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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COM INC CL ACOM68243Q1062,325295,000SH SOLE 295,00000
3M CO.COM88579Y1015,58233,500SH SOLE 33,50000
A H BELO CORP COM CL ACOM0012821027215,000SH SOLE 15,00000
A T & T INC (NEW)COM00206R10250,3211,284,676SH SOLE 1,284,67600
AAR CORP COMCOM00036110558225,000SH SOLE 25,00000
AARON'S INCCOM00253530011,822471,000SH SOLE 471,00000
ABB LTD SPONSORED ADRCOM0003752041,80693,000SH SOLE 93,00000
ABBOTT LABSCOM0028241008,450202,000SH SOLE 202,00000
ABBVIE INC COMCOM00287Y10910,251179,456SH SOLE 179,45600
ACCO BRANDS CORPCOM00081T10835940,000SH SOLE 40,00000
ACHAOGEN INC COMCOM00444910415255,000SH SOLE 55,00000
ACTIVISION BLIZZARD,INCCOM00507V1097,952235,000SH SOLE 235,00000
ACUITY BRANDS INC (B:AYI) COMCOM00508Y1024,27619,600SH SOLE 19,60000
ADCARE HEALTH SYSTEMS INCCOM00650W3001,555670,070SH SOLE 670,07000
ADOBE SYSTEMS INC COMCOM00724F10117,428185,800SH SOLE 185,80000
ADT CORPORATION COMCOM00101J10638,719938,420SH SOLE 938,42000
ADVANCE AUTO PARTS INC COMCOM00751Y1068025,000SH SOLE 5,00000
AEGION CORPCOM00770F10463330,000SH SOLE 30,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010541,7052,546,095SH SOLE 2,546,09500
AES CORP COMCOM00130H10542,8753,633,500SH SOLE 3,633,50000
AES TR III TR P CV SC 6.75CONVERTIBLE PREF00808N2023036,000SH SOLE 6,00000
AETNA INC (B:AET) COMCOM00817Y1088,94979,655SH SOLE 79,65500
AGILENT TECHNOLOGIES INCCOM00846U1013,40785,500SH SOLE 85,50000
AGL RES INC COMCOM00120410617,021261,300SH SOLE 261,30000
AGNICO-EAGLE MINES (USD)COM00847410883,1282,298,882SH SOLE 2,298,88200
AGRIUM INC COMCOM00891610888310,000SH SOLE 10,00000
AIR PRODS & CHEMS INC COMCOM0091581067,34751,000SH SOLE 51,00000
AIRGAS INC COMCOM00936310277,151544,700SH SOLE 544,70000
AJRD 4.0625% 12/31/2039CONVERTIBLE BOND368682AN04,9962,750,000PRN SOLE 2,750,00000
AKORN INCCOM00972810611,789501,000SH SOLE 501,00000
ALAMOS GOLD INC NEW COM CL ACOM01153210829,8455,641,807SH SOLE 5,641,80700
ALASKA COMMUNICATIONS SYSTE 6.CONVERTIBLE BOND01167PAE11,9052,000,000PRN SOLE 2,000,00000
ALBANY INTL CORP-CL ACOM0123481083,947105,000SH SOLE 105,00000
ALBEMARLE CORP COMCOM0126531019,207144,010SH SOLE 144,01000
ALCOA INC COMCOM01381710120,0222,090,000SH SOLE 2,090,00000
ALERE INCCOM01449J10568,7081,357,600SH SOLE 1,357,60000
ALIGN TECHNOLOGY INC COMCOM0162551011,01814,000SH SOLE 14,00000
ALLEGHANY CORP DELCOM01717510019,41639,129SH SOLE 39,12900
ALLEGION PUB LTD CO ORD SCOMG0176J1091,59525,034SH SOLE 25,03400
ALLERGAN PLC CV PFD SER A 5.50CONVERTIBLE PREFG0177J1166,0666,600SH SOLE 6,60000
ALLERGAN PLC SHSCOMG0177J10855,498207,060SH SOLE 207,06000
ALLETE INC COM NEWCOM01852230019,512348,000SH SOLE 348,00000
ALLIANCE BERNSTEIN HLDGS LP UNCOM01881G10612,441531,000SH SOLE 531,00000
ALLIANCE DATA SYS CORP COMCOM0185811085502,500SH SOLE 2,50000
ALLIANCE HOLDINGS GP LP COM UNCOM01861G10049734,000SH SOLE 34,00000
ALLIANT ENERGY CORP COMCOM01880210811,513155,000SH SOLE 155,00000
ALPHABET CLASS ACOM02079K30525,94634,010SH SOLE 34,01000
ALPHABET CLASS CCOM02079K10745,79161,468SH SOLE 61,46800
ALTRIA GROUP INC COMCOM02209S1032,94547,000SH SOLE 47,00000
AMAZON.COM INCCOM02313510626,70844,990SH SOLE 44,99000
AMC NETWORKS INC CL ACOM00164V10354,225835,000SH SOLE 835,00000
AMEC PLC SPONSORED ADRCOM00167X2057011,000SH SOLE 11,00000
AMEREN CORP COMCOM02360810229,759594,000SH SOLE 594,00000
AMERICA MOVIL S A DE C V SPONSCOM02364W1057,582488,200SH SOLE 488,20000
AMERICAN ELECTRIC POWERCOM02553710156,042844,000SH SOLE 844,00000
AMERICAN EXPRESS COCOM025816109134,7182,194,100SH SOLE 2,194,10000
AMERICAN INTERNATIONAL GROUP ICOM02687478467,7521,253,500SH SOLE 1,253,50000
AMERICAN STS WTR CO COMCOM0298991011,85047,000SH SOLE 47,00000
AMERICAN TOWER CORP-CL ACOM03027X1002,86628,000SH SOLE 28,00000
AMERICAN WATER WORKS CO INCCOM03042010312,132176,000SH SOLE 176,00000
AMERIPRISE FINL INC COMCOM03076C1063293,500SH SOLE 3,50000
AMERISOURCEBERGEN CORP COMCOM03073E1056,40574,000SH SOLE 74,00000
AMETEK INC NEW COMCOM031100100101,6042,032,900SH SOLE 2,032,90000
AMGEN INCCOM03116210026,538177,000SH SOLE 177,00000
AMPCO PITTSBURGH CORPCOM0320371036,823490,500SH SOLE 490,50000
AMPHENOL CORP NEW CL ACOM0320951011,30722,600SH SOLE 22,60000
AMSURG CORP COMCOM03232P4051,67922,500SH SOLE 22,50000
AMSURG CORP PFD CNV SR A-1 7/1CONVERTIBLE PREF03232P5043,49124,500SH SOLE 24,50000
ANADARKO PETE CORP COMCOM03251110725,506547,700SH SOLE 547,70000
ANADARKO PETROLEUM CV PFD 7.50CONVERTIBLE PREF0325114041,02230,000SH SOLE 30,00000
ANGIODYNAMICS INC COMCOM03475V1011,20498,000SH SOLE 98,00000
ANGLOGOLD LTD SPONSORED ADRCOM03512820626,4931,935,200SH SOLE 1,935,20000
ANI PHARM 3.000% 12/01/19CONVERTIBLE BOND00182CAA11,3421,500,000PRN SOLE 1,500,00000
ANIKA THERAPEUTICS INC COMCOM0352551083137,000SH SOLE 7,00000
ANIXTER INTL INC COMCOM03529010557311,000SH SOLE 11,00000
ANTHEM INC COMCOM0367521033,47525,000SH SOLE 25,00000
ANTHEM INC CV PFD 5.250% 5/1/2CONVERTIBLE PREF0367522024,20290,000SH SOLE 90,00000
APACHE CORPCOM03741110511,592237,500SH SOLE 237,50000
API TECHNOLOGIES CORPCOM00187E2031,320670,115SH SOLE 670,11500
APOLLO EDUCATIONCOM03760410575892,327SH SOLE 92,32700
APPLE INCCOM03783310061,352562,910SH SOLE 562,91000
AQUA AMERICA INCCOM03836W10321,488675,291SH SOLE 675,29100
ARAMARK HOLDINGS CORPCOM03852U1061,17635,500SH SOLE 35,50000
ARCHER DANIELS MIDLANDCOM03948310222,076608,000SH SOLE 608,00000
ARGO GROUP INTL HLDGS LTD COMCOMG0464B1076,007104,670SH SOLE 104,67000
ARRAY BIOPHARMA INC. 3.000% 06CONVERTIBLE BOND04269XAA38461,051,000PRN SOLE 1,051,00000
ARTESIAN RES CORP COM CL ACOM04311320867124,000SH SOLE 24,00000
ASCENT CAPITAL GROUP INCCOM0436321084,110277,500SH SOLE 277,50000
ASCMA 4 07/15/20 CVCONVERTIBLE BOND043632AA6180300,000PRN SOLE 300,00000
ASHLAND INC NEW COMCOM04420910417,352157,800SH SOLE 157,80000
ASTEC INDS INC COMCOM04622410129,136624,300SH SOLE 624,30000
ASTORIA FINL CORP COMCOM0462651044,118260,000SH SOLE 260,00000
ASTRAZENECA PLC ADR SPONSOREDCOM0463531085,883208,900SH SOLE 208,90000
ASTRONICS CORP COMCOM0464331083629,500SH SOLE 9,50000
ATLANTIC TELE NETWORK INC COMCOM04907920510,313136,000SH SOLE 136,00000
ATLAS AIR WORLDWIDE HLDGS 2.25CONVERTIBLE BOND049164BH81,9202,250,000PRN SOLE 2,250,00000
ATLAS ENERGY GROUP LLC COMCOM04929Q1021325,000SH SOLE 25,00000
ATLAS RESOURCE PARTNERS LP COMCOM04941A1011013,000SH SOLE 13,00000
ATMEL CORP COMCOM0495131044,714580,545SH SOLE 580,54500
ATMOS ENERGY CORP COMCOM0495601059,082122,300SH SOLE 122,30000
AUTOMATIC DATA PROCESSINGCOM0530151033,31937,000SH SOLE 37,00000
AUTONATION INCCOM05329W10218,257391,100SH SOLE 391,10000
AUTOZONE INCCOM0533321025,2586,600SH SOLE 6,60000
AVANGRID INCCOM05351W10314,119352,000SH SOLE 352,00000
AVID TECHNOLOGY INCCOM05367P10029744,000SH SOLE 44,00000
AVISTA CORP COMCOM05379B10718,718459,000SH SOLE 459,00000
AVON PRODUCTS INCCOM0543031022,602541,000SH SOLE 541,00000
AXIALL CORPCOM05463D1004,857222,400SH SOLE 222,40000
AZZ INC COMCOM0024741045,23692,500SH SOLE 92,50000
B & G FOODS INC NEW COMCOM05508R1061,21835,000SH SOLE 35,00000
BIOTA HOLDINGS LTDCOM0906941009563,075SH SOLE 63,07500
B2GOLD CORP COMCOM11777Q2095,8903,548,000SH SOLE 3,548,00000
BADGER METER INC COMCOM0565251086,51898,000SH SOLE 98,00000
BAIDU COM INC SPON ADR REP ACOM0567521085342,800SH SOLE 2,80000
BAKER HUGHES INCCOM0572241071,83141,775SH SOLE 41,77500
BANCO SANTANDER CENT HISP ADR(COM05964H105990227,000SH SOLE 227,00000
BANK OF AMERICACOM0605051049,532705,000SH SOLE 705,00000
BANK OF AMERICA CV PFD L 7.250CONVERTIBLE PREF0605056822,8452,500SH SOLE 2,50000
BANK OF NEW YORK MELLON CORPCOM064058100127,2993,456,400SH SOLE 3,456,40000
BARNES & NOBLE ED INC COMCOM06777U10119820,224SH SOLE 20,22400
BARNES & NOBLESCOM0677741092,917236,000SH SOLE 236,00000
BARRICK GOLD(R:ABX.N B:ABX US)COM06790110844,3283,264,203SH SOLE 3,264,20300
BASSETT FURNITURE INDSCOM0702031046,756212,050SH SOLE 212,05000
BAXALTA INC COMCOM07177M10323,952592,866SH SOLE 592,86600
BAXTER INTL INC COMCOM07181310917,373422,899SH SOLE 422,89900
BBCN BANCORP INCCOM0732951074,709310,000SH SOLE 310,00000
BB&T CORP COMCOM0549371072668,000SH SOLE 8,00000
BCE INCCOM05534B76061,0421,340,400SH SOLE 1,340,40000
BE AEROSPACE INC COMCOM07330210111,987259,900SH SOLE 259,90000
BEASLEY BROADCAST GRP INC.COM074014101899256,034SH SOLE 256,03400
BEAZER HOMES USA INCCOM07556Q88152360,000SH SOLE 60,00000
BECTON DICKINSON & CO COMCOM07588710915,970105,188SH SOLE 105,18800
BED BATH & BEYOND INCCOM0758961001,73735,000SH SOLE 35,00000
BEL FUSE INC CL ACOM0773472013,748285,000SH SOLE 285,00000
BELDEN CDT INCCOM07745410673712,000SH SOLE 12,00000
BELMOND LTD CL ACOMG1154H1072,913307,000SH SOLE 307,00000
BERKLEY W R CORP COMCOM08442310210,285183,000SH SOLE 183,00000
BERKSHIRE HATHAWAY INC DEL CLCOM0846707021,2779,000SH SOLE 9,00000
BERKSHIRE HATHAWAY INC-CL ACOM08467010869,585326SH SOLE 32600
BEST BUY INC COMCOM08651610110,186314,000SH SOLE 314,00000
BHP BILLITON LTD SPONSORED ADRCOM0886061082,48696,000SH SOLE 96,00000
BIG 5 SPORTING GOODS CORP COMCOM08915P1013,563320,700SH SOLE 320,70000
BIGLARI HOLDINGS INCCOM08986R1018,46022,761SH SOLE 22,76100
BIO RAD LABS INC CL ACOM0905722076,42647,000SH SOLE 47,00000
BIOGEN IDEC INCCOM09062X1038,69533,400SH SOLE 33,40000
BIOLASE TECHNOLOGY INC COMCOM0909111085643,000SH SOLE 43,00000
BIOSCRIP INCCOM09069N10825,03311,697,717SH SOLE 11,697,71700
BIOTELEMETRY INC COMCOM0906721061,425122,000SH SOLE 122,00000
BLACK HILLS CORP COMCOM09211310955,710926,500SH SOLE 926,50000
BLACKBERRY LTDCOM09228F10316220,000SH SOLE 20,00000
BLACKHAWK NETWORK HOLDINGS ICOM09238E10412,303358,701SH SOLE 358,70100
BLACKROCK INC CL ACOM09247X1019,43427,700SH SOLE 27,70000
BLACKROCK KELSO CAPITAL 5.500%CONVERTIBLE BOND092533AB41,5121,500,000PRN SOLE 1,500,00000
BLACKROCK KELSO CAPITAL CORPCOCOM0925331081,233131,034SH SOLE 131,03400
BLACKSTONE GROUP L P COM UNITCOM09253U1085,722204,000SH SOLE 204,00000
BLOUNT INTL INC NEW COMCOM0951801056,748676,163SH SOLE 676,16300
BLUCORA INCCOM0952291002,740531,000SH SOLE 531,00000
BLUCORA, INC. 4.250% 04/01/19CONVERTIBLE BOND095229AB62,6253,500,000PRN SOLE 3,500,00000
BOEING COCOM09702310535,861282,500SH SOLE 282,50000
BON-TON STORES INC COMCOM09776J101987435,000SH SOLE 435,00000
BORG WARNER INCCOM09972410621,132550,300SH SOLE 550,30000
BOSTON BEER INC CL ACOM1005571074,70125,400SH SOLE 25,40000
BOSTON SCIENTIFIC CORP COMCOM10113710715,330815,000SH SOLE 815,00000
BOTTOMLINE TECHNOLOGIES 1.500%CONVERTIBLE BOND101388AA43,1322,750,000PRN SOLE 2,750,00000
BOYD GAMING CORPCOM10330410116,321790,000SH SOLE 790,00000
BP PLC SPONS ADRCOM05562210432,6701,082,500SH SOLE 1,082,50000
BRINKS CO COMCOM10969610422,472669,000SH SOLE 669,00000
BRISTOL MYERS SQUIBB COCOM11012210873,3381,148,063SH SOLE 1,148,06300
BROOKFIELD ASSET MGMT INC CL ACOM1125851041,56645,000SH SOLE 45,00000
BROWN FORMAN CORP CL BCOM11563720918,091183,725SH SOLE 183,72500
BROWN-FORMAN CORP CLASS ACOM11563710089,341837,391SH SOLE 837,39100
BRUKER BIOSCIENCES CORPCOM11679410850418,000SH SOLE 18,00000
BRUNSWICK CORPCOM1170431094,03084,000SH SOLE 84,00000
BT GROUP PLC SPON ADRCOM05577E1013,208100,000SH SOLE 100,00000
BTO CN 3 1/4 10/1/18CONVERTIBLE BOND11777QAB61,6662,000,000PRN SOLE 2,000,00000
BUNGE LIMITED COMCOMG169621051,24722,000SH SOLE 22,00000
C1 FINL INC COMCOM12591N1091,14447,255SH SOLE 47,25500
CABLE ONE INCCOM12685J1059,20221,050SH SOLE 21,05000
CABLEVISION SYS NY GROUP ACOM12686C109114,4983,469,650SH SOLE 3,469,65000
CABOT OIL & GAS CORP COMMON STCOM1270971033,282144,500SH SOLE 144,50000
CADIZ INCCOM1275372077815,000SH SOLE 15,00000
CALAMOS ASSET MANAGEMENT-ACOM12811R1041,571185,000SH SOLE 185,00000
CALATLANTIC GROUP INCCOM1281951049,023270,000SH SOLE 270,00000
CALAVO GROWERS INC COMCOM12824610585615,000SH SOLE 15,00000
CALIFORNIA RES CORP COMCOM13057Q107257249,202SH SOLE 249,20200
CALIFORNIA WTR SVC GROUP COMCOM1307881021,34750,400SH SOLE 50,40000
CALLON PETE CO DEL COMCOM13123X1021,195135,000SH SOLE 135,00000
CALPINE CORP COM NEWCOM13134730424316,000SH SOLE 16,00000
CAMBIUM LEARNING GRP INC COMCOM13201A10734280,000SH SOLE 80,00000
CAMECO CORP COMCOM13321L1084,173325,000SH SOLE 325,00000
CAMERON INTERNATIONAL CORPCOM13342B105111,2561,659,300SH SOLE 1,659,30000
CAMPBELL SOUP COCOM13442910930,734481,800SH SOLE 481,80000
CANTEL MEDICAL CORP COMCOM13809810814,272200,000SH SOLE 200,00000
CANTERBURY PK HLDG CORPCOM13811E1011,969190,080SH SOLE 00190,080
CAPITOL FEDERAL FINANCIAL INCCOM14057J10116612,500SH SOLE 12,50000
CARBONITE INCCOM1413371058811,000SH SOLE 11,00000
CARDIOVASCULAR SYS INC DEL COMCOM14161910644643,000SH SOLE 43,00000
CAREDX INCCOM14167L10335571,672SH SOLE 71,67200
CAREER EDUCATION CORPCOM14166510926859,000SH SOLE 59,00000
CARMIKE CINEMAS INC COMCOM1434364005,068168,700SH SOLE 168,70000
CARRIAGE SERVICES, INC. 2.750%CONVERTIBLE BOND143905AM93,2873,000,000PRN SOLE 3,000,00000
CARRIZO OIL & CO INC COMCOM1445771032,43678,800SH SOLE 78,80000
CASEYS GEN STORES INC COMCOM14752810326,630235,000SH SOLE 235,00000
CATERPILLAR INCCOM14912310110,739140,300SH SOLE 140,30000
CAVCO INDUSTRIESCOM14956810712,010128,500SH SOLE 128,50000
CBS CORP CLASS ACOM12485710393,8841,591,262SH SOLE 1,591,26200
CBS CORP NEW CL BCOM12485720211,745213,200SH SOLE 213,20000
CDK GLOBAL INC COMCOM12508E10151211,000SH SOLE 11,00000
CELGENE CORPCOM1510201045,49554,900SH SOLE 54,90000
CEMPRA INC COMCOM15130J1092,453140,000SH SOLE 140,00000
CENTERPOINT ENERGY INC COMCOM15189T1071,96694,000SH SOLE 94,00000
CENTRAL EUROPE AND RUSSIA FUNDMUTUAL FUNDS1534361003,408182,036SH SOLE 182,03600
CENTURY ALUM CO COMCOM1564311081,481210,000SH SOLE 210,00000
CENTURYLINK, INC.COM15670010614,302447,500SH SOLE 447,50000
CEPHEID COMCOM15670R1077,840235,000SH SOLE 235,00000
CERES INCCOM156773400210,000SH SOLE 10,00000
CF INDS HLDGS INC COMCOM12526910047015,000SH SOLE 15,00000
CHARLES RIV LABORATORIES INTCOCOM1598641072,05027,000SH SOLE 27,00000
CHARTER COMMUNICATIONS INC DCLCOM16117M3055,44526,900SH SOLE 26,90000
CHECK POINT SOFTWARE TECHCOMM224651045256,000SH SOLE 6,00000
CHECKPOINT SYS INC COMCOM16282510357656,880SH SOLE 56,88000
CHEESECAKE FACTORY INCCOM16307210126,970508,000SH SOLE 508,00000
CHEMED CORPORATIONCOM16359R10337,574277,400SH SOLE 277,40000
CHEMOURS CO COMCOM16385110821831,200SH SOLE 31,20000
CHEMTURA CORP COM NEWCOM16389320977,8542,949,000SH SOLE 2,949,00000
CHENIERE ENERGY INC COM NEWCOM16411R2084,060120,000SH SOLE 120,00000
CHENIERE ENERGY, INC. 4.250% 0CONVERTIBLE BOND16411RAG41,5643,000,000PRN SOLE 3,000,00000
CHESAPEAKE ENERGY CORP COMCOM16516710728068,000SH SOLE 68,00000
CHESAPEAKE UTILS CORP COMCOM1653031087,708122,400SH SOLE 122,40000
CHEVRON CORPCOM16676410062,888659,200SH SOLE 659,20000
CHINA AUTOMOTIVE SYS INC COMCOM16936R10541890,022SH SOLE 90,02200
CHINA MOBILE LTDCOM16941M1095,822105,000SH SOLE 105,00000
CHINA TELECOM CORP LTD SPONS ACOM1694261032635,000SH SOLE 5,00000
CHINA UNICOM ADRCOM16945R1041,26396,000SH SOLE 96,00000
CHIPOTLE MEXICAN GRILL INC CLCOM1696561055,27511,200SH SOLE 11,20000
CHURCH & DWIGHT COCOM17134010216,058174,200SH SOLE 174,20000
CHURCHILL DOWNS INC COMCOM17148410837,221251,700SH SOLE 251,70000
CIGNA CORPCOM12550910918,788136,900SH SOLE 136,90000
CINCINNATI BELLCOM17187110642,23410,913,109SH SOLE 10,913,10900
CINCINNATI BELL PFD CVT 6.75%CONVERTIBLE PREF1718714036,916142,600SH SOLE 142,60000
CIRCOR INTL INC COMCOM17273K10946,5761,004,000SH SOLE 1,004,00000
CISCO SYS INCCOM17275R1027,468262,300SH SOLE 262,30000
CIT GROUP INC COM NEWCOM12558180158318,800SH SOLE 18,80000
CITIGROUP INCCOM17296742436,471873,546SH SOLE 873,54600
CLARCOR INCCOM17989510724,613425,900SH SOLE 425,90000
CLEAR CHANNEL OUTDOOR HLDGS CLCOM18451C10912,7942,722,144SH SOLE 2,722,14400
CLECO CORP NEW COMCOM12561W105104,4791,892,388SH SOLE 1,892,38800
CLIFFS NATURAL RESOURCES INCCOCOM18683K10118060,000SH SOLE 60,00000
CME GROUP INC COMCOM12572Q10511,718122,000SH SOLE 122,00000
CMS ENERGY CORP COMCOM1258961008,743206,000SH SOLE 206,00000
CNH INDUSTRIAL NVCOMN2094410928,6044,231,376SH SOLE 4,231,37600
COBALT INTL ENERGY INC COMCOM19075F1061,611542,500SH SOLE 542,50000
COCA COLA COCOM19121610067,3211,451,200SH SOLE 1,451,20000
COCA-COLA ENTERPRISES, INC.COM19122T1093,09561,000SH SOLE 61,00000
COCA-COLA FEMSA S A DE C V ADRCOM1912411081,20414,500SH SOLE 14,50000
COHEN & STEERS INC COMCOM19247A1006,336162,800SH SOLE 162,80000
COLGATE PALMOLIVE COCOM1941621034,31761,100SH SOLE 61,10000
COLONY CAPITAL, INC. 5.000% 04CONVERTIBLE BOND19624RAA41,7862,000,000PRN SOLE 2,000,00000
COLUMBIA PIPELINE GROUP INC COCOM19828010948,0451,914,150SH SOLE 1,914,15000
COMCAST CORP NEW COM CL ACOM20030N10162,3081,020,100SH SOLE 1,020,10000
COMERICA INC COMCOM2003401071,13630,000SH SOLE 30,00000
COMMUNICATIONS SALES&LEAS INCOCOM20341J1041,17953,000SH SOLE 53,00000
COMMUNICATIONS SYSCOM2039001051,764240,000SH SOLE 240,00000
COMMUNITY HEALTH SYSTEMS-CVRWARRANT AND RIGH203668116033,500SH SOLE 33,50000
COMPANIA DE MINAS BUENAVENTURAFOREIGN COMMON S20444810429440,000SH SOLE 40,00000
COMSCORE INCCOM20564W1052,35478,370SH SOLE 78,37000
COMSTOCK MNG INC COMCOM205750102222600,000SH SOLE 600,00000
CONAGRA INCCOM20588710244,129989,000SH SOLE 989,00000
CONCHO RES INC COMCOM20605P1012,52625,000SH SOLE 25,00000
CONMED CORP COMCOM2074101013,56585,000SH SOLE 85,00000
CONNECTICUT WTR SVC INC COMCOM2077971011,80440,000SH SOLE 40,00000
CONOCOPHILLIPS COMCOM20825C10438,242949,650SH SOLE 949,65000
CONSOL ENERGY INC COMCOM20854P1096,861607,700SH SOLE 607,70000
CONSOLIDATED COMM HLDGS INC COCOM2090341071,67465,000SH SOLE 65,00000
CONSOLIDATED EDISON INC COMCOM2091151048,581112,000SH SOLE 112,00000
CONSOLIDATED WATER CO LTD ORDCOMG2377310740633,400SH SOLE 33,40000
CONSTELLATION BRANDS COMCOM21036P10818,131120,000SH SOLE 120,00000
CONSTELLIUM NV CL ACOMN2203510410420,000SH SOLE 20,00000
CONTINENTAL RESOURCES INC COMCOM2120151013,036100,000SH SOLE 100,00000
COOPER COS INC COM NEWCOM21664840210,81670,250SH SOLE 70,25000
COOPER TIRE & RUBBER COCOM21683110712,957350,000SH SOLE 350,00000
COPART INC COMCOM2172041064,345106,562SH SOLE 106,56200
CORE MARK HOLDING CO INC COMCOM21868110497912,000SH SOLE 12,00000
CORE MOLDING TECH COMCOM2186831004,056325,000SH SOLE 325,00000
CORNING INCCOM21935010543,3262,074,000SH SOLE 2,074,00000
COSTCO WHSL CORP NEW COMCOM22160K10549,395313,462SH SOLE 313,46200
COTT CORP COMCOM22163N10610,001720,000SH SOLE 720,00000
COTY INC-CL ACOM2220702039,685348,000SH SOLE 348,00000
COVANTA HOLDING CORPCOM22282E1022,951175,000SH SOLE 175,00000
COVISINT CORPCOM22357R103410205,076SH SOLE 205,07600
CRANE COCOM22439910563,1451,172,400SH SOLE 1,172,40000
CREDIT ACCEP CORP MICH COMCOM2253101019085,000SH SOLE 5,00000
CROWN CASTLE INTL CNV PFD 4.50CONVERTIBLE PREF22822V2003,21630,000SH SOLE 30,00000
CROWN CASTLE INTL CORPCOM22822V1017,60287,879SH SOLE 87,87900
CROWN HOLDINGS INC COMCOM22836810613,984282,000SH SOLE 282,00000
CROWN MEDIA HLDGS INC CL ACOM2284111043,883764,347SH SOLE 764,34700
CST BRANDS INC COMCOM12646R10563,1981,650,500SH SOLE 1,650,50000
CTS CORPCOM12650110512,529796,000SH SOLE 796,00000
CULLEN FROST BANKERS INC COMCOM2298991092,20440,000SH SOLE 40,00000
CURTISS WRIGHT CORPCOM23156110188,4281,168,600SH SOLE 1,168,60000
CUTERA INC COMCOM2321091084,534403,000SH SOLE 403,00000
CVR REFNG LP COMUNIT REP LTCOM12663P1074,831399,900SH SOLE 399,90000
CVS HEALTH CORPCOM126650100163,4161,575,400SH SOLE 1,575,40000
CYPRESS SEMICONDUCTOR CORP COMCOM2328061096,582760,000SH SOLE 760,00000
CYRUSONE INCCOM23283R1001,41531,000SH SOLE 31,00000
D R HORTON INC COMCOM23331A1098,918295,000SH SOLE 295,00000
DAKTRONICS INC COMCOM23426410931640,000SH SOLE 40,00000
DANA HOLDING CORP COMCOM23582520534,5282,450,500SH SOLE 2,450,50000
DANAHER CORP SHS BEN INTCOM2358511029,510100,251SH SOLE 100,25100
DAVITA INCCOM23918K10812,328168,000SH SOLE 168,00000
DEAN FOODS CO NEW COM NEWCOM2423702031,43883,000SH SOLE 83,00000
DEERE & CO.COM24419910562,123806,895SH SOLE 806,89500
DELTA NAT GAS INC COMCOM2477481066,367275,018SH SOLE 275,01800
DENBURY RES INC COM NEWCOM2479162083616,000SH SOLE 16,00000
DENNYS CORP COMCOM24869P1042,849275,000SH SOLE 275,00000
DEUTSCHE BANK AG-REG (B:DB)COMD181908981,04761,777SH SOLE 61,77700
DEVON ENERGY CORP NEWCOM25179M10311,986436,800SH SOLE 436,80000
DEXCOM INC COMCOM2521311075,90887,000SH SOLE 87,00000
DIAGEO PLC SPONSORED ADR (B:DECOM25243Q20586,451801,441SH SOLE 801,44100
DIAMOND OFFSHORE DRILLNG INCCOCOM25271C1021,52170,000SH SOLE 70,00000
DIAMONDBACK ENERGY INC COMCOM25278X10913,460174,400SH SOLE 174,40000
DIEBOLD INC COMCOM25365110352,7721,825,400SH SOLE 1,825,40000
DIGITALGLOBE INC COM NEWCOM25389M8772,595150,000SH SOLE 150,00000
DIPLOMAT PHARMACY INC COMCOM25456K10179529,000SH SOLE 29,00000
DISCOVER FINANCIALCOM2547091086,110120,000SH SOLE 120,00000
DISCOVERY COMMS NEW SER ACOM25470F10415,652546,700SH SOLE 546,70000
DISCOVERY COMMS NEW SER CCOM25470F30234,7381,286,600SH SOLE 1,286,60000
DISH NETWORK CORPORATIONCOM25470M10975,2931,627,600SH SOLE 1,627,60000
DISNEY WALT PRODTNSCOM25468710615,959160,700SH SOLE 160,70000
DOLBY LABORATORIES INC COMCOM25659T1078,814202,800SH SOLE 202,80000
DOMINION DIAMOND CORP COMCOM2572871025,124462,041SH SOLE 462,04100
DOMINION RES INC VA NEW COMCOM25746U10917,653235,000SH SOLE 235,00000
DOMINION RESORUCES CV PFD 6.38CONVERTIBLE PREF25746U8692,01240,000SH SOLE 40,00000
DONALDSON INCCOM25765110937,4241,172,793SH SOLE 1,172,79300
DONNELLEY R R & SONS COCOM2578671011,34281,853SH SOLE 81,85300
DOVER DOWNS GAMING & ENTMT INCCOM260095104182170,000SH SOLE 170,00000
DOVER MOTORSPORTS INC.(B:DVD)COM260174107543239,000SH SOLE 239,00000
DOW CHEMICAL CORPCOM2605431039,918195,000SH SOLE 195,00000
DR PEPPER SNAPPLE GROUP INC COCOM26138E10978,840881,680SH SOLE 881,68000
DREAMWORKS ANIMATION SKG-ACOM26153C10369928,000SH SOLE 28,00000
DREW INDS INC COM NEWCOM26168L20590214,000SH SOLE 14,00000
DST SYS INC DEL COMCOM2333261072,14319,000SH SOLE 19,00000
DTE ENERGY CO COMCOM2333311071,90421,000SH SOLE 21,00000
DU PONT E I DE NEMOURS COCOM26353410914,937235,900SH SOLE 235,90000
DUCOMMUN INC DEL COMCOM26414710967144,000SH SOLE 44,00000
DUKE ENERGY CORPORATION COM NECOM26441C20431,869395,000SH SOLE 395,00000
DUN & BRADSTREET CORPCOM26483E1001,57715,300SH SOLE 15,30000
E M C CORP MASS COMCOM2686481026,687250,924SH SOLE 250,92400
EARTHLINK HLDGS CORP COMCOM27033X10112,0432,124,000SH SOLE 2,124,00000
EASTERN CO COMCOM2763171043,640221,710SH SOLE 221,71000
EATON CORP PLC SHSCOMG2918310314,952239,000SH SOLE 239,00000
EATON VANCE CORP COMCOM2782651031,47544,000SH SOLE 44,00000
EBAY INCCOM2786421039,973418,000SH SOLE 418,00000
ECHO GLOBAL LOGISTICS, INC. 2.CONVERTIBLE BOND27875TAA92,2652,250,000PRN SOLE 2,250,00000
ECHOSTAR CORP-ACOM27876810651,5571,164,080SH SOLE 1,164,08000
ECOLAB INCCOM27886510015,936142,900SH SOLE 142,90000
EDGEWATER TECHNOLOGY INC COMCOM2803581024,366560,488SH SOLE 560,48800
EDGEWELL PERS CARE COCOM28035Q102101,3391,258,400SH SOLE 1,258,40000
EDISON INTL COMCOM28102010757,081794,000SH SOLE 794,00000
EL PASO ELEC CO COM NEWCOM28367785486,6951,889,600SH SOLE 1,889,60000
EL PASO ENERGY CAP TR I PFD COCONVERTIBLE PREF2836782095,490128,300SH SOLE 128,30000
ELDORADO GOLD CORP NEW COMCOM28490210316,2265,134,700SH SOLE 5,134,70000
ELDORADO RESORTS INC COMCOM28470R10225222,000SH SOLE 22,00000
ELECTRONIC ARTS COMCOM2855121091,09116,500SH SOLE 16,50000
ELIZABETH ARDEN INCCOM28660G10624630,000SH SOLE 30,00000
EMBRAER SA SP ADRCOM29082A10765925,000SH SOLE 25,00000
EMERSON ELEC COCOM2910111041,08820,000SH SOLE 20,00000
EMMIS COMMUNICATIONS CORP PFDCONVERTIBLE PREF29152520219812,588SH SOLE 12,58800
EMPIRE DIST ELEC CO COMCOM29164110822,824690,590SH SOLE 690,59000
ENCANA CORP COMCOM2925051042,461404,100SH SOLE 404,10000
ENCORE CAPITAL GROUP, INC. 3.0CONVERTIBLE BOND292554AF91,7342,250,000PRN SOLE 2,250,00000
ENDO INTERNATIONAL PLCCOMG3040110652718,724SH SOLE 18,72400
ENERGEN CORP COMCOM29265N10876821,000SH SOLE 21,00000
ENERGIZER HLDGS INC NEWCOM29272W10932,262796,400SH SOLE 796,40000
ENERGY RECOVERY INCCOM29270J10082780,000SH SOLE 80,00000
ENERGY TRANSFER EQUITY L P COMCOM29273V10010,4171,461,000SH SOLE 1,461,00000
ENERNOC, INC. 2.250% 08/15/19CONVERTIBLE BOND292764AB32,3363,310,000PRN SOLE 3,310,00000
ENERSIS S ACOM29274F10438928,000SH SOLE 28,00000
ENI S P A ADR SPONSOREDCOM26874R1083,929130,000SH SOLE 130,00000
ENPRO INDS INC COMCOM29355X1075,889102,100SH SOLE 102,10000
ENT 2 3/4 2/15/35CONVERTIBLE BOND37951DAB81,7142,250,000PRN SOLE 2,250,00000
ENTEGRIS INC COMCOM29362U1042,928215,000SH SOLE 215,00000
ENTERGY CORP NEW COMCOM29364G1033494,400SH SOLE 4,40000
ENTRAVISION COMM CORP CL ACOM29382R10741756,000SH SOLE 56,00000
EOG RESOURCES INCCOM26875P10116,418226,200SH SOLE 226,20000
EQUINIX INC COMCOM29444U7003,71711,239SH SOLE 11,23900
EROS INTL PLC SHS NEWCOMG3788M11413812,000SH SOLE 12,00000
ESTEE LAUDER CO. INC.COM5184391043,77240,000SH SOLE 40,00000
ETHAN ALLEN INTERIORS INC COMCOM2976021045,091160,000SH SOLE 160,00000
EUROPEAN EQUITY FUND COMMUTUAL FUNDS29876810225131,977SH SOLE 31,97700
EVERSOURCE ENERGYCOM30040W10872,5871,244,208SH SOLE 1,244,20800
EXACTECH INC COMCOM30064E1095,997296,024SH SOLE 296,02400
EXCO RESOURCES INC COMCOM269279402118119,000SH SOLE 119,00000
EXELIXIS, INC. 4.250% 08/15/19CONVERTIBLE BOND30161QAC81,4861,500,000PRN SOLE 1,500,00000
EXELON CORPCOM30161N10118,289510,000SH SOLE 510,00000
EXPRESS SCRIPTS HOLDING COMPANCOM30219G1086,11389,000SH SOLE 89,00000
EXXON MOBIL CORPCOM30231G10287,3351,044,800SH SOLE 1,044,80000
FACEBOOK INC CL ACOM30303M10234,538302,700SH SOLE 302,70000
FAIRCHILD SEMICONDUCTOR INTLCLCOM30372610330,3181,515,885SH SOLE 1,515,88500
FAIRWAY GROUP HLDGS CORP CL ACOM30603D109513,000SH SOLE 13,00000
FALCONSTOR SOFTWARE INC COMCOM306137100637475,000SH SOLE 475,00000
FARMER BROS COCOM3076751085,295190,000SH SOLE 190,00000
FCB FINL HLDGS INC CL ACOM30255G1032,94788,600SH SOLE 88,60000
FEDERAL MOGUL CORP CL ACOM31354940419,2731,950,700SH SOLE 1,950,70000
FEDERAL SIGNAL CORP COMCOM31385510812,134915,063SH SOLE 915,06300
FEDERATED INVESTORS INC-CL BCOM3142111033,808132,000SH SOLE 132,00000
FEDEX CORP COMCOM31428X1068,51052,300SH SOLE 52,30000
FERRARI N V COMCOMN3167Y10374817,936SH SOLE 17,93600
FERRO CORPCOM31540510049,8424,199,000SH SOLE 4,199,00000
FIAT CHRYSLER AUTOMOBILES 7.88CONVERTIBLE PREFN3173811073310,000SH SOLE 10,00000
FIDELITY NATL INFORMATION SVCOCOM31620M10610,351163,500SH SOLE 163,50000
FIDELITY SOUTHERN CORPCOM31639410570543,967SH SOLE 43,96700
FIFTH STREET FINANCE CORP COMCOM31678A1031,373273,424SH SOLE 273,42400
FIRST NIAGARA FINL GP INC COMCOM33582V1085,818601,000SH SOLE 601,00000
FIRSTENERGY CORP COMCOM33793210716,582461,000SH SOLE 461,00000
FIRSTMERIT CORP COMCOM3379151025,578265,000SH SOLE 265,00000
FLOWERS FOODS INC COMCOM34349810117,943972,000SH SOLE 972,00000
FLOWSERVE CORP COMCOM34354P10563,6481,433,181SH SOLE 1,433,18100
FLUSHING FINL CORP COMCOM34387310511,396527,093SH SOLE 527,09300
FLY LEASING LTD SPONSORED ADRCOM34407D1093,851303,000SH SOLE 303,00000
FMC CORP COM NEWCOM3024913032,46361,000SH SOLE 61,00000
FNF GROUP COMCOM31620R3033,22195,000SH SOLE 95,00000
FNFV GROUP COMCOM31620R40232630,000SH SOLE 30,00000
FOMENTO ECONOMICO MEXICANO SADCOM34441910631,705329,200SH SOLE 329,20000
FORD MTR CO DEL COM PAR $0.01COM3453708609,113675,000SH SOLE 675,00000
FOREST CITY REALTY TRUST CL AREAL ESTATE INVE3456051092,953140,000SH SOLE 140,00000
FORTINET INC COMCOM34959E1095,268172,000SH SOLE 172,00000
FORTRESS INVESTMENT GROUP CL ACOM34958B1062,438510,064SH SOLE 510,06400
FORTUNA SILVER MINES INC COMCOM349915108975250,000SH SOLE 250,00000
FORTUNE BRANDS HOME & SECURITYCOM34964C10637,435668,000SH SOLE 668,00000
FOSTER L B CO COMCOM35006010925414,000SH SOLE 14,00000
FRANCO NEVADA CORP COMCOM35185810530,457496,200SH SOLE 496,20000
FRANKLIN ELEC INCCOM35351410212,125376,900SH SOLE 376,90000
FREEPORT MCMORAN COPPER&GOLD CCOM35671D85714,9521,446,000SH SOLE 1,446,00000
FRESH MKT INC COMCOM35804H10619,098669,415SH SOLE 669,41500
FRONTIER COMM 11.12% 6/29/18 CCONVERTIBLE PREF35906A2074,69845,000SH SOLE 45,00000
FRONTIER COMMUNICATIONS CORPCOM35906A10836966,000SH SOLE 66,00000
FRONTLINE LTD SHS NEWCOMG3682E19225430,388SH SOLE 30,38800
FULLER H B CO COMCOM35969410628,611674,000SH SOLE 674,00000
GAMING & LEISURE PPTYS INC COMCOM36467J1082,38177,000SH SOLE 77,00000
GATX CORPCOM36144810382,7071,741,200SH SOLE 1,741,20000
GENERAL COMMUNICATIONS INC CLCOM36938510986147,000SH SOLE 47,00000
GENERAL ELEC COCOM36960410383,7882,635,656SH SOLE 2,635,65600
GENERAL MILLS INCCOM37033410491,1291,438,500SH SOLE 1,438,50000
GENERAL MTRS CO COMCOM37045V10016,493524,746SH SOLE 524,74600
GENTEX CORP COMCOM3719011093,750239,000SH SOLE 239,00000
GENUINE PARTS COCOM372460105171,0581,721,600SH SOLE 1,721,60000
GIBRALTER INDUSTRIES INCCOM3746891071,51653,000SH SOLE 53,00000
GILEAD SCIENCES INC COMCOM37555810317,527190,800SH SOLE 190,80000
GLAXOSMITHKLINE PLC ADR (B:GSKCOM37733W10557114,076SH SOLE 14,07600
GLOBAL POWER EQUIPMENT GRP INCCOM37941P3066020,000SH SOLE 20,00000
GLOBAL SOURCES LTD COMCOMG393001012,871354,452SH SOLE 354,45200
GLOBUS MED INC CL ACOM3795772081,47362,000SH SOLE 62,00000
GNC HLDGS INC COM CL ACOM36191G1072,30272,500SH SOLE 72,50000
GOGO INC COMCOM38046C10918,9541,721,500SH SOLE 1,721,50000
GOLD FIELDS LTD NEW SPON ADR (COM38059T10615,5983,959,000SH SOLE 3,959,00000
GOLDCORP INC (US)COM38095640958,4283,600,000SH SOLE 3,600,00000
GOLDEN ENTERTAINMENT INCCOM3810131011,843170,000SH SOLE 170,00000
GOLDMAN SACHS GRCOM38141G1045,88737,500SH SOLE 37,50000
GORMAN RUPP COCOM38308210424,763955,000SH SOLE 955,00000
GP STRATEGIES CORP COMCOM36225V1042,60395,000SH SOLE 95,00000
GRACO INC COMCOM38410910437,010440,800SH SOLE 440,80000
GRAHAM HOLDINGS CO.COM3846371046,55213,650SH SOLE 13,65000
GRAY TELEVISION, INCCOM38937510648141,000SH SOLE 0041,000
GRAY TELEVISION, INC CL ACOM38937520573771,200SH SOLE 0071,200
GREAT PLAINS ENERGY INC. (B: GCOM39116410048,0041,488,500SH SOLE 1,488,50000
GREATBATCH INCCOM39153L1065,382151,000SH SOLE 151,00000
GREENBRIER COS INCCOM3936571014,561165,000SH SOLE 165,00000
GREIF INC CL ACOM39762410710,661325,514SH SOLE 325,51400
GREIF INC CL BCOM39762420618,101386,770SH SOLE 386,77000
GRIFFIN INDUSTRIAL REALTY INCOM39823110014,360584,700SH SOLE 00584,700
GRIFFON CORP COMCOM39843310224,7741,603,500SH SOLE 1,603,50000
GRIFOLS SA SP ADR REP B NVTCOM3984384081,27982,662SH SOLE 82,66200
GRUBHUB INC COMCOM4001101022018,000SH SOLE 8,00000
GRUPO TELEVISA SA DE CV ADR (BCOM40049J20677,6272,826,900SH SOLE 2,826,90000
GSE SYS INC COMCOM36227K1068230,000SH SOLE 30,00000
GUIDANCE SOFTWARE INC COMCOM40169210836685,077SH SOLE 85,07700
GYRODYNE LLC COMCOM40382910457021,167SH SOLE 21,16700
H R BLOCK INCCOM09367110521,568816,366SH SOLE 816,36600
HAIN CELESTIAL GROUP INCCOM40521710020,700506,000SH SOLE 506,00000
HALLIBURTON COMPANYCOM40621610151,3401,437,300SH SOLE 1,437,30000
HANESBRANDS INC COMCOM4103451025,555196,000SH SOLE 196,00000
HARLEY DAVIDSON INCCOM4128221082,86455,800SH SOLE 55,80000
HARMAN INTL INDS INC NEW COMCOM4130861095,96667,000SH SOLE 67,00000
HARMONY GOLD MINING CO LTD ADRCOM41321630010,3742,850,000SH SOLE 2,850,00000
HARRIS CORPORATIONCOM41387510519,235247,050SH SOLE 247,05000
HARTE HANKS INCCOM4161961033815,000SH SOLE 15,00000
HARTFORD FINL SVCS GROUP INCCOCOM41651510423,363507,000SH SOLE 507,00000
HARVEST NAT RES INC COMCOM41754V1032947,500SH SOLE 47,50000
HAWAIIAN ELEC INDS INC COMCOM41987010038,5001,188,277SH SOLE 1,188,27700
HAWKINS INC COMCOM4202611093,34392,631SH SOLE 92,63100
HAYNES INTERNATIONAL INCCOM4208772013,06684,000SH SOLE 84,00000
HC2 HLDGS INC COMCOM4041391071,083283,500SH SOLE 283,50000
HCA HOLDINGS INC COMCOM40412C10115,142194,000SH SOLE 194,00000
HDFC BANK LTD ADR REPS 3 SHSCOM40415F1015498,900SH SOLE 8,90000
HEICO CORP NEW COMCOM4228061093616,000SH SOLE 6,00000
HENNESSY CAPITAL ACQCOM42588J20949150,000SH SOLE 50,00000
HERTZ GLOBAL HOLDINGS INC COMCOM42805T10519,7331,873,963SH SOLE 1,873,96300
HESS CORPCOM42809H10719,086362,500SH SOLE 362,50000
HEWLETT PACKARD ENTERPRISE CCOCOM42824C1098,635487,000SH SOLE 487,00000
HILLTOP HOLDINGS INC COMCOM4327481016,515345,087SH SOLE 345,08700
HOME DEPOT INCCOM43707610276,949576,700SH SOLE 576,70000
HOME INNS HOTEL GROUPCOM43742E10299828,000SH SOLE 28,00000
HONEYWELL INT'L INCCOM438516106181,4091,619,000SH SOLE 1,619,00000
HORIZON PHARMA INVESTMENT L 2.CONVERTIBLE BOND44052TAB72,1302,500,000PRN SOLE 2,500,00000
HORNBECK OFFSHORE SERVICES 1.5CONVERTIBLE BOND440543AN65941,000,000PRN SOLE 1,000,00000
HOST HOTELS & RESORTS INCCOM44107P10424114,422SH SOLE 14,42200
HOVNANIAN ENTERPRISES CL ACOM4424872031,170750,000SH SOLE 750,00000
HP INC COMCOM40434L1056,000487,000SH SOLE 487,00000
HRG GROUP INC COMCOM40434J10013910,000SH SOLE 10,00000
HSBC HLDGS PLC ADR SPON NEWCOM4042804061,18338,000SH SOLE 38,00000
HSN INC COMCOM4043031098,061154,100SH SOLE 154,10000
HUANENG PWR INTL INC SPON ADRCOM4433041007,112200,000SH SOLE 200,00000
HUMANA INC COMCOM44485910211,97465,450SH SOLE 65,45000
HUNTINGTON BANCSHARES CV PFD ACONVERTIBLE PREF4461504013,4382,500SH SOLE 2,50000
HUNTSMAN CORP COMCOM44701110714,2041,068,000SH SOLE 1,068,00000
HUTCHINSON TECHNOLOGY INC COMCOM44840710632288,000SH SOLE 88,00000
HYATT HOTELS CORP COM CL ACOM4485791022,62353,000SH SOLE 53,00000
IAC INTERACTIVECORP COM PAR $.COM44919P5088,427179,000SH SOLE 179,00000
ICU MEDICAL INCCOM44930G1078,53682,000SH SOLE 82,00000
IDACORP INC COMCOM4511071063,13342,000SH SOLE 42,00000
IDEX CORPCOM45167R10471,641864,400SH SOLE 864,40000
ILLUMINACOM4523271091,81611,200SH SOLE 11,20000
IMAX CORP COMCOM45245E10968422,000SH SOLE 22,00000
INCYTE CORP. 1.250% 01/15/20CONVERTIBLE BOND45337CAN21,5701,000,000PRN SOLE 1,000,00000
INFINERA CORP. 1.750% 06/01/18CONVERTIBLE BOND45667GAB91,4241,000,000PRN SOLE 1,000,00000
INFUSYSTEM HLDGS INC COMCOM45685K102387110,000SH SOLE 110,00000
INGERSOLL-RAND PLCCOMG477911014,96180,000SH SOLE 80,00000
INGLES MKTS INC CL ACOM45703010435,164937,700SH SOLE 937,70000
INGRAM MICRO INC-CL ACOM4571531041,02028,400SH SOLE 28,40000
INGREDION INC COMCOM45718710218,795176,000SH SOLE 176,00000
INNOVATIVE SOLUTIONS & SUPPOCOCOM45769N1055320,000SH SOLE 20,00000
INTEGRATED DEVICE TECH INC COMCOM4581181068,994440,000SH SOLE 440,00000
INTEL CORPCOM45814010011,015340,500SH SOLE 340,50000
INTEL CORP 3.25% 8/1/39 144ACONVERTIBLE BOND458140AF71,273800,000PRN SOLE 800,00000
INTERACTIVE BROKERSCOM45841N1075,662144,000SH SOLE 144,00000
INTERDIGITAL INC 1.5% 3/1/20CONVERTIBLE BOND458660AD94,8784,750,000PRN SOLE 4,750,00000
INTERNAP NETWORK SVCS CORP COMCOM45885A30010,3753,800,452SH SOLE 3,800,45200
INTERNATIONAL BUSINESSCOM45920010119,537129,000SH SOLE 129,00000
INTERNATIONAL GAME TECH PLC SHCOMG4863A1086,474354,735SH SOLE 354,73500
INTERNATIONAL PAPER COCOM46014610310,219249,000SH SOLE 249,00000
INTERNATIONAL SPEEDWAY ACOM4603352012,54769,000SH SOLE 69,00000
INTERPUBLIC GROUP COS INCCOM46069010088,2013,843,200SH SOLE 3,843,20000
INTERVAL LEISURE GROUP INC COMCOM46113M1081,34393,000SH SOLE 93,00000
INTERXION HOLDING N.V SHSCOMN472791093,541102,400SH SOLE 102,40000
INTL FLAVORS & FRAGRANCESCOM45950610166,874587,800SH SOLE 587,80000
INVENTURE FOODS INCCOM4612121024,068720,000SH SOLE 720,00000
INVESCO LTDCOMG491BT1086,154200,000SH SOLE 200,00000
INVESCO MORTGAGE CAPITAL INCCOCOM46131B10071558,700SH SOLE 58,70000
IRIDIUM COMMUNICATIONS INC COMCOM46269C10233142,000SH SOLE 42,00000
ISHARES TR 20+ TREAS INDEXMUTUAL FUNDS4642874321,30610,000SH SOLE 10,00000
ISHARES TR 7-10 YR TR INDXMUTUAL FUNDS4642874405525,000SH SOLE 5,00000
ITC HLDGS CORP COMCOM4656851055,490126,000SH SOLE 126,00000
ITRON INCCOM4657411062,83768,000SH SOLE 68,00000
ITT CORP NEW COM NEWCOM45091120122,429608,000SH SOLE 608,00000
IXIA COMCOM45071R1094,361350,000SH SOLE 350,00000
J & J SNACK FOODS CORPCOM4660321092,61024,100SH SOLE 24,10000
J.P. MORGAN CHASE & COCOM46625H10071,1471,201,400SH SOLE 1,201,40000
JANUS CAP GROUP INC COMCOM47102X10536,1822,473,134SH SOLE 2,473,13400
JARDEN CORP. 1.120% 03/15/34CONVERTIBLE BOND471109AM03,7953,000,000PRN SOLE 3,000,00000
JARDEN CORP. 1.880% 09/15/18CONVERTIBLE BOND471109AH12,3481,250,000PRN SOLE 1,250,00000
JARDEN CORPORATIONCOM47110910820,647350,250SH SOLE 350,25000
JASON INDS INC COMCOM4711721065,8631,675,047SH SOLE 1,675,04700
JAZZ INVESTMENTS I LTD. 1.880%CONVERTIBLE BOND472145AB71,4591,420,000PRN SOLE 1,420,00000
JD COM INC SPON ADR CL ACOM47215P10652219,700SH SOLE 19,70000
JIAYUAN COM INTL LTD SPONSOREDCOM4773741027710,300SH SOLE 10,30000
JOHN BEAN TECHNOLOGIES CORP COCOM47783910484615,000SH SOLE 15,00000
JOHNSON CONTROLSCOM47836610725,744660,600SH SOLE 660,60000
JOHNSON & JOHNSONCOM47816010471,412660,000SH SOLE 660,00000
JOURNAL MEDIA GROUP INC COMCOM48114A10930,8852,582,386SH SOLE 2,582,38600
JUNIPER PHARMACEUTICALS INC COCOM48203L10736455,000SH SOLE 55,00000
KAMAN CORPCOM48354810353,0771,243,318SH SOLE 1,243,31800
KANSAS CITY SOUTHERNCOM4851703021,75220,500SH SOLE 20,50000
KAR AUCTION SVCS INC COMCOM48238T10910,108265,017SH SOLE 265,01700
KB HOME COMCOM48666K1092,856200,000SH SOLE 200,00000
KELLOGG COCOM48783610820,025261,600SH SOLE 261,60000
KEMET CORPORATION COME NEWCOM48836020713168,000SH SOLE 68,00000
KEMPER CORP DELCOM48840110094632,000SH SOLE 32,00000
KENNAMETAL INC COMCOM4891701008,096360,000SH SOLE 360,00000
KEY TECHNOLOGY INC COMCOM49314310132748,000SH SOLE 48,00000
KIMBALL ELECTRONICS INC COMCOM49428J10947042,075SH SOLE 42,07500
KIMBALL INTL INC CL BCOM4942741032,464217,118SH SOLE 217,11800
KIMBERLY CLARK CORPCOM4943681032,01815,000SH SOLE 15,00000
KINDER MORGAN INC DEL COMCOM49456B10114,824830,000SH SOLE 830,00000
KINDER MORGAN INC WT EXP 05/25WARRANT AND RIGH49456B119992,480,400SH SOLE 2,480,40000
KINDRED HEALTHCARE INC COMCOM4945801035,068410,356SH SOLE 410,35600
KINROSS GOLD CORP COM NO PARCOM496902404663195,000SH SOLE 195,00000
KKR & CO. L.PCOM48248M10216,8211,145,072SH SOLE 1,145,07200
KLA TENCOR CORPCOM4824801002,40333,000SH SOLE 33,00000
KLX INC COMCOM4825391036,444200,500SH SOLE 200,50000
KMI 9.75% 10/26/18CONVERTIBLE PREF49456B2005,998133,000SH SOLE 133,00000
KOHLS CORPCOM5002551041,30528,000SH SOLE 28,00000
KONINKLIJKE PHILIPS NV ADRCOM5004723031,07437,610SH SOLE 37,61000
KOREA ELEC PWR CO SPONSORED ADCOM50063110616,918657,000SH SOLE 657,00000
KRAFT HEINZ CO/THECOM50075410632,210409,999SH SOLE 409,99900
KRISPY KREME DOUGHNUTS INC.COM5010141046,548420,000SH SOLE 420,00000
KROGER COCOM5010441017,956208,000SH SOLE 208,00000
KYOCERA CORP ADRCOM50155620344210,000SH SOLE 10,00000
L 3 COMMUICATIONSCOM5024241042251,900SH SOLE 1,90000
LA Z BOY CHAIR COCOM5053361075,749215,000SH SOLE 215,00000
LABORATORY CORP AMER HLDGS COMCOM50540R40910,48389,500SH SOLE 89,50000
LACLEDE GROUP INCCOM50559710410,603156,500SH SOLE 156,50000
LAMAR ADVERTISING REIT COREAL ESTATE INVE5128161091,72228,000SH SOLE 28,00000
LANDAUER INCCOM51476K1035,589169,000SH SOLE 169,00000
LANDS END INC NEW COMCOM51509F10576530,000SH SOLE 30,00000
LANTHEUS HOLDINGS INCCOM516544103255135,000SH SOLE 135,00000
LAS VEGAS SANDS CORPCOM51783410727,054523,500SH SOLE 523,50000
LAWSON PRODS INC COMCOM5207761051,78291,000SH SOLE 91,00000
LAYNE CHRISTENSEN CO COMCOM5210501043,947549,000SH SOLE 549,00000
LEGG MASON INC COMCOM52490110561,2691,766,703SH SOLE 1,766,70300
LENDING TREE INC.COM52603B1075,86760,000SH SOLE 60,00000
LENNAR B SHARESCOM52605730240,6461,050,000SH SOLE 1,050,00000
LENNAR CORP COMCOM5260571047,133147,500SH SOLE 147,50000
LEUCADIA NATL CORP COMCOM5272881042,392147,900SH SOLE 147,90000
LEVEL 3 COMMCOM52729N30836,926698,700SH SOLE 698,70000
LEXICON PHARMACEUTICALS INCCOM52887230222819,100SH SOLE 19,10000
LIBERTY BROADBAND CORP COM SERCOM5303071076,187106,375SH SOLE 106,37500
LIBERTY BROADBAND CORP SERIESCOM53030730521,989379,450SH SOLE 379,45000
LIBERTY GLOBAL PLC SHS CL ACOMG5480U10431,202810,451SH SOLE 810,45100
LIBERTY GLOBAL PLC SHS CL CCOMG5480U12077,8382,072,367SH SOLE 2,072,36700
LIBERTY INTERACTIVE CORPCOM53071M10431,5271,248,600SH SOLE 1,248,60000
LIBERTY LILAC SHS CL ACOMG5480U13886224,576SH SOLE 24,57600
LIBERTY LILAC SHS CL CCOMG5480U1532,47565,334SH SOLE 65,33400
LIBERTY MEDIA CORP DELAWARE CLCOM53122910221,787564,000SH SOLE 564,00000
LIBERTY MEDIA CORP SERIES CCOM53122930037,309979,500SH SOLE 979,50000
LIBERTY TRIPADVISOR HLDG-ACOM5314651022,677120,808SH SOLE 120,80800
LIBERTY VENTURES SER ACOM53071M88015,986408,652SH SOLE 408,65200
LIFEWAY FOODS INC COMCOM5319141093,325307,043SH SOLE 307,04300
LILLY, ELI AND COMPANYCOM53245710841,910582,000SH SOLE 582,00000
LINCOLN ELEC HLDGS INC COMCOM5339001065,62396,000SH SOLE 96,00000
LINDSAY CORPCOM5355551064,36861,000SH SOLE 61,00000
LIONS GATE ENTMT CORP COM NEWCOM53591920374334,000SH SOLE 34,00000
LITTELFUSE INCCOM5370081044,67838,000SH SOLE 38,00000
LIVANOVA PLCCOMG5509L1012,15940,000SH SOLE 40,00000
LIVE NATION INCCOM53803410932,1261,440,000SH SOLE 1,440,00000
LOCKHEED MARTIN CORP COMCOM5398301092,1049,500SH SOLE 9,50000
LOEWS CORPCOM5404241088,188214,000SH SOLE 214,00000
LORAL SPACE & COMMUNICATNS ICOCOM54388110614,527413,507SH SOLE 413,50700
LOUISIANA PACIFIC CORPCOM54634710510,272600,000SH SOLE 600,00000
LOWES COS INC COMCOM5486611076,81890,000SH SOLE 90,00000
LUMOS NETWORKS CORP COMCOM55028310519315,000SH SOLE 15,00000
LYDALL INC COMCOM5508191061,26839,000SH SOLE 39,00000
M D C HLDGS INC COMCOM5526761083,258130,000SH SOLE 130,00000
M & T BK CORP COMCOM55261F10428,472256,500SH SOLE 256,50000
MACQUARIE INFRASTRUCTURE COMPACOM55608B10545,360672,600SH SOLE 672,60000
MACY'S INCCOM55616P10456,3031,277,000SH SOLE 1,277,00000
MADDEN STEVEN LTD COMCOM5562691083619,750SH SOLE 9,75000
MADISON SQUARE GARDEN CO NEWCLCOM55825T10389,157535,931SH SOLE 535,93100
MALLINCKRODT PUB LTD CO SHSCOMG5785G1076,09799,500SH SOLE 99,50000
MANITOWOC CO COMCOM563571108853197,000SH SOLE 197,00000
MANITOWOC FOODSERVICE INC COMCOM5635681042,632197,000SH SOLE 197,00000
MANNING & NAPIER INCCOM56382Q1029311,500SH SOLE 11,50000
MARATHON OIL CORP COMCOM5658491064,044363,000SH SOLE 363,00000
MARATHON PETE CORP COMCOM56585A10220,765558,500SH SOLE 558,50000
MARCUS CORP COMCOM5663301067,297385,057SH SOLE 385,05700
MARINE PRODS CORP COMCOM5684271083,909515,085SH SOLE 515,08500
MARKET VECTORS ETF TR GOLD MINMUTUAL FUNDS57060U10049925,000SH SOLE 25,00000
MARSH & MCLENNAN COS INC COMCOM57174810237,021609,000SH SOLE 609,00000
MARTIN MARIETTA MTLS INC COMCOM5732841067985,000SH SOLE 5,00000
MASIMO CORP COMCOM5747951005,104122,000SH SOLE 122,00000
MASTERCARD INC COMCOM57636Q10498,8281,045,800SH SOLE 1,045,80000
MATERION CORPORATIONCOM57669010110,322389,800SH SOLE 389,80000
MATTHEWS INTL CORP CL ACOM5771281011,59631,000SH SOLE 31,00000
MCCORMICK & CO INC COM VTGCOM5797801072482,500SH SOLE 2,50000
MCCORMICK & CO INC NON VOTINGCOM5797802063,73137,500SH SOLE 37,50000
MCGRATH RENTCORP COMCOM5805891092,35894,000SH SOLE 94,00000
MCGRAW HILL COMPANIES, INC.COM58064510928,239285,300SH SOLE 285,30000
MCKESSON HBOC INC.COM58155Q10311,63774,000SH SOLE 74,00000
MDU RES GROUP INC COMCOM55269010966234,000SH SOLE 34,00000
MEAD JOHNSONCOM58283910612,771150,300SH SOLE 150,30000
MEDALLION FINANCIAL CORPCOM58392810655460,024SH SOLE 60,02400
MEDIA GEN INC NEW COMCOM58441K10054,0083,311,340SH SOLE 3,311,34000
MEDTRONIC PLCCOMG5960L10322,863304,842SH SOLE 304,84200
MELCO PBL ENTERTAINMENT-ADRCOM58546410054533,000SH SOLE 33,00000
MENTOR GRAPHICS CORP COMCOM5872001061,22060,000SH SOLE 60,00000
MENTOR GRAPHICS CORP. 4.000% 0CONVERTIBLE BOND587200AK22,9932,850,000PRN SOLE 2,850,00000
MERCADOLIBRE, INC. 2.250% 07/0CONVERTIBLE BOND58733RAB83,3693,000,000PRN SOLE 3,000,00000
MERCK & COMPANYCOM58933Y10556,4971,067,801SH SOLE 1,067,80100
MERCURY COMPUTER SYS INC COMCOM58937810840620,000SH SOLE 20,00000
MEREDITH CORPCOM58943310113,091275,600SH SOLE 275,60000
MERIDIAN BIOSCIENCE INC COMCOM5895841014,204204,000SH SOLE 204,00000
MERITAGE HOMES CORP COMCOM59001A1025,651155,000SH SOLE 155,00000
METHANEX CORP COMCOM59151K1086,681208,009SH SOLE 208,00900
METTLER-TOLEDO INTL INC COMCOM5926881051,3453,900SH SOLE 3,90000
MGE ENERGY INCCOM55277P10423,957458,500SH SOLE 458,50000
MGM RESORTS INTERNATIONALCOM55295310120,923975,900SH SOLE 975,90000
MGP INGREDIENTS INC NEW COMCOM55303J1061,69770,000SH SOLE 70,00000
MICRON TECHNOLOGY, INC. 3.000%CONVERTIBLE BOND595112AY93,7685,500,000PRN SOLE 5,500,00000
MICROSOFT CORPCOM59491810444,692809,200SH SOLE 809,20000
MIDDLEBY CORP COMCOM5962781018,27577,500SH SOLE 77,50000
MIDDLESEX WTR CO COMCOM5966801083,579116,000SH SOLE 116,00000
MINERALS TECHNOLOGIES INCCOM6031581066,083107,000SH SOLE 107,00000
MKS INSTRS INC COMCOM55306N10476020,187SH SOLE 20,18700
MOBILE TELESYSTEMS OJSC ADR SPCOM60740910930537,750SH SOLE 37,75000
MOCON INC COMCOM6074941011,24790,000SH SOLE 90,00000
MODINE MFG COCOM60782810011,7701,069,000SH SOLE 1,069,00000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L206610415,000SH SOLE 415,00000
MOH 1 5/8 08/15/44CONVERTIBLE BOND60855RAD21,2551,000,000PRN SOLE 1,000,00000
MOLINA HEALTHCARE INC. 1.120%CONVERTIBLE BOND60855RAC43,2902,000,000PRN SOLE 2,000,00000
MONDELEZ INTERNATIONALCOM609207105111,0122,767,000SH SOLE 2,767,00000
MONRO MUFFLER BRAKE INCCOM6102361011,57222,000SH SOLE 22,00000
MONSANTO CO NEW COMCOM61166W10114,381163,900SH SOLE 163,90000
MOODYS CORP COMCOM6153691058699,000SH SOLE 9,00000
MOOG INC CL ACOM6153942023,88385,000SH SOLE 85,00000
MOOG INC CL BCOM61539430173116,200SH SOLE 16,20000
MORGAN STANLEYCOM61744644822,179886,800SH SOLE 886,80000
MORGANS HOTEL GROUP CO COMCOM61748W108386279,709SH SOLE 279,70900
MOSAIC COCOM61945C1032,822104,500SH SOLE 104,50000
MOSY INCCOM6197181091421,000SH SOLE 21,00000
MOVADO GROUP INC COMCOM6245801062,20280,000SH SOLE 80,00000
MSA SAFETY INC COMCOM5534981062906,000SH SOLE 6,00000
MSC INDL DIRECT INC CL ACOM5535301061,06814,000SH SOLE 14,00000
MSG NETWORK INC CL ACOM55357310625,9041,498,200SH SOLE 1,498,20000
MUELLER INDS INC COMCOM62475610262,0352,108,600SH SOLE 2,108,60000
MUELLER WATER PRODUCTS INCCOM62475810810,0081,013,000SH SOLE 1,013,00000
MURPHY OIL CORP COMCOM6267171021,99079,000SH SOLE 79,00000
MURPHY USA INCCOM62675510213,961227,200SH SOLE 227,20000
MVC CAP COMCOM553829102933125,000SH SOLE 125,00000
MYERS INDS INCCOM62846410919,7711,537,376SH SOLE 1,537,37600
MYLAN N V ORD SHARESCOMN594651097,166154,600SH SOLE 154,60000
MYRIAD GENETICS INC COMCOM62855J1045,970159,500SH SOLE 159,50000
NATHANS FAMOUS INC NEW COMCOM6323471006,845157,000SH SOLE 157,00000
NATIONAL BEVERAGE CORP COMCOM63501710671917,000SH SOLE 17,00000
NATIONAL FUEL GAS CO N J COMCOM636180101174,3993,484,500SH SOLE 3,484,50000
NATIONAL GRID PLCCOM6362743003,76952,775SH SOLE 52,77500
NATIONAL INTERSTATE CORP COMCOM63654U10012,571420,148SH SOLE 420,14800
NATIONAL PENN BANCSHARES INCCOCOM6371381081,450136,273SH SOLE 136,27300
NATIONAL PRESTO INDS INCCOM6372151042,42829,000SH SOLE 29,00000
NAV 4 3/4 04/15/19 144ACONVERTIBLE BOND63934EAS79161,550,000PRN SOLE 1,550,00000
NAV 4.5% 12/31/18CONVERTIBLE BOND63934EAQ11,2642,050,000PRN SOLE 2,050,00000
NAVIENT CORP COMCOM63938C1088,176683,000SH SOLE 683,00000
NAVIGATOR HOLDINGS LTD SHSCOMY621321082,100130,000SH SOLE 130,00000
NAVISTAR INTL CORP COMCOM63934E10839,1863,129,874SH SOLE 3,129,87400
NCR CORP NEW COMCOM62886E10817,434582,500SH SOLE 582,50000
NEOGEN CORP COMCOM6404911061,00019,853SH SOLE 19,85300
NEOGENOMICS INC COM NEWCOM64049M2092,999445,000SH SOLE 445,00000
NETSCOUT SYS INC COMCOM64115T10480434,988SH SOLE 34,98800
NEW GERMANY FD COM (B:GF US)MUTUAL FUNDS6444651063,289233,444SH SOLE 233,44400
NEW JERSEY RES CORPCOM64602510651014,000SH SOLE 14,00000
NEW SR INVT GROUP INC COMCOM64869110345143,747SH SOLE 43,74700
NEW YORK CMNTY BANCORP INC COMCOM6494451032,703170,000SH SOLE 170,00000
NEW YORK CMNTY CAP TR V CV PFDCONVERTIBLE PREF64944P3072,43448,000SH SOLE 48,00000
NEW YORK TIMES CO CLASS ACOM65011110721217,000SH SOLE 17,00000
NEWFIELD EXPL CO COMCOM65129010858217,500SH SOLE 17,50000
NEWMARKET CORP COMCOM6515871077,29118,400SH SOLE 18,40000
NEWMONT MINING 1.625% 07/15/17CONVERTIBLE BOND651639AJ5260250,000PRN SOLE 250,00000
NEWMONT MINING CORP HOLDING COCOM65163910690,6403,410,071SH SOLE 3,410,07100
NEWPORT CORP COMCOM65182410420,884907,980SH SOLE 907,98000
NEWS CORP CL BCOM65249B20810,263774,600SH SOLE 774,60000
NEWS CORP NEW CL ACOM65249B1095,300415,000SH SOLE 415,00000
NEXTERA ENERGY CV PFD 6.370% 9CONVERTIBLE PREF65339F8464,88480,000SH SOLE 80,00000
NEXTERA ENERGY INC COMCOM65339F101105,737893,500SH SOLE 893,50000
NEXTERA ENERGY PARTNERS LPCOM65341B1061,93071,000SH SOLE 71,00000
NIELSEN HOLDINGS PLCCOMG6518L1083,76571,500SH SOLE 71,50000
NIKE INC CL BCOM6541061036,522106,100SH SOLE 106,10000
NIPPON TELEG&TEL CORP ADR (B:NCOM6546241053899,000SH SOLE 9,00000
NISOURCE INCCOM65473P1059,471402,000SH SOLE 402,00000
NOBLE ENERGY INC COMCOM6550441057,502238,854SH SOLE 238,85400
NORDSON CORP COMCOM6556631024566,000SH SOLE 6,00000
NORTEK INC COM NEWCOM6565593091,00420,800SH SOLE 20,80000
NORTHERN TRUST CORPCOM66585910416,462252,600SH SOLE 252,60000
NORTHROP GRUMMAN CORP (B:NOC)COM6668071024,65123,500SH SOLE 23,50000
NORTHWEST NAT GAS CO COMCOM66765510425,040465,000SH SOLE 465,00000
NORTHWESTERN CORP COM NEWCOM66807430541,187667,000SH SOLE 667,00000
NOVARTIS AG - ADR (B:NVS US)COM66987V10925,723355,100SH SOLE 355,10000
NRG ENERGY INC COM NEWCOM6293775082,329179,000SH SOLE 179,00000
NUANCE COMMUNICATIONS 1.500% 0CONVERTIBLE BOND67020YAG52,0602,000,000PRN SOLE 2,000,00000
NUTRI SYS INC NEW COMCOM67069D10862630,000SH SOLE 30,00000
NUVASIVE INC COMCOM6707041057,638157,000SH SOLE 157,00000
NUVECTRA CORP COMCOM67075N10827150,165SH SOLE 50,16500
NVIDIA CORP. 1.000% 12/01/18CONVERTIBLE BOND67066GAC81,338750,000PRN SOLE 750,00000
NVR INC COMCOM62944T1054,6772,700SH SOLE 2,70000
NXP SEMICONDUCTORS N V COMCOMN6596X1093,18639,300SH SOLE 39,30000
NXP SEMICONDUCTORS N. V. 1.000CONVERTIBLE BOND62952QAB64,9784,500,000PRN SOLE 4,500,00000
OCCIDENTAL PETE CORPCOM67459910524,772362,000SH SOLE 362,00000
OCEANEERING INTL INC COMCOM6752321029,533286,800SH SOLE 286,80000
OCH ZIFF CAP MGMT GROUP CL ACOM67551U1051,301299,000SH SOLE 299,00000
OCLARO INC 6.000% 02/15/20CONVERTIBLE BOND67555NAB31,158400,000PRN SOLE 400,00000
OFFICE DEPOT INCCOM67622010614921,000SH SOLE 21,00000
OGE ENERGY CORP COMCOM67083710332,6531,140,500SH SOLE 1,140,50000
OI S.A. SPON ADR PFDCOM670851401928,700SH SOLE 28,70000
OIL DRI CORP AMER COMCOM6778641004,594136,000SH SOLE 136,00000
OLIN CORP COM PAR $1.COM6806652053,717214,000SH SOLE 214,00000
OMNOVA SOLUTIONS INC COMCOM6821291015,254945,000SH SOLE 945,00000
ONE GAS INC COMCOM68235P10813,014213,000SH SOLE 213,00000
ONEOK INC NEW COMCOM68268010324,829831,500SH SOLE 831,50000
OPHTHOTECH CORP COMCOM68374510380319,000SH SOLE 19,00000
OPKO HEALTH INC COMCOM68375N1033,320319,500SH SOLE 319,50000
ORACLE SYS CORPCOM68389X1054,091100,000SH SOLE 100,00000
ORANGE S.A ADRCOM6840601061,877108,000SH SOLE 108,00000
ORBCOMM INC COMCOM68555P10025325,000SH SOLE 25,00000
ORITANI FINL CORP DEL COMCOM68633D1033,649215,000SH SOLE 215,00000
ORMAT TECHNOLOGIES INCCOM6866881024,342105,294SH SOLE 105,29400
ORTHOFIX INTL N V ORDCOMN6748L10212,018289,450SH SOLE 289,45000
OTTER TAIL CORPORATION COMCOM68964810333,6111,134,751SH SOLE 1,134,75100
OUTERWALL INC COMCOM6900701071,30235,200SH SOLE 35,20000
OWENS & MINOR INC NEW COMCOM6907321028,738216,178SH SOLE 216,17800
O'REILLY AUTOMOTIVE INC NEW COCOM67103H107117,236428,400SH SOLE 428,40000
PACCAR INCCOM69371810815,751288,000SH SOLE 288,00000
PAIN THERAPEUTICS INC COMCOM69562K100357160,000SH SOLE 160,00000
PALO ALTO NETWORKS INC COMCOM6974351053,10019,000SH SOLE 19,00000
PANDORA MEDIA INC COMCOM6983541071,522170,000SH SOLE 170,00000
PANERA BREAD COMPANY-CL ACOM69840W1082,39711,700SH SOLE 11,70000
PARK ELECTROCHEMICAL CORP COMCOM7004162095,652352,999SH SOLE 352,99900
PARK OHIO HLDGS CORP COMCOM70066610017,770415,000SH SOLE 415,00000
PARKER HANNIFIN CORPCOM7010941041,77716,000SH SOLE 16,00000
PATTERSON COMPANIES INCCOM70339510319,836426,300SH SOLE 426,30000
PATTERSON-UTI ENERGY INC COMCOM7034811015,938337,000SH SOLE 337,00000
PAYPAL HLDGS INC COMCOM70450Y10318,875489,000SH SOLE 489,00000
PEABODY ENERGY CORPCOM7045492033716,000SH SOLE 16,00000
PENN NATIONAL GAMING INC COMCOM70756910963438,000SH SOLE 38,00000
PENNEY J C INCCOM70816010616,0261,449,000SH SOLE 1,449,00000
PENSKE AUTOMOTIVE GRP INC COMCOM70959W10310,687281,984SH SOLE 281,98400
PENTAIR PLC SHSCOMG7S00T1047,813144,000SH SOLE 144,00000
PEPSICO INCCOM71344810879,811778,800SH SOLE 778,80000
PERRIGO COMPANYCOMG978221034353,400SH SOLE 3,40000
PETROBRAS BRASILEIRO ADR SPONSCOM71654V40812822,000SH SOLE 22,00000
PETROCHINA CO LTD SPONSORED ADCOM71646E1004516,800SH SOLE 6,80000
PFIZER INCCOM71708110350,4511,702,123SH SOLE 1,702,12300
PG&E CORP COMCOM69331C10810,093169,000SH SOLE 169,00000
PHILIP MORRIS INTL INC COMCOM7181721097,96281,150SH SOLE 81,15000
PHILLIPINE LONG DISTANCE TEL SCOM7182526045,192119,877SH SOLE 119,87700
PHILLIPS 66COM71854610410,477121,000SH SOLE 121,00000
PIEDMONT NAT GAS INC COMCOM72018610519,531326,435SH SOLE 326,43500
PIER 1 IMPORTS INC SHS BEN INTCOM7202791083,870552,000SH SOLE 552,00000
PINNACLE ENTMT INC COMCOM7234561099,733277,300SH SOLE 277,30000
PINNACLE WEST CAP CORP COMCOM72348410126,500353,000SH SOLE 353,00000
PIONEER NAT RES CO COMCOM7237871078,30459,000SH SOLE 59,00000
PLAINS GP HLDGS L P SHS A REPCOM72651A1081,564180,000SH SOLE 180,00000
PLANTRONICSCOM72749310839210,000SH SOLE 10,00000
PNC FINANCIAL CORPCOM69347510553,533633,000SH SOLE 633,00000
PNM RES INCCOM69349H107101,8683,021,000SH SOLE 3,021,00000
POPULAR INC COMCOM7331747002,00370,000SH SOLE 70,00000
POST HOLDINGS INCCOM73744610440,973595,800SH SOLE 595,80000
POTASH CORP SASK INCCOM73755L1071,49387,700SH SOLE 87,70000
POWERSECURE INTL INC COMCOM73936N10522,2491,190,401SH SOLE 1,190,40100
POWERSHS DB US DOLLAR INDEX DOETF - EQUITY73936D1071,47260,000SH SOLE 60,00000
PPG INDS INCCOM6935061079,91188,900SH SOLE 88,90000
PPL CORP COMCOM69351T10622,043579,000SH SOLE 579,00000
PRAXAIR INC COMCOM74005P1042,74724,000SH SOLE 24,00000
PRICELINE GROUP INC/THECOM7415034033,8412,980SH SOLE 2,98000
PRIVATEBANCORP INC COMCOM7429621031,23532,000SH SOLE 32,00000
PROCTER & GAMBLE COMPANYCOM74271810945,106548,000SH SOLE 548,00000
PROGRESSIVE WASTE SOLUTIONS LTCOM74339G10113,768443,700SH SOLE 443,70000
PROVIDENCE & WORCESTER RR COCOCOM7437371083,015209,346SH SOLE 209,34600
PT TELEKOMUNIKASI INDONESIA (BCOM71568410682416,200SH SOLE 16,20000
PUBLIC SVC ENTERPRISES COMCOM74457310613,576288,000SH SOLE 288,00000
PULTE CORP COMCOM7458671016,455345,000SH SOLE 345,00000
PZENA INVESTMENT MGMT INC CLASCOM74731Q10342356,000SH SOLE 56,00000
QIHOO 360 TECHNOLOGY CO LTD ADCOM74734M1095597,400SH SOLE 7,40000
QTS REALTY TRUST INC-CL ACOM74736A1031,09023,000SH SOLE 23,00000
QUAKER CHEM CORP COMCOM7473161071,24714,700SH SOLE 14,70000
QUALCOMM INC COMCOM7475251033,03359,300SH SOLE 59,30000
QUANTUM CORPCOM7479062044065,000SH SOLE 65,00000
QUESTAR CORP COMCOM74835610231,6101,274,600SH SOLE 1,274,60000
QUIDEL CORP COMCOM74838J10111,737680,000SH SOLE 680,00000
QUIDEL CORP. 3.250% 02/15/20CONVERTIBLE BOND74838JAA98881,000,000PRN SOLE 1,000,00000
QUINPARIO ACQUISITION CORP 2COM74874U20049750,000SH SOLE 50,00000
RANDGOLD RES LTD ADRCOM752344309116,9541,287,900SH SOLE 1,287,90000
RAVEN INDS INC COMCOM7542121081,890118,000SH SOLE 118,00000
RAYONIER INC COMCOM75490710371629,000SH SOLE 29,00000
RAYTHEON COMPANYCOM7551115071,22610,000SH SOLE 10,00000
RED HAT, INC. 0.250% 10/01/19CONVERTIBLE BOND756577AD4899725,000PRN SOLE 725,00000
REGENERON PHARMACEUTICALS COMCOM75886F1071,6944,700SH SOLE 4,70000
REGIS CORP MINN COMCOM75893210715210,000SH SOLE 10,00000
REPUBLIC SVCS INC CL ACOM760759100100,2602,104,100SH SOLE 2,104,10000
REXNORD CORP NEW COMCOM76169B10260730,000SH SOLE 30,00000
RGC RES INC COMCOM74955L1031,21156,000SH SOLE 56,00000
RIO TINTO LTD ADR SPONSORED (BCOM7672041009,971352,700SH SOLE 352,70000
RITE AID CORP COMCOM76775410422,7642,793,175SH SOLE 2,793,17500
ROCKWELL AUTOMATION INC (B:ROKCOM77390310962,722551,400SH SOLE 551,40000
ROFIN SINAR TECHNOLOGIES INCCOCOM7750431028,954277,887SH SOLE 277,88700
ROGERS COMMUNICATIONS CL BCOM77510920085,0512,125,200SH SOLE 2,125,20000
ROLLINS INCCOM775711104107,2933,956,227SH SOLE 3,956,22700
ROPER INDS INC NEWCOM7766961065,84932,000SH SOLE 32,00000
ROUSE PPTYS INC COMCOM7792871011,33472,600SH SOLE 72,60000
ROWAN COMPANIES PLC SHS CL ACOMG7665A1016,456401,000SH SOLE 401,00000
ROYAL BK CDA MONTREAL QUE COMCOM7800871021,26622,000SH SOLE 22,00000
ROYAL DUTCH SHELL PLC ADR-A(RDCOM78025920618,653385,000SH SOLE 385,00000
ROYAL GOLD INC COMCOM78028710854,8071,068,577SH SOLE 1,068,57700
ROYAL GOLD, INC. 2.880% 06/15/CONVERTIBLE BOND780287AA6574600,000PRN SOLE 600,00000
ROYCE GLOBAL VALUE TR INC COMCOM78081T10413615,702SH SOLE 15,70200
ROYCE VALUE TR INCCOM7809101051,282109,500SH SOLE 109,50000
RPC INC. COMMONCOM74966010644,1423,113,000SH SOLE 3,113,00000
RTI BIOLOGICS INC COMCOM74975N105820205,000SH SOLE 205,00000
RTI INTERNATIONAL METALS 1.62%CONVERTIBLE BOND74973WAB31,5691,500,000PRN SOLE 1,500,00000
RUSH ENTERPRISES INC CL BCOM7818463087,298399,657SH SOLE 399,65700
RYMAN HOSPITALITY PPTYS INC COCOM78377T10765,9321,280,721SH SOLE 56,40001,224,321
SALEM COMMUNICATIONS CORP DECLCOM7940931043,839666,500SH SOLE 666,50000
SALESFORCE COM INC COMCOM79466L3024,62262,600SH SOLE 62,60000
SALLY BEAUTY HLDGS INC COMCOM79546E10427,047835,300SH SOLE 835,30000
SANDISK 1.500% 8/15/17CONVERTIBLE BOND80004CAD34,3382,750,000PRN SOLE 2,750,00000
SANDISK CORP COMCOM80004C1011,60021,025SH SOLE 21,02500
SANFILIPPO JOHN B & SON INC COCOM8004221073735,400SH SOLE 5,40000
SANOFI-AVENTIS-CVRWARRANT AND RIGH80105N11380700,000SH SOLE 700,00000
SBA COMMUNICATIONS CORP COMCOM78388J1061,50315,000SH SOLE 15,00000
SCANA CORP NEW COMCOM80589M10231,076443,000SH SOLE 443,00000
SCHEIN HENRY INC COMCOM80640710225,998150,600SH SOLE 150,60000
SCHLUMBERGERCOM80685710826,085353,700SH SOLE 353,70000
SCHULMAN A INC COMCOM80819410476228,000SH SOLE 28,00000
SCHWAB CHARLES CORP NEWCOM80851310513,335475,900SH SOLE 475,90000
SCHWEITZER-MAUDUIT INTL INC COCOM80854110650416,000SH SOLE 16,00000
SCIENTIFIC GAMES CORP CL ACOM80874P1093,612383,000SH SOLE 383,00000
SCRIPPS E W CO OHIO CL ACOM81105440227,4221,758,971SH SOLE 1,758,97100
SCRIPPS NETWORKS INTERACCOM81106510130,084459,300SH SOLE 459,30000
SEACOR HLDGS INC COMCOM81190410181715,000SH SOLE 15,00000
SEALED AIR CORP NEWCOM81211K10015,939332,000SH SOLE 332,00000
SEMPRA ENERGY COMCOM8168511099,67793,000SH SOLE 93,00000
SENSIENT TECHNOLOGIES CORPCOM81725T10040,291634,900SH SOLE 634,90000
SEQUENTIAL BRNDS GROUP INC NEWCOM81734P10715824,799SH SOLE 24,79900
SEVCON INCCOM81783K1083,190317,422SH SOLE 6,0000311,422
SHAW COMMUNICATIONS CL B NON VCOM82028K20010,138525,000SH SOLE 525,00000
SHENANDOAH TELECOMMUNICATIONCDCOM82312B1067,758290,010SH SOLE 290,01000
SHERWIN WILLIAMS CO COMCOM82434810613,94949,000SH SOLE 49,00000
SIBANYE GOLD LTD SPONSORED ADRCOM82572420657638,000SH SOLE 38,00000
SILVER WHEATON CORP COMCOM82833610728,6251,726,500SH SOLE 1,726,50000
SINCLAIR BROADCAST GROUP INCCLCOM8292261096,058197,000SH SOLE 197,00000
SIRIUS XM HOLDINGS INCCOM82968B1031,778450,000SH SOLE 450,00000
SJW CORP COMCOM78430510420,654568,200SH SOLE 568,20000
SK TELECOM LTD SPONSORED ADR (COM78440P1083,933195,000SH SOLE 195,00000
SKYLINE CORPCOM8308301051,889203,990SH SOLE 203,99000
SL INDS INC COMCOM7844131063,39199,732SH SOLE 99,73200
SLM CORP COMCOM78442P1064,325680,000SH SOLE 680,00000
SMITH A O CORP COMCOM8318652096,04479,200SH SOLE 79,20000
SMITH & NEPHEW P L C ADR SPONSCOM83175M20568320,500SH SOLE 20,50000
SMUCKER J M CO COM NEWCOM83269640517,450134,400SH SOLE 134,40000
SNAP ON TOOLS CORPCOM8330341017,19045,800SH SOLE 45,80000
SNYDERS LANCE INC COMCOM83355110434,4591,094,623SH SOLE 1,094,62300
SOLARCITY CORP. 2.750% 01/01/1CONVERTIBLE BOND83416TAA81,2161,750,000PRN SOLE 1,750,00000
SONOCO PRODS CO COMCOM8354951024,66396,000SH SOLE 96,00000
SONY CORP-ADR (B:SNE US)COM83569930779,0633,074,000SH SOLE 3,074,00000
SORL AUTO PTS INC COMCOM78461U101342190,000SH SOLE 190,00000
SOUTH JERSEY INDS INC COMCOM8385181084,837170,000SH SOLE 170,00000
SOUTHERN COCOM84258710727,055523,000SH SOLE 523,00000
SOUTHWEST GAS CORPCOM84489510296,1871,460,700SH SOLE 1,460,70000
SPANSION LLC 2.000% 09/01/20CONVERTIBLE BOND84649PAL9666400,000PRN SOLE 400,00000
SPARTAN MTRS INC COMCOM84681910031780,375SH SOLE 80,37500
SPARTON CORP COMCOM8472351081,25970,000SH SOLE 70,00000
SPDR GOLD TRUST GOLD SHSCOM78463V1071,17610,000SH SOLE 10,00000
SPDR GOLD TRUSTCOM78463V9072,100200SHCallSOLE 000
SPECTRA ENERGY CORP COMCOM84756010930,478996,000SH SOLE 996,00000
SPIRIT RLTY CAP 3.750% 5/15/21CONVERTIBLE BOND84860WAB81,0081,000,000PRN SOLE 1,000,00000
SPRINT CORPCOM85207U1059,7512,802,098SH SOLE 2,802,09800
ST JUDE MEDICAL CENTER INCCOM7908491036,875125,000SH SOLE 125,00000
ST. JOE COMPANYCOM79014810017,3401,011,060SH SOLE 1,011,06000
STAMPS.COM INC (NEW)COM8528572004,25140,000SH SOLE 40,00000
STANDARD MTR PRODS INC CLASS ACOM85366610513,444388,000SH SOLE 388,00000
STANDEX INTL CORPCOM8542311074,51358,000SH SOLE 58,00000
STANLEY BLACK AND DECKER INCCOM8545021017367,000SH SOLE 7,00000
STANLEY BLACK & DECKER CV PFDCONVERTIBLE PREF8545028042,25520,000SH SOLE 20,00000
STARBUCKS CORP COMCOM8552441096,806114,000SH SOLE 114,00000
STARBUCKS CORPCOM855244959550100SHPutSOLE 000
STARRETT L S CO CL ACOM8556681093,129302,300SH SOLE 302,30000
STARWOOD HOTELS & RESORTS WRLDCOM85590A40125,592306,750SH SOLE 306,75000
STARZ-ACOM85571Q1028,981341,100SH SOLE 341,10000
STATE AUTO FINL CORP COMCOM85570710526512,000SH SOLE 12,00000
STATE STREET CORPCOM85747710341,684712,300SH SOLE 712,30000
STATOIL ASA SPONSORED ADRCOM85771P1028,247530,000SH SOLE 530,00000
STEEL EXCEL INCCOM8581222032,457253,000SH SOLE 253,00000
STEEL PARTNERS HLDGS L PCOM85814R1073,966260,046SH SOLE 260,04600
STERICYCLE INC CV PFD A 5.250%CONVERTIBLE PREF8589122073,36636,000SH SOLE 36,00000
STERIS PLC SHARESCOMG847201043,84354,084SH SOLE 54,08400
STERLING BANCORP/DECOM85917A10012,254769,224SH SOLE 769,22400
STILLWATER MININGCOM86074Q10255552,100SH SOLE 52,10000
STONERIDGE INCCOM86183P1022,475170,000SH SOLE 170,00000
STRATASYS LTD SHSCOMM855481014,406170,000SH SOLE 170,00000
STRATTEC SECURITY CORP.COM86311110011,880207,000SH SOLE 207,00000
STRYKER CORPCOM86366710110,729100,000SH SOLE 100,00000
SUNCOR ENERGY INCCOM8672241079,133328,400SH SOLE 328,40000
SUNEDISON INCCOM86732Y10970129,000SH SOLE 129,00000
SUNEDISON, INC. 2.750% 01/01/2CONVERTIBLE BOND86732YAD1391,000,000PRN SOLE 1,000,00000
SUNOCO LP COM U REP LPCOM86765K1091,98860,000SH SOLE 60,00000
SUNPOWER CORP 0.880% 06/01/21CONVERTIBLE BOND867652AJ87681,000,000PRN SOLE 1,000,00000
SUNTRUST BANKS INCCOM8679141031,76849,000SH SOLE 49,00000
SUPERIOR ENERGY SVCS INC COMCOM8681571082,732204,000SH SOLE 204,00000
SUPERIOR INDS INTL INCCOM86816810514,361650,400SH SOLE 650,40000
SUPERVALU INC COMMONCOM8685361031,740302,000SH SOLE 302,00000
SURMODICS INC COMCOM8688731002,313125,626SH SOLE 125,62600
SYNCHRONOSS TECHNOLOGIES 0.750CONVERTIBLE BOND87157BAA13,8554,000,000PRN SOLE 4,000,00000
SYNCHRONY FINL COMCOM87165B10347116,434SH SOLE 16,43400
SYNERON MEDICAL LTD ORD SHSCOMM8724510210214,000SH SOLE 14,00000
SYNGENTA AG ADR SPONSOREDCOM87160A1007,59291,670SH SOLE 91,67000
T ROWE PRICE GROUP INCCOM74144T10831,250425,400SH SOLE 425,40000
TAHOE RES INC COMCOM87386810313,9921,395,000SH SOLE 1,395,00000
TAKE-TWO INTERACTIVE SOFTWA 1.CONVERTIBLE BOND874054AC3789400,000PRN SOLE 400,00000
TAKE-TWO INTERACTIVE SOFTWARCOCOM87405410916,852447,362SH SOLE 447,36200
TALEN ENERGY CORPCOM87422J1051,15357,500SH SOLE 57,50000
TAYLOR MORRISON HOME CORP CL ACOM87724P1062,400170,000SH SOLE 170,00000
TD AMERITRADE HLDG CORP COMCOM87236Y1083,153100,000SH SOLE 100,00000
TE CONNECTIVITY LTDCOMH8498910413,994226,000SH SOLE 226,00000
TEAM HEALTH HOLDINGS INC COMCOM87817A1073,51284,000SH SOLE 84,00000
TEAM INC COMCOM8781551006,051199,172SH SOLE 199,17200
TECO ENERGY INC COMCOM87237510034,1371,240,000SH SOLE 1,240,00000
TEGNA INC COMCOM87901J10539917,000SH SOLE 17,00000
TEJON RANCH CO DEL COMCOM8790801092,674130,000SH SOLE 130,00000
TEJON RANCH CO WT 08/31/16WARRANT AND RIGH879080133011,091SH SOLE 11,09100
TELECOM ARGENTINA SA ADRCOM8792732091,70095,000SH SOLE 95,00000
TELECOM ITALIA SPA ADRCOM87927Y1023,874359,000SH SOLE 359,00000
TELEFLEX INCCOM8793691067855,000SH SOLE 5,00000
TELEFONICA BRASIL SA SPONSOREDCOM87936R1064,593367,702SH SOLE 367,70200
TELEFONICA DE ESPANA SA ADR (BCOM87938220821,1881,903,651SH SOLE 1,903,65100
TELEPHONE & DATA SYSCOM87943382991,7063,047,724SH SOLE 3,047,72400
TELUS CORP COMCOM87971M1036,116188,000SH SOLE 188,00000
TENARIS S A SPONSORED ADRCOM88031M1092,922118,000SH SOLE 118,00000
TENET HEALTHCARE CORPCOM88033G4076,752233,396SH SOLE 233,39600
TENNANT COCOM88034510314,517282,000SH SOLE 282,00000
TENNECO AUTOMOTIVE INC COMCOM88034910532,863638,000SH SOLE 638,00000
TESLA MOTORS 1.250% 03/1/21CONVERTIBLE BOND88160RAC5600700,000PRN SOLE 700,00000
TESLA MTRS INC COMCOM88160R1013,51515,300SH SOLE 15,30000
TESORO PETE CORP COMCOM8816091012,58030,000SH SOLE 30,00000
TETRAPHASE PHARMACEUTICALS ICOCOM88165N10527359,000SH SOLE 59,00000
TEVA PHARMACEUTICAL INDS LTDADCOM8816242092,94355,000SH SOLE 55,00000
TEXAS INSTRUMENTS INCCOM88250810442,238735,600SH SOLE 735,60000
TEXTRON INCCOM88320310134,348942,075SH SOLE 942,07500
TFS FINL CORP COMCOM87240R10724314,000SH SOLE 14,00000
THE MEDICINES CO. 2.5% 1/15/22CONVERTIBLE BOND584688AE52,2742,000,000PRN SOLE 2,000,00000
THE PRICELINE GROUP INC. 1.000CONVERTIBLE BOND741503AQ94,2993,000,000PRN SOLE 3,000,00000
THE SCOTTS MIRACLE GRO COCOM8101861061,81925,000SH SOLE 25,00000
THERMO FISHER SCIENTIFIC INCCOM88355610218,562131,100SH SOLE 131,10000
THOR INDS INC COMCOM8851601011,65826,000SH SOLE 26,00000
TIFFANY & CO NEW COMCOM8865471082,40032,700SH SOLE 32,70000
TIM PARTICIPACOES SA-ADRCOM88706P2051,310118,434SH SOLE 118,43400
TIME WARNER CABLE INC COMCOM88732J20752,485256,500SH SOLE 256,50000
TIME WARNER INC COMCOM88731730388,1191,214,601SH SOLE 1,214,60100
TIMKEN CO COMCOM8873891048,373250,000SH SOLE 250,00000
TIMKENSTEEL CORP COMCOM8873991031,492164,000SH SOLE 164,00000
TIVO INCCOM8887061084,660490,000SH SOLE 490,00000
TJX COS INC NEW COMCOM8725401095,79874,000SH SOLE 74,00000
TLGT 3.75 12/15/19CONVERTIBLE BOND449575AB51,7782,250,000PRN SOLE 2,250,00000
TOLL BROS INC COMCOM88947810311,214380,000SH SOLE 380,00000
TOOTSIE ROLL INDS INCCOM89051610728,250808,529SH SOLE 808,52900
TORO CO COMCOM8910921083,27338,000SH SOLE 38,00000
TOTAL SA ADR (B:TOT US)COM89151E10918,713412,000SH SOLE 412,00000
TRACTOR SUPPLY CO COMCOM89235610621,484237,500SH SOLE 237,50000
TRANSACT TECHNOLOGIES INC COMCOM89291810326933,050SH SOLE 33,05000
TRAVELERS COMPANIES INCCOM89417E10916,398140,500SH SOLE 140,50000
TREDEGAR INDS INCCOM89465010010,784686,036SH SOLE 686,03600
TREEHOUSE FOODS INC COMCOM89469A10492010,600SH SOLE 10,60000
TREMOR VIDEO INC COMCOM89484Q1002615,000SH SOLE 15,00000
TRIBUNE MEDIA CO - ACOM8960475032887,500SH SOLE 7,50000
TRINITY INDS INCCOM89652210910,949598,000SH SOLE 598,00000
TRIPADVISOR INC COMCOM8969452013665,500SH SOLE 5,50000
TUMI HLDGS INC COMCOM89969Q10421,966819,029SH SOLE 819,02900
TURKCELL ILETISIM HIZMETLERISPCOM9001112046,821649,000SH SOLE 649,00000
TURQUOISE HILL RESOURCES LTDCOM9004351081,450571,000SH SOLE 571,00000
TWENTY FIRST CENTY FOX ACOM90130A101100,2623,596,200SH SOLE 3,596,20000
TWENTY FIRST CENTY FOX BCOM90130A20030,1461,069,016SH SOLE 1,069,01600
TWIN DISC INC COMCOM9014761012,978294,000SH SOLE 294,00000
TWITTER, INC. 1.000% 09/15/21CONVERTIBLE BOND90184LAD48381,000,000PRN SOLE 1,000,00000
TYCO INTERNATIONAL PLC ORDINARCOMG9144210673,0711,990,500SH SOLE 1,990,50000
TYLER TECHNOLOGIES INC COMCOM90225210532,538253,000SH SOLE 253,00000
TYSON FOODS CV PFD 4.750% 7/15CONVERTIBLE PREF9024943014,84165,000SH SOLE 65,00000
TYSON FOODS INCCOM9024941035,46682,000SH SOLE 82,00000
T-MOBILE US CV PFD 5.500% 12/1CONVERTIBLE PREF8725902034,30365,000SH SOLE 65,00000
T-MOBILE US INCCOM87259010415,684409,500SH SOLE 409,50000
U S BANCORPCOM9029733045,480135,000SH SOLE 135,00000
U S SILICA HLDGS INC COMCOM90346E1031,59070,000SH SOLE 70,00000
UGI CORP NEW COMCOM90268110514,686364,500SH SOLE 364,50000
UNILEVER N V NEW YORK SHS NCOM9047847094,691105,000SH SOLE 105,00000
UNILEVER PLC SPON ADR NEWCOM9047677049,262205,000SH SOLE 205,00000
UNION PACIFIC CORPCOM9078181085,24265,900SH SOLE 65,90000
UNITED GUARDIAN INC COMCOM91057110894045,500SH SOLE 45,50000
UNITED NAT FOODS INC COMCOM91116310319,235477,300SH SOLE 477,30000
UNITED RENTALS INC COMCOM9113631092,92347,000SH SOLE 47,00000
UNITED STATES CELLULAR CORPCOM91168410855,9381,224,300SH SOLE 1,224,30000
UNITED STATES OIL FUND LP UNITMUTUAL FUNDS91232N10810,6701,100,000SH SOLE 1,100,00000
UNITED STS STL CORP NEW COMCOM91290910897961,000SH SOLE 61,00000
UNITED TECHNOLOGIES CORPCOM9130171092,90329,000SH SOLE 29,00000
UNITEDHEALTH GROUP INC COMCOM91324P10237,961294,500SH SOLE 294,50000
UNITIL CORPCOM9132591072,48658,500SH SOLE 58,50000
UNIVERSAL AMERICAN CORPCOM91338E10120128,200SH SOLE 28,20000
UNIVERSAL TECHNICAL INST INCCOCOM9139151041,271295,000SH SOLE 295,00000
VALE S A ADRCOM91912E1058420,000SH SOLE 20,00000
VALEANT PHARMACEUTICALS INTL ICOM91911K10239515,000SH SOLE 15,00000
VALERO ENERGY CORP COMCOM91913Y1003,84860,000SH SOLE 60,00000
VALMONT INDS INCCOM9202531013,83931,000SH SOLE 31,00000
VALSPAR CORP COMCOM92035510449,925466,500SH SOLE 466,50000
VALUE LINE INCCOM92043710086253,782SH SOLE 53,78200
VASCULAR SOLUTIONS INC COMCOM92231M1093,09095,000SH SOLE 95,00000
VCA ANTECH INC COMCOM9181941011,58627,500SH SOLE 27,50000
VECTREN INC.COM92240G10127,656547,000SH SOLE 547,00000
VECTRUS INC COMCOM92242T1011,61771,055SH SOLE 71,05500
VERIFONE HLDGS INC COMCOM92342Y10942415,000SH SOLE 15,00000
VERINT SYSTEMS INC. 1.500% 06/CONVERTIBLE BOND92343XAA83,7434,250,000PRN SOLE 4,250,00000
VERIZON COMMUNICATIONSCOM92343V104136,6822,527,395SH SOLE 2,527,39500
VIACOM INC NEW CL ACOM92553P10285,4131,885,500SH SOLE 1,885,50000
VIACOM INC NEW CL BCOM92553P2016,068147,000SH SOLE 147,00000
VICOR CORP COMCOM9258151021,568149,649SH SOLE 149,64900
VIDEOCON D2H LTD ADRCOM92657J10127237,000SH SOLE 37,00000
VILLAGE SUPER MKT INC CL A NEWCOM9271074091,76573,073SH SOLE 73,07300
VIMPELCOM LTD-SPON ADR-W/ICOM92719A1066,3641,494,000SH SOLE 1,494,00000
VINA CONCHA Y TORO S A SPONSORCOM92719110676122,000SH SOLE 22,00000
VIRTU FINANCIAL INC-CLASS ACOM92825410139818,000SH SOLE 18,00000
VISA INC-CLASS A SHRSCOM92826C83916,160211,300SH SOLE 211,30000
VISTEON CORP COM NEWCOM92839U2068,309104,400SH SOLE 104,40000
VITAMIN SHOPPE INC COMCOM92849E1013,468112,000SH SOLE 112,00000
VODAFONE GROUP ADRCOM92857W30836,5431,140,181SH SOLE 1,140,18100
VULCAN MATLS CO COMCOM9291601095,80655,000SH SOLE 55,00000
W D 40 COMPANYCOM9292361072,37622,000SH SOLE 22,00000
WADDELL & REED FINL INC CL ACOM93005910022,151941,000SH SOLE 941,00000
WAL MART STORES INCCOM93114210314,191207,200SH SOLE 207,20000
WALGREENS BOOTS ALLIANCE INC CCOM93142710841,547493,200SH SOLE 493,20000
WASTE CONNECTIONS INC COMCOM9410531001,80928,000SH SOLE 28,00000
WASTE MGMT INC DEL COMCOM94106L10960,5581,026,400SH SOLE 1,026,40000
WATERS CORP COMCOM9418481031,2669,600SH SOLE 9,60000
WATSCO INC CL BCOM9426221011,0607,875SH SOLE 7,87500
WATTS WATER TECHNOLOGIESCOM94274910232,745593,965SH SOLE 593,96500
WEATHERFORD INTERNATIONAL PLCCOMG4883310039,6065,090,700SH SOLE 5,090,70000
WEB.COM GROUP, INC. 1.000% 08/CONVERTIBLE BOND94733AAA22,8463,000,000PRN SOLE 3,000,00000
WEC ENERGY GROUPCOM92939U10653,851896,467SH SOLE 896,46700
WEIS MKTS INCCOM9488491042,97466,000SH SOLE 66,00000
WELLS FARGO CV PFD L 7.500%CONVERTIBLE PREF9497468042,4102,000SH SOLE 2,00000
WELLS FARGO & CO NEWCOM949746101130,4562,697,600SH SOLE 2,697,60000
WELLTOWER INC CV PFD 6.500%CONVERTIBLE PREF95040Q2033,72660,000SH SOLE 60,00000
WESTAR ENERGY INCCOM95709T10081,2121,637,000SH SOLE 1,637,00000
WEYERHAEUSER COCOM96216610420,478661,000SH SOLE 661,00000
WEYERHAEUSER CO CV PFD 7/1/16CONVERTIBLE PREF9621668723,06760,000SH SOLE 60,00000
WGL HLDGS INC COMCOM92924F1067,12898,500SH SOLE 98,50000
WHITEWAVE FOODS CO - ACOM96624410523,738584,100SH SOLE 584,10000
WHITING PETE CORP NEW COMCOM9663871021,700213,000SH SOLE 213,00000
WHOLE FOODS MKT INC COMCOM96683710617,390559,000SH SOLE 559,00000
WILEY JOHN & SONS INC CL BCOM96822330562412,800SH SOLE 12,80000
WILLAMETTE VY VINEYARD INC COMCOM96913610013820,000SH SOLE 20,00000
WILLIAMS COS INCCOM9694571003,921244,000SH SOLE 244,00000
WILLIS TOWERS WATSON PUB LTD SCOMG966291031,25210,551SH SOLE 10,55100
WINNEBAGO INDS INC COMCOM9746371001,34760,000SH SOLE 60,00000
WOLVERINE WORLD WIDE INC COMCOM9780971032,634143,000SH SOLE 143,00000
WOODWARD INCCOM9807451033,53768,000SH SOLE 68,00000
WORLD WRESTLING ENTERTAINMENTCOM98156Q1082,879163,000SH SOLE 163,00000
WRIGHT MEDICAL GROUPCOMN966171189,302560,354SH SOLE 560,35400
WYNDHAM WORLDWIDE CORP COMCOM98310W1081,52920,000SH SOLE 20,00000
WYNN RESORTS LTD COMCOM9831341078,34389,300SH SOLE 89,30000
XCEL ENERGY INC COMCOM98389B10022,081528,000SH SOLE 528,00000
XYLEM INCCOM98419M100104,4182,553,000SH SOLE 2,553,00000
YADKIN FINL CORP COMCOM98430510271030,000SH SOLE 30,00000
YAHOO INC.COM98433210636,309986,400SH SOLE 986,40000
YAMANA GOLD INC COMCOM98462Y1004615,000SH SOLE 15,00000
YORK WTR CO COMCOM9871841084,547149,000SH SOLE 149,00000
YOUKU COM INC SPONSORED ADRCOM98742U1001,83866,857SH SOLE 66,85700
YUME INC COMCOM98872B1049425,000SH SOLE 25,00000
ZEBRA TECHNOLOGIES CORP CL ACOM9892071056219,000SH SOLE 9,00000
ZELTIQ AESTHETICS INC COMCOM98933Q10840715,000SH SOLE 15,00000
ZIMMER BIOMET HLDGCOM98956P10212,689119,000SH SOLE 119,00000
ZOETIS INCCOM98978V10318,681421,413SH SOLE 421,41300