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 ACOM68243Q1062,805275,000SH SOLE 275,00000
3M CO.COM88579Y1016,31433,000SH SOLE 33,00000
A H BELO CORP COM CL ACOM0012821029215,000SH SOLE 15,00000
A T & T INC (NEW)COM00206R10229,965721,176SH SOLE 721,17600
AAR CORP COMCOM00036110584125,000SH SOLE 25,00000
AARON'S INCCOM00253530012,372416,000SH SOLE 416,00000
ABB LTD SPONSORED ADRCOM0003752042,17693,000SH SOLE 93,00000
ABBOTT LABSCOM00282410015,075339,449SH SOLE 339,44900
ABBVIE INC COMCOM00287Y1096,26896,200SH SOLE 96,20000
ACCO BRANDS CORPCOM00081T10847336,000SH SOLE 36,00000
ACHAOGEN INC COMCOM0044491041,55961,800SH SOLE 61,80000
ACTIVISION BLIZZARD,INCCOM00507V1099,623193,000SH SOLE 193,00000
ACUITY BRANDS INC (B:AYI) COMCOM00508Y1023,71318,200SH SOLE 18,20000
ADCARE HEALTH SYSTEMS INCCOM00650W300968768,143SH SOLE 768,14300
ADIENT PLC ORD SHSCOMG0084W1018,358115,010SH SOLE 115,01000
ADOBE SYSTEMS INC COMCOM00724F10122,682174,300SH SOLE 174,30000
ADVANCE AUTO PARTS INC COMCOM00751Y1068,27355,800SH SOLE 55,80000
ADVANSIX INC COMCOM00773T10160922,280SH SOLE 22,28000
AEGION CORPCOM00770F10468730,000SH SOLE 30,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010559,7082,751,503SH SOLE 2,751,50300
AES CORP COMCOM00130H10540,5673,628,500SH SOLE 3,628,50000
AES TR III TR P CV SC 6.75CONVERTIBLE PREF00808N2023076,000SH SOLE 6,00000
AETNA INC (B:AET) COMCOM00817Y1086,63352,000SH SOLE 52,00000
AGCO CORP COMCOM0010841024217,000SH SOLE 7,00000
AGILENT TECHNOLOGIES INCCOM00846U1013,19960,500SH SOLE 60,50000
AGNICO-EAGLE MINES (USD)COM00847410858,2651,372,882SH SOLE 1,372,88200
AGRIUM INC COMCOM0089161081,62417,000SH SOLE 17,00000
AIR METHODS CORP COM PAR $0.06COM00912830712,776297,125SH SOLE 297,12500
AIR PRODS & CHEMS INC COMCOM0091581067,30654,000SH SOLE 54,00000
AKORN INCCOM00972810616,184672,098SH SOLE 672,09800
ALAMOS GOLD INC NEW COM CL ACOM01153210830,4753,795,139SH SOLE 3,795,13900
ALASKA COMMUNICATIONS SYSTE 6.CONVERTIBLE BOND01167PAE12,3352,250,000PRN SOLE 2,250,00000
ALBANY INTL CORP-CL ACOM0123481084,605100,000SH SOLE 100,00000
ALBEMARLE CORP COMCOM01265310111,937113,000SH SOLE 113,00000
ALCOA INC COMCOM0138721062,91284,664SH SOLE 84,66400
ALERE INCCOM01449J10541,8901,054,373SH SOLE 1,054,37300
ALIBABA GROUP HLDG LTD SPONSORCOM01609W1021,18611,000SH SOLE 11,00000
ALIGN TECHNOLOGY INC COMCOM0162551011,26211,000SH SOLE 11,00000
ALLEGHANY CORP DELCOM01717510023,51138,250SH SOLE 38,25000
ALLEGHENY TECHNOLOGIES INC COMCOM01741R1025,214290,300SH SOLE 290,30000
ALLEGION PUB LTD CO ORD SCOMG0176J1091,95625,834SH SOLE 25,83400
ALLERGAN PLC CV PFD SER A 5.50CONVERTIBLE PREFG0177J1163,3944,000SH SOLE 4,00000
ALLERGAN PLC SHSCOMG0177J10854,749229,150SH SOLE 229,15000
ALLETE INC COM NEWCOM01852230023,157342,000SH SOLE 342,00000
ALLIANCE BERNSTEIN HLDGS LP UNCOM01881G1068,272362,000SH SOLE 362,00000
ALLIANCE DATA SYS CORP COMCOM0185811086232,500SH SOLE 2,50000
ALLIANCE HOLDINGS GP LP COM UNCOM01861G10093334,000SH SOLE 34,00000
ALLIANT ENERGY CORP COMCOM01880210812,200308,000SH SOLE 308,00000
ALLIED WRLD ASSUR COM HLDG ASHCOMH0153110413,164247,917SH SOLE 247,91700
ALPHABET CLASS ACOM02079K30526,84131,660SH SOLE 31,66000
ALPHABET CLASS CCOM02079K10743,19952,074SH SOLE 52,07400
ALTRIA GROUP INC COMCOM02209S1033,35747,000SH SOLE 47,00000
AMAZON.COM INCCOM02313510630,63934,560SH SOLE 34,56000
AMC ENTERTAINMENT HLDS-CL ACOM00165C10484026,698SH SOLE 26,69800
AMC NETWORKS INC CL ACOM00164V10345,101768,600SH SOLE 768,60000
AMD 2 1/8 9/1/26CONVERTIBLE BOND007903BD83,7571,900,000PRN SOLE 1,900,00000
AMEC PLC SPONSORED ADRCOM00167X2057912,000SH SOLE 12,00000
AMERCIAN TOWER CORP 5.500 2/1CONVERTIBLE PREF03027X4073,91035,000SH SOLE 35,00000
AMERCO COMCOM0235861005721,500SH SOLE 1,50000
AMEREN CORP COMCOM02360810232,099588,000SH SOLE 588,00000
AMERICA MOVIL S A DE C V SPONSCOM02364W1056,922488,500SH SOLE 488,50000
AMERICAN ELECTRIC POWERCOM02553710155,315824,000SH SOLE 824,00000
AMERICAN EXPRESS COCOM025816109143,8301,818,100SH SOLE 1,818,10000
AMERICAN INTERNATIONAL GROUP ICOM02687478448,383775,000SH SOLE 775,00000
AMERICAN STS WTR CO COMCOM0298991012,08247,000SH SOLE 47,00000
AMERICAN TOWER CORP-CL ACOM03027X10015,812130,100SH SOLE 130,10000
AMERICAN WATER WORKS CO INCCOM03042010313,610175,000SH SOLE 175,00000
AMERIPRISE FINL INC COMCOM03076C1064413,400SH SOLE 3,40000
AMERISOURCEBERGEN CORP COMCOM03073E1087,87789,000SH SOLE 89,00000
AMETEK INC NEW COMCOM03110010093,8291,735,000SH SOLE 1,735,00000
AMGEN INCCOM03116210022,674138,200SH SOLE 138,20000
AMPCO PITTSBURGH CORPCOM0320371037,496533,508SH SOLE 533,50800
AMPHENOL CORP NEW CL ACOM0320951011,60822,600SH SOLE 22,60000
ANADARKO PETE CORP COMCOM03251110737,380602,900SH SOLE 602,90000
ANADARKO PETROLEUM CV PFD 7.50CONVERTIBLE PREF0325114041,52235,000SH SOLE 35,00000
ANGIODYNAMICS INC COMCOM03475V1011,70098,000SH SOLE 98,00000
ANGLOGOLD LTD SPONSORED ADRCOM03512820610,347960,700SH SOLE 960,70000
ANI PHARM 3.000 12/01/19CONVERTIBLE BOND00182CAA12,1222,000,000PRN SOLE 2,000,00000
ANIKA THERAPEUTICS INC COMCOM0352551083047,000SH SOLE 7,00000
ANIXTER INTL INC COMCOM03529010587211,000SH SOLE 11,00000
ANTHEM INC COMCOM0367521033,30820,000SH SOLE 20,00000
APACHE CORPCOM03741110513,336259,500SH SOLE 259,50000
APPLE INCCOM03783310064,031445,710SH SOLE 445,71000
AQUA AMERICA INCCOM03836W10321,325663,291SH SOLE 663,29100
ARAMARK HOLDINGS CORPCOM03852U1061,30935,500SH SOLE 35,50000
ARCHER DANIELS MIDLANDCOM03948310227,283592,600SH SOLE 592,60000
ARCONIC INC COMCOM03965L1008,394318,666SH SOLE 318,66600
ARGO GROUP INTL HLDGS LTD COMCOMG0464B1077,268107,202SH SOLE 107,20200
ARMSTRONG FLOORING INC COMCOM04238R10615,735854,215SH SOLE 854,21500
ARRAY BIOPHARMA INC. 3.000 06CONVERTIBLE BOND04269XAA32,1311,501,000PRN SOLE 1,501,00000
ARTESIAN RES CORP COM CL ACOM04311320878124,000SH SOLE 24,00000
ASCENA RETAIL GROUP INC COMCOM04351G1012,471580,000SH SOLE 580,00000
ASCENT CAPITAL GROUP INCCOM0436321081,984140,400SH SOLE 140,40000
ASCMA 4 07/15/20 CVCONVERTIBLE BOND043632AA6230300,000PRN SOLE 300,00000
ASHLAND GLOBAL HLDGS INC COMCOM04418610424,192195,400SH SOLE 195,40000
ASTEC INDS INC COMCOM04622410136,965601,100SH SOLE 601,10000
ASTORIA FINL CORP COMCOM04626510410,768525,000SH SOLE 525,00000
ASTRAZENECA PLC ADR SPONSOREDCOM0463531085,917190,000SH SOLE 190,00000
ASTRONICS CORP COMCOM0464331083019,500SH SOLE 9,50000
ATLAS AIR WORLDWIDE HLDGS 2.25CONVERTIBLE BOND049164BH85,5065,200,000PRN SOLE 5,200,00000
ATMOS ENERGY CORP COMCOM0495601059,479120,000SH SOLE 120,00000
ATN INTERNATIONAL INCCOM00215F1078,028114,000SH SOLE 114,00000
AUTOMATIC DATA PROCESSINGCOM0530151033,78837,000SH SOLE 37,00000
AUTONATION INCCOM05329W10223,505555,800SH SOLE 555,80000
AUTOZONE INCCOM0533321024,7726,600SH SOLE 6,60000
AVANGRID INCCOM05351W10315,664366,500SH SOLE 366,50000
AVID TECHNOLOGY INCCOM05367P10020544,000SH SOLE 44,00000
AVIRAGEN THERAPEUTICS INCCOM0537611024163,075SH SOLE 63,07500
AVIS BUDGET GROUP INCCOM05377410544415,000SH SOLE 15,00000
AVISTA CORP COMCOM05379B10717,807456,000SH SOLE 456,00000
AVON PRODUCTS INCCOM0543031021,910434,000SH SOLE 434,00000
AXALTA COATING SYS LTD COMCOMG0750C10838612,000SH SOLE 12,00000
AZZ INC COMCOM0024741045,53493,000SH SOLE 93,00000
B & G FOODS INC NEW COMCOM05508R10680520,000SH SOLE 20,00000
B2GOLD CORP COMCOM11777Q2098,9573,164,900SH SOLE 3,164,90000
BADGER METER INC COMCOM0565251087,203196,000SH SOLE 196,00000
BAKER HUGHES INCCOM05722410715,913266,012SH SOLE 266,01200
BANCO SANTANDER CENT HISP ADR(COM05964H1051,002165,000SH SOLE 165,00000
BANK OF AMERICACOM06050510416,985720,000SH SOLE 720,00000
BANK OF AMERICA CV PFD L 7.250CONVERTIBLE PREF0605056823,5853,000SH SOLE 3,00000
BANK OF NEW YORK MELLON CORPCOM064058100155,5003,292,400SH SOLE 3,292,40000
BARNES & NOBLE ED INC COMCOM06777U10119420,224SH SOLE 20,22400
BARNES & NOBLESCOM06777410929632,000SH SOLE 32,00000
BARRICK GOLD(R:ABX.N B:ABX US)COM06790110834,4231,812,703SH SOLE 1,812,70300
BASSETT FURNITURE INDSCOM0702031045,826216,564SH SOLE 216,56400
BAXTER INTL INC COMCOM07181310913,538261,050SH SOLE 261,05000
BB&T CORP COMCOM0549371073588,000SH SOLE 8,00000
BCE INCCOM05534B76053,9671,219,041SH SOLE 1,219,04100
BE AEROSPACE INC COMCOM07330210110,631165,829SH SOLE 165,82900
BEASLEY BROADCAST GRP INC.COM0740141012,970256,034SH SOLE 256,03400
BEAZER HOMES USA INCCOM07556Q88166755,000SH SOLE 55,00000
BECTON DICKINSON & CO COMCOM07588710919,023103,700SH SOLE 103,70000
BED BATH & BEYOND INCCOM0758961001,38135,000SH SOLE 35,00000
BEL FUSE INC CL ACOM0773472016,417283,000SH SOLE 283,00000
BELDEN CDT INCCOM07745410669210,000SH SOLE 10,00000
BELMOND LTD CL ACOMG1154H1074,066336,000SH SOLE 336,00000
BERKLEY W R CORP COMCOM0844231029,500134,500SH SOLE 134,50000
BERKSHIRE HATHAWAY INC DEL CLCOM0846707022,16713,000SH SOLE 13,00000
BERKSHIRE HATHAWAY INC-CL ACOM08467010871,707287SH SOLE 28700
BEST BUY INC COMCOM0865161012,94960,000SH SOLE 60,00000
BHP BILLITON LTD SPONSORED ADRCOM0886061082918,000SH SOLE 8,00000
BIG 5 SPORTING GOODS CORP COMCOM08915P1011,963130,000SH SOLE 130,00000
BIGLARI HOLDINGS INCCOM08986R10110,03023,219SH SOLE 23,21900
BIO RAD LABS INC CL ACOM0905722078,81144,200SH SOLE 44,20000
BIOGEN IDEC INCCOM09062X1039,02333,000SH SOLE 33,00000
BIOLASE TECHNOLOGY INC COMCOM0909111085843,000SH SOLE 43,00000
BIOMARIN PHARMACEUTICAL INC COCOM09061G1018519,700SH SOLE 9,70000
BIOSCRIP INCCOM09069N10821,04212,377,451SH SOLE 12,377,45100
BIOVERATIV INC COMCOM09075E1034909,000SH SOLE 9,00000
BLACK HILLS CORP COMCOM09211310956,400848,500SH SOLE 848,50000
BLACKBERRY LTDCOM09228F10310914,000SH SOLE 14,00000
BLACKHAWK NETWORK HOLDINGS ICOM09238E10715,899391,600SH SOLE 391,60000
BLACKROCK INC CL ACOM09247X1017,67020,000SH SOLE 20,00000
BLACKROCK KELSO CAPITAL 5.500CONVERTIBLE BOND092533AB42,0532,000,000PRN SOLE 2,000,00000
BLACKROCK KELSO CAPITAL CORPCOCOM092533108997132,068SH SOLE 132,06800
BLACKSTONE GROUP L P COM UNITCOM09253U1081,63455,000SH SOLE 55,00000
BLUCORA INCCOM0952291004,213243,500SH SOLE 243,50000
BLUCORA INC. 4.25 4/1/19CONVERTIBLE BOND095229AB64,8934,876,000PRN SOLE 4,876,00000
BLUE BUFFALO PET PRODUCTS INCOM09531U1022,429105,600SH SOLE 105,60000
BOEING COCOM09702310528,174159,300SH SOLE 159,30000
BON-TON STORES INC COMCOM09776J101252300,000SH SOLE 300,00000
BORG WARNER INCCOM09972410620,573492,300SH SOLE 492,30000
BOSTON BEER INC CL ACOM1005571073,61625,000SH SOLE 25,00000
BOSTON SCIENTIFIC CORP COMCOM10113710712,062485,000SH SOLE 485,00000
BOTTOMLINE TECHNOLOGIES 1.500CONVERTIBLE BOND101388AA42,7642,750,000PRN SOLE 2,750,00000
BOYD GAMING CORPCOM10330410116,860766,000SH SOLE 766,00000
BP PLC SPONS ADRCOM05562210435,1171,017,300SH SOLE 1,017,30000
BRINKS CO COMCOM10969610417,719331,500SH SOLE 331,50000
BRISTOL MYERS SQUIBB COCOM11012210845,673839,887SH SOLE 839,88700
BROCADE COMMUNICATIONS SYS ICOCOM11162130624,8741,993,106SH SOLE 1,993,10600
BROOKFIELD ASSET MGMT INC CL ACOM1125851041,64145,000SH SOLE 45,00000
BROWN FORMAN CORP CL BCOM1156372099,391203,350SH SOLE 203,35000
BROWN-FORMAN CORP CLASS ACOM11563710074,1631,575,600SH SOLE 1,575,60000
BRUKER BIOSCIENCES CORPCOM11679410842018,000SH SOLE 18,00000
BRUNSWICK CORPCOM1170431096,365104,000SH SOLE 104,00000
BT GROUP PLC SPON ADRCOM05577E1042,009100,000SH SOLE 100,00000
BTO CN 3 1/4 10/1/18CONVERTIBLE BOND11777QAB61,7151,600,000PRN SOLE 1,600,00000
BUILDERS FIRSTSOURCECOM12008R10737325,000SH SOLE 25,00000
BUNGE LIMITED COMCOMG169621052,21928,000SH SOLE 28,00000
CABELAS INC- CL A COMCOM12680430116,560311,812SH SOLE 311,81200
CABLE ONE INCCOM12685J1055,3398,550SH SOLE 8,55000
CABOT OIL & GAS CORP COMMON STCOM1270971036,312264,000SH SOLE 264,00000
CADIZ INCCOM12753720722615,000SH SOLE 15,00000
CALATLANTIC GROUP INCCOM1281951049,737260,000SH SOLE 260,00000
CALAVO GROWERS INC COMCOM12824610590915,000SH SOLE 15,00000
CALIFORNIA RES CORP COM NEWCOM13057Q20626317,491SH SOLE 17,49100
CALIFORNIA WTR SVC GROUP COMCOM1307881021,80750,400SH SOLE 50,40000
CALLON PETE CO DEL COMCOM13123X1023,557270,271SH SOLE 270,27100
CALPINE CORP COM NEWCOM13134730417716,000SH SOLE 16,00000
CAMBIUM LEARNING GRP INC COMCOM13201A10739280,000SH SOLE 80,00000
CAMECO CORP COMCOM13321L1087,218652,000SH SOLE 652,00000
CAMPBELL SOUP COCOM13442910925,111438,700SH SOLE 438,70000
CANADIAN SOLAR INC COMCOM1366351091,902155,000SH SOLE 155,00000
CANTEL MEDICAL CORP COMCOM13809810811,815147,500SH SOLE 147,50000
CANTERBURY PK HLDG CORPCOM13811E1052,111202,000SH SOLE 00202,000
CAPITOL FEDERAL FINANCIAL INCCOM14057J10118312,500SH SOLE 12,50000
CARBONITE INCCOM14133710528414,000SH SOLE 14,00000
CARDIOVASCULAR SYS INC DEL COMCOM1416191061,78163,000SH SOLE 63,00000
CAREDX INCCOM14167L1037251,694SH SOLE 51,69400
CAREER EDUCATION CORPCOM14166510951359,000SH SOLE 59,00000
CARRIAGE SERVICES, INC. 2.750CONVERTIBLE BOND143905AM94,2213,250,000PRN SOLE 3,250,00000
CASEYS GEN STORES INC COMCOM14752810317,623157,000SH SOLE 157,00000
CATERPILLAR INCCOM14912310113,014140,300SH SOLE 140,30000
CAVCO INDUSTRIESCOM14956810714,957128,500SH SOLE 128,50000
CBS CORP CLASS ACOM124857103108,0801,536,100SH SOLE 1,536,10000
CBS CORP NEW CL BCOM12485720211,306163,000SH SOLE 163,00000
CDK GLOBAL INC COMCOM12508E10565010,000SH SOLE 10,00000
CEB INC COMCOM12513410688811,300SH SOLE 11,30000
CELGENE CORPCOM1510201046,95655,900SH SOLE 55,90000
CEMPRA INC COMCOM15130J109833222,000SH SOLE 222,00000
CENTENE CORP DEL COMCOM15135B1013214,500SH SOLE 4,50000
CENTERPOINT ENERGY INC COMCOM15189T1072,59294,000SH SOLE 94,00000
CENTRAL EUROPE AND RUSSIA FUNDMUTUAL FUNDS1534361003,633173,598SH SOLE 173,59800
CENTURY ALUM CO COMCOM1564311082,200173,350SH SOLE 173,35000
CENTURYLINK, INC.COM15670010610,029425,500SH SOLE 425,50000
CF INDS HLDGS INC COMCOM12526910088130,000SH SOLE 30,00000
CHARLES RIV LABORATORIES INTCOCOM1598641072,42927,000SH SOLE 27,00000
CHART INDS INCCOM16115Q3081,93955,500SH SOLE 55,50000
CHARTER COMMUNICATIONS INCCOM16119P10838,037116,206SH SOLE 116,20600
CHECK POINT SOFTWARE TECHCOMM224651046166,000SH SOLE 6,00000
CHEESECAKE FACTORY INCCOM16307210129,399464,000SH SOLE 464,00000
CHEMED CORPORATIONCOM16359R10345,581249,500SH SOLE 249,50000
CHEMOURS CO COMCOM1638511081,20131,200SH SOLE 31,20000
CHEMTURA CORP COM NEWCOM16389320977,3992,317,336SH SOLE 2,317,33600
CHENIERE ENERGY INC COM NEWCOM16411R2086,523138,000SH SOLE 138,00000
CHENIERE ENERGY, INC. 4.250 0CONVERTIBLE BOND16411RAG42,3803,500,000PRN SOLE 3,500,00000
CHESAPEAKE ENERGY CORP COMCOM16516710720835,000SH SOLE 35,00000
CHESAPEAKE UTILS CORP COMCOM1653031088,228118,900SH SOLE 118,90000
CHEVRON CORPCOM16676410061,663574,300SH SOLE 574,30000
CHINA AUTOMOTIVE SYS INC COMCOM16936R10544990,022SH SOLE 90,02200
CHINA MOBILE LTDCOM16941M1095,689103,000SH SOLE 103,00000
CHINA TELECOM CORP LTD SPONS ACOM1694261032435,000SH SOLE 5,00000
CHINA UNICOM ADRCOM16945R1041,26694,000SH SOLE 94,00000
CHURCH & DWIGHT COCOM17134010213,954279,800SH SOLE 279,80000
CHURCHILL DOWNS INC COMCOM17148410833,470210,700SH SOLE 210,70000
CIGNA CORPCOM12550910911,14876,100SH SOLE 76,10000
CIMAREX ENERGY CO COMCOM1717981011,86415,600SH SOLE 15,60000
CINCINNATI BELL INC NEW COM NECOM17187150236,9402,087,000SH SOLE 2,087,00000
CINCINNATI BELL PFD CVT 6.75CONVERTIBLE PREF1718714037,012141,600SH SOLE 141,60000
CIRCOR INTL INC COMCOM17273K10957,449966,500SH SOLE 966,50000
CIT GROUP INC COM NEWCOM12558180155012,800SH SOLE 12,80000
CITIGROUP INCCOM17296742442,625712,546SH SOLE 712,54600
CLEAR CHANNEL OUTDOOR HLDGS CLCOM18451C10916,7782,773,144SH SOLE 2,773,14400
CLIFFS NATURAL RESOURCES INCCOCOM18683K10149360,000SH SOLE 60,00000
CMS ENERGY CORP COMCOM1258961009,216206,000SH SOLE 206,00000
CNH INDUSTRIAL NVCOMN2094410949,6065,145,836SH SOLE 5,145,83600
COBIZ FINANCIAL INC COMCOM19089710850430,000SH SOLE 30,00000
COCA COLA COCOM19121610040,131945,600SH SOLE 945,60000
COCA COLA EUROPEAN PARTNERSCOMG258391042,26160,000SH SOLE 60,00000
COCA-COLA FEMSA S A DE C V ADRCOM1912411081,04014,500SH SOLE 14,50000
COHEN & STEERS INC COMCOM19247A1006,619165,600SH SOLE 165,60000
COLGATE PALMOLIVE COCOM1941621034,47261,100SH SOLE 61,10000
COLONY CAPITAL, INC. 5.000 04CONVERTIBLE BOND19624RAA42,0042,000,000PRN SOLE 2,000,00000
COMCAST CORP NEW COM CL ACOM20030N10168,0451,810,200SH SOLE 1,810,20000
COMERICA INC COMCOM2003401071,02915,000SH SOLE 15,00000
COMMERCEHUB INC SER CCOM20084V3061,02565,996SH SOLE 65,99600
COMMERCEHUB INC SERIES ACOM20084V10846730,198SH SOLE 30,19800
COMMUNICATIONS SYSCOM2039001051,742396,000SH SOLE 396,00000
COMMUNITY HEALTH SYSTEMS-CVRWARRANT AND RIGH203668116033,500SH SOLE 33,50000
COMPANIA DE MINAS BUENAVENTURAFOREIGN COMMON S20444810448240,000SH SOLE 40,00000
COMSCORE INCCOM20564W1056,132284,000SH SOLE 284,00000
CONAGRA BRANDS INCCOM20588710244,7981,110,500SH SOLE 1,110,50000
CONCHO RES INC COMCOM20605P1014,74937,000SH SOLE 37,00000
CONMED CORP COMCOM2074101013,77585,000SH SOLE 85,00000
CONNECTICUT WTR SVC INC COMCOM2077971012,07339,000SH SOLE 39,00000
CONOCOPHILLIPS COMCOM20825C10441,631834,800SH SOLE 834,80000
CONSOL ENERGY INC COMCOM20854P1096,729401,000SH SOLE 401,00000
CONSOLIDATED COMM HLDGS INC COCOM2090341071,45262,000SH SOLE 62,00000
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CONSTELLIUM NV CL ACOMN2203510416625,500SH SOLE 25,50000
COOPER COS INC COM NEWCOM21664840213,44367,250SH SOLE 67,25000
COOPER TIRE & RUBBER COCOM21683110712,152274,000SH SOLE 274,00000
COPART INC COMCOM2172041066,599106,562SH SOLE 106,56200
CORE MARK HOLDING CO INC COMCOM21868110478025,000SH SOLE 25,00000
CORE MOLDING TECH COMCOM2186831005,652317,000SH SOLE 317,00000
CORNING INCCOM21935010544,2261,638,000SH SOLE 1,638,00000
COSTCO WHSL CORP NEW COMCOM22160K10535,819213,600SH SOLE 213,60000
COTT CORP COMCOM22163N10610,333836,000SH SOLE 836,00000
COTY INC-CL ACOM2220702033,564196,600SH SOLE 196,60000
COVANTA HOLDING CORPCOM22282E1062,748175,000SH SOLE 175,00000
COVISINT CORPCOM22357R103420205,076SH SOLE 205,07600
CRANE COCOM22439910584,8271,133,600SH SOLE 1,133,60000
CREDIT ACCEP CORP MICH COMCOM2253101013,24016,250SH SOLE 16,25000
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CROWN HOLDINGS INC COMCOM22836810614,561275,000SH SOLE 275,00000
CSGS 4 1/4 3/15/36CONVERTIBLE BOND126349AF66,7656,500,000PRN SOLE 6,500,00000
CST BRANDS INC COMCOM12646R10576,3231,587,081SH SOLE 1,587,08100
CTS CORPCOM12650110516,742786,000SH SOLE 786,00000
CULLEN FROST BANKERS INC COMCOM2298991093,38138,000SH SOLE 38,00000
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CUTERA INC COMCOM2321091088,239398,000SH SOLE 398,00000
CVS HEALTH CORPCOM126650100105,3001,341,400SH SOLE 1,341,40000
CYPRESS SEMICONDUCTOR CORP COMCOM2328061099,742708,000SH SOLE 708,00000
CYRUSONE INCCOM23283R1001,44128,000SH SOLE 28,00000
D 6 3/4 8/15/19CONVERTIBLE PREF25746U8363,56270,000SH SOLE 70,00000
D R HORTON INC COMCOM23331A1099,826295,000SH SOLE 295,00000
DAKTRONICS INC COMCOM23426410937840,000SH SOLE 40,00000
DANA HOLDING CORP COMCOM23582520548,4282,507,900SH SOLE 2,507,90000
DANAHER CORP SHS BEN INTCOM2358511026,52276,251SH SOLE 76,25100
DASEKE 9/11/20 WTWARRANT AND RIGH23753F1155045,000SH SOLE 45,00000
DASEKE INC COMCOM23753F10745545,000SH SOLE 45,00000
DAVITA INCCOM23918K10810,875160,000SH SOLE 160,00000
DEAN FOODS CO NEW COM NEWCOM2423702031,63283,000SH SOLE 83,00000
DEERE & CO.COM24419910576,583703,500SH SOLE 703,50000
DELL TECHNOLOGIES INC COM CL VCOM24703L1032213,451SH SOLE 3,45100
DELPHI AUTOMOTIVE PLCCOMG2782310612,074150,000SH SOLE 150,00000
DELTA NAT GAS INC COMCOM2477481069,047298,100SH SOLE 298,10000
DENBURY RES INC COM NEWCOM2479162084116,000SH SOLE 16,00000
DENNYS CORP COMCOM24869P1043,257263,300SH SOLE 263,30000
DEPOMED INC COMCOM2499081042,761220,000SH SOLE 220,00000
DESTINATION MATERNITY CORP COMCOM25065D10016638,940SH SOLE 38,94000
DEUTSCHE BANK AG-REG (B:DB)COMD1819089878946,000SH SOLE 46,00000
DEUTSCHE BK RIGHTS 4/6/17WARRANT AND RIGHD1T76956511147,000SH SOLE 47,00000
DEVON ENERGY CORP NEWCOM25179M10319,546468,500SH SOLE 468,50000
DEXCOM INC COMCOM2521311075,46564,500SH SOLE 64,50000
DIAGEO PLC SPONSORED ADR (B:DECOM25243Q20594,360816,400SH SOLE 816,40000
DIAMOND OFFSHORE DRILLNG INCCOCOM25271C10283650,000SH SOLE 50,00000
DIAMONDBACK ENERGY INC COMCOM25278X10917,549169,200SH SOLE 169,20000
DIEBOLD NIXDORFCOM25365110352,5121,710,500SH SOLE 1,710,50000
DIGI INTL INC COMCOM2537981022,039171,342SH SOLE 171,34200
DIGITALGLOBE INC COM NEWCOM25389M8772,46475,241SH SOLE 75,24100
DISCOVERY COMMS NEW SER ACOM25470F10415,234523,700SH SOLE 523,70000
DISCOVERY COMMS NEW SER CCOM25470F30232,7491,156,800SH SOLE 1,156,80000
DISH NETWORK CORPORATIONCOM25470M109108,0661,702,100SH SOLE 1,702,10000
DISNEY WALT PRODTNSCOM25468710616,770147,900SH SOLE 147,90000
DOLBY LABORATORIES INC COMCOM25659T1075,08497,000SH SOLE 97,00000
DOMINION DIAMOND CORP COMCOM2572871026,881544,805SH SOLE 544,80500
DOMINION RES INC VA NEW COMCOM25746U10915,592201,000SH SOLE 201,00000
DONALDSON INCCOM25765110949,3301,083,700SH SOLE 1,083,70000
DONNELLEY FINL SOLUTIONS INCCOCOM25787G10059931,037SH SOLE 31,03700
DONNELLEY R R & SONS COCOM25786720026722,033SH SOLE 22,03300
DOVER CORPCOM2600031082,41130,000SH SOLE 30,00000
DOVER DOWNS GAMING & ENTMT INCCOM260095104179170,000SH SOLE 170,00000
DOVER MOTORSPORTS INC.(B:DVD)COM260174107524238,000SH SOLE 238,00000
DOW CHEMICAL CORPCOM2605431036,799107,000SH SOLE 107,00000
DR PEPPER SNAPPLE GROUP INC COCOM26138E11370,079715,680SH SOLE 715,68000
DST SYS INC DEL COMCOM2333261072,20518,000SH SOLE 18,00000
DTE 6 1/2 10/1/19CONVERTIBLE PREF2333318831,46127,200SH SOLE 27,20000
DTE ENERGY CO COMCOM2333311072,14421,000SH SOLE 21,00000
DU PONT E I DE NEMOURS COCOM26353410911,005137,000SH SOLE 137,00000
DUCOMMUN INC DEL COMCOM2641471091,26744,000SH SOLE 44,00000
DUKE ENERGY CORPORATION COM NECOM26441C20431,820388,000SH SOLE 388,00000
DUN & BRADSTREET CORPCOM26483E1041,65115,300SH SOLE 15,30000
DYCOM INDUSTRIES, INC. 0.750CONVERTIBLE BOND267475AB72,3462,000,000PRN SOLE 2,000,00000
EASTERN CO COMCOM2763171045,309247,500SH SOLE 247,50000
EATON CORP PLC SHSCOMG2918310317,425235,000SH SOLE 235,00000
EATON VANCE CORP COMCOM2782651031,97844,000SH SOLE 44,00000
EBAY INCCOM27864210313,159392,000SH SOLE 392,00000
ECHOSTAR CORP-ACOM27876810650,622888,893SH SOLE 888,89300
ECOLAB INCCOM2788651009,32574,400SH SOLE 74,40000
EDGEWATER TECHNOLOGY INC COMCOM2803581024,165559,000SH SOLE 559,00000
EDGEWELL PERS CARE COCOM28035Q102105,1611,437,800SH SOLE 1,437,80000
EDISON INTL COMCOM28102010758,593736,000SH SOLE 736,00000
EL PASO ELEC CO COM NEWCOM28367785494,8901,879,000SH SOLE 1,879,00000
EL PASO ENERGY CAP TR I PFD COCONVERTIBLE PREF2836782096,415128,300SH SOLE 128,30000
ELDORADO GOLD CORP NEW COMCOM2849021038,3542,449,900SH SOLE 2,449,90000
ELDORADO RESORTS INC COMCOM28470R10241622,000SH SOLE 22,00000
EMBRAER SA SP ADRCOM29082A10755225,000SH SOLE 25,00000
EMERSON ELEC COCOM2910111041,01817,000SH SOLE 17,00000
ENBRIDGE INC COMCOM29250N10543,3551,036,212SH SOLE 1,036,21200
ENCORE CAPITAL GROUP, INC. 3.0CONVERTIBLE BOND292554AF92,1222,250,000PRN SOLE 2,250,00000
ENDO INTERNATIONAL PLCCOMG304011062,977266,784SH SOLE 266,78400
ENERGEN CORP COMCOM29265N1081,14321,000SH SOLE 21,00000
ENERGIZER HLDGS INC NEWCOM29272W10936,494654,600SH SOLE 654,60000
ENERGY RECOVERY INCCOM29270J10066680,000SH SOLE 80,00000
ENERGY TRANSFER EQUITY L P COMCOM29273V10028,5301,446,000SH SOLE 1,446,00000
ENERNOC, INC. 2.250 08/15/19CONVERTIBLE BOND292764AB33,3164,010,000PRN SOLE 4,010,00000
ENERSIS CHILE SA SPON ADRCOM29278D10515428,000SH SOLE 28,00000
ENI S P A ADR SPONSOREDCOM26874R1084,255130,000SH SOLE 130,00000
ENPRO INDS INC COMCOM29355X10710,048141,200SH SOLE 141,20000
ENT 2 3/4 2/15/35CONVERTIBLE BOND37951DAB88361,625,000PRN SOLE 1,625,00000
ENTEGRIS INC COMCOM29362U1045,031215,000SH SOLE 215,00000
ENTERGY CORP NEW COMCOM29364G1033344,400SH SOLE 4,40000
ENTRAVISION COMM CORP CL ACOM29382R10734756,000SH SOLE 56,00000
ENVISION HEALTHCARE CORPCOM29414D10015,759257,000SH SOLE 257,00000
EOG RESOURCES INCCOM26875P10128,992297,200SH SOLE 297,20000
EQT CORP COMCOM26884L1092,38339,000SH SOLE 39,00000
EQUINIX INC COMCOM29444U7004,00410,000SH SOLE 10,00000
EROS INTL PLC SHS NEWCOMG3788M11425825,000SH SOLE 25,00000
ESTEE LAUDER CO. INC.COM5184391041,35716,000SH SOLE 16,00000
ETHAN ALLEN INTERIORS INC COMCOM2976021041,04234,000SH SOLE 34,00000
EUROPEAN EQUITY FUND COMMUTUAL FUNDS29876810226631,977SH SOLE 31,97700
EVERBANK FINL CORP COMCOM29977G1025,367275,489SH SOLE 275,48900
EVERSOURCE ENERGYCOM30040W10868,3731,163,208SH SOLE 1,163,20800
EVHC 5 1/4 7/1/17CONVERTIBLE PREF29414D2091,88116,500SH SOLE 16,50000
EVOLENT HEALTH INC CL ACOM30050B1012,230100,000SH SOLE 100,00000
EXACTECH INC COMCOM30064E1137,510298,024SH SOLE 298,02400
EXAR CORP COMCOM3006451086,390491,178SH SOLE 491,17800
EXCO RESOURCES INC COMCOM2692794026096,000SH SOLE 96,00000
EXELON CORPCOM30161N10117,270480,000SH SOLE 480,00000
EXPRESS SCRIPTS HOLDING COMPANCOM30219G1087,580115,000SH SOLE 115,00000
EXXON MOBIL CORPCOM30231G10278,754960,300SH SOLE 960,30000
F N B CORP PA COMCOM30252010196464,800SH SOLE 64,80000
FACEBOOK INC CL ACOM30303M10242,317297,900SH SOLE 297,90000
FALCONSTOR SOFTWARE INC COMCOM306137100163410,000SH SOLE 410,00000
FARMER BROS COCOM3076751086,717190,000SH SOLE 190,00000
FCB FINL HLDGS INC CL ACOM30255G1034,69794,800SH SOLE 94,80000
FEDERAL SIGNAL CORP COMCOM31385510812,016870,063SH SOLE 870,06300
FEDERATED INVESTORS INC-CL BCOM3142111033,424130,000SH SOLE 130,00000
FEDEX CORP COMCOM31428X1062,06910,600SH SOLE 10,60000
FELCOR LODGING TR INC COMCOM31430F10114619,450SH SOLE 19,45000
FERRARI N V COMCOMN3167Y10393012,500SH SOLE 12,50000
FERRO CORPCOM31540510061,0184,017,000SH SOLE 4,017,00000
FIDELITY NATL INFORMATION SVCOCOM31620M10612,062151,500SH SOLE 151,50000
FIDELITY SOUTHERN CORPCOM31639410598443,967SH SOLE 43,96700
FIESTA RESTAURANT GROUP INC COCOM31660B10160525,000SH SOLE 25,00000
FIFTH STREET FINANCE CORP COMCOM31678A1031,445312,704SH SOLE 312,70400
FINANCIAL ENGINES INC COMCOM3174851003488,000SH SOLE 8,00000
FIRST REP BK SAN FRAN CALI NCOCOM33616C1004,26845,500SH SOLE 45,50000
FIRSTENERGY CORP COMCOM33793210714,096443,000SH SOLE 443,00000
FISERV INC COMCOM3377381088,30272,000SH SOLE 72,00000
FLOWERS FOODS INC COMCOM34349810120,2631,043,954SH SOLE 1,043,95400
FLOWSERVE CORP COMCOM34354P10567,9771,403,900SH SOLE 1,403,90000
FLUSHING FINL CORP COMCOM34387310514,418536,593SH SOLE 536,59300
FLY LEASING LTD SPONSORED ADRCOM34407D1094,002305,000SH SOLE 305,00000
FMC CORP COM NEWCOM3024913032,36634,000SH SOLE 34,00000
FNF GROUP COMCOM31620R3033,69995,000SH SOLE 95,00000
FNFV GROUP COMCOM31620R40239830,000SH SOLE 30,00000
FOMENTO ECONOMICO MEXICANO SADCOM34441910628,654323,700SH SOLE 323,70000
FORD MTR CO DEL COM PAR $0.01COM3453708603,201275,000SH SOLE 275,00000
FOREST CITY REALTY TRUST CL AREAL ESTATE INVE3456051092,614120,000SH SOLE 120,00000
FORTINET INC COMCOM34959E1131,99452,000SH SOLE 52,00000
FORTIVE CORP COMCOM34959J1082113,502SH SOLE 3,50200
FORTRESS INVESTMENT GROUP CL ACOM34958B10618,6312,343,536SH SOLE 2,343,53600
FORTUNA SILVER MINES INC COMCOM3499151082,080400,000SH SOLE 400,00000
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FOSTER L B CO COMCOM35006010962550,000SH SOLE 50,00000
FRANCO NEVADA CORP COMCOM35185810534,720530,000SH SOLE 530,00000
FRANKLIN ELEC INCCOM35351410216,204376,400SH SOLE 376,40000
FREEPORT MCMORAN COPPER&GOLD CCOM35671D85717,4211,304,000SH SOLE 1,304,00000
FRONTIER COMM 11.12 6/29/18 CCONVERTIBLE PREF35906A2073,44870,000SH SOLE 70,00000
FRONTIER COMMUNICATIONS CORPCOM35906A108235110,000SH SOLE 110,00000
FTD COS INC COMCOM30281V10839319,500SH SOLE 19,50000
FULL HOUSE RESORTS INC COMCOM35967810912250,000SH SOLE 50,00000
FULLER H B CO COMCOM35969410629,028563,000SH SOLE 563,00000
GAMING & LEISURE PPTYS INC COMCOM36467J1084,378131,000SH SOLE 131,00000
GAS NAT INC COMCOM3672041043,493275,065SH SOLE 275,06500
GATX CORPCOM361448103101,7481,669,100SH SOLE 1,669,10000
GCP APPLIED TECHNOLOGIES INCCOCOM36164Y1011,33941,000SH SOLE 41,00000
GENERAL COMMUNICATIONS INC CLCOM36938510993645,000SH SOLE 45,00000
GENERAL ELEC COCOM36960410356,2581,887,856SH SOLE 1,887,85600
GENERAL MILLS INCCOM37033410477,3801,311,300SH SOLE 1,311,30000
GENERAL MTRS CO COMCOM37045V10010,016283,246SH SOLE 283,24600
GENTEX CORP COMCOM3719011095,226245,000SH SOLE 245,00000
GENUINE PARTS COCOM372460105139,2531,506,900SH SOLE 1,506,90000
GIBRALTER INDUSTRIES INCCOM3746891072,17552,800SH SOLE 52,80000
GIGPEAK INC COMCOM37518Q1091,611523,000SH SOLE 523,00000
GILEAD SCIENCES INC COMCOM3755581035,87586,500SH SOLE 86,50000
GLAXOSMITHKLINE PLC ADR (B:GSKCOM37733W10554813,000SH SOLE 13,00000
GLOBAL SOURCES LTD COMCOMG393001013,069371,992SH SOLE 371,99200
GLOBUS MED INC CL ACOM3795772086,842231,000SH SOLE 231,00000
GNC HLDGS INC COM CL ACOM36191G1071,461198,500SH SOLE 198,50000
GOGO INC COMCOM38046C10919,5091,773,500SH SOLE 1,773,50000
GOLD FIELDS LTD NEW SPON ADR (COM38059T10610,2802,912,200SH SOLE 2,912,20000
GOLDCORP INC (US)COM38095640913,175903,000SH SOLE 903,00000
GOLDEN ENTERTAINMENT INCCOM3810131012,676202,300SH SOLE 202,30000
GOLDMAN SACHS GRCOM38141G1047,94834,600SH SOLE 34,60000
GORMAN RUPP COCOM38308210429,924953,000SH SOLE 953,00000
GP STRATEGIES CORP COMCOM36225V1042,40495,000SH SOLE 95,00000
GRACO INC COMCOM38410910440,537430,600SH SOLE 430,60000
GRAHAM HOLDINGS CO.COM3846371044,7067,850SH SOLE 7,85000
GRAY TELEVISION, INCCOM38937510659541,000SH SOLE 0041,000
GRAY TELEVISION, INC CL ACOM38937520594771,200SH SOLE 0071,200
GREAT PLAINS ENERGY INC. (B: GCOM39116410035,4441,213,000SH SOLE 1,213,00000
GREENBRIER COS INCCOM3936571016,896160,000SH SOLE 160,00000
GREIF INC CL ACOM39762410721,430389,000SH SOLE 389,00000
GREIF INC CL BCOM3976242068,422128,970SH SOLE 128,97000
GRIFFIN INDUSTRIAL REALTY INCOM39823110017,559567,336SH SOLE 00537,336
GRIFFON CORP COMCOM39843310237,7131,529,946SH SOLE 1,529,94600
GRUBHUB INC COMCOM4001101022638,000SH SOLE 8,00000
GRUPO TELEVISA SA DE CV ADR (BCOM40049J20668,1962,629,000SH SOLE 2,629,00000
GSE SYS INC COMCOM36227K10610230,000SH SOLE 30,00000
GUIDANCE SOFTWARE INC COMCOM40169210850285,077SH SOLE 85,07700
GYRODYNE LLC COMCOM40382910462930,367SH SOLE 30,36700
H R BLOCK INCCOM09367110523,127994,700SH SOLE 994,70000
HAIN CELESTIAL GROUP INCCOM40521710018,749504,000SH SOLE 504,00000
HALLIBURTON COMPANYCOM40621610168,8641,399,400SH SOLE 1,399,40000
HANDY & HARMAN HOLDINGS LTDCOM4103151051,34549,440SH SOLE 49,44000
HANESBRANDS INC COMCOM4103451023,944190,000SH SOLE 190,00000
HARLEY DAVIDSON INCCOM4128221083,37655,800SH SOLE 55,80000
HARRIS CORPORATIONCOM41387510534,188307,251SH SOLE 307,25100
HARTE HANKS INCCOM4161961032216,000SH SOLE 16,00000
HARTFORD FINL SVCS GROUP INCCOCOM41651510421,824454,000SH SOLE 454,00000
HAWAIIAN ELEC INDS INC COMCOM41987010038,4561,154,500SH SOLE 1,154,50000
HAWKINS INC COMCOM4202611094,43590,500SH SOLE 90,50000
HAYNES INTERNATIONAL INCCOM4208772013,39389,000SH SOLE 89,00000
HC2 HLDGS INC COMCOM4041391071,572253,500SH SOLE 253,50000
HCA HOLDINGS INC COMCOM40412C10116,819189,000SH SOLE 189,00000
HDFC BANK LTD ADR REPS 3 SHSCOM40415F1011,24116,500SH SOLE 16,50000
HEADWATERS INC COMCOM42210P1029,888421,119SH SOLE 421,11900
HEICO CORP NEW COMCOM4228061095236,000SH SOLE 6,00000
HELMERICH & PAYNE INC COMCOM4234521012,53038,000SH SOLE 38,00000
HERC HLDGS INC COMCOM42704L10449,4031,010,501SH SOLE 1,010,50100
HERSHEY COMPANY (THE)COM4278661085465,000SH SOLE 5,00000
HERTZ RENT CAR HLDG CO INC COMCOM42806J10635,6242,031,000SH SOLE 2,031,00000
HESKA CORPORATION COM NEWCOM42805E3064204,000SH SOLE 4,00000
HESS CORPCOM42809H10717,235357,500SH SOLE 357,50000
HEWLETT PACKARD ENTERPRISE CCOCOM42824C10926,3591,112,200SH SOLE 1,112,20000
HILLTOP HOLDINGS INC COMCOM4327481015,219190,000SH SOLE 190,00000
HLIT 4.000 12/01/20CONVERTIBLE BOND413160AB83,7353,000,000PRN SOLE 3,000,00000
HOME DEPOT INCCOM43707610246,942319,700SH SOLE 319,70000
HONEYWELL INT'L INCCOM438516106158,6971,270,900SH SOLE 1,270,90000
HOPE BANCORP INC COMCOM43940T1095,943310,000SH SOLE 310,00000
HORIZON PHARMA INVESTMENT L 2.CONVERTIBLE BOND44052TAB72,0482,250,000PRN SOLE 2,250,00000
HOST HOTELS & RESORTS INCCOM44107P10426914,422SH SOLE 14,42200
HOVNANIAN ENTERPRISES CL ACOM4424872031,703750,000SH SOLE 750,00000
HRG GROUP INC COMCOM40434J1001,66286,000SH SOLE 86,00000
HSBC HLDGS PLC ADR SPON NEWCOM4042804061,51037,000SH SOLE 37,00000
HSN INC COMCOM4043031095,495148,100SH SOLE 148,10000
HUANENG PWR INTL INC SPON ADRCOM4433041005,326200,000SH SOLE 200,00000
HUMANA INC COMCOM4448591025,27725,600SH SOLE 25,60000
HUNTINGTON BANCSHARES CV PFD ACONVERTIBLE PREF4461504013,0792,250SH SOLE 2,25000
HUNTINGTON BANCSHARES INCCOM4461501046,103455,800SH SOLE 455,80000
HUNTSMAN CORP COMCOM44701110724,9821,018,000SH SOLE 1,018,00000
HYATT HOTELS CORP COM CL ACOM4485791022,37544,000SH SOLE 44,00000
IAC INTERACTIVECORP COM PAR $.COM44919P50813,122178,000SH SOLE 178,00000
ICPT 3 1/4 7/1/23CONVERTIBLE BOND45845PAA63,7284,000,000PRN SOLE 4,000,00000
ICU MEDICAL INCCOM44930G1079,08659,500SH SOLE 59,50000
IDACORP INC COMCOM4511071063,48442,000SH SOLE 42,00000
IDEX CORPCOM45167R10456,237601,400SH SOLE 601,40000
ILG INCCOM44967H1012,624125,197SH SOLE 125,19700
ILLUMINACOM4523271091,94511,400SH SOLE 11,40000
IMAX CORP COMCOM45245E11374822,000SH SOLE 22,00000
INCYTE GENOMICS INC COMCOM45337C1021,1098,300SH SOLE 8,30000
INFINERA CORP. 1.750 06/01/18CONVERTIBLE BOND45667GAB91,0641,000,000PRN SOLE 1,000,00000
INFUSYSTEM HLDGS INC COMCOM45685K102468203,458SH SOLE 203,45800
INGERSOLL-RAND PLCCOMG477911016,42479,000SH SOLE 79,00000
INGLES MKTS INC CL ACOM45703010440,155930,600SH SOLE 930,60000
INGREDION INC COMCOM45718710218,305152,000SH SOLE 152,00000
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INTERNATIONAL GAME TECH PLC SHCOMG4863A1082,463103,914SH SOLE 103,91400
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IPASS INC COMCOM46261V1082925,000SH SOLE 25,00000
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IRIDIUM COMMUNICATIONS INC COMCOM46269C1022,625272,000SH SOLE 272,00000
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ITRON INCCOM4657411064,06767,000SH SOLE 67,00000
ITT INC COMCOM45073V10824,940608,000SH SOLE 608,00000
IXIA COMCOM45071R10926,6551,356,501SH SOLE 1,356,50100
J & J SNACK FOODS CORPCOM4660321093,26724,100SH SOLE 24,10000
J.P. MORGAN CHASE & COCOM46625H100104,1341,185,500SH SOLE 1,185,50000
JANUS CAP GROUP INC COMCOM47102X10535,5692,694,624SH SOLE 2,694,62400
JASON INDS INC COMCOM471172106541365,385SH SOLE 365,38500
JAZZ INVESTMENTS I LTD. 1.880CONVERTIBLE BOND472145AB71,2891,210,000PRN SOLE 1,210,00000
JOHN BEAN TECHNOLOGIES CORP COCOM4778391041,23114,000SH SOLE 14,00000
JOHNSON CONTROLS INTERNATIONCOMG5150210588,8512,109,462SH SOLE 2,109,46200
JOHNSON & JOHNSONCOM47816010464,679519,300SH SOLE 519,30000
JOY GLOBAL INC COMCOM48116510831,9091,129,509SH SOLE 1,129,50900
JUNIPER PHARMACEUTICALS INC COCOM48203L10725353,182SH SOLE 53,18200
K2M GROUP HLDGS INC COMCOM48273J10729314,300SH SOLE 14,30000
KAMAN CORPCOM48354810358,9741,225,300SH SOLE 1,225,30000
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KATE SPADE & CO COMCOM48586510981435,050SH SOLE 35,05000
KB HOME COMCOM48666K1093,976200,000SH SOLE 200,00000
KELLOGG COCOM48783610826,757368,500SH SOLE 368,50000
KEMET CORPORATION COME NEWCOM48836020784070,000SH SOLE 70,00000
KEMPER CORP DELCOM4884011001,19730,000SH SOLE 30,00000
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KEY TECHNOLOGY INC COMCOM49314310163648,000SH SOLE 48,00000
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KKR & CO. L.PCOM48248M10219,7951,085,822SH SOLE 1,085,82200
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KLX INC COMCOM48253910311,600259,500SH SOLE 259,50000
KMI 9.75 10/26/18CONVERTIBLE PREF49456B2004,88898,000SH SOLE 98,00000
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KOREA ELEC PWR CO SPONSORED ADCOM50063110613,620657,000SH SOLE 657,00000
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KROGER COCOM5010441016,134208,000SH SOLE 208,00000
KYOCERA CORP ADRCOM5015562034498,000SH SOLE 8,00000
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LA Z BOY CHAIR COCOM5053361075,400200,000SH SOLE 200,00000
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MATTHEWS INTL CORP CL ACOM5771281012,09731,000SH SOLE 31,00000
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METTLER-TOLEDO INTL INC COMCOM5926881051,8683,900SH SOLE 3,90000
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MGM RESORTS INTERNATIONALCOM55295310132,7331,194,625SH SOLE 1,194,62500
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MIC 2.000 10/01/23CONVERTIBLE BOND55608BAB13,1853,250,000PRN SOLE 3,250,00000
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MICROSOFT CORPCOM59491810449,197747,000SH SOLE 747,00000
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MIDDLEBY CORP COMCOM59627810110,57577,500SH SOLE 77,50000
MIDDLESEX WTR CO COMCOM5966801084,286116,000SH SOLE 116,00000
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MKS INSTRS INC COMCOM55306N1041,38820,187SH SOLE 20,18700
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MOBILEYE NVCOMN5148811712,001195,450SH SOLE 195,45000
MOCON INC COMCOM6074941012,190100,000SH SOLE 100,00000
MODINE MFG COCOM60782810013,0541,070,000SH SOLE 1,070,00000
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MOH 1 5/8 08/15/44CONVERTIBLE BOND60855RAD23,9563,750,000PRN SOLE 3,750,00000
MONDELEZ INTERNATIONALCOM609207105123,2392,860,700SH SOLE 2,860,70000
MONEYGRAM INTERNATIONAL INC COCOM60935Y2081,12466,891SH SOLE 66,89100
MONRO MUFFLER BRAKE INCCOM6102361011,14622,000SH SOLE 22,00000
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MOODYS CORP COMCOM6153691051,0089,000SH SOLE 9,00000
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MOOG INC CL BCOM6153943011,09016,200SH SOLE 16,20000
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MOVADO GROUP INC COMCOM6245801061,99680,000SH SOLE 80,00000
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MSG NETWORK INC CL ACOM55357310633,2711,424,900SH SOLE 1,424,90000
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MULTI PACKAGING SOLUTIONS INCOCOMG6331W1096,585366,871SH SOLE 366,87100
MURPHY OIL CORP COMCOM6267171022,25979,000SH SOLE 79,00000
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MVC CAP COMCOM5538291021,088121,000SH SOLE 121,00000
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MYLAN N V ORD SHARESCOMN594651095,365137,600SH SOLE 137,60000
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NATIONAL FUEL GAS CO N J COMCOM636180101199,0003,337,799SH SOLE 3,337,79900
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NORDSON CORP COMCOM6556631027376,000SH SOLE 6,00000
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UNITED STATES OIL FUND LP UNITMUTUAL FUNDS91232N1088,629811,000SH SOLE 811,00000
UNITED STS STL CORP NEW COMCOM9129091081,52145,000SH SOLE 45,00000
UNITED TECHNOLOGIES CORPCOM9130171093,25429,000SH SOLE 29,00000
UNITEDHEALTH GROUP INC COMCOM91324P10242,708260,400SH SOLE 260,40000
UNITI GROUP INC COMREAL ESTATE INVE91325V1081,37053,000SH SOLE 53,00000
UNITIL CORPCOM9132591073,24872,125SH SOLE 72,12500
UNIVERSAL AMERICAN CORPCOM91338E10510,6331,066,539SH SOLE 1,066,53900
UNIVERSAL TECHNICAL INST INCCOCOM913915104666193,000SH SOLE 193,00000
VALE S A ADRCOM91912E10914315,000SH SOLE 15,00000
VALEANT PHARMACEUTICALS INTL ICOM91911K10233130,000SH SOLE 30,00000
VALERO ENERGY CORP COMCOM91913Y1009,479143,000SH SOLE 143,00000
VALMONT INDS INCCOM9202531014,74330,500SH SOLE 30,50000
VALSPAR CORP COMCOM92035510455,168497,275SH SOLE 497,27500
VALUE LINE INCCOM92043710092653,782SH SOLE 53,78200
VALVOLINE INC COMCOM92047W1012118,600SH SOLE 8,60000
VANECK VECTORS GOLD MINERS ETFETF - EQUITY92189F1062109,200SH SOLE 9,20000
VCA ANTECH INC COMCOM91819410147,328517,251SH SOLE 517,25100
VECTREN INC.COM92240G10132,060547,000SH SOLE 547,00000
VECTRUS INC COMCOM92242T1011,58871,055SH SOLE 71,05500
VEON LTD ADRCOM91822M1068,3642,050,082SH SOLE 2,050,08200
VERIFONE HLDGS INC COMCOM92342Y10928115,000SH SOLE 15,00000
VERIZON COMMUNICATIONSCOM92343V104113,9732,337,911SH SOLE 2,337,91100
VIACOM INC NEW CL ACOM92553P10291,9241,885,621SH SOLE 1,885,62100
VIACOM INC NEW CL BCOM92553P2018,928191,500SH SOLE 191,50000
VICOR CORP COMCOM9258151022,093130,000SH SOLE 130,00000
VIDEOCON D2H LTD ADRCOM92657J10142637,000SH SOLE 37,00000
VILLAGE SUPER MKT INC CL A NEWCOM9271074091,92172,500SH SOLE 72,50000
VINA CONCHA Y TORO S A SPONSORCOM92719110674822,000SH SOLE 22,00000
VIRTU FINANCIAL INC-CLASS ACOM92825410145927,000SH SOLE 27,00000
VISA INC-CLASS A SHRSCOM92826C83921,444241,300SH SOLE 241,30000
VISTEON CORP COM NEWCOM92839U20610,686109,100SH SOLE 109,10000
VITAMIN SHOPPE INC COMCOM92849E1052,398119,000SH SOLE 119,00000
VODAFONE GROUP ADRCOM92857W30833,5681,270,072SH SOLE 1,270,07200
VSI 2 1/4 12/01/20CONVERTIBLE BOND92849EAB72,5583,000,000PRN SOLE 3,000,00000
VULCAN MATLS CO COMCOM9291601096,08450,500SH SOLE 50,50000
W D 40 COMPANYCOM9292361072,39722,000SH SOLE 22,00000
WADDELL & REED FINL INC CL ACOM93005910024,5821,446,000SH SOLE 1,446,00000
WAL MART STORES INCCOM9311421036,70393,000SH SOLE 93,00000
WALGREENS BOOTS ALLIANCE INC CCOM93142710839,964481,200SH SOLE 481,20000
WASTE CONNECTIONS INCCOM94106B10122,006249,450SH SOLE 249,45000
WASTE MGMT INC DEL COMCOM94106L10969,741956,400SH SOLE 956,40000
WATERS CORP COMCOM9418481031,5019,600SH SOLE 9,60000
WATSCO INC CL BCOM9426221011,1257,875SH SOLE 7,87500
WATTS WATER TECHNOLOGIESCOM94274910235,664572,000SH SOLE 572,00000
WEATHERFORD INTERNATIONAL PLCCOMG4883310033,8885,096,000SH SOLE 5,096,00000
WEB.COM GROUP, INC. 1.000 08/CONVERTIBLE BOND94733AAA21,9452,000,000PRN SOLE 2,000,00000
WEC ENERGY GROUPCOM92939U10650,323830,000SH SOLE 830,00000
WEIS MKTS INCCOM9488491043,93766,000SH SOLE 66,00000
WELBILT INCCOM9490901043,867197,000SH SOLE 197,00000
WELLS FARGO CV PFD L 7.500CONVERTIBLE PREF9497468043,1002,500SH SOLE 2,50000
WELLS FARGO & CO NEWCOM949746101123,8272,224,700SH SOLE 2,224,70000
WELLTOWER INC CV PFD 6.500CONVERTIBLE PREF95040Q2034,19766,500SH SOLE 66,50000
WESTAR ENERGY INCCOM95709T100146,5682,700,712SH SOLE 2,700,71200
WEYERHAEUSER COCOM96216610420,728610,000SH SOLE 610,00000
WFT 5 7/8 7/1/21CONVERTIBLE BOND947075AH02,5752,000,000PRN SOLE 2,000,00000
WGL HLDGS INC COMCOM92924F1068,554103,650SH SOLE 103,65000
WHITEWAVE FOODS CO - ACOM96624410577,1161,373,396SH SOLE 1,373,39600
WHITING PETE CORP NEW COMCOM9663871021,760186,000SH SOLE 186,00000
WHOLE FOODS MKT INC COMCOM96683710627,051910,200SH SOLE 910,20000
WILEY JOHN & SONS INC CL BCOM96822330569412,800SH SOLE 12,80000
WILLAMETTE VY VINEYARD INC COMCOM96913610016020,000SH SOLE 20,00000
WILLIAMS CLAYTON ENERGY INC COCOM9694901012,57619,500SH SOLE 19,50000
WILLIAMS COS INCCOM9694571009,697327,700SH SOLE 327,70000
WILLIS TOWERS WATSON PUB LTD SCOMG966291031,2439,500SH SOLE 9,50000
WINDSTREAM HLDGS INC COM NEWCOM97382A2009,7651,791,800SH SOLE 1,791,80000
WINNEBAGO INDS INC COMCOM9746371001,75560,000SH SOLE 60,00000
WOLVERINE WORLD WIDE INC COMCOM9780971033,371135,000SH SOLE 135,00000
WOODWARD INCCOM9807451034,61968,000SH SOLE 68,00000
WORLD WRESTLING ENTERTAINMENTCOM98156Q1083,555160,000SH SOLE 160,00000
WRIGHT MEDICAL GROUPCOMN9661711817,438560,354SH SOLE 560,35400
WYNDHAM WORLDWIDE CORP COMCOM98310W1081,68620,000SH SOLE 20,00000
WYNN RESORTS LTD COMCOM98313410711,897103,800SH SOLE 103,80000
XCEL ENERGY INC COMCOM98389B10022,403504,000SH SOLE 504,00000
XYLEM INCCOM98419M100107,5212,141,000SH SOLE 2,141,00000
YAHOO INC.COM98433210640,776878,600SH SOLE 878,60000
YAMANA GOLD INC COMCOM98462Y1004115,000SH SOLE 15,00000
YORK WTR CO COMCOM9871841085,117146,000SH SOLE 146,00000
YUME INC COMCOM98872B10410225,000SH SOLE 25,00000
ZAYO GROUP HLDGS INC COMCOM98919V1051,19836,400SH SOLE 36,40000
ZELTIQ AESTHETICS INC COMCOM98933Q10818,868339,292SH SOLE 339,29200
ZIMMER BIOMET HLDGCOM98956P10217,047139,600SH SOLE 139,60000
ZOETIS INCCOM98978V10336,348681,059SH SOLE 681,05900