMPANY/THE Common Stock 500754106 76,247 1,771,540 SH   SOLE   1,771,540 0 0
KRATON CORP Common Stock 50077C106 664 30,400 SH   SOLE   30,400 0 0
KRATOS DEFENSE & SECURITY Common Stock 50077B207 2,466 175,049 SH   SOLE   175,049 0 0
KROGER COMPANY/THE Common Stock 501044101 67,435 2,452,199 SH   SOLE   2,452,199 0 0
KRONOS WORLDWIDE INC Common Stock 50105F105 361 31,296 SH   SOLE   31,296 0 0
KRYSTAL BIOTECH INC Common Stock 501147102 159 7,675 SH   SOLE   7,675 0 0
KULICKE & SOFFA IND INC Common Stock 501242101 647 31,941 SH   SOLE   31,941 0 0
KURA ONCOLOGY INC Common Stock 50127T109 359 25,600 SH   SOLE   25,600 0 0
L BRANDS INC Common Stock 501797104 14,601 568,800 SH   SOLE   568,800 0 0
L3 TECHNOLOGIES INC Common Stock 502413107 25,658 147,750 SH   SOLE   147,750 0 0
LA JOLLA PHARMACEUTICAL C Common Stock 503459604 226 24,000 SH   SOLE   24,000 0 0
LABORATORY CP OF AMER HLD Common Stock 50540R409 48,097 380,631 SH   SOLE   380,631 0 0
LADDER CAPITAL CORP Common Stock 505743104 1,358 87,790 SH   SOLE   87,790 0 0
LADENBURG THALMANN FINANC Common Stock 50575Q102 272 116,717 SH   SOLE   116,717 0 0
LAKELAND BANCORP INC Common Stock 511637100 629 42,500 SH   SOLE   42,500 0 0
LAKELAND FINANCIAL CORP Common Stock 511656100 1,070 26,641 SH   SOLE   26,641 0 0
LAM RESEARCH CORP Common Stock 512807108 43,984 323,011 SH   SOLE   323,011 0 0
LAMAR ADVERTISING CO-CL A Common Stock 512816109 12,993 187,810 SH   SOLE   187,810 0 0
LAMB WESTON HOLDINGS INC Common Stock 513272104 34,318 466,533 SH   SOLE   466,533 0 0
LANCASTER COLONY CORP Common Stock 513847103 3,290 18,600 SH   SOLE   18,600 0 0
LANDEC CORP Common Stock 514766104 359 30,300 SH   SOLE   30,300 0 0
LANDS END INC Common Stock 51509F105 159 11,200 SH   SOLE   11,200 0 0
LANDSTAR SYSTEM INC Common Stock 515098101 18,321 191,500 SH   SOLE   191,500 0 0
LANNETT CO INC Common Stock 516012101 67 13,600 SH   SOLE   13,600 0 0
LANTHEUS HOLDINGS INC Common Stock 516544103 552 35,300 SH   SOLE   35,300 0 0
LAREDO PETROLEUM HLDGS IN Common Stock 516806106 525 144,900 SH   SOLE   144,900 0 0
LAS VEGAS SANDS CORP Common Stock 517834107 42,400 814,600 SH   SOLE   814,600 0 0
LATTICE SEMICONDUCTOR Common Stock 518415104 775 112,000 SH   SOLE   112,000 0 0
LAUREATE EDUCATION INC-A Common Stock 518613203 1,250 82,000 SH   SOLE   82,000 0 0
LAWSON PRODUCTS INC Common Stock 520776105 833 26,345 SH   SOLE   26,345 0 0
LAZARD LTD-CL A Foreign Stock G54050102 14,752 399,686 SH   SOLE   399,686 0 0
LA-Z-BOY INC Common Stock 505336107 1,762 63,571 SH   SOLE   63,571 0 0
LCI INDUSTRIES Common Stock 50189K103 5,320 79,635 SH   SOLE   79,635 0 0
LCNB CORPORATION Common Stock 50181P100 138 9,100 SH   SOLE   9,100 0 0
LEAF GROUP LTD Common Stock 52177G102 86 12,500 SH   SOLE   12,500 0 0
LEAR CORP Common Stock 521865204 23,701 192,914 SH   SOLE   192,914 0 0
LEGACYTEXAS FINANCIAL GRO Common Stock 52471Y106 2,174 67,745 SH   SOLE   67,745 0 0
LEGG MASON INC Common Stock 524901105 10,182 399,122 SH   SOLE   399,122 0 0
LEGGETT & PLATT INC Common Stock 524660107 8,275 230,900 SH   SOLE   230,900 0 0
LEIDOS HOLDINGS INC Common Stock 525327102 18,450 349,957 SH   SOLE   349,957 0 0
LEMAITRE VASCULAR INC Common Stock 525558201 364 15,400 SH   SOLE   15,400 0 0
LENDING TREE INC Common Stock 52603B107 3,567 16,247 SH   SOLE   16,247 0 0
LENDINGCLUB CORP Common Stock 52603A109 815 310,000 SH   SOLE   310,000 0 0
LENNAR CORP-CLASS B Common Stock 526057302 885 28,239 SH   SOLE   28,239 0 0
LENNAR CORPORATION CL A Common Stock 526057104 23,178 592,022 SH   SOLE   592,022 0 0
LENNOX INTERNATIONAL INC Common Stock 526107107 25,935 118,500 SH   SOLE   118,500 0 0
LEVEL ONE BANCORP INC Common Stock 52730D208 83 3,700 SH   SOLE   3,700 0 0
LEXICON PHARMACEUTICALS Common Stock 528872302 326 49,148 SH   SOLE   49,148 0 0
LEXINGTON REALTY TRUST Common Stock 529043101 1,735 211,300 SH   SOLE   211,300 0 0
LGI HOMES INC Common Stock 50187T106 823 18,200 SH   SOLE   18,200 0 0
LHC GROUP INC Common Stock 50187A107 8,745 93,155 SH   SOLE   93,155 0 0
LIBERTY BRAVES GROUP- A Common Stock 531229706 251 10,050 SH   SOLE   10,050 0 0
LIBERTY BRAVES GROUP- C Common Stock 531229888 870 34,970 SH   SOLE   34,970 0 0
LIBERTY BROADBAND CORP-A Common Stock 530307107 3,540 49,300 SH   SOLE   49,300 0 0
LIBERTY BROADBAND CORP-C Common Stock 530307305 45,276 628,571 SH   SOLE   628,571 0 0
LIBERTY EXPEDIA HLDGS - A Common Stock 53046P109 2,092 53,500 SH   SOLE   53,500 0 0
LIBERTY FORMULA ONE- A Common Stock 531229870 1,391 46,800 SH   SOLE   46,800 0 0
LIBERTY FORMULA ONE- C Common Stock 531229854 16,193 527,451 SH   SOLE   527,451 0 0
LIBERTY GLOBAL PLC-CL A Foreign Stock G5480U104 1,941 90,975 SH   SOLE   90,975 0 0
LIBERTY GLOBAL PLC-CL C Foreign Stock G5480U120 38,985 1,888,811 SH   SOLE   1,888,811 0 0
LIBERTY LATIN AMER - CL C Foreign Stock G9001E128 3,527 242,057 SH   SOLE   242,057 0 0
LIBERTY LATIN AMERICA LTD Foreign Stock G9001E102 617 42,600 SH   SOLE   42,600 0 0
LIBERTY MEDIA CORP Convertible Debt 531229AE2 5,587 11,809,000 SH   SOLE   11,809,000 0 0
LIBERTY OILFIELD SVCS-A Common Stock 53115L104 563 43,500 SH   SOLE   43,500 0 0
LIBERTY PROPERTY TRUST Common Stock 531172104 11,898 284,100 SH   SOLE   284,100 0 0
LIBERTY SIRIUS GROUP- C Common Stock 531229607 13,002 351,600 SH   SOLE   351,600 0 0
LIBERTY SIRIUSXM GROUP- A Common Stock 531229409 6,521 177,200 SH   SOLE   177,200 0 0
LIBERTY TRIP ADVISOR HDG Common Stock 531465102 4,415 277,855 SH   SOLE   277,855 0 0
LIFE STORAGE INC Common Stock 53223X107 8,230 88,500 SH   SOLE   88,500 0 0
LIFETIME BRANDS INC Common Stock 53222Q103 98 9,800 SH   SOLE   9,800 0 0
LIGAND PHARMACEUTICALS-CL Common Stock 53220K504 6,044 44,543 SH   SOLE   44,543 0 0
LILIS ENERGY INC Common Stock 532403201 2 1,600 SH   SOLE   1,600 0 0
LIMELIGHT NETWORKS INC Common Stock 53261M104 850 363,344 SH   SOLE   363,344 0 0
LIMONEIRA CO Common Stock 532746104 268 13,700 SH   SOLE   13,700 0 0
LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 9,675 122,700 SH   SOLE   122,700 0 0
LINCOLN NATIONAL CORP Common Stock 534187109 33,703 656,845 SH   SOLE   656,845 0 0
LINDBLAD EXPEDITIONS HOLD Common Stock 535219109 320 23,800 SH   SOLE   23,800 0 0
LINDE PLC Foreign Stock G5494J103 212,306 1,360,587 SH   SOLE   1,360,587 0 0
LINDSAY CORPORATION Common Stock 535555106 1,020 10,600 SH   SOLE   10,600 0 0
LIONS GATE ENTMNT-A Foreign Stock 535919401 1,309 81,300 SH   SOLE   81,300 0 0
LIONS GATE ENTMNT-B Foreign Stock 535919500 5,729 385,032 SH   SOLE   385,032 0 0
LIQUIDIA TECHNOLOGIES INC Common Stock 53635D202 96 4,415 SH   SOLE   4,415 0 0
LIQUIDITY SERVICES INC Common Stock 53635B107 228 36,994 SH   SOLE   36,994 0 0
LITHIA MOTORS INC Common Stock 536797103 1,717 22,500 SH   SOLE   22,500 0 0
LITTELFUSE INC Common Stock 537008104 39,597 230,913 SH   SOLE   230,913 0 0
LIVANOVA PLC Foreign Stock G5509L101 9,468 103,512 SH   SOLE   103,512 0 0
LIVE NATION ENTERTAINMENT Common Stock 538034109 25,873 525,330 SH   SOLE   525,330 0 0
LIVE OAK BANCHARES INC Common Stock 53803X105 421 28,400 SH   SOLE   28,400 0 0
LIVEPERSON INC Common Stock 538146101 6,707 355,595 SH   SOLE   355,595 0 0
LIVERAMP HOLDINGS INC Common Stock 53815P108 5,558 143,871 SH   SOLE   143,871 0 0
LIVEXLIVE MEDIA INC Common Stock 53839L208 26 5,300 SH   SOLE   5,300 0 0
LKQ CORPORATION Common Stock 501889208 22,912 965,542 SH   SOLE   965,542 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 170,560 651,390 SH   SOLE   651,390 0 0
LOEWS CORPORATION Common Stock 540424108 22,127 486,100 SH   SOLE   486,100 0 0
LOGMEIN INC Common Stock 54142L109 9,258 113,500 SH   SOLE   113,500 0 0
LORAL SPACE & COMMUNICTNS Common Stock 543881106 510 13,700 SH   SOLE   13,700 0 0
LOUISIANA-PACIFIC CORP Common Stock 546347105 3,227 145,235 SH   SOLE   145,235 0 0
LOVESAC CO/THE Common Stock 54738L109 128 5,600 SH   SOLE   5,600 0 0
LOWES COMPANIES Common Stock 548661107 192,556 2,084,846 SH   SOLE   2,084,846 0 0
LOXO ONCOLOGY INC Common Stock 548862101 7,453 53,211 SH   SOLE   53,211 0 0
LPL FINANCIAL HLDGS INC Common Stock 50212V100 11,129 182,198 SH   SOLE   182,198 0 0
LSB INDUSTRIES INC Common Stock 502160104 99 18,000 SH   SOLE   18,000 0 0
LSC COMMUNICATIONS INC Common Stock 50218P107 251 35,800 SH   SOLE   35,800 0 0
LTC PROPERTIES INC Common Stock 502175102 1,609 38,600 SH   SOLE   38,600 0 0
LULULEMON ATHLETICA INC Common Stock 550021109 27,750 228,192 SH   SOLE   228,192 0 0
LUMBER LIQUIDATORS HLDGS Common Stock 55003T107 253 26,600 SH   SOLE   26,600 0 0
LUMENTUM HOLDINGS INC Common Stock 55024U109 3,426 81,561 SH   SOLE   81,561 0 0
LUMINEX CORP Common Stock 55027E102 941 40,700 SH   SOLE   40,700 0 0
LUTHER BURBANK CORP Common Stock 550550107 136 15,100 SH   SOLE   15,100 0 0
LUXFER HOLDINGS PLC Foreign Stock G5698W116 1,990 112,867 SH   SOLE   112,867 0 0
LUXOFT HOLDING INC Foreign Stock G57279104 168 5,529 SH   SOLE   5,529 0 0
LYDALL INC Common Stock 550819106 331 16,300 SH   SOLE   16,300 0 0
LYONDELLBASELL INDU-CL A Foreign Stock N53745100 80,655 969,878 SH   SOLE   969,878 0 0
M B FINANCIAL INC Common Stock 55264U108 3,230 81,500 SH   SOLE   81,500 0 0
M B T FINANCIAL CORP Common Stock 578877102 147 15,845 SH   SOLE   15,845 0 0
M D C PARTNERS INC-CL A Foreign Stock 552697104 38 14,400 SH   SOLE   14,400 0 0
M E D N A X INC Common Stock 58502B106 23,796 721,089 SH   SOLE   721,089 0 0
M&T BANK CORPORATION Common Stock 55261F104 40,434 282,500 SH   SOLE   282,500 0 0
M/I HOMES INC Common Stock 55305B101 572 27,200 SH   SOLE   27,200 0 0
MACATAWA BANK CORP Common Stock 554225102 232 24,100 SH   SOLE   24,100 0 0
MACERICH COMPANY/THE Common Stock 554382101 11,997 277,200 SH   SOLE   277,200 0 0
MACK-CALI REALTY CORP Common Stock 554489104 1,740 88,818 SH   SOLE   88,818 0 0
MACOM TECH SOLUTIONS Common Stock 55405Y100 645 44,436 SH   SOLE   44,436 0 0
MACQUARIE INFRASTRUCTURE Convertible Debt 55608BAB1 3,678 4,250,000 SH   SOLE   4,250,000 0 0
MACQUARIE INFRASTRUCTURE Common Stock 55608B105 5,524 151,100 SH   SOLE   151,100 0 0
MACROGENICS INC Common Stock 556099109 629 49,553 SH   SOLE   49,553 0 0
MACY'S INC Common Stock 55616P104 16,188 543,600 SH   SOLE   543,600 0 0
MADISON SQUARE GARDEN-CLA Common Stock 55825T103 10,195 38,083 SH   SOLE   38,083 0 0
MADRIGAL PHARMACEUTICALS Common Stock 558868105 800 7,100 SH   SOLE   7,100 0 0
MAGELLAN HEALTH INC Common Stock 559079207 1,377 24,200 SH   SOLE   24,200 0 0
MAGENTA THERAPEUTICS INC Common Stock 55910K108 27 4,700 SH   SOLE   4,700 0 0
MAIDEN HOLDINGS LTD Foreign Stock G5753U112 122 73,795 SH   SOLE   73,795 0 0
MAJESCO Common Stock 56068V102 64 8,978 SH   SOLE   8,978 0 0
MAKEMYTRIP LTD Foreign Stock V5633W109 9,002 370,005 SH   SOLE   370,005 0 0
MALIBU BOATS INC Common Stock 56117J100 699 20,100 SH   SOLE   20,100 0 0
MALLINCKRODT PLC Foreign Stock G5785G107 1,315 83,200 SH   SOLE   83,200 0 0
MALVERN BANCORP INC Common Stock 561409103 136 6,900 SH   SOLE   6,900 0 0
MAMMOTH ENERGY SERVICES Common Stock 56155L108 5,123 284,926 SH   SOLE   284,926 0 0
MANHATTAN ASSOCIATES INC Common Stock 562750109 56,208 1,326,603 SH   SOLE   1,326,603 0 0
MANITEX INTERNATIONAL IN Common Stock 563420108 91 16,100 SH   SOLE   16,100 0 0
MANITOWOC COMPANY INC/THE Common Stock 563571405 512 34,650 SH   SOLE   34,650 0 0
MANNKIND CORP Common Stock 56400P706 113 106,300 SH   SOLE   106,300 0 0
MANPOWER INC Common Stock 56418H100 12,799 197,512 SH   SOLE   197,512 0 0
MANTECH INTERNATIONAL Common Stock 564563104 19,771 378,061 SH   SOLE   378,061 0 0
MANULIFE FINANCIAL CORP Foreign Stock 56501R106 2,662 187,614 SH   SOLE   187,614 0 0
MARATHON OIL CORPORATION Common Stock 565849106 22,017 1,535,350 SH   SOLE   1,535,350 0 0
MARATHON PETROLEUM CORP Common Stock 56585A102 116,338 1,971,501 SH   SOLE   1,971,501 0 0
MARCUS & MILLICHAP INC Common Stock 566324109 2,803 81,637 SH   SOLE   81,637 0 0
MARCUS CORPORATION/THE Common Stock 566330106 751 19,000 SH   SOLE   19,000 0 0
MARINE PRODUCTS CORP Common Stock 568427108 166 9,800 SH   SOLE   9,800 0 0
MARINEMAX INC Common Stock 567908108 531 29,000 SH   SOLE   29,000 0 0
MARINUS PHARM INC Common Stock 56854Q101 74 25,800 SH   SOLE   25,800 0 0
MARKEL CORPORATION Common Stock 570535104 34,492 33,228 SH   SOLE   33,228 0 0
MARKETAXESS HOLDINGS INC Common Stock 57060D108 14,961 70,800 SH   SOLE   70,800 0 0
MARLIN BUSINESS SERVICES Common Stock 571157106 291 13,053 SH   SOLE   13,053 0 0
MARRIOTT INTL CLASS A Common Stock 571903202 110,919 1,021,730 SH   SOLE   1,021,730 0 0
MARRIOTT VACATION WORLDW Convertible Debt 57164YAB3 3,107 3,622,000 SH   SOLE   3,622,000 0 0
MARRIOTT VACATIONS WORLDW Common Stock 57164Y107 2,783 39,463 SH   SOLE   39,463 0 0
MARRONE BIO INNOVATIONS I Common Stock 57165B106 31 21,100 SH   SOLE   21,100 0 0
MARSH & MCLENNAN COS Common Stock 571748102 111,182 1,394,128 SH   SOLE   1,394,128 0 0
MARTEN TRANSPORT LTD Common Stock 573075108 5,100 315,003 SH   SOLE   315,003 0 0
MARTIN MARIETTA MATERIALS Common Stock 573284106 34,875 202,915 SH   SOLE   202,915 0 0
MARVELL TECHNOLOGY GROUP Foreign Stock G5876H105 17,500 1,080,924 SH   SOLE   1,080,924 0 0
MASCO CORPORATION Common Stock 574599106 37,459 1,281,091 SH   SOLE   1,281,091 0 0
MASIMO CORPORATION Common Stock 574795100 10,862 101,166 SH   SOLE   101,166 0 0
MASONITE INTERNATIONAL CO Foreign Stock 575385109 1,206 26,900 SH   SOLE   26,900 0 0
MASTEC INC Common Stock 576323109 8,686 214,151 SH   SOLE   214,151 0 0
MASTERCARD INC CLASS A Common Stock 57636Q104 481,315 2,551,366 SH   SOLE   2,551,366 0 0
MASTERCRAFT BOAT HOLDINGS Common Stock 57637H103 1,223 65,420 SH   SOLE   65,420 0 0
MATADOR RESOURCES CO Common Stock 576485205 2,425 156,167 SH   SOLE   156,167 0 0
MATCH GROUP INC Common Stock 57665R106 4,457 104,200 SH   SOLE   104,200 0 0
MATERION CORP Common Stock 576690101 2,519 56,000 SH   SOLE   56,000 0 0
MATRIX SERVICE COMPANY Common Stock 576853105 466 26,000 SH   SOLE   26,000 0 0
MATSON INC Common Stock 57686G105 1,332 41,600 SH   SOLE   41,600 0 0
MATTEL INC Common Stock 577081102 17,630 1,764,750 SH   SOLE   1,764,750 0 0
MATTHEWS INTL CORP CL A Common Stock 577128101 1,243 30,600 SH   SOLE   30,600 0 0
MAUI LAND & PINEAPPLE CO Common Stock 577345101 71 7,200 SH   SOLE   7,200 0 0
MAXAR TECHNOLOGIES LTD Foreign Stock 57778L103 684 57,200 SH   SOLE   57,200 0 0
MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 37,400 735,490 SH   SOLE   735,490 0 0
MAXIMUS INC Common Stock 577933104 5,000 76,819 SH   SOLE   76,819 0 0
MAXLINEAR INC Common Stock 57776J100 4,745 269,621 SH   SOLE   269,621 0 0
MAXWELL TECHNOLOGIES INC Common Stock 577767106 49 23,900 SH   SOLE   23,900 0 0
MBIA INC Common Stock 55262C100 774 86,811 SH   SOLE   86,811 0 0
MCCORMICK & CO-NON VOTNG Common Stock 579780206 49,890 358,300 SH   SOLE   358,300 0 0
MCDERMOTT INTERNATIONAL Foreign Stock 580037703 3,941 602,571 SH   SOLE   602,571 0 0
MCDONALD'S CORPORATION Common Stock 580135101 374,297 2,107,884 SH   SOLE   2,107,884 0 0
MCGRATH RENTCORP Common Stock 580589109 1,591 30,912 SH   SOLE   30,912 0 0
MCKESSON CORPORATION Common Stock 58155Q103 80,142 725,468 SH   SOLE   725,468 0 0
MDC HOLDINGS INC Common Stock 552676108 1,251 44,492 SH   SOLE   44,492 0 0
MDU RESOURCES GROUP INC Common Stock 552690109 8,044 337,400 SH   SOLE   337,400 0 0
MEDEQUITIES REALTY TRUST Common Stock 58409L306 210 30,700 SH   SOLE   30,700 0 0
MEDICAL PROP TRUST INC Common Stock 58463J304 27,081 1,684,163 SH   SOLE   1,684,163 0 0
MEDICINES COMPANY Common Stock 584688105 4,871 254,492 SH   SOLE   254,492 0 0
MEDICINOVA INC Common Stock 58468P206 334 40,867 SH   SOLE   40,867 0 0
MEDIDATA SOLUTIONS INC Common Stock 58471A105 35,715 529,743 SH   SOLE   529,743 0 0
MEDIFAST INC Common Stock 58470H101 1,863 14,900 SH   SOLE   14,900 0 0
MEDPACE HOLDINGS INC Common Stock 58506Q109 2,061 38,938 SH   SOLE   38,938 0 0
MEDTRONIC PLC Foreign Stock G5960L103 343,616 3,777,664 SH   SOLE   3,777,664 0 0
MEET GROUP INC/THE Common Stock 58513U101 248 53,500 SH   SOLE   53,500 0 0
MEIRAGTX HOLDINGS PLC Foreign Stock G59665102 15 1,600 SH   SOLE   1,600 0 0
MELINTA THERAPEUTICS INC Common Stock 58549G100 25 31,350 SH   SOLE   31,350 0 0
MENLO THERAPEUTICS INC Common Stock 586858102 14 3,500 SH   SOLE   3,500 0 0
MERCADOLIBRE INC Common Stock 58733R102 36,105 123,290 SH   SOLE   123,290 0 0
MERCANTILE BANK CORP Common Stock 587376104 500 17,700 SH   SOLE   17,700 0 0
MERCER INTERNATIONAL INC Common Stock 588056101 121 11,613 SH   SOLE   11,613 0 0
MERCHANTS BANCORP/IN Common Stock 58844R108 357 17,900 SH   SOLE   17,900 0 0
MERCK & COMPANY INC Common Stock 58933Y105 546,035 7,146,126 SH   SOLE   7,146,126 0 0
MERCURY GENERAL CORP Common Stock 589400100 2,854 55,200 SH   SOLE   55,200 0 0
MERCURY SYSTEMS INC Common Stock 589378108 3,155 66,717 SH   SOLE   66,717 0 0
MEREDITH CORPORATION Common Stock 589433101 12,827 246,966 SH   SOLE   246,966 0 0
MERIDIAN BANCORP INC Common Stock 58958U103 724 50,567 SH   SOLE   50,567 0 0
MERIDIAN BIOSCIENCE INC Common Stock 589584101 3,148 181,334 SH   SOLE   181,334 0 0
MERIT MEDICAL SYSTEMS INC Common Stock 589889104 4,933 88,382 SH   SOLE   88,382 0 0
MERITAGE HOME CORPORATION Common Stock 59001A102 18,075 492,235 SH   SOLE   492,235 0 0
MERITOR INC Convertible Debt 59001KAF7 4,802 5,500,000 SH   SOLE   5,500,000 0 0
MERITOR INC Common Stock 59001K100 2,322 137,325 SH   SOLE   137,325 0 0
MERSANA THERAPEUTICS INC Common Stock 59045L106 49 12,100 SH   SOLE   12,100 0 0
MESA AIR GROUP INC Common Stock 590479135 73 9,500 SH   SOLE   9,500 0 0
MESA LABORATORIES INC Common Stock 59064R109 688 3,300 SH   SOLE   3,300 0 0
META FINANCIAL GROUP INC Common Stock 59100U108 683 35,207 SH   SOLE   35,207 0 0
METHODE ELECTRONICS INC Common Stock 591520200 899 38,583 SH   SOLE   38,583 0 0
METLIFE INC Common Stock 59156R108 82,465 2,008,400 SH   SOLE   2,008,400 0 0
METROPOLITAN BANK HOLDING Common Stock 591774104 225 7,300 SH   SOLE   7,300 0 0
METTLER-TOLEDO INTL INC Common Stock 592688105 62,053 109,716 SH   SOLE   109,716 0 0
MFA MORTGAGE INVEST INC Common Stock 55272X102 5,699 853,200 SH   SOLE   853,200 0 0
MGE ENERGY INC Common Stock 55277P104 2,251 37,543 SH   SOLE   37,543 0 0
MGIC INVESTMENT CORP Common Stock 552848103 6,330 605,197 SH   SOLE   605,197 0 0
MGM RESORTS INTERNATIONAL Common Stock 552953101 23,559 971,100 SH   SOLE   971,100 0 0
MGP INGREDIENTS INC Common Stock 55303J106 742 13,000 SH   SOLE   13,000 0 0
MICHAEL KORS HOLDINGS LTD Foreign Stock G60754101 11,389 300,337 SH   SOLE   300,337 0 0
MICHAELS COS INC/THE Common Stock 59408Q106 5,351 395,200 SH   SOLE   395,200 0 0
MICRO STRATEGY INC Common Stock 594972408 1,201 9,400 SH   SOLE   9,400 0 0
MICROCHIP TECHNOLOGY INC Common Stock 595017104 31,120 432,699 SH   SOLE   432,699 0 0
MICRON TECHNOLOGY Common Stock 595112103 89,006 2,805,111 SH   SOLE   2,805,111 0 0
MICROSOFT CORPORATION Common Stock 594918104 2,055,244 20,234,755 SH   SOLE   20,234,755 0 0
MID PENN BANCORP INC Common Stock 59540G107 120 5,200 SH   SOLE   5,200 0 0
MID-AMERICA APARTMENT COM Common Stock 59522J103 21,074 220,211 SH   SOLE   220,211 0 0
MIDDLEBY CORPORATION/THE Common Stock 596278101 20,357 198,156 SH   SOLE   198,156 0 0
MIDDLEFIELD BANC CORP Common Stock 596304204 204 4,800 SH   SOLE   4,800 0 0
MIDDLESEX WATER CO Common Stock 596680108 838 15,700 SH   SOLE   15,700 0 0
MIDLAND STATES BANCORP IN Common Stock 597742105 525 23,500 SH   SOLE   23,500 0 0
MIDSOUTH BANCORP INC Common Stock 598039105 148 14,000 SH   SOLE   14,000 0 0
MIDSTATES PETROLEUM CO I Common Stock 59804T407 89 11,900 SH   SOLE   11,900 0 0
MIDWESTONE FINL GROUP INC Common Stock 598511103 276 11,100 SH   SOLE   11,100 0 0
MILACRON HOLDINGS CORP Common Stock 59870L106 10,877 914,841 SH   SOLE   914,841 0 0
MILLER INDUSTRIES INC Common Stock 600551204 331 12,258 SH   SOLE   12,258 0 0
MIMECAST LTD Foreign Stock G14838109 5,439 161,742 SH   SOLE   161,742 0 0
MINDBODY INC - CLASS A Common Stock 60255W105 2,617 71,891 SH   SOLE   71,891 0 0
MINERALS TECH Common Stock 603158106 1,787 34,800 SH   SOLE   34,800 0 0
MINERVA NEUROSCIENCES INC Common Stock 603380106 173 25,600 SH   SOLE   25,600 0 0
MIRAGEN THERAPEUTICS INC Common Stock 60463E103 86 28,400 SH   SOLE   28,400 0 0
MIRATI THERAPEUTICS INC Common Stock 60468T105 865 20,400 SH   SOLE   20,400 0 0
MISTRAS GROUP INC Common Stock 60649T107 253 17,600 SH   SOLE   17,600 0 0
MITEK SYSTEMS INC Common Stock 606710200 395 36,500 SH   SOLE   36,500 0 0
MKS INSTRUMENTS INC Common Stock 55306N104 9,018 139,578 SH   SOLE   139,578 0 0
MOBILE MINI INC Common Stock 60740F105 1,384 43,600 SH   SOLE   43,600 0 0
MOBILE TELESYSTEMS-SP ADR Foreign Stock 607409109 1,299 185,618 SH   SOLE   185,618 0 0
MOBILEIRON INC Common Stock 60739U204 312 68,000 SH   SOLE   68,000 0 0
MODEL N INC Common Stock 607525102 333 25,200 SH   SOLE   25,200 0 0
MODINE MANUFACTURING CO Common Stock 607828100 1,455 134,554 SH   SOLE   134,554 0 0
MOELIS & COMPANY-CLASS A Common Stock 60786M105 1,854 53,928 SH   SOLE   53,928 0 0
MOHAWK INDUSTRIES INC Common Stock 608190104 36,229 309,752 SH   SOLE   309,752 0 0
MOLECULAR TEMPLATES INC Common Stock 608550109 38 9,500 SH   SOLE   9,500 0 0
MOLINA HEALTHCARE INC Common Stock 60855R100 36,985 318,231 SH   SOLE   318,231 0 0
MOLSON COORS BREWING CL B Common Stock 60871R209 25,316 450,775 SH   SOLE   450,775 0 0
MOMENTA PHARMACEUTCLS INC Common Stock 60877T100 831 75,300 SH   SOLE   75,300 0 0
MOMO INC - SPONS ADR Foreign Stock 60879B107 684 28,800 SH   SOLE   28,800 0 0
MONARCH CASINO & RESORT Common Stock 609027107 420 11,000 SH   SOLE   11,000 0 0
MONDELEZ INTL INC Common Stock 609207105 143,606 3,587,465 SH   SOLE   3,587,465 0 0
MONEYGRAM INTL INC Common Stock 60935Y208 59 29,700 SH   SOLE   29,700 0 0
MONGODB INC Common Stock 60937P106 474 5,665 SH   SOLE   5,665 0 0
MONMOUTH REAL ESTATE INV Common Stock 609720107 1,800 145,159 SH   SOLE   145,159 0 0
MONOLITHIC POWER SYS INC Common Stock 609839105 40,121 345,125 SH   SOLE   345,125 0 0
MONOTYPE IMAGNG HLDGS INC Common Stock 61022P100 632 40,700 SH   SOLE   40,700 0 0
MONRO INC Common Stock 610236101 4,153 60,401 SH   SOLE   60,401 0 0
MONSTER BEVERAGE CORP Common Stock 61174X109 45,708 928,654 SH   SOLE   928,654 0 0
MOODY'S CORPORATION Common Stock 615369105 59,074 421,839 SH   SOLE   421,839 0 0
MOOG INC CLASS A Common Stock 615394202 19,186 247,620 SH   SOLE   247,620 0 0
MORGAN STANLEY Common Stock 617446448 133,613 3,369,803 SH   SOLE   3,369,803 0 0
MORNINGSTAR INC Common Stock 617700109 42,648 388,277 SH   SOLE   388,277 0 0
MOSAIC COMPANY/THE Common Stock 61945C103 18,242 624,500 SH   SOLE   624,500 0 0
MOTORCAR PRTS OF AMRCA IN Common Stock 620071100 353 21,200 SH   SOLE   21,200 0 0
MOTOROLA SOLUTIONS INC Common Stock 620076307 57,530 500,087 SH   SOLE   500,087 0 0
MOVADO GROUP INC Common Stock 624580106 848 26,813 SH   SOLE   26,813 0 0
MR COOPER GROUP INC Common Stock 62482R107 337 28,888 SH   SOLE   28,888 0 0
MRC GLOBAL INC Common Stock 55345K103 1,009 82,500 SH   SOLE   82,500 0 0
MSA SAFETY INC Common Stock 553498106 13,946 147,940 SH   SOLE   147,940 0 0
MSC INDUSTRIAL DIR CL A Common Stock 553530106 13,730 178,500 SH   SOLE   178,500 0 0
MSCI INC Common Stock 55354G100 25,048 169,900 SH   SOLE   169,900 0 0
MSG NETWORKS INC Common Stock 553573106 8,819 374,334 SH   SOLE   374,334 0 0
MTS SYSTEMS CORPORATION Common Stock 553777103 706 17,600 SH   SOLE   17,600 0 0
MUELLER INDUSTRIES INC Common Stock 624756102 4,332 185,431 SH   SOLE   185,431 0 0
MUELLER WATER PROD INC-A Common Stock 624758108 17,407 1,912,894 SH   SOLE   1,912,894 0 0
MULTI-COLOR CORP Common Stock 625383104 477 13,600 SH   SOLE   13,600 0 0
MURPHY OIL CORPORATION Common Stock 626717102 6,697 286,323 SH   SOLE   286,323 0 0
MURPHY USA INC Common Stock 626755102 3,838 50,075 SH   SOLE   50,075 0 0
MUSTANG BIO INC Common Stock 62818Q104 48 16,300 SH   SOLE   16,300 0 0
MUTUALFIRST FINANCIAL INC Common Stock 62845B104 181 6,795 SH   SOLE   6,795 0 0
MVB FINANCIAL CORP Common Stock 553810102 168 9,300 SH   SOLE   9,300 0 0
MYERS INDUSTRIES INC Common Stock 628464109 496 32,800 SH   SOLE   32,800 0 0
MYLAN NV Foreign Stock N59465109 29,304 1,069,500 SH   SOLE   1,069,500 0 0
MYOKARDIA INC Common Stock 62857M105 1,847 37,804 SH   SOLE   37,804 0 0
MYR GROUP INC Common Stock 55405W104 760 26,970 SH   SOLE   26,970 0 0
MYRIAD GENETICS INC Common Stock 62855J104 4,183 143,886 SH   SOLE   143,886 0 0
N B T BANCORP INC Common Stock 628778102 1,446 41,800 SH   SOLE   41,800 0 0
N N INC Common Stock 629337106 196 29,200 SH   SOLE   29,200 0 0
NABORS INDUSTRIES INC Convertible Debt 62957HAB1 1,576 2,564,000 SH   SOLE   2,564,000 0 0
NABORS INDUSTRIES LTD Foreign Stock G6359F103 1,212 605,964 SH   SOLE   605,964 0 0
NACCO INDUSTRIES-CLASS A Common Stock 629579103 166 4,900 SH   SOLE   4,900 0 0
NANOMETRICS INC Common Stock 630077105 973 35,614 SH   SOLE   35,614 0 0
NANOSTRING TECHNOLOGIES Common Stock 63009R109 369 24,900 SH   SOLE   24,900 0 0
NANTHEALTH INC Common Stock 630104107 1 2,300 SH   SOLE   2,300 0 0
NANTKWEST INC Common Stock 63016Q102 23 19,400 SH   SOLE   19,400 0 0
NAPCO SECURITY TECHNOLOGI Common Stock 630402105 200 12,700 SH   SOLE   12,700 0 0
NASDAQ INC Common Stock 631103108 20,751 254,390 SH   SOLE   254,390 0 0
NAT STORAGE AFFILIATES Common Stock 637870106 2,089 78,962 SH   SOLE   78,962 0 0
NATERA INC Common Stock 632307104 438 31,400 SH   SOLE   31,400 0 0
NATHAN'S FAMOUS INC Common Stock 632347100 253 3,800 SH   SOLE   3,800 0 0
NATIONAL BANK HLDS-CL A Common Stock 633707104 871 28,200 SH   SOLE   28,200 0 0
NATIONAL BANKSHARES INC Common Stock 634865109 262 7,200 SH   SOLE   7,200 0 0
NATIONAL BEVERAGE CORP Common Stock 635017106 861 12,000 SH   SOLE   12,000 0 0
NATIONAL CINEMEDIA INC Common Stock 635309107 480 74,100 SH   SOLE   74,100 0 0
NATIONAL COMMERCE CORP Common Stock 63546L102 688 19,100 SH   SOLE   19,100 0 0
NATIONAL FUEL GAS COMPANY Common Stock 636180101 11,556 225,800 SH   SOLE   225,800 0 0
NATIONAL GENERAL HLDGS CP Common Stock 636220303 1,795 74,157 SH   SOLE   74,157 0 0
NATIONAL INSTRUMENTS CORP Common Stock 636518102 18,629 410,502 SH   SOLE   410,502 0 0
NATIONAL OILWELL VARCO Common Stock 637071101 18,828 732,600 SH   SOLE   732,600 0 0
NATIONAL PRESTO INDS INC Common Stock 637215104 573 4,900 SH   SOLE   4,900 0 0
NATIONAL RESEARCH CORP-A Common Stock 637372202 446 11,700 SH   SOLE   11,700 0 0
NATIONAL RETAIL PROPERTY Common Stock 637417106 18,630 384,051 SH   SOLE   384,051 0 0
NATIONAL VISION HOLDINGS Common Stock 63845R107 1,771 62,881 SH   SOLE   62,881 0 0
NATL HEALTH INVESTORS INC Common Stock 63633D104 3,037 40,200 SH   SOLE   40,200 0 0
NAT'L HEALTHCARE CORP Common Stock 635906100 934 11,900 SH   SOLE   11,900 0 0
NATL WESTERN LIFE GRP-CLA Common Stock 638517102 692 2,300 SH   SOLE   2,300 0 0
NATURAL GAS SVCS GROUP Common Stock 63886Q109 220 13,400 SH   SOLE   13,400 0 0
NATURAL GROCERS BY VITA C Common Stock 63888U108 126 8,200 SH   SOLE   8,200 0 0
NATURAL HEALTH TRENDS CP Common Stock 63888P406 150 8,100 SH   SOLE   8,100 0 0
NATURES SUNSHINE PRODUCTS Common Stock 639027101 79 9,700 SH   SOLE   9,700 0 0
NATUS MEDICAL INC Common Stock 639050103 1,075 31,600 SH   SOLE   31,600 0 0
NAUTILUS INC Common Stock 63910B102 354 32,500 SH   SOLE   32,500 0 0
NAVIENT CORP Common Stock 63938C108 9,853 1,118,421 SH   SOLE   1,118,421 0 0
NAVIGANT CONSULTING INC Common Stock 63935N107 1,058 44,000 SH   SOLE   44,000 0 0
NAVIGATORS GROUP INC/THE Common Stock 638904102 1,418 20,400 SH   SOLE   20,400 0 0
NAVISTAR INTERNATIONAL CP Common Stock 63934E108 1,253 48,300 SH   SOLE   48,300 0 0
NCI BUILDING SYSTEMS INC Common Stock 628852204 285 39,300 SH   SOLE   39,300 0 0
NCR CORPORATION Common Stock 62886E108 10,993 476,305 SH   SOLE   476,305 0 0
NCS MULTISTAGE HLDNGS INC Common Stock 628877102 61 11,900 SH   SOLE   11,900 0 0
NEENAH INC Common Stock 640079109 1,881 31,933 SH   SOLE   31,933 0 0
NEKTAR THERAPEUTICS Common Stock 640268108 9,858 299,900 SH   SOLE   299,900 0 0
NELNET INC CLASS A Common Stock 64031N108 1,213 23,169 SH   SOLE   23,169 0 0
NEOGEN CORP Common Stock 640491106 49,093 861,282 SH   SOLE   861,282 0 0
NEOGENOMICS INC Common Stock 64049M209 6,950 551,177 SH   SOLE   551,177 0 0
NEON THERAPEUTICS INC Common Stock 64050Y100 8 1,500 SH   SOLE   1,500 0 0
NEOPHOTONICS CORP Common Stock 64051T100 185 28,500 SH   SOLE   28,500 0 0
NEOS THERAPEUTICS INC Common Stock 64052L106 40 24,100 SH   SOLE   24,100 0 0
NETAPP INC Common Stock 64110D104 32,537 545,275 SH   SOLE   545,275 0 0
NETEASE INC - ADR Foreign Stock 64110W102 1,151 4,890 SH   SOLE   4,890 0 0
NETFLIX INC Common Stock 64110L106 274,349 1,024,991 SH   SOLE   1,024,991 0 0
NETGEAR INC Common Stock 64111Q104 1,697 32,622 SH   SOLE   32,622 0 0
NETSCOUT SYSTEMS INC Common Stock 64115T104 13,737 581,337 SH   SOLE   581,337 0 0
NEUROCRINE BIOSCIENCES Common Stock 64125C109 18,703 261,914 SH   SOLE   261,914 0 0
NEURONETICS INC Common Stock 64131A105 122 6,300 SH   SOLE   6,300 0 0
NEVRO CORP Convertible Debt 64157FAA1 1,904 2,047,000 SH   SOLE   2,047,000 0 0
NEVRO CORP Common Stock 64157F103 1,361 34,987 SH   SOLE   34,987 0 0
NEW HOME COMPANY INC/THE Common Stock 645370107 42 8,100 SH   SOLE   8,100 0 0
NEW JERSEY RESOURCES CORP Common Stock 646025106 4,262 93,327 SH   SOLE   93,327 0 0
NEW MEDIA INVESTMENT GRP Common Stock 64704V106 677 58,500 SH   SOLE   58,500 0 0
NEW RELIC INC Common Stock 64829B100 7,722 95,374 SH   SOLE   95,374 0 0
NEW RESIDENTIAL INVESTMNT Common Stock 64828T201 9,560 672,800 SH   SOLE   672,800 0 0
NEW SENIOR INVESTMENT GRP Common Stock 648691103 228 55,300 SH   SOLE   55,300 0 0
NEW YORK COMMUNITY BANCP Common Stock 649445103 11,138 1,183,600 SH   SOLE   1,183,600 0 0
NEW YORK MORTGAGE TRUST I Common Stock 649604501 803 136,300 SH   SOLE   136,300 0 0
NEW YORK TIMES-CLASS A Common Stock 650111107 11,182 501,673 SH   SOLE   501,673 0 0
NEWELL BRANDS INC Common Stock 651229106 16,482 886,626 SH   SOLE   886,626 0 0
NEWFIELD EXPLORATION CO Common Stock 651290108 5,143 350,800 SH   SOLE   350,800 0 0
NEWLINK GENETICS CORP Common Stock 651511107 33 21,800 SH   SOLE   21,800 0 0
NEWMARK GROUP INC-CLASS A Common Stock 65158N102 1,195 149,000 SH   SOLE   149,000 0 0
NEWMARKET CORPORATION Common Stock 651587107 21,906 53,159 SH   SOLE   53,159 0 0
NEWMONT MINING CORP Common Stock 651639106 38,772 1,118,975 SH   SOLE   1,118,975 0 0
NEWPARK RESOURCES INC Common Stock 651718504 578 84,100 SH   SOLE   84,100 0 0
NEWS CORP - CLASS A Common Stock 65249B109 7,763 684,000 SH   SOLE   684,000 0 0
NEWS CORP - CLASS B Common Stock 65249B208 2,438 211,100 SH   SOLE   211,100 0 0
NEXA RESOURCES Foreign Stock L67359106 956 80,365 SH   SOLE   80,365 0 0
NEXEO SOLUTIONS INC Common Stock 65342H102 312 36,300 SH   SOLE   36,300 0 0
NEXPOINT RESIDENTIAL TRST Common Stock 65341D102 4,089 116,649 SH   SOLE   116,649 0 0
NEXSTAR MEDIA GROUP INC-A Common Stock 65336K103 10,068 128,024 SH   SOLE   128,024 0 0
NEXT ERA ENERGY INC Common Stock 65339F101 209,383 1,204,597 SH   SOLE   1,204,597 0 0
NEXTDECADE CORP Common Stock 65342K105 63 11,700 SH   SOLE   11,700 0 0
NEXTGEN HEALTHCARE INC Common Stock 65343C102 23,163 1,528,941 SH   SOLE   1,528,941 0 0
NI HOLDINGIS INC Common Stock 65342T106 173 11,000 SH   SOLE   11,000 0 0
NIC INC Common Stock 62914B100 6,424 514,714 SH   SOLE   514,714 0 0
NICE LTD-SPONS ADR Foreign Stock 653656108 9,422 87,071 SH   SOLE   87,071 0 0
NICOLET BANKSHARES INC Common Stock 65406E102 459 9,400 SH   SOLE   9,400 0 0
NIELSEN HOLDINGS PLC Foreign Stock G6518L108 16,606 711,800 SH   SOLE   711,800 0 0
NII HOLDINGS INC Common Stock 62913F508 354 80,200 SH   SOLE   80,200 0 0
NIKE INC CLASS B Common Stock 654106103 266,689 3,597,106 SH   SOLE   3,597,106 0 0
NINE ENERGY SERVICE INC Common Stock 65441V101 374 16,600 SH   SOLE   16,600 0 0
NISOURCE INC Common Stock 65473P105 16,199 639,000 SH   SOLE   639,000 0 0
NL INDUSTRIES Common Stock 629156407 22 6,200 SH   SOLE   6,200 0 0
NLIGHT INC Common Stock 65487K100 139 7,800 SH   SOLE   7,800 0 0
NMI HOLDINGS INC-CLASS A Common Stock 629209305 1,497 83,858 SH   SOLE   83,858 0 0
NOBLE CORP PLC Foreign Stock G65431101 4,991 1,905,017 SH   SOLE   1,905,017 0 0
NOBLE ENERGY INC Common Stock 655044105 27,567 1,469,474 SH   SOLE   1,469,474 0 0
NOMAD FOODS LTD Foreign Stock G6564A105 2,076 124,154 SH   SOLE   124,154 0 0
NOODLES & CO Common Stock 65540B105 80 11,500 SH   SOLE   11,500 0 0
NORDIC AMERICAN TANKERS Foreign Stock G65773106 230 115,200 SH   SOLE   115,200 0 0
NORDSON CORPORATION Common Stock 655663102 20,413 171,037 SH   SOLE   171,037 0 0
NORDSTROM INC Common Stock 655664100 11,689 250,782 SH   SOLE   250,782 0 0
NORFOLK SOUTHERN CORP Common Stock 655844108 99,437 664,950 SH   SOLE   664,950 0 0
NORTH AMERICAN CONST Foreign Stock 656811106 141 15,831 SH   SOLE   15,831 0 0
NORTHEAST BANCORP Common Stock 663904209 130 7,800 SH   SOLE   7,800 0 0
NORTHERN OIL & GAS INC Common Stock 665531109 419 185,400 SH   SOLE   185,400 0 0
NORTHERN TRUST CORP Common Stock 665859104 38,883 465,160 SH   SOLE   465,160 0 0
NORTHFIELD BANCORP INC Common Stock 66611T108 577 42,600 SH   SOLE   42,600 0 0
NORTHRIM BANCORP INC Common Stock 666762109 266 8,092 SH   SOLE   8,092 0 0
NORTHROP GRUMMAN CORP Common Stock 666807102 122,989 502,200 SH   SOLE   502,200 0 0
NORTHSTAR REALTY EUROPE C Common Stock 66706L101 959 65,937 SH   SOLE   65,937 0 0
NORTHWEST BANCSHARES INC Common Stock 667340103 1,591 93,900 SH   SOLE   93,900 0 0
NORTHWEST NATURAL HOLDING Common Stock 66765N105 1,699 28,100 SH   SOLE   28,100 0 0
NORTHWEST PIPE COMPANY Common Stock 667746101 238 10,200 SH   SOLE   10,200 0 0
NORTHWESTERN CORP Common Stock 668074305 4,046 68,070 SH   SOLE   68,070 0 0
NORWEGIAN CRUISE LINE HLD Foreign Stock G66721104 16,150 380,980 SH   SOLE   380,980 0 0
NORWOOD FINANCIAL CORP Common Stock 669549107 203 6,150 SH   SOLE   6,150 0 0
NOVANTA INC Foreign Stock 67000B104 12,847 203,916 SH   SOLE   203,916 0 0
NOVAVAX INC Common Stock 670002104 718 390,228 SH   SOLE   390,228 0 0
NOVOCURE LTD Foreign Stock G6674U108 3,619 108,107 SH   SOLE   108,107 0 0
NOW INC Common Stock 67011P100 2,014 173,056 SH   SOLE   173,056 0 0
NRG ENERGY INC Common Stock 629377508 21,938 553,983 SH   SOLE   553,983 0 0
NU SKIN ENTERPRISES INC Common Stock 67018T105 10,972 178,894 SH   SOLE   178,894 0 0
NU VASIVE INC Common Stock 670704105 2,880 58,114 SH   SOLE   58,114 0 0
NUANCE COMMUNICATIONS Convertible Debt 67020YAK6 8,006 9,243,000 SH   SOLE   9,243,000 0 0
NUANCE COMMUNICATIONS INC Common Stock 67020Y100 9,018 681,660 SH   SOLE   681,660 0 0
NUCOR CORPORATION Common Stock 670346105 29,076 561,200 SH   SOLE   561,200 0 0
NUTANIX INC - CL A Common Stock 67059N108 18,907 454,609 SH   SOLE   454,609 0 0
NUTRISYSTEM INC Common Stock 67069D108 2,210 50,356 SH   SOLE   50,356 0 0
NUVECTRA CORP Common Stock 67075N108 253 15,500 SH   SOLE   15,500 0 0
NUVERRA ENVIRONMENTAL SOL Common Stock 67091K302 61 7,400 SH   SOLE   7,400 0 0
NV5 GLOBAL INC Common Stock 62945V109 975 16,100 SH   SOLE   16,100 0 0
NVE CORP Common Stock 629445206 508 5,800 SH   SOLE   5,800 0 0
NVENT ELECTRIC PLC Foreign Stock G6700G107 13,683 609,224 SH   SOLE   609,224 0 0
NVIDIA CORPORATION Common Stock 67066G104 198,781 1,488,994 SH   SOLE   1,488,994 0 0
NVR INC Common Stock 62944T105 30,204 12,394 SH   SOLE   12,394 0 0
NXP SEMICONDUCTORS NV Foreign Stock N6596X109 84,164 1,148,531 SH   SOLE   1,148,531 0 0
NXSTAGE MEDICAL INC Common Stock 67072V103 1,820 63,600 SH   SOLE   63,600 0 0
NYMOX PHARMACEUTICAL CORP Foreign Stock P73398102 21 15,900 SH   SOLE   15,900 0 0
O S I SYSTEMS INC Common Stock 671044105 22,602 308,349 SH   SOLE   308,349 0 0
OAK VALLEY BANCORP Common Stock 671807105 141 7,700 SH   SOLE   7,700 0 0
OASIS PETROLEUM INC Common Stock 674215108 1,507 272,500 SH   SOLE   272,500 0 0
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 125,197 2,039,706 SH   SOLE   2,039,706 0 0
OCEANEERING INTL INC Common Stock 675232102 1,730 142,982 SH   SOLE   142,982 0 0
OCEANFIRST FINANCIAL CORP Common Stock 675234108 1,050 46,652 SH   SOLE   46,652 0 0
OCONEE FEDERAL FINANCIAL Common Stock 675607105 62 2,500 SH   SOLE   2,500 0 0
OCULAR THERAPEUTIX INC Common Stock 67576A100 90 22,600 SH   SOLE   22,600 0 0
OCWEN FINANCIAL CORP Common Stock 675746309 144 107,500 SH   SOLE   107,500 0 0
ODONATE THERAPEUTICS INC Common Stock 676079106 124 8,800 SH   SOLE   8,800 0 0
OFFICE DEPOT INC Common Stock 676220106 3,563 1,380,926 SH   SOLE   1,380,926 0 0
OFG BANCORP Common Stock 67103X102 1,203 73,107 SH   SOLE   73,107 0 0
OGE ENERGY CORPORATION Common Stock 670837103 14,255 363,750 SH   SOLE   363,750 0 0
OHIO VALLEY BANC CORP Common Stock 677719106 156 4,400 SH   SOLE   4,400 0 0
OIL STATES INTL INC Common Stock 678026105 12,926 905,171 SH   SOLE   905,171 0 0
OIL-DRI CORP OF AMERICA Common Stock 677864100 140 5,300 SH   SOLE   5,300 0 0
OKTA INC Common Stock 679295105 11,771 184,497 SH   SOLE   184,497 0 0
OLD DOMINION FREIGHT LINE Common Stock 679580100 27,759 224,786 SH   SOLE   224,786 0 0
OLD LINE BANCSHARES INC Common Stock 67984M100 461 17,500 SH   SOLE   17,500 0 0
OLD NATIONAL BANCORP Common Stock 680033107 2,284 148,283 SH   SOLE   148,283 0 0
OLD REPUBLIC INTL CORP Common Stock 680223104 13,704 666,198 SH   SOLE   666,198 0 0
OLD SECOND BANCORP INC Common Stock 680277100 387 29,800 SH   SOLE   29,800 0 0
OLIN CORPORATION Common Stock 680665205 5,878 292,300 SH   SOLE   292,300 0 0
OLLIE'S BARGAIN OUTLET HO Common Stock 681116109 11,728 176,334 SH   SOLE   176,334 0 0
OLYMPIC STEEL INC Common Stock 68162K106 580 40,618 SH   SOLE   40,618 0 0
OMEGA FLEX INC Common Stock 682095104 195 3,600 SH   SOLE   3,600 0 0
OMEGA HEALTHCARE INVESTOR Common Stock 681936100 13,322 379,000 SH   SOLE   379,000 0 0
OMEROS CORP Common Stock 682143102 488 43,800 SH   SOLE   43,800 0 0
OMNICELL INC Common Stock 68213N109 7,897 128,955 SH   SOLE   128,955 0 0
OMNICOM GROUP INC Common Stock 681919106 34,994 477,800 SH   SOLE   477,800 0 0
OMNOVA SOLUTIONS INC Common Stock 682129101 314 42,900 SH   SOLE   42,900 0 0
ON DECK CAPITAL INC Common Stock 682163100 1,880 318,571 SH   SOLE   318,571 0 0
ON SEMICONDUCTOR CORP Common Stock 682189105 13,928 843,608 SH   SOLE   843,608 0 0
ONE GAS INC Common Stock 68235P108 4,674 58,713 SH   SOLE   58,713 0 0
ONE LIBERTY PROPERTIES Common Stock 682406103 678 27,975 SH   SOLE   27,975 0 0
ONEMAIN HOLDINGS INC Common Stock 68268W103 4,479 184,381 SH   SOLE   184,381 0 0
ONEOK INC Common Stock 682680103 44,811 830,600 SH   SOLE   830,600 0 0
ONESPAN INC Common Stock 68287N100 515 39,791 SH   SOLE   39,791 0 0
OOMA INC Common Stock 683416101 250 18,000 SH   SOLE   18,000 0 0
OP BANCORP Common Stock 67109R109 122 13,800 SH   SOLE   13,800 0 0
OPKO HEALTH INC Common Stock 68375N103 911 302,700 SH   SOLE   302,700 0 0
OPPENHEIMER HLDGS INC-CLA Common Stock 683797104 284 11,113 SH   SOLE   11,113 0 0
OPTINOSE INC Common Stock 68404V100 111 17,900 SH   SOLE   17,900 0 0
OPUS BANK Common Stock 684000102 748 38,207 SH   SOLE   38,207 0 0
ORACLE CORPORATION Common Stock 68389X105 433,795 9,607,855 SH   SOLE   9,607,855 0 0
ORASURE TECHNOLOGIES INC Common Stock 68554V108 5,822 498,494 SH   SOLE   498,494 0 0
ORBCOMM INC Common Stock 68555P100 1,545 187,091 SH   SOLE   187,091 0 0
ORCHID ISLAND CAPITAL INC Common Stock 68571X103 256 40,100 SH   SOLE   40,100 0 0
O'REILLY AUTOMOTIVE INC Common Stock 67103H107 58,838 170,877 SH   SOLE   170,877 0 0
ORGANOVO HOLDINGS INC Common Stock 68620A104 82 85,900 SH   SOLE   85,900 0 0
ORIGIN BANCORP INC Common Stock 68621T102 620 18,200 SH   SOLE   18,200 0 0
ORION ENGINEERED CARB Foreign Stock L72967109 231 9,141 SH   SOLE   9,141 0 0
ORION GROUP HOLDINGS INC Common Stock 68628V308 109 25,500 SH   SOLE   25,500 0 0
ORITANI FINANCIAL CORP Common Stock 68633D103 615 41,700 SH   SOLE   41,700 0 0
ORMAT TECHNOLOGIES INC Common Stock 686688102 2,897 55,400 SH   SOLE   55,400 0 0
ORRSTOWN FINL SERVICES IN Common Stock 687380105 138 7,600 SH   SOLE   7,600 0 0
ORTHOFIX MEDICAL INC Common Stock 68752M108 903 17,200 SH   SOLE   17,200 0 0
ORTHOPEDIATRICS CORP Common Stock 68752L100 279 8,000 SH   SOLE   8,000 0 0
OSHKOSH CORPORATION Common Stock 688239201 8,596 140,200 SH   SOLE   140,200 0 0
OSI SYSTEMS INC Convertible Debt 671044AD7 1,854 2,000,000 SH   SOLE   2,000,000 0 0
OTTER TAIL CORP Common Stock 689648103 2,010 40,494 SH   SOLE   40,494 0 0
OUTFRONT MEDIA INC Common Stock 69007J106 6,102 336,770 SH   SOLE   336,770 0 0
OVERSEAS SHIPHOLDING GROU Common Stock 69036R863 62 37,244 SH   SOLE   37,244 0 0
OVERSTOCK.COM INC Common Stock 690370101 314 23,100 SH   SOLE   23,100 0 0
OVID THERAPEUTICS INC Common Stock 690469101 19 7,900 SH   SOLE   7,900 0 0
OWENS & MINOR INC Common Stock 690732102 330 52,100 SH   SOLE   52,100 0 0
OWENS CORNING INC Common Stock 690742101 11,798 268,260 SH   SOLE   268,260 0 0
OWENS-ILLINOIS INC Common Stock 690768403 4,796 278,200 SH   SOLE   278,200 0 0
OXFORD IMMUNOTEC GLOBAL P Foreign Stock G6855A103 992 77,631 SH   SOLE   77,631 0 0
OXFORD INDUSTRIES INC Common Stock 691497309 1,172 16,500 SH   SOLE   16,500 0 0
P C MALL INC Common Stock 69323K100 112 6,343 SH   SOLE   6,343 0 0
P C CONNECTION INC Common Stock 69318J100 886 29,811 SH   SOLE   29,811 0 0
P D F SOLUTIONS INC Common Stock 693282105 248 29,400 SH   SOLE   29,400 0 0
P.A.M. TRANSPORTATION SVC Common Stock 693149106 99 2,500 SH   SOLE   2,500 0 0
PAC WEST BANCORP Common Stock 695263103 7,930 238,271 SH   SOLE   238,271 0 0
PACCAR INC Common Stock 693718108 50,449 882,900 SH   SOLE   882,900 0 0
PACIFIC BIOSCIENCES OF CA Common Stock 69404D108 909 122,900 SH   SOLE   122,900 0 0
PACIFIC CITY FINANCIAL CO Common Stock 69406T408 72 4,600 SH   SOLE   4,600 0 0
PACIFIC MERANTILE BANCORP Common Stock 694552100 58 8,148 SH   SOLE   8,148 0 0
PACIFIC PREMIER BANCORP I Common Stock 69478X105 6,668 261,285 SH   SOLE   261,285 0 0
PACIRA PHARMACEUTICALS IN Convertible Debt 695127AD2 4,317 4,352,000 SH   SOLE   4,352,000 0 0
PACIRA PHARMACEUTICALS IN Common Stock 695127100 7,708 179,162 SH   SOLE   179,162 0 0
PACKAGING CORP OF AMERICA Common Stock 695156109 21,971 263,255 SH   SOLE   263,255 0 0
PAGSEGURO DIGITAL LTD Foreign Stock G68707101 4,064 216,992 SH   SOLE   216,992 0 0
PALATIN TECHNOLOGIES INC Common Stock 696077403 84 118,200 SH   SOLE   118,200 0 0
PALO ALTO NETWORKS INC Common Stock 697435105 32,867 174,500 SH   SOLE   174,500 0 0
PANDORA MEDIA INC Common Stock 698354107 2,095 259,000 SH   SOLE   259,000 0 0
PANHANDLE OIL & GAS INC-A Common Stock 698477106 256 16,500 SH   SOLE   16,500 0 0
PAPA JOHN'S INTL INC Common Stock 698813102 1,782 44,770 SH   SOLE   44,770 0 0
PAR PACIFIC HOLDINGS INC Common Stock 69888T207 432 30,500 SH   SOLE   30,500 0 0
PAR TECHNOLOGY CORP Common Stock 698884103 276 12,700 SH   SOLE   12,700 0 0
PARAMOUNT GROUP INC Common Stock 69924R108 5,209 414,750 SH   SOLE   414,750 0 0
PARATECK PHARMACEUTICALS Common Stock 699374302 177 34,524 SH   SOLE   34,524 0 0
PARK - OHIO HOLDINGS CORP Common Stock 700666100 319 10,400 SH   SOLE   10,400 0 0
PARK CITY GROUP INC Common Stock 700215304 79 13,300 SH   SOLE   13,300 0 0
PARK ELECTROCHEMICAL CORP Common Stock 700416209 392 21,700 SH   SOLE   21,700 0 0
PARK HOTELS & RESORTS INC Common Stock 700517105 13,579 522,686 SH   SOLE   522,686 0 0
PARK NATIONAL CORPORATION Common Stock 700658107 1,147 13,500 SH   SOLE   13,500 0 0
PARKE BANCORP INC Common Stock 700885106 126 6,710 SH   SOLE   6,710 0 0
PARKER HANNIFIN CORP Common Stock 701094104 44,806 300,429 SH   SOLE   300,429 0 0
PARSLEY ENERGY INC-CLASSA Common Stock 701877102 13,490 844,210 SH   SOLE   844,210 0 0
PARTY CITY HOLDCO INC Common Stock 702149105 562 56,300 SH   SOLE   56,300 0 0
PATRICK INDUSTRIES INC Common Stock 703343103 1,453 49,068 SH   SOLE   49,068 0 0
PATRIOT TRANSPORTATION HO Common Stock 70338W105 43 2,221 SH   SOLE   2,221 0 0
PATTERN ENERGY GROUP INC Common Stock 70338P100 1,478 79,400 SH   SOLE   79,400 0 0
PATTERSON COS INC Common Stock 703395103 4,292 218,298 SH   SOLE   218,298 0 0
PATTERSON-UTI ENERGY INC Common Stock 703481101 6,740 651,203 SH   SOLE   651,203 0 0
PAYCHEX INC Common Stock 704326107 54,895 842,600 SH   SOLE   842,600 0 0
PAYCOM SOFTWARE INC Common Stock 70432V102 73,574 600,850 SH   SOLE   600,850 0 0
PAYLOCITY HOLDING CORP Common Stock 70438V106 4,934 81,947 SH   SOLE   81,947 0 0
PAYPAL HOLDINGS INC Common Stock 70450Y103 253,278 3,011,990 SH   SOLE   3,011,990 0 0
PBF ENERGY INC Common Stock 69318G106 12,965 396,857 SH   SOLE   396,857 0 0
PCSB FIN'L CORP Common Stock 69324R104 378 19,300 SH   SOLE   19,300 0 0
PDC ENERGY INC Common Stock 69327R101 12,443 418,110 SH   SOLE   418,110 0 0
PDL BIOPHARMA INC Common Stock 69329Y104 352 121,400 SH   SOLE   121,400 0 0
PDL COMMUNITY BANCORP Common Stock 69290X101 125 9,800 SH   SOLE   9,800 0 0
PDVWIRELESS INC Common Stock 69290R104 333 8,900 SH   SOLE   8,900 0 0
PEABODY ENERGY CORP Common Stock 704551100 4,508 147,902 SH   SOLE   147,902 0 0
PEAPACK-GLADSTONE FINL CP Common Stock 704699107 499 19,800 SH   SOLE   19,800 0 0
PEBBLEBROOK HOTEL TRUST Common Stock 70509V100 23,962 846,398 SH   SOLE   846,398 0 0
PEGASYSTEMS INC Common Stock 705573103 3,616 75,600 SH   SOLE   75,600 0 0
PEIRIS PHARMACEUTICALS IN Common Stock 720795103 102 38,400 SH   SOLE   38,400 0 0
PENN NATIONAL GAMING INC Common Stock 707569109 12,265 651,349 SH   SOLE   651,349 0 0
PENN REAL ESTAT INVST TST Common Stock 709102107 422 71,100 SH   SOLE   71,100 0 0
PENN VIRGINIA CORP Common Stock 70788V102 746 13,800 SH   SOLE   13,800 0 0
PENNS WOODS BANCORP INC Common Stock 708430103 191 4,756 SH   SOLE   4,756 0 0
PENNYMAC FINANCIAL SERVI Common Stock 70932M107 489 23,000 SH   SOLE   23,000 0 0
PENNYMAC MORTGAGE INVEST Common Stock 70931T103 1,095 58,800 SH   SOLE   58,800 0 0
PENSKE AUTOMOTIVE GROUP Common Stock 70959W103 4,182 103,709 SH   SOLE   103,709 0 0
PENTAIR PLC Foreign Stock G7S00T104 14,039 371,596 SH   SOLE   371,596 0 0
PENUMBRA INC Common Stock 70975L107 8,809 72,085 SH   SOLE   72,085 0 0
PEOPLES BANCORP INC Common Stock 709789101 920 30,575 SH   SOLE   30,575 0 0
PEOPLES BANCORP OF NC Common Stock 710577107 121 4,950 SH   SOLE   4,950 0 0
PEOPLES FINANCIAL SVCS CP Common Stock 711040105 348 7,900 SH   SOLE   7,900 0 0
PEOPLES UNITED FINANCIAL Common Stock 712704105 11,571 801,887 SH   SOLE   801,887 0 0
PEOPLE'S UTAH BANCORP Common Stock 712706209 761 25,232 SH   SOLE   25,232 0 0
PEPSICO INC Common Stock 713448108 412,758 3,736,047 SH   SOLE   3,736,047 0 0
PERFICIENT INC Common Stock 71375U101 746 33,500 SH   SOLE   33,500 0 0
PERFORMANCE FOOD GROUP CO Common Stock 71377A103 10,208 316,331 SH   SOLE   316,331 0 0
PERION NETWORK LTD Foreign Stock M78673114 30 11,441 SH   SOLE   11,441 0 0
PERKINELMER INC Common Stock 714046109 16,331 207,900 SH   SOLE   207,900 0 0
PERRIGO COMPANY PLC Foreign Stock G97822103 17,457 450,500 SH   SOLE   450,500 0 0
PERSPECTA INC Common Stock 715347100 2,428 141,000 SH   SOLE   141,000 0 0
PETIQ INC Common Stock 71639T106 846 36,038 SH   SOLE   36,038 0 0
PETMED EXPRESS INC Common Stock 716382106 521 22,400 SH   SOLE   22,400 0 0
PFENEX INC Common Stock 717071104 75 23,600 SH   SOLE   23,600 0 0
PFIZER INC Common Stock 717081103 682,343 15,632,152 SH   SOLE   15,632,152 0 0
PFSWEB INC Common Stock 717098206 79 15,400 SH   SOLE   15,400 0 0
PG&E CORPORATION Common Stock 69331C108 23,159 975,100 SH   SOLE   975,100 0 0
PGT INNOVATIONS INC Common Stock 69336V101 3,991 251,778 SH   SOLE   251,778 0 0
PHI INC Common Stock 69336T205 24 13,000 SH   SOLE   13,000 0 0
PHIBRO ANIMAL HEALTH-CL A Common Stock 71742Q106 1,685 52,379 SH   SOLE   52,379 0 0
PHILIP MORRIS INTL INC Common Stock 718172109 255,531 3,827,600 SH   SOLE   3,827,600 0 0
PHILLIPS 66 Common Stock 718546104 89,464 1,038,464 SH   SOLE   1,038,464 0 0
PHOTRONICS INC Common Stock 719405102 1,662 171,653 SH   SOLE   171,653 0 0
PHYSICIANS REALTY TRUST Common Stock 71943U104 7,053 439,978 SH   SOLE   439,978 0 0
PICO HOLDINGS INC Common Stock 693366205 207 22,700 SH   SOLE   22,700 0 0
PIEDMONT OFFICE REIT - A Common Stock 720190206 2,574 151,077 SH   SOLE   151,077 0 0
PIER 1 IMPORTS INC Common Stock 720279108 24 77,000 SH   SOLE   77,000 0 0
PILGRIMS PRIDE CORP Common Stock 72147K108 2,587 166,822 SH   SOLE   166,822 0 0
PINNACLE FINANCIAL PRTNRS Common Stock 72346Q104 7,104 154,098 SH   SOLE   154,098 0 0
PINNACLE WEST CAPITAL CP Common Stock 723484101 16,776 196,900 SH   SOLE   196,900 0 0
PIONEER ENERGY SERVICES Common Stock 723664108 89 72,600 SH   SOLE   72,600 0 0
PIONEER NATURAL RESOURCES Common Stock 723787107 65,453 497,666 SH   SOLE   497,666 0 0
PIPER JAFFRAY COS Common Stock 724078100 1,384 21,014 SH   SOLE   21,014 0 0
PITNEY BOWES INC Common Stock 724479100 2,911 492,600 SH   SOLE   492,600 0 0
PJT PARTNERS INC - A Common Stock 69343T107 4,126 106,450 SH   SOLE   106,450 0 0
PLANET FITNESS INC - CL A Common Stock 72703H101 11,472 213,955 SH   SOLE   213,955 0 0
PLANTRONICS INC Common Stock 727493108 1,152 34,800 SH   SOLE   34,800 0 0
PLATFORM SPECIALTY PRODS Common Stock 72766Q105 4,340 420,100 SH   SOLE   420,100 0 0
PLAYAGS INC Common Stock 72814N104 564 24,500 SH   SOLE   24,500 0 0
PLEXUS CORPORATION Common Stock 729132100 1,871 36,634 SH   SOLE   36,634 0 0
PLUG POWER INC Common Stock 72919P202 198 159,600 SH   SOLE   159,600 0 0
PLURALSIGHT INC - CL A Common Stock 72941B106 1,015 43,100 SH   SOLE   43,100 0 0
PNC FINANCIAL SVCS GRP Common Stock 693475105 146,921 1,256,706 SH   SOLE   1,256,706 0 0
PNM RESOURCES INC Common Stock 69349H107 3,709 90,266 SH   SOLE   90,266 0 0
POINTS INTERNATIONAL LTD Foreign Stock 730843208 58 5,826 SH   SOLE   5,826 0 0
POLARIS INDUSTRIES INC Common Stock 731068102 9,669 126,100 SH   SOLE   126,100 0 0
POLARITYTE INC Common Stock 731094108 131 9,700 SH   SOLE   9,700 0 0
POLYONE CORPORATION Common Stock 73179P106 12,321 430,816 SH   SOLE   430,816 0 0
POOL CORPORATION Common Stock 73278L105 11,349 76,350 SH   SOLE   76,350 0 0
POPULAR INC Common Stock 733174700 22,857 484,047 SH   SOLE   484,047 0 0
PORTLAND GEN ELEC CO Common Stock 736508847 13,830 301,638 SH   SOLE   301,638 0 0
PORTOLA PHARMACEUT, INC Common Stock 737010108 1,284 65,800 SH   SOLE   65,800 0 0
POST HOLDINGS INC Common Stock 737446104 19,442 218,127 SH   SOLE   218,127 0 0
POTBELLY CORP Common Stock 73754Y100 197 24,500 SH   SOLE   24,500 0 0
POTLATCHDELTIC CORP Common Stock 737630103 2,227 70,370 SH   SOLE   70,370 0 0
POWELL INDUSTRIES INC Common Stock 739128106 273 10,900 SH   SOLE   10,900 0 0
POWER INTEGRATIONS INC Common Stock 739276103 6,203 101,730 SH   SOLE   101,730 0 0
PPG INDUSTRIES INC Common Stock 693506107 61,798 604,500 SH   SOLE   604,500 0 0
PPL CORPORATION Common Stock 69351T106 41,390 1,461,000 SH   SOLE   1,461,000 0 0
PQ GROUP HOLDINGS INC Common Stock 73943T103 501 33,800 SH   SOLE   33,800 0 0
PRA GROUP INC Convertible Debt 73640QAB1 3,923 4,281,000 SH   SOLE   4,281,000 0 0
PRA GROUP INC Common Stock 69354N106 1,067 43,800 SH   SOLE   43,800 0 0
PRA HEALTH SCIENCES INC Common Stock 69354M108 11,453 124,539 SH   SOLE   124,539 0 0
PREFERRED APARTMENT-CL A Common Stock 74039L103 534 38,000 SH   SOLE   38,000 0 0
PREFERRED BANK/LOS ANGELE Common Stock 740367404 1,483 34,202 SH   SOLE   34,202 0 0
PREFORMED LINE PRODUCTS Common Stock 740444104 179 3,300 SH   SOLE   3,300 0 0
PREMIER FINANCIAL BANCORP Common Stock 74050M105 197 13,186 SH   SOLE   13,186 0 0
PREMIER INC - CLASS A Common Stock 74051N102 8,451 226,254 SH   SOLE   226,254 0 0
PRESIDIO INC Common Stock 74102M103 446 34,200 SH   SOLE   34,200 0 0
PRESTIGE CONSUMER HEALTH Common Stock 74112D101 8,366 270,915 SH   SOLE   270,915 0 0
PRGX GLOBAL INC Common Stock 69357C503 216 22,800 SH   SOLE   22,800 0 0
PRICE SMART INC Common Stock 741511109 1,282 21,700 SH   SOLE   21,700 0 0
PRIMERICA INC Common Stock 74164M108 4,957 50,732 SH   SOLE   50,732 0 0
PRIMO WATER CORP Common Stock 74165N105 549 39,212 SH   SOLE   39,212 0 0
PRIMORIS SERVICES CORP Common Stock 74164F103 784 41,000 SH   SOLE   41,000 0 0
PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 30,120 681,900 SH   SOLE   681,900 0 0
PROASSURANCE CORP Common Stock 74267C106 2,113 52,100 SH   SOLE   52,100 0 0
PROCTER & GAMBLE COMPANY Common Stock 742718109 581,947 6,331,019 SH   SOLE   6,331,019 0 0
PROFIRE ENERGY INC Common Stock 74316X101 38 26,100 SH   SOLE   26,100 0 0
PROGENICS PHARMACEUTICALS Common Stock 743187106 755 179,738 SH   SOLE   179,738 0 0
PROGRESS SOFTWARE CORP Common Stock 743312100 1,933 54,472 SH   SOLE   54,472 0 0
PROGRESSIVE CORP/THE Common Stock 743315103 104,843 1,737,831 SH   SOLE   1,737,831 0 0
PROLOGIS INC Common Stock 74340W103 87,514 1,490,368 SH   SOLE   1,490,368 0 0
PROOFPOINT INC Common Stock 743424103 15,871 189,371 SH   SOLE   189,371 0 0
PROPETRO HOLDING CORP Common Stock 74347M108 857 69,600 SH   SOLE   69,600 0 0
PROS HOLDINGS INC Common Stock 74346Y103 29,553 941,178 SH   SOLE   941,178 0 0
PROSPERITY BANCSHARES INC Common Stock 743606105 11,799 189,396 SH   SOLE   189,396 0 0
PROTECTIVE INSURANCE CORP Common Stock 74368L203 160 9,600 SH   SOLE   9,600 0 0
PROTEOSTASIS THERAPEUTICS Common Stock 74373B109 81 25,100 SH   SOLE   25,100 0 0
PROTHENA CORP PLC Foreign Stock G72800108 428 41,600 SH   SOLE   41,600 0 0
PROTO LABS INC Common Stock 743713109 58,436 518,096 SH   SOLE   518,096 0 0
PROVIDENCE SERVICE CORP Common Stock 743815102 1,028 17,134 SH   SOLE   17,134 0 0
PROVIDENT BANCORP INC Common Stock 74383X109 141 6,500 SH   SOLE   6,500 0 0
PROVIDENT FINANCIAL SRVCS Common Stock 74386T105 1,470 60,900 SH   SOLE   60,900 0 0
PRUDENTIAL BANCORP INC Common Stock 74431A101 153 8,700 SH   SOLE   8,700 0 0
PRUDENTIAL FINANCIAL INC Common Stock 744320102 92,024 1,128,432 SH   SOLE   1,128,432 0 0
PS BUSINESS PARKS INC Common Stock 69360J107 2,568 19,600 SH   SOLE   19,600 0 0
PTC INC Common Stock 69370C100 18,661 225,100 SH   SOLE   225,100 0 0
PTC THERAPEUTICS INC Common Stock 69366J200 1,568 45,700 SH   SOLE   45,700 0 0
PUBLIC SERVICE ENTERPRISE Common Stock 744573106 56,202 1,079,777 SH   SOLE   1,079,777 0 0
PUBLIC STORAGE INC Common Stock 74460D109 88,150 435,500 SH   SOLE   435,500 0 0
PULSE BIOSCIENCES INC Common Stock 74587B101 112 9,800 SH   SOLE   9,800 0 0
PULTE GROUP INC Common Stock 745867101 17,144 659,650 SH   SOLE   659,650 0 0
PUMA BIOTECHNOLOGY INC Common Stock 74587V107 604 29,700 SH   SOLE   29,700 0 0
PURE CYCLE CORP Common Stock 746228303 134 13,500 SH   SOLE   13,500 0 0
PURE STORAGE INC - CLASS Common Stock 74624M102 5,245 326,211 SH   SOLE   326,211 0 0
PURPLE INNOVATION INC Common Stock 74640Y106 71 12,000 SH   SOLE   12,000 0 0
PVH CORP Common Stock 693656100 14,291 153,750 SH   SOLE   153,750 0 0
PYXUS INTERNATIONAL INC Common Stock 74737V106 110 9,300 SH   SOLE   9,300 0 0
PZENA INVST MGMT-CL A Common Stock 74731Q103 128 14,800 SH   SOLE   14,800 0 0
Q2 HOLDINGS INC Common Stock 74736L109 42,513 857,976 SH   SOLE   857,976 0 0
QAD INC - CLASS A Common Stock 74727D306 615 15,648 SH   SOLE   15,648 0 0
QCR HOLDINGS INC Common Stock 74727A104 459 14,300 SH   SOLE   14,300 0 0
QEP RESOURCES INC Common Stock 74733V100 2,273 403,800 SH   SOLE   403,800 0 0
QIAGEN NV Foreign Stock N72482123 14,426 418,747 SH   SOLE   418,747 0 0
QIWI PLC-SPONSORED ADR Foreign Stock 74735M108 105 7,420 SH   SOLE   7,420 0 0
QORVO INC Common Stock 74736K101 23,191 381,874 SH   SOLE   381,874 0 0
QTS REALTY TRUST INC-CL A Common Stock 74736A103 4,098 110,600 SH   SOLE   110,600 0 0
QUAD GRAPHICS INC Common Stock 747301109 623 50,560 SH   SOLE   50,560 0 0
QUAKER CHEMICAL CORP Common Stock 747316107 6,775 38,122 SH   SOLE   38,122 0 0
QUALCOMM INC Common Stock 747525103 202,509 3,558,409 SH   SOLE   3,558,409 0 0
QUALYS INC Common Stock 74758T303 8,627 115,429 SH   SOLE   115,429 0 0
QUANEX BLDG PRODUCTS CORP Common Stock 747619104 518 38,100 SH   SOLE   38,100 0 0
QUANTA SERVICES INC Common Stock 74762E102 15,118 502,250 SH   SOLE   502,250 0 0
QUANTENNA COMMUNICATIONS Common Stock 74766D100 917 63,935 SH   SOLE   63,935 0 0
QUANTERIX CORP Common Stock 74766Q101 119 6,500 SH   SOLE   6,500 0 0
QUEST DIAGNOSTICS INC Common Stock 74834L100 30,556 366,945 SH   SOLE   366,945 0 0
QUIDEL CORP Common Stock 74838J101 36,532 748,298 SH   SOLE   748,298 0 0
QUINSTREET INC Common Stock 74874Q100 935 57,587 SH   SOLE   57,587 0 0
QUINTANA ENERGY SERVICES Common Stock 74875T103 14 4,000 SH   SOLE   4,000 0 0
QUORUM HEALTH CORP Common Stock 74909E106 38 13,200 SH   SOLE   13,200 0 0
QUOTIENT TECHNOLOGY INC Common Stock 749119103 835 78,200 SH   SOLE   78,200 0 0
QURATE RETAIL INC A Common Stock 74915M100 19,052 976,015 SH   SOLE   976,015 0 0
R P C INC Common Stock 749660106 3,563 360,993 SH   SOLE   360,993 0 0
R R DONNELLEY & SONS COMP Common Stock 257867200 232 58,700 SH   SOLE   58,700 0 0
R1 RCM INC Common Stock 749397105 6,081 764,875 SH   SOLE   764,875 0 0
RA PHARMACEUTICALS INC Common Stock 74933V108 293 16,100 SH   SOLE   16,100 0 0
RADIAN GROUP INC Common Stock 750236101 7,176 438,632 SH   SOLE   438,632 0 0
RADIANT LOGISTICS INC Common Stock 75025X100 105 24,800 SH   SOLE   24,800 0 0
RADIUS HEALTH Common Stock 750469207 2,938 178,169 SH   SOLE   178,169 0 0
RADNET INC Common Stock 750491102 370 36,400 SH   SOLE   36,400 0 0
RADWARE LTD Foreign Stock M81873107 2,134 93,979 SH   SOLE   93,979 0 0
RALPH LAUREN CORP Common Stock 751212101 10,936 105,700 SH   SOLE   105,700 0 0
RAMACO RESOURCES INC Common Stock 75134P303 34 6,800 SH   SOLE   6,800 0 0
RAMBUS INC Common Stock 750917106 779 101,500 SH   SOLE   101,500 0 0
RANGE RESOURCES CORP Common Stock 75281A109 3,926 410,198 SH   SOLE   410,198 0 0
RAPID7 INC Common Stock 753422104 1,794 57,558 SH   SOLE   57,558 0 0
RAVEN INDUSTRIES INC Common Stock 754212108 1,274 35,200 SH   SOLE   35,200 0 0
RAYMOND JAMES FINANCIAL Common Stock 754730109 43,953 590,689 SH   SOLE   590,689 0 0
RAYONIER ADVANCED MAT INC Common Stock 75508B104 529 49,700 SH   SOLE   49,700 0 0
RAYONIER INC Common Stock 754907103 6,983 252,200 SH   SOLE   252,200 0 0
RAYTHEON CO Common Stock 755111507 118,754 774,396 SH   SOLE   774,396 0 0
RBB BANCORP Common Stock 74930B105 298 16,943 SH   SOLE   16,943 0 0
RBC BEARINGS INC Common Stock 75524B104 5,452 41,584 SH   SOLE   41,584 0 0
RCI HOSPITALITY HOLDINGS Common Stock 74934Q108 219 9,800 SH   SOLE   9,800 0 0
RE/MAX HOLDINGS INC - A Common Stock 75524W108 895 29,096 SH   SOLE   29,096 0 0
READING INTL INC-CL A Common Stock 755408101 282 19,400 SH   SOLE   19,400 0 0
READY CAPITAL CORP Common Stock 75574U101 250 18,100 SH   SOLE   18,100 0 0
REALOGY HOLDINGS CORP Common Stock 75605Y106 3,333 227,025 SH   SOLE   227,025 0 0
REALPAGE INC Common Stock 75606N109 11,293 234,342 SH   SOLE   234,342 0 0
REALTY INCOME CORP Common Stock 756109104 35,725 566,700 SH   SOLE   566,700 0 0
REATA PHARMACEUTICALS INC Common Stock 75615P103 1,034 18,426 SH   SOLE   18,426 0 0
RECRO PHARMA INC Common Stock 75629F109 107 15,100 SH   SOLE   15,100 0 0
RED HAT INC Common Stock 756577102 59,805 340,500 SH   SOLE   340,500 0 0
RED LION HOTELS CORP Common Stock 756764106 120 14,600 SH   SOLE   14,600 0 0
RED ROBIN GOURMET BURGERS Common Stock 75689M101 390 14,600 SH   SOLE   14,600 0 0
RED ROCK RESORTS INC Common Stock 75700L108 7,109 350,036 SH   SOLE   350,036 0 0
REDFIN CORP Common Stock 75737F108 1,119 77,700 SH   SOLE   77,700 0 0
REDWOOD TRUST INC Common Stock 758075402 1,215 80,600 SH   SOLE   80,600 0 0
REGAL BELOIT CORP Common Stock 758750103 7,604 108,556 SH   SOLE   108,556 0 0
REGENCY CENTERS CORP Common Stock 758849103 18,375 313,140 SH   SOLE   313,140 0 0
REGENERON PHARMACEUTICALS Common Stock 75886F107 70,358 188,375 SH   SOLE   188,375 0 0
REGENXBIO INC Common Stock 75901B107 1,509 35,971 SH   SOLE   35,971 0 0
REGIONAL MANAGEMENT CORP Common Stock 75902K106 729 30,303 SH   SOLE   30,303 0 0
REGIONS FINANCIAL CORP Common Stock 7591EP100 28,825 2,154,315 SH   SOLE   2,154,315 0 0
REGIS CORPORATION Common Stock 758932107 568 33,502 SH   SOLE   33,502 0 0
REINSURANCE GRP OF AM Common Stock 759351604 70,467 502,509 SH   SOLE   502,509 0 0
RELIANCE STEEL & ALUMINUM Common Stock 759509102 20,206 283,910 SH   SOLE   283,910 0 0
RELIANT BANCORP INC Common Stock 75956B101 260 11,300 SH   SOLE   11,300 0 0
REMARK HOLDINGS INC Common Stock 75955K102 10 8,000 SH   SOLE   8,000 0 0
RENAISSANCERE HLDGS LTD Foreign Stock G7496G103 13,687 102,370 SH   SOLE   102,370 0 0
RENASANT CORP Common Stock 75970E107 12,118 401,531 SH   SOLE   401,531 0 0
RENESOLA LTD - ADR Foreign Stock 75971T301 19 15,562 SH   SOLE   15,562 0 0
RENEWABLE ENERGY GROUP IN Common Stock 75972A301 2,349 91,410 SH   SOLE   91,410 0 0
RENT-A-CENTER INC Common Stock 76009N100 693 42,800 SH   SOLE   42,800 0 0
REPLIGEN CORP Common Stock 759916109 8,414 159,534 SH   SOLE   159,534 0 0
REPLIMUNE GROUP INC Common Stock 76029N106 65 6,494 SH   SOLE   6,494 0 0
REPUBLIC BANCORP INC-CL A Common Stock 760281204 866 22,373 SH   SOLE   22,373 0 0
REPUBLIC FIRST BANCORP IN Common Stock 760416107 260 43,500 SH   SOLE   43,500 0 0
REPUBLIC SERVICES INC Common Stock 760759100 38,065 528,025 SH   SOLE   528,025 0 0
RESIDEO TECHNOLOGIES INC Common Stock 76118Y104 5,801 282,282 SH   SOLE   282,282 0 0
RESMED INC Common Stock 761152107 49,222 432,268 SH   SOLE   432,268 0 0
RESOLUTE ENERGY CORP Common Stock 76116A306 655 22,600 SH   SOLE   22,600 0 0
RESOURCES CONNECTION INC Common Stock 76122Q105 3,183 224,136 SH   SOLE   224,136 0 0
RESTORBIO INC Common Stock 76133L103 61 7,100 SH   SOLE   7,100 0 0
RETAIL OPPORTUNITY INVEST Common Stock 76131N101 2,641 166,313 SH   SOLE   166,313 0 0
RETAIL PROPERTIES OF AMER Common Stock 76131V202 4,457 410,800 SH   SOLE   410,800 0 0
RETAIL VALUE TRUST INC Common Stock 76133Q102 758 29,640 SH   SOLE   29,640 0 0
RETROPHIN INC Common Stock 761299106 898 39,700 SH   SOLE   39,700 0 0
REV GROUP INC Common Stock 749527107 226 30,100 SH   SOLE   30,100 0 0
REVANCE THERAPEUTICS INC Common Stock 761330109 634 31,500 SH   SOLE   31,500 0 0
REVLON INC - CLASS A Common Stock 761525609 222 8,800 SH   SOLE   8,800 0 0
REX STORES CORP Common Stock 761624105 625 9,181 SH   SOLE   9,181 0 0
REXFORD INDUSTRIAL REALTY Common Stock 76169C100 3,424 116,199 SH   SOLE   116,199 0 0
REXNORD CORP Common Stock 76169B102 10,315 449,436 SH   SOLE   449,436 0 0
RGC RESOURCES INC Common Stock 74955L103 243 8,100 SH   SOLE   8,100 0 0
RH Common Stock 74967X103 2,360 19,700 SH   SOLE   19,700 0 0
RHYTHM PHARMACEUTICALS IN Common Stock 76243J105 460 17,105 SH   SOLE   17,105 0 0
RIBBON COMMUNICATIONS INC Common Stock 762544104 217 45,000 SH   SOLE   45,000 0 0
RIGEL PHARMACEUTICALS INC Common Stock 766559603 344 149,400 SH   SOLE   149,400 0 0
RIGNET INC Common Stock 766582100 188 14,900 SH   SOLE   14,900 0 0
RIMINI STREET INC Common Stock 76674Q107 59 11,536 SH   SOLE   11,536 0 0
RING ENERGY INC Common Stock 76680V108 693 136,426 SH   SOLE   136,426 0 0
RINGCENTRAL INC - CLASS A Common Stock 76680R206 11,919 144,579 SH   SOLE   144,579 0 0
RITCHIE BROS AUCTIONEERS Common Stock 767744105 4,718 144,203 SH   SOLE   144,203 0 0
RITE AID CORP Common Stock 767754104 731 1,032,300 SH   SOLE   1,032,300 0 0
RIVERVIEW BANCORP INC Common Stock 769397100 96 13,200 SH   SOLE   13,200 0 0
RLI CORPORATION Common Stock 749607107 5,884 85,290 SH   SOLE   85,290 0 0
RLJ LODGING TRUST Common Stock 74965L101 5,864 357,533 SH   SOLE   357,533 0 0
RMR GROUP INC/THE - CL A Common Stock 74967R106 592 11,159 SH   SOLE   11,159 0 0
ROBERT HALF INTL INC Common Stock 770323103 30,199 527,953 SH   SOLE   527,953 0 0
ROCKET PHARMACEUTICALS Common Stock 77313F106 344 23,200 SH   SOLE   23,200 0 0
ROCKWELL AUTOMATION INC Common Stock 773903109 46,995 312,300 SH   SOLE   312,300 0 0
ROCKWELL MEDICAL INC Common Stock 774374102 92 40,600 SH   SOLE   40,600 0 0
ROCKY BRANDS INC Common Stock 774515100 970 37,319 SH   SOLE   37,319 0 0
ROGERS CORPORATION Common Stock 775133101 6,375 64,355 SH   SOLE   64,355 0 0
ROKU INC Common Stock 77543R102 3,725 121,586 SH   SOLE   121,586 0 0
ROLLINS INC Common Stock 775711104 34,858 965,606 SH   SOLE   965,606 0 0
ROPER TECHNOLOGIES INC Common Stock 776696106 71,990 270,111 SH   SOLE   270,111 0 0
ROSEHILL RESOURCES INC Common Stock 777385105 0 100 SH   SOLE   100 0 0
ROSETTA STONE INC Common Stock 777780107 361 22,000 SH   SOLE   22,000 0 0
ROSS STORES INC Common Stock 778296103 83,629 1,005,152 SH   SOLE   1,005,152 0 0
ROWAN COMPANIES PLC Foreign Stock G7665A101 1,049 125,000 SH   SOLE   125,000 0 0
ROYAL CARIBBEAN CRUISES Foreign Stock V7780T103 38,764 396,405 SH   SOLE   396,405 0 0
ROYAL GOLD INC Common Stock 780287108 10,843 126,596 SH   SOLE   126,596 0 0
RPM INTERNATIONAL INC Common Stock 749685103 13,613 231,600 SH   SOLE   231,600 0 0
RPT REALTY Common Stock 74971D101 930 77,800 SH   SOLE   77,800 0 0
RTI SURGICAL INC Common Stock 74975N105 193 52,200 SH   SOLE   52,200 0 0
RTW RETAILWINDS INC Common Stock 74980D100 31 11,000 SH   SOLE   11,000 0 0
RUBIUS THERAPEUTICS INC Common Stock 78116T103 116 7,200 SH   SOLE   7,200 0 0
RUDOLPH TECHNOLOGIES INC Common Stock 781270103 2,449 119,647 SH   SOLE   119,647 0 0
RUSH ENTERPRISES INC - CL Common Stock 781846308 214 6,000 SH   SOLE   6,000 0 0
RUSH ENTERPRISES INC CL A Common Stock 781846209 1,728 50,130 SH   SOLE   50,130 0 0
RUTH'S HOSPITALITY GROUP Common Stock 783332109 905 39,818 SH   SOLE   39,818 0 0
RYANAIR HOLDINGS PLC - SP Foreign Stock 783513203 7,520 105,405 SH   SOLE   105,405 0 0
RYDER SYSTEM INC Common Stock 783549108 4,367 90,700 SH   SOLE   90,700 0 0
RYERSON HOLDING CORP Common Stock 783754104 409 64,561 SH   SOLE   64,561 0 0
RYMAN HOSPITALITY PROPERT Common Stock 78377T107 2,931 43,950 SH   SOLE   43,950 0 0
S & T BANCORP INC Common Stock 783859101 1,279 33,800 SH   SOLE   33,800 0 0
S&P GLOBAL INC Common Stock 78409V104 126,686 745,475 SH   SOLE   745,475 0 0
SABRA HLTH CARE REIT INC Common Stock 78573L106 3,260 197,822 SH   SOLE   197,822 0 0
SABRE CORP Common Stock 78573M104 21,983 1,015,865 SH   SOLE   1,015,865 0 0
SAFE BULKERS INC Foreign Stock Y7388L103 14 8,100 SH   SOLE   8,100 0 0
SAFEGUARD SCIENTIFICS INC Common Stock 786449207 163 18,900 SH   SOLE   18,900 0 0
SAFETY INCOME AND GROWTH Common Stock 78649D104 184 9,800 SH   SOLE   9,800 0 0
SAFETY INSURANCE GROUP Common Stock 78648T100 1,178 14,400 SH   SOLE   14,400 0 0
SAGA COMMUNICATIONS-CL A Common Stock 786598300 186 5,600 SH   SOLE   5,600 0 0
SAGE THERAPEUTICS INC Common Stock 78667J108 26,190 273,407 SH   SOLE   273,407 0 0
SAIA INC Common Stock 78709Y105 1,407 25,200 SH   SOLE   25,200 0 0
SAILPOINT TECHNOLOGIES HO Common Stock 78781P105 1,627 69,262 SH   SOLE   69,262 0 0
SALESFORCE.COM INC Common Stock 79466L302 248,136 1,811,612 SH   SOLE   1,811,612 0 0
SALLY BEAUTY CO INC Common Stock 79546E104 2,017 118,300 SH   SOLE   118,300 0 0
SAMSONITE INTERNATION-ADR Foreign Stock 79604U107 1,440 101,590 SH   SOLE   101,590 0 0
SANCHEZ ENERGY CORP Common Stock 79970Y105 17 63,800 SH   SOLE   63,800 0 0
SANDERSON FARMS INC Common Stock 800013104 2,681 26,999 SH   SOLE   26,999 0 0
SANDRIDGE ENERGY INC Common Stock 80007P869 238 31,300 SH   SOLE   31,300 0 0
SANDY SPRING BANCORP INC Common Stock 800363103 1,065 33,986 SH   SOLE   33,986 0 0
SANFILIPPO JOHN B & SON Common Stock 800422107 473 8,500 SH   SOLE   8,500 0 0
SANGAMO THERAPEUTICS INC Common Stock 800677106 1,226 106,771 SH   SOLE   106,771 0 0
SANMINA CORP Common Stock 801056102 18,954 787,793 SH   SOLE   787,793 0 0
SANTANDER CONSUMER USA HL Common Stock 80283M101 12,477 709,312 SH   SOLE   709,312 0 0
SAP AG SPONS ADR Common Stock 803054204 18,916 190,012 SH   SOLE   190,012 0 0
SAPIENS INTERNATIONAL COR Foreign Stock G7T16G103 25 2,277 SH   SOLE   2,277 0 0
SAREPTA THERAPEUTICS INC Common Stock 803607100 14,549 133,315 SH   SOLE   133,315 0 0
SAUL CENTERS INC Common Stock 804395101 548 11,600 SH   SOLE   11,600 0 0
SAVARA INC Common Stock 805111101 210 27,800 SH   SOLE   27,800 0 0
SB ONE BANCORP Common Stock 78413T103 164 8,000 SH   SOLE   8,000 0 0
SBA COMMUNICATIONS CORP Common Stock 78410G104 36,943 228,200 SH   SOLE   228,200 0 0
SCANA CORPORATION Common Stock 80589M102 12,007 251,300 SH   SOLE   251,300 0 0
SCANSOURCE INC Common Stock 806037107 849 24,700 SH   SOLE   24,700 0 0
SCHLUMBERGER LTD Foreign Stock 806857108 120,598 3,342,530 SH   SOLE   3,342,530 0 0
SCHNEIDER NATIONAL INC - Common Stock 80689H102 4,874 261,066 SH   SOLE   261,066 0 0
SCHNITZER STEEL INDSTRS Common Stock 806882106 1,087 50,427 SH   SOLE   50,427 0 0
SCHOLAR ROCK HOLD CORP Common Stock 80706P103 147 6,400 SH   SOLE   6,400 0 0
SCHOLASTIC CORPORATION Common Stock 807066105 2,048 50,872 SH   SOLE   50,872 0 0
SCHWAB (CHARLES) CORP/THE Common Stock 808513105 171,282 4,124,306 SH   SOLE   4,124,306 0 0
SCHWEITZER-MAUDUIT INTL Common Stock 808541106 757 30,200 SH   SOLE   30,200 0 0
SCIENCE APPLICATIONS INTL Common Stock 808625107 3,177 49,878 SH   SOLE   49,878 0 0
SCIENTIFIC GAMES CORP Common Stock 80874P109 4,576 255,933 SH   SOLE   255,933 0 0
SCORPIO BULKERS INC Foreign Stock Y7546A122 315 56,900 SH   SOLE   56,900 0 0
SCORPIO TANKERS INC Foreign Stock Y7542C106 443 251,800 SH   SOLE   251,800 0 0
SCOTTS MIRACLE-GRO CL A Common Stock 810186106 19,872 323,327 SH   SOLE   323,327 0 0
SCPHARMACEUTICALS INC Common Stock 810648105 34 9,100 SH   SOLE   9,100 0 0
SEABOARD CORP Common Stock 811543107 1,769 500 SH   SOLE   500 0 0
SEACOAST BANKING CORP/FL Common Stock 811707801 2,101 80,751 SH   SOLE   80,751 0 0
SEACOR HOLDINGS INC Common Stock 811904101 622 16,800 SH   SOLE   16,800 0 0
SEACOR MARINE HLDGS INC Common Stock 78413P101 202 17,192 SH   SOLE   17,192 0 0
SEALED AIR CORPORATION Common Stock 81211K100 11,765 337,699 SH   SOLE   337,699 0 0
SEASPINE HOLDINGS CORP Common Stock 81255T108 235 12,900 SH   SOLE   12,900 0 0
SEATTLE GENETICS INC Common Stock 812578102 13,808 243,700 SH   SOLE   243,700 0 0
SEAWORLD ENTERTAINMNT INC Common Stock 81282V100 5,552 251,324 SH   SOLE   251,324 0 0
SECUREWORKS CORP - A Common Stock 81374A105 177 10,500 SH   SOLE   10,500 0 0
SEI INVESTMENTS COMPANY Common Stock 784117103 21,272 460,423 SH   SOLE   460,423 0 0
SELECT BANCORP INC Common Stock 81617L108 154 12,400 SH   SOLE   12,400 0 0
SELECT ENERGY SERVICES IN Common Stock 81617J301 254 40,200 SH   SOLE   40,200 0 0
SELECT INCOME REIT Common Stock 81618T100 639 86,800 SH   SOLE   86,800 0 0
SELECT MEDICAL HLDS CORP Common Stock 81619Q105 1,633 106,400 SH   SOLE   106,400 0 0
SELECTA BIOSCIENCES INC Common Stock 816212104 14 5,200 SH   SOLE   5,200 0 0
SELECTIVE INSURANCE GROUP Common Stock 816300107 4,738 77,743 SH   SOLE   77,743 0 0
SEMGROUP CORP - CLASS A Common Stock 81663A105 1,069 77,600 SH   SOLE   77,600 0 0
SEMPRA ENERGY Common Stock 816851109 84,159 777,882 SH   SOLE   777,882 0 0
SEMTECH CORPORATION Common Stock 816850101 14,023 305,710 SH   SOLE   305,710 0 0
SENDGRID INC Common Stock 816883102 1,261 29,200 SH   SOLE   29,200 0 0
SENECA FOODS CORP - CL A Common Stock 817070501 209 7,400 SH   SOLE   7,400 0 0
SENIOR HOUSING PROP TRUST Common Stock 81721M109 5,232 446,400 SH   SOLE   446,400 0 0
SENSATA TECHNOLOGIES HLDG Foreign Stock G8060N102 62,437 1,392,430 SH   SOLE   1,392,430 0 0
SENSEONICS HOLDINGS INC Common Stock 81727U105 170 65,500 SH   SOLE   65,500 0 0
SENSIENT TECHNOLOGIES Common Stock 81725T100 4,029 72,132 SH   SOLE   72,132 0 0
SERES THERAPEUTICS INC Common Stock 81750R102 87 19,300 SH   SOLE   19,300 0 0
SERITAGE GROWTH PROPERTIE Common Stock 81752R100 1,038 32,100 SH   SOLE   32,100 0 0
SERVICE CORP INTL Common Stock 817565104 16,814 417,634 SH   SOLE   417,634 0 0
SERVICEMASTER GLOBAL HOLD Common Stock 81761R109 16,886 459,597 SH   SOLE   459,597 0 0
SERVICENOW INC Common Stock 81762P102 60,127 337,700 SH   SOLE   337,700 0 0
SERVICESOURCE INTERNATION Common Stock 81763U100 80 73,800 SH   SOLE   73,800 0 0
SERVISFIRST BANCSHARES Common Stock 81768T108 1,456 45,700 SH   SOLE   45,700 0 0
SHAKE SHACK INC - CLASS A Common Stock 819047101 1,131 24,900 SH   SOLE   24,900 0 0
SHENANDOAH TELECOMMUNICA Common Stock 82312B106 2,027 45,800 SH   SOLE   45,800 0 0
SHERWIN-WILLIAMS COMPANY Common Stock 824348106 95,080 241,651 SH   SOLE   241,651 0 0
SHILOH INDUSTRIES INC Common Stock 824543102 54 9,200 SH   SOLE   9,200 0 0
SHIP FINANCE Foreign Stock G81075106 861 81,800 SH   SOLE   81,800 0 0
SHOE CARNIVAL INC Common Stock 824889109 716 21,376 SH   SOLE   21,376 0 0
SHOPIFY INC - A Foreign Stock 82509L107 24,948 180,198 SH   SOLE   180,198 0 0
SHORE BANCSHARES INC Common Stock 825107105 188 12,900 SH   SOLE   12,900 0 0
SHOT SPOTTER INC Common Stock 82536T107 581 18,622 SH   SOLE   18,622 0 0
SHUTTERFLY INC Common Stock 82568P304 1,656 41,126 SH   SOLE   41,126 0 0
SHUTTERSTOCK, INC Common Stock 825690100 666 18,500 SH   SOLE   18,500 0 0
SI FINANCIAL GROUP INC Common Stock 78425V104 146 11,500 SH   SOLE   11,500 0 0
SIEBERT FINANCIAL CORP Common Stock 826176109 119 8,200 SH   SOLE   8,200 0 0
SIENNA BIOPHARMACEUTICALS Common Stock 82622H108 31 13,500 SH   SOLE   13,500 0 0
SIENTRA INC Common Stock 82621J105 506 39,806 SH   SOLE   39,806 0 0
SIERRA BANCORP Common Stock 82620P102 368 15,300 SH   SOLE   15,300 0 0
SIGA TECHNOLOGIES INC Common Stock 826917106 335 42,400 SH   SOLE   42,400 0 0
SIGNATURE BANK Common Stock 82669G104 10,620 103,300 SH   SOLE   103,300 0 0
SIGNET JEWELERS LTD Foreign Stock G81276100 6,139 193,240 SH   SOLE   193,240 0 0
SILGAN HOLDINGS INC Common Stock 827048109 3,252 137,700 SH   SOLE   137,700 0 0
SILICON LABORATORIES INC Common Stock 826919102 3,852 48,874 SH   SOLE   48,874 0 0
SILICON MOTION TECHNOL Foreign Stock 82706C108 415 12,025 SH   SOLE   12,025 0 0
SILVERBOW RESOURCES INC Common Stock 82836G102 177 7,500 SH   SOLE   7,500 0 0
SILVERCREST ASSET MGMT GR Common Stock 828359109 108 8,200 SH   SOLE   8,200 0 0
SIMMONS 1ST NATL CORP-CL Common Stock 828730200 2,396 99,305 SH   SOLE   99,305 0 0
SIMON PROPERTY GROUP INC Common Stock 828806109 120,197 715,500 SH   SOLE   715,500 0 0
SIMPLY GOOD FOODS CO Common Stock 82900L102 3,649 193,093 SH   SOLE   193,093 0 0
SIMPSON MFG CO INC Common Stock 829073105 2,613 48,280 SH   SOLE   48,280 0 0
SIMULATIONS PLUS INC Common Stock 829214105 231 11,600 SH   SOLE   11,600 0 0
SINCLAIR BROADCAST CL A Common Stock 829226109 7,729 293,418 SH   SOLE   293,418 0 0
SIRIUS XM HOLDINGS INC Common Stock 82968B103 37,764 6,613,600 SH   SOLE   6,613,600 0 0
SITE CENTERS CORP Common Stock 82981J109 3,086 278,800 SH   SOLE   278,800 0 0
SITEONE LANDSCAPE SUPPLY Common Stock 82982L103 7,173 129,776 SH   SOLE   129,776 0 0
SIX FLAGS ENTERTAIN CORP Common Stock 83001A102 7,660 137,700 SH   SOLE   137,700 0 0
SJW GROUP Common Stock 784305104 1,926 34,635 SH   SOLE   34,635 0 0
SKECHERS USA INC CLASS A Common Stock 830566105 5,784 252,700 SH   SOLE   252,700 0 0
SKYLINE CORPORATION Common Stock 830830105 858 58,397 SH   SOLE   58,397 0 0
SKYWEST INC Common Stock 830879102 3,515 79,047 SH   SOLE   79,047 0 0
SKYWORKS SOLUTIONS INC Common Stock 83088M102 23,330 348,100 SH   SOLE   348,100 0 0
SL GREEN REALTY CORP Common Stock 78440X101 13,151 166,300 SH   SOLE   166,300 0 0
SLEEP NUMBER CORP Common Stock 83125X103 1,120 35,300 SH   SOLE   35,300 0 0
SLM CORPORATION Common Stock 78442P106 6,676 803,400 SH   SOLE   803,400 0 0
SM ENERGY CO Convertible Debt 78454LAM2 2,492 2,681,000 SH   SOLE   2,681,000 0 0
SM ENERGY COMPANY Common Stock 78454L100 5,384 347,779 SH   SOLE   347,779 0 0
SMART & FINAL STORES INC Common Stock 83190B101 105 22,200 SH   SOLE   22,200 0 0
SMART GLOBAL HOLDINGS INC Foreign Stock G8232Y101 761 25,633 SH   SOLE   25,633 0 0
SMART SAND INC Common Stock 83191H107 40 17,900 SH   SOLE   17,900 0 0
SMARTFINANCIAL INC Common Stock 83190L208 232 12,700 SH   SOLE   12,700 0 0
SMITH & NEPHEW PLC-SPON A Foreign Stock 83175M205 7,267 194,402 SH   SOLE   194,402 0 0
SMUCKER (J M) COMPANY/THE Common Stock 832696405 25,139 268,900 SH   SOLE   268,900 0 0
SNAP-ON INC Common Stock 833034101 51,802 356,542 SH   SOLE   356,542 0 0
SOLARIS OILFIELD INFRA Common Stock 83418M103 351 29,000 SH   SOLE   29,000 0 0
SOLID BIOSCIENCES INC Common Stock 83422E105 362 13,500 SH   SOLE   13,500 0 0
SONIC AUTOMOTIVE INC Common Stock 83545G102 455 33,054 SH   SOLE   33,054 0 0
SONOCO PRODUCTS COMPANY Common Stock 835495102 13,936 262,300 SH   SOLE   262,300 0 0
SONOS INC Common Stock 83570H108 175 17,800 SH   SOLE   17,800 0 0
SORRENTO THERAPEUTICS INC Common Stock 83587F202 225 93,700 SH   SOLE   93,700 0 0
SOTHEBY'S Common Stock 835898107 2,070 52,093 SH   SOLE   52,093 0 0
SOUTH JERSEY INDUSTRIES Common Stock 838518108 21,848 785,896 SH   SOLE   785,896 0 0
SOUTH STATE CORP Common Stock 840441109 6,951 115,949 SH   SOLE   115,949 0 0
SOUTHERN COMPANY Common Stock 842587107 93,501 2,128,900 SH   SOLE   2,128,900 0 0
SOUTHERN COPPER CORP Common Stock 84265V105 12,890 418,928 SH   SOLE   418,928 0 0
SOUTHERN FIRST BANCSHARES Common Stock 842873101 276 8,592 SH   SOLE   8,592 0 0
SOUTHERN MISSOURI BANCORP Common Stock 843380106 258 7,600 SH   SOLE   7,600 0 0
SOUTHERN NATL BANCORP OF Common Stock 843395104 292 22,060 SH   SOLE   22,060 0 0
SOUTHSIDE BANCSHARES INC Common Stock 84470P109 1,035 32,592 SH   SOLE   32,592 0 0
SOUTHWEST AIRLINES CO Common Stock 844741108 61,105 1,314,659 SH   SOLE   1,314,659 0 0
SOUTHWEST GAS HOLDINGS IN Common Stock 844895102 9,085 118,759 SH   SOLE   118,759 0 0
SOUTHWESTERN ENERGY CO Common Stock 845467109 2,532 742,433 SH   SOLE   742,433 0 0
SP PLUS CORP Common Stock 78469C103 644 21,800 SH   SOLE   21,800 0 0
SPARK ENERGY INC-CLASS A Common Stock 846511103 86 11,600 SH   SOLE   11,600 0 0
SPARK THERAPEUTICS INC Common Stock 84652J103 2,318 59,211 SH   SOLE   59,211 0 0
SPARTAN MOTORS INC Common Stock 846819100 248 34,300 SH   SOLE   34,300 0 0
SPARTANNASH COMPANY Common Stock 847215100 2,983 173,634 SH   SOLE   173,634 0 0
SPARTON CORP Common Stock 847235108 164 9,000 SH   SOLE   9,000 0 0
SPDR GOLD SHARES Foreign Stock 78463V107 3,018 24,890 SH   SOLE   24,890 0 0
SPECTRUM BRANDS HLDGS INC Common Stock 84790A105 3,107 73,536 SH   SOLE   73,536 0 0
SPECTRUM PHARMACEUTLS INC Common Stock 84763A108 887 101,400 SH   SOLE   101,400 0 0
SPEEDWAY MOTORSPORTS INC Common Stock 847788106 203 12,500 SH   SOLE   12,500 0 0
SPERO THERAPEUTICS INC Common Stock 84833T103 97 15,700 SH   SOLE   15,700 0 0
SPIRE INC Common Stock 84857L101 4,056 54,747 SH   SOLE   54,747 0 0
SPIRIT AEROSPT HLDG CL A Common Stock 848574109 14,922 206,986 SH   SOLE   206,986 0 0
SPIRIT AIRLINES INC Common Stock 848577102 5,263 90,872 SH   SOLE   90,872 0 0
SPIRIT MTA REIT Common Stock 84861U105 270 37,800 SH   SOLE   37,800 0 0
SPIRIT OF TEXAS BANCSHARE Common Stock 84861D103 112 4,900 SH   SOLE   4,900 0 0
SPIRIT REALTY CAPITAL INC Convertible Debt 84860WAA0 7,735 7,750,000 SH   SOLE   7,750,000 0 0
SPIRIT REALTY CAPITAL INC Common Stock 84860W300 9,321 264,432 SH   SOLE   264,432 0 0
SPLUNK INC Common Stock 848637104 52,663 502,271 SH   SOLE   502,271 0 0
SPOK HOLDINGS INC Common Stock 84863T106 264 19,900 SH   SOLE   19,900 0 0
SPORTSMAN'S WAREHOUSE HLD Common Stock 84920Y106 365 83,248 SH   SOLE   83,248 0 0
SPOTIFY TECHNOLOGY SA Foreign Stock L8681T102 1,015 8,947 SH   SOLE   8,947 0 0
SPRING BANK PHARMACEUTICA Common Stock 849431101 128 12,300 SH   SOLE   12,300 0 0
SPRINT CORP Common Stock 85207U105 7,305 1,255,100 SH   SOLE   1,255,100 0 0
SPROUTS FARMERS MKT INC Common Stock 85208M102 7,694 327,244 SH   SOLE   327,244 0 0
SPS COMMERCE INC Common Stock 78463M107 2,746 33,338 SH   SOLE   33,338 0 0
SPX CORP Common Stock 784635104 4,618 164,883 SH   SOLE   164,883 0 0
SPX FLOW INC Common Stock 78469X107 1,259 41,400 SH   SOLE   41,400 0 0
SQUARE INC - A Common Stock 852234103 31,102 554,500 SH   SOLE   554,500 0 0
SRC ENERGY INC Common Stock 78470V108 1,332 283,442 SH   SOLE   283,442 0 0
SS&C TECH HOLDINGS Common Stock 78467J100 28,413 629,868 SH   SOLE   629,868 0 0
ST JOE COMPANY/THE Common Stock 790148100 454 34,500 SH   SOLE   34,500 0 0
STAAR SURG CO Common Stock 852312305 1,846 57,850 SH   SOLE   57,850 0 0
STAG INDUSTRIAL INC Common Stock 85254J102 2,568 103,200 SH   SOLE   103,200 0 0
STAMPS.COM INC Common Stock 852857200 3,377 21,700 SH   SOLE   21,700 0 0
STANDARD MOTOR PRODUCTS Common Stock 853666105 3,085 63,710 SH   SOLE   63,710 0 0
STANDEX INTL CORP Common Stock 854231107 840 12,500 SH   SOLE   12,500 0 0
STANLEY BLACK & DECKER IN Common Stock 854502101 46,238 386,150 SH   SOLE   386,150 0 0
STARBUCKS CORPORATION Common Stock 855244109 246,569 3,828,716 SH   SOLE   3,828,716 0 0
STARWOOD PROPERTY TR INC Common Stock 85571B105 9,865 500,500 SH   SOLE   500,500 0 0
STARWOOD PROPERTY TRUST Convertible Debt 85571BAH8 5,431 5,500,000 SH   SOLE   5,500,000 0 0
STATE AUTO FINANCIAL CORP Common Stock 855707105 6,474 190,180 SH   SOLE   190,180 0 0
STATE BANK FINACIAL CORP Common Stock 856190103 1,339 61,999 SH   SOLE   61,999 0 0
STATE STREET CORPORATION Common Stock 857477103 74,803 1,186,030 SH   SOLE   1,186,030 0 0
STEEL DYNAMICS INC Common Stock 858119100 18,058 601,129 SH   SOLE   601,129 0 0
STEELCASE INC CLASS A Common Stock 858155203 13,720 925,175 SH   SOLE   925,175 0 0
STEMLINE THERAPEUTICS INC Common Stock 85858C107 299 31,500 SH   SOLE   31,500 0 0
STEPAN CO Common Stock 858586100 1,987 26,848 SH   SOLE   26,848 0 0
STERICYCLE INC Common Stock 858912108 16,723 455,804 SH   SOLE   455,804 0 0
STERIS PLC Foreign Stock G84720104 39,899 373,414 SH   SOLE   373,414 0 0
STERLING BANCORP Common Stock 85917A100 19,430 1,176,857 SH   SOLE   1,176,857 0 0
STERLING BANCORP INC/MI Common Stock 85917W102 143 20,600 SH   SOLE   20,600 0 0
STERLING CONSTRUCTION CO Common Stock 859241101 703 64,568 SH   SOLE   64,568 0 0
STEVEN MADDEN LTD Common Stock 556269108 3,437 113,596 SH   SOLE   113,596 0 0
STEWART INFO SERVICES Common Stock 860372101 952 23,000 SH   SOLE   23,000 0 0
STIFEL FINANCIAL CORP Common Stock 860630102 20,077 484,724 SH   SOLE   484,724 0 0
STOCK YARDS BANCORP INC Common Stock 861025104 961 29,291 SH   SOLE   29,291 0 0
STONECO LTD Foreign Stock G85158106 4,320 234,251 SH   SOLE   234,251 0 0
STONERIDGE INC Common Stock 86183P102 788 31,963 SH   SOLE   31,963 0 0
STORE CAPITAL CORP Common Stock 862121100 10,036 354,500 SH   SOLE   354,500 0 0
STRATEGIC EDUCATION INC Common Stock 86272C103 4,716 41,577 SH   SOLE   41,577 0 0
STRATSYS LTD Foreign Stock M85548101 919 51,000 SH   SOLE   51,000 0 0
STRATUS PROPERTIES INC Common Stock 863167201 138 5,775 SH   SOLE   5,775 0 0
STRYKER CORPORATION Common Stock 863667101 155,778 993,800 SH   SOLE   993,800 0 0
SUMMIT FINANCIAL GROUP IN Common Stock 86606G101 277 14,335 SH   SOLE   14,335 0 0
SUMMIT HOTEL PROPERTIES I Common Stock 866082100 1,311 134,696 SH   SOLE   134,696 0 0
SUMMIT MATERIALS INC-CL A Common Stock 86614U100 5,323 429,254 SH   SOLE   429,254 0 0
SUN COMMUNITIES INC Common Stock 866674104 16,457 161,800 SH   SOLE   161,800 0 0
SUN HYDRAULICS CORP Common Stock 866942105 26,330 793,310 SH   SOLE   793,310 0 0
SUNCOKE ENERGY INC Common Stock 86722A103 533 62,300 SH   SOLE   62,300 0 0
SUNOPTA INC Common Stock 8676EP108 178 46,112 SH   SOLE   46,112 0 0
SUNPOWER CORP Common Stock 867652406 247 49,700 SH   SOLE   49,700 0 0
SUNRUN INC Common Stock 86771W105 1,060 97,300 SH   SOLE   97,300 0 0
SUNSTONE HOTEL INVESTORS Common Stock 867892101 3,379 259,703 SH   SOLE   259,703 0 0
SUNTRUST BANKS INC Common Stock 867914103 46,717 926,194 SH   SOLE   926,194 0 0
SUPERIOR ENERGY SERVICES Common Stock 868157108 492 146,900 SH   SOLE   146,900 0 0
SUPERIOR GRP OF CO INC Common Stock 868358102 180 10,200 SH   SOLE   10,200 0 0
SUPERIOR INDUSTRIES INTNL Common Stock 868168105 124 25,700 SH   SOLE   25,700 0 0
SUPERNUS PHARMACEUTICALS Common Stock 868459108 6,507 195,884 SH   SOLE   195,884 0 0
SURFACE ONCOLOGY INC Common Stock 86877M209 34 8,000 SH   SOLE   8,000 0 0
SURGERY PARTNERS INC Common Stock 86881A100 184 18,800 SH   SOLE   18,800 0 0
SURMODICS INC Common Stock 868873100 605 12,800 SH   SOLE   12,800 0 0
SVB FINANCIAL GROUP Common Stock 78486Q101 20,625 108,600 SH   SOLE   108,600 0 0
SWITCH INC - CLASS A Common Stock 87105L104 471 67,300 SH   SOLE   67,300 0 0
SYKES ENTERPRISES INC Common Stock 871237103 1,177 47,587 SH   SOLE   47,587