0001085146-19-002701.txt : 20191101 0001085146-19-002701.hdr.sgml : 20191101 20191101171155 ACCESSION NUMBER: 0001085146-19-002701 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191101 DATE AS OF CHANGE: 20191101 EFFECTIVENESS DATE: 20191101 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: 191187576 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 false false 0000061227 XXXXXXXX 09-30-2019 09-30-2019 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 10-18-2019 7 2897 16401499 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. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC 7 0001415996 028-13712 IndexIQ Advisors LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M CO COM 88579Y101 3468 21093 SH SOLE 21093 0 0 3M CO COM 88579Y101 14366 87385 SH OTR 01 0 87385 0 AARONS INC COM PAR $0.50 002535300 4614 71797 SH OTR 01 0 71797 0 AARONS INC COM PAR $0.50 002535300 2223 34587 SH OTR 05 0 34587 0 AARONS INC COM PAR $0.50 002535300 1245 19377 SH SOLE 19377 0 0 ABBOTT LABS COM 002824100 28285 338052 SH OTR 01 0 338052 0 ABBOTT LABS COM 002824100 2553 30508 SH OTR 05 0 30508 0 ABBOTT LABS COM 002824100 8529 101932 SH SOLE 101932 0 0 ABBVIE INC COM 00287Y109 5548 73267 SH SOLE 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05338G106 659 9800 SH OTR 01 0 9800 0 AVALARA INC COM 05338G106 126 1873 SH SOLE 1873 0 0 AVALONBAY CMNTYS INC COM 053484101 8132 37765 SH OTR 01 0 37765 0 AVALONBAY CMNTYS INC COM 053484101 1357 6300 SH SOLE 6300 0 0 AVANTOR INC COM 05352A100 2413 164130 SH OTR 01 0 164130 0 AVANTOR INC COM 05352A100 286 19487 SH SOLE 19487 0 0 AVAYA HLDGS CORP COM 05351X101 1725 168629 SH OTR 01 0 168629 0 AVAYA HLDGS CORP COM 05351X101 332 32440 SH SOLE 32440 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 417 487000 PRN SOLE 487000 0 0 AVERY DENNISON CORP COM 053611109 1233 10859 SH OTR 01 0 10859 0 AVERY DENNISON CORP COM 053611109 293 2578 SH SOLE 2578 0 0 AVID TECHNOLOGY INC COM 05367P100 404 65308 SH OTR 01 0 65308 0 AVID TECHNOLOGY INC COM 05367P100 74 11900 SH SOLE 11900 0 0 AVNET INC COM 053807103 1466 32949 SH OTR 05 0 32949 0 AVNET INC COM 053807103 1849 41574 SH SOLE 41574 0 0 AVNET INC COM 053807103 13662 307112 SH OTR 01 0 307112 0 AVX CORP NEW COM 002444107 238 15651 SH OTR 01 0 15651 0 AVX CORP NEW COM 002444107 43 2800 SH SOLE 2800 0 0 AXA EQUITABLE HLDGS INC COM 054561105 9887 446150 SH OTR 01 0 446150 0 AXA EQUITABLE HLDGS INC COM 054561105 1832 82671 SH SOLE 82671 0 0 AZZ INC COM 002474104 1322 30359 SH OTR 01 0 30359 0 AZZ INC COM 002474104 240 5500 SH SOLE 5500 0 0 BAIDU INC SPON ADR REP A 056752108 639 6223 SH OTR 01 0 6223 0 BAIDU INC SPON ADR REP A 056752108 175 1700 SH SOLE 1700 0 0 BAKER HUGHES A GE CO CL A 05722G100 464 19998 SH SOLE 19998 0 0 BAKER HUGHES A GE CO CL A 05722G100 1714 73890 SH OTR 01 0 73890 0 BALL CORP COM 058498106 8987 123433 SH OTR 01 0 123433 0 BALL CORP COM 058498106 1568 21542 SH SOLE 21542 0 0 BANCO MACRO SA SPON ADR B 05961W105 1 31 SH OTR 01 0 31 0 BANCO MACRO SA SPON ADR B 05961W105 554 21300 SH SOLE 21300 0 0 BANCORP INC DEL COM 05969A105 2966 299555 SH OTR 01 0 299555 0 BANCORP INC DEL COM 05969A105 563 56851 SH SOLE 56851 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 40624 27109 SH OTR 01 0 27109 0 BANK AMER CORP 7.25%CNV PFD L 060505682 55639 37134 SH SOLE 37134 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 159 106 SH OTR 04 10 96 0 BANK AMER CORP COM 060505104 6657 228216 SH OTR 05 0 228216 0 BANK AMER CORP COM 060505104 72051 2470029 SH OTR 01 0 2470029 0 BANK AMER CORP COM 060505104 15777 540852 SH SOLE 540852 0 0 BANK COMM HLDGS COM 06424J103 98 8998 SH OTR 01 0 8998 0 BANK COMM HLDGS COM 06424J103 21 1931 SH SOLE 1931 0 0 BANK NEW YORK MELLON CORP COM 064058100 6450 142677 SH OTR 01 0 142677 0 BANK NEW YORK MELLON CORP COM 064058100 2233 49393 SH SOLE 49393 0 0 BANK OZK COM 06417N103 4689 171938 SH OTR 01 0 171938 0 BANK OZK COM 06417N103 862 31612 SH SOLE 31612 0 0 BARNES & NOBLE ED INC COM 06777U101 137 43800 SH SOLE 43800 0 0 BARNES & NOBLE ED INC COM 06777U101 721 231100 SH OTR 01 0 231100 0 BARRETT BUSINESS SERVICES IN COM 068463108 580 6534 SH SOLE 6534 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 3029 34107 SH OTR 01 0 34107 0 BASSETT FURNITURE INDS INC COM 070203104 196 12800 SH OTR 01 0 12800 0 BASSETT FURNITURE INDS INC COM 070203104 37 2400 SH SOLE 2400 0 0 BAXTER INTL INC COM 071813109 7475 85459 SH OTR 01 0 85459 0 BAXTER INTL INC COM 071813109 2370 27099 SH SOLE 27099 0 0 BAYCOM CORP COM 07272M107 304 13402 SH OTR 01 0 13402 0 BAYCOM CORP COM 07272M107 61 2700 SH SOLE 2700 0 0 BB&T CORP COM 054937107 6780 127045 SH OTR 01 0 127045 0 BB&T CORP COM 054937107 1433 26854 SH SOLE 26854 0 0 BBX CAP CORP NEW CL A 05491N104 61 13000 SH OTR 01 0 13000 0 BBX CAP CORP NEW CL A 05491N104 12 2600 SH SOLE 2600 0 0 BCB BANCORP INC COM 055298103 121 9405 SH SOLE 9405 0 0 BCB BANCORP INC COM 055298103 669 52117 SH OTR 01 0 52117 0 BEAZER HOMES USA INC COM NEW 07556Q881 3087 207200 SH OTR 01 0 207200 0 BEAZER HOMES USA INC COM NEW 07556Q881 584 39200 SH SOLE 39200 0 0 BECTON DICKINSON & CO COM 075887109 10279 40633 SH OTR 01 0 40633 0 BECTON DICKINSON & CO COM 075887109 2438 9637 SH SOLE 9637 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 34465 556290 SH OTR 01 0 556290 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 96 1550 SH OTR 04 154 1396 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 39245 633348 SH SOLE 633348 0 0 BELDEN INC COM 077454106 597 11200 SH SOLE 11200 0 0 BELDEN INC COM 077454106 3165 59334 SH OTR 01 0 59334 0 BENCHMARK ELECTRS INC COM 08160H101 535 18400 SH SOLE 18400 0 0 BENCHMARK ELECTRS INC COM 08160H101 2816 96890 SH OTR 01 0 96890 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 78375 376768 SH OTR 01 0 376768 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9359 44991 SH OTR 05 0 44991 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21532 103509 SH SOLE 103509 0 0 BERRY GLOBAL GROUP INC COM 08579W103 5213 132745 SH OTR 01 0 132745 0 BERRY GLOBAL GROUP INC COM 08579W103 560 14254 SH SOLE 14254 0 0 BEST BUY INC COM 086516101 24732 358483 SH OTR 01 0 358483 0 BEST BUY INC COM 086516101 2313 33526 SH OTR 05 0 33526 0 BEST BUY INC COM 086516101 3719 53910 SH SOLE 53910 0 0 BG STAFFING INC COM 05544A109 773 40472 SH OTR 01 0 40472 0 BG STAFFING INC COM 05544A109 146 7666 SH SOLE 7666 0 0 BIO RAD LABS INC CL A 090572207 82 246 SH SOLE 246 0 0 BIO RAD LABS INC CL A 090572207 566 1700 SH OTR 01 0 1700 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 2144 509300 SH OTR 01 0 509300 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 407 96600 SH SOLE 96600 0 0 BIOGEN INC COM 09062X103 12736 54702 SH OTR 01 0 54702 0 BIOGEN INC COM 09062X103 2331 10014 SH OTR 05 0 10014 0 BIOGEN INC COM 09062X103 2926 12569 SH SOLE 12569 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 162 2400 SH OTR 01 0 2400 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 128 1897 SH SOLE 1897 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 91 93000 PRN OTR 04 9000 84000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 46435 47133000 PRN OTR 01 0 47133000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 51354 52110000 PRN SOLE 52110000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1871 1812000 PRN SOLE 1812000 0 0 BLACKBAUD INC COM 09227Q100 2050 22687 SH OTR 01 0 22687 0 BLACKBAUD INC COM 09227Q100 388 4300 SH SOLE 4300 0 0 BLACKLINE INC COM 09239B109 3067 64156 SH OTR 01 0 64156 0 BLACKLINE INC COM 09239B109 583 12200 SH SOLE 12200 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 502 34857 SH OTR 01 0 34857 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2702 187485 SH SOLE 187485 0 0 BLACKROCK INC COM 09247X101 1947 4369 SH SOLE 4369 0 0 BLACKROCK INC COM 09247X101 9094 20406 SH OTR 01 0 20406 0 BLACKROCK INC COM 09247X101 211 474 SH OTR 05 0 474 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 629 40431 SH OTR 01 0 40431 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 4299 276282 SH SOLE 276282 0 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 1032 81807 SH SOLE 81807 0 0 BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3968 167704 SH SOLE 167704 0 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 260 18120 SH OTR 01 0 18120 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 70 4861 SH SOLE 4861 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 11649 821500 SH SOLE 821500 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 802 70702 SH OTR 01 0 70702 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 1151 101543 SH SOLE 101543 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 7947 558453 SH SOLE 558453 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 933 68572 SH SOLE 68572 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1345 99381 SH SOLE 99381 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 953 70458 SH OTR 01 0 70458 0 BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 250 19526 SH SOLE 19526 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 4474 486305 SH SOLE 486305 0 0 BLACKROCK MUNIY QUALITY FD I COM 09254G108 734 56581 SH SOLE 56581 0 0 BLACKROCK MUNIYIELD N J FD I COM 09254Y109 475 31029 SH SOLE 31029 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 992 75941 SH SOLE 75941 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254F100 1004 66750 SH SOLE 66750 0 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 330 23851 SH OTR 01 0 23851 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6350 451928 SH SOLE 451928 0 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 362 25594 SH SOLE 25594 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 412 28807 SH OTR 01 0 28807 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 622 43470 SH SOLE 43470 0 0 BLOCK H & R INC COM 093671105 12629 534676 SH OTR 01 0 534676 0 BLOCK H & R INC COM 093671105 1003 42475 SH OTR 05 0 42475 0 BLOCK H & R INC COM 093671105 1950 82571 SH SOLE 82571 0 0 BLOOMIN BRANDS INC COM 094235108 1968 103976 SH OTR 01 0 103976 0 BLOOMIN BRANDS INC COM 094235108 377 19914 SH SOLE 19914 0 0 BLUE BIRD CORP COM 095306106 485 25474 SH OTR 01 0 25474 0 BLUE BIRD CORP COM 095306106 95 5000 SH SOLE 5000 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2268 30869 SH OTR 01 0 30869 0 BLUEPRINT MEDICINES CORP COM 09627Y109 423 5753 SH SOLE 5753 0 0 BMC STK HLDGS INC COM 05591B109 3552 135666 SH OTR 01 0 135666 0 BMC STK HLDGS INC COM 05591B109 675 25800 SH SOLE 25800 0 0 BNY MELLON MUN INCOME INC COM 05589T104 3846 411326 SH SOLE 411326 0 0 BOEING CO COM 097023105 43195 113530 SH OTR 01 0 113530 0 BOEING CO COM 097023105 1654 4347 SH OTR 05 0 4347 0 BOEING CO COM 097023105 10386 27297 SH SOLE 27297 0 0 BOOKING HLDGS INC COM 09857L108 13242 6747 SH OTR 01 0 6747 0 BOOKING HLDGS INC COM 09857L108 265 135 SH OTR 05 0 135 0 BOOKING HLDGS INC COM 09857L108 3317 1690 SH SOLE 1690 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 15347 216089 SH OTR 01 0 216089 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1474 20758 SH SOLE 20758 0 0 BORGWARNER INC COM 099724106 977 26645 SH OTR 01 0 26645 0 BORGWARNER INC COM 099724106 213 5803 SH SOLE 5803 0 0 BOSTON BEER INC CL A 100557107 728 2000 SH SOLE 2000 0 0 BOSTON BEER INC CL A 100557107 3786 10400 SH OTR 01 0 10400 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 833 71500 SH OTR 01 0 71500 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 154 13200 SH SOLE 13200 0 0 BOSTON PROPERTIES INC COM 101121101 4473 34500 SH OTR 01 0 34500 0 BOSTON PROPERTIES INC COM 101121101 861 6638 SH SOLE 6638 0 0 BOSTON SCIENTIFIC CORP COM 101137107 7313 179727 SH OTR 01 0 179727 0 BOSTON SCIENTIFIC CORP COM 101137107 1990 48909 SH SOLE 48909 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 271 28893 SH SOLE 28893 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 1456 155097 SH OTR 01 0 155097 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 135 8883 SH SOLE 8883 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1759 116136 SH OTR 01 0 116136 0 BRIDGE BANCORP INC COM 108035106 1770 59864 SH OTR 01 0 59864 0 BRIDGE BANCORP INC COM 108035106 336 11351 SH SOLE 11351 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 489 40934 SH OTR 01 0 40934 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 96 8000 SH SOLE 8000 0 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 361 2365 SH OTR 01 0 2365 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 46 300 SH SOLE 300 0 0 BRIGHTCOVE INC COM 10921T101 791 75500 SH OTR 01 0 75500 0 BRIGHTCOVE INC COM 10921T101 147 14000 SH SOLE 14000 0 0 BRIGHTHOUSE FINL INC COM 10922N103 16575 409569 SH OTR 01 0 409569 0 BRIGHTHOUSE FINL INC COM 10922N103 1558 38503 SH OTR 05 0 38503 0 BRIGHTHOUSE FINL INC COM 10922N103 2846 70330 SH SOLE 70330 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 12179 240160 SH OTR 01 0 240160 0 BRISTOL MYERS SQUIBB CO COM 110122108 2939 57951 SH SOLE 57951 0 0 BROADCOM INC COM 11135F101 43346 157010 SH OTR 01 0 157010 0 BROADCOM INC COM 11135F101 4226 15307 SH OTR 05 0 15307 0 BROADCOM INC COM 11135F101 8079 29263 SH SOLE 29263 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1835 14745 SH OTR 01 0 14745 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 501 4026 SH SOLE 4026 0 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 2413 118337 SH OTR 01 0 118337 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 89 4371 SH SOLE 4371 0 0 BROWN FORMAN CORP CL B 115637209 1474 23484 SH OTR 01 0 23484 0 BROWN FORMAN CORP CL B 115637209 526 8374 SH SOLE 8374 0 0 BRUKER CORP COM 116794108 4574 104117 SH OTR 01 0 104117 0 BRUKER CORP COM 116794108 669 15237 SH SOLE 15237 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 3872 188200 SH OTR 01 0 188200 0 BUILDERS FIRSTSOURCE INC COM 12008R107 737 35800 SH SOLE 35800 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1483 17493 SH OTR 01 0 17493 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 454 5350 SH SOLE 5350 0 0 C&J ENERGY SVCS INC NEW COM 12674R100 1215 113200 SH OTR 01 0 113200 0 C&J ENERGY SVCS INC NEW COM 12674R100 233 21700 SH SOLE 21700 0 0 CABOT CORP COM 127055101 205 4528 SH SOLE 4528 0 0 CABOT CORP COM 127055101 2293 50604 SH OTR 01 0 50604 0 CABOT MICROELECTRONICS CORP COM 12709P103 438 3100 SH OTR 01 0 3100 0 CABOT MICROELECTRONICS CORP COM 12709P103 85 600 SH SOLE 600 0 0 CABOT OIL & GAS CORP COM 127097103 1874 106682 SH OTR 01 0 106682 0 CABOT OIL & GAS CORP COM 127097103 269 15309 SH SOLE 15309 0 0 CACI INTL INC CL A 127190304 13881 60022 SH OTR 01 0 60022 0 CACI INTL INC CL A 127190304 2091 9041 SH OTR 05 0 9041 0 CACI INTL INC CL A 127190304 2334 10094 SH SOLE 10094 0 0 CADENCE BANCORPORATION CL A 12739A100 3762 214500 SH OTR 01 0 214500 0 CADENCE BANCORPORATION CL A 12739A100 712 40600 SH SOLE 40600 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3904 59085 SH SOLE 59085 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2493 37722 SH OTR 05 0 37722 0 CADENCE DESIGN SYSTEM INC COM 127387108 24610 372422 SH OTR 01 0 372422 0 CAESARS ENTMT CORP COM 127686103 375 32129 SH SOLE 32129 0 0 CAESARS ENTMT CORP COM 127686103 3063 262711 SH OTR 01 0 262711 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 10812 6357000 PRN OTR 01 0 6357000 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 16705 9821638 PRN SOLE 9821638 0 0 CALAMP CORP COM 128126109 177 15383 SH OTR 01 0 15383 0 CALAMP CORP COM 128126109 29 2538 SH SOLE 2538 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 349 6600 SH OTR 01 0 6600 0 CALIFORNIA WTR SVC GROUP COM 130788102 69 1300 SH SOLE 1300 0 0 CAMDEN PPTY TR SH BEN INT 133131102 309 2787 SH SOLE 2787 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3559 32063 SH OTR 01 0 32063 0 CAMPBELL SOUP CO COM 134429109 1021 21758 SH OTR 01 0 21758 0 CAMPBELL SOUP CO COM 134429109 277 5903 SH SOLE 5903 0 0 CANNAE HLDGS INC COM 13765N107 2122 77249 SH OTR 01 0 77249 0 CANNAE HLDGS INC COM 13765N107 397 14436 SH SOLE 14436 0 0 CAPITAL ONE FINL CORP COM 14040H105 15436 169665 SH OTR 01 0 169665 0 CAPITAL ONE FINL CORP COM 14040H105 2728 29990 SH OTR 05 0 29990 0 CAPITAL ONE FINL CORP COM 14040H105 3569 39232 SH SOLE 39232 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 295 17800 SH OTR 01 0 17800 0 CAPSTAR FINL HLDGS INC COM 14070T102 56 3400 SH SOLE 3400 0 0 CARDINAL HEALTH INC COM 14149Y108 1146 24288 SH SOLE 24288 0 0 CARDINAL HEALTH INC COM 14149Y108 7106 150575 SH OTR 01 0 150575 0 CARDINAL HEALTH INC COM 14149Y108 207 4394 SH OTR 05 0 4394 0 CAREER EDUCATION CORP COM 141665109 505 31800 SH SOLE 31800 0 0 CAREER EDUCATION CORP COM 141665109 2679 168600 SH OTR 01 0 168600 0 CARETRUST REIT INC COM 14174T107 609 25900 SH OTR 01 0 25900 0 CARETRUST REIT INC COM 14174T107 125 5300 SH SOLE 5300 0 0 CARMAX INC COM 143130102 1880 21364 SH OTR 01 0 21364 0 CARMAX INC COM 143130102 537 6107 SH SOLE 6107 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 3601 82382 SH OTR 01 0 82382 0 CARNIVAL CORP UNIT 99/99/9999 143658300 634 14507 SH SOLE 14507 0 0 CARRIAGE SVCS INC COM 143905107 329 16100 SH OTR 01 0 16100 0 CARRIAGE SVCS INC COM 143905107 61 3000 SH SOLE 3000 0 0 CASS INFORMATION SYS INC COM 14808P109 265 4900 SH OTR 01 0 4900 0 CASS INFORMATION SYS INC COM 14808P109 49 900 SH SOLE 900 0 0 CATALENT INC COM 148806102 204 4286 SH SOLE 4286 0 0 CATALENT INC COM 148806102 1015 21300 SH OTR 01 0 21300 0 CATERPILLAR INC DEL COM 149123101 10922 86467 SH OTR 01 0 86467 0 CATERPILLAR INC DEL COM 149123101 2618 20724 SH SOLE 20724 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 2969 25839 SH OTR 01 0 25839 0 CBOE GLOBAL MARKETS INC COM 12503M108 685 5958 SH OTR 05 0 5958 0 CBOE GLOBAL MARKETS INC COM 12503M108 773 6723 SH SOLE 6723 0 0 CBRE GROUP INC CL A 12504L109 10223 192846 SH OTR 01 0 192846 0 CBRE GROUP INC CL A 12504L109 759 14316 SH OTR 05 0 14316 0 CBRE GROUP INC CL A 12504L109 1569 29593 SH SOLE 29593 0 0 CBS CORP NEW CL B 124857202 1704 42221 SH OTR 01 0 42221 0 CBS CORP NEW CL B 124857202 500 12394 SH SOLE 12394 0 0 CDK GLOBAL INC COM 12508E101 18043 375202 SH OTR 01 0 375202 0 CDK GLOBAL INC COM 12508E101 1636 34015 SH OTR 05 0 34015 0 CDK GLOBAL INC COM 12508E101 2009 41770 SH SOLE 41770 0 0 CDW CORP COM 12514G108 18848 152939 SH OTR 01 0 152939 0 CDW CORP COM 12514G108 2324 18861 SH SOLE 18861 0 0 CELANESE CORP DEL COM 150870103 1952 15965 SH OTR 01 0 15965 0 CELANESE CORP DEL COM 150870103 577 4721 SH SOLE 4721 0 0 CELGENE CORP COM 151020104 10242 103144 SH OTR 01 0 103144 0 CELGENE CORP COM 151020104 2557 25752 SH SOLE 25752 0 0 CENTENE CORP DEL COM 15135B101 18315 423381 SH OTR 01 0 423381 0 CENTENE CORP DEL COM 15135B101 1650 38152 SH OTR 05 0 38152 0 CENTENE CORP DEL COM 15135B101 2888 66758 SH SOLE 66758 0 0 CENTERPOINT ENERGY INC COM 15189T107 18046 597943 SH OTR 01 0 597943 0 CENTERPOINT ENERGY INC COM 15189T107 2540 84169 SH OTR 05 0 84169 0 CENTERPOINT ENERGY INC COM 15189T107 3120 103389 SH SOLE 103389 0 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2633 50200 SH SOLE 50200 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3191 115100 SH OTR 01 0 115100 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 602 21700 SH SOLE 21700 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 1407 16065 SH OTR 01 0 16065 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 265 3021 SH SOLE 3021 0 0 CENTURY CASINOS INC COM 156492100 136 17600 SH SOLE 17600 0 0 CENTURY CASINOS INC COM 156492100 727 94000 SH OTR 01 0 94000 0 CENTURYLINK INC COM 156700106 526 42185 SH SOLE 42185 0 0 CENTURYLINK INC COM 156700106 2515 201530 SH OTR 01 0 201530 0 CERNER CORP COM 156782104 23369 342802 SH OTR 01 0 342802 0 CERNER CORP COM 156782104 2207 32373 SH OTR 05 0 32373 0 CERNER CORP COM 156782104 3003 44058 SH SOLE 44058 0 0 CEVA INC COM 157210105 299 10000 SH OTR 01 0 10000 0 CEVA INC COM 157210105 60 2000 SH SOLE 2000 0 0 CF INDS HLDGS INC COM 125269100 12996 264154 SH OTR 01 0 264154 0 CF INDS HLDGS INC COM 125269100 2160 43896 SH OTR 05 0 43896 0 CF INDS HLDGS INC COM 125269100 2471 50218 SH SOLE 50218 0 0 CHANNELADVISOR CORP COM 159179100 116 12400 SH OTR 01 0 12400 0 CHANNELADVISOR CORP COM 159179100 21 2200 SH SOLE 2200 0 0 CHARLES RIV LABS INTL INC COM 159864107 836 6318 SH SOLE 6318 0 0 CHARLES RIV LABS INTL INC COM 159864107 8339 62996 SH OTR 01 0 62996 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 15660 37998 SH OTR 01 0 37998 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 470 1140 SH OTR 05 0 1140 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2345 5690 SH SOLE 5690 0 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 611 477000 PRN SOLE 477000 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1132 1458000 PRN SOLE 1458000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 121 9239 SH OTR 01 0 9239 0 CHERRY HILL MTG INVT CORP COM 164651101 22 1645 SH SOLE 1645 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 962 1583000 PRN SOLE 1583000 0 0 CHEVRON CORP NEW COM 166764100 49779 419723 SH OTR 01 0 419723 0 CHEVRON CORP NEW COM 166764100 6523 55002 SH OTR 05 0 55002 0 CHEVRON CORP NEW COM 166764100 14589 123013 SH SOLE 123013 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 13951 16599 SH OTR 01 0 16599 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 80 95 SH OTR 05 0 95 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1568 1866 SH SOLE 1866 0 0 CHURCH & DWIGHT INC COM 171340102 2393 31809 SH OTR 01 0 31809 0 CHURCH & DWIGHT INC COM 171340102 721 9578 SH SOLE 9578 0 0 CHUYS HLDGS INC COM 171604101 881 35600 SH OTR 01 0 35600 0 CHUYS HLDGS INC COM 171604101 168 6800 SH SOLE 6800 0 0 CIENA CORP COM NEW 171779309 178 4530 SH SOLE 4530 0 0 CIENA CORP COM NEW 171779309 785 20000 SH OTR 01 0 20000 0 CIGNA CORP NEW COM 125523100 2179 14356 SH SOLE 14356 0 0 CIGNA CORP NEW COM 125523100 9912 65303 SH OTR 01 0 65303 0 CIGNA CORP NEW COM 125523100 58 380 SH OTR 05 0 380 0 CIMAREX ENERGY CO COM 171798101 627 13074 SH OTR 01 0 13074 0 CIMAREX ENERGY CO COM 171798101 137 2851 SH SOLE 2851 0 0 CINCINNATI FINL CORP COM 172062101 4035 34582 SH OTR 01 0 34582 0 CINCINNATI FINL CORP COM 172062101 725 6214 SH SOLE 6214 0 0 CINTAS CORP COM 172908105 11225 41869 SH OTR 01 0 41869 0 CINTAS CORP COM 172908105 1463 5456 SH SOLE 5456 0 0 CIRRUS LOGIC INC COM 172755100 680 12700 SH SOLE 12700 0 0 CIRRUS LOGIC INC COM 172755100 3636 67859 SH OTR 01 0 67859 0 CISCO SYS INC COM 17275R102 11187 226403 SH SOLE 226403 0 0 CISCO SYS INC COM 17275R102 1990 40279 SH OTR 05 0 40279 0 CISCO SYS INC COM 17275R102 48220 975915 SH OTR 01 0 975915 0 CITIGROUP INC COM NEW 172967424 26085 377605 SH OTR 01 0 377605 0 CITIGROUP INC COM NEW 172967424 854 12364 SH OTR 05 0 12364 0 CITIGROUP INC COM NEW 172967424 6783 98185 SH SOLE 98185 0 0 CITIZENS FINL GROUP INC COM 174610105 2054 58073 SH OTR 01 0 58073 0 CITIZENS FINL GROUP INC COM 174610105 591 16702 SH SOLE 16702 0 0 CITRIX SYS INC COM 177376100 1538 15939 SH OTR 01 0 15939 0 CITRIX SYS INC COM 177376100 440 4561 SH SOLE 4561 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 241 11070 SH SOLE 11070 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 1307 60129 SH OTR 01 0 60129 0 CLEAN ENERGY FUELS CORP COM 184499101 449 217440 SH OTR 01 0 217440 0 CLEAN ENERGY FUELS CORP COM 184499101 81 39000 SH SOLE 39000 0 0 CLEAN HARBORS INC COM 184496107 14069 182242 SH OTR 01 0 182242 0 CLEAN HARBORS INC COM 184496107 728 9427 SH OTR 05 0 9427 0 CLEAN HARBORS INC COM 184496107 1753 22701 SH SOLE 22701 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 10653 9810000 PRN OTR 01 0 9810000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 13881 12783000 PRN SOLE 12783000 0 0 CLOROX CO DEL COM 189054109 2471 16271 SH OTR 01 0 16271 0 CLOROX CO DEL COM 189054109 762 5020 SH SOLE 5020 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 338 790000 PRN SOLE 790000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 550 630000 PRN SOLE 630000 0 0 CME GROUP INC COM 12572Q105 2593 12269 SH SOLE 12269 0 0 CME GROUP INC COM 12572Q105 11465 54250 SH OTR 01 0 54250 0 CMS ENERGY CORP COM 125896100 2635 41197 SH OTR 01 0 41197 0 CMS ENERGY CORP COM 125896100 657 10281 SH SOLE 10281 0 0 COCA COLA CO COM 191216100 40645 746594 SH OTR 01 0 746594 0 COCA COLA CO COM 191216100 1979 36348 SH OTR 05 0 36348 0 COCA COLA CO COM 191216100 9965 183052 SH SOLE 183052 0 0 COCA COLA CONSOLIDATED INC COM 191098102 3409 11218 SH OTR 01 0 11218 0 COCA COLA CONSOLIDATED INC COM 191098102 612 2014 SH SOLE 2014 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1187 19692 SH SOLE 19692 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5964 98958 SH OTR 01 0 98958 0 COLGATE PALMOLIVE CO COM 194162103 9668 131516 SH OTR 01 0 131516 0 COLGATE PALMOLIVE CO COM 194162103 2336 31784 SH SOLE 31784 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 1247 43800 SH OTR 01 0 43800 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 239 8400 SH SOLE 8400 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 750 758000 PRN SOLE 758000 0 0 COLONY CAP INC NEW CL A COM 19626G108 6406 1064193 SH OTR 01 0 1064193 0 COLONY CAP INC NEW CL A COM 19626G108 261 43436 SH SOLE 43436 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 761 571000 PRN SOLE 571000 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 1893 89508 SH OTR 01 0 89508 0 COLUMBIA PPTY TR INC COM NEW 198287203 161 7626 SH SOLE 7626 0 0 COMCAST CORP NEW CL A 20030N101 61350 1360917 SH OTR 01 0 1360917 0 COMCAST CORP NEW CL A 20030N101 13452 298407 SH SOLE 298407 0 0 COMCAST CORP NEW CL A 20030N101 6129 135968 SH OTR 05 0 135968 0 COMERICA INC COM 200340107 1456 22058 SH OTR 01 0 22058 0 COMERICA INC COM 200340107 396 6008 SH SOLE 6008 0 0 COMMERCIAL VEH GROUP INC COM 202608105 2955 409781 SH OTR 01 0 409781 0 COMMERCIAL VEH GROUP INC COM 202608105 561 77800 SH SOLE 77800 0 0 COMMVAULT SYSTEMS INC COM 204166102 702 15701 SH OTR 01 0 15701 0 COMMVAULT SYSTEMS INC COM 204166102 130 2900 SH SOLE 2900 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 1288 56950 SH OTR 01 0 56950 0 COMPUTER PROGRAMS & SYS INC COM 205306103 237 10500 SH SOLE 10500 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 345 10600 SH OTR 01 0 10600 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 65 2000 SH SOLE 2000 0 0 CONAGRA BRANDS INC COM 205887102 561 18283 SH SOLE 18283 0 0 CONAGRA BRANDS INC COM 205887102 1923 62684 SH OTR 01 0 62684 0 CONCHO RES INC COM 20605P101 1758 25895 SH OTR 01 0 25895 0 CONCHO RES INC COM 20605P101 487 7177 SH SOLE 7177 0 0 CONMED CORP COM 207410101 3788 39400 SH OTR 01 0 39400 0 CONMED CORP COM 207410101 712 7400 SH SOLE 7400 0 0 CONNECTONE BANCORP INC NEW COM 20786W107 1634 73600 SH OTR 01 0 73600 0 CONNECTONE BANCORP INC NEW COM 20786W107 315 14200 SH SOLE 14200 0 0 CONOCOPHILLIPS COM 20825C104 4821 84611 SH SOLE 84611 0 0 CONOCOPHILLIPS COM 20825C104 3421 60036 SH OTR 05 0 60036 0 CONOCOPHILLIPS COM 20825C104 20143 353510 SH OTR 01 0 353510 0 CONSOLIDATED EDISON INC COM 209115104 1281 13561 SH OTR 05 0 13561 0 CONSOLIDATED EDISON INC COM 209115104 2273 24065 SH SOLE 24065 0 0 CONSOLIDATED EDISON INC COM 209115104 13427 142134 SH OTR 01 0 142134 0 CONSTELLATION BRANDS INC CL A 21036P108 5967 28786 SH OTR 01 0 28786 0 CONSTELLATION BRANDS INC CL A 21036P108 1278 6164 SH SOLE 6164 0 0 COOPER COS INC COM NEW 216648402 12161 40945 SH OTR 01 0 40945 0 COOPER COS INC COM NEW 216648402 1137 3829 SH OTR 05 0 3829 0 COOPER COS INC COM NEW 216648402 2471 8321 SH SOLE 8321 0 0 COPART INC COM 217204106 568 7066 SH SOLE 7066 0 0 COPART INC COM 217204106 2240 27885 SH OTR 01 0 27885 0 CORE MARK HOLDING CO INC COM 218681104 3276 102016 SH OTR 01 0 102016 0 CORE MARK HOLDING CO INC COM 218681104 617 19219 SH SOLE 19219 0 0 COREPOINT LODGING INC COM 21872L104 379 37495 SH OTR 01 0 37495 0 COREPOINT LODGING INC COM 21872L104 62 6179 SH SOLE 6179 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 2753 50219 SH OTR 01 0 50219 0 CORNERSTONE ONDEMAND INC COM 21925Y103 510 9300 SH SOLE 9300 0 0 CORNING INC COM 219350105 2875 100792 SH OTR 01 0 100792 0 CORNING INC COM 219350105 777 27254 SH SOLE 27254 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2457 82505 SH OTR 01 0 82505 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 222 7446 SH SOLE 7446 0 0 CORTEVA INC COM 22052L104 623 22260 SH SOLE 22260 0 0 CORTEVA INC COM 22052L104 4092 146150 SH OTR 01 0 146150 0 CORVEL CORP COM 221006109 129 1700 SH SOLE 1700 0 0 CORVEL CORP COM 221006109 734 9700 SH OTR 01 0 9700 0 COSTAR GROUP INC COM 22160N109 178 300 SH OTR 01 0 300 0 COSTAR GROUP INC COM 22160N109 144 243 SH SOLE 243 0 0 COSTCO WHSL CORP NEW COM 22160K105 36390 126305 SH OTR 01 0 126305 0 COSTCO WHSL CORP NEW COM 22160K105 2409 8362 SH OTR 05 0 8362 0 COSTCO WHSL CORP NEW COM 22160K105 7351 25514 SH SOLE 25514 0 0 COTY INC COM CL A 222070203 401 38167 SH OTR 01 0 38167 0 COTY INC COM CL A 222070203 95 9064 SH SOLE 9064 0 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 1053 361000 PRN SOLE 361000 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 2901 17837 SH OTR 01 0 17837 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 106 651 SH OTR 05 0 651 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 571 3512 SH SOLE 3512 0 0 CRAFT BREW ALLIANCE INC COM 224122101 330 40322 SH OTR 01 0 40322 0 CRAFT BREW ALLIANCE INC COM 224122101 61 7506 SH SOLE 7506 0 0 CRAWFORD & CO CL A 224633206 467 42900 SH OTR 01 0 42900 0 CRAWFORD & CO CL A 224633206 90 8300 SH SOLE 8300 0 0 CRAWFORD & CO CL B 224633107 119 11829 SH OTR 01 0 11829 0 CRAWFORD & CO CL B 224633107 26 2557 SH SOLE 2557 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 666 605000 PRN SOLE 605000 0 0 CROCS INC COM 227046109 275 9900 SH OTR 01 0 9900 0 CROCS INC COM 227046109 44 1600 SH SOLE 1600 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 708 68700 SH OTR 01 0 68700 0 CROSS CTRY HEALTHCARE INC COM 227483104 137 13300 SH SOLE 13300 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 18775 14838 SH OTR 01 0 14838 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 23163 18306 SH SOLE 18306 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 8920 64170 SH OTR 01 0 64170 0 CROWN CASTLE INTL CORP NEW COM 22822V101 427 3073 SH OTR 05 0 3073 0 CROWN CASTLE INTL CORP NEW COM 22822V101 3294 23695 SH SOLE 23695 0 0 CRYOLIFE INC COM 228903100 236 8700 SH OTR 01 0 8700 0 CRYOLIFE INC COM 228903100 43 1600 SH SOLE 1600 0 0 CSG SYS INTL INC COM 126349109 780 15100 SH OTR 01 0 15100 0 CSG SYS INTL INC COM 126349109 145 2800 SH SOLE 2800 0 0 CSX CORP COM 126408103 9402 135729 SH OTR 01 0 135729 0 CSX CORP COM 126408103 1853 26750 SH SOLE 26750 0 0 CUBESMART COM 229663109 94 2692 SH SOLE 2692 0 0 CUBESMART COM 229663109 1171 33546 SH OTR 01 0 33546 0 CUMMINS INC COM 231021106 21170 130140 SH OTR 01 0 130140 0 CUMMINS INC COM 231021106 2739 16835 SH OTR 05 0 16835 0 CUMMINS INC COM 231021106 4444 27318 SH SOLE 27318 0 0 CURTISS WRIGHT CORP COM 231561101 8706 67292 SH OTR 01 0 67292 0 CURTISS WRIGHT CORP COM 231561101 1086 8393 SH OTR 05 0 8393 0 CURTISS WRIGHT CORP COM 231561101 1505 11636 SH SOLE 11636 0 0 CUSTOMERS BANCORP INC COM 23204G100 3013 145278 SH OTR 01 0 145278 0 CUSTOMERS BANCORP INC COM 23204G100 576 27783 SH SOLE 27783 0 0 CUTERA INC COM 232109108 1315 45000 SH OTR 01 0 45000 0 CUTERA INC COM 232109108 251 8600 SH SOLE 8600 0 0 CVR ENERGY INC COM 12662P108 649 14744 SH SOLE 14744 0 0 CVR ENERGY INC COM 12662P108 3449 78333 SH OTR 01 0 78333 0 CVS HEALTH CORP COM 126650100 12023 190629 SH OTR 01 0 190629 0 CVS HEALTH CORP COM 126650100 2893 45867 SH SOLE 45867 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 2443 104677 SH OTR 01 0 104677 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 13618 11208000 PRN SOLE 11208000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 12240 10074000 PRN OTR 01 0 10074000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3152 1808000 PRN OTR 01 0 1808000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 49 28000 PRN OTR 04 3000 25000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 1226 702000 PRN SOLE 702000 0 0 CYRUSONE INC COM 23283R100 204 2583 SH OTR 01 0 2583 0 CYRUSONE INC COM 23283R100 11 145 SH SOLE 145 0 0 D R HORTON INC COM 23331A109 2293 43496 SH OTR 01 0 43496 0 D R HORTON INC COM 23331A109 638 12109 SH SOLE 12109 0 0 DANA INCORPORATED COM 235825205 3549 245800 SH OTR 01 0 245800 0 DANA INCORPORATED COM 235825205 671 46500 SH SOLE 46500 0 0 DANAHER CORPORATION COM 235851102 21580 149418 SH OTR 01 0 149418 0 DANAHER CORPORATION COM 235851102 2848 19722 SH OTR 05 0 19722 0 DANAHER CORPORATION COM 235851102 6488 44920 SH SOLE 44920 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 110546 20051000 PRN SOLE 20051000 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 281 51000 PRN OTR 04 5000 46000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 100294 18193000 PRN OTR 01 0 18193000 0 DARDEN RESTAURANTS INC COM 237194105 2342 19808 SH OTR 05 0 19808 0 DARDEN RESTAURANTS INC COM 237194105 3636 30760 SH SOLE 30760 0 0 DARDEN RESTAURANTS INC COM 237194105 22807 192924 SH OTR 01 0 192924 0 DAVITA INC COM 23918K108 713 12493 SH OTR 01 0 12493 0 DAVITA INC COM 23918K108 158 2766 SH SOLE 2766 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 1990 73452 SH OTR 01 0 73452 0 DECKERS OUTDOOR CORP COM 243537107 4527 30723 SH OTR 01 0 30723 0 DECKERS OUTDOOR CORP COM 243537107 870 5905 SH SOLE 5905 0 0 DEERE & CO COM 244199105 1872 11099 SH SOLE 11099 0 0 DEERE & CO COM 244199105 8385 49709 SH OTR 01 0 49709 0 DELAWARE INV MN MUN INC FD I COM 24610V103 7396 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3445 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 3954 108932 SH OTR 01 0 108932 0 DELEK US HLDGS INC NEW COM 24665A103 752 20719 SH SOLE 20719 0 0 DELL TECHNOLOGIES INC CL C 24703L202 2466 47559 SH OTR 01 0 47559 0 DELL TECHNOLOGIES INC CL C 24703L202 154 2963 SH SOLE 2963 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 29866 518513 SH OTR 01 0 518513 0 DELTA AIR LINES INC DEL COM NEW 247361702 280 4868 SH OTR 05 0 4868 0 DELTA AIR LINES INC DEL COM NEW 247361702 1496 25968 SH SOLE 25968 0 0 DENNYS CORP COM 24869P104 722 31700 SH OTR 01 0 31700 0 DENNYS CORP COM 24869P104 132 5800 SH SOLE 5800 0 0 DENTSPLY SIRONA INC COM 24906P109 13130 246298 SH OTR 01 0 246298 0 DENTSPLY SIRONA INC COM 24906P109 3134 58779 SH SOLE 58779 0 0 DENTSPLY SIRONA INC COM 24906P109 1808 33924 SH OTR 05 0 33924 0 DEVON ENERGY CORP NEW COM 25179M103 7279 302517 SH OTR 01 0 302517 0 DEVON ENERGY CORP NEW COM 25179M103 912 37925 SH SOLE 37925 0 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 732 460000 PRN SOLE 460000 0 0 DHI GROUP INC COM 23331S100 1504 390600 SH OTR 01 0 390600 0 DHI GROUP INC COM 23331S100 288 74700 SH SOLE 74700 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1891 21036 SH OTR 01 0 21036 0 DIAMONDBACK ENERGY INC COM 25278X109 525 5842 SH SOLE 5842 0 0 DIEBOLD NXDF INC COM 253651103 75 6700 SH SOLE 6700 0 0 DIEBOLD NXDF INC COM 253651103 398 35500 SH OTR 01 0 35500 0 DIGITAL RLTY TR INC COM 253868103 6551 50465 SH OTR 01 0 50465 0 DIGITAL RLTY TR INC COM 253868103 1197 9222 SH SOLE 9222 0 0 DIME CMNTY BANCSHARES COM 253922108 3028 141412 SH OTR 01 0 141412 0 DIME CMNTY BANCSHARES COM 253922108 574 26813 SH SOLE 26813 0 0 DIODES INC COM 254543101 749 18659 SH OTR 01 0 18659 0 DIODES INC COM 254543101 142 3527 SH SOLE 3527 0 0 DISCOVER FINL SVCS COM 254709108 21200 261439 SH OTR 01 0 261439 0 DISCOVER FINL SVCS COM 254709108 2667 32889 SH OTR 05 0 32889 0 DISCOVER FINL SVCS COM 254709108 3523 43449 SH SOLE 43449 0 0 DISCOVERY INC COM SER A 25470F104 201 7551 SH SOLE 7551 0 0 DISCOVERY INC COM SER A 25470F104 542 20359 SH OTR 01 0 20359 0 DISCOVERY INC COM SER C 25470F302 270 10959 SH SOLE 10959 0 0 DISCOVERY INC COM SER C 25470F302 1128 45821 SH OTR 01 0 45821 0 DISH NETWORK CORP CL A 25470M109 2009 58974 SH OTR 01 0 58974 0 DISH NETWORK CORP CL A 25470M109 331 9714 SH SOLE 9714 0 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 28416 32200000 PRN OTR 01 0 32200000 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29916 33900000 PRN SOLE 33900000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 47904 52160000 PRN OTR 01 0 52160000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 93 101000 PRN OTR 04 10000 91000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 57938 63065000 PRN SOLE 63065000 0 0 DISNEY WALT CO COM DISNEY 254687106 2855 21904 SH OTR 05 0 21904 0 DISNEY WALT CO COM DISNEY 254687106 12161 93313 SH SOLE 93313 0 0 DISNEY WALT CO COM DISNEY 254687106 39649 304244 SH OTR 01 0 304244 0 DOLLAR GEN CORP NEW COM 256677105 369 2324 SH OTR 05 0 2324 0 DOLLAR GEN CORP NEW COM 256677105 2461 15482 SH SOLE 15482 0 0 DOLLAR GEN CORP NEW COM 256677105 13879 87324 SH OTR 01 0 87324 0 DOLLAR TREE INC COM 256746108 3486 30533 SH OTR 01 0 30533 0 DOLLAR TREE INC COM 256746108 980 8582 SH SOLE 8582 0 0 DOMINION ENERGY INC COM 25746U109 10082 124404 SH OTR 01 0 124404 0 DOMINION ENERGY INC COM 25746U109 2396 29567 SH SOLE 29567 0 0 DOMTAR CORP COM NEW 257559203 444 12400 SH OTR 01 0 12400 0 DOMTAR CORP COM NEW 257559203 126 3517 SH SOLE 3517 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 51 4100 SH SOLE 4100 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 274 22200 SH OTR 01 0 22200 0 DONNELLEY R R & SONS CO COM 257867200 259 68600 SH SOLE 68600 0 0 DONNELLEY R R & SONS CO COM 257867200 1375 364751 SH OTR 01 0 364751 0 DOVER CORP COM 260003108 2005 20139 SH OTR 01 0 20139 0 DOVER CORP COM 260003108 449 4510 SH SOLE 4510 0 0 DOW INC COM 260557103 8482 178000 SH OTR 01 0 178000 0 DOW INC COM 260557103 698 14656 SH OTR 05 0 14656 0 DOW INC COM 260557103 1651 34647 SH SOLE 34647 0 0 DROPBOX INC CL A 26210C104 14065 697339 SH OTR 01 0 697339 0 DROPBOX INC CL A 26210C104 788 39051 SH SOLE 39051 0 0 DTE ENERGY CO COM 233331107 438 3293 SH OTR 05 0 3293 0 DTE ENERGY CO COM 233331107 1700 12788 SH SOLE 12788 0 0 DTE ENERGY CO COM 233331107 10968 82492 SH OTR 01 0 82492 0 DUCOMMUN INC DEL COM 264147109 538 12692 SH SOLE 12692 0 0 DUCOMMUN INC DEL COM 264147109 2821 66536 SH OTR 01 0 66536 0 DUKE ENERGY CORP NEW COM NEW 26441C204 11050 115270 SH OTR 01 0 115270 0 DUKE ENERGY CORP NEW COM NEW 26441C204 188 1965 SH OTR 05 0 1965 0 DUKE ENERGY CORP NEW COM NEW 26441C204 2662 27770 SH SOLE 27770 0 0 DUKE REALTY CORP COM NEW 264411505 6376 187707 SH OTR 01 0 187707 0 DUKE REALTY CORP COM NEW 264411505 801 23577 SH OTR 05 0 23577 0 DUKE REALTY CORP COM NEW 264411505 1221 35958 SH SOLE 35958 0 0 DUPONT DE NEMOURS INC COM 26614N102 1043 14632 SH OTR 05 0 14632 0 DUPONT DE NEMOURS INC COM 26614N102 2956 41456 SH SOLE 41456 0 0 DUPONT DE NEMOURS INC COM 26614N102 11313 158649 SH OTR 01 0 158649 0 DWS MUN INCOME TR NEW COM 233368109 1107 95537 SH SOLE 95537 0 0 DWS MUN INCOME TR NEW COM 233368109 1443 124496 SH OTR 01 0 124496 0 DXC TECHNOLOGY CO COM 23355L106 6546 221882 SH OTR 01 0 221882 0 DXC TECHNOLOGY CO COM 23355L106 926 31386 SH OTR 05 0 31386 0 DXC TECHNOLOGY CO COM 23355L106 1322 44826 SH SOLE 44826 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 546 566000 PRN SOLE 566000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 1359 31102 SH OTR 01 0 31102 0 E TRADE FINANCIAL CORP COM NEW 269246401 389 8904 SH SOLE 8904 0 0 EAGLE BANCORP INC MD COM 268948106 379 8500 SH SOLE 8500 0 0 EAGLE BANCORP INC MD COM 268948106 1923 43100 SH OTR 01 0 43100 0 EAST WEST BANCORP INC COM 27579R104 2646 59736 SH OTR 01 0 59736 0 EAST WEST BANCORP INC COM 27579R104 328 7406 SH SOLE 7406 0 0 EASTGROUP PPTY INC COM 277276101 4749 37983 SH OTR 01 0 37983 0 EASTGROUP PPTY INC COM 277276101 900 7200 SH SOLE 7200 0 0 EASTMAN CHEMICAL CO COM 277432100 1308 17718 SH OTR 01 0 17718 0 EASTMAN CHEMICAL CO COM 277432100 421 5708 SH SOLE 5708 0 0 EATON VANCE MUN BD FD COM 27827X101 2054 158461 SH OTR 01 0 158461 0 EATON VANCE MUN BD FD COM 27827X101 11 858 SH SOLE 858 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1794 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 165 13241 SH OTR 01 0 13241 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5990 481489 SH SOLE 481489 0 0 EBAY INC COM 278642103 21850 560555 SH OTR 01 0 560555 0 EBAY INC COM 278642103 3933 100898 SH SOLE 100898 0 0 EBAY INC COM 278642103 2726 69940 SH OTR 05 0 69940 0 EBIX INC COM NEW 278715206 2704 64239 SH OTR 01 0 64239 0 EBIX INC COM NEW 278715206 512 12162 SH SOLE 12162 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19241 19241000 PRN OTR 01 0 19241000 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 21819 21819000 PRN SOLE 21819000 0 0 ECHOSTAR CORP CL A 278768106 4197 105937 SH OTR 01 0 105937 0 ECHOSTAR CORP CL A 278768106 372 9393 SH SOLE 9393 0 0 ECOLAB INC COM 278865100 3161 15961 SH SOLE 15961 0 0 ECOLAB INC COM 278865100 11896 60069 SH OTR 01 0 60069 0 ECOLAB INC COM 278865100 2150 10858 SH OTR 05 0 10858 0 EDISON INTL COM 281020107 3510 46537 SH OTR 01 0 46537 0 EDISON INTL COM 281020107 965 12798 SH SOLE 12798 0 0 EDITAS MEDICINE INC COM 28106W103 1165 51234 SH OTR 01 0 51234 0 EDITAS MEDICINE INC COM 28106W103 220 9692 SH SOLE 9692 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 7440 33833 SH OTR 01 0 33833 0 EDWARDS LIFESCIENCES CORP COM 28176E108 63 287 SH OTR 05 0 287 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2000 9093 SH SOLE 9093 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 658 24739 SH OTR 01 0 24739 0 ELANCO ANIMAL HEALTH INC COM 28414H103 61 2300 SH SOLE 2300 0 0 ELECTRONIC ARTS INC COM 285512109 5419 55402 SH OTR 01 0 55402 0 ELECTRONIC ARTS INC COM 285512109 1030 10529 SH SOLE 10529 0 0 ELEVATE CREDIT INC COM 28621V101 501 119057 SH OTR 01 0 119057 0 ELEVATE CREDIT INC COM 28621V101 95 22670 SH SOLE 22670 0 0 EMCOR GROUP INC COM 29084Q100 5196 60339 SH OTR 01 0 60339 0 EMCOR GROUP INC COM 29084Q100 226 2625 SH OTR 05 0 2625 0 EMCOR GROUP INC COM 29084Q100 913 10600 SH SOLE 10600 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1727 33029 SH OTR 01 0 33029 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 337 6448 SH SOLE 6448 0 0 EMERSON ELEC CO COM 291011104 6827 102103 SH OTR 01 0 102103 0 EMERSON ELEC CO COM 291011104 1499 22420 SH SOLE 22420 0 0 EMPIRE ST RLTY TR INC CL A 292104106 2192 153584 SH OTR 01 0 153584 0 EMPIRE ST RLTY TR INC CL A 292104106 199 13959 SH SOLE 13959 0 0 EMPLOYERS HOLDINGS INC COM 292218104 2693 61804 SH OTR 01 0 61804 0 EMPLOYERS HOLDINGS INC COM 292218104 497 11400 SH SOLE 11400 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 198 3292 SH SOLE 3292 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 1050 17483 SH OTR 01 0 17483 0 ENCOMPASS HEALTH CORP COM 29261A100 467 7383 SH OTR 01 0 7383 0 ENCOMPASS HEALTH CORP COM 29261A100 221 3487 SH OTR 05 0 3487 0 ENCOMPASS HEALTH CORP COM 29261A100 158 2497 SH SOLE 2497 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 472 462000 PRN SOLE 462000 0 0 ENCORE WIRE CORP COM 292562105 3148 55935 SH OTR 01 0 55935 0 ENCORE WIRE CORP COM 292562105 595 10579 SH SOLE 10579 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 115 30600 SH OTR 01 0 30600 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 23 6200 SH SOLE 6200 0 0 ENOVA INTL INC COM 29357K103 2614 125968 SH OTR 01 0 125968 0 ENOVA INTL INC COM 29357K103 497 23936 SH SOLE 23936 0 0 ENPHASE ENERGY INC COM 29355A107 929 41800 SH OTR 01 0 41800 0 ENPHASE ENERGY INC COM 29355A107 173 7800 SH SOLE 7800 0 0 ENPRO INDS INC COM 29355X107 3343 48700 SH OTR 01 0 48700 0 ENPRO INDS INC COM 29355X107 625 9100 SH SOLE 9100 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 25375 37362000 PRN OTR 01 0 37362000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 67 99000 PRN OTR 04 10000 89000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 25390 37338000 PRN SOLE 37338000 0 0 ENSIGN GROUP INC COM 29358P101 3551 74861 SH OTR 01 0 74861 0 ENSIGN GROUP INC COM 29358P101 678 14300 SH SOLE 14300 0 0 ENTEGRIS INC COM 29362U104 15103 320921 SH OTR 01 0 320921 0 ENTEGRIS INC COM 29362U104 1109 23569 SH SOLE 23569 0 0 ENTERGY CORP NEW COM 29364G103 1435 12226 SH OTR 05 0 12226 0 ENTERGY CORP NEW COM 29364G103 2578 21970 SH SOLE 21970 0 0 ENTERGY CORP NEW COM 29364G103 14761 125775 SH OTR 01 0 125775 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1540 484328 SH OTR 01 0 484328 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 294 92419 SH SOLE 92419 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 12509 11556000 PRN OTR 01 0 11556000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 14900 13764000 PRN SOLE 13764000 0 0 EOG RES INC COM 26875P101 2390 32207 SH SOLE 32207 0 0 EOG RES INC COM 26875P101 11064 149066 SH OTR 01 0 149066 0 EOG RES INC COM 26875P101 802 10807 SH OTR 05 0 10807 0 EPAM SYS INC COM 29414B104 195 1070 SH SOLE 1070 0 0 EPAM SYS INC COM 29414B104 109 600 SH OTR 01 0 600 0 EPLUS INC COM 294268107 2547 33467 SH OTR 01 0 33467 0 EPLUS INC COM 294268107 482 6331 SH SOLE 6331 0 0 EPR PPTYS COM SH BEN INT 26884U109 2840 36944 SH OTR 01 0 36944 0 EPR PPTYS COM SH BEN INT 26884U109 364 4741 SH SOLE 4741 0 0 EQUIFAX INC COM 294429105 2191 15576 SH OTR 01 0 15576 0 EQUIFAX INC COM 294429105 603 4286 SH SOLE 4286 0 0 EQUINIX INC COM 29444U700 2840 4923 SH SOLE 4923 0 0 EQUINIX INC COM 29444U700 7166 12423 SH OTR 01 0 12423 0 EQUINIX INC COM 29444U700 197 342 SH OTR 05 0 342 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3675 27511 SH OTR 01 0 27511 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 343 2566 SH SOLE 2566 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 11321 131245 SH OTR 01 0 131245 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 353 4087 SH OTR 05 0 4087 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1759 20390 SH SOLE 20390 0 0 ESSEX PPTY TR INC COM 297178105 5803 17766 SH OTR 01 0 17766 0 ESSEX PPTY TR INC COM 297178105 19 57 SH OTR 05 0 57 0 ESSEX PPTY TR INC COM 297178105 924 2830 SH SOLE 2830 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 634 33200 SH OTR 01 0 33200 0 ETHAN ALLEN INTERIORS INC COM 297602104 126 6600 SH SOLE 6600 0 0 ETSY INC NOTE 3/0 29786AAC0 36856 21848000 PRN SOLE 21848000 0 0 ETSY INC NOTE 3/0 29786AAC0 87 52000 PRN OTR 04 5000 47000 0 ETSY INC NOTE 3/0 29786AAC0 31509 18688000 PRN OTR 01 0 18688000 0 EURONET WORLDWIDE INC COM 298736109 1247 8525 SH SOLE 8525 0 0 EURONET WORLDWIDE INC COM 298736109 13197 90203 SH OTR 01 0 90203 0 EVERCORE INC CLASS A 29977A105 4691 58567 SH OTR 01 0 58567 0 EVERCORE INC CLASS A 29977A105 1024 12782 SH SOLE 12782 0 0 EVERGY INC COM 30034W106 2718 40836 SH OTR 01 0 40836 0 EVERGY INC COM 30034W106 575 8636 SH SOLE 8636 0 0 EVERI HLDGS INC COM 30034T103 2910 343978 SH OTR 01 0 343978 0 EVERI HLDGS INC COM 30034T103 552 65200 SH SOLE 65200 0 0 EVERSOURCE ENERGY COM 30040W108 917 10732 SH SOLE 10732 0 0 EVERSOURCE ENERGY COM 30040W108 3652 42729 SH OTR 01 0 42729 0 EVERTEC INC COM 30040P103 860 27561 SH OTR 01 0 27561 0 EVERTEC INC COM 30040P103 161 5167 SH SOLE 5167 0 0 EXACT SCIENCES CORP COM 30063P105 172 1900 SH OTR 01 0 1900 0 EXACT SCIENCES CORP COM 30063P105 99 1090 SH SOLE 1090 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 29262 20707000 PRN OTR 01 0 20707000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 111 79000 PRN OTR 04 8000 71000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 32308 22853000 PRN SOLE 22853000 0 0 EXELIXIS INC COM 30161Q104 3120 176410 SH OTR 01 0 176410 0 EXELIXIS INC COM 30161Q104 223 12634 SH OTR 05 0 12634 0 EXELIXIS INC COM 30161Q104 406 22972 SH SOLE 22972 0 0 EXELON CORP COM 30161N101 2690 55679 SH SOLE 55679 0 0 EXELON CORP COM 30161N101 705 14583 SH OTR 05 0 14583 0 EXELON CORP COM 30161N101 9245 191376 SH OTR 01 0 191376 0 EXLSERVICE HOLDINGS INC COM 302081104 47 700 SH SOLE 700 0 0 EXLSERVICE HOLDINGS INC COM 302081104 241 3600 SH OTR 01 0 3600 0 EXPEDIA GROUP INC COM NEW 30212P303 27785 206718 SH OTR 01 0 206718 0 EXPEDIA GROUP INC COM NEW 30212P303 2576 19162 SH OTR 05 0 19162 0 EXPEDIA GROUP INC COM NEW 30212P303 4181 31105 SH SOLE 31105 0 0 EXPEDITORS INTL WASH INC COM 302130109 1638 22052 SH OTR 01 0 22052 0 EXPEDITORS INTL WASH INC COM 302130109 492 6619 SH SOLE 6619 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8328 568848 SH OTR 01 0 568848 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 949 64812 SH SOLE 64812 0 0 EXTERRAN CORP COM 30227H106 1194 91400 SH OTR 01 0 91400 0 EXTERRAN CORP COM 30227H106 226 17300 SH SOLE 17300 0 0 EXTRA SPACE STORAGE INC COM 30225T102 680 5821 SH SOLE 5821 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3382 28952 SH OTR 01 0 28952 0 EXTREME NETWORKS INC COM 30226D106 1330 182800 SH OTR 01 0 182800 0 EXTREME NETWORKS INC COM 30226D106 252 34600 SH SOLE 34600 0 0 EXXON MOBIL CORP COM 30231G102 50293 712266 SH OTR 01 0 712266 0 EXXON MOBIL CORP COM 30231G102 3674 52035 SH OTR 05 0 52035 0 EXXON MOBIL CORP COM 30231G102 14204 201166 SH SOLE 201166 0 0 EZCORP INC CL A NON VTG 302301106 608 94234 SH OTR 01 0 94234 0 EZCORP INC CL A NON VTG 302301106 113 17575 SH SOLE 17575 0 0 F M C CORP COM NEW 302491303 329 3755 SH SOLE 3755 0 0 F M C CORP COM NEW 302491303 2238 25530 SH OTR 01 0 25530 0 F5 NETWORKS INC COM 315616102 337 2400 SH SOLE 2400 0 0 F5 NETWORKS INC COM 315616102 1086 7731 SH OTR 01 0 7731 0 FACEBOOK INC CL A 30303M102 123651 694354 SH OTR 01 0 694354 0 FACEBOOK INC CL A 30303M102 10416 58490 SH OTR 05 0 58490 0 FACEBOOK INC CL A 30303M102 23699 133079 SH SOLE 133079 0 0 FAIR ISAAC CORP COM 303250104 1501 4946 SH OTR 01 0 4946 0 FAIR ISAAC CORP COM 303250104 269 887 SH SOLE 887 0 0 FARMERS NATL BANC CORP COM 309627107 632 43663 SH OTR 01 0 43663 0 FARMERS NATL BANC CORP COM 309627107 118 8159 SH SOLE 8159 0 0 FASTENAL CO COM 311900104 631 19313 SH SOLE 19313 0 0 FASTENAL CO COM 311900104 2413 73858 SH OTR 01 0 73858 0 FEDERAL AGRIC MTG CORP CL C 313148306 1176 14400 SH OTR 01 0 14400 0 FEDERAL AGRIC MTG CORP CL C 313148306 220 2700 SH SOLE 2700 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1433 10525 SH OTR 01 0 10525 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 405 2977 SH SOLE 2977 0 0 FEDERATED INVS INC PA CL B 314211103 4080 125900 SH OTR 01 0 125900 0 FEDERATED INVS INC PA CL B 314211103 775 23900 SH SOLE 23900 0 0 FEDEX CORP COM 31428X106 5953 40894 SH OTR 01 0 40894 0 FEDEX CORP COM 31428X106 1292 8873 SH SOLE 8873 0 0 FEDNAT HLDG CO COM 31431B109 355 25386 SH OTR 01 0 25386 0 FEDNAT HLDG CO COM 31431B109 67 4818 SH SOLE 4818 0 0 FIBROGEN INC COM 31572Q808 1803 48766 SH OTR 01 0 48766 0 FIBROGEN INC COM 31572Q808 345 9339 SH SOLE 9339 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8490 191165 SH OTR 01 0 191165 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 741 16693 SH SOLE 16693 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 13980 105300 SH OTR 01 0 105300 0 FIDELITY NATL INFORMATION SV COM 31620M106 533 4014 SH OTR 05 0 4014 0 FIDELITY NATL INFORMATION SV COM 31620M106 3025 22785 SH SOLE 22785 0 0 FIFTH THIRD BANCORP COM 316773100 5895 215295 SH OTR 01 0 215295 0 FIFTH THIRD BANCORP COM 316773100 962 35133 SH SOLE 35133 0 0 FINANCIAL INSTNS INC COM 317585404 2738 90731 SH OTR 01 0 90731 0 FINANCIAL INSTNS INC COM 317585404 520 17223 SH SOLE 17223 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 15720 15728000 PRN OTR 01 0 15728000 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 18672 18681000 PRN SOLE 18681000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 8542 9068000 PRN OTR 01 0 9068000 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 11923 12657000 PRN SOLE 12657000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1217 1229000 PRN SOLE 1229000 0 0 FIRST AMERN FINL CORP COM 31847R102 12846 217694 SH OTR 01 0 217694 0 FIRST AMERN FINL CORP COM 31847R102 1742 29522 SH OTR 05 0 29522 0 FIRST AMERN FINL CORP COM 31847R102 2042 34601 SH SOLE 34601 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 746 30999 SH OTR 01 0 30999 0 FIRST BUS FINL SVCS INC WIS COM 319390100 144 5967 SH SOLE 5967 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 524 35429 SH OTR 01 0 35429 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 95 6444 SH SOLE 6444 0 0 FIRST FNDTN INC COM 32026V104 3042 199160 SH OTR 01 0 199160 0 FIRST FNDTN INC COM 32026V104 582 38110 SH SOLE 38110 0 0 FIRST HAWAIIAN INC COM 32051X108 5282 197826 SH OTR 01 0 197826 0 FIRST HAWAIIAN INC COM 32051X108 451 16881 SH SOLE 16881 0 0 FIRST INTERNET BANCORP COM 320557101 1800 84056 SH OTR 01 0 84056 0 FIRST INTERNET BANCORP COM 320557101 341 15921 SH SOLE 15921 0 0 FIRST LONG IS CORP COM 320734106 1135 49885 SH OTR 01 0 49885 0 FIRST LONG IS CORP COM 320734106 210 9214 SH SOLE 9214 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 3595 184573 SH OTR 01 0 184573 0 FIRST MIDWEST BANCORP DEL COM 320867104 686 35200 SH SOLE 35200 0 0 FIRST NORTHWEST BANCORP COM 335834107 35 2000 SH SOLE 2000 0 0 FIRST NORTHWEST BANCORP COM 335834107 175 10100 SH OTR 01 0 10100 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2099 21704 SH OTR 01 0 21704 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 550 5689 SH SOLE 5689 0 0 FIRSTCASH INC COM 33767D105 1522 16600 SH OTR 01 0 16600 0 FIRSTCASH INC COM 33767D105 284 3100 SH SOLE 3100 0 0 FIRSTENERGY CORP COM 337932107 4511 93538 SH OTR 01 0 93538 0 FIRSTENERGY CORP COM 337932107 964 19993 SH SOLE 19993 0 0 FISERV INC COM 337738108 10384 100237 SH OTR 01 0 100237 0 FISERV INC COM 337738108 2277 21979 SH SOLE 21979 0 0 FIVE9 INC COM 338307101 1670 31076 SH OTR 01 0 31076 0 FIVE9 INC COM 338307101 319 5945 SH SOLE 5945 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 606 16224 SH SOLE 16224 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 3197 85598 SH OTR 01 0 85598 0 FLEETCOR TECHNOLOGIES INC COM 339041105 922 3214 SH SOLE 3214 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 3424 11941 SH OTR 01 0 11941 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 240 266000 PRN SOLE 266000 0 0 FLEXSTEEL INDS INC COM 339382103 348 23454 SH OTR 01 0 23454 0 FLEXSTEEL INDS INC COM 339382103 67 4500 SH SOLE 4500 0 0 FLIR SYS INC COM 302445101 919 17469 SH OTR 01 0 17469 0 FLIR SYS INC COM 302445101 199 3781 SH SOLE 3781 0 0 FLOWERS FOODS INC COM 343498101 3255 140730 SH OTR 01 0 140730 0 FLOWERS FOODS INC COM 343498101 94 4054 SH OTR 05 0 4054 0 FLOWERS FOODS INC COM 343498101 344 14853 SH SOLE 14853 0 0 FLOWSERVE CORP COM 34354P105 790 16903 SH OTR 01 0 16903 0 FLOWSERVE CORP COM 34354P105 173 3706 SH SOLE 3706 0 0 FLUENT INC COM 34380C102 131 47900 SH SOLE 47900 0 0 FLUENT INC COM 34380C102 697 255000 SH OTR 01 0 255000 0 FLUOR CORP NEW COM 343412102 8153 426177 SH OTR 01 0 426177 0 FLUOR CORP NEW COM 343412102 490 25628 SH SOLE 25628 0 0 FLUSHING FINL CORP COM 343873105 1430 70753 SH OTR 01 0 70753 0 FLUSHING FINL CORP COM 343873105 268 13255 SH SOLE 13255 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 2852 192750 SH OTR 01 0 192750 0 FLWS/1-800 FLOWERS CL A 68243Q106 541 36596 SH SOLE 36596 0 0 FORD MTR CO DEL COM 345370860 1261 137693 SH SOLE 137693 0 0 FORD MTR CO DEL COM 345370860 6109 666906 SH OTR 01 0 666906 0 FORTINET INC COM 34959E109 1310 17071 SH SOLE 17071 0 0 FORTINET INC COM 34959E109 332 4328 SH OTR 05 0 4328 0 FORTINET INC COM 34959E109 15771 205461 SH OTR 01 0 205461 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 5299 5874 SH OTR 01 0 5874 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 86 95 SH OTR 04 10 85 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 153 170 SH SOLE 170 0 0 FORTIVE CORP COM 34959J108 2608 38038 SH OTR 01 0 38038 0 FORTIVE CORP COM 34959J108 703 10256 SH SOLE 10256 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1625 29699 SH OTR 01 0 29699 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 378 6911 SH SOLE 6911 0 0 FOSTER L B CO COM 350060109 466 21501 SH SOLE 21501 0 0 FOSTER L B CO COM 350060109 2454 113236 SH OTR 01 0 113236 0 FOUNDATION BLDG MATLS INC COM 350392106 2416 155963 SH OTR 01 0 155963 0 FOUNDATION BLDG MATLS INC COM 350392106 457 29500 SH SOLE 29500 0 0 FOX CORP CL A COM 35137L105 1440 45676 SH OTR 01 0 45676 0 FOX CORP CL A COM 35137L105 495 15701 SH SOLE 15701 0 0 FOX CORP CL B COM 35137L204 8230 260940 SH OTR 01 0 260940 0 FOX CORP CL B COM 35137L204 930 29498 SH OTR 05 0 29498 0 FOX CORP CL B COM 35137L204 1261 39993 SH SOLE 39993 0 0 FRANKLIN FINL NETWORK INC COM 35352P104 1885 62395 SH OTR 01 0 62395 0 FRANKLIN FINL NETWORK INC COM 35352P104 355 11766 SH SOLE 11766 0 0 FRANKLIN RES INC COM 354613101 238 8241 SH SOLE 8241 0 0 FRANKLIN RES INC COM 354613101 1 24 SH OTR 05 0 24 0 FRANKLIN RES INC COM 354613101 1050 36392 SH OTR 01 0 36392 0 FRANKLIN STREET PPTYS CORP COM 35471R106 29 3400 SH SOLE 3400 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 176 20800 SH OTR 01 0 20800 0 FREEPORT-MCMORAN INC CL B 35671D857 1789 186975 SH OTR 01 0 186975 0 FREEPORT-MCMORAN INC CL B 35671D857 524 54798 SH SOLE 54798 0 0 FRONTDOOR INC COM 35905A109 4773 98265 SH OTR 01 0 98265 0 FRONTDOOR INC COM 35905A109 602 12391 SH SOLE 12391 0 0 FS BANCORP INC COM 30263Y104 1095 20853 SH OTR 01 0 20853 0 FS BANCORP INC COM 30263Y104 204 3892 SH SOLE 3892 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 593 485000 PRN SOLE 485000 0 0 FTS INTERNATIONAL INC COM 30283W104 409 182400 SH OTR 01 0 182400 0 FTS INTERNATIONAL INC COM 30283W104 81 36000 SH SOLE 36000 0 0 FUTUREFUEL CORPORATION COM 36116M106 87 7300 SH SOLE 7300 0 0 FUTUREFUEL CORPORATION COM 36116M106 428 35886 SH OTR 01 0 35886 0 GALLAGHER ARTHUR J & CO COM 363576109 2150 24007 SH OTR 01 0 24007 0 GALLAGHER ARTHUR J & CO COM 363576109 584 6518 SH SOLE 6518 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 3246 84878 SH OTR 01 0 84878 0 GAMING & LEISURE PPTYS INC COM 36467J108 293 7674 SH SOLE 7674 0 0 GAP INC COM 364760108 477 27503 SH OTR 01 0 27503 0 GAP INC COM 364760108 113 6517 SH SOLE 6517 0 0 GARTNER INC COM 366651107 1661 11614 SH OTR 01 0 11614 0 GARTNER INC COM 366651107 481 3364 SH SOLE 3364 0 0 GENERAL DYNAMICS CORP COM 369550108 6961 38093 SH OTR 01 0 38093 0 GENERAL DYNAMICS CORP COM 369550108 1524 8338 SH SOLE 8338 0 0 GENERAL ELECTRIC CO COM 369604103 11469 1282866 SH OTR 01 0 1282866 0 GENERAL ELECTRIC CO COM 369604103 2741 306548 SH SOLE 306548 0 0 GENERAL FIN CORP DEL COM 369822101 326 36837 SH OTR 01 0 36837 0 GENERAL FIN CORP DEL COM 369822101 66 7414 SH SOLE 7414 0 0 GENERAL MLS INC COM 370334104 7109 128966 SH OTR 01 0 128966 0 GENERAL MLS INC COM 370334104 614 11138 SH OTR 05 0 11138 0 GENERAL MLS INC COM 370334104 2031 36855 SH SOLE 36855 0 0 GENERAL MTRS CO COM 37045V100 7564 201821 SH OTR 01 0 201821 0 GENERAL MTRS CO COM 37045V100 1650 44030 SH SOLE 44030 0 0 GENIE ENERGY LTD CL B 372284208 579 77600 SH OTR 01 0 77600 0 GENIE ENERGY LTD CL B 372284208 108 14500 SH SOLE 14500 0 0 GENUINE PARTS CO COM 372460105 511 5131 SH SOLE 5131 0 0 GENUINE PARTS CO COM 372460105 1875 18825 SH OTR 01 0 18825 0 GENWORTH FINL INC COM CL A 37247D106 3617 822094 SH OTR 01 0 822094 0 GENWORTH FINL INC COM CL A 37247D106 686 155801 SH SOLE 155801 0 0 GEO GROUP INC NEW COM 36162J106 3504 202065 SH OTR 01 0 202065 0 GEO GROUP INC NEW COM 36162J106 664 38307 SH SOLE 38307 0 0 GILEAD SCIENCES INC COM 375558103 25674 405075 SH OTR 01 0 405075 0 GILEAD SCIENCES INC COM 375558103 3672 57937 SH OTR 05 0 57937 0 GILEAD SCIENCES INC COM 375558103 6238 98426 SH SOLE 98426 0 0 GLADSTONE COML CORP COM 376536108 1208 51400 SH OTR 01 0 51400 0 GLADSTONE COML CORP COM 376536108 226 9600 SH SOLE 9600 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1827 37654 SH OTR 01 0 37654 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 339 6983 SH SOLE 6983 0 0 GLOBAL PMTS INC COM 37940X102 9855 61983 SH OTR 01 0 61983 0 GLOBAL PMTS INC COM 37940X102 1989 12509 SH SOLE 12509 0 0 GLOBE LIFE INC COM 37959E102 1242 12965 SH OTR 01 0 12965 0 GLOBE LIFE INC COM 37959E102 275 2870 SH SOLE 2870 0 0 GLOBUS MED INC CL A 379577208 2157 42200 SH OTR 01 0 42200 0 GLOBUS MED INC CL A 379577208 419 8200 SH SOLE 8200 0 0 GMS INC COM 36251C103 617 21500 SH SOLE 21500 0 0 GMS INC COM 36251C103 3237 112700 SH OTR 01 0 112700 0 GODADDY INC CL A 380237107 12229 185348 SH OTR 01 0 185348 0 GODADDY INC CL A 380237107 1731 26228 SH SOLE 26228 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 10091 48696 SH OTR 01 0 48696 0 GOLDMAN SACHS GROUP INC COM 38141G104 2327 11231 SH SOLE 11231 0 0 GRAHAM HLDGS CO COM 384637104 1817 2739 SH OTR 01 0 2739 0 GRAHAM HLDGS CO COM 384637104 224 337 SH SOLE 337 0 0 GRAINGER W W INC COM 384802104 1695 5703 SH OTR 01 0 5703 0 GRAINGER W W INC COM 384802104 453 1526 SH SOLE 1526 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 3139 300363 SH OTR 01 0 300363 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 595 56900 SH SOLE 56900 0 0 GREAT SOUTHN BANCORP INC COM 390905107 182 3200 SH SOLE 3200 0 0 GREAT SOUTHN BANCORP INC COM 390905107 964 16934 SH OTR 01 0 16934 0 GROUP 1 AUTOMOTIVE INC COM 398905109 692 7500 SH SOLE 7500 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 3683 39900 SH OTR 01 0 39900 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 782 680000 PRN SOLE 680000 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 1954 67700 SH OTR 01 0 67700 0 H & E EQUIPMENT SERVICES INC COM 404030108 372 12900 SH SOLE 12900 0 0 HABIT RESTAURANTS INC COM CL A 40449J103 489 55903 SH OTR 01 0 55903 0 HABIT RESTAURANTS INC COM CL A 40449J103 94 10715 SH SOLE 10715 0 0 HAEMONETICS CORP COM 405024100 3469 27500 SH OTR 01 0 27500 0 HAEMONETICS CORP COM 405024100 669 5300 SH SOLE 5300 0 0 HALLADOR ENERGY COMPANY COM 40609P105 95 26249 SH SOLE 26249 0 0 HALLADOR ENERGY COMPANY COM 40609P105 478 132106 SH OTR 01 0 132106 0 HALLIBURTON CO COM 406216101 2728 144748 SH OTR 01 0 144748 0 HALLIBURTON CO COM 406216101 624 33129 SH SOLE 33129 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2194 114668 SH OTR 01 0 114668 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 413 21600 SH SOLE 21600 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 2038 131423 SH OTR 01 0 131423 0 HALOZYME THERAPEUTICS INC COM 40637H109 387 24955 SH SOLE 24955 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 3753 98000 SH OTR 01 0 98000 0 HANCOCK WHITNEY CORPORATION COM 410120109 724 18900 SH SOLE 18900 0 0 HANESBRANDS INC COM 410345102 714 46592 SH OTR 01 0 46592 0 HANESBRANDS INC COM 410345102 163 10619 SH SOLE 10619 0 0 HANGER INC COM NEW 41043F208 1357 66600 SH OTR 01 0 66600 0 HANGER INC COM NEW 41043F208 261 12800 SH SOLE 12800 0 0 HANMI FINL CORP COM NEW 410495204 2833 150874 SH OTR 01 0 150874 0 HANMI FINL CORP COM NEW 410495204 539 28693 SH SOLE 28693 0 0 HANOVER INS GROUP INC COM 410867105 5368 39603 SH OTR 01 0 39603 0 HANOVER INS GROUP INC COM 410867105 444 3279 SH SOLE 3279 0 0 HARLEY DAVIDSON INC COM 412822108 730 20293 SH OTR 01 0 20293 0 HARLEY DAVIDSON INC COM 412822108 166 4614 SH SOLE 4614 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4936 81445 SH OTR 01 0 81445 0 HARTFORD FINL SVCS GROUP INC COM 416515104 866 14296 SH SOLE 14296 0 0 HASBRO INC COM 418056107 475 4002 SH SOLE 4002 0 0 HASBRO INC COM 418056107 1797 15143 SH OTR 01 0 15143 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 846 18545 SH OTR 01 0 18545 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 10 226 SH SOLE 226 0 0 HAWKINS INC COM 420261109 1400 32939 SH OTR 01 0 32939 0 HAWKINS INC COM 420261109 259 6100 SH SOLE 6100 0 0 HCA HEALTHCARE INC COM 40412C101 10430 86617 SH OTR 01 0 86617 0 HCA HEALTHCARE INC COM 40412C101 1847 15340 SH OTR 05 0 15340 0 HCA HEALTHCARE INC COM 40412C101 2398 19917 SH SOLE 19917 0 0 HCP INC COM 40414L109 3780 106100 SH OTR 01 0 106100 0 HCP INC COM 40414L109 766 21508 SH SOLE 21508 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 1975 67214 SH OTR 01 0 67214 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 150 5116 SH SOLE 5116 0 0 HEALTHSTREAM INC COM 42222N103 2126 82126 SH OTR 01 0 82126 0 HEALTHSTREAM INC COM 42222N103 401 15500 SH SOLE 15500 0 0 HEICO CORP NEW CL A 422806208 1992 20472 SH OTR 01 0 20472 0 HEICO CORP NEW CL A 422806208 234 2406 SH SOLE 2406 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 2393 87652 SH OTR 01 0 87652 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 451 16532 SH SOLE 16532 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 15521 13254000 PRN OTR 01 0 13254000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 20839 17795000 PRN SOLE 17795000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 10057 9963000 PRN OTR 01 0 9963000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 74 73000 PRN OTR 04 8000 65000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 7268 7183000 PRN SOLE 7183000 0 0 HELMERICH & PAYNE INC COM 423452101 1238 30890 SH OTR 01 0 30890 0 HELMERICH & PAYNE INC COM 423452101 133 3326 SH SOLE 3326 0 0 HENRY JACK & ASSOC INC COM 426281101 430 2946 SH SOLE 2946 0 0 HENRY JACK & ASSOC INC COM 426281101 1450 9931 SH OTR 01 0 9931 0 HENRY SCHEIN INC COM 806407102 1760 27722 SH OTR 01 0 27722 0 HENRY SCHEIN INC COM 806407102 276 4342 SH SOLE 4342 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 14988 16025000 PRN OTR 01 0 16025000 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 19791 21160000 PRN SOLE 21160000 0 0 HERC HLDGS INC COM 42704L104 3288 70700 SH OTR 01 0 70700 0 HERC HLDGS INC COM 42704L104 619 13300 SH SOLE 13300 0 0 HERITAGE INS HLDGS INC COM 42727J102 250 16700 SH SOLE 16700 0 0 HERITAGE INS HLDGS INC COM 42727J102 1326 88691 SH OTR 01 0 88691 0 HERON THERAPEUTICS INC COM 427746102 225 12175 SH SOLE 12175 0 0 HERON THERAPEUTICS INC COM 427746102 1194 64551 SH OTR 01 0 64551 0 HERSHEY CO COM 427866108 17738 114449 SH OTR 01 0 114449 0 HERSHEY CO COM 427866108 2057 13271 SH OTR 05 0 13271 0 HERSHEY CO COM 427866108 2587 16692 SH SOLE 16692 0 0 HESS CORP COM 42809H107 2020 33404 SH OTR 01 0 33404 0 HESS CORP COM 42809H107 566 9364 SH SOLE 9364 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2632 173532 SH OTR 01 0 173532 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 801 52820 SH SOLE 52820 0 0 HEXCEL CORP NEW COM 428291108 159 1931 SH SOLE 1931 0 0 HEXCEL CORP NEW COM 428291108 1741 21198 SH OTR 01 0 21198 0 HIBBETT SPORTS INC COM 428567101 3664 160000 SH OTR 01 0 160000 0 HIBBETT SPORTS INC COM 428567101 696 30400 SH SOLE 30400 0 0 HILL ROM HLDGS INC COM 431475102 16399 155843 SH OTR 01 0 155843 0 HILL ROM HLDGS INC COM 431475102 1132 10757 SH OTR 05 0 10757 0 HILL ROM HLDGS INC COM 431475102 2411 22910 SH SOLE 22910 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 6240 67013 SH OTR 01 0 67013 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 116 1244 SH OTR 05 0 1244 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 1279 13735 SH SOLE 13735 0 0 HMS HLDGS CORP COM 40425J101 3869 112259 SH OTR 01 0 112259 0 HMS HLDGS CORP COM 40425J101 734 21300 SH SOLE 21300 0 0 HOLLYFRONTIER CORP COM 436106108 2555 47626 SH OTR 05 0 47626 0 HOLLYFRONTIER CORP COM 436106108 3463 64559 SH SOLE 64559 0 0 HOLLYFRONTIER CORP COM 436106108 13362 249102 SH OTR 01 0 249102 0 HOLOGIC INC COM 436440101 18972 375767 SH OTR 01 0 375767 0 HOLOGIC INC COM 436440101 2075 41101 SH OTR 05 0 41101 0 HOLOGIC INC COM 436440101 2875 56948 SH SOLE 56948 0 0 HOME DEPOT INC COM 437076102 53272 229603 SH OTR 01 0 229603 0 HOME DEPOT INC COM 437076102 4078 17575 SH OTR 05 0 17575 0 HOME DEPOT INC COM 437076102 13001 56035 SH SOLE 56035 0 0 HONEYWELL INTL INC COM 438516106 20465 120951 SH OTR 01 0 120951 0 HONEYWELL INTL INC COM 438516106 510 3017 SH OTR 05 0 3017 0 HONEYWELL INTL INC COM 438516106 4882 28856 SH SOLE 28856 0 0 HORMEL FOODS CORP COM 440452100 1567 35825 SH OTR 01 0 35825 0 HORMEL FOODS CORP COM 440452100 560 12807 SH SOLE 12807 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2480 143460 SH OTR 05 0 143460 0 HOST HOTELS & RESORTS INC COM 44107P104 2188 126570 SH SOLE 126570 0 0 HOST HOTELS & RESORTS INC COM 44107P104 11163 645627 SH OTR 01 0 645627 0 HP INC COM 40434L105 6509 344052 SH OTR 01 0 344052 0 HP INC COM 40434L105 481 25440 SH OTR 05 0 25440 0 HP INC COM 40434L105 1306 69017 SH SOLE 69017 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 922 550000 PRN SOLE 550000 0 0 HUMANA INC COM 444859102 5819 22759 SH OTR 01 0 22759 0 HUMANA INC COM 444859102 1201 4698 SH SOLE 4698 0 0 HUNT J B TRANS SVCS INC COM 445658107 1225 11070 SH OTR 01 0 11070 0 HUNT J B TRANS SVCS INC COM 445658107 285 2572 SH SOLE 2572 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1914 134101 SH OTR 01 0 134101 0 HUNTINGTON BANCSHARES INC COM 446150104 559 39182 SH SOLE 39182 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1278 6034 SH OTR 01 0 6034 0 HUNTINGTON INGALLS INDS INC COM 446413106 281 1325 SH SOLE 1325 0 0 HUNTSMAN CORP COM 447011107 4086 175647 SH OTR 01 0 175647 0 HUNTSMAN CORP COM 447011107 705 30320 SH SOLE 30320 0 0 IAA INC COM 449253103 4992 119620 SH OTR 01 0 119620 0 IAA INC COM 449253103 612 14662 SH SOLE 14662 0 0 IAC INTERACTIVECORP COM 44919P508 889 4079 SH SOLE 4079 0 0 IAC INTERACTIVECORP COM 44919P508 8771 40240 SH OTR 01 0 40240 0 IBERIABANK CORP COM 450828108 1986 26293 SH OTR 01 0 26293 0 IBERIABANK CORP COM 450828108 364 4814 SH SOLE 4814 0 0 IDACORP INC COM 451107106 714 6341 SH OTR 01 0 6341 0 IDEX CORP COM 45167R104 1600 9766 SH OTR 01 0 9766 0 IDEX CORP COM 45167R104 462 2818 SH SOLE 2818 0 0 IDEXX LABS INC COM 45168D104 5134 18879 SH OTR 01 0 18879 0 IDEXX LABS INC COM 45168D104 982 3611 SH SOLE 3611 0 0 IDT CORP CL B NEW 448947507 1121 106500 SH OTR 01 0 106500 0 IDT CORP CL B NEW 448947507 218 20700 SH SOLE 20700 0 0 II VI INC NOTE 0.250% 9/0 902104AB4 626 605000 PRN SOLE 605000 0 0 ILLINOIS TOOL WKS INC COM 452308109 1767 11294 SH SOLE 11294 0 0 ILLINOIS TOOL WKS INC COM 452308109 1 5 SH OTR 05 0 5 0 ILLINOIS TOOL WKS INC COM 452308109 6444 41180 SH OTR 01 0 41180 0 ILLUMINA INC COM 452327109 873 2871 SH OTR 05 0 2871 0 ILLUMINA INC COM 452327109 2025 6657 SH SOLE 6657 0 0 ILLUMINA INC COM 452327109 11716 38512 SH OTR 01 0 38512 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 28807 21677000 PRN OTR 01 0 21677000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 95 72000 PRN OTR 04 7000 65000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 36073 27124000 PRN SOLE 27124000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 22735 20459000 PRN OTR 01 0 20459000 0 ILLUMINA INC NOTE 8/1 452327AK5 25550 22992000 PRN SOLE 22992000 0 0 IMMUNOMEDICS INC COM 452907108 1557 117391 SH OTR 01 0 117391 0 IMMUNOMEDICS INC COM 452907108 296 22305 SH SOLE 22305 0 0 INCYTE CORP COM 45337C102 722 9729 SH OTR 05 0 9729 0 INCYTE CORP COM 45337C102 1733 23345 SH SOLE 23345 0 0 INCYTE CORP COM 45337C102 17171 231318 SH OTR 01 0 231318 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 42009 1592750 SH OTR 03 0 1592750 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 42019 1596150 SH OTR 03 0 1596150 0 INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 25055 499900 SH OTR 03 0 499900 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 1718 80000 SH OTR 03 0 80000 0 INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2120 103287 SH OTR 03 0 103287 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5339 200025 SH OTR 03 0 200025 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 14647 608254 SH OTR 03 0 608254 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20589 813158 SH OTR 03 0 813158 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3082 120000 SH OTR 03 0 120000 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 1767 80000 SH OTR 03 0 80000 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 839 39500 SH OTR 01 0 39500 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 147 6900 SH SOLE 6900 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 637 730000 PRN SOLE 730000 0 0 INGLES MKTS INC CL A 457030104 358 9200 SH OTR 01 0 9200 0 INGLES MKTS INC CL A 457030104 74 1900 SH SOLE 1900 0 0 INGREDION INC COM 457187102 520 6361 SH OTR 01 0 6361 0 INGREDION INC COM 457187102 90 1100 SH SOLE 1100 0 0 INPHI CORP COM 45772F107 232 3800 SH SOLE 3800 0 0 INPHI CORP COM 45772F107 1264 20700 SH OTR 01 0 20700 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 1686 1356000 PRN SOLE 1356000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 46900 30015000 PRN SOLE 30015000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 42680 27320000 PRN OTR 01 0 27320000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 84 54000 PRN OTR 04 5000 49000 0 INSIGHT ENTERPRISES INC COM 45765U103 3397 60992 SH OTR 01 0 60992 0 INSIGHT ENTERPRISES INC COM 45765U103 646 11594 SH SOLE 11594 0 0 INSMED INC COM PAR $.01 457669307 1165 66026 SH OTR 01 0 66026 0 INSMED INC COM PAR $.01 457669307 221 12554 SH SOLE 12554 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 449 536000 PRN SOLE 536000 0 0 INSTALLED BLDG PRODS INC COM 45780R101 3102 54100 SH OTR 01 0 54100 0 INSTALLED BLDG PRODS INC COM 45780R101 579 10100 SH SOLE 10100 0 0 INSULET CORP NOTE 1.250% 9/1 45784PAF8 3159 1120000 PRN SOLE 1120000 0 0 INTEGER HLDGS CORP COM 45826H109 712 9419 SH SOLE 9419 0 0 INTEGER HLDGS CORP COM 45826H109 3806 50374 SH OTR 01 0 50374 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1595 26559 SH OTR 01 0 26559 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 144 2402 SH SOLE 2402 0 0 INTEL CORP COM 458140100 38590 748879 SH OTR 01 0 748879 0 INTEL CORP COM 458140100 2236 43387 SH OTR 05 0 43387 0 INTEL CORP COM 458140100 11785 228711 SH SOLE 228711 0 0 INTELSAT S A NOTE 4.500% 6/1 45790VAB6 637 431000 PRN SOLE 431000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1298 19565 SH OTR 01 0 19565 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 250 3761 SH SOLE 3761 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11762 13608000 PRN OTR 01 0 13608000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 27 31000 PRN OTR 04 4000 27000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 14807 17118000 PRN SOLE 17118000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 13203 143088 SH OTR 01 0 143088 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2434 26374 SH OTR 05 0 26374 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 3109 33700 SH SOLE 33700 0 0 INTERDIGITAL INC COM 45867G101 766 14600 SH OTR 01 0 14600 0 INTERDIGITAL INC COM 45867G101 147 2800 SH SOLE 2800 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 397 397000 PRN SOLE 397000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 9169 63052 SH SOLE 63052 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 38923 267659 SH OTR 01 0 267659 0 INTERNATIONAL BUSINESS MACHS COM 459200101 4790 32938 SH OTR 05 0 32938 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1690 13776 SH OTR 01 0 13776 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 470 3830 SH SOLE 3830 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1331 61725 SH OTR 01 0 61725 0 INTERPUBLIC GROUP COS INC COM 460690100 339 15721 SH SOLE 15721 0 0 INTL FCSTONE INC COM 46116V105 2797 68119 SH OTR 01 0 68119 0 INTL FCSTONE INC COM 46116V105 530 12900 SH SOLE 12900 0 0 INTL PAPER CO COM 460146103 2313 55310 SH OTR 01 0 55310 0 INTL PAPER CO COM 460146103 670 16015 SH SOLE 16015 0 0 INTUIT COM 461202103 2905 10924 SH SOLE 10924 0 0 INTUIT COM 461202103 24077 90537 SH OTR 01 0 90537 0 INTUIT COM 461202103 267 1003 SH OTR 05 0 1003 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2896 5363 SH SOLE 5363 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 16296 30182 SH OTR 01 0 30182 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1210 2241 SH OTR 05 0 2241 0 INVACARE CORP COM 461203101 380 50700 SH OTR 01 0 50700 0 INVACARE CORP COM 461203101 70 9300 SH SOLE 9300 0 0 INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 4485 399055 SH SOLE 399055 0 0 INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 45136 1700663 SH OTR 01 0 1700663 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 4533 362330 SH SOLE 362330 0 0 INVESCO MUN TR COM 46131J103 4873 386429 SH SOLE 386429 0 0 INVESCO PA VALUE MUN INCOME COM 46132K109 3152 241518 SH SOLE 241518 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 5799 453399 SH SOLE 453399 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 4587 356390 SH SOLE 356390 0 0 INVITAE CORP COM 46185L103 210 10900 SH SOLE 10900 0 0 INVITAE CORP COM 46185L103 1093 56700 SH OTR 01 0 56700 0 INVITATION HOMES INC COM 46187W107 4323 146014 SH OTR 01 0 146014 0 INVITATION HOMES INC COM 46187W107 489 16515 SH SOLE 16515 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1273 69920 SH OTR 01 0 69920 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 242 13318 SH SOLE 13318 0 0 IPG PHOTONICS CORP COM 44980X109 623 4592 SH OTR 01 0 4592 0 IPG PHOTONICS CORP COM 44980X109 139 1027 SH SOLE 1027 0 0 IQVIA HLDGS INC COM 46266C105 23380 156514 SH OTR 01 0 156514 0 IQVIA HLDGS INC COM 46266C105 2124 14220 SH OTR 05 0 14220 0 IQVIA HLDGS INC COM 46266C105 3500 23428 SH SOLE 23428 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 145 6800 SH SOLE 6800 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 713 33500 SH OTR 01 0 33500 0 IRON MTN INC NEW COM 46284V101 1372 42367 SH OTR 01 0 42367 0 IRON MTN INC NEW COM 46284V101 398 12299 SH SOLE 12299 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 956 111324 SH OTR 01 0 111324 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 187 21767 SH SOLE 21767 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 633 632000 PRN SOLE 632000 0 0 ISHARES GOLD TRUST ISHARES 464285105 8724 618700 SH OTR 01 0 618700 0 ISHARES INC CORE MSCI EMKT 46434G103 533 10876 SH OTR 01 0 10876 0 ISHARES TR CORE S&P MCP ETF 464287507 14571 75408 SH OTR 01 0 75408 0 ISHARES TR CORE S&P MCP ETF 464287507 51 262 SH SOLE 262 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 1603 39225 SH OTR 01 0 39225 0 ISHARES TR MSCI INDIA ETF 46429B598 2366 70485 SH OTR 01 0 70485 0 ISHARES TR MSCI QATAR ETF 46434V779 1857 105754 SH OTR 01 0 105754 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 2326 76320 SH OTR 01 0 76320 0 ISHARES TR NATIONAL MUN ETF 464288414 2861 25072 SH SOLE 25072 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 24931 156180 SH OTR 01 0 156180 0 ISHARES TR RUSSELL 2000 ETF 464287655 9392 62062 SH OTR 01 0 62062 0 ISHARES TR RUSSELL 2000 ETF 464287655 940 6208 SH SOLE 6208 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 29423 25749000 PRN OTR 01 0 25749000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 52 46000 PRN OTR 04 4000 42000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 35528 31084000 PRN SOLE 31084000 0 0 ITRON INC COM 465741106 2877 38900 SH OTR 01 0 38900 0 ITRON INC COM 465741106 540 7300 SH SOLE 7300 0 0 J & J SNACK FOODS CORP COM 466032109 3898 20300 SH OTR 01 0 20300 0 J & J SNACK FOODS CORP COM 466032109 749 3900 SH SOLE 3900 0 0 J ALEXANDERS HLDGS INC COM 46609J106 148 12597 SH SOLE 12597 0 0 J ALEXANDERS HLDGS INC COM 46609J106 794 67714 SH OTR 01 0 67714 0 J2 GLOBAL INC COM 48123V102 5686 62607 SH OTR 01 0 62607 0 J2 GLOBAL INC COM 48123V102 681 7499 SH OTR 05 0 7499 0 J2 GLOBAL INC COM 48123V102 1071 11789 SH SOLE 11789 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 855 602000 PRN SOLE 602000 0 0 JABIL INC COM 466313103 2178 60902 SH SOLE 60902 0 0 JABIL INC COM 466313103 20961 586001 SH OTR 01 0 586001 0 JABIL INC COM 466313103 792 22136 SH OTR 05 0 22136 0 JACOBS ENGR GROUP INC COM 469814107 1600 17482 SH OTR 01 0 17482 0 JACOBS ENGR GROUP INC COM 469814107 435 4759 SH SOLE 4759 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1204 1199000 PRN SOLE 1199000 0 0 JD COM INC SPON ADR CL A 47215P106 1504 53298 SH OTR 01 0 53298 0 JD COM INC SPON ADR CL A 47215P106 968 34300 SH SOLE 34300 0 0 JEFFERIES FINL GROUP INC COM 47233W109 800 43500 SH OTR 01 0 43500 0 JEFFERIES FINL GROUP INC COM 47233W109 867 47101 SH SOLE 47101 0 0 JETBLUE AWYS CORP COM 477143101 557 33269 SH OTR 01 0 33269 0 JETBLUE AWYS CORP COM 477143101 40 2399 SH SOLE 2399 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 557 34900 SH OTR 01 0 34900 0 JOHNSON & JOHNSON COM 478160104 61910 478514 SH OTR 01 0 478514 0 JOHNSON & JOHNSON COM 478160104 5856 45262 SH OTR 05 0 45262 0 JOHNSON & JOHNSON COM 478160104 17465 134992 SH SOLE 134992 0 0 JONES LANG LASALLE INC COM 48020Q107 6364 45768 SH OTR 01 0 45768 0 JONES LANG LASALLE INC COM 48020Q107 577 4150 SH SOLE 4150 0 0 JPMORGAN CHASE & CO COM 46625H100 65994 560742 SH OTR 01 0 560742 0 JPMORGAN CHASE & CO COM 46625H100 8108 68896 SH OTR 05 0 68896 0 JPMORGAN CHASE & CO COM 46625H100 20234 171924 SH SOLE 171924 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 224 105753 SH OTR 01 0 105753 0 JUNIPER NETWORKS INC COM 48203R104 1102 44508 SH OTR 01 0 44508 0 JUNIPER NETWORKS INC COM 48203R104 342 13830 SH SOLE 13830 0 0 K12 INC COM 48273U102 3007 113918 SH OTR 01 0 113918 0 K12 INC COM 48273U102 571 21627 SH SOLE 21627 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1857 13962 SH OTR 01 0 13962 0 KANSAS CITY SOUTHERN COM NEW 485170302 491 3694 SH SOLE 3694 0 0 KAR AUCTION SVCS INC COM 48238T109 5005 203873 SH OTR 01 0 203873 0 KAR AUCTION SVCS INC COM 48238T109 615 25031 SH SOLE 25031 0 0 KB HOME COM 48666K109 4410 129700 SH OTR 01 0 129700 0 KB HOME COM 48666K109 833 24500 SH SOLE 24500 0 0 KBR INC COM 48242W106 2520 102700 SH OTR 01 0 102700 0 KBR INC COM 48242W106 488 19900 SH SOLE 19900 0 0 KEANE GROUP INC COM 48669A108 199 32900 SH SOLE 32900 0 0 KEANE GROUP INC COM 48669A108 1040 171675 SH OTR 01 0 171675 0 KELLOGG CO COM 487836108 2062 32042 SH OTR 01 0 32042 0 KELLOGG CO COM 487836108 678 10538 SH SOLE 10538 0 0 KELLY SVCS INC CL A 488152208 2038 84146 SH OTR 01 0 84146 0 KELLY SVCS INC CL A 488152208 397 16400 SH SOLE 16400 0 0 KEMET CORP COM NEW 488360207 392 21558 SH OTR 01 0 21558 0 KEMET CORP COM NEW 488360207 80 4400 SH SOLE 4400 0 0 KEMPER CORP DEL COM 488401100 5828 74761 SH OTR 01 0 74761 0 KEMPER CORP DEL COM 488401100 746 9575 SH SOLE 9575 0 0 KEURIG DR PEPPER INC COM 49271V100 1712 62659 SH OTR 01 0 62659 0 KEYCORP NEW COM 493267108 2310 129500 SH OTR 01 0 129500 0 KEYCORP NEW COM 493267108 655 36728 SH SOLE 36728 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 4720 48535 SH OTR 01 0 48535 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 972 9990 SH SOLE 9990 0 0 KFORCE INC COM 493732101 349 9236 SH OTR 01 0 9236 0 KFORCE INC COM 493732101 64 1700 SH SOLE 1700 0 0 KIMBALL ELECTRONICS INC COM 49428J109 148 10200 SH OTR 01 0 10200 0 KIMBALL ELECTRONICS INC COM 49428J109 29 2000 SH SOLE 2000 0 0 KIMBALL INTL INC CL B 494274103 1293 67000 SH OTR 01 0 67000 0 KIMBALL INTL INC CL B 494274103 241 12500 SH SOLE 12500 0 0 KIMBERLY CLARK CORP COM 494368103 12200 85887 SH OTR 01 0 85887 0 KIMBERLY CLARK CORP COM 494368103 2124 14955 SH OTR 05 0 14955 0 KIMBERLY CLARK CORP COM 494368103 4080 28720 SH SOLE 28720 0 0 KIMCO RLTY CORP COM 49446R109 1265 60590 SH OTR 01 0 60590 0 KIMCO RLTY CORP COM 49446R109 1650 79046 SH SOLE 79046 0 0 KINDER MORGAN INC DEL COM 49456B101 252 12249 SH OTR 05 0 12249 0 KINDER MORGAN INC DEL COM 49456B101 1935 93904 SH SOLE 93904 0 0 KINDER MORGAN INC DEL COM 49456B101 9177 445285 SH OTR 01 0 445285 0 KLA CORPORATION COM NEW 482480100 5812 36450 SH OTR 01 0 36450 0 KLA CORPORATION COM NEW 482480100 1179 7392 SH SOLE 7392 0 0 KNOLL INC COM NEW 498904200 2748 108400 SH OTR 01 0 108400 0 KNOLL INC COM NEW 498904200 515 20300 SH SOLE 20300 0 0 KNOWLES CORP COM 49926D109 171 8400 SH OTR 01 0 8400 0 KNOWLES CORP COM 49926D109 33 1600 SH SOLE 1600 0 0 KOHLS CORP COM 500255104 1024 20624 SH OTR 01 0 20624 0 KOHLS CORP COM 500255104 247 4977 SH SOLE 4977 0 0 KOPPERS HOLDINGS INC COM 50060P106 155 5300 SH SOLE 5300 0 0 KOPPERS HOLDINGS INC COM 50060P106 832 28500 SH OTR 01 0 28500 0 KRAFT HEINZ CO COM 500754106 3713 132927 SH OTR 01 0 132927 0 KRAFT HEINZ CO COM 500754106 690 24686 SH SOLE 24686 0 0 KRATON CORPORATION COM 50077C106 1540 47700 SH OTR 01 0 47700 0 KRATON CORPORATION COM 50077C106 291 9000 SH SOLE 9000 0 0 KROGER CO COM 501044101 2701 104772 SH OTR 01 0 104772 0 KROGER CO COM 501044101 736 28546 SH SOLE 28546 0 0 L BRANDS INC COM 501797104 139 7074 SH SOLE 7074 0 0 L BRANDS INC COM 501797104 584 29809 SH OTR 01 0 29809 0 L3HARRIS TECHNOLOGIES INC COM 502431109 3539 16960 SH SOLE 16960 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 16730 80188 SH OTR 01 0 80188 0 L3HARRIS TECHNOLOGIES INC COM 502431109 1755 8411 SH OTR 05 0 8411 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2121 12623 SH OTR 01 0 12623 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 589 3506 SH SOLE 3506 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 656 276800 SH OTR 01 0 276800 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 126 53000 SH SOLE 53000 0 0 LAKELAND BANCORP INC COM 511637100 275 17800 SH OTR 01 0 17800 0 LAKELAND BANCORP INC COM 511637100 56 3600 SH SOLE 3600 0 0 LAM RESEARCH CORP COM 512807108 3150 13631 SH SOLE 13631 0 0 LAM RESEARCH CORP COM 512807108 13757 59527 SH OTR 01 0 59527 0 LAM RESEARCH CORP COM 512807108 725 3135 SH OTR 05 0 3135 0 LAMAR ADVERTISING CO NEW CL A 512816109 2566 31324 SH SOLE 31324 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 2273 27742 SH OTR 01 0 27742 0 LAMB WESTON HLDGS INC COM 513272104 1367 18797 SH OTR 01 0 18797 0 LAMB WESTON HLDGS INC COM 513272104 446 6137 SH SOLE 6137 0 0 LANDS END INC NEW COM 51509F105 772 68090 SH OTR 01 0 68090 0 LANDS END INC NEW COM 51509F105 144 12684 SH SOLE 12684 0 0 LANNET INC COM 516012101 157 14000 SH OTR 01 0 14000 0 LANNET INC COM 516012101 26 2300 SH SOLE 2300 0 0 LANTHEUS HLDGS INC COM 516544103 3311 132105 SH OTR 01 0 132105 0 LANTHEUS HLDGS INC COM 516544103 631 25165 SH SOLE 25165 0 0 LAS VEGAS SANDS CORP COM 517834107 1755 30388 SH OTR 01 0 30388 0 LAS VEGAS SANDS CORP COM 517834107 139 2400 SH SOLE 2400 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 223 12200 SH SOLE 12200 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1195 65346 SH OTR 01 0 65346 0 LAUDER ESTEE COS INC CL A 518439104 10496 52759 SH OTR 01 0 52759 0 LAUDER ESTEE COS INC CL A 518439104 1639 8236 SH SOLE 8236 0 0 LAUREATE EDUCATION INC CL A 518613203 2605 157167 SH OTR 01 0 157167 0 LAUREATE EDUCATION INC CL A 518613203 486 29300 SH SOLE 29300 0 0 LCNB CORP COM 50181P100 236 13314 SH OTR 01 0 13314 0 LCNB CORP COM 50181P100 47 2648 SH SOLE 2648 0 0 LEAR CORP COM NEW 521865204 841 7136 SH SOLE 7136 0 0 LEAR CORP COM NEW 521865204 2733 23177 SH OTR 01 0 23177 0 LEE ENTERPRISES INC COM 523768109 42 20700 SH SOLE 20700 0 0 LEE ENTERPRISES INC COM 523768109 226 111000 SH OTR 01 0 111000 0 LEGGETT & PLATT INC COM 524660107 693 16935 SH OTR 01 0 16935 0 LEGGETT & PLATT INC COM 524660107 164 4002 SH SOLE 4002 0 0 LEIDOS HLDGS INC COM 525327102 16582 193078 SH OTR 01 0 193078 0 LEIDOS HLDGS INC COM 525327102 2386 27778 SH OTR 05 0 27778 0 LEIDOS HLDGS INC COM 525327102 3523 41027 SH SOLE 41027 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13557 8453000 PRN OTR 01 0 8453000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 45 28000 PRN OTR 04 3000 25000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 14344 8941000 PRN SOLE 8941000 0 0 LENNAR CORP CL A 526057104 2049 36694 SH OTR 01 0 36694 0 LENNAR CORP CL A 526057104 582 10425 SH SOLE 10425 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 123 187000 PRN SOLE 187000 0 0 LEXINGTON REALTY TRUST COM 529043101 3814 372051 SH OTR 01 0 372051 0 LEXINGTON REALTY TRUST COM 529043101 4534 442351 SH SOLE 442351 0 0 LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 377 659000 PRN SOLE 659000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 20209 16105000 PRN OTR 01 0 16105000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 27404 21839000 PRN SOLE 21839000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 25783 21547000 PRN OTR 01 0 21547000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 91 76000 PRN OTR 04 8000 68000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 27345 22843000 PRN SOLE 22843000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 153 2974 SH SOLE 2974 0 0 LIBERTY PPTY TR SH BEN INT 531172104 137 2672 SH OTR 01 0 2672 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 21 2200 SH SOLE 2200 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 107 11333 SH OTR 01 0 11333 0 LIFE STORAGE INC COM 53223X107 2913 27634 SH OTR 01 0 27634 0 LIFE STORAGE INC COM 53223X107 154 1461 SH OTR 05 0 1461 0 LIFE STORAGE INC COM 53223X107 3309 31393 SH SOLE 31393 0 0 LIFEVANTAGE CORP COM NEW 53222K205 395 28800 SH OTR 01 0 28800 0 LIFEVANTAGE CORP COM NEW 53222K205 75 5500 SH SOLE 5500 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1285 12910 SH OTR 01 0 12910 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 258 2594 SH SOLE 2594 0 0 LILLY ELI & CO COM 532457108 3374 30168 SH SOLE 30168 0 0 LILLY ELI & CO COM 532457108 14073 125844 SH OTR 01 0 125844 0 LINCOLN NATL CORP IND COM 534187109 5646 93603 SH OTR 01 0 93603 0 LINCOLN NATL CORP IND COM 534187109 930 15419 SH SOLE 15419 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3509 401501 SH OTR 01 0 401501 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 461 52704 SH SOLE 52704 0 0 LITHIA MTRS INC CL A 536797103 4038 30500 SH OTR 01 0 30500 0 LITHIA MTRS INC CL A 536797103 755 5700 SH SOLE 5700 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 631 9512 SH OTR 01 0 9512 0 LIVE NATION ENTERTAINMENT IN COM 538034109 793 11957 SH SOLE 11957 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 4137 3521000 PRN OTR 01 0 3521000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 6394 5442000 PRN SOLE 5442000 0 0 LIVEPERSON INC COM 538146101 46 1300 SH SOLE 1300 0 0 LIVEPERSON INC COM 538146101 228 6400 SH OTR 01 0 6400 0 LIVERAMP HLDGS INC COM 53815P108 245 5700 SH SOLE 5700 0 0 LIVERAMP HLDGS INC COM 53815P108 1303 30323 SH OTR 01 0 30323 0 LKQ CORP COM 501889208 1251 39765 SH OTR 01 0 39765 0 LKQ CORP COM 501889208 1166 37079 SH SOLE 37079 0 0 LOCKHEED MARTIN CORP COM 539830109 39453 101147 SH OTR 01 0 101147 0 LOCKHEED MARTIN CORP COM 539830109 4029 10328 SH OTR 05 0 10328 0 LOCKHEED MARTIN CORP COM 539830109 7217 18501 SH SOLE 18501 0 0 LOEWS CORP COM 540424108 1727 33552 SH OTR 01 0 33552 0 LOEWS CORP COM 540424108 448 8707 SH SOLE 8707 0 0 LOGMEIN INC COM 54142L109 340 4791 SH SOLE 4791 0 0 LOGMEIN INC COM 54142L109 8414 118577 SH OTR 01 0 118577 0 LOWES COS INC COM 548661107 19760 179698 SH OTR 01 0 179698 0 LOWES COS INC COM 548661107 4270 38833 SH SOLE 38833 0 0 LPL FINL HLDGS INC COM 50212V100 16184 197610 SH OTR 01 0 197610 0 LPL FINL HLDGS INC COM 50212V100 1643 20063 SH SOLE 20063 0 0 LSC COMMUNICATIONS INC COM 50218P107 35 25500 SH OTR 01 0 25500 0 LSC COMMUNICATIONS INC COM 50218P107 6 4400 SH SOLE 4400 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 48784 41985000 PRN OTR 01 0 41985000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 86 74000 PRN OTR 04 8000 66000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 59346 51050000 PRN SOLE 51050000 0 0 LUTHER BURBANK CORP COM 550550107 1359 119936 SH OTR 01 0 119936 0 LUTHER BURBANK CORP COM 550550107 253 22300 SH SOLE 22300 0 0 LYDALL INC DEL COM 550819106 638 25600 SH OTR 01 0 25600 0 LYDALL INC DEL COM 550819106 120 4800 SH SOLE 4800 0 0 M & T BK CORP COM 55261F104 2724 17246 SH OTR 01 0 17246 0 M & T BK CORP COM 55261F104 742 4697 SH SOLE 4697 0 0 M D C HLDGS INC COM 552676108 3879 90000 SH OTR 01 0 90000 0 M D C HLDGS INC COM 552676108 737 17100 SH SOLE 17100 0 0 M/I HOMES INC COM 55305B101 3212 85300 SH OTR 01 0 85300 0 M/I HOMES INC COM 55305B101 614 16300 SH SOLE 16300 0 0 MACERICH CO COM 554382101 449 14217 SH OTR 01 0 14217 0 MACERICH CO COM 554382101 568 17992 SH SOLE 17992 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 55 1394 SH SOLE 1394 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 464 11745 SH OTR 01 0 11745 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1778 1943000 PRN SOLE 1943000 0 0 MACYS INC COM 55616P104 152 9769 SH SOLE 9769 0 0 MACYS INC COM 55616P104 619 39810 SH OTR 01 0 39810 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 842 9767 SH OTR 01 0 9767 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 169 1961 SH SOLE 1961 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1484 23900 SH OTR 01 0 23900 0 MAGELLAN HEALTH INC COM NEW 559079207 286 4600 SH SOLE 4600 0 0 MANPOWERGROUP INC COM 56418H100 16941 201101 SH OTR 01 0 201101 0 MANPOWERGROUP INC COM 56418H100 2182 25904 SH OTR 05 0 25904 0 MANPOWERGROUP INC COM 56418H100 2750 32639 SH SOLE 32639 0 0 MARATHON OIL CORP COM 565849106 372 30303 SH SOLE 30303 0 0 MARATHON OIL CORP COM 565849106 2001 163083 SH OTR 01 0 163083 0 MARATHON PETE CORP COM 56585A102 1432 23570 SH SOLE 23570 0 0 MARATHON PETE CORP COM 56585A102 7052 116082 SH OTR 01 0 116082 0 MARCHEX INC CL B 56624R108 152 48400 SH OTR 01 0 48400 0 MARCHEX INC CL B 56624R108 28 9000 SH SOLE 9000 0 0 MARCUS & MILLICHAP INC COM 566324109 1415 39879 SH OTR 01 0 39879 0 MARCUS & MILLICHAP INC COM 566324109 263 7406 SH SOLE 7406 0 0 MARKETAXESS HLDGS INC COM 57060D108 1615 4931 SH OTR 01 0 4931 0 MARKETAXESS HLDGS INC COM 57060D108 409 1249 SH SOLE 1249 0 0 MARRIOTT INTL INC NEW CL A 571903202 4397 35352 SH OTR 01 0 35352 0 MARRIOTT INTL INC NEW CL A 571903202 1224 9843 SH SOLE 9843 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3057 3049000 PRN OTR 01 0 3049000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 49 49000 PRN OTR 04 5000 44000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 793 787000 PRN SOLE 787000 0 0 MARSH & MCLENNAN COS INC COM 571748102 8233 82290 SH OTR 01 0 82290 0 MARSH & MCLENNAN COS INC COM 571748102 1759 17577 SH SOLE 17577 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2206 8048 SH OTR 01 0 8048 0 MARTIN MARIETTA MATLS INC COM 573284106 566 2065 SH SOLE 2065 0 0 MASCO CORP COM 574599106 10976 263337 SH OTR 01 0 263337 0 MASCO CORP COM 574599106 2364 56712 SH OTR 05 0 56712 0 MASCO CORP COM 574599106 2206 52925 SH SOLE 52925 0 0 MASTEC INC COM 576323109 844 13000 SH SOLE 13000 0 0 MASTEC INC COM 576323109 4474 68900 SH OTR 01 0 68900 0 MASTERCARD INC CL A 57636Q104 13391 49311 SH SOLE 49311 0 0 MASTERCARD INC CL A 57636Q104 68105 250784 SH OTR 01 0 250784 0 MASTERCARD INC CL A 57636Q104 4760 17529 SH OTR 05 0 17529 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 1290 86400 SH OTR 01 0 86400 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 249 16700 SH SOLE 16700 0 0 MATERION CORP COM 576690101 2393 39000 SH OTR 01 0 39000 0 MATERION CORP COM 576690101 448 7300 SH SOLE 7300 0 0 MATRIX SVC CO COM 576853105 2434 141985 SH OTR 01 0 141985 0 MATRIX SVC CO COM 576853105 458 26733 SH SOLE 26733 0 0 MATSON INC COM 57686G105 1609 42900 SH OTR 01 0 42900 0 MATSON INC COM 57686G105 323 8600 SH SOLE 8600 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2027 35008 SH OTR 01 0 35008 0 MAXIM INTEGRATED PRODS INC COM 57772K101 567 9788 SH SOLE 9788 0 0 MAXIMUS INC COM 577933104 1678 21713 SH OTR 05 0 21713 0 MAXIMUS INC COM 577933104 1325 17153 SH SOLE 17153 0 0 MAXIMUS INC COM 577933104 5742 74317 SH OTR 01 0 74317 0 MCCORMICK & CO INC COM NON VTG 579780206 2475 15834 SH OTR 01 0 15834 0 MCCORMICK & CO INC COM NON VTG 579780206 752 4810 SH SOLE 4810 0 0 MCDONALDS CORP COM 580135101 34011 158406 SH OTR 01 0 158406 0 MCDONALDS CORP COM 580135101 3200 14902 SH OTR 05 0 14902 0 MCDONALDS CORP COM 580135101 8241 38381 SH SOLE 38381 0 0 MCGRATH RENTCORP COM 580589109 466 6700 SH SOLE 6700 0 0 MCGRATH RENTCORP COM 580589109 2477 35600 SH OTR 01 0 35600 0 MCKESSON CORP COM 58155Q103 4473 32731 SH SOLE 32731 0 0 MCKESSON CORP COM 58155Q103 28611 209361 SH OTR 01 0 209361 0 MCKESSON CORP COM 58155Q103 2573 18828 SH OTR 05 0 18828 0 MDU RES GROUP INC COM 552690109 6295 223304 SH OTR 01 0 223304 0 MDU RES GROUP INC COM 552690109 274 9705 SH OTR 05 0 9705 0 MDU RES GROUP INC COM 552690109 601 21331 SH SOLE 21331 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 4933 252214 SH OTR 01 0 252214 0 MEDICAL PPTYS TRUST INC COM 58463J304 789 40322 SH OTR 05 0 40322 0 MEDICAL PPTYS TRUST INC COM 58463J304 6376 325972 SH SOLE 325972 0 0 MEDICINES CO COM 584688105 410 8200 SH SOLE 8200 0 0 MEDICINES CO COM 584688105 2185 43700 SH OTR 01 0 43700 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 22640 18711000 PRN SOLE 18711000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 21913 18122000 PRN OTR 01 0 18122000 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 57 47000 PRN OTR 04 4000 43000 0 MEDNAX INC COM 58502B106 2046 90453 SH OTR 01 0 90453 0 MEDNAX INC COM 58502B106 148 6526 SH SOLE 6526 0 0 MEDPACE HLDGS INC COM 58506Q109 3791 45113 SH OTR 01 0 45113 0 MEDPACE HLDGS INC COM 58506Q109 711 8466 SH SOLE 8466 0 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 1778 91600 SH OTR 01 0 91600 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 939 48400 SH SOLE 48400 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 18174 12338000 PRN SOLE 12338000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 14185 9630000 PRN OTR 01 0 9630000 0 MERCANTILE BANK CORP COM 587376104 59 1800 SH SOLE 1800 0 0 MERCANTILE BANK CORP COM 587376104 318 9700 SH OTR 01 0 9700 0 MERCHANTS BANCORP IND COM 58844R108 334 20200 SH OTR 01 0 20200 0 MERCHANTS BANCORP IND COM 58844R108 60 3600 SH SOLE 3600 0 0 MERCK & CO INC COM 58933Y105 52131 619283 SH OTR 01 0 619283 0 MERCK & CO INC COM 58933Y105 3470 41224 SH OTR 05 0 41224 0 MERCK & CO INC COM 58933Y105 11647 138358 SH SOLE 138358 0 0 MERCURY GENL CORP NEW COM 589400100 6969 124708 SH OTR 01 0 124708 0 MERCURY GENL CORP NEW COM 589400100 854 15279 SH SOLE 15279 0 0 MERCURY SYS INC COM 589378108 308 3800 SH SOLE 3800 0 0 MERCURY SYS INC COM 589378108 1680 20700 SH OTR 01 0 20700 0 MERIDIAN BIOSCIENCE INC COM 589584101 461 48591 SH OTR 01 0 48591 0 MERIDIAN BIOSCIENCE INC COM 589584101 86 9100 SH SOLE 9100 0 0 MERITAGE HOMES CORP COM 59001A102 3982 56600 SH OTR 01 0 56600 0 MERITAGE HOMES CORP COM 59001A102 753 10700 SH SOLE 10700 0 0 MERITOR INC COM 59001K100 3225 174330 SH OTR 01 0 174330 0 MERITOR INC COM 59001K100 612 33060 SH SOLE 33060 0 0 METHODE ELECTRS INC COM 591520200 599 17800 SH OTR 01 0 17800 0 METHODE ELECTRS INC COM 591520200 114 3400 SH SOLE 3400 0 0 METLIFE INC COM 59156R108 4457 94506 SH SOLE 94506 0 0 METLIFE INC COM 59156R108 15780 334611 SH OTR 01 0 334611 0 METLIFE INC COM 59156R108 3085 65418 SH OTR 05 0 65418 0 METROPOLITAN BK HLDG CORP COM 591774104 278 7079 SH SOLE 7079 0 0 METROPOLITAN BK HLDG CORP COM 591774104 1503 38203 SH OTR 01 0 38203 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2239 3178 SH OTR 01 0 3178 0 METTLER TOLEDO INTERNATIONAL COM 592688105 635 901 SH SOLE 901 0 0 MFA FINL INC COM 55272X102 892 121203 SH OTR 01 0 121203 0 MFA FINL INC COM 55272X102 892 121203 SH SOLE 121203 0 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 2650 481847 SH SOLE 481847 0 0 MFS MUN INCOME TR SH BEN INT 552738106 694 98613 SH OTR 01 0 98613 0 MFS MUN INCOME TR SH BEN INT 552738106 3651 518642 SH SOLE 518642 0 0 MGIC INVT CORP WIS COM 552848103 80 6336 SH SOLE 6336 0 0 MGIC INVT CORP WIS COM 552848103 1026 81572 SH OTR 01 0 81572 0 MGM RESORTS INTERNATIONAL COM 552953101 6501 234513 SH OTR 01 0 234513 0 MGM RESORTS INTERNATIONAL COM 552953101 988 35632 SH SOLE 35632 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2850 30673 SH OTR 01 0 30673 0 MICROCHIP TECHNOLOGY INC COM 595017104 797 8581 SH SOLE 8581 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 65840 34719000 PRN OTR 01 0 34719000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 155 82000 PRN OTR 04 9000 73000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 68811 36279000 PRN SOLE 36279000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 15900 12327000 PRN OTR 01 0 12327000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 31575 24480000 PRN SOLE 24480000 0 0 MICRON TECHNOLOGY INC COM 595112103 4581 106908 SH SOLE 106908 0 0 MICRON TECHNOLOGY INC COM 595112103 22633 528190 SH OTR 01 0 528190 0 MICRON TECHNOLOGY INC COM 595112103 2916 68043 SH OTR 05 0 68043 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 22975 5347000 PRN SOLE 5347000 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 16367 3809000 PRN OTR 01 0 3809000 0 MICROSOFT CORP COM 594918104 309144 2223575 SH OTR 01 0 2223575 0 MICROSOFT CORP COM 594918104 22958 165133 SH OTR 05 0 165133 0 MICROSOFT CORP COM 594918104 59910 430916 SH SOLE 430916 0 0 MICROSTRATEGY INC CL A NEW 594972408 2860 19278 SH OTR 01 0 19278 0 MICROSTRATEGY INC CL A NEW 594972408 534 3600 SH SOLE 3600 0 0 MID AMER APT CMNTYS INC COM 59522J103 10551 81157 SH OTR 01 0 81157 0 MID AMER APT CMNTYS INC COM 59522J103 2115 16267 SH OTR 05 0 16267 0 MID AMER APT CMNTYS INC COM 59522J103 14872 114391 SH SOLE 114391 0 0 MIDDLESEX WATER CO COM 596680108 831 12800 SH OTR 01 0 12800 0 MIDDLESEX WATER CO COM 596680108 169 2600 SH SOLE 2600 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 271 8874 SH SOLE 8874 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 1450 47503 SH OTR 01 0 47503 0 MILLER HERMAN INC COM 600544100 4054 87957 SH OTR 01 0 87957 0 MILLER HERMAN INC COM 600544100 765 16600 SH SOLE 16600 0 0 MILLER INDS INC TENN COM NEW 600551204 2153 64649 SH OTR 01 0 64649 0 MILLER INDS INC TENN COM NEW 600551204 416 12496 SH SOLE 12496 0 0 MIRATI THERAPEUTICS INC COM 60468T105 1254 16100 SH OTR 01 0 16100 0 MIRATI THERAPEUTICS INC COM 60468T105 242 3100 SH SOLE 3100 0 0 MKS INSTRUMENT INC COM 55306N104 9203 99729 SH OTR 01 0 99729 0 MKS INSTRUMENT INC COM 55306N104 1009 10932 SH SOLE 10932 0 0 MODEL N INC COM 607525102 308 11100 SH OTR 01 0 11100 0 MODEL N INC COM 607525102 58 2100 SH SOLE 2100 0 0 MOHAWK INDS INC COM 608190104 966 7785 SH OTR 01 0 7785 0 MOHAWK INDS INC COM 608190104 287 2312 SH SOLE 2312 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 7872 2916000 PRN OTR 01 0 2916000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 124 46000 PRN OTR 04 4000 42000 0 MOLSON COORS BREWING CO CL B 60871R209 3591 62448 SH OTR 01 0 62448 0 MOLSON COORS BREWING CO CL B 60871R209 341 5924 SH OTR 05 0 5924 0 MOLSON COORS BREWING CO CL B 60871R209 884 15373 SH SOLE 15373 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1043 80486 SH OTR 01 0 80486 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 195 15062 SH SOLE 15062 0 0 MOMO INC ADR 60879B107 567 18300 SH OTR 01 0 18300 0 MONDELEZ INTL INC CL A 609207105 11780 212948 SH OTR 01 0 212948 0 MONDELEZ INTL INC CL A 609207105 2969 53667 SH SOLE 53667 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 386 205000 PRN SOLE 205000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3225 55539 SH OTR 01 0 55539 0 MONSTER BEVERAGE CORP NEW COM 61174X109 891 15342 SH SOLE 15342 0 0 MOODYS CORP COM 615369105 4300 20994 SH OTR 01 0 20994 0 MOODYS CORP COM 615369105 1186 5791 SH SOLE 5791 0 0 MOOG INC CL A 615394202 3480 42900 SH OTR 01 0 42900 0 MOOG INC CL A 615394202 665 8200 SH SOLE 8200 0 0 MORGAN STANLEY COM NEW 617446448 8588 201265 SH OTR 01 0 201265 0 MORGAN STANLEY COM NEW 617446448 1895 44416 SH SOLE 44416 0 0 MORNINGSTAR INC COM 617700109 2970 20324 SH OTR 01 0 20324 0 MORNINGSTAR INC COM 617700109 243 1664 SH SOLE 1664 0 0 MOSAIC CO NEW COM 61945C103 938 45749 SH OTR 01 0 45749 0 MOSAIC CO NEW COM 61945C103 280 13651 SH SOLE 13651 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 3903 22905 SH OTR 01 0 22905 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1035 6071 SH SOLE 6071 0 0 MSCI INC COM 55354G100 2377 10915 SH OTR 01 0 10915 0 MSCI INC COM 55354G100 665 3053 SH SOLE 3053 0 0 MUELLER INDS INC COM 624756102 3435 119784 SH OTR 01 0 119784 0 MUELLER INDS INC COM 624756102 657 22900 SH SOLE 22900 0 0 MURPHY USA INC COM 626755102 717 8400 SH SOLE 8400 0 0 MURPHY USA INC COM 626755102 3740 43846 SH OTR 01 0 43846 0 MYR GROUP INC DEL COM 55405W104 2992 95635 SH OTR 01 0 95635 0 MYR GROUP INC DEL COM 55405W104 569 18200 SH SOLE 18200 0 0 MYRIAD GENETICS INC COM 62855J104 1378 48123 SH OTR 01 0 48123 0 MYRIAD GENETICS INC COM 62855J104 261 9121 SH SOLE 9121 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 323 503000 PRN SOLE 503000 0 0 NACCO INDS INC CL A 629579103 941 14725 SH OTR 01 0 14725 0 NACCO INDS INC CL A 629579103 173 2700 SH SOLE 2700 0 0 NANOMETRICS INC COM 630077105 337 10322 SH OTR 01 0 10322 0 NANOMETRICS INC COM 630077105 65 2000 SH SOLE 2000 0 0 NASDAQ INC COM 631103108 325 3274 SH SOLE 3274 0 0 NASDAQ INC COM 631103108 1479 14884 SH OTR 01 0 14884 0 NATERA INC COM 632307104 226 6900 SH SOLE 6900 0 0 NATERA INC COM 632307104 1210 36900 SH OTR 01 0 36900 0 NATIONAL GEN HLDGS CORP COM 636220303 3225 140112 SH OTR 01 0 140112 0 NATIONAL GEN HLDGS CORP COM 636220303 625 27158 SH SOLE 27158 0 0 NATIONAL HEALTHCARE CORP COM 635906100 647 7900 SH OTR 01 0 7900 0 NATIONAL HEALTHCARE CORP COM 635906100 115 1400 SH SOLE 1400 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1054 49734 SH OTR 01 0 49734 0 NATIONAL OILWELL VARCO INC COM 637071101 320 15077 SH SOLE 15077 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 238 4219 SH OTR 01 0 4219 0 NATIONAL RETAIL PPTYS INC COM 637417106 251 4443 SH SOLE 4443 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 1426 142740 SH OTR 01 0 142740 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 269 26940 SH SOLE 26940 0 0 NATUS MEDICAL INC COM 639050103 474 14900 SH SOLE 14900 0 0 NATUS MEDICAL INC COM 639050103 2464 77400 SH OTR 01 0 77400 0 NAVISTAR INTL CORP NEW COM 63934E108 2836 100900 SH OTR 01 0 100900 0 NAVISTAR INTL CORP NEW COM 63934E108 531 18900 SH SOLE 18900 0 0 NETAPP INC COM 64110D104 1612 30697 SH OTR 01 0 30697 0 NETAPP INC COM 64110D104 487 9269 SH SOLE 9269 0 0 NETEASE INC SPONSORED ADS 64110W102 1438 5405 SH OTR 01 0 5405 0 NETEASE INC SPONSORED ADS 64110W102 1118 4200 SH SOLE 4200 0 0 NETFLIX INC COM 64110L106 5918 22113 SH SOLE 22113 0 0 NETFLIX INC COM 64110L106 32292 120664 SH OTR 01 0 120664 0 NETFLIX INC COM 64110L106 2280 8519 SH OTR 05 0 8519 0 NETSCOUT SYS INC COM 64115T104 553 23980 SH SOLE 23980 0 0 NETSCOUT SYS INC COM 64115T104 2934 127214 SH OTR 01 0 127214 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 322 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28558 20828000 PRN OTR 01 0 20828000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 103 75000 PRN OTR 04 7000 68000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28573 20830000 PRN SOLE 20830000 0 0 NEW RELIC INC COM 64829B100 539 8778 SH OTR 01 0 8778 0 NEW RELIC INC COM 64829B100 68 1114 SH SOLE 1114 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 648 683000 PRN SOLE 683000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 719 57275 SH SOLE 57275 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1455 115976 SH OTR 01 0 115976 0 NEWELL BRANDS INC COM 651229106 920 49166 SH OTR 01 0 49166 0 NEWELL BRANDS INC COM 651229106 216 11521 SH SOLE 11521 0 0 NEWMONT GOLDCORP CORPORATION COM 651639106 4460 117606 SH OTR 01 0 117606 0 NEWMONT GOLDCORP CORPORATION COM 651639106 1110 29285 SH SOLE 29285 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 14352 12861000 PRN OTR 01 0 12861000 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 17162 15379000 PRN SOLE 15379000 0 0 NEWS CORP NEW CL A 65249B109 7514 539833 SH OTR 01 0 539833 0 NEWS CORP NEW CL A 65249B109 1007 72328 SH OTR 05 0 72328 0 NEWS CORP NEW CL A 65249B109 1874 134662 SH SOLE 134662 0 0 NEWS CORP NEW CL B 65249B208 502 35142 SH OTR 05 0 35142 0 NEWS CORP NEW CL B 65249B208 1102 77105 SH SOLE 77105 0 0 NEWS CORP NEW CL B 65249B208 6102 426891 SH OTR 01 0 426891 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 2006 42900 SH OTR 01 0 42900 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 2380 50900 SH SOLE 50900 0 0 NEXTERA ENERGY INC COM 65339F101 16715 71743 SH OTR 01 0 71743 0 NEXTERA ENERGY INC COM 65339F101 3926 16851 SH SOLE 16851 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 1315 83935 SH OTR 01 0 83935 0 NEXTGEN HEALTHCARE INC COM 65343C102 251 15992 SH SOLE 15992 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 74814 41842000 PRN OTR 01 0 41842000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 139 78000 PRN OTR 04 8000 70000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 87927 49160000 PRN SOLE 49160000 0 0 NIKE INC CL B 654106103 41756 444589 SH OTR 01 0 444589 0 NIKE INC CL B 654106103 3963 42191 SH OTR 05 0 42191 0 NIKE INC CL B 654106103 7003 74563 SH SOLE 74563 0 0 NISOURCE INC COM 65473P105 1439 48106 SH OTR 01 0 48106 0 NISOURCE INC COM 65473P105 330 11020 SH SOLE 11020 0 0 NMI HLDGS INC CL A 629209305 3366 128182 SH OTR 01 0 128182 0 NMI HLDGS INC CL A 629209305 635 24200 SH SOLE 24200 0 0 NOBLE ENERGY INC COM 655044105 1384 61635 SH OTR 01 0 61635 0 NOBLE ENERGY INC COM 655044105 397 17697 SH SOLE 17697 0 0 NORDSTROM INC COM 655664100 462 13707 SH OTR 01 0 13707 0 NORDSTROM INC COM 655664100 113 3349 SH SOLE 3349 0 0 NORFOLK SOUTHERN CORP COM 655844108 1863 10371 SH SOLE 10371 0 0 NORFOLK SOUTHERN CORP COM 655844108 8719 48533 SH OTR 01 0 48533 0 NORTHEAST BK LEWISTON ME COM 66405S100 377 17023 SH OTR 01 0 17023 0 NORTHEAST BK LEWISTON ME COM 66405S100 75 3400 SH SOLE 3400 0 0 NORTHERN TR CORP COM 665859104 2587 27726 SH OTR 01 0 27726 0 NORTHERN TR CORP COM 665859104 722 7736 SH SOLE 7736 0 0 NORTHROP GRUMMAN CORP COM 666807102 19927 53169 SH OTR 01 0 53169 0 NORTHROP GRUMMAN CORP COM 666807102 2504 6681 SH OTR 05 0 6681 0 NORTHROP GRUMMAN CORP COM 666807102 3608 9626 SH SOLE 9626 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12890 1800000 PRN OTR 01 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 19356 2703000 PRN SOLE 2703000 0 0 NRG ENERGY INC COM NEW 629377508 560 14139 SH SOLE 14139 0 0 NRG ENERGY INC COM NEW 629377508 3113 78621 SH OTR 01 0 78621 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 23001 20421000 PRN OTR 01 0 20421000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27997 24856000 PRN SOLE 24856000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 7283 171250 SH OTR 01 0 171250 0 NU SKIN ENTERPRISES INC CL A 67018T105 839 19737 SH SOLE 19737 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 7605 466271 SH OTR 01 0 466271 0 NUANCE COMMUNICATIONS INC COM 67020Y100 805 49378 SH SOLE 49378 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 19315 19609000 PRN OTR 01 0 19609000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 22919 23268000 PRN SOLE 23268000 0 0 NUCOR CORP COM 670346105 2025 39776 SH OTR 01 0 39776 0 NUCOR CORP COM 670346105 18 362 SH OTR 05 0 362 0 NUCOR CORP COM 670346105 613 12047 SH SOLE 12047 0 0 NUTANIX INC NOTE 1/1 67059NAB4 4277 4571000 PRN OTR 01 0 4571000 0 NUTANIX INC NOTE 1/1 67059NAB4 6217 6645000 PRN SOLE 6645000 0 0 NUVASIVE INC COM 670704105 4129 65154 SH OTR 01 0 65154 0 NUVASIVE INC COM 670704105 792 12500 SH SOLE 12500 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17956 15168000 PRN OTR 01 0 15168000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 90 76000 PRN OTR 04 8000 68000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17435 14713000 PRN SOLE 14713000 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 18910 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 25688 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2670 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 4188 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 20536 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1346 100000 SH OTR 01 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7384 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7882 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 21717 124762 SH OTR 01 0 124762 0 NVIDIA CORP COM 67066G104 975 5601 SH OTR 05 0 5601 0 NVIDIA CORP COM 67066G104 4317 24803 SH SOLE 24803 0 0 NVR INC COM 62944T105 21330 5738 SH OTR 01 0 5738 0 NVR INC COM 62944T105 1528 411 SH OTR 05 0 411 0 NVR INC COM 62944T105 2606 701 SH SOLE 701 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1014 2544 SH SOLE 2544 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3934 9872 SH OTR 01 0 9872 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6279 8452000 PRN SOLE 8452000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 76 103000 PRN OTR 04 10000 93000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 9614 12965000 PRN OTR 01 0 12965000 0 OCCIDENTAL PETE CORP COM 674599105 8068 181423 SH OTR 01 0 181423 0 OCCIDENTAL PETE CORP COM 674599105 123 2763 SH OTR 05 0 2763 0 OCCIDENTAL PETE CORP COM 674599105 1743 39204 SH SOLE 39204 0 0 OFFICE DEPOT INC COM 676220106 1384 788865 SH OTR 01 0 788865 0 OFFICE DEPOT INC COM 676220106 261 148578 SH SOLE 148578 0 0 OFG BANCORP COM 67103X102 2475 113017 SH OTR 01 0 113017 0 OFG BANCORP COM 67103X102 468 21384 SH SOLE 21384 0 0 OGE ENERGY CORP COM 670837103 104 2300 SH SOLE 2300 0 0 OGE ENERGY CORP COM 670837103 408 8996 SH OTR 01 0 8996 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 28104 33437000 PRN OTR 01 0 33437000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 37609 44746000 PRN SOLE 44746000 0 0 OKTA INC NOTE 0.250% 2/1 679295AB1 21714 10317000 PRN OTR 01 0 10317000 0 OKTA INC NOTE 0.250% 2/1 679295AB1 29043 13799000 PRN SOLE 13799000 0 0 OLD REP INTL CORP COM 680223104 12236 519114 SH OTR 01 0 519114 0 OLD REP INTL CORP COM 680223104 1798 76301 SH OTR 05 0 76301 0 OLD REP INTL CORP COM 680223104 1984 84158 SH SOLE 84158 0 0 OLIN CORP COM PAR $1 680665205 804 42926 SH OTR 01 0 42926 0 OLIN CORP COM PAR $1 680665205 22 1162 SH SOLE 1162 0 0 OLYMPIC STEEL INC COM 68162K106 23 1600 SH SOLE 1600 0 0 OLYMPIC STEEL INC COM 68162K106 122 8500 SH OTR 01 0 8500 0 OMEGA HEALTHCARE INVS INC COM 681936100 226 5397 SH SOLE 5397 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 214 5117 SH OTR 01 0 5117 0 OMNICELL INC COM 68213N109 2379 32921 SH OTR 01 0 32921 0 OMNICELL INC COM 68213N109 463 6400 SH SOLE 6400 0 0 OMNICOM GROUP INC COM 681919106 2203 28140 SH OTR 01 0 28140 0 OMNICOM GROUP INC COM 681919106 648 8280 SH SOLE 8280 0 0 ON SEMICONDUCTOR CORP COM 682189105 4809 250320 SH OTR 01 0 250320 0 ON SEMICONDUCTOR CORP COM 682189105 432 22475 SH SOLE 22475 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31226 26694000 PRN SOLE 26694000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 29449 25185000 PRN OTR 01 0 25185000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 85 73000 PRN OTR 04 7000 66000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2444 2028000 PRN SOLE 2028000 0 0 ONEMAIN HLDGS INC COM 68268W103 551 15011 SH SOLE 15011 0 0 ONEMAIN HLDGS INC COM 68268W103 4293 117040 SH OTR 01 0 117040 0 ONEOK INC NEW COM 682680103 4224 57322 SH OTR 01 0 57322 0 ONEOK INC NEW COM 682680103 1085 14719 SH SOLE 14719 0 0 ONESPAN INC COM 68287N100 176 12133 SH OTR 01 0 12133 0 ONESPAN INC COM 68287N100 33 2300 SH SOLE 2300 0 0 OPKO HEALTH INC COM 68375N103 797 381369 SH OTR 01 0 381369 0 OPKO HEALTH INC COM 68375N103 149 71181 SH SOLE 71181 0 0 ORACLE CORP COM 68389X105 6255 113662 SH SOLE 113662 0 0 ORACLE CORP COM 68389X105 21673 393844 SH OTR 01 0 393844 0 ORACLE CORP COM 68389X105 1002 18213 SH OTR 05 0 18213 0 ORRSTOWN FINL SVCS INC COM 687380105 116 5292 SH SOLE 5292 0 0 ORRSTOWN FINL SVCS INC COM 687380105 607 27701 SH OTR 01 0 27701 0 ORTHOFIX MED INC COM 68752M108 3218 60700 SH OTR 01 0 60700 0 ORTHOFIX MED INC COM 68752M108 610 11500 SH SOLE 11500 0 0 OSHKOSH CORP COM 688239201 728 9600 SH OTR 01 0 9600 0 OSHKOSH CORP COM 688239201 135 1783 SH SOLE 1783 0 0 OSI SYSTEMS INC COM 671044105 1607 15825 SH OTR 01 0 15825 0 OSI SYSTEMS INC COM 671044105 315 3100 SH SOLE 3100 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 555 494000 PRN SOLE 494000 0 0 OUTFRONT MEDIA INC COM 69007J106 8535 307220 SH SOLE 307220 0 0 OUTFRONT MEDIA INC COM 69007J106 8116 292168 SH OTR 01 0 292168 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 464 265051 SH OTR 01 0 265051 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 87 49951 SH SOLE 49951 0 0 OWENS CORNING NEW COM 690742101 8867 140305 SH OTR 01 0 140305 0 OWENS CORNING NEW COM 690742101 1094 17311 SH SOLE 17311 0 0 PACCAR INC COM 693718108 3356 47943 SH OTR 01 0 47943 0 PACCAR INC COM 693718108 1665 23777 SH SOLE 23777 0 0 PACIRA BIOSCIENCES COM 695127100 3456 90788 SH OTR 01 0 90788 0 PACIRA BIOSCIENCES COM 695127100 655 17197 SH SOLE 17197 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 17454 17673000 PRN OTR 01 0 17673000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 50 51000 PRN OTR 04 5000 46000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 19378 19604000 PRN SOLE 19604000 0 0 PACKAGING CORP AMER COM 695156109 1294 12193 SH OTR 01 0 12193 0 PACKAGING CORP AMER COM 695156109 443 4178 SH SOLE 4178 0 0 PALO ALTO NETWORKS INC COM 697435105 6372 31262 SH OTR 01 0 31262 0 PALO ALTO NETWORKS INC COM 697435105 565 2771 SH SOLE 2771 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 23925 22645000 PRN OTR 01 0 22645000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 33447 31657000 PRN SOLE 31657000 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2505 109562 SH OTR 01 0 109562 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 480 21007 SH SOLE 21007 0 0 PARK HOTELS RESORTS INC COM 700517105 1430 57277 SH OTR 01 0 57277 0 PARK HOTELS RESORTS INC COM 700517105 1571 62905 SH SOLE 62905 0 0 PARK OHIO HLDGS CORP COM 700666100 341 11409 SH SOLE 11409 0 0 PARK OHIO HLDGS CORP COM 700666100 1779 59573 SH OTR 01 0 59573 0 PARKER HANNIFIN CORP COM 701094104 3223 17846 SH OTR 01 0 17846 0 PARKER HANNIFIN CORP COM 701094104 935 5175 SH SOLE 5175 0 0 PATRICK INDS INC COM 703343103 3016 70339 SH OTR 01 0 70339 0 PATRICK INDS INC COM 703343103 568 13251 SH SOLE 13251 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 26950 29747000 PRN OTR 01 0 29747000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 91 101000 PRN OTR 04 10000 91000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 29050 32027000 PRN SOLE 32027000 0 0 PATTERSON UTI ENERGY INC COM 703481101 3394 396931 SH OTR 01 0 396931 0 PATTERSON UTI ENERGY INC COM 703481101 249 29134 SH SOLE 29134 0 0 PAYCHEX INC COM 704326107 957 11558 SH SOLE 11558 0 0 PAYCHEX INC COM 704326107 3412 41220 SH OTR 01 0 41220 0 PAYPAL HLDGS INC COM 70450Y103 8665 83645 SH SOLE 83645 0 0 PAYPAL HLDGS INC COM 70450Y103 4447 42927 SH OTR 05 0 42927 0 PAYPAL HLDGS INC COM 70450Y103 47042 454116 SH OTR 01 0 454116 0 PBF ENERGY INC CL A 69318G106 12299 452320 SH OTR 01 0 452320 0 PBF ENERGY INC CL A 69318G106 888 32660 SH SOLE 32660 0 0 PC CONNECTION INC COM 69318J100 805 20692 SH OTR 01 0 20692 0 PC CONNECTION INC COM 69318J100 156 4000 SH SOLE 4000 0 0 PCB BANCORP COM 69320M109 470 28566 SH OTR 01 0 28566 0 PCB BANCORP COM 69320M109 92 5588 SH SOLE 5588 0 0 PDC ENERGY INC COM 69327R101 1365 49200 SH OTR 01 0 49200 0 PDC ENERGY INC COM 69327R101 250 9000 SH SOLE 9000 0 0 PEABODY ENERGY CORP NEW COM 704551100 2200 149433 SH OTR 01 0 149433 0 PEABODY ENERGY CORP NEW COM 704551100 418 28415 SH SOLE 28415 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 381 13576 SH SOLE 13576 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 2013 71808 SH OTR 01 0 71808 0 PENNYMAC MTG INVT TR COM 70931T103 2553 114835 SH OTR 01 0 114835 0 PENNYMAC MTG INVT TR COM 70931T103 3033 136435 SH SOLE 136435 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 367 7760 SH OTR 01 0 7760 0 PEOPLES UTD FINL INC COM 712704105 801 51213 SH OTR 01 0 51213 0 PEOPLES UTD FINL INC COM 712704105 266 17022 SH SOLE 17022 0 0 PEPSICO INC COM 713448108 9694 70711 SH SOLE 70711 0 0 PEPSICO INC COM 713448108 38271 279145 SH OTR 01 0 279145 0 PEPSICO INC COM 713448108 1571 11457 SH OTR 05 0 11457 0 PERFICIENT INC COM 71375U101 536 13900 SH SOLE 13900 0 0 PERFICIENT INC COM 71375U101 2830 73361 SH OTR 01 0 73361 0 PERFORMANCE FOOD GROUP CO COM 71377A103 4843 105253 SH OTR 01 0 105253 0 PERFORMANCE FOOD GROUP CO COM 71377A103 916 19900 SH SOLE 19900 0 0 PERKINELMER INC COM 714046109 1219 14308 SH OTR 01 0 14308 0 PERKINELMER INC COM 714046109 341 4009 SH SOLE 4009 0 0 PERSPECTA INC COM 715347100 3411 130583 SH OTR 01 0 130583 0 PERSPECTA INC COM 715347100 637 24379 SH SOLE 24379 0 0 PFIZER INC COM 717081103 8770 244088 SH SOLE 244088 0 0 PFIZER INC COM 717081103 31689 881975 SH OTR 01 0 881975 0 PFIZER INC COM 717081103 1723 47960 SH OTR 05 0 47960 0 PG&E CORP COM 69331C108 960 95994 SH OTR 01 0 95994 0 PG&E CORP COM 69331C108 74 7444 SH SOLE 7444 0 0 PGIM GLOBAL HIGH YIELD FD IN COM 69346J106 785 54615 SH SOLE 54615 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2414 113192 SH OTR 01 0 113192 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 447 20962 SH SOLE 20962 0 0 PHILIP MORRIS INTL INC COM 718172109 18255 240418 SH OTR 01 0 240418 0 PHILIP MORRIS INTL INC COM 718172109 711 9367 SH OTR 05 0 9367 0 PHILIP MORRIS INTL INC COM 718172109 2127 28016 SH SOLE 28016 0 0 PHILLIPS 66 COM 718546104 7623 74448 SH OTR 01 0 74448 0 PHILLIPS 66 COM 718546104 1622 15836 SH SOLE 15836 0 0 PHOTRONICS INC COM 719405102 2540 233437 SH OTR 01 0 233437 0 PHOTRONICS INC COM 719405102 483 44400 SH SOLE 44400 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 16434 512847 SH OTR 01 0 512847 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1528 47676 SH SOLE 47676 0 0 PINNACLE WEST CAP CORP COM 723484101 5944 61237 SH OTR 01 0 61237 0 PINNACLE WEST CAP CORP COM 723484101 753 7758 SH SOLE 7758 0 0 PIONEER MUN HIGH INCOME ADV COM 723762100 5525 505056 SH SOLE 505056 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 1059 84969 SH OTR 01 0 84969 0 PIONEER NAT RES CO COM 723787107 2716 21592 SH OTR 01 0 21592 0 PIONEER NAT RES CO COM 723787107 733 5831 SH SOLE 5831 0 0 PLANTRONICS INC NEW COM 727493108 41 1100 SH SOLE 1100 0 0 PLANTRONICS INC NEW COM 727493108 224 6000 SH OTR 01 0 6000 0 PLEXUS CORP COM 729132100 842 13473 SH OTR 01 0 13473 0 PLEXUS CORP COM 729132100 156 2500 SH SOLE 2500 0 0 PNC FINL SVCS GROUP INC COM 693475105 9528 67982 SH OTR 01 0 67982 0 PNC FINL SVCS GROUP INC COM 693475105 2180 15555 SH SOLE 15555 0 0 PNM RES INC COM 69349H107 1418 27223 SH OTR 01 0 27223 0 PNM RES INC COM 69349H107 799 15347 SH OTR 05 0 15347 0 PNM RES INC COM 69349H107 381 7315 SH SOLE 7315 0 0 POLARIS INC COM 731068102 282 3200 SH SOLE 3200 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 4953 87872 SH OTR 01 0 87872 0 PORTLAND GEN ELEC CO COM NEW 736508847 941 16696 SH SOLE 16696 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 1354 50494 SH OTR 01 0 50494 0 PORTOLA PHARMACEUTICALS INC COM 737010108 257 9596 SH SOLE 9596 0 0 POWELL INDS INC COM 739128106 1625 41500 SH OTR 01 0 41500 0 POWELL INDS INC COM 739128106 309 7900 SH SOLE 7900 0 0 PPG INDS INC COM 693506107 5309 44797 SH OTR 01 0 44797 0 PPG INDS INC COM 693506107 1011 8534 SH SOLE 8534 0 0 PPL CORP COM 69351T106 8414 267189 SH OTR 01 0 267189 0 PPL CORP COM 69351T106 1370 43516 SH SOLE 43516 0 0 PRA HEALTH SCIENCES INC COM 69354M108 7086 71408 SH OTR 01 0 71408 0 PRA HEALTH SCIENCES INC COM 69354M108 892 8988 SH SOLE 8988 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 566 10800 SH SOLE 10800 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 2996 57200 SH OTR 01 0 57200 0 PREFORMED LINE PRODS CO COM 740444104 189 3467 SH OTR 01 0 3467 0 PREFORMED LINE PRODS CO COM 740444104 37 670 SH SOLE 670 0 0 PRICE T ROWE GROUP INC COM 74144T108 3473 30394 SH OTR 01 0 30394 0 PRICE T ROWE GROUP INC COM 74144T108 956 8364 SH SOLE 8364 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8964 5997000 PRN OTR 01 0 5997000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 145 97000 PRN OTR 04 9000 88000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38156 32836000 PRN OTR 01 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 59135 50890000 PRN SOLE 50890000 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2058 36023 SH OTR 01 0 36023 0 PRINCIPAL FINL GROUP INC COM 74251V102 273 4770 SH SOLE 4770 0 0 PROCTER & GAMBLE CO COM 742718109 8299 66726 SH OTR 05 0 66726 0 PROCTER & GAMBLE CO COM 742718109 19387 155870 SH SOLE 155870 0 0 PROCTER & GAMBLE CO COM 742718109 68463 550438 SH OTR 01 0 550438 0 PROGRESS SOFTWARE CORP COM 743312100 2908 76406 SH OTR 01 0 76406 0 PROGRESS SOFTWARE CORP COM 743312100 553 14526 SH SOLE 14526 0 0 PROGRESSIVE CORP OHIO COM 743315103 25729 333056 SH OTR 01 0 333056 0 PROGRESSIVE CORP OHIO COM 743315103 3084 39919 SH OTR 05 0 39919 0 PROGRESSIVE CORP OHIO COM 743315103 4713 61006 SH SOLE 61006 0 0 PROLOGIS INC COM 74340W103 16198 190075 SH OTR 01 0 190075 0 PROLOGIS INC COM 74340W103 3069 36011 SH OTR 05 0 36011 0 PROLOGIS INC COM 74340W103 23231 272598 SH SOLE 272598 0 0 PROPETRO HLDG CORP COM 74347M108 209 23000 SH SOLE 23000 0 0 PROPETRO HLDG CORP COM 74347M108 1099 120944 SH OTR 01 0 120944 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1358 1346000 PRN SOLE 1346000 0 0 PROVIDENCE SVC CORP COM 743815102 155 2600 SH SOLE 2600 0 0 PROVIDENCE SVC CORP COM 743815102 815 13700 SH OTR 01 0 13700 0 PRUDENTIAL FINL INC COM 744320102 13665 151921 SH OTR 01 0 151921 0 PRUDENTIAL FINL INC COM 744320102 2077 23096 SH OTR 05 0 23096 0 PRUDENTIAL FINL INC COM 744320102 4078 45340 SH SOLE 45340 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 4425 24321 SH OTR 01 0 24321 0 PS BUSINESS PKS INC CALIF COM 69360J107 5244 28821 SH SOLE 28821 0 0 PTC THERAPEUTICS INC COM 69366J200 1413 41783 SH OTR 01 0 41783 0 PTC THERAPEUTICS INC COM 69366J200 265 7827 SH SOLE 7827 0 0 PUBLIC STORAGE COM 74460D109 1404 5723 SH OTR 05 0 5723 0 PUBLIC STORAGE COM 74460D109 18931 77183 SH SOLE 77183 0 0 PUBLIC STORAGE COM 74460D109 15227 62082 SH OTR 01 0 62082 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4424 71259 SH OTR 01 0 71259 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1118 18012 SH SOLE 18012 0 0 PULTE GROUP INC COM 745867101 15215 416292 SH OTR 01 0 416292 0 PULTE GROUP INC COM 745867101 1990 54458 SH OTR 05 0 54458 0 PULTE GROUP INC COM 745867101 3352 91705 SH SOLE 91705 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6734 6813000 PRN OTR 01 0 6813000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 9676 9790000 PRN SOLE 9790000 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 16141 1234990 SH SOLE 1234990 0 0 PVH CORP COM 693656100 188 2132 SH SOLE 2132 0 0 PVH CORP COM 693656100 846 9586 SH OTR 01 0 9586 0 Q2 HLDGS INC COM 74736L109 347 4400 SH OTR 01 0 4400 0 Q2 HLDGS INC COM 74736L109 71 900 SH SOLE 900 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 586 399000 PRN SOLE 399000 0 0 QEP RES INC COM 74733V100 492 133100 SH OTR 01 0 133100 0 QEP RES INC COM 74733V100 100 26900 SH SOLE 26900 0 0 QORVO INC COM 74736K101 13463 181589 SH OTR 01 0 181589 0 QORVO INC COM 74736K101 2130 28735 SH OTR 05 0 28735 0 QORVO INC COM 74736K101 2249 30330 SH SOLE 30330 0 0 QUAD / GRAPHICS INC COM CL A 747301109 185 17631 SH OTR 01 0 17631 0 QUAD / GRAPHICS INC COM CL A 747301109 38 3634 SH SOLE 3634 0 0 QUALCOMM INC COM 747525103 3959 51897 SH OTR 05 0 51897 0 QUALCOMM INC COM 747525103 6082 79737 SH SOLE 79737 0 0 QUALCOMM INC COM 747525103 39059 512044 SH OTR 01 0 512044 0 QUALYS INC COM 74758T303 1164 15400 SH OTR 01 0 15400 0 QUALYS INC COM 74758T303 227 3000 SH SOLE 3000 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 2885 159572 SH OTR 01 0 159572 0 QUANEX BUILDING PRODUCTS COR COM 747619104 548 30300 SH SOLE 30300 0 0 QUANTA SVCS INC COM 74762E102 692 18320 SH OTR 01 0 18320 0 QUANTA SVCS INC COM 74762E102 146 3875 SH SOLE 3875 0 0 QUDIAN INC ADR 747798106 181 26200 SH OTR 01 0 26200 0 QUEST DIAGNOSTICS INC COM 74834L100 1856 17343 SH OTR 01 0 17343 0 QUEST DIAGNOSTICS INC COM 74834L100 532 4967 SH SOLE 4967 0 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13739 14543000 PRN OTR 01 0 14543000 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 17258 18268000 PRN SOLE 18268000 0 0 QURATE RETAIL INC COM SER A 74915M100 1060 102772 SH SOLE 102772 0 0 QURATE RETAIL INC COM SER A 74915M100 6485 628723 SH OTR 01 0 628723 0 R1 RCM INC COM 749397105 2349 263000 SH OTR 01 0 263000 0 R1 RCM INC COM 749397105 443 49600 SH SOLE 49600 0 0 RADIAN GROUP INC COM 750236101 4184 183207 SH OTR 01 0 183207 0 RADIAN GROUP INC COM 750236101 786 34400 SH SOLE 34400 0 0 RADIANT LOGISTICS INC COM 75025X100 431 83300 SH OTR 01 0 83300 0 RADIANT LOGISTICS INC COM 75025X100 85 16500 SH SOLE 16500 0 0 RADIUS HEALTH INC COM NEW 750469207 212 8249 SH SOLE 8249 0 0 RADIUS HEALTH INC COM NEW 750469207 1113 43239 SH OTR 01 0 43239 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1006 1104000 PRN OTR 01 0 1104000 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1541 1690000 PRN SOLE 1690000 0 0 RADNET INC COM 750491102 1765 122906 SH OTR 01 0 122906 0 RADNET INC COM 750491102 327 22786 SH SOLE 22786 0 0 RALPH LAUREN CORP CL A 751212101 639 6695 SH OTR 01 0 6695 0 RALPH LAUREN CORP CL A 751212101 147 1540 SH SOLE 1540 0 0 RAMBUS INC DEL COM 750917106 645 49157 SH OTR 01 0 49157 0 RAMBUS INC DEL COM 750917106 119 9100 SH SOLE 9100 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16478 16548000 PRN OTR 01 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 18239 18317000 PRN SOLE 18317000 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 399 307000 PRN SOLE 307000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 3151 38209 SH SOLE 38209 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 13887 168405 SH OTR 01 0 168405 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1877 22761 SH OTR 05 0 22761 0 RAYONIER INC COM 754907103 2862 101484 SH OTR 01 0 101484 0 RAYONIER INC COM 754907103 3169 112370 SH SOLE 112370 0 0 RAYTHEON CO COM NEW 755111507 9294 47374 SH OTR 01 0 47374 0 RAYTHEON CO COM NEW 755111507 2029 10340 SH SOLE 10340 0 0 RBB BANCORP COM 74930B105 1732 87986 SH OTR 01 0 87986 0 RBB BANCORP COM 74930B105 324 16449 SH SOLE 16449 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 703 34000 SH OTR 01 0 34000 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 132 6400 SH SOLE 6400 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 687 434000 PRN SOLE 434000 0 0 REALTY INCOME CORP COM 756109104 7117 92818 SH SOLE 92818 0 0 REALTY INCOME CORP COM 756109104 5992 78140 SH OTR 01 0 78140 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 455 455000 PRN SOLE 455000 0 0 REGAL BELOIT CORP COM 758750103 2804 38489 SH OTR 01 0 38489 0 REGAL BELOIT CORP COM 758750103 260 3563 SH SOLE 3563 0 0 REGENCY CTRS CORP COM 758849103 1903 27391 SH OTR 01 0 27391 0 REGENCY CTRS CORP COM 758849103 2383 34288 SH SOLE 34288 0 0 REGENERON PHARMACEUTICALS COM 75886F107 5066 18263 SH OTR 01 0 18263 0 REGENERON PHARMACEUTICALS COM 75886F107 915 3299 SH SOLE 3299 0 0 REGENXBIO INC COM 75901B107 198 5557 SH SOLE 5557 0 0 REGENXBIO INC COM 75901B107 1061 29812 SH OTR 01 0 29812 0 REGIONS FINL CORP NEW COM 7591EP100 2044 129212 SH OTR 01 0 129212 0 REGIONS FINL CORP NEW COM 7591EP100 597 37758 SH SOLE 37758 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 12352 77260 SH OTR 01 0 77260 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1232 7707 SH OTR 05 0 7707 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1539 9623 SH SOLE 9623 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 2832 28416 SH OTR 01 0 28416 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1025 10282 SH OTR 05 0 10282 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 675 6776 SH SOLE 6776 0 0 RENASANT CORP COM 75970E107 546 15600 SH OTR 01 0 15600 0 RENASANT CORP COM 75970E107 98 2800 SH SOLE 2800 0 0 RENT A CTR INC NEW COM 76009N100 3269 126771 SH OTR 01 0 126771 0 RENT A CTR INC NEW COM 76009N100 619 24000 SH SOLE 24000 0 0 REPLIGEN CORP COM 759916109 2371 30913 SH OTR 01 0 30913 0 REPLIGEN CORP COM 759916109 445 5798 SH SOLE 5798 0 0 REPUBLIC BANCORP KY CL A 760281204 1088 25031 SH OTR 01 0 25031 0 REPUBLIC BANCORP KY CL A 760281204 209 4811 SH SOLE 4811 0 0 REPUBLIC SVCS INC COM 760759100 9288 107312 SH OTR 01 0 107312 0 REPUBLIC SVCS INC COM 760759100 2166 25029 SH OTR 05 0 25029 0 REPUBLIC SVCS INC COM 760759100 2672 30875 SH SOLE 30875 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 337 23500 SH OTR 01 0 23500 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 71 4938 SH SOLE 4938 0 0 RESMED INC COM 761152107 3403 25190 SH OTR 01 0 25190 0 RESMED INC COM 761152107 766 5667 SH SOLE 5667 0 0 RETAIL PPTYS AMER INC CL A 76131V202 3113 252644 SH SOLE 252644 0 0 RETAIL PPTYS AMER INC CL A 76131V202 2784 225954 SH OTR 01 0 225954 0 RETAIL VALUE INC COM 76133Q102 704 19000 SH OTR 01 0 19000 0 RETAIL VALUE INC COM 76133Q102 837 22600 SH SOLE 22600 0 0 RETROPHIN INC COM 761299106 744 64173 SH OTR 01 0 64173 0 RETROPHIN INC COM 761299106 139 12027 SH SOLE 12027 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1649 21601 SH OTR 01 0 21601 0 REX AMERICAN RESOURCES CORP COM 761624105 305 4000 SH SOLE 4000 0 0 REXFORD INDL RLTY INC COM 76169C100 4367 99200 SH OTR 01 0 99200 0 REXFORD INDL RLTY INC COM 76169C100 5208 118300 SH SOLE 118300 0 0 RIMINI STR INC DEL COM 76674Q107 101 23000 SH OTR 01 0 23000 0 RIMINI STR INC DEL COM 76674Q107 18 4200 SH SOLE 4200 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 43439 26873000 PRN OTR 01 0 26873000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 116 72000 PRN OTR 04 7000 65000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 46940 29024000 PRN SOLE 29024000 0 0 RIVERVIEW BANCORP INC COM 769397100 100 13494 SH OTR 01 0 13494 0 RIVERVIEW BANCORP INC COM 769397100 19 2600 SH SOLE 2600 0 0 RMR GROUP INC CL A 74967R106 2879 63309 SH OTR 01 0 63309 0 RMR GROUP INC CL A 74967R106 540 11870 SH SOLE 11870 0 0 ROBERT HALF INTL INC COM 770323103 1374 24687 SH OTR 01 0 24687 0 ROBERT HALF INTL INC COM 770323103 1030 18504 SH SOLE 18504 0 0 ROCKWELL AUTOMATION INC COM 773903109 2494 15134 SH OTR 01 0 15134 0 ROCKWELL AUTOMATION INC COM 773903109 735 4458 SH SOLE 4458 0 0 ROCKY BRANDS INC COM 774515100 491 14779 SH SOLE 14779 0 0 ROCKY BRANDS INC COM 774515100 2564 77145 SH OTR 01 0 77145 0 ROGERS CORP COM 775133101 820 6000 SH OTR 01 0 6000 0 ROGERS CORP COM 775133101 164 1200 SH SOLE 1200 0 0 ROKU INC COM CL A 77543R102 1357 13332 SH OTR 01 0 13332 0 ROKU INC COM CL A 77543R102 119 1171 SH SOLE 1171 0 0 ROLLINS INC COM 775711104 619 18169 SH OTR 01 0 18169 0 ROLLINS INC COM 775711104 134 3926 SH SOLE 3926 0 0 ROPER TECHNOLOGIES INC COM 776696106 1331 3732 SH SOLE 3732 0 0 ROPER TECHNOLOGIES INC COM 776696106 6605 18522 SH OTR 01 0 18522 0 ROSETTA STONE INC COM 777780107 78 4500 SH SOLE 4500 0 0 ROSETTA STONE INC COM 777780107 390 22400 SH OTR 01 0 22400 0 ROSS STORES INC COM 778296103 5471 49800 SH OTR 01 0 49800 0 ROSS STORES INC COM 778296103 63 578 SH OTR 05 0 578 0 ROSS STORES INC COM 778296103 1526 13894 SH SOLE 13894 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 830 830000 PRN SOLE 830000 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 319 111932 SH OTR 01 0 111932 0 RTI SURGICAL HOLDINGS INC COM 74975N105 60 21000 SH SOLE 21000 0 0 RUBICON PROJ INC COM 78112V102 772 88600 SH OTR 01 0 88600 0 RUBICON PROJ INC COM 78112V102 157 18000 SH SOLE 18000 0 0 RUSH ENTERPRISES INC CL B 781846308 274 6856 SH OTR 01 0 6856 0 RUSH ENTERPRISES INC CL B 781846308 54 1348 SH SOLE 1348 0 0 RYERSON HLDG CORP COM 783754104 75 8800 SH SOLE 8800 0 0 RYERSON HLDG CORP COM 783754104 389 45600 SH OTR 01 0 45600 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 3788 46300 SH OTR 01 0 46300 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 4491 54900 SH SOLE 54900 0 0 S&P GLOBAL INC COM 78409V104 13661 55765 SH OTR 01 0 55765 0 S&P GLOBAL INC COM 78409V104 468 1909 SH OTR 05 0 1909 0 S&P GLOBAL INC COM 78409V104 2210 9021 SH SOLE 9021 0 0 SALESFORCE COM INC COM 79466L302 34628 233277 SH OTR 01 0 233277 0 SALESFORCE COM INC COM 79466L302 2473 16658 SH OTR 05 0 16658 0 SALESFORCE COM INC COM 79466L302 6251 42110 SH SOLE 42110 0 0 SANDERSON FARMS INC COM 800013104 3708 24500 SH OTR 01 0 24500 0 SANDERSON FARMS INC COM 800013104 711 4700 SH SOLE 4700 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 799 170082 SH OTR 01 0 170082 0 SANDRIDGE ENERGY INC COM NEW 80007P869 153 32593 SH SOLE 32593 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 3144 32550 SH OTR 01 0 32550 0 SANFILIPPO JOHN B & SON INC COM 800422107 589 6100 SH SOLE 6100 0 0 SANGAMO THERAPEUTICS INC COM 800677106 807 89133 SH OTR 01 0 89133 0 SANGAMO THERAPEUTICS INC COM 800677106 154 17049 SH SOLE 17049 0 0 SANMINA CORPORATION COM 801056102 3248 101147 SH OTR 01 0 101147 0 SANMINA CORPORATION COM 801056102 617 19228 SH SOLE 19228 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 999 755000 PRN SOLE 755000 0 0 SB ONE BANCORP COM 78413T103 332 14700 SH OTR 01 0 14700 0 SB ONE BANCORP COM 78413T103 63 2800 SH SOLE 2800 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1205 4998 SH OTR 05 0 4998 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 24102 99945 SH SOLE 99945 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 20354 84405 SH OTR 01 0 84405 0 SCHLUMBERGER LTD COM 806857108 10824 316781 SH OTR 01 0 316781 0 SCHLUMBERGER LTD COM 806857108 1051 30772 SH OTR 05 0 30772 0 SCHLUMBERGER LTD COM 806857108 2602 76144 SH SOLE 76144 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 2939 135293 SH OTR 01 0 135293 0 SCHNEIDER NATIONAL INC CL B 80689H102 189 8698 SH SOLE 8698 0 0 SCHNITZER STL INDS CL A 806882106 2545 123179 SH OTR 01 0 123179 0 SCHNITZER STL INDS CL A 806882106 483 23389 SH SOLE 23389 0 0 SCHOLASTIC CORP COM 807066105 2466 65300 SH OTR 01 0 65300 0 SCHOLASTIC CORP COM 807066105 468 12400 SH SOLE 12400 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 2262 25900 SH OTR 01 0 25900 0 SCIENCE APPLICATNS INTL CP N COM 808625107 419 4800 SH SOLE 4800 0 0 SEABOARD CORP COM 811543107 1991 455 SH OTR 01 0 455 0 SEABOARD CORP COM 811543107 481 110 SH SOLE 110 0 0 SEALED AIR CORP NEW COM 81211K100 829 19963 SH OTR 01 0 19963 0 SEALED AIR CORP NEW COM 81211K100 189 4556 SH SOLE 4556 0 0 SEASPINE HLDGS CORP COM 81255T108 1073 87883 SH OTR 01 0 87883 0 SEASPINE HLDGS CORP COM 81255T108 203 16600 SH SOLE 16600 0 0 SEAWORLD ENTMT INC COM 81282V100 537 20411 SH SOLE 20411 0 0 SEAWORLD ENTMT INC COM 81282V100 2826 107370 SH OTR 01 0 107370 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 1372 105800 SH OTR 01 0 105800 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 263 20300 SH SOLE 20300 0 0 SELECTIVE INS GROUP INC COM 816300107 2331 31000 SH OTR 01 0 31000 0 SELECTIVE INS GROUP INC COM 816300107 451 6000 SH SOLE 6000 0 0 SEMPRA ENERGY COM 816851109 6176 41842 SH OTR 01 0 41842 0 SEMPRA ENERGY COM 816851109 1420 9622 SH SOLE 9622 0 0 SENECA FOODS CORP NEW CL A 817070501 651 20867 SH OTR 01 0 20867 0 SENECA FOODS CORP NEW CL A 817070501 122 3900 SH SOLE 3900 0 0 SERVICE CORP INTL COM 817565104 624 13050 SH OTR 01 0 13050 0 SERVICE CORP INTL COM 817565104 37 765 SH SOLE 765 0 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 758 29380 SH SOLE 29380 0 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 717 27807 SH OTR 01 0 27807 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 583 10438 SH SOLE 10438 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5166 92423 SH OTR 01 0 92423 0 SERVICENOW INC COM 81762P102 6864 27038 SH OTR 01 0 27038 0 SERVICENOW INC COM 81762P102 420 1656 SH SOLE 1656 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 36797 19206000 PRN OTR 01 0 19206000 0 SERVICENOW INC NOTE 6/0 81762PAC6 136 71000 PRN OTR 04 7000 64000 0 SERVICENOW INC NOTE 6/0 81762PAC6 40917 21350000 PRN SOLE 21350000 0 0 SHERWIN WILLIAMS CO COM 824348106 7530 13694 SH OTR 01 0 13694 0 SHERWIN WILLIAMS CO COM 824348106 2004 3644 SH SOLE 3644 0 0 SIGA TECHNOLOGIES INC COM 826917106 308 60200 SH SOLE 60200 0 0 SIGA TECHNOLOGIES INC COM 826917106 1642 320607 SH OTR 01 0 320607 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2139 17943 SH SOLE 17943 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 13172 110487 SH OTR 01 0 110487 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1031 8648 SH OTR 05 0 8648 0 SILGAN HOLDINGS INC COM 827048109 3776 125720 SH OTR 01 0 125720 0 SILGAN HOLDINGS INC COM 827048109 386 12845 SH SOLE 12845 0 0 SILICON LABORATORIES INC COM 826919102 1848 16600 SH OTR 01 0 16600 0 SILICON LABORATORIES INC COM 826919102 345 3100 SH SOLE 3100 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 32404 24847000 PRN OTR 01 0 24847000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 43 33000 PRN OTR 04 4000 29000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 34262 26265000 PRN SOLE 26265000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 9383 60285 SH OTR 01 0 60285 0 SIMON PPTY GROUP INC NEW COM 828806109 1 5 SH OTR 05 0 5 0 SIMON PPTY GROUP INC NEW COM 828806109 11334 72820 SH SOLE 72820 0 0 SIMPLY GOOD FOODS CO COM 82900L102 594 20500 SH OTR 01 0 20500 0 SIMPLY GOOD FOODS CO COM 82900L102 122 4200 SH SOLE 4200 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 2020 47270 SH OTR 01 0 47270 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 354 8290 SH SOLE 8290 0 0 SIRIUS XM HLDGS INC COM 82968B103 97 15500 SH SOLE 15500 0 0 SITE CENTERS CORP COM 82981J109 2045 135368 SH OTR 01 0 135368 0 SITE CENTERS CORP COM 82981J109 2297 151988 SH SOLE 151988 0 0 SJW GROUP COM 784305104 417 6099 SH SOLE 6099 0 0 SJW GROUP COM 784305104 2172 31803 SH OTR 01 0 31803 0 SKECHERS U S A INC CL A 830566105 1677 44891 SH SOLE 44891 0 0 SKECHERS U S A INC CL A 830566105 10648 285100 SH OTR 01 0 285100 0 SKECHERS U S A INC CL A 830566105 859 22990 SH OTR 05 0 22990 0 SKYLINE CHAMPION CORPORATION COM 830830105 3093 102800 SH OTR 01 0 102800 0 SKYLINE CHAMPION CORPORATION COM 830830105 584 19400 SH SOLE 19400 0 0 SKYWEST INC COM 830879102 2233 38900 SH OTR 01 0 38900 0 SKYWEST INC COM 830879102 402 7000 SH SOLE 7000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1907 24069 SH OTR 01 0 24069 0 SKYWORKS SOLUTIONS INC COM 83088M102 533 6728 SH SOLE 6728 0 0 SL GREEN RLTY CORP COM 78440X101 869 10634 SH OTR 01 0 10634 0 SL GREEN RLTY CORP COM 78440X101 1177 14393 SH SOLE 14393 0 0 SLM CORP COM 78442P106 14093 1596957 SH OTR 01 0 1596957 0 SLM CORP COM 78442P106 1098 124411 SH SOLE 124411 0 0 SLM CORP COM 78442P106 546 61926 SH OTR 05 0 61926 0 SMARTFINANCIAL INC COM NEW 83190L208 778 37364 SH OTR 01 0 37364 0 SMARTFINANCIAL INC COM NEW 83190L208 146 7001 SH SOLE 7001 0 0 SMITH A O CORP COM 831865209 852 17850 SH OTR 01 0 17850 0 SMITH A O CORP COM 831865209 197 4121 SH SOLE 4121 0 0 SMUCKER J M CO COM NEW 832696405 1616 14685 SH OTR 01 0 14685 0 SMUCKER J M CO COM NEW 832696405 1 7 SH OTR 05 0 7 0 SMUCKER J M CO COM NEW 832696405 501 4557 SH SOLE 4557 0 0 SNAP ON INC COM 833034101 258 1649 SH SOLE 1649 0 0 SNAP ON INC COM 833034101 1115 7122 SH OTR 01 0 7122 0 SONIC AUTOMOTIVE INC CL A 83545G102 3091 98400 SH OTR 01 0 98400 0 SONIC AUTOMOTIVE INC CL A 83545G102 581 18500 SH SOLE 18500 0 0 SOUTHERN CO COM 842587107 16442 266181 SH OTR 01 0 266181 0 SOUTHERN CO COM 842587107 2275 36836 SH OTR 05 0 36836 0 SOUTHERN CO COM 842587107 4149 67170 SH SOLE 67170 0 0 SOUTHERN COPPER CORP COM 84265V105 1694 49631 SH OTR 01 0 49631 0 SOUTHWEST AIRLS CO COM 844741108 6186 114527 SH OTR 01 0 114527 0 SOUTHWEST AIRLS CO COM 844741108 404 7481 SH OTR 05 0 7481 0 SOUTHWEST AIRLS CO COM 844741108 799 14786 SH SOLE 14786 0 0 SPARK ENERGY INC CL A COM 846511103 505 47901 SH SOLE 47901 0 0 SPARK ENERGY INC CL A COM 846511103 2673 253364 SH OTR 01 0 253364 0 SPARK THERAPEUTICS INC COM 84652J103 369 3806 SH SOLE 3806 0 0 SPARK THERAPEUTICS INC COM 84652J103 1959 20203 SH OTR 01 0 20203 0 SPARTAN MTRS INC COM 846819100 417 30400 SH OTR 01 0 30400 0 SPARTAN MTRS INC COM 846819100 88 6400 SH SOLE 6400 0 0 SPARTANNASH CO COM 847215100 211 17800 SH OTR 01 0 17800 0 SPARTANNASH CO COM 847215100 43 3600 SH SOLE 3600 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 26246 189000 SH OTR 01 0 189000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 13731 46268 SH SOLE 46268 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 17359 58492 SH OTR 01 0 58492 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 613646 2067749 SH OTR 03 0 2067749 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4413 14869 SH OTR 05 0 14869 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2945 8355 SH OTR 01 0 8355 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 688 1951 SH SOLE 1951 0 0 SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6443 108515 SH SOLE 108515 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1005 121112 SH OTR 01 0 121112 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 191 22987 SH SOLE 22987 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 16952 206123 SH OTR 01 0 206123 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1613 19611 SH SOLE 19611 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1208 1179000 PRN SOLE 1179000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 22479 20824000 PRN OTR 01 0 20824000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 29787 27594000 PRN SOLE 27594000 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 91 17500 SH OTR 01 0 17500 0 SPROUTS FMRS MKT INC COM 85208M102 1537 79497 SH OTR 01 0 79497 0 SPROUTS FMRS MKT INC COM 85208M102 109 5624 SH SOLE 5624 0 0 SPS COMMERCE INC COM 78463M107 2985 63408 SH OTR 01 0 63408 0 SPS COMMERCE INC COM 78463M107 568 12064 SH SOLE 12064 0 0 SPX CORP COM 784635104 800 20000 SH OTR 01 0 20000 0 SPX CORP COM 784635104 160 4000 SH SOLE 4000 0 0 SQUARE INC CL A 852234103 4342 70092 SH OTR 01 0 70092 0 SQUARE INC CL A 852234103 422 6816 SH SOLE 6816 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 436 160000 PRN SOLE 160000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 10809 9689000 PRN OTR 01 0 9689000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 16578 14860000 PRN SOLE 14860000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1091 21154 SH OTR 01 0 21154 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 643 12465 SH SOLE 12465 0 0 STANLEY BLACK & DECKER INC COM 854502101 843 5835 SH SOLE 5835 0 0 STANLEY BLACK & DECKER INC COM 854502101 3126 21648 SH OTR 01 0 21648 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 20077 199842 SH OTR 01 0 199842 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 77 764 SH OTR 04 75 689 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 22823 227181 SH SOLE 227181 0 0 STARBUCKS CORP COM 855244109 42867 484808 SH OTR 01 0 484808 0 STARBUCKS CORP COM 855244109 4131 46716 SH OTR 05 0 46716 0 STARBUCKS CORP COM 855244109 7898 89326 SH SOLE 89326 0 0 STATE AUTO FINL CORP COM 855707105 49 1500 SH SOLE 1500 0 0 STATE AUTO FINL CORP COM 855707105 240 7400 SH OTR 01 0 7400 0 STATE STR CORP COM 857477103 1805 30489 SH SOLE 30489 0 0 STATE STR CORP COM 857477103 3939 66551 SH OTR 01 0 66551 0 STEEL DYNAMICS INC COM 858119100 10154 340745 SH OTR 01 0 340745 0 STEEL DYNAMICS INC COM 858119100 2230 74846 SH OTR 05 0 74846 0 STEEL DYNAMICS INC COM 858119100 1966 65966 SH SOLE 65966 0 0 STEELCASE INC CL A 858155203 3723 202328 SH OTR 01 0 202328 0 STEELCASE INC CL A 858155203 708 38500 SH SOLE 38500 0 0 STEPAN CO COM 858586100 3054 31466 SH OTR 01 0 31466 0 STEPAN CO COM 858586100 582 6000 SH SOLE 6000 0 0 STERLING BANCORP INC COM 85917W102 121 12400 SH SOLE 12400 0 0 STERLING BANCORP INC COM 85917W102 639 65422 SH OTR 01 0 65422 0 STERLING CONSTRUCTION CO INC COM 859241101 3020 229626 SH OTR 01 0 229626 0 STERLING CONSTRUCTION CO INC COM 859241101 576 43800 SH SOLE 43800 0 0 STEWART INFORMATION SVCS COR COM 860372101 3195 82362 SH OTR 01 0 82362 0 STEWART INFORMATION SVCS COR COM 860372101 610 15718 SH SOLE 15718 0 0 STORE CAP CORP COM 862121100 113 3018 SH OTR 01 0 3018 0 STORE CAP CORP COM 862121100 123 3285 SH SOLE 3285 0 0 STRYKER CORP COM 863667101 8955 41399 SH OTR 01 0 41399 0 STRYKER CORP COM 863667101 2489 11509 SH SOLE 11509 0 0 SUMMIT HOTEL PPTYS INC COM 866082100 2433 209700 SH OTR 01 0 209700 0 SUMMIT HOTEL PPTYS INC COM 866082100 2895 249600 SH SOLE 249600 0 0 SUN CMNTYS INC COM 866674104 3241 21833 SH SOLE 21833 0 0 SUN CMNTYS INC COM 866674104 3009 20268 SH OTR 01 0 20268 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 694 742000 PRN SOLE 742000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 4894 356221 SH SOLE 356221 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 4110 299098 SH OTR 01 0 299098 0 SUNTRUST BKS INC COM 867914103 5955 86558 SH OTR 01 0 86558 0 SUNTRUST BKS INC COM 867914103 907 13181 SH SOLE 13181 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9688 10405000 PRN OTR 01 0 10405000 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 11220 12050000 PRN SOLE 12050000 0 0 SURMODICS INC COM 868873100 1322 28900 SH OTR 01 0 28900 0 SURMODICS INC COM 868873100 252 5500 SH SOLE 5500 0 0 SVB FINL GROUP COM 78486Q101 1395 6674 SH OTR 01 0 6674 0 SVB FINL GROUP COM 78486Q101 378 1809 SH SOLE 1809 0 0 SWITCH INC CL A 87105L104 313 20023 SH OTR 01 0 20023 0 SWITCH INC CL A 87105L104 462 29550 SH SOLE 29550 0 0 SYKES ENTERPRISES INC COM 871237103 104 3400 SH SOLE 3400 0 0 SYKES ENTERPRISES INC COM 871237103 543 17725 SH OTR 01 0 17725 0 SYMANTEC CORP COM 871503108 19070 807012 SH OTR 01 0 807012 0 SYMANTEC CORP COM 871503108 1988 84130 SH OTR 05 0 84130 0 SYMANTEC CORP COM 871503108 3524 149143 SH SOLE 149143 0 0 SYNAPTICS INC COM 87157D109 2218 55529 SH OTR 01 0 55529 0 SYNAPTICS INC COM 87157D109 409 10236 SH SOLE 10236 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 599 641000 PRN SOLE 641000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 17 3200 SH SOLE 3200 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 95 17600 SH OTR 01 0 17600 0 SYNCHRONY FINL COM 87165B103 4411 129394 SH SOLE 129394 0 0 SYNCHRONY FINL COM 87165B103 2658 77957 SH OTR 05 0 77957 0 SYNCHRONY FINL COM 87165B103 29032 851624 SH OTR 01 0 851624 0 SYNEOS HEALTH INC CL A 87166B102 4174 78449 SH OTR 01 0 78449 0 SYNEOS HEALTH INC CL A 87166B102 787 14783 SH SOLE 14783 0 0 SYNOPSYS INC COM 871607107 14207 103515 SH OTR 01 0 103515 0 SYNOPSYS INC COM 871607107 243 1773 SH OTR 05 0 1773 0 SYNOPSYS INC COM 871607107 2623 19112 SH SOLE 19112 0 0 SYNOVUS FINL CORP COM NEW 87161C501 377 10545 SH OTR 01 0 10545 0 SYNOVUS FINL CORP COM NEW 87161C501 111 3102 SH SOLE 3102 0 0 SYSCO CORP COM 871829107 2981 37539 SH OTR 05 0 37539 0 SYSCO CORP COM 871829107 3322 41844 SH SOLE 41844 0 0 SYSCO CORP COM 871829107 21074 265413 SH OTR 01 0 265413 0 T MOBILE US INC COM 872590104 861 10935 SH SOLE 10935 0 0 T MOBILE US INC COM 872590104 4659 59149 SH OTR 01 0 59149 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 11099 238793 SH OTR 01 0 238793 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 9536 205160 SH SOLE 205160 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 14300 114093 SH OTR 01 0 114093 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1160 9255 SH OTR 05 0 9255 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2623 20928 SH SOLE 20928 0 0 TALOS ENERGY INC COM 87484T108 16741 823469 SH SOLE 823469 0 0 TALOS ENERGY INC COM 87484T108 57795 2842839 SH OTR 01 0 2842839 0 TALOS ENERGY INC COM 87484T108 126 6187 SH OTR 05 0 6187 0 TANDEM DIABETES CARE INC COM NEW 875372203 714 12100 SH SOLE 12100 0 0 TANDEM DIABETES CARE INC COM NEW 875372203 3757 63700 SH OTR 01 0 63700 0 TAPESTRY INC COM 876030107 966 37101 SH OTR 01 0 37101 0 TAPESTRY INC COM 876030107 291 11181 SH SOLE 11181 0 0 TARGET CORP COM 87612E106 18583 173821 SH OTR 01 0 173821 0 TARGET CORP COM 87612E106 2015 18851 SH OTR 05 0 18851 0 TARGET CORP COM 87612E106 4382 40984 SH SOLE 40984 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 4153 160100 SH OTR 01 0 160100 0 TAYLOR MORRISON HOME CORP COM 87724P106 786 30300 SH SOLE 30300 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 79 1700 SH SOLE 1700 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1622 34743 SH OTR 01 0 34743 0 TECH DATA CORP COM 878237106 3997 38341 SH OTR 01 0 38341 0 TECH DATA CORP COM 878237106 761 7300 SH SOLE 7300 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 46355 31223000 PRN OTR 01 0 31223000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 57106 38465000 PRN SOLE 38465000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 7137 4188000 PRN OTR 01 0 4188000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 116 68000 PRN OTR 04 6000 62000 0 TELARIA INC COM 879181105 1391 201330 SH OTR 01 0 201330 0 TELARIA INC COM 879181105 266 38500 SH SOLE 38500 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1022 3175 SH SOLE 3175 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 6576 20423 SH OTR 01 0 20423 0 TELEDYNE TECHNOLOGIES INC COM 879360105 505 1569 SH OTR 05 0 1569 0 TELEFLEX INC COM 879369106 685 2017 SH SOLE 2017 0 0 TELEFLEX INC COM 879369106 21413 63025 SH OTR 01 0 63025 0 TELEPHONE & DATA SYS INC COM NEW 879433829 2721 105452 SH OTR 01 0 105452 0 TELEPHONE & DATA SYS INC COM NEW 879433829 465 18013 SH SOLE 18013 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1871 84600 SH OTR 01 0 84600 0 TENET HEALTHCARE CORP COM NEW 88033G407 356 16100 SH SOLE 16100 0 0 TERADYNE INC COM 880770102 12298 212361 SH OTR 01 0 212361 0 TERADYNE INC COM 880770102 946 16340 SH SOLE 16340 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 1574 827000 PRN SOLE 827000 0 0 TERRITORIAL BANCORP INC COM 88145X108 90 3136 SH SOLE 3136 0 0 TERRITORIAL BANCORP INC COM 88145X108 513 17945 SH OTR 01 0 17945 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 2203 2252000 PRN SOLE 2252000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 1566 1538000 PRN SOLE 1538000 0 0 TETRA TECH INC NEW COM 88162G103 5347 61629 SH OTR 01 0 61629 0 TETRA TECH INC NEW COM 88162G103 387 4455 SH OTR 05 0 4455 0 TETRA TECH INC NEW COM 88162G103 1041 11996 SH SOLE 11996 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 528 9656 SH OTR 01 0 9656 0 TEXAS INSTRS INC COM 882508104 32174 248946 SH OTR 01 0 248946 0 TEXAS INSTRS INC COM 882508104 1506 11656 SH OTR 05 0 11656 0 TEXAS INSTRS INC COM 882508104 5526 42754 SH SOLE 42754 0 0 TEXAS ROADHOUSE INC COM 882681109 431 8215 SH OTR 01 0 8215 0 TEXAS ROADHOUSE INC COM 882681109 84 1600 SH SOLE 1600 0 0 TEXTRON INC COM 883203101 1719 35102 SH OTR 01 0 35102 0 TEXTRON INC COM 883203101 462 9429 SH SOLE 9429 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 7730 184798 SH OTR 01 0 184798 0 THE CHARLES SCHWAB CORPORATI COM 808513105 1739 41576 SH SOLE 41576 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 19382 66543 SH OTR 01 0 66543 0 THERMO FISHER SCIENTIFIC INC COM 883556102 80 275 SH OTR 05 0 275 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4633 15906 SH SOLE 15906 0 0 TIFFANY & CO NEW COM 886547108 1295 13984 SH OTR 01 0 13984 0 TIFFANY & CO NEW COM 886547108 402 4341 SH SOLE 4341 0 0 TILLYS INC CL A 886885102 472 50000 SH OTR 01 0 50000 0 TILLYS INC CL A 886885102 87 9200 SH SOLE 9200 0 0 TIMKEN CO COM 887389104 6984 160524 SH OTR 01 0 160524 0 TIMKEN CO COM 887389104 795 18277 SH SOLE 18277 0 0 TIPTREE INC COM 88822Q103 49 6679 SH SOLE 6679 0 0 TIPTREE INC COM 88822Q103 215 29579 SH OTR 01 0 29579 0 TITAN MACHY INC COM 88830R101 2130 148523 SH OTR 01 0 148523 0 TITAN MACHY INC COM 88830R101 398 27774 SH SOLE 27774 0 0 TIVO CORP COM 88870P106 2082 273400 SH OTR 01 0 273400 0 TIVO CORP COM 88870P106 396 52000 SH SOLE 52000 0 0 TJX COS INC NEW COM 872540109 9384 168353 SH OTR 01 0 168353 0 TJX COS INC NEW COM 872540109 2542 45603 SH SOLE 45603 0 0 TOLL BROTHERS INC COM 889478103 1248 30396 SH OTR 05 0 30396 0 TOLL BROTHERS INC COM 889478103 1887 45976 SH SOLE 45976 0 0 TOLL BROTHERS INC COM 889478103 12300 299639 SH OTR 01 0 299639 0 TOPBUILD CORP COM 89055F103 3828 39700 SH OTR 01 0 39700 0 TOPBUILD CORP COM 89055F103 723 7500 SH SOLE 7500 0 0 TRACTOR SUPPLY CO COM 892356106 1395 15425 SH OTR 01 0 15425 0 TRACTOR SUPPLY CO COM 892356106 394 4359 SH SOLE 4359 0 0 TRANSDIGM GROUP INC COM 893641100 3595 6904 SH OTR 01 0 6904 0 TRANSDIGM GROUP INC COM 893641100 933 1792 SH SOLE 1792 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 14127 17197000 PRN OTR 01 0 17197000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 24 29000 PRN OTR 04 2000 27000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 15797 19221000 PRN SOLE 19221000 0 0 TRANSUNION COM 89400J107 8880 109480 SH OTR 01 0 109480 0 TRANSUNION COM 89400J107 754 9302 SH SOLE 9302 0 0 TRAVELERS COMPANIES INC COM 89417E109 1351 9087 SH SOLE 9087 0 0 TRAVELERS COMPANIES INC COM 89417E109 7037 47326 SH OTR 01 0 47326 0 TRAVELZOO COM NEW 89421Q205 1593 149040 SH OTR 01 0 149040 0 TRAVELZOO COM NEW 89421Q205 300 28092 SH SOLE 28092 0 0 TREDEGAR CORP COM 894650100 3004 153903 SH OTR 01 0 153903 0 TREDEGAR CORP COM 894650100 571 29275 SH SOLE 29275 0 0 TREEHOUSE FOODS INC COM 89469A104 2706 48794 SH OTR 01 0 48794 0 TREEHOUSE FOODS INC COM 89469A104 60 1078 SH SOLE 1078 0 0 TRI POINTE GROUP INC COM 87265H109 221 14700 SH OTR 01 0 14700 0 TRI POINTE GROUP INC COM 87265H109 45 3000 SH SOLE 3000 0 0 TRIMAS CORP COM NEW 896215209 1342 43779 SH OTR 01 0 43779 0 TRIMAS CORP COM NEW 896215209 257 8400 SH SOLE 8400 0 0 TRINET GROUP INC COM 896288107 2295 36900 SH OTR 01 0 36900 0 TRINET GROUP INC COM 896288107 448 7200 SH SOLE 7200 0 0 TRIPADVISOR INC COM 896945201 4151 107319 SH OTR 01 0 107319 0 TRIPADVISOR INC COM 896945201 349 9028 SH SOLE 9028 0 0 TRIPLE-S MGMT CORP CL B 896749108 270 20118 SH OTR 01 0 20118 0 TRIPLE-S MGMT CORP CL B 896749108 50 3761 SH SOLE 3761 0 0 TRISTATE CAP HLDGS INC COM 89678F100 1035 49206 SH OTR 01 0 49206 0 TRISTATE CAP HLDGS INC COM 89678F100 189 9000 SH SOLE 9000 0 0 TRUEBLUE INC COM 89785X101 243 11531 SH SOLE 11531 0 0 TRUEBLUE INC COM 89785X101 1310 62095 SH OTR 01 0 62095 0 TTEC HLDGS INC COM 89854H102 298 6220 SH OTR 01 0 6220 0 TTEC HLDGS INC COM 89854H102 57 1200 SH SOLE 1200 0 0 TTM TECHNOLOGIES INC COM 87305R109 2281 187042 SH OTR 01 0 187042 0 TTM TECHNOLOGIES INC COM 87305R109 428 35100 SH SOLE 35100 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 9245 5532000 PRN OTR 01 0 5532000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 13522 8091000 PRN SOLE 8091000 0 0 TWITTER INC COM 90184L102 14644 355426 SH OTR 01 0 355426 0 TWITTER INC COM 90184L102 2272 55157 SH SOLE 55157 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 1634 1540000 PRN SOLE 1540000 0 0 TYSON FOODS INC CL A 902494103 4181 48534 SH SOLE 48534 0 0 TYSON FOODS INC CL A 902494103 2588 30043 SH OTR 05 0 30043 0 TYSON FOODS INC CL A 902494103 18590 215809 SH OTR 01 0 215809 0 U S CONCRETE INC COM NEW 90333L201 630 11400 SH SOLE 11400 0 0 U S CONCRETE INC COM NEW 90333L201 3350 60600 SH OTR 01 0 60600 0 UBER TECHNOLOGIES INC COM 90353T100 1600 52509 SH OTR 01 0 52509 0 UDR INC COM 902653104 2691 55512 SH OTR 01 0 55512 0 UDR INC COM 902653104 3287 67807 SH SOLE 67807 0 0 UFP TECHNOLOGIES INC COM 902673102 181 4700 SH OTR 01 0 4700 0 UFP TECHNOLOGIES INC COM 902673102 31 800 SH SOLE 800 0 0 ULTA BEAUTY INC COM 90384S303 1903 7592 SH OTR 01 0 7592 0 ULTA BEAUTY INC COM 90384S303 528 2105 SH SOLE 2105 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 250 17100 SH OTR 01 0 17100 0 ULTRA CLEAN HLDGS INC COM 90385V107 47 3200 SH SOLE 3200 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 316 7391 SH SOLE 7391 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1693 39580 SH OTR 01 0 39580 0 UMPQUA HLDGS CORP COM 904214103 769 46714 SH OTR 01 0 46714 0 UNDER ARMOUR INC CL A 904311107 483 24242 SH OTR 01 0 24242 0 UNDER ARMOUR INC CL A 904311107 69 3436 SH SOLE 3436 0 0 UNDER ARMOUR INC CL C 904311206 454 25044 SH OTR 01 0 25044 0 UNDER ARMOUR INC CL C 904311206 200 11010 SH SOLE 11010 0 0 UNION PACIFIC CORP COM 907818108 40522 250165 SH OTR 01 0 250165 0 UNION PACIFIC CORP COM 907818108 3960 24449 SH OTR 05 0 24449 0 UNION PACIFIC CORP COM 907818108 8101 50012 SH SOLE 50012 0 0 UNISYS CORP COM NEW 909214306 169 22800 SH OTR 01 0 22800 0 UNISYS CORP COM NEW 909214306 33 4400 SH SOLE 4400 0 0 UNITED AIRLINES HLDGS INC COM 910047109 16796 189981 SH OTR 01 0 189981 0 UNITED AIRLINES HLDGS INC COM 910047109 782 8840 SH OTR 05 0 8840 0 UNITED AIRLINES HLDGS INC COM 910047109 2029 22955 SH SOLE 22955 0 0 UNITED PARCEL SERVICE INC CL B 911312106 11829 98720 SH OTR 01 0 98720 0 UNITED PARCEL SERVICE INC CL B 911312106 3092 25806 SH SOLE 25806 0 0 UNITED RENTALS INC COM 911363109 1247 10003 SH OTR 01 0 10003 0 UNITED RENTALS INC COM 911363109 362 2906 SH SOLE 2906 0 0 UNITED TECHNOLOGIES CORP COM 913017109 24829 181868 SH OTR 01 0 181868 0 UNITED TECHNOLOGIES CORP COM 913017109 4941 36192 SH SOLE 36192 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 4983 62488 SH OTR 01 0 62488 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 331 4151 SH SOLE 4151 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5124 23579 SH OTR 05 0 23579 0 UNITEDHEALTH GROUP INC COM 91324P102 10831 49841 SH SOLE 49841 0 0 UNITEDHEALTH GROUP INC COM 91324P102 56087 258087 SH OTR 01 0 258087 0 UNITI GROUP INC COM 91325V108 1457 187600 SH OTR 01 0 187600 0 UNITI GROUP INC COM 91325V108 1728 222500 SH SOLE 222500 0 0 UNIVERSAL CORP VA COM 913456109 3193 58260 SH OTR 01 0 58260 0 UNIVERSAL CORP VA COM 913456109 607 11067 SH SOLE 11067 0 0 UNIVERSAL ELECTRS INC COM 913483103 1975 38800 SH OTR 01 0 38800 0 UNIVERSAL ELECTRS INC COM 913483103 366 7200 SH SOLE 7200 0 0 UNIVERSAL FST PRODS INC COM 913543104 698 17500 SH SOLE 17500 0 0 UNIVERSAL FST PRODS INC COM 913543104 3669 92000 SH OTR 01 0 92000 0 UNIVERSAL HLTH SVCS INC CL B 913903100 348 2337 SH SOLE 2337 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1559 10481 SH OTR 01 0 10481 0 UNUM GROUP COM 91529Y106 3899 131184 SH OTR 01 0 131184 0 UNUM GROUP COM 91529Y106 596 20068 SH SOLE 20068 0 0 UPLAND SOFTWARE INC COM 91544A109 358 10261 SH OTR 01 0 10261 0 UPLAND SOFTWARE INC COM 91544A109 70 2000 SH SOLE 2000 0 0 US BANCORP DEL COM NEW 902973304 11943 215816 SH OTR 01 0 215816 0 US BANCORP DEL COM NEW 902973304 2717 49094 SH SOLE 49094 0 0 US FOODS HLDG CORP COM 912008109 10840 263751 SH OTR 01 0 263751 0 US FOODS HLDG CORP COM 912008109 865 21039 SH SOLE 21039 0 0 V F CORP COM 918204108 3742 42045 SH OTR 01 0 42045 0 V F CORP COM 918204108 1019 11449 SH SOLE 11449 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1618 18980 SH OTR 05 0 18980 0 VALERO ENERGY CORP NEW COM 91913Y100 3486 40898 SH SOLE 40898 0 0 VALERO ENERGY CORP NEW COM 91913Y100 11559 135606 SH OTR 01 0 135606 0 VALVOLINE INC COM 92047W101 309 14026 SH OTR 01 0 14026 0 VANDA PHARMACEUTICALS INC COM 921659108 659 49622 SH OTR 01 0 49622 0 VANDA PHARMACEUTICALS INC COM 921659108 122 9200 SH SOLE 9200 0 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 1507 23393 SH OTR 01 0 23393 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 487 7561 SH SOLE 7561 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 473323 1736328 SH OTR 03 0 1736328 0 VAREX IMAGING CORP COM 92214X106 585 20500 SH SOLE 20500 0 0 VAREX IMAGING CORP COM 92214X106 3099 108600 SH OTR 01 0 108600 0 VARIAN MED SYS INC COM 92220P105 1020 8564 SH SOLE 8564 0 0 VARIAN MED SYS INC COM 92220P105 9571 80368 SH OTR 01 0 80368 0 VECTOR GROUP LTD COM 92240M108 3294 276570 SH OTR 01 0 276570 0 VECTOR GROUP LTD COM 92240M108 619 51975 SH SOLE 51975 0 0 VECTRUS INC COM 92242T101 2825 69503 SH OTR 01 0 69503 0 VECTRUS INC COM 92242T101 536 13179 SH SOLE 13179 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 488 545000 PRN SOLE 545000 0 0 VEEVA SYS INC CL A COM 922475108 9912 64916 SH OTR 01 0 64916 0 VEEVA SYS INC CL A COM 922475108 858 5617 SH SOLE 5617 0 0 VENTAS INC COM 92276F100 1075 14718 SH OTR 05 0 14718 0 VENTAS INC COM 92276F100 15938 218243 SH SOLE 218243 0 0 VENTAS INC COM 92276F100 12745 174524 SH OTR 01 0 174524 0 VERA BRADLEY INC COM 92335C106 303 30022 SH SOLE 30022 0 0 VERA BRADLEY INC COM 92335C106 1617 160108 SH OTR 01 0 160108 0 VEREIT INC COM 92339V100 3012 307960 SH OTR 01 0 307960 0 VEREIT INC COM 92339V100 3356 343102 SH SOLE 343102 0 0 VERINT SYS INC COM 92343X100 1264 29556 SH OTR 01 0 29556 0 VERINT SYS INC COM 92343X100 239 5588 SH SOLE 5588 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 34150 33820000 PRN OTR 01 0 33820000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 77 77000 PRN OTR 04 8000 69000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 40293 39876000 PRN SOLE 39876000 0 0 VERISIGN INC COM 92343E102 9391 49783 SH OTR 01 0 49783 0 VERISIGN INC COM 92343E102 2299 12187 SH SOLE 12187 0 0 VERISIGN INC COM 92343E102 687 3644 SH OTR 05 0 3644 0 VERISK ANALYTICS INC COM 92345Y106 8519 53870 SH OTR 01 0 53870 0 VERISK ANALYTICS INC COM 92345Y106 1481 9366 SH SOLE 9366 0 0 VERITIV CORP COM 923454102 877 48495 SH OTR 01 0 48495 0 VERITIV CORP COM 923454102 169 9366 SH SOLE 9366 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 40863 676993 SH OTR 01 0 676993 0 VERIZON COMMUNICATIONS INC COM 92343V104 2651 43923 SH OTR 05 0 43923 0 VERIZON COMMUNICATIONS INC COM 92343V104 12729 210885 SH SOLE 210885 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1708 10082 SH SOLE 10082 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 6347 37463 SH OTR 01 0 37463 0 VIACOM INC NEW CL A 92553P102 943 35917 SH OTR 01 0 35917 0 VIACOM INC NEW CL A 92553P102 112 4247 SH SOLE 4247 0 0 VIACOM INC NEW CL B 92553P201 1096 45605 SH OTR 01 0 45605 0 VIACOM INC NEW CL B 92553P201 312 12967 SH SOLE 12967 0 0 VIAD CORP COM NEW 92552R406 3371 50200 SH OTR 01 0 50200 0 VIAD CORP COM NEW 92552R406 638 9500 SH SOLE 9500 0 0 VIAVI SOLUTIONS INC COM 925550105 1465 104591 SH OTR 01 0 104591 0 VIAVI SOLUTIONS INC COM 925550105 272 19400 SH SOLE 19400 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 33492 27211000 PRN OTR 01 0 27211000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 58 47000 PRN OTR 04 4000 43000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 36961 30019000 PRN SOLE 30019000 0 0 VICI PPTYS INC COM 925652109 219 9654 SH OTR 01 0 9654 0 VICI PPTYS INC COM 925652109 219 9654 SH SOLE 9654 0 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 763 85474 SH OTR 01 0 85474 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 481 53900 SH SOLE 53900 0 0 VISA INC COM CL A 92826C839 78274 455054 SH OTR 01 0 455054 0 VISA INC COM CL A 92826C839 5835 33922 SH OTR 05 0 33922 0 VISA INC COM CL A 92826C839 15257 88697 SH SOLE 88697 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 2675 158002 SH OTR 01 0 158002 0 VISHAY INTERTECHNOLOGY INC COM 928298108 491 28999 SH SOLE 28999 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 726 775000 PRN SOLE 775000 0 0 VISTRA ENERGY CORP COM 92840M102 372 13918 SH OTR 02 0 13918 0 VISTRA ENERGY CORP COM 92840M102 99 3700 SH SOLE 3700 0 0 VISTRA ENERGY CORP COM 92840M102 239 8959 SH OTR 01 0 8959 0 VMWARE INC CL A COM 928563402 114 757 SH SOLE 757 0 0 VMWARE INC CL A COM 928563402 3119 20787 SH OTR 01 0 20787 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 194 185000 PRN SOLE 185000 0 0 VORNADO RLTY TR SH BEN INT 929042109 1561 24524 SH OTR 01 0 24524 0 VORNADO RLTY TR SH BEN INT 929042109 1997 31365 SH SOLE 31365 0 0 VOYA FINL INC COM 929089100 7410 136122 SH OTR 01 0 136122 0 VOYA FINL INC COM 929089100 1655 30402 SH SOLE 30402 0 0 VULCAN MATLS CO COM 929160109 2577 17041 SH OTR 01 0 17041 0 VULCAN MATLS CO COM 929160109 679 4489 SH SOLE 4489 0 0 W P CAREY INC COM 92936U109 1332 14887 SH SOLE 14887 0 0 W P CAREY INC COM 92936U109 1132 12646 SH OTR 01 0 12646 0 WABASH NATL CORP COM 929566107 579 39900 SH SOLE 39900 0 0 WABASH NATL CORP COM 929566107 3046 209926 SH OTR 01 0 209926 0 WABTEC CORP COM 929740108 1686 23467 SH OTR 01 0 23467 0 WABTEC CORP COM 929740108 490 6820 SH SOLE 6820 0 0 WADDELL & REED FINL INC CL A 930059100 3175 184800 SH OTR 01 0 184800 0 WADDELL & REED FINL INC CL A 930059100 601 35000 SH SOLE 35000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 6906 124866 SH OTR 01 0 124866 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1497 27072 SH SOLE 27072 0 0 WALMART INC COM 931142103 10738 90480 SH SOLE 90480 0 0 WALMART INC COM 931142103 35910 302581 SH OTR 01 0 302581 0 WALMART INC COM 931142103 4808 40514 SH OTR 05 0 40514 0 WARRIOR MET COAL INC COM 93627C101 2829 144914 SH OTR 01 0 144914 0 WARRIOR MET COAL INC COM 93627C101 538 27546 SH SOLE 27546 0 0 WASTE MGMT INC DEL COM 94106L109 13935 121172 SH OTR 01 0 121172 0 WASTE MGMT INC DEL COM 94106L109 3000 26084 SH OTR 05 0 26084 0 WASTE MGMT INC DEL COM 94106L109 4154 36120 SH SOLE 36120 0 0 WATERS CORP COM 941848103 1923 8613 SH OTR 01 0 8613 0 WATERS CORP COM 941848103 509 2279 SH SOLE 2279 0 0 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 629 508000 PRN SOLE 508000 0 0 WEC ENERGY GROUP INC COM 92939U106 6778 71274 SH OTR 01 0 71274 0 WEC ENERGY GROUP INC COM 92939U106 1121 11788 SH SOLE 11788 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 2306 79158 SH SOLE 79158 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 2129 73082 SH OTR 01 0 73082 0 WELLCARE HEALTH PLANS INC COM 94946T106 385 1485 SH SOLE 1485 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1680 6483 SH OTR 01 0 6483 0 WELLS FARGO CO NEW COM 949746101 32462 643577 SH OTR 01 0 643577 0 WELLS FARGO CO NEW COM 949746101 1669 33083 SH OTR 05 0 33083 0 WELLS FARGO CO NEW COM 949746101 10257 203342 SH SOLE 203342 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 34866 22952 SH OTR 01 0 22952 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 79 52 SH OTR 04 5 47 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 55674 36664 SH SOLE 36664 0 0 WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 514 62370 SH SOLE 62370 0 0 WELLTOWER INC COM 95040Q104 612 6753 SH OTR 05 0 6753 0 WELLTOWER INC COM 95040Q104 18209 200868 SH SOLE 200868 0 0 WELLTOWER INC COM 95040Q104 15144 167062 SH OTR 01 0 167062 0 WESBANCO INC COM 950810101 696 18625 SH SOLE 18625 0 0 WESBANCO INC COM 950810101 3637 97337 SH OTR 01 0 97337 0 WESTERN DIGITAL CORP COM 958102105 2268 38027 SH OTR 01 0 38027 0 WESTERN DIGITAL CORP COM 958102105 643 10776 SH SOLE 10776 0 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 10828 11250000 PRN OTR 01 0 11250000 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 22579 23459000 PRN SOLE 23459000 0 0 WESTERN UN CO COM 959802109 1272 54905 SH OTR 01 0 54905 0 WESTERN UN CO COM 959802109 400 17272 SH SOLE 17272 0 0 WESTROCK CO COM 96145D105 569 15609 SH SOLE 15609 0 0 WESTROCK CO COM 96145D105 2651 72717 SH OTR 01 0 72717 0 WEYERHAEUSER CO COM 962166104 5715 206323 SH SOLE 206323 0 0 WEYERHAEUSER CO COM 962166104 4778 172490 SH OTR 01 0 172490 0 WHIRLPOOL CORP COM 963320106 1295 8180 SH OTR 01 0 8180 0 WHIRLPOOL CORP COM 963320106 383 2416 SH SOLE 2416 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 837 854000 PRN OTR 01 0 854000 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1636 1669000 PRN SOLE 1669000 0 0 WILEY JOHN & SONS INC CL A 968223206 3372 76750 SH OTR 01 0 76750 0 WILEY JOHN & SONS INC CL A 968223206 395 9000 SH SOLE 9000 0 0 WILLIAMS COS INC DEL COM 969457100 4419 183669 SH OTR 01 0 183669 0 WILLIAMS COS INC DEL COM 969457100 1036 43071 SH SOLE 43071 0 0 WILLIAMS SONOMA INC COM 969904101 4984 73315 SH OTR 01 0 73315 0 WILLIAMS SONOMA INC COM 969904101 315 4639 SH SOLE 4639 0 0 WILLIS LEASE FINANCE CORP COM 970646105 61 1100 SH SOLE 1100 0 0 WILLIS LEASE FINANCE CORP COM 970646105 338 6100 SH OTR 01 0 6100 0 WINGSTOP INC COM 974155103 724 8300 SH OTR 01 0 8300 0 WINGSTOP INC COM 974155103 140 1600 SH SOLE 1600 0 0 WIX COM LTD NOTE 7/0 92940WAB5 31060 27916000 PRN OTR 01 0 27916000 0 WIX COM LTD NOTE 7/0 92940WAB5 36521 32824000 PRN SOLE 32824000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 42338 32194000 PRN OTR 01 0 32194000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 107 82000 PRN OTR 04 8000 74000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 49010 37245000 PRN SOLE 37245000 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 695 332000 PRN SOLE 332000 0 0 WORKIVA INC COM CL A 98139A105 1583 36127 SH OTR 01 0 36127 0 WORKIVA INC COM CL A 98139A105 294 6700 SH SOLE 6700 0 0 WORLD FUEL SVCS CORP COM 981475106 735 18400 SH SOLE 18400 0 0 WORLD FUEL SVCS CORP COM 981475106 3874 97000 SH OTR 01 0 97000 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4902 4921000 PRN OTR 01 0 4921000 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 82 82000 PRN OTR 04 8000 74000 0 WYNN RESORTS LTD COM 983134107 10667 98118 SH OTR 01 0 98118 0 WYNN RESORTS LTD COM 983134107 745 6854 SH OTR 05 0 6854 0 WYNN RESORTS LTD COM 983134107 1870 17203 SH SOLE 17203 0 0 XCEL ENERGY INC COM 98389B100 4924 75884 SH OTR 01 0 75884 0 XCEL ENERGY INC COM 98389B100 1155 17803 SH SOLE 17803 0 0 XENCOR INC COM 98401F105 209 6206 SH SOLE 6206 0 0 XENCOR INC COM 98401F105 1072 31774 SH OTR 01 0 31774 0 XENIA HOTELS & RESORTS INC COM 984017103 2684 127100 SH OTR 01 0 127100 0 XENIA HOTELS & RESORTS INC COM 984017103 3219 152400 SH SOLE 152400 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 4967 166051 SH OTR 01 0 166051 0 XEROX HOLDINGS CORP COM NEW 98421M106 1401 46834 SH SOLE 46834 0 0 XILINX INC COM 983919101 3367 35109 SH OTR 01 0 35109 0 XILINX INC COM 983919101 898 9364 SH SOLE 9364 0 0 XPERI CORP COM 98421B100 806 38999 SH OTR 01 0 38999 0 XPERI CORP COM 98421B100 148 7175 SH SOLE 7175 0 0 XPO LOGISTICS INC COM 983793100 9082 126902 SH OTR 01 0 126902 0 XYLEM INC COM 98419M100 522 6556 SH SOLE 6556 0 0 XYLEM INC COM 98419M100 1847 23198 SH OTR 01 0 23198 0 YUM BRANDS INC COM 988498101 2346 20679 SH SOLE 20679 0 0 YUM BRANDS INC COM 988498101 1639 14448 SH OTR 05 0 14448 0 YUM BRANDS INC COM 988498101 9817 86548 SH OTR 01 0 86548 0 YUM CHINA HLDGS INC COM 98850P109 20461 450375 SH OTR 01 0 450375 0 YUM CHINA HLDGS INC COM 98850P109 1397 30744 SH SOLE 30744 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 103 500 SH OTR 01 0 500 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 97 470 SH SOLE 470 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4667 3521000 PRN OTR 01 0 3521000 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 7045 5315000 PRN SOLE 5315000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 5107 37203 SH OTR 01 0 37203 0 ZIMMER BIOMET HLDGS INC COM 98956P102 1138 8292 SH SOLE 8292 0 0 ZIONS BANCORPORATION N A COM 989701107 1017 22833 SH OTR 01 0 22833 0 ZIONS BANCORPORATION N A COM 989701107 317 7115 SH SOLE 7115 0 0 ZIX CORP COM 98974P100 179 24768 SH SOLE 24768 0 0 ZIX CORP COM 98974P100 945 130490 SH OTR 01 0 130490 0 ZOETIS INC CL A 98978V103 7674 61591 SH OTR 01 0 61591 0 ZOETIS INC CL A 98978V103 2100 16855 SH SOLE 16855 0 0 ZUMIEZ INC COM 989817101 732 23100 SH OTR 01 0 23100 0 ZUMIEZ INC COM 989817101 149 4700 SH SOLE 4700 0 0 ZYNEX INC COM 98986M103 99 10400 SH OTR 01 0 10400 0 ZYNEX INC COM 98986M103 20 2100 SH SOLE 2100 0 0 ZYNGA INC CL A 98986T108 135 23140 SH SOLE 23140 0 0 ZYNGA INC CL A 98986T108 944 162200 SH OTR 01 0 162200 0