0001085146-18-001850.txt : 20180806 0001085146-18-001850.hdr.sgml : 20180806 20180806165433 ACCESSION NUMBER: 0001085146-18-001850 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180806 DATE AS OF CHANGE: 20180806 EFFECTIVENESS DATE: 20180806 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 18995375 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000061227 XXXXXXXX 06-30-2018 06-30-2018 false MACKAY SHIELDS LLC

1345 AVENUE OF THE AMERICAS 42ND FLOOR NEW YORK NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212-230-3811 /s/ Rene A. Bustamante New York NY 07-17-2018 4 2281 14440620 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 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SOLE 132807 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 120 10000 SH SOLE 10000 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 5925 451928 SH SOLE 451928 0 0 BLOCK H & R INC COM 093671105 5280 231781 SH SOLE 231781 0 0 BLOCK H & R INC COM 093671105 22312 979455 SH OTR 01 0 979455 0 BLOOMIN BRANDS INC COM 094235108 2842 141377 SH OTR 01 0 141377 0 BLOOMIN BRANDS INC COM 094235108 1600 79604 SH SOLE 79604 0 0 BLUCORA INC COM 095229100 622 16800 SH OTR 01 0 16800 0 BLUCORA INC COM 095229100 440 11879 SH SOLE 11879 0 0 BLUEBIRD BIO INC COM 09609G100 1290 8217 SH OTR 01 0 8217 0 BLUEBIRD BIO INC COM 09609G100 932 5938 SH SOLE 5938 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 527 8300 SH OTR 01 0 8300 0 BLUEPRINT MEDICINES CORP COM 09627Y109 381 6000 SH SOLE 6000 0 0 BOEING CO COM 097023105 75743 225755 SH OTR 01 0 225755 0 BOEING CO COM 097023105 25279 75346 SH SOLE 75346 0 0 BOOKING HLDGS INC COM 09857L108 24633 12152 SH OTR 01 0 12152 0 BOOKING HLDGS INC COM 09857L108 7685 3791 SH SOLE 3791 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1495 34179 SH OTR 01 0 34179 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 42 958 SH SOLE 958 0 0 BORGWARNER INC COM 099724106 1178 27305 SH OTR 01 0 27305 0 BORGWARNER INC COM 099724106 201 4659 SH SOLE 4659 0 0 BOSTON PROPERTIES INC COM 101121101 457 3642 SH SOLE 3642 0 0 BOSTON PROPERTIES INC COM 101121101 2677 21341 SH OTR 01 0 21341 0 BOSTON SCIENTIFIC CORP COM 101137107 7953 243214 SH OTR 01 0 243214 0 BOSTON SCIENTIFIC CORP COM 101137107 1065 32554 SH SOLE 32554 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 353 30900 SH OTR 01 0 30900 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 255 22300 SH SOLE 22300 0 0 BRIDGE BANCORP INC COM 108035106 496 13790 SH OTR 01 0 13790 0 BRIDGE BANCORP INC COM 108035106 351 9753 SH SOLE 9753 0 0 BRIGHTHOUSE FINL INC COM 10922N103 662 16521 SH OTR 01 0 16521 0 BRIGHTHOUSE FINL INC COM 10922N103 113 2816 SH SOLE 2816 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 15802 285536 SH OTR 01 0 285536 0 BRISTOL MYERS SQUIBB CO COM 110122108 5839 105511 SH SOLE 105511 0 0 BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 40 35000 PRN OTR 4 35000 0 0 BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 3064 2679000 PRN SOLE 2308000 0 371000 BROADCOM INC COM 11135F101 21086 86901 SH OTR 01 0 86901 0 BROADCOM INC COM 11135F101 4952 20409 SH SOLE 20409 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1876 16303 SH OTR 01 0 16303 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 320 2783 SH SOLE 2783 0 0 BROWN FORMAN CORP CL B 115637209 303 6179 SH SOLE 6179 0 0 BROWN FORMAN CORP CL B 115637209 1775 36213 SH OTR 01 0 36213 0 BRUNSWICK CORP COM 117043109 7351 114007 SH OTR 01 0 114007 0 BRUNSWICK CORP COM 117043109 396 6149 SH SOLE 6149 0 0 BURLINGTON STORES INC COM 122017106 5737 38112 SH OTR 01 0 38112 0 BURLINGTON STORES INC COM 122017106 290 1927 SH SOLE 1927 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1767 21123 SH OTR 01 0 21123 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 275 3285 SH SOLE 3285 0 0 CA INC COM 12673P105 9141 256411 SH OTR 01 0 256411 0 CA INC COM 12673P105 591 16587 SH SOLE 16587 0 0 CABOT CORP COM 127055101 5788 93699 SH OTR 01 0 93699 0 CABOT CORP COM 127055101 395 6402 SH SOLE 6402 0 0 CABOT OIL & GAS CORP COM 127097103 1537 64577 SH OTR 01 0 64577 0 CABOT OIL & GAS CORP COM 127097103 253 10651 SH SOLE 10651 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 9242 213391 SH OTR 01 0 213391 0 CADENCE DESIGN SYSTEM INC COM 127387108 770 17781 SH SOLE 17781 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 10888 6357000 PRN OTR 01 0 6357000 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 5140 3001000 PRN SOLE 3001000 0 0 CALAMP CORP COM 128126109 703 30000 SH SOLE 30000 0 0 CALAMP CORP COM 128126109 989 42200 SH OTR 01 0 42200 0 CALIFORNIA WTR SVC GROUP COM 130788102 487 12500 SH OTR 01 0 12500 0 CALIFORNIA WTR SVC GROUP COM 130788102 343 8800 SH SOLE 8800 0 0 CAMPBELL SOUP CO COM 134429109 1078 26600 SH OTR 01 0 26600 0 CAMPBELL SOUP CO COM 134429109 184 4539 SH SOLE 4539 0 0 CANNAE HLDGS INC COM 13765N107 800 43100 SH OTR 01 0 43100 0 CANNAE HLDGS INC COM 13765N107 575 31000 SH SOLE 31000 0 0 CAPITAL ONE FINL CORP COM 14040H105 7565 82321 SH OTR 01 0 82321 0 CAPITAL ONE FINL CORP COM 14040H105 1055 11475 SH SOLE 11475 0 0 CARBONITE INC COM 141337105 241 6900 SH OTR 01 0 6900 0 CARDINAL HEALTH INC COM 14149Y108 2731 55934 SH SOLE 55934 0 0 CARDINAL HEALTH INC COM 14149Y108 5598 114636 SH OTR 01 0 114636 0 CARE COM INC COM 141633107 2779 133100 SH OTR 01 0 133100 0 CARE COM INC COM 141633107 1489 71324 SH SOLE 71324 0 0 CARLISLE COS INC COM 142339100 4108 37925 SH OTR 01 0 37925 0 CARLISLE COS INC COM 142339100 68 625 SH SOLE 625 0 0 CARMAX INC COM 143130102 1794 24618 SH OTR 01 0 24618 0 CARMAX INC COM 143130102 306 4202 SH SOLE 4202 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 7677 133955 SH OTR 01 0 133955 0 CARNIVAL CORP UNIT 99/99/9999 143658300 5307 92607 SH SOLE 92607 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 1454 97916 SH SOLE 97916 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 2213 149000 SH OTR 01 0 149000 0 CARTER INC COM 146229109 11723 108157 SH OTR 01 0 108157 0 CARTER INC COM 146229109 1307 12056 SH SOLE 12056 0 0 CATALENT INC COM 148806102 4353 103925 SH OTR 01 0 103925 0 CATALENT INC COM 148806102 1617 38612 SH SOLE 38612 0 0 CATERPILLAR INC DEL COM 149123101 2285 16842 SH SOLE 16842 0 0 CATERPILLAR INC DEL COM 149123101 18777 138402 SH OTR 01 0 138402 0 CATO CORP NEW CL A 149205106 177 7200 SH SOLE 7200 0 0 CATO CORP NEW CL A 149205106 239 9700 SH OTR 01 0 9700 0 CBOE GLOBAL MARKETS INC COM 12503M108 17679 169875 SH OTR 01 0 169875 0 CBOE GLOBAL MARKETS INC COM 12503M108 5650 54287 SH SOLE 54287 0 0 CBRE GROUP INC CL A 12504L109 5863 122803 SH OTR 01 0 122803 0 CBRE GROUP INC CL A 12504L109 562 11766 SH SOLE 11766 0 0 CBS CORP NEW CL B 124857202 2654 47210 SH OTR 01 0 47210 0 CBS CORP NEW CL B 124857202 453 8056 SH SOLE 8056 0 0 CDK GLOBAL INC COM 12508E101 8560 131593 SH OTR 01 0 131593 0 CDK GLOBAL INC COM 12508E101 642 9874 SH SOLE 9874 0 0 CDW CORP COM 12514G108 714 8841 SH SOLE 8841 0 0 CDW CORP COM 12514G108 11205 138694 SH OTR 01 0 138694 0 CELGENE CORP COM 151020104 11943 150372 SH OTR 01 0 150372 0 CELGENE CORP COM 151020104 1578 19866 SH SOLE 19866 0 0 CENTENE CORP DEL COM 15135B101 36986 300190 SH OTR 01 0 300190 0 CENTENE CORP DEL COM 15135B101 11924 96778 SH SOLE 96778 0 0 CENTERPOINT ENERGY INC COM 15189T107 2115 76321 SH SOLE 76321 0 0 CENTERPOINT ENERGY INC COM 15189T107 11169 403076 SH OTR 01 0 403076 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 228 10763 SH SOLE 10763 0 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 313 14800 SH OTR 01 0 14800 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 336 4400 SH OTR 01 0 4400 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 244 3193 SH SOLE 3193 0 0 CENTURYLINK INC COM 156700106 2530 135729 SH OTR 01 0 135729 0 CENTURYLINK INC COM 156700106 432 23161 SH SOLE 23161 0 0 CERIDIAN HCM HLDG INC COM 15677J108 1053 31741 SH OTR 01 0 31741 0 CERIDIAN HCM HLDG INC COM 15677J108 233 7007 SH SOLE 7007 0 0 CERNER CORP COM 156782104 12964 216823 SH OTR 01 0 216823 0 CERNER CORP COM 156782104 1289 21552 SH SOLE 21552 0 0 CF INDS HLDGS INC COM 125269100 7545 169923 SH SOLE 169923 0 0 CF INDS HLDGS INC COM 125269100 17855 402146 SH OTR 01 0 402146 0 CHARLES RIV LABS INTL INC COM 159864107 4398 39178 SH OTR 01 0 39178 0 CHARLES RIV LABS INTL INC COM 159864107 786 7004 SH SOLE 7004 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 53 53000 PRN OTR 4 53000 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3153 3128000 PRN SOLE 2588000 0 540000 CHARTER COMMUNICATIONS INC N CL A 16119P108 1281 4370 SH SOLE 4370 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 8967 30581 SH OTR 01 0 30581 0 CHATHAM LODGING TR COM 16208T102 248 11700 SH SOLE 11700 0 0 CHATHAM LODGING TR COM 16208T102 344 16200 SH OTR 01 0 16200 0 CHEMOURS CO COM 163851108 19785 446002 SH OTR 01 0 446002 0 CHEMOURS CO COM 163851108 5649 127351 SH SOLE 127351 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 968 1215000 PRN SOLE 1215000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 507 28400 SH OTR 01 0 28400 0 CHERRY HILL MTG INVT CORP COM 164651101 366 20500 SH SOLE 20500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1286 245500 SH OTR 01 0 245500 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2139 2100000 PRN SOLE 2100000 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 639 20200 SH OTR 01 0 20200 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 456 14399 SH SOLE 14399 0 0 CHESAPEAKE UTILS CORP COM 165303108 296 3700 SH OTR 01 0 3700 0 CHESAPEAKE UTILS CORP COM 165303108 217 2716 SH SOLE 2716 0 0 CHEVRON CORP NEW COM 166764100 65807 520502 SH OTR 01 0 520502 0 CHEVRON CORP NEW COM 166764100 29831 235951 SH SOLE 235951 0 0 CHICOS FAS INC COM 168615102 1184 145400 SH OTR 01 0 145400 0 CHICOS FAS INC COM 168615102 853 104800 SH SOLE 104800 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1691 3919 SH OTR 01 0 3919 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 582 1350 SH SOLE 1350 0 0 CHURCH & DWIGHT INC COM 171340102 1798 33831 SH OTR 01 0 33831 0 CHURCH & DWIGHT INC COM 171340102 307 5773 SH SOLE 5773 0 0 CIENA CORP NOTE 3.750%10/1 171779AJ0 1372 1035000 PRN SOLE 1035000 0 0 CIGNA CORPORATION COM 125509109 21283 125231 SH OTR 01 0 125231 0 CIGNA CORPORATION COM 125509109 6865 40395 SH SOLE 40395 0 0 CIMAREX ENERGY CO COM 171798101 229 2252 SH SOLE 2252 0 0 CIMAREX ENERGY CO COM 171798101 1342 13194 SH OTR 01 0 13194 0 CINCINNATI FINL CORP COM 172062101 8298 124113 SH OTR 01 0 124113 0 CINCINNATI FINL CORP COM 172062101 666 9961 SH SOLE 9961 0 0 CINTAS CORP COM 172908105 2880 15561 SH OTR 01 0 15561 0 CINTAS CORP COM 172908105 640 3460 SH SOLE 3460 0 0 CISCO SYS INC COM 17275R102 41129 955818 SH OTR 01 0 955818 0 CISCO SYS INC COM 17275R102 11145 259008 SH SOLE 259008 0 0 CIT GROUP INC COM NEW 125581801 6350 125958 SH OTR 01 0 125958 0 CIT GROUP INC COM NEW 125581801 301 5962 SH SOLE 5962 0 0 CITI TRENDS INC COM 17306X102 944 34400 SH OTR 01 0 34400 0 CITI TRENDS INC COM 17306X102 678 24700 SH SOLE 24700 0 0 CITIGROUP INC COM NEW 172967424 36681 548135 SH OTR 01 0 548135 0 CITIGROUP INC COM NEW 172967424 18281 273180 SH SOLE 273180 0 0 CITIZENS FINL GROUP INC COM 174610105 3144 80835 SH OTR 01 0 80835 0 CITIZENS FINL GROUP INC COM 174610105 445 11435 SH SOLE 11435 0 0 CITRIX SYS INC COM 177376100 24858 237108 SH OTR 01 0 237108 0 CITRIX SYS INC COM 177376100 7654 73006 SH SOLE 73006 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 106 73000 PRN OTR 4 73000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 18064 12427000 PRN SOLE 11660000 0 767000 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 26083 17933000 PRN OTR 01 0 17933000 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 128 5300 SH SOLE 5300 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 177 7300 SH OTR 01 0 7300 0 CIVITAS SOLUTIONS INC COM 17887R102 225 13700 SH OTR 01 0 13700 0 CIVITAS SOLUTIONS INC COM 17887R102 166 10100 SH SOLE 10100 0 0 CLEAN HARBORS INC COM 184496107 2312 41615 SH OTR 01 0 41615 0 CLEAN HARBORS INC COM 184496107 195 3502 SH SOLE 3502 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 2999 2437000 PRN SOLE 2437000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 6065 4928000 PRN OTR 01 0 4928000 0 CLOROX CO DEL COM 189054109 413 3055 SH SOLE 3055 0 0 CLOROX CO DEL COM 189054109 2422 17904 SH OTR 01 0 17904 0 CLOUD PEAK ENERGY INC COM 18911Q102 722 206800 SH OTR 01 0 206800 0 CLOUD PEAK ENERGY INC COM 18911Q102 526 150800 SH SOLE 150800 0 0 CLOVIS ONCOLOGY INC COM 189464100 421 9248 SH OTR 01 0 9248 0 CLOVIS ONCOLOGY INC COM 189464100 295 6485 SH SOLE 6485 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 924 1000000 PRN SOLE 1000000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 891 825000 PRN SOLE 825000 0 0 CME GROUP INC COM CL A 12572Q105 10076 61469 SH OTR 01 0 61469 0 CME GROUP INC COM CL A 12572Q105 1587 9682 SH SOLE 9682 0 0 CMS ENERGY CORP COM 125896100 914 19342 SH SOLE 19342 0 0 CMS ENERGY CORP COM 125896100 9152 193580 SH OTR 01 0 193580 0 CNA FINL CORP COM 126117100 8178 179028 SH OTR 01 0 179028 0 CNA FINL CORP COM 126117100 572 12518 SH SOLE 12518 0 0 CNX RESOURCES CORPORATION COM 12653C108 3118 175355 SH OTR 01 0 175355 0 CNX RESOURCES CORPORATION COM 12653C108 324 18214 SH SOLE 18214 0 0 COCA COLA BOTTLING CO CONS COM 191098102 778 5761 SH SOLE 5761 0 0 COCA COLA BOTTLING CO CONS COM 191098102 1081 8000 SH OTR 01 0 8000 0 COCA COLA CO COM 191216100 8011 182639 SH SOLE 182639 0 0 COCA COLA CO COM 191216100 33211 757208 SH OTR 01 0 757208 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12172 154101 SH OTR 01 0 154101 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4516 57178 SH SOLE 57178 0 0 COLGATE PALMOLIVE CO COM 194162103 9319 143794 SH OTR 01 0 143794 0 COLGATE PALMOLIVE CO COM 194162103 1334 20580 SH SOLE 20580 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 941 985000 PRN SOLE 985000 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1974 1765000 PRN SOLE 1765000 0 0 COMCAST CORP NEW CL A 20030N101 39992 1218904 SH OTR 01 0 1218904 0 COMCAST CORP NEW CL A 20030N101 11015 335727 SH SOLE 335727 0 0 COMERICA INC COM 200340107 369 4056 SH SOLE 4056 0 0 COMERICA INC COM 200340107 2161 23770 SH OTR 01 0 23770 0 COMMERCE BANCSHARES INC COM 200525103 4579 70756 SH OTR 01 0 70756 0 COMMERCE BANCSHARES INC COM 200525103 135 2088 SH SOLE 2088 0 0 COMSTOCK RES INC NOTE 7.750% 4/0 205768AM6 21626 21944330 PRN OTR 01 0 21944330 0 COMSTOCK RES INC NOTE 7.750% 4/0 205768AM6 12111 12289646 PRN SOLE 12289646 0 0 COMSTOCK RES INC NOTE 9.500% 6/1 205768AN4 9654 9731008 PRN SOLE 9731008 0 0 COMSTOCK RES INC NOTE 9.500% 6/1 205768AN4 44407 44762769 PRN OTR 01 0 44762769 0 CONAGRA BRANDS INC COM 205887102 332 9285 SH SOLE 9285 0 0 CONAGRA BRANDS INC COM 205887102 4034 112890 SH OTR 01 0 112890 0 CONCHO RES INC COM 20605P101 2851 20609 SH OTR 01 0 20609 0 CONCHO RES INC COM 20605P101 487 3517 SH SOLE 3517 0 0 CONDUENT INC COM 206787103 15412 848216 SH OTR 01 0 848216 0 CONDUENT INC COM 206787103 940 51718 SH SOLE 51718 0 0 CONOCOPHILLIPS COM 20825C104 31303 449623 SH OTR 01 0 449623 0 CONOCOPHILLIPS COM 20825C104 12746 183082 SH SOLE 183082 0 0 CONSOL ENERGY INC NEW COM 20854L108 2849 74287 SH OTR 01 0 74287 0 CONSOL ENERGY INC NEW COM 20854L108 234 6105 SH SOLE 6105 0 0 CONSOLIDATED EDISON INC COM 209115104 1507 19330 SH SOLE 19330 0 0 CONSOLIDATED EDISON INC COM 209115104 17788 228115 SH OTR 01 0 228115 0 CONSTELLATION BRANDS INC CL A 21036P108 9418 43028 SH OTR 01 0 43028 0 CONSTELLATION BRANDS INC CL A 21036P108 1118 5109 SH SOLE 5109 0 0 CONTINENTAL RESOURCES INC COM 212015101 15383 237545 SH OTR 01 0 237545 0 CONTINENTAL RESOURCES INC COM 212015101 653 10077 SH SOLE 10077 0 0 CONVERGYS CORP COM 212485106 1408 57600 SH SOLE 57600 0 0 CONVERGYS CORP COM 212485106 1928 78900 SH OTR 01 0 78900 0 COOPER COS INC COM NEW 216648402 272 1156 SH SOLE 1156 0 0 COOPER COS INC COM NEW 216648402 1596 6778 SH OTR 01 0 6778 0 COPART INC COM 217204106 2572 45472 SH OTR 01 0 45472 0 COPART INC COM 217204106 318 5622 SH SOLE 5622 0 0 CORELOGIC INC COM 21871D103 11616 223819 SH OTR 01 0 223819 0 CORELOGIC INC COM 21871D103 2505 48259 SH SOLE 48259 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 184 4900 SH OTR 01 0 4900 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 132 3500 SH SOLE 3500 0 0 CORNING INC COM 219350105 3158 114796 SH OTR 01 0 114796 0 CORNING INC COM 219350105 539 19589 SH SOLE 19589 0 0 COSTCO WHSL CORP NEW COM 22160K105 13093 62650 SH SOLE 62650 0 0 COSTCO WHSL CORP NEW COM 22160K105 35510 169920 SH OTR 01 0 169920 0 COTY INC COM CL A 222070203 922 65371 SH OTR 01 0 65371 0 COTY INC COM CL A 222070203 157 11156 SH SOLE 11156 0 0 CRA INTL INC COM 12618T105 702 13800 SH OTR 01 0 13800 0 CRA INTL INC COM 12618T105 489 9615 SH SOLE 9615 0 0 CRAFT BREW ALLIANCE INC COM 224122101 368 17800 SH SOLE 17800 0 0 CRAFT BREW ALLIANCE INC COM 224122101 508 24600 SH OTR 01 0 24600 0 CRANE CO COM 224399105 2569 32061 SH SOLE 32061 0 0 CRANE CO COM 224399105 5539 69123 SH OTR 01 0 69123 0 CRAWFORD & CO CL B 224633107 109 12600 SH OTR 01 0 12600 0 CRAWFORD & CO CL B 224633107 79 9100 SH SOLE 9100 0 0 CREDIT ACCEP CORP MICH COM 225310101 3409 9646 SH OTR 01 0 9646 0 CREDIT ACCEP CORP MICH COM 225310101 245 693 SH SOLE 693 0 0 CROCS INC COM 227046109 2909 165200 SH OTR 01 0 165200 0 CROCS INC COM 227046109 1574 89400 SH SOLE 89400 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 296 26300 SH OTR 01 0 26300 0 CROSS CTRY HEALTHCARE INC COM 227483104 155 13800 SH SOLE 13800 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 15941 14838 SH OTR 01 0 14838 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 275 256 SH SOLE 256 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1055 9786 SH SOLE 9786 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 7752 71895 SH OTR 01 0 71895 0 CSX CORP COM 126408103 9135 143230 SH OTR 01 0 143230 0 CSX CORP COM 126408103 1114 17463 SH SOLE 17463 0 0 CUBESMART COM 229663109 4 133 SH SOLE 133 0 0 CUBESMART COM 229663109 1965 61001 SH OTR 01 0 61001 0 CUMMINS INC COM 231021106 8057 60579 SH SOLE 60579 0 0 CUMMINS INC COM 231021106 28253 212430 SH OTR 01 0 212430 0 CURO GROUP HLDGS CORP COM 23131L107 561 22500 SH OTR 01 0 22500 0 CURO GROUP HLDGS CORP COM 23131L107 399 16000 SH SOLE 16000 0 0 CUSTOMERS BANCORP INC COM 23204G100 2219 78200 SH OTR 01 0 78200 0 CUSTOMERS BANCORP INC COM 23204G100 1289 45414 SH SOLE 45414 0 0 CUTERA INC COM 232109108 1382 34300 SH OTR 01 0 34300 0 CUTERA INC COM 232109108 919 22800 SH SOLE 22800 0 0 CVS HEALTH CORP COM 126650100 10654 165556 SH OTR 01 0 165556 0 CVS HEALTH CORP COM 126650100 1543 23985 SH SOLE 23985 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1391 89270 SH OTR 01 0 89270 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 40 30000 PRN OTR 4 30000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4204 3169000 PRN SOLE 2841000 0 328000 D R HORTON INC COM 23331A109 2148 52383 SH OTR 01 0 52383 0 D R HORTON INC COM 23331A109 343 8375 SH SOLE 8375 0 0 DANAHER CORP DEL COM 235851102 1431 14504 SH SOLE 14504 0 0 DANAHER CORP DEL COM 235851102 10037 101713 SH OTR 01 0 101713 0 DANAHER CORP DEL DBCV 1/2 235851AF9 32062 8483000 PRN SOLE 7951000 0 532000 DANAHER CORP DEL DBCV 1/2 235851AF9 196 52000 PRN OTR 4 52000 0 0 DANAHER CORP DEL DBCV 1/2 235851AF9 56866 15042000 PRN OTR 01 0 15042000 0 DARDEN RESTAURANTS INC COM 237194105 29039 271236 SH OTR 01 0 271236 0 DARDEN RESTAURANTS INC COM 237194105 12259 114507 SH SOLE 114507 0 0 DAVITA INC COM 23918K108 3124 44995 SH OTR 01 0 44995 0 DAVITA INC COM 23918K108 488 7033 SH SOLE 7033 0 0 DEAN FOODS CO NEW COM NEW 242370203 554 52700 SH SOLE 52700 0 0 DEAN FOODS CO NEW COM NEW 242370203 880 83700 SH OTR 01 0 83700 0 DECKERS OUTDOOR CORP COM 243537107 2574 22800 SH OTR 01 0 22800 0 DECKERS OUTDOOR CORP COM 243537107 1863 16500 SH SOLE 16500 0 0 DEERE & CO COM 244199105 6268 44833 SH OTR 01 0 44833 0 DEERE & CO COM 244199105 1070 7651 SH SOLE 7651 0 0 DEL FRISCOS RESTAURANT GROUP COM 245077102 519 41200 SH OTR 01 0 41200 0 DEL FRISCOS RESTAURANT GROUP COM 245077102 369 29300 SH SOLE 29300 0 0 DELAWARE INV MN MUN INC FD I COM 24610V103 6987 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3190 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 3090 61600 SH OTR 01 0 61600 0 DELEK US HLDGS INC NEW COM 24665A103 1950 38866 SH SOLE 38866 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 25888 306072 SH OTR 01 0 306072 0 DELL TECHNOLOGIES INC COM CL V 24703L103 4029 47631 SH SOLE 47631 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 24977 504183 SH OTR 01 0 504183 0 DELTA AIR LINES INC DEL COM NEW 247361702 1261 25459 SH SOLE 25459 0 0 DENBURY RES INC COM NEW 247916208 461 95800 SH OTR 01 0 95800 0 DENTSPLY SIRONA INC COM 24906P109 2254 51504 SH OTR 01 0 51504 0 DENTSPLY SIRONA INC COM 24906P109 429 9794 SH SOLE 9794 0 0 DEPOMED INC COM 249908104 376 56400 SH OTR 01 0 56400 0 DEPOMED INC COM 249908104 35 5300 SH SOLE 5300 0 0 DEVON ENERGY CORP NEW COM 25179M103 1311 29817 SH SOLE 29817 0 0 DEVON ENERGY CORP NEW COM 25179M103 16551 376491 SH OTR 01 0 376491 0 DIAMONDROCK HOSPITALITY CO COM 252784301 974 79300 SH OTR 01 0 79300 0 DIAMONDROCK HOSPITALITY CO COM 252784301 683 55646 SH SOLE 55646 0 0 DICKS SPORTING GOODS INC COM 253393102 12341 350102 SH OTR 01 0 350102 0 DICKS SPORTING GOODS INC COM 253393102 922 26150 SH SOLE 26150 0 0 DIGITAL RLTY TR INC COM 253868103 542 4859 SH SOLE 4859 0 0 DIGITAL RLTY TR INC COM 253868103 3177 28474 SH OTR 01 0 28474 0 DIME CMNTY BANCSHARES COM 253922108 1011 51835 SH SOLE 51835 0 0 DIME CMNTY BANCSHARES COM 253922108 1396 71600 SH OTR 01 0 71600 0 DIODES INC COM 254543101 986 28600 SH OTR 01 0 28600 0 DIODES INC COM 254543101 700 20300 SH SOLE 20300 0 0 DIPLOMAT PHARMACY INC COM 25456K101 1194 46700 SH OTR 01 0 46700 0 DIPLOMAT PHARMACY INC COM 25456K101 863 33750 SH SOLE 33750 0 0 DISCOVER FINL SVCS COM 254709108 8825 125340 SH OTR 01 0 125340 0 DISCOVER FINL SVCS COM 254709108 777 11040 SH SOLE 11040 0 0 DISCOVERY INC COM SER A 25470F104 5305 192905 SH OTR 01 0 192905 0 DISCOVERY INC COM SER A 25470F104 475 17281 SH SOLE 17281 0 0 DISCOVERY INC COM SER C 25470F302 598 23441 SH SOLE 23441 0 0 DISCOVERY INC COM SER C 25470F302 6056 237497 SH OTR 01 0 237497 0 DISH NETWORK CORP CL A 25470M109 2707 80551 SH OTR 01 0 80551 0 DISH NETWORK CORP CL A 25470M109 273 8127 SH SOLE 8127 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 65196 67137000 PRN OTR 01 0 67137000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 103 106000 PRN OTR 4 106000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 27843 28688000 PRN SOLE 27564000 0 1124000 DISNEY WALT CO COM DISNEY 254687106 28805 274829 SH OTR 01 0 274829 0 DISNEY WALT CO COM DISNEY 254687106 6563 62620 SH SOLE 62620 0 0 DOLLAR GEN CORP NEW COM 256677105 3465 35141 SH OTR 01 0 35141 0 DOLLAR GEN CORP NEW COM 256677105 591 5997 SH SOLE 5997 0 0 DOLLAR TREE INC COM 256746108 2794 32873 SH OTR 01 0 32873 0 DOLLAR TREE INC COM 256746108 477 5609 SH SOLE 5609 0 0 DOMINION ENERGY INC COM 25746U109 7668 112466 SH OTR 01 0 112466 0 DOMINION ENERGY INC COM 25746U109 1050 15396 SH SOLE 15396 0 0 DOMTAR CORP COM NEW 257559203 993 20810 SH SOLE 20810 0 0 DOMTAR CORP COM NEW 257559203 16147 338235 SH OTR 01 0 338235 0 DONNELLEY R R & SONS CO COM 257867200 350 60800 SH OTR 01 0 60800 0 DONNELLEY R R & SONS CO COM 257867200 137 23700 SH SOLE 23700 0 0 DOVER CORP COM 260003108 2921 39906 SH OTR 01 0 39906 0 DOVER CORP COM 260003108 267 3649 SH SOLE 3649 0 0 DOWDUPONT INC COM 26078J100 24329 369073 SH OTR 01 0 369073 0 DOWDUPONT INC COM 26078J100 6452 97883 SH SOLE 97883 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 10075 82581 SH OTR 01 0 82581 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1857 15222 SH SOLE 15222 0 0 DTE ENERGY CO COM 233331107 12627 121844 SH OTR 01 0 121844 0 DTE ENERGY CO COM 233331107 1017 9814 SH SOLE 9814 0 0 DUCOMMUN INC DEL COM 264147109 602 18200 SH OTR 01 0 18200 0 DUCOMMUN INC DEL COM 264147109 444 13405 SH SOLE 13405 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 9225 116651 SH OTR 01 0 116651 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1308 16538 SH SOLE 16538 0 0 DUKE REALTY CORP COM NEW 264411505 1433 49360 SH OTR 01 0 49360 0 DUKE REALTY CORP COM NEW 264411505 245 8424 SH SOLE 8424 0 0 DURECT CORP COM 266605104 227 145500 SH OTR 01 0 145500 0 DURECT CORP COM 266605104 162 103600 SH SOLE 103600 0 0 DXC TECHNOLOGY CO COM 23355L106 4587 56901 SH SOLE 56901 0 0 DXC TECHNOLOGY CO COM 23355L106 18634 231158 SH OTR 01 0 231158 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 939 807000 PRN SOLE 807000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 2408 39379 SH OTR 01 0 39379 0 E TRADE FINANCIAL CORP COM NEW 269246401 381 6227 SH SOLE 6227 0 0 EAGLE BANCORP INC MD COM 268948106 2391 39000 SH OTR 01 0 39000 0 EAGLE BANCORP INC MD COM 268948106 1723 28100 SH SOLE 28100 0 0 EASTGROUP PPTY INC COM 277276101 239 2500 SH OTR 01 0 2500 0 EASTGROUP PPTY INC COM 277276101 162 1700 SH SOLE 1700 0 0 EASTMAN CHEM CO COM 277432100 3874 38758 SH OTR 01 0 38758 0 EASTMAN CHEM CO COM 277432100 337 3368 SH SOLE 3368 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1638 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5446 481489 SH SOLE 481489 0 0 EBAY INC COM 278642103 23467 647181 SH OTR 01 0 647181 0 EBAY INC COM 278642103 11257 310460 SH SOLE 310460 0 0 EBIX INC COM NEW 278715206 450 5900 SH SOLE 5900 0 0 EBIX INC COM NEW 278715206 633 8300 SH OTR 01 0 8300 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19991 19241000 PRN OTR 01 0 19241000 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 540 520000 PRN SOLE 520000 0 0 ECHOSTAR CORP CL A 278768106 384 8643 SH OTR 01 0 8643 0 ECHOSTAR CORP CL A 278768106 23 526 SH SOLE 526 0 0 ECOLAB INC COM 278865100 6459 46028 SH OTR 01 0 46028 0 ECOLAB INC COM 278865100 860 6126 SH SOLE 6126 0 0 EDISON INTL COM 281020107 2919 46131 SH OTR 01 0 46131 0 EDISON INTL COM 281020107 486 7686 SH SOLE 7686 0 0 EDITAS MEDICINE INC COM 28106W103 348 9700 SH OTR 01 0 9700 0 EDITAS MEDICINE INC COM 28106W103 247 6900 SH SOLE 6900 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 4242 29141 SH OTR 01 0 29141 0 EDWARDS LIFESCIENCES CORP COM 28176E108 724 4973 SH SOLE 4973 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 749 47500 SH OTR 01 0 47500 0 ELECTRO SCIENTIFIC INDS COM 285229100 539 34200 SH SOLE 34200 0 0 ELECTRONIC ARTS INC COM 285512109 5982 42420 SH OTR 01 0 42420 0 ELECTRONIC ARTS INC COM 285512109 1021 7240 SH SOLE 7240 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 716 22000 SH SOLE 22000 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 1016 31200 SH OTR 01 0 31200 0 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 556 562000 PRN SOLE 562000 0 0 ELEVATE CREDIT INC COM 28621V101 186 22000 SH SOLE 22000 0 0 ELEVATE CREDIT INC COM 28621V101 259 30600 SH OTR 01 0 30600 0 ELLIE MAE INC COM 28849P100 187 1800 SH OTR 01 0 1800 0 ELLIE MAE INC COM 28849P100 166 1600 SH SOLE 1600 0 0 ELLIS PERRY INTL INC COM 288853104 674 24800 SH OTR 01 0 24800 0 ELLIS PERRY INTL INC COM 288853104 497 18300 SH SOLE 18300 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 348 6888 SH SOLE 6888 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 439 8692 SH OTR 01 0 8692 0 EMERSON ELEC CO COM 291011104 1028 14866 SH SOLE 14866 0 0 EMERSON ELEC CO COM 291011104 7646 110588 SH OTR 01 0 110588 0 ENCOMPASS HEALTH CORP COM 29261A100 8122 119936 SH OTR 01 0 119936 0 ENCOMPASS HEALTH CORP COM 29261A100 4698 69372 SH SOLE 69372 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 595 590000 PRN SOLE 590000 0 0 ENERGEN CORP COM 29265N108 1307 17947 SH OTR 01 0 17947 0 ENERGIZER HLDGS INC NEW COM 29272W109 1632 25919 SH OTR 01 0 25919 0 ENERSYS COM 29275Y102 1806 24200 SH SOLE 24200 0 0 ENERSYS COM 29275Y102 3202 42900 SH OTR 01 0 42900 0 ENGILITY HLDGS INC NEW COM 29286C107 640 20900 SH OTR 01 0 20900 0 ENGILITY HLDGS INC NEW COM 29286C107 328 10700 SH SOLE 10700 0 0 ENOVA INTL INC COM 29357K103 3154 86300 SH OTR 01 0 86300 0 ENOVA INTL INC COM 29357K103 1704 46627 SH SOLE 46627 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 25126 26984000 PRN OTR 01 0 26984000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 94 101000 PRN OTR 4 101000 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 9267 9969000 PRN SOLE 8912000 0 1057000 ENTERGY CORP NEW COM 29364G103 378 4678 SH SOLE 4678 0 0 ENTERGY CORP NEW COM 29364G103 4781 59181 SH OTR 01 0 59181 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 870 173900 SH SOLE 173900 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1771 354100 SH OTR 01 0 354100 0 ENVISION HEALTHCARE CORP COM 29414D100 4441 100908 SH OTR 01 0 100908 0 ENVISION HEALTHCARE CORP COM 29414D100 1712 38898 SH SOLE 38898 0 0 EOG RES INC COM 26875P101 11765 94551 SH OTR 01 0 94551 0 EOG RES INC COM 26875P101 1699 13656 SH SOLE 13656 0 0 EPLUS INC COM 294268107 1487 15800 SH SOLE 15800 0 0 EPLUS INC COM 294268107 2033 21600 SH OTR 01 0 21600 0 EQT CORP COM 26884L109 1924 34870 SH OTR 01 0 34870 0 EQT CORP COM 26884L109 328 5950 SH SOLE 5950 0 0 EQUIFAX INC COM 294429105 2080 16629 SH OTR 01 0 16629 0 EQUIFAX INC COM 294429105 355 2837 SH SOLE 2837 0 0 EQUINIX INC COM PAR $0.001 29444U700 12890 29984 SH OTR 01 0 29984 0 EQUINIX INC COM PAR $0.001 29444U700 1279 2975 SH SOLE 2975 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1383 15045 SH OTR 01 0 15045 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 185 2013 SH SOLE 2013 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 4087 64173 SH OTR 01 0 64173 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 560 8788 SH SOLE 8788 0 0 ESSENDANT INC COM 296689102 2097 158600 SH OTR 01 0 158600 0 ESSENDANT INC COM 296689102 1247 94300 SH SOLE 94300 0 0 ESSEX PPTY TR INC COM 297178105 2183 9131 SH OTR 01 0 9131 0 ESSEX PPTY TR INC COM 297178105 373 1559 SH SOLE 1559 0 0 EURONET WORLDWIDE INC COM 298736109 9363 111769 SH OTR 01 0 111769 0 EURONET WORLDWIDE INC COM 298736109 559 6676 SH SOLE 6676 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 774 630000 PRN SOLE 630000 0 0 EVERCORE INC CLASS A 29977A105 15579 147738 SH OTR 01 0 147738 0 EVERCORE INC CLASS A 29977A105 7319 69412 SH SOLE 69412 0 0 EVERGY INC COM 30034W106 359 6399 SH SOLE 6399 0 0 EVERGY INC COM 30034W106 4552 81075 SH OTR 01 0 81075 0 EVERSOURCE ENERGY COM 30040W108 2568 43811 SH OTR 01 0 43811 0 EVERSOURCE ENERGY COM 30040W108 438 7477 SH SOLE 7477 0 0 EVERTEC INC COM 30040P103 1237 56600 SH OTR 01 0 56600 0 EVERTEC INC COM 30040P103 878 40171 SH SOLE 40171 0 0 EXACT SCIENCES CORP COM 30063P105 895 14975 SH SOLE 14975 0 0 EXACT SCIENCES CORP COM 30063P105 1207 20186 SH OTR 01 0 20186 0 EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 2698 2559000 PRN SOLE 2559000 0 0 EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 7263 6889000 PRN OTR 01 0 6889000 0 EXELON CORP COM 30161N101 11720 275113 SH OTR 01 0 275113 0 EXELON CORP COM 30161N101 6910 162195 SH SOLE 162195 0 0 EXPEDIA GROUP INC COM NEW 30212P303 23714 197305 SH OTR 01 0 197305 0 EXPEDIA GROUP INC COM NEW 30212P303 10380 86366 SH SOLE 86366 0 0 EXPEDITORS INTL WASH INC COM 302130109 5706 78059 SH OTR 01 0 78059 0 EXPEDITORS INTL WASH INC COM 302130109 301 4122 SH SOLE 4122 0 0 EXPRESS INC COM 30219E103 1180 129000 SH OTR 01 0 129000 0 EXPRESS INC COM 30219E103 776 84800 SH SOLE 84800 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 9625 124663 SH SOLE 124663 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 19225 248996 SH OTR 01 0 248996 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 5906 273297 SH OTR 01 0 273297 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 317 14677 SH SOLE 14677 0 0 EXTERRAN CORP COM 30227H106 1855 74100 SH OTR 01 0 74100 0 EXTERRAN CORP COM 30227H106 1334 53262 SH SOLE 53262 0 0 EXTRA SPACE STORAGE INC COM 30225T102 297 2975 SH SOLE 2975 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2121 21252 SH OTR 01 0 21252 0 EXXON MOBIL CORP COM 30231G102 35373 427573 SH SOLE 427573 0 0 EXXON MOBIL CORP COM 30231G102 68915 833015 SH OTR 01 0 833015 0 EZCORP INC CL A NON VTG 302301106 2228 184900 SH OTR 01 0 184900 0 EZCORP INC CL A NON VTG 302301106 1505 124900 SH SOLE 124900 0 0 F M C CORP COM NEW 302491303 2319 25997 SH OTR 01 0 25997 0 F M C CORP COM NEW 302491303 283 3172 SH SOLE 3172 0 0 F5 NETWORKS INC COM 315616102 8277 47997 SH OTR 01 0 47997 0 F5 NETWORKS INC COM 315616102 1039 6026 SH SOLE 6026 0 0 FACEBOOK INC CL A 30303M102 156516 805456 SH OTR 01 0 805456 0 FACEBOOK INC CL A 30303M102 47952 246769 SH SOLE 246769 0 0 FAIR ISAAC CORP COM 303250104 240 1243 SH SOLE 1243 0 0 FAIR ISAAC CORP COM 303250104 333 1723 SH OTR 01 0 1723 0 FARMERS NATL BANC CORP COM 309627107 349 21900 SH OTR 01 0 21900 0 FARMERS NATL BANC CORP COM 309627107 252 15830 SH SOLE 15830 0 0 FASTENAL CO COM 311900104 1914 39768 SH OTR 01 0 39768 0 FASTENAL CO COM 311900104 327 6787 SH SOLE 6787 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 219 1728 SH SOLE 1728 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1281 10124 SH OTR 01 0 10124 0 FEDERATED INVS INC PA CL B 314211103 147 6300 SH SOLE 6300 0 0 FEDERATED INVS INC PA CL B 314211103 3809 163323 SH OTR 01 0 163323 0 FEDEX CORP COM 31428X106 13030 57387 SH OTR 01 0 57387 0 FEDEX CORP COM 31428X106 1317 5801 SH SOLE 5801 0 0 FIBROGEN INC COM 31572Q808 834 13319 SH OTR 01 0 13319 0 FIBROGEN INC COM 31572Q808 593 9471 SH SOLE 9471 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 686 18234 SH SOLE 18234 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6428 170860 SH OTR 01 0 170860 0 FIDELITY NATL INFORMATION SV COM 31620M106 8193 77266 SH OTR 01 0 77266 0 FIDELITY NATL INFORMATION SV COM 31620M106 1038 9786 SH SOLE 9786 0 0 FIFTH THIRD BANCORP COM 316773100 25959 904488 SH OTR 01 0 904488 0 FIFTH THIRD BANCORP COM 316773100 9302 324105 SH SOLE 324105 0 0 FINANCIAL INSTNS INC COM 317585404 961 29200 SH OTR 01 0 29200 0 FINANCIAL INSTNS INC COM 317585404 694 21095 SH SOLE 21095 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAM3 1353 1365000 PRN SOLE 1365000 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 2856 3138000 PRN SOLE 3138000 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 14315 15728000 PRN OTR 01 0 15728000 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1537 1605000 PRN SOLE 1605000 0 0 FIRST AMERN FINL CORP COM 31847R102 9673 187020 SH OTR 01 0 187020 0 FIRST AMERN FINL CORP COM 31847R102 1667 32233 SH SOLE 32233 0 0 FIRST BANCORP P R COM NEW 318672706 1286 168100 SH OTR 01 0 168100 0 FIRST BANCORP P R COM NEW 318672706 927 121237 SH SOLE 121237 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 200 7700 SH OTR 01 0 7700 0 FIRST BUS FINL SVCS INC WIS COM 319390100 145 5590 SH SOLE 5590 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 1422 3525 SH SOLE 3525 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 2261 5606 SH OTR 01 0 5606 0 FIRST DATA CORP NEW COM CL A 32008D106 14715 703081 SH OTR 01 0 703081 0 FIRST DATA CORP NEW COM CL A 32008D106 739 35318 SH SOLE 35318 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 141 7200 SH OTR 01 0 7200 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 101 5172 SH SOLE 5172 0 0 FIRST FNDTN INC COM 32026V104 1014 54700 SH OTR 01 0 54700 0 FIRST FNDTN INC COM 32026V104 733 39510 SH SOLE 39510 0 0 FIRST HAWAIIAN INC COM 32051X108 9158 315561 SH OTR 01 0 315561 0 FIRST HAWAIIAN INC COM 32051X108 592 20405 SH SOLE 20405 0 0 FIRST INTERNET BANCORP COM 320557101 522 15300 SH OTR 01 0 15300 0 FIRST INTERNET BANCORP COM 320557101 374 10970 SH SOLE 10970 0 0 FIRST LONG IS CORP COM 320734106 171 6900 SH OTR 01 0 6900 0 FIRST LONG IS CORP COM 320734106 124 5000 SH SOLE 5000 0 0 FIRST MID ILL BANCSHARES INC COM 320866106 139 3525 SH OTR 01 0 3525 0 FIRST MID ILL BANCSHARES INC COM 320866106 102 2600 SH SOLE 2600 0 0 FIRST NORTHWEST BANCORP COM 335834107 144 9000 SH OTR 01 0 9000 0 FIRST NORTHWEST BANCORP COM 335834107 103 6425 SH SOLE 6425 0 0 FIRST SOLAR INC COM 336433107 4151 78825 SH SOLE 78825 0 0 FIRST SOLAR INC COM 336433107 12510 237558 SH OTR 01 0 237558 0 FIRSTCASH INC COM 33767D105 1168 13000 SH OTR 01 0 13000 0 FIRSTCASH INC COM 33767D105 840 9350 SH SOLE 9350 0 0 FIRSTENERGY CORP COM 337932107 3225 89808 SH OTR 01 0 89808 0 FIRSTENERGY CORP COM 337932107 427 11887 SH SOLE 11887 0 0 FISERV INC COM 337738108 4333 58483 SH OTR 01 0 58483 0 FISERV INC COM 337738108 685 9239 SH SOLE 9239 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 198 12500 SH OTR 01 0 12500 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 141 8900 SH SOLE 8900 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 2169 63300 SH OTR 01 0 63300 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 1543 45044 SH SOLE 45044 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 551 450000 PRN SOLE 450000 0 0 FLIR SYS INC COM 302445101 986 18970 SH OTR 01 0 18970 0 FLIR SYS INC COM 302445101 168 3237 SH SOLE 3237 0 0 FLOWERS FOODS INC COM 343498101 1794 86105 SH OTR 01 0 86105 0 FLOWSERVE CORP COM 34354P105 731 18088 SH OTR 01 0 18088 0 FLOWSERVE CORP COM 34354P105 125 3087 SH SOLE 3087 0 0 FLUOR CORP NEW COM 343412102 162 3317 SH SOLE 3317 0 0 FLUOR CORP NEW COM 343412102 948 19436 SH OTR 01 0 19436 0 FLUSHING FINL CORP COM 343873105 749 28700 SH OTR 01 0 28700 0 FLUSHING FINL CORP COM 343873105 559 21407 SH SOLE 21407 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 1628 129700 SH OTR 01 0 129700 0 FLWS/1-800 FLOWERS CL A 68243Q106 885 70547 SH SOLE 70547 0 0 FONAR CORP COM NEW 344437405 324 12200 SH OTR 01 0 12200 0 FONAR CORP COM NEW 344437405 234 8800 SH SOLE 8800 0 0 FOOT LOCKER INC COM 344849104 31128 591226 SH OTR 01 0 591226 0 FOOT LOCKER INC COM 344849104 7672 145714 SH SOLE 145714 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 7346 663606 SH OTR 01 0 663606 0 FORD MTR CO DEL COM PAR $0.01 345370860 1022 92345 SH SOLE 92345 0 0 FORTINET INC COM 34959E109 17244 276207 SH OTR 01 0 276207 0 FORTINET INC COM 34959E109 5342 85569 SH SOLE 85569 0 0 FORTIVE CORP COM 34959J108 3270 42407 SH OTR 01 0 42407 0 FORTIVE CORP COM 34959J108 558 7236 SH SOLE 7236 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1083 20174 SH OTR 01 0 20174 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 185 3443 SH SOLE 3443 0 0 FOSSIL GROUP INC COM 34988V106 2074 77200 SH OTR 01 0 77200 0 FOSSIL GROUP INC COM 34988V106 962 35800 SH SOLE 35800 0 0 FOSTER L B CO COM 350060109 353 15400 SH SOLE 15400 0 0 FOSTER L B CO COM 350060109 484 21100 SH OTR 01 0 21100 0 FOUNDATION MEDICINE INC COM 350465100 506 3700 SH OTR 01 0 3700 0 FOUNDATION MEDICINE INC COM 350465100 383 2800 SH SOLE 2800 0 0 FRANKLIN FINL NETWORK INC COM 35352P104 1741 46300 SH OTR 01 0 46300 0 FRANKLIN FINL NETWORK INC COM 35352P104 894 23771 SH SOLE 23771 0 0 FRANKLIN RES INC COM 354613101 241 7520 SH SOLE 7520 0 0 FRANKLIN RES INC COM 354613101 1412 44064 SH OTR 01 0 44064 0 FREEPORT-MCMORAN INC CL B 35671D857 10148 587956 SH SOLE 587956 0 0 FREEPORT-MCMORAN INC CL B 35671D857 26530 1537058 SH OTR 01 0 1537058 0 FREIGHTCAR AMER INC COM 357023100 616 36700 SH OTR 01 0 36700 0 FREIGHTCAR AMER INC COM 357023100 442 26300 SH SOLE 26300 0 0 FTI CONSULTING INC COM 302941109 484 8000 SH OTR 01 0 8000 0 FTI CONSULTING INC COM 302941109 333 5500 SH SOLE 5500 0 0 GALLAGHER ARTHUR J & CO COM 363576109 11343 173758 SH OTR 01 0 173758 0 GALLAGHER ARTHUR J & CO COM 363576109 968 14833 SH SOLE 14833 0 0 GAMESTOP CORP NEW CL A 36467W109 801 55000 SH OTR 01 0 55000 0 GAMING & LEISURE PPTYS INC COM 36467J108 8171 228244 SH OTR 01 0 228244 0 GAMING & LEISURE PPTYS INC COM 36467J108 537 14992 SH SOLE 14992 0 0 GANNETT CO INC COM 36473H104 3106 290300 SH OTR 01 0 290300 0 GANNETT CO INC COM 36473H104 1709 159700 SH SOLE 159700 0 0 GAP INC DEL COM 364760108 18061 557605 SH OTR 01 0 557605 0 GAP INC DEL COM 364760108 6714 207292 SH SOLE 207292 0 0 GARTNER INC COM 366651107 1676 12614 SH OTR 01 0 12614 0 GARTNER INC COM 366651107 286 2152 SH SOLE 2152 0 0 GENERAC HLDGS INC COM 368736104 973 18800 SH OTR 01 0 18800 0 GENERAC HLDGS INC COM 368736104 683 13200 SH SOLE 13200 0 0 GENERAL DYNAMICS CORP COM 369550108 9715 52117 SH OTR 01 0 52117 0 GENERAL DYNAMICS CORP COM 369550108 2554 13702 SH SOLE 13702 0 0 GENERAL ELECTRIC CO COM 369604103 18351 1348323 SH OTR 01 0 1348323 0 GENERAL ELECTRIC CO COM 369604103 3721 273413 SH SOLE 273413 0 0 GENERAL MLS INC COM 370334104 5304 119833 SH OTR 01 0 119833 0 GENERAL MLS INC COM 370334104 619 13988 SH SOLE 13988 0 0 GENERAL MTRS CO COM 37045V100 4610 117010 SH SOLE 117010 0 0 GENERAL MTRS CO COM 37045V100 16352 415013 SH OTR 01 0 415013 0 GENESCO INC COM 371532102 2215 55800 SH OTR 01 0 55800 0 GENESCO INC COM 371532102 1568 39500 SH SOLE 39500 0 0 GENESEE & WYO INC CL A 371559105 5540 68128 SH OTR 01 0 68128 0 GENESEE & WYO INC CL A 371559105 1084 13328 SH SOLE 13328 0 0 GENUINE PARTS CO COM 372460105 1862 20287 SH OTR 01 0 20287 0 GENUINE PARTS CO COM 372460105 318 3462 SH SOLE 3462 0 0 GENWORTH FINL INC COM CL A 37247D106 3388 752900 SH OTR 01 0 752900 0 GENWORTH FINL INC COM CL A 37247D106 1761 391300 SH SOLE 391300 0 0 GEO GROUP INC NEW COM 36162J106 1680 61000 SH OTR 01 0 61000 0 GEO GROUP INC NEW COM 36162J106 1201 43600 SH SOLE 43600 0 0 GGP INC COM 36174X101 1787 87450 SH OTR 01 0 87450 0 GGP INC COM 36174X101 305 14922 SH SOLE 14922 0 0 GILEAD SCIENCES INC COM 375558103 35441 500290 SH OTR 01 0 500290 0 GILEAD SCIENCES INC COM 375558103 16931 239002 SH SOLE 239002 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 425 9400 SH OTR 01 0 9400 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 285 6300 SH SOLE 6300 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 864 27574 SH SOLE 27574 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1220 38900 SH OTR 01 0 38900 0 GLOBAL PMTS INC COM 37940X102 2459 22058 SH OTR 01 0 22058 0 GLOBAL PMTS INC COM 37940X102 420 3764 SH SOLE 3764 0 0 GLU MOBILE INC COM 379890106 1042 162600 SH OTR 01 0 162600 0 GLU MOBILE INC COM 379890106 360 56200 SH SOLE 56200 0 0 GODADDY INC CL A 380237107 12826 181672 SH OTR 01 0 181672 0 GODADDY INC CL A 380237107 697 9866 SH SOLE 9866 0 0 GOGO INC NOTE 3.750% 3/0 38046CAB5 509 580000 PRN SOLE 580000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1828 8287 SH SOLE 8287 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 12111 54910 SH OTR 01 0 54910 0 GOODYEAR TIRE & RUBR CO COM 382550101 132 5659 SH SOLE 5659 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 772 33156 SH OTR 01 0 33156 0 GRAFTECH INTL LTD COM 384313508 1099 61070 SH OTR 01 0 61070 0 GRAFTECH INTL LTD COM 384313508 243 13482 SH SOLE 13482 0 0 GRAINGER W W INC COM 384802104 24638 79889 SH OTR 01 0 79889 0 GRAINGER W W INC COM 384802104 7750 25129 SH SOLE 25129 0 0 GRAND CANYON ED INC COM 38526M106 257 2303 SH OTR 01 0 2303 0 GREEN DOT CORP CL A 39304D102 2591 35300 SH OTR 01 0 35300 0 GREEN DOT CORP CL A 39304D102 1868 25449 SH SOLE 25449 0 0 GREENBRIER COS INC COM 393657101 102 1934 SH SOLE 1934 0 0 GREENBRIER COS INC COM 393657101 138 2607 SH OTR 01 0 2607 0 GROUPON INC COM 399473107 2961 688500 SH OTR 01 0 688500 0 GROUPON INC COM 399473107 1653 384400 SH SOLE 384400 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 571 560000 PRN SOLE 560000 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 1598 42500 SH OTR 01 0 42500 0 H & E EQUIPMENT SERVICES INC COM 404030108 1091 29000 SH SOLE 29000 0 0 HABIT RESTAURANTS INC COM CL A 40449J103 317 31700 SH OTR 01 0 31700 0 HABIT RESTAURANTS INC COM CL A 40449J103 219 21900 SH SOLE 21900 0 0 HAEMONETICS CORP COM 405024100 4305 48000 SH OTR 01 0 48000 0 HAEMONETICS CORP COM 405024100 3049 33998 SH SOLE 33998 0 0 HALLADOR ENERGY COMPANY COM 40609P105 71 9900 SH OTR 01 0 9900 0 HALLADOR ENERGY COMPANY COM 40609P105 52 7300 SH SOLE 7300 0 0 HALLIBURTON CO COM 406216101 18267 405397 SH OTR 01 0 405397 0 HALLIBURTON CO COM 406216101 2753 61097 SH SOLE 61097 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 310 18363 SH SOLE 18363 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 427 25300 SH OTR 01 0 25300 0 HANESBRANDS INC COM 410345102 1097 49822 SH OTR 01 0 49822 0 HANESBRANDS INC COM 410345102 187 8502 SH SOLE 8502 0 0 HANMI FINL CORP COM NEW 410495204 644 22700 SH OTR 01 0 22700 0 HANMI FINL CORP COM NEW 410495204 465 16400 SH SOLE 16400 0 0 HANOVER INS GROUP INC COM 410867105 298 2496 SH OTR 01 0 2496 0 HARLEY DAVIDSON INC COM 412822108 3222 76571 SH OTR 01 0 76571 0 HARLEY DAVIDSON INC COM 412822108 165 3926 SH SOLE 3926 0 0 HARRIS CORP DEL COM 413875105 405 2801 SH SOLE 2801 0 0 HARRIS CORP DEL COM 413875105 2373 16415 SH OTR 01 0 16415 0 HARSCO CORP COM 415864107 1081 48900 SH SOLE 48900 0 0 HARSCO CORP COM 415864107 1496 67700 SH OTR 01 0 67700 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2532 49514 SH OTR 01 0 49514 0 HARTFORD FINL SVCS GROUP INC COM 416515104 432 8449 SH SOLE 8449 0 0 HARVARD BIOSCIENCE INC COM 416906105 93 17300 SH OTR 01 0 17300 0 HARVARD BIOSCIENCE INC COM 416906105 67 12500 SH SOLE 12500 0 0 HASBRO INC COM 418056107 1451 15718 SH OTR 01 0 15718 0 HASBRO INC COM 418056107 248 2683 SH SOLE 2683 0 0 HAWAIIAN TELCOM HOLDCO INC COM 420031106 315 10900 SH OTR 01 0 10900 0 HAWAIIAN TELCOM HOLDCO INC COM 420031106 266 9200 SH SOLE 9200 0 0 HC2 HLDGS INC COM 404139107 32 5400 SH SOLE 5400 0 0 HC2 HLDGS INC COM 404139107 42 7100 SH OTR 01 0 7100 0 HCA HEALTHCARE INC COM 40412C101 21424 208815 SH OTR 01 0 208815 0 HCA HEALTHCARE INC COM 40412C101 8006 78031 SH SOLE 78031 0 0 HCP INC COM 40414L109 1677 64950 SH OTR 01 0 64950 0 HCP INC COM 40414L109 286 11084 SH SOLE 11084 0 0 HD SUPPLY HLDGS INC COM 40416M105 530 12368 SH SOLE 12368 0 0 HD SUPPLY HLDGS INC COM 40416M105 9453 220390 SH OTR 01 0 220390 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 495 14150 SH SOLE 14150 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 669 19100 SH OTR 01 0 19100 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 23899 22840000 PRN OTR 01 0 22840000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 81 78000 PRN OTR 4 78000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 11158 10686000 PRN SOLE 9888000 0 798000 HELMERICH & PAYNE INC COM 423452101 960 15053 SH OTR 01 0 15053 0 HELMERICH & PAYNE INC COM 423452101 164 2569 SH SOLE 2569 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1905 1470000 PRN SOLE 1470000 0 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 556 25900 SH OTR 01 0 25900 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 403 18800 SH SOLE 18800 0 0 HERSHEY CO COM 427866108 307 3297 SH SOLE 3297 0 0 HERSHEY CO COM 427866108 1798 19318 SH OTR 01 0 19318 0 HESS CORP COM 42809H107 2421 36201 SH OTR 01 0 36201 0 HESS CORP COM 42809H107 413 6178 SH SOLE 6178 0 0 HESS CORP DEP PDF SR A 42809H404 39944 528240 SH OTR 01 0 528240 0 HESS CORP DEP PDF SR A 42809H404 108 1428 SH OTR 4 1428 0 0 HESS CORP DEP PDF SR A 42809H404 15791 209120 SH SOLE 194296 0 14824 HEWLETT PACKARD ENTERPRISE C COM 42824C109 5107 349569 SH OTR 01 0 349569 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1140 78017 SH SOLE 78017 0 0 HFF INC CL A 40418F108 663 19300 SH OTR 01 0 19300 0 HFF INC CL A 40418F108 491 14300 SH SOLE 14300 0 0 HIBBETT SPORTS INC COM 428567101 767 33500 SH OTR 01 0 33500 0 HIBBETT SPORTS INC COM 428567101 536 23400 SH SOLE 23400 0 0 HIGHWOODS PPTYS INC COM 431284108 2120 41797 SH OTR 01 0 41797 0 HILL ROM HLDGS INC COM 431475102 503 5761 SH SOLE 5761 0 0 HILL ROM HLDGS INC COM 431475102 4205 48140 SH OTR 01 0 48140 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 3058 38625 SH OTR 01 0 38625 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 522 6591 SH SOLE 6591 0 0 HOLLYFRONTIER CORP COM 436106108 30351 443531 SH OTR 01 0 443531 0 HOLLYFRONTIER CORP COM 436106108 8152 119122 SH SOLE 119122 0 0 HOLOGIC INC COM 436440101 1500 37744 SH OTR 01 0 37744 0 HOLOGIC INC COM 436440101 256 6442 SH SOLE 6442 0 0 HOME BANCORP INC COM 43689E107 126 2700 SH OTR 01 0 2700 0 HOME BANCORP INC COM 43689E107 88 1900 SH SOLE 1900 0 0 HOME DEPOT INC COM 437076102 57311 293751 SH OTR 01 0 293751 0 HOME DEPOT INC COM 437076102 12124 62142 SH SOLE 62142 0 0 HONEYWELL INTL INC COM 438516106 24380 169250 SH OTR 01 0 169250 0 HONEYWELL INTL INC COM 438516106 13672 94909 SH SOLE 94909 0 0 HORMEL FOODS CORP COM 440452100 1389 37336 SH OTR 01 0 37336 0 HORMEL FOODS CORP COM 440452100 237 6372 SH SOLE 6372 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 13301 464899 SH OTR 01 0 464899 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1224 42773 SH SOLE 42773 0 0 HOST HOTELS & RESORTS INC COM 44107P104 8155 387041 SH SOLE 387041 0 0 HOST HOTELS & RESORTS INC COM 44107P104 26610 1262922 SH OTR 01 0 1262922 0 HOVNANIAN ENTERPRISES INC CL A 442487203 305 187200 SH OTR 01 0 187200 0 HOVNANIAN ENTERPRISES INC CL A 442487203 224 137532 SH SOLE 137532 0 0 HP INC COM 40434L105 17861 787159 SH OTR 01 0 787159 0 HP INC COM 40434L105 7822 344724 SH SOLE 344724 0 0 HUBSPOT INC COM 443573100 401 3200 SH OTR 01 0 3200 0 HUBSPOT INC COM 443573100 288 2300 SH SOLE 2300 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 1889 1320000 PRN SOLE 1320000 0 0 HUMANA INC COM 444859102 12466 41884 SH SOLE 41884 0 0 HUMANA INC COM 444859102 32582 109470 SH OTR 01 0 109470 0 HUNT J B TRANS SVCS INC COM 445658107 246 2020 SH SOLE 2020 0 0 HUNT J B TRANS SVCS INC COM 445658107 1439 11836 SH OTR 01 0 11836 0 HUNTINGTON BANCSHARES INC COM 446150104 3319 224844 SH OTR 01 0 224844 0 HUNTINGTON BANCSHARES INC COM 446150104 385 26069 SH SOLE 26069 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 16915 78027 SH OTR 01 0 78027 0 HUNTINGTON INGALLS INDS INC COM 446413106 5586 25769 SH SOLE 25769 0 0 HUNTSMAN CORP COM 447011107 16046 549518 SH OTR 01 0 549518 0 HUNTSMAN CORP COM 447011107 733 25106 SH SOLE 25106 0 0 HURCO COMPANIES INC COM 447324104 273 6100 SH OTR 01 0 6100 0 HURCO COMPANIES INC COM 447324104 188 4200 SH SOLE 4200 0 0 HYATT HOTELS CORP COM CL A 448579102 120 1556 SH SOLE 1556 0 0 HYATT HOTELS CORP COM CL A 448579102 877 11372 SH OTR 01 0 11372 0 HYSTER YALE MATLS HANDLING I CL A 449172105 1786 27800 SH OTR 01 0 27800 0 HYSTER YALE MATLS HANDLING I CL A 449172105 927 14432 SH SOLE 14432 0 0 IAC INTERACTIVECORP COM 44919P508 15659 102687 SH OTR 01 0 102687 0 IAC INTERACTIVECORP COM 44919P508 2173 14249 SH SOLE 14249 0 0 IBERIABANK CORP COM 450828108 1713 22600 SH SOLE 22600 0 0 IBERIABANK CORP COM 450828108 2373 31300 SH OTR 01 0 31300 0 ICU MED INC COM 44930G107 117 400 SH OTR 01 0 400 0 ICU MED INC COM 44930G107 88 300 SH SOLE 300 0 0 IDEXX LABS INC COM 45168D104 2617 12009 SH OTR 01 0 12009 0 IDEXX LABS INC COM 45168D104 447 2049 SH SOLE 2049 0 0 ILLINOIS TOOL WKS INC COM 452308109 5839 42150 SH OTR 01 0 42150 0 ILLINOIS TOOL WKS INC COM 452308109 997 7193 SH SOLE 7193 0 0 ILLUMINA INC COM 452327109 5676 20323 SH OTR 01 0 20323 0 ILLUMINA INC COM 452327109 969 3469 SH SOLE 3469 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18674 14130000 PRN OTR 01 0 14130000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 17697 13407000 PRN SOLE 12626000 0 781000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 92 70000 PRN OTR 4 70000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 8276 6999000 PRN OTR 01 0 6999000 0 ILLUMINA INC NOTE 6/1 452327AF6 3965 3353000 PRN SOLE 3353000 0 0 IMMERSION CORP COM 452521107 2348 152100 SH OTR 01 0 152100 0 IMMERSION CORP COM 452521107 1397 90500 SH SOLE 90500 0 0 IMMUNOGEN INC COM 45253H101 260 26700 SH OTR 01 0 26700 0 IMMUNOGEN INC COM 45253H101 185 19000 SH SOLE 19000 0 0 IMMUNOMEDICS INC COM 452907108 533 22500 SH OTR 01 0 22500 0 IMMUNOMEDICS INC COM 452907108 405 17100 SH SOLE 17100 0 0 INCYTE CORP COM 45337C102 1630 24323 SH OTR 01 0 24323 0 INCYTE CORP COM 45337C102 278 4151 SH SOLE 4151 0 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 140 5500 SH OTR 01 0 5500 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 102 4000 SH SOLE 4000 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY SHLD 45409F827 29723 1198300 SH OTR 03 0 1198300 0 INDEXIQ ACTIVE ETF TR IQ MACKAY SHLD 45409F843 14849 598500 SH OTR 03 0 598500 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 1694 80000 SH OTR 03 0 80000 0 INDEXIQ ETF TR HDGD FTSE EURO 45409B552 2000 103182 SH OTR 03 0 103182 0 INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 28426 1327287 SH OTR 03 0 1327287 0 INDEXIQ ETF TR IQ CHAIKIN US 45409B388 1976 79957 SH OTR 03 0 79957 0 INDEXIQ ETF TR IQ CHAIKIN US 45409B396 4521 158033 SH OTR 03 0 158033 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 28822 1216508 SH OTR 03 0 1216508 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 47916 1994000 SH OTR 03 0 1994000 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 1750 80000 SH OTR 03 0 80000 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 1655 1766000 PRN SOLE 1766000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 8041 7499000 PRN SOLE 6935000 0 564000 INPHI CORP NOTE 1.125%12/0 45772FAB3 60 56000 PRN OTR 4 56000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 25759 23973000 PRN OTR 01 0 23973000 0 INSIGHT ENTERPRISES INC COM 45765U103 1716 35074 SH SOLE 35074 0 0 INSIGHT ENTERPRISES INC COM 45765U103 2334 47700 SH OTR 01 0 47700 0 INSMED INC COM PAR $.01 457669307 395 16690 SH OTR 01 0 16690 0 INSMED INC COM PAR $.01 457669307 289 12218 SH SOLE 12218 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 576 625000 PRN SOLE 625000 0 0 INSPERITY INC COM 45778Q107 1226 12870 SH SOLE 12870 0 0 INSPERITY INC COM 45778Q107 1695 17800 SH OTR 01 0 17800 0 INSULET CORP NOTE 1.250% 9/1 45784PAF8 1400 920000 PRN SOLE 920000 0 0 INTEGER HLDGS CORP COM 45826H109 1758 27200 SH SOLE 27200 0 0 INTEGER HLDGS CORP COM 45826H109 3181 49200 SH OTR 01 0 49200 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 688 602000 PRN SOLE 602000 0 0 INTEL CORP COM 458140100 54063 1087577 SH OTR 01 0 1087577 0 INTEL CORP COM 458140100 27157 546305 SH SOLE 546305 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 22284 9298000 PRN OTR 01 0 9298000 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 141 59000 PRN OTR 4 59000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 34761 14509000 PRN SOLE 13889000 0 620000 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 10334 11736000 PRN OTR 01 0 11736000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5159 5870000 PRN SOLE 5555000 0 315000 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 29 33000 PRN OTR 4 33000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 8235 111967 SH OTR 01 0 111967 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1329 18063 SH SOLE 18063 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 643 523000 PRN SOLE 523000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 41358 296050 SH OTR 01 0 296050 0 INTERNATIONAL BUSINESS MACHS COM 459200101 19465 139333 SH SOLE 139333 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 231 1863 SH SOLE 1863 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1353 10912 SH OTR 01 0 10912 0 INTERPUBLIC GROUP COS INC COM 460690100 1249 53299 SH OTR 01 0 53299 0 INTERPUBLIC GROUP COS INC COM 460690100 213 9095 SH SOLE 9095 0 0 INTERSECT ENT INC COM 46071F103 670 17900 SH OTR 01 0 17900 0 INTERSECT ENT INC COM 46071F103 483 12900 SH SOLE 12900 0 0 INTL PAPER CO COM 460146103 2982 57249 SH OTR 01 0 57249 0 INTL PAPER CO COM 460146103 509 9770 SH SOLE 9770 0 0 INTRICON CORP COM 46121H109 560 13900 SH OTR 01 0 13900 0 INTRICON CORP COM 46121H109 403 10000 SH SOLE 10000 0 0 INTUIT COM 461202103 6885 33700 SH OTR 01 0 33700 0 INTUIT COM 461202103 1175 5751 SH SOLE 5751 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 14812 30956 SH OTR 01 0 30956 0 INTUITIVE SURGICAL INC COM NEW 46120E602 4211 8800 SH SOLE 8800 0 0 INVESCO MUN TR COM 46131J103 285 24087 SH SOLE 24087 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1190 99857 SH SOLE 99857 0 0 ION GEOPHYSICAL CORP COM NEW 462044207 617 25400 SH OTR 01 0 25400 0 ION GEOPHYSICAL CORP COM NEW 462044207 447 18400 SH SOLE 18400 0 0 IPG PHOTONICS CORP COM 44980X109 196 887 SH SOLE 887 0 0 IPG PHOTONICS CORP COM 44980X109 1146 5196 SH OTR 01 0 5196 0 IQVIA HLDGS INC COM 46266C105 4411 44191 SH OTR 01 0 44191 0 IQVIA HLDGS INC COM 46266C105 559 5602 SH SOLE 5602 0 0 IRON MTN INC NEW COM 46284V101 1362 38910 SH OTR 01 0 38910 0 IRON MTN INC NEW COM 46284V101 232 6639 SH SOLE 6639 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 542 28352 SH OTR 01 0 28352 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 385 20117 SH SOLE 20117 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1130 849000 PRN SOLE 849000 0 0 ISHARES GOLD TRUST ISHARES 464285105 111 9200 SH SOLE 9200 0 0 ISHARES GOLD TRUST ISHARES 464285105 7437 618700 SH OTR 01 0 618700 0 ISHARES TR MSCI EMG MKT ETF 464287234 1645 37960 SH OTR 01 0 37960 0 ISHARES TR RUS 1000 GRW ETF 464287614 20868 145118 SH OTR 01 0 145118 0 ISHARES TR RUSSELL 2000 ETF 464287655 4568 27895 SH OTR 01 0 27895 0 ISHARES TR RUSSELL 2000 ETF 464287655 591 3610 SH SOLE 3610 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 20054 20360000 PRN OTR 01 0 20360000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 47 48000 PRN OTR 4 48000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9062 9207000 PRN SOLE 8710000 0 497000 J ALEXANDERS HLDGS INC COM 46609J106 212 19000 SH OTR 01 0 19000 0 J ALEXANDERS HLDGS INC COM 46609J106 154 13800 SH SOLE 13800 0 0 J JILL INC COM 46620W102 768 82200 SH SOLE 82200 0 0 J JILL INC COM 46620W102 1070 114600 SH OTR 01 0 114600 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1126 830000 PRN SOLE 830000 0 0 JABIL INC COM 466313103 22799 824259 SH OTR 01 0 824259 0 JABIL INC COM 466313103 6626 239543 SH SOLE 239543 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1058 16662 SH OTR 01 0 16662 0 JACOBS ENGR GROUP INC DEL COM 469814107 181 2843 SH SOLE 2843 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1592 1459000 PRN SOLE 1459000 0 0 JEFFERIES FINL GROUP INC COM 47233W109 163 7153 SH SOLE 7153 0 0 JEFFERIES FINL GROUP INC COM 47233W109 953 41917 SH OTR 01 0 41917 0 JOHNSON & JOHNSON COM 478160104 73054 602059 SH OTR 01 0 602059 0 JOHNSON & JOHNSON COM 478160104 37688 310601 SH SOLE 310601 0 0 JOHNSON OUTDOORS INC CL A 479167108 1057 12500 SH OTR 01 0 12500 0 JOHNSON OUTDOORS INC CL A 479167108 771 9121 SH SOLE 9121 0 0 JONES LANG LASALLE INC COM 48020Q107 17882 107728 SH OTR 01 0 107728 0 JONES LANG LASALLE INC COM 48020Q107 1720 10361 SH SOLE 10361 0 0 JPMORGAN CHASE & CO COM 46625H100 90419 867743 SH OTR 01 0 867743 0 JPMORGAN CHASE & CO COM 46625H100 39486 378943 SH SOLE 378943 0 0 JUNIPER NETWORKS INC COM 48203R104 3211 117112 SH SOLE 117112 0 0 JUNIPER NETWORKS INC COM 48203R104 7085 258386 SH OTR 01 0 258386 0 K12 INC COM 48273U102 1498 91500 SH OTR 01 0 91500 0 K12 INC COM 48273U102 949 57953 SH SOLE 57953 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1503 14185 SH OTR 01 0 14185 0 KANSAS CITY SOUTHERN COM NEW 485170302 256 2420 SH SOLE 2420 0 0 KAR AUCTION SVCS INC COM 48238T109 459 8383 SH SOLE 8383 0 0 KAR AUCTION SVCS INC COM 48238T109 7299 133187 SH OTR 01 0 133187 0 KB HOME COM 48666K109 360 13200 SH SOLE 13200 0 0 KB HOME COM 48666K109 493 18100 SH OTR 01 0 18100 0 KELLOGG CO COM 487836108 2412 34526 SH OTR 01 0 34526 0 KELLOGG CO COM 487836108 412 5892 SH SOLE 5892 0 0 KELLY SVCS INC CL A 488152208 326 14500 SH OTR 01 0 14500 0 KELLY SVCS INC CL A 488152208 242 10800 SH SOLE 10800 0 0 KEYCORP NEW COM 493267108 13062 668486 SH OTR 01 0 668486 0 KEYCORP NEW COM 493267108 2774 141964 SH SOLE 141964 0 0 KIMBERLY CLARK CORP COM 494368103 6858 65107 SH OTR 01 0 65107 0 KIMBERLY CLARK CORP COM 494368103 883 8378 SH SOLE 8378 0 0 KIMCO RLTY CORP COM 49446R109 170 10025 SH SOLE 10025 0 0 KIMCO RLTY CORP COM 49446R109 998 58743 SH OTR 01 0 58743 0 KINDER MORGAN INC DEL COM 49456B101 6379 360998 SH OTR 01 0 360998 0 KINDER MORGAN INC DEL COM 49456B101 791 44761 SH SOLE 44761 0 0 KIRBY CORP COM 497266106 1241 14845 SH OTR 01 0 14845 0 KIRKLANDS INC COM 497498105 992 85200 SH OTR 01 0 85200 0 KIRKLANDS INC COM 497498105 724 62212 SH SOLE 62212 0 0 KLA-TENCOR CORP COM 482480100 2210 21550 SH OTR 01 0 21550 0 KLA-TENCOR CORP COM 482480100 377 3677 SH SOLE 3677 0 0 KLX INC COM 482539103 1373 19100 SH OTR 01 0 19100 0 KLX INC COM 482539103 942 13100 SH SOLE 13100 0 0 KOHLS CORP COM 500255104 20303 278509 SH OTR 01 0 278509 0 KOHLS CORP COM 500255104 7756 106398 SH SOLE 106398 0 0 KOPPERS HOLDINGS INC COM 50060P106 506 13200 SH OTR 01 0 13200 0 KOPPERS HOLDINGS INC COM 50060P106 368 9586 SH SOLE 9586 0 0 KRAFT HEINZ CO COM 500754106 885 14093 SH SOLE 14093 0 0 KRAFT HEINZ CO COM 500754106 6704 106714 SH OTR 01 0 106714 0 KRATON CORPORATION COM 50077C106 1942 42100 SH OTR 01 0 42100 0 KRATON CORPORATION COM 50077C106 1357 29400 SH SOLE 29400 0 0 KROGER CO COM 501044101 3197 112376 SH OTR 01 0 112376 0 KROGER CO COM 501044101 546 19177 SH SOLE 19177 0 0 L BRANDS INC COM 501797104 7520 203914 SH OTR 01 0 203914 0 L BRANDS INC COM 501797104 3107 84234 SH SOLE 84234 0 0 L3 TECHNOLOGIES INC COM 502413107 2086 10849 SH OTR 01 0 10849 0 L3 TECHNOLOGIES INC COM 502413107 356 1852 SH SOLE 1852 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2539 14144 SH OTR 01 0 14144 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 433 2414 SH SOLE 2414 0 0 LAM RESEARCH CORP COM 512807108 10441 60403 SH OTR 01 0 60403 0 LAM RESEARCH CORP COM 512807108 1187 6868 SH SOLE 6868 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 8269 121052 SH OTR 01 0 121052 0 LAMAR ADVERTISING CO NEW CL A 512816109 746 10918 SH SOLE 10918 0 0 LANDS END INC NEW COM 51509F105 201 7200 SH OTR 01 0 7200 0 LANDS END INC NEW COM 51509F105 140 5000 SH SOLE 5000 0 0 LANNET INC COM 516012101 605 44500 SH OTR 01 0 44500 0 LANTHEUS HLDGS INC COM 516544103 2572 176800 SH OTR 01 0 176800 0 LANTHEUS HLDGS INC COM 516544103 1318 90600 SH SOLE 90600 0 0 LAS VEGAS SANDS CORP COM 517834107 15045 197030 SH OTR 01 0 197030 0 LAS VEGAS SANDS CORP COM 517834107 261 3422 SH SOLE 3422 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1253 36600 SH OTR 01 0 36600 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 948 27685 SH SOLE 27685 0 0 LAUDER ESTEE COS INC CL A 518439104 25011 175279 SH OTR 01 0 175279 0 LAUDER ESTEE COS INC CL A 518439104 8280 58029 SH SOLE 58029 0 0 LEAR CORP COM NEW 521865204 545 2934 SH OTR 01 0 2934 0 LEGG MASON INC COM 524901105 620 17857 SH SOLE 17857 0 0 LEGG MASON INC COM 524901105 11381 327711 SH OTR 01 0 327711 0 LEGGETT & PLATT INC COM 524660107 810 18148 SH OTR 01 0 18148 0 LEGGETT & PLATT INC COM 524660107 138 3096 SH SOLE 3096 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 8678 7173000 PRN OTR 01 0 7173000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 36 30000 PRN OTR 4 30000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 5644 4674000 PRN SOLE 4319000 0 355000 LENNAR CORP CL A 526057104 339 6454 SH SOLE 6454 0 0 LENNAR CORP CL A 526057104 3323 63296 SH OTR 01 0 63296 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 253 157000 PRN SOLE 157000 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 431 9817 SH SOLE 9817 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 5167 117587 SH OTR 01 0 117587 0 LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 425 805000 PRN SOLE 805000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 5309 4530000 PRN SOLE 4530000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 18876 16105000 PRN OTR 01 0 16105000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21012 16857000 PRN OTR 01 0 16857000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 95 76000 PRN OTR 4 76000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 11708 9402000 PRN SOLE 8597000 0 805000 LIFE STORAGE INC COM 53223X107 3673 37748 SH OTR 01 0 37748 0 LIFEPOINT HEALTH INC COM 53219L109 399 8181 SH OTR 01 0 8181 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 876 4227 SH OTR 01 0 4227 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 619 2986 SH SOLE 2986 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 1480 537000 PRN SOLE 537000 0 0 LILLY ELI & CO COM 532457108 30758 360461 SH OTR 01 0 360461 0 LILLY ELI & CO COM 532457108 11413 133746 SH SOLE 133746 0 0 LINCOLN NATL CORP IND COM 534187109 482 7743 SH SOLE 7743 0 0 LINCOLN NATL CORP IND COM 534187109 3637 58419 SH OTR 01 0 58419 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3498 149100 SH OTR 01 0 149100 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 147 6272 SH SOLE 6272 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 16179 333111 SH OTR 01 0 333111 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1964 40438 SH SOLE 40438 0 0 LIVEPERSON INC COM 538146101 2089 99000 SH OTR 01 0 99000 0 LIVEPERSON INC COM 538146101 1504 71300 SH SOLE 71300 0 0 LKQ CORP COM 501889208 1366 42817 SH OTR 01 0 42817 0 LKQ CORP COM 501889208 233 7306 SH SOLE 7306 0 0 LOCKHEED MARTIN CORP COM 539830109 34107 115448 SH OTR 01 0 115448 0 LOCKHEED MARTIN CORP COM 539830109 12564 42528 SH SOLE 42528 0 0 LOEWS CORP COM 540424108 1748 36199 SH OTR 01 0 36199 0 LOEWS CORP COM 540424108 298 6177 SH SOLE 6177 0 0 LOGMEIN INC COM 54142L109 6682 64712 SH OTR 01 0 64712 0 LOGMEIN INC COM 54142L109 378 3663 SH SOLE 3663 0 0 LOWES COS INC COM 548661107 24206 253279 SH OTR 01 0 253279 0 LOWES COS INC COM 548661107 8001 83714 SH SOLE 83714 0 0 LOXO ONCOLOGY INC COM 548862101 538 3100 SH SOLE 3100 0 0 LOXO ONCOLOGY INC COM 548862101 746 4300 SH OTR 01 0 4300 0 LPL FINL HLDGS INC COM 50212V100 20112 306870 SH OTR 01 0 306870 0 LPL FINL HLDGS INC COM 50212V100 1117 17046 SH SOLE 17046 0 0 LSC COMMUNICATIONS INC COM 50218P107 686 43800 SH OTR 01 0 43800 0 LSC COMMUNICATIONS INC COM 50218P107 299 19100 SH SOLE 19100 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 34582 29099000 PRN OTR 01 0 29099000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 92 78000 PRN OTR 4 78000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16387 13809000 PRN SOLE 12990000 0 819000 M & T BK CORP COM 55261F104 583 3426 SH SOLE 3426 0 0 M & T BK CORP COM 55261F104 3644 21418 SH OTR 01 0 21418 0 MACERICH CO COM 554382101 146 2563 SH SOLE 2563 0 0 MACERICH CO COM 554382101 853 15009 SH OTR 01 0 15009 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 2259 2540000 PRN SOLE 2540000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 35883 36062000 PRN OTR 01 0 36062000 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 73 74000 PRN OTR 4 74000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13666 13752000 PRN SOLE 12959000 0 793000 MACYS INC COM 55616P104 7743 206853 SH SOLE 206853 0 0 MACYS INC COM 55616P104 26438 706326 SH OTR 01 0 706326 0 MAGELLAN HEALTH INC COM NEW 559079207 2245 23400 SH OTR 01 0 23400 0 MAGELLAN HEALTH INC COM NEW 559079207 1055 11000 SH SOLE 11000 0 0 MAMMOTH ENERGY SVCS INC COM 56155L108 832 24500 SH OTR 01 0 24500 0 MAMMOTH ENERGY SVCS INC COM 56155L108 604 17800 SH SOLE 17800 0 0 MANHATTAN ASSOCS INC COM 562750109 3228 68656 SH OTR 01 0 68656 0 MANHATTAN ASSOCS INC COM 562750109 347 7376 SH SOLE 7376 0 0 MANPOWERGROUP INC COM 56418H100 2427 28198 SH OTR 01 0 28198 0 MANPOWERGROUP INC COM 56418H100 2605 30264 SH SOLE 30264 0 0 MARATHON OIL CORP COM 565849106 7418 355602 SH OTR 01 0 355602 0 MARATHON OIL CORP COM 565849106 597 28638 SH SOLE 28638 0 0 MARATHON PETE CORP COM 56585A102 32454 462572 SH OTR 01 0 462572 0 MARATHON PETE CORP COM 56585A102 11442 163088 SH SOLE 163088 0 0 MARCUS & MILLICHAP INC COM 566324109 2270 58200 SH OTR 01 0 58200 0 MARCUS & MILLICHAP INC COM 566324109 1638 42000 SH SOLE 42000 0 0 MARRIOTT INTL INC NEW CL A 571903202 12002 94800 SH OTR 01 0 94800 0 MARRIOTT INTL INC NEW CL A 571903202 4066 32115 SH SOLE 32115 0 0 MARSH & MCLENNAN COS INC COM 571748102 981 11971 SH SOLE 11971 0 0 MARSH & MCLENNAN COS INC COM 571748102 7207 87919 SH OTR 01 0 87919 0 MARTIN MARIETTA MATLS INC COM 573284106 1943 8702 SH OTR 01 0 8702 0 MARTIN MARIETTA MATLS INC COM 573284106 332 1485 SH SOLE 1485 0 0 MASCO CORP COM 574599106 1606 42927 SH OTR 01 0 42927 0 MASCO CORP COM 574599106 274 7325 SH SOLE 7325 0 0 MASTERCARD INCORPORATED CL A 57636Q104 61417 312524 SH OTR 01 0 312524 0 MASTERCARD INCORPORATED CL A 57636Q104 16698 84967 SH SOLE 84967 0 0 MATERION CORP COM 576690101 569 10500 SH OTR 01 0 10500 0 MATERION CORP COM 576690101 412 7600 SH SOLE 7600 0 0 MATRIX SVC CO COM 576853105 1791 97600 SH OTR 01 0 97600 0 MATRIX SVC CO COM 576853105 1028 56000 SH SOLE 56000 0 0 MATSON INC COM 57686G105 1827 47600 SH OTR 01 0 47600 0 MATSON INC COM 57686G105 1328 34600 SH SOLE 34600 0 0 MATTEL INC COM 577081102 781 47560 SH OTR 01 0 47560 0 MATTEL INC COM 577081102 133 8116 SH SOLE 8116 0 0 MAUI LD & PINEAPPLE INC COM 577345101 87 7800 SH OTR 01 0 7800 0 MAUI LD & PINEAPPLE INC COM 577345101 60 5350 SH SOLE 5350 0 0 MAXIMUS INC COM 577933104 2995 48228 SH SOLE 48228 0 0 MAXIMUS INC COM 577933104 3403 54792 SH OTR 01 0 54792 0 MCBC HLDGS INC COM 55276F107 133 4600 SH OTR 01 0 4600 0 MCBC HLDGS INC COM 55276F107 93 3200 SH SOLE 3200 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1946 16767 SH OTR 01 0 16767 0 MCCORMICK & CO INC COM NON VTG 579780206 332 2862 SH SOLE 2862 0 0 MCDONALDS CORP COM 580135101 21780 139001 SH OTR 01 0 139001 0 MCDONALDS CORP COM 580135101 4222 26945 SH SOLE 26945 0 0 MCKESSON CORP COM 58155Q103 5479 41072 SH OTR 01 0 41072 0 MCKESSON CORP COM 58155Q103 636 4767 SH SOLE 4767 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 12733 12601000 PRN OTR 01 0 12601000 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 4845 4808000 PRN SOLE 4337000 0 471000 MEDICINES CO NOTE 2.750% 7/1 584688AG0 48 48000 PRN OTR 4 48000 0 0 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 1255 900000 PRN SOLE 900000 0 0 MEDNAX INC COM 58502B106 2158 49863 SH OTR 01 0 49863 0 MEDNAX INC COM 58502B106 271 6263 SH SOLE 6263 0 0 MELCO RESORT ENTERTAINMENT L ADR 585464100 5354 191200 SH OTR 01 0 191200 0 MELCO RESORT ENTERTAINMENT L ADR 585464100 2531 90400 SH SOLE 90400 0 0 MERCANTILE BANK CORP COM 587376104 235 6353 SH SOLE 6353 0 0 MERCANTILE BANK CORP COM 587376104 322 8700 SH OTR 01 0 8700 0 MERCK & CO INC COM 58933Y105 26084 429713 SH OTR 01 0 429713 0 MERCK & CO INC COM 58933Y105 7081 116661 SH SOLE 116661 0 0 MERCURY GENL CORP NEW COM 589400100 784 17200 SH OTR 01 0 17200 0 MERIT MED SYS INC COM 589889104 317 6200 SH OTR 01 0 6200 0 MERIT MED SYS INC COM 589889104 220 4300 SH SOLE 4300 0 0 MERITOR INC COM 59001K100 3053 148400 SH OTR 01 0 148400 0 MERITOR INC COM 59001K100 1671 81239 SH SOLE 81239 0 0 METLIFE INC COM 59156R108 3599 82556 SH SOLE 82556 0 0 METLIFE INC COM 59156R108 11384 261109 SH OTR 01 0 261109 0 METTLER TOLEDO INTERNATIONAL COM 592688105 347 599 SH SOLE 599 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2032 3511 SH OTR 01 0 3511 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1512 303705 SH SOLE 303705 0 0 MFS MUN INCOME TR SH BEN INT 552738106 650 98613 SH OTR 01 0 98613 0 MFS MUN INCOME TR SH BEN INT 552738106 2290 347524 SH SOLE 347524 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5287 182137 SH OTR 01 0 182137 0 MGM RESORTS INTERNATIONAL COM 552953101 2081 71671 SH SOLE 71671 0 0 MICHAELS COS INC COM 59408Q106 408 21266 SH SOLE 21266 0 0 MICHAELS COS INC COM 59408Q106 9496 495375 SH OTR 01 0 495375 0 MICROCHIP TECHNOLOGY INC COM 595017104 2955 32495 SH OTR 01 0 32495 0 MICROCHIP TECHNOLOGY INC COM 595017104 504 5546 SH SOLE 5546 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 51993 29756000 PRN OTR 01 0 29756000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 145 83000 PRN OTR 4 83000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 17964 10288000 PRN SOLE 9431000 0 857000 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14387 12327000 PRN OTR 01 0 12327000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14292 12245000 PRN SOLE 12245000 0 0 MICRON TECHNOLOGY INC COM 595112103 10755 205087 SH SOLE 205087 0 0 MICRON TECHNOLOGY INC COM 595112103 36753 700854 SH OTR 01 0 700854 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 15325 8498000 PRN SOLE 8498000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 37501 20795000 PRN OTR 01 0 20795000 0 MICROSOFT CORP COM 594918104 248833 2523401 SH OTR 01 0 2523401 0 MICROSOFT CORP COM 594918104 75481 765450 SH SOLE 765450 0 0 MID AMER APT CMNTYS INC COM 59522J103 1584 15732 SH OTR 01 0 15732 0 MID AMER APT CMNTYS INC COM 59522J103 270 2685 SH SOLE 2685 0 0 MIDSTATES PETE CO INC COM PAR 59804T407 510 37500 SH OTR 01 0 37500 0 MIDSTATES PETE CO INC COM PAR 59804T407 365 26800 SH SOLE 26800 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 517 15300 SH OTR 01 0 15300 0 MIDWESTONE FINL GROUP INC NE COM 598511103 384 11355 SH SOLE 11355 0 0 MILLER INDS INC TENN COM NEW 600551204 248 9700 SH SOLE 9700 0 0 MILLER INDS INC TENN COM NEW 600551204 332 13000 SH OTR 01 0 13000 0 MITEK SYS INC COM NEW 606710200 121 13600 SH OTR 01 0 13600 0 MITEK SYS INC COM NEW 606710200 87 9800 SH SOLE 9800 0 0 MKS INSTRUMENT INC COM 55306N104 7357 76871 SH OTR 01 0 76871 0 MKS INSTRUMENT INC COM 55306N104 801 8374 SH SOLE 8374 0 0 MOHAWK INDS INC COM 608190104 320 1495 SH SOLE 1495 0 0 MOHAWK INDS INC COM 608190104 1879 8767 SH OTR 01 0 8767 0 MOLINA HEALTHCARE INC COM 60855R100 6444 65791 SH SOLE 65791 0 0 MOLINA HEALTHCARE INC COM 60855R100 21376 218261 SH OTR 01 0 218261 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 15760 6495000 PRN OTR 01 0 6495000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 116 48000 PRN OTR 4 48000 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 12715 5246000 PRN SOLE 4772000 0 474000 MOLSON COORS BREWING CO CL B 60871R209 2875 42249 SH OTR 01 0 42249 0 MOLSON COORS BREWING CO CL B 60871R209 1631 23974 SH SOLE 23974 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 286 14006 SH SOLE 14006 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 359 17569 SH OTR 01 0 17569 0 MOMO INC ADR 60879B107 1953 44900 SH OTR 01 0 44900 0 MOMO INC ADR 60879B107 106 2436 SH SOLE 2400 0 36 MONDELEZ INTL INC CL A 609207105 9860 240478 SH OTR 01 0 240478 0 MONDELEZ INTL INC CL A 609207105 1427 34801 SH SOLE 34801 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3254 56788 SH OTR 01 0 56788 0 MONSTER BEVERAGE CORP NEW COM 61174X109 555 9690 SH SOLE 9690 0 0 MOODYS CORP COM 615369105 3937 23081 SH OTR 01 0 23081 0 MOODYS CORP COM 615369105 672 3939 SH SOLE 3939 0 0 MORGAN STANLEY COM NEW 617446448 10514 221810 SH OTR 01 0 221810 0 MORGAN STANLEY COM NEW 617446448 1524 32159 SH SOLE 32159 0 0 MORNINGSTAR INC COM 617700109 1345 10488 SH OTR 01 0 10488 0 MORNINGSTAR INC COM 617700109 49 379 SH SOLE 379 0 0 MOSAIC CO NEW COM 61945C103 1360 48489 SH OTR 01 0 48489 0 MOSAIC CO NEW COM 61945C103 232 8275 SH SOLE 8275 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 2608 22415 SH OTR 01 0 22415 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 445 3825 SH SOLE 3825 0 0 MSCI INC COM 55354G100 347 2100 SH SOLE 2100 0 0 MSCI INC COM 55354G100 2036 12308 SH OTR 01 0 12308 0 MURPHY OIL CORP COM 626717102 14276 422747 SH OTR 01 0 422747 0 MURPHY OIL CORP COM 626717102 6218 184132 SH SOLE 184132 0 0 MURPHY USA INC COM 626755102 3401 45782 SH OTR 01 0 45782 0 MURPHY USA INC COM 626755102 386 5197 SH SOLE 5197 0 0 MYRIAD GENETICS INC COM 62855J104 531 14210 SH OTR 01 0 14210 0 MYRIAD GENETICS INC COM 62855J104 370 9892 SH SOLE 9892 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 991 1255000 PRN SOLE 1255000 0 0 NASDAQ INC COM 631103108 1956 21433 SH SOLE 21433 0 0 NASDAQ INC COM 631103108 11156 122236 SH OTR 01 0 122236 0 NATIONAL GEN HLDGS CORP COM 636220303 371 14100 SH SOLE 14100 0 0 NATIONAL GEN HLDGS CORP COM 636220303 487 18500 SH OTR 01 0 18500 0 NATIONAL OILWELL VARCO INC COM 637071101 2292 52815 SH OTR 01 0 52815 0 NATIONAL OILWELL VARCO INC COM 637071101 391 9013 SH SOLE 9013 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 134 10500 SH OTR 01 0 10500 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 97 7600 SH SOLE 7600 0 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 340 13600 SH OTR 01 0 13600 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 248 9900 SH SOLE 9900 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 708 685000 PRN SOLE 685000 0 0 NCI BUILDING SYS INC COM NEW 628852204 1126 53600 SH OTR 01 0 53600 0 NCI BUILDING SYS INC COM NEW 628852204 798 38000 SH SOLE 38000 0 0 NEKTAR THERAPEUTICS COM 640268108 1088 22275 SH OTR 01 0 22275 0 NEKTAR THERAPEUTICS COM 640268108 186 3801 SH SOLE 3801 0 0 NETAPP INC COM 64110D104 13266 168934 SH OTR 01 0 168934 0 NETAPP INC COM 64110D104 5421 69029 SH SOLE 69029 0 0 NETFLIX INC COM 64110L106 13673 34930 SH SOLE 34930 0 0 NETFLIX INC COM 64110L106 52611 134408 SH OTR 01 0 134408 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 11223 7770000 PRN SOLE 7017000 0 753000 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 105 73000 PRN OTR 4 73000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 19603 13559000 PRN OTR 01 0 13559000 0 NEW MEDIA INVT GROUP INC COM 64704V106 2243 121400 SH OTR 01 0 121400 0 NEW MEDIA INVT GROUP INC COM 64704V106 1614 87330 SH SOLE 87330 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 15226 870537 SH OTR 01 0 870537 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1111 63511 SH SOLE 63511 0 0 NEW YORK & CO INC COM 649295102 108 21000 SH SOLE 21000 0 0 NEW YORK & CO INC COM 649295102 149 29100 SH OTR 01 0 29100 0 NEW YORK CMNTY BANCORP INC COM 649445103 841 76200 SH OTR 01 0 76200 0 NEW YORK CMNTY BANCORP INC COM 649445103 2872 260187 SH SOLE 260187 0 0 NEWELL BRANDS INC COM 651229106 1732 67149 SH OTR 01 0 67149 0 NEWELL BRANDS INC COM 651229106 296 11459 SH SOLE 11459 0 0 NEWFIELD EXPL CO COM 651290108 994 32843 SH OTR 01 0 32843 0 NEWFIELD EXPL CO COM 651290108 143 4712 SH SOLE 4712 0 0 NEWMONT MINING CORP COM 651639106 19779 524496 SH OTR 01 0 524496 0 NEWMONT MINING CORP COM 651639106 7207 191126 SH SOLE 191126 0 0 NEWS CORP NEW CL A 65249B109 3410 219981 SH OTR 01 0 219981 0 NEWS CORP NEW CL A 65249B109 1657 106932 SH SOLE 106932 0 0 NEWS CORP NEW CL B 65249B208 3256 205397 SH OTR 01 0 205397 0 NEWS CORP NEW CL B 65249B208 46 2873 SH SOLE 2873 0 0 NEXEO SOLUTIONS INC COM SHS 65342H102 268 29300 SH OTR 01 0 29300 0 NEXEO SOLUTIONS INC COM SHS 65342H102 194 21200 SH SOLE 21200 0 0 NEXTERA ENERGY INC COM 65339F101 13380 80104 SH OTR 01 0 80104 0 NEXTERA ENERGY INC COM 65339F101 2949 17656 SH SOLE 17656 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8680 116900 SH SOLE 116900 0 0 NIC INC COM 62914B100 1903 122400 SH OTR 01 0 122400 0 NIC INC COM 62914B100 1362 87600 SH SOLE 87600 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 102 77000 PRN OTR 4 77000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 18396 13849000 PRN SOLE 13034000 0 815000 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 45704 34363000 PRN OTR 01 0 34363000 0 NIKE INC CL B 654106103 16238 203790 SH OTR 01 0 203790 0 NIKE INC CL B 654106103 2411 30263 SH SOLE 30263 0 0 NISOURCE INC COM 65473P105 1226 46642 SH OTR 01 0 46642 0 NISOURCE INC COM 65473P105 209 7959 SH SOLE 7959 0 0 NMI HLDGS INC CL A 629209305 523 32100 SH OTR 01 0 32100 0 NMI HLDGS INC CL A 629209305 386 23700 SH SOLE 23700 0 0 NOBLE ENERGY INC COM 655044105 2363 66975 SH OTR 01 0 66975 0 NOBLE ENERGY INC COM 655044105 403 11429 SH SOLE 11429 0 0 NORDSTROM INC COM 655664100 18015 347923 SH OTR 01 0 347923 0 NORDSTROM INC COM 655664100 7170 138462 SH SOLE 138462 0 0 NORFOLK SOUTHERN CORP COM 655844108 7555 50074 SH OTR 01 0 50074 0 NORFOLK SOUTHERN CORP COM 655844108 1006 6666 SH SOLE 6666 0 0 NORTHERN TR CORP COM 665859104 761 7397 SH SOLE 7397 0 0 NORTHERN TR CORP COM 665859104 8379 81438 SH OTR 01 0 81438 0 NORTHROP GRUMMAN CORP COM 666807102 12337 40095 SH OTR 01 0 40095 0 NORTHROP GRUMMAN CORP COM 666807102 1841 5982 SH SOLE 5982 0 0 NORTHWESTERN CORP COM NEW 668074305 269 4700 SH OTR 01 0 4700 0 NORTHWESTERN CORP COM NEW 668074305 183 3200 SH SOLE 3200 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 9347 1800000 PRN OTR 01 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 6803 1310000 PRN SOLE 1310000 0 0 NRG ENERGY INC COM NEW 629377508 18967 617826 SH OTR 01 0 617826 0 NRG ENERGY INC COM NEW 629377508 7221 235197 SH SOLE 235197 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 12186 155853 SH OTR 01 0 155853 0 NU SKIN ENTERPRISES INC CL A 67018T105 551 7049 SH SOLE 7049 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 5115 368398 SH OTR 01 0 368398 0 NUANCE COMMUNICATIONS INC COM 67020Y100 345 24843 SH SOLE 24843 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 18533 19609000 PRN OTR 01 0 19609000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2751 2911000 PRN SOLE 2911000 0 0 NUCOR CORP COM 670346105 2749 43977 SH OTR 01 0 43977 0 NUCOR CORP COM 670346105 469 7504 SH SOLE 7504 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 8943 8234000 PRN OTR 01 0 8234000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 87 80000 PRN OTR 4 80000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 8435 7783000 PRN SOLE 6953000 0 830000 NUVEEN AMT FREE MUN CR INC F COM 67071L106 16491 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 23355 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2426 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 3798 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 18132 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6709 548590 SH SOLE 548590 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1223 100000 SH OTR 01 0 100000 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7111 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 43005 181534 SH OTR 01 0 181534 0 NVIDIA CORP COM 67066G104 11467 48405 SH SOLE 48405 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3098 11325 SH OTR 01 0 11325 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 529 1932 SH SOLE 1932 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 33540 25800000 PRN OTR 01 0 25800000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 144 111000 PRN OTR 4 111000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 17749 13666000 PRN SOLE 12507000 0 1159000 OCCIDENTAL PETE CORP DEL COM 674599105 10919 130489 SH OTR 01 0 130489 0 OCCIDENTAL PETE CORP DEL COM 674599105 1512 18066 SH SOLE 18066 0 0 OFG BANCORP COM 67103X102 1190 84731 SH SOLE 84731 0 0 OFG BANCORP COM 67103X102 2408 171400 SH OTR 01 0 171400 0 OLD NATL BANCORP IND COM 680033107 463 24900 SH OTR 01 0 24900 0 OLD NATL BANCORP IND COM 680033107 333 17900 SH SOLE 17900 0 0 OLD REP INTL CORP COM 680223104 7490 376191 SH OTR 01 0 376191 0 OLD REP INTL CORP COM 680223104 807 40556 SH SOLE 40556 0 0 OLIN CORP COM PAR $1 680665205 381 13269 SH SOLE 13269 0 0 OLIN CORP COM PAR $1 680665205 7851 273347 SH OTR 01 0 273347 0 OMEGA HEALTHCARE INVS INC COM 681936100 4123 132995 SH SOLE 132995 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 8955 288866 SH OTR 01 0 288866 0 OMNICOM GROUP INC COM 681919106 11140 146054 SH OTR 01 0 146054 0 OMNICOM GROUP INC COM 681919106 2571 33715 SH SOLE 33715 0 0 ON SEMICONDUCTOR CORP COM 682189105 13903 625282 SH OTR 01 0 625282 0 ON SEMICONDUCTOR CORP COM 682189105 762 34281 SH SOLE 34281 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12147 9225000 PRN SOLE 8427000 0 798000 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27027 20505000 PRN OTR 01 0 20505000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 99 75000 PRN OTR 4 75000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3362 2650000 PRN SOLE 2650000 0 0 ONE GAS INC COM 68235P108 176 2350 SH SOLE 2350 0 0 ONE GAS INC COM 68235P108 239 3200 SH OTR 01 0 3200 0 ONEMAIN HLDGS INC COM 68268W103 2809 84383 SH OTR 01 0 84383 0 ONEMAIN HLDGS INC COM 68268W103 5 142 SH SOLE 142 0 0 ONEOK INC NEW COM 682680103 8117 116238 SH OTR 01 0 116238 0 ONEOK INC NEW COM 682680103 957 13704 SH SOLE 13704 0 0 OPKO HEALTH INC COM 68375N103 191 40714 SH SOLE 40714 0 0 OPKO HEALTH INC COM 68375N103 2151 457625 SH OTR 01 0 457625 0 ORACLE CORP COM 68389X105 19759 448451 SH SOLE 448451 0 0 ORACLE CORP COM 68389X105 39314 892291 SH OTR 01 0 892291 0 ORION GROUP HOLDINGS INC COM 68628V308 133 16100 SH OTR 01 0 16100 0 ORION GROUP HOLDINGS INC COM 68628V308 97 11700 SH SOLE 11700 0 0 OSI SYSTEMS INC COM 671044105 340 4400 SH OTR 01 0 4400 0 OSI SYSTEMS INC COM 671044105 232 3000 SH SOLE 3000 0 0 OUTFRONT MEDIA INC COM 69007J106 3004 154444 SH OTR 01 0 154444 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 226 58200 SH SOLE 58200 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 313 80600 SH OTR 01 0 80600 0 OWENS CORNING NEW COM 690742101 10478 165344 SH OTR 01 0 165344 0 OWENS CORNING NEW COM 690742101 3097 48868 SH SOLE 48868 0 0 PACCAR INC COM 693718108 12910 208360 SH OTR 01 0 208360 0 PACCAR INC COM 693718108 2869 46304 SH SOLE 46304 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 2510 78300 SH OTR 01 0 78300 0 PACIRA PHARMACEUTICALS INC COM 695127100 1288 40200 SH SOLE 40200 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 7091 7626000 PRN SOLE 7100000 0 526000 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 13534 14524000 PRN OTR 01 0 14524000 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 47 51000 PRN OTR 4 51000 0 0 PACKAGING CORP AMER COM 695156109 249 2226 SH SOLE 2226 0 0 PACKAGING CORP AMER COM 695156109 1458 13044 SH OTR 01 0 13044 0 PALO ALTO NETWORKS INC COM 697435105 7680 37376 SH OTR 01 0 37376 0 PALO ALTO NETWORKS INC COM 697435105 754 3668 SH SOLE 3668 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 10368 5569000 PRN OTR 01 0 5569000 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 4552 2445000 PRN SOLE 2445000 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1312 75500 SH SOLE 75500 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2525 145300 SH OTR 01 0 145300 0 PARK HOTELS RESORTS INC COM 700517105 16009 522668 SH OTR 01 0 522668 0 PARK HOTELS RESORTS INC COM 700517105 1038 33893 SH SOLE 33893 0 0 PARK OHIO HLDGS CORP COM 700666100 246 6600 SH OTR 01 0 6600 0 PARK OHIO HLDGS CORP COM 700666100 175 4700 SH SOLE 4700 0 0 PARKER HANNIFIN CORP COM 701094104 2865 18382 SH OTR 01 0 18382 0 PARKER HANNIFIN CORP COM 701094104 489 3136 SH SOLE 3136 0 0 PATTERSON UTI ENERGY INC COM 703481101 8510 472803 SH OTR 01 0 472803 0 PATTERSON UTI ENERGY INC COM 703481101 378 20999 SH SOLE 20999 0 0 PAYCHEX INC COM 704326107 3022 44207 SH OTR 01 0 44207 0 PAYCHEX INC COM 704326107 516 7544 SH SOLE 7544 0 0 PAYPAL HLDGS INC COM 70450Y103 29925 359371 SH OTR 01 0 359371 0 PAYPAL HLDGS INC COM 70450Y103 7545 90609 SH SOLE 90609 0 0 PBF ENERGY INC CL A 69318G106 20406 486675 SH OTR 01 0 486675 0 PBF ENERGY INC CL A 69318G106 6277 149709 SH SOLE 149709 0 0 PEABODY ENERGY CORP NEW COM 704551100 3456 76000 SH OTR 01 0 76000 0 PEABODY ENERGY CORP NEW COM 704551100 1969 43300 SH SOLE 43300 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 646 18674 SH SOLE 18674 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 896 25900 SH OTR 01 0 25900 0 PEBBLEBROOK HOTEL TR COM 70509V100 768 19800 SH OTR 01 0 19800 0 PEBBLEBROOK HOTEL TR COM 70509V100 526 13550 SH SOLE 13550 0 0 PEGASYSTEMS INC COM 705573103 323 5900 SH OTR 01 0 5900 0 PEGASYSTEMS INC COM 705573103 230 4200 SH SOLE 4200 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 870 48095 SH OTR 01 0 48095 0 PEOPLES UNITED FINANCIAL INC COM 712704105 149 8209 SH SOLE 8209 0 0 PEPSICO INC COM 713448108 54943 504662 SH OTR 01 0 504662 0 PEPSICO INC COM 713448108 23376 214713 SH SOLE 214713 0 0 PERKINELMER INC COM 714046109 1120 15295 SH OTR 01 0 15295 0 PERKINELMER INC COM 714046109 191 2611 SH SOLE 2611 0 0 PERSPECTA INC COM 715347100 1192 57981 SH OTR 01 0 57981 0 PERSPECTA INC COM 715347100 409 19909 SH SOLE 19909 0 0 PFIZER INC COM 717081103 45305 1248746 SH OTR 01 0 1248746 0 PFIZER INC COM 717081103 18327 505168 SH SOLE 505168 0 0 PG&E CORP COM 69331C108 10614 249396 SH OTR 01 0 249396 0 PG&E CORP COM 69331C108 3941 92600 SH SOLE 92600 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1627 35321 SH SOLE 35321 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2989 64900 SH OTR 01 0 64900 0 PHILIP MORRIS INTL INC COM 718172109 19518 241736 SH OTR 01 0 241736 0 PHILIP MORRIS INTL INC COM 718172109 3466 42931 SH SOLE 42931 0 0 PHILLIPS 66 COM 718546104 10233 91110 SH OTR 01 0 91110 0 PHILLIPS 66 COM 718546104 6754 60137 SH SOLE 60137 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1258 63120 SH OTR 01 0 63120 0 PILGRIMS PRIDE CORP NEW COM 72147K108 13788 684966 SH OTR 01 0 684966 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1046 51964 SH SOLE 51964 0 0 PINNACLE WEST CAP CORP COM 723484101 213 2641 SH SOLE 2641 0 0 PINNACLE WEST CAP CORP COM 723484101 1247 15475 SH OTR 01 0 15475 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 970 84969 SH OTR 01 0 84969 0 PIONEER NAT RES CO COM 723787107 6195 32735 SH OTR 01 0 32735 0 PIONEER NAT RES CO COM 723787107 761 4021 SH SOLE 4021 0 0 PITNEY BOWES INC COM 724479100 836 97600 SH OTR 01 0 97600 0 PITNEY BOWES INC COM 724479100 85 9905 SH SOLE 9905 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 227 9500 SH SOLE 9500 0 0 PLANTRONICS INC NEW COM 727493108 2547 33400 SH OTR 01 0 33400 0 PLANTRONICS INC NEW COM 727493108 1830 24000 SH SOLE 24000 0 0 PNC FINL SVCS GROUP INC COM 693475105 10375 76793 SH OTR 01 0 76793 0 PNC FINL SVCS GROUP INC COM 693475105 1497 11077 SH SOLE 11077 0 0 POLARIS INDS INC COM 731068102 1632 13357 SH SOLE 13357 0 0 POLARIS INDS INC COM 731068102 18355 150229 SH OTR 01 0 150229 0 PORTOLA PHARMACEUTICALS INC COM 737010108 455 12042 SH OTR 01 0 12042 0 PORTOLA PHARMACEUTICALS INC COM 737010108 339 8972 SH SOLE 8972 0 0 POTBELLY CORP COM 73754Y100 206 15900 SH OTR 01 0 15900 0 POTBELLY CORP COM 73754Y100 146 11300 SH SOLE 11300 0 0 POTLATCHDELTIC CORPORATION COM 737630103 1651 32475 SH SOLE 32475 0 0 POTLATCHDELTIC CORPORATION COM 737630103 2297 45178 SH OTR 01 0 45178 0 PPG INDS INC COM 693506107 610 5881 SH SOLE 5881 0 0 PPG INDS INC COM 693506107 5249 50599 SH OTR 01 0 50599 0 PPL CORP COM 69351T106 2759 96645 SH OTR 01 0 96645 0 PPL CORP COM 69351T106 471 16493 SH SOLE 16493 0 0 PRAXAIR INC COM 74005P104 7749 48996 SH OTR 01 0 48996 0 PRAXAIR INC COM 74005P104 1072 6779 SH SOLE 6779 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 553 9000 SH OTR 01 0 9000 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 406 6600 SH SOLE 6600 0 0 PREMIER INC CL A 74051N102 1161 31923 SH OTR 01 0 31923 0 PRESIDIO INC COM 74102M103 389 29700 SH OTR 01 0 29700 0 PRESIDIO INC COM 74102M103 271 20700 SH SOLE 20700 0 0 PRICE T ROWE GROUP INC COM 74144T108 6010 51766 SH OTR 01 0 51766 0 PRICE T ROWE GROUP INC COM 74144T108 878 7565 SH SOLE 7565 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 147 95000 PRN OTR 4 95000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8976 5798000 PRN SOLE 4784000 0 1014000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 39311 32836000 PRN OTR 01 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21383 17861000 PRN SOLE 17861000 0 0 PRIMO WTR CORP COM 74165N105 481 27500 SH OTR 01 0 27500 0 PRIMO WTR CORP COM 74165N105 348 19900 SH SOLE 19900 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2039 38502 SH OTR 01 0 38502 0 PRINCIPAL FINL GROUP INC COM 74251V102 333 6283 SH SOLE 6283 0 0 PROCTER AND GAMBLE CO COM 742718109 42458 543911 SH OTR 01 0 543911 0 PROCTER AND GAMBLE CO COM 742718109 24922 319269 SH SOLE 319269 0 0 PROGRESS SOFTWARE CORP COM 743312100 2298 59200 SH OTR 01 0 59200 0 PROGRESS SOFTWARE CORP COM 743312100 1650 42500 SH SOLE 42500 0 0 PROGRESSIVE CORP OHIO COM 743315103 8819 149100 SH SOLE 149100 0 0 PROGRESSIVE CORP OHIO COM 743315103 27425 463650 SH OTR 01 0 463650 0 PROLOGIS INC COM 74340W103 7622 116029 SH OTR 01 0 116029 0 PROLOGIS INC COM 74340W103 826 12581 SH SOLE 12581 0 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 14280 9703000 PRN OTR 01 0 9703000 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 106 72000 PRN OTR 4 72000 0 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 12138 8263000 PRN SOLE 7472000 0 791000 PROPETRO HLDG CORP COM 74347M108 2965 189100 SH OTR 01 0 189100 0 PROPETRO HLDG CORP COM 74347M108 1577 100600 SH SOLE 100600 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1772 1770000 PRN SOLE 1770000 0 0 PRUDENTIAL FINL INC COM 744320102 12858 137505 SH OTR 01 0 137505 0 PRUDENTIAL FINL INC COM 744320102 1715 18337 SH SOLE 18337 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 329 2559 SH OTR 01 0 2559 0 PS BUSINESS PKS INC CALIF COM 69360J107 228 1771 SH SOLE 1771 0 0 PTC THERAPEUTICS INC COM 69366J200 358 10600 SH OTR 01 0 10600 0 PTC THERAPEUTICS INC COM 69366J200 260 7700 SH SOLE 7700 0 0 PUBLIC STORAGE COM 74460D109 10269 45265 SH OTR 01 0 45265 0 PUBLIC STORAGE COM 74460D109 8776 38685 SH SOLE 38685 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 793 14652 SH SOLE 14652 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 8399 155127 SH OTR 01 0 155127 0 PULTE GROUP INC COM 745867101 1044 36317 SH OTR 01 0 36317 0 PULTE GROUP INC COM 745867101 178 6197 SH SOLE 6197 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 401 6774 SH OTR 01 0 6774 0 PUMA BIOTECHNOLOGY INC COM 74587V107 286 4833 SH SOLE 4833 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 14425 1234990 SH SOLE 1234990 0 0 PVH CORP COM 693656100 1595 10654 SH OTR 01 0 10654 0 PVH CORP COM 693656100 272 1818 SH SOLE 1818 0 0 QEP RES INC COM 74733V100 78 6394 SH SOLE 6394 0 0 QEP RES INC COM 74733V100 1124 91664 SH OTR 01 0 91664 0 QORVO INC COM 74736K101 3368 42012 SH SOLE 42012 0 0 QORVO INC COM 74736K101 11935 148865 SH OTR 01 0 148865 0 QUAD / GRAPHICS INC COM CL A 747301109 3002 144131 SH OTR 01 0 144131 0 QUAD / GRAPHICS INC COM CL A 747301109 1595 76576 SH SOLE 76576 0 0 QUALCOMM INC COM 747525103 13109 233583 SH OTR 01 0 233583 0 QUALCOMM INC COM 747525103 1963 34979 SH SOLE 34979 0 0 QUANTA SVCS INC COM 74762E102 691 20684 SH OTR 01 0 20684 0 QUANTA SVCS INC COM 74762E102 118 3529 SH SOLE 3529 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2075 18874 SH OTR 01 0 18874 0 QUEST DIAGNOSTICS INC COM 74834L100 352 3205 SH SOLE 3205 0 0 QUORUM HEALTH CORP COM 74909E106 163 32600 SH SOLE 32600 0 0 QUORUM HEALTH CORP COM 74909E106 224 44800 SH OTR 01 0 44800 0 QURATE RETAIL INC COM SER A 74915M100 13172 620736 SH OTR 01 0 620736 0 QURATE RETAIL INC COM SER A 74915M100 2907 137001 SH SOLE 137001 0 0 RADIUS HEALTH INC COM NEW 750469207 296 10033 SH OTR 01 0 10033 0 RADIUS HEALTH INC COM NEW 750469207 223 7572 SH SOLE 7572 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 453 486000 PRN SOLE 486000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1030 1104000 PRN OTR 01 0 1104000 0 RADNET INC COM 750491102 1572 104800 SH SOLE 104800 0 0 RADNET INC COM 750491102 3039 202600 SH OTR 01 0 202600 0 RALPH LAUREN CORP CL A 751212101 17516 139327 SH OTR 01 0 139327 0 RALPH LAUREN CORP CL A 751212101 6603 52519 SH SOLE 52519 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2844 31830 SH OTR 01 0 31830 0 RAYMOND JAMES FINANCIAL INC COM 754730109 318 3564 SH SOLE 3564 0 0 RAYONIER INC COM 754907103 2701 69804 SH OTR 01 0 69804 0 RAYTHEON CO COM NEW 755111507 10457 54131 SH OTR 01 0 54131 0 RAYTHEON CO COM NEW 755111507 1778 9205 SH SOLE 9205 0 0 RBB BANCORP COM 74930B105 459 14300 SH SOLE 14300 0 0 RBB BANCORP COM 74930B105 636 19800 SH OTR 01 0 19800 0 REALOGY HLDGS CORP COM 75605Y106 6197 271808 SH OTR 01 0 271808 0 REALOGY HLDGS CORP COM 75605Y106 359 15750 SH SOLE 15750 0 0 REALPAGE INC COM 75606N109 193 3500 SH OTR 01 0 3500 0 REALPAGE INC COM 75606N109 138 2500 SH SOLE 2500 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 782 550000 PRN SOLE 550000 0 0 REALTY INCOME CORP COM 756109104 2115 39318 SH OTR 01 0 39318 0 REALTY INCOME CORP COM 756109104 361 6709 SH SOLE 6709 0 0 RED HAT INC COM 756577102 3301 24564 SH OTR 01 0 24564 0 RED HAT INC COM 756577102 563 4192 SH SOLE 4192 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 24758 13551000 PRN OTR 01 0 13551000 0 RED HAT INC NOTE 0.250%10/0 756577AD4 175 96000 PRN OTR 4 96000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 27993 15338000 PRN SOLE 14317000 0 1021000 RED ROBIN GOURMET BURGERS IN COM 75689M101 2693 57800 SH OTR 01 0 57800 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 1431 30700 SH SOLE 30700 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 365 375000 PRN SOLE 375000 0 0 REGENCY CTRS CORP COM 758849103 1265 20376 SH OTR 01 0 20376 0 REGENCY CTRS CORP COM 758849103 216 3477 SH SOLE 3477 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3689 10694 SH OTR 01 0 10694 0 REGENERON PHARMACEUTICALS COM 75886F107 630 1825 SH SOLE 1825 0 0 REGENXBIO INC COM 75901B107 481 6700 SH OTR 01 0 6700 0 REGENXBIO INC COM 75901B107 344 4800 SH SOLE 4800 0 0 REGIONAL MGMT CORP COM 75902K106 168 4800 SH OTR 01 0 4800 0 REGIONAL MGMT CORP COM 75902K106 116 3300 SH SOLE 3300 0 0 REGIONS FINL CORP NEW COM 7591EP100 2761 155277 SH OTR 01 0 155277 0 REGIONS FINL CORP NEW COM 7591EP100 471 26498 SH SOLE 26498 0 0 REGIS CORP MINN COM 758932107 635 38400 SH OTR 01 0 38400 0 REGIS CORP MINN COM 758932107 458 27665 SH SOLE 27665 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 6932 51932 SH OTR 01 0 51932 0 REINSURANCE GROUP AMER INC COM NEW 759351604 185 1388 SH SOLE 1388 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1599 89600 SH OTR 01 0 89600 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1119 62713 SH SOLE 62713 0 0 REPLIGEN CORP COM 759916109 397 8430 SH SOLE 8430 0 0 REPLIGEN CORP COM 759916109 549 11676 SH OTR 01 0 11676 0 REPUBLIC BANCORP KY CL A 760281204 439 9700 SH OTR 01 0 9700 0 REPUBLIC BANCORP KY CL A 760281204 317 6997 SH SOLE 6997 0 0 REPUBLIC SVCS INC COM 760759100 10433 152612 SH OTR 01 0 152612 0 REPUBLIC SVCS INC COM 760759100 5462 79895 SH SOLE 79895 0 0 RESMED INC COM 761152107 9037 87245 SH OTR 01 0 87245 0 RESMED INC COM 761152107 1071 10341 SH SOLE 10341 0 0 RETAIL PPTYS AMER INC CL A 76131V202 994 77755 SH OTR 01 0 77755 0 RETROPHIN INC COM 761299106 215 7900 SH SOLE 7900 0 0 RETROPHIN INC COM 761299106 303 11100 SH OTR 01 0 11100 0 REX AMERICAN RESOURCES CORP COM 761624105 129 1589 SH SOLE 1589 0 0 REX AMERICAN RESOURCES CORP COM 761624105 178 2200 SH OTR 01 0 2200 0 RIGNET INC COM 766582100 103 10000 SH OTR 01 0 10000 0 RIGNET INC COM 766582100 89 8671 SH SOLE 8671 0 0 RINGCENTRAL INC CL A 76680R206 331 4700 SH OTR 01 0 4700 0 RINGCENTRAL INC CL A 76680R206 239 3400 SH SOLE 3400 0 0 RIVERVIEW BANCORP INC COM 769397100 62 7400 SH OTR 01 0 7400 0 RIVERVIEW BANCORP INC COM 769397100 35 4200 SH SOLE 4200 0 0 RMR GROUP INC CL A 74967R106 2236 28500 SH OTR 01 0 28500 0 RMR GROUP INC CL A 74967R106 1603 20438 SH SOLE 20438 0 0 ROBERT HALF INTL INC COM 770323103 7317 112399 SH SOLE 112399 0 0 ROBERT HALF INTL INC COM 770323103 25446 390878 SH OTR 01 0 390878 0 ROCKWELL AUTOMATION INC COM 773903109 2886 17362 SH OTR 01 0 17362 0 ROCKWELL AUTOMATION INC COM 773903109 492 2962 SH SOLE 2962 0 0 ROCKWELL COLLINS INC COM 774341101 3511 26071 SH OTR 01 0 26071 0 ROCKWELL COLLINS INC COM 774341101 539 4002 SH SOLE 4002 0 0 ROCKY BRANDS INC COM 774515100 267 8900 SH SOLE 8900 0 0 ROCKY BRANDS INC COM 774515100 369 12300 SH OTR 01 0 12300 0 ROPER TECHNOLOGIES INC COM 776696106 672 2434 SH SOLE 2434 0 0 ROPER TECHNOLOGIES INC COM 776696106 3935 14261 SH OTR 01 0 14261 0 ROSS STORES INC COM 778296103 4436 52346 SH OTR 01 0 52346 0 ROSS STORES INC COM 778296103 757 8933 SH SOLE 8933 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 1004 945000 PRN SOLE 945000 0 0 RPC INC COM 749660106 1729 118667 SH OTR 01 0 118667 0 RPC INC COM 749660106 98 6759 SH SOLE 6759 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 34 28000 PRN OTR 4 28000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 9759 8010000 PRN SOLE 7716000 0 294000 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 690 685000 PRN SOLE 685000 0 0 RUSH ENTERPRISES INC CL A 781846209 2256 52000 SH OTR 01 0 52000 0 RUSH ENTERPRISES INC CL A 781846209 1619 37326 SH SOLE 37326 0 0 RUSH ENTERPRISES INC CL B 781846308 342 7800 SH OTR 01 0 7800 0 RUSH ENTERPRISES INC CL B 781846308 251 5710 SH SOLE 5710 0 0 RYDER SYS INC COM 783549108 7509 104500 SH OTR 01 0 104500 0 RYDER SYS INC COM 783549108 510 7102 SH SOLE 7102 0 0 RYERSON HLDG CORP COM 783754104 280 25100 SH OTR 01 0 25100 0 RYERSON HLDG CORP COM 783754104 106 9500 SH SOLE 9500 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2733 32864 SH OTR 01 0 32864 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1971 23703 SH SOLE 23703 0 0 S&P GLOBAL INC COM 78409V104 7447 36523 SH OTR 01 0 36523 0 S&P GLOBAL INC COM 78409V104 1209 5929 SH SOLE 5929 0 0 SABRE CORP COM 78573M104 27410 1112419 SH OTR 01 0 1112419 0 SABRE CORP COM 78573M104 9224 374346 SH SOLE 374346 0 0 SAGE THERAPEUTICS INC COM 78667J108 832 5318 SH SOLE 5318 0 0 SAGE THERAPEUTICS INC COM 78667J108 1146 7320 SH OTR 01 0 7320 0 SALESFORCE COM INC COM 79466L302 22076 161845 SH OTR 01 0 161845 0 SALESFORCE COM INC COM 79466L302 3665 26869 SH SOLE 26869 0 0 SANDERSON FARMS INC COM 800013104 652 6200 SH OTR 01 0 6200 0 SANDERSON FARMS INC COM 800013104 470 4467 SH SOLE 4467 0 0 SANGAMO THERAPEUTICS INC COM 800677106 281 19800 SH OTR 01 0 19800 0 SANGAMO THERAPEUTICS INC COM 800677106 197 13900 SH SOLE 13900 0 0 SANMINA CORPORATION COM 801056102 3046 103974 SH OTR 01 0 103974 0 SANMINA CORPORATION COM 801056102 1675 57166 SH SOLE 57166 0 0 SAREPTA THERAPEUTICS INC COM 803607100 1461 11051 SH OTR 01 0 11051 0 SAREPTA THERAPEUTICS INC COM 803607100 1023 7743 SH SOLE 7743 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 2629 15924 SH OTR 01 0 15924 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 449 2717 SH SOLE 2717 0 0 SCANA CORP NEW COM 80589M102 760 19719 SH OTR 01 0 19719 0 SCANA CORP NEW COM 80589M102 130 3365 SH SOLE 3365 0 0 SCANSOURCE INC COM 806037107 2124 52700 SH OTR 01 0 52700 0 SCANSOURCE INC COM 806037107 1533 38034 SH SOLE 38034 0 0 SCHEIN HENRY INC COM 806407102 264 3633 SH SOLE 3633 0 0 SCHEIN HENRY INC COM 806407102 1547 21295 SH OTR 01 0 21295 0 SCHLUMBERGER LTD COM 806857108 14755 220120 SH OTR 01 0 220120 0 SCHLUMBERGER LTD COM 806857108 2190 32679 SH SOLE 32679 0 0 SCHNITZER STL INDS CL A 806882106 1985 58900 SH OTR 01 0 58900 0 SCHNITZER STL INDS CL A 806882106 1442 42800 SH SOLE 42800 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8483 166009 SH OTR 01 0 166009 0 SCHWAB CHARLES CORP NEW COM 808513105 1448 28330 SH SOLE 28330 0 0 SEABOARD CORP COM 811543107 483 122 SH OTR 01 0 122 0 SEABOARD CORP COM 811543107 396 100 SH SOLE 100 0 0 SEALED AIR CORP NEW COM 81211K100 946 22280 SH OTR 01 0 22280 0 SEALED AIR CORP NEW COM 81211K100 161 3802 SH SOLE 3802 0 0 SEMPRA ENERGY COM 816851109 4942 42564 SH OTR 01 0 42564 0 SEMPRA ENERGY COM 816851109 724 6232 SH SOLE 6232 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 163 70000 PRN OTR 4 70000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 10358 4448000 PRN SOLE 3661000 0 787000 SHERWIN WILLIAMS CO COM 824348106 4639 11381 SH OTR 01 0 11381 0 SHERWIN WILLIAMS CO COM 824348106 792 1943 SH SOLE 1943 0 0 SHILOH INDS INC COM 824543102 124 14200 SH SOLE 14200 0 0 SHILOH INDS INC COM 824543102 145 16700 SH OTR 01 0 16700 0 SHOE CARNIVAL INC COM 824889109 1071 33000 SH OTR 01 0 33000 0 SHOE CARNIVAL INC COM 824889109 785 24200 SH SOLE 24200 0 0 SHUTTERFLY INC COM 82568P304 477 5300 SH OTR 01 0 5300 0 SHUTTERFLY INC COM 82568P304 324 3600 SH SOLE 3600 0 0 SHUTTERSTOCK INC COM 825690100 223 4700 SH OTR 01 0 4700 0 SHUTTERSTOCK INC COM 825690100 180 3800 SH SOLE 3800 0 0 SIERRA BANCORP COM 82620P102 184 6500 SH OTR 01 0 6500 0 SIERRA BANCORP COM 82620P102 134 4731 SH SOLE 4731 0 0 SILICON LABORATORIES INC COM 826919102 319 3200 SH OTR 01 0 3200 0 SILICON LABORATORIES INC COM 826919102 239 2400 SH SOLE 2400 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 27940 22821000 PRN OTR 01 0 22821000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 46 38000 PRN OTR 4 38000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5094 4166000 PRN SOLE 3772000 0 394000 SILVERBOW RES INC COM 82836G102 127 4400 SH OTR 01 0 4400 0 SILVERBOW RES INC COM 82836G102 92 3200 SH SOLE 3200 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5159 30316 SH SOLE 30316 0 0 SIMON PPTY GROUP INC NEW COM 828806109 9984 58661 SH OTR 01 0 58661 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1081 15429 SH OTR 01 0 15429 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 125 1791 SH SOLE 1791 0 0 SJW GROUP COM 784305104 1238 18700 SH OTR 01 0 18700 0 SJW GROUP COM 784305104 896 13537 SH SOLE 13537 0 0 SKECHERS U S A INC CL A 830566105 621 20700 SH OTR 01 0 20700 0 SKECHERS U S A INC CL A 830566105 1 48 SH SOLE 48 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3417 35353 SH OTR 01 0 35353 0 SKYWORKS SOLUTIONS INC COM 83088M102 760 7861 SH SOLE 7861 0 0 SL GREEN RLTY CORP COM 78440X101 1574 15655 SH OTR 01 0 15655 0 SL GREEN RLTY CORP COM 78440X101 210 2086 SH SOLE 2086 0 0 SM ENERGY CO COM 78454L100 2241 87240 SH OTR 01 0 87240 0 SMITH A O COM 831865209 1186 20058 SH OTR 01 0 20058 0 SMITH A O COM 831865209 202 3423 SH SOLE 3423 0 0 SMUCKER J M CO COM NEW 832696405 1688 15706 SH OTR 01 0 15706 0 SMUCKER J M CO COM NEW 832696405 288 2680 SH SOLE 2680 0 0 SNAP ON INC COM 833034101 1257 7824 SH OTR 01 0 7824 0 SNAP ON INC COM 833034101 215 1335 SH SOLE 1335 0 0 SOUTHERN CO COM 842587107 8003 172805 SH OTR 01 0 172805 0 SOUTHERN CO COM 842587107 1105 23866 SH SOLE 23866 0 0 SOUTHWEST AIRLS CO COM 844741108 2503 49185 SH SOLE 49185 0 0 SOUTHWEST AIRLS CO COM 844741108 6485 127447 SH OTR 01 0 127447 0 SPARK THERAPEUTICS INC COM 84652J103 481 5816 SH OTR 01 0 5816 0 SPARK THERAPEUTICS INC COM 84652J103 370 4473 SH SOLE 4473 0 0 SPARTAN MTRS INC COM 846819100 273 18100 SH OTR 01 0 18100 0 SPARTAN MTRS INC COM 846819100 202 13350 SH SOLE 13350 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 22425 189000 SH OTR 01 0 189000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 21521 79331 SH OTR 01 0 79331 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 19334 71269 SH SOLE 71269 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 437349 1612167 SH OTR 03 0 1612167 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 19166 53987 SH OTR 01 0 53987 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 828 2333 SH SOLE 2333 0 0 SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6129 108515 SH SOLE 108515 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 420 20015 SH OTR 01 0 20015 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 295 14082 SH SOLE 14082 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 680 7921 SH SOLE 7921 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12267 142793 SH OTR 01 0 142793 0 SPIRIT MTA REIT COM SHS BEN IN 84861U105 416 40366 SH OTR 01 0 40366 0 SPIRIT MTA REIT COM SHS BEN IN 84861U105 29 2792 SH SOLE 2792 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 5420 674956 SH OTR 01 0 674956 0 SPIRIT RLTY CAP INC NEW COM 84860W102 466 58041 SH SOLE 58041 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1534 1525000 PRN SOLE 1525000 0 0 SPROUTS FMRS MKT INC COM 85208M102 2546 115350 SH OTR 01 0 115350 0 SPROUTS FMRS MKT INC COM 85208M102 469 21253 SH SOLE 21253 0 0 SPS COMM INC COM 78463M107 1014 13800 SH SOLE 13800 0 0 SPS COMM INC COM 78463M107 1440 19600 SH OTR 01 0 19600 0 SQUARE INC CL A 852234103 235 3814 SH SOLE 3814 0 0 SQUARE INC CL A 852234103 3673 59585 SH OTR 01 0 59585 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 1702 630000 PRN SOLE 630000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16311 314269 SH OTR 01 0 314269 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 741 14286 SH SOLE 14286 0 0 STANLEY BLACK & DECKER INC COM 854502101 2833 21334 SH OTR 01 0 21334 0 STANLEY BLACK & DECKER INC COM 854502101 484 3641 SH SOLE 3641 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 81 773 SH OTR 4 773 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 10029 95291 SH SOLE 87254 0 8037 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 13290 125741 SH OTR 01 0 125741 0 STARBUCKS CORP COM 855244109 7828 160245 SH SOLE 160245 0 0 STARBUCKS CORP COM 855244109 17978 368030 SH OTR 01 0 368030 0 STARWOOD PPTY TR INC COM 85571B105 1625 74871 SH OTR 01 0 74871 0 STARWOOD PPTY TR INC COM 85571B105 175 8075 SH SOLE 8075 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1858 1662000 PRN SOLE 1662000 0 0 STATE STR CORP COM 857477103 14533 156118 SH OTR 01 0 156118 0 STATE STR CORP COM 857477103 8686 93307 SH SOLE 93307 0 0 STERICYCLE INC COM 858912108 1168 17888 SH OTR 01 0 17888 0 STERICYCLE INC COM 858912108 438 6711 SH SOLE 6711 0 0 STEWART INFORMATION SVCS COR COM 860372101 340 7900 SH OTR 01 0 7900 0 STEWART INFORMATION SVCS COR COM 860372101 250 5800 SH SOLE 5800 0 0 STIFEL FINL CORP COM 860630102 2000 38275 SH OTR 01 0 38275 0 STIFEL FINL CORP COM 860630102 3934 75285 SH SOLE 75285 0 0 STRYKER CORP COM 863667101 7624 45152 SH OTR 01 0 45152 0 STRYKER CORP COM 863667101 1280 7582 SH SOLE 7582 0 0 SUNCOKE ENERGY INC COM 86722A103 1357 101300 SH SOLE 101300 0 0 SUNCOKE ENERGY INC COM 86722A103 1875 139900 SH OTR 01 0 139900 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 898 1135000 PRN SOLE 1135000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1971 118601 SH SOLE 118601 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2734 164500 SH OTR 01 0 164500 0 SUNTRUST BKS INC COM 867914103 11884 180001 SH OTR 01 0 180001 0 SUNTRUST BKS INC COM 867914103 1129 17094 SH SOLE 17094 0 0 SURMODICS INC COM 868873100 635 11500 SH OTR 01 0 11500 0 SURMODICS INC COM 868873100 458 8300 SH SOLE 8300 0 0 SVB FINL GROUP COM 78486Q101 361 1249 SH SOLE 1249 0 0 SVB FINL GROUP COM 78486Q101 2115 7323 SH OTR 01 0 7323 0 SYKES ENTERPRISES INC COM 871237103 248 8600 SH SOLE 8600 0 0 SYKES ENTERPRISES INC COM 871237103 342 11900 SH OTR 01 0 11900 0 SYMANTEC CORP COM 871503108 4973 240829 SH OTR 01 0 240829 0 SYMANTEC CORP COM 871503108 481 23297 SH SOLE 23297 0 0 SYNAPTICS INC COM 87157D109 3215 63820 SH OTR 01 0 63820 0 SYNAPTICS INC COM 87157D109 1721 34161 SH SOLE 34161 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 824 830000 PRN SOLE 830000 0 0 SYNCHRONY FINL COM 87165B103 11333 339525 SH SOLE 339525 0 0 SYNCHRONY FINL COM 87165B103 23724 710727 SH OTR 01 0 710727 0 SYNEOS HEALTH INC CL A 87166B102 825 17600 SH OTR 01 0 17600 0 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 146 84100 SH SOLE 84100 0 0 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 206 118500 SH OTR 01 0 118500 0 SYNOPSYS INC COM 871607107 1763 20600 SH OTR 01 0 20600 0 SYNOPSYS INC COM 871607107 301 3516 SH SOLE 3516 0 0 SYSCO CORP COM 871829107 12822 187761 SH OTR 01 0 187761 0 SYSCO CORP COM 871829107 7318 107161 SH SOLE 107161 0 0 T MOBILE US INC COM 872590104 1677 28059 SH OTR 01 0 28059 0 TAILORED BRANDS INC COM 87403A107 2664 104400 SH OTR 01 0 104400 0 TAILORED BRANDS INC COM 87403A107 1470 57600 SH SOLE 57600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19166 524221 SH OTR 01 0 524221 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17717 484579 SH SOLE 484453 0 126 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1872 15813 SH OTR 01 0 15813 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 319 2698 SH SOLE 2698 0 0 TALOS ENERGY INC COM 87484T108 92809 2888539 SH OTR 01 0 2888539 0 TALOS ENERGY INC COM 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BANCORP INC COM 88145X108 214 6900 SH OTR 01 0 6900 0 TERRITORIAL BANCORP INC COM 88145X108 152 4917 SH SOLE 4917 0 0 TESARO INC NOTE 3.000%10/0 881569AA5 675 450000 PRN SOLE 450000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 3941 3490000 PRN SOLE 3490000 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 760 170800 SH OTR 01 0 170800 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 98 22000 SH SOLE 22000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2862 117700 SH OTR 01 0 117700 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1802 74100 SH SOLE 74100 0 0 TEXAS INSTRS INC COM 882508104 19734 178989 SH OTR 01 0 178989 0 TEXAS INSTRS INC COM 882508104 2819 25568 SH SOLE 25568 0 0 TEXAS ROADHOUSE INC COM 882681109 461 7034 SH SOLE 7034 0 0 TEXTRON INC COM 883203101 567 8604 SH SOLE 8604 0 0 TEXTRON INC COM 883203101 5575 84583 SH OTR 01 0 84583 0 TG THERAPEUTICS INC COM 88322Q108 154 11700 SH SOLE 11700 0 0 TG THERAPEUTICS INC COM 88322Q108 217 16500 SH OTR 01 0 16500 0 THERMO FISHER SCIENTIFIC INC COM 883556102 12950 62519 SH OTR 01 0 62519 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1966 9492 SH SOLE 9492 0 0 THOR INDS INC COM 885160101 7041 72300 SH OTR 01 0 72300 0 THOR INDS INC COM 885160101 355 3641 SH SOLE 3641 0 0 TIFFANY & CO NEW COM 886547108 316 2403 SH SOLE 2403 0 0 TIFFANY & CO NEW COM 886547108 1853 14084 SH OTR 01 0 14084 0 TILLYS INC CL A 886885102 550 36300 SH OTR 01 0 36300 0 TILLYS INC CL A 886885102 394 26000 SH SOLE 26000 0 0 TITAN MACHY INC COM 88830R101 1280 82300 SH OTR 01 0 82300 0 TITAN MACHY INC COM 88830R101 904 58104 SH SOLE 58104 0 0 TJX COS INC NEW COM 872540109 8251 86693 SH OTR 01 0 86693 0 TJX COS INC NEW COM 872540109 1408 14794 SH SOLE 14794 0 0 TORCHMARK CORP COM 891027104 1189 14601 SH OTR 01 0 14601 0 TORCHMARK CORP COM 891027104 203 2492 SH SOLE 2492 0 0 TOTAL SYS SVCS INC COM 891906109 1939 22936 SH OTR 01 0 22936 0 TOTAL SYS SVCS INC COM 891906109 331 3914 SH SOLE 3914 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 371 25500 SH OTR 01 0 25500 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 268 18400 SH SOLE 18400 0 0 TPI COMPOSITES INC COM 87266J104 3137 107300 SH OTR 01 0 107300 0 TPI COMPOSITES INC COM 87266J104 1693 57900 SH SOLE 57900 0 0 TRACTOR SUPPLY CO COM 892356106 20074 262440 SH OTR 01 0 262440 0 TRACTOR SUPPLY CO COM 892356106 8523 111431 SH SOLE 111431 0 0 TRANSDIGM GROUP INC COM 893641100 651 1885 SH SOLE 1885 0 0 TRANSDIGM GROUP INC COM 893641100 4363 12642 SH OTR 01 0 12642 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 3396 2380000 PRN SOLE 2380000 0 0 TRAVELERS COMPANIES INC COM 89417E109 7866 64297 SH SOLE 64297 0 0 TRAVELERS COMPANIES INC COM 89417E109 11412 93279 SH OTR 01 0 93279 0 TRAVELZOO COM NEW 89421Q205 205 12000 SH OTR 01 0 12000 0 TRAVELZOO COM NEW 89421Q205 149 8700 SH SOLE 8700 0 0 TREEHOUSE FOODS INC COM 89469A104 12085 230155 SH OTR 01 0 230155 0 TREEHOUSE FOODS INC COM 89469A104 699 13317 SH SOLE 13317 0 0 TRINET GROUP INC COM 896288107 417 7450 SH SOLE 7450 0 0 TRINET GROUP INC COM 896288107 548 9800 SH OTR 01 0 9800 0 TRINITY INDS INC COM 896522109 127 3720 SH SOLE 3720 0 0 TRINITY INDS INC COM 896522109 1503 43856 SH OTR 01 0 43856 0 TRIPADVISOR INC COM 896945201 825 14814 SH OTR 01 0 14814 0 TRIPADVISOR INC COM 896945201 141 2527 SH SOLE 2527 0 0 TRIPLE-S MGMT CORP CL B 896749108 3072 78638 SH OTR 01 0 78638 0 TRIPLE-S MGMT CORP CL B 896749108 1643 42072 SH SOLE 42072 0 0 TRISTATE CAP HLDGS INC COM 89678F100 324 12400 SH OTR 01 0 12400 0 TRISTATE CAP HLDGS INC COM 89678F100 235 9000 SH SOLE 9000 0 0 TRONC INC COM 89703P107 2269 131300 SH OTR 01 0 131300 0 TRONC INC COM 89703P107 1135 65701 SH SOLE 65701 0 0 TRUEBLUE INC COM 89785X101 1475 54721 SH SOLE 54721 0 0 TRUEBLUE INC COM 89785X101 2048 76008 SH OTR 01 0 76008 0 TURNING PT BRANDS INC COM 90041L105 421 13202 SH OTR 01 0 13202 0 TURNING PT BRANDS INC COM 90041L105 147 4600 SH SOLE 4600 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 8878 178677 SH OTR 01 0 178677 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 1236 24868 SH SOLE 24868 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 510 10361 SH SOLE 10361 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 4622 93814 SH OTR 01 0 93814 0 TWITTER INC COM 90184L102 1518 34765 SH SOLE 34765 0 0 TWITTER INC COM 90184L102 13192 302087 SH OTR 01 0 302087 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 18046 18563000 PRN OTR 01 0 18563000 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 4728 4863000 PRN SOLE 4863000 0 0 TYSON FOODS INC CL A 902494103 11511 167183 SH OTR 01 0 167183 0 TYSON FOODS INC CL A 902494103 3859 56045 SH SOLE 56045 0 0 U S G CORP COM NEW 903293405 4704 109085 SH OTR 01 0 109085 0 U S G CORP COM NEW 903293405 317 7345 SH SOLE 7345 0 0 UDR INC COM 902653104 1389 36996 SH OTR 01 0 36996 0 UDR INC COM 902653104 237 6313 SH SOLE 6313 0 0 UGI CORP NEW COM 902681105 2062 39597 SH OTR 01 0 39597 0 ULTA BEAUTY INC COM 90384S303 2390 10239 SH OTR 01 0 10239 0 ULTA BEAUTY INC COM 90384S303 762 3265 SH SOLE 3265 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 2661 160300 SH OTR 01 0 160300 0 ULTRA CLEAN HLDGS INC COM 90385V107 1418 85400 SH SOLE 85400 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 664 8644 SH OTR 01 0 8644 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 519 6754 SH SOLE 6754 0 0 UNDER ARMOUR INC CL A 904311107 578 25711 SH OTR 01 0 25711 0 UNDER ARMOUR INC CL A 904311107 99 4387 SH SOLE 4387 0 0 UNDER ARMOUR INC CL C 904311206 549 26041 SH OTR 01 0 26041 0 UNDER ARMOUR INC CL C 904311206 94 4443 SH SOLE 4443 0 0 UNION PAC CORP COM 907818108 19688 138960 SH OTR 01 0 138960 0 UNION PAC CORP COM 907818108 2994 21130 SH SOLE 21130 0 0 UNIT CORP COM 909218109 642 25100 SH OTR 01 0 25100 0 UNIT CORP COM 909218109 452 17700 SH SOLE 17700 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 169 5500 SH SOLE 5500 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 233 7600 SH OTR 01 0 7600 0 UNITED CONTL HLDGS INC COM 910047109 2272 32582 SH OTR 01 0 32582 0 UNITED CONTL HLDGS INC COM 910047109 388 5560 SH SOLE 5560 0 0 UNITED PARCEL SERVICE INC CL B 911312106 10695 100680 SH OTR 01 0 100680 0 UNITED PARCEL SERVICE INC CL B 911312106 1728 16269 SH SOLE 16269 0 0 UNITED RENTALS INC COM 911363109 26408 178893 SH OTR 01 0 178893 0 UNITED RENTALS INC COM 911363109 7087 48007 SH SOLE 48007 0 0 UNITED STATES CELLULAR CORP COM 911684108 489 13192 SH OTR 01 0 13192 0 UNITED STATES CELLULAR CORP COM 911684108 16 419 SH SOLE 419 0 0 UNITED STATES STL CORP NEW COM 912909108 19511 561455 SH OTR 01 0 561455 0 UNITED STATES STL CORP NEW COM 912909108 5365 154397 SH SOLE 154397 0 0 UNITED TECHNOLOGIES CORP COM 913017109 20941 167489 SH OTR 01 0 167489 0 UNITED TECHNOLOGIES CORP COM 913017109 2195 17554 SH SOLE 17554 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1863 16462 SH SOLE 16462 0 0 UNITEDHEALTH GROUP INC COM 91324P102 84277 343512 SH OTR 01 0 343512 0 UNITEDHEALTH GROUP INC COM 91324P102 22672 92410 SH SOLE 92410 0 0 UNITI GROUP INC COM 91325V108 11649 581600 SH OTR 01 0 581600 0 UNITI GROUP INC COM 91325V108 588 29350 SH SOLE 29350 0 0 UNIVAR INC COM 91336L107 933 35573 SH OTR 01 0 35573 0 UNIVAR INC COM 91336L107 52 1983 SH SOLE 1983 0 0 UNIVERSAL CORP VA COM 913456109 687 10400 SH SOLE 10400 0 0 UNIVERSAL CORP VA COM 913456109 971 14700 SH OTR 01 0 14700 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3619 32476 SH OTR 01 0 32476 0 UNIVERSAL HLTH SVCS INC CL B 913903100 229 2056 SH SOLE 2056 0 0 UNUM GROUP COM 91529Y106 2128 57519 SH OTR 01 0 57519 0 UNUM GROUP COM 91529Y106 193 5218 SH SOLE 5218 0 0 URBAN OUTFITTERS INC COM 917047102 448 10062 SH SOLE 10062 0 0 URBAN OUTFITTERS INC COM 917047102 11513 258439 SH OTR 01 0 258439 0 US BANCORP DEL COM NEW 902973304 1841 36811 SH SOLE 36811 0 0 US BANCORP DEL COM NEW 902973304 12442 248749 SH OTR 01 0 248749 0 US FOODS HLDG CORP COM 912008109 14186 375086 SH OTR 01 0 375086 0 US FOODS HLDG CORP COM 912008109 725 19178 SH SOLE 19178 0 0 USA TRUCK INC COM 902925106 272 11600 SH OTR 01 0 11600 0 USA TRUCK INC COM 902925106 197 8400 SH SOLE 8400 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2191 19000 SH OTR 01 0 19000 0 USANA HEALTH SCIENCES INC COM 90328M107 1568 13600 SH SOLE 13600 0 0 V F CORP COM 918204108 8751 107348 SH OTR 01 0 107348 0 V F CORP COM 918204108 1583 19416 SH SOLE 19416 0 0 VALERO ENERGY CORP NEW COM 91913Y100 12691 114509 SH SOLE 114509 0 0 VALERO ENERGY CORP NEW COM 91913Y100 25325 228507 SH OTR 01 0 228507 0 VALVOLINE INC COM 92047W101 298 13805 SH OTR 01 0 13805 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 1634 51917 SH SOLE 51917 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 441229 1768384 SH OTR 03 0 1768384 0 VAREX IMAGING CORP COM 92214X106 1606 43300 SH OTR 01 0 43300 0 VAREX IMAGING CORP COM 92214X106 846 22800 SH SOLE 22800 0 0 VARIAN MED SYS INC COM 92220P105 27683 243429 SH OTR 01 0 243429 0 VARIAN MED SYS INC COM 92220P105 9968 87651 SH SOLE 87651 0 0 VECTRUS INC COM 92242T101 1855 60200 SH OTR 01 0 60200 0 VECTRUS INC COM 92242T101 1148 37243 SH SOLE 37243 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 652 737000 PRN SOLE 737000 0 0 VENTAS INC COM 92276F100 2805 49261 SH OTR 01 0 49261 0 VENTAS INC COM 92276F100 479 8405 SH SOLE 8405 0 0 VERA BRADLEY INC COM 92335C106 673 47900 SH OTR 01 0 47900 0 VERA BRADLEY INC COM 92335C106 487 34700 SH SOLE 34700 0 0 VEREIT INC COM 92339V100 4987 670313 SH OTR 01 0 670313 0 VEREIT INC COM 92339V100 265 35634 SH SOLE 35634 0 0 VERINT SYS INC COM 92343X100 577 13000 SH SOLE 13000 0 0 VERINT SYS INC COM 92343X100 816 18400 SH OTR 01 0 18400 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 28786 29182000 PRN OTR 01 0 29182000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 78 79000 PRN OTR 4 79000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 13358 13565000 PRN SOLE 12762000 0 803000 VERISIGN INC COM 92343E102 9140 66514 SH OTR 01 0 66514 0 VERISIGN INC COM 92343E102 718 5224 SH SOLE 5224 0 0 VERISK ANALYTICS INC COM 92345Y106 2312 21476 SH OTR 01 0 21476 0 VERISK ANALYTICS INC COM 92345Y106 395 3665 SH SOLE 3665 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 37437 744131 SH OTR 01 0 744131 0 VERIZON COMMUNICATIONS INC COM 92343V104 11215 222926 SH SOLE 222926 0 0 VERSO CORP CL A 92531L207 2500 114900 SH OTR 01 0 114900 0 VERSO CORP CL A 92531L207 1793 82400 SH SOLE 82400 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 5988 35230 SH OTR 01 0 35230 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1022 6012 SH SOLE 6012 0 0 VIACOM INC NEW CL A 92553P102 239 6744 SH OTR 01 0 6744 0 VIACOM INC NEW CL B 92553P201 14024 464999 SH OTR 01 0 464999 0 VIACOM INC NEW CL B 92553P201 1130 37477 SH SOLE 37477 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 24533 24248000 PRN OTR 01 0 24248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 48 48000 PRN OTR 4 48000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 7255 7182000 PRN SOLE 6703000 0 479000 VICI PPTYS INC COM 925652109 1848 89512 SH OTR 01 0 89512 0 VIRTU FINL INC CL A 928254101 1030 38796 SH OTR 01 0 38796 0 VISA INC COM CL A 92826C839 22049 166473 SH SOLE 166473 0 0 VISA INC COM CL A 92826C839 76768 579603 SH OTR 01 0 579603 0 VISTRA ENERGY CORP COM 92840M102 1431 60498 SH SOLE 60498 0 0 VISTRA ENERGY CORP COM 92840M102 17263 729639 SH OTR 01 0 729639 0 VMWARE INC CL A COM 928563402 8911 60630 SH OTR 01 0 60630 0 VMWARE INC CL A COM 928563402 48 329 SH SOLE 329 0 0 VONAGE HLDGS CORP COM 92886T201 1228 95300 SH OTR 01 0 95300 0 VONAGE HLDGS CORP COM 92886T201 888 68922 SH SOLE 68922 0 0 VORNADO RLTY TR SH BEN INT 929042109 3403 46039 SH OTR 01 0 46039 0 VORNADO RLTY TR SH BEN INT 929042109 302 4083 SH SOLE 4083 0 0 VULCAN MATLS CO COM 929160109 2358 18274 SH OTR 01 0 18274 0 VULCAN MATLS CO COM 929160109 403 3120 SH SOLE 3120 0 0 W & T OFFSHORE INC COM 92922P106 1509 211000 SH SOLE 211000 0 0 W & T OFFSHORE INC COM 92922P106 2934 410400 SH OTR 01 0 410400 0 W P CAREY INC COM 92936U109 2028 30564 SH OTR 01 0 30564 0 W R BERKLEY CORPORATION COM 084423102 8295 114559 SH OTR 01 0 114559 0 W R BERKLEY CORPORATION COM 084423102 650 8980 SH SOLE 8980 0 0 WABASH NATL CORP COM 929566107 306 16400 SH OTR 01 0 16400 0 WABASH NATL CORP COM 929566107 228 12243 SH SOLE 12243 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 11519 191942 SH OTR 01 0 191942 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4877 81266 SH SOLE 81266 0 0 WALMART INC COM 931142103 37119 433376 SH OTR 01 0 433376 0 WALMART INC COM 931142103 19983 233305 SH SOLE 233305 0 0 WARRIOR MET COAL INC COM 93627C101 2492 90400 SH OTR 01 0 90400 0 WARRIOR MET COAL INC COM 93627C101 1627 59000 SH SOLE 59000 0 0 WASTE MGMT INC DEL COM 94106L109 11310 139050 SH OTR 01 0 139050 0 WASTE MGMT INC DEL COM 94106L109 8190 100693 SH SOLE 100693 0 0 WATERS CORP COM 941848103 358 1849 SH SOLE 1849 0 0 WATERS CORP COM 941848103 3536 18263 SH OTR 01 0 18263 0 WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 800 620000 PRN SOLE 620000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 126 128000 PRN OTR 4 128000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 20904 21207000 PRN SOLE 19862000 0 1345000 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 41853 42420000 PRN OTR 01 0 42420000 0 WEB COM GROUP INC COM 94733A104 3487 134900 SH OTR 01 0 134900 0 WEB COM GROUP INC COM 94733A104 1833 70900 SH SOLE 70900 0 0 WEC ENERGY GROUP INC COM 92939U106 15849 245151 SH OTR 01 0 245151 0 WEC ENERGY GROUP INC COM 92939U106 1364 21091 SH SOLE 21091 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 30592 124237 SH OTR 01 0 124237 0 WELLCARE HEALTH PLANS INC COM 94946T106 7531 30583 SH SOLE 30583 0 0 WELLS FARGO CO NEW COM 949746101 64664 1166385 SH OTR 01 0 1166385 0 WELLS FARGO CO NEW COM 949746101 26173 472102 SH SOLE 472102 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 24968 19816 SH OTR 01 0 19816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 68 54 SH OTR 4 54 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 18672 14822 SH SOLE 14299 0 523 WELLTOWER INC COM 95040Q104 3419 54540 SH OTR 01 0 54540 0 WELLTOWER INC COM 95040Q104 550 8775 SH SOLE 8775 0 0 WESBANCO INC COM 950810101 1450 32200 SH OTR 01 0 32200 0 WESBANCO INC COM 950810101 1042 23142 SH SOLE 23142 0 0 WESCO INTL INC COM 95082P105 360 6300 SH OTR 01 0 6300 0 WEST BANCORPORATION INC CAP STK 95123P106 273 10850 SH OTR 01 0 10850 0 WEST BANCORPORATION INC CAP STK 95123P106 208 8290 SH SOLE 8290 0 0 WESTERN DIGITAL CORP COM 958102105 32841 424246 SH OTR 01 0 424246 0 WESTERN DIGITAL CORP COM 958102105 11057 142843 SH SOLE 142843 0 0 WESTERN UN CO COM 959802109 17988 884783 SH OTR 01 0 884783 0 WESTERN UN CO COM 959802109 7136 351002 SH SOLE 351002 0 0 WESTLAKE CHEM CORP COM 960413102 8430 78324 SH OTR 01 0 78324 0 WESTLAKE CHEM CORP COM 960413102 600 5579 SH SOLE 5579 0 0 WESTROCK CO COM 96145D105 2022 35455 SH OTR 01 0 35455 0 WESTROCK CO COM 96145D105 345 6050 SH SOLE 6050 0 0 WEYERHAEUSER CO COM 962166104 5038 138192 SH OTR 01 0 138192 0 WEYERHAEUSER CO COM 962166104 713 19559 SH SOLE 19559 0 0 WHIRLPOOL CORP COM 963320106 1305 8921 SH OTR 01 0 8921 0 WHIRLPOOL CORP COM 963320106 223 1522 SH SOLE 1522 0 0 WHITING PETE CORP NEW COM NEW 966387409 664 12593 SH SOLE 12593 0 0 WHITING PETE CORP NEW COM NEW 966387409 9030 171283 SH OTR 01 0 171283 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1139 1190000 PRN SOLE 1190000 0 0 WILEY JOHN & SONS INC CL A 968223206 93 1491 SH SOLE 1491 0 0 WILEY JOHN & SONS INC CL A 968223206 2665 42711 SH OTR 01 0 42711 0 WILLIAMS COS INC DEL COM 969457100 3102 114429 SH OTR 01 0 114429 0 WILLIAMS COS INC DEL COM 969457100 529 19527 SH SOLE 19527 0 0 WILLIAMS SONOMA INC COM 969904101 11793 192129 SH OTR 01 0 192129 0 WILLIAMS SONOMA INC COM 969904101 2395 39013 SH SOLE 39013 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1304 845000 PRN SOLE 845000 0 0 WORLD ACCEP CORP DEL COM 981419104 266 2400 SH OTR 01 0 2400 0 WORLD ACCEP CORP DEL COM 981419104 196 1762 SH SOLE 1762 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 93 86000 PRN OTR 4 86000 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7550 6974000 PRN SOLE 6102000 0 872000 WYNDHAM DESTINATIONS INC COM 98310W108 2903 65569 SH OTR 01 0 65569 0 WYNDHAM DESTINATIONS INC COM 98310W108 1121 25329 SH SOLE 25329 0 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 3857 65569 SH OTR 01 0 65569 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 1490 25329 SH SOLE 25329 0 0 WYNN RESORTS LTD COM 983134107 2420 14461 SH SOLE 14461 0 0 WYNN RESORTS LTD COM 983134107 15510 92684 SH OTR 01 0 92684 0 XCEL ENERGY INC COM 98389B100 21261 465443 SH OTR 01 0 465443 0 XCEL ENERGY INC COM 98389B100 6972 152629 SH SOLE 152629 0 0 XENCOR INC COM 98401F105 371 10031 SH OTR 01 0 10031 0 XENCOR INC COM 98401F105 244 6590 SH SOLE 6590 0 0 XENIA HOTELS & RESORTS INC COM 984017103 2536 104100 SH OTR 01 0 104100 0 XENIA HOTELS & RESORTS INC COM 984017103 1836 75368 SH SOLE 75368 0 0 XEROX CORP COM NEW 984121608 710 29576 SH OTR 01 0 29576 0 XEROX CORP COM NEW 984121608 121 5047 SH SOLE 5047 0 0 XILINX INC COM 983919101 2286 35034 SH OTR 01 0 35034 0 XILINX INC COM 983919101 390 5978 SH SOLE 5978 0 0 XO GROUP INC COM 983772104 237 7400 SH OTR 01 0 7400 0 XO GROUP INC COM 983772104 186 5800 SH SOLE 5800 0 0 XPERI CORP COM 98421B100 1686 104700 SH OTR 01 0 104700 0 XPERI CORP COM 98421B100 769 47750 SH SOLE 47750 0 0 XPO LOGISTICS INC COM 983793100 42636 425594 SH OTR 01 0 425594 0 XPO LOGISTICS INC COM 983793100 1194 11915 SH SOLE 11915 0 0 XYLEM INC COM 98419M100 286 4246 SH SOLE 4246 0 0 XYLEM INC COM 98419M100 1676 24875 SH OTR 01 0 24875 0 YAHOO INC NOTE 12/0 984332AF3 2719 1990000 PRN SOLE 1990000 0 0 YUM BRANDS INC COM 988498101 596 7625 SH SOLE 7625 0 0 YUM BRANDS INC COM 988498101 4882 62417 SH OTR 01 0 62417 0 YUM CHINA HLDGS INC COM 98850P109 18090 470369 SH OTR 01 0 470369 0 YUM CHINA HLDGS INC COM 98850P109 1287 33458 SH SOLE 33458 0 0 ZAGG INC COM 98884U108 1727 99800 SH OTR 01 0 99800 0 ZAGG INC COM 98884U108 948 54800 SH SOLE 54800 0 0 ZAYO GROUP HLDGS INC COM 98919V105 110 3010 SH SOLE 3010 0 0 ZAYO GROUP HLDGS INC COM 98919V105 905 24795 SH OTR 01 0 24795 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 591 4129 SH SOLE 4129 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 8955 62514 SH OTR 01 0 62514 0 ZENDESK INC COM 98936J101 327 6000 SH OTR 01 0 6000 0 ZENDESK INC COM 98936J101 234 4300 SH SOLE 4300 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 100 79000 PRN OTR 4 79000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 8237 6495000 PRN SOLE 5667000 0 828000 ZIMMER BIOMET HLDGS INC COM 98956P102 3170 28446 SH OTR 01 0 28446 0 ZIMMER BIOMET HLDGS INC COM 98956P102 534 4796 SH SOLE 4796 0 0 ZIONS BANCORPORATION COM 989701107 1436 27252 SH OTR 01 0 27252 0 ZIONS BANCORPORATION COM 989701107 245 4650 SH SOLE 4650 0 0 ZIX CORP COM 98974P100 308 57200 SH SOLE 57200 0 0 ZIX CORP COM 98974P100 419 77700 SH OTR 01 0 77700 0 ZOES KITCHEN INC COM 98979J109 311 31900 SH OTR 01 0 31900 0 ZOES KITCHEN INC COM 98979J109 215 22000 SH SOLE 22000 0 0 ZOETIS INC CL A 98978V103 5832 68460 SH OTR 01 0 68460 0 ZOETIS INC CL A 98978V103 987 11584 SH SOLE 11584 0 0 ZUMIEZ INC COM 989817101 619 24700 SH SOLE 24700 0 0 ZUMIEZ INC COM 989817101 862 34400 SH OTR 01 0 34400 0