The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
1 800 FLOWERS COM INC CL A | COM | 68243Q106 | 2,660 | 270,000 | SH | SOLE | 270,000 | 0 | 0 | ||
3M CO. | COM | 88579Y101 | 6,927 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
A H BELO CORP COM CL A | COM | 001282102 | 69 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
A T & T INC (NEW) | COM | 00206R102 | 23,678 | 604,500 | SH | SOLE | 604,500 | 0 | 0 | ||
AAR CORP COM | COM | 000361105 | 945 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AARON'S INC | COM | 002535300 | 16,994 | 389,500 | SH | SOLE | 389,500 | 0 | 0 | ||
ABB LTD SPONSORED ADR | COM | 000375204 | 2,302 | 93,000 | SH | SOLE | 93,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 21,952 | 411,400 | SH | SOLE | 411,400 | 0 | 0 | ||
ABBVIE INC COM | COM | 00287Y109 | 8,682 | 97,700 | SH | SOLE | 97,700 | 0 | 0 | ||
ACCO BRANDS CORP | COM | 00081T108 | 428 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
ACHAOGEN INC COM | COM | 004449104 | 986 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 11,741 | 182,000 | SH | SOLE | 182,000 | 0 | 0 | ||
ACUITY BRANDS INC (B:AYI) COM | COM | 00508Y102 | 2,860 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
ADCARE HEALTH SYSTEMS INC | COM | 00650W300 | 699 | 768,143 | SH | SOLE | 768,143 | 0 | 0 | ||
ADIENT PLC ORD SHS | COM | G0084W101 | 4,407 | 52,467 | SH | SOLE | 52,467 | 0 | 0 | ||
ADOBE SYSTEMS INC COM | COM | 00724F101 | 21,377 | 143,300 | SH | SOLE | 143,300 | 0 | 0 | ||
ADVANCE AUTO PARTS INC COM | COM | 00751Y106 | 2,559 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
ADVANSIX INC COM | COM | 00773T101 | 584 | 14,680 | SH | SOLE | 14,680 | 0 | 0 | ||
ADVISORY BRD CO COM | COM | 00762W107 | 788 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
AEGION CORP | COM | 00770F104 | 698 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HOLDINGS | COM | 007800105 | 95,533 | 2,728,731 | SH | SOLE | 2,728,731 | 0 | 0 | ||
AES CORP COM | COM | 00130H105 | 39,986 | 3,628,500 | SH | SOLE | 3,628,500 | 0 | 0 | ||
AETNA INC (B:AET) COM | COM | 00817Y108 | 6,996 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
AGCO CORP COM | COM | 001084102 | 738 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 1,489 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
AGNICO-EAGLE MINES (USD) | COM | 008474108 | 63,976 | 1,415,082 | SH | SOLE | 1,415,082 | 0 | 0 | ||
AGRIUM INC COM | COM | 008916108 | 2,348 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
AIR PRODS & CHEMS INC COM | COM | 009158106 | 5,293 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 32,940 | 992,475 | SH | SOLE | 992,475 | 0 | 0 | ||
ALAMOS GOLD INC NEW COM CL A | COM | 011532108 | 31,124 | 4,604,139 | SH | SOLE | 4,604,139 | 0 | 0 | ||
ALBANY INTL CORP-CL A | COM | 012348108 | 5,740 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ALBEMARLE CORP COM | COM | 012653101 | 14,313 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 79,786 | 1,564,733 | SH | SOLE | 1,564,733 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC CO | COM | 015351109 | 1,571 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD SPONSOR | COM | 01609W102 | 2,418 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ALIGN TECHNOLOGY INC COM | COM | 016255101 | 1,714 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
ALLEGHANY CORP DEL | COM | 017175100 | 21,191 | 38,250 | SH | SOLE | 38,250 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC COM | COM | 01741R102 | 7,122 | 298,000 | SH | SOLE | 298,000 | 0 | 0 | ||
ALLEGION PUB LTD CO ORD S | COM | G0176J109 | 2,234 | 25,834 | SH | SOLE | 25,834 | 0 | 0 | ||
ALLERGAN PLC SHS | COM | G0177J108 | 52,426 | 255,800 | SH | SOLE | 255,800 | 0 | 0 | ||
ALLETE INC COM NEW | COM | 018522300 | 26,279 | 340,000 | SH | SOLE | 340,000 | 0 | 0 | ||
ALLIANCE BERNSTEIN HLDGS LP UN | COM | 01881G106 | 7,460 | 307,000 | SH | SOLE | 307,000 | 0 | 0 | ||
ALLIANCE DATA SYS CORP COM | COM | 018581108 | 1,108 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ALLIANCE HOLDINGS GP LP COM UN | COM | 01861G100 | 946 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
ALLIANT ENERGY CORP COM | COM | 018802108 | 12,804 | 308,000 | SH | SOLE | 308,000 | 0 | 0 | ||
ALPHABET CLASS A | COM | 02079K305 | 34,674 | 35,610 | SH | SOLE | 35,610 | 0 | 0 | ||
ALPHABET CLASS C | COM | 02079K107 | 41,475 | 43,243 | SH | SOLE | 43,243 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 63,528 | 959,056 | SH | SOLE | 959,056 | 0 | 0 | ||
ALTICE USA INC A | COM | 02156K103 | 2,758 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
ALTRIA GROUP INC COM | COM | 02209S103 | 2,981 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
AMAZON.COM INC | COM | 023135106 | 20,140 | 20,950 | SH | SOLE | 20,950 | 0 | 0 | ||
AMC ENTERTAINMENT HLDS-CL A | COM | 00165C104 | 323 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
AMC NETWORKS INC CL A | COM | 00164V103 | 44,297 | 757,600 | SH | SOLE | 757,600 | 0 | 0 | ||
AMD 2 1/8 9/1/26 | CONVERTIBLE BOND | 007903BD8 | 3,121 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
AMEC PLC SPONSORED ADR | COM | 00167X205 | 81 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
AMERCIAN TOWER CORP 5.500 2/1 | CONVERTIBLE PREF | 03027X407 | 4,273 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
AMERCO COM | COM | 023586100 | 525 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
AMEREN CORP COM | COM | 023608102 | 34,010 | 588,000 | SH | SOLE | 588,000 | 0 | 0 | ||
AMERICA MOVIL S A DE C V SPONS | COM | 02364W105 | 8,387 | 472,500 | SH | SOLE | 472,500 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COM | 025537101 | 57,421 | 817,500 | SH | SOLE | 817,500 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 161,770 | 1,788,300 | SH | SOLE | 1,788,300 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP I | COM | 026874784 | 53,643 | 873,800 | SH | SOLE | 873,800 | 0 | 0 | ||
AMERICAN STS WTR CO COM | COM | 029899101 | 2,315 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
AMERICAN TOWER CORP-CL A | COM | 03027X100 | 19,942 | 145,900 | SH | SOLE | 145,900 | 0 | 0 | ||
AMERICAN WATER WORKS CO INC | COM | 030420103 | 14,159 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
AMERIPRISE FINL INC COM | COM | 03076C106 | 505 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
AMERISOURCEBERGEN CORP COM | COM | 03073E105 | 13,778 | 166,500 | SH | SOLE | 166,500 | 0 | 0 | ||
AMETEK INC NEW COM | COM | 031100100 | 112,367 | 1,701,500 | SH | SOLE | 1,701,500 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 12,026 | 64,500 | SH | SOLE | 64,500 | 0 | 0 | ||
AMPCO PITTSBURGH CORP | COM | 032037103 | 9,240 | 531,008 | SH | SOLE | 531,008 | 0 | 0 | ||
AMPHENOL CORP NEW CL A | COM | 032095101 | 1,913 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
ANADARKO PETE CORP COM | COM | 032511107 | 33,037 | 676,300 | SH | SOLE | 676,300 | 0 | 0 | ||
ANADARKO PETROLEUM CV PFD 7.50 | CONVERTIBLE PREF | 032511404 | 1,391 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ANDEAVOR | COM | 03349M105 | 7,025 | 68,100 | SH | SOLE | 68,100 | 0 | 0 | ||
ANGIODYNAMICS INC COM | COM | 03475V101 | 1,436 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
ANGLOGOLD LTD SPONSORED ADR | COM | 035128206 | 11,141 | 1,199,200 | SH | SOLE | 1,199,200 | 0 | 0 | ||
ANI PHARM 3.000 12/01/19 | CONVERTIBLE BOND | 00182CAA1 | 2,167 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC COM | COM | 035255108 | 406 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
ANIXTER INTL INC COM | COM | 035290105 | 935 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ANTHEM INC COM | COM | 036752103 | 3,798 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 11,954 | 261,000 | SH | SOLE | 261,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 74,426 | 482,910 | SH | SOLE | 482,910 | 0 | 0 | ||
APPLIED MATLS INC COM | COM | 038222105 | 4,480 | 86,000 | SH | SOLE | 86,000 | 0 | 0 | ||
AQUA AMERICA INC | COM | 03836W103 | 21,915 | 660,291 | SH | SOLE | 660,291 | 0 | 0 | ||
ARAMARK HOLDINGS CORP | COM | 03852U106 | 1,442 | 35,500 | SH | SOLE | 35,500 | 0 | 0 | ||
ARCHER DANIELS MIDLAND | COM | 039483102 | 25,072 | 589,800 | SH | SOLE | 589,800 | 0 | 0 | ||
ARCONIC INC COM | COM | 03965L100 | 6,684 | 268,666 | SH | SOLE | 268,666 | 0 | 0 | ||
ARGO GROUP INTL HLDGS LTD COM | COM | G0464B107 | 6,470 | 105,202 | SH | SOLE | 105,202 | 0 | 0 | ||
ARMSTRONG FLOORING INC COM | COM | 04238R106 | 12,142 | 770,889 | SH | SOLE | 770,889 | 0 | 0 | ||
ARTESIAN RES CORP COM CL A | COM | 043113208 | 907 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
ASCENT CAPITAL GROUP INC | COM | 043632108 | 1,637 | 125,509 | SH | SOLE | 125,509 | 0 | 0 | ||
ASCMA 4 07/15/20 CV | CONVERTIBLE BOND | 043632AA6 | 242 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
ASHLAND GLOBAL HLDGS INC COM | COM | 044186104 | 13,248 | 202,600 | SH | SOLE | 202,600 | 0 | 0 | ||
ASTEC INDS INC COM | COM | 046224101 | 33,091 | 590,800 | SH | SOLE | 590,800 | 0 | 0 | ||
ASTORIA FINL CORP COM | COM | 046265104 | 7,848 | 365,000 | SH | SOLE | 365,000 | 0 | 0 | ||
ASTRAZENECA PLC ADR SPONSORED | COM | 046353108 | 6,640 | 196,000 | SH | SOLE | 196,000 | 0 | 0 | ||
ASTRONICS CORP COM | COM | 046433108 | 283 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS 2.25 | CONVERTIBLE BOND | 049164BH8 | 6,273 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
ATMOS ENERGY CORP COM | COM | 049560105 | 10,061 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
ATN INTERNATIONAL INC | COM | 00215F107 | 5,966 | 113,200 | SH | SOLE | 113,200 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING | COM | 053015103 | 4,045 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 26,521 | 558,800 | SH | SOLE | 558,800 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 22,431 | 473,025 | SH | SOLE | 473,025 | 0 | 0 | ||
AVID TECHNOLOGY INC | COM | 05367P100 | 204 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
AVIRAGEN THERAPEUTICS INC | COM | 053761102 | 43 | 63,075 | SH | SOLE | 63,075 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COM | 053774105 | 400 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
AVISTA CORP COM | COM | 05379B107 | 23,473 | 453,400 | SH | SOLE | 453,400 | 0 | 0 | ||
AVON PRODUCTS INC | COM | 054303102 | 1,165 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
AXALTA COATING SYS LTD COM | COM | G0750C108 | 318 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
AZZ INC COM | COM | 002474104 | 4,529 | 93,000 | SH | SOLE | 93,000 | 0 | 0 | ||
B & G FOODS INC NEW COM | COM | 05508R106 | 1,293 | 40,600 | SH | SOLE | 40,600 | 0 | 0 | ||
B2GOLD CORP COM | COM | 11777Q209 | 12,782 | 4,565,000 | SH | SOLE | 4,565,000 | 0 | 0 | ||
BADGER METER INC COM | COM | 056525108 | 9,555 | 195,000 | SH | SOLE | 195,000 | 0 | 0 | ||
BAKERS HUGHES A GE CO LLC | COM | 05722G100 | 16,610 | 453,575 | SH | SOLE | 453,575 | 0 | 0 | ||
BANCO SANTANDER CENT HISP ADR( | COM | 05964H105 | 1,145 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
BANK OF AMERICA | COM | 060505104 | 18,245 | 720,000 | SH | SOLE | 720,000 | 0 | 0 | ||
BANK OF AMERICA CV PFD L 7.250 | CONVERTIBLE PREF | 060505682 | 3,904 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COM | 064058100 | 170,958 | 3,224,400 | SH | SOLE | 3,224,400 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058900 | 6,875 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
BANKRATE INC DEL COM | COM | 06647F102 | 7,492 | 537,036 | SH | SOLE | 537,036 | 0 | 0 | ||
BARD C R INC COM | COM | 067383109 | 44,409 | 138,561 | SH | SOLE | 138,561 | 0 | 0 | ||
BARNES & NOBLE ED INC COM | COM | 06777U101 | 132 | 20,224 | SH | SOLE | 20,224 | 0 | 0 | ||
BARNES & NOBLES | COM | 067774109 | 243 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
BARRICK GOLD(R:ABX.N B:ABX US) | COM | 067901108 | 32,257 | 2,004,803 | SH | SOLE | 2,004,803 | 0 | 0 | ||
BASSETT FURNITURE INDS | COM | 070203104 | 7,966 | 211,300 | SH | SOLE | 211,300 | 0 | 0 | ||
BAXTER INTL INC COM | COM | 071813109 | 16,381 | 261,050 | SH | SOLE | 261,050 | 0 | 0 | ||
BB&T CORP COM | COM | 054937107 | 376 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
BCE INC | COM | 05534B760 | 55,706 | 1,189,541 | SH | SOLE | 1,189,541 | 0 | 0 | ||
BDX 6 1/8 5/1/20 | CONVERTIBLE PREF | 075887208 | 3,977 | 71,966 | SH | SOLE | 71,966 | 0 | 0 | ||
BEAR ST FINL INC COM | COM | 073844102 | 267 | 25,978 | SH | SOLE | 25,978 | 0 | 0 | ||
BEASLEY BROADCAST GRP INC. | COM | 074014101 | 2,984 | 255,034 | SH | SOLE | 255,034 | 0 | 0 | ||
BEAZER HOMES USA INC | COM | 07556Q881 | 1,031 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
BECTON DICKINSON & CO COM | COM | 075887109 | 19,066 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 821 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
BEL FUSE INC CL A | COM | 077347201 | 7,682 | 282,500 | SH | SOLE | 282,500 | 0 | 0 | ||
BELDEN CDT INC | COM | 077454106 | 805 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BELMOND LTD CL A | COM | G1154H107 | 4,586 | 336,000 | SH | SOLE | 336,000 | 0 | 0 | ||
BERKLEY W R CORP COM | COM | 084423102 | 8,142 | 122,000 | SH | SOLE | 122,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL CL | COM | 084670702 | 2,383 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC-CL A | COM | 084670108 | 74,455 | 271 | SH | SOLE | 271 | 0 | 0 | ||
BEST BUY INC COM | COM | 086516101 | 627 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
BHP BILLITON LTD SPONSORED ADR | COM | 088606108 | 324 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
BIG 5 SPORTING GOODS CORP COM | COM | 08915P101 | 1,071 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
BIGLARI HOLDINGS INC | COM | 08986R101 | 7,745 | 23,239 | SH | SOLE | 23,239 | 0 | 0 | ||
BIO RAD LABS INC CL A | COM | 090572207 | 8,667 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
BIOGEN IDEC INC | COM | 09062X103 | 10,333 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
BIOLASE TECHNOLOGY INC COM | COM | 090911108 | 42 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
BIOSCRIP INC | COM | 09069N108 | 27,919 | 10,152,453 | SH | SOLE | 10,152,453 | 0 | 0 | ||
BIOVERATIV INC COM | COM | 09075E100 | 485 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
BLACK HILLS CORP COM | COM | 092113109 | 54,972 | 798,200 | SH | SOLE | 798,200 | 0 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 112 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BLACKHAWK NETWORK HOLDINGS I | COM | 09238E104 | 14,139 | 322,800 | SH | SOLE | 322,800 | 0 | 0 | ||
BLACKROCK INC CL A | COM | 09247X101 | 8,942 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
BLACKROCK KELSO CAPITAL CORPCO | COM | 092533108 | 991 | 132,068 | SH | SOLE | 132,068 | 0 | 0 | ||
BLACKSTONE GROUP L P COM UNIT | COM | 09253U108 | 1,835 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
BLUCORA INC | COM | 095229100 | 2,732 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
BLUE BUFFALO PET PRODUCTS IN | COM | 09531U102 | 2,994 | 105,600 | SH | SOLE | 105,600 | 0 | 0 | ||
BMRN 0.599 08/01/24 | CONVERTIBLE BOND | 09061GAH4 | 2,887 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
BOB EVANS FARMS INC COM | COM | 096761101 | 16,124 | 208,025 | SH | SOLE | 208,025 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 37,674 | 148,200 | SH | SOLE | 148,200 | 0 | 0 | ||
BORG WARNER INC | COM | 099724106 | 25,169 | 491,300 | SH | SOLE | 491,300 | 0 | 0 | ||
BOSTON BEER INC CL A | COM | 100557107 | 3,905 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP COM | COM | 101137107 | 12,922 | 443,000 | SH | SOLE | 443,000 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 19,277 | 740,000 | SH | SOLE | 740,000 | 0 | 0 | ||
BP PLC SPONS ADR | COM | 055622104 | 35,060 | 912,300 | SH | SOLE | 912,300 | 0 | 0 | ||
BRINKS CO COM | COM | 109696104 | 11,121 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 52,738 | 827,387 | SH | SOLE | 827,387 | 0 | 0 | ||
BROADCOM LTD | COM | Y09827109 | 6,452 | 26,600 | SH | SOLE | 26,600 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS ICO | COM | 111621306 | 24,218 | 2,026,627 | SH | SOLE | 2,026,627 | 0 | 0 | ||
BROOKFIELD ASSET MGMT INC CL A | COM | 112585104 | 1,859 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
BROWN FORMAN CORP CL B | COM | 115637209 | 9,679 | 178,250 | SH | SOLE | 178,250 | 0 | 0 | ||
BROWN-FORMAN CORP CLASS A | COM | 115637100 | 86,910 | 1,560,600 | SH | SOLE | 1,560,600 | 0 | 0 | ||
BRUKER BIOSCIENCES CORP | COM | 116794108 | 536 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 5,821 | 104,000 | SH | SOLE | 104,000 | 0 | 0 | ||
BT GROUP PLC SPON ADR | COM | 05577E101 | 1,924 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BTO CN 3 1/4 10/1/18 | CONVERTIBLE BOND | 11777QAB6 | 1,659 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
BUNGE LIMITED COM | COM | G16962105 | 1,771 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
CABLE ONE INC | COM | 12685J105 | 4,224 | 5,850 | SH | SOLE | 5,850 | 0 | 0 | ||
CABOT OIL & GAS CORP COMMON ST | COM | 127097103 | 4,293 | 160,500 | SH | SOLE | 160,500 | 0 | 0 | ||
CADIZ INC | COM | 127537207 | 191 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CALATLANTIC GROUP INC | COM | 128195104 | 9,158 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
CALAVO GROWERS INC COM | COM | 128246105 | 1,098 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CALGON CARBON CORP COM | COM | 129603106 | 25,601 | 1,196,291 | SH | SOLE | 1,196,291 | 0 | 0 | ||
CALIFORNIA RES CORP COM NEW | COM | 13057Q206 | 828 | 79,179 | SH | SOLE | 79,179 | 0 | 0 | ||
CALIFORNIA WTR SVC GROUP COM | COM | 130788102 | 1,923 | 50,400 | SH | SOLE | 50,400 | 0 | 0 | ||
CALLON PETE CO DEL COM | COM | 13123X102 | 3,192 | 284,000 | SH | SOLE | 284,000 | 0 | 0 | ||
CALPINE CORP COM NEW | COM | 131347304 | 11,332 | 768,302 | SH | SOLE | 768,302 | 0 | 0 | ||
CAMBIUM LEARNING GRP INC COM | COM | 13201A107 | 530 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
CAMECO CORP COM | COM | 13321L108 | 6,373 | 659,000 | SH | SOLE | 659,000 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 20,264 | 432,800 | SH | SOLE | 432,800 | 0 | 0 | ||
CANTEL MEDICAL CORP COM | COM | 138098108 | 12,430 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
CANTERBURY PK HLDG CORP | COM | 13811E101 | 2,495 | 202,000 | SH | SOLE | 0 | 0 | 202,000 | ||
CAPITAL BK FINL CORP CL A COM | COM | 139794101 | 11,395 | 277,600 | SH | SOLE | 277,600 | 0 | 0 | ||
CAPITOL FEDERAL FINANCIAL INC | COM | 14057J101 | 184 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
CARBONITE INC | COM | 141337105 | 308 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
CARDIOVASCULAR SYS INC DEL COM | COM | 141619106 | 6,151 | 218,500 | SH | SOLE | 218,500 | 0 | 0 | ||
CAREER EDUCATION CORP | COM | 141665109 | 613 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
CARRIAGE SERVICES INC. 2.750 | CONVERTIBLE BOND | 143905AM9 | 4,060 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
CASEYS GEN STORES INC COM | COM | 147528103 | 16,418 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CATERPILLAR INC | COM | 149123101 | 17,434 | 139,800 | SH | SOLE | 139,800 | 0 | 0 | ||
CAVCO INDUSTRIES | COM | 149568107 | 18,960 | 128,500 | SH | SOLE | 128,500 | 0 | 0 | ||
CBS CORP CLASS A | COM | 124857103 | 89,186 | 1,526,300 | SH | SOLE | 1,526,300 | 0 | 0 | ||
CBS CORP NEW CL B | COM | 124857202 | 464 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CCI 6 7/8 8/1/20 | CONVERTIBLE PREF | 22822V309 | 1,481 | 1,387 | SH | SOLE | 1,387 | 0 | 0 | ||
CDK GLOBAL INC COM | COM | 12508E101 | 631 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CDN IMPERIAL BK OF COMMERCE CO | COM | 136069101 | 950 | 10,857 | SH | SOLE | 10,857 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 6,547 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
CEMPRA INC COM | COM | 15130J109 | 592 | 182,000 | SH | SOLE | 182,000 | 0 | 0 | ||
CENTERPOINT ENERGY INC COM | COM | 15189T107 | 2,746 | 94,000 | SH | SOLE | 94,000 | 0 | 0 | ||
CENTRAL AND EASTERN EUROPE FUN | MUTUAL FUNDS | 153436100 | 4,291 | 173,598 | SH | SOLE | 173,598 | 0 | 0 | ||
CENTURY ALUM CO COM | COM | 156431108 | 2,785 | 168,000 | SH | SOLE | 168,000 | 0 | 0 | ||
CENTURYLINK INC. | COM | 156700106 | 7,097 | 375,500 | SH | SOLE | 375,500 | 0 | 0 | ||
CF INDS HLDGS INC COM | COM | 125269100 | 1,055 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CHARLES RIV LABORATORIES INTCO | COM | 159864107 | 1,458 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
CHART INDS INC | COM | 16115Q308 | 2,385 | 60,800 | SH | SOLE | 60,800 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC | COM | 16119P108 | 47,085 | 129,560 | SH | SOLE | 129,560 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH | COM | M22465104 | 684 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 19,586 | 465,000 | SH | SOLE | 465,000 | 0 | 0 | ||
CHEMED CORPORATION | COM | 16359R103 | 47,664 | 235,900 | SH | SOLE | 235,900 | 0 | 0 | ||
CHEMOURS CO COM | COM | 163851108 | 1,579 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
CHENIERE ENERGY INC COM NEW | COM | 16411R208 | 2,072 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
CHENIERE ENERGY INC. 4.250 0 | CONVERTIBLE BOND | 16411RAG4 | 2,437 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP COM | COM | 165167107 | 151 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
CHESAPEAKE UTILS CORP COM | COM | 165303108 | 9,147 | 116,900 | SH | SOLE | 116,900 | 0 | 0 | ||
CHEVRON CORP | COM | 166764100 | 74,260 | 632,000 | SH | SOLE | 632,000 | 0 | 0 | ||
CHINA AUTOMOTIVE SYS INC COM | COM | 16936R105 | 468 | 90,022 | SH | SOLE | 90,022 | 0 | 0 | ||
CHINA MOBILE LTD | COM | 16941M109 | 5,133 | 101,500 | SH | SOLE | 101,500 | 0 | 0 | ||
CHINA TELECOM CORP LTD SPONS A | COM | 169426103 | 256 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
CHINA UNICOM ADR | COM | 16945R104 | 1,319 | 94,000 | SH | SOLE | 94,000 | 0 | 0 | ||
CHURCH & DWIGHT CO | COM | 171340102 | 13,091 | 270,200 | SH | SOLE | 270,200 | 0 | 0 | ||
CHURCHILL DOWNS INC COM | COM | 171484108 | 29,491 | 143,021 | SH | SOLE | 143,021 | 0 | 0 | ||
CIGNA CORP | COM | 125509109 | 10,992 | 58,800 | SH | SOLE | 58,800 | 0 | 0 | ||
CIMAREX ENERGY CO COM | COM | 171798101 | 3,592 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
CINCINNATI BELL INC NEW COM NE | COM | 171871502 | 38,727 | 1,951,000 | SH | SOLE | 1,951,000 | 0 | 0 | ||
CINCINNATI BELL PFD CVT 6.75 | CONVERTIBLE PREF | 171871403 | 7,095 | 140,800 | SH | SOLE | 140,800 | 0 | 0 | ||
CIRCOR INTL INC COM | COM | 17273K109 | 51,736 | 950,500 | SH | SOLE | 950,500 | 0 | 0 | ||
CIT GROUP INC COM NEW | COM | 125581801 | 628 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
CITIGROUP INC | COM | 172967424 | 58,559 | 805,046 | SH | SOLE | 805,046 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS CL | COM | 18451C109 | 13,028 | 2,801,644 | SH | SOLE | 2,801,644 | 0 | 0 | ||
CLEVELAND-CLIFFS INC | COM | 185899101 | 429 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC COM | COM | 189464100 | 1,269 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
CMS ENERGY CORP COM | COM | 125896100 | 9,542 | 206,000 | SH | SOLE | 206,000 | 0 | 0 | ||
CNH INDUSTRIAL NV | COM | N20944109 | 62,516 | 5,205,336 | SH | SOLE | 5,205,336 | 0 | 0 | ||
COBIZ FINANCIAL INC COM | COM | 190897108 | 794 | 40,422 | SH | SOLE | 40,422 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 38,150 | 847,600 | SH | SOLE | 847,600 | 0 | 0 | ||
COCA COLA EUROPEAN PARTNERS | COM | G25839104 | 2,497 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
COCA-COLA FEMSA S A DE C V ADR | COM | 191241108 | 1,118 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
COHEN & STEERS INC COM | COM | 19247A100 | 8,119 | 205,600 | SH | SOLE | 205,600 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 2,186 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
COLONY CAPITAL INC. 5.000 04 | CONVERTIBLE BOND | 19624RAA4 | 2,048 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
COMCAST CORP NEW COM CL A | COM | 20030N101 | 65,789 | 1,709,700 | SH | SOLE | 1,709,700 | 0 | 0 | ||
COMERICA INC COM | COM | 200340107 | 1,144 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
COMMERCEHUB INC SER C | COM | 20084V306 | 1,420 | 66,496 | SH | SOLE | 66,496 | 0 | 0 | ||
COMMERCEHUB INC SERIES A | COM | 20084V108 | 682 | 30,198 | SH | SOLE | 30,198 | 0 | 0 | ||
COMMUNICATIONS SYS | COM | 203900105 | 1,664 | 391,000 | SH | SOLE | 391,000 | 0 | 0 | ||
COMMUNITY HEALTH SYSTEMS-CVR | WARRANT AND RIGH | 203668116 | 0 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTURA | FOREIGN COMMON S | 204448104 | 512 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 39,189 | 1,161,500 | SH | SOLE | 1,161,500 | 0 | 0 | ||
CONCHO RES INC COM | COM | 20605P101 | 5,084 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
CONMED CORP COM | COM | 207410101 | 4,355 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
CONNECTICUT WTR SVC INC COM | COM | 207797101 | 2,313 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
CONOCOPHILLIPS COM | COM | 20825C104 | 41,832 | 835,800 | SH | SOLE | 835,800 | 0 | 0 | ||
CONSOL ENERGY INC COM | COM | 20854P109 | 2,795 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC CO | COM | 209034107 | 1,164 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
CONSOLIDATED EDISON INC COM | COM | 209115104 | 8,713 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
CONSOLIDATED WATER CO LTD ORD | COM | G23773107 | 428 | 33,400 | SH | SOLE | 33,400 | 0 | 0 | ||
CONSTELLATION BRANDS COM | COM | 21036P108 | 19,546 | 98,000 | SH | SOLE | 98,000 | 0 | 0 | ||
CONSTELLIUM NV CL A | COM | N22035104 | 261 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
COOPER COS INC COM NEW | COM | 216648402 | 14,345 | 60,500 | SH | SOLE | 60,500 | 0 | 0 | ||
COOPER TIRE & RUBBER CO | COM | 216831107 | 9,350 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
COPART INC COM | COM | 217204106 | 7,325 | 213,124 | SH | SOLE | 213,124 | 0 | 0 | ||
CORE MARK HOLDING CO INC COM | COM | 218681104 | 804 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CORE MOLDING TECH COM | COM | 218683100 | 6,821 | 310,900 | SH | SOLE | 310,900 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 37,699 | 1,260,000 | SH | SOLE | 1,260,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW COM | COM | 22160K105 | 33,942 | 206,600 | SH | SOLE | 206,600 | 0 | 0 | ||
COTT CORP COM | COM | 22163N106 | 12,759 | 850,000 | SH | SOLE | 850,000 | 0 | 0 | ||
COTY INC-CL A | COM | 222070203 | 3,250 | 196,600 | SH | SOLE | 196,600 | 0 | 0 | ||
COVANTA HOLDING CORP | COM | 22282E102 | 2,628 | 177,000 | SH | SOLE | 177,000 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 90,797 | 1,135,100 | SH | SOLE | 1,135,100 | 0 | 0 | ||
CREDIT ACCEP CORP MICH COM | COM | 225310101 | 350 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 22822V101 | 21,506 | 215,100 | SH | SOLE | 215,100 | 0 | 0 | ||
CROWN HOLDINGS INC COM | COM | 228368106 | 16,423 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
CSGS 4 1/4 3/15/36 | CONVERTIBLE BOND | 126349AF6 | 7,000 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
CTS CORP | COM | 126501105 | 18,653 | 774,000 | SH | SOLE | 774,000 | 0 | 0 | ||
CU BANCORP CALIF COM | COM | 126534106 | 9,159 | 236,205 | SH | SOLE | 236,205 | 0 | 0 | ||
CULLEN FROST BANKERS INC COM | COM | 229899109 | 3,417 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
CURTISS WRIGHT CORP | COM | 231561101 | 79,407 | 759,587 | SH | SOLE | 759,587 | 0 | 0 | ||
CUTERA INC COM | COM | 232109108 | 15,878 | 384,000 | SH | SOLE | 384,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 94,486 | 1,161,900 | SH | SOLE | 1,161,900 | 0 | 0 | ||
CY 4 1/2 1/15/22 | CONVERTIBLE BOND | 232806AM1 | 6,520 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP COM | COM | 232806109 | 9,718 | 647,000 | SH | SOLE | 647,000 | 0 | 0 | ||
CYRUSONE INC | COM | 23283R100 | 1,650 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
D 6 3/4 8/15/19 | CONVERTIBLE PREF | 25746U836 | 3,553 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
D R HORTON INC COM | COM | 23331A109 | 11,779 | 295,000 | SH | SOLE | 295,000 | 0 | 0 | ||
DAKTRONICS INC COM | COM | 234264109 | 423 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
DANA HOLDING CORP COM | COM | 235825205 | 66,011 | 2,360,900 | SH | SOLE | 2,360,900 | 0 | 0 | ||
DANAHER CORP SHS BEN INT | COM | 235851102 | 6,541 | 76,251 | SH | SOLE | 76,251 | 0 | 0 | ||
DASEKE INC COM | COM | 23753F107 | 587 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 9,205 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
DEAN FOODS CO NEW COM NEW | COM | 242370203 | 849 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
DEERE & CO. | COM | 244199105 | 84,836 | 675,500 | SH | SOLE | 675,500 | 0 | 0 | ||
DELL TECHNOLOGIES INC COM CL V | COM | 24703L103 | 245 | 3,171 | SH | SOLE | 3,171 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 19,040 | 193,500 | SH | SOLE | 193,500 | 0 | 0 | ||
DENNYS CORP COM | COM | 24869P104 | 3,287 | 264,000 | SH | SOLE | 264,000 | 0 | 0 | ||
DEPOMED INC COM | COM | 249908104 | 223 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
DESTINATION MATERNITY CORP COM | COM | 25065D100 | 55 | 32,740 | SH | SOLE | 32,740 | 0 | 0 | ||
DEUTSCHE BANK AG-REG (B:DB) | COM | D18190898 | 916 | 53,000 | SH | SOLE | 53,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 17,749 | 483,500 | SH | SOLE | 483,500 | 0 | 0 | ||
DEXCOM INC COM | COM | 252131107 | 3,131 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
DIAGEO PLC SPONSORED ADR (B:DE | COM | 25243Q205 | 104,713 | 792,500 | SH | SOLE | 792,500 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLNG INCCO | COM | 25271C102 | 653 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
DIAMONDBACK ENERGY INC COM | COM | 25278X109 | 18,289 | 186,700 | SH | SOLE | 186,700 | 0 | 0 | ||
DIEBOLD NIXDORF | COM | 253651103 | 37,257 | 1,630,500 | SH | SOLE | 1,630,500 | 0 | 0 | ||
DIGI INTL INC COM | COM | 253798102 | 2,396 | 226,000 | SH | SOLE | 226,000 | 0 | 0 | ||
DIGITALGLOBE INC COM NEW | COM | 25389M877 | 1,540 | 43,674 | SH | SOLE | 43,674 | 0 | 0 | ||
DISCOVERY COMMS NEW SER A | COM | 25470F104 | 11,235 | 527,700 | SH | SOLE | 527,700 | 0 | 0 | ||
DISCOVERY COMMS NEW SER C | COM | 25470F302 | 23,346 | 1,152,300 | SH | SOLE | 1,152,300 | 0 | 0 | ||
DISH 3.375 08/15/26 | CONVERTIBLE BOND | 25470MAB5 | 9,840 | 8,800,000 | PRN | SOLE | 8,800,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | COM | 25470M109 | 98,227 | 1,811,300 | SH | SOLE | 1,811,300 | 0 | 0 | ||
DISNEY WALT PRODTNS | COM | 254687106 | 7,018 | 71,200 | SH | SOLE | 71,200 | 0 | 0 | ||
DOLBY LABORATORIES INC COM | COM | 25659T107 | 4,544 | 79,000 | SH | SOLE | 79,000 | 0 | 0 | ||
DOMINION DIAMOND CORP COM | COM | 257287102 | 12,823 | 904,295 | SH | SOLE | 904,295 | 0 | 0 | ||
DOMINION RES INC VA NEW COM | COM | 25746U109 | 15,386 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
DONALDSON INC | COM | 257651109 | 48,315 | 1,051,700 | SH | SOLE | 1,051,700 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INCCO | COM | 25787G100 | 3,622 | 168,000 | SH | SOLE | 168,000 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 433 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
DOVER DOWNS GAMING & ENTMT INC | COM | 260095104 | 175 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
DOVER MOTORSPORTS INC.(B:DVD) | COM | 260174107 | 486 | 237,000 | SH | SOLE | 237,000 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 39,945 | 576,990 | SH | SOLE | 576,990 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC CO | COM | 26138E109 | 62,166 | 702,680 | SH | SOLE | 702,680 | 0 | 0 | ||
DRIL QUIP INC. | COM | 262037104 | 2,163 | 49,000 | SH | SOLE | 49,000 | 0 | 0 | ||
DST SYS INC DEL COM | COM | 233326107 | 1,866 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
DTE 6 1/2 10/1/19 | CONVERTIBLE PREF | 233331883 | 1,481 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
DTE ENERGY CO COM | COM | 233331107 | 2,255 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
DUCOMMUN INC DEL COM | COM | 264147109 | 1,410 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
DUKE ENERGY CORPORATION COM NE | COM | 26441C204 | 32,141 | 383,000 | SH | SOLE | 383,000 | 0 | 0 | ||
DUN & BRADSTREET CORP | COM | 26483E100 | 1,781 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
DXC TECHNOLOGY CO COM | COM | 23355L106 | 295 | 3,437 | SH | SOLE | 3,437 | 0 | 0 | ||
DYCOM INDS INC COM | COM | 267475101 | 859 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DYCOM INDUSTRIES INC. 0.750 | CONVERTIBLE BOND | 267475AB7 | 1,142 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
EASTERN CO COM | COM | 276317104 | 7,034 | 245,100 | SH | SOLE | 245,100 | 0 | 0 | ||
EATON CORP PLC SHS | COM | G29183103 | 18,046 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
EATON VANCE CORP COM | COM | 278265103 | 1,925 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 15,076 | 392,000 | SH | SOLE | 392,000 | 0 | 0 | ||
ECHOSTAR CORP-A | COM | 278768106 | 45,189 | 789,601 | SH | SOLE | 789,601 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 8,411 | 65,400 | SH | SOLE | 65,400 | 0 | 0 | ||
EDGEWATER TECHNOLOGY INC COM | COM | 280358102 | 3,645 | 559,000 | SH | SOLE | 559,000 | 0 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 103,624 | 1,424,000 | SH | SOLE | 1,424,000 | 0 | 0 | ||
EDISON INTL COM | COM | 281020107 | 55,562 | 720,000 | SH | SOLE | 720,000 | 0 | 0 | ||
EL PASO ELEC CO COM NEW | COM | 283677854 | 103,815 | 1,879,000 | SH | SOLE | 1,879,000 | 0 | 0 | ||
EL PASO ENERGY CAP TR I PFD CO | CONVERTIBLE PREF | 283678209 | 6,287 | 128,300 | SH | SOLE | 128,300 | 0 | 0 | ||
ELDORADO GOLD CORP NEW COM | COM | 284902103 | 6,931 | 3,150,521 | SH | SOLE | 3,150,521 | 0 | 0 | ||
ELDORADO RESORTS INC COM | COM | 28470R102 | 346 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
EMBRAER SA SP ADR | COM | 29082A107 | 452 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
EMERALD EXPOSITIONS EVENTS | COM | 29103B100 | 1,162 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 1,068 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ENBRIDGE INC COM | COM | 29250N105 | 40,563 | 969,472 | SH | SOLE | 969,472 | 0 | 0 | ||
ENCORE CAPITAL GROUP INC. 3.0 | CONVERTIBLE BOND | 292554AF9 | 2,573 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
ENDO INTERNATIONAL PLC | COM | G30401106 | 2,193 | 256,000 | SH | SOLE | 256,000 | 0 | 0 | ||
ENERGEN CORP COM | COM | 29265N108 | 1,148 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 31,268 | 679,000 | SH | SOLE | 679,000 | 0 | 0 | ||
ENERGY RECOVERY INC | COM | 29270J100 | 632 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ENERGY TRANSFER EQUITY L P COM | COM | 29273V100 | 24,784 | 1,426,000 | SH | SOLE | 1,426,000 | 0 | 0 | ||
ENERSIS CHILE SA SPON ADR | COM | 29278D105 | 168 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
ENI S P A ADR SPONSORED | COM | 26874R108 | 4,299 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
ENPRO INDS INC COM | COM | 29355X107 | 11,846 | 147,100 | SH | SOLE | 147,100 | 0 | 0 | ||
ENT 2 3/4 2/15/35 | CONVERTIBLE BOND | 37951DAB8 | 2,082 | 3,150,000 | PRN | SOLE | 3,150,000 | 0 | 0 | ||
ENTEGRIS INC COM | COM | 29362U104 | 6,203 | 215,000 | SH | SOLE | 215,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORPCL | COM | 293639100 | 1,639 | 143,172 | SH | SOLE | 143,172 | 0 | 0 | ||
ENTERGY CORP NEW COM | COM | 29364G103 | 336 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
ENTRAVISION COMM CORP CL A | COM | 29382R107 | 319 | 56,000 | SH | SOLE | 56,000 | 0 | 0 | ||
ENVISION HEALTHCARE CORP | COM | 29414D100 | 14,968 | 333,000 | SH | SOLE | 333,000 | 0 | 0 | ||
EOG RESOURCES INC | COM | 26875P101 | 24,940 | 257,800 | SH | SOLE | 257,800 | 0 | 0 | ||
EQT CORP COM | COM | 26884L109 | 3,327 | 51,000 | SH | SOLE | 51,000 | 0 | 0 | ||
EQUINIX INC COM | COM | 29444U700 | 4,463 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
EROS INTL PLC SHS NEW | COM | G3788M114 | 358 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ESTEE LAUDER CO. INC. | COM | 518439104 | 1,725 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC COM | COM | 297602104 | 551 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
EUROPEAN EQUITY FUND COM | MUTUAL FUNDS | 298768102 | 310 | 31,977 | SH | SOLE | 31,977 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 68,431 | 1,132,208 | SH | SOLE | 1,132,208 | 0 | 0 | ||
EVOLENT HEALTH INC CL A | COM | 30050B101 | 7,031 | 395,000 | SH | SOLE | 395,000 | 0 | 0 | ||
EXA CORP COM | COM | 300614500 | 5,101 | 210,970 | SH | SOLE | 210,970 | 0 | 0 | ||
EXACTECH INC COM | COM | 30064E109 | 9,688 | 294,024 | SH | SOLE | 294,024 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 17,893 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING COMPAN | COM | 30219G108 | 7,029 | 111,000 | SH | SOLE | 111,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 78,389 | 956,200 | SH | SOLE | 956,200 | 0 | 0 | ||
F N B CORP PA COM | COM | 302520101 | 909 | 64,800 | SH | SOLE | 64,800 | 0 | 0 | ||
FACEBOOK INC CL A | COM | 30303M102 | 45,930 | 268,800 | SH | SOLE | 268,800 | 0 | 0 | ||
FALCONSTOR SOFTWARE INC COM | COM | 306137100 | 84 | 340,000 | SH | SOLE | 340,000 | 0 | 0 | ||
FARMER BROS CO | COM | 307675108 | 6,242 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
FCB FINL HLDGS INC CL A | COM | 30255G103 | 4,675 | 96,800 | SH | SOLE | 96,800 | 0 | 0 | ||
FEDERAL SIGNAL CORP COM | COM | 313855108 | 17,664 | 830,063 | SH | SOLE | 830,063 | 0 | 0 | ||
FEDERATED INVESTORS INC-CL B | COM | 314211103 | 2,970 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FERRARI N V COM | COM | N3167Y103 | 1,127 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
FERRO CORP | COM | 315405100 | 86,056 | 3,859,000 | SH | SOLE | 3,859,000 | 0 | 0 | ||
FIDELITY NATL INFORMATION SVCO | COM | 31620M106 | 13,542 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
FIDELITY SOUTHERN CORP | COM | 316394105 | 1,039 | 43,967 | SH | SOLE | 43,967 | 0 | 0 | ||
FIDELITY & GTY LIFE COM | COM | 315785105 | 1,236 | 39,800 | SH | SOLE | 39,800 | 0 | 0 | ||
FIFTH STREET FINANCE CORP COM | COM | 31678A103 | 1,725 | 315,386 | SH | SOLE | 315,386 | 0 | 0 | ||
FINANCIAL ENGINES INC COM | COM | 317485100 | 278 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
FIRST POTOMAC RLTY TR COM | COM | 33610F109 | 652 | 58,500 | SH | SOLE | 58,500 | 0 | 0 | ||
FIRST REP BK SAN FRAN CALI NCO | COM | 33616C100 | 4,022 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
FIRSTENERGY CORP COM | COM | 337932107 | 13,812 | 448,000 | SH | SOLE | 448,000 | 0 | 0 | ||
FISERV INC COM | COM | 337738108 | 9,285 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
FLOWERS FOODS INC COM | COM | 343498101 | 19,652 | 1,044,754 | SH | SOLE | 1,044,754 | 0 | 0 | ||
FLOWSERVE CORP COM | COM | 34354P105 | 66,100 | 1,552,000 | SH | SOLE | 1,552,000 | 0 | 0 | ||
FLUSHING FINL CORP COM | COM | 343873105 | 15,962 | 537,093 | SH | SOLE | 537,093 | 0 | 0 | ||
FLY LEASING LTD SPONSORED ADR | COM | 34407D109 | 4,477 | 319,301 | SH | SOLE | 319,301 | 0 | 0 | ||
FMC CORP COM NEW | COM | 302491303 | 3,090 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
FNF GROUP COM | COM | 31620R303 | 4,509 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
FNFV GROUP COM | COM | 31620R402 | 515 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO SAD | COM | 344419106 | 28,898 | 302,500 | SH | SOLE | 302,500 | 0 | 0 | ||
FORD MTR CO DEL COM PAR $0.01 | COM | 345370860 | 1,975 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
FOREST CITY REALTY TRUST CL A | REAL ESTATE INVE | 345605109 | 1,454 | 57,000 | SH | SOLE | 57,000 | 0 | 0 | ||
FORESTAR GROUP INC COM | COM | 346233109 | 4,181 | 267,169 | SH | SOLE | 267,169 | 0 | 0 | ||
FORTINET INC COM | COM | 34959E109 | 1,864 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
FORTIVE CORP COM | COM | 34959J108 | 210 | 2,967 | SH | SOLE | 2,967 | 0 | 0 | ||
FORTRESS INVESTMENT GROUP CL A | COM | 34958B106 | 21,892 | 2,746,844 | SH | SOLE | 2,746,844 | 0 | 0 | ||
FORTUNA SILVER MINES INC COM | COM | 349915108 | 7,665 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY | COM | 34964C106 | 36,775 | 547,000 | SH | SOLE | 547,000 | 0 | 0 | ||
FOSTER L B CO COM | COM | 350060109 | 1,138 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FRANCO NEVADA CORP COM | COM | 351858105 | 39,484 | 509,600 | SH | SOLE | 509,600 | 0 | 0 | ||
FRANKLIN ELEC INC | COM | 353514102 | 16,882 | 376,400 | SH | SOLE | 376,400 | 0 | 0 | ||
FREEPORT MCMORAN COPPER&GOLD C | COM | 35671D857 | 16,286 | 1,160,000 | SH | SOLE | 1,160,000 | 0 | 0 | ||
FRONTIER COMM 11.12 6/29/18 C | CONVERTIBLE PREF | 35906A207 | 875 | 45,465 | SH | SOLE | 45,465 | 0 | 0 | ||
FTD COS INC COM | COM | 30281V108 | 267 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
FULL HOUSE RESORTS INC COM | COM | 359678109 | 181 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
FULLER H B CO COM | COM | 359694106 | 32,223 | 555,000 | SH | SOLE | 555,000 | 0 | 0 | ||
GAMING & LEISURE PPTYS INC COM | COM | 36467J108 | 4,833 | 131,000 | SH | SOLE | 131,000 | 0 | 0 | ||
GATX CORP | COM | 361448103 | 103,150 | 1,675,600 | SH | SOLE | 1,675,600 | 0 | 0 | ||
GCP APPLIED TECHNOLOGIES INCCO | COM | 36164Y101 | 2,781 | 90,600 | SH | SOLE | 90,600 | 0 | 0 | ||
GENERAL COMMUNICATIONS INC CL | COM | 369385109 | 6,470 | 158,628 | SH | SOLE | 158,628 | 0 | 0 | ||
GENERAL ELEC CO | COM | 369604103 | 53,801 | 2,225,000 | SH | SOLE | 2,225,000 | 0 | 0 | ||
GENERAL MILLS INC | COM | 370334104 | 65,663 | 1,268,600 | SH | SOLE | 1,268,600 | 0 | 0 | ||
GENERAL MTRS CO COM | COM | 37045V100 | 8,480 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
GENTEX CORP COM | COM | 371901109 | 4,851 | 245,000 | SH | SOLE | 245,000 | 0 | 0 | ||
GENTEX CORP | COM | 371901909 | 175 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
GENUINE PARTS CO | COM | 372460105 | 143,226 | 1,497,400 | SH | SOLE | 1,497,400 | 0 | 0 | ||
GENWORTH FINL INC COM CL A | COM | 37247D106 | 102 | 26,568 | SH | SOLE | 26,568 | 0 | 0 | ||
GIBRALTER INDUSTRIES INC | COM | 374689107 | 1,645 | 52,800 | SH | SOLE | 52,800 | 0 | 0 | ||
GILEAD SCIENCES INC COM | COM | 375558103 | 11,464 | 141,500 | SH | SOLE | 141,500 | 0 | 0 | ||
GLAXOSMITHKLINE PLC ADR (B:GSK | COM | 37733W105 | 528 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
GLOBUS MED INC CL A | COM | 379577208 | 6,865 | 231,000 | SH | SOLE | 231,000 | 0 | 0 | ||
GNC HLDGS INC COM CL A | COM | 36191G107 | 1,507 | 170,500 | SH | SOLE | 170,500 | 0 | 0 | ||
GOGO INC COM | COM | 38046C109 | 19,681 | 1,666,500 | SH | SOLE | 1,666,500 | 0 | 0 | ||
GOLD FIELDS LTD NEW SPON ADR ( | COM | 38059T106 | 3,823 | 887,000 | SH | SOLE | 887,000 | 0 | 0 | ||
GOLD STD VENTURES CORP COM | COM | 380738104 | 567 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
GOLDCORP INC (US) | COM | 380956409 | 14,178 | 1,094,000 | SH | SOLE | 1,094,000 | 0 | 0 | ||
GOLDEN ENTERTAINMENT INC | COM | 381013101 | 4,949 | 203,000 | SH | SOLE | 203,000 | 0 | 0 | ||
GOLDMAN SACHS GR | COM | 38141G104 | 8,207 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
GORMAN RUPP CO | COM | 383082104 | 30,909 | 949,000 | SH | SOLE | 949,000 | 0 | 0 | ||
GP STRATEGIES CORP COM | COM | 36225V104 | 2,931 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
GRACO INC COM | COM | 384109104 | 48,709 | 393,800 | SH | SOLE | 393,800 | 0 | 0 | ||
GRAHAM HOLDINGS CO. | COM | 384637104 | 4,476 | 7,650 | SH | SOLE | 7,650 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 644 | 41,000 | SH | SOLE | 0 | 0 | 41,000 | ||
GRAY TELEVISION INC CL A | COM | 389375205 | 915 | 71,200 | SH | SOLE | 0 | 0 | 71,200 | ||
GREAT PLAINS ENERGY INC. (B: G | COM | 391164100 | 35,269 | 1,164,000 | SH | SOLE | 1,164,000 | 0 | 0 | ||
GREENBRIER COS INC | COM | 393657101 | 7,511 | 156,000 | SH | SOLE | 156,000 | 0 | 0 | ||
GREIF INC CL A | COM | 397624107 | 22,725 | 388,200 | SH | SOLE | 388,200 | 0 | 0 | ||
GREIF INC CL B | COM | 397624206 | 8,286 | 128,970 | SH | SOLE | 128,970 | 0 | 0 | ||
GRIFFIN INDUSTRIAL REALTY IN | COM | 398231100 | 20,834 | 573,150 | SH | SOLE | 0 | 0 | 573,150 | ||
GRIFFON CORP COM | COM | 398433102 | 37,664 | 1,696,573 | SH | SOLE | 1,696,573 | 0 | 0 | ||
GRIFOLS SA SP ADR REP B NVT | COM | 398438408 | 4,039 | 184,536 | SH | SOLE | 184,536 | 0 | 0 | ||
GRUBHUB INC COM | COM | 400110102 | 527 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GRUPO TELEVISA SA DE CV ADR (B | COM | 40049J206 | 64,265 | 2,605,000 | SH | SOLE | 2,605,000 | 0 | 0 | ||
GSE SYS INC COM | COM | 36227K106 | 107 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GYRODYNE LLC COM | COM | 403829104 | 682 | 31,367 | SH | SOLE | 31,367 | 0 | 0 | ||
H R BLOCK INC | COM | 093671105 | 22,217 | 839,000 | SH | SOLE | 839,000 | 0 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 20,369 | 495,000 | SH | SOLE | 495,000 | 0 | 0 | ||
HALLIBURTON COMPANY | COM | 406216101 | 65,119 | 1,414,700 | SH | SOLE | 1,414,700 | 0 | 0 | ||
HANDY & HARMAN HOLDINGS LTD | COM | 410315105 | 1,447 | 44,440 | SH | SOLE | 44,440 | 0 | 0 | ||
HANESBRANDS INC COM | COM | 410345102 | 4,682 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 2,690 | 55,800 | SH | SOLE | 55,800 | 0 | 0 | ||
HARRIS CORPORATION | COM | 413875105 | 36,186 | 274,801 | SH | SOLE | 274,801 | 0 | 0 | ||
HARTE HANKS INC | COM | 416196103 | 14 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INCCO | COM | 416515104 | 21,673 | 391,000 | SH | SOLE | 391,000 | 0 | 0 | ||
HAWAIIAN ELEC INDS INC COM | COM | 419870100 | 38,442 | 1,152,000 | SH | SOLE | 1,152,000 | 0 | 0 | ||
HAWK 1 1/2 1/15/22 | CONVERTIBLE BOND | 09238EAB0 | 2,791 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
HAWKINS INC COM | COM | 420261109 | 3,264 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
HAYNES INTERNATIONAL INC | COM | 420877201 | 3,178 | 88,500 | SH | SOLE | 88,500 | 0 | 0 | ||
HC2 HLDGS INC COM | COM | 404139107 | 1,338 | 253,500 | SH | SOLE | 253,500 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 15,043 | 189,000 | SH | SOLE | 189,000 | 0 | 0 | ||
HD SUPPLY HLDGS INC COM | COM | 40416M105 | 4,116 | 114,100 | SH | SOLE | 114,100 | 0 | 0 | ||
HDFC BANK LTD ADR REPS 3 SHS | COM | 40415F101 | 1,686 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
HEICO CORP NEW COM | COM | 422806109 | 674 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
HELMERICH & PAYNE INC COM | COM | 423452101 | 1,980 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
HERC HLDGS INC COM | COM | 42704L104 | 61,639 | 1,254,609 | SH | SOLE | 1,254,609 | 0 | 0 | ||
HERSHEY COMPANY (THE) | COM | 427866108 | 600 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
HERTZ RENT CAR HLDG CO INC COM | COM | 42806J106 | 30,957 | 1,384,500 | SH | SOLE | 1,384,500 | 0 | 0 | ||
HESKA CORPORATION COM NEW | COM | 42805E306 | 352 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 16,365 | 349,000 | SH | SOLE | 349,000 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE CCO | COM | 42824C109 | 29,280 | 1,990,499 | SH | SOLE | 1,990,499 | 0 | 0 | ||
HILLTOP HOLDINGS INC COM | COM | 432748101 | 4,030 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
HLIT 4.000 12/01/20 | CONVERTIBLE BOND | 413160AB8 | 2,666 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 48,299 | 295,300 | SH | SOLE | 295,300 | 0 | 0 | ||
HONEYWELL INT'L INC | COM | 438516106 | 179,854 | 1,268,900 | SH | SOLE | 1,268,900 | 0 | 0 | ||
HOPE BANCORP INC COM | COM | 43940T109 | 5,490 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
HORIZON PHARMA INVESTMENT L 2. | CONVERTIBLE BOND | 44052TAB7 | 2,032 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 267 | 14,422 | SH | SOLE | 14,422 | 0 | 0 | ||
HOVNANIAN ENTERPRISES CL A | COM | 442487203 | 1,448 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
HRG GROUP INC COM | COM | 40434J100 | 1,545 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
HSBC HLDGS PLC ADR SPON NEW | COM | 404280406 | 1,828 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
HSN INC COM | COM | 404303109 | 8,439 | 216,100 | SH | SOLE | 216,100 | 0 | 0 | ||
HUANENG PWR INTL INC SPON ADR | COM | 443304100 | 4,884 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HUMANA INC COM | COM | 444859102 | 13,448 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
HUNTINGTON BANCSHARES CV PFD A | CONVERTIBLE PREF | 446150401 | 3,330 | 2,250 | SH | SOLE | 2,250 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 6,363 | 455,800 | SH | SOLE | 455,800 | 0 | 0 | ||
HUNTSMAN CORP COM | COM | 447011107 | 26,131 | 953,000 | SH | SOLE | 953,000 | 0 | 0 | ||
HYATT HOTELS CORP COM CL A | COM | 448579102 | 2,719 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
I AM CAP ACQUISITUION CO UNIT | UNITS | 45074Q207 | 205 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
IAC INTERACTIVECORP COM PAR $. | COM | 44919P508 | 19,942 | 169,600 | SH | SOLE | 169,600 | 0 | 0 | ||
ICPT 3 1/4 7/1/23 | CONVERTIBLE BOND | 45845PAA6 | 3,090 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ICU MEDICAL INC | COM | 44930G107 | 11,058 | 59,500 | SH | SOLE | 59,500 | 0 | 0 | ||
IDACORP INC COM | COM | 451107106 | 3,693 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
IDEX CORP | COM | 45167R104 | 68,679 | 565,400 | SH | SOLE | 565,400 | 0 | 0 | ||
IDEXX LABORATORIES CORP COM | COM | 45168D104 | 1,866 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ILG INC | COM | 44967H101 | 3,630 | 135,797 | SH | SOLE | 135,797 | 0 | 0 | ||
ILLUMINA | COM | 452327109 | 2,271 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
IMAX CORP COM | COM | 45245E109 | 544 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
INCYTE GENOMICS INC COM | COM | 45337C102 | 2,656 | 22,750 | SH | SOLE | 22,750 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP CL | COM | 45579J104 | 3,643 | 374,018 | SH | SOLE | 374,018 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP WT | WARRANT AND RIGH | 45579J112 | 150 | 374,018 | SH | SOLE | 374,018 | 0 | 0 | ||
INFUSYSTEM HLDGS INC COM | COM | 45685K102 | 503 | 245,165 | SH | SOLE | 245,165 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 6,955 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
INGLES MKTS INC CL A | COM | 457030104 | 24,019 | 934,600 | SH | SOLE | 934,600 | 0 | 0 | ||
INGREDION INC COM | COM | 457187102 | 17,252 | 143,000 | SH | SOLE | 143,000 | 0 | 0 | ||
INNOVATIVE SOLUTIONS & SUPPOCO | COM | 45769N105 | 73 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COM | 45826H109 | 9,105 | 178,000 | SH | SOLE | 178,000 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC COM | COM | 458118106 | 2,159 | 81,210 | SH | SOLE | 81,210 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 12,338 | 324,000 | SH | SOLE | 324,000 | 0 | 0 | ||
INTEL CORP 3.25 8/1/39 144A | CONVERTIBLE BOND | 458140AF7 | 1,484 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
INTERACTIVE BROKERS | COM | 45841N107 | 11,891 | 264,000 | SH | SOLE | 264,000 | 0 | 0 | ||
INTERDIGITAL INC 1.5 3/1/20 | CONVERTIBLE BOND | 458660AD9 | 6,449 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
INTERNAP NETWORK SVCS CORP COM | COM | 45885A300 | 38,183 | 8,777,611 | SH | SOLE | 8,777,611 | 0 | 0 | ||
INTERNATIONAL BUSINESS | COM | 459200101 | 11,461 | 79,000 | SH | SOLE | 79,000 | 0 | 0 | ||
INTERNATIONAL GAME TECH PLC SH | COM | G4863A108 | 4,785 | 194,914 | SH | SOLE | 194,914 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COM | 460146103 | 4,489 | 79,000 | SH | SOLE | 79,000 | 0 | 0 | ||
INTERNATIONAL SPEEDWAY A | COM | 460335201 | 2,484 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 68,216 | 3,281,200 | SH | SOLE | 3,281,200 | 0 | 0 | ||
INTERXION HOLDING N.V SHS | COM | N47279109 | 5,103 | 100,200 | SH | SOLE | 100,200 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 52,941 | 370,450 | SH | SOLE | 370,450 | 0 | 0 | ||
INVENTURE FOODS INC | COM | 461212102 | 4,531 | 966,067 | SH | SOLE | 966,067 | 0 | 0 | ||
INVESCO LTD | COM | G491BT108 | 7,008 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INCCO | COM | 46131B100 | 1,006 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
INVITAE CORP COM | COM | 46185L103 | 131 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
IPASS INC COM | COM | 46261V108 | 53 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
IPHI 1 1/8 12/1/20 | CONVERTIBLE BOND | 45772FAB3 | 6,995 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC COM | COM | 46269C102 | 2,781 | 270,000 | SH | SOLE | 270,000 | 0 | 0 | ||
IRWD 2 1/4 6/15/22 | CONVERTIBLE BOND | 46333XAD0 | 2,970 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ISHARES SILVER TRUST ISHARES | ETF - EQUITY | 46428Q109 | 677 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
ISHARES TR | COM | 464288903 | 2,200 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
ITRON INC | COM | 465741106 | 5,112 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
ITT INC COM | COM | 45073V108 | 26,695 | 603,000 | SH | SOLE | 603,000 | 0 | 0 | ||
IXYS CORP DEL COM | COM | 46600W106 | 7,508 | 316,800 | SH | SOLE | 316,800 | 0 | 0 | ||
J & J SNACK FOODS CORP | COM | 466032109 | 3,164 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
J.P. MORGAN CHASE & CO | COM | 46625H100 | 115,586 | 1,210,200 | SH | SOLE | 1,210,200 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | COM | G4474Y214 | 23,517 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
JASON INDS INC COM | COM | 471172106 | 629 | 395,385 | SH | SOLE | 395,385 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD. 1.880 | CONVERTIBLE BOND | 472145AB7 | 1,274 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP CO | COM | 477839104 | 1,112 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
JOHNSON CONTROLS INTERNATION | COM | G51502105 | 83,064 | 2,061,664 | SH | SOLE | 2,061,664 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 59,844 | 460,300 | SH | SOLE | 460,300 | 0 | 0 | ||
K2M GROUP HLDGS INC COM | COM | 48273J107 | 388 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
KAMAN CORP | COM | 483548103 | 65,920 | 1,181,781 | SH | SOLE | 1,181,781 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM | 485170302 | 2,228 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
KAR AUCTION SVCS INC COM | COM | 48238T109 | 12,652 | 265,017 | SH | SOLE | 265,017 | 0 | 0 | ||
KB HOME COM | COM | 48666K109 | 4,824 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 22,622 | 362,700 | SH | SOLE | 362,700 | 0 | 0 | ||
KEMET CORPORATION COME NEW | COM | 488360207 | 1,479 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
KEMPER CORP DEL | COM | 488401100 | 1,590 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
KENNAMETAL INC COM | COM | 489170100 | 12,102 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
KEY TECHNOLOGY INC COM | COM | 493143101 | 907 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 4,630 | 246,000 | SH | SOLE | 246,000 | 0 | 0 | ||
KIMBALL INTL INC CL B | COM | 494274103 | 3,756 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,765 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KINDER MORGAN INC DEL COM | COM | 49456B101 | 19,918 | 1,038,500 | SH | SOLE | 1,038,500 | 0 | 0 | ||
KINDRED HEALTHCARE INC COM | COM | 494580103 | 6,244 | 918,249 | SH | SOLE | 918,249 | 0 | 0 | ||
KINROSS GOLD CORP COM NO PAR | COM | 496902404 | 827 | 195,000 | SH | SOLE | 195,000 | 0 | 0 | ||
KITE PHARMA INC COM | COM | 49803L109 | 111,884 | 622,232 | SH | SOLE | 622,232 | 0 | 0 | ||
KKR & CO. L.P | COM | 48248M102 | 22,075 | 1,085,822 | SH | SOLE | 1,085,822 | 0 | 0 | ||
KLA TENCOR CORP | COM | 482480100 | 318 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
KLX INC COM | COM | 482539103 | 12,147 | 229,500 | SH | SOLE | 229,500 | 0 | 0 | ||
KMI 9.75 10/26/18 | CONVERTIBLE PREF | 49456B200 | 4,170 | 98,000 | SH | SOLE | 98,000 | 0 | 0 | ||
KN 3 1/4 11/1/21 | CONVERTIBLE BOND | 49926DAB5 | 5,984 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
KONINKLIJKE PHILIPS NV ADR | COM | 500472303 | 1,550 | 37,610 | SH | SOLE | 37,610 | 0 | 0 | ||
KOREA ELEC PWR CO SPONSORED AD | COM | 500631106 | 11,011 | 657,000 | SH | SOLE | 657,000 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COM | 500754106 | 38,969 | 502,500 | SH | SOLE | 502,500 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 4,674 | 233,000 | SH | SOLE | 233,000 | 0 | 0 | ||
KYOCERA CORP ADR | COM | 501556203 | 497 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
LA Z BOY CHAIR CO | COM | 505336107 | 4,950 | 184,000 | SH | SOLE | 184,000 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS COM | COM | 50540R409 | 7,428 | 49,200 | SH | SOLE | 49,200 | 0 | 0 | ||
LAMAR ADVERTISING REIT CO | REAL ESTATE INVE | 512816109 | 1,967 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
LAMB WESTON HLDGS INC COM | COM | 513272104 | 29,977 | 639,299 | SH | SOLE | 639,299 | 0 | 0 | ||
LANDAUER INC | COM | 51476K103 | 15,916 | 236,499 | SH | SOLE | 236,499 | 0 | 0 | ||
LANDS END INC NEW COM | COM | 51509F105 | 1,214 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 22,328 | 348,000 | SH | SOLE | 348,000 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP COM | COM | 518415104 | 1,071 | 205,642 | SH | SOLE | 205,642 | 0 | 0 | ||
LAWSON PRODS INC COM | COM | 520776105 | 2,419 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
LAYN 4 1/4 11/15/18 144A | CONVERTIBLE BOND | 521050AB0 | 1,982 | 2,025,000 | PRN | SOLE | 2,025,000 | 0 | 0 | ||
LAYNE CHRISTENSEN CO COM | COM | 521050104 | 6,231 | 496,500 | SH | SOLE | 496,500 | 0 | 0 | ||
LCI IND INC | COM | 50189K103 | 1,622 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
LEAR CORP COM NEW | COM | 521865204 | 1,212 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
LEGG MASON INC COM | COM | 524901105 | 60,380 | 1,536,000 | SH | SOLE | 1,536,000 | 0 | 0 | ||
LENDING TREE INC. | COM | 52603B107 | 2,322 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
LENNAR B SHARES | COM | 526057302 | 56,819 | 1,260,414 | SH | SOLE | 1,260,414 | 0 | 0 | ||
LEUCADIA NATL CORP COM | COM | 527288104 | 3,485 | 138,000 | SH | SOLE | 138,000 | 0 | 0 | ||
LEVEL 3 COMM | COM | 52729N308 | 65,878 | 1,236,222 | SH | SOLE | 1,236,222 | 0 | 0 | ||
LEXICON PHARMACEUTICALS INC | COM | 528872302 | 216 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
LIBERTY BRAVES GROUP A | COM | 531229706 | 2,268 | 89,400 | SH | SOLE | 89,400 | 0 | 0 | ||
LIBERTY BRAVES GROUP C | COM | 531229888 | 18,839 | 745,525 | SH | SOLE | 745,525 | 0 | 0 | ||
LIBERTY BROADBAND CORP COM SER | COM | 530307107 | 9,934 | 105,475 | SH | SOLE | 105,475 | 0 | 0 | ||
LIBERTY BROADBAND CORP SERIES | COM | 530307305 | 36,878 | 386,966 | SH | SOLE | 386,966 | 0 | 0 | ||
LIBERTY EXPEDIA HOLDINGS SER A | COM | 53046P109 | 4,216 | 79,375 | SH | SOLE | 79,375 | 0 | 0 | ||
LIBERTY GLOBAL PLC SHS CL A | COM | G5480U104 | 52,410 | 1,545,572 | SH | SOLE | 1,545,572 | 0 | 0 | ||
LIBERTY GLOBAL PLC SHS CL C | COM | G5480U120 | 121,406 | 3,712,714 | SH | SOLE | 3,712,714 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP | COM | 53071M104 | 29,257 | 1,241,300 | SH | SOLE | 1,241,300 | 0 | 0 | ||
LIBERTY LILAC SHS CL A | COM | G5480U138 | 7,544 | 317,504 | SH | SOLE | 317,504 | 0 | 0 | ||
LIBERTY LILAC SHS CL C | COM | G5480U153 | 17,496 | 750,904 | SH | SOLE | 750,904 | 0 | 0 | ||
LIBERTY MEDIA GROUP A | COM | 531229870 | 7,863 | 215,477 | SH | SOLE | 215,477 | 0 | 0 | ||
LIBERTY MEDIA GROUP C | COM | 531229854 | 7,532 | 197,750 | SH | SOLE | 197,750 | 0 | 0 | ||
LIBERTY SIRIUS GROUP C | COM | 531229607 | 33,408 | 797,900 | SH | SOLE | 797,900 | 0 | 0 | ||
LIBERTY SIRIUSXM GROUP | COM | 531229409 | 11,644 | 277,900 | SH | SOLE | 277,900 | 0 | 0 | ||
LIBERTY TRIPADVISOR HLDG-A | COM | 531465102 | 1,319 | 106,808 | SH | SOLE | 106,808 | 0 | 0 | ||
LIBERTY VENTURES - SER A | COM | 53071M856 | 12,619 | 219,265 | SH | SOLE | 219,265 | 0 | 0 | ||
LIFEWAY FOODS INC COM | COM | 531914109 | 2,521 | 283,302 | SH | SOLE | 283,302 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC COM | COM | 53220K504 | 4,571 | 33,575 | SH | SOLE | 33,575 | 0 | 0 | ||
LILLY ELI AND COMPANY | COM | 532457108 | 26,860 | 314,000 | SH | SOLE | 314,000 | 0 | 0 | ||
LINCOLN ELEC HLDGS INC COM | COM | 533900106 | 8,618 | 94,000 | SH | SOLE | 94,000 | 0 | 0 | ||
LINDSAY CORP | COM | 535555106 | 5,514 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
LIONS GATE ENTMNT CORP CL A VT | COM | 535919401 | 706 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
LIONS GATE ENTMNT CORP CL B NO | COM | 535919500 | 7,261 | 228,402 | SH | SOLE | 228,402 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 6,856 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
LIVANOVA PLC | COM | G5509L101 | 2,242 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
LIVE NATION INC | COM | 538034109 | 57,887 | 1,329,200 | SH | SOLE | 1,329,200 | 0 | 0 | ||
LOCKHEED MARTIN CORP COM | COM | 539830109 | 11,962 | 38,550 | SH | SOLE | 38,550 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 7,610 | 159,000 | SH | SOLE | 159,000 | 0 | 0 | ||
LORAL SPACE & COMMUNICATNS ICO | COM | 543881106 | 29,753 | 601,077 | SH | SOLE | 601,077 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COM | 546347105 | 16,248 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
LOWES COS INC COM | COM | 548661107 | 7,195 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
LUMOS NETWORKS CORP COM | COM | 550283105 | 468 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
LYDALL INC COM | COM | 550819106 | 1,633 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
M D C HLDGS INC COM | COM | 552676108 | 4,184 | 126,000 | SH | SOLE | 126,000 | 0 | 0 | ||
M & T BK CORP COM | COM | 55261F104 | 37,603 | 233,500 | SH | SOLE | 233,500 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COMPA | COM | 55608B105 | 56,510 | 782,900 | SH | SOLE | 782,900 | 0 | 0 | ||
MACY'S INC | COM | 55616P104 | 29,326 | 1,344,000 | SH | SOLE | 1,344,000 | 0 | 0 | ||
MADDEN STEVEN LTD COM | COM | 556269108 | 422 | 9,750 | SH | SOLE | 9,750 | 0 | 0 | ||
MADISON SQUARE GARDEN CO NEWCL | COM | 55825T103 | 114,900 | 536,666 | SH | SOLE | 536,666 | 0 | 0 | ||
MALLINCKRODT PUB LTD CO SHS | COM | G5785G107 | 6,951 | 186,000 | SH | SOLE | 186,000 | 0 | 0 | ||
MANCHESTER UTD PLC NEW ORD CL | COM | G5784H106 | 675 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
MANITOWOC CO COM | COM | 563571108 | 1,773 | 197,000 | SH | SOLE | 197,000 | 0 | 0 | ||
MANNING & NAPIER INC | COM | 56382Q102 | 79 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MARATHON OIL CORP COM | COM | 565849106 | 6,095 | 449,500 | SH | SOLE | 449,500 | 0 | 0 | ||
MARATHON PETE CORP COM | COM | 56585A102 | 25,943 | 462,600 | SH | SOLE | 462,600 | 0 | 0 | ||
MARCUS CORP COM | COM | 566330106 | 10,415 | 376,000 | SH | SOLE | 376,000 | 0 | 0 | ||
MARINE PRODS CORP COM | COM | 568427108 | 4,587 | 285,766 | SH | SOLE | 285,766 | 0 | 0 | ||
MARINEMAX INC COM | COM | 567908108 | 248 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MARRIOTT INTL INC NEW CL A | COM | 571903202 | 1,654 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MARSH & MCLENNAN COS INC COM | COM | 571748102 | 45,676 | 545,000 | SH | SOLE | 545,000 | 0 | 0 | ||
MARTIN MARIETTA MTLS INC COM | COM | 573284106 | 1,031 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
MASIMO CORP COM | COM | 574795100 | 10,128 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
MASTERCARD INC COM | COM | 57636Q104 | 133,406 | 944,800 | SH | SOLE | 944,800 | 0 | 0 | ||
MATERION CORPORATION | COM | 576690101 | 16,496 | 382,300 | SH | SOLE | 382,300 | 0 | 0 | ||
MATTHEWS INTL CORP CL A | COM | 577128101 | 1,930 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
MAXPOINT INTERACTIVE INC COM N | COM | 57777M201 | 550 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
MCCORMICK & CO INC COM VTG | COM | 579780107 | 667 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
MCCORMICK & CO INC NON VOTING | COM | 579780206 | 3,849 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
MCGRATH RENTCORP COM | COM | 580589109 | 4,113 | 94,000 | SH | SOLE | 94,000 | 0 | 0 | ||
MCKESSON HBOC INC. | COM | 58155Q103 | 8,449 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
MDCO 2 3/4 7/15/23 | CONVERTIBLE BOND | 584688AG0 | 2,628 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
MDU RES GROUP INC COM | COM | 552690109 | 882 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
MEDALLION FINANCIAL CORP | COM | 583928106 | 163 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
MEDTRONIC PLC | COM | G5960L103 | 5,911 | 76,000 | SH | SOLE | 76,000 | 0 | 0 | ||
MELCO RESORTS & ENTERT - ADR | COM | 585464100 | 772 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
MERCADOLIBRE INC. 2.250 07/0 | CONVERTIBLE BOND | 58733RAB8 | 7,830 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
MERCK & COMPANY | COM | 58933Y105 | 60,832 | 950,051 | SH | SOLE | 950,051 | 0 | 0 | ||
MERCURY COMPUTER SYS INC COM | COM | 589378108 | 1,038 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MEREDITH CORP | COM | 589433101 | 11,699 | 210,800 | SH | SOLE | 210,800 | 0 | 0 | ||
MERIDIAN BIOSCIENCE INC COM | COM | 589584101 | 2,917 | 204,000 | SH | SOLE | 204,000 | 0 | 0 | ||
MERITAGE HOMES CORP COM | COM | 59001A102 | 6,660 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
METTLER-TOLEDO INTL INC COM | COM | 592688105 | 2,442 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 28,682 | 444,000 | SH | SOLE | 444,000 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 30,918 | 948,681 | SH | SOLE | 948,681 | 0 | 0 | ||
MGP INGREDIENTS INC NEW COM | COM | 55303J106 | 4,244 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
MIC 2.000 10/01/23 | CONVERTIBLE BOND | 55608BAB1 | 2,019 | 2,084,000 | PRN | SOLE | 2,084,000 | 0 | 0 | ||
MICRO FOCUS INTERNATIONAL PLSP | COM | 594837304 | 6,394 | 200,444 | SH | SOLE | 200,444 | 0 | 0 | ||
MICRON TECHNOLOGY INC. 3.000 | CONVERTIBLE BOND | 595112AY9 | 4,784 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 57,804 | 776,000 | SH | SOLE | 776,000 | 0 | 0 | ||
MIDDLEBY CORP COM | COM | 596278101 | 9,805 | 76,500 | SH | SOLE | 76,500 | 0 | 0 | ||
MIDDLESEX WTR CO COM | COM | 596680108 | 4,398 | 112,000 | SH | SOLE | 112,000 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 7,206 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
MKS INSTRS INC COM | COM | 55306N104 | 1,907 | 20,187 | SH | SOLE | 20,187 | 0 | 0 | ||
MOBILE TELESYSTEMS OJSC ADR SP | COM | 607409109 | 227 | 21,750 | SH | SOLE | 21,750 | 0 | 0 | ||
MODERN MEDIA ACQUISITION COM | COM | 60765P103 | 1,628 | 166,800 | SH | SOLE | 166,800 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 20,049 | 1,041,500 | SH | SOLE | 1,041,500 | 0 | 0 | ||
MODUSLINK GLOBAL SOLUTIONS I | COM | 60786L206 | 780 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
MOH 1 5/8 08/15/44 | CONVERTIBLE BOND | 60855RAD2 | 4,697 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
MONDELEZ INTERNATIONAL | COM | 609207105 | 115,511 | 2,840,900 | SH | SOLE | 2,840,900 | 0 | 0 | ||
MONEYGRAM INTERNATIONAL INC CO | COM | 60935Y208 | 3,659 | 227,098 | SH | SOLE | 227,098 | 0 | 0 | ||
MONRO MUFFLER BRAKE INC | COM | 610236101 | 1,233 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
MONSANTO CO NEW COM | COM | 61166W101 | 23,775 | 198,426 | SH | SOLE | 198,426 | 0 | 0 | ||
MOODYS CORP COM | COM | 615369105 | 1,253 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
MOOG INC CL A | COM | 615394202 | 7,092 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
MOOG INC CL B | COM | 615394301 | 1,342 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 30,516 | 633,500 | SH | SOLE | 633,500 | 0 | 0 | ||
MOSAIC CO | COM | 61945C103 | 2,243 | 103,900 | SH | SOLE | 103,900 | 0 | 0 | ||
MOVADO GROUP INC COM | COM | 624580106 | 2,660 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
MSA SAFETY INC COM | COM | 553498106 | 477 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
MSC INDL DIRECT INC CL A | COM | 553530106 | 756 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MSG NETWORK INC CL A | COM | 553573106 | 30,112 | 1,420,400 | SH | SOLE | 1,420,400 | 0 | 0 | ||
MUELLER INDS INC COM | COM | 624756102 | 73,661 | 2,107,600 | SH | SOLE | 2,107,600 | 0 | 0 | ||
MUELLER WATER PRODUCTS INC | COM | 624758108 | 22,053 | 1,722,879 | SH | SOLE | 1,722,879 | 0 | 0 | ||
MURPHY OIL CORP COM | COM | 626717102 | 1,992 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 9,260 | 134,200 | SH | SOLE | 134,200 | 0 | 0 | ||
MVC CAP COM | COM | 553829102 | 1,171 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
MYERS INDS INC | COM | 628464109 | 31,946 | 1,524,876 | SH | SOLE | 1,524,876 | 0 | 0 | ||
MYLAN N V ORD SHARES | COM | N59465109 | 4,317 | 137,600 | SH | SOLE | 137,600 | 0 | 0 | ||
NATHANS FAMOUS INC NEW COM | COM | 632347100 | 148 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
NATIONAL BEVERAGE CORP COM | COM | 635017106 | 4,615 | 37,200 | SH | SOLE | 37,200 | 0 | 0 | ||
NATIONAL CINEMEDIA INC COM | COM | 635309107 | 265 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REUSH | COM | G6375R107 | 3,534 | 367,309 | SH | SOLE | 367,309 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J COM | COM | 636180101 | 190,906 | 3,372,299 | SH | SOLE | 3,372,299 | 0 | 0 | ||
NATIONAL GRID PLC SPONSORED AD | COM | 636274409 | 10,044 | 160,166 | SH | SOLE | 160,166 | 0 | 0 | ||
NATIONAL PRESTO INDS INC | COM | 637215104 | 3,087 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
NAV 4 3/4 04/15/19 144A | CONVERTIBLE BOND | 63934EAS7 | 331 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
NAV 4.5 12/31/18 | CONVERTIBLE BOND | 63934EAQ1 | 469 | 450,000 | PRN | SOLE | 450,000 | 0 | 0 | ||
NAVIENT CORP COM | COM | 63938C108 | 8,366 | 557,000 | SH | SOLE | 557,000 | 0 | 0 | ||
NAVIGATOR HOLDINGS LTD SHS | COM | Y62132108 | 1,621 | 146,000 | SH | SOLE | 146,000 | 0 | 0 | ||
NAVISTAR INTL CORP COM | COM | 63934E108 | 124,890 | 2,833,900 | SH | SOLE | 2,833,900 | 0 | 0 | ||
NCR CORP NEW COM | COM | 62886E108 | 10,731 | 286,000 | SH | SOLE | 286,000 | 0 | 0 | ||
NEE 6.123 9/1/19 | CONVERTIBLE PREF | 65339F820 | 553 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NEFF CORP COM CL A | COM | 640094207 | 1,703 | 68,108 | SH | SOLE | 68,108 | 0 | 0 | ||
NEOGEN CORP COM | COM | 640491106 | 1,495 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
NEOGENOMICS INC COM NEW | COM | 64049M209 | 4,062 | 365,000 | SH | SOLE | 365,000 | 0 | 0 | ||
NETFLIX COM INC COM | COM | 64110L106 | 4,280 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
NETSCOUT SYS INC COM | COM | 64115T104 | 1,132 | 34,988 | SH | SOLE | 34,988 | 0 | 0 | ||
NEURODERM LTD ORD SHS | COM | M74231107 | 10,025 | 257,710 | SH | SOLE | 257,710 | 0 | 0 | ||
NEW GERMANY FD COM (B:GF US) | MUTUAL FUNDS | 644465106 | 4,717 | 254,011 | SH | SOLE | 254,011 | 0 | 0 | ||
NEW JERSEY RES CORP | COM | 646025106 | 590 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
NEW SR INVT GROUP INC COM | COM | 648691103 | 400 | 43,747 | SH | SOLE | 43,747 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC COM | COM | 649445103 | 2,191 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V CV PFD | CONVERTIBLE PREF | 64944P307 | 3,254 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
NEW YORK REIT INC COM | CONVERTIBLE PREF | 64976L109 | 3,869 | 492,859 | SH | SOLE | 492,859 | 0 | 0 | ||
NEW YORK TIMES CO CLASS A | COM | 650111107 | 196 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NEWELL BRANDS | COM | 651229106 | 11,024 | 258,352 | SH | SOLE | 258,352 | 0 | 0 | ||
NEWFIELD EXPL CO COM | COM | 651290108 | 1,519 | 51,200 | SH | SOLE | 51,200 | 0 | 0 | ||
NEWMARKET CORP COM | COM | 651587107 | 7,749 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
NEWMONT MINING CORP HOLDING CO | COM | 651639106 | 102,457 | 2,731,471 | SH | SOLE | 2,731,471 | 0 | 0 | ||
NEWS CORP CL B | COM | 65249B208 | 5,741 | 420,600 | SH | SOLE | 420,600 | 0 | 0 | ||
NEWS CORP NEW CL A | COM | 65249B109 | 4,588 | 346,000 | SH | SOLE | 346,000 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC | COM | 65336K103 | 10,280 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
NEXTERA ENERGY CV PFD 6.370 9 | CONVERTIBLE PREF | 65339F846 | 4,310 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
NEXTERA ENERGY INC COM | COM | 65339F101 | 118,412 | 808,000 | SH | SOLE | 808,000 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS LP | COM | 65341B106 | 2,800 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COM | G6518L108 | 332 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
NIKE INC CL B | COM | 654106103 | 3,894 | 75,100 | SH | SOLE | 75,100 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 10,287 | 402,000 | SH | SOLE | 402,000 | 0 | 0 | ||
NOBLE ENERGY INC COM | COM | 655044105 | 7,684 | 270,935 | SH | SOLE | 270,935 | 0 | 0 | ||
NORDSON CORP COM | COM | 655663102 | 711 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NORTHERN DYNASTY MINERALS LTCO | COM | 66510M204 | 414 | 230,000 | SH | SOLE | 230,000 | 0 | 0 | ||
NORTHERN TRUST CORP | COM | 665859104 | 11,326 | 123,200 | SH | SOLE | 123,200 | 0 | 0 | ||
NORTHROP GRUMMAN CORP (B:NOC) | COM | 666807102 | 6,761 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
NORTHWEST NAT GAS CO COM | COM | 667655104 | 29,044 | 451,000 | SH | SOLE | 451,000 | 0 | 0 | ||
NORTHWESTERN CORP COM NEW | COM | 668074305 | 35,217 | 618,500 | SH | SOLE | 618,500 | 0 | 0 | ||
NOVARTIS AG - ADR (B:NVS US) | COM | 66987V109 | 24,811 | 289,000 | SH | SOLE | 289,000 | 0 | 0 | ||
NRG ENERGY INC COM NEW | COM | 629377508 | 4,606 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
NUTRI SYS INC NEW COM | COM | 67069D108 | 1,398 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NUVA 2 1/4 12/31/21 | CONVERTIBLE BOND | 670704AG0 | 2,859 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
NUVASIVE INC COM | COM | 670704105 | 20,603 | 371,500 | SH | SOLE | 371,500 | 0 | 0 | ||
NUVECTRA CORP COM | COM | 67075N108 | 338 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
NVIDIA CORP COM | COM | 67066G104 | 6,525 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
NVR INC COM | COM | 62944T105 | 7,709 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
NXP SEMICONDUCTORS N V COM | COM | N6596X109 | 34,089 | 301,435 | SH | SOLE | 301,435 | 0 | 0 | ||
NXSTAGE MEDICAL INC COM | COM | 67072V103 | 4,941 | 179,013 | SH | SOLE | 179,013 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 21,523 | 335,200 | SH | SOLE | 335,200 | 0 | 0 | ||
OCEANEERING INTL INC COM | COM | 675232102 | 8,165 | 310,800 | SH | SOLE | 310,800 | 0 | 0 | ||
OCH ZIFF CAP MGMT GROUP CL A | COM | 67551U105 | 3,549 | 1,102,067 | SH | SOLE | 1,102,067 | 0 | 0 | ||
OGE ENERGY CORP COM | COM | 670837103 | 40,732 | 1,130,500 | SH | SOLE | 1,130,500 | 0 | 0 | ||
OIL DRI CORP AMER COM | COM | 677864100 | 6,743 | 137,800 | SH | SOLE | 137,800 | 0 | 0 | ||
OLIN CORP COM PAR $1. | COM | 680665205 | 7,158 | 209,000 | SH | SOLE | 209,000 | 0 | 0 | ||
OMNOVA SOLUTIONS INC COM | COM | 682129101 | 10,129 | 925,000 | SH | SOLE | 925,000 | 0 | 0 | ||
ONE GAS INC COM | COM | 68235P108 | 14,802 | 201,000 | SH | SOLE | 201,000 | 0 | 0 | ||
ONEOK INC NEW COM | COM | 682680103 | 49,259 | 889,000 | SH | SOLE | 889,000 | 0 | 0 | ||
OPHTHOTECH CORP COM | COM | 683745103 | 54 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
OPKO HEALTH INC COM | COM | 68375N103 | 2,192 | 319,500 | SH | SOLE | 319,500 | 0 | 0 | ||
ORACLE SYS CORP | COM | 68389X105 | 580 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ORANGE S.A ADR | COM | 684060106 | 1,888 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
ORBCOMM INC COM | COM | 68555P100 | 366 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ORBITAL ATK INC COM | COM | 68557N103 | 21,473 | 161,256 | SH | SOLE | 161,256 | 0 | 0 | ||
ORITANI FINL CORP DEL COM | COM | 68633D103 | 3,578 | 213,000 | SH | SOLE | 213,000 | 0 | 0 | ||
ORMAT TECHNOLOGIES INC | COM | 686688102 | 6,383 | 104,555 | SH | SOLE | 104,555 | 0 | 0 | ||
ORTHOFIX INTL N V ORD | COM | N6748L102 | 13,771 | 291,450 | SH | SOLE | 291,450 | 0 | 0 | ||
OTTER TAIL CORPORATION COM | COM | 689648103 | 48,465 | 1,118,000 | SH | SOLE | 1,118,000 | 0 | 0 | ||
OWENS & MINOR INC NEW COM | COM | 690732102 | 6,380 | 218,500 | SH | SOLE | 218,500 | 0 | 0 | ||
O'REILLY AUTOMOTIVE INC NEW CO | COM | 67103H107 | 87,203 | 404,900 | SH | SOLE | 404,900 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 20,653 | 285,500 | SH | SOLE | 285,500 | 0 | 0 | ||
PACIFIC CONTINENTAL CORP COM | COM | 69412V108 | 3,417 | 126,798 | SH | SOLE | 126,798 | 0 | 0 | ||
PANDORA MEDIA INC COM | COM | 698354107 | 2,943 | 382,181 | SH | SOLE | 382,181 | 0 | 0 | ||
PAREXEL INTL CORP COM | COM | 699462107 | 28,273 | 320,992 | SH | SOLE | 320,992 | 0 | 0 | ||
PARK ELECTROCHEMICAL CORP COM | COM | 700416209 | 6,597 | 356,600 | SH | SOLE | 356,600 | 0 | 0 | ||
PARK OHIO HLDGS CORP COM | COM | 700666100 | 18,833 | 413,000 | SH | SOLE | 413,000 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 11,954 | 68,300 | SH | SOLE | 68,300 | 0 | 0 | ||
PARKWAY INC | COM | 70156Q107 | 1,457 | 63,284 | SH | SOLE | 63,284 | 0 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 17,744 | 459,100 | SH | SOLE | 459,100 | 0 | 0 | ||
PATTERSON-UTI ENERGY INC COM | COM | 703481101 | 7,737 | 369,500 | SH | SOLE | 369,500 | 0 | 0 | ||
PAYPAL HLDGS INC COM | COM | 70450Y103 | 44,539 | 695,600 | SH | SOLE | 695,600 | 0 | 0 | ||
PENN NATIONAL GAMING INC COM | COM | 707569109 | 795 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 5,483 | 1,439,000 | SH | SOLE | 1,439,000 | 0 | 0 | ||
PENSKE AUTOMOTIVE GRP INC COM | COM | 70959W103 | 7,521 | 158,100 | SH | SOLE | 158,100 | 0 | 0 | ||
PENTAIR PLC SHS | COM | G7S00T104 | 9,786 | 144,000 | SH | SOLE | 144,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 84,464 | 758,000 | SH | SOLE | 758,000 | 0 | 0 | ||
PERRIGO COMPANY | COM | G97822103 | 550 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
PETROBRAS BRASILEIRO ADR SPONS | COM | 71654V408 | 301 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
PETROCHINA CO LTD SPONSORED AD | COM | 71646E100 | 372 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 44,323 | 1,241,548 | SH | SOLE | 1,241,548 | 0 | 0 | ||
PG&E CORP COM | COM | 69331C108 | 11,507 | 169,000 | SH | SOLE | 169,000 | 0 | 0 | ||
PHARMERICA CORP COM | COM | 71714F104 | 5,645 | 192,650 | SH | SOLE | 192,650 | 0 | 0 | ||
PHH CORP COM NEW | COM | 693320202 | 397 | 28,491 | SH | SOLE | 28,491 | 0 | 0 | ||
PHILIP MORRIS INTL INC COM | COM | 718172109 | 9,008 | 81,150 | SH | SOLE | 81,150 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 27,300 | 298,000 | SH | SOLE | 298,000 | 0 | 0 | ||
PIER 1 IMPORTS INC SHS BEN INT | COM | 720279108 | 943 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
PILGRIMS PRIDE CORP NEW COM | COM | 72147K108 | 426 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PINNACLE ENTMT INC NEW COM | COM | 72348Y105 | 5,924 | 278,000 | SH | SOLE | 278,000 | 0 | 0 | ||
PINNACLE FOODS INC DEL COM | COM | 72348P104 | 5,797 | 101,400 | SH | SOLE | 101,400 | 0 | 0 | ||
PINNACLE WEST CAP CORP COM | COM | 723484101 | 29,342 | 347,000 | SH | SOLE | 347,000 | 0 | 0 | ||
PIONEER NAT RES CO COM | COM | 723787107 | 8,823 | 59,800 | SH | SOLE | 59,800 | 0 | 0 | ||
PJT PARTNERS INC COM CL A | COM | 69343T107 | 4,789 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
PLANTRONICS | COM | 727493108 | 442 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PLATFORM SPECIALTY PRODS CORCO | COM | 72766Q105 | 1,940 | 174,000 | SH | SOLE | 174,000 | 0 | 0 | ||
PLDT INC SPN ADR | COM | 69344D408 | 3,862 | 121,000 | SH | SOLE | 121,000 | 0 | 0 | ||
PNC FINANCIAL CORP | COM | 693475105 | 82,075 | 609,000 | SH | SOLE | 609,000 | 0 | 0 | ||
PNM RES INC | COM | 69349H107 | 121,545 | 3,016,000 | SH | SOLE | 3,016,000 | 0 | 0 | ||
POPULAR INC COM | COM | 733174700 | 2,462 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
POST HOLDINGS INC | COM | 737446104 | 52,371 | 593,300 | SH | SOLE | 593,300 | 0 | 0 | ||
POTASH CORP SASK INC | COM | 73755L107 | 2,742 | 142,500 | SH | SOLE | 142,500 | 0 | 0 | ||
PPL CORP COM | COM | 69351T106 | 21,973 | 579,000 | SH | SOLE | 579,000 | 0 | 0 | ||
PRAXAIR INC COM | COM | 74005P104 | 1,956 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
PRETIUM RES INC COM | COM | 74139C102 | 5,810 | 503,000 | SH | SOLE | 503,000 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COM | 741503403 | 4,833 | 2,640 | SH | SOLE | 2,640 | 0 | 0 | ||
PROCTER & GAMBLE COMPANY | COM | 742718109 | 35,619 | 391,500 | SH | SOLE | 391,500 | 0 | 0 | ||
PROOFPOINT INC. 0.750 06/15/ | CONVERTIBLE BOND | 743424AD5 | 5,622 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
PROS HOLDINGS INC. 2.000 12/ | CONVERTIBLE BOND | 74346YAB9 | 1,526 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
PUBLIC SVC ENTERPRISES COM | COM | 744573106 | 13,274 | 287,000 | SH | SOLE | 287,000 | 0 | 0 | ||
PULTE CORP COM | COM | 745867101 | 9,320 | 341,000 | SH | SOLE | 341,000 | 0 | 0 | ||
PZENA INVESTMENT MGMT INC CLAS | COM | 74731Q103 | 610 | 56,000 | SH | SOLE | 56,000 | 0 | 0 | ||
QTS REALTY TRUST INC-CL A | COM | 74736A103 | 1,204 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
QUAKER CHEM CORP COM | COM | 747316107 | 1,923 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
QUALCOMM INC COM | COM | 747525103 | 389 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
QUIDEL CORP COM | COM | 74838J101 | 28,246 | 644,000 | SH | SOLE | 644,000 | 0 | 0 | ||
RANDGOLD RES LTD ADR | COM | 752344309 | 77,913 | 797,800 | SH | SOLE | 797,800 | 0 | 0 | ||
RANGE RES CORP COM | COM | 75281A109 | 1,370 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
RAVEN INDS INC COM | COM | 754212108 | 3,726 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
RAYONIER INC COM | COM | 754907103 | 838 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
RAYTHEON COMPANY | COM | 755111507 | 1,866 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
READING INTERNATIONAL INC CL B | COM | 755408200 | 199 | 10,276 | SH | SOLE | 10,276 | 0 | 0 | ||
READING INTL INC CL A | COM | 755408101 | 1,326 | 84,373 | SH | SOLE | 84,373 | 0 | 0 | ||
RED HAT INC. 0.250 10/01/19 | CONVERTIBLE BOND | 756577AD4 | 1,116 | 725,000 | PRN | SOLE | 725,000 | 0 | 0 | ||
REGENERON PHARMACEUTICALS COM | COM | 75886F107 | 3,040 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
REPUBLIC SVCS INC CL A | COM | 760759100 | 128,077 | 1,938,800 | SH | SOLE | 1,938,800 | 0 | 0 | ||
REXNORD CORP NEW COM | COM | 76169B102 | 1,067 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
RGC RES INC COM | COM | 74955L103 | 2,400 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
RICE ENERGY INC COM | COM | 762760106 | 13,418 | 463,650 | SH | SOLE | 463,650 | 0 | 0 | ||
RIO TINTO LTD ADR SPONSORED (B | COM | 767204100 | 16,587 | 351,500 | SH | SOLE | 351,500 | 0 | 0 | ||
RITE AID CORP COM | COM | 767754104 | 8,436 | 4,304,168 | SH | SOLE | 4,304,168 | 0 | 0 | ||
RLJ ENTMT INC COM NEW | COM | 74965F203 | 198 | 55,800 | SH | SOLE | 55,800 | 0 | 0 | ||
ROCKWELL AUTOMATION INC (B:ROK | COM | 773903109 | 62,890 | 352,900 | SH | SOLE | 352,900 | 0 | 0 | ||
ROCKWELL COLLINS INC COM | COM | 774341101 | 7,693 | 58,852 | SH | SOLE | 58,852 | 0 | 0 | ||
ROGERS COMMUNICATIONS CL B | COM | 775109200 | 93,117 | 1,806,700 | SH | SOLE | 1,806,700 | 0 | 0 | ||
ROLLINS INC | COM | 775711104 | 142,296 | 3,084,000 | SH | SOLE | 3,084,000 | 0 | 0 | ||
ROPER INDS INC NEW | COM | 776696106 | 14,324 | 58,850 | SH | SOLE | 58,850 | 0 | 0 | ||
ROWAN COMPANIES PLC SHS CL A | COM | G7665A101 | 3,495 | 272,000 | SH | SOLE | 272,000 | 0 | 0 | ||
ROYAL BANCSHARES PA INC CL A | COM | 780081105 | 446 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC ADR-A(RD | COM | 780259206 | 20,385 | 336,500 | SH | SOLE | 336,500 | 0 | 0 | ||
ROYAL GOLD INC COM | COM | 780287108 | 57,621 | 669,700 | SH | SOLE | 669,700 | 0 | 0 | ||
ROYAL GOLD INC. 2.880 06/15/ | CONVERTIBLE BOND | 780287AA6 | 662 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
ROYCE GLOBAL VALUE TR INC COM | COM | 78081T104 | 136 | 15,702 | SH | SOLE | 15,702 | 0 | 0 | ||
ROYCE VALUE TR INC | COM | 780910105 | 1,729 | 109,500 | SH | SOLE | 109,500 | 0 | 0 | ||
RPC INC. COMMON | COM | 749660106 | 67,652 | 2,729,000 | SH | SOLE | 2,729,000 | 0 | 0 | ||
RTI BIOLOGICS INC COM | COM | 74975N105 | 910 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
RTI INTERNATIONAL METALS 1.62 | CONVERTIBLE BOND | 74973WAB3 | 1,670 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
RUSH ENTERPRISES INC CL B | COM | 781846308 | 14,177 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
RYMAN HOSPITALITY PPTYS INC CO | COM | 78377T107 | 82,074 | 1,313,400 | SH | SOLE | 47,400 | 0 | 1,266,000 | ||
SALEM COMMUNICATIONS CORP DECL | COM | 794093104 | 4,264 | 646,000 | SH | SOLE | 646,000 | 0 | 0 | ||
SALESFORCE COM INC COM | COM | 79466L302 | 2,831 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
SALLY BEAUTY HLDGS INC COM | COM | 79546E104 | 16,649 | 850,300 | SH | SOLE | 850,300 | 0 | 0 | ||
SANFILIPPO JOHN B & SON INC CO | COM | 800422107 | 363 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
SANOFI-AVENTIS-CVR | WARRANT AND RIGH | 80105N113 | 252 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
SBA COMMUNICATIONS CORP-CL A | COM | 78410G104 | 4,509 | 31,300 | SH | SOLE | 31,300 | 0 | 0 | ||
SCANA CORP NEW COM | COM | 80589M102 | 19,154 | 395,000 | SH | SOLE | 395,000 | 0 | 0 | ||
SCHEIN HENRY INC COM | COM | 806407102 | 24,449 | 298,200 | SH | SOLE | 298,200 | 0 | 0 | ||
SCHLUMBERGER | COM | 806857108 | 40,652 | 582,736 | SH | SOLE | 582,736 | 0 | 0 | ||
SCHULMAN A INC COM | COM | 808194104 | 2,964 | 86,800 | SH | SOLE | 86,800 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 9,671 | 221,100 | SH | SOLE | 221,100 | 0 | 0 | ||
SCHWEITZER-MAUDUIT INTL INC CO | COM | 808541106 | 663 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INCCO | COM | 80862K104 | 405 | 36,187 | SH | SOLE | 36,187 | 0 | 0 | ||
SCIENTIFIC GAMES CORP CL A | COM | 80874P109 | 13,938 | 304,000 | SH | SOLE | 304,000 | 0 | 0 | ||
SCMP 3 1/4 12/15/21 144A | CONVERTIBLE BOND | 864909AA4 | 2,066 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SCRIPPS E W CO OHIO CL A | COM | 811054402 | 41,934 | 2,194,323 | SH | SOLE | 2,194,323 | 0 | 0 | ||
SCRIPPS NETWORKS INTERAC | COM | 811065101 | 34,627 | 403,161 | SH | SOLE | 403,161 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 14,439 | 338,000 | SH | SOLE | 338,000 | 0 | 0 | ||
SECUREWORKS CORP CL A | COM | 81374A105 | 124 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SEMPRA ENERGY COM | COM | 816851109 | 9,245 | 81,000 | SH | SOLE | 81,000 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 37,499 | 487,500 | SH | SOLE | 487,500 | 0 | 0 | ||
SEQUENTIAL BRNDS GROUP INC NEW | COM | 81734P107 | 65 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
SERITAGE GROWTH PPTYS CL A | COM | 81752R100 | 461 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SERVICEMASTER GLOBAL HLDGS ICO | COM | 81761R109 | 3,645 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
SHAW COMMUNICATIONS CL B NON V | COM | 82028K200 | 11,919 | 518,000 | SH | SOLE | 518,000 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATIONCD | COM | 82312B106 | 9,579 | 257,500 | SH | SOLE | 257,500 | 0 | 0 | ||
SHERWIN WILLIAMS CO COM | COM | 824348106 | 10,168 | 28,400 | SH | SOLE | 28,400 | 0 | 0 | ||
SHIRE PLC ADR | COM | 82481R106 | 10,899 | 71,168 | SH | SOLE | 71,168 | 0 | 0 | ||
SILVER SPRING NETWORKS INC COM | COM | 82817Q103 | 9,657 | 597,217 | SH | SOLE | 597,217 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INCCL | COM | 829226109 | 6,333 | 197,600 | SH | SOLE | 197,600 | 0 | 0 | ||
SIRIUS XM HOLDINGS INC | COM | 82968B103 | 3,081 | 558,184 | SH | SOLE | 558,184 | 0 | 0 | ||
SJW GROUP | COM | 784305104 | 20,008 | 353,500 | SH | SOLE | 353,500 | 0 | 0 | ||
SK TELECOM LTD SPONSORED ADR ( | COM | 78440P108 | 4,795 | 195,000 | SH | SOLE | 195,000 | 0 | 0 | ||
SKYLINE CORP | COM | 830830105 | 2,249 | 185,990 | SH | SOLE | 185,990 | 0 | 0 | ||
SLM CORP COM | COM | 78442P106 | 7,226 | 630,000 | SH | SOLE | 630,000 | 0 | 0 | ||
SMITH A O CORP COM | COM | 831865209 | 8,374 | 140,900 | SH | SOLE | 140,900 | 0 | 0 | ||
SMITH & NEPHEW P L C ADR SPONS | COM | 83175M205 | 673 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
SMUCKER J M CO COM NEW | COM | 832696405 | 14,103 | 134,400 | SH | SOLE | 134,400 | 0 | 0 | ||
SNYDERS LANCE INC COM | COM | 833551104 | 41,663 | 1,092,368 | SH | SOLE | 1,092,368 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHIE HO | COM | G8250R111 | 143 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
SONOCO PRODS CO COM | COM | 835495102 | 4,843 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
SONY CORP-ADR (B:SNE US) | COM | 835699307 | 113,626 | 3,043,000 | SH | SOLE | 3,043,000 | 0 | 0 | ||
SORL AUTO PTS INC COM | COM | 78461U101 | 707 | 185,000 | SH | SOLE | 185,000 | 0 | 0 | ||
SOUTH JERSEY INDS INC COM | COM | 838518108 | 5,870 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 22,457 | 457,000 | SH | SOLE | 457,000 | 0 | 0 | ||
SOUTHWEST GAS CORP | COM | 844895102 | 103,988 | 1,339,700 | SH | SOLE | 1,339,700 | 0 | 0 | ||
SPARTAN MTRS INC COM | COM | 846819100 | 888 | 80,375 | SH | SOLE | 80,375 | 0 | 0 | ||
SPARTON CORP COM | COM | 847235108 | 3,608 | 155,445 | SH | SOLE | 155,445 | 0 | 0 | ||
SPDR GOLD TRUST | COM | 78463V907 | 315 | 100 | SH | Call | SOLE | 0 | 0 | 0 | |
SPIRE INC COM | COM | 84857L101 | 10,339 | 138,500 | SH | SOLE | 138,500 | 0 | 0 | ||
SPRINT CORP | COM | 85207U105 | 20,528 | 2,638,553 | SH | SOLE | 2,638,553 | 0 | 0 | ||
SPROUTS FARMERS MARKETS LLC | COM | 85208M102 | 713 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
SPWR 4 1/15/23 | CONVERTIBLE BOND | 867652AL3 | 6,352 | 7,650,000 | PRN | SOLE | 7,650,000 | 0 | 0 | ||
ST. JOE COMPANY | COM | 790148100 | 19,992 | 1,060,560 | SH | SOLE | 1,060,560 | 0 | 0 | ||
STAMPS.COM INC (NEW) | COM | 852857200 | 3,850 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
STANDARD MTR PRODS INC CLASS A | COM | 853666105 | 16,453 | 341,000 | SH | SOLE | 341,000 | 0 | 0 | ||
STANDEX INTL CORP | COM | 854231107 | 6,160 | 58,000 | SH | SOLE | 58,000 | 0 | 0 | ||
STANLEY BLACK AND DECKER INC | COM | 854502101 | 1,057 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
STARBUCKS CORP COM | COM | 855244109 | 16,800 | 312,800 | SH | SOLE | 312,800 | 0 | 0 | ||
STARRETT L S CO CL A | COM | 855668109 | 365 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
STATE AUTO FINL CORP COM | COM | 855707105 | 315 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
STATE NATL COS INC COM | COM | 85711T305 | 1,612 | 76,780 | SH | SOLE | 76,780 | 0 | 0 | ||
STATE STREET CORP | COM | 857477103 | 68,053 | 712,300 | SH | SOLE | 712,300 | 0 | 0 | ||
STATOIL ASA SPONSORED ADR | COM | 85771P102 | 10,447 | 520,000 | SH | SOLE | 520,000 | 0 | 0 | ||
STEEL PARTNERS HLDGS L P | COM | 85814R107 | 5,015 | 274,046 | SH | SOLE | 274,046 | 0 | 0 | ||
STERICYCLE INC COM | COM | 858912108 | 7,986 | 111,500 | SH | SOLE | 111,500 | 0 | 0 | ||
STERIS PLC SHARES | COM | G84720104 | 4,729 | 53,500 | SH | SOLE | 53,500 | 0 | 0 | ||
STERLING BANCORP/DE | COM | 85917A100 | 18,140 | 735,912 | SH | SOLE | 735,912 | 0 | 0 | ||
STONERIDGE INC | COM | 86183P102 | 3,962 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
STRAIGHT PATH COMMUNICATNS ICL | COM | 862578101 | 9,370 | 51,860 | SH | SOLE | 51,860 | 0 | 0 | ||
STRATASYS LTD SHS | COM | M85548101 | 3,526 | 152,500 | SH | SOLE | 152,500 | 0 | 0 | ||
STRATTEC SECURITY CORP. | COM | 863111100 | 8,466 | 207,000 | SH | SOLE | 207,000 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 9,359 | 65,900 | SH | SOLE | 65,900 | 0 | 0 | ||
SUNCOR ENERGY INC | COM | 867224107 | 6,778 | 193,500 | SH | SOLE | 193,500 | 0 | 0 | ||
SUNOCO LP COM U REP LP | COM | 86765K109 | 2,827 | 90,900 | SH | SOLE | 90,900 | 0 | 0 | ||
SUNSHINE BANCORP INC COM | COM | 86777J108 | 495 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
SUNTRUST BANKS INC | COM | 867914103 | 2,929 | 49,000 | SH | SOLE | 49,000 | 0 | 0 | ||
SUPERIOR INDS INTL INC | COM | 868168105 | 9,008 | 541,000 | SH | SOLE | 541,000 | 0 | 0 | ||
SUPERVALU INC COM NEW | COM | 868536301 | 395 | 18,142 | SH | SOLE | 18,142 | 0 | 0 | ||
SURMODICS INC COM | COM | 868873100 | 3,702 | 119,433 | SH | SOLE | 119,433 | 0 | 0 | ||
SWK 5 3/8 5/15/20 | CONVERTIBLE PREF | 854502887 | 3,947 | 34,430 | SH | SOLE | 34,430 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES 0.750 | CONVERTIBLE BOND | 87157BAA1 | 3,831 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
SYNCHRONY FINL COM | COM | 87165B103 | 4,392 | 141,434 | SH | SOLE | 141,434 | 0 | 0 | ||
S&P GLOBAL INC COM | COM | 78409V104 | 43,501 | 278,300 | SH | SOLE | 278,300 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COM | 74144T108 | 46,957 | 518,000 | SH | SOLE | 518,000 | 0 | 0 | ||
TAHOE RES INC COM | COM | 873868103 | 6,920 | 1,313,000 | SH | SOLE | 1,313,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWARCO | COM | 874054109 | 20,569 | 201,200 | SH | SOLE | 201,200 | 0 | 0 | ||
TBPH 3 1/4 11/1/23 | CONVERTIBLE BOND | 88339KAA0 | 2,449 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TD AMERITRADE HLDG CORP COM | COM | 87236Y108 | 4,880 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TE CONNECTIVITY LTD | COM | H84989104 | 18,605 | 224,000 | SH | SOLE | 224,000 | 0 | 0 | ||
TEAM INC COM | COM | 878155100 | 6,109 | 457,626 | SH | SOLE | 457,626 | 0 | 0 | ||
TECHNIPFMC PLC | COM | G87110105 | 3,574 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
TEGNA INC COM | COM | 87901J105 | 400 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
TEJON RANCH CO DEL COM | COM | 879080109 | 2,743 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
TELARIA INC COM | COM | 879181105 | 44 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TELECOM ARGENTINA SA ADR | COM | 879273209 | 2,510 | 81,400 | SH | SOLE | 81,400 | 0 | 0 | ||
TELECOM ITALIA SPA ADR | COM | 87927Y102 | 3,610 | 384,000 | SH | SOLE | 384,000 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 968 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TELEFONICA BRASIL SA SPONSORED | COM | 87936R106 | 5,983 | 377,702 | SH | SOLE | 377,702 | 0 | 0 | ||
TELEFONICA DE ESPANA SA ADR (B | COM | 879382208 | 19,961 | 1,849,922 | SH | SOLE | 1,849,922 | 0 | 0 | ||
TELEKOMUNIK INDONESIA-SP ADR | COM | 715684106 | 875 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
TELEPHONE & DATA SYS | COM | 879433829 | 79,908 | 2,865,110 | SH | SOLE | 2,865,110 | 0 | 0 | ||
TELUS CORP COM | COM | 87971M103 | 6,529 | 181,500 | SH | SOLE | 181,500 | 0 | 0 | ||
TENARIS S A SPONSORED ADR | COM | 88031M109 | 3,001 | 106,000 | SH | SOLE | 106,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM | 88033G407 | 1,419 | 86,396 | SH | SOLE | 86,396 | 0 | 0 | ||
TENNANT CO | COM | 880345103 | 18,536 | 280,000 | SH | SOLE | 280,000 | 0 | 0 | ||
TENNECO INC | COM | 880349105 | 37,118 | 611,800 | SH | SOLE | 611,800 | 0 | 0 | ||
TEREX CORP NEW COM | COM | 880779103 | 360 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
TERRAFORM GLOBAL INC CL A | COM | 88104M101 | 6,906 | 1,453,932 | SH | SOLE | 1,453,932 | 0 | 0 | ||
TESARO INC COM | COM | 881569107 | 426 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
TESLA MOTORS 1.250 03/1/21 | CONVERTIBLE BOND | 88160RAC5 | 2,254 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TETRAPHASE PHARMACEUTICALS ICO | COM | 88165N105 | 876 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTDAD | COM | 881624209 | 352 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COM | 882508104 | 60,821 | 678,500 | SH | SOLE | 678,500 | 0 | 0 | ||
TEXTRON INC | COM | 883203101 | 53,880 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
TFS FINL CORP COM | COM | 87240R107 | 226 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
THE PRICELINE GROUP INC. 1.000 | CONVERTIBLE BOND | 741503AQ9 | 2,896 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
THE SCOTTS MIRACLE GRO CO | COM | 810186106 | 2,434 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 28,475 | 150,500 | SH | SOLE | 150,500 | 0 | 0 | ||
THOR INDS INC COM | COM | 885160101 | 3,211 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
TIFFANY & CO NEW COM | COM | 886547108 | 275 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
TIM PARTICIPACOES SA-ADR | COM | 88706P205 | 2,256 | 123,434 | SH | SOLE | 123,434 | 0 | 0 | ||
TIME INC NEW COM | COM | 887228104 | 309 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
TIME WARNER INC COM | COM | 887317303 | 107,904 | 1,053,236 | SH | SOLE | 1,053,236 | 0 | 0 | ||
TIMKEN CO COM | COM | 887389104 | 12,817 | 264,000 | SH | SOLE | 264,000 | 0 | 0 | ||
TIMKENSTEEL CORP COM | COM | 887399103 | 8,653 | 524,409 | SH | SOLE | 524,409 | 0 | 0 | ||
TIVO CORP | COM | 88870P106 | 655 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
TLGT 3.75 12/15/19 | CONVERTIBLE BOND | 449575AB5 | 2,659 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
TMST 6 06/01/21 | CONVERTIBLE BOND | 887399AA1 | 3,152 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TOLL BROS INC COM | COM | 889478103 | 15,551 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
TOOTSIE ROLL INDS INC | COM | 890516107 | 29,317 | 771,500 | SH | SOLE | 771,500 | 0 | 0 | ||
TORO CO COM | COM | 891092108 | 4,220 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
TOTAL SA ADR (B:TOT US) | COM | 89151E109 | 25,417 | 474,900 | SH | SOLE | 474,900 | 0 | 0 | ||
TRACTOR SUPPLY CO COM | COM | 892356106 | 14,050 | 222,000 | SH | SOLE | 222,000 | 0 | 0 | ||
TRANSACT TECHNOLOGIES INC COM | COM | 892918103 | 322 | 33,050 | SH | SOLE | 33,050 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 16,663 | 136,000 | SH | SOLE | 136,000 | 0 | 0 | ||
TREDEGAR INDS INC | COM | 894650100 | 13,015 | 723,071 | SH | SOLE | 723,071 | 0 | 0 | ||
TREEHOUSE FOODS INC COM | COM | 89469A104 | 1,422 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
TRIBUNE MEDIA CO - A | COM | 896047503 | 25,233 | 617,550 | SH | SOLE | 617,550 | 0 | 0 | ||
TRINITY INDS INC | COM | 896522109 | 20,225 | 634,000 | SH | SOLE | 634,000 | 0 | 0 | ||
TRIPADVISOR INC COM | COM | 896945201 | 304 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
TRONC INC COM | COM | 89703P107 | 174 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
TURKCELL ILETISIM HIZMETLERISP | COM | 900111204 | 5,310 | 602,000 | SH | SOLE | 602,000 | 0 | 0 | ||
TURQUOISE HILL RESOURCES LTD | COM | 900435108 | 1,721 | 555,000 | SH | SOLE | 555,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX A | COM | 90130A101 | 92,863 | 3,520,200 | SH | SOLE | 3,520,200 | 0 | 0 | ||
TWENTY FIRST CENTY FOX B | COM | 90130A200 | 28,756 | 1,115,000 | SH | SOLE | 1,115,000 | 0 | 0 | ||
TWIN DISC INC COM | COM | 901476101 | 5,923 | 318,280 | SH | SOLE | 318,280 | 0 | 0 | ||
TYLER TECHNOLOGIES INC COM | COM | 902252105 | 42,273 | 242,500 | SH | SOLE | 242,500 | 0 | 0 | ||
TYSON FOODS INC | COM | 902494103 | 6,975 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
T-MOBILE US CV PFD 5.500 12/1 | CONVERTIBLE PREF | 872590203 | 4,396 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 25,466 | 413,000 | SH | SOLE | 413,000 | 0 | 0 | ||
U S BANCORP | COM | 902973304 | 6,967 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
UGI CORP NEW COM | COM | 902681105 | 17,034 | 363,500 | SH | SOLE | 363,500 | 0 | 0 | ||
ULTRA PETROLEUM CORP COM NEW | COM | 903914208 | 520 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
UNILEVER N V NEW YORK SHS N | COM | 904784709 | 5,963 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
UNILEVER PLC SPON ADR NEW | COM | 904767704 | 9,616 | 165,900 | SH | SOLE | 165,900 | 0 | 0 | ||
UNITED GUARDIAN INC COM | COM | 910571108 | 887 | 45,500 | SH | SOLE | 45,500 | 0 | 0 | ||
UNITED NAT FOODS INC COM | COM | 911163103 | 14,482 | 348,200 | SH | SOLE | 348,200 | 0 | 0 | ||
UNITED RENTALS INC COM | COM | 911363109 | 6,521 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
UNITED STATES CELLULAR CORP | COM | 911684108 | 46,337 | 1,308,946 | SH | SOLE | 1,308,946 | 0 | 0 | ||
UNITED STATES OIL FUND LP UNIT | MUTUAL FUNDS | 91232N108 | 7,134 | 684,000 | SH | SOLE | 684,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 3,366 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
UNITEDHEALTH GROUP INC COM | COM | 91324P102 | 50,098 | 255,800 | SH | SOLE | 255,800 | 0 | 0 | ||
UNITI GROUP INC COM | REAL ESTATE INVE | 91325V108 | 2,287 | 156,000 | SH | SOLE | 156,000 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 3,567 | 72,125 | SH | SOLE | 72,125 | 0 | 0 | ||
UNIVERSAL TECHNICAL INST INCCO | COM | 913915104 | 576 | 166,000 | SH | SOLE | 166,000 | 0 | 0 | ||
VALE S A ADR | COM | 91912E105 | 151 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
VALEANT PHARMACEUTICALS INTL I | COM | 91911K102 | 1,305 | 91,088 | SH | SOLE | 91,088 | 0 | 0 | ||
VALERO ENERGY CORP COM | COM | 91913Y100 | 12,078 | 157,000 | SH | SOLE | 157,000 | 0 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 4,822 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
VALUE LINE INC | COM | 920437100 | 948 | 53,782 | SH | SOLE | 53,782 | 0 | 0 | ||
VALVOLINE INC COM | COM | 92047W101 | 18,668 | 796,072 | SH | SOLE | 796,072 | 0 | 0 | ||
VANECK VECTORS ETF TR | COM | 92189F906 | 9,100 | 100 | SH | Call | SOLE | 0 | 0 | 0 | |
VANECK VECTORS GOLD MINERS ETF | ETF - EQUITY | 92189F106 | 211 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
VECTREN INC. | COM | 92240G101 | 34,516 | 524,800 | SH | SOLE | 524,800 | 0 | 0 | ||
VECTRUS INC COM | COM | 92242T101 | 2,191 | 71,055 | SH | SOLE | 71,055 | 0 | 0 | ||
VEON LTD ADR | COM | 91822M106 | 8,862 | 2,120,000 | SH | SOLE | 2,120,000 | 0 | 0 | ||
VERIFONE HLDGS INC COM | COM | 92342Y109 | 304 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS | COM | 92343V104 | 112,818 | 2,279,611 | SH | SOLE | 2,279,611 | 0 | 0 | ||
VIACOM INC NEW CL A | COM | 92553P102 | 68,167 | 1,857,421 | SH | SOLE | 1,857,421 | 0 | 0 | ||
VIACOM INC NEW CL B | COM | 92553P201 | 7,378 | 265,000 | SH | SOLE | 265,000 | 0 | 0 | ||
VICOR CORP COM | COM | 925815102 | 2,596 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
VIDEOCON D2H LTD ADR | COM | 92657J101 | 444 | 49,861 | SH | SOLE | 49,861 | 0 | 0 | ||
VILLAGE SUPER MKT INC CL A NEW | COM | 927107409 | 1,794 | 72,500 | SH | SOLE | 72,500 | 0 | 0 | ||
VINA CONCHA Y TORO S A SPONSOR | COM | 927191106 | 742 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
VIRTU FINANCIAL INC-CLASS A | COM | 928254101 | 437 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
VISA INC-CLASS A SHRS | COM | 92826C839 | 27,973 | 265,800 | SH | SOLE | 265,800 | 0 | 0 | ||
VISTEON CORP COM NEW | COM | 92839U206 | 12,414 | 100,300 | SH | SOLE | 100,300 | 0 | 0 | ||
VITAMIN SHOPPE INC COM | COM | 92849E101 | 432 | 80,760 | SH | SOLE | 80,760 | 0 | 0 | ||
VODAFONE GROUP ADR | COM | 92857W308 | 35,449 | 1,245,572 | SH | SOLE | 1,245,572 | 0 | 0 | ||
VSI 2 1/4 12/01/20 | CONVERTIBLE BOND | 92849EAB7 | 2,230 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
VULCAN MATLS CO COM | COM | 929160109 | 6,040 | 50,500 | SH | SOLE | 50,500 | 0 | 0 | ||
VWR CORP | COM | 91843L103 | 27,303 | 824,614 | SH | SOLE | 824,614 | 0 | 0 | ||
W 3/8 9/1/22 144A | CONVERTIBLE BOND | 94419LAA9 | 1,431 | 1,477,000 | PRN | SOLE | 1,477,000 | 0 | 0 | ||
W D 40 COMPANY | COM | 929236107 | 2,462 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
WADDELL & REED FINL INC CL A | COM | 930059100 | 29,122 | 1,451,000 | SH | SOLE | 1,451,000 | 0 | 0 | ||
WAL MART STORES INC | COM | 931142103 | 7,267 | 93,000 | SH | SOLE | 93,000 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC C | COM | 931427108 | 31,135 | 403,200 | SH | SOLE | 403,200 | 0 | 0 | ||
WASTE CONNECTIONS INC | COM | 94106B101 | 26,189 | 374,341 | SH | SOLE | 374,341 | 0 | 0 | ||
WASTE MGMT INC DEL COM | COM | 94106L109 | 70,083 | 895,400 | SH | SOLE | 895,400 | 0 | 0 | ||
WATERS CORP COM | COM | 941848103 | 1,723 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
WATSCO INC CL B | COM | 942622101 | 1,267 | 7,875 | SH | SOLE | 7,875 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES | COM | 942749102 | 38,821 | 561,000 | SH | SOLE | 561,000 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL PLC | COM | G48833100 | 26,646 | 5,818,000 | SH | SOLE | 5,818,000 | 0 | 0 | ||
WEC ENERGY GROUP | COM | 92939U106 | 50,161 | 799,000 | SH | SOLE | 799,000 | 0 | 0 | ||
WEIS MKTS INC | COM | 948849104 | 2,941 | 67,600 | SH | SOLE | 67,600 | 0 | 0 | ||
WELBILT INC | COM | 949090104 | 4,541 | 197,000 | SH | SOLE | 197,000 | 0 | 0 | ||
WELLS FARGO CV PFD L 7.500 | CONVERTIBLE PREF | 949746804 | 3,288 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 118,821 | 2,154,500 | SH | SOLE | 2,154,500 | 0 | 0 | ||
WELLTOWER INC CV PFD 6.500 | CONVERTIBLE PREF | 95040Q203 | 4,218 | 66,500 | SH | SOLE | 66,500 | 0 | 0 | ||
WEST CORP COM | COM | 952355204 | 20,208 | 861,003 | SH | SOLE | 861,003 | 0 | 0 | ||
WESTAR ENERGY INC | COM | 95709T100 | 131,800 | 2,657,248 | SH | SOLE | 2,657,248 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 18,036 | 530,000 | SH | SOLE | 530,000 | 0 | 0 | ||
WFT 5 7/8 7/1/21 | CONVERTIBLE BOND | 947075AH0 | 2,184 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WGL HLDGS INC COM | COM | 92924F106 | 9,611 | 114,150 | SH | SOLE | 114,150 | 0 | 0 | ||
WHEATON PRECIOUS METALS CORP | COM | 962879102 | 15,705 | 822,700 | SH | SOLE | 822,700 | 0 | 0 | ||
WHITING PETE CORP NEW COM | COM | 966387102 | 785 | 143,700 | SH | SOLE | 143,700 | 0 | 0 | ||
WIDEOPENWEST INC COM | COM | 96758W101 | 9,531 | 632,000 | SH | SOLE | 632,000 | 0 | 0 | ||
WILEY JOHN & SONS INC CL B | COM | 968223305 | 680 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
WILLAMETTE VY VINEYARD INC COM | COM | 969136100 | 158 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 8,613 | 287,000 | SH | SOLE | 287,000 | 0 | 0 | ||
WILLIS TOWERS WATSON PUB LTD S | COM | G96629103 | 1,388 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
WINDSTREAM HLDGS INC COM NEW | COM | 97382A200 | 2,669 | 1,508,000 | SH | SOLE | 1,508,000 | 0 | 0 | ||
WINNEBAGO INDS INC COM | COM | 974637100 | 2,685 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC COM | COM | 978097103 | 3,895 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
WOODWARD INC | COM | 980745103 | 5,277 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
WORLD WRESTLING ENTERTAINMENT | COM | 98156Q108 | 3,721 | 158,000 | SH | SOLE | 158,000 | 0 | 0 | ||
WRIGHT MEDICAL GROUP | COM | N96617118 | 14,496 | 560,354 | SH | SOLE | 560,354 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP COM | COM | 98310W108 | 2,108 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WYNN RESORTS LTD COM | COM | 983134107 | 15,651 | 105,100 | SH | SOLE | 105,100 | 0 | 0 | ||
XCEL ENERGY INC COM | COM | 98389B100 | 23,849 | 504,000 | SH | SOLE | 504,000 | 0 | 0 | ||
XCERRA CORP COM | COM | 98400J108 | 1,246 | 126,511 | SH | SOLE | 126,511 | 0 | 0 | ||
XYLEM INC | COM | 98419M100 | 117,619 | 1,878,000 | SH | SOLE | 1,878,000 | 0 | 0 | ||
YAMANA GOLD INC COM | COM | 98462Y100 | 40 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
YORK WTR CO COM | COM | 987184108 | 4,949 | 146,000 | SH | SOLE | 146,000 | 0 | 0 | ||
YUME INC COM | COM | 98872B104 | 116 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ZAYO GROUP HLDGS INC COM | COM | 98919V105 | 1,391 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
ZIMMER BIOMET HLDG | COM | 98956P102 | 22,516 | 192,300 | SH | SOLE | 192,300 | 0 | 0 | ||
ZOETIS INC | COM | 98978V103 | 49,762 | 780,454 | SH | SOLE | 780,454 | 0 | 0 |