0001567619-20-015125.txt : 20200813
0001567619-20-015125.hdr.sgml : 20200813
20200813170015
ACCESSION NUMBER: 0001567619-20-015125
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200813
DATE AS OF CHANGE: 20200813
EFFECTIVENESS DATE: 20200813
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GABELLI FUNDS LLC
CENTRAL INDEX KEY: 0001081407
IRS NUMBER: 134044523
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10894
FILM NUMBER: 201100082
BUSINESS ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE
STATE: NY
ZIP: 10580
BUSINESS PHONE: 914-921-5105
MAIL ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE
STATE: NY
ZIP: 10580
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001081407
XXXXXXXX
06-30-2020
06-30-2020
GABELLI FUNDS LLC
One Corporate Center
Rye
NY
10580
13F HOLDINGS REPORT
028-10894
N
David Goldman
General Counsel
914-921-7793
/s/ David Goldman
Rye
NY
07-20-2020
0
1061
12272410
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CAMECO CORP COM
COM
13321L108
4807
469000
SH
SOLE
469000
0
0
CAMPBELL SOUP CO
COM
134429109
9271
186800
SH
SOLE
186800
0
0
CANNAE HLDGS INC COM
COM
13765N107
1192
29000
SH
SOLE
29000
0
0
CANTEL MEDICAL CORP COM
COM
138098108
2862
64700
SH
SOLE
64700
0
0
CANTERBURY PK HLDG CORP
COM
13811E101
2249
205540
SH
SOLE
0
0
205540
CAPITAL ONE FINL CORP COM
COM
14040H105
338
5400
SH
SOLE
5400
0
0
CAPITOL FEDERAL FINANCIAL INC
COM
14057J101
132
12000
SH
SOLE
12000
0
0
CARDIOVASCULAR SYS INC DEL COM
COM
141619106
4193
132914
SH
SOLE
132914
0
0
CAREDX INC
COM
14167L103
886
25000
SH
SOLE
25000
0
0
CARMAX INC COM
COM
143130102
2597
29000
SH
SOLE
29000
0
0
CARRIER GLOBAL CORPORATION COM
COM
14448C104
1655
74500
SH
SOLE
74500
0
0
CASEYS GEN STORES INC COM
COM
147528103
837
5600
SH
SOLE
5600
0
0
CATERPILLAR INC
COM
149123101
17558
138800
SH
SOLE
138800
0
0
CAVCO INDUSTRIES
COM
149568107
21250
110190
SH
SOLE
110190
0
0
CCI 6 7/8 8/1/20
CONVERTIBLE PREF
22822V309
5649
3787
SH
SOLE
3787
0
0
CENTERPOINT ENERGY INC COM
COM
15189T107
1755
94000
SH
SOLE
94000
0
0
CENTRAL AND EASTERN EUROPE FUN
MUTUAL FUNDS
153436100
3173
151964
SH
SOLE
151964
0
0
CENTRAL EUROPN MEDIA ENTRPRICO
COM
G20045202
7355
2077556
SH
SOLE
2077556
0
0
CENTURYLINK, INC.
COM
156700106
14037
1399500
SH
SOLE
1399500
0
0
CF INDS HLDGS INC COM
COM
125269100
732
26000
SH
SOLE
26000
0
0
CFX 5 3/4 1/15/22
CONVERTIBLE PREF
194014205
5004
41000
SH
SOLE
41000
0
0
CHARLES RIV LABORATORIES INTCO
COM
159864107
5381
30861
SH
SOLE
30861
0
0
CHART INDS INC
COM
16115Q308
970
20000
SH
SOLE
20000
0
0
CHARTER COMMUNICATIONS INC
COM
16119P108
34684
68003
SH
SOLE
68003
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
580
5400
SH
SOLE
5400
0
0
CHEESECAKE FACTORY INC
COM
163072101
4760
207700
SH
SOLE
207700
0
0
CHEMED CORPORATION
COM
16359R103
8164
18100
SH
SOLE
18100
0
0
CHENIERE ENERGY, INC. 4.250 0
CONVERTIBLE BOND
16411RAG4
3872
6100000
PRN
SOLE
6100000
0
0
CHESAPEAKE UTILS CORP COM
COM
165303108
7762
92400
SH
SOLE
92400
0
0
CHEVRON CORP
COM
166764100
48231
540522
SH
SOLE
540522
0
0
CHINA AUTOMOTIVE SYS INC COM
COM
16936R105
254
88022
SH
SOLE
88022
0
0
CHINA MOBILE LTD
COM
16941M109
3599
107000
SH
SOLE
107000
0
0
CHINA UNICOM ADR
COM
16945R104
387
71000
SH
SOLE
71000
0
0
CHURCH & DWIGHT CO
COM
171340102
12735
164750
SH
SOLE
164750
0
0
CHURCHILL CAPITAL CORP III
COM
17144C203
474
41947
SH
SOLE
41947
0
0
CHURCHILL DOWNS INC COM
COM
171484108
21850
164100
SH
SOLE
164100
0
0
CIGNA CORP NEW
COM
125523100
25262
134625
SH
SOLE
134625
0
0
CIIG MERGER CORP UNIT 1 CL A &
COM
12559C202
2416
235700
SH
SOLE
235700
0
0
CIM 7.000 04/01/23
CONVERTIBLE BOND
16934QAA7
3240
2200000
PRN
SOLE
2200000
0
0
CINCINNATI BELL INC NEW COM NE
COM
171871502
10011
674117
SH
SOLE
674117
0
0
CINCINNATI BELL PFD CVT 6.75
CONVERTIBLE PREF
171871403
7282
151925
SH
SOLE
151925
0
0
CIRCOR INTL INC COM
COM
17273K109
13046
512000
SH
SOLE
512000
0
0
CISCO SYS INC
COM
17275R102
555
11900
SH
SOLE
11900
0
0
CIT GROUP INC COM NEW
COM
125581801
706
34050
SH
SOLE
34050
0
0
CITIC CAPITAL ACQ
COM
G21513125
2817
280300
SH
SOLE
280300
0
0
CITIGROUP INC
COM
172967424
19397
379596
SH
SOLE
379596
0
0
CLEAR CHANNEL OUTDOOR HLDG
COM
18453H106
3752
3607767
SH
SOLE
3607767
0
0
CLEVELAND-CLIFFS INC
COM
185899101
224
40500
SH
SOLE
40500
0
0
CLOVIS ONCOLOGY INC COM
COM
189464100
988
146400
SH
SOLE
146400
0
0
CMS ENERGY CORP COM
COM
125896100
11634
199150
SH
SOLE
199150
0
0
CNH INDUSTRIAL NV
COM
N20944109
45210
6430954
SH
SOLE
6430954
0
0
CNMD 2 5/8 2/1/24
CONVERTIBLE BOND
207410AF8
3140
3000000
PRN
SOLE
3000000
0
0
CNP 7. 09/01/21
CONVERTIBLE PREF
15189T503
3851
108000
SH
SOLE
108000
0
0
CNX RESOURCES CORPORATION COM
COM
12653C108
571
66000
SH
SOLE
66000
0
0
COCA COLA CO
COM
191216100
21004
470100
SH
SOLE
470100
0
0
COCA COLA EUROPEAN PARTNERS
COM
G25839104
2235
59200
SH
SOLE
59200
0
0
COCA-COLA FEMSA S A DE C V ADR
COM
191241108
439
10000
SH
SOLE
10000
0
0
COHEN & STEERS INC COM
COM
19247A100
5104
75000
SH
SOLE
75000
0
0
COLFAX CORP COM
COM
194014106
3292
118000
SH
SOLE
118000
0
0
COLGATE PALMOLIVE CO
COM
194162103
1850
25250
SH
SOLE
25250
0
0
COLL 2 5/8 2/15/26
CONVERTIBLE BOND
19459JAA2
2707
3000000
PRN
SOLE
3000000
0
0
COMCAST CORP NEW COM CL A
COM
20030N101
56963
1461350
SH
SOLE
1461350
0
0
COMMUNICATIONS SYS
COM
203900105
1556
307000
SH
SOLE
307000
0
0
COMPANIA DE MINAS BUENAVENTURA
FOREIGN COMMON S
204448104
274
30000
SH
SOLE
30000
0
0
COMPUTER TASK GROUP INC COM
COM
205477102
141
35000
SH
SOLE
35000
0
0
CONAGRA BRANDS INC
COM
205887102
57563
1636700
SH
SOLE
1636700
0
0
CONCHO RES INC COM
COM
20605P101
3543
68800
SH
SOLE
68800
0
0
CONDOR HOSPITALITY TR INC COM
COM
20676Y403
105
25500
SH
SOLE
25500
0
0
CONFORMIS INC COM
COM
20717E101
138
167823
SH
SOLE
167823
0
0
CONMED CORP COM
COM
207410101
2563
35600
SH
SOLE
35600
0
0
CONOCOPHILLIPS COM
COM
20825C104
21994
523422
SH
SOLE
523422
0
0
CONSOL ENERGY INC NEW COM
COM
20854L108
51
10025
SH
SOLE
10025
0
0
CONSOLIDATED COMM HLDGS INC CO
COM
209034107
562
83000
SH
SOLE
83000
0
0
CONSOLIDATED EDISON INC COM
COM
209115104
7725
107400
SH
SOLE
107400
0
0
CONSOLIDATED WATER CO LTD ORD
COM
G23773107
482
33400
SH
SOLE
33400
0
0
CONSTELLATION BRANDS COM
COM
21036P108
12281
70200
SH
SOLE
70200
0
0
COOPER COS INC COM NEW
COM
216648402
7091
25000
SH
SOLE
25000
0
0
COPART INC COM
COM
217204106
11658
140000
SH
SOLE
140000
0
0
CORE MOLDING TECH COM
COM
218683100
1382
335500
SH
SOLE
335500
0
0
CORNING INC
COM
219350105
16160
623950
SH
SOLE
623950
0
0
CORTEVA INC COM
COM
22052L104
218
8136
SH
SOLE
8136
0
0
COSTCO WHSL CORP NEW COM
COM
22160K105
37684
124285
SH
SOLE
124285
0
0
COUP 1/8 6/15/25
CONVERTIBLE BOND
22266LAC0
4371
2410000
PRN
SOLE
2410000
0
0
COUPA SOFTWARE INC COM
COM
22266L106
11553
41700
SH
SOLE
41700
0
0
COVANTA HOLDING CORP
COM
22282E102
1477
154000
SH
SOLE
154000
0
0
COVETRUS INC
COM
22304C100
1829
102250
SH
SOLE
102250
0
0
CRAFT BREW ALLIANCE INC COM
COM
224122101
20119
1307274
SH
SOLE
1307274
0
0
CRANE CO
COM
224399105
55946
940900
SH
SOLE
940900
0
0
CREDIT SUISSE GROUP SPONSORED
COM
225401108
744
72200
SH
SOLE
72200
0
0
CROWN CASTLE INTL CORP
COM
22822V101
20894
124850
SH
SOLE
124850
0
0
CROWN HOLDINGS INC COM
COM
228368106
16081
246900
SH
SOLE
246900
0
0
CSGS 4 1/4 3/15/36
CONVERTIBLE BOND
126349AF6
6742
6500000
PRN
SOLE
6500000
0
0
CTS CORP
COM
126501105
14390
718050
SH
SOLE
718050
0
0
CULLEN FROST BANKERS INC COM
COM
229899109
2204
29500
SH
SOLE
29500
0
0
CURTISS WRIGHT CORP
COM
231561101
21673
242750
SH
SOLE
242750
0
0
CUTERA INC COM
COM
232109108
7489
615404
SH
SOLE
615404
0
0
CVS HEALTH CORP
COM
126650100
44595
686388
SH
SOLE
686388
0
0
CYRUSONE INC
COM
23283R100
1528
21000
SH
SOLE
21000
0
0
D 7 1/4 6/1/22
CONVERTIBLE PREF
25746U133
4095
40380
SH
SOLE
40380
0
0
D R HORTON INC COM
COM
23331A109
6044
109000
SH
SOLE
109000
0
0
DAKTRONICS INC COM
COM
234264109
148
34000
SH
SOLE
34000
0
0
DANA HOLDING CORP COM
COM
235825205
28169
2310832
SH
SOLE
2310832
0
0
DANAHER CORP SHS BEN INT
COM
235851102
22857
129260
SH
SOLE
129260
0
0
DAVITA INC
COM
23918K108
8982
113500
SH
SOLE
113500
0
0
DEERE & CO.
COM
244199105
85961
547000
SH
SOLE
547000
0
0
DELL TECHNOLOGIES INC CL C
COM
24703L202
731
13300
SH
SOLE
13300
0
0
DELPHI TECHNOLOGIES PLC SHS
COM
G2709G107
3755
264235
SH
SOLE
264235
0
0
DENNYS CORP COM
COM
24869P104
2222
220000
SH
SOLE
220000
0
0
DENTSPLY INTL INC
COM
24906P109
3040
69000
SH
SOLE
69000
0
0
DEUTSCHE BANK AG-REG (B:DB)
COM
D18190898
438
46000
SH
SOLE
46000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
4408
388700
SH
SOLE
388700
0
0
DEXCOM INC COM
COM
252131107
6284
15500
SH
SOLE
15500
0
0
DHR 4 3/4 4/15/22
CONVERTIBLE PREF
235851300
3446
2750
SH
SOLE
2750
0
0
DIAGEO PLC SPONSORED ADR (B:DE
COM
25243Q205
75769
563800
SH
SOLE
563800
0
0
DIAMOND HILL INVESTMENT GROUCO
COM
25264R207
1044
9184
SH
SOLE
9184
0
0
DIAMOND OFFSHORE DRILLNG INCCO
COM
25271C102
6
25000
SH
SOLE
25000
0
0
DIAMONDBACK ENERGY INC COM
COM
25278X109
5448
130284
SH
SOLE
130284
0
0
DIEBOLD NIXDORF
COM
253651103
5921
977000
SH
SOLE
977000
0
0
DIGI INTL INC COM
COM
253798102
1841
158000
SH
SOLE
158000
0
0
DIGITAL RLTY TR INC COM
COM
253868103
2291
16120
SH
SOLE
16120
0
0
DISCOVERY INC-A
COM
25470F104
10855
514450
SH
SOLE
514450
0
0
DISCOVERY INC-C
COM
25470F302
27283
1416549
SH
SOLE
1416549
0
0
DISH 3 3/8 8/15/26
CONVERTIBLE BOND
25470MAB5
7110
7700000
PRN
SOLE
7700000
0
0
DISH NETWORK CORPORATION
COM
25470M109
63538
1841142
SH
SOLE
1841142
0
0
DISNEY WALT PRODTNS
COM
254687106
58200
521925
SH
SOLE
521925
0
0
DOMINION RES INC VA NEW COM
COM
25746U109
42149
519202
SH
SOLE
519202
0
0
DONALDSON INC
COM
257651109
39463
848300
SH
SOLE
848300
0
0
DOVER MOTORSPORTS INC.(B:DVD)
COM
260174107
384
247751
SH
SOLE
247751
0
0
DOW INC
COM
260557103
1427
35000
SH
SOLE
35000
0
0
DRIL QUIP INC.
COM
262037104
1811
60800
SH
SOLE
60800
0
0
DTE ENERGY CO COM
COM
233331107
3865
35950
SH
SOLE
35950
0
0
DTE ENERGY CO CORP UNITS
UNITS
233331842
3310
78000
SH
SOLE
78000
0
0
DUCOMMUN INC DEL COM
COM
264147109
1806
51800
SH
SOLE
51800
0
0
DUKE ENERGY CORPORATION COM NE
COM
26441C204
29831
373400
SH
SOLE
373400
0
0
DUPONT DE NEMOURS INC COM
COM
26614N102
47604
896000
SH
SOLE
896000
0
0
DXCM 3/4 12/1/23
CONVERTIBLE BOND
252131AH0
3981
1605000
PRN
SOLE
1605000
0
0
E TRADE FINANCIAL CORP COM NEW
COM
269246401
3508
70534
SH
SOLE
70534
0
0
EASTERN CO COM
COM
276317104
4444
248700
SH
SOLE
248700
0
0
EATON CORP PLC SHS
COM
G29183103
14889
170200
SH
SOLE
170200
0
0
EATON VANCE CORP COM
COM
278265103
1197
31000
SH
SOLE
31000
0
0
EBAY INC
COM
278642103
5507
105000
SH
SOLE
105000
0
0
ECHOSTAR CORP-A
COM
278768106
21122
755433
SH
SOLE
755433
0
0
ECOLAB INC
COM
278865100
4148
20850
SH
SOLE
20850
0
0
ECPG 3 1/4 3/15/22
CONVERTIBLE BOND
292554AK8
2190
2250000
PRN
SOLE
2250000
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
39020
1252259
SH
SOLE
1252259
0
0
EDISON INTL COM
COM
281020107
28567
526000
SH
SOLE
526000
0
0
EDWARDS LIFESCIENCES CORP COM
COM
28176E108
12834
185700
SH
SOLE
185700
0
0
EHGT 1/2 2/1/24
CONVERTIBLE BOND
282914AB6
3663
4095000
PRN
SOLE
4095000
0
0
EL PASO ELEC CO COM NEW
COM
283677854
108737
1622936
SH
SOLE
1622936
0
0
EL PASO ENERGY CAP TR I PFD CO
CONVERTIBLE PREF
283678209
5647
126000
SH
SOLE
126000
0
0
ELAN 5.000 02/01/23
CONVERTIBLE PREF
28414H202
3106
80005
SH
SOLE
80005
0
0
ELANCO ANIMAL HEALTH INC COM
COM
28414H103
1236
57600
SH
SOLE
57600
0
0
ELDORADO GOLD CORP
COM
284902509
5898
608000
SH
SOLE
608000
0
0
ELECTRONIC ARTS COM
COM
285512109
528
4000
SH
SOLE
4000
0
0
ELEMENT SOLUTIONS INC COM
COM
28618M106
1845
170000
SH
SOLE
170000
0
0
ENBRIDGE INC COM
COM
29250N105
25020
822500
SH
SOLE
822500
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
78
22700
SH
SOLE
22700
0
0
ENEL AMERICAS S.A.
COM
29274F104
210
28000
SH
SOLE
28000
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
46852
986571
SH
SOLE
986571
0
0
ENERGY RECOVERY INC
COM
29270J100
562
74000
SH
SOLE
74000
0
0
ENERGY TRANSFER LP
COM
29273V100
8946
1256500
SH
SOLE
1256500
0
0
ENERSIS CHILE SA SPON ADR
COM
29278D105
106
28000
SH
SOLE
28000
0
0
ENI S P A ADR SPONSORED
COM
26874R108
2813
146000
SH
SOLE
146000
0
0
ENPRO INDS INC COM
COM
29355X107
12120
245900
SH
SOLE
245900
0
0
ENT 2 3/4 2/15/35
CONVERTIBLE BOND
37951DAB8
257
3150000
PRN
SOLE
3150000
0
0
ENTEGRIS INC COM
COM
29362U104
4015
68000
SH
SOLE
68000
0
0
ENTERCOM COMMUNICATIONS CORPCL
COM
293639100
1546
1120000
SH
SOLE
1120000
0
0
ENTERGY CORP NEW COM
COM
29364G103
1316
14025
SH
SOLE
14025
0
0
ENTERPRISE PRODS PARTNERS L CO
OIL & GAS PARTNE
293792107
1272
70000
SH
SOLE
70000
0
0
EOG RESOURCES INC
COM
26875P101
14352
283300
SH
SOLE
283300
0
0
EQUINIX INC COM
COM
29444U700
12290
17500
SH
SOLE
17500
0
0
EQUINOR ASA SPONSORED ADR
COM
29446M102
6082
420000
SH
SOLE
420000
0
0
EQUINOX GOLD CORP COM
COM
29446Y502
12510
1115000
SH
SOLE
1115000
0
0
EQUITABLE HLDGS INC COM
COM
29452E101
1080
56000
SH
SOLE
56000
0
0
ESSENTIAL UTILITIES INC
COM
29670G102
24246
574000
SH
SOLE
574000
0
0
ESTEE LAUDER CO. INC.
COM
518439104
9811
52000
SH
SOLE
52000
0
0
ETHAN ALLEN INTERIORS INC COM
COM
297602104
189
16000
SH
SOLE
16000
0
0
EUROPEAN EQUITY FUND COM
MUTUAL FUNDS
298768102
272
32729
SH
SOLE
32729
0
0
EVERGY INC
COM
30034W106
84050
1417600
SH
SOLE
1417600
0
0
EVERSOURCE ENERGY
COM
30040W108
80680
968900
SH
SOLE
968900
0
0
EVH 1 1/2 10/15/25
CONVERTIBLE BOND
30050BAD3
2495
4000000
PRN
SOLE
4000000
0
0
EVOLENT HEALTH INC CL A
COM
30050B101
8163
1146500
SH
SOLE
1146500
0
0
EVOQUA WATER TECHNOLOGIES COCO
COM
30057T105
753
40500
SH
SOLE
40500
0
0
EXACT SCIENCES CORP COM
COM
30063P105
304
3500
SH
SOLE
3500
0
0
EXAS 3/8 3/15/27
CONVERTIBLE BOND
30063PAB1
5646
5425000
PRN
SOLE
5425000
0
0
EXELON CORP
COM
30161N101
14919
411100
SH
SOLE
411100
0
0
EXXON MOBIL CORP
COM
30231G102
33008
738100
SH
SOLE
738100
0
0
F N B CORP PA COM
COM
302520101
495
66000
SH
SOLE
66000
0
0
FACEBOOK INC CL A
COM
30303M102
77476
341200
SH
SOLE
341200
0
0
FALCON MINERALS CORP
COM
30607B109
327
102223
SH
SOLE
102223
0
0
FARMER BROS CO
COM
307675108
1247
169900
SH
SOLE
169900
0
0
FEDERAL SIGNAL CORP COM
COM
313855108
8146
274000
SH
SOLE
274000
0
0
FEDEX CORP COM
COM
31428X106
351
2500
SH
SOLE
2500
0
0
FERRARI N V COM
COM
N3167Y103
1616
9450
SH
SOLE
9450
0
0
FERRO CORP
COM
315405100
40349
3379339
SH
SOLE
3379339
0
0
FIDELITY NATL INFORMATION SVCO
COM
31620M106
13583
101300
SH
SOLE
101300
0
0
FINSERV ACQUISITION CORP
COM
318085206
1726
164400
SH
SOLE
164400
0
0
FIRSTENERGY CORP COM
COM
337932107
17218
444000
SH
SOLE
444000
0
0
FISERV INC COM
COM
337738108
12673
129820
SH
SOLE
129820
0
0
FITBIT INC CL A
COM
33812L102
15384
2381406
SH
SOLE
2381406
0
0
FLOWERS FOODS INC COM
COM
343498101
20335
909454
SH
SOLE
909454
0
0
FLOWSERVE CORP COM
COM
34354P105
40433
1417700
SH
SOLE
1417700
0
0
FLUSHING FINL CORP COM
COM
343873105
5007
434600
SH
SOLE
434600
0
0
FLY LEASING LTD SPONSORED ADR
COM
34407D109
1572
191446
SH
SOLE
191446
0
0
FLYING EAGLE ACQ COR
COM
34407Y202
1017
87334
SH
SOLE
87334
0
0
FLYING EAGLE ACQUISITION CORCO
COM
34407Y103
672
61200
SH
SOLE
61200
0
0
FMC CORP COM NEW
COM
302491303
3786
38000
SH
SOLE
38000
0
0
FNF GROUP COM
COM
31620R303
1533
50000
SH
SOLE
50000
0
0
FOLEY TRASIMENE ACQUISTN CORUN
UNITS
34431F203
1001
93800
SH
SOLE
93800
0
0
FOMENTO ECONOMICO MEXICANO SAD
COM
344419106
13580
219000
SH
SOLE
219000
0
0
FORD MTR CO DEL COM PAR $0.01
COM
345370860
377
62000
SH
SOLE
62000
0
0
FORESCOUT TECHNOLOGIES INC COM
COM
34553D101
8280
390569
SH
SOLE
390569
0
0
FORTRESS TRANS INFRST INVS LCO
COM
34960P101
227
17500
SH
SOLE
17500
0
0
FORTUNA SILVER MINES INC COM
COM
349915108
3563
700000
SH
SOLE
700000
0
0
FORTUNE BRANDS HOME & SECURITY
COM
34964C106
23015
360000
SH
SOLE
360000
0
0
FORUM MERGER II CORP WT EXP 09
WARRANT AND RIGH
34986F111
181
38438
SH
SOLE
38438
0
0
FOSTER L B CO COM
COM
350060109
792
62000
SH
SOLE
62000
0
0
FOX CORP CL A
COM
35137L105
16336
609116
SH
SOLE
609116
0
0
FOX CORP CL B
COM
35137L204
18372
684493
SH
SOLE
684493
0
0
FRANCO NEVADA CORP COM
COM
351858105
50187
359400
SH
SOLE
359400
0
0
FRANKLIN ELEC INC
COM
353514102
14858
282900
SH
SOLE
282900
0
0
FRANKLIN RES INC COM
COM
354613101
871
41550
SH
SOLE
41550
0
0
FREEPORT MCMORAN COPPER&GOLD C
COM
35671D857
11611
1003550
SH
SOLE
1003550
0
0
FRONT YD RESIDENTIAL CORP COM
COM
35904G107
537
61686
SH
SOLE
61686
0
0
FULL HOUSE RESORTS INC COM
COM
359678109
976
734028
SH
SOLE
734028
0
0
FULLER H B CO COM
COM
359694106
18186
407750
SH
SOLE
407750
0
0
FUSION ACQUISITION CORP
COM
36118H204
2550
251009
SH
SOLE
251009
0
0
FWONK 1 1/30/23
CONVERTIBLE BOND
531229AF9
643
588000
PRN
SOLE
588000
0
0
GAIN CAP HLDGS INC COM
COM
36268W100
2556
424536
SH
SOLE
424536
0
0
GAMING & LEISURE PPTYS INC COM
COM
36467J108
2032
58734
SH
SOLE
58734
0
0
GARRETT MOTION INC
COM
366505105
1726
311550
SH
SOLE
311550
0
0
GATX CORP
COM
361448103
93924
1540250
SH
SOLE
1540250
0
0
GCI LIBERTY INC COM CLASS A
COM
36164V305
15806
222238
SH
SOLE
222238
0
0
GCP APPLIED TECHNOLOGIES INCCO
COM
36164Y101
9717
523000
SH
SOLE
523000
0
0
GDS 2.000 06/01/25
CONVERTIBLE BOND
36165LAB4
1216
756000
PRN
SOLE
756000
0
0
GENERAL ELEC CO
COM
369604103
3388
496100
SH
SOLE
496100
0
0
GENERAL MILLS INC
COM
370334104
24947
404650
SH
SOLE
404650
0
0
GENERAL MTRS CO COM
COM
37045V100
2404
95000
SH
SOLE
95000
0
0
GENTEX CORP COM
COM
371901109
2989
116000
SH
SOLE
116000
0
0
GENUINE PARTS CO
COM
372460105
104087
1196950
SH
SOLE
1196950
0
0
GENWORTH FINL INC COM CL A
COM
37247D106
1028
444879
SH
SOLE
444879
0
0
GIBRALTER INDUSTRIES INC
COM
374689107
1416
29500
SH
SOLE
29500
0
0
GIGCAPITAL2 INC COM
COM
375036100
1846
182100
SH
SOLE
182100
0
0
GIGCAPITAL2 INC RT
WARRANT AND RIGH
375036126
49
182100
SH
SOLE
182100
0
0
GIGCAPITAL2 INC WT EXP 022826
WARRANT AND RIGH
375036118
91
182100
SH
SOLE
182100
0
0
GILAT SATELLITE NETWORKS LTDSH
COM
M51474118
1748
274357
SH
SOLE
274357
0
0
GILEAD SCIENCES INC COM
COM
375558103
7607
98871
SH
SOLE
98871
0
0
GLAXOSMITHKLINE PLC ADR (B:GSK
COM
37733W105
2150
52700
SH
SOLE
52700
0
0
GLOBAL PMTS INC COM
COM
37940X102
412
2430
SH
SOLE
2430
0
0
GLOBUS MED INC CL A
COM
379577208
9542
200000
SH
SOLE
200000
0
0
GLORY STAR NEW MEDIA GROUP H
WARRANT AND RIGH
G39973113
5
127040
SH
SOLE
127040
0
0
GNC HLDGS INC COM CL A
COM
36191G107
30
54000
SH
SOLE
54000
0
0
GOGO 6 5/15/22
CONVERTIBLE BOND
38046CAD1
143
200000
PRN
SOLE
200000
0
0
GOGO INC COM
COM
38046C109
627
198561
SH
SOLE
198561
0
0
GOLDEN ENTERTAINMENT INC
COM
381013101
2114
237000
SH
SOLE
237000
0
0
GOLDMAN SACHS GR
COM
38141G104
20142
101925
SH
SOLE
101925
0
0
GORMAN RUPP CO
COM
383082104
26946
867000
SH
SOLE
867000
0
0
GP STRATEGIES CORP COM
COM
36225V104
601
70000
SH
SOLE
70000
0
0
GRACO INC COM
COM
384109104
43613
908800
SH
SOLE
908800
0
0
GRAF INDUSTRIAL CORP
COM
384278206
2990
180000
SH
SOLE
180000
0
0
GRAHAM HOLDINGS CO.
COM
384637104
2107
6150
SH
SOLE
6150
0
0
GRAY TELEVISION, INC
COM
389375106
572
41000
SH
SOLE
0
0
41000
GRAY TELEVISION, INC CL A
COM
389375205
939
72350
SH
SOLE
0
0
72350
GREENBRIER COS INC
COM
393657101
2503
110000
SH
SOLE
110000
0
0
GREENROSE ACQ CORP
COM
395392202
1236
123506
SH
SOLE
123506
0
0
GREIF INC CL A
COM
397624107
14351
417050
SH
SOLE
417050
0
0
GREIF INC CL B
COM
397624206
4559
109000
SH
SOLE
109000
0
0
GRIFFIN INDUSTRIAL REALTY IN
COM
398231100
30000
553807
SH
SOLE
0
0
553807
GRIFFON CORP COM
COM
398433102
35188
1900000
SH
SOLE
1900000
0
0
GRIFOLS SA SP ADR REP B NVT
COM
398438408
5733
314328
SH
SOLE
314328
0
0
GRUBHUB INC COM
COM
400110102
330
4700
SH
SOLE
4700
0
0
GRUPO TELEVISA SA DE CV ADR (B
COM
40049J206
15288
2917600
SH
SOLE
2917600
0
0
GS ACQUISITION HOLDINGS CORP
COM
36258Q204
4966
472500
SH
SOLE
472500
0
0
GSE SYS INC COM
COM
36227K106
13
13000
SH
SOLE
13000
0
0
GTY GOVTECH INC
COM
362409104
1344
323000
SH
SOLE
323000
0
0
GYRODYNE LLC COM
COM
403829104
709
44164
SH
SOLE
44164
0
0
H R BLOCK INC
COM
093671105
5576
390500
SH
SOLE
390500
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
9188
291600
SH
SOLE
291600
0
0
HALLIBURTON COMPANY
COM
406216101
16049
1236450
SH
SOLE
1236450
0
0
HANESBRANDS INC COM
COM
410345102
2089
185000
SH
SOLE
185000
0
0
HANNON ARMSTRONG SUST INFR CCO
COM
41068X100
569
20000
SH
SOLE
20000
0
0
HARLEY DAVIDSON INC
COM
412822108
1303
54800
SH
SOLE
54800
0
0
HARMONY GOLD MINING CO LTD ADR
COM
413216300
8317
1994500
SH
SOLE
1994500
0
0
HARTFORD FINL SVCS GROUP INCCO
COM
416515104
7170
186000
SH
SOLE
186000
0
0
HAWAIIAN ELEC INDS INC COM
COM
419870100
36998
1026000
SH
SOLE
1026000
0
0
HAWKINS INC COM
COM
420261109
724
17000
SH
SOLE
17000
0
0
HAYNES INTERNATIONAL INC
COM
420877201
479
20500
SH
SOLE
20500
0
0
HC2 HLDGS INC COM
COM
404139107
387
116000
SH
SOLE
116000
0
0
HCA HEALTHCARE INC
COM
40412C101
12198
125675
SH
SOLE
125675
0
0
HEALTHCARE MERGER CORP
COM
42227L201
1835
177805
SH
SOLE
177805
0
0
HEALTHCARE MERGER CORP A
COM
42227L102
2522
251700
SH
SOLE
251700
0
0
HEICO CORP NEW COM
COM
422806109
3239
32500
SH
SOLE
32500
0
0
HELMERICH & PAYNE INC COM
COM
423452101
788
40400
SH
SOLE
40400
0
0
HERC HLDGS INC COM
COM
42704L104
44655
1453153
SH
SOLE
1453153
0
0
HERTZ RENT CAR HLDG CO INC COM
COM
42806J106
555
393500
SH
SOLE
393500
0
0
HESS CORP
COM
42809H107
13802
266400
SH
SOLE
266400
0
0
HEWLETT PACKARD ENTERPRISE CCO
COM
42824C109
16127
1657500
SH
SOLE
1657500
0
0
HEXCEL CORP NEW COM
COM
428291108
5995
132580
SH
SOLE
132580
0
0
HOLLYFRONTIER CORPORATION
COM
436106108
1518
52000
SH
SOLE
52000
0
0
HOME DEPOT INC
COM
437076102
49488
197550
SH
SOLE
197550
0
0
HONEYWELL INT'L INC
COM
438516106
94683
654838
SH
SOLE
654838
0
0
HOPE BANCORP INC COM
COM
43940T109
2563
278000
SH
SOLE
278000
0
0
HOWMET AEROSPACE INC COM
COM
443201108
1569
99000
SH
SOLE
99000
0
0
HRTG 5 7/8 8/1/37
CONVERTIBLE BOND
42727JAB8
1067
1000000
PRN
SOLE
1000000
0
0
HSBC HLDGS PLC ADR SPON NEW
COM
404280406
653
28000
SH
SOLE
28000
0
0
HUANENG PWR INTL INC SPON ADR
COM
443304100
2975
197000
SH
SOLE
197000
0
0
HUBBELL INC
COM
443510607
3147
25100
SH
SOLE
25100
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3975
440000
SH
SOLE
440000
0
0
HUNTSMAN CORP COM
COM
447011107
1671
93000
SH
SOLE
93000
0
0
HYATT HOTELS CORP COM CL A
COM
448579102
1137
22600
SH
SOLE
22600
0
0
I3 VERTICALS INC COM CL A
COM
46571Y107
303
10000
SH
SOLE
10000
0
0
IAA SPINCO INC COM
COM
449253103
8678
225000
SH
SOLE
225000
0
0
IAC INTERACTIVECORP COM PAR $.
COM
44919P508
31305
96800
SH
SOLE
96800
0
0
IBERIABANK CORP COM
COM
450828108
638
14000
SH
SOLE
14000
0
0
ICPT 2.000 05/15/26
CONVERTIBLE BOND
45845PAB4
2377
3300000
PRN
SOLE
3300000
0
0
ICU MEDICAL INC
COM
44930G107
11233
60946
SH
SOLE
60946
0
0
IDACORP INC COM
COM
451107106
3897
44600
SH
SOLE
44600
0
0
IDEX CORP
COM
45167R104
61051
386300
SH
SOLE
386300
0
0
IDEXX LABORATORIES CORP COM
COM
45168D104
4333
13125
SH
SOLE
13125
0
0
IES HLDGS INC COM
COM
44951W106
232
10000
SH
SOLE
10000
0
0
IHEARTMEDIA INC COM CL A
COM
45174J509
313
37500
SH
SOLE
37500
0
0
IHS MARKIT LTD SHS
COM
G47567105
3934
52100
SH
SOLE
52100
0
0
ILLUMINA
COM
452327109
9666
26100
SH
SOLE
26100
0
0
IMAX CORP COM
COM
45245E109
247
22000
SH
SOLE
22000
0
0
INCYTE GENOMICS INC COM
COM
45337C102
1612
15500
SH
SOLE
15500
0
0
INFUSYSTEM HLDGS INC COM
COM
45685K102
1752
151830
SH
SOLE
151830
0
0
INGERSOLL RAND INC
COM
45687V106
1891
67238
SH
SOLE
67238
0
0
INGLES MKTS INC CL A
COM
457030104
33664
781600
SH
SOLE
781600
0
0
INGREDION INC COM
COM
457187102
872
10500
SH
SOLE
10500
0
0
INNOVATIVE SOLUTIONS & SUPPOCO
COM
45769N105
200
40000
SH
SOLE
40000
0
0
INO 6 1/2 3/1/24
CORPORATE BONDS
45773HAB8
3148
625000
PRN
SOLE
625000
0
0
INOGEN INC COM
COM
45780L104
281
7900
SH
SOLE
7900
0
0
INSPIRED ENTMT INC COM
COM
45782N108
255
88000
SH
SOLE
88000
0
0
INTEGER HOLDINGS CORP
COM
45826H109
7743
106000
SH
SOLE
106000
0
0
INTEL CORP
COM
458140100
12603
210650
SH
SOLE
210650
0
0
INTERACTIVE BROKERS
COM
45841N107
6151
147249
SH
SOLE
147249
0
0
INTERNATIONAL BUSINESS
COM
459200101
3895
32250
SH
SOLE
32250
0
0
INTERNATIONAL GAME TECH PLC SH
COM
G4863A108
1842
207000
SH
SOLE
207000
0
0
INTERNATIONAL PAPER CO
COM
460146103
1761
50000
SH
SOLE
50000
0
0
INTERPRIVATE ACQ COR
COM
46064A202
2548
250800
SH
SOLE
250800
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
16293
949500
SH
SOLE
949500
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
25166
205500
SH
SOLE
205500
0
0
INTRICON CORP COM
COM
46121H109
1416
104744
SH
SOLE
104744
0
0
INTUITIVE SURGICAL INC COM NEW
COM
46120E602
6667
11700
SH
SOLE
11700
0
0
INVESCO LTD
COM
G491BT108
1883
175000
SH
SOLE
175000
0
0
INVITAE CORP COM
COM
46185L103
273
9000
SH
SOLE
9000
0
0
IRIDEX CORP COM
COM
462684101
32
15000
SH
SOLE
15000
0
0
IRIDIUM COMMUNICATIONS INC COM
COM
46269C102
4274
168000
SH
SOLE
168000
0
0
ITT INC COM
COM
45073V108
28877
491600
SH
SOLE
491600
0
0
IVC 4 1/2 6/1/22
CONVERTIBLE BOND
461203AH4
1048
1250000
PRN
SOLE
1250000
0
0
J & J SNACK FOODS CORP
COM
466032109
3000
23600
SH
SOLE
23600
0
0
J.P. MORGAN CHASE & CO
COM
46625H100
55751
592717
SH
SOLE
592717
0
0
JANUS HENDERSON GROUP PLC
COM
G4474Y214
2916
137800
SH
SOLE
137800
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
2690
172960
SH
SOLE
172960
0
0
JOHN BEAN TECHNOLOGIES CORP CO
COM
477839104
946
11000
SH
SOLE
11000
0
0
JOHNSON CONTROLS INTERNATION
COM
G51502105
32480
951371
SH
SOLE
951371
0
0
JOHNSON & JOHNSON
COM
478160104
30749
218650
SH
SOLE
218650
0
0
JUNIPER INDL HLDGS INC UNIT EX
UNITS
48205G205
1347
130800
SH
SOLE
130800
0
0
JWS/U ACQUISITION CORP
COM
G50744120
1097
105200
SH
SOLE
105200
0
0
KAMAN CORP
COM
483548103
41467
996800
SH
SOLE
996800
0
0
KAMN 3 1/4 5/1/24
CONVERTIBLE BOND
483548AF0
5258
5500000
PRN
SOLE
5500000
0
0
KANSAS CITY SOUTHERN
COM
485170302
2292
15350
SH
SOLE
15350
0
0
KAR AUCTION SVCS INC COM
COM
48238T109
4747
345000
SH
SOLE
345000
0
0
KB HOME COM
COM
48666K109
4142
135000
SH
SOLE
135000
0
0
KELLOGG CO
COM
487836108
14176
214600
SH
SOLE
214600
0
0
KENNAMETAL INC COM
COM
489170100
4594
160000
SH
SOLE
160000
0
0
KEURIG DR PEPPER INC COM
COM
49271V100
4146
146000
SH
SOLE
146000
0
0
KEYCORP
COM
493267108
792
65000
SH
SOLE
65000
0
0
KEYSIGHT TECHNOLOGIES INC COM
COM
49338L103
1310
13000
SH
SOLE
13000
0
0
KIMBALL INTL INC CL B
COM
494274103
983
85000
SH
SOLE
85000
0
0
KIMBERLY CLARK CORP
COM
494368103
2544
18000
SH
SOLE
18000
0
0
KINDER MORGAN INC DEL COM
COM
49456B101
17015
1121590
SH
SOLE
1121590
0
0
KINDRED BIOSCIENCES INC COM
COM
494577109
90
20000
SH
SOLE
20000
0
0
KINROSS GOLD CORP COM NO PAR
COM
496902404
7130
987500
SH
SOLE
987500
0
0
KIRKLAND LAKE GOLD LTD COM
COM
49741E100
38938
944191
SH
SOLE
944191
0
0
KKR & CO INC CL A
COM
48251W104
31802
1029850
SH
SOLE
1029850
0
0
KLA TENCOR CORP
COM
482480100
10696
55000
SH
SOLE
55000
0
0
KLX ENERGY SERVICES HOLD
COM
48253L106
293
136400
SH
SOLE
136400
0
0
KN 3 1/4 11/1/21
CONVERTIBLE BOND
49926DAB5
6177
5800000
PRN
SOLE
5800000
0
0
KONINKLIJKE PHILIPS NV ADR
COM
500472303
1741
37178
SH
SOLE
37178
0
0
KOREA ELEC PWR CO SPONSORED AD
COM
500631106
5011
628000
SH
SOLE
628000
0
0
KRAFT HEINZ CO/THE
COM
500754106
3524
110500
SH
SOLE
110500
0
0
KROGER CO
COM
501044101
6633
195950
SH
SOLE
195950
0
0
L3HARRIS TECH INC
COM
502431109
14015
82600
SH
SOLE
82600
0
0
LA JOLLA PHARMACEUTICAL CO COM
COM
503459604
43
10000
SH
SOLE
10000
0
0
LA Z BOY CHAIR CO
COM
505336107
2219
82000
SH
SOLE
82000
0
0
LABORATORY CORP AMER HLDGS COM
COM
50540R409
10083
60700
SH
SOLE
60700
0
0
LAM RESEARCH CORP COM
COM
512807108
13521
41800
SH
SOLE
41800
0
0
LAMAR ADVERTISING REIT CO
REAL ESTATE INVE
512816109
2497
37400
SH
SOLE
37400
0
0
LAMB WESTON HLDGS INC COM
COM
513272104
959
15000
SH
SOLE
15000
0
0
LANDS END INC NEW COM
COM
51509F105
716
89000
SH
SOLE
89000
0
0
LANNET INC COM
COM
516012101
91
12569
SH
SOLE
12569
0
0
LAS VEGAS SANDS CORP
COM
517834107
2259
49600
SH
SOLE
49600
0
0
LAWSON PRODS INC COM
COM
520776105
2194
68000
SH
SOLE
68000
0
0
LCI IND INC
COM
50189K103
713
6200
SH
SOLE
6200
0
0
LEAR CORP COM NEW
COM
521865204
654
6000
SH
SOLE
6000
0
0
LEGACY HOUSING CORP COM
COM
52472M101
320
22509
SH
SOLE
22509
0
0
LEGG MASON INC COM
COM
524901105
14826
298002
SH
SOLE
298002
0
0
LENDING TREE INC.
COM
52603B107
1925
6650
SH
SOLE
6650
0
0
LENNAR B SHARES
COM
526057302
73314
1590680
SH
SOLE
1590680
0
0
LF CAP ACQUISITION CORP CL A
COM
50200K108
2960
276600
SH
SOLE
276600
0
0
LF CAP ACQUISITION CORP WT EXP
WARRANT AND RIGH
50200K116
249
276600
SH
SOLE
276600
0
0
LIBERTY BRAVES GROUP A
COM
531229706
6574
327400
SH
SOLE
327400
0
0
LIBERTY BRAVES GROUP C
COM
531229888
18163
920130
SH
SOLE
920130
0
0
LIBERTY BROADBAND CORP COM SER
COM
530307107
11755
96200
SH
SOLE
96200
0
0
LIBERTY BROADBAND CORP SERIES
COM
530307305
32698
263777
SH
SOLE
263777
0
0
LIBERTY GLOBAL PLC SHS CL A
COM
G5480U104
23125
1057847
SH
SOLE
1057847
0
0
LIBERTY GLOBAL PLC SHS CL C
COM
G5480U120
44369
2062694
SH
SOLE
2062694
0
0
LIBERTY LATIN AMERICA CLASS A
COM
G9001E102
2009
206691
SH
SOLE
206691
0
0
LIBERTY LATIN AMERICA LTD COM
COM
G9001E128
3785
400946
SH
SOLE
400946
0
0
LIBERTY MEDIA GROUP A
COM
531229870
5283
181051
SH
SOLE
181051
0
0
LIBERTY MEDIA GROUP C
COM
531229854
5196
163850
SH
SOLE
163850
0
0
LIBERTY SIRIUS GROUP C
COM
531229607
45645
1324970
SH
SOLE
1324970
0
0
LIBERTY SIRIUSXM GROUP
COM
531229409
8178
236900
SH
SOLE
236900
0
0
LIBERTY TRIPADVISOR HLDG-A
COM
531465102
130
61000
SH
SOLE
61000
0
0
LIFEWAY FOODS INC COM
COM
531914109
55
24000
SH
SOLE
24000
0
0
LIGAND PHARMACEUTICALS INC COM
COM
53220K504
2405
21500
SH
SOLE
21500
0
0
LILLY, ELI AND COMPANY
COM
532457108
11814
71960
SH
SOLE
71960
0
0
LIMONEIRA CO COM
COM
532746104
188
13000
SH
SOLE
13000
0
0
LINCOLN ELEC HLDGS INC COM
COM
533900106
5855
69500
SH
SOLE
69500
0
0
LINDE PLC COM
COM
G5494J103
1152
5600
SH
SOLE
5600
0
0
LINDSAY CORP
COM
535555106
4196
45500
SH
SOLE
45500
0
0
LION GROUP HOLDING LTD ADS
COM
53620U102
43
14167
SH
SOLE
14167
0
0
LION GROUP HOLDING LTD WT EXP
WARRANT AND RIGH
53620U110
22
139575
SH
SOLE
139575
0
0
LIONS GATE ENTMNT CORP CL B NO
COM
535919500
304
44545
SH
SOLE
44545
0
0
LITTELFUSE INC
COM
537008104
2304
13500
SH
SOLE
13500
0
0
LIV CAP ACQUISITION CORP UNIT
UNITS
G5510C124
956
93300
SH
SOLE
93300
0
0
LIVE NATION INC
COM
538034109
8485
191400
SH
SOLE
191400
0
0
LIVENT CORP COM
COM
53814L108
87
14053
SH
SOLE
14053
0
0
LMRK 7 PERP
CONVERTIBLE PREF
51508J405
978
40000
SH
SOLE
40000
0
0
LOCKHEED MARTIN CORP COM
COM
539830109
5820
15950
SH
SOLE
15950
0
0
LOEWS CORP
COM
540424108
4691
136800
SH
SOLE
136800
0
0
LOGMEIN INC COM
COM
54142L109
16793
198099
SH
SOLE
198099
0
0
LORAL SPACE & COMMUNICATNS ICO
COM
543881106
18333
939168
SH
SOLE
939168
0
0
LOUISIANA PACIFIC CORP
COM
546347105
5130
200000
SH
SOLE
200000
0
0
LOWES COS INC COM
COM
548661107
12134
89800
SH
SOLE
89800
0
0
LPSN 3/4 3/1/24
CONVERTIBLE BOND
538146AB7
4431
3560000
PRN
SOLE
3560000
0
0
LULULEMON ATHLETICA INC COM
COM
550021109
2278
7300
SH
SOLE
7300
0
0
LUV 1 1/4 5/1/25
CONVERTIBLE BOND
844741BG2
2805
2340000
PRN
SOLE
2340000
0
0
LYDALL INC COM
COM
550819106
366
27000
SH
SOLE
27000
0
0
M D C HLDGS INC COM
COM
552676108
3927
110000
SH
SOLE
110000
0
0
M & T BK CORP COM
COM
55261F104
8364
80450
SH
SOLE
80450
0
0
MACQUARIE INFRASTRUCTURE COMPA
COM
55608B105
43804
1427302
SH
SOLE
1427302
0
0
MACY'S INC
COM
55616P104
2105
306000
SH
SOLE
306000
0
0
MADDEN STEVEN LTD COM
COM
556269108
346
14000
SH
SOLE
14000
0
0
MADISON SQRE GD ENTERT
COM
55826T102
30249
403319
SH
SOLE
403319
0
0
MADISON SQUARE GARDEN SPORTS
COM
55825T103
57336
390333
SH
SOLE
390333
0
0
MAG SILVER CORP COM
COM
55903Q104
6909
490000
SH
SOLE
490000
0
0
MALLINCKRODT PUB LTD CO SHS
COM
G5785G107
28
10500
SH
SOLE
10500
0
0
MANCHESTER UTD PLC NEW ORD CL
COM
G5784H106
1583
100000
SH
SOLE
100000
0
0
MANITOWOC CO INC COM NEW
COM
563571405
604
55475
SH
SOLE
55475
0
0
MARATHON OIL CORP COM
COM
565849106
441
72000
SH
SOLE
72000
0
0
MARATHON PETE CORP COM
COM
56585A102
19372
518239
SH
SOLE
518239
0
0
MARCUS CORP COM
COM
566330106
2468
186000
SH
SOLE
186000
0
0
MARINE PRODS CORP COM
COM
568427108
3629
262000
SH
SOLE
262000
0
0
MARINEMAX INC COM
COM
567908108
246
11000
SH
SOLE
11000
0
0
MARINUS PHARMACEUTICALS INC CO
COM
56854Q101
69
27000
SH
SOLE
27000
0
0
MARRIOTT INTL INC NEW CL A
COM
571903202
1286
15000
SH
SOLE
15000
0
0
MARSH & MCLENNAN COS INC COM
COM
571748102
18151
169050
SH
SOLE
169050
0
0
MARTIN MARIETTA MTLS INC COM
COM
573284106
1033
5000
SH
SOLE
5000
0
0
MASIMO CORP COM
COM
574795100
10146
44500
SH
SOLE
44500
0
0
MASTERCARD INC COM
COM
57636Q104
178411
603350
SH
SOLE
603350
0
0
MATERION CORPORATION
COM
576690101
264
4300
SH
SOLE
4300
0
0
MATTEL INC
COM
577081102
600
62000
SH
SOLE
62000
0
0
MATTHEWS INTL CORP CL A
COM
577128101
1719
90000
SH
SOLE
90000
0
0
MCCORMICK & CO INC COM VTG
COM
579780107
1155
6500
SH
SOLE
6500
0
0
MCCORMICK & CO INC NON VOTING
COM
579780206
4485
25000
SH
SOLE
25000
0
0
MCDONALDS CORP
COM
580135101
9592
52000
SH
SOLE
52000
0
0
MCGRATH RENTCORP COM
COM
580589109
864
16000
SH
SOLE
16000
0
0
MCKESSON HBOC INC.
COM
58155Q103
6904
45000
SH
SOLE
45000
0
0
MDU RES GROUP INC COM
COM
552690109
754
34000
SH
SOLE
34000
0
0
MEDALLION FINANCIAL CORP
COM
583928106
236
89000
SH
SOLE
89000
0
0
MEDTRONIC PLC
COM
G5960L103
16717
182300
SH
SOLE
182300
0
0
MEET GROUP INC COM
COM
58513U101
2999
480678
SH
SOLE
480678
0
0
MEGALITH FINANCIAL ACQUISITION
COM
58518F109
1698
155138
SH
SOLE
155138
0
0
MELCO RESORTS & ENTERT - ADR
COM
585464100
450
29000
SH
SOLE
29000
0
0
MELI 2 8/15/28
CONVERTIBLE BOND
58733RAD4
8580
3750000
PRN
SOLE
3750000
0
0
MERCK & COMPANY
COM
58933Y105
35114
454080
SH
SOLE
454080
0
0
MEREDITH CORP
COM
589433101
3488
239700
SH
SOLE
239700
0
0
MERIDIAN BIOSCIENCE INC COM
COM
589584101
2341
100500
SH
SOLE
100500
0
0
MERITAGE HOMES CORP COM
COM
59001A102
2055
27000
SH
SOLE
27000
0
0
METTLER-TOLEDO INTL INC COM
COM
592688105
3142
3900
SH
SOLE
3900
0
0
MGE ENERGY INC
COM
55277P104
26030
403500
SH
SOLE
403500
0
0
MGM GROWTH PPTYS LLC CL A COM
COM
55303A105
2977
109400
SH
SOLE
109400
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
10396
618800
SH
SOLE
618800
0
0
MGP INGREDIENTS INC NEW COM
COM
55303J106
771
21000
SH
SOLE
21000
0
0
MICRO FOCUS INTERNATIONAL PLC
COM
594837403
159
29036
SH
SOLE
29036
0
0
MICROSOFT CORP
COM
594918104
155247
762849
SH
SOLE
762849
0
0
MIDDLEBY CORP COM
COM
596278101
4965
62900
SH
SOLE
62900
0
0
MIDDLESEX WTR CO COM
COM
596680108
6731
100200
SH
SOLE
100200
0
0
MILLICOM INTL CELLULAR S A SHS
COM
L6388F110
1438
55000
SH
SOLE
55000
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
4458
95000
SH
SOLE
95000
0
0
MKS INSTRS INC COM
COM
55306N104
1585
14000
SH
SOLE
14000
0
0
MOBILE TELESYSTEMS OJSC ADR SP
COM
607409109
177
19250
SH
SOLE
19250
0
0
MODINE MFG CO
COM
607828100
3395
615000
SH
SOLE
615000
0
0
MOLSON COORS BREWING CO -B
COM
60871R209
7113
207000
SH
SOLE
207000
0
0
MONDELEZ INTERNATIONAL
COM
609207105
62726
1226800
SH
SOLE
1226800
0
0
MONEYGRAM INTERNATIONAL INC CO
COM
60935Y208
662
206200
SH
SOLE
206200
0
0
MONOCLE ACQUISITION CORP WT EX
WARRANT AND RIGH
609754114
57
87700
SH
SOLE
87700
0
0
MONRO MUFFLER BRAKE INC
COM
610236101
989
18000
SH
SOLE
18000
0
0
MOODYS CORP COM
COM
615369105
2473
9000
SH
SOLE
9000
0
0
MOOG INC CL A
COM
615394202
4895
92400
SH
SOLE
92400
0
0
MOOG INC CL B
COM
615394301
874
16500
SH
SOLE
16500
0
0
MORGAN STANLEY
COM
617446448
12149
251526
SH
SOLE
251526
0
0
MOSAIC CO
COM
61945C103
1300
103900
SH
SOLE
103900
0
0
MOVADO GROUP INC COM
COM
624580106
986
91000
SH
SOLE
91000
0
0
MSA SAFETY INC COM
COM
553498106
687
6000
SH
SOLE
6000
0
0
MSC INDL DIRECT INC CL A
COM
553530106
648
8900
SH
SOLE
8900
0
0
MSCI INC CL A
COM
55354G100
6476
19400
SH
SOLE
19400
0
0
MSG NETWORK INC CL A
COM
553573106
13319
1338565
SH
SOLE
1338565
0
0
MUELLER INDS INC COM
COM
624756102
58814
2212700
SH
SOLE
2212700
0
0
MUELLER WATER PRODUCTS INC
COM
624758108
14804
1569875
SH
SOLE
1569875
0
0
MVC CAP COM
COM
553829102
653
100000
SH
SOLE
100000
0
0
MYERS INDS INC
COM
628464109
26194
1800250
SH
SOLE
1800250
0
0
MYLAN N V ORD SHARES
COM
N59465109
3705
230400
SH
SOLE
230400
0
0
NABRIVA THERAPEUTICS PLC SHS
COM
G63637105
12
17559
SH
SOLE
17559
0
0
NATHANS FAMOUS INC NEW COM
COM
632347100
135
2400
SH
SOLE
2400
0
0
NATIONAL BEVERAGE CORP COM
COM
635017106
3829
62750
SH
SOLE
62750
0
0
NATIONAL FUEL GAS CO N J COM
COM
636180101
130394
3109800
SH
SOLE
3109800
0
0
NATIONAL GRID PLC SPONSORED AD
COM
636274409
10090
166116
SH
SOLE
166116
0
0
NATIONAL PRESTO INDS INC
COM
637215104
1660
19000
SH
SOLE
19000
0
0
NAVIENT CORP COM
COM
63938C108
1336
190000
SH
SOLE
190000
0
0
NAVIGATOR HOLDINGS LTD SHS
COM
Y62132108
566
88000
SH
SOLE
88000
0
0
NAVISTAR INTL CORP COM
COM
63934E108
73808
2617302
SH
SOLE
2617302
0
0
NBIX 2 1/4 5/15/24
CONVERTIBLE BOND
64125CAD1
5259
3163000
PRN
SOLE
3163000
0
0
NEE 4.872 9/1/22 CV PFD
CONVERTIBLE PREF
65339F796
6245
128025
SH
SOLE
128025
0
0
NEE 5.279 3/1/23
CONVERTIBLE PREF
65339F770
3005
70800
SH
SOLE
70800
0
0
NEOGEN CORP COM
COM
640491106
1940
25000
SH
SOLE
25000
0
0
NEOGENOMICS INC COM NEW
COM
64049M209
2742
88500
SH
SOLE
88500
0
0
NETFLIX COM INC COM
COM
64110L106
45458
99900
SH
SOLE
99900
0
0
NEURONETICS INC COM
COM
64131A105
38
19500
SH
SOLE
19500
0
0
NEW GERMANY FD COM (B:GF US)
MUTUAL FUNDS
644465106
4183
275581
SH
SOLE
275581
0
0
NEW JERSEY RES CORP
COM
646025106
457
14000
SH
SOLE
14000
0
0
NEW PROVIDENCE ACQ C
COM
64822P205
3042
288300
SH
SOLE
288300
0
0
NEW YORK CMNTY BANCORP INC COM
COM
649445103
2550
250000
SH
SOLE
250000
0
0
NEW YORK CMNTY CAP TR V CV PFD
CONVERTIBLE PREF
64944P307
2031
48000
SH
SOLE
48000
0
0
NEWELL BRANDS
COM
651229106
1097
69100
SH
SOLE
69100
0
0
NEWMARKET CORP COM
COM
651587107
3885
9700
SH
SOLE
9700
0
0
NEWMONT CORP
COM
651639106
163917
2654951
SH
SOLE
2654951
0
0
NEWS CORP CL B
COM
65249B208
1782
149100
SH
SOLE
149100
0
0
NEWS CORP NEW CL A
COM
65249B109
3513
296200
SH
SOLE
296200
0
0
NEXSTAR MEDIA GROUP INC
COM
65336K103
5197
62100
SH
SOLE
62100
0
0
NEXTERA ENERGY INC COM
COM
65339F101
176165
733500
SH
SOLE
733500
0
0
NEXTERA ENERGY PARTNERS LP
COM
65341B106
16678
325227
SH
SOLE
325227
0
0
NICE 1 1/4 1/15/24
CONVERTIBLE BOND
65366HAB9
4558
1995000
PRN
SOLE
1995000
0
0
NIKE INC CL B
COM
654106103
13443
137100
SH
SOLE
137100
0
0
NISOURCE INC
COM
65473P105
9051
398000
SH
SOLE
398000
0
0
NOBLE ENERGY INC COM
COM
655044105
621
69300
SH
SOLE
69300
0
0
NOMAD FOODS LTD USD ORD SHS
COM
G6564A105
2252
105000
SH
SOLE
105000
0
0
NORDSON CORP COM
COM
655663102
1138
6000
SH
SOLE
6000
0
0
NORTHERN DYNASTY MINERALS LTCO
COM
66510M204
682
477100
SH
SOLE
477100
0
0
NORTHERN TRUST CORP
COM
665859104
7617
96000
SH
SOLE
96000
0
0
NORTHROP GRUMMAN CORP (B:NOC)
COM
666807102
7163
23300
SH
SOLE
23300
0
0
NORTHWEST NAT HLDG CO COM
COM
66765N105
24771
444000
SH
SOLE
444000
0
0
NORTHWESTERN CORP COM NEW
COM
668074305
29332
538000
SH
SOLE
538000
0
0
NORTONLIFELOCK INC COM
COM
668771108
516
26000
SH
SOLE
26000
0
0
NOVARTIS AG - ADR (B:NVS US)
COM
66987V109
8647
99000
SH
SOLE
99000
0
0
NOVO-NORDISK A S ADR
COM
670100205
1231
18800
SH
SOLE
18800
0
0
NRG ENERGY INC COM NEW
COM
629377508
4656
143000
SH
SOLE
143000
0
0
NUTRIEN LTD
COM
67077M108
2407
74990
SH
SOLE
74990
0
0
NUVASIVE INC COM
COM
670704105
7124
128000
SH
SOLE
128000
0
0
NVENT ELECTRIC PLC SHS
COM
G6700G107
2229
119000
SH
SOLE
119000
0
0
NVIDIA CORP COM
COM
67066G104
41372
108900
SH
SOLE
108900
0
0
NVR INC COM
COM
62944T105
8799
2700
SH
SOLE
2700
0
0
OAKTREE SPECIALTY LENDING CORP
COM
67401P108
1833
410021
SH
SOLE
410021
0
0
OCCIDENTAL PETE CORP
COM
674599105
3927
214580
SH
SOLE
214580
0
0
OCEANEERING INTL INC COM
COM
675232102
1230
192450
SH
SOLE
192450
0
0
OGE ENERGY CORP COM
COM
670837103
33988
1119500
SH
SOLE
1119500
0
0
OIL DRI CORP AMER COM
COM
677864100
3220
92800
SH
SOLE
92800
0
0
OLIN CORP COM PAR $1.
COM
680665205
1218
106000
SH
SOLE
106000
0
0
ONE GAS INC COM
COM
68235P108
14316
185800
SH
SOLE
185800
0
0
ONEOK INC NEW COM
COM
682680103
29416
885500
SH
SOLE
885500
0
0
OPKO HEALTH INC COM
COM
68375N103
737
216000
SH
SOLE
216000
0
0
OPTION CARE HEALTH INC
COM
68404L201
12311
886928
SH
SOLE
886928
0
0
ORANGE S.A ADR
COM
684060106
938
78800
SH
SOLE
78800
0
0
ORBCOMM INC COM
COM
68555P100
231
60000
SH
SOLE
60000
0
0
ORMAT TECHNOLOGIES INC
COM
686688102
6549
103150
SH
SOLE
103150
0
0
ORTHOFIX MED INC COM
COM
68752M108
8461
264396
SH
SOLE
264396
0
0
OTIS WORLDWIDE CORP COM
COM
68902V107
1820
32000
SH
SOLE
32000
0
0
OTTER TAIL CORPORATION COM
COM
689648103
28937
746000
SH
SOLE
746000
0
0
OUTFRONT MEDIA INC COM
COM
69007J106
531
37500
SH
SOLE
37500
0
0
OWENS & MINOR INC NEW COM
COM
690732102
1414
185500
SH
SOLE
185500
0
0
O'REILLY AUTOMOTIVE INC NEW CO
COM
67103H107
38730
91850
SH
SOLE
91850
0
0
PACCAR INC
COM
693718108
19723
263500
SH
SOLE
263500
0
0
PACIFIC BIOSCIENCES CALIF INCO
COM
69404D108
8076
2340887
SH
SOLE
2340887
0
0
PALO ALTO NETWORKS INC COM
COM
697435105
230
1000
SH
SOLE
1000
0
0
PAN AMERICAN SILVER CORP COM
COM
697900108
14362
472600
SH
SOLE
472600
0
0
PARATEK PHARMACEUTICALS INC CO
COM
699374302
61
11600
SH
SOLE
11600
0
0
PARK OHIO HLDGS CORP COM
COM
700666100
6785
409000
SH
SOLE
409000
0
0
PARKER HANNIFIN CORP
COM
701094104
2998
16360
SH
SOLE
16360
0
0
PATTERSON COMPANIES INC
COM
703395103
4650
211359
SH
SOLE
211359
0
0
PAYPAL HLDGS INC COM
COM
70450Y103
84258
483600
SH
SOLE
483600
0
0
PCRX 2 3/8 4/1/22
CONVERTIBLE BOND
695127AD2
4386
4000000
PRN
SOLE
4000000
0
0
PENN NATIONAL GAMING INC COM
COM
707569109
463
15160
SH
SOLE
15160
0
0
PENSKE AUTOMOTIVE GRP INC COM
COM
70959W103
2942
76000
SH
SOLE
76000
0
0
PENTAIR PLC SHS
COM
G7S00T104
4859
127900
SH
SOLE
127900
0
0
PEPSICO INC
COM
713448108
47911
362250
SH
SOLE
362250
0
0
PERRIGO COMPANY
COM
G97822103
12850
232500
SH
SOLE
232500
0
0
PERSONALIS INC
COM
71535D106
3204
247000
SH
SOLE
247000
0
0
PETIQ INC COM CL A
COM
71639T106
8412
241458
SH
SOLE
241458
0
0
PETROBRAS BRASILEIRO ADR SPONS
COM
71654V408
248
30000
SH
SOLE
30000
0
0
PFIZER INC
COM
717081103
17841
545588
SH
SOLE
545588
0
0
PGT INC COM
COM
69336V101
314
20000
SH
SOLE
20000
0
0
PG&E CORP COM
COM
69331C108
2618
295200
SH
SOLE
295200
0
0
PHILIP MORRIS INTL INC COM
COM
718172109
1261
18000
SH
SOLE
18000
0
0
PHILLIPS 66
COM
718546104
18996
264200
SH
SOLE
264200
0
0
PILGRIMS PRIDE CORP NEW COM
COM
72147K108
253
15000
SH
SOLE
15000
0
0
PINNACLE WEST CAP CORP COM
COM
723484101
25358
346000
SH
SOLE
346000
0
0
PIONEER NAT RES CO COM
COM
723787107
4641
47500
SH
SOLE
47500
0
0
PIVOTAL INVT CORP II COM CL A
COM
72582K100
1499
147700
SH
SOLE
147700
0
0
PIVOTAL INVT CORP II UNIT EX 0
UNITS
72582K209
364
35300
SH
SOLE
35300
0
0
PIVOTAL INVT CORP II WT EXP 06
WARRANT AND RIGH
72582K118
39
49233
SH
SOLE
49233
0
0
PLDT INC SPN ADR
COM
69344D408
1147
47000
SH
SOLE
47000
0
0
PNC FINANCIAL CORP
COM
693475105
51035
485075
SH
SOLE
485075
0
0
PNM RES INC
COM
69349H107
71419
1857923
SH
SOLE
1857923
0
0
POPULAR INC COM
COM
733174700
873
23500
SH
SOLE
23500
0
0
PORTLAND GEN ELEC CO COM NEW
COM
736508847
334
8000
SH
SOLE
8000
0
0
PORTOLA PHARMACEUTICALS INC CO
COM
737010108
16358
909260
SH
SOLE
909260
0
0
POST HOLDINGS INC
COM
737446104
20696
236200
SH
SOLE
236200
0
0
PPD INC COM
COM
69355F102
1554
58000
SH
SOLE
58000
0
0
PPL CORP COM
COM
69351T106
15023
581400
SH
SOLE
581400
0
0
PRETIUM RES INC COM
COM
74139C102
10424
1241000
SH
SOLE
1241000
0
0
PRFT 2 3/8 9/15/23
CONVERTIBLE BOND
71375UAB7
6167
5350000
PRN
SOLE
5350000
0
0
PRIMO WATER CORP
COM
74167P108
7155
520366
SH
SOLE
520366
0
0
PROCTER & GAMBLE COMPANY
COM
742718109
13033
109000
SH
SOLE
109000
0
0
PROSPERITY BANCSHARES INC COM
COM
743606105
238
4000
SH
SOLE
4000
0
0
PRTK 4 3/4 5/1/24
CONVERTIBLE BOND
699374AB0
606
750000
PRN
SOLE
750000
0
0
PS 3/8 3/1/24
CONVERTIBLE BOND
72941BAB2
5214
5940000
PRN
SOLE
5940000
0
0
PUBLIC SVC ENTERPRISES COM
COM
744573106
12983
264100
SH
SOLE
264100
0
0
PULTE CORP COM
COM
745867101
5683
167000
SH
SOLE
167000
0
0
PZENA INVESTMENT MGMT INC CLAS
COM
74731Q103
305
56000
SH
SOLE
56000
0
0
QIAGEN NV SHS NEW
COM
N72482123
3575
83500
SH
SOLE
83500
0
0
QTS 6 1/2 SERIES B PERP
CONVERTIBLE PREF
74736A301
7346
51700
SH
SOLE
51700
0
0
QTS REALTY TRUST INC-CL A
COM
74736A103
1090
17000
SH
SOLE
17000
0
0
QTWO 3/4 6/1/26
CONVERTIBLE BOND
74736LAD1
4953
4400000
PRN
SOLE
4400000
0
0
QUAKER CHEM CORP COM
COM
747316107
2005
10800
SH
SOLE
10800
0
0
QUALCOMM INC COM
COM
747525103
593
6500
SH
SOLE
6500
0
0
QUIDEL CORP COM
COM
74838J101
42018
187800
SH
SOLE
187800
0
0
QURATE RETAIL GROUP INC
COM
74915M100
9902
1042327
SH
SOLE
1042327
0
0
RAVEN INDS INC COM
COM
754212108
2151
100000
SH
SOLE
100000
0
0
RAYONIER ADVANCED MATLS INC CO
COM
75508B104
28
10000
SH
SOLE
10000
0
0
RAYONIER INC COM
COM
754907103
1829
73768
SH
SOLE
73768
0
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
4190
68000
SH
SOLE
68000
0
0
READING INTERNATIONAL INC CL B
COM
755408200
186
12000
SH
SOLE
12000
0
0
READING INTL INC CL A
COM
755408101
273
64200
SH
SOLE
64200
0
0
RED ROCK RESORTS INC CL A
COM
75700L108
273
25000
SH
SOLE
25000
0
0
REGENERON PHARMACEUTICALS COM
COM
75886F107
1104
1770
SH
SOLE
1770
0
0
REPUBLIC SVCS INC CL A
COM
760759100
91621
1116650
SH
SOLE
1116650
0
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
14320
1221850
SH
SOLE
1221850
0
0
REWALK ROBOTICS LTD SHS
COM
M8216Q200
48
27064
SH
SOLE
27064
0
0
REXNORD CORP NEW COM
COM
76169B102
947
32500
SH
SOLE
32500
0
0
RGC RES INC COM
COM
74955L103
2224
92000
SH
SOLE
92000
0
0
RIO TINTO LTD ADR SPONSORED (B
COM
767204100
19719
351000
SH
SOLE
351000
0
0
RNG 0 3/15/23
CONVERTIBLE BOND
76680RAD9
2959
850000
PRN
SOLE
850000
0
0
ROCKWELL AUTOMATION INC (B:ROK
COM
773903109
48362
227050
SH
SOLE
227050
0
0
ROCKWELL MED INC COM
COM
774374102
51
26121
SH
SOLE
26121
0
0
ROGERS COMMUNICATIONS CL B
COM
775109200
51391
1278700
SH
SOLE
1278700
0
0
ROKU INC COM CL A
COM
77543R102
466
4000
SH
SOLE
4000
0
0
ROLLINS INC
COM
775711104
105254
2483000
SH
SOLE
2483000
0
0
ROPER INDS INC NEW
COM
776696106
20345
52400
SH
SOLE
52400
0
0
ROYAL DUTCH SHELL PLC ADR-A(RD
COM
780259206
5142
157300
SH
SOLE
157300
0
0
ROYAL GOLD INC COM
COM
780287108
32037
257700
SH
SOLE
257700
0
0
ROYCE GLOBAL VALUE TR INC COM
COM
78081T104
173
14985
SH
SOLE
14985
0
0
ROYCE VALUE TR INC
COM
780910105
1589
126700
SH
SOLE
126700
0
0
RP 1 1/2 5/15/25 144A
CONVERTIBLE BOND
75606NAC3
3242
3000000
PRN
SOLE
3000000
0
0
RPC INC. COMMON
COM
749660106
7625
2475680
SH
SOLE
2475680
0
0
RTI BIOLOGICS INC COM
COM
74975N105
1084
340919
SH
SOLE
340919
0
0
RTRX 2 1/2 9/15/25
CONVERTIBLE BOND
761299AB2
1608
1950000
PRN
SOLE
1950000
0
0
RUBICON PROJ INC COM
COM
78112V102
72
10820
SH
SOLE
10820
0
0
RUSH ENTERPRISES INC CL B
COM
781846308
10662
299000
SH
SOLE
299000
0
0
RYMAN HOSPITALITY PPTYS INC CO
COM
78377T107
23732
685900
SH
SOLE
0
0
685900
SALEM COMMUNICATIONS CORP DECL
COM
794093104
283
250000
SH
SOLE
250000
0
0
SALLY BEAUTY HLDGS INC COM
COM
79546E104
7328
584800
SH
SOLE
584800
0
0
SANDY SPRING BANCORP INC COM
COM
800363103
1092
44072
SH
SOLE
44072
0
0
SBA COMMUNICATIONS CORP-CL A
COM
78410G104
2085
7000
SH
SOLE
7000
0
0
SCHEIN HENRY INC COM
COM
806407102
16384
280600
SH
SOLE
280600
0
0
SCHLUMBERGER
COM
806857108
14325
778936
SH
SOLE
778936
0
0
SCHULTZE SPL PURP ACQUSTN COCO
COM
80821R109
1535
150000
SH
SOLE
150000
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
2699
80000
SH
SOLE
80000
0
0
SCRIPPS E W CO OHIO CL A
COM
811054402
15047
1719600
SH
SOLE
1719600
0
0
SCULPTOR CAPITAL MGT INC
COM
811246107
233
18000
SH
SOLE
18000
0
0
SEALED AIR CORP NEW
COM
81211K100
10492
319400
SH
SOLE
319400
0
0
SEMPRA ENERGY COM
COM
816851109
6934
59150
SH
SOLE
59150
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
13666
262000
SH
SOLE
262000
0
0
SERITAGE GROWTH PPTYS CL A
COM
81752R100
217
19000
SH
SOLE
19000
0
0
SERVICEMASTER GLOBAL HLDGS ICO
COM
81761R109
10964
307200
SH
SOLE
307200
0
0
SERVICENOW INC COM
COM
81762P102
32202
79500
SH
SOLE
79500
0
0
SHAKE SHACK INC CL A
COM
819047101
1420
26800
SH
SOLE
26800
0
0
SHAW COMMUNICATIONS CL B NON V
COM
82028K200
7904
483150
SH
SOLE
483150
0
0
SHENANDOAH TELECOMMUNICATIONCD
COM
82312B106
4584
93000
SH
SOLE
93000
0
0
SHERWIN WILLIAMS CO COM
COM
824348106
16318
28240
SH
SOLE
28240
0
0
SHINHAN FINANCIAL GROUP CO LSP
COM
824596100
385
16000
SH
SOLE
16000
0
0
SHYFT GROUP INC COM
COM
825698103
1431
85000
SH
SOLE
85000
0
0
SILVERCREST METALS INC COM
COM
828363101
4122
450000
SH
SOLE
450000
0
0
SINCLAIR BROADCAST GROUP INCCL
COM
829226109
7541
408500
SH
SOLE
408500
0
0
SIRIUS XM HOLDINGS INC
COM
82968B103
4657
793400
SH
SOLE
793400
0
0
SJW GROUP
COM
784305104
19006
306000
SH
SOLE
306000
0
0
SK TELECOM LTD SPONSORED ADR (
COM
78440P108
3420
177000
SH
SOLE
177000
0
0
SKYLINE CHAMPION CORPORATION
COM
830830105
4256
174850
SH
SOLE
174850
0
0
SLM CORP COM
COM
78442P106
2461
350000
SH
SOLE
350000
0
0
SMILEDIRECTCLUB INC CL A COM
COM
83192H106
440
55701
SH
SOLE
55701
0
0
SMITH A O CORP COM
COM
831865209
2120
45000
SH
SOLE
45000
0
0
SMITH & NEPHEW P L C ADR SPONS
COM
83175M205
457
12000
SH
SOLE
12000
0
0
SMUCKER J M CO COM NEW
COM
832696405
13004
122900
SH
SOLE
122900
0
0
SOCIAL CAP HDOSPHIA HLDG CO UN
UNITS
G8250T117
1374
109359
SH
SOLE
109359
0
0
SOCIAL CAP HEDSPIA HLDG CO IUN
UNITS
G8251K123
1721
145000
SH
SOLE
145000
0
0
SONOCO PRODS CO COM
COM
835495102
3869
74000
SH
SOLE
74000
0
0
SONY CORP-ADR (B:SNE US)
COM
835699307
148799
2152450
SH
SOLE
2152450
0
0
SOUTH JERSEY INDS INC COM
COM
838518108
4248
170000
SH
SOLE
170000
0
0
SOUTHERN CO
COM
842587107
23431
451900
SH
SOLE
451900
0
0
SOUTHERN COMPANY 6.75 8/1/2022
CONVERTIBLE PREF
842587602
3194
72500
SH
SOLE
72500
0
0
SOUTHWEST GAS CORP
COM
844895102
78472
1136450
SH
SOLE
1136450
0
0
SPECTRUM BRANDS INC
COM
84790A105
285
6205
SH
SOLE
6205
0
0
SPIRE INC COM
COM
84857L101
8628
131300
SH
SOLE
131300
0
0
SPLK 1 1/8 9/15/25
CONVERTIBLE BOND
848637AD6
5883
4000000
PRN
SOLE
4000000
0
0
SPROUTS FARMERS MARKETS LLC
COM
85208M102
768
30000
SH
SOLE
30000
0
0
SPWR 4 1/15/23
CONVERTIBLE BOND
867652AL3
6711
8350000
PRN
SOLE
8350000
0
0
SQ 1/2 5/15/23
CONVERTIBLE BOND
852234AD5
4458
3000000
PRN
SOLE
3000000
0
0
SRE 6 3/4 7/15/21
CONVERTIBLE PREF
816851505
1474
15000
SH
SOLE
15000
0
0
SRE 6 01/15/21
CONVERTIBLE PREF
816851406
1550
15915
SH
SOLE
15915
0
0
SSR MNG INC COM
COM
784730103
22047
1033600
SH
SOLE
1033600
0
0
SSSS 4 3/4 3/28/23
CONVERTIBLE BOND
36191JAC5
998
1000000
PRN
SOLE
1000000
0
0
ST. JOE COMPANY
COM
790148100
21533
1108803
SH
SOLE
1108803
0
0
STAMPS.COM INC (NEW)
COM
852857200
2021
11000
SH
SOLE
11000
0
0
STANDARD MTR PRODS INC CLASS A
COM
853666105
13390
325000
SH
SOLE
325000
0
0
STANDEX INTL CORP
COM
854231107
3223
56000
SH
SOLE
56000
0
0
STANLEY BLACK AND DECKER INC
COM
854502101
840
7000
SH
SOLE
7000
0
0
STARBUCKS CORP COM
COM
855244109
13761
187000
SH
SOLE
187000
0
0
STARRETT L S CO CL A
COM
855668109
218
64300
SH
SOLE
64300
0
0
STATE STREET CORP
COM
857477103
44167
695000
SH
SOLE
695000
0
0
STEEL CONNECT INC
COM
858098106
270
450000
SH
SOLE
450000
0
0
STEEL PARTNERS HLDGS L P
COM
85814R107
1354
257000
SH
SOLE
257000
0
0
STERICYCLE INC COM
COM
858912108
5710
102000
SH
SOLE
102000
0
0
STERIS PLC
COM
G8473T100
2946
19200
SH
SOLE
19200
0
0
STERLING BANCORP/DE
COM
85917A100
11310
965000
SH
SOLE
965000
0
0
STONERIDGE INC
COM
86183P102
1611
78000
SH
SOLE
78000
0
0
STRATASYS LTD SHS
COM
M85548101
1546
97500
SH
SOLE
97500
0
0
STRATTEC SECURITY CORP.
COM
863111100
3123
195900
SH
SOLE
195900
0
0
STRYKER CORP
COM
863667101
7018
38950
SH
SOLE
38950
0
0
SUNCOR ENERGY INC
COM
867224107
3229
191500
SH
SOLE
191500
0
0
SUNOCO LP COM U REP LP
COM
86765K109
3379
148000
SH
SOLE
148000
0
0
SUPERIOR INDS INTL INC
COM
868168105
325
191000
SH
SOLE
191000
0
0
SUPN 5/8 4/1/23
CONVERTIBLE BOND
868459AD0
3337
3792000
PRN
SOLE
3792000
0
0
SURMODICS INC COM
COM
868873100
3416
79000
SH
SOLE
79000
0
0
SVMK INC COM
COM
78489X103
1648
70000
SH
SOLE
70000
0
0
SWK 5 1/4 11/15/22
CONVERTIBLE PREF
854502846
1992
22350
SH
SOLE
22350
0
0
SYNCHRONY FINL COM
COM
87165B103
807
36434
SH
SOLE
36434
0
0
SYNOVUS FINL CORP COM NEW
COM
87161C501
4409
214755
SH
SOLE
214755
0
0
S&P GLOBAL INC COM
COM
78409V104
60229
182800
SH
SOLE
182800
0
0
T ROWE PRICE GROUP INC
COM
74144T108
38145
308863
SH
SOLE
308863
0
0
TAIWAN SEMICONDUCTOR ADR
COM
874039100
1391
24500
SH
SOLE
24500
0
0
TAKEDA PHARMACEUTICAL CO LTDSP
COM
874060205
6283
350412
SH
SOLE
350412
0
0
TAKE-TWO INTERACTIVE SOFTWARCO
COM
874054109
8723
62500
SH
SOLE
62500
0
0
TAUBMAN CTRS INC COM
COM
876664103
1230
32564
SH
SOLE
32564
0
0
TBPH 3 1/4 11/1/23
CONVERTIBLE BOND
88339KAA0
2915
3000000
PRN
SOLE
3000000
0
0
TD AMERITRADE HLDG CORP COM
COM
87236Y108
626
17202
SH
SOLE
17202
0
0
TE CONNECTIVITY LTD
COM
H84989104
14475
177500
SH
SOLE
177500
0
0
TEAM INC COM
COM
878155100
1621
291000
SH
SOLE
291000
0
0
TECH DATA CORP COM
COM
878237106
40570
279986
SH
SOLE
279986
0
0
TEGNA INC COM
COM
87901J105
1593
143000
SH
SOLE
143000
0
0
TEJON RANCH CO DEL COM
COM
879080109
2275
158000
SH
SOLE
158000
0
0
TELADOC INC COM
COM
87918A105
10191
53400
SH
SOLE
53400
0
0
TELECOM ARGENTINA SA ADR
COM
879273209
242
27000
SH
SOLE
27000
0
0
TELEFLEX INC
COM
879369106
1310
3600
SH
SOLE
3600
0
0
TELEFONICA BRASIL SA SPONSORED
COM
87936R106
3067
346191
SH
SOLE
346191
0
0
TELEFONICA DE ESPANA SA ADR (B
COM
879382208
7283
1510949
SH
SOLE
1510949
0
0
TELEPHONE & DATA SYS
COM
879433829
51098
2570300
SH
SOLE
2570300
0
0
TELUS CORP COM
COM
87971M103
8318
496000
SH
SOLE
496000
0
0
TENARIS S A SPONSORED ADR
COM
88031M109
634
49000
SH
SOLE
49000
0
0
TENCENT MUSIC ENTMT GROUP ADS
COM
88034P109
135
10000
SH
SOLE
10000
0
0
TENET HEALTHCARE CORP
COM
88033G407
3441
190000
SH
SOLE
190000
0
0
TENNANT CO
COM
880345103
11572
178000
SH
SOLE
178000
0
0
TENNECO INC
COM
880349105
3637
481100
SH
SOLE
481100
0
0
TENZING ACQUISITION CORP ORD S
COM
G8708A116
1087
101100
SH
SOLE
101100
0
0
TENZING ACQUISITION CORP WT EX
WARRANT AND RIGH
G8708A108
56
118200
SH
SOLE
118200
0
0
TER 1 1/4 12/15/23
CONVERTIBLE BOND
880770AG7
2679
1000000
PRN
SOLE
1000000
0
0
TERRAFORM PWR INC COM CL A
COM
88104R209
17866
968855
SH
SOLE
968855
0
0
TETRA TECH INC NEW COM
COM
88162G103
435
5500
SH
SOLE
5500
0
0
TEXAS INSTRUMENTS INC
COM
882508104
50883
400750
SH
SOLE
400750
0
0
TEXTRON INC
COM
883203101
43672
1327000
SH
SOLE
1327000
0
0
TFS FINL CORP COM
COM
87240R107
286
20000
SH
SOLE
20000
0
0
THE SCOTTS MIRACLE GRO CO
COM
810186106
1345
10000
SH
SOLE
10000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
55384
152850
SH
SOLE
152850
0
0
THOR INDS INC COM
COM
885160101
2290
21500
SH
SOLE
21500
0
0
TIFFANY & CO NEW COM
COM
886547108
10500
86110
SH
SOLE
86110
0
0
TIM PARTICIPACOES SA-ADR
COM
88706P205
1380
106628
SH
SOLE
106628
0
0
TIMKEN CO COM
COM
887389104
11857
260650
SH
SOLE
260650
0
0
TIMKENSTEEL CORP COM
COM
887399103
1108
284900
SH
SOLE
284900
0
0
TITAN MACHY INC COM
COM
88830R101
706
65000
SH
SOLE
65000
0
0
TOLL BROS INC COM
COM
889478103
5768
177000
SH
SOLE
177000
0
0
TOOTSIE ROLL INDS INC
COM
890516107
17218
502436
SH
SOLE
502436
0
0
TORO CO COM
COM
891092108
3274
49350
SH
SOLE
49350
0
0
TOTAL SA ADR (B:TOT US)
COM
89151E109
18230
474000
SH
SOLE
474000
0
0
TOYOTA MTR CORP ADR 1 SH (B:TM
COM
892331307
791
6300
SH
SOLE
6300
0
0
TRACTOR SUPPLY CO COM
COM
892356106
7400
56150
SH
SOLE
56150
0
0
TRANE TECHNOLOGIES INC
COM
G8994E103
6745
75800
SH
SOLE
75800
0
0
TRANSACT TECHNOLOGIES INC COM
COM
892918103
115
25000
SH
SOLE
25000
0
0
TRANSUNION COM
COM
89400J107
261
3000
SH
SOLE
3000
0
0
TRAVELERS COMPANIES INC
COM
89417E109
10949
96000
SH
SOLE
96000
0
0
TREBIA ACQUISITION CORP
COM
G9027T125
1754
167878
SH
SOLE
167878
0
0
TREDEGAR INDS INC
COM
894650100
7900
513000
SH
SOLE
513000
0
0
TREE 5/8 6/1/22
CONVERTIBLE BOND
52603BAA5
3128
2101000
PRN
SOLE
2101000
0
0
TRINE ACQ CORP
COM
89628U207
1687
152000
SH
SOLE
152000
0
0
TRINE ACQUISITION CORP COM CL
COM
89628U108
1055
101000
SH
SOLE
101000
0
0
TRINE ACQUISITION CORP WT EXP
WARRANT AND RIGH
89628U116
78
50500
SH
SOLE
50500
0
0
TRINITY INDS INC
COM
896522109
13679
642500
SH
SOLE
642500
0
0
TRINITY PL HLDGS INC COM
COM
89656D101
264
191500
SH
SOLE
191500
0
0
TRUIST FINANCIAL CORPORATION C
COM
89832Q109
760
20227
SH
SOLE
20227
0
0
TURKCELL ILETISIM HIZMETLERISP
COM
900111204
3139
545000
SH
SOLE
545000
0
0
TURQUOISE HILL RESOURCES LTD
COM
900435108
88
120000
SH
SOLE
120000
0
0
TWIN DISC INC COM
COM
901476101
2021
364752
SH
SOLE
364752
0
0
TWLO 1/4 6/1/23
CONVERTIBLE BOND
90138FAB8
6981
2250000
PRN
SOLE
2250000
0
0
TYLER TECHNOLOGIES INC COM
COM
902252105
14742
42500
SH
SOLE
42500
0
0
TYSON FOODS INC
COM
902494103
5284
88500
SH
SOLE
88500
0
0
T-MOBILE US INC
COM
872590104
24173
232097
SH
SOLE
232097
0
0
T-MOBILE US INC RT
WARRANT AND RIGH
872590112
33
197197
SH
SOLE
197197
0
0
U S BANCORP
COM
902973304
894
24271
SH
SOLE
24271
0
0
UBS GROUP AG SHS
COM
H42097107
381
33000
SH
SOLE
33000
0
0
UGI CORP NEW COM
COM
902681105
14604
459230
SH
SOLE
459230
0
0
UNILEVER N V NEW YORK SHS N
COM
904784709
3729
70000
SH
SOLE
70000
0
0
UNILEVER PLC SPON ADR NEW
COM
904767704
5378
98000
SH
SOLE
98000
0
0
UNION ACQUISITION CORP II SHS
COM
G9402Q100
2563
256300
SH
SOLE
256300
0
0
UNION ACQUISITION CORP II WT E
WARRANT AND RIGH
G9402Q126
90
256300
SH
SOLE
256300
0
0
UNITED GUARDIAN INC COM
COM
910571108
563
38000
SH
SOLE
38000
0
0
UNITED PARCEL SVC
COM
911312106
889
8000
SH
SOLE
8000
0
0
UNITED RENTALS INC COM
COM
911363109
10448
70100
SH
SOLE
70100
0
0
UNITED STATES CELLULAR CORP
COM
911684108
29966
970700
SH
SOLE
970700
0
0
UNITEDHEALTH GROUP INC COM
COM
91324P102
62116
210600
SH
SOLE
210600
0
0
UNITIL CORP
COM
913259107
3233
72125
SH
SOLE
72125
0
0
UNIVERSAL TECHNICAL INST INCCO
COM
913915104
70
10000
SH
SOLE
10000
0
0
VALE S A ADR
COM
91912E105
155
15000
SH
SOLE
15000
0
0
VALERO ENERGY CORP COM
COM
91913Y100
8941
152000
SH
SOLE
152000
0
0
VALLEY NATL BANCORP COM
COM
919794107
2338
299000
SH
SOLE
299000
0
0
VALMONT INDS INC
COM
920253101
3477
30600
SH
SOLE
30600
0
0
VALUE LINE INC
COM
920437100
1286
47650
SH
SOLE
47650
0
0
VALVOLINE INC COM
COM
92047W101
8860
458380
SH
SOLE
458380
0
0
VCRA 1 1/2 5/15/23
CONVERTIBLE BOND
92857FAB3
4195
4250000
PRN
SOLE
4250000
0
0
VECTRUS INC COM
COM
92242T101
2368
48200
SH
SOLE
48200
0
0
VEON LTD ADR
COM
91822M106
5120
2844250
SH
SOLE
2844250
0
0
VERICEL CORP COM
COM
92346J108
233
16842
SH
SOLE
16842
0
0
VERIZON COMMUNICATIONS
COM
92343V104
108603
1969936
SH
SOLE
1969936
0
0
VIACOMCBS INC CL A
COM
92556H107
63868
2494831
SH
SOLE
2494831
0
0
VIACOMCBS INC CL B
COM
92556H206
20575
882305
SH
SOLE
882305
0
0
VICOR CORP COM
COM
925815102
468
6500
SH
SOLE
6500
0
0
VILLAGE SUPER MKT INC CL A NEW
COM
927107409
1982
71500
SH
SOLE
71500
0
0
VISA INC-CLASS A SHRS
COM
92826C839
40373
209000
SH
SOLE
209000
0
0
VISTEON CORP COM NEW
COM
92839U206
548
8000
SH
SOLE
8000
0
0
VODAFONE GROUP ADR
COM
92857W308
16498
1035000
SH
SOLE
1035000
0
0
VULCAN MATLS CO COM
COM
929160109
4402
38000
SH
SOLE
38000
0
0
W D 40 COMPANY
COM
929236107
1884
9500
SH
SOLE
9500
0
0
WABTEC CORP COM
COM
929740108
263
4575
SH
SOLE
4575
0
0
WADDELL & REED FINL INC CL A
COM
930059100
20295
1308500
SH
SOLE
1308500
0
0
WAL MART STORES INC
COM
931142103
6229
52000
SH
SOLE
52000
0
0
WALGREENS BOOTS ALLIANCE INC C
COM
931427108
12416
292900
SH
SOLE
292900
0
0
WASTE CONNECTIONS INC
COM
94106B101
22465
239522
SH
SOLE
239522
0
0
WASTE MGMT INC DEL COM
COM
94106L109
44938
424300
SH
SOLE
424300
0
0
WATERS CORP COM
COM
941848103
1705
9450
SH
SOLE
9450
0
0
WATSCO INC CL B
COM
942622101
1295
7875
SH
SOLE
7875
0
0
WATTS WATER TECHNOLOGIES
COM
942749102
29095
359200
SH
SOLE
359200
0
0
WEC ENERGY GROUP
COM
92939U106
67228
767000
SH
SOLE
767000
0
0
WEIS MKTS INC
COM
948849104
1353
27000
SH
SOLE
27000
0
0
WELBILT INC
COM
949090104
1096
179950
SH
SOLE
179950
0
0
WELLS FARGO CV PFD L 7.500
CONVERTIBLE PREF
949746804
1973
1500
SH
SOLE
1500
0
0
WELLS FARGO & CO NEW
COM
949746101
41531
1622300
SH
SOLE
1622300
0
0
WEYERHAEUSER CO
COM
962166104
6823
303800
SH
SOLE
303800
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
58523
1328550
SH
SOLE
1328550
0
0
WIDEOPENWEST INC COM
COM
96758W101
3736
709000
SH
SOLE
709000
0
0
WILEY JOHN & SONS INC CL B
COM
968223305
218
5600
SH
SOLE
5600
0
0
WILLAMETTE VY VINEYARD INC COM
COM
969136100
121
20000
SH
SOLE
20000
0
0
WILLIAMS COS INC
COM
969457100
7935
417200
SH
SOLE
417200
0
0
WILLIS TOWERS WATSON PUB LTD S
COM
G96629103
1280
6500
SH
SOLE
6500
0
0
WINNEBAGO INDS INC COM
COM
974637100
3664
55000
SH
SOLE
55000
0
0
WOLVERINE WORLD WIDE INC COM
COM
978097103
2789
117150
SH
SOLE
117150
0
0
WOODWARD INC
COM
980745103
2869
37000
SH
SOLE
37000
0
0
WORLD WRESTLING ENTERTAINMENT
COM
98156Q108
3346
77000
SH
SOLE
77000
0
0
WRIGHT MEDICAL GROUP
COM
N96617118
17435
586647
SH
SOLE
586647
0
0
WTR 6 04/30/22
UNITS
29670G201
511
9030
SH
SOLE
9030
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
437
15500
SH
SOLE
15500
0
0
WYNDHAM HOTELS & RESORTS INCCO
COM
98311A105
650
15250
SH
SOLE
15250
0
0
WYNN RESORTS LTD COM
COM
983134107
4376
58750
SH
SOLE
58750
0
0
XCEL ENERGY INC COM
COM
98389B100
36844
589500
SH
SOLE
589500
0
0
XYLEM INC
COM
98419M100
77270
1189500
SH
SOLE
1189500
0
0
YATRA ONLINE INC ORD SHS
COM
G98338109
237
348984
SH
SOLE
348984
0
0
YORK WTR CO COM
COM
987184108
6642
138500
SH
SOLE
138500
0
0
YUNHONG INTL UNIT EX
UNITS
G98882114
1147
114100
SH
SOLE
114100
0
0
ZIMMER BIOMET HLDG
COM
98956P102
15224
127550
SH
SOLE
127550
0
0
ZOETIS INC
COM
98978V103
44338
323538
SH
SOLE
323538
0
0
ZOOM VIDEO COMMUNICATIONS INCL
COM
98980L101
2282
9000
SH
SOLE
9000
0
0
ZOSANO PHARMA CORP COM NEW
COM
98979H202
18
21297
SH
SOLE
21297
0
0
ZUORA INC COM CL A
COM
98983V106
319
25000
SH
SOLE
25000
0
0