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 ACOM68243Q1062,661295,000SH SOLE 295,00000
3M CO.COM88579Y1015,86733,500SH SOLE 33,50000
A H BELO CORP COM CL ACOM0012821027515,000SH SOLE 15,00000
A T & T INC (NEW)COM00206R10241,705965,176SH SOLE 965,17600
AAR CORP COMCOM00036110558425,000SH SOLE 25,00000
AARON'S INCCOM00253530010,201466,000SH SOLE 466,00000
ABB LTD SPONSORED ADRCOM0003752041,84493,000SH SOLE 93,00000
ABBOTT LABSCOM0028241007,823199,000SH SOLE 199,00000
ABBVIE INC COMCOM00287Y10910,488169,400SH SOLE 169,40000
ACCO BRANDS CORPCOM00081T10841340,000SH SOLE 40,00000
ACHAOGEN INC COMCOM00444910420052,800SH SOLE 52,80000
ACTIVISION BLIZZARD,INCCOM00507V1099,155231,000SH SOLE 231,00000
ACUITY BRANDS INC (B:AYI) COMCOM00508Y1024,58718,500SH SOLE 18,50000
ADCARE HEALTH SYSTEMS INCCOM00650W3001,414768,643SH SOLE 768,64300
ADEPTUS HEALTH INC CL ACOM0068551002,80054,209SH SOLE 54,20900
ADOBE SYSTEMS INC COMCOM00724F10118,037188,300SH SOLE 188,30000
ADVANCE AUTO PARTS INC COMCOM00751Y1063,23320,000SH SOLE 20,00000
AEGION CORPCOM00770F10458530,000SH SOLE 30,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010546,1592,525,095SH SOLE 2,525,09500
AES CORP COMCOM00130H10545,3463,633,500SH SOLE 3,633,50000
AES TR III TR P CV SC 6.75CONVERTIBLE PREF00808N2023126,000SH SOLE 6,00000
AETNA INC (B:AET) COMCOM00817Y1086,43152,655SH SOLE 52,65500
AGILENT TECHNOLOGIES INCCOM00846U1013,12770,500SH SOLE 70,50000
AGL RES INC COMCOM00120410641,093622,911SH SOLE 622,91100
AGNICO-EAGLE MINES (USD)COM008474108102,5851,917,482SH SOLE 1,917,48200
AGRIUM INC COMCOM0089161081,80820,000SH SOLE 20,00000
AIR PRODS & CHEMS INC COMCOM0091581067,24451,000SH SOLE 51,00000
AJRD 4.0625% 12/31/2039CONVERTIBLE BOND368682AN05,6042,750,000PRN SOLE 2,750,00000
AKORN INCCOM00972810615,553546,000SH SOLE 546,00000
ALAMOS GOLD INC NEW COM CL ACOM01153210840,9974,767,139SH SOLE 4,767,13900
ALASKA COMMUNICATIONS SYSTE 6.CONVERTIBLE BOND01167PAE11,9382,000,000PRN SOLE 2,000,00000
ALBANY INTL CORP-CL ACOM0123481084,193105,000SH SOLE 105,00000
ALBEMARLE CORP COMCOM0126531019,914125,000SH SOLE 125,00000
ALCOA INC COMCOM01381710119,5232,106,000SH SOLE 2,106,00000
ALERE INCCOM01449J10559,4211,425,636SH SOLE 1,425,63600
ALIGN TECHNOLOGY INC COMCOM0162551011,12814,000SH SOLE 14,00000
ALLEGHANY CORP DELCOM01717510021,46139,050SH SOLE 39,05000
ALLEGION PUB LTD CO ORD SCOMG0176J1091,79425,834SH SOLE 25,83400
ALLERGAN PLC CV PFD SER A 5.50CONVERTIBLE PREFG0177J1166,0857,300SH SOLE 7,30000
ALLERGAN PLC SHSCOMG0177J10861,567266,420SH SOLE 266,42000
ALLETE INC COM NEWCOM01852230022,297345,000SH SOLE 345,00000
ALLIANCE BERNSTEIN HLDGS LP UNCOM01881G10611,673501,000SH SOLE 501,00000
ALLIANCE DATA SYS CORP COMCOM0185811084902,500SH SOLE 2,50000
ALLIANCE HOLDINGS GP LP COM UNCOM01861G10071534,000SH SOLE 34,00000
ALLIANT ENERGY CORP COMCOM01880210812,228308,000SH SOLE 308,00000
ALPHABET CLASS ACOM02079K30523,08332,810SH SOLE 32,81000
ALPHABET CLASS CCOM02079K10743,85763,368SH SOLE 63,36800
ALTRIA GROUP INC COMCOM02209S1033,24147,000SH SOLE 47,00000
AMAZON.COM INCCOM02313510632,19644,990SH SOLE 44,99000
AMC NETWORKS INC CL ACOM00164V10349,097812,600SH SOLE 812,60000
AMEC PLC SPONSORED ADRCOM00167X2056510,000SH SOLE 10,00000
AMERCIAN TOWER CORP 5.500% 2/1CONVERTIBLE PREF03027X4073,93135,000SH SOLE 35,00000
AMEREN CORP COMCOM02360810231,505588,000SH SOLE 588,00000
AMERICA MOVIL S A DE C V SPONSCOM02364W1056,001489,500SH SOLE 489,50000
AMERICAN ELECTRIC POWERCOM02553710158,455834,000SH SOLE 834,00000
AMERICAN EXPRESS COCOM025816109128,3252,112,000SH SOLE 2,112,00000
AMERICAN INTERNATIONAL GROUP ICOM02687478460,8241,150,000SH SOLE 1,150,00000
AMERICAN SCIENCE & ENGR INC COCOM0294291073,19985,510SH SOLE 85,51000
AMERICAN STS WTR CO COMCOM0298991012,06047,000SH SOLE 47,00000
AMERICAN TOWER CORP-CL ACOM03027X1003,18128,000SH SOLE 28,00000
AMERICAN WATER WORKS CO INCCOM03042010314,874176,000SH SOLE 176,00000
AMERIPRISE FINL INC COMCOM03076C1063143,500SH SOLE 3,50000
AMERISOURCEBERGEN CORP COMCOM03073E1055,87074,000SH SOLE 74,00000
AMETEK INC NEW COMCOM03110010091,9471,988,900SH SOLE 1,988,90000
AMGEN INCCOM03116210026,931177,000SH SOLE 177,00000
AMPCO PITTSBURGH CORPCOM0320371035,523488,300SH SOLE 488,30000
AMPHENOL CORP NEW CL ACOM0320951011,29622,600SH SOLE 22,60000
AMSURG CORP COMCOM03232P4052,55933,000SH SOLE 33,00000
AMSURG CORP PFD CNV SR A-1 7/1CONVERTIBLE PREF03232P5043,53524,500SH SOLE 24,50000
ANADARKO PETE CORP COMCOM03251110729,011544,800SH SOLE 544,80000
ANADARKO PETROLEUM CV PFD 7.50CONVERTIBLE PREF0325114041,10030,000SH SOLE 30,00000
ANGIODYNAMICS INC COMCOM03475V1011,40898,000SH SOLE 98,00000
ANGLOGOLD LTD SPONSORED ADRCOM03512820633,7071,866,400SH SOLE 1,866,40000
ANI PHARM 3.000% 12/01/19CONVERTIBLE BOND00182CAA11,6311,500,000PRN SOLE 1,500,00000
ANIKA THERAPEUTICS INC COMCOM0352551083767,000SH SOLE 7,00000
ANIXTER INTL INC COMCOM03529010558611,000SH SOLE 11,00000
ANTHEM INC COMCOM0367521033,28425,000SH SOLE 25,00000
ANTHEM INC CV PFD 5.250% 5/1/2CONVERTIBLE PREF0367522024,02690,000SH SOLE 90,00000
APACHE CORPCOM03741110513,222237,500SH SOLE 237,50000
APOLLO EDUCATIONCOM0376041051,229134,808SH SOLE 134,80800
APPLE INCCOM03783310054,608571,210SH SOLE 571,21000
AQUA AMERICA INCCOM03836W10323,956671,791SH SOLE 671,79100
ARAMARK HOLDINGS CORPCOM03852U1061,18635,500SH SOLE 35,50000
ARCHER DANIELS MIDLANDCOM03948310226,678622,000SH SOLE 622,00000
ARGO GROUP INTL HLDGS LTD COMCOMG0464B1075,919114,037SH SOLE 114,03700
ARMSTRONG FLOORING INC COMCOM04238R10632219,000SH SOLE 19,00000
ARRAY BIOPHARMA INC. 3.000% 06CONVERTIBLE BOND04269XAA38891,051,000PRN SOLE 1,051,00000
ARTESIAN RES CORP COM CL ACOM04311320881424,000SH SOLE 24,00000
ASCENT CAPITAL GROUP INCCOM0436321083,563231,500SH SOLE 231,50000
ASCMA 4 07/15/20 CVCONVERTIBLE BOND043632AA6178300,000PRN SOLE 300,00000
ASHLAND INC NEW COMCOM04420910418,007156,900SH SOLE 156,90000
ASTEC INDS INC COMCOM04622410134,549615,300SH SOLE 615,30000
ASTORIA FINL CORP COMCOM0462651048,953584,000SH SOLE 584,00000
ASTRAZENECA PLC ADR SPONSOREDCOM0463531085,857194,000SH SOLE 194,00000
ASTRONICS CORP COMCOM0464331083169,500SH SOLE 9,50000
ATLAS AIR WORLDWIDE HLDGS 2.25CONVERTIBLE BOND049164BH84,3624,500,000PRN SOLE 4,500,00000
ATLAS RESOURCE PARTNERS LP COMCOM04941A101713,000SH SOLE 13,00000
ATMOS ENERGY CORP COMCOM0495601059,758120,000SH SOLE 120,00000
ATN INTERNATIONAL INCCOM00215F1079,975128,200SH SOLE 128,20000
AUTOMATIC DATA PROCESSINGCOM0530151033,39937,000SH SOLE 37,00000
AUTONATION INCCOM05329W10218,656397,100SH SOLE 397,10000
AUTOZONE INCCOM0533321025,2396,600SH SOLE 6,60000
AVANGRID INCCOM05351W10316,213352,000SH SOLE 352,00000
AVID TECHNOLOGY INCCOM05367P10025644,000SH SOLE 44,00000
AVIRAGEN THERAPEUTICS INCCOM0537611028863,075SH SOLE 63,07500
AVIS BUDGET GROUP INCCOM05377410570922,000SH SOLE 22,00000
AVISTA CORP COMCOM05379B10720,474457,000SH SOLE 457,00000
AVON PRODUCTS INCCOM0543031021,924509,000SH SOLE 509,00000
AXALTA COATING SYS LTD COMCOMG0750C10826510,000SH SOLE 10,00000
AXIALL CORPCOM05463D10027,327838,000SH SOLE 838,00000
AZZ INC COMCOM0024741045,54892,500SH SOLE 92,50000
B & G FOODS INC NEW COMCOM05508R10696420,000SH SOLE 20,00000
BADGER METER INC COMCOM0565251087,15798,000SH SOLE 98,00000
BAIDU COM INC SPON ADR REP ACOM0567521083141,900SH SOLE 1,90000
BAKER HUGHES INCCOM0572241073,10468,775SH SOLE 68,77500
BANCO SANTANDER CENT HISP ADR(COM05964H105890227,000SH SOLE 227,00000
BANK OF AMERICACOM0605051049,355705,000SH SOLE 705,00000
BANK OF AMERICA CV PFD L 7.250CONVERTIBLE PREF0605056822,9882,500SH SOLE 2,50000
BANK OF NEW YORK MELLON CORPCOM064058100133,7763,443,400SH SOLE 3,443,40000
BARCLAYS BK PLC IPATH S&P500 VETF - EQUITY06742E71169150,000SH SOLE 50,00000
BARCLAYS BK PLCCOM06742E901850100SHCallSOLE 000
BARNES & NOBLE ED INC COMCOM06777U10120520,224SH SOLE 20,22400
BARNES & NOBLESCOM06777410936332,000SH SOLE 32,00000
BARRICK GOLD(R:ABX.N B:ABX US)COM06790110836,4811,708,703SH SOLE 1,708,70300
BASSETT FURNITURE INDSCOM0702031045,076212,050SH SOLE 212,05000
BAXTER INTL INC COMCOM07181310916,737370,116SH SOLE 370,11600
BBCN BANCORP INCCOM0732951074,625310,000SH SOLE 310,00000
BB&T CORP COMCOM0549371072858,000SH SOLE 8,00000
BCE INCCOM05534B76062,2321,315,400SH SOLE 1,315,40000
BE AEROSPACE INC COMCOM07330210111,724253,900SH SOLE 253,90000
BEASLEY BROADCAST GRP INC.COM0740141011,078256,034SH SOLE 256,03400
BEAZER HOMES USA INCCOM07556Q88146560,000SH SOLE 60,00000
BECTON DICKINSON & CO COMCOM07588710915,17689,488SH SOLE 89,48800
BED BATH & BEYOND INCCOM0758961001,51335,000SH SOLE 35,00000
BEL FUSE INC CL ACOM0773472014,466285,000SH SOLE 285,00000
BELDEN CDT INCCOM07745410660410,000SH SOLE 10,00000
BELMOND LTD CL ACOMG1154H1073,049308,000SH SOLE 308,00000
BERKLEY W R CORP COMCOM0844231029,467158,000SH SOLE 158,00000
BERKSHIRE HATHAWAY INC DEL CLCOM0846707021,3039,000SH SOLE 9,00000
BERKSHIRE HATHAWAY INC-CL ACOM08467010870,083323SH SOLE 32300
BEST BUY INC COMCOM0865161019,547312,000SH SOLE 312,00000
BHP BILLITON LTD SPONSORED ADRCOM0886061081,68559,000SH SOLE 59,00000
BIG 5 SPORTING GOODS CORP COMCOM08915P1012,973320,700SH SOLE 320,70000
BIGLARI HOLDINGS INCCOM08986R1019,36523,219SH SOLE 23,21900
BIO RAD LABS INC CL ACOM0905722076,72247,000SH SOLE 47,00000
BIOGEN IDEC INCCOM09062X1038,07733,400SH SOLE 33,40000
BIOLASE TECHNOLOGY INC COMCOM0909111085043,000SH SOLE 43,00000
BIOMARIN PHARMACEUTICAL INC COCOM09061G1018,230105,786SH SOLE 105,78600
BIOSCRIP INCCOM09069N10836,93214,483,253SH SOLE 14,483,25300
BIOTELEMETRY INC COMCOM0906721061,25076,690SH SOLE 76,69000
BLACK HILLS CORP COMCOM09211310956,515896,500SH SOLE 896,50000
BLACKBERRY LTDCOM09228F10313420,000SH SOLE 20,00000
BLACKHAWK NETWORK HOLDINGS ICOM09238E1049,565285,608SH SOLE 285,60800
BLACKROCK INC CL ACOM09247X1019,48827,700SH SOLE 27,70000
BLACKROCK KELSO CAPITAL 5.500%CONVERTIBLE BOND092533AB41,5231,500,000PRN SOLE 1,500,00000
BLACKROCK KELSO CAPITAL CORPCOCOM0925331081,019131,034SH SOLE 131,03400
BLACKSTONE GROUP L P COM UNITCOM09253U1084,295175,000SH SOLE 175,00000
BLUCORA INCCOM0952291005,872566,796SH SOLE 566,79600
BLUCORA INC. 4.25% 4/1/19CONVERTIBLE BOND095229AB63,2323,500,000PRN SOLE 3,500,00000
BLUE BUFFALO PET PRODUCTS INCOM09531U1021,81177,600SH SOLE 77,60000
BOEING COCOM09702310535,610274,200SH SOLE 274,20000
BON-TON STORES INC COMCOM09776J101605429,000SH SOLE 429,00000
BORG WARNER INCCOM09972410616,156547,300SH SOLE 547,30000
BOSTON BEER INC CL ACOM1005571074,27625,000SH SOLE 25,00000
BOSTON SCIENTIFIC CORP COMCOM10113710715,191650,000SH SOLE 650,00000
BOTTOMLINE TECHNOLOGIES 1.500%CONVERTIBLE BOND101388AA42,7622,750,000PRN SOLE 2,750,00000
BOYD GAMING CORPCOM10330410114,168770,000SH SOLE 770,00000
BP PLC SPONS ADRCOM05562210442,2571,190,000SH SOLE 1,190,00000
BRINKS CO COMCOM10969610417,863627,000SH SOLE 627,00000
BRISTOL MYERS SQUIBB COCOM11012210878,9971,074,063SH SOLE 1,074,06300
BROCADE COMMUNICATIONS SYS ICOCOM11162130671678,000SH SOLE 78,00000
BROOKFIELD ASSET MGMT INC CL ACOM1125851041,48845,000SH SOLE 45,00000
BROWN FORMAN CORP CL BCOM11563720917,904179,475SH SOLE 179,47500
BROWN-FORMAN CORP CLASS ACOM11563710089,221825,891SH SOLE 825,89100
BRUKER BIOSCIENCES CORPCOM11679410840918,000SH SOLE 18,00000
BRUNSWICK CORPCOM1170431094,713104,000SH SOLE 104,00000
BT GROUP PLC SPON ADRCOM05577E1012,785100,000SH SOLE 100,00000
BTO CN 3 1/4 10/1/18CONVERTIBLE BOND11777QAB61,9472,000,000PRN SOLE 2,000,00000
BUNGE LIMITED COMCOMG169621051,30122,000SH SOLE 22,00000
C1 FINL INC COMCOM12591N1091,46062,570SH SOLE 62,57000
CABLE ONE INCCOM12685J10510,15119,850SH SOLE 19,85000
CABOT OIL & GAS CORP COMMON STCOM12709710371027,600SH SOLE 27,60000
CADIZ INCCOM1275372078815,000SH SOLE 15,00000
CALAMOS ASSET MANAGEMENT-ACOM12811R1041,352185,000SH SOLE 185,00000
CALAMP CORP. 1.620% 05/15/20CONVERTIBLE BOND128126AB54,0354,350,000PRN SOLE 4,350,00000
CALATLANTIC GROUP INCCOM1281951049,912270,000SH SOLE 270,00000
CALAVO GROWERS INC COMCOM1282461051,00515,000SH SOLE 15,00000
CALIFORNIA RES CORP COM NEWCOM13057Q20629524,189SH SOLE 24,18900
CALIFORNIA WTR SVC GROUP COMCOM1307881021,76050,400SH SOLE 50,40000
CALLAWAY GOLF CO COMCOM13119310476675,000SH SOLE 75,00000
CALLON PETE CO DEL COMCOM13123X1023,035270,271SH SOLE 270,27100
CALPINE CORP COM NEWCOM13134730423616,000SH SOLE 16,00000
CAMBIUM LEARNING GRP INC COMCOM13201A10736180,000SH SOLE 80,00000
CAMECO CORP COMCOM13321L1083,565325,000SH SOLE 325,00000
CAMPBELL SOUP COCOM13442910930,457457,800SH SOLE 457,80000
CANADIAN SOLAR INC COMCOM1366351091,890125,000SH SOLE 125,00000
CANTEL MEDICAL CORP COMCOM13809810813,402195,000SH SOLE 195,00000
CANTERBURY PK HLDG CORPCOM13811E1012,192199,100SH SOLE 00199,100
CAPITOL FEDERAL FINANCIAL INCCOM14057J10117412,500SH SOLE 12,50000
CARBONITE INCCOM14133710513614,000SH SOLE 14,00000
CARDIOVASCULAR SYS INC DEL COMCOM14161910679043,000SH SOLE 43,00000
CAREDX INCCOM14167L10330971,672SH SOLE 71,67200
CAREER EDUCATION CORPCOM14166510935159,000SH SOLE 59,00000
CARMIKE CINEMAS INC COMCOM1434364005,072168,400SH SOLE 168,40000
CARRIAGE SERVICES, INC. 2.750%CONVERTIBLE BOND143905AM93,5233,000,000PRN SOLE 3,000,00000
CARRIZO OIL & CO INC COMCOM1445771032,82578,800SH SOLE 78,80000
CASEYS GEN STORES INC COMCOM14752810326,052198,100SH SOLE 198,10000
CATERPILLAR INCCOM14912310110,636140,300SH SOLE 140,30000
CAVCO INDUSTRIESCOM14956810712,040128,500SH SOLE 128,50000
CBS CORP CLASS ACOM12485710391,8811,579,262SH SOLE 1,579,26200
CBS CORP NEW CL BCOM12485720210,055184,700SH SOLE 184,70000
CDK GLOBAL INC COMCOM12508E10161011,000SH SOLE 11,00000
CELATOR PHARMACEUTICALS INC COCOM15089R10225,853856,626SH SOLE 856,62600
CELGENE CORPCOM1510201046,50065,900SH SOLE 65,90000
CEMPRA INC COMCOM15130J1094,195254,400SH SOLE 254,40000
CENTENE CORP DEL COMCOM15135B1012503,500SH SOLE 3,50000
CENTERPOINT ENERGY INC COMCOM15189T1072,25694,000SH SOLE 94,00000
CENTRAL EUROPE AND RUSSIA FUNDMUTUAL FUNDS1534361003,335182,036SH SOLE 182,03600
CENTURY ALUM CO COMCOM1564311081,298205,000SH SOLE 205,00000
CENTURYLINK, INC.COM15670010612,837442,500SH SOLE 442,50000
CEPHEID COMCOM15670R1077,226235,000SH SOLE 235,00000
CERES INCCOM156773400410,000SH SOLE 10,00000
CF INDS HLDGS INC COMCOM12526910072330,000SH SOLE 30,00000
CHARLES RIV LABORATORIES INTCOCOM1598641073,05037,000SH SOLE 37,00000
CHARTER COMMUNICATIONS INCCOM16119P10828,891126,359SH SOLE 126,35900
CHECK POINT SOFTWARE TECHCOMM224651044786,000SH SOLE 6,00000
CHEESECAKE FACTORY INCCOM16307210124,455508,000SH SOLE 508,00000
CHEMED CORPORATIONCOM16359R10338,753284,298SH SOLE 284,29800
CHEMOURS CO COMCOM16385110825731,200SH SOLE 31,20000
CHEMTURA CORP COM NEWCOM16389320974,2332,814,000SH SOLE 2,814,00000
CHENIERE ENERGY INC COM NEWCOM16411R2084,506120,000SH SOLE 120,00000
CHENIERE ENERGY, INC. 4.250% 0CONVERTIBLE BOND16411RAG41,6953,000,000PRN SOLE 3,000,00000
CHESAPEAKE ENERGY CORP COMCOM16516710724858,000SH SOLE 58,00000
CHESAPEAKE UTILS CORP COMCOM1653031088,100122,400SH SOLE 122,40000
CHEVRON CORPCOM16676410073,748703,500SH SOLE 703,50000
CHINA AUTOMOTIVE SYS INC COMCOM16936R10529190,022SH SOLE 90,02200
CHINA MOBILE LTDCOM16941M1096,080105,000SH SOLE 105,00000
CHINA TELECOM CORP LTD SPONS ACOM1694261032255,000SH SOLE 5,00000
CHINA UNICOM ADRCOM16945R10499996,000SH SOLE 96,00000
CHIPOTLE MEXICAN GRILL INC CLCOM1696561055,29213,140SH SOLE 13,14000
CHURCH & DWIGHT COCOM17134010214,549141,400SH SOLE 141,40000
CHURCHILL DOWNS INC COMCOM17148410831,186246,800SH SOLE 246,80000
CIGNA CORPCOM12550910917,586137,400SH SOLE 137,40000
CINCINNATI BELLCOM17187110649,64410,863,109SH SOLE 10,863,10900
CINCINNATI BELL PFD CVT 6.75%CONVERTIBLE PREF1718714037,064142,600SH SOLE 142,60000
CIRCOR INTL INC COMCOM17273K10956,363989,000SH SOLE 989,00000
CISCO SYS INCCOM17275R1027,525262,300SH SOLE 262,30000
CIT GROUP INC COM NEWCOM12558180160018,800SH SOLE 18,80000
CITIGROUP INCCOM17296742437,030873,546SH SOLE 873,54600
CLARCOR INCCOM17989510725,847424,900SH SOLE 424,90000
CLEAR CHANNEL OUTDOOR HLDGS CLCOM18451C10916,9442,724,144SH SOLE 2,724,14400
CLIFFS NATURAL RESOURCES INCCOCOM18683K10134060,000SH SOLE 60,00000
CME GROUP INC COMCOM12572Q1051,75318,000SH SOLE 18,00000
CMS ENERGY CORP COMCOM1258961009,447206,000SH SOLE 206,00000
CNH INDUSTRIAL NVCOMN2094410931,4164,393,896SH SOLE 4,393,89600
COCA COLA COCOM19121610057,8501,276,200SH SOLE 1,276,20000
COCA COLA EUROPEAN PARTNERSCOMG258391042,14160,000SH SOLE 60,00000
COCA-COLA FEMSA S A DE C V ADRCOM1912411081,20314,500SH SOLE 14,50000
COHEN & STEERS INC COMCOM19247A1006,567162,400SH SOLE 162,40000
COLGATE PALMOLIVE COCOM1941621034,47361,100SH SOLE 61,10000
COLONY CAPITAL, INC. 5.000% 04CONVERTIBLE BOND19624RAA41,9002,000,000PRN SOLE 2,000,00000
COLUMBIA PIPELINE GROUP INC COCOM198280109111,6154,378,794SH SOLE 4,378,79400
COMCAST CORP NEW COM CL ACOM20030N10162,550959,500SH SOLE 959,50000
COMERICA INC COMCOM2003401071,19329,000SH SOLE 29,00000
COMMUNICATIONS SALES&LEAS INCOCOM20341J1041,50352,000SH SOLE 52,00000
COMMUNICATIONS SYSCOM2039001052,732392,000SH SOLE 392,00000
COMMUNITY HEALTH SYSTEMS-CVRWARRANT AND RIGH203668116033,500SH SOLE 33,50000
COMPANIA DE MINAS BUENAVENTURAFOREIGN COMMON S20444810447840,000SH SOLE 40,00000
COMSCORE INCCOM20564W1052,38699,920SH SOLE 99,92000
COMSTOCK MNG INC COMCOM205750102209600,000SH SOLE 600,00000
CONAGRA INCCOM20588710251,0611,068,000SH SOLE 1,068,00000
CONCHO RES INC COMCOM20605P1013,93633,000SH SOLE 33,00000
CONMED CORP COMCOM2074101014,05785,000SH SOLE 85,00000
CONNECTICUT WTR SVC INC COMCOM2077971012,24840,000SH SOLE 40,00000
CONOCOPHILLIPS COMCOM20825C10441,056941,650SH SOLE 941,65000
CONSOL ENERGY INC COMCOM20854P1098,069501,500SH SOLE 501,50000
CONSOLIDATED COMM HLDGS INC COCOM2090341071,77165,000SH SOLE 65,00000
CONSOLIDATED EDISON INC COMCOM2091151048,848110,000SH SOLE 110,00000
CONSOLIDATED WATER CO LTD ORDCOMG2377310743633,400SH SOLE 33,40000
CONSTELLATION BRANDS COMCOM21036P10821,485129,900SH SOLE 129,90000
CONSTELLIUM NV CL ACOMN220351049420,000SH SOLE 20,00000
CONTINENTAL RESOURCES INC COMCOM2120151012,98866,000SH SOLE 66,00000
COOPER COS INC COM NEWCOM21664840211,88169,250SH SOLE 69,25000
COOPER TIRE & RUBBER COCOM21683110710,139340,000SH SOLE 340,00000
COPART INC COMCOM2172041065,223106,562SH SOLE 106,56200
CORE MARK HOLDING CO INC COMCOM2186811041,17225,000SH SOLE 25,00000
CORE MOLDING TECH COMCOM2186831004,436325,000SH SOLE 325,00000
CORNING INCCOM21935010542,1682,059,000SH SOLE 2,059,00000
COSTCO WHSL CORP NEW COMCOM22160K10544,122280,962SH SOLE 280,96200
COTT CORP COMCOM22163N10610,051720,000SH SOLE 720,00000
COTY INC-CL ACOM2220702035,370206,600SH SOLE 206,60000
COVANTA HOLDING CORPCOM22282E1022,879175,000SH SOLE 175,00000
COVISINT CORPCOM22357R103447205,076SH SOLE 205,07600
CRANE COCOM22439910566,1011,165,400SH SOLE 1,165,40000
CREDIT ACCEP CORP MICH COMCOM2253101013,00816,250SH SOLE 16,25000
CROWN CASTLE INTL CNV PFD 4.50CONVERTIBLE PREF22822V2003,63030,000SH SOLE 30,00000
CROWN CASTLE INTL CORPCOM22822V1018,91487,879SH SOLE 87,87900
CROWN HOLDINGS INC COMCOM22836810614,188280,000SH SOLE 280,00000
CST BRANDS INC COMCOM12646R10566,9011,552,950SH SOLE 1,552,95000
CTS CORPCOM12650110514,264796,000SH SOLE 796,00000
CULLEN FROST BANKERS INC COMCOM2298991092,48539,000SH SOLE 39,00000
CURTISS WRIGHT CORPCOM23156110194,3941,120,400SH SOLE 1,120,40000
CUTERA INC COMCOM2321091084,518403,000SH SOLE 403,00000
CVENT INC COMCOM23247G10921,099590,684SH SOLE 590,68400
CVS HEALTH CORPCOM126650100149,8711,565,400SH SOLE 1,565,40000
CYPRESS SEMICONDUCTOR CORP COMCOM2328061098,018760,000SH SOLE 760,00000
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D R HORTON INC COMCOM23331A1099,287295,000SH SOLE 295,00000
DAKTRONICS INC COMCOM23426410925040,000SH SOLE 40,00000
DANA HOLDING CORP COMCOM23582520526,6232,521,100SH SOLE 2,521,10000
DANAHER CORP SHS BEN INTCOM23585110210,125100,251SH SOLE 100,25100
DAVITA INCCOM23918K10812,990168,000SH SOLE 168,00000
DEAN FOODS CO NEW COM NEWCOM2423702031,50183,000SH SOLE 83,00000
DEERE & CO.COM24419910563,203779,895SH SOLE 779,89500
DELTA NAT GAS INC COMCOM2477481067,395274,500SH SOLE 274,50000
DEMANDWARE INC COMCOM24802Y10570,268938,157SH SOLE 938,15700
DENBURY RES INC COM NEWCOM2479162085716,000SH SOLE 16,00000
DENNYS CORP COMCOM24869P1042,951275,000SH SOLE 275,00000
DEPOMED INC COMCOM24990810429415,000SH SOLE 15,00000
DEUTSCHE BANK AG-REG (B:DB)COMD1819089884861,777SH SOLE 61,77700
DEVON ENERGY CORP NEWCOM25179M10315,798435,800SH SOLE 435,80000
DEXCOM INC COMCOM2521311076,66484,000SH SOLE 84,00000
DIAGEO PLC SPONSORED ADR (B:DECOM25243Q20588,532784,300SH SOLE 784,30000
DIAMOND OFFSHORE DRILLNG INCCOCOM25271C1021,70370,000SH SOLE 70,00000
DIAMOND RESORTS INTL INC COMCOM25272T1041,76859,000SH SOLE 59,00000
DIAMONDBACK ENERGY INC COMCOM25278X10922,666248,500SH SOLE 248,50000
DIEBOLD INC COMCOM25365110345,1881,819,900SH SOLE 1,819,90000
DIGITALGLOBE INC COM NEWCOM25389M8772,01794,300SH SOLE 94,30000
DIPLOMAT PHARMACY INC COMCOM25456K1012,83581,000SH SOLE 81,00000
DISCOVER FINANCIALCOM2547091086,431120,000SH SOLE 120,00000
DISCOVERY COMMS NEW SER ACOM25470F10413,162521,700SH SOLE 521,70000
DISCOVERY COMMS NEW SER CCOM25470F30229,3141,229,100SH SOLE 1,229,10000
DISH NETWORK CORPORATIONCOM25470M10987,8011,675,600SH SOLE 1,675,60000
DISNEY WALT PRODTNSCOM25468710615,524158,700SH SOLE 158,70000
DOLBY LABORATORIES INC COMCOM25659T1078,326174,000SH SOLE 174,00000
DOMINION DIAMOND CORP COMCOM2572871024,084462,041SH SOLE 462,04100
DOMINION RES INC VA NEW COMCOM25746U10917,067219,000SH SOLE 219,00000
DOMINION RESORUCES CV PFD 6.38CONVERTIBLE PREF25746U8692,07440,000SH SOLE 40,00000
DONALDSON INCCOM25765110939,5761,151,793SH SOLE 1,151,79300
DONNELLEY R R & SONS COCOM2578671011,38581,853SH SOLE 81,85300
DOVER DOWNS GAMING & ENTMT INCCOM260095104180170,000SH SOLE 170,00000
DOVER MOTORSPORTS INC.(B:DVD)COM260174107519239,000SH SOLE 239,00000
DOW CHEMICAL CORPCOM2605431039,594193,000SH SOLE 193,00000
DR PEPPER SNAPPLE GROUP INC COCOM26138E10982,539854,180SH SOLE 854,18000
DREAMWORKS ANIMATION SKG-ACOM26153C10336,477892,520SH SOLE 892,52000
DREW INDS INC COM NEWCOM26168L2051,18814,000SH SOLE 14,00000
DST SYS INC DEL COMCOM2333261072,21219,000SH SOLE 19,00000
DTE ENERGY CO COMCOM2333311072,08221,000SH SOLE 21,00000
DU PONT E I DE NEMOURS COCOM26353410915,222234,900SH SOLE 234,90000
DUCOMMUN INC DEL COMCOM26414710987044,000SH SOLE 44,00000
DUKE ENERGY CORPORATION COM NECOM26441C20433,715393,000SH SOLE 393,00000
DUN & BRADSTREET CORPCOM26483E1001,86415,300SH SOLE 15,30000
E M C CORP MASS COMCOM2686481028,934328,824SH SOLE 328,82400
EARTHLINK HLDGS CORP COMCOM27033X10113,8592,165,479SH SOLE 2,165,47900
EASTERN CO COMCOM2763171043,851232,289SH SOLE 232,28900
EATON CORP PLC SHSCOMG2918310314,216238,000SH SOLE 238,00000
EATON VANCE CORP COMCOM2782651031,55544,000SH SOLE 44,00000
EBAY INCCOM2786421039,434403,000SH SOLE 403,00000
ECHO GLOBAL LOGISTICS, INC. 2.CONVERTIBLE BOND27875TAA92,1252,250,000PRN SOLE 2,250,00000
ECHOSTAR CORP-ACOM27876810646,8691,180,580SH SOLE 1,180,58000
ECOLAB INCCOM27886510015,584131,400SH SOLE 131,40000
EDGEWATER TECHNOLOGY INC COMCOM2803581024,843560,488SH SOLE 560,48800
EDGEWELL PERS CARE COCOM28035Q102109,1081,292,600SH SOLE 1,292,60000
EDISON INTL COMCOM28102010759,262763,000SH SOLE 763,00000
EL PASO ELEC CO COM NEWCOM28367785489,2221,887,500SH SOLE 1,887,50000
EL PASO ENERGY CAP TR I PFD COCONVERTIBLE PREF2836782096,452128,300SH SOLE 128,30000
ELDORADO GOLD CORP NEW COMCOM28490210319,1764,261,400SH SOLE 4,261,40000
ELDORADO RESORTS INC COMCOM28470R10233422,000SH SOLE 22,00000
ELIZABETH ARDEN INCCOM28660G1061,23289,500SH SOLE 89,50000
EMBRAER SA SP ADRCOM29082A10754325,000SH SOLE 25,00000
EMERSON ELEC COCOM2910111041,04320,000SH SOLE 20,00000
EMMIS COMMUNICATIONS CORPCOM2915251032635,246SH SOLE 35,24600
EMPIRE DIST ELEC CO COMCOM29164110829,494868,232SH SOLE 868,23200
ENCANA CORP COMCOM2925051041,597205,000SH SOLE 205,00000
ENCORE CAPITAL GROUP, INC. 3.0CONVERTIBLE BOND292554AF91,7402,250,000PRN SOLE 2,250,00000
ENDO INTERNATIONAL PLCCOMG304011061,53698,500SH SOLE 98,50000
ENERGEN CORP COMCOM29265N1081,01221,000SH SOLE 21,00000
ENERGIZER HLDGS INC NEWCOM29272W10938,587749,400SH SOLE 749,40000
ENERGY RECOVERY INCCOM29270J10071180,000SH SOLE 80,00000
ENERGY TRANSFER EQUITY L P COMCOM29273V10020,9231,456,000SH SOLE 1,456,00000
ENERNOC, INC. 2.250% 08/15/19CONVERTIBLE BOND292764AB33,2134,510,000PRN SOLE 4,510,00000
ENERSIS CHILE SA SPON ADRCOM29278D10516328,000SH SOLE 28,00000
ENI S P A ADR SPONSOREDCOM26874R1084,206130,000SH SOLE 130,00000
ENPRO INDS INC COMCOM29355X1075,065114,100SH SOLE 114,10000
ENT 2 3/4 2/15/35CONVERTIBLE BOND37951DAB81,6792,250,000PRN SOLE 2,250,00000
ENTEGRIS INC COMCOM29362U1043,111215,000SH SOLE 215,00000
ENTERGY CORP NEW COMCOM29364G1033584,400SH SOLE 4,40000
ENTRAVISION COMM CORP CL ACOM29382R10737656,000SH SOLE 56,00000
EOG RESOURCES INCCOM26875P10125,752308,700SH SOLE 308,70000
EQUINIX INC COMCOM29444U7003,95510,200SH SOLE 10,20000
EROS INTL PLC SHS NEWCOMG3788M11472444,500SH SOLE 44,50000
ESTEE LAUDER CO. INC.COM5184391043,64140,000SH SOLE 40,00000
ETHAN ALLEN INTERIORS INC COMCOM2976021042,59478,500SH SOLE 78,50000
EUROPEAN EQUITY FUND COMMUTUAL FUNDS29876810224831,977SH SOLE 31,97700
EVERSOURCE ENERGYCOM30040W10871,5931,195,208SH SOLE 1,195,20800
EXACTECH INC COMCOM30064E1097,977298,335SH SOLE 298,33500
EXAMWORKS GROUP INC COMCOM30066A1053,578102,655SH SOLE 102,65500
EXCO RESOURCES INC COMCOM269279402130100,000SH SOLE 100,00000
EXELIXIS, INC. 4.250% 08/15/19CONVERTIBLE BOND30161QAC82,2231,500,000PRN SOLE 1,500,00000
EXELON CORPCOM30161N10118,253502,000SH SOLE 502,00000
EXPRESS SCRIPTS HOLDING COMPANCOM30219G1086,36784,000SH SOLE 84,00000
EXXON MOBIL CORPCOM30231G10299,3461,059,800SH SOLE 1,059,80000
FACEBOOK INC CL ACOM30303M10234,890305,300SH SOLE 305,30000
FAIRCHILD SEMICONDUCTOR INTLCLCOM30372610331,3671,580,193SH SOLE 1,580,19300
FAIRWAY GROUP HLDGS CORP CL ACOM30603D109113,000SH SOLE 13,00000
FALCONSTOR SOFTWARE INC COMCOM306137100494470,000SH SOLE 470,00000
FARMER BROS COCOM3076751086,091190,000SH SOLE 190,00000
FCB FINL HLDGS INC CL ACOM30255G1033,08090,600SH SOLE 90,60000
FEDERAL MOGUL CORP CL ACOM31354940416,4391,978,200SH SOLE 1,978,20000
FEDERAL SIGNAL CORP COMCOM31385510811,657905,063SH SOLE 905,06300
FEDERATED INVESTORS INC-CL BCOM3142111033,741130,000SH SOLE 130,00000
FEDEX CORP COMCOM31428X1065,58636,800SH SOLE 36,80000
FEI CO COMCOM30241L10921,660202,653SH SOLE 202,65300
FERRARI N V COMCOMN3167Y10353213,000SH SOLE 13,00000
FERRO CORPCOM31540510057,0794,266,000SH SOLE 4,266,00000
FIAT CHRYSLER AUTOMOBILES 7.88CONVERTIBLE PREFN3173811059910,000SH SOLE 10,00000
FIDELITY NATL INFORMATION SVCOCOM31620M10612,010163,000SH SOLE 163,00000
FIDELITY SOUTHERN CORPCOM31639410568943,967SH SOLE 43,96700
FIFTH STREET FINANCE CORP COMCOM31678A1031,373283,045SH SOLE 283,04500
FIREEYE, INC. 1.620% 06/01/35CONVERTIBLE BOND31816QAD32,5943,000,000PRN SOLE 3,000,00000
FIRST NIAGARA FINL GP INC COMCOM33582V1085,854601,000SH SOLE 601,00000
FIRST REP BK SAN FRAN CALI NCOCOM33616C1002,87041,000SH SOLE 41,00000
FIRSTENERGY CORP COMCOM33793210715,465443,000SH SOLE 443,00000
FIRSTMERIT CORP COMCOM3379151025,372265,000SH SOLE 265,00000
FISERV INC COMCOM3377381081,95718,000SH SOLE 18,00000
FLOWERS FOODS INC COMCOM34349810118,225972,000SH SOLE 972,00000
FLOWSERVE CORP COMCOM34354P10565,1881,443,181SH SOLE 1,443,18100
FLUSHING FINL CORP COMCOM34387310510,658536,093SH SOLE 536,09300
FLY LEASING LTD SPONSORED ADRCOM34407D1093,029305,000SH SOLE 305,00000
FMC CORP COM NEWCOM3024913032,13046,000SH SOLE 46,00000
FMC TECHNOLOGIES INC COMCOM30249U1012,720102,000SH SOLE 102,00000
FNF GROUP COMCOM31620R3033,56395,000SH SOLE 95,00000
FNFV GROUP COMCOM31620R40234430,000SH SOLE 30,00000
FOMENTO ECONOMICO MEXICANO SADCOM34441910630,078325,200SH SOLE 325,20000
FORD MTR CO DEL COM PAR $0.01COM3453708608,233655,000SH SOLE 655,00000
FOREST CITY REALTY TRUST CL AREAL ESTATE INVE3456051093,123140,000SH SOLE 140,00000
FORTINET INC COMCOM34959E1094,486142,000SH SOLE 142,00000
FORTRESS INVESTMENT GROUP CL ACOM34958B1062,299520,064SH SOLE 520,06400
FORTUNA SILVER MINES INC COMCOM3499151083,141450,000SH SOLE 450,00000
FORTUNE BRANDS HOME & SECURITYCOM34964C10638,318661,000SH SOLE 661,00000
FOSTER L B CO COMCOM35006010921820,000SH SOLE 20,00000
FRANCO NEVADA CORP COMCOM35185810542,076553,200SH SOLE 553,20000
FRANKLIN ELEC INCCOM35351410212,457376,900SH SOLE 376,90000
FREEPORT MCMORAN COPPER&GOLD CCOM35671D85716,0531,441,000SH SOLE 1,441,00000
FRONTIER COMM 11.12% 6/29/18 CCONVERTIBLE PREF35906A2075,68960,000SH SOLE 60,00000
FRONTIER COMMUNICATIONS CORPCOM35906A10835171,000SH SOLE 71,00000
FULLER H B CO COMCOM35969410628,391645,397SH SOLE 645,39700
GAMING & LEISURE PPTYS INC COMCOM36467J1085,703165,400SH SOLE 165,40000
GATX CORPCOM36144810376,4291,738,200SH SOLE 1,738,20000
GENERAL COMMUNICATIONS INC CLCOM36938510971145,000SH SOLE 45,00000
GENERAL ELEC COCOM36960410374,6602,371,656SH SOLE 2,371,65600
GENERAL MILLS INCCOM37033410499,5981,396,500SH SOLE 1,396,50000
GENERAL MTRS CO COMCOM37045V10013,916491,746SH SOLE 491,74600
GENTEX CORP COMCOM3719011093,785245,000SH SOLE 245,00000
GENUINE PARTS COCOM372460105170,9711,688,600SH SOLE 1,688,60000
GIBRALTER INDUSTRIES INCCOM3746891071,67353,000SH SOLE 53,00000
GILEAD SCIENCES INC COMCOM37555810312,897154,600SH SOLE 154,60000
GLAXOSMITHKLINE PLC ADR (B:GSKCOM37733W10561014,076SH SOLE 14,07600
GLOBAL SOURCES LTD COMCOMG393001013,259355,452SH SOLE 355,45200
GLOBUS MED INC CL ACOM3795772081,66870,000SH SOLE 70,00000
GNC HLDGS INC COM CL ACOM36191G1072,30895,000SH SOLE 95,00000
GOGO INC COMCOM38046C10918,9242,255,500SH SOLE 2,255,50000
GOLD FIELDS LTD NEW SPON ADR (COM38059T10617,6083,593,500SH SOLE 3,593,50000
GOLDCORP INC (US)COM38095640955,8602,920,000SH SOLE 2,920,00000
GOLDEN ENTERTAINMENT INCCOM3810131012,234191,076SH SOLE 191,07600
GOLDMAN SACHS GRCOM38141G1045,27535,500SH SOLE 35,50000
GORMAN RUPP COCOM38308210426,122953,000SH SOLE 953,00000
GP STRATEGIES CORP COMCOM36225V1042,06195,000SH SOLE 95,00000
GRACO INC COMCOM38410910435,032443,500SH SOLE 443,50000
GRAHAM HOLDINGS CO.COM3846371045,85011,950SH SOLE 11,95000
GRAY TELEVISION, INCCOM38937510644541,000SH SOLE 0041,000
GRAY TELEVISION, INC CL ACOM38937520571971,200SH SOLE 0071,200
GREAT PLAINS ENERGY INC. (B: GCOM39116410040,7211,339,500SH SOLE 1,339,50000
GREATBATCH INCCOM39153L1065,335172,500SH SOLE 172,50000
GREENBRIER COS INCCOM3936571014,806165,000SH SOLE 165,00000
GREIF INC CL ACOM39762410712,374332,000SH SOLE 332,00000
GREIF INC CL BCOM39762420620,026365,770SH SOLE 365,77000
GRIFFIN INDUSTRIAL REALTY INCOM39823110016,134526,390SH SOLE 00526,390
GRIFFON CORP COMCOM39843310226,9761,600,000SH SOLE 1,600,00000
GRIFOLS SA SP ADR REP B NVTCOM3984384081,37882,662SH SOLE 82,66200
GRUBHUB INC COMCOM4001101022498,000SH SOLE 8,00000
GRUPO TELEVISA SA DE CV ADR (BCOM40049J20672,2062,772,900SH SOLE 2,772,90000
GSE SYS INC COMCOM36227K1066730,000SH SOLE 30,00000
GUIDANCE SOFTWARE INC COMCOM40169210852785,077SH SOLE 85,07700
GYRODYNE LLC COMCOM40382910456828,129SH SOLE 28,12900
H R BLOCK INCCOM09367110521,068916,000SH SOLE 916,00000
HAIN CELESTIAL GROUP INCCOM40521710025,174506,000SH SOLE 506,00000
HALLIBURTON COMPANYCOM40621610164,7561,429,800SH SOLE 1,429,80000
HANESBRANDS INC COMCOM4103451024,900195,000SH SOLE 195,00000
HANSEN MEDICAL INC COM NEWCOM41130720023759,777SH SOLE 59,77700
HARLEY DAVIDSON INCCOM4128221082,52855,800SH SOLE 55,80000
HARMAN INTL INDS INC NEW COMCOM4130861094,81267,000SH SOLE 67,00000
HARMONY GOLD MINING CO LTD ADRCOM41321630014,6604,061,000SH SOLE 4,061,00000
HARRIS CORPORATIONCOM41387510522,700272,051SH SOLE 272,05100
HARTE HANKS INCCOM4161961032415,000SH SOLE 15,00000
HARTFORD FINL SVCS GROUP INCCOCOM41651510421,302480,000SH SOLE 480,00000
HAWAIIAN ELEC INDS INC COMCOM41987010038,3801,170,480SH SOLE 1,170,48000
HAWKINS INC COMCOM4202611094,02192,631SH SOLE 92,63100
HAYNES INTERNATIONAL INCCOM4208772012,74385,500SH SOLE 85,50000
HC2 HLDGS INC COMCOM4041391071,163270,500SH SOLE 270,50000
HCA HOLDINGS INC COMCOM40412C10114,940194,000SH SOLE 194,00000
HDFC BANK LTD ADR REPS 3 SHSCOM40415F10179011,900SH SOLE 11,90000
HEARTWARE INTL INC COMCOM4223681007,796135,000SH SOLE 135,00000
HEICO CORP NEW COMCOM4228061094016,000SH SOLE 6,00000
HENNESSY CAPITAL ACQCOM42588J20950050,000SH SOLE 50,00000
HERSHEY COMPANY (THE)COM4278661082842,500SH SOLE 2,50000
HERTZ GLOBAL HOLDINGS INC COMCOM42805T10527,2632,462,763SH SOLE 2,462,76300
HESS CORPCOM42809H10723,860397,000SH SOLE 397,00000
HEWLETT PACKARD ENTERPRISE CCOCOM42824C1099,208504,000SH SOLE 504,00000
HIGHER ONE HLDGS INC COMCOM42983D104536104,900SH SOLE 104,90000
HILLTOP HOLDINGS INC COMCOM4327481017,032335,000SH SOLE 335,00000
HOME DEPOT INCCOM43707610268,148533,700SH SOLE 533,70000
HONEYWELL INT'L INCCOM438516106179,3651,542,000SH SOLE 1,542,00000
HORIZON PHARMA INVESTMENT L 2.CONVERTIBLE BOND44052TAB72,9453,250,000PRN SOLE 3,250,00000
HORNBECK OFFSHORE SERVICES 1.5CONVERTIBLE BOND440543AN65801,000,000PRN SOLE 1,000,00000
HOST HOTELS & RESORTS INCCOM44107P10423414,422SH SOLE 14,42200
HOVNANIAN ENTERPRISES CL ACOM4424872031,260750,000SH SOLE 750,00000
HP INC COMCOM40434L1053,702295,000SH SOLE 295,00000
HRG GROUP INC COMCOM40434J10027520,000SH SOLE 20,00000
HSBC HLDGS PLC ADR SPON NEWCOM4042804061,15837,000SH SOLE 37,00000
HSN INC COMCOM4043031097,540154,100SH SOLE 154,10000
HUANENG PWR INTL INC SPON ADRCOM4433041004,994200,000SH SOLE 200,00000
HUMANA INC COMCOM44485910217,34996,450SH SOLE 96,45000
HUNTINGTON BANCSHARES CV PFD ACONVERTIBLE PREF4461504013,5502,500SH SOLE 2,50000
HUNTSMAN CORP COMCOM44701110714,3651,068,000SH SOLE 1,068,00000
HUTCHINSON TECHNOLOGY INC COMCOM44840710629888,000SH SOLE 88,00000
HYATT HOTELS CORP COM CL ACOM4485791022,60453,000SH SOLE 53,00000
IAC INTERACTIVECORP COM PAR $.COM44919P50810,078179,000SH SOLE 179,00000
IAMGOLD CORP (USD) COMCOM4509131086,1271,480,000SH SOLE 1,480,00000
ICU MEDICAL INCCOM44930G1079,30282,500SH SOLE 82,50000
IDACORP INC COMCOM4511071063,41742,000SH SOLE 42,00000
IDEX CORPCOM45167R10465,754800,900SH SOLE 800,90000
ILLUMINACOM4523271091,60011,400SH SOLE 11,40000
IMAX CORP COMCOM45245E10964922,000SH SOLE 22,00000
INCONTACT INC COMCOM45336E1095,935428,550SH SOLE 428,55000
INCYTE CORP. 1.250% 01/15/20CONVERTIBLE BOND45337CAN21,7031,000,000PRN SOLE 1,000,00000
INFINERA CORP. 1.750% 06/01/18CONVERTIBLE BOND45667GAB91,1591,000,000PRN SOLE 1,000,00000
INFUSYSTEM HLDGS INC COMCOM45685K102438168,458SH SOLE 168,45800
INGERSOLL-RAND PLCCOMG477911015,03179,000SH SOLE 79,00000
INGLES MKTS INC CL ACOM45703010434,976937,700SH SOLE 937,70000
INGRAM MICRO INC-CL ACOM4571531042,18862,900SH SOLE 62,90000
INGREDION INC COMCOM45718710221,896169,200SH SOLE 169,20000
INNOVATIVE SOLUTIONS & SUPPOCOCOM45769N1055620,000SH SOLE 20,00000
INTEGRATED DEVICE TECH INC COMCOM4581181066,532324,496SH SOLE 324,49600
INTEL CORPCOM45814010011,168340,500SH SOLE 340,50000
INTEL CORP 3.25% 8/1/39 144ACONVERTIBLE BOND458140AF71,303800,000PRN SOLE 800,00000
INTERACTIVE BROKERSCOM45841N1076,868194,000SH SOLE 194,00000
INTERDIGITAL INC 1.5% 3/1/20CONVERTIBLE BOND458660AD94,9254,750,000PRN SOLE 4,750,00000
INTERNAP NETWORK SVCS CORP COMCOM45885A3009,1554,444,345SH SOLE 4,444,34500
INTERNATIONAL BUSINESSCOM45920010115,785104,000SH SOLE 104,00000
INTERNATIONAL GAME TECH PLC SHCOMG4863A1086,231332,515SH SOLE 332,51500
INTERNATIONAL PAPER COCOM46014610310,553249,000SH SOLE 249,00000
INTERNATIONAL SPEEDWAY ACOM4603352012,30869,000SH SOLE 69,00000
INTEROIL CORP COMCOM4609511061,17026,000SH SOLE 26,00000
INTERPUBLIC GROUP COS INCCOM46069010084,2733,648,200SH SOLE 3,648,20000
INTERVAL LEISURE GROUP INC COMCOM46113M1082,767174,014SH SOLE 174,01400
INTERXION HOLDING N.V SHSCOMN472791093,777102,400SH SOLE 102,40000
INTL FLAVORS & FRAGRANCESCOM45950610170,851562,000SH SOLE 562,00000
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INVESCO LTDCOMG491BT1085,108200,000SH SOLE 200,00000
INVESCO MORTGAGE CAPITAL INCCOCOM46131B10080458,700SH SOLE 58,70000
IRIDIUM COMMUNICATIONS INC COMCOM46269C10237342,000SH SOLE 42,00000
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ITC HLDGS CORP COMCOM4656851056,274134,000SH SOLE 134,00000
ITRON INCCOM4657411062,93168,000SH SOLE 68,00000
ITT INC COMCOM45073V10819,444608,000SH SOLE 608,00000
IXIA COMCOM45071R1093,437350,000SH SOLE 350,00000
J & J SNACK FOODS CORPCOM4660321092,87424,100SH SOLE 24,10000
J.P. MORGAN CHASE & COCOM46625H10074,8171,204,000SH SOLE 1,204,00000
JANUS CAP GROUP INC COMCOM47102X10534,4542,475,134SH SOLE 2,475,13400
JASON INDS INC COMCOM4711721065,5551,538,855SH SOLE 1,538,85500
JAZZ INVESTMENTS I LTD. 1.880%CONVERTIBLE BOND472145AB71,5201,420,000PRN SOLE 1,420,00000
JOHN BEAN TECHNOLOGIES CORP COCOM47783910491815,000SH SOLE 15,00000
JOHNSON CONTROLSCOM47836610726,361595,600SH SOLE 595,60000
JOHNSON & JOHNSONCOM47816010470,888584,400SH SOLE 584,40000
JPMORGAN CHASE & CO WT EXP 102WARRANT AND RIGH46634E11421310,500SH SOLE 10,50000
JUNIPER PHARMACEUTICALS INC COCOM48203L10738655,000SH SOLE 55,00000
KAMAN CORPCOM48354810352,8661,243,318SH SOLE 1,243,31800
KANSAS CITY SOUTHERNCOM4851703021,84720,500SH SOLE 20,50000
KAR AUCTION SVCS INC COMCOM48238T10911,062265,017SH SOLE 265,01700
KB HOME COMCOM48666K1093,042200,000SH SOLE 200,00000
KELLOGG COCOM48783610821,360261,600SH SOLE 261,60000
KEMET CORPORATION COME NEWCOM48836020719968,000SH SOLE 68,00000
KEMPER CORP DELCOM48840110099132,000SH SOLE 32,00000
KENNAMETAL INC COMCOM4891701007,517340,000SH SOLE 340,00000
KEY TECHNOLOGY INC COMCOM49314310144248,000SH SOLE 48,00000
KIMBALL ELECTRONICS INC COMCOM49428J10941133,000SH SOLE 33,00000
KIMBALL INTL INC CL BCOM4942741032,333205,018SH SOLE 205,01800
KIMBERLY CLARK CORPCOM4943681032,06215,000SH SOLE 15,00000
KINDER MORGAN INC DEL COMCOM49456B10116,464879,500SH SOLE 879,50000
KINDER MORGAN INC WT EXP 05/25WARRANT AND RIGH49456B119502,480,400SH SOLE 2,480,40000
KINDRED HEALTHCARE INC COMCOM4945801036,970617,356SH SOLE 617,35600
KINROSS GOLD CORP COM NO PARCOM496902404954195,000SH SOLE 195,00000
KKR & CO. L.PCOM48248M10214,1301,145,072SH SOLE 1,145,07200
KLA TENCOR CORPCOM4824801001,97827,000SH SOLE 27,00000
KLX INC COMCOM4825391036,417207,000SH SOLE 207,00000
KMI 9.75% 10/26/18CONVERTIBLE PREF49456B2006,497133,000SH SOLE 133,00000
KOHLS CORPCOM5002551041,06228,000SH SOLE 28,00000
KONINKLIJKE PHILIPS NV ADRCOM50047230393837,610SH SOLE 37,61000
KOREA ELEC PWR CO SPONSORED ADCOM50063110617,036657,000SH SOLE 657,00000
KRAFT HEINZ CO/THECOM50075410631,882360,333SH SOLE 360,33300
KRISPY KREME DOUGHNUTS INC.COM5010141049,627459,300SH SOLE 459,30000
KROGER COCOM5010441017,652208,000SH SOLE 208,00000
KYOCERA CORP ADRCOM5015562033818,000SH SOLE 8,00000
L 3 COMMUICATIONSCOM5024241042791,900SH SOLE 1,90000
LA Z BOY CHAIR COCOM5053361075,981215,000SH SOLE 215,00000
LABORATORY CORP AMER HLDGS COMCOM50540R40910,61781,500SH SOLE 81,50000
LAMAR ADVERTISING REIT COREAL ESTATE INVE5128161091,85628,000SH SOLE 28,00000
LANDAUER INCCOM51476K1036,791165,000SH SOLE 165,00000
LANDS END INC NEW COMCOM51509F10562438,000SH SOLE 38,00000
LANTHEUS HOLDINGS INCCOM516544103606165,000SH SOLE 165,00000
LAS VEGAS SANDS CORPCOM51783410722,767523,500SH SOLE 523,50000
LAWSON PRODS INC COMCOM5207761051,88694,955SH SOLE 94,95500
LAYN 4 1/2 11/15/18 144ACONVERTIBLE BOND521050AB03,0863,550,000PRN SOLE 3,550,00000
LAYNE CHRISTENSEN CO COMCOM5210501044,593567,000SH SOLE 567,00000
LDR HLDG CORP COMCOM50185U10517,349469,535SH SOLE 469,53500
LEGG MASON INC COMCOM52490110552,5421,781,703SH SOLE 1,781,70300
LENDING TREE INC.COM52603B1075,03557,000SH SOLE 57,00000
LENNAR B SHARESCOM52605730239,1131,050,000SH SOLE 1,050,00000
LENNAR CORP COMCOM5260571046,632143,856SH SOLE 143,85600
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LEVEL 3 COMMCOM52729N30836,105701,200SH SOLE 701,20000
LEXICON PHARMACEUTICALS INCCOM52887230227419,100SH SOLE 19,10000
LEXMARK INTL GROUP INC CL ACOM5297711072,42064,100SH SOLE 64,10000
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LIBERTY BROADBAND CORP COM SERCOM5303071076,259105,375SH SOLE 105,37500
LIBERTY BROADBAND CORP SERIESCOM53030730523,007383,450SH SOLE 383,45000
LIBERTY GLOBAL PLC SHS CL ACOMG5480U10443,7241,504,617SH SOLE 1,504,61700
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LIBERTY INTERACTIVE CORPCOM53071M10431,4231,238,600SH SOLE 1,238,60000
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LIBERTY MEDIA GROUP ACOM5312298702,086109,000SH SOLE 109,00000
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LIBERTY SIRIUS GROUP CCOM53122960729,867967,500SH SOLE 967,50000
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LIBERTY VENTURES SER ACOM53071M88012,502337,252SH SOLE 337,25200
LIFEWAY FOODS INC COMCOM5319141093,035313,892SH SOLE 313,89200
LILLY, ELI AND COMPANYCOM53245710843,313550,000SH SOLE 550,00000
LINCOLN ELEC HLDGS INC COMCOM5339001065,67296,000SH SOLE 96,00000
LINDSAY CORPCOM5355551064,13961,000SH SOLE 61,00000
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LIONS GATE ENTMT CORP COM NEWCOM53591920387043,000SH SOLE 43,00000
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LIVE NATION INCCOM53803410933,8401,440,000SH SOLE 1,440,00000
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LOEWS CORPCOM5404241088,793214,000SH SOLE 214,00000
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LOUISIANA PACIFIC CORPCOM54634710510,410600,000SH SOLE 600,00000
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M D C HLDGS INC COMCOM5526761083,164130,000SH SOLE 130,00000
M & T BK CORP COMCOM55261F10431,272264,500SH SOLE 264,50000
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MACY'S INCCOM55616P10442,9871,279,000SH SOLE 1,279,00000
MADDEN STEVEN LTD COMCOM5562691083339,750SH SOLE 9,75000
MADISON SQUARE GARDEN CO NEWCLCOM55825T10392,776537,800SH SOLE 537,80000
MALLINCKRODT PUB LTD CO SHSCOMG5785G1078,146134,018SH SOLE 134,01800
MANITOWOC CO COMCOM5635711081,074197,000SH SOLE 197,00000
MANITOWOC FOODSERVICE INC COMCOM5635681042,632197,000SH SOLE 197,00000
MANNING & NAPIER INCCOM56382Q10210911,500SH SOLE 11,50000
MARATHON OIL CORP COMCOM5658491065,449363,000SH SOLE 363,00000
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MARINE PRODS CORP COMCOM5684271084,358515,085SH SOLE 515,08500
MARKETO INC COMCOM57063L1073,10389,109SH SOLE 89,10900
MARSH & MCLENNAN COS INC COMCOM57174810240,118586,000SH SOLE 586,00000
MARTIN MARIETTA MTLS INC COMCOM5732841069605,000SH SOLE 5,00000
MASIMO CORP COMCOM5747951006,407122,000SH SOLE 122,00000
MASTERCARD INC COMCOM57636Q10490,4551,027,200SH SOLE 1,027,20000
MATERION CORPORATIONCOM5766901019,621388,558SH SOLE 388,55800
MATTHEWS INTL CORP CL ACOM5771281011,72531,000SH SOLE 31,00000
MCCORMICK & CO INC COM VTGCOM5797801072652,500SH SOLE 2,50000
MCCORMICK & CO INC NON VOTINGCOM5797802064,00037,500SH SOLE 37,50000
MCGRATH RENTCORP COMCOM5805891092,87594,000SH SOLE 94,00000
MCKESSON HBOC INC.COM58155Q10311,19960,000SH SOLE 60,00000
MDU RES GROUP INC COMCOM55269010981634,000SH SOLE 34,00000
MEAD JOHNSONCOM58283910613,549149,300SH SOLE 149,30000
MEDALLION FINANCIAL CORPCOM58392810644360,024SH SOLE 60,02400
MEDIA GEN INC NEW COMCOM58441K10050,8192,956,283SH SOLE 2,956,28300
MEDIVATION INCCOM58501N1011,70628,300SH SOLE 28,30000
MEDTRONIC PLCCOMG5960L10315,221175,422SH SOLE 175,42200
MELCO PBL ENTERTAINMENT-ADRCOM58546410041533,000SH SOLE 33,00000
MEMORIAL RESOURCE DEV CORP COMCOM58605Q10923815,000SH SOLE 15,00000
MENTOR GRAPHICS CORP COMCOM5872001061,27660,000SH SOLE 60,00000
MENTOR GRAPHICS CORP. 4.000% 0CONVERTIBLE BOND587200AK23,1262,850,000PRN SOLE 2,850,00000
MERCADOLIBRE, INC. 2.250% 07/0CONVERTIBLE BOND58733RAB84,7373,750,000PRN SOLE 3,750,00000
MERCK & COMPANYCOM58933Y10560,9691,058,301SH SOLE 1,058,30100
MERCURY COMPUTER SYS INC COMCOM58937810849720,000SH SOLE 20,00000
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MERIDIAN BIOSCIENCE INC COMCOM5895841013,978204,000SH SOLE 204,00000
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METHANEX CORP COMCOM59151K1088,294285,000SH SOLE 285,00000
METTLER-TOLEDO INTL INC COMCOM5926881051,4233,900SH SOLE 3,90000
MGE ENERGY INCCOM55277P10425,743455,500SH SOLE 455,50000
MGM RESORTS INTERNATIONALCOM55295310122,158979,162SH SOLE 979,16200
MGP INGREDIENTS INC NEW COMCOM55303J1062,75372,000SH SOLE 72,00000
MICRON TECHNOLOGY, INC. 3.000%CONVERTIBLE BOND595112AY94,1885,500,000PRN SOLE 5,500,00000
MICROSOFT CORPCOM59491810440,793797,200SH SOLE 797,20000
MIDDLEBY CORP COMCOM5962781018,93277,500SH SOLE 77,50000
MIDDLESEX WTR CO COMCOM5966801085,032116,000SH SOLE 116,00000
MINERALS TECHNOLOGIES INCCOM6031581066,078107,000SH SOLE 107,00000
MKS INSTRS INC COMCOM55306N10486920,187SH SOLE 20,18700
MOBILE TELESYSTEMS OJSC ADR SPCOM60740910929635,750SH SOLE 35,75000
MOCON INC COMCOM6074941011,27490,000SH SOLE 90,00000
MODINE MFG COCOM6078281009,3501,062,500SH SOLE 1,062,50000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L206510415,000SH SOLE 415,00000
MOH 1 5/8 08/15/44CONVERTIBLE BOND60855RAD21,0861,000,000PRN SOLE 1,000,00000
MOLINA HEALTHCARE INC. 1.120%CONVERTIBLE BOND60855RAC42,7062,000,000PRN SOLE 2,000,00000
MONDELEZ INTERNATIONALCOM609207105122,5132,692,000SH SOLE 2,692,00000
MONRO MUFFLER BRAKE INCCOM6102361011,39822,000SH SOLE 22,00000
MONSANTO CO NEW COMCOM61166W10117,973173,800SH SOLE 173,80000
MOODYS CORP COMCOM6153691058439,000SH SOLE 9,00000
MOOG INC CL ACOM6153942024,58385,000SH SOLE 85,00000
MOOG INC CL BCOM61539430187116,200SH SOLE 16,20000
MORGAN STANLEYCOM61744644822,642871,500SH SOLE 871,50000
MORGANS HOTEL GROUP CO COMCOM61748W108599279,709SH SOLE 279,70900
MOSAIC COCOM61945C1032,736104,500SH SOLE 104,50000
MOSY INCCOM619718109921,000SH SOLE 21,00000
MOVADO GROUP INC COMCOM6245801061,73480,000SH SOLE 80,00000
MSA SAFETY INC COMCOM5534981063156,000SH SOLE 6,00000
MSC INDL DIRECT INC CL ACOM55353010698814,000SH SOLE 14,00000
MSG NETWORK INC CL ACOM55357310622,5481,469,900SH SOLE 1,469,90000
MUELLER INDS INC COMCOM62475610268,1472,137,600SH SOLE 2,137,60000
MUELLER WATER PRODUCTS INCCOM62475810811,5681,013,000SH SOLE 1,013,00000
MURPHY OIL CORP COMCOM6267171022,50879,000SH SOLE 79,00000
MURPHY USA INCCOM62675510215,663211,200SH SOLE 211,20000
MVC CAP COMCOM553829102973121,000SH SOLE 121,00000
MYERS INDS INCCOM62846410922,2051,542,010SH SOLE 1,542,01000
MYLAN N V ORD SHARESCOMN594651096,335146,500SH SOLE 146,50000
MYRIAD GENETICS INC COMCOM62855J1044,896160,000SH SOLE 160,00000
NATHANS FAMOUS INC NEW COMCOM6323471006,987157,000SH SOLE 157,00000
NATIONAL BEVERAGE CORP COMCOM6350171061,31921,000SH SOLE 21,00000
NATIONAL FUEL GAS CO N J COMCOM636180101194,8143,425,000SH SOLE 3,425,00000
NATIONAL GRID PLCCOM6362743003,92352,775SH SOLE 52,77500
NATIONAL INTERSTATE CORP COMCOM63654U10013,427443,869SH SOLE 443,86900
NATIONAL PRESTO INDS INCCOM6372151042,73629,000SH SOLE 29,00000
NAV 4 3/4 04/15/19 144ACONVERTIBLE BOND63934EAS79201,550,000PRN SOLE 1,550,00000
NAV 4.5% 12/31/18CONVERTIBLE BOND63934EAQ11,3522,050,000PRN SOLE 2,050,00000
NAVIENT CORP COMCOM63938C1088,162683,000SH SOLE 683,00000
NAVIGATOR HOLDINGS LTD SHSCOMY621321081,495130,000SH SOLE 130,00000
NAVISTAR INTL CORP COMCOM63934E10835,5603,041,874SH SOLE 3,041,87400
NCR CORP NEW COMCOM62886E10816,023577,000SH SOLE 577,00000
NEOGEN CORP COMCOM6404911061,11719,853SH SOLE 19,85300
NEOGENOMICS INC COM NEWCOM64049M2091,447180,000SH SOLE 180,00000
NETSCOUT SYS INC COMCOM64115T10477834,988SH SOLE 34,98800
NEW GERMANY FD COM (B:GF US)MUTUAL FUNDS6444651063,100233,444SH SOLE 233,44400
NEW JERSEY RES CORPCOM64602510654014,000SH SOLE 14,00000
NEW SR INVT GROUP INC COMCOM64869110346743,747SH SOLE 43,74700
NEW YORK CMNTY BANCORP INC COMCOM6494451032,548170,000SH SOLE 170,00000
NEW YORK CMNTY CAP TR V CV PFDCONVERTIBLE PREF64944P3072,42248,000SH SOLE 48,00000
NEW YORK TIMES CO CLASS ACOM65011110714512,000SH SOLE 12,00000
NEWELL BRANDSCOM6512291063,07863,374SH SOLE 63,37400
NEWFIELD EXPL CO COMCOM6512901081,53734,800SH SOLE 34,80000
NEWMARKET CORP COMCOM6515871077,62518,400SH SOLE 18,40000
NEWMONT MINING 1.625% 07/15/17CONVERTIBLE BOND651639AJ5280250,000PRN SOLE 250,00000
NEWMONT MINING CORP HOLDING COCOM651639106112,0972,865,471SH SOLE 2,865,47100
NEWS CORP CL BCOM65249B2087,954681,600SH SOLE 681,60000
NEWS CORP NEW CL ACOM65249B1094,256375,000SH SOLE 375,00000
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NEXTERA ENERGY INC COMCOM65339F101110,710849,000SH SOLE 849,00000
NEXTERA ENERGY PARTNERS LPCOM65341B1062,15771,000SH SOLE 71,00000
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NIKE INC CL BCOM6541061035,857106,100SH SOLE 106,10000
NIPPON TELEG&TEL CORP ADR (B:NCOM6546241054249,000SH SOLE 9,00000
NISOURCE INCCOM65473P10510,661402,000SH SOLE 402,00000
NOBLE ENERGY INC COMCOM6550441059,823273,854SH SOLE 273,85400
NORDSON CORP COMCOM6556631025026,000SH SOLE 6,00000
NORTEK INC COM NEWCOM6565593091,24621,000SH SOLE 21,00000
NORTHERN TRUST CORPCOM66585910416,075242,600SH SOLE 242,60000
NORTHROP GRUMMAN CORP (B:NOC)COM6668071025,22423,500SH SOLE 23,50000
NORTHWEST NAT GAS CO COMCOM66765510429,688458,000SH SOLE 458,00000
NORTHWESTERN CORP COM NEWCOM66807430540,428641,000SH SOLE 641,00000
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NRG ENERGY INC COM NEWCOM6293775082,683179,000SH SOLE 179,00000
NUANCE COMMUNICATIONS 1.500% 0CONVERTIBLE BOND67020YAG51,9332,000,000PRN SOLE 2,000,00000
NUTRI SYS INC NEW COMCOM67069D10876130,000SH SOLE 30,00000
NUVASIVE INC COMCOM6707041059,376157,000SH SOLE 157,00000
NUVECTRA CORP COMCOM67075N10818925,500SH SOLE 25,50000
NVIDIA CORP. 1.000% 12/01/18CONVERTIBLE BOND67066GAC81,165500,000PRN SOLE 500,00000
NVR INC COMCOM62944T1054,8072,700SH SOLE 2,70000
NXP SEMICONDUCTORS N V COMCOMN6596X1092,27229,000SH SOLE 29,00000
NXP SEMICONDUCTORS N. V. 1.000CONVERTIBLE BOND62952QAB64,8914,500,000PRN SOLE 4,500,00000
OCCIDENTAL PETE CORPCOM67459910528,947383,100SH SOLE 383,10000
OCEANEERING INTL INC COMCOM6752321028,564286,800SH SOLE 286,80000
OCH ZIFF CAP MGMT GROUP CL ACOM67551U1051,155304,000SH SOLE 304,00000
OCLARO INC 6.000% 02/15/20CONVERTIBLE BOND67555NAB31,053400,000PRN SOLE 400,00000
OFFICE DEPOT INCCOM676220106479144,629SH SOLE 144,62900
OGE ENERGY CORP COMCOM67083710337,3511,140,500SH SOLE 1,140,50000
OI S.A. SPON ADR PFDCOM6708514011228,700SH SOLE 28,70000
OIL DRI CORP AMER COMCOM6778641004,696136,000SH SOLE 136,00000
OLIN CORP COM PAR $1.COM6806652055,316214,000SH SOLE 214,00000
OMNOVA SOLUTIONS INC COMCOM6821291016,851945,000SH SOLE 945,00000
ONE GAS INC COMCOM68235P10813,518203,000SH SOLE 203,00000
ONEOK INC NEW COMCOM68268010339,431831,000SH SOLE 831,00000
OPHTHOTECH CORP COMCOM68374510397019,000SH SOLE 19,00000
OPKO HEALTH INC COMCOM68375N1032,984319,500SH SOLE 319,50000
ORANGE S.A ADRCOM6840601061,806110,000SH SOLE 110,00000
ORBCOMM INC COMCOM68555P10024925,000SH SOLE 25,00000
ORITANI FINL CORP DEL COMCOM68633D1033,438215,000SH SOLE 215,00000
ORMAT TECHNOLOGIES INCCOM6866881024,608105,294SH SOLE 105,29400
ORTHOFIX INTL N V ORDCOMN6748L10212,315290,450SH SOLE 290,45000
OTTER TAIL CORPORATION COMCOM68964810338,2541,142,251SH SOLE 1,142,25100
OUTERWALL INC COMCOM69007010798723,500SH SOLE 23,50000
OWENS & MINOR INC NEW COMCOM6907321028,081216,178SH SOLE 216,17800
O'REILLY AUTOMOTIVE INC NEW COCOM67103H107102,367377,600SH SOLE 377,60000
PACCAR INCCOM69371810814,939288,000SH SOLE 288,00000
PAIN THERAPEUTICS INC COMCOM69562K100350160,000SH SOLE 160,00000
PALO ALTO NETWORKS INC COMCOM6974351052,45320,000SH SOLE 20,00000
PANDORA MEDIA INC COMCOM6983541072,117170,000SH SOLE 170,00000
PANERA BREAD COMPANY-CL ACOM69840W1082,58612,200SH SOLE 12,20000
PARK ELECTROCHEMICAL CORP COMCOM7004162095,181356,600SH SOLE 356,60000
PARK OHIO HLDGS CORP COMCOM70066610011,736415,000SH SOLE 415,00000
PARKER HANNIFIN CORPCOM7010941041,72916,000SH SOLE 16,00000
PATTERSON COMPANIES INCCOM70339510320,416426,300SH SOLE 426,30000
PATTERSON-UTI ENERGY INC COMCOM7034811013,390159,000SH SOLE 159,00000
PAYPAL HLDGS INC COMCOM70450Y10317,853489,000SH SOLE 489,00000
PENN NATIONAL GAMING INC COMCOM70756910947434,000SH SOLE 34,00000
PENNEY J C INCCOM70816010612,9471,458,000SH SOLE 1,458,00000
PENSKE AUTOMOTIVE GRP INC COMCOM70959W1038,132258,484SH SOLE 258,48400
PENTAIR PLC SHSCOMG7S00T1048,394144,000SH SOLE 144,00000
PEPSICO INCCOM71344810881,764771,800SH SOLE 771,80000
PERRIGO COMPANYCOMG978221035986,600SH SOLE 6,60000
PERSEUS MINING LTD RIGHTWARRANT AND RIGH00000000013360,000SH SOLE 360,00000
PETROBRAS BRASILEIRO ADR SPONSCOM71654V40821530,000SH SOLE 30,00000
PETROCHINA CO LTD SPONSORED ADCOM71646E1004626,800SH SOLE 6,80000
PFIZER INCCOM71708110346,8691,331,123SH SOLE 1,331,12300
PG&E CORP COMCOM69331C10810,802169,000SH SOLE 169,00000
PHILIP MORRIS INTL INC COMCOM7181721098,25581,150SH SOLE 81,15000
PHILLIPINE LONG DISTANCE TEL SCOM7182526045,530124,077SH SOLE 124,07700
PHILLIPS 66COM7185461049,600121,000SH SOLE 121,00000
PIEDMONT NAT GAS INC COMCOM72018610528,188468,870SH SOLE 468,87000
PIER 1 IMPORTS INC SHS BEN INTCOM7202791082,837552,000SH SOLE 552,00000
PINNACLE ENTMT INC NEW COMCOM72348Y1053,149287,802SH SOLE 287,80200
PINNACLE FOODS INC DEL COMCOM72348P10446310,000SH SOLE 10,00000
PINNACLE WEST CAP CORP COMCOM72348410128,452351,000SH SOLE 351,00000
PIONEER NAT RES CO COMCOM72378710714,25994,300SH SOLE 94,30000
PLAINS GP HLDGS L P SHS A REPCOM72651A1081,877180,000SH SOLE 180,00000
PLANTRONICSCOM72749310844010,000SH SOLE 10,00000
PLATFORM SPECIALTY PRODS CORCOCOM72766Q10544450,000SH SOLE 50,00000
PNC FINANCIAL CORPCOM69347510551,520633,000SH SOLE 633,00000
PNM RES INCCOM69349H107107,0643,021,000SH SOLE 3,021,00000
POLYCOM INC COMCOM73172K1046,168548,300SH SOLE 548,30000
POPULAR INC COMCOM7331747002,05170,000SH SOLE 70,00000
POST HOLDINGS INCCOM73744610447,175570,500SH SOLE 570,50000
POTASH CORP SASK INCCOM73755L1072,317142,700SH SOLE 142,70000
PPG INDS INCCOM6935061078,24979,200SH SOLE 79,20000
PPL CORP COMCOM69351T10621,857579,000SH SOLE 579,00000
PRAXAIR INC COMCOM74005P1041,79816,000SH SOLE 16,00000
PRICELINE GROUP INC/THECOM7415034033,7202,980SH SOLE 2,98000
PRIVATEBANCORP INC COMCOM7429621031,40932,000SH SOLE 32,00000
PROCTER & GAMBLE COMPANYCOM74271810941,065485,000SH SOLE 485,00000
PROOFPOINT, INC. 0.750% 06/15/CONVERTIBLE BOND743424AD53,7563,500,000PRN SOLE 3,500,00000
PROS HOLDINGS, INC. 2.000% 12/CONVERTIBLE BOND74346YAB91,3391,500,000PRN SOLE 1,500,00000
PROVIDENCE & WORCESTER RR COCOCOM7437371083,412209,346SH SOLE 209,34600
PT TELEKOMUNIKASI INDONESIA (BCOM71568410695315,500SH SOLE 15,50000
PUBLIC SVC ENTERPRISES COMCOM74457310613,424288,000SH SOLE 288,00000
PULTE CORP COMCOM7458671016,724345,000SH SOLE 345,00000
PZENA INVESTMENT MGMT INC CLASCOM74731Q10342656,000SH SOLE 56,00000
QIHOO 360 TECHNOLOGY CO LTD ADCOM74734M1095958,150SH SOLE 8,15000
QLIK TECHNOLOGIES INC COMCOM74733T1051,13738,450SH SOLE 38,45000
QLOGIC CORP COMCOM74727710138626,200SH SOLE 26,20000
QTS REALTY TRUST INC-CL ACOM74736A1031,28823,000SH SOLE 23,00000
QUAKER CHEM CORP COMCOM7473161071,26714,200SH SOLE 14,20000
QUALCOMM INC COMCOM7475251032,21241,300SH SOLE 41,30000
QUANTUM CORPCOM7479062042765,000SH SOLE 65,00000
QUESTAR CORP COMCOM74835610239,6861,564,296SH SOLE 1,564,29600
QUIDEL CORP COMCOM74838J10112,145680,000SH SOLE 680,00000
QUIDEL CORP. 3.250% 02/15/20CONVERTIBLE BOND74838JAA99261,000,000PRN SOLE 1,000,00000
QUINPARIO ACQUISITION CORP 2COM74874U20050250,000SH SOLE 50,00000
RANDGOLD RES LTD ADRCOM752344309104,878936,075SH SOLE 936,07500
RAVEN INDS INC COMCOM7542121082,225117,500SH SOLE 117,50000
RAYONIER INC COMCOM75490710376129,000SH SOLE 29,00000
RAYTHEON COMPANYCOM7551115071,36010,000SH SOLE 10,00000
RED HAT, INC. 0.250% 10/01/19CONVERTIBLE BOND756577AD4879725,000PRN SOLE 725,00000
REGENERON PHARMACEUTICALS COMCOM75886F1072,0956,000SH SOLE 6,00000
REPUBLIC SVCS INC CL ACOM760759100105,1912,050,100SH SOLE 2,050,10000
REXNORD CORP NEW COMCOM76169B10258930,000SH SOLE 30,00000
RGC RES INC COMCOM74955L1031,35956,000SH SOLE 56,00000
RGEN 2 1/8 6/1/21CONVERTIBLE BOND759916AA72,1542,000,000PRN SOLE 2,000,00000
RIO TINTO LTD ADR SPONSORED (BCOM76720410011,040352,700SH SOLE 352,70000
RITE AID CORP COMCOM76775410424,7593,305,554SH SOLE 3,305,55400
ROCKWELL AUTOMATION INC (B:ROKCOM77390310957,456500,400SH SOLE 500,40000
ROFIN SINAR TECHNOLOGIES INCCOCOM77504310215,678490,864SH SOLE 490,86400
ROGERS COMMUNICATIONS CL BCOM77510920081,4952,017,200SH SOLE 2,017,20000
ROLLINS INCCOM775711104112,6523,848,727SH SOLE 3,848,72700
ROPER INDS INC NEWCOM7766961065,45832,000SH SOLE 32,00000
ROUSE PPTYS INC COMCOM7792871014,002219,266SH SOLE 219,26600
ROWAN COMPANIES PLC SHS CL ACOMG7665A1016,958394,000SH SOLE 394,00000
ROYAL BK CDA MONTREAL QUE COMCOM78008710282714,000SH SOLE 14,00000
ROYAL DUTCH SHELL PLC ADR-A(RDCOM78025920621,079381,720SH SOLE 381,72000
ROYAL GOLD INC COMCOM78028710850,484700,977SH SOLE 700,97700
ROYAL GOLD, INC. 2.880% 06/15/CONVERTIBLE BOND780287AA6642600,000PRN SOLE 600,00000
ROYCE GLOBAL VALUE TR INC COMCOM78081T10413615,702SH SOLE 15,70200
ROYCE VALUE TR INCCOM7809101051,289109,500SH SOLE 109,50000
RPC INC. COMMONCOM74966010648,3453,113,000SH SOLE 3,113,00000
RTI BIOLOGICS INC COMCOM74975N105736205,000SH SOLE 205,00000
RTI INTERNATIONAL METALS 1.62%CONVERTIBLE BOND74973WAB31,5901,500,000PRN SOLE 1,500,00000
RUSH ENTERPRISES INC CL BCOM7818463088,309399,657SH SOLE 399,65700
RYMAN HOSPITALITY PPTYS INC COCOM78377T10765,8061,299,221SH SOLE 57,40001,241,821
SABRE CORP COMCOM78573M1042,947110,000SH SOLE 110,00000
SALEM COMMUNICATIONS CORP DECLCOM7940931044,798664,500SH SOLE 664,50000
SALESFORCE COM INC COMCOM79466L3025,36867,600SH SOLE 67,60000
SALLY BEAUTY HLDGS INC COMCOM79546E10424,566835,300SH SOLE 835,30000
SANFILIPPO JOHN B & SON INC COCOM8004221072305,400SH SOLE 5,40000
SANOFI-AVENTIS-CVRWARRANT AND RIGH80105N113168700,000SH SOLE 700,00000
SBA COMMUNICATIONS CORP COMCOM78388J1061,61915,000SH SOLE 15,00000
SCANA CORP NEW COMCOM80589M10232,761433,000SH SOLE 433,00000
SCHEIN HENRY INC COMCOM80640710226,449149,600SH SOLE 149,60000
SCHLUMBERGERCOM80685710844,371561,090SH SOLE 561,09000
SCHULMAN A INC COMCOM80819410468428,000SH SOLE 28,00000
SCHWAB CHARLES CORP NEWCOM8085131059,590378,900SH SOLE 378,90000
SCHWEITZER-MAUDUIT INTL INC COCOM80854110656416,000SH SOLE 16,00000
SCIENTIFIC GAMES CORP CL ACOM80874P1093,520383,000SH SOLE 383,00000
SCIQUEST INC NEW COMCOM80908T1011,12163,450SH SOLE 63,45000
SCRIPPS E W CO OHIO CL ACOM81105440234,9942,209,247SH SOLE 2,209,24700
SCRIPPS NETWORKS INTERACCOM81106510126,670428,300SH SOLE 428,30000
SEACOR HLDGS INC COMCOM81190410175313,000SH SOLE 13,00000
SEALED AIR CORP NEWCOM81211K10015,262332,000SH SOLE 332,00000
SEMPRA ENERGY COMCOM81685110910,26290,000SH SOLE 90,00000
SENSIENT TECHNOLOGIES CORPCOM81725T10043,256608,900SH SOLE 608,90000
SEQUENTIAL BRNDS GROUP INC NEWCOM81734P10715219,000SH SOLE 19,00000
SERITAGE GROWTH PPTYS CL ACOM81752R1003246,500SH SOLE 6,50000
SEVCON INCCOM81783K1083,015319,000SH SOLE 6,0000313,000
SEVENTY SEVEN ENERGY INC COMCOM818097107115,000SH SOLE 15,00000
SHAKE SHACK INC CL ACOM8190471012,14959,000SH SOLE 59,00000
SHAW COMMUNICATIONS CL B NON VCOM82028K20010,080525,000SH SOLE 525,00000
SHENANDOAH TELECOMMUNICATIONCDCOM82312B10611,172286,010SH SOLE 286,01000
SHERWIN WILLIAMS CO COMCOM8243481069,01630,700SH SOLE 30,70000
SHIRE PLC ADRCOM82481R1065,24028,467SH SOLE 28,46700
SILVER WHEATON CORP COMCOM82833610723,281989,400SH SOLE 989,40000
SINCLAIR BROADCAST GROUP INCCLCOM8292261095,882197,000SH SOLE 197,00000
SIRIUS XM HOLDINGS INCCOM82968B1031,778450,000SH SOLE 450,00000
SJW CORP COMCOM78430510418,134460,487SH SOLE 460,48700
SK TELECOM LTD SPONSORED ADR (COM78440P1084,079195,000SH SOLE 195,00000
SKULLCANDY INC COMCOM83083J1048013,000SH SOLE 13,00000
SKYLINE CORPCOM8308301051,748185,990SH SOLE 185,99000
SLM CORP COMCOM78442P1064,202680,000SH SOLE 680,00000
SMITH A O CORP COMCOM8318652096,97879,200SH SOLE 79,20000
SMITH & NEPHEW P L C ADR SPONSCOM83175M20560117,500SH SOLE 17,50000
SMUCKER J M CO COM NEWCOM83269640520,484134,400SH SOLE 134,40000
SNAP ON TOOLS CORPCOM8330341017,22845,800SH SOLE 45,80000
SNYDERS LANCE INC COMCOM83355110437,0091,092,023SH SOLE 1,092,02300
SOLARCITY CORP. 2.750% 01/01/1CONVERTIBLE BOND83416TAA81,3181,750,000PRN SOLE 1,750,00000
SONOCO PRODS CO COMCOM8354951024,76796,000SH SOLE 96,00000
SONY CORP-ADR (B:SNE US)COM83569930790,6333,088,000SH SOLE 3,088,00000
SORL AUTO PTS INC COMCOM78461U101348190,000SH SOLE 190,00000
SOUTH JERSEY INDS INC COMCOM8385181085,375170,000SH SOLE 170,00000
SOUTHERN COCOM84258710728,048523,000SH SOLE 523,00000
SOUTHWEST GAS CORPCOM844895102109,3361,389,100SH SOLE 1,389,10000
SPARTAN MTRS INC COMCOM84681910050380,375SH SOLE 80,37500
SPARTON CORP COMCOM8472351081,52470,000SH SOLE 70,00000
SPDR GOLD TRUST GOLD SHSCOM78463V10723,738187,700SH SOLE 187,70000
SPDR GOLD TRUSTCOM78463V9072,100100SHCallSOLE 000
SPECTRA ENERGY CORP COMCOM84756010934,908953,000SH SOLE 953,00000
SPIRE INC COMCOM84857L10110,272145,000SH SOLE 145,00000
SPRINT CORPCOM85207U10512,3542,727,098SH SOLE 2,727,09800
SPROUTS FARMERS MARKETS LLCCOM85208M1021,58269,100SH SOLE 69,10000
ST JUDE MEDICAL CENTER INCCOM79084910346,519596,400SH SOLE 596,40000
ST. JOE COMPANYCOM79014810017,9161,011,060SH SOLE 1,011,06000
STAMPS.COM INC (NEW)COM8528572003,49740,000SH SOLE 40,00000
STANDARD MTR PRODS INC CLASS ACOM85366610515,276384,000SH SOLE 384,00000
STANDEX INTL CORPCOM8542311074,79358,000SH SOLE 58,00000
STANLEY BLACK AND DECKER INCCOM8545021017797,000SH SOLE 7,00000
STARBUCKS CORP COMCOM8552441096,512114,000SH SOLE 114,00000
STARRETT L S CO CL ACOM8556681093,594301,800SH SOLE 301,80000
STARWOOD HOTELS & RESORTS WRLDCOM85590A40113,836187,100SH SOLE 187,10000
STARZ-ACOM85571Q10210,206341,100SH SOLE 341,10000
STATE AUTO FINL CORP COMCOM85570710526312,000SH SOLE 12,00000
STATE STREET CORPCOM85747710338,892721,300SH SOLE 721,30000
STATOIL ASA SPONSORED ADRCOM85771P1029,174530,000SH SOLE 530,00000
STEEL EXCEL INCCOM8581222032,601247,703SH SOLE 247,70300
STEEL PARTNERS HLDGS L PCOM85814R1073,812260,046SH SOLE 260,04600
STERICYCLE INC CV PFD A 5.250%CONVERTIBLE PREF8589122074,24251,000SH SOLE 51,00000
STERIS PLC SHARESCOMG847201043,71854,084SH SOLE 54,08400
STERLING BANCORP/DECOM85917A10012,077769,224SH SOLE 769,22400
STILLWATER MININGCOM86074Q10261852,100SH SOLE 52,10000
STONERIDGE INCCOM86183P1022,465165,000SH SOLE 165,00000
STRATASYS LTD SHSCOMM855481013,800166,000SH SOLE 166,00000
STRATTEC SECURITY CORP.COM8631111008,439207,000SH SOLE 207,00000
STRYKER CORPCOM86366710111,983100,000SH SOLE 100,00000
SUNCOR ENERGY INCCOM8672241079,107328,400SH SOLE 328,40000
SUNEDISON INCCOM86732Y10918129,000SH SOLE 129,00000
SUNEDISON, INC. 2.750% 01/01/2CONVERTIBLE BOND86732YAD1501,000,000PRN SOLE 1,000,00000
SUNOCO LP COM U REP LPCOM86765K1091,79760,000SH SOLE 60,00000
SUNPOWER CORP 0.880% 06/01/21CONVERTIBLE BOND867652AJ88111,000,000PRN SOLE 1,000,00000
SUNTRUST BANKS INCCOM8679141032,01349,000SH SOLE 49,00000
SUPERIOR ENERGY SVCS INC COMCOM8681571081,878102,000SH SOLE 102,00000
SUPERIOR INDS INTL INCCOM86816810516,170603,800SH SOLE 603,80000
SUPERVALU INC COMMONCOM8685361031,425302,000SH SOLE 302,00000
SURMODICS INC COMCOM8688731003,020128,626SH SOLE 128,62600
SYNCHRONOSS TECHNOLOGIES 0.750CONVERTIBLE BOND87157BAA13,9584,000,000PRN SOLE 4,000,00000
SYNCHRONY FINL COMCOM87165B10341516,434SH SOLE 16,43400
SYNERON MEDICAL LTD ORD SHSCOMM8724510210814,000SH SOLE 14,00000
SYNGENTA AG ADR SPONSOREDCOM87160A1008,817114,820SH SOLE 114,82000
S&P GLOBAL INC COMCOM78409V10430,548284,800SH SOLE 284,80000
T ROWE PRICE GROUP INCCOM74144T10831,041425,400SH SOLE 425,40000
TAHOE RES INC COMCOM87386810320,8831,395,000SH SOLE 1,395,00000
TAKE-TWO INTERACTIVE SOFTWA 1.CONVERTIBLE BOND874054AC3793400,000PRN SOLE 400,00000
TAKE-TWO INTERACTIVE SOFTWARCOCOM87405410914,211374,774SH SOLE 374,77400
TALEN ENERGY CORPCOM87422J1051,574116,150SH SOLE 116,15000
TAYLOR MORRISON HOME CORP CL ACOM87724P1065,936400,000SH SOLE 400,00000
TD AMERITRADE HLDG CORP COMCOM87236Y1082,848100,000SH SOLE 100,00000
TE CONNECTIVITY LTDCOMH8498910412,850225,000SH SOLE 225,00000
TEAM HEALTH HOLDINGS INC COMCOM87817A1073,41684,000SH SOLE 84,00000
TEAM INC COMCOM8781551004,945199,172SH SOLE 199,17200
TECO ENERGY INC COMCOM87237510057,0092,062,540SH SOLE 2,062,54000
TEGNA INC COMCOM87901J10539417,000SH SOLE 17,00000
TEJON RANCH CO DEL COMCOM8790801093,073130,000SH SOLE 130,00000
TELECOM ARGENTINA SA ADRCOM8792732091,72394,000SH SOLE 94,00000
TELECOM ITALIA SPA ADRCOM87927Y1023,015369,000SH SOLE 369,00000
TELEFLEX INCCOM8793691067094,000SH SOLE 4,00000
TELEFONICA BRASIL SA SPONSOREDCOM87936R1065,001367,702SH SOLE 367,70200
TELEFONICA DE ESPANA SA ADR (BCOM87938220818,1021,909,523SH SOLE 1,909,52300
TELEPHONE & DATA SYSCOM87943382987,1922,939,710SH SOLE 2,939,71000
TELUS CORP COMCOM87971M1036,054188,000SH SOLE 188,00000
TENARIS S A SPONSORED ADRCOM88031M1093,345116,000SH SOLE 116,00000
TENET HEALTHCARE CORPCOM88033G4076,423232,396SH SOLE 232,39600
TENNANT COCOM88034510315,191282,000SH SOLE 282,00000
TENNECO AUTOMOTIVE INC COMCOM88034910529,215626,800SH SOLE 626,80000
TEREX CORP NEW COMCOM88077910329014,300SH SOLE 14,30000
TESLA MOTORS 1.250% 03/1/21CONVERTIBLE BOND88160RAC5577700,000PRN SOLE 700,00000
TESLA MTRS INC COMCOM88160R1013,37515,900SH SOLE 15,90000
TESORO PETE CORP COMCOM8816091012,24830,000SH SOLE 30,00000
TETRAPHASE PHARMACEUTICALS ICOCOM88165N105516120,000SH SOLE 120,00000
TEVA PHARMACEUTICAL INDS LTDADCOM8816242092,76355,000SH SOLE 55,00000
TEXAS INSTRUMENTS INCCOM88250810444,394708,600SH SOLE 708,60000
TEXTRON INCCOM88320310134,771951,075SH SOLE 951,07500
TFS FINL CORP COMCOM87240R10724114,000SH SOLE 14,00000
THE MEDICINES CO. 2.5% 1/15/22CONVERTIBLE BOND584688AE52,3622,000,000PRN SOLE 2,000,00000
THE PRICELINE GROUP INC. 1.000CONVERTIBLE BOND741503AQ95,5534,000,000PRN SOLE 4,000,00000
THE SCOTTS MIRACLE GRO COCOM8101861061,74825,000SH SOLE 25,00000
THERMO FISHER SCIENTIFIC INCCOM88355610218,322124,000SH SOLE 124,00000
THOR INDS INC COMCOM8851601011,68326,000SH SOLE 26,00000
TIM PARTICIPACOES SA-ADRCOM88706P2051,249118,434SH SOLE 118,43400
TIME WARNER INC COMCOM88731730391,6971,246,901SH SOLE 1,246,90100
TIMKEN CO COMCOM8873891047,665250,000SH SOLE 250,00000
TIMKENSTEEL CORP COMCOM8873991031,549161,000SH SOLE 161,00000
TIVO INCCOM8887061084,879492,800SH SOLE 492,80000
TJX COS INC NEW COMCOM8725401095,71574,000SH SOLE 74,00000
TKR 6.000% 06/01/21CONVERTIBLE BOND887399AA11,6091,500,000PRN SOLE 1,500,00000
TLGT 3.75 12/15/19CONVERTIBLE BOND449575AB52,0202,250,000PRN SOLE 2,250,00000
TOLL BROS INC COMCOM88947810310,226380,000SH SOLE 380,00000
TOOTSIE ROLL INDS INCCOM89051610730,782798,903SH SOLE 798,90300
TORO CO COMCOM8910921083,26337,000SH SOLE 37,00000
TOTAL SA ADR (B:TOT US)COM89151E10919,817412,000SH SOLE 412,00000
TRACTOR SUPPLY CO COMCOM89235610620,944229,700SH SOLE 229,70000
TRANSACT TECHNOLOGIES INC COMCOM89291810326533,050SH SOLE 33,05000
TRAVELERS COMPANIES INCCOM89417E10916,666140,000SH SOLE 140,00000
TREDEGAR INDS INCCOM89465010011,543716,036SH SOLE 716,03600
TREEHOUSE FOODS INC COMCOM89469A1041,12911,000SH SOLE 11,00000
TREMOR VIDEO INC COMCOM89484Q1002815,000SH SOLE 15,00000
TRIBUNE MEDIA CO - ACOM8960475032947,500SH SOLE 7,50000
TRINITY BIOTECH INVESTMENT 4.0CONVERTIBLE BOND89643QAB49251,000,000PRN SOLE 1,000,00000
TRINITY INDS INCCOM89652210911,253606,000SH SOLE 606,00000
TRIPADVISOR INC COMCOM8969452013545,500SH SOLE 5,50000
TRONC INC COMCOM89703P10729821,576SH SOLE 21,57600
TUMI HLDGS INC COMCOM89969Q10440,1611,501,910SH SOLE 1,501,91000
TURKCELL ILETISIM HIZMETLERISPCOM9001112045,948650,000SH SOLE 650,00000
TURQUOISE HILL RESOURCES LTDCOM9004351081,930571,000SH SOLE 571,00000
TWENTY FIRST CENTY FOX ACOM90130A10196,4663,566,200SH SOLE 3,566,20000
TWENTY FIRST CENTY FOX BCOM90130A20028,9131,061,016SH SOLE 1,061,01600
TWIN DISC INC COMCOM9014761013,276305,000SH SOLE 305,00000
TWITTER, INC. 1.000% 09/15/21CONVERTIBLE BOND90184LAD48901,000,000PRN SOLE 1,000,00000
TYCO INTERNATIONAL PLC ORDINARCOMG9144210680,7271,895,000SH SOLE 1,895,00000
TYLER TECHNOLOGIES INC COMCOM90225210542,094252,500SH SOLE 252,50000
TYSON FOODS CV PFD 4.750% 7/15CONVERTIBLE PREF9024943014,43360,000SH SOLE 60,00000
TYSON FOODS INCCOM9024941037,781116,500SH SOLE 116,50000
T-MOBILE US CV PFD 5.500% 12/1CONVERTIBLE PREF8725902034,78365,000SH SOLE 65,00000
T-MOBILE US INCCOM87259010416,854389,500SH SOLE 389,50000
U S BANCORPCOM9029733045,445135,000SH SOLE 135,00000
U S SILICA HLDGS INC COMCOM90346E1032,51673,000SH SOLE 73,00000
UGI CORP NEW COMCOM90268110516,448363,500SH SOLE 363,50000
ULTA SALON COSMETCS & FRAG ICOCOM90384S3031,3165,400SH SOLE 5,40000
UNILEVER N V NEW YORK SHS NCOM9047847094,929105,000SH SOLE 105,00000
UNILEVER PLC SPON ADR NEWCOM9047677049,822205,000SH SOLE 205,00000
UNION PACIFIC CORPCOM9078181084,04846,400SH SOLE 46,40000
UNITED GUARDIAN INC COMCOM91057110873145,500SH SOLE 45,50000
UNITED NAT FOODS INC COMCOM91116310320,264433,000SH SOLE 433,00000
UNITED RENTALS INC COMCOM9113631093,15447,000SH SOLE 47,00000
UNITED STATES CELLULAR CORPCOM91168410848,0701,224,100SH SOLE 1,224,10000
UNITED STATES OIL FUND LP UNITMUTUAL FUNDS91232N10812,5191,082,000SH SOLE 1,082,00000
UNITED STS STL CORP NEW COMCOM91290910875945,000SH SOLE 45,00000
UNITED TECHNOLOGIES CORPCOM9130171092,97429,000SH SOLE 29,00000
UNITEDHEALTH GROUP INC COMCOM91324P10230,626216,900SH SOLE 216,90000
UNITIL CORPCOM9132591072,64662,000SH SOLE 62,00000
UNIVERSAL AMERICAN CORPCOM91338E1017610,000SH SOLE 10,00000
UNIVERSAL TECHNICAL INST INCCOCOM913915104644285,000SH SOLE 285,00000
VALE S A ADRCOM91912E1057615,000SH SOLE 15,00000
VALEANT PHARMACEUTICALS INTL ICOM91911K10230215,000SH SOLE 15,00000
VALERO ENERGY CORP COMCOM91913Y1004,33585,000SH SOLE 85,00000
VALMONT INDS INCCOM9202531014,19331,000SH SOLE 31,00000
VALSPAR CORP COMCOM92035510454,658505,950SH SOLE 505,95000
VALUE LINE INCCOM92043710087953,782SH SOLE 53,78200
VANECK VECTORS GOLD MINERS ETFETF - EQUITY92189F1062,771100,000SH SOLE 100,00000
VASCULAR SOLUTIONS INC COMCOM92231M1092,91670,000SH SOLE 70,00000
VCA ANTECH INC COMCOM9181941011,85927,500SH SOLE 27,50000
VECTREN INC.COM92240G10128,810547,000SH SOLE 547,00000
VECTRUS INC COMCOM92242T1012,02471,055SH SOLE 71,05500
VELOCITYSHARES 2X VIX SH-TRMETF - EQUITY22539T42310950,000SH SOLE 50,00000
VERIFONE HLDGS INC COMCOM92342Y10927815,000SH SOLE 15,00000
VERINT SYSTEMS INC. 1.500% 06/CONVERTIBLE BOND92343XAA83,8704,250,000PRN SOLE 4,250,00000
VERIZON COMMUNICATIONSCOM92343V104138,9522,488,395SH SOLE 2,488,39500
VIACOM INC NEW CL ACOM92553P10287,4781,884,500SH SOLE 1,884,50000
VIACOM INC NEW CL BCOM92553P2016,055146,000SH SOLE 146,00000
VICOR CORP COMCOM9258151021,507149,649SH SOLE 149,64900
VIDEOCON D2H LTD ADRCOM92657J10139947,000SH SOLE 47,00000
VILLAGE SUPER MKT INC CL A NEWCOM9271074092,11173,073SH SOLE 73,07300
VIMPELCOM LTD-SPON ADR-W/ICOM92719A1065,9951,545,000SH SOLE 1,545,00000
VINA CONCHA Y TORO S A SPONSORCOM92719110669922,000SH SOLE 22,00000
VIRGIN AMER INC COM VTGCOM92765X2083826,800SH SOLE 6,80000
VIRTU FINANCIAL INC-CLASS ACOM92825410156231,209SH SOLE 31,20900
VISA INC-CLASS A SHRSCOM92826C83915,672211,300SH SOLE 211,30000
VISTEON CORP COM NEWCOM92839U2066,838103,900SH SOLE 103,90000
VITAMIN SHOPPE INC COMCOM92849E1013,821125,000SH SOLE 125,00000
VODAFONE GROUP ADRCOM92857W30836,8051,191,481SH SOLE 1,191,48100
VULCAN MATLS CO COMCOM9291601096,07850,500SH SOLE 50,50000
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W D 40 COMPANYCOM9292361072,58422,000SH SOLE 22,00000
WADDELL & REED FINL INC CL ACOM93005910016,497958,000SH SOLE 958,00000
WAL MART STORES INCCOM93114210310,164139,200SH SOLE 139,20000
WALGREENS BOOTS ALLIANCE INC CCOM93142710840,985492,200SH SOLE 492,20000
WASTE CONNECTIONS INCCOM94106B10117,531243,323SH SOLE 243,32300
WASTE MGMT INC DEL COMCOM94106L10967,0921,012,400SH SOLE 1,012,40000
WATERS CORP COMCOM9418481031,3509,600SH SOLE 9,60000
WATSCO INC CL BCOM9426221011,1017,875SH SOLE 7,87500
WATTS WATER TECHNOLOGIESCOM94274910234,577593,500SH SOLE 593,50000
WEATHERFORD INTERNATIONAL PLCCOMG4883310030,6285,518,500SH SOLE 5,518,50000
WEB.COM GROUP, INC. 1.000% 08/CONVERTIBLE BOND94733AAA21,3791,500,000PRN SOLE 1,500,00000
WEC ENERGY GROUPCOM92939U10656,289862,000SH SOLE 862,00000
WEIS MKTS INCCOM9488491043,33666,000SH SOLE 66,00000
WELLS FARGO CV PFD L 7.500%CONVERTIBLE PREF9497468042,5982,000SH SOLE 2,00000
WELLS FARGO & CO NEWCOM949746101120,1992,539,600SH SOLE 2,539,60000
WELLTOWER INC CV PFD 6.500%CONVERTIBLE PREF95040Q2034,06860,000SH SOLE 60,00000
WESTAR ENERGY INCCOM95709T100133,7862,385,200SH SOLE 2,385,20000
WEYERHAEUSER COCOM96216610419,529656,000SH SOLE 656,00000
WEYERHAEUSER CO CV PFD 7/1/16CONVERTIBLE PREF9621668723,02260,000SH SOLE 60,00000
WFT 5 7/8 7/1/21CONVERTIBLE BOND947075AH01,6301,500,000PRN SOLE 1,500,00000
WGL HLDGS INC COMCOM92924F1066,97398,500SH SOLE 98,50000
WHIRLPOOL CORPCOM9633201062,95017,700SH SOLE 17,70000
WHITEWAVE FOODS CO - ACOM96624410527,887594,100SH SOLE 594,10000
WHITING PETE CORP NEW COMCOM9663871021,949210,500SH SOLE 210,50000
WHOLE FOODS MKT INC COMCOM96683710621,421669,000SH SOLE 669,00000
WILEY JOHN & SONS INC CL BCOM96822330566612,800SH SOLE 12,80000
WILLAMETTE VY VINEYARD INC COMCOM96913610016820,000SH SOLE 20,00000
WILLIAMS COS INCCOM9694571005,278244,000SH SOLE 244,00000
WILLIS TOWERS WATSON PUB LTD SCOMG966291031,0638,550SH SOLE 8,55000
WINNEBAGO INDS INC COMCOM9746371001,37560,000SH SOLE 60,00000
WOLVERINE WORLD WIDE INC COMCOM9780971032,865141,000SH SOLE 141,00000
WOODWARD INCCOM9807451033,92068,000SH SOLE 68,00000
WORLD WRESTLING ENTERTAINMENTCOM98156Q1083,001163,000SH SOLE 163,00000
WRIGHT MEDICAL GROUPCOMN966171189,733560,354SH SOLE 560,35400
WYNDHAM WORLDWIDE CORP COMCOM98310W1081,42520,000SH SOLE 20,00000
WYNN RESORTS LTD COMCOM9831341078,06789,000SH SOLE 89,00000
XCEL ENERGY INC COMCOM98389B10022,569504,000SH SOLE 504,00000
XENOPORT INC COMCOM98411C10029441,700SH SOLE 41,70000
XURA INC COMCOM98420V1071,19648,944SH SOLE 48,94400
XYLEM INCCOM98419M100113,8582,550,000SH SOLE 2,550,00000
YADKIN FINL CORP COMCOM98430510275330,000SH SOLE 30,00000
YAHOO INC.COM98433210634,908929,400SH SOLE 929,40000
YAMANA GOLD INC COMCOM98462Y1007815,000SH SOLE 15,00000
YORK WTR CO COMCOM9871841084,710147,000SH SOLE 147,00000
YUME INC COMCOM98872B1049225,000SH SOLE 25,00000
ZEBRA TECHNOLOGIES CORP CL ACOM9892071054018,000SH SOLE 8,00000
ZELTIQ AESTHETICS INC COMCOM98933Q10849718,199SH SOLE 18,19900
ZILLOW GROUP INC CL C CAP STKCOM98954M2002,08357,405SH SOLE 57,40500
ZIMMER BIOMET HLDGCOM98956P10214,325119,000SH SOLE 119,00000
ZOETIS INCCOM98978V10322,601476,213SH SOLE 476,21300