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 ACOM68243Q1062,943275,000SH SOLE 275,00000
3M CO.COM88579Y1015,89333,000SH SOLE 33,00000
A H BELO CORP COM CL ACOM0012821029515,000SH SOLE 15,00000
A T & T INC (NEW)COM00206R10233,351784,176SH SOLE 784,17600
AAR CORP COMCOM00036110582625,000SH SOLE 25,00000
AARON'S INCCOM00253530014,747461,000SH SOLE 461,00000
ABB LTD SPONSORED ADRCOM0003752041,96093,000SH SOLE 93,00000
ABBOTT LABSCOM0028241007,644199,000SH SOLE 199,00000
ABBVIE INC COMCOM00287Y1096,713107,200SH SOLE 107,20000
ACCO BRANDS CORPCOM00081T10847036,000SH SOLE 36,00000
ACHAOGEN INC COMCOM00444910480561,800SH SOLE 61,80000
ACTIVISION BLIZZARD,INCCOM00507V1097,511208,000SH SOLE 208,00000
ACUITY BRANDS INC (B:AYI) COMCOM00508Y1024,27118,500SH SOLE 18,50000
ADCARE HEALTH SYSTEMS INCCOM00650W3001,121768,143SH SOLE 768,14300
ADEPTUS HEALTH INC CL ACOM0068551001,310171,484SH SOLE 171,48400
ADIENT PLC ORD SHSCOMG0084W1019,433160,976SH SOLE 160,97600
ADOBE SYSTEMS INC COMCOM00724F10119,385188,300SH SOLE 188,30000
ADVANCE AUTO PARTS INC COMCOM00751Y1065,07430,000SH SOLE 30,00000
ADVANSIX INC COMCOM00773T10192541,760SH SOLE 41,76000
AEGION CORPCOM00770F10471130,000SH SOLE 30,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010544,7132,491,000SH SOLE 2,491,00000
AES CORP COMCOM00130H10542,1503,627,400SH SOLE 3,627,40000
AETNA INC (B:AET) COMCOM00817Y1086,44952,000SH SOLE 52,00000
AGCO CORP COMCOM00108410257910,000SH SOLE 10,00000
AGILENT TECHNOLOGIES INCCOM00846U1012,82562,000SH SOLE 62,00000
AGNICO-EAGLE MINES (USD)COM00847410862,4281,486,382SH SOLE 1,486,38200
AGRIUM INC COMCOM0089161081,00610,000SH SOLE 10,00000
AIR PRODS & CHEMS INC COMCOM0091581067,76654,000SH SOLE 54,00000
AJRD 4.0625 12/31/2039CONVERTIBLE BOND368682AN05,2812,650,000PRN SOLE 2,650,00000
AKORN INCCOM00972810616,573759,191SH SOLE 759,19100
ALAMOS GOLD INC NEW COM CL ACOM01153210827,3634,000,439SH SOLE 4,000,43900
ALASKA COMMUNICATIONS SYSTE 6.CONVERTIBLE BOND01167PAE12,2332,250,000PRN SOLE 2,250,00000
ALBANY INTL CORP-CL ACOM0123481084,630100,000SH SOLE 100,00000
ALBEMARLE CORP COMCOM01265310110,157118,000SH SOLE 118,00000
ALCOA INC COMCOM0138721062,48188,364SH SOLE 88,36400
ALERE INCCOM01449J10546,6261,196,448SH SOLE 1,196,44800
ALIGN TECHNOLOGY INC COMCOM0162551011,15412,000SH SOLE 12,00000
ALLEGHANY CORP DELCOM01717510023,74739,050SH SOLE 39,05000
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1024,572287,000SH SOLE 287,00000
ALLEGION PUB LTD CO ORD SCOMG0176J1091,65325,834SH SOLE 25,83400
ALLERGAN PLC CV PFD SER A 5.50CONVERTIBLE PREFG0177J1162,0972,750SH SOLE 2,75000
ALLERGAN PLC SHSCOMG0177J10849,216234,350SH SOLE 234,35000
ALLETE INC COM NEWCOM01852230021,953342,000SH SOLE 342,00000
ALLIANCE BERNSTEIN HLDGS LP UNCOM01881G1068,981383,000SH SOLE 383,00000
ALLIANCE DATA SYS CORP COMCOM0185811085712,500SH SOLE 2,50000
ALLIANCE HOLDINGS GP LP COM UNCOM01861G10095534,000SH SOLE 34,00000
ALLIANT ENERGY CORP COMCOM01880210811,670308,000SH SOLE 308,00000
ALLIED WRLD ASSUR COM HLDG ASHCOMH015311045,22797,317SH SOLE 97,31700
ALPHABET CLASS ACOM02079K30526,00032,810SH SOLE 32,81000
ALPHABET CLASS CCOM02079K10742,11754,568SH SOLE 54,56800
ALTRIA GROUP INC COMCOM02209S1033,17847,000SH SOLE 47,00000
AMAZON.COM INCCOM02313510633,73744,990SH SOLE 44,99000
AMC ENTERTAINMENT HLDS-CL ACOM00165C1041,25837,377SH SOLE 37,37700
AMC NETWORKS INC CL ACOM00164V10341,903800,600SH SOLE 800,60000
AMD 2 1/8 9/1/26CONVERTIBLE BOND007903BD82,1181,350,000PRN SOLE 1,350,00000
AMEC PLC SPONSORED ADRCOM00167X2056912,000SH SOLE 12,00000
AMERCIAN TOWER CORP 5.500 2/1CONVERTIBLE PREF03027X4072,09020,000SH SOLE 20,00000
AMEREN CORP COMCOM02360810230,846588,000SH SOLE 588,00000
AMERICA MOVIL S A DE C V SPONSCOM02364W1056,216494,500SH SOLE 494,50000
AMERICAN ELECTRIC POWERCOM02553710151,879824,000SH SOLE 824,00000
AMERICAN EXPRESS COCOM025816109146,9601,983,800SH SOLE 1,983,80000
AMERICAN INTERNATIONAL GROUP ICOM02687478451,334786,000SH SOLE 786,00000
AMERICAN STS WTR CO COMCOM0298991012,14147,000SH SOLE 47,00000
AMERICAN TOWER CORP-CL ACOM03027X1006,79564,300SH SOLE 64,30000
AMERICAN WATER WORKS CO INCCOM03042010312,663175,000SH SOLE 175,00000
AMERIPRISE FINL INC COMCOM03076C1063773,400SH SOLE 3,40000
AMERISOURCEBERGEN CORP COMCOM03073E1055,78674,000SH SOLE 74,00000
AMETEK INC NEW COMCOM03110010088,0631,812,000SH SOLE 1,812,00000
AMGEN INCCOM03116210021,888149,700SH SOLE 149,70000
AMPCO PITTSBURGH CORPCOM0320371038,549510,408SH SOLE 510,40800
AMPHENOL CORP NEW CL ACOM0320951011,51922,600SH SOLE 22,60000
ANADARKO PETE CORP COMCOM03251110743,351621,700SH SOLE 621,70000
ANADARKO PETROLEUM CV PFD 7.50CONVERTIBLE PREF0325114041,44735,000SH SOLE 35,00000
ANGIODYNAMICS INC COMCOM03475V1011,65398,000SH SOLE 98,00000
ANGLOGOLD LTD SPONSORED ADRCOM0351282068,894846,200SH SOLE 846,20000
ANI PHARM 3.000 12/01/19CONVERTIBLE BOND00182CAA11,7401,500,000PRN SOLE 1,500,00000
ANIKA THERAPEUTICS INC COMCOM0352551083437,000SH SOLE 7,00000
ANIXTER INTL INC COMCOM03529010589211,000SH SOLE 11,00000
ANTHEM INC COMCOM0367521033,45024,000SH SOLE 24,00000
ANTHEM INC CV PFD 5.250 5/1/2CONVERTIBLE PREF0367522022,81760,000SH SOLE 60,00000
APACHE CORPCOM03741110518,565292,500SH SOLE 292,50000
APOLLO EDUCATIONCOM03760410569970,576SH SOLE 70,57600
APPLE INCCOM03783310055,270477,210SH SOLE 477,21000
AQUA AMERICA INCCOM03836W10320,166671,291SH SOLE 671,29100
ARAMARK HOLDINGS CORPCOM03852U1061,26835,500SH SOLE 35,50000
ARCHER DANIELS MIDLANDCOM03948310227,230596,500SH SOLE 596,50000
ARCONIC INC COMCOM03965L1005,438293,332SH SOLE 293,33200
ARGO GROUP INTL HLDGS LTD COMCOMG0464B1077,362111,722SH SOLE 111,72200
ARMSTRONG FLOORING INC COMCOM04238R1062,432122,173SH SOLE 122,17300
ARRAY BIOPHARMA INC. 3.000 06CONVERTIBLE BOND04269XAA32,8682,051,000PRN SOLE 2,051,00000
ARTESIAN RES CORP COM CL ACOM04311320876724,000SH SOLE 24,00000
ASCENA RETAIL GROUP INC COMCOM04351G1012,755445,000SH SOLE 445,00000
ASCENT CAPITAL GROUP INCCOM0436321082,673164,400SH SOLE 164,40000
ASHLAND GLOBAL HLDGS INC COMCOM04418610420,317185,900SH SOLE 185,90000
ASTEC INDS INC COMCOM04622410140,685603,100SH SOLE 603,10000
ASTORIA FINL CORP COMCOM04626510411,470615,000SH SOLE 615,00000
ASTRAZENECA PLC ADR SPONSOREDCOM0463531085,382197,000SH SOLE 197,00000
ASTRONICS CORP COMCOM0464331083219,500SH SOLE 9,50000
ATLAS AIR WORLDWIDE HLDGS 2.25CONVERTIBLE BOND049164BH83,5443,500,000PRN SOLE 3,500,00000
ATMOS ENERGY CORP COMCOM0495601058,898120,000SH SOLE 120,00000
ATN INTERNATIONAL INCCOM00215F10710,112126,200SH SOLE 126,20000
AUTOMATIC DATA PROCESSINGCOM0530151033,80337,000SH SOLE 37,00000
AUTONATION INCCOM05329W10224,656506,800SH SOLE 506,80000
AUTOZONE INCCOM0533321025,2136,600SH SOLE 6,60000
AVANGRID INCCOM05351W10313,050344,500SH SOLE 344,50000
AVID TECHNOLOGY INCCOM05367P10019444,000SH SOLE 44,00000
AVIRAGEN THERAPEUTICS INCCOM0537611027863,075SH SOLE 63,07500
AVIS BUDGET GROUP INCCOM05377410564217,500SH SOLE 17,50000
AVISTA CORP COMCOM05379B10718,235456,000SH SOLE 456,00000
AVON PRODUCTS INCCOM0543031021,910379,000SH SOLE 379,00000
AXALTA COATING SYS LTD COMCOMG0750C10832612,000SH SOLE 12,00000
AZZ INC COMCOM0024741045,94393,000SH SOLE 93,00000
B & G FOODS INC NEW COMCOM05508R10687620,000SH SOLE 20,00000
B2GOLD CORP COMCOM11777Q2093,6021,520,000SH SOLE 1,520,00000
BADGER METER INC COMCOM0565251087,242196,000SH SOLE 196,00000
BAKER HUGHES INCCOM05722410716,345251,575SH SOLE 251,57500
BANCO SANTANDER CENT HISP ADR(COM05964H105855165,000SH SOLE 165,00000
BANK OF AMERICACOM06050510415,581705,000SH SOLE 705,00000
BANK OF AMERICA CV PFD L 7.250CONVERTIBLE PREF0605056823,5003,000SH SOLE 3,00000
BANK OF NEW YORK MELLON CORPCOM064058100155,0463,272,400SH SOLE 3,272,40000
BARNES & NOBLE ED INC COMCOM06777U10123220,224SH SOLE 20,22400
BARNES & NOBLESCOM06777410935732,000SH SOLE 32,00000
BARRICK GOLD(R:ABX.N B:ABX US)COM06790110831,2941,958,303SH SOLE 1,958,30300
BASSETT FURNITURE INDSCOM0702031046,501213,850SH SOLE 213,85000
BAXTER INTL INC COMCOM07181310911,575261,050SH SOLE 261,05000
BB&T CORP COMCOM0549371073768,000SH SOLE 8,00000
BCE INCCOM05534B76054,2831,255,400SH SOLE 1,255,40000
BE AEROSPACE INC COMCOM07330210111,960198,700SH SOLE 198,70000
BEASLEY BROADCAST GRP INC.COM0740141011,575256,034SH SOLE 256,03400
BEAZER HOMES USA INCCOM07556Q88173255,000SH SOLE 55,00000
BECTON DICKINSON & CO COMCOM07588710915,54593,900SH SOLE 93,90000
BED BATH & BEYOND INCCOM0758961001,42235,000SH SOLE 35,00000
BEL FUSE INC CL ACOM0773472017,163283,000SH SOLE 283,00000
BELDEN CDT INCCOM07745410674810,000SH SOLE 10,00000
BELMOND LTD CL ACOMG1154H1074,486336,000SH SOLE 336,00000
BERKLEY W R CORP COMCOM08442310210,076151,500SH SOLE 151,50000
BERKSHIRE HATHAWAY INC DEL CLCOM0846707021,95612,000SH SOLE 12,00000
BERKSHIRE HATHAWAY INC-CL ACOM08467010873,969303SH SOLE 30300
BEST BUY INC COMCOM0865161015,632132,000SH SOLE 132,00000
BHP BILLITON LTD SPONSORED ADRCOM0886061082868,000SH SOLE 8,00000
BIG 5 SPORTING GOODS CORP COMCOM08915P1012,256130,000SH SOLE 130,00000
BIGLARI HOLDINGS INCCOM08986R10110,98723,219SH SOLE 23,21900
BIO RAD LABS INC CL ACOM0905722078,33045,700SH SOLE 45,70000
BIOGEN IDEC INCCOM09062X1039,18832,400SH SOLE 32,40000
BIOLASE TECHNOLOGY INC COMCOM0909111086043,000SH SOLE 43,00000
BIOSCRIP INCCOM09069N10815,60915,008,851SH SOLE 15,008,85100
BLACK HILLS CORP COMCOM09211310953,765876,500SH SOLE 876,50000
BLACKBERRY LTDCOM09228F1039614,000SH SOLE 14,00000
BLACKHAWK NETWORK HOLDINGS ICOM09238E10416,249431,300SH SOLE 431,30000
BLACKROCK INC CL ACOM09247X1017,61120,000SH SOLE 20,00000
BLACKROCK KELSO CAPITAL 5.500CONVERTIBLE BOND092533AB42,0332,000,000PRN SOLE 2,000,00000
BLACKROCK KELSO CAPITAL CORPCOCOM092533108919132,068SH SOLE 132,06800
BLACKSTONE GROUP L P COM UNITCOM09253U1081,48755,000SH SOLE 55,00000
BLUCORA INCCOM0952291006,062411,000SH SOLE 411,00000
BLUCORA INC. 4.25 4/1/19CONVERTIBLE BOND095229AB63,8733,876,000PRN SOLE 3,876,00000
BLUE BUFFALO PET PRODUCTS INCOM09531U1021,84176,600SH SOLE 76,60000
BLUE NILE INC COMCOM09578R10388421,749SH SOLE 21,74900
BOEING COCOM09702310530,000192,700SH SOLE 192,70000
BON-TON STORES INC COMCOM09776J101500340,000SH SOLE 340,00000
BORG WARNER INCCOM09972410621,033533,300SH SOLE 533,30000
BOSTON BEER INC CL ACOM1005571074,24625,000SH SOLE 25,00000
BOSTON SCIENTIFIC CORP COMCOM10113710711,832547,000SH SOLE 547,00000
BOTTOMLINE TECHNOLOGIES 1.500CONVERTIBLE BOND101388AA42,8272,750,000PRN SOLE 2,750,00000
BOYD GAMING CORPCOM10330410115,450766,000SH SOLE 766,00000
BP PLC SPONS ADRCOM05562210439,7351,063,000SH SOLE 1,063,00000
BRINKS CO COMCOM10969610420,666501,000SH SOLE 501,00000
BRISTOL MYERS SQUIBB COCOM11012210846,798800,787SH SOLE 800,78700
BROCADE COMMUNICATIONS SYS ICOCOM11162130622,7721,823,253SH SOLE 1,823,25300
BROOKFIELD ASSET MGMT INC CL ACOM1125851041,48545,000SH SOLE 45,00000
BROWN FORMAN CORP CL BCOM1156372099,373208,650SH SOLE 208,65000
BROWN-FORMAN CORP CLASS ACOM11563710073,7271,594,100SH SOLE 1,594,10000
BRUKER BIOSCIENCES CORPCOM11679410838118,000SH SOLE 18,00000
BRUNSWICK CORPCOM1170431095,672104,000SH SOLE 104,00000
BT GROUP PLC SPON ADRCOM05577E1012,303100,000SH SOLE 100,00000
BTO CN 3 1/4 10/1/18CONVERTIBLE BOND11777QAB61,6331,600,000PRN SOLE 1,600,00000
BUNGE LIMITED COMCOMG169621052,74538,000SH SOLE 38,00000
CABELAS INC- CL A COMCOM12680430115,515264,986SH SOLE 264,98600
CABLE ONE INCCOM12685J1058,61113,850SH SOLE 13,85000
CABOT OIL & GAS CORP COMMON STCOM1270971036,167264,000SH SOLE 264,00000
CADIZ INCCOM12753720718815,000SH SOLE 15,00000
CALAMOS ASSET MANAGEMENT-ACOM12811R1041,599187,000SH SOLE 187,00000
CALATLANTIC GROUP INCCOM1281951048,843260,000SH SOLE 260,00000
CALAVO GROWERS INC COMCOM12824610592115,000SH SOLE 15,00000
CALIFORNIA RES CORP COM NEWCOM13057Q20637217,491SH SOLE 17,49100
CALIFORNIA WTR SVC GROUP COMCOM1307881021,70950,400SH SOLE 50,40000
CALLON PETE CO DEL COMCOM13123X1024,154270,271SH SOLE 270,27100
CALPINE CORP COM NEWCOM13134730418316,000SH SOLE 16,00000
CAMBIUM LEARNING GRP INC COMCOM13201A10739980,000SH SOLE 80,00000
CAMECO CORP COMCOM13321L1086,628633,000SH SOLE 633,00000
CAMPBELL SOUP COCOM13442910926,595439,800SH SOLE 439,80000
CANADIAN SOLAR INC COMCOM1366351094,202345,000SH SOLE 345,00000
CANTEL MEDICAL CORP COMCOM13809810812,600160,000SH SOLE 160,00000
CANTERBURY PK HLDG CORPCOM13811E1012,030202,000SH SOLE 00202,000
CAPITOL FEDERAL FINANCIAL INCCOM14057J10120612,500SH SOLE 12,50000
CARBONITE INCCOM14133710523014,000SH SOLE 14,00000
CARDIOVASCULAR SYS INC DEL COMCOM1416191061,04143,000SH SOLE 43,00000
CAREDX INCCOM14167L10314051,694SH SOLE 51,69400
CAREER EDUCATION CORPCOM14166510959559,000SH SOLE 59,00000
CARRIAGE SERVICES, INC. 2.750CONVERTIBLE BOND143905AM93,0252,250,000PRN SOLE 2,250,00000
CASEYS GEN STORES INC COMCOM14752810319,318162,500SH SOLE 162,50000
CATERPILLAR INCCOM14912310113,011140,300SH SOLE 140,30000
CAVCO INDUSTRIESCOM14956810712,831128,500SH SOLE 128,50000
CBS CORP CLASS ACOM124857103100,4841,550,299SH SOLE 1,550,29900
CBS CORP NEW CL BCOM12485720211,452180,000SH SOLE 180,00000
CDK GLOBAL INC COMCOM12508E10162710,500SH SOLE 10,50000
CELGENE CORPCOM1510201044,93142,600SH SOLE 42,60000
CEMPRA INC COMCOM15130J109633226,000SH SOLE 226,00000
CENTERPOINT ENERGY INC COMCOM15189T1072,31694,000SH SOLE 94,00000
CENTRAL EUROPE AND RUSSIA FUNDMUTUAL FUNDS1534361003,518171,036SH SOLE 171,03600
CENTURY ALUM CO COMCOM1564311081,496174,750SH SOLE 174,75000
CENTURYLINK, INC.COM15670010610,095424,500SH SOLE 424,50000
CF INDS HLDGS INC COMCOM12526910094430,000SH SOLE 30,00000
CHARLES RIV LABORATORIES INTCOCOM1598641072,81937,000SH SOLE 37,00000
CHART INDS INCCOM16115Q3081,80150,000SH SOLE 50,00000
CHARTER COMMUNICATIONS INCCOM16119P10833,444116,156SH SOLE 116,15600
CHECK POINT SOFTWARE TECHCOMM224651045076,000SH SOLE 6,00000
CHEESECAKE FACTORY INCCOM16307210129,102486,000SH SOLE 486,00000
CHEMED CORPORATIONCOM16359R10345,267282,198SH SOLE 282,19800
CHEMOURS CO COMCOM16385110868931,200SH SOLE 31,20000
CHEMTURA CORP COM NEWCOM16389320979,4182,392,112SH SOLE 2,392,11200
CHENIERE ENERGY INC COM NEWCOM16411R2088,700210,000SH SOLE 210,00000
CHENIERE ENERGY, INC. 4.250 0CONVERTIBLE BOND16411RAG41,8173,000,000PRN SOLE 3,000,00000
CHESAPEAKE ENERGY CORP COMCOM16516710724635,000SH SOLE 35,00000
CHESAPEAKE UTILS CORP COMCOM1653031087,960118,900SH SOLE 118,90000
CHEVRON CORPCOM16676410069,914594,000SH SOLE 594,00000
CHINA AUTOMOTIVE SYS INC COMCOM16936R10548390,022SH SOLE 90,02200
CHINA MOBILE LTDCOM16941M1095,453104,000SH SOLE 104,00000
CHINA TELECOM CORP LTD SPONS ACOM1694261032315,000SH SOLE 5,00000
CHINA UNICOM ADRCOM16945R1041,08694,000SH SOLE 94,00000
CHURCH & DWIGHT COCOM17134010212,347279,400SH SOLE 279,40000
CHURCHILL DOWNS INC COMCOM17148410835,190233,900SH SOLE 233,90000
CIGNA CORPCOM12550910914,153106,100SH SOLE 106,10000
CIMAREX ENERGY CO COMCOM1717981013,18023,400SH SOLE 23,40000
CINCINNATI BELL INC NEW COM NECOM17187150246,6362,086,600SH SOLE 2,086,60000
CINCINNATI BELL PFD CVT 6.75CONVERTIBLE PREF1718714036,318129,600SH SOLE 129,60000
CIRCOR INTL INC COMCOM17273K10963,323976,000SH SOLE 976,00000
CIT GROUP INC COM NEWCOM12558180154612,800SH SOLE 12,80000
CITIGROUP INCCOM17296742441,919705,346SH SOLE 705,34600
CLARCOR INCCOM17989510772,743882,055SH SOLE 882,05500
CLEAR CHANNEL OUTDOOR HLDGS CLCOM18451C10913,9032,753,144SH SOLE 2,753,14400
CLIFFS NATURAL RESOURCES INCCOCOM18683K10150560,000SH SOLE 60,00000
CME GROUP INC COMCOM12572Q1056345,500SH SOLE 5,50000
CMS ENERGY CORP COMCOM1258961008,574206,000SH SOLE 206,00000
CNH INDUSTRIAL NVCOMN2094410943,1514,965,536SH SOLE 4,965,53600
COCA COLA COCOM19121610043,7281,054,700SH SOLE 1,054,70000
COCA COLA EUROPEAN PARTNERSCOMG258391041,88460,000SH SOLE 60,00000
COCA-COLA FEMSA S A DE C V ADRCOM19124110892114,500SH SOLE 14,50000
COHEN & STEERS INC COMCOM19247A1005,430161,600SH SOLE 161,60000
COLGATE PALMOLIVE COCOM1941621033,99861,100SH SOLE 61,10000
COLONY CAPITAL, INC. 5.000 04CONVERTIBLE BOND19624RAA42,0452,000,000PRN SOLE 2,000,00000
COLUMBIA PIPELINE PARTNERS LCOCOM19828110744,4862,593,962SH SOLE 2,593,96200
COMCAST CORP NEW COM CL ACOM20030N10159,252858,100SH SOLE 858,10000
COMERICA INC COMCOM2003401071,02215,000SH SOLE 15,00000
COMMERCEHUB INC SER CCOM20084V30696263,996SH SOLE 63,99600
COMMERCEHUB INC SERIES ACOM20084V10845330,198SH SOLE 30,19800
COMMUNICATIONS SALES&LEAS INCOCOM20341J1041,29651,000SH SOLE 51,00000
COMMUNICATIONS SYSCOM2039001051,810391,000SH SOLE 391,00000
COMMUNITY HEALTH SYSTEMS-CVRWARRANT AND RIGH203668116033,500SH SOLE 33,50000
COMPANIA DE MINAS BUENAVENTURAFOREIGN COMMON S20444810445140,000SH SOLE 40,00000
COMSCORE INCCOM20564W1055,211165,019SH SOLE 165,01900
COMSTOCK MNG INC COMCOM205750102158600,000SH SOLE 600,00000
CONAGRA BRANDS INCCOM20588710244,1771,117,000SH SOLE 1,117,00000
CONCHO RES INC COMCOM20605P1015,03938,000SH SOLE 38,00000
CONMED CORP COMCOM2074101013,75485,000SH SOLE 85,00000
CONNECTICUT WTR SVC INC COMCOM2077971012,23440,000SH SOLE 40,00000
CONOCOPHILLIPS COMCOM20825C10445,520907,850SH SOLE 907,85000
CONSOL ENERGY INC COMCOM20854P1097,930435,000SH SOLE 435,00000
CONSOLIDATED COMM HLDGS INC COCOM2090341071,66562,000SH SOLE 62,00000
CONSOLIDATED EDISON INC COMCOM2091151047,957108,000SH SOLE 108,00000
CONSOLIDATED WATER CO LTD ORDCOMG2377310736233,400SH SOLE 33,40000
CONSTELLATION BRANDS COMCOM21036P10815,944104,000SH SOLE 104,00000
CONSTELLIUM NV CL ACOMN2203510415025,500SH SOLE 25,50000
CONTINENTAL RESOURCES INC COMCOM2120151011,61331,300SH SOLE 31,30000
COOPER COS INC COM NEWCOM21664840211,76467,250SH SOLE 67,25000
COOPER TIRE & RUBBER COCOM21683110711,655300,000SH SOLE 300,00000
COPART INC COMCOM2172041065,905106,562SH SOLE 106,56200
CORE MARK HOLDING CO INC COMCOM2186811041,07725,000SH SOLE 25,00000
CORE MOLDING TECH COMCOM2186831005,492321,000SH SOLE 321,00000
CORNING INCCOM21935010544,8021,846,000SH SOLE 1,846,00000
COSTCO WHSL CORP NEW COMCOM22160K10535,320220,600SH SOLE 220,60000
COTT CORP COMCOM22163N1069,377827,600SH SOLE 827,60000
COTY INC-CL ACOM2220702033,600196,600SH SOLE 196,60000
COVANTA HOLDING CORPCOM22282E1022,730175,000SH SOLE 175,00000
COVISINT CORPCOM22357R103390205,076SH SOLE 205,07600
CRANE COCOM22439910582,7651,147,600SH SOLE 1,147,60000
CREDIT ACCEP CORP MICH COMCOM2253101013,53516,250SH SOLE 16,25000
CROWN CASTLE INTL CORPCOM22822V10113,177151,860SH SOLE 151,86000
CROWN HOLDINGS INC COMCOM22836810614,720280,000SH SOLE 280,00000
CST BRANDS INC COMCOM12646R10575,9341,577,033SH SOLE 1,577,03300
CTS CORPCOM12650110517,786794,000SH SOLE 794,00000
CULLEN FROST BANKERS INC COMCOM2298991093,44139,000SH SOLE 39,00000
CURTISS WRIGHT CORPCOM23156110188,652901,300SH SOLE 901,30000
CUTERA INC COMCOM2321091086,992403,000SH SOLE 403,00000
CVS HEALTH CORPCOM126650100112,7941,429,400SH SOLE 1,429,40000
CYPRESS SEMICONDUCTOR CORP COMCOM2328061099,270810,300SH SOLE 810,30000
CYRUSONE INCCOM23283R1001,25228,000SH SOLE 28,00000
D 6 3/4 8/15/19CONVERTIBLE PREF25746U8361,51830,000SH SOLE 30,00000
D R HORTON INC COMCOM23331A1098,062295,000SH SOLE 295,00000
DAKTRONICS INC COMCOM23426410942840,000SH SOLE 40,00000
DANA HOLDING CORP COMCOM23582520548,0362,530,900SH SOLE 2,530,90000
DANAHER CORP SHS BEN INTCOM2358511025,93576,251SH SOLE 76,25100
DATALINK CORP COMCOM2379341049,002799,510SH SOLE 799,51000
DAVITA INCCOM23918K10810,272160,000SH SOLE 160,00000
DEAN FOODS CO NEW COM NEWCOM2423702031,80883,000SH SOLE 83,00000
DEERE & CO.COM24419910573,004708,500SH SOLE 708,50000
DELPHI AUTOMOTIVE PLCCOMG278231066,836101,500SH SOLE 101,50000
DELTA NAT GAS INC COMCOM2477481068,124277,000SH SOLE 277,00000
DENBURY RES INC COM NEWCOM2479162085916,000SH SOLE 16,00000
DENNYS CORP COMCOM24869P1043,451269,000SH SOLE 269,00000
DEPOMED INC COMCOM24990810461334,000SH SOLE 34,00000
DESTINATION MATERNITY CORP COMCOM25065D10017533,940SH SOLE 33,94000
DEUTSCHE BANK AG-REG (B:DB)COMD1819089881545,000SH SOLE 45,00000
DEVON ENERGY CORP NEWCOM25179M10321,159463,300SH SOLE 463,30000
DEXCOM INC COMCOM2521311074,11969,000SH SOLE 69,00000
DIAGEO PLC SPONSORED ADR (B:DECOM25243Q20582,736796,000SH SOLE 796,00000
DIAMOND OFFSHORE DRILLNG INCCOCOM25271C10279745,000SH SOLE 45,00000
DIAMONDBACK ENERGY INC COMCOM25278X10922,334221,000SH SOLE 221,00000
DIEBOLD NIXDORFCOM25365110343,3591,724,000SH SOLE 1,724,00000
DIGI INTL INC COMCOM2537981022,081151,342SH SOLE 151,34200
DIGITALGLOBE INC COM NEWCOM25389M8771,37548,000SH SOLE 48,00000
DIPLOMAT PHARMACY INC COMCOM25456K10161749,000SH SOLE 49,00000
DISCOVER FINANCIALCOM2547091085,40775,000SH SOLE 75,00000
DISCOVERY COMMS NEW SER ACOM25470F10414,355523,700SH SOLE 523,70000
DISCOVERY COMMS NEW SER CCOM25470F30230,5131,139,400SH SOLE 1,139,40000
DISH NETWORK CORPORATIONCOM25470M10997,6991,686,500SH SOLE 1,686,50000
DISNEY WALT PRODTNSCOM25468710616,144154,900SH SOLE 154,90000
DOLBY LABORATORIES INC COMCOM25659T1074,813106,500SH SOLE 106,50000
DOMINION DIAMOND CORP COMCOM2572871024,162430,000SH SOLE 430,00000
DOMINION RES INC VA NEW COMCOM25746U10916,543216,000SH SOLE 216,00000
DOMINION RESORUCES CV PFD 6.38CONVERTIBLE PREF25746U8692,00240,000SH SOLE 40,00000
DONALDSON INCCOM25765110946,5701,106,700SH SOLE 1,106,70000
DONNELLEY FINL SOLUTIONS INCCOCOM25787G1002089,037SH SOLE 9,03700
DONNELLEY R R & SONS CO WHEN ICOM25786720031119,033SH SOLE 19,03300
DOVER CORPCOM2600031081,27417,000SH SOLE 17,00000
DOVER DOWNS GAMING & ENTMT INCCOM260095104175170,000SH SOLE 170,00000
DOVER MOTORSPORTS INC.(B:DVD)COM260174107548238,000SH SOLE 238,00000
DOW CHEMICAL CORPCOM2605431038,640151,000SH SOLE 151,00000
DR PEPPER SNAPPLE GROUP INC COCOM26138E10967,792747,680SH SOLE 747,68000
DREW INDS INC COM NEWCOM26168L2051,50914,000SH SOLE 14,00000
DST SYS INC DEL COMCOM2333261071,92918,000SH SOLE 18,00000
DTE 6 1/2 10/1/19CONVERTIBLE PREF2333318831,44227,200SH SOLE 27,20000
DTE ENERGY CO COMCOM2333311072,06921,000SH SOLE 21,00000
DU PONT E I DE NEMOURS COCOM26353410911,928162,500SH SOLE 162,50000
DUCOMMUN INC DEL COMCOM2641471091,12544,000SH SOLE 44,00000
DUKE ENERGY CORPORATION COM NECOM26441C20430,272390,000SH SOLE 390,00000
DUN & BRADSTREET CORPCOM26483E1001,85615,300SH SOLE 15,30000
DYCOM INDUSTRIES, INC. 0.750CONVERTIBLE BOND267475AB72,1942,000,000PRN SOLE 2,000,00000
EARTHLINK HLDGS CORP COMCOM27033X10112,8392,276,400SH SOLE 2,276,40000
EASTERN CO COMCOM2763171045,131245,500SH SOLE 245,50000
EATON CORP PLC SHSCOMG2918310315,900237,000SH SOLE 237,00000
EATON VANCE CORP COMCOM2782651031,84344,000SH SOLE 44,00000
EBAY INCCOM27864210311,668393,000SH SOLE 393,00000
ECHOSTAR CORP-ACOM27876810652,8311,028,033SH SOLE 1,028,03300
ECOLAB INCCOM27886510011,18395,400SH SOLE 95,40000
EDGEWATER TECHNOLOGY INC COMCOM2803581024,193559,000SH SOLE 559,00000
EDGEWELL PERS CARE COCOM28035Q102102,1641,399,700SH SOLE 1,399,70000
EDISON INTL COMCOM28102010753,849748,000SH SOLE 748,00000
EL PASO ELEC CO COM NEWCOM28367785487,3741,879,000SH SOLE 1,879,00000
EL PASO ENERGY CAP TR I PFD COCONVERTIBLE PREF2836782096,272128,000SH SOLE 128,00000
ELDORADO GOLD CORP NEW COMCOM2849021038,3712,599,800SH SOLE 2,599,80000
ELDORADO RESORTS INC COMCOM28470R10237322,000SH SOLE 22,00000
EMBRAER SA SP ADRCOM29082A10748125,000SH SOLE 25,00000
EMERSON ELEC COCOM29101110494817,000SH SOLE 17,00000
EMPIRE DIST ELEC CO COMCOM29164110871,5762,099,622SH SOLE 2,099,62200
ENCANA CORP COMCOM29250510470460,000SH SOLE 60,00000
ENCORE CAPITAL GROUP, INC. 3.0CONVERTIBLE BOND292554AF92,1012,250,000PRN SOLE 2,250,00000
ENDO INTERNATIONAL PLCCOMG304011063,870235,000SH SOLE 235,00000
ENDURANCE SPECIALTY HLDGS LTSHCOMG3039710639,176423,983SH SOLE 423,98300
ENERGEN CORP COMCOM29265N1081,21121,000SH SOLE 21,00000
ENERGIZER HLDGS INC NEWCOM29272W10933,949761,011SH SOLE 761,01100
ENERGY RECOVERY INCCOM29270J10082880,000SH SOLE 80,00000
ENERGY TRANSFER EQUITY L P COMCOM29273V10028,0191,451,000SH SOLE 1,451,00000
ENERNOC, INC. 2.250 08/15/19CONVERTIBLE BOND292764AB31,9752,500,000PRN SOLE 2,500,00000
ENERSIS CHILE SA SPON ADRCOM29278D10512728,000SH SOLE 28,00000
ENI S P A ADR SPONSOREDCOM26874R1084,191130,000SH SOLE 130,00000
ENPRO INDS INC COMCOM29355X1079,363139,000SH SOLE 139,00000
ENT 2 3/4 2/15/35CONVERTIBLE BOND37951DAB81,0971,375,000PRN SOLE 1,375,00000
ENTEGRIS INC COMCOM29362U1043,849215,000SH SOLE 215,00000
ENTERGY CORP NEW COMCOM29364G1033234,400SH SOLE 4,40000
ENTRAVISION COMM CORP CL ACOM29382R10739256,000SH SOLE 56,00000
ENVISION HEALTHCARE CORPCOM29414D1009,014142,422SH SOLE 142,42200
EOG RESOURCES INCCOM26875P10130,401300,700SH SOLE 300,70000
EQUINIX INC COMCOM29444U7003,61010,100SH SOLE 10,10000
EROS INTL PLC SHS NEWCOMG3788M11441832,000SH SOLE 32,00000
ESTEE LAUDER CO. INC.COM5184391043,06040,000SH SOLE 40,00000
ETHAN ALLEN INTERIORS INC COMCOM2976021041,25334,000SH SOLE 34,00000
EUROPEAN EQUITY FUND COMMUTUAL FUNDS29876810224731,977SH SOLE 31,97700
EVERBANK FINL CORP COMCOM29977G1025,201267,389SH SOLE 267,38900
EVERSOURCE ENERGYCOM30040W10864,5201,168,208SH SOLE 1,168,20800
EVHC 5 1/4 7/1/17CONVERTIBLE PREF29414D2091,97016,500SH SOLE 16,50000
EXACTECH INC COMCOM30064E1098,109297,024SH SOLE 297,02400
EXCO RESOURCES INC COMCOM2692794028496,000SH SOLE 96,00000
EXELON CORPCOM30161N10117,213485,000SH SOLE 485,00000
EXPRESS SCRIPTS HOLDING COMPANCOM30219G1087,567110,000SH SOLE 110,00000
EXPRESS SCRIPTS HOLDING COCOM30219G958675100SH SOLE 000
EXXON MOBIL CORPCOM30231G10289,655993,300SH SOLE 993,30000
FACEBOOK INC CL ACOM30303M10234,952303,800SH SOLE 303,80000
FALCONSTOR SOFTWARE INC COMCOM306137100193430,000SH SOLE 430,00000
FARMER BROS COCOM3076751086,973190,000SH SOLE 190,00000
FCB FINL HLDGS INC CL ACOM30255G1034,38892,000SH SOLE 92,00000
FEDERAL MOGUL CORP CL ACOM31354940420,6011,998,183SH SOLE 1,998,18300
FEDERAL SIGNAL CORP COMCOM31385510813,722879,063SH SOLE 879,06300
FEDERATED INVESTORS INC-CL BCOM3142111033,676130,000SH SOLE 130,00000
FEDEX CORP COMCOM31428X1061,97410,600SH SOLE 10,60000
FERRARI N V COMCOMN3167Y10372712,500SH SOLE 12,50000
FERRO CORPCOM31540510057,8934,040,000SH SOLE 4,040,00000
FIAT CHRYSLER AUTOMOBILES N SHCOMN3173810211913,076SH SOLE 13,07600
FIDELITY NATL INFORMATION SVCOCOM31620M10611,989158,500SH SOLE 158,50000
FIDELITY SOUTHERN CORPCOM3163941051,04143,967SH SOLE 43,96700
FIFTH STREET FINANCE CORP COMCOM31678A1031,621301,916SH SOLE 301,91600
FINANCIAL ENGINES INC COMCOM3174851002948,000SH SOLE 8,00000
FIRST REP BK SAN FRAN CALI NCOCOM33616C1004,46948,500SH SOLE 48,50000
FIRSTENERGY CORP COMCOM33793210713,720443,000SH SOLE 443,00000
FISERV INC COMCOM3377381087,65272,000SH SOLE 72,00000
FLOWERS FOODS INC COMCOM34349810120,8281,042,954SH SOLE 1,042,95400
FLOWSERVE CORP COMCOM34354P10568,8081,432,000SH SOLE 1,432,00000
FLUSHING FINL CORP COMCOM34387310515,770536,593SH SOLE 536,59300
FLY LEASING LTD SPONSORED ADRCOM34407D1094,057305,000SH SOLE 305,00000
FMC CORP COM NEWCOM3024913031,47126,000SH SOLE 26,00000
FMC TECHNOLOGIES INC COMCOM30249U1017,589213,593SH SOLE 213,59300
FNF GROUP COMCOM31620R3033,22695,000SH SOLE 95,00000
FNFV GROUP COMCOM31620R40241130,000SH SOLE 30,00000
FOMENTO ECONOMICO MEXICANO SADCOM34441910625,271331,600SH SOLE 331,60000
FORD MTR CO DEL COM PAR $0.01COM3453708603,336275,000SH SOLE 275,00000
FOREST CITY REALTY TRUST CL AREAL ESTATE INVE3456051092,813135,000SH SOLE 135,00000
FORTINET INC COMCOM34959E1091,56652,000SH SOLE 52,00000
FORTIS INC COMCOM3495531072,43878,960SH SOLE 78,96000
FORTIVE CORP COMCOM34959J10862611,675SH SOLE 11,67500
FORTRESS INVESTMENT GROUP CL ACOM34958B1062,552525,064SH SOLE 525,06400
FORTUNA SILVER MINES INC COMCOM3499151082,260400,000SH SOLE 400,00000
FORTUNE BRANDS HOME & SECURITYCOM34964C10632,718612,000SH SOLE 612,00000
FOSTER L B CO COMCOM35006010968050,000SH SOLE 50,00000
FRANCO NEVADA CORP COMCOM35185810531,404525,500SH SOLE 525,50000
FRANKLIN ELEC INCCOM35351410214,661376,900SH SOLE 376,90000
FREEPORT MCMORAN COPPER&GOLD CCOM35671D85717,0281,291,000SH SOLE 1,291,00000
FRONTIER COMM 11.12 6/29/18 CCONVERTIBLE PREF35906A2073,90955,000SH SOLE 55,00000
FRONTIER COMMUNICATIONS CORPCOM35906A108338100,000SH SOLE 100,00000
FTD COS INC COMCOM30281V10837015,500SH SOLE 15,50000
FULLER H B CO COMCOM35969410628,261585,000SH SOLE 585,00000
G & K SVCS INC CL ACOM3612681053,00931,197SH SOLE 31,19700
GAMING & LEISURE PPTYS INC COMCOM36467J1084,011131,000SH SOLE 131,00000
GAS NAT INC COMCOM3672041042,969236,548SH SOLE 236,54800
GATX CORPCOM361448103103,6151,682,600SH SOLE 1,682,60000
GENERAL COMMUNICATIONS INC CLCOM36938510987545,000SH SOLE 45,00000
GENERAL ELEC COCOM36960410363,9792,024,656SH SOLE 2,024,65600
GENERAL MILLS INCCOM37033410480,1471,297,500SH SOLE 1,297,50000
GENERAL MTRS CO COMCOM37045V10010,373297,746SH SOLE 297,74600
GENTEX CORP COMCOM3719011094,824245,000SH SOLE 245,00000
GENUINE PARTS COCOM372460105148,4311,553,600SH SOLE 1,553,60000
GIBRALTER INDUSTRIES INCCOM3746891072,19952,800SH SOLE 52,80000
GILEAD SCIENCES INC COMCOM3755581034,79867,000SH SOLE 67,00000
GLAXOSMITHKLINE PLC ADR (B:GSKCOM37733W10550113,000SH SOLE 13,00000
GLOBAL SOURCES LTD COMCOMG393001013,275370,092SH SOLE 370,09200
GLOBUS MED INC CL ACOM3795772085,719230,500SH SOLE 230,50000
GNC HLDGS INC COM CL ACOM36191G1072,208200,000SH SOLE 200,00000
GOGO INC COMCOM38046C10918,7722,036,000SH SOLE 2,036,00000
GOLD FIELDS LTD NEW SPON ADR (COM38059T1068,8312,933,800SH SOLE 2,933,80000
GOLDCORP INC (US)COM38095640915,7081,155,000SH SOLE 1,155,00000
GOLDEN ENTERTAINMENT INCCOM3810131012,426200,300SH SOLE 200,30000
GOLDMAN SACHS GRCOM38141G1048,74036,500SH SOLE 36,50000
GORMAN RUPP COCOM38308210429,495953,000SH SOLE 953,00000
GP STRATEGIES CORP COMCOM36225V1042,71795,000SH SOLE 95,00000
GRACO INC COMCOM38410910436,626440,800SH SOLE 440,80000
GRAHAM HOLDINGS CO.COM3846371044,0707,950SH SOLE 7,95000
GRAY TELEVISION, INCCOM38937510644541,000SH SOLE 0041,000
GRAY TELEVISION, INC CL ACOM38937520574071,200SH SOLE 0071,200
GREAT PLAINS ENERGY INC. (B: GCOM39116410033,7231,233,000SH SOLE 1,233,00000
GREENBRIER COS INCCOM3936571016,856165,000SH SOLE 165,00000
GREIF INC CL ACOM39762410720,031390,400SH SOLE 390,40000
GREIF INC CL BCOM3976242068,712128,970SH SOLE 128,97000
GRIFFIN INDUSTRIAL REALTY INCOM39823110016,385516,390SH SOLE 00516,390
GRIFFON CORP COMCOM39843310236,7161,401,373SH SOLE 1,401,37300
GRUBHUB INC COMCOM4001101023018,000SH SOLE 8,00000
GRUPO TELEVISA SA DE CV ADR (BCOM40049J20655,7552,669,000SH SOLE 2,669,00000
GSE SYS INC COMCOM36227K10610530,000SH SOLE 30,00000
GUIDANCE SOFTWARE INC COMCOM40169210860285,077SH SOLE 85,07700
GYRODYNE LLC COMCOM40382910455430,367SH SOLE 30,36700
H R BLOCK INCCOM09367110522,949998,233SH SOLE 998,23300
HAIN CELESTIAL GROUP INCCOM40521710019,671504,000SH SOLE 504,00000
HALLIBURTON COMPANYCOM40621610175,8991,403,200SH SOLE 1,403,20000
HANDY & HARMAN HOLDINGS LTDCOM41031510584433,019SH SOLE 33,01900
HANESBRANDS INC COMCOM4103451024,098190,000SH SOLE 190,00000
HARLEY DAVIDSON INCCOM4128221083,25555,800SH SOLE 55,80000
HARMAN INTL INDS INC NEW COMCOM41308610974,135666,918SH SOLE 666,91800
HARRIS CORPORATIONCOM41387510531,566308,051SH SOLE 308,05100
HARTE HANKS INCCOM4161961032315,000SH SOLE 15,00000
HARTFORD FINL SVCS GROUP INCCOCOM41651510421,824458,000SH SOLE 458,00000
HARVEST NATURAL RESOURCES INCOM41754V20215625,300SH SOLE 25,30000
HAWAIIAN ELEC INDS INC COMCOM41987010038,2621,157,000SH SOLE 1,157,00000
HAWKINS INC COMCOM4202611094,94391,631SH SOLE 91,63100
HAYNES INTERNATIONAL INCCOM4208772013,82689,000SH SOLE 89,00000
HC2 HLDGS INC COMCOM4041391071,503253,500SH SOLE 253,50000
HCA HOLDINGS INC COMCOM40412C10114,730199,000SH SOLE 199,00000
HEADWATERS INC COMCOM42210P1026,544278,217SH SOLE 278,21700
HEICO CORP NEW COMCOM4228061094636,000SH SOLE 6,00000
HELMERICH & PAYNE INC COMCOM4234521012,20628,500SH SOLE 28,50000
HENNESSY CAPITAL ACQCOM42588J20950350,000SH SOLE 50,00000
HERC HLDGS INC COMCOM42704L10440,5801,010,455SH SOLE 1,010,45500
HERSHEY COMPANY (THE)COM4278661086726,500SH SOLE 6,50000
HERTZ RENT CAR HLDG CO INC COMCOM42806J10636,9851,715,463SH SOLE 1,715,46300
HESKA CORPORATION COM NEWCOM42805E3062864,000SH SOLE 4,00000
HESS CORPCOM42809H10724,237389,100SH SOLE 389,10000
HEWLETT PACKARD ENTERPRISE CCOCOM42824C10918,651806,000SH SOLE 806,00000
HILLTOP HOLDINGS INC COMCOM4327481015,960200,000SH SOLE 200,00000
HLIT 4.000 12/01/20CONVERTIBLE BOND413160AB83,3513,000,000PRN SOLE 3,000,00000
HOME DEPOT INCCOM43707610256,810423,700SH SOLE 423,70000
HONEYWELL INT'L INCCOM438516106153,3161,323,400SH SOLE 1,323,40000
HOPE BANCORP INC COMCOM43940T1096,786310,000SH SOLE 310,00000
HORIZON PHARMA INVESTMENT L 2.CONVERTIBLE BOND44052TAB71,1891,250,000PRN SOLE 1,250,00000
HOST HOTELS & RESORTS INCCOM44107P10427214,422SH SOLE 14,42200
HOVNANIAN ENTERPRISES CL ACOM4424872032,048750,000SH SOLE 750,00000
HP INC COMCOM40434L1051,11375,000SH SOLE 75,00000
HRG GROUP INC COMCOM40434J10087156,000SH SOLE 56,00000
HSBC HLDGS PLC ADR SPON NEWCOM4042804061,48737,000SH SOLE 37,00000
HSN INC COMCOM4043031095,080148,100SH SOLE 148,10000
HUANENG PWR INTL INC SPON ADRCOM4433041005,208200,000SH SOLE 200,00000
HUMANA INC COMCOM44485910217,87387,600SH SOLE 87,60000
HUNTINGTON BANCSHARES CV PFD ACONVERTIBLE PREF4461504013,5372,500SH SOLE 2,50000
HUNTINGTON BANCSHARES INCCOM4461501046,026455,800SH SOLE 455,80000
HUNTSMAN CORP COMCOM44701110720,1871,058,000SH SOLE 1,058,00000
HYATT HOTELS CORP COM CL ACOM4485791022,92953,000SH SOLE 53,00000
IAC INTERACTIVECORP COM PAR $.COM44919P50811,597179,000SH SOLE 179,00000
IAMGOLD CORP (USD) COMCOM4509131083,122811,000SH SOLE 811,00000
ICPT 3 1/4 7/1/23CONVERTIBLE BOND45845PAA61,9312,167,000PRN SOLE 2,167,00000
ICU MEDICAL INCCOM44930G1079,65165,500SH SOLE 65,50000
IDACORP INC COMCOM4511071063,38342,000SH SOLE 42,00000
IDEX CORPCOM45167R10461,412681,900SH SOLE 681,90000
ILG INCCOM44967H1012,293126,197SH SOLE 126,19700
ILLUMINACOM4523271091,46011,400SH SOLE 11,40000
IMAX CORP COMCOM45245E10969122,000SH SOLE 22,00000
INCYTE CORP. 1.250 01/15/20CONVERTIBLE BOND45337CAN21,016500,000PRN SOLE 500,00000
INFINERA CORP. 1.750 06/01/18CONVERTIBLE BOND45667GAB91,0411,000,000PRN SOLE 1,000,00000
INFUSYSTEM HLDGS INC COMCOM45685K102430168,458SH SOLE 168,45800
INGERSOLL-RAND PLCCOMG477911015,92879,000SH SOLE 79,00000
INGLES MKTS INC CL ACOM45703010444,897933,400SH SOLE 933,40000
INGREDION INC COMCOM45718710219,244154,000SH SOLE 154,00000
INNOVATIVE SOLUTIONS & SUPPOCOCOM45769N1056720,000SH SOLE 20,00000
INTEGER HOLDINGS CORPCOM45826H1099,125309,862SH SOLE 309,86200
INTEGRATED DEVICE TECH INC COMCOM4581181063,829162,500SH SOLE 162,50000
INTEL CORPCOM45814010011,751324,000SH SOLE 324,00000
INTELIQUENT INC COMCOM45825N1079,520415,376SH SOLE 415,37600
INTERACTIVE BROKERSCOM45841N1078,361229,000SH SOLE 229,00000
INTERDIGITAL INC 1.5 3/1/20CONVERTIBLE BOND458660AD94,7403,500,000PRN SOLE 3,500,00000
INTERNAP NETWORK SVCS CORP COMCOM45885A3007,7155,009,817SH SOLE 5,009,81700
INTERNATIONAL BUSINESSCOM45920010113,77783,000SH SOLE 83,00000
INTERNATIONAL GAME TECH PLC SHCOMG4863A1082,652103,914SH SOLE 103,91400
INTERNATIONAL PAPER COCOM4601461035,09496,000SH SOLE 96,00000
INTERNATIONAL SPEEDWAY ACOM4603352012,53969,000SH SOLE 69,00000
INTEROIL CORP COMCOM4609511062,15645,310SH SOLE 45,31000
INTERPUBLIC GROUP COS INCCOM46069010080,7153,447,900SH SOLE 3,447,90000
INTERSIL HLDG CORP CL ACOM46069S1096,344284,500SH SOLE 284,50000
INTERXION HOLDING N.V SHSCOMN472791093,591102,400SH SOLE 102,40000
INTL FLAVORS & FRAGRANCESCOM45950610154,979466,600SH SOLE 466,60000
INTRALINKS HLDGS INC COMCOM46118H1043,687272,674SH SOLE 272,67400
INVENSENSE INC COMCOM46123D20513,0831,022,878SH SOLE 1,022,87800
INVENTURE FOODS INCCOM4612121029,575972,079SH SOLE 972,07900
INVESCO LTDCOMG491BT1086,068200,000SH SOLE 200,00000
INVESCO MORTGAGE CAPITAL INCCOCOM46131B10085758,700SH SOLE 58,70000
IPHI 1 1/8 12/1/20CONVERTIBLE BOND45772FAB34,1993,250,000PRN SOLE 3,250,00000
IRIDIUM COMMUNICATIONS INC COMCOM46269C10240342,000SH SOLE 42,00000
IRWD 2 1/4 6/15/22CONVERTIBLE BOND46333XAD02,8612,500,000PRN SOLE 2,500,00000
ISHARES SILVER TRUST ISHARESETF - EQUITY46428Q10965043,000SH SOLE 43,00000
ISHARES TR NASDQ BIO INDXMUTUAL FUNDS4642875569293,500SH SOLE 3,50000
ITRON INCCOM4657411064,21167,000SH SOLE 67,00000
ITT INC COMCOM45073V10823,451608,000SH SOLE 608,00000
IXIA COMCOM45071R1095,313330,000SH SOLE 330,00000
J & J SNACK FOODS CORPCOM4660321093,21624,100SH SOLE 24,10000
J.P. MORGAN CHASE & COCOM46625H100101,9951,182,000SH SOLE 1,182,00000
JANUS CAP GROUP INC COMCOM47102X10532,9732,484,800SH SOLE 2,484,80000
JASON INDS INC COMCOM471172106437242,885SH SOLE 242,88500
JAZZ INVESTMENTS I LTD. 1.880CONVERTIBLE BOND472145AB71,1591,210,000PRN SOLE 1,210,00000
JOHN BEAN TECHNOLOGIES CORP COCOM4778391041,28915,000SH SOLE 15,00000
JOHNSON CONTROLS INTERNATIONCOMG5150210587,0092,112,385SH SOLE 2,112,38500
JOHNSON & JOHNSONCOM47816010459,172513,600SH SOLE 513,60000
JOY GLOBAL INC COMCOM48116510825,273902,619SH SOLE 902,61900
JUNIPER PHARMACEUTICALS INC COCOM48203L10736465,000SH SOLE 65,00000
K2M GROUP HLDGS INC COMCOM48273J10723611,800SH SOLE 11,80000
KAMAN CORPCOM48354810360,3941,234,300SH SOLE 1,234,30000
KANSAS CITY SOUTHERNCOM4851703021,73920,500SH SOLE 20,50000
KAR AUCTION SVCS INC COMCOM48238T10911,295265,017SH SOLE 265,01700
KATE SPADE & CO COMCOM48586510951227,450SH SOLE 27,45000
KB HOME COMCOM48666K1093,162200,000SH SOLE 200,00000
KELLOGG COCOM48783610825,415344,800SH SOLE 344,80000
KEMET CORPORATION COME NEWCOM48836020746470,000SH SOLE 70,00000
KEMPER CORP DELCOM4884011001,41832,000SH SOLE 32,00000
KENNAMETAL INC COMCOM4891701009,847315,000SH SOLE 315,00000
KEY TECHNOLOGY INC COMCOM49314310155448,000SH SOLE 48,00000
KEYCORPCOM4932671085,591306,000SH SOLE 306,00000
KIMBALL INTL INC CL BCOM4942741033,565203,000SH SOLE 203,00000
KIMBERLY CLARK CORPCOM4943681031,71215,000SH SOLE 15,00000
KINDER MORGAN INC DEL COMCOM49456B10121,8281,054,000SH SOLE 1,054,00000
KINDER MORGAN INC WT EXP 05/25WARRANT AND RIGH49456B119212,120,400SH SOLE 2,120,40000
KINDRED HEALTHCARE INC COMCOM4945801034,619588,356SH SOLE 588,35600
KINROSS GOLD CORP COM NO PARCOM496902404606195,000SH SOLE 195,00000
KKR & CO. L.PCOM48248M10217,6841,149,072SH SOLE 1,149,07200
KLA TENCOR CORPCOM4824801002363,000SH SOLE 3,00000
KLX INC COMCOM48253910312,022266,500SH SOLE 266,50000
KMI 9.75 10/26/18CONVERTIBLE PREF49456B2004,76898,000SH SOLE 98,00000
KOHLS CORPCOM5002551041,38328,000SH SOLE 28,00000
KONINKLIJKE PHILIPS NV ADRCOM5004723031,15037,610SH SOLE 37,61000
KOREA ELEC PWR CO SPONSORED ADCOM50063110612,141657,000SH SOLE 657,00000
KRAFT HEINZ CO/THECOM50075410634,666397,000SH SOLE 397,00000
KROGER COCOM5010441017,178208,000SH SOLE 208,00000
KYOCERA CORP ADRCOM5015562033988,000SH SOLE 8,00000
L 3 COMMUICATIONSCOM5024241042891,900SH SOLE 1,90000
LA Z BOY CHAIR COCOM5053361076,365205,000SH SOLE 205,00000
LABORATORY CORP AMER HLDGS COMCOM50540R4095,93146,200SH SOLE 46,20000
LAMAR ADVERTISING REIT COREAL ESTATE INVE5128161091,88328,000SH SOLE 28,00000
LAMB WESTON HLDGS INC COMCOM51327210423,278614,999SH SOLE 614,99900
LANDAUER INCCOM51476K1037,937165,000SH SOLE 165,00000
LANDS END INC NEW COMCOM51509F1051,09172,000SH SOLE 72,00000
LANTHEUS HOLDINGS INCCOM516544103928107,933SH SOLE 107,93300
LAS VEGAS SANDS CORPCOM51783410719,201359,500SH SOLE 359,50000
LATTICE SEMICONDUCTOR CORP COMCOM518415104750101,962SH SOLE 101,96200
LAWSON PRODS INC COMCOM5207761052,28596,000SH SOLE 96,00000
LAYN 4 1/2 11/15/18 144ACONVERTIBLE BOND521050AB02,1112,325,000PRN SOLE 2,325,00000
LAYNE CHRISTENSEN CO COMCOM5210501045,636518,500SH SOLE 518,50000
LEAR CORP COM NEWCOM5218652047815,900SH SOLE 5,90000
LEGG MASON INC COMCOM52490110549,5941,658,100SH SOLE 1,658,10000
LENDING TREE INC.COM52603B1074,76347,000SH SOLE 47,00000
LENNAR B SHARESCOM52605730241,7591,210,414SH SOLE 1,210,41400
LENNAR CORP COMCOM5260571042,79065,000SH SOLE 65,00000
LEUCADIA NATL CORP COMCOM5272881043,209138,000SH SOLE 138,00000
LEVEL 3 COMMCOM52729N30860,5571,074,470SH SOLE 1,074,47000
LEXICON PHARMACEUTICALS INCCOM52887230224317,600SH SOLE 17,60000
LIBERTY BRAVES GROUP ACOM5312297061,43269,912SH SOLE 69,91200
LIBERTY BRAVES GROUP CCOM53122988813,987679,288SH SOLE 679,28800
LIBERTY BROADBAND CORP COM SERCOM5303071077,817107,875SH SOLE 107,87500
LIBERTY BROADBAND CORP SERIESCOM53030730529,539398,795SH SOLE 398,79500
LIBERTY EXPEDIA HOLDINGS SER ACOM53046P1093,90698,464SH SOLE 98,46400
LIBERTY GLOBAL PLC SHS CL ACOMG5480U10446,6211,524,072SH SOLE 1,524,07200
LIBERTY GLOBAL PLC SHS CL CCOMG5480U120113,5843,824,368SH SOLE 3,824,36800
LIBERTY INTERACTIVE CORPCOM53071M10426,9491,348,800SH SOLE 1,348,80000
LIBERTY INTERACTIVE CORP LBT VCOM53071M8567,771210,781SH SOLE 210,78100
LIBERTY LILAC SHS CL ACOMG5480U1386,823310,689SH SOLE 310,68900
LIBERTY LILAC SHS CL CCOMG5480U15314,339677,342SH SOLE 677,34200
LIBERTY MEDIA GROUP ACOM5312298703,290104,950SH SOLE 104,95000
LIBERTY MEDIA GROUP CCOM5312298546,618211,250SH SOLE 211,25000
LIBERTY SIRIUS GROUP CCOM53122960726,390778,000SH SOLE 778,00000
LIBERTY SIRIUSXM GROUPCOM5312294099,600278,100SH SOLE 278,10000
LIBERTY TRIPADVISOR HLDG-ACOM5314651021,773117,808SH SOLE 117,80800
LIFELOCK INC COMCOM53224V10031,1391,301,779SH SOLE 1,301,77900
LIFEWAY FOODS INC COMCOM5319141093,257283,000SH SOLE 283,00000
LIGAND PHARMACEUTICALS INC COMCOM53220K5042,13421,000SH SOLE 21,00000
LILLY, ELI AND COMPANYCOM53245710829,788405,000SH SOLE 405,00000
LINCOLN ELEC HLDGS INC COMCOM5339001067,28495,000SH SOLE 95,00000
LINDSAY CORPCOM5355551064,55161,000SH SOLE 61,00000
LIONBRIDGE TECHNOLOGIES INC COCOM5362521096210,738SH SOLE 10,73800
LIONS GATE ENTMNT CORP CL A VTCOM53591940155420,600SH SOLE 20,60000
LIONS GATE ENTMNT CORP CL B NOCOM5359195005,856238,631SH SOLE 238,63100
LITTELFUSE INCCOM5370081045,76738,000SH SOLE 38,00000
LIVANOVA PLCCOMG5509L1011,43932,000SH SOLE 32,00000
LIVE NATION INCCOM53803410938,4051,443,800SH SOLE 1,443,80000
LOCKHEED MARTIN CORP COMCOM5398301092,3749,500SH SOLE 9,50000
LOEWS CORPCOM5404241087,774166,000SH SOLE 166,00000
LORAL SPACE & COMMUNICATNS ICOCOM54388110621,710528,872SH SOLE 528,87200
LOUISIANA PACIFIC CORPCOM54634710511,358600,000SH SOLE 600,00000
LOWES COS INC COMCOM5486611076,40190,000SH SOLE 90,00000
LULULEMON ATHLETICA INC COMCOM5500211092,21034,000SH SOLE 34,00000
LUMOS NETWORKS CORP COMCOM55028310518712,000SH SOLE 12,00000
LYDALL INC COMCOM5508191061,85630,000SH SOLE 30,00000
M D C HLDGS INC COMCOM5526761083,233126,000SH SOLE 126,00000
M & T BK CORP COMCOM55261F10439,061249,700SH SOLE 249,70000
MACQUARIE INFRASTRUCTURE COMPACOM55608B10560,058735,100SH SOLE 735,10000
MACY'S INCCOM55616P10444,4401,241,000SH SOLE 1,241,00000
MADDEN STEVEN LTD COMCOM5562691083499,750SH SOLE 9,75000
MADISON SQUARE GARDEN CO NEWCLCOM55825T10392,318538,267SH SOLE 538,26700
MALLINCKRODT PUB LTD CO SHSCOMG5785G1077,523151,000SH SOLE 151,00000
MANCHESTER UTD PLC NEW ORD CLCOMG5784H10641329,000SH SOLE 29,00000
MANITOWOC CO COMCOM5635711081,178197,000SH SOLE 197,00000
MANITOWOC FOODSERVICE INC COMCOM5635681042,632197,000SH SOLE 197,00000
MANNING & NAPIER INCCOM56382Q1028711,500SH SOLE 11,50000
MARATHON OIL CORP COMCOM56584910610,204589,500SH SOLE 589,50000
MARATHON PETE CORP COMCOM56585A10223,951475,700SH SOLE 475,70000
MARCUS CORP COMCOM56633010611,970380,000SH SOLE 380,00000
MARINE PRODS CORP COMCOM5684271083,950284,766SH SOLE 284,76600
MARRIOTT INTL INC NEW CL ACOM5719032021,91823,200SH SOLE 23,20000
MARSH & MCLENNAN COS INC COMCOM57174810238,932576,000SH SOLE 576,00000
MARTIN MARIETTA MTLS INC COMCOM5732841061,1085,000SH SOLE 5,00000
MASIMO CORP COMCOM5747951008,223122,000SH SOLE 122,00000
MASTERCARD INC COMCOM57636Q10499,770966,300SH SOLE 966,30000
MATERION CORPORATIONCOM57669010115,337387,300SH SOLE 387,30000
MATTHEWS INTL CORP CL ACOM5771281012,38231,000SH SOLE 31,00000
MCCORMICK & CO INC COM VTGCOM5797801072332,500SH SOLE 2,50000
MCCORMICK & CO INC NON VOTINGCOM5797802063,50037,500SH SOLE 37,50000
MCGRATH RENTCORP COMCOM5805891093,68494,000SH SOLE 94,00000
MCKESSON HBOC INC.COM58155Q1038,42760,000SH SOLE 60,00000
MDU RES GROUP INC COMCOM55269010997834,000SH SOLE 34,00000
MEAD JOHNSONCOM58283910611,838167,300SH SOLE 167,30000
MEDALLION FINANCIAL CORPCOM58392810618762,000SH SOLE 62,00000
MEDIA GEN INC NEW COMCOM58441K10049,0882,606,883SH SOLE 2,606,88300
MEDTRONIC PLCCOMG5960L1034,63065,000SH SOLE 65,00000
MELCO PBL ENTERTAINMENT-ADRCOM58546410052533,000SH SOLE 33,00000
MENTOR GRAPHICS CORP COMCOM58720010630,176818,002SH SOLE 818,00200
MENTOR GRAPHICS CORP. 4.000 0CONVERTIBLE BOND587200AK22,9831,600,000PRN SOLE 1,600,00000
MERCADOLIBRE, INC. 2.250 07/0CONVERTIBLE BOND58733RAB84,4023,200,000PRN SOLE 3,200,00000
MERCK & COMPANYCOM58933Y10553,884915,301SH SOLE 915,30100
MERCURY COMPUTER SYS INC COMCOM58937810860420,000SH SOLE 20,00000
MEREDITH CORPCOM58943310113,918235,300SH SOLE 235,30000
MERIDIAN BIOSCIENCE INC COMCOM5895841013,611204,000SH SOLE 204,00000
MERITAGE HOMES CORP COMCOM59001A1025,220150,000SH SOLE 150,00000
METHANEX CORP COMCOM59151K1084,16195,000SH SOLE 95,00000
METTLER-TOLEDO INTL INC COMCOM5926881051,6323,900SH SOLE 3,90000
MGE ENERGY INCCOM55277P10429,568452,800SH SOLE 452,80000
MGM RESORTS INTERNATIONALCOM55295310131,9091,106,800SH SOLE 1,106,80000
MGP INGREDIENTS INC NEW COMCOM55303J1063,59972,000SH SOLE 72,00000
MIC 2.000 10/01/23CONVERTIBLE BOND55608BAB12,6852,667,000PRN SOLE 2,667,00000
MICRON TECHNOLOGY, INC. 3.000CONVERTIBLE BOND595112AY92,9673,000,000PRN SOLE 3,000,00000
MICROSOFT CORPCOM59491810447,661767,000SH SOLE 767,00000
MIDDLEBY CORP COMCOM5962781019,98377,500SH SOLE 77,50000
MIDDLESEX WTR CO COMCOM5966801084,981116,000SH SOLE 116,00000
MINERALS TECHNOLOGIES INCCOM6031581067,880102,000SH SOLE 102,00000
MKS INSTRS INC COMCOM55306N1041,19920,187SH SOLE 20,18700
MOBILE TELESYSTEMS OJSC ADR SPCOM60740910919821,750SH SOLE 21,75000
MOCON INC COMCOM6074941011,950100,000SH SOLE 100,00000
MODINE MFG COCOM60782810015,8161,061,500SH SOLE 1,061,50000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L206606415,000SH SOLE 415,00000
MOH 1 5/8 08/15/44CONVERTIBLE BOND60855RAD23,1262,750,000PRN SOLE 2,750,00000
MONDELEZ INTERNATIONALCOM609207105123,3702,783,000SH SOLE 2,783,00000
MONRO MUFFLER BRAKE INCCOM6102361011,25822,000SH SOLE 22,00000
MONSANTO CO NEW COMCOM61166W10120,537195,200SH SOLE 195,20000
MOODYS CORP COMCOM6153691058489,000SH SOLE 9,00000
MOOG INC CL ACOM6153942025,58385,000SH SOLE 85,00000
MOOG INC CL BCOM6153943011,06116,200SH SOLE 16,20000
MORGAN STANLEYCOM61744644832,300764,500SH SOLE 764,50000
MOSAIC COCOM61945C1033,065104,500SH SOLE 104,50000
MOSY INCCOM619718109521,000SH SOLE 21,00000
MOVADO GROUP INC COMCOM6245801062,30080,000SH SOLE 80,00000
MSA SAFETY INC COMCOM5534981064166,000SH SOLE 6,00000
MSC INDL DIRECT INC CL ACOM5535301063704,000SH SOLE 4,00000
MSG NETWORK INC CL ACOM55357310630,8291,433,900SH SOLE 1,433,90000
MUELLER INDS INC COMCOM62475610285,1992,132,100SH SOLE 2,132,10000
MUELLER WATER PRODUCTS INCCOM62475810813,5101,015,000SH SOLE 1,015,00000
MURPHY OIL CORP COMCOM6267171022,45979,000SH SOLE 79,00000
MURPHY USA INCCOM6267551028,495138,200SH SOLE 138,20000
MVC CAP COMCOM5538291021,038121,000SH SOLE 121,00000
MYERS INDS INCCOM62846410921,9991,538,412SH SOLE 1,538,41200
MYLAN N V ORD SHARESCOMN594651095,249137,600SH SOLE 137,60000
NATHANS FAMOUS INC NEW COMCOM63234710010,189157,000SH SOLE 157,00000
NATIONAL BEVERAGE CORP COMCOM6350171061,40027,400SH SOLE 27,40000
NATIONAL FUEL GAS CO N J COMCOM636180101191,0693,373,400SH SOLE 3,373,40000
NATIONAL GRID PLC ADRCOM6362743008,435144,600SH SOLE 144,60000
NATIONAL PRESTO INDS INCCOM6372151043,08629,000SH SOLE 29,00000
NAV 4 3/4 04/15/19 144ACONVERTIBLE BOND63934EAS7296300,000PRN SOLE 300,00000
NAV 4.5 12/31/18CONVERTIBLE BOND63934EAQ1790800,000PRN SOLE 800,00000
NAVIENT CORP COMCOM63938C10810,795657,000SH SOLE 657,00000
NAVIGATOR HOLDINGS LTD SHSCOMY621321081,302140,000SH SOLE 140,00000
NAVISTAR INTL CORP COMCOM63934E10888,3822,817,400SH SOLE 2,817,40000
NCR CORP NEW COMCOM62886E10818,739462,000SH SOLE 462,00000
NEOGEN CORP COMCOM6404911061,31019,853SH SOLE 19,85300
NEOGENOMICS INC COM NEWCOM64049M2091,371160,000SH SOLE 160,00000
NETSCOUT SYS INC COMCOM64115T1041,10234,988SH SOLE 34,98800
NEUSTAR INC CL ACOM64126X2013,582107,246SH SOLE 107,24600
NEW GERMANY FD COM (B:GF US)MUTUAL FUNDS6444651063,139240,200SH SOLE 240,20000
NEW JERSEY RES CORPCOM64602510649714,000SH SOLE 14,00000
NEW SR INVT GROUP INC COMCOM64869110342843,747SH SOLE 43,74700
NEW YORK CMNTY BANCORP INC COMCOM6494451032,705170,000SH SOLE 170,00000
NEW YORK CMNTY CAP TR V CV PFDCONVERTIBLE PREF64944P3073,18764,000SH SOLE 64,00000
NEW YORK TIMES CO CLASS ACOM65011110713310,000SH SOLE 10,00000
NEWELL BRANDSCOM6512291061,57835,352SH SOLE 35,35200
NEWFIELD EXPL CO COMCOM6512901081,81444,800SH SOLE 44,80000
NEWMARKET CORP COMCOM6515871077,79918,400SH SOLE 18,40000
NEWMONT MINING 1.625 07/15/17CONVERTIBLE BOND651639AJ5255250,000PRN SOLE 250,00000
NEWMONT MINING CORP HOLDING COCOM65163910690,1652,646,471SH SOLE 2,646,47100
NEWS CORP CL BCOM65249B2086,686566,600SH SOLE 566,60000
NEWS CORP NEW CL ACOM65249B1094,160363,000SH SOLE 363,00000
NEXTERA ENERGY CV PFD 6.370 9CONVERTIBLE PREF65339F8462,86350,000SH SOLE 50,00000
NEXTERA ENERGY INC COMCOM65339F10199,988837,000SH SOLE 837,00000
NEXTERA ENERGY PARTNERS LPCOM65341B1061,81371,000SH SOLE 71,00000
NIELSEN HOLDINGS PLCCOMG6518L1083,72188,700SH SOLE 88,70000
NIKE INC CL BCOM6541061035,393106,100SH SOLE 106,10000
NIPPON TELEG&TEL CORP ADR (B:NCOM6546241053799,000SH SOLE 9,00000
NISOURCE INCCOM65473P1058,900402,000SH SOLE 402,00000
NOBLE ENERGY INC COMCOM6550441058,748229,854SH SOLE 229,85400
NORDSON CORP COMCOM6556631026726,000SH SOLE 6,00000
NORTHERN TRUST CORPCOM66585910419,733221,600SH SOLE 221,60000
NORTHROP GRUMMAN CORP (B:NOC)COM6668071025,46623,500SH SOLE 23,50000
NORTHWEST NAT GAS CO COMCOM66765510426,970451,000SH SOLE 451,00000
NORTHWESTERN CORP COM NEWCOM66807430535,367621,897SH SOLE 621,89700
NOVARTIS AG - ADR (B:NVS US)COM66987V10923,309320,000SH SOLE 320,00000
NRG ENERGY INC COM NEWCOM6293775082,195179,000SH SOLE 179,00000
NUAN 1.000 12/15/35CONVERTIBLE BOND67020YAK61,3551,500,000PRN SOLE 1,500,00000
NUTRI SYS INC NEW COMCOM67069D1081,04030,000SH SOLE 30,00000
NUVASIVE INC COMCOM67070410510,576157,000SH SOLE 157,00000
NUVECTRA CORP COMCOM67075N10812825,500SH SOLE 25,50000
NVR INC COMCOM62944T1054,5062,700SH SOLE 2,70000
NXP SEMICONDUCTORS N V COMCOMN6596X10925,999265,270SH SOLE 265,27000
NXP SEMICONDUCTORS N. V. 1.000CONVERTIBLE BOND62952QAB63,9813,500,000PRN SOLE 3,500,00000
OCCIDENTAL PETE CORPCOM67459910523,655332,100SH SOLE 332,10000
OCEANEERING INTL INC COMCOM6752321028,711308,800SH SOLE 308,80000
OCH ZIFF CAP MGMT GROUP CL ACOM67551U1054,0251,216,000SH SOLE 1,216,00000
OFFICE DEPOT INCCOM67622010639888,000SH SOLE 88,00000
OGE ENERGY CORP COMCOM67083710337,7991,130,000SH SOLE 1,130,00000
OIL DRI CORP AMER COMCOM6778641005,197136,000SH SOLE 136,00000
OLIN CORP COM PAR $1.COM6806652055,481214,000SH SOLE 214,00000
OMNOVA SOLUTIONS INC COMCOM6821291019,450945,000SH SOLE 945,00000
ONE GAS INC COMCOM68235P10812,856201,000SH SOLE 201,00000
ONEOK INC NEW COMCOM68268010346,387808,000SH SOLE 808,00000
OPHTHOTECH CORP COMCOM68374510318438,000SH SOLE 38,00000
OPKO HEALTH INC COMCOM68375N1032,971319,500SH SOLE 319,50000
ORANGE S.A ADRCOM6840601061,817120,000SH SOLE 120,00000
ORBCOMM INC COMCOM68555P10023228,000SH SOLE 28,00000
ORITANI FINL CORP DEL COMCOM68633D1034,031215,000SH SOLE 215,00000
ORMAT TECHNOLOGIES INCCOM6866881025,646105,294SH SOLE 105,29400
ORTHOFIX INTL N V ORDCOMN6748L10210,508290,450SH SOLE 290,45000
OTTER TAIL CORPORATION COMCOM68964810346,0791,129,398SH SOLE 1,129,39800
OWENS & MINOR INC NEW COMCOM6907321027,629216,178SH SOLE 216,17800
O'REILLY AUTOMOTIVE INC NEW COCOM67103H107103,234370,800SH SOLE 370,80000
PACCAR INCCOM69371810818,403288,000SH SOLE 288,00000
PAIN THERAPEUTICS INC COMCOM69562K100100175,000SH SOLE 175,00000
PALO ALTO NETWORKS INC COMCOM6974351051,48811,900SH SOLE 11,90000
PANDORA MEDIA INC COMCOM6983541073,077236,000SH SOLE 236,00000
PANERA BREAD COMPANY-CL ACOM69840W1082,50212,200SH SOLE 12,20000
PARK ELECTROCHEMICAL CORP COMCOM7004162096,651356,600SH SOLE 356,60000
PARK OHIO HLDGS CORP COMCOM70066610017,705415,600SH SOLE 415,60000
PARKER HANNIFIN CORPCOM7010941043,29023,500SH SOLE 23,50000
PATTERSON COMPANIES INCCOM70339510317,503426,600SH SOLE 426,60000
PATTERSON-UTI ENERGY INC COMCOM7034811014,832179,500SH SOLE 179,50000
PAYPAL HLDGS INC COMCOM70450Y10319,498494,000SH SOLE 494,00000
PENN NATIONAL GAMING INC COMCOM70756910946934,000SH SOLE 34,00000
PENNEY J C INCCOM70816010611,8421,425,000SH SOLE 1,425,00000
PENSKE AUTOMOTIVE GRP INC COMCOM70959W1038,351161,100SH SOLE 161,10000
PENTAIR PLC SHSCOMG7S00T1048,074144,000SH SOLE 144,00000
PEPSICO INCCOM71344810884,708809,600SH SOLE 809,60000
PERRIGO COMPANYCOMG978221035416,500SH SOLE 6,50000
PETROBRAS BRASILEIRO ADR SPONSCOM71654V40830330,000SH SOLE 30,00000
PETROCHINA CO LTD SPONSORED ADCOM71646E1005016,800SH SOLE 6,80000
PFIZER INCCOM71708110336,0241,109,123SH SOLE 1,109,12300
PG&E CORP COMCOM69331C10810,270169,000SH SOLE 169,00000
PHILIP MORRIS INTL INC COMCOM7181721097,42481,150SH SOLE 81,15000
PHILLIPS 66COM71854610420,868241,500SH SOLE 241,50000
PIER 1 IMPORTS INC SHS BEN INTCOM7202791082,989350,000SH SOLE 350,00000
PILGRIMS PRIDE CORP NEW COMCOM72147K10828515,000SH SOLE 15,00000
PINNACLE ENTMT INC NEW COMCOM72348Y1054,173287,802SH SOLE 287,80200
PINNACLE FOODS INC DEL COMCOM72348P1043,20760,000SH SOLE 60,00000
PINNACLE WEST CAP CORP COMCOM72348410127,076347,000SH SOLE 347,00000
PIONEER NAT RES CO COMCOM72378710718,367102,000SH SOLE 102,00000
PJT PARTNERS INC COM CL ACOM69343T1073,397110,000SH SOLE 110,00000
PLANTRONICSCOM72749310854810,000SH SOLE 10,00000
PLATFORM SPECIALTY PRODS CORCOCOM72766Q1051,128115,000SH SOLE 115,00000
PLDT INC SPN ADRCOM69344D4083,444125,000SH SOLE 125,00000
PNC FINANCIAL CORPCOM69347510571,872614,500SH SOLE 614,50000
PNM RES INCCOM69349H107103,6203,021,000SH SOLE 3,021,00000
POPULAR INC COMCOM7331747003,06770,000SH SOLE 70,00000
POST HOLDINGS INCCOM73744610445,581567,000SH SOLE 567,00000
POTASH CORP SASK INCCOM73755L1072,581142,700SH SOLE 142,70000
PPG INDS INCCOM6935061072,16122,800SH SOLE 22,80000
PPL CORP COMCOM69351T10619,715579,000SH SOLE 579,00000
PRAXAIR INC COMCOM74005P1041,64114,000SH SOLE 14,00000
PRETIUM RES INC COMCOM74139C1023,836345,000SH SOLE 345,00000
PRICELINE GROUP INC/THECOM7415034033,5772,440SH SOLE 2,44000
PRIVATEBANCORP INC COMCOM7429621032,27642,000SH SOLE 42,00000
PROCTER & GAMBLE COMPANYCOM74271810937,500446,000SH SOLE 446,00000
PROCTER & GAMBLE COMPANYCOM742718959850100SH SOLE 000
PROOFPOINT, INC. 0.750 06/15/CONVERTIBLE BOND743424AD53,9533,500,000PRN SOLE 3,500,00000
PROS HOLDINGS, INC. 2.000 12/CONVERTIBLE BOND74346YAB91,4721,500,000PRN SOLE 1,500,00000
PT TELEKOMUNIKASI INDONESIA (BCOM71568410690431,000SH SOLE 31,00000
PUBLIC SVC ENTERPRISES COMCOM74457310612,594287,000SH SOLE 287,00000
PULTE CORP COMCOM7458671016,341345,000SH SOLE 345,00000
PZENA INVESTMENT MGMT INC CLASCOM74731Q10362256,000SH SOLE 56,00000
QTS REALTY TRUST INC-CL ACOM74736A1031,14223,000SH SOLE 23,00000
QUAKER CHEM CORP COMCOM7473161071,66313,000SH SOLE 13,00000
QUALCOMM INC COMCOM7475251031,92329,500SH SOLE 29,50000
QUANTUM CORPCOM7479062045465,000SH SOLE 65,00000
QUIDEL CORP COMCOM74838J10114,566680,000SH SOLE 680,00000
QUIDEL CORP. 3.250 02/15/20CONVERTIBLE BOND74838JAA91,7241,750,000PRN SOLE 1,750,00000
QUINPARIO ACQUISITION CORP 2COM74874U20015215,000SH SOLE 15,00000
RANDGOLD RES LTD ADRCOM75234430963,141827,100SH SOLE 827,10000
RAVEN INDS INC COMCOM7542121082,936116,500SH SOLE 116,50000
RAYONIER INC COMCOM75490710377129,000SH SOLE 29,00000
RAYTHEON COMPANYCOM7551115071,42010,000SH SOLE 10,00000
RED HAT, INC. 0.250 10/01/19CONVERTIBLE BOND756577AD4846725,000PRN SOLE 725,00000
REGENERON PHARMACEUTICALS COMCOM75886F1072,2036,000SH SOLE 6,00000
REPUBLIC SVCS INC CL ACOM760759100116,5022,042,100SH SOLE 2,042,10000
REXNORD CORP NEW COMCOM76169B10258830,000SH SOLE 30,00000
RGC RES INC COMCOM74955L1031,39956,000SH SOLE 56,00000
RGEN 2 1/8 6/1/21CONVERTIBLE BOND759916AA71,5771,334,000PRN SOLE 1,334,00000
RIO TINTO LTD ADR SPONSORED (BCOM76720410018,307476,000SH SOLE 476,00000
RITE AID CORP COMCOM76775410437,8464,592,908SH SOLE 4,592,90800
ROCKWELL AUTOMATION INC (B:ROKCOM77390310959,055439,400SH SOLE 439,40000
ROGERS COMMUNICATIONS CL BCOM77510920073,6961,910,200SH SOLE 1,910,20000
ROLLINS INCCOM775711104121,8503,607,150SH SOLE 3,607,15000
ROPER INDS INC NEWCOM7766961067,58041,400SH SOLE 41,40000
ROWAN COMPANIES PLC SHS CL ACOMG7665A1015,478290,000SH SOLE 290,00000
ROYAL BK CDA MONTREAL QUE COMCOM7800871025428,000SH SOLE 8,00000
ROYAL DUTCH SHELL PLC ADR-A(RDCOM78025920619,686362,000SH SOLE 362,00000
ROYAL GOLD INC COMCOM78028710846,030726,600SH SOLE 726,60000
ROYAL GOLD, INC. 2.880 06/15/CONVERTIBLE BOND780287AA6634600,000PRN SOLE 600,00000
ROYCE GLOBAL VALUE TR INC COMCOM78081T10413615,702SH SOLE 15,70200
ROYCE VALUE TR INCCOM7809101051,466109,500SH SOLE 109,50000
RPC INC. COMMONCOM74966010655,1312,783,000SH SOLE 2,783,00000
RTI BIOLOGICS INC COMCOM74975N105650200,000SH SOLE 200,00000
RTI INTERNATIONAL METALS 1.62CONVERTIBLE BOND74973WAB3517500,000PRN SOLE 500,00000
RUSH ENTERPRISES INC CL BCOM78184630810,145328,639SH SOLE 328,63900
RYMAN HOSPITALITY PPTYS INC COCOM78377T10781,6041,295,100SH SOLE 42,10001,253,000
SABRE CORP COMCOM78573M1043,905156,500SH SOLE 156,50000
SALEM COMMUNICATIONS CORP DECLCOM7940931044,147663,500SH SOLE 663,50000
SALESFORCE COM INC COMCOM79466L3022,07430,300SH SOLE 30,30000
SALLY BEAUTY HLDGS INC COMCOM79546E10421,937830,300SH SOLE 830,30000
SANFILIPPO JOHN B & SON INC COCOM8004221073805,400SH SOLE 5,40000
SANOFI-AVENTIS-CVRWARRANT AND RIGH80105N113266700,000SH SOLE 700,00000
SBA COMMUNICATIONS CORP COMCOM78388J1063,23231,300SH SOLE 31,30000
SCANA CORP NEW COMCOM80589M10231,291427,000SH SOLE 427,00000
SCHEIN HENRY INC COMCOM80640710222,499148,300SH SOLE 148,30000
SCHLUMBERGERCOM80685710847,208562,336SH SOLE 562,33600
SCHULMAN A INC COMCOM8081941041,84055,000SH SOLE 55,00000
SCHWAB CHARLES CORP NEWCOM8085131059,122231,100SH SOLE 231,10000
SCHWEITZER-MAUDUIT INTL INC COCOM80854110672816,000SH SOLE 16,00000
SCIENTIFIC GAMES CORP CL ACOM80874P1095,096364,000SH SOLE 364,00000
SCMP 3 1/4 12/15/21 144ACONVERTIBLE BOND864909AA42,1302,000,000PRN SOLE 2,000,00000
SCRIPPS E W CO OHIO CL ACOM81105440243,4472,247,661SH SOLE 2,247,66100
SCRIPPS NETWORKS INTERACCOM81106510129,783417,300SH SOLE 417,30000
SEALED AIR CORP NEWCOM81211K10015,325338,000SH SOLE 338,00000
SECUREWORKS CORP CL ACOM81374A10510610,000SH SOLE 10,00000
SEMPRA ENERGY COMCOM8168511099,05890,000SH SOLE 90,00000
SENSIENT TECHNOLOGIES CORPCOM81725T10044,586567,400SH SOLE 567,40000
SEQUENTIAL BRNDS GROUP INC NEWCOM81734P10710221,900SH SOLE 21,90000
SERITAGE GROWTH PPTYS CL ACOM81752R1002566,000SH SOLE 6,00000
SERVICEMASTER GLOBAL HLDGS ICOCOM81761R1091,50740,000SH SOLE 40,00000
SEVCON INCCOM81783K1083,922459,300SH SOLE 6,3000453,000
SHAKE SHACK INC CL ACOM8190471011,75449,000SH SOLE 49,00000
SHAW COMMUNICATIONS CL B NON VCOM82028K20010,511524,000SH SOLE 524,00000
SHENANDOAH TELECOMMUNICATIONCDCOM82312B1067,808286,010SH SOLE 286,01000
SHERWIN WILLIAMS CO COMCOM8243481065,69721,200SH SOLE 21,20000
SHIRE PLC ADRCOM82481R1062561,500SH SOLE 1,50000
SILVER WHEATON CORP COMCOM82833610713,269686,800SH SOLE 686,80000
SINCLAIR BROADCAST GROUP INCCLCOM8292261096,537196,000SH SOLE 196,00000
SIRIUS XM HOLDINGS INCCOM82968B1032,065464,000SH SOLE 464,00000
SJW GROUPCOM78430510422,308398,500SH SOLE 398,50000
SK TELECOM LTD SPONSORED ADR (COM78440P1084,076195,000SH SOLE 195,00000
SKYLINE CORPCOM8308301052,870185,990SH SOLE 185,99000
SLM CORP COMCOM78442P1067,328665,000SH SOLE 665,00000
SMITH A O CORP COMCOM8318652097,121150,400SH SOLE 150,40000
SMITH & NEPHEW P L C ADR SPONSCOM83175M20555618,500SH SOLE 18,50000
SMUCKER J M CO COM NEWCOM83269640517,211134,400SH SOLE 134,40000
SNAP ON TOOLS CORPCOM8330341017,84445,800SH SOLE 45,80000
SNYDERS LANCE INC COMCOM83355110441,9691,094,650SH SOLE 1,094,65000
SONOCO PRODS CO COMCOM8354951025,05996,000SH SOLE 96,00000
SONY CORP-ADR (B:SNE US)COM83569930785,4353,048,000SH SOLE 3,048,00000
SORL AUTO PTS INC COMCOM78461U101562185,000SH SOLE 185,00000
SOUTH JERSEY INDS INC COMCOM8385181085,727170,000SH SOLE 170,00000
SOUTHERN COCOM84258710725,726523,000SH SOLE 523,00000
SOUTHWEST GAS CORPCOM844895102103,5671,351,700SH SOLE 1,351,70000
SPARTAN MTRS INC COMCOM84681910074380,375SH SOLE 80,37500
SPARTANNASH CO COMCOM8472151002376,000SH SOLE 6,00000
SPARTON CORP COMCOM8472351081,67070,000SH SOLE 70,00000
SPDR GOLD TRUST GOLD SHSCOM78463V1078,98882,000SH SOLE 82,00000
SPDR GOLD TRUSTCOM78463V907315100SH SOLE 000
SPECTRA ENERGY CORP COMCOM84756010945,6921,112,000SH SOLE 1,112,00000
SPIRE INC COMCOM84857L1018,940138,500SH SOLE 138,50000
SPRINT CORPCOM85207U10522,4902,671,053SH SOLE 2,671,05300
SPROUTS FARMERS MARKETS LLCCOM85208M1021,81896,100SH SOLE 96,10000
SPWR 4.000 01/15/23CONVERTIBLE BOND867652AL32,4833,500,000PRN SOLE 3,500,00000
ST JUDE MEDICAL CENTER INCCOM79084910359,421741,000SH SOLE 741,00000
ST. JOE COMPANYCOM79014810019,2011,010,560SH SOLE 1,010,56000
STAMPS.COM INC (NEW)COM8528572004,35738,000SH SOLE 38,00000
STANDARD MTR PRODS INC CLASS ACOM85366610518,521348,000SH SOLE 348,00000
STANDEX INTL CORPCOM8542311075,09558,000SH SOLE 58,00000
STANLEY BLACK AND DECKER INCCOM8545021018037,000SH SOLE 7,00000
STARBUCKS CORP COMCOM85524410915,851285,500SH SOLE 285,50000
STARRETT L S CO CL ACOM8556681092,847306,092SH SOLE 306,09200
STATE AUTO FINL CORP COMCOM85570710532212,000SH SOLE 12,00000
STATE STREET CORPCOM85747710354,350699,300SH SOLE 699,30000
STATOIL ASA SPONSORED ADRCOM85771P1029,667530,000SH SOLE 530,00000
STEEL PARTNERS HLDGS L PCOM85814R1074,186270,046SH SOLE 270,04600
STERICYCLE INC COMCOM8589121081,07914,000SH SOLE 14,00000
STERICYCLE INC CV PFD A 5.250CONVERTIBLE PREF85891220794915,000SH SOLE 15,00000
STERIS PLC SHARESCOMG847201043,64554,084SH SOLE 54,08400
STERLING BANCORP/DECOM85917A10017,438745,224SH SOLE 745,22400
STILLWATER MININGCOM86074Q10283952,100SH SOLE 52,10000
STONERIDGE INCCOM86183P1023,538200,000SH SOLE 200,00000
STRAIGHT PATH COMMUNICATNS ICLCOM8625781012256,629SH SOLE 6,62900
STRATASYS LTD SHSCOMM855481012,216134,000SH SOLE 134,00000
STRATTEC SECURITY CORP.COM8631111008,342207,000SH SOLE 207,00000
STRYKER CORPCOM8636671016,49454,200SH SOLE 54,20000
SUNCOR ENERGY INCCOM8672241076,456197,500SH SOLE 197,50000
SUNOCO LP COM U REP LPCOM86765K1092,44490,900SH SOLE 90,90000
SUNTRUST BANKS INCCOM8679141032,68849,000SH SOLE 49,00000
SUPERIOR INDS INTL INCCOM86816810515,072572,000SH SOLE 572,00000
SUPERVALU INC COMMONCOM8685361031,074230,000SH SOLE 230,00000
SURMODICS INC COMCOM8688731003,257128,224SH SOLE 128,22400
SYNCHRONOSS TECHNOLOGIES 0.750CONVERTIBLE BOND87157BAA13,6753,500,000PRN SOLE 3,500,00000
SYNCHRONY FINL COMCOM87165B10359616,434SH SOLE 16,43400
SYNERON MEDICAL LTD ORD SHSCOMM8724510211814,000SH SOLE 14,00000
SYNGENTA AG ADR SPONSOREDCOM87160A10017,084216,120SH SOLE 216,12000
S&P GLOBAL INC COMCOM78409V10430,359282,300SH SOLE 282,30000
T ROWE PRICE GROUP INCCOM74144T10833,310442,600SH SOLE 442,60000
TAHOE RES INC COMCOM87386810315,8271,680,200SH SOLE 1,680,20000
TAKE-TWO INTERACTIVE SOFTWARCOCOM87405410916,093326,500SH SOLE 326,50000
TARGA RES CORP COMCOM87612G1012073,700SH SOLE 3,70000
TAYLOR MORRISON HOME CORP CL ACOM87724P1062,930152,106SH SOLE 152,10600
TBPH 3 1/4 11/1/23CONVERTIBLE BOND88339KAA02,2742,000,000PRN SOLE 2,000,00000
TD AMERITRADE HLDG CORP COMCOM87236Y1084,360100,000SH SOLE 100,00000
TE CONNECTIVITY LTDCOMH8498910415,519224,000SH SOLE 224,00000
TEAM HEALTH HOLDINGS INC COMCOM87817A10735,822824,442SH SOLE 824,44200
TEAM INC COMCOM8781551006,830174,000SH SOLE 174,00000
TEGNA INC COMCOM87901J10536417,000SH SOLE 17,00000
TEJON RANCH CO DEL COMCOM8790801093,306130,000SH SOLE 130,00000
TELECOM ARGENTINA SA ADRCOM8792732091,69093,000SH SOLE 93,00000
TELECOM ITALIA SPA ADRCOM87927Y1023,343376,000SH SOLE 376,00000
TELEFLEX INCCOM8793691066454,000SH SOLE 4,00000
TELEFONICA BRASIL SA SPONSOREDCOM87936R1065,054377,702SH SOLE 377,70200
TELEFONICA DE ESPANA SA ADR (BCOM87938220817,1861,868,023SH SOLE 1,868,02300
TELEPHONE & DATA SYSCOM87943382982,9642,873,710SH SOLE 2,873,71000
TELUS CORP COMCOM87971M1035,940186,500SH SOLE 186,50000
TENARIS S A SPONSORED ADRCOM88031M1093,928110,000SH SOLE 110,00000
TENET HEALTHCARE CORPCOM88033G4072,187147,396SH SOLE 147,39600
TENNANT COCOM88034510319,936280,000SH SOLE 280,00000
TENNECO INCCOM88034910539,094625,800SH SOLE 625,80000
TEREX CORP NEW COMCOM8807791032528,000SH SOLE 8,00000
TESLA MOTORS 1.250 03/1/21CONVERTIBLE BOND88160RAC51,7292,000,000PRN SOLE 2,000,00000
TESORO PETE CORP COMCOM8816091012,53629,000SH SOLE 29,00000
TETRAPHASE PHARMACEUTICALS ICOCOM88165N105516128,000SH SOLE 128,00000
TEVA PHARMACEUTICAL INDS LTDADCOM8816242091,99455,000SH SOLE 55,00000
TEXAS INSTRUMENTS INCCOM88250810450,313689,500SH SOLE 689,50000
TEXTRON INCCOM88320310146,136950,075SH SOLE 950,07500
TFS FINL CORP COMCOM87240R10726714,000SH SOLE 14,00000
THE MEDICINES CO. 2.5 1/15/22CONVERTIBLE BOND584688AE52,4022,000,000PRN SOLE 2,000,00000
THE PRICELINE GROUP INC. 1.000CONVERTIBLE BOND741503AQ94,7233,000,000PRN SOLE 3,000,00000
THE SCOTTS MIRACLE GRO COCOM8101861062,38925,000SH SOLE 25,00000
THERMO FISHER SCIENTIFIC INCCOM88355610219,542138,500SH SOLE 138,50000
THOR INDS INC COMCOM8851601012,60126,000SH SOLE 26,00000
TIFFANY & CO NEW COMCOM8865471082323,000SH SOLE 3,00000
TIM PARTICIPACOES SA-ADRCOM88706P2051,457123,434SH SOLE 123,43400
TIME INC NEW COMCOM88722810428415,900SH SOLE 15,90000
TIME WARNER INC COMCOM887317303135,5941,404,681SH SOLE 1,404,68100
TIMKEN CO COMCOM88738910410,481264,000SH SOLE 264,00000
TIMKENSTEEL CORP COMCOM8873991036,529421,800SH SOLE 421,80000
TIVO CORPCOM88870P1062,260108,148SH SOLE 108,14800
TJX COS INC NEW COMCOM8725401094,58361,000SH SOLE 61,00000
TLGT 3.75 12/15/19CONVERTIBLE BOND449575AB51,6211,750,000PRN SOLE 1,750,00000
TMST 6 06/01/21CONVERTIBLE BOND887399AA12,2241,500,000PRN SOLE 1,500,00000
TOLL BROS INC COMCOM88947810311,625375,000SH SOLE 375,00000
TOOTSIE ROLL INDS INCCOM89051610731,319787,903SH SOLE 787,90300
TORO CO COMCOM8910921084,14074,000SH SOLE 74,00000
TOTAL SA ADR (B:TOT US)COM89151E10924,364478,000SH SOLE 478,00000
TRACTOR SUPPLY CO COMCOM89235610619,673259,500SH SOLE 259,50000
TRANSACT TECHNOLOGIES INC COMCOM89291810321833,050SH SOLE 33,05000
TRAVELERS COMPANIES INCCOM89417E10916,894138,000SH SOLE 138,00000
TREDEGAR INDS INCCOM89465010017,409725,371SH SOLE 725,37100
TREEHOUSE FOODS INC COMCOM89469A10479411,000SH SOLE 11,00000
TREMOR VIDEO INC COMCOM89484Q1002510,000SH SOLE 10,00000
TRIBUNE MEDIA CO - ACOM89604750359517,000SH SOLE 17,00000
TRINITY INDS INCCOM89652210917,128617,000SH SOLE 617,00000
TRIPADVISOR INC COMCOM8969452012555,500SH SOLE 5,50000
TRONC INC COMCOM89703P10716612,000SH SOLE 12,00000
TURKCELL ILETISIM HIZMETLERISPCOM9001112044,354631,000SH SOLE 631,00000
TURQUOISE HILL RESOURCES LTDCOM9004351081,825565,000SH SOLE 565,00000
TWENTY FIRST CENTY FOX ACOM90130A10198,5943,516,200SH SOLE 3,516,20000
TWENTY FIRST CENTY FOX BCOM90130A20028,6941,053,000SH SOLE 1,053,00000
TWIN DISC INC COMCOM9014761014,497308,000SH SOLE 308,00000
TWITTER INCCOM90184L1024,890300,000SH SOLE 300,00000
TYLER TECHNOLOGIES INC COMCOM90225210535,407248,000SH SOLE 248,00000
TYSON FOODS CV PFD 4.750 7/15CONVERTIBLE PREF9024943012,70640,000SH SOLE 40,00000
TYSON FOODS INCCOM9024941037,155116,000SH SOLE 116,00000
T-MOBILE US CV PFD 5.500 12/1CONVERTIBLE PREF8725902032,83330,000SH SOLE 30,00000
T-MOBILE US INCCOM87259010424,637428,400SH SOLE 428,40000
U S BANCORPCOM9029733044,88095,000SH SOLE 95,00000
UGI CORP NEW COMCOM90268110516,750363,500SH SOLE 363,50000
ULTA SALON COSMETCS & FRAG ICOCOM90384S3035,20120,400SH SOLE 20,40000
UNILEVER N V NEW YORK SHS NCOM9047847094,270104,000SH SOLE 104,00000
UNILEVER PLC SPON ADR NEWCOM9047677047,530185,000SH SOLE 185,00000
UNITED GUARDIAN INC COMCOM91057110870545,500SH SOLE 45,50000
UNITED NAT FOODS INC COMCOM91116310317,609369,000SH SOLE 369,00000
UNITED RENTALS INC COMCOM9113631094,96247,000SH SOLE 47,00000
UNITED STATES CELLULAR CORPCOM91168410852,7741,207,100SH SOLE 1,207,10000
UNITED STATES OIL FUND LP UNITMUTUAL FUNDS91232N10812,6811,082,000SH SOLE 1,082,00000
UNITED STS STL CORP NEW COMCOM9129091081,48545,000SH SOLE 45,00000
UNITED TECHNOLOGIES CORPCOM9130171093,17929,000SH SOLE 29,00000
UNITEDHEALTH GROUP INC COMCOM91324P10235,513221,900SH SOLE 221,90000
UNITIL CORPCOM9132591073,12869,000SH SOLE 69,00000
UNIVERSAL AMERICAN CORPCOM91338E1018,793883,760SH SOLE 883,76000
UNIVERSAL TECHNICAL INST INCCOCOM913915104684235,000SH SOLE 235,00000
VALE S A ADRCOM91912E10511415,000SH SOLE 15,00000
VALERO ENERGY CORP COMCOM91913Y1008,267121,000SH SOLE 121,00000
VALMONT INDS INCCOM9202531014,36831,000SH SOLE 31,00000
VALSPAR CORP COMCOM92035510449,076473,664SH SOLE 473,66400
VALUE LINE INCCOM9204371001,04953,782SH SOLE 53,78200
VALVOLINE INC COMCOM92047W10132715,200SH SOLE 15,20000
VANECK VECTORS ETF TRCOM92189F95626,166100SH SOLE 000
VASCULAR SOLUTIONS INC COMCOM92231M10915,028267,875SH SOLE 267,87500
VCA ANTECH INC COMCOM9181941013,53551,500SH SOLE 51,50000
VECTREN INC.COM92240G10128,526547,000SH SOLE 547,00000
VECTRUS INC COMCOM92242T1011,69571,055SH SOLE 71,05500
VERIFONE HLDGS INC COMCOM92342Y10926615,000SH SOLE 15,00000
VERIZON COMMUNICATIONSCOM92343V104124,6322,334,811SH SOLE 2,334,81100
VIACOM INC NEW CL ACOM92553P10272,8971,893,421SH SOLE 1,893,42100
VIACOM INC NEW CL BCOM92553P2016,669190,000SH SOLE 190,00000
VICOR CORP COMCOM9258151022,220147,000SH SOLE 147,00000
VIDEOCON D2H LTD ADRCOM92657J10138647,000SH SOLE 47,00000
VILLAGE SUPER MKT INC CL A NEWCOM9271074092,24072,500SH SOLE 72,50000
VIMPELCOM LTD-SPON ADR-W/ICOM92719A1067,2381,880,082SH SOLE 1,880,08200
VINA CONCHA Y TORO S A SPONSORCOM92719110672522,000SH SOLE 22,00000
VIRTU FINANCIAL INC-CLASS ACOM92825410147930,000SH SOLE 30,00000
VISA INC-CLASS A SHRSCOM92826C83916,486211,300SH SOLE 211,30000
VISTEON CORP COM NEWCOM92839U2068,765109,100SH SOLE 109,10000
VITAMIN SHOPPE INC COMCOM92849E1012,902122,200SH SOLE 122,20000
VODAFONE GROUP ADRCOM92857W30829,5501,209,572SH SOLE 1,209,57200
VSI 2 1/4 12/01/20CONVERTIBLE BOND92849EAB71,6271,750,000PRN SOLE 1,750,00000
VULCAN MATLS CO COMCOM9291601096,32050,500SH SOLE 50,50000
W D 40 COMPANYCOM9292361072,57222,000SH SOLE 22,00000
WADDELL & REED FINL INC CL ACOM93005910027,1051,389,303SH SOLE 1,389,30300
WAL MART STORES INCCOM9311421038,156118,000SH SOLE 118,00000
WALGREENS BOOTS ALLIANCE INC CCOM93142710841,405500,300SH SOLE 500,30000
WASTE CONNECTIONS INCCOM94106B10119,211244,450SH SOLE 244,45000
WASTE MGMT INC DEL COMCOM94106L10970,726997,400SH SOLE 997,40000
WATERS CORP COMCOM9418481031,2909,600SH SOLE 9,60000
WATSCO INC CL BCOM9426221011,1717,875SH SOLE 7,87500
WATTS WATER TECHNOLOGIESCOM94274910237,849580,500SH SOLE 580,50000
WCI CMNTYS INC COM PAR $0.01COM92923C8074,204179,255SH SOLE 179,25500
WEATHERFORD INTERNATIONAL PLCCOMG4883310026,0935,229,000SH SOLE 5,229,00000
WEB.COM GROUP, INC. 1.000 08/CONVERTIBLE BOND94733AAA21,9242,000,000PRN SOLE 2,000,00000
WEC ENERGY GROUPCOM92939U10649,266840,000SH SOLE 840,00000
WEIS MKTS INCCOM9488491044,41166,000SH SOLE 66,00000
WELLS FARGO CV PFD L 7.500CONVERTIBLE PREF9497468042,9752,500SH SOLE 2,50000
WELLS FARGO & CO NEWCOM949746101121,2532,200,200SH SOLE 2,200,20000
WELLTOWER INC CV PFD 6.500CONVERTIBLE PREF95040Q2032,55842,500SH SOLE 42,50000
WESTAR ENERGY INCCOM95709T100153,0612,716,248SH SOLE 2,716,24800
WEYERHAEUSER COCOM96216610419,258640,000SH SOLE 640,00000
WFT 5 7/8 7/1/21CONVERTIBLE BOND947075AH01,6281,500,000PRN SOLE 1,500,00000
WGL HLDGS INC COMCOM92924F1067,51498,500SH SOLE 98,50000
WHITEWAVE FOODS CO - ACOM96624410571,8031,291,420SH SOLE 1,291,42000
WHITING PETE CORP NEW COMCOM9663871022,260188,000SH SOLE 188,00000
WHOLE FOODS MKT INC COMCOM96683710627,530895,000SH SOLE 895,00000
WILEY JOHN & SONS INC CL BCOM96822330570012,800SH SOLE 12,80000
WILLAMETTE VY VINEYARD INC COMCOM96913610016020,000SH SOLE 20,00000
WILLIAMS COS INCCOM9694571007,651245,700SH SOLE 245,70000
WILLIS TOWERS WATSON PUB LTD SCOMG966291037346,000SH SOLE 6,00000
WINNEBAGO INDS INC COMCOM9746371001,89960,000SH SOLE 60,00000
WOLVERINE WORLD WIDE INC COMCOM9780971032,985136,000SH SOLE 136,00000
WOODWARD INCCOM9807451034,69568,000SH SOLE 68,00000
WORLD WRESTLING ENTERTAINMENTCOM98156Q1082,944160,000SH SOLE 160,00000
WRIGHT MEDICAL GROUPCOMN9661711812,877560,354SH SOLE 560,35400
WYNDHAM WORLDWIDE CORP COMCOM98310W1081,52720,000SH SOLE 20,00000
WYNN RESORTS LTD COMCOM9831341078,798101,700SH SOLE 101,70000
XCEL ENERGY INC COMCOM98389B10020,513504,000SH SOLE 504,00000
XYLEM INCCOM98419M100117,8582,380,000SH SOLE 2,380,00000
YADKIN FINL CORP COMCOM9843051021,02830,000SH SOLE 30,00000
YAHOO INC.COM98433210632,800848,200SH SOLE 848,20000
YAMANA GOLD INC COMCOM98462Y1004215,000SH SOLE 15,00000
YORK WTR CO COMCOM9871841085,577146,000SH SOLE 146,00000
YUME INC COMCOM98872B1049025,000SH SOLE 25,00000
ZAYO GROUP HLDGS INC COMCOM98919V10578924,000SH SOLE 24,00000
ZELTIQ AESTHETICS INC COMCOM98933Q10878318,000SH SOLE 18,00000
ZIMMER BIOMET HLDGCOM98956P10212,952125,500SH SOLE 125,50000
ZOETIS INCCOM98978V10335,395661,213SH SOLE 661,21300