0001085146-19-002223.txt : 20190813 0001085146-19-002223.hdr.sgml : 20190813 20190813102445 ACCESSION NUMBER: 0001085146-19-002223 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190813 DATE AS OF CHANGE: 20190813 EFFECTIVENESS DATE: 20190813 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: 191018636 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000061227 XXXXXXXX 06-30-2019 06-30-2019 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 07-23-2019 6 2991 14667670 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 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1ST SOURCE CORP COM 336901103 60 1300 SH SOLE 1300 0 0 1ST SOURCE CORP COM 336901103 334 7200 SH OTR 1 0 7200 0 3M CO COM 88579Y101 19351 111635 SH OTR 1 0 111635 0 3M CO COM 88579Y101 471 2718 SH OTR 5 0 2718 0 3M CO COM 88579Y101 2816 16247 SH SOLE 16247 0 0 AARONS INC COM PAR $0.50 002535300 1336 21751 SH OTR 1 0 21751 0 AARONS INC COM PAR $0.50 002535300 677 11018 SH OTR 5 0 11018 0 AARONS INC COM PAR $0.50 002535300 1039 16916 SH SOLE 16916 0 0 ABBOTT LABS COM 002824100 10543 125357 SH SOLE 125357 0 0 ABBOTT LABS COM 002824100 32616 387819 SH OTR 1 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ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 76 77000 PRN OTR 4 7000 70000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 9541 9610000 PRN SOLE 9610000 0 0 ATMOS ENERGY CORP COM 049560105 256 2426 SH SOLE 2426 0 0 ATMOS ENERGY CORP COM 049560105 1594 15103 SH OTR 1 0 15103 0 ATN INTL INC COM 00215F107 234 4062 SH SOLE 4062 0 0 ATN INTL INC COM 00215F107 1348 23349 SH OTR 1 0 23349 0 AUDENTES THERAPEUTICS INC COM 05070R104 1277 33741 SH OTR 1 0 33741 0 AUDENTES THERAPEUTICS INC COM 05070R104 229 6053 SH SOLE 6053 0 0 AUTODESK INC COM 052769106 6805 41772 SH OTR 1 0 41772 0 AUTODESK INC COM 052769106 849 5211 SH SOLE 5211 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 12470 75426 SH OTR 1 0 75426 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3817 23085 SH SOLE 23085 0 0 AUTOZONE INC COM 053332102 5296 4817 SH SOLE 4817 0 0 AUTOZONE INC COM 053332102 25083 22814 SH OTR 1 0 22814 0 AUTOZONE INC COM 053332102 2298 2090 SH OTR 5 0 2090 0 AVALONBAY CMNTYS INC COM 053484101 1010 4972 SH SOLE 4972 0 0 AVALONBAY CMNTYS INC COM 053484101 8315 40924 SH OTR 1 0 40924 0 AVALONBAY CMNTYS INC COM 053484101 118 581 SH OTR 5 0 581 0 AVANGRID INC COM 05351W103 728 14413 SH OTR 1 0 14413 0 AVANGRID INC COM 05351W103 41 817 SH SOLE 817 0 0 AVAYA HLDGS CORP COM 05351X101 1570 131829 SH OTR 1 0 131829 0 AVAYA HLDGS CORP COM 05351X101 283 23740 SH SOLE 23740 0 0 AVERY DENNISON CORP COM 053611109 1261 10897 SH OTR 1 0 10897 0 AVERY DENNISON CORP COM 053611109 214 1849 SH SOLE 1849 0 0 AVID TECHNOLOGY INC COM 05367P100 350 38400 SH SOLE 38400 0 0 AVID TECHNOLOGY INC COM 05367P100 1956 214508 SH OTR 1 0 214508 0 AVNET INC COM 053807103 753 16628 SH SOLE 16628 0 0 AVNET INC COM 053807103 7509 165879 SH OTR 1 0 165879 0 AVX CORP NEW COM 002444107 351 21151 SH OTR 1 0 21151 0 AVX CORP NEW COM 002444107 68 4100 SH SOLE 4100 0 0 AXA EQUITABLE HLDGS INC COM 054561105 7090 339251 SH OTR 1 0 339251 0 AXA EQUITABLE HLDGS INC COM 054561105 2022 96739 SH SOLE 96739 0 0 AZZ INC COM 002474104 891 19359 SH OTR 1 0 19359 0 AZZ INC COM 002474104 152 3300 SH SOLE 3300 0 0 BADGER METER INC COM 056525108 179 3000 SH OTR 1 0 3000 0 BADGER METER INC COM 056525108 36 600 SH SOLE 600 0 0 BAIDU INC SPON ADR REP A 056752108 1176 10023 SH OTR 1 0 10023 0 BAKER HUGHES A GE CO CL A 05722G100 1637 66472 SH OTR 1 0 66472 0 BAKER HUGHES A GE CO CL A 05722G100 277 11252 SH SOLE 11252 0 0 BALL CORP COM 058498106 18026 257554 SH OTR 1 0 257554 0 BALL CORP COM 058498106 1683 24048 SH OTR 5 0 24048 0 BALL CORP COM 058498106 3356 47953 SH SOLE 47953 0 0 BANCORP INC DEL COM 05969A105 3009 337355 SH OTR 1 0 337355 0 BANCORP INC DEL COM 05969A105 541 60651 SH SOLE 60651 0 0 BANDWIDTH INC COM CL A 05988J103 2191 29200 SH OTR 1 0 29200 0 BANDWIDTH INC COM CL A 05988J103 405 5400 SH SOLE 5400 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 37177 27106 SH OTR 1 0 27106 0 BANK AMER CORP 7.25%CNV PFD L 060505682 22527 16426 SH SOLE 16426 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 148 108 SH OTR 4 10 98 0 BANK AMER CORP COM 060505104 6921 238656 SH OTR 5 0 238656 0 BANK AMER CORP COM 060505104 74544 2570496 SH OTR 1 0 2570496 0 BANK AMER CORP COM 060505104 17753 612184 SH SOLE 612184 0 0 BANK COMM HLDGS COM 06424J103 315 29498 SH OTR 1 0 29498 0 BANK COMM HLDGS COM 06424J103 57 5331 SH SOLE 5331 0 0 BANK NEW YORK MELLON CORP COM 064058100 11930 270210 SH OTR 1 0 270210 0 BANK NEW YORK MELLON CORP COM 064058100 1206 27307 SH OTR 5 0 27307 0 BANK NEW YORK MELLON CORP COM 064058100 2698 61108 SH SOLE 61108 0 0 BANK OZK COM 06417N103 7228 240212 SH OTR 1 0 240212 0 BANK OZK COM 06417N103 1612 53581 SH SOLE 53581 0 0 BARNES & NOBLE ED INC COM 06777U101 85 25200 SH SOLE 25200 0 0 BARNES & NOBLE ED INC COM 06777U101 511 152000 SH OTR 1 0 152000 0 BARNES & NOBLE INC COM 067774109 248 37000 SH OTR 1 0 37000 0 BARNES & NOBLE INC COM 067774109 49 7300 SH SOLE 7300 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 3148 38107 SH OTR 1 0 38107 0 BARRETT BUSINESS SERVICES IN COM 068463108 564 6834 SH SOLE 6834 0 0 BASSETT FURNITURE INDS INC COM 070203104 156 10200 SH OTR 1 0 10200 0 BASSETT FURNITURE INDS INC COM 070203104 27 1800 SH SOLE 1800 0 0 BAXTER INTL INC COM 071813109 7771 94888 SH OTR 1 0 94888 0 BAXTER INTL INC COM 071813109 230 2804 SH OTR 5 0 2804 0 BAXTER INTL INC COM 071813109 1173 14322 SH SOLE 14322 0 0 BAYCOM CORP COM 07272M107 324 14802 SH OTR 1 0 14802 0 BAYCOM CORP COM 07272M107 57 2600 SH SOLE 2600 0 0 BB&T CORP COM 054937107 6721 136803 SH OTR 1 0 136803 0 BB&T CORP COM 054937107 842 17129 SH SOLE 17129 0 0 BCB BANCORP INC COM 055298103 743 53617 SH OTR 1 0 53617 0 BCB BANCORP INC COM 055298103 136 9805 SH SOLE 9805 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1263 131400 SH OTR 1 0 131400 0 BEAZER HOMES USA INC COM NEW 07556Q881 219 22800 SH SOLE 22800 0 0 BECTON DICKINSON & CO COM 075887109 11055 43867 SH OTR 1 0 43867 0 BECTON DICKINSON & CO COM 075887109 1608 6380 SH SOLE 6380 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 34553 556142 SH OTR 1 0 556142 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 97 1566 SH OTR 4 154 1412 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 10439 167895 SH SOLE 167895 0 0 BED BATH & BEYOND INC COM 075896100 108 9300 SH SOLE 9300 0 0 BED BATH & BEYOND INC COM 075896100 586 50400 SH OTR 1 0 50400 0 BELDEN INC COM 077454106 2272 38134 SH OTR 1 0 38134 0 BELDEN INC COM 077454106 405 6800 SH SOLE 6800 0 0 BENCHMARK ELECTRS INC COM 08160H101 507 20190 SH OTR 1 0 20190 0 BENCHMARK ELECTRS INC COM 08160H101 93 3700 SH SOLE 3700 0 0 BERKLEY W R CORP COM 084423102 1367 20733 SH OTR 1 0 20733 0 BERKLEY W R CORP COM 084423102 74 1117 SH SOLE 1117 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 76493 358836 SH OTR 1 0 358836 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6730 31570 SH OTR 5 0 31570 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21311 99974 SH SOLE 99974 0 0 BERRY GLOBAL GROUP INC COM 08579W103 6162 117177 SH OTR 1 0 117177 0 BERRY GLOBAL GROUP INC COM 08579W103 548 10415 SH SOLE 10415 0 0 BEST BUY INC COM 086516101 4757 68224 SH SOLE 68224 0 0 BEST BUY INC COM 086516101 2053 29441 SH OTR 5 0 29441 0 BEST BUY INC COM 086516101 20913 299917 SH OTR 1 0 299917 0 BG STAFFING INC COM 05544A109 292 15466 SH SOLE 15466 0 0 BG STAFFING INC COM 05544A109 1610 85272 SH OTR 1 0 85272 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 1440 309700 SH OTR 1 0 309700 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 260 56000 SH SOLE 56000 0 0 BIOGEN INC COM 09062X103 17152 73342 SH OTR 1 0 73342 0 BIOGEN INC COM 09062X103 2116 9048 SH OTR 5 0 9048 0 BIOGEN INC COM 09062X103 5191 22195 SH SOLE 22195 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 240 2800 SH OTR 1 0 2800 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 43 497 SH SOLE 497 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 49013 47114000 PRN OTR 1 0 47114000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11260 10820000 PRN SOLE 10820000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 98 94000 PRN OTR 4 9000 85000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2036 1812000 PRN SOLE 1812000 0 0 BLACK HILLS CORP COM 092113109 1602 20500 SH OTR 1 0 20500 0 BLACK HILLS CORP COM 092113109 313 4000 SH SOLE 4000 0 0 BLACKBAUD INC COM 09227Q100 1936 23187 SH OTR 1 0 23187 0 BLACKBAUD INC COM 09227Q100 367 4400 SH SOLE 4400 0 0 BLACKLINE INC COM 09239B109 1079 20156 SH OTR 1 0 20156 0 BLACKLINE INC COM 09239B109 193 3600 SH SOLE 3600 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 269 25100 SH SOLE 25100 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2689 187485 SH SOLE 187485 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 500 34857 SH OTR 1 0 34857 0 BLACKROCK INC COM 09247X101 1343 2861 SH SOLE 2861 0 0 BLACKROCK INC COM 09247X101 9472 20183 SH OTR 1 0 20183 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 604 40431 SH OTR 1 0 40431 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 1027 68763 SH SOLE 68763 0 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 1033 81807 SH SOLE 81807 0 0 BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3896 167704 SH SOLE 167704 0 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 258 18120 SH OTR 1 0 18120 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 69 4861 SH SOLE 4861 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 11240 800000 SH SOLE 800000 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 785 70702 SH OTR 1 0 70702 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 180 16204 SH SOLE 16204 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 2320 166407 SH SOLE 166407 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 937 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 258 19372 SH SOLE 19372 0 0 BLACKROCK MUNIYIELD N J FD I COM 09254Y109 460 31029 SH SOLE 31029 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 127 10000 SH SOLE 10000 0 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 330 23851 SH OTR 1 0 23851 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 76 5476 SH SOLE 5476 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6209 451928 SH SOLE 451928 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 398 28807 SH OTR 1 0 28807 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 601 43470 SH SOLE 43470 0 0 BLOCK H & R INC COM 093671105 4278 146000 SH SOLE 146000 0 0 BLOCK H & R INC COM 093671105 17722 604848 SH OTR 1 0 604848 0 BLOCK H & R INC COM 093671105 1911 65221 SH OTR 5 0 65221 0 BLOOMIN BRANDS INC COM 094235108 399 21114 SH SOLE 21114 0 0 BLOOMIN BRANDS INC COM 094235108 2229 117876 SH OTR 1 0 117876 0 BLUE BIRD CORP COM 095306106 761 38674 SH OTR 1 0 38674 0 BLUE BIRD CORP COM 095306106 138 7000 SH SOLE 7000 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2742 29069 SH OTR 1 0 29069 0 BLUEPRINT MEDICINES CORP COM 09627Y109 505 5353 SH SOLE 5353 0 0 BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 210 17900 SH OTR 1 0 17900 0 BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 45 3800 SH SOLE 3800 0 0 BMC STK HLDGS INC COM 05591B109 3561 167966 SH OTR 1 0 167966 0 BMC STK HLDGS INC COM 05591B109 642 30300 SH SOLE 30300 0 0 BOEING CO COM 097023105 64345 176767 SH OTR 1 0 176767 0 BOEING CO COM 097023105 5533 15201 SH OTR 5 0 15201 0 BOEING CO COM 097023105 13764 37811 SH SOLE 37811 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 407 19500 SH OTR 1 0 19500 0 BONANZA CREEK ENERGY INC COM NEW 097793400 79 3800 SH SOLE 3800 0 0 BOOKING HLDGS INC COM 09857L108 27196 14507 SH OTR 1 0 14507 0 BOOKING HLDGS INC COM 09857L108 1470 784 SH OTR 5 0 784 0 BOOKING HLDGS INC COM 09857L108 2998 1599 SH SOLE 1599 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5584 84336 SH OTR 1 0 84336 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1415 21376 SH SOLE 21376 0 0 BORGWARNER INC COM 099724106 1123 26757 SH OTR 1 0 26757 0 BORGWARNER INC COM 099724106 165 3932 SH SOLE 3932 0 0 BOSTON BEER INC CL A 100557107 4495 11900 SH OTR 1 0 11900 0 BOSTON BEER INC CL A 100557107 756 2000 SH SOLE 2000 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1785 147900 SH OTR 1 0 147900 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 311 25800 SH SOLE 25800 0 0 BOSTON PROPERTIES INC COM 101121101 2927 22692 SH OTR 1 0 22692 0 BOSTON PROPERTIES INC COM 101121101 468 3630 SH SOLE 3630 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8345 194164 SH OTR 1 0 194164 0 BOSTON SCIENTIFIC CORP COM 101137107 1387 32274 SH SOLE 32274 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 2512 253697 SH OTR 1 0 253697 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 457 46193 SH SOLE 46193 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 596 41616 SH OTR 1 0 41616 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4 307 SH SOLE 307 0 0 BRIDGE BANCORP INC COM 108035106 2317 78664 SH OTR 1 0 78664 0 BRIDGE BANCORP INC COM 108035106 417 14151 SH SOLE 14151 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 76 6600 SH SOLE 6600 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 415 35934 SH OTR 1 0 35934 0 BRIGHTCOVE INC COM 10921T101 271 26200 SH OTR 1 0 26200 0 BRIGHTCOVE INC COM 10921T101 49 4700 SH SOLE 4700 0 0 BRIGHTHOUSE FINL INC COM 10922N103 10914 297467 SH OTR 1 0 297467 0 BRIGHTHOUSE FINL INC COM 10922N103 1237 33719 SH OTR 5 0 33719 0 BRIGHTHOUSE FINL INC COM 10922N103 2647 72135 SH SOLE 72135 0 0 BRINKS CO COM 109696104 305 3762 SH SOLE 3762 0 0 BRINKS CO COM 109696104 288 3552 SH OTR 1 0 3552 0 BRINKS CO COM 109696104 185 2280 SH OTR 5 0 2280 0 BRISTOL MYERS SQUIBB CO COM 110122108 1778 39208 SH SOLE 39208 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6 129 SH OTR 5 0 129 0 BRISTOL MYERS SQUIBB CO COM 110122108 12296 271142 SH OTR 1 0 271142 0 BRIXMOR PPTY GROUP INC COM 11120U105 1044 58367 SH OTR 1 0 58367 0 BRIXMOR PPTY GROUP INC COM 11120U105 18 983 SH SOLE 983 0 0 BROADCOM INC COM 11135F101 39253 136363 SH OTR 1 0 136363 0 BROADCOM INC COM 11135F101 3947 13710 SH OTR 5 0 13710 0 BROADCOM INC COM 11135F101 9061 31477 SH SOLE 31477 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1953 15293 SH OTR 1 0 15293 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 337 2638 SH SOLE 2638 0 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 7216 381996 SH OTR 1 0 381996 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 436 23071 SH SOLE 23071 0 0 BROWN FORMAN CORP CL B 115637209 1190 21474 SH OTR 1 0 21474 0 BROWN FORMAN CORP CL B 115637209 250 4516 SH SOLE 4516 0 0 BRUKER CORP COM 116794108 1371 27440 SH SOLE 27440 0 0 BRUKER CORP COM 116794108 2900 58057 SH OTR 1 0 58057 0 BUILDERS FIRSTSOURCE INC COM 12008R107 3967 235300 SH OTR 1 0 235300 0 BUILDERS FIRSTSOURCE INC COM 12008R107 717 42500 SH SOLE 42500 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1487 17629 SH OTR 1 0 17629 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 248 2941 SH SOLE 2941 0 0 C&J ENERGY SVCS INC NEW COM 12674R100 1280 108700 SH OTR 1 0 108700 0 C&J ENERGY SVCS INC NEW COM 12674R100 232 19700 SH SOLE 19700 0 0 CABLE ONE INC COM 12685J105 97 83 SH SOLE 83 0 0 CABLE ONE INC COM 12685J105 2712 2316 SH OTR 1 0 2316 0 CABOT OIL & GAS CORP COM 127097103 2511 109359 SH SOLE 109359 0 0 CABOT OIL & GAS CORP COM 127097103 1749 76197 SH OTR 5 0 76197 0 CABOT OIL & GAS CORP COM 127097103 15691 683411 SH OTR 1 0 683411 0 CACI INTL INC CL A 127190304 6581 32167 SH OTR 1 0 32167 0 CACI INTL INC CL A 127190304 1146 5601 SH OTR 5 0 5601 0 CACI INTL INC CL A 127190304 1513 7395 SH SOLE 7395 0 0 CADENCE BANCORPORATION CL A 12739A100 4114 197800 SH OTR 1 0 197800 0 CADENCE BANCORPORATION CL A 12739A100 745 35800 SH SOLE 35800 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 16868 238209 SH OTR 1 0 238209 0 CADENCE DESIGN SYSTEM INC COM 127387108 240 3389 SH OTR 5 0 3389 0 CADENCE DESIGN SYSTEM INC COM 127387108 1549 21870 SH SOLE 21870 0 0 CAESARS ENTMT CORP COM 127686103 758 64129 SH OTR 1 0 64129 0 CAESARS ENTMT CORP COM 127686103 34 2868 SH SOLE 2868 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 5896 3439638 PRN SOLE 3439638 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 10897 6357000 PRN OTR 1 0 6357000 0 CALAMP CORP COM 128126109 180 15383 SH OTR 1 0 15383 0 CALAMP CORP COM 128126109 34 2938 SH SOLE 2938 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1615 31900 SH OTR 1 0 31900 0 CALIFORNIA WTR SVC GROUP COM 130788102 309 6100 SH SOLE 6100 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1930 18484 SH OTR 1 0 18484 0 CAMDEN PPTY TR SH BEN INT 133131102 92 880 SH SOLE 880 0 0 CAMPBELL SOUP CO COM 134429109 1701 42454 SH OTR 5 0 42454 0 CAMPBELL SOUP CO COM 134429109 2231 55670 SH SOLE 55670 0 0 CAMPBELL SOUP CO COM 134429109 10454 260903 SH OTR 1 0 260903 0 CANNAE HLDGS INC COM 13765N107 2326 80249 SH OTR 1 0 80249 0 CANNAE HLDGS INC COM 13765N107 418 14436 SH SOLE 14436 0 0 CAPITAL ONE FINL CORP COM 14040H105 7878 86814 SH OTR 1 0 86814 0 CAPITAL ONE FINL CORP COM 14040H105 972 10707 SH SOLE 10707 0 0 CARBONITE INC COM 141337105 193 7400 SH OTR 1 0 7400 0 CARBONITE INC COM 141337105 36 1400 SH SOLE 1400 0 0 CARDINAL HEALTH INC COM 14149Y108 5756 122215 SH OTR 1 0 122215 0 CARDINAL HEALTH INC COM 14149Y108 747 15856 SH OTR 5 0 15856 0 CARDINAL HEALTH INC COM 14149Y108 1351 28683 SH SOLE 28683 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 3383 78800 SH OTR 1 0 78800 0 CARDIOVASCULAR SYS INC DEL COM 141619106 601 14000 SH SOLE 14000 0 0 CAREER EDUCATION CORP COM 141665109 557 29200 SH SOLE 29200 0 0 CAREER EDUCATION CORP COM 141665109 3110 163100 SH OTR 1 0 163100 0 CARETRUST REIT INC COM 14174T107 3848 161832 SH OTR 1 0 161832 0 CARETRUST REIT INC COM 14174T107 694 29200 SH SOLE 29200 0 0 CARLISLE COS INC COM 142339100 11442 81493 SH OTR 1 0 81493 0 CARLISLE COS INC COM 142339100 1173 8351 SH OTR 5 0 8351 0 CARLISLE COS INC COM 142339100 1709 12171 SH SOLE 12171 0 0 CARMAX INC COM 143130102 1863 21455 SH OTR 1 0 21455 0 CARMAX INC COM 143130102 310 3574 SH SOLE 3574 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 1222 26242 SH SOLE 26242 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 4613 99094 SH OTR 1 0 99094 0 CARROLS RESTAURANT GROUP INC COM 14574X104 412 45630 SH OTR 1 0 45630 0 CARROLS RESTAURANT GROUP INC COM 14574X104 75 8268 SH SOLE 8268 0 0 CATERPILLAR INC DEL COM 149123101 14297 104904 SH OTR 1 0 104904 0 CATERPILLAR INC DEL COM 149123101 70 517 SH OTR 5 0 517 0 CATERPILLAR INC DEL COM 149123101 3423 25119 SH SOLE 25119 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 1494 14421 SH OTR 1 0 14421 0 CBOE GLOBAL MARKETS INC COM 12503M108 233 2252 SH SOLE 2252 0 0 CBRE GROUP INC CL A 12504L109 2435 47473 SH OTR 1 0 47473 0 CBRE GROUP INC CL A 12504L109 826 16102 SH SOLE 16102 0 0 CBS CORP NEW CL B 124857202 402 8048 SH SOLE 8048 0 0 CBS CORP NEW CL B 124857202 2267 45436 SH OTR 1 0 45436 0 CDK GLOBAL INC COM 12508E101 815 16480 SH SOLE 16480 0 0 CDK GLOBAL INC COM 12508E101 11844 239553 SH OTR 1 0 239553 0 CDK GLOBAL INC COM 12508E101 409 8265 SH OTR 5 0 8265 0 CDW CORP COM 12514G108 13288 119713 SH OTR 1 0 119713 0 CDW CORP COM 12514G108 2235 20139 SH SOLE 20139 0 0 CECO ENVIRONMENTAL CORP COM 125141101 181 18900 SH OTR 1 0 18900 0 CECO ENVIRONMENTAL CORP COM 125141101 34 3500 SH SOLE 3500 0 0 CELANESE CORP DEL COM 150870103 3660 33950 SH OTR 1 0 33950 0 CELANESE CORP DEL COM 150870103 415 3846 SH SOLE 3846 0 0 CELGENE CORP COM 151020104 8416 91047 SH OTR 1 0 91047 0 CELGENE CORP COM 151020104 1409 15245 SH SOLE 15245 0 0 CENTENE CORP DEL COM 15135B101 2904 55384 SH OTR 1 0 55384 0 CENTENE CORP DEL COM 15135B101 479 9129 SH SOLE 9129 0 0 CENTERPOINT ENERGY INC COM 15189T107 347 12111 SH OTR 5 0 12111 0 CENTERPOINT ENERGY INC COM 15189T107 1218 42544 SH SOLE 42544 0 0 CENTERPOINT ENERGY INC COM 15189T107 10433 364404 SH OTR 1 0 364404 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2530 50200 SH SOLE 50200 0 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 222 10347 SH OTR 1 0 10347 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 41 1889 SH SOLE 1889 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 1447 16465 SH OTR 1 0 16465 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 257 2921 SH SOLE 2921 0 0 CENTURY CASINOS INC COM 156492100 742 76500 SH OTR 1 0 76500 0 CENTURY CASINOS INC COM 156492100 131 13500 SH SOLE 13500 0 0 CENTURYLINK INC COM 156700106 2323 197537 SH OTR 1 0 197537 0 CENTURYLINK INC COM 156700106 266 22652 SH OTR 5 0 22652 0 CENTURYLINK INC COM 156700106 391 33227 SH SOLE 33227 0 0 CERNER CORP COM 156782104 15522 211758 SH OTR 1 0 211758 0 CERNER CORP COM 156782104 1648 22488 SH OTR 5 0 22488 0 CERNER CORP COM 156782104 3049 41591 SH SOLE 41591 0 0 CF INDS HLDGS INC COM 125269100 15045 322092 SH OTR 1 0 322092 0 CF INDS HLDGS INC COM 125269100 2005 42915 SH OTR 5 0 42915 0 CF INDS HLDGS INC COM 125269100 2807 60085 SH SOLE 60085 0 0 CHARLES RIV LABS INTL INC COM 159864107 738 5203 SH SOLE 5203 0 0 CHARLES RIV LABS INTL INC COM 159864107 5792 40821 SH OTR 1 0 40821 0 CHARLES RIV LABS INTL INC COM 159864107 512 3611 SH OTR 5 0 3611 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4701 11897 SH SOLE 11897 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 27656 69983 SH OTR 1 0 69983 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 3096 7834 SH OTR 5 0 7834 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 732 477000 PRN SOLE 477000 0 0 CHEMOURS CO COM 163851108 1152 48000 SH OTR 1 0 48000 0 CHEMOURS CO COM 163851108 187 7782 SH SOLE 7782 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1149 1458000 PRN SOLE 1458000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 2633 164539 SH OTR 1 0 164539 0 CHERRY HILL MTG INVT CORP COM 164651101 468 29245 SH SOLE 29245 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1267 1583000 PRN SOLE 1583000 0 0 CHESAPEAKE UTILS CORP COM 165303108 38 400 SH SOLE 400 0 0 CHESAPEAKE UTILS CORP COM 165303108 209 2200 SH OTR 1 0 2200 0 CHEVRON CORP NEW COM 166764100 16146 129751 SH SOLE 129751 0 0 CHEVRON CORP NEW COM 166764100 50291 404138 SH OTR 1 0 404138 0 CHEVRON CORP NEW COM 166764100 6430 51675 SH OTR 5 0 51675 0 CHIASMA INC COM 16706W102 413 55300 SH OTR 1 0 55300 0 CHIASMA INC COM 16706W102 75 10100 SH SOLE 10100 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 8968 12237 SH OTR 1 0 12237 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 2261 3085 SH SOLE 3085 0 0 CHURCH & DWIGHT INC COM 171340102 2660 36413 SH OTR 1 0 36413 0 CHURCH & DWIGHT INC COM 171340102 459 6283 SH SOLE 6283 0 0 CIGNA CORP NEW COM 125523100 9832 62406 SH OTR 1 0 62406 0 CIGNA CORP NEW COM 125523100 1401 8890 SH SOLE 8890 0 0 CIMAREX ENERGY CO COM 171798101 777 13095 SH OTR 1 0 13095 0 CIMAREX ENERGY CO COM 171798101 121 2033 SH SOLE 2033 0 0 CINCINNATI FINL CORP COM 172062101 4157 40097 SH OTR 1 0 40097 0 CINCINNATI FINL CORP COM 172062101 300 2898 SH OTR 5 0 2898 0 CINCINNATI FINL CORP COM 172062101 902 8704 SH SOLE 8704 0 0 CINEMARK HOLDINGS INC COM 17243V102 6904 191259 SH OTR 1 0 191259 0 CINEMARK HOLDINGS INC COM 17243V102 936 25932 SH OTR 5 0 25932 0 CINEMARK HOLDINGS INC COM 17243V102 1957 54204 SH SOLE 54204 0 0 CINTAS CORP COM 172908105 10346 43601 SH OTR 1 0 43601 0 CINTAS CORP COM 172908105 1088 4583 SH SOLE 4583 0 0 CIRRUS LOGIC INC COM 172755100 232 5300 SH SOLE 5300 0 0 CIRRUS LOGIC INC COM 172755100 1283 29359 SH OTR 1 0 29359 0 CISCO SYS INC COM 17275R102 13169 240626 SH SOLE 240626 0 0 CISCO SYS INC COM 17275R102 54480 995429 SH OTR 1 0 995429 0 CISCO SYS INC COM 17275R102 3318 60631 SH OTR 5 0 60631 0 CIT GROUP INC COM NEW 125581801 5884 111991 SH OTR 1 0 111991 0 CIT GROUP INC COM NEW 125581801 503 9568 SH SOLE 9568 0 0 CITIGROUP INC COM NEW 172967424 36523 521531 SH OTR 1 0 521531 0 CITIGROUP INC COM NEW 172967424 5061 72267 SH OTR 5 0 72267 0 CITIGROUP INC COM NEW 172967424 12104 172839 SH SOLE 172839 0 0 CITIZENS FINL GROUP INC COM 174610105 4714 133328 SH OTR 1 0 133328 0 CITIZENS FINL GROUP INC COM 174610105 491 13892 SH SOLE 13892 0 0 CITRIX SYS INC COM 177376100 1610 16410 SH OTR 5 0 16410 0 CITRIX SYS INC COM 177376100 2419 24653 SH SOLE 24653 0 0 CITRIX SYS INC COM 177376100 11077 112866 SH OTR 1 0 112866 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 1220 54329 SH OTR 1 0 54329 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 217 9670 SH SOLE 9670 0 0 CLARUS CORP NEW COM 18270P109 152 10500 SH OTR 1 0 10500 0 CLARUS CORP NEW COM 18270P109 30 2100 SH SOLE 2100 0 0 CLEAN ENERGY FUELS CORP COM 184499101 1812 678540 SH OTR 1 0 678540 0 CLEAN ENERGY FUELS CORP COM 184499101 326 122000 SH SOLE 122000 0 0 CLEAN HARBORS INC COM 184496107 9918 139496 SH OTR 1 0 139496 0 CLEAN HARBORS INC COM 184496107 1625 22851 SH SOLE 22851 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 7124 4928000 PRN OTR 1 0 4928000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 3287 2274000 PRN SOLE 2274000 0 0 CLOROX CO DEL COM 189054109 2579 16843 SH OTR 1 0 16843 0 CLOROX CO DEL COM 189054109 488 3185 SH SOLE 3185 0 0 CLOVIS ONCOLOGY INC COM 189464100 140 9400 SH SOLE 9400 0 0 CLOVIS ONCOLOGY INC COM 189464100 768 51678 SH OTR 1 0 51678 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 495 790000 PRN SOLE 790000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 562 630000 PRN SOLE 630000 0 0 CME GROUP INC COM 12572Q105 11327 58354 SH OTR 1 0 58354 0 CME GROUP INC COM 12572Q105 1651 8505 SH SOLE 8505 0 0 CMS ENERGY CORP COM 125896100 4323 74651 SH OTR 1 0 74651 0 CMS ENERGY CORP COM 125896100 530 9154 SH SOLE 9154 0 0 CNA FINL CORP COM 126117100 149 3162 SH SOLE 3162 0 0 CNA FINL CORP COM 126117100 1971 41872 SH OTR 1 0 41872 0 COCA COLA CO COM 191216100 9313 182890 SH SOLE 182890 0 0 COCA COLA CO COM 191216100 2200 43213 SH OTR 5 0 43213 0 COCA COLA CO COM 191216100 42836 841238 SH OTR 1 0 841238 0 COCA COLA CONSOLIDATED INC COM 191098102 3477 11618 SH OTR 1 0 11618 0 COCA COLA CONSOLIDATED INC COM 191098102 603 2014 SH SOLE 2014 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7608 120026 SH OTR 1 0 120026 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 420 6629 SH OTR 5 0 6629 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1095 17267 SH SOLE 17267 0 0 COHERENT INC COM 192479103 948 6953 SH OTR 1 0 6953 0 COHERENT INC COM 192479103 120 879 SH SOLE 879 0 0 COLGATE PALMOLIVE CO COM 194162103 1546 21569 SH SOLE 21569 0 0 COLGATE PALMOLIVE CO COM 194162103 10092 140812 SH OTR 1 0 140812 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 531 24900 SH OTR 1 0 24900 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 94 4400 SH SOLE 4400 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 2178 165636 SH OTR 1 0 165636 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 395 30000 SH SOLE 30000 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 741 758000 PRN SOLE 758000 0 0 COLONY CAP INC NEW CL A COM 19626G108 10282 2056489 SH OTR 1 0 2056489 0 COLONY CAP INC NEW CL A COM 19626G108 440 87932 SH SOLE 87932 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1640 1342000 PRN SOLE 1342000 0 0 COMCAST CORP NEW CL A 20030N101 45816 1083638 SH OTR 1 0 1083638 0 COMCAST CORP NEW CL A 20030N101 4954 117181 SH OTR 5 0 117181 0 COMCAST CORP NEW CL A 20030N101 13372 316266 SH SOLE 316266 0 0 COMERICA INC COM 200340107 6824 93940 SH OTR 1 0 93940 0 COMERICA INC COM 200340107 816 11233 SH SOLE 11233 0 0 COMERICA INC COM 200340107 4 60 SH OTR 5 0 60 0 COMFORT SYS USA INC COM 199908104 2512 49257 SH OTR 1 0 49257 0 COMFORT SYS USA INC COM 199908104 459 9000 SH SOLE 9000 0 0 COMMERCIAL VEH GROUP INC COM 202608105 2968 370081 SH OTR 1 0 370081 0 COMMERCIAL VEH GROUP INC COM 202608105 534 66600 SH SOLE 66600 0 0 COMMSCOPE HLDG CO INC COM 20337X109 551 35033 SH OTR 1 0 35033 0 COMMVAULT SYSTEMS INC COM 204166102 799 16101 SH OTR 1 0 16101 0 COMMVAULT SYSTEMS INC COM 204166102 139 2800 SH SOLE 2800 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 295 10600 SH SOLE 10600 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 1647 59250 SH OTR 1 0 59250 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 312 11100 SH OTR 1 0 11100 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 56 2000 SH SOLE 2000 0 0 CONAGRA BRANDS INC COM 205887102 1664 62730 SH OTR 1 0 62730 0 CONAGRA BRANDS INC COM 205887102 304 11459 SH SOLE 11459 0 0 CONCHO RES INC COM 20605P101 2843 27555 SH OTR 1 0 27555 0 CONCHO RES INC COM 20605P101 458 4441 SH SOLE 4441 0 0 CONDUENT INC COM 206787103 4314 449863 SH OTR 1 0 449863 0 CONDUENT INC COM 206787103 498 51922 SH SOLE 51922 0 0 CONFORMIS INC COM 20717E101 336 77000 SH OTR 1 0 77000 0 CONFORMIS INC COM 20717E101 65 15000 SH SOLE 15000 0 0 CONMED CORP COM 207410101 710 8300 SH SOLE 8300 0 0 CONMED CORP COM 207410101 3936 46000 SH OTR 1 0 46000 0 CONNECTONE BANCORP INC NEW COM 20786W107 213 9400 SH SOLE 9400 0 0 CONNECTONE BANCORP INC NEW COM 20786W107 1178 52000 SH OTR 1 0 52000 0 CONOCOPHILLIPS COM 20825C104 19231 315262 SH OTR 1 0 315262 0 CONOCOPHILLIPS COM 20825C104 3054 50061 SH OTR 5 0 50061 0 CONOCOPHILLIPS COM 20825C104 4952 81184 SH SOLE 81184 0 0 CONSOL ENERGY INC NEW COM 20854L108 3193 120009 SH OTR 1 0 120009 0 CONSOL ENERGY INC NEW COM 20854L108 577 21700 SH SOLE 21700 0 0 CONSOLIDATED EDISON INC COM 209115104 6936 79105 SH OTR 1 0 79105 0 CONSOLIDATED EDISON INC COM 209115104 888 10125 SH SOLE 10125 0 0 CONSTELLATION BRANDS INC CL A 21036P108 768 3898 SH SOLE 3898 0 0 CONSTELLATION BRANDS INC CL A 21036P108 6071 30827 SH OTR 1 0 30827 0 CONTINENTAL RESOURCES INC COM 212015101 4786 113710 SH OTR 1 0 113710 0 CONTINENTAL RESOURCES INC COM 212015101 465 11051 SH SOLE 11051 0 0 COOPER COS INC COM NEW 216648402 19466 57781 SH OTR 1 0 57781 0 COOPER COS INC COM NEW 216648402 2186 6490 SH OTR 5 0 6490 0 COOPER COS INC COM NEW 216648402 4986 14800 SH SOLE 14800 0 0 COOPER TIRE & RUBR CO COM 216831107 369 11700 SH OTR 1 0 11700 0 COOPER TIRE & RUBR CO COM 216831107 69 2200 SH SOLE 2200 0 0 COPART INC COM 217204106 3313 44333 SH OTR 1 0 44333 0 COPART INC COM 217204106 503 6727 SH SOLE 6727 0 0 CORE MARK HOLDING CO INC COM 218681104 3790 95416 SH OTR 1 0 95416 0 CORE MARK HOLDING CO INC COM 218681104 676 17019 SH SOLE 17019 0 0 CORELOGIC INC COM 21871D103 3546 84781 SH OTR 1 0 84781 0 CORELOGIC INC COM 21871D103 428 10242 SH SOLE 10242 0 0 COREPOINT LODGING INC COM 21872L104 184 14879 SH SOLE 14879 0 0 COREPOINT LODGING INC COM 21872L104 1075 86795 SH OTR 1 0 86795 0 CORNERSTONE ONDEMAND INC COM 21925Y103 2185 37719 SH OTR 1 0 37719 0 CORNERSTONE ONDEMAND INC COM 21925Y103 382 6600 SH SOLE 6600 0 0 CORNING INC COM 219350105 3808 114596 SH OTR 1 0 114596 0 CORNING INC COM 219350105 573 17251 SH SOLE 17251 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 541 20500 SH OTR 1 0 20500 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 10 384 SH SOLE 384 0 0 CORTEVA INC COM 22052L104 833 28154 SH SOLE 28154 0 0 CORTEVA INC COM 22052L104 4065 137485 SH OTR 1 0 137485 0 CORTEVA INC COM 22052L104 230 7770 SH OTR 5 0 7770 0 COSTCO WHSL CORP NEW COM 22160K105 7519 28454 SH SOLE 28454 0 0 COSTCO WHSL CORP NEW COM 22160K105 28734 108735 SH OTR 1 0 108735 0 COSTCO WHSL CORP NEW COM 22160K105 1471 5565 SH OTR 5 0 5565 0 COTY INC COM CL A 222070203 520 38802 SH OTR 1 0 38802 0 COTY INC COM CL A 222070203 93 6976 SH SOLE 6976 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 5653 33113 SH OTR 1 0 33113 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1727 10118 SH OTR 5 0 10118 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 2136 12512 SH SOLE 12512 0 0 CRAFT BREW ALLIANCE INC COM 224122101 1019 72822 SH OTR 1 0 72822 0 CRAFT BREW ALLIANCE INC COM 224122101 182 13006 SH SOLE 13006 0 0 CRAWFORD & CO CL A 224633206 227 21600 SH OTR 1 0 21600 0 CRAWFORD & CO CL A 224633206 40 3800 SH SOLE 3800 0 0 CRAWFORD & CO CL B 224633107 48 5157 SH SOLE 5157 0 0 CRAWFORD & CO CL B 224633107 284 30529 SH OTR 1 0 30529 0 CROSS CTRY HEALTHCARE INC COM 227483104 19 2000 SH SOLE 2000 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 95 10100 SH OTR 1 0 10100 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 17761 14838 SH OTR 1 0 14838 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3846 3213 SH SOLE 3213 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 8091 62073 SH OTR 1 0 62073 0 CROWN CASTLE INTL CORP NEW COM 22822V101 3123 23962 SH SOLE 23962 0 0 CROWN HOLDINGS INC COM 228368106 183 3000 SH OTR 1 0 3000 0 CROWN HOLDINGS INC COM 228368106 35 568 SH SOLE 568 0 0 CSG SYS INTL INC COM 126349109 757 15500 SH OTR 1 0 15500 0 CSG SYS INTL INC COM 126349109 137 2800 SH SOLE 2800 0 0 CSX CORP COM 126408103 97 1255 SH OTR 5 0 1255 0 CSX CORP COM 126408103 1375 17770 SH SOLE 17770 0 0 CSX CORP COM 126408103 10998 142154 SH OTR 1 0 142154 0 CUMMINS INC COM 231021106 21605 126094 SH OTR 1 0 126094 0 CUMMINS INC COM 231021106 2236 13051 SH OTR 5 0 13051 0 CUMMINS INC COM 231021106 5379 31394 SH SOLE 31394 0 0 CURTISS WRIGHT CORP COM 231561101 848 6670 SH OTR 1 0 6670 0 CURTISS WRIGHT CORP COM 231561101 44 345 SH SOLE 345 0 0 CUSTOMERS BANCORP INC COM 23204G100 3160 150478 SH OTR 1 0 150478 0 CUSTOMERS BANCORP INC COM 23204G100 562 26783 SH SOLE 26783 0 0 CVR ENERGY INC COM 12662P108 3611 72233 SH OTR 1 0 72233 0 CVR ENERGY INC COM 12662P108 657 13144 SH SOLE 13144 0 0 CVS HEALTH CORP COM 126650100 11509 211212 SH OTR 1 0 211212 0 CVS HEALTH CORP COM 126650100 2989 54846 SH SOLE 54846 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 8604 386878 SH OTR 1 0 386878 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 190 8562 SH OTR 5 0 8562 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 563 25297 SH SOLE 25297 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 1343 1134000 PRN SOLE 1134000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 11933 10074000 PRN OTR 1 0 10074000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3050 1817000 PRN OTR 1 0 1817000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 47 28000 PRN OTR 4 3000 25000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 1180 702000 PRN SOLE 702000 0 0 D R HORTON INC COM 23331A109 1891 43841 SH OTR 1 0 43841 0 D R HORTON INC COM 23331A109 309 7154 SH SOLE 7154 0 0 DANA INCORPORATED COM 235825205 2963 148600 SH OTR 1 0 148600 0 DANA INCORPORATED COM 235825205 512 25700 SH SOLE 25700 0 0 DANAHER CORPORATION COM 235851102 14931 104468 SH OTR 1 0 104468 0 DANAHER CORPORATION COM 235851102 37 260 SH OTR 5 0 260 0 DANAHER CORPORATION COM 235851102 2276 15927 SH SOLE 15927 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 99311 18195000 PRN OTR 1 0 18195000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 278 51000 PRN OTR 4 5000 46000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 27582 5053000 PRN SOLE 5053000 0 0 DARDEN RESTAURANTS INC COM 237194105 4726 38826 SH SOLE 38826 0 0 DARDEN RESTAURANTS INC COM 237194105 2011 16524 SH OTR 5 0 16524 0 DARDEN RESTAURANTS INC COM 237194105 20526 168617 SH OTR 1 0 168617 0 DAVE & BUSTERS ENTMT INC COM 238337109 97 2400 SH SOLE 2400 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 486 12000 SH OTR 1 0 12000 0 DAVITA INC COM 23918K108 919 16326 SH OTR 1 0 16326 0 DAVITA INC COM 23918K108 159 2825 SH SOLE 2825 0 0 DECKERS OUTDOOR CORP COM 243537107 9049 51423 SH OTR 1 0 51423 0 DECKERS OUTDOOR CORP COM 243537107 1877 10668 SH OTR 5 0 10668 0 DECKERS OUTDOOR CORP COM 243537107 2735 15544 SH SOLE 15544 0 0 DEERE & CO COM 244199105 9247 55804 SH OTR 1 0 55804 0 DEERE & CO COM 244199105 1313 7925 SH SOLE 7925 0 0 DELAWARE INV MN MUN INC FD I COM 24610V103 7258 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3384 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 4471 110332 SH OTR 1 0 110332 0 DELEK US HLDGS INC NEW COM 24665A103 807 19919 SH SOLE 19919 0 0 DELL TECHNOLOGIES INC CL C 24703L202 9416 185364 SH OTR 1 0 185364 0 DELL TECHNOLOGIES INC CL C 24703L202 1065 20966 SH SOLE 20966 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 28413 500671 SH OTR 1 0 500671 0 DELTA AIR LINES INC DEL COM NEW 247361702 3 46 SH OTR 5 0 46 0 DELTA AIR LINES INC DEL COM NEW 247361702 824 14514 SH SOLE 14514 0 0 DELTA APPAREL INC COM 247368103 248 10700 SH OTR 1 0 10700 0 DELTA APPAREL INC COM 247368103 44 1900 SH SOLE 1900 0 0 DENNYS CORP COM 24869P104 90 4400 SH SOLE 4400 0 0 DENNYS CORP COM 24869P104 534 26000 SH OTR 1 0 26000 0 DENTSPLY SIRONA INC COM 24906P109 3894 66730 SH SOLE 66730 0 0 DENTSPLY SIRONA INC COM 24906P109 976 16725 SH OTR 5 0 16725 0 DENTSPLY SIRONA INC COM 24906P109 9962 170707 SH OTR 1 0 170707 0 DEVON ENERGY CORP NEW COM 25179M103 11571 405709 SH OTR 1 0 405709 0 DEVON ENERGY CORP NEW COM 25179M103 1394 48881 SH OTR 5 0 48881 0 DEVON ENERGY CORP NEW COM 25179M103 1981 69473 SH SOLE 69473 0 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 735 460000 PRN SOLE 460000 0 0 DHI GROUP INC COM 23331S100 577 161700 SH OTR 1 0 161700 0 DHI GROUP INC COM 23331S100 104 29000 SH SOLE 29000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2178 19983 SH OTR 1 0 19983 0 DIAMONDBACK ENERGY INC COM 25278X109 367 3364 SH SOLE 3364 0 0 DICKS SPORTING GOODS INC COM 253393102 10498 303155 SH OTR 1 0 303155 0 DICKS SPORTING GOODS INC COM 253393102 504 14553 SH SOLE 14553 0 0 DIEBOLD NXDF INC COM 253651103 60 6500 SH SOLE 6500 0 0 DIEBOLD NXDF INC COM 253651103 326 35600 SH OTR 1 0 35600 0 DIGITAL RLTY TR INC COM 253868103 4132 35083 SH OTR 1 0 35083 0 DIGITAL RLTY TR INC COM 253868103 571 4848 SH SOLE 4848 0 0 DIGITAL TURBINE INC COM NEW 25400W102 181 36100 SH OTR 1 0 36100 0 DIGITAL TURBINE INC COM NEW 25400W102 33 6500 SH SOLE 6500 0 0 DIME CMNTY BANCSHARES COM 253922108 3022 159112 SH OTR 1 0 159112 0 DIME CMNTY BANCSHARES COM 253922108 541 28513 SH SOLE 28513 0 0 DIODES INC COM 254543101 697 19159 SH OTR 1 0 19159 0 DIODES INC COM 254543101 128 3527 SH SOLE 3527 0 0 DISCOVER FINL SVCS COM 254709108 19252 248119 SH OTR 1 0 248119 0 DISCOVER FINL SVCS COM 254709108 3459 44579 SH SOLE 44579 0 0 DISCOVER FINL SVCS COM 254709108 2186 28177 SH OTR 5 0 28177 0 DISCOVERY INC COM SER A 25470F104 10620 345913 SH OTR 1 0 345913 0 DISCOVERY INC COM SER A 25470F104 1581 51507 SH OTR 5 0 51507 0 DISCOVERY INC COM SER A 25470F104 1973 64278 SH SOLE 64278 0 0 DISCOVERY INC COM SER C 25470F302 7801 274185 SH OTR 1 0 274185 0 DISCOVERY INC COM SER C 25470F302 991 34836 SH OTR 5 0 34836 0 DISCOVERY INC COM SER C 25470F302 1676 58913 SH SOLE 58913 0 0 DISH NETWORK CORP CL A 25470M109 2335 60802 SH SOLE 60802 0 0 DISH NETWORK CORP CL A 25470M109 11474 298724 SH OTR 1 0 298724 0 DISH NETWORK CORP CL A 25470M109 1347 35073 SH OTR 5 0 35073 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 325 350000 PRN SOLE 350000 0 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 4313 4650000 PRN OTR 1 0 4650000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 17168 17614000 PRN SOLE 17614000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 50820 52156000 PRN OTR 1 0 52156000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 99 102000 PRN OTR 4 10000 92000 0 DISNEY WALT CO COM DISNEY 254687106 48959 350611 SH OTR 1 0 350611 0 DISNEY WALT CO COM DISNEY 254687106 3158 22615 SH OTR 5 0 22615 0 DISNEY WALT CO COM DISNEY 254687106 13087 93719 SH SOLE 93719 0 0 DOLLAR GEN CORP NEW COM 256677105 9238 68350 SH OTR 1 0 68350 0 DOLLAR GEN CORP NEW COM 256677105 1 9 SH OTR 5 0 9 0 DOLLAR GEN CORP NEW COM 256677105 1323 9792 SH SOLE 9792 0 0 DOLLAR TREE INC COM 256746108 9568 89096 SH OTR 1 0 89096 0 DOLLAR TREE INC COM 256746108 1097 10218 SH SOLE 10218 0 0 DOLLAR TREE INC COM 256746108 83 776 SH OTR 5 0 776 0 DOMINION ENERGY INC COM 25746U109 10564 136630 SH OTR 1 0 136630 0 DOMINION ENERGY INC COM 25746U109 1556 20123 SH SOLE 20123 0 0 DOMTAR CORP COM NEW 257559203 2478 55648 SH OTR 1 0 55648 0 DOMTAR CORP COM NEW 257559203 225 5063 SH SOLE 5063 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 200 15000 SH OTR 1 0 15000 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 32 2400 SH SOLE 2400 0 0 DONNELLEY R R & SONS CO COM 257867200 931 472451 SH OTR 1 0 472451 0 DONNELLEY R R & SONS CO COM 257867200 167 84800 SH SOLE 84800 0 0 DOUGLAS EMMETT INC COM 25960P109 445 11168 SH OTR 1 0 11168 0 DOVER CORP COM 260003108 2734 27289 SH OTR 1 0 27289 0 DOVER CORP COM 260003108 325 3240 SH SOLE 3240 0 0 DOW INC COM 260557103 742 15039 SH OTR 5 0 15039 0 DOW INC COM 260557103 1680 34068 SH SOLE 34068 0 0 DOW INC COM 260557103 8978 182068 SH OTR 1 0 182068 0 DROPBOX INC CL A 26210C104 2134 85192 SH OTR 1 0 85192 0 DROPBOX INC CL A 26210C104 268 10696 SH SOLE 10696 0 0 DTE ENERGY CO COM 233331107 13313 104109 SH OTR 1 0 104109 0 DTE ENERGY CO COM 233331107 1048 8199 SH OTR 5 0 8199 0 DTE ENERGY CO COM 233331107 2329 18215 SH SOLE 18215 0 0 DUCOMMUN INC DEL COM 264147109 3035 67336 SH OTR 1 0 67336 0 DUCOMMUN INC DEL COM 264147109 540 11992 SH SOLE 11992 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 11577 131198 SH OTR 1 0 131198 0 DUKE ENERGY CORP NEW COM NEW 26441C204 2093 23723 SH SOLE 23723 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 296 3358 SH OTR 5 0 3358 0 DUKE REALTY CORP COM NEW 264411505 1467 46401 SH OTR 1 0 46401 0 DUKE REALTY CORP COM NEW 264411505 235 7447 SH SOLE 7447 0 0 DUPONT DE NEMOURS INC COM 26614N102 11443 152435 SH OTR 1 0 152435 0 DUPONT DE NEMOURS INC COM 26614N102 1127 15015 SH OTR 5 0 15015 0 DUPONT DE NEMOURS INC COM 26614N102 3107 41391 SH SOLE 41391 0 0 DWS MUN INCOME TR NEW COM 233368109 1403 124496 SH OTR 1 0 124496 0 DXC TECHNOLOGY CO COM 23355L106 8359 151572 SH OTR 1 0 151572 0 DXC TECHNOLOGY CO COM 23355L106 964 17476 SH SOLE 17476 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 555 566000 PRN SOLE 566000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 2499 56023 SH SOLE 56023 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 11336 254179 SH OTR 1 0 254179 0 E TRADE FINANCIAL CORP COM NEW 269246401 901 20200 SH OTR 5 0 20200 0 EAGLE MATERIALS INC COM 26969P108 4701 50713 SH OTR 1 0 50713 0 EAGLE MATERIALS INC COM 26969P108 405 4371 SH SOLE 4371 0 0 EASTGROUP PPTY INC COM 277276101 4834 41683 SH OTR 1 0 41683 0 EASTGROUP PPTY INC COM 277276101 881 7600 SH SOLE 7600 0 0 EASTMAN CHEMICAL CO COM 277432100 1392 17889 SH OTR 1 0 17889 0 EASTMAN CHEMICAL CO COM 277432100 254 3267 SH SOLE 3267 0 0 EATON VANCE MUN BD FD COM 27827X101 1970 158461 SH OTR 1 0 158461 0 EATON VANCE MUN BD FD COM 27827X101 11 858 SH SOLE 858 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1703 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5768 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 159 13241 SH OTR 1 0 13241 0 EBAY INC COM 278642103 11252 284862 SH OTR 1 0 284862 0 EBAY INC COM 278642103 663 16797 SH OTR 5 0 16797 0 EBAY INC COM 278642103 1872 47404 SH SOLE 47404 0 0 EBIX INC COM NEW 278715206 2814 56039 SH OTR 1 0 56039 0 EBIX INC COM NEW 278715206 500 9962 SH SOLE 9962 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19133 19241000 PRN OTR 1 0 19241000 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 2563 2578000 PRN SOLE 2578000 0 0 ECHOSTAR CORP CL A 278768106 5433 122581 SH OTR 1 0 122581 0 ECHOSTAR CORP CL A 278768106 604 13629 SH SOLE 13629 0 0 ECOLAB INC COM 278865100 7275 36846 SH OTR 1 0 36846 0 ECOLAB INC COM 278865100 1200 6079 SH SOLE 6079 0 0 EDISON INTL COM 281020107 503 7456 SH SOLE 7456 0 0 EDISON INTL COM 281020107 3343 49599 SH OTR 1 0 49599 0 EDITAS MEDICINE INC COM 28106W103 1265 51134 SH OTR 1 0 51134 0 EDITAS MEDICINE INC COM 28106W103 227 9192 SH SOLE 9192 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5692 30813 SH OTR 1 0 30813 0 EDWARDS LIFESCIENCES CORP COM 28176E108 939 5084 SH SOLE 5084 0 0 EGAIN CORP COM NEW 28225C806 68 8400 SH OTR 1 0 8400 0 EGAIN CORP COM NEW 28225C806 14 1700 SH SOLE 1700 0 0 EHEALTH INC COM 28238P109 3986 46300 SH OTR 1 0 46300 0 EHEALTH INC COM 28238P109 732 8500 SH SOLE 8500 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 649 19207 SH OTR 1 0 19207 0 ELECTRONIC ARTS INC COM 285512109 694 6857 SH SOLE 6857 0 0 ELECTRONIC ARTS INC COM 285512109 5647 55767 SH OTR 1 0 55767 0 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 680 682000 PRN SOLE 682000 0 0 ELEVATE CREDIT INC COM 28621V101 380 92257 SH OTR 1 0 92257 0 ELEVATE CREDIT INC COM 28621V101 70 17070 SH SOLE 17070 0 0 ELLINGTON FINANCIAL INC COM 28852N109 446 24800 SH OTR 1 0 24800 0 ELLINGTON FINANCIAL INC COM 28852N109 86 4800 SH SOLE 4800 0 0 EMCOR GROUP INC COM 29084Q100 5242 59500 SH OTR 1 0 59500 0 EMCOR GROUP INC COM 29084Q100 943 10700 SH SOLE 10700 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 316 6548 SH SOLE 6548 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1736 35929 SH OTR 1 0 35929 0 EMERSON ELEC CO COM 291011104 7714 115622 SH OTR 1 0 115622 0 EMERSON ELEC CO COM 291011104 1022 15324 SH SOLE 15324 0 0 EMPIRE ST RLTY TR INC CL A 292104106 2029 137035 SH OTR 1 0 137035 0 EMPIRE ST RLTY TR INC CL A 292104106 83 5584 SH SOLE 5584 0 0 EMPLOYERS HOLDINGS INC COM 292218104 3445 81504 SH OTR 1 0 81504 0 EMPLOYERS HOLDINGS INC COM 292218104 621 14700 SH SOLE 14700 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 1290 15283 SH OTR 1 0 15283 0 ENANTA PHARMACEUTICALS INC COM 29251M106 227 2692 SH SOLE 2692 0 0 ENCOMPASS HEALTH CORP COM 29261A100 5732 90465 SH OTR 1 0 90465 0 ENCOMPASS HEALTH CORP COM 29261A100 863 13619 SH OTR 5 0 13619 0 ENCOMPASS HEALTH CORP COM 29261A100 1795 28330 SH SOLE 28330 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 464 462000 PRN SOLE 462000 0 0 ENCORE WIRE CORP COM 292562105 637 10879 SH SOLE 10879 0 0 ENCORE WIRE CORP COM 292562105 3552 60635 SH OTR 1 0 60635 0 ENERSYS COM 29275Y102 4311 62934 SH OTR 1 0 62934 0 ENERSYS COM 29275Y102 780 11392 SH SOLE 11392 0 0 ENOVA INTL INC COM 29357K103 3164 137268 SH OTR 1 0 137268 0 ENOVA INTL INC COM 29357K103 570 24736 SH SOLE 24736 0 0 ENPHASE ENERGY INC COM 29355A107 1247 68400 SH OTR 1 0 68400 0 ENPHASE ENERGY INC COM 29355A107 222 12200 SH SOLE 12200 0 0 ENPRO INDS INC COM 29355X107 3428 53700 SH OTR 1 0 53700 0 ENPRO INDS INC COM 29355X107 619 9700 SH SOLE 9700 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 29202 37367000 PRN OTR 1 0 37367000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 78 100000 PRN OTR 4 10000 90000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4829 6172000 PRN SOLE 6172000 0 0 ENSIGN GROUP INC COM 29358P101 4227 74261 SH OTR 1 0 74261 0 ENSIGN GROUP INC COM 29358P101 768 13500 SH SOLE 13500 0 0 ENTERGY CORP NEW COM 29364G103 8679 84324 SH OTR 1 0 84324 0 ENTERGY CORP NEW COM 29364G103 941 9142 SH SOLE 9142 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1654 530028 SH OTR 1 0 530028 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 300 96119 SH SOLE 96119 0 0 ENVESTNET INC COM 29404K106 1492 21819 SH OTR 1 0 21819 0 ENVESTNET INC COM 29404K106 273 4000 SH SOLE 4000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 723 605000 PRN SOLE 605000 0 0 EOG RES INC COM 26875P101 9706 104186 SH OTR 1 0 104186 0 EOG RES INC COM 26875P101 1492 16017 SH SOLE 16017 0 0 EOG RES INC COM 26875P101 168 1807 SH OTR 5 0 1807 0 EPAM SYS INC COM 29414B104 208 1200 SH OTR 1 0 1200 0 EPAM SYS INC COM 29414B104 24 139 SH SOLE 139 0 0 EPLUS INC COM 294268107 439 6367 SH OTR 1 0 6367 0 EPLUS INC COM 294268107 78 1131 SH SOLE 1131 0 0 EPR PPTYS COM SH BEN INT 26884U109 5952 79798 SH OTR 1 0 79798 0 EPR PPTYS COM SH BEN INT 26884U109 245 3283 SH OTR 5 0 3283 0 EPR PPTYS COM SH BEN INT 26884U109 805 10786 SH SOLE 10786 0 0 EQT CORP COM 26884L109 433 27381 SH SOLE 27381 0 0 EQT CORP COM 26884L109 3761 237889 SH OTR 1 0 237889 0 EQUIFAX INC COM 294429105 2109 15598 SH OTR 1 0 15598 0 EQUIFAX INC COM 294429105 374 2764 SH SOLE 2764 0 0 EQUINIX INC COM 29444U700 6699 13285 SH OTR 1 0 13285 0 EQUINIX INC COM 29444U700 195 387 SH OTR 5 0 387 0 EQUINIX INC COM 29444U700 3087 6121 SH SOLE 6121 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 7947 65490 SH OTR 1 0 65490 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 587 4839 SH SOLE 4839 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 9331 122909 SH OTR 1 0 122909 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 442 5823 SH OTR 5 0 5823 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1208 15916 SH SOLE 15916 0 0 ESSEX PPTY TR INC COM 297178105 28 95 SH OTR 5 0 95 0 ESSEX PPTY TR INC COM 297178105 614 2102 SH SOLE 2102 0 0 ESSEX PPTY TR INC COM 297178105 5350 18328 SH OTR 1 0 18328 0 ETHAN ALLEN INTERIORS INC COM 297602104 3116 147944 SH OTR 1 0 147944 0 ETHAN ALLEN INTERIORS INC COM 297602104 564 26800 SH SOLE 26800 0 0 ETSY INC NOTE 3/0 29786AAC0 38740 21377000 PRN OTR 1 0 21377000 0 ETSY INC NOTE 3/0 29786AAC0 94 52000 PRN OTR 4 5000 47000 0 ETSY INC NOTE 3/0 29786AAC0 12498 6894000 PRN SOLE 6894000 0 0 EURONET WORLDWIDE INC COM 298736109 9627 57224 SH OTR 1 0 57224 0 EURONET WORLDWIDE INC COM 298736109 1758 10448 SH SOLE 10448 0 0 EVERCORE INC CLASS A 29977A105 6868 77547 SH OTR 1 0 77547 0 EVERCORE INC CLASS A 29977A105 1366 15427 SH SOLE 15427 0 0 EVERGY INC COM 30034W106 331 5507 SH SOLE 5507 0 0 EVERGY INC COM 30034W106 2161 35923 SH OTR 1 0 35923 0 EVERI HLDGS INC COM 30034T103 3247 272178 SH OTR 1 0 272178 0 EVERI HLDGS INC COM 30034T103 585 49000 SH SOLE 49000 0 0 EVERSOURCE ENERGY COM 30040W108 4695 61967 SH OTR 1 0 61967 0 EVERSOURCE ENERGY COM 30040W108 587 7747 SH SOLE 7747 0 0 EVERTEC INC COM 30040P103 927 28361 SH OTR 1 0 28361 0 EVERTEC INC COM 30040P103 169 5167 SH SOLE 5167 0 0 EXACT SCIENCES CORP COM 30063P105 1849 15664 SH OTR 1 0 15664 0 EXACT SCIENCES CORP COM 30063P105 225 1905 SH SOLE 1905 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 35793 20707000 PRN OTR 1 0 20707000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 136 79000 PRN OTR 4 8000 71000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 11983 6930000 PRN SOLE 6930000 0 0 EXELON CORP COM 30161N101 13426 280062 SH OTR 1 0 280062 0 EXELON CORP COM 30161N101 5265 109822 SH SOLE 109822 0 0 EXELON CORP COM 30161N101 2554 53266 SH OTR 5 0 53266 0 EXPEDIA GROUP INC COM NEW 30212P303 19439 146123 SH OTR 1 0 146123 0 EXPEDIA GROUP INC COM NEW 30212P303 2111 15871 SH OTR 5 0 15871 0 EXPEDIA GROUP INC COM NEW 30212P303 4867 36584 SH SOLE 36584 0 0 EXPEDITORS INTL WASH INC COM 302130109 1684 22203 SH OTR 1 0 22203 0 EXPEDITORS INTL WASH INC COM 302130109 276 3640 SH SOLE 3640 0 0 EXTERRAN CORP COM 30227H106 262 18400 SH OTR 1 0 18400 0 EXTERRAN CORP COM 30227H106 43 3000 SH SOLE 3000 0 0 EXTRA SPACE STORAGE INC COM 30225T102 368 3472 SH SOLE 3472 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2302 21695 SH OTR 1 0 21695 0 EXXON MOBIL CORP COM 30231G102 19998 260963 SH SOLE 260963 0 0 EXXON MOBIL CORP COM 30231G102 65310 852281 SH OTR 1 0 852281 0 EXXON MOBIL CORP COM 30231G102 7911 103241 SH OTR 5 0 103241 0 EZCORP INC CL A NON VTG 302301106 2639 278634 SH OTR 1 0 278634 0 EZCORP INC CL A NON VTG 302301106 472 49875 SH SOLE 49875 0 0 F M C CORP COM NEW 302491303 2035 24532 SH OTR 1 0 24532 0 F M C CORP COM NEW 302491303 239 2884 SH SOLE 2884 0 0 F5 NETWORKS INC COM 315616102 1582 10860 SH OTR 1 0 10860 0 F5 NETWORKS INC COM 315616102 241 1652 SH SOLE 1652 0 0 FACEBOOK INC CL A 30303M102 28061 145392 SH SOLE 145392 0 0 FACEBOOK INC CL A 30303M102 131469 681185 SH OTR 1 0 681185 0 FACEBOOK INC CL A 30303M102 10938 56674 SH OTR 5 0 56674 0 FACTSET RESH SYS INC COM 303075105 273 951 SH SOLE 951 0 0 FACTSET RESH SYS INC COM 303075105 2406 8396 SH OTR 1 0 8396 0 FAIR ISAAC CORP COM 303250104 7727 24608 SH OTR 1 0 24608 0 FAIR ISAAC CORP COM 303250104 451 1437 SH SOLE 1437 0 0 FARMERS NATL BANC CORP COM 309627107 559 37663 SH OTR 1 0 37663 0 FARMERS NATL BANC CORP COM 309627107 100 6759 SH SOLE 6759 0 0 FASTENAL CO COM 311900104 2665 81785 SH OTR 1 0 81785 0 FASTENAL CO COM 311900104 414 12694 SH SOLE 12694 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1245 9669 SH OTR 1 0 9669 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 211 1642 SH SOLE 1642 0 0 FEDEX CORP COM 31428X106 904 5504 SH SOLE 5504 0 0 FEDEX CORP COM 31428X106 6647 40485 SH OTR 1 0 40485 0 FEDNAT HLDG CO COM 31431B109 964 67586 SH OTR 1 0 67586 0 FEDNAT HLDG CO COM 31431B109 174 12218 SH SOLE 12218 0 0 FIBROGEN INC COM 31572Q808 2266 50166 SH OTR 1 0 50166 0 FIBROGEN INC COM 31572Q808 408 9039 SH SOLE 9039 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6856 170131 SH OTR 1 0 170131 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 570 14139 SH SOLE 14139 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 9864 80407 SH OTR 1 0 80407 0 FIDELITY NATL INFORMATION SV COM 31620M106 1065 8685 SH SOLE 8685 0 0 FIFTH THIRD BANCORP COM 316773100 6299 225754 SH OTR 1 0 225754 0 FIFTH THIRD BANCORP COM 316773100 780 27951 SH SOLE 27951 0 0 FINANCIAL INSTNS INC COM 317585404 487 16723 SH SOLE 16723 0 0 FINANCIAL INSTNS INC COM 317585404 2741 94031 SH OTR 1 0 94031 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 2886 2953000 PRN SOLE 2953000 0 0 FINISAR CORP NOTE 0.500%12/1 31787AAP6 15373 15728000 PRN OTR 1 0 15728000 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 8884 9068000 PRN OTR 1 0 9068000 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3516 3589000 PRN SOLE 3589000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1198 1229000 PRN SOLE 1229000 0 0 FIRST AMERN FINL CORP COM 31847R102 13912 259076 SH OTR 1 0 259076 0 FIRST AMERN FINL CORP COM 31847R102 1642 30578 SH OTR 5 0 30578 0 FIRST AMERN FINL CORP COM 31847R102 3312 61680 SH SOLE 61680 0 0 FIRST BANCORP P R COM NEW 318672706 3049 276200 SH OTR 1 0 276200 0 FIRST BANCORP P R COM NEW 318672706 571 51700 SH SOLE 51700 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 604 25699 SH OTR 1 0 25699 0 FIRST BUS FINL SVCS INC WIS COM 319390100 105 4467 SH SOLE 4467 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 16 36 SH SOLE 36 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 951 2113 SH OTR 1 0 2113 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 554 39129 SH OTR 1 0 39129 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 95 6744 SH SOLE 6744 0 0 FIRST FINL CORP IND COM 320218100 215 5359 SH OTR 1 0 5359 0 FIRST FINL CORP IND COM 320218100 44 1100 SH SOLE 1100 0 0 FIRST FNDTN INC COM 32026V104 3061 227760 SH OTR 1 0 227760 0 FIRST FNDTN INC COM 32026V104 554 41210 SH SOLE 41210 0 0 FIRST HAWAIIAN INC COM 32051X108 2362 91304 SH OTR 1 0 91304 0 FIRST HAWAIIAN INC COM 32051X108 133 5143 SH SOLE 5143 0 0 FIRST INTERNET BANCORP COM 320557101 2043 94856 SH OTR 1 0 94856 0 FIRST INTERNET BANCORP COM 320557101 364 16921 SH SOLE 16921 0 0 FIRST LONG IS CORP COM 320734106 709 35285 SH OTR 1 0 35285 0 FIRST LONG IS CORP COM 320734106 129 6414 SH SOLE 6414 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 3868 188973 SH OTR 1 0 188973 0 FIRST MIDWEST BANCORP DEL COM 320867104 696 34000 SH SOLE 34000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2077 21273 SH OTR 1 0 21273 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 342 3507 SH SOLE 3507 0 0 FIRSTENERGY CORP COM 337932107 3436 80266 SH OTR 1 0 80266 0 FIRSTENERGY CORP COM 337932107 480 11212 SH SOLE 11212 0 0 FISERV INC COM 337738108 5540 60772 SH OTR 1 0 60772 0 FISERV INC COM 337738108 855 9382 SH SOLE 9382 0 0 FIVE9 INC COM 338307101 1414 27576 SH OTR 1 0 27576 0 FIVE9 INC COM 338307101 264 5145 SH SOLE 5145 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 601 18124 SH SOLE 18124 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 3340 100798 SH OTR 1 0 100798 0 FLEETCOR TECHNOLOGIES INC COM 339041105 5288 18828 SH OTR 1 0 18828 0 FLEETCOR TECHNOLOGIES INC COM 339041105 630 2243 SH SOLE 2243 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 232 266000 PRN SOLE 266000 0 0 FLEXSTEEL INDS INC COM 339382103 649 38054 SH OTR 1 0 38054 0 FLEXSTEEL INDS INC COM 339382103 116 6800 SH SOLE 6800 0 0 FLIR SYS INC COM 302445101 946 17483 SH OTR 1 0 17483 0 FLIR SYS INC COM 302445101 147 2725 SH SOLE 2725 0 0 FLOWERS FOODS INC COM 343498101 399 17132 SH SOLE 17132 0 0 FLOWERS FOODS INC COM 343498101 4911 211049 SH OTR 1 0 211049 0 FLOWSERVE CORP COM 34354P105 165 3127 SH SOLE 3127 0 0 FLOWSERVE CORP COM 34354P105 1075 20396 SH OTR 1 0 20396 0 FLUENT INC COM 34380C102 1296 240800 SH OTR 1 0 240800 0 FLUENT INC COM 34380C102 230 42800 SH SOLE 42800 0 0 FLUIDIGM CORP DEL COM 34385P108 3152 255878 SH OTR 1 0 255878 0 FLUIDIGM CORP DEL COM 34385P108 573 46500 SH SOLE 46500 0 0 FLUSHING FINL CORP COM 343873105 2095 94353 SH OTR 1 0 94353 0 FLUSHING FINL CORP COM 343873105 376 16955 SH SOLE 16955 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 2963 156950 SH OTR 1 0 156950 0 FLWS/1-800 FLOWERS CL A 68243Q106 534 28296 SH SOLE 28296 0 0 FOOT LOCKER INC COM 344849104 6653 158705 SH OTR 1 0 158705 0 FOOT LOCKER INC COM 344849104 681 16235 SH OTR 5 0 16235 0 FOOT LOCKER INC COM 344849104 686 16357 SH SOLE 16357 0 0 FORD MTR CO DEL COM 345370860 7539 736949 SH OTR 1 0 736949 0 FORD MTR CO DEL COM 345370860 925 90415 SH SOLE 90415 0 0 FORMFACTOR INC COM 346375108 149 9500 SH OTR 1 0 9500 0 FORMFACTOR INC COM 346375108 24 1500 SH SOLE 1500 0 0 FORTINET INC COM 34959E109 17198 223851 SH OTR 1 0 223851 0 FORTINET INC COM 34959E109 1860 24208 SH OTR 5 0 24208 0 FORTINET INC COM 34959E109 2821 36715 SH SOLE 36715 0 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 97 95 SH OTR 4 10 85 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 5979 5834 SH OTR 1 0 5834 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 175 170 SH SOLE 170 0 0 FORTIVE CORP COM 34959J108 528 6481 SH SOLE 6481 0 0 FORTIVE CORP COM 34959J108 3254 39915 SH OTR 1 0 39915 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1032 18057 SH OTR 1 0 18057 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 187 3281 SH SOLE 3281 0 0 FOSSIL GROUP INC COM 34988V106 1218 105920 SH OTR 1 0 105920 0 FOSSIL GROUP INC COM 34988V106 220 19168 SH SOLE 19168 0 0 FOSTER L B CO COM 350060109 3156 115436 SH OTR 1 0 115436 0 FOSTER L B CO COM 350060109 571 20901 SH SOLE 20901 0 0 FOUNDATION BLDG MATLS INC COM 350392106 3186 179163 SH OTR 1 0 179163 0 FOUNDATION BLDG MATLS INC COM 350392106 576 32400 SH SOLE 32400 0 0 FOX CORP CL A COM 35137L105 1780 48588 SH OTR 1 0 48588 0 FOX CORP CL A COM 35137L105 303 8281 SH SOLE 8281 0 0 FOX CORP CL B COM 35137L204 103 2822 SH SOLE 2822 0 0 FOX CORP CL B COM 35137L204 766 20961 SH OTR 1 0 20961 0 FRANKLIN FINL NETWORK INC COM 35352P104 3039 109095 SH OTR 1 0 109095 0 FRANKLIN FINL NETWORK INC COM 35352P104 548 19666 SH SOLE 19666 0 0 FRANKLIN RES INC COM 354613101 1695 48703 SH OTR 1 0 48703 0 FRANKLIN RES INC COM 354613101 267 7675 SH SOLE 7675 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2174 187271 SH OTR 1 0 187271 0 FREEPORT-MCMORAN INC CL B 35671D857 363 31272 SH SOLE 31272 0 0 FRONTDOOR INC COM 35905A109 4997 114745 SH OTR 1 0 114745 0 FRONTDOOR INC COM 35905A109 483 11101 SH SOLE 11101 0 0 FS BANCORP INC COM 30263Y104 1144 22053 SH OTR 1 0 22053 0 FS BANCORP INC COM 30263Y104 202 3892 SH SOLE 3892 0 0 FTS INTERNATIONAL INC COM 30283W104 570 102200 SH OTR 1 0 102200 0 FTS INTERNATIONAL INC COM 30283W104 110 19700 SH SOLE 19700 0 0 FULTON FINL CORP PA COM 360271100 174 10600 SH OTR 1 0 10600 0 FULTON FINL CORP PA COM 360271100 34 2100 SH SOLE 2100 0 0 FUTUREFUEL CORPORATION COM 36116M106 692 59186 SH OTR 1 0 59186 0 FUTUREFUEL CORPORATION COM 36116M106 137 11700 SH SOLE 11700 0 0 GALLAGHER ARTHUR J & CO COM 363576109 3449 39377 SH OTR 1 0 39377 0 GALLAGHER ARTHUR J & CO COM 363576109 427 4880 SH SOLE 4880 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 407 10429 SH SOLE 10429 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 5155 132243 SH OTR 1 0 132243 0 GAP INC COM 364760108 491 27325 SH OTR 1 0 27325 0 GAP INC COM 364760108 90 4997 SH SOLE 4997 0 0 GARTNER INC COM 366651107 1872 11630 SH OTR 1 0 11630 0 GARTNER INC COM 366651107 332 2064 SH SOLE 2064 0 0 GENERAC HLDGS INC COM 368736104 4893 70491 SH OTR 1 0 70491 0 GENERAC HLDGS INC COM 368736104 883 12723 SH SOLE 12723 0 0 GENERAL DYNAMICS CORP COM 369550108 8633 47480 SH OTR 1 0 47480 0 GENERAL DYNAMICS CORP COM 369550108 1192 6557 SH SOLE 6557 0 0 GENERAL ELECTRIC CO COM 369604103 13593 1294611 SH OTR 1 0 1294611 0 GENERAL ELECTRIC CO COM 369604103 137 13010 SH OTR 5 0 13010 0 GENERAL ELECTRIC CO COM 369604103 2174 207077 SH SOLE 207077 0 0 GENERAL FIN CORP DEL COM 369822101 546 65237 SH OTR 1 0 65237 0 GENERAL FIN CORP DEL COM 369822101 99 11814 SH SOLE 11814 0 0 GENERAL MLS INC COM 370334104 9269 176484 SH OTR 1 0 176484 0 GENERAL MLS INC COM 370334104 1675 31897 SH OTR 5 0 31897 0 GENERAL MLS INC COM 370334104 2511 47805 SH SOLE 47805 0 0 GENERAL MTRS CO COM 37045V100 8909 231222 SH OTR 1 0 231222 0 GENERAL MTRS CO COM 37045V100 3004 77964 SH SOLE 77964 0 0 GENESCO INC COM 371532102 3086 72982 SH OTR 1 0 72982 0 GENESCO INC COM 371532102 555 13115 SH SOLE 13115 0 0 GENESEE & WYO INC CL A 371559105 2700 27002 SH OTR 1 0 27002 0 GENESEE & WYO INC CL A 371559105 486 4856 SH OTR 5 0 4856 0 GENESEE & WYO INC CL A 371559105 249 2492 SH SOLE 2492 0 0 GENIE ENERGY LTD CL B 372284208 1014 95200 SH OTR 1 0 95200 0 GENIE ENERGY LTD CL B 372284208 181 17000 SH SOLE 17000 0 0 GENUINE PARTS CO COM 372460105 349 3368 SH SOLE 3368 0 0 GENUINE PARTS CO COM 372460105 1953 18856 SH OTR 1 0 18856 0 GENWORTH FINL INC COM CL A 37247D106 3862 1040994 SH OTR 1 0 1040994 0 GENWORTH FINL INC COM CL A 37247D106 698 188101 SH SOLE 188101 0 0 GEO GROUP INC NEW COM 36162J106 3943 187665 SH OTR 1 0 187665 0 GEO GROUP INC NEW COM 36162J106 708 33707 SH SOLE 33707 0 0 GILEAD SCIENCES INC COM 375558103 28860 427174 SH OTR 1 0 427174 0 GILEAD SCIENCES INC COM 375558103 2639 39058 SH OTR 5 0 39058 0 GILEAD SCIENCES INC COM 375558103 6935 102652 SH SOLE 102652 0 0 GLAUKOS CORP COM 377322102 166 2200 SH SOLE 2200 0 0 GLAUKOS CORP COM 377322102 844 11200 SH OTR 1 0 11200 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1939 36854 SH OTR 1 0 36854 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 346 6583 SH SOLE 6583 0 0 GLOBAL PMTS INC COM 37940X102 3623 22628 SH OTR 1 0 22628 0 GLOBAL PMTS INC COM 37940X102 606 3783 SH SOLE 3783 0 0 GLU MOBILE INC COM 379890106 3210 447127 SH OTR 1 0 447127 0 GLU MOBILE INC COM 379890106 578 80500 SH SOLE 80500 0 0 GODADDY INC CL A 380237107 12417 177000 SH OTR 1 0 177000 0 GODADDY INC CL A 380237107 2074 29568 SH SOLE 29568 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 11348 55464 SH OTR 1 0 55464 0 GOLDMAN SACHS GROUP INC COM 38141G104 1653 8080 SH SOLE 8080 0 0 GRAFTECH INTL LTD COM 384313508 86 7472 SH SOLE 7472 0 0 GRAFTECH INTL LTD COM 384313508 987 85789 SH OTR 1 0 85789 0 GRAHAM HLDGS CO COM 384637104 4915 7123 SH OTR 1 0 7123 0 GRAHAM HLDGS CO COM 384637104 512 742 SH SOLE 742 0 0 GRAINGER W W INC COM 384802104 1985 7400 SH OTR 1 0 7400 0 GRAINGER W W INC COM 384802104 299 1113 SH SOLE 1113 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 3153 285563 SH OTR 1 0 285563 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 573 51900 SH SOLE 51900 0 0 GREAT SOUTHN BANCORP INC COM 390905107 1881 31434 SH OTR 1 0 31434 0 GREAT SOUTHN BANCORP INC COM 390905107 335 5600 SH SOLE 5600 0 0 GREEN PLAINS INC COM 393222104 819 75949 SH OTR 1 0 75949 0 GREEN PLAINS INC COM 393222104 142 13200 SH SOLE 13200 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 647 7900 SH SOLE 7900 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 3611 44100 SH OTR 1 0 44100 0 GROUPON INC COM 399473107 307 85700 SH SOLE 85700 0 0 GROUPON INC COM 399473107 1701 475100 SH OTR 1 0 475100 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 766 680000 PRN SOLE 680000 0 0 HABIT RESTAURANTS INC COM CL A 40449J103 1561 148803 SH OTR 1 0 148803 0 HABIT RESTAURANTS INC COM CL A 40449J103 282 26915 SH SOLE 26915 0 0 HALLADOR ENERGY COMPANY COM 40609P105 725 128806 SH OTR 1 0 128806 0 HALLADOR ENERGY COMPANY COM 40609P105 130 23149 SH SOLE 23149 0 0 HALLIBURTON CO COM 406216101 2704 118891 SH OTR 1 0 118891 0 HALLIBURTON CO COM 406216101 456 20074 SH SOLE 20074 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 769 54068 SH OTR 1 0 54068 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 135 9500 SH SOLE 9500 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 2665 155123 SH OTR 1 0 155123 0 HALOZYME THERAPEUTICS INC COM 40637H109 475 27655 SH SOLE 27655 0 0 HANESBRANDS INC COM 410345102 139 8052 SH SOLE 8052 0 0 HANESBRANDS INC COM 410345102 804 46664 SH OTR 1 0 46664 0 HANMI FINL CORP COM NEW 410495204 2928 131474 SH OTR 1 0 131474 0 HANMI FINL CORP COM NEW 410495204 521 23393 SH SOLE 23393 0 0 HANOVER INS GROUP INC COM 410867105 2689 20957 SH OTR 1 0 20957 0 HANOVER INS GROUP INC COM 410867105 172 1342 SH SOLE 1342 0 0 HARLEY DAVIDSON INC COM 412822108 736 20535 SH OTR 1 0 20535 0 HARLEY DAVIDSON INC COM 412822108 125 3502 SH SOLE 3502 0 0 HARSCO CORP COM 415864107 702 25597 SH SOLE 25597 0 0 HARSCO CORP COM 415864107 3885 141585 SH OTR 1 0 141585 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2369 42518 SH SOLE 42518 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 7993 143450 SH OTR 1 0 143450 0 HARTFORD FINL SVCS GROUP INC COM 416515104 259 4650 SH OTR 5 0 4650 0 HASBRO INC COM 418056107 1580 14947 SH OTR 1 0 14947 0 HASBRO INC COM 418056107 243 2304 SH SOLE 2304 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 2362 54241 SH OTR 1 0 54241 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 89 2040 SH SOLE 2040 0 0 HAWKINS INC COM 420261109 1604 36939 SH OTR 1 0 36939 0 HAWKINS INC COM 420261109 287 6600 SH SOLE 6600 0 0 HCA HEALTHCARE INC COM 40412C101 20286 150081 SH OTR 1 0 150081 0 HCA HEALTHCARE INC COM 40412C101 2542 18805 SH OTR 5 0 18805 0 HCA HEALTHCARE INC COM 40412C101 3383 25026 SH SOLE 25026 0 0 HCI GROUP INC COM 40416E103 347 8566 SH OTR 1 0 8566 0 HCI GROUP INC COM 40416E103 61 1500 SH SOLE 1500 0 0 HCP INC COM 40414L109 394 12331 SH SOLE 12331 0 0 HCP INC COM 40414L109 2300 71906 SH OTR 1 0 71906 0 HD SUPPLY HLDGS INC COM 40416M105 1002 24881 SH OTR 1 0 24881 0 HD SUPPLY HLDGS INC COM 40416M105 22 541 SH SOLE 541 0 0 HEALTHEQUITY INC COM 42226A107 1344 20550 SH OTR 1 0 20550 0 HEALTHEQUITY INC COM 42226A107 239 3661 SH SOLE 3661 0 0 HEALTHSTREAM INC COM 42222N103 1076 41626 SH OTR 1 0 41626 0 HEALTHSTREAM INC COM 42222N103 194 7500 SH SOLE 7500 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 525 17532 SH SOLE 17532 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 2891 96452 SH OTR 1 0 96452 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 5478 4541000 PRN SOLE 4541000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 15988 13254000 PRN OTR 1 0 13254000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 10030 9968000 PRN OTR 1 0 9968000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 75 75000 PRN OTR 4 8000 67000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 1947 1930000 PRN SOLE 1930000 0 0 HELMERICH & PAYNE INC COM 423452101 1496 29561 SH OTR 1 0 29561 0 HELMERICH & PAYNE INC COM 423452101 123 2433 SH SOLE 2433 0 0 HENRY JACK & ASSOC INC COM 426281101 1335 9966 SH OTR 1 0 9966 0 HENRY JACK & ASSOC INC COM 426281101 209 1564 SH SOLE 1564 0 0 HENRY SCHEIN INC COM 806407102 2009 28736 SH OTR 1 0 28736 0 HENRY SCHEIN INC COM 806407102 230 3290 SH SOLE 3290 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1126 1092000 PRN SOLE 1092000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 15585 16025000 PRN OTR 1 0 16025000 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4994 5135000 PRN SOLE 5135000 0 0 HERC HLDGS INC COM 42704L104 3474 75800 SH OTR 1 0 75800 0 HERC HLDGS INC COM 42704L104 628 13700 SH SOLE 13700 0 0 HERITAGE INS HLDGS INC COM 42727J102 2948 191291 SH OTR 1 0 191291 0 HERITAGE INS HLDGS INC COM 42727J102 530 34400 SH SOLE 34400 0 0 HERON THERAPEUTICS INC COM 427746102 1180 63451 SH OTR 1 0 63451 0 HERON THERAPEUTICS INC COM 427746102 213 11475 SH SOLE 11475 0 0 HERSHEY CO COM 427866108 2517 18782 SH OTR 1 0 18782 0 HERSHEY CO COM 427866108 517 3854 SH SOLE 3854 0 0 HESS CORP COM 42809H107 2105 33115 SH OTR 1 0 33115 0 HESS CORP COM 42809H107 344 5419 SH SOLE 5419 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 3238 216576 SH OTR 1 0 216576 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 69 4633 SH OTR 5 0 4633 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 961 64293 SH SOLE 64293 0 0 HEXCEL CORP NEW COM 428291108 432 5336 SH OTR 1 0 5336 0 HIBBETT SPORTS INC COM 428567101 2049 112600 SH OTR 1 0 112600 0 HIBBETT SPORTS INC COM 428567101 360 19800 SH SOLE 19800 0 0 HILL ROM HLDGS INC COM 431475102 10818 103402 SH OTR 1 0 103402 0 HILL ROM HLDGS INC COM 431475102 155 1485 SH OTR 5 0 1485 0 HILL ROM HLDGS INC COM 431475102 1691 16165 SH SOLE 16165 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 155 1586 SH OTR 5 0 1586 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 1220 12481 SH SOLE 12481 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 8533 87300 SH OTR 1 0 87300 0 HMS HLDGS CORP COM 40425J101 761 23500 SH SOLE 23500 0 0 HMS HLDGS CORP COM 40425J101 4235 130759 SH OTR 1 0 130759 0 HNI CORP COM 404251100 354 10000 SH OTR 1 0 10000 0 HNI CORP COM 404251100 71 2000 SH SOLE 2000 0 0 HOLLYFRONTIER CORP COM 436106108 11962 258461 SH OTR 1 0 258461 0 HOLLYFRONTIER CORP COM 436106108 1568 33888 SH OTR 5 0 33888 0 HOLLYFRONTIER CORP COM 436106108 3422 73951 SH SOLE 73951 0 0 HOLOGIC INC COM 436440101 2658 55357 SH SOLE 55357 0 0 HOLOGIC INC COM 436440101 6206 129229 SH OTR 1 0 129229 0 HOLOGIC INC COM 436440101 493 10265 SH OTR 5 0 10265 0 HOME DEPOT INC COM 437076102 11214 53919 SH SOLE 53919 0 0 HOME DEPOT INC COM 437076102 57065 274389 SH OTR 1 0 274389 0 HOME DEPOT INC COM 437076102 3418 16434 SH OTR 5 0 16434 0 HONEYWELL INTL INC COM 438516106 26208 150114 SH OTR 1 0 150114 0 HONEYWELL INTL INC COM 438516106 2078 11902 SH OTR 5 0 11902 0 HONEYWELL INTL INC COM 438516106 7293 41771 SH SOLE 41771 0 0 HOPE BANCORP INC COM 43940T109 455 33000 SH OTR 1 0 33000 0 HOPE BANCORP INC COM 43940T109 72 5200 SH SOLE 5200 0 0 HORMEL FOODS CORP COM 440452100 1425 35148 SH OTR 1 0 35148 0 HORMEL FOODS CORP COM 440452100 331 8153 SH SOLE 8153 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 116 4630 SH SOLE 4630 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2451 98027 SH OTR 1 0 98027 0 HOST HOTELS & RESORTS INC COM 44107P104 2831 155381 SH SOLE 155381 0 0 HOST HOTELS & RESORTS INC COM 44107P104 12996 713256 SH OTR 1 0 713256 0 HOST HOTELS & RESORTS INC COM 44107P104 1899 104231 SH OTR 5 0 104231 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1281 222352 SH OTR 1 0 222352 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 242 42000 SH SOLE 42000 0 0 HP INC COM 40434L105 6044 290724 SH OTR 1 0 290724 0 HP INC COM 40434L105 744 35780 SH SOLE 35780 0 0 HUBBELL INC COM 443510607 499 3826 SH OTR 1 0 3826 0 HUBBELL INC COM 443510607 55 425 SH SOLE 425 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 1027 550000 PRN SOLE 550000 0 0 HUMANA INC COM 444859102 803 3025 SH SOLE 3025 0 0 HUMANA INC COM 444859102 6408 24152 SH OTR 1 0 24152 0 HUNT J B TRANS SVCS INC COM 445658107 204 2230 SH SOLE 2230 0 0 HUNT J B TRANS SVCS INC COM 445658107 1209 13229 SH OTR 1 0 13229 0 HUNTINGTON BANCSHARES INC COM 446150104 1867 135093 SH OTR 1 0 135093 0 HUNTINGTON BANCSHARES INC COM 446150104 330 23888 SH SOLE 23888 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 5256 23388 SH OTR 1 0 23388 0 HUNTINGTON INGALLS INDS INC COM 446413106 143 636 SH OTR 5 0 636 0 HUNTINGTON INGALLS INDS INC COM 446413106 699 3109 SH SOLE 3109 0 0 HUNTSMAN CORP COM 447011107 1138 55668 SH OTR 1 0 55668 0 HUNTSMAN CORP COM 447011107 39 1900 SH SOLE 1900 0 0 I3 VERTICALS INC COM CL A 46571Y107 94 3200 SH SOLE 3200 0 0 I3 VERTICALS INC COM CL A 46571Y107 492 16700 SH OTR 1 0 16700 0 IAA INC COM 449253103 2885 74388 SH OTR 1 0 74388 0 IAA INC COM 449253103 339 8740 SH SOLE 8740 0 0 IAC INTERACTIVECORP COM 44919P508 14196 65261 SH OTR 1 0 65261 0 IAC INTERACTIVECORP COM 44919P508 2361 10852 SH SOLE 10852 0 0 IBERIABANK CORP COM 450828108 4634 61093 SH OTR 1 0 61093 0 IBERIABANK CORP COM 450828108 851 11214 SH SOLE 11214 0 0 IDEXX LABS INC COM 45168D104 3139 11402 SH OTR 1 0 11402 0 IDEXX LABS INC COM 45168D104 526 1910 SH SOLE 1910 0 0 IDT CORP CL B NEW 448947507 375 39600 SH OTR 1 0 39600 0 IDT CORP CL B NEW 448947507 67 7100 SH SOLE 7100 0 0 II VI INC NOTE 0.250% 9/0 902104AB4 639 605000 PRN SOLE 605000 0 0 ILLINOIS TOOL WKS INC COM 452308109 6811 45165 SH OTR 1 0 45165 0 ILLINOIS TOOL WKS INC COM 452308109 1170 7759 SH SOLE 7759 0 0 ILLINOIS TOOL WKS INC COM 452308109 1 5 SH OTR 5 0 5 0 ILLUMINA INC COM 452327109 14791 40176 SH OTR 1 0 40176 0 ILLUMINA INC COM 452327109 1085 2948 SH OTR 5 0 2948 0 ILLUMINA INC COM 452327109 2345 6371 SH SOLE 6371 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 33510 21672000 PRN OTR 1 0 21672000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 111 72000 PRN OTR 4 7000 65000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 15431 9973000 PRN SOLE 9973000 0 0 IMMUNOMEDICS INC COM 452907108 1612 116191 SH OTR 1 0 116191 0 IMMUNOMEDICS INC COM 452907108 290 20905 SH SOLE 20905 0 0 INCYTE CORP COM 45337C102 604 7112 SH SOLE 7112 0 0 INCYTE CORP COM 45337C102 4310 50728 SH OTR 1 0 50728 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 41491 1592750 SH OTR 3 0 1592750 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41590 1596150 SH OTR 3 0 1596150 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 1709 80000 SH OTR 3 0 80000 0 INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2034 103287 SH OTR 3 0 103287 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5366 200025 SH OTR 3 0 200025 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 29392 1216508 SH OTR 3 0 1216508 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20425 813158 SH OTR 3 0 813158 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3070 120000 SH OTR 3 0 120000 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 1746 80000 SH OTR 3 0 80000 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 500 730000 PRN SOLE 730000 0 0 INGREDION INC COM 457187102 171 2077 SH SOLE 2077 0 0 INGREDION INC COM 457187102 1656 20070 SH OTR 1 0 20070 0 INNOVATIVE INDL PPTYS INC COM 45781V101 210 1700 SH SOLE 1700 0 0 INNOVATIVE INDL PPTYS INC COM 45781V101 1063 8600 SH OTR 1 0 8600 0 INOVALON HLDGS INC COM CL A 45781D101 2403 165600 SH OTR 1 0 165600 0 INOVALON HLDGS INC COM CL A 45781D101 444 30600 SH SOLE 30600 0 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 1507 1356000 PRN SOLE 1356000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 36739 27319000 PRN OTR 1 0 27319000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 72 54000 PRN OTR 4 5000 49000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 8129 6042000 PRN SOLE 6042000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 3381 58092 SH OTR 1 0 58092 0 INSIGHT ENTERPRISES INC COM 45765U103 611 10494 SH SOLE 10494 0 0 INSMED INC COM PAR $.01 457669307 1437 56126 SH OTR 1 0 56126 0 INSMED INC COM PAR $.01 457669307 257 10054 SH SOLE 10054 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 523 536000 PRN SOLE 536000 0 0 INSPERITY INC COM 45778Q107 6664 54563 SH OTR 1 0 54563 0 INSPERITY INC COM 45778Q107 1585 12973 SH OTR 5 0 12973 0 INSPERITY INC COM 45778Q107 2072 16963 SH SOLE 16963 0 0 INSULET CORP NOTE 1.250% 9/1 45784PAF8 2297 1120000 PRN SOLE 1120000 0 0 INTEGER HLDGS CORP COM 45826H109 4152 49474 SH OTR 1 0 49474 0 INTEGER HLDGS CORP COM 45826H109 740 8819 SH SOLE 8819 0 0 INTEL CORP COM 458140100 46468 970709 SH OTR 1 0 970709 0 INTEL CORP COM 458140100 5854 122299 SH OTR 5 0 122299 0 INTEL CORP COM 458140100 12201 254882 SH SOLE 254882 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1493 18765 SH OTR 1 0 18765 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 267 3361 SH SOLE 3361 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12192 13608000 PRN OTR 1 0 13608000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 28 31000 PRN OTR 4 4000 27000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4826 5383000 PRN SOLE 5383000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 8444 98255 SH OTR 1 0 98255 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1105 12857 SH SOLE 12857 0 0 INTERDIGITAL INC COM 45867G101 985 15300 SH OTR 1 0 15300 0 INTERDIGITAL INC COM 45867G101 180 2800 SH SOLE 2800 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 413 397000 PRN SOLE 397000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 9880 71644 SH SOLE 71644 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 35969 260837 SH OTR 1 0 260837 0 INTERNATIONAL BUSINESS MACHS COM 459200101 4163 30190 SH OTR 5 0 30190 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1899 13085 SH OTR 1 0 13085 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 310 2134 SH SOLE 2134 0 0 INTERPUBLIC GROUP COS INC COM 460690100 6577 291157 SH OTR 1 0 291157 0 INTERPUBLIC GROUP COS INC COM 460690100 1067 47228 SH OTR 5 0 47228 0 INTERPUBLIC GROUP COS INC COM 460690100 1519 67237 SH SOLE 67237 0 0 INTL FCSTONE INC COM 46116V105 1125 28419 SH OTR 1 0 28419 0 INTL FCSTONE INC COM 46116V105 202 5100 SH SOLE 5100 0 0 INTL PAPER CO COM 460146103 2399 55373 SH OTR 1 0 55373 0 INTL PAPER CO COM 460146103 410 9458 SH SOLE 9458 0 0 INTUIT COM 461202103 13698 52415 SH OTR 1 0 52415 0 INTUIT COM 461202103 3641 13933 SH SOLE 13933 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 16553 31556 SH OTR 1 0 31556 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2578 4914 SH SOLE 4914 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1198 2283 SH OTR 5 0 2283 0 INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 48863 1870000 SH OTR 1 0 1870000 0 INVESCO MUN TR COM 46131J103 297 24087 SH SOLE 24087 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1240 99857 SH SOLE 99857 0 0 INVITAE CORP COM 46185L103 1424 60600 SH OTR 1 0 60600 0 INVITAE CORP COM 46185L103 254 10800 SH SOLE 10800 0 0 IONIS PHARMACEUTICALS INC COM 462222100 988 15375 SH OTR 1 0 15375 0 IONIS PHARMACEUTICALS INC COM 462222100 119 1845 SH SOLE 1845 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 322 13118 SH SOLE 13118 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1798 73320 SH OTR 1 0 73320 0 IPG PHOTONICS CORP COM 44980X109 709 4597 SH OTR 1 0 4597 0 IPG PHOTONICS CORP COM 44980X109 108 702 SH SOLE 702 0 0 IQVIA HLDGS INC COM 46266C105 6641 41277 SH OTR 1 0 41277 0 IQVIA HLDGS INC COM 46266C105 45 278 SH OTR 5 0 278 0 IQVIA HLDGS INC COM 46266C105 1002 6226 SH SOLE 6226 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 1349 58000 SH OTR 1 0 58000 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 247 10600 SH SOLE 10600 0 0 IRON MTN INC NEW COM 46284V101 4480 143131 SH OTR 1 0 143131 0 IRON MTN INC NEW COM 46284V101 499 15939 SH OTR 5 0 15939 0 IRON MTN INC NEW COM 46284V101 1075 34336 SH SOLE 34336 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 218 19967 SH SOLE 19967 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1241 113424 SH OTR 1 0 113424 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 677 632000 PRN SOLE 632000 0 0 ISHARES GOLD TRUST ISHARES 464285105 8352 618700 SH OTR 1 0 618700 0 ISHARES TR MSCI QATAR ETF 46434V779 1892 105754 SH OTR 1 0 105754 0 ISHARES TR RUS 1000 GRW ETF 464287614 19671 125021 SH OTR 1 0 125021 0 ISHARES TR RUSSELL 2000 ETF 464287655 19089 122758 SH OTR 1 0 122758 0 ISHARES TR RUSSELL 2000 ETF 464287655 1197 7699 SH SOLE 7699 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 30504 25747000 PRN OTR 1 0 25747000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 56 47000 PRN OTR 4 4000 43000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9632 8128000 PRN SOLE 8128000 0 0 ITERIS INC COM 46564T107 71 13700 SH OTR 1 0 13700 0 ITERIS INC COM 46564T107 12 2400 SH SOLE 2400 0 0 ITRON INC COM 465741106 1014 16200 SH OTR 1 0 16200 0 ITRON INC COM 465741106 181 2900 SH SOLE 2900 0 0 ITT INC COM 45073V108 22 329 SH SOLE 329 0 0 ITT INC COM 45073V108 318 4849 SH OTR 1 0 4849 0 J ALEXANDERS HLDGS INC COM 46609J106 710 63214 SH OTR 1 0 63214 0 J ALEXANDERS HLDGS INC COM 46609J106 126 11197 SH SOLE 11197 0 0 J2 GLOBAL INC COM 48123V102 7832 88112 SH OTR 1 0 88112 0 J2 GLOBAL INC COM 48123V102 1735 19519 SH OTR 5 0 19519 0 J2 GLOBAL INC COM 48123V102 2493 28043 SH SOLE 28043 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 841 602000 PRN SOLE 602000 0 0 JABIL INC COM 466313103 2800 88617 SH SOLE 88617 0 0 JABIL INC COM 466313103 12350 390838 SH OTR 1 0 390838 0 JABIL INC COM 466313103 754 23865 SH OTR 5 0 23865 0 JACOBS ENGR GROUP INC COM 469814107 1250 14814 SH OTR 1 0 14814 0 JACOBS ENGR GROUP INC COM 469814107 210 2493 SH SOLE 2493 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1225 1199000 PRN SOLE 1199000 0 0 JD COM INC SPON ADR CL A 47215P106 1837 60640 SH OTR 1 0 60640 0 JEFFERIES FINL GROUP INC COM 47233W109 629 32710 SH OTR 1 0 32710 0 JEFFERIES FINL GROUP INC COM 47233W109 112 5800 SH SOLE 5800 0 0 JETBLUE AWYS CORP COM 477143101 765 41367 SH OTR 1 0 41367 0 JOHNSON & JOHNSON COM 478160104 69356 497961 SH OTR 1 0 497961 0 JOHNSON & JOHNSON COM 478160104 6152 44167 SH OTR 5 0 44167 0 JOHNSON & JOHNSON COM 478160104 20556 147591 SH SOLE 147591 0 0 JPMORGAN CHASE & CO COM 46625H100 66303 593047 SH OTR 1 0 593047 0 JPMORGAN CHASE & CO COM 46625H100 9021 80693 SH OTR 5 0 80693 0 JPMORGAN CHASE & CO COM 46625H100 22342 199837 SH SOLE 199837 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 262 106378 SH OTR 1 0 106378 0 JUNIPER NETWORKS INC COM 48203R104 1184 44451 SH OTR 1 0 44451 0 JUNIPER NETWORKS INC COM 48203R104 191 7166 SH SOLE 7166 0 0 K12 INC COM 48273U102 3428 112718 SH OTR 1 0 112718 0 K12 INC COM 48273U102 618 20327 SH SOLE 20327 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1862 15285 SH OTR 1 0 15285 0 KANSAS CITY SOUTHERN COM NEW 485170302 294 2411 SH SOLE 2411 0 0 KAR AUCTION SVCS INC COM 48238T109 1860 74388 SH OTR 1 0 74388 0 KAR AUCTION SVCS INC COM 48238T109 219 8740 SH SOLE 8740 0 0 KB HOME COM 48666K109 3857 149900 SH OTR 1 0 149900 0 KB HOME COM 48666K109 697 27100 SH SOLE 27100 0 0 KBR INC COM 48242W106 297 11900 SH SOLE 11900 0 0 KBR INC COM 48242W106 1668 66900 SH OTR 1 0 66900 0 KEANE GROUP INC COM 48669A108 1437 213875 SH OTR 1 0 213875 0 KEANE GROUP INC COM 48669A108 265 39500 SH SOLE 39500 0 0 KELLOGG CO COM 487836108 2200 41059 SH OTR 1 0 41059 0 KELLOGG CO COM 487836108 381 7107 SH SOLE 7107 0 0 KELLY SVCS INC CL A 488152208 3327 127046 SH OTR 1 0 127046 0 KELLY SVCS INC CL A 488152208 600 22900 SH SOLE 22900 0 0 KEMET CORP COM NEW 488360207 68 3600 SH SOLE 3600 0 0 KEMET CORP COM NEW 488360207 343 18258 SH OTR 1 0 18258 0 KEMPER CORP DEL COM 488401100 1175 13617 SH SOLE 13617 0 0 KEMPER CORP DEL COM 488401100 5918 68584 SH OTR 1 0 68584 0 KEMPER CORP DEL COM 488401100 992 11491 SH OTR 5 0 11491 0 KEURIG DR PEPPER INC COM 49271V100 4845 167656 SH OTR 1 0 167656 0 KEURIG DR PEPPER INC COM 49271V100 228 7893 SH SOLE 7893 0 0 KEYCORP NEW COM 493267108 2636 148509 SH OTR 1 0 148509 0 KEYCORP NEW COM 493267108 436 24572 SH SOLE 24572 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 2246 25006 SH OTR 1 0 25006 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 355 3949 SH SOLE 3949 0 0 KFORCE INC COM 493732101 2963 84436 SH OTR 1 0 84436 0 KFORCE INC COM 493732101 537 15300 SH SOLE 15300 0 0 KIMBALL ELECTRONICS INC COM 49428J109 187 11500 SH OTR 1 0 11500 0 KIMBALL ELECTRONICS INC COM 49428J109 32 2000 SH SOLE 2000 0 0 KIMBALL INTL INC CL B 494274103 565 32400 SH OTR 1 0 32400 0 KIMBALL INTL INC CL B 494274103 98 5600 SH SOLE 5600 0 0 KIMBERLY CLARK CORP COM 494368103 14303 107316 SH OTR 1 0 107316 0 KIMBERLY CLARK CORP COM 494368103 2281 17112 SH OTR 5 0 17112 0 KIMBERLY CLARK CORP COM 494368103 5572 41804 SH SOLE 41804 0 0 KIMCO RLTY CORP COM 49446R109 1246 67434 SH OTR 1 0 67434 0 KIMCO RLTY CORP COM 49446R109 203 11006 SH SOLE 11006 0 0 KINDER MORGAN INC DEL COM 49456B101 8067 386328 SH OTR 1 0 386328 0 KINDER MORGAN INC DEL COM 49456B101 1127 53952 SH SOLE 53952 0 0 KLA-TENCOR CORP COM 482480100 13708 115975 SH OTR 1 0 115975 0 KLA-TENCOR CORP COM 482480100 1032 8727 SH OTR 5 0 8727 0 KLA-TENCOR CORP COM 482480100 1742 14736 SH SOLE 14736 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 519 15800 SH OTR 1 0 15800 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 75 2283 SH SOLE 2283 0 0 KNOLL INC COM NEW 498904200 480 20900 SH OTR 1 0 20900 0 KNOLL INC COM NEW 498904200 78 3400 SH SOLE 3400 0 0 KNOWLES CORP COM 49926D109 685 37400 SH OTR 1 0 37400 0 KNOWLES CORP COM 49926D109 128 7000 SH SOLE 7000 0 0 KOHLS CORP COM 500255104 995 20917 SH OTR 1 0 20917 0 KOHLS CORP COM 500255104 179 3764 SH SOLE 3764 0 0 KOPPERS HOLDINGS INC COM 50060P106 267 9100 SH SOLE 9100 0 0 KOPPERS HOLDINGS INC COM 50060P106 1518 51700 SH OTR 1 0 51700 0 KRAFT HEINZ CO COM 500754106 528 17022 SH SOLE 17022 0 0 KRAFT HEINZ CO COM 500754106 4268 137496 SH OTR 1 0 137496 0 KROGER CO COM 501044101 3127 144031 SH OTR 1 0 144031 0 KROGER CO COM 501044101 334 15378 SH OTR 5 0 15378 0 KROGER CO COM 501044101 545 25107 SH SOLE 25107 0 0 L BRANDS INC COM 501797104 4372 167514 SH OTR 1 0 167514 0 L BRANDS INC COM 501797104 112 4285 SH OTR 5 0 4285 0 L BRANDS INC COM 501797104 1948 74644 SH SOLE 74644 0 0 L3 TECHNOLOGIES INC COM 502413107 2854 11640 SH OTR 1 0 11640 0 L3 TECHNOLOGIES INC COM 502413107 434 1770 SH SOLE 1770 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 351 2030 SH SOLE 2030 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2198 12715 SH OTR 1 0 12715 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 395 115200 SH OTR 1 0 115200 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 73 21200 SH SOLE 21200 0 0 LAKELAND BANCORP INC COM 511637100 767 47500 SH OTR 1 0 47500 0 LAKELAND BANCORP INC COM 511637100 137 8500 SH SOLE 8500 0 0 LAM RESEARCH CORP COM 512807108 25747 137067 SH OTR 1 0 137067 0 LAM RESEARCH CORP COM 512807108 2253 11993 SH OTR 5 0 11993 0 LAM RESEARCH CORP COM 512807108 4051 21565 SH SOLE 21565 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 5137 63649 SH OTR 1 0 63649 0 LAMAR ADVERTISING CO NEW CL A 512816109 523 6482 SH SOLE 6482 0 0 LAMB WESTON HLDGS INC COM 513272104 1196 18883 SH OTR 1 0 18883 0 LAMB WESTON HLDGS INC COM 513272104 243 3839 SH SOLE 3839 0 0 LANDS END INC NEW COM 51509F105 2836 232090 SH OTR 1 0 232090 0 LANDS END INC NEW COM 51509F105 512 41884 SH SOLE 41884 0 0 LANDSTAR SYS INC COM 515098101 924 8556 SH OTR 1 0 8556 0 LANDSTAR SYS INC COM 515098101 105 976 SH OTR 5 0 976 0 LANDSTAR SYS INC COM 515098101 60 556 SH SOLE 556 0 0 LANTHEUS HLDGS INC COM 516544103 3430 121205 SH OTR 1 0 121205 0 LANTHEUS HLDGS INC COM 516544103 619 21865 SH SOLE 21865 0 0 LAS VEGAS SANDS CORP COM 517834107 1882 31849 SH OTR 1 0 31849 0 LAS VEGAS SANDS CORP COM 517834107 11 181 SH SOLE 181 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1428 97846 SH OTR 1 0 97846 0 LATTICE SEMICONDUCTOR CORP COM 518415104 267 18300 SH SOLE 18300 0 0 LAUDER ESTEE COS INC CL A 518439104 8002 43703 SH OTR 1 0 43703 0 LAUDER ESTEE COS INC CL A 518439104 3093 16890 SH SOLE 16890 0 0 LAUREATE EDUCATION INC CL A 518613203 643 40900 SH SOLE 40900 0 0 LAUREATE EDUCATION INC CL A 518613203 3563 226767 SH OTR 1 0 226767 0 LAWSON PRODS INC COM 520776105 452 12300 SH OTR 1 0 12300 0 LAWSON PRODS INC COM 520776105 81 2200 SH SOLE 2200 0 0 LCNB CORP COM 50181P100 359 18914 SH OTR 1 0 18914 0 LCNB CORP COM 50181P100 67 3548 SH SOLE 3548 0 0 LEAR CORP COM NEW 521865204 4469 32088 SH OTR 1 0 32088 0 LEAR CORP COM NEW 521865204 1042 7480 SH SOLE 7480 0 0 LEE ENTERPRISES INC COM 523768109 266 118600 SH OTR 1 0 118600 0 LEE ENTERPRISES INC COM 523768109 47 21200 SH SOLE 21200 0 0 LEGGETT & PLATT INC COM 524660107 650 16946 SH OTR 1 0 16946 0 LEGGETT & PLATT INC COM 524660107 118 3069 SH SOLE 3069 0 0 LEIDOS HLDGS INC COM 525327102 14915 186782 SH OTR 1 0 186782 0 LEIDOS HLDGS INC COM 525327102 1751 21928 SH OTR 5 0 21928 0 LEIDOS HLDGS INC COM 525327102 3948 49440 SH SOLE 49440 0 0 LENDINGTREE INC NEW COM 52603B107 4475 10653 SH OTR 1 0 10653 0 LENDINGTREE INC NEW COM 52603B107 586 1396 SH SOLE 1396 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 17682 8470000 PRN OTR 1 0 8470000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 58 28000 PRN OTR 4 3000 25000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 5007 2398000 PRN SOLE 2398000 0 0 LENNAR CORP CL A 526057104 3480 71810 SH OTR 1 0 71810 0 LENNAR CORP CL A 526057104 504 10402 SH SOLE 10402 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 201 187000 PRN SOLE 187000 0 0 LEXINGTON REALTY TRUST COM 529043101 3834 407451 SH OTR 1 0 407451 0 LEXINGTON REALTY TRUST COM 529043101 691 73400 SH SOLE 73400 0 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 611 16157 SH OTR 1 0 16157 0 LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 355 659000 PRN SOLE 659000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19000 16105000 PRN OTR 1 0 16105000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6932 5876000 PRN SOLE 5876000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 24215 21536000 PRN OTR 1 0 21536000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 86 77000 PRN OTR 4 8000 69000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6734 5986000 PRN SOLE 5986000 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 3311 267033 SH OTR 1 0 267033 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 598 48200 SH SOLE 48200 0 0 LIFEVANTAGE CORP COM NEW 53222K205 488 37600 SH OTR 1 0 37600 0 LIFEVANTAGE CORP COM NEW 53222K205 88 6800 SH SOLE 6800 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1565 13710 SH OTR 1 0 13710 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 273 2394 SH SOLE 2394 0 0 LILLY ELI & CO COM 532457108 17059 153974 SH OTR 1 0 153974 0 LILLY ELI & CO COM 532457108 310 2797 SH OTR 5 0 2797 0 LILLY ELI & CO COM 532457108 2612 23572 SH SOLE 23572 0 0 LIMELIGHT NETWORKS INC COM 53261M104 38 14100 SH OTR 1 0 14100 0 LIMELIGHT NETWORKS INC COM 53261M104 6 2300 SH SOLE 2300 0 0 LINCOLN NATL CORP IND COM 534187109 3818 59235 SH SOLE 59235 0 0 LINCOLN NATL CORP IND COM 534187109 9691 150367 SH OTR 1 0 150367 0 LINCOLN NATL CORP IND COM 534187109 1558 24175 SH OTR 5 0 24175 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1573 135500 SH OTR 1 0 135500 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 272 23429 SH SOLE 23429 0 0 LITHIA MTRS INC CL A 536797103 2756 23200 SH OTR 1 0 23200 0 LITHIA MTRS INC CL A 536797103 475 4000 SH SOLE 4000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 11506 173682 SH OTR 1 0 173682 0 LIVE NATION ENTERTAINMENT IN COM 538034109 247 3733 SH OTR 5 0 3733 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2472 37313 SH SOLE 37313 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 4176 3521000 PRN OTR 1 0 3521000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2279 1921000 PRN SOLE 1921000 0 0 LIVEPERSON INC COM 538146101 767 27359 SH OTR 1 0 27359 0 LIVEPERSON INC COM 538146101 140 4985 SH SOLE 4985 0 0 LIVERAMP HLDGS INC COM 53815P108 1528 31523 SH OTR 1 0 31523 0 LIVERAMP HLDGS INC COM 53815P108 281 5800 SH SOLE 5800 0 0 LKQ CORP COM 501889208 1079 40536 SH OTR 1 0 40536 0 LKQ CORP COM 501889208 179 6740 SH SOLE 6740 0 0 LOCKHEED MARTIN CORP COM 539830109 20988 57733 SH OTR 1 0 57733 0 LOCKHEED MARTIN CORP COM 539830109 26 71 SH OTR 5 0 71 0 LOCKHEED MARTIN CORP COM 539830109 4587 12617 SH SOLE 12617 0 0 LOEWS CORP COM 540424108 1894 34636 SH OTR 1 0 34636 0 LOEWS CORP COM 540424108 291 5325 SH SOLE 5325 0 0 LOGMEIN INC COM 54142L109 13166 178691 SH OTR 1 0 178691 0 LOGMEIN INC COM 54142L109 815 11055 SH OTR 5 0 11055 0 LOGMEIN INC COM 54142L109 1014 13759 SH SOLE 13759 0 0 LOWES COS INC COM 548661107 32322 320306 SH OTR 1 0 320306 0 LOWES COS INC COM 548661107 3257 32276 SH OTR 5 0 32276 0 LOWES COS INC COM 548661107 5430 53807 SH SOLE 53807 0 0 LPL FINL HLDGS INC COM 50212V100 11995 147047 SH OTR 1 0 147047 0 LPL FINL HLDGS INC COM 50212V100 1698 20821 SH SOLE 20821 0 0 LSC COMMUNICATIONS INC COM 50218P107 306 83500 SH OTR 1 0 83500 0 LSC COMMUNICATIONS INC COM 50218P107 57 15600 SH SOLE 15600 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 49494 41993000 PRN OTR 1 0 41993000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 90 77000 PRN OTR 4 8000 69000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16537 14024000 PRN SOLE 14024000 0 0 LUTHER BURBANK CORP COM 550550107 1242 114036 SH OTR 1 0 114036 0 LUTHER BURBANK CORP COM 550550107 223 20500 SH SOLE 20500 0 0 M & T BK CORP COM 55261F104 3403 20012 SH OTR 1 0 20012 0 M & T BK CORP COM 55261F104 529 3111 SH SOLE 3111 0 0 M D C HLDGS INC COM 552676108 652 19900 SH SOLE 19900 0 0 M D C HLDGS INC COM 552676108 3629 110700 SH OTR 1 0 110700 0 M/I HOMES INC COM 55305B101 2668 93500 SH OTR 1 0 93500 0 M/I HOMES INC COM 55305B101 482 16900 SH SOLE 16900 0 0 MACERICH CO COM 554382101 458 13673 SH OTR 1 0 13673 0 MACERICH CO COM 554382101 97 2888 SH SOLE 2888 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5287 130418 SH OTR 1 0 130418 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 453 11164 SH SOLE 11164 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1717 1943000 PRN SOLE 1943000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 11135 11130000 PRN SOLE 11130000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 74 74000 PRN OTR 4 8000 66000 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 40693 40693000 PRN OTR 1 0 40693000 0 MACYS INC COM 55616P104 156 7258 SH SOLE 7258 0 0 MACYS INC COM 55616P104 856 39875 SH OTR 1 0 39875 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 887 8467 SH OTR 1 0 8467 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 153 1461 SH SOLE 1461 0 0 MAGELLAN HEALTH INC COM NEW 559079207 2457 33100 SH OTR 1 0 33100 0 MAGELLAN HEALTH INC COM NEW 559079207 438 5900 SH SOLE 5900 0 0 MALIBU BOATS INC COM CL A 56117J100 1049 27000 SH OTR 1 0 27000 0 MALIBU BOATS INC COM CL A 56117J100 194 5000 SH SOLE 5000 0 0 MANHATTAN ASSOCS INC COM 562750109 488 7040 SH SOLE 7040 0 0 MANHATTAN ASSOCS INC COM 562750109 7386 106532 SH OTR 1 0 106532 0 MANPOWERGROUP INC COM 56418H100 3824 39586 SH SOLE 39586 0 0 MANPOWERGROUP INC COM 56418H100 1725 17861 SH OTR 5 0 17861 0 MANPOWERGROUP INC COM 56418H100 12237 126676 SH OTR 1 0 126676 0 MANTECH INTL CORP CL A 564563104 191 2900 SH OTR 1 0 2900 0 MANTECH INTL CORP CL A 564563104 40 600 SH SOLE 600 0 0 MARATHON OIL CORP COM 565849106 4331 304803 SH OTR 1 0 304803 0 MARATHON OIL CORP COM 565849106 396 27901 SH SOLE 27901 0 0 MARATHON PETE CORP COM 56585A102 6849 122569 SH OTR 1 0 122569 0 MARATHON PETE CORP COM 56585A102 857 15330 SH SOLE 15330 0 0 MARCHEX INC CL B 56624R108 368 78200 SH OTR 1 0 78200 0 MARCHEX INC CL B 56624R108 67 14200 SH SOLE 14200 0 0 MARCUS & MILLICHAP INC COM 566324109 1505 48779 SH OTR 1 0 48779 0 MARCUS & MILLICHAP INC COM 566324109 265 8606 SH SOLE 8606 0 0 MARCUS CORP COM 566330106 557 16914 SH SOLE 16914 0 0 MARCUS CORP COM 566330106 3097 93950 SH OTR 1 0 93950 0 MARKETAXESS HLDGS INC COM 57060D108 1634 5084 SH OTR 1 0 5084 0 MARKETAXESS HLDGS INC COM 57060D108 276 858 SH SOLE 858 0 0 MARRIOTT INTL INC NEW CL A 571903202 5314 37880 SH OTR 1 0 37880 0 MARRIOTT INTL INC NEW CL A 571903202 872 6215 SH SOLE 6215 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2935 3040000 PRN OTR 1 0 3040000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 47 49000 PRN OTR 4 5000 44000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 764 787000 PRN SOLE 787000 0 0 MARSH & MCLENNAN COS INC COM 571748102 1190 11925 SH SOLE 11925 0 0 MARSH & MCLENNAN COS INC COM 571748102 8573 85944 SH OTR 1 0 85944 0 MARTIN MARIETTA MATLS INC COM 573284106 530 2304 SH SOLE 2304 0 0 MARTIN MARIETTA MATLS INC COM 573284106 4816 20929 SH OTR 1 0 20929 0 MASCO CORP COM 574599106 12698 323595 SH OTR 1 0 323595 0 MASCO CORP COM 574599106 1972 50267 SH OTR 5 0 50267 0 MASCO CORP COM 574599106 2838 72332 SH SOLE 72332 0 0 MASIMO CORP COM 574795100 329 2209 SH OTR 1 0 2209 0 MASIMO CORP COM 574795100 39 265 SH SOLE 265 0 0 MASTERCARD INC CL A 57636Q104 68369 258454 SH OTR 1 0 258454 0 MASTERCARD INC CL A 57636Q104 4769 18029 SH OTR 5 0 18029 0 MASTERCARD INC CL A 57636Q104 13331 50395 SH SOLE 50395 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 1349 68854 SH OTR 1 0 68854 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 243 12400 SH SOLE 12400 0 0 MATCH GROUP INC COM 57665R106 121 1805 SH SOLE 1805 0 0 MATCH GROUP INC COM 57665R106 1988 29557 SH OTR 1 0 29557 0 MATERION CORP COM 576690101 1980 29200 SH OTR 1 0 29200 0 MATERION CORP COM 576690101 359 5300 SH SOLE 5300 0 0 MATRIX SVC CO COM 576853105 2972 146685 SH OTR 1 0 146685 0 MATRIX SVC CO COM 576853105 534 26333 SH SOLE 26333 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2104 35170 SH OTR 1 0 35170 0 MAXIM INTEGRATED PRODS INC COM 57772K101 366 6117 SH SOLE 6117 0 0 MAXIMUS INC COM 577933104 2033 28022 SH SOLE 28022 0 0 MAXIMUS INC COM 577933104 5523 76135 SH OTR 1 0 76135 0 MAXIMUS INC COM 577933104 1660 22888 SH OTR 5 0 22888 0 MCCORMICK & CO INC COM NON VTG 579780206 482 3112 SH SOLE 3112 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2544 16411 SH OTR 1 0 16411 0 MCDONALDS CORP COM 580135101 27728 133526 SH OTR 1 0 133526 0 MCDONALDS CORP COM 580135101 1436 6914 SH OTR 5 0 6914 0 MCDONALDS CORP COM 580135101 5835 28100 SH SOLE 28100 0 0 MCKESSON CORP COM 58155Q103 20086 149461 SH OTR 1 0 149461 0 MCKESSON CORP COM 58155Q103 2260 16816 SH OTR 5 0 16816 0 MCKESSON CORP COM 58155Q103 5052 37595 SH SOLE 37595 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 810 46456 SH OTR 1 0 46456 0 MEDICAL PPTYS TRUST INC COM 58463J304 83 4762 SH SOLE 4762 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 48 48000 PRN OTR 4 4000 44000 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 3521 3503000 PRN SOLE 3503000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 18202 18122000 PRN OTR 1 0 18122000 0 MEDPACE HLDGS INC COM 58506Q109 698 10666 SH SOLE 10666 0 0 MEDPACE HLDGS INC COM 58506Q109 3848 58813 SH OTR 1 0 58813 0 MEET GROUP INC COM 58513U101 792 227715 SH OTR 1 0 227715 0 MEET GROUP INC COM 58513U101 153 43900 SH SOLE 43900 0 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 1553 71500 SH OTR 1 0 71500 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 1299 59800 SH SOLE 59800 0 0 MERCANTILE BANK CORP COM 587376104 319 9800 SH OTR 1 0 9800 0 MERCANTILE BANK CORP COM 587376104 55 1700 SH SOLE 1700 0 0 MERCHANTS BANCORP IND COM 58844R108 39 2300 SH SOLE 2300 0 0 MERCHANTS BANCORP IND COM 58844R108 237 13900 SH OTR 1 0 13900 0 MERCK & CO INC COM 58933Y105 13620 162430 SH SOLE 162430 0 0 MERCK & CO INC COM 58933Y105 4592 54760 SH OTR 5 0 54760 0 MERCK & CO INC COM 58933Y105 51357 612487 SH OTR 1 0 612487 0 MERCURY GENL CORP NEW COM 589400100 6593 105488 SH OTR 1 0 105488 0 MERCURY GENL CORP NEW COM 589400100 593 9480 SH SOLE 9480 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 735 61891 SH OTR 1 0 61891 0 MERIDIAN BIOSCIENCE INC COM 589584101 144 12100 SH SOLE 12100 0 0 MERITAGE HOMES CORP COM 59001A102 3671 71500 SH OTR 1 0 71500 0 MERITAGE HOMES CORP COM 59001A102 667 13000 SH SOLE 13000 0 0 MERITOR INC COM 59001K100 3810 157130 SH OTR 1 0 157130 0 MERITOR INC COM 59001K100 688 28360 SH SOLE 28360 0 0 METHODE ELECTRS INC COM 591520200 494 17300 SH OTR 1 0 17300 0 METHODE ELECTRS INC COM 591520200 91 3200 SH SOLE 3200 0 0 METLIFE INC COM 59156R108 2678 53924 SH OTR 5 0 53924 0 METLIFE INC COM 59156R108 5663 114008 SH SOLE 114008 0 0 METLIFE INC COM 59156R108 15134 304687 SH OTR 1 0 304687 0 METROPOLITAN BK HLDG CORP COM 591774104 1672 38003 SH OTR 1 0 38003 0 METROPOLITAN BK HLDG CORP COM 591774104 298 6779 SH SOLE 6779 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4305 5125 SH OTR 1 0 5125 0 METTLER TOLEDO INTERNATIONAL COM 592688105 438 522 SH SOLE 522 0 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1582 303705 SH SOLE 303705 0 0 MFS MUN INCOME TR SH BEN INT 552738106 688 98613 SH OTR 1 0 98613 0 MFS MUN INCOME TR SH BEN INT 552738106 2426 347524 SH SOLE 347524 0 0 MGIC INVT CORP WIS COM 552848103 7626 580329 SH OTR 1 0 580329 0 MGIC INVT CORP WIS COM 552848103 735 55906 SH SOLE 55906 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3191 111691 SH OTR 1 0 111691 0 MGM RESORTS INTERNATIONAL COM 552953101 334 11703 SH SOLE 11703 0 0 MICHAELS COS INC COM 59408Q106 1488 170984 SH OTR 1 0 170984 0 MICHAELS COS INC COM 59408Q106 93 10736 SH SOLE 10736 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 5284 60946 SH OTR 1 0 60946 0 MICROCHIP TECHNOLOGY INC COM 595017104 748 8624 SH SOLE 8624 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 61357 34724000 PRN OTR 1 0 34724000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 145 82000 PRN OTR 4 9000 73000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11528 6523000 PRN SOLE 6523000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14553 12327000 PRN OTR 1 0 12327000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14348 12153000 PRN SOLE 12153000 0 0 MICRON TECHNOLOGY INC COM 595112103 2658 68871 SH OTR 5 0 68871 0 MICRON TECHNOLOGY INC COM 595112103 3948 102306 SH SOLE 102306 0 0 MICRON TECHNOLOGY INC COM 595112103 18969 491547 SH OTR 1 0 491547 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 14686 3809000 PRN OTR 1 0 3809000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 5930 1538000 PRN SOLE 1538000 0 0 MICROSOFT CORP COM 594918104 288123 2150811 SH OTR 1 0 2150811 0 MICROSOFT CORP COM 594918104 19503 145586 SH OTR 5 0 145586 0 MICROSOFT CORP COM 594918104 57288 427647 SH SOLE 427647 0 0 MICROSTRATEGY INC CL A NEW 594972408 556 3878 SH OTR 1 0 3878 0 MICROSTRATEGY INC CL A NEW 594972408 115 800 SH SOLE 800 0 0 MID AMER APT CMNTYS INC COM 59522J103 6955 59062 SH OTR 1 0 59062 0 MID AMER APT CMNTYS INC COM 59522J103 854 7249 SH SOLE 7249 0 0 MID AMER APT CMNTYS INC COM 59522J103 600 5096 SH OTR 5 0 5096 0 MIDDLESEX WATER CO COM 596680108 2645 44647 SH OTR 1 0 44647 0 MIDDLESEX WATER CO COM 596680108 492 8300 SH SOLE 8300 0 0 MIDSTATES PETE CO INC COM PAR 59804T407 1594 270552 SH OTR 1 0 270552 0 MIDSTATES PETE CO INC COM PAR 59804T407 286 48635 SH SOLE 48635 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 1496 53503 SH OTR 1 0 53503 0 MIDWESTONE FINL GROUP INC NE COM 598511103 270 9674 SH SOLE 9674 0 0 MILLER HERMAN INC COM 600544100 3239 72457 SH OTR 1 0 72457 0 MILLER HERMAN INC COM 600544100 568 12700 SH SOLE 12700 0 0 MILLER INDS INC TENN COM NEW 600551204 2077 67549 SH OTR 1 0 67549 0 MILLER INDS INC TENN COM NEW 600551204 378 12296 SH SOLE 12296 0 0 MIRATI THERAPEUTICS INC COM 60468T105 288 2800 SH SOLE 2800 0 0 MIRATI THERAPEUTICS INC COM 60468T105 1658 16100 SH OTR 1 0 16100 0 MKS INSTRUMENT INC COM 55306N104 5918 75980 SH OTR 1 0 75980 0 MKS INSTRUMENT INC COM 55306N104 395 5067 SH SOLE 5067 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 379 40665 SH OTR 1 0 40665 0 MOHAWK INDS INC COM 608190104 1172 7946 SH OTR 1 0 7946 0 MOHAWK INDS INC COM 608190104 191 1298 SH SOLE 1298 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 32787 9421000 PRN OTR 1 0 9421000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 160 46000 PRN OTR 4 4000 42000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9164 2632000 PRN SOLE 2632000 0 0 MOLSON COORS BREWING CO CL B 60871R209 4767 85121 SH OTR 1 0 85121 0 MOLSON COORS BREWING CO CL B 60871R209 1205 21520 SH SOLE 21520 0 0 MOLSON COORS BREWING CO CL B 60871R209 1160 20706 SH OTR 5 0 20706 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1007 80886 SH OTR 1 0 80886 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 181 14562 SH SOLE 14562 0 0 MOMO INC ADR 60879B107 906 25300 SH OTR 1 0 25300 0 MOMO INC ADR 60879B107 347 9700 SH SOLE 9700 0 0 MONDELEZ INTL INC CL A 609207105 12508 232063 SH OTR 1 0 232063 0 MONDELEZ INTL INC CL A 609207105 2008 37248 SH SOLE 37248 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 317 18852 SH OTR 1 0 18852 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 59 3500 SH SOLE 3500 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 589 9221 SH SOLE 9221 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3372 52825 SH OTR 1 0 52825 0 MOODYS CORP COM 615369105 4618 23647 SH OTR 1 0 23647 0 MOODYS CORP COM 615369105 744 3808 SH SOLE 3808 0 0 MOOG INC CL A 615394202 4081 43600 SH OTR 1 0 43600 0 MOOG INC CL A 615394202 740 7900 SH SOLE 7900 0 0 MORGAN STANLEY COM NEW 617446448 9479 216366 SH OTR 1 0 216366 0 MORGAN STANLEY COM NEW 617446448 1319 30105 SH SOLE 30105 0 0 MOSAIC CO NEW COM 61945C103 4244 169568 SH OTR 1 0 169568 0 MOSAIC CO NEW COM 61945C103 736 29420 SH OTR 5 0 29420 0 MOSAIC CO NEW COM 61945C103 975 38960 SH SOLE 38960 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 4162 24961 SH OTR 1 0 24961 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1644 9862 SH SOLE 9862 0 0 MSCI INC COM 55354G100 9504 39800 SH OTR 1 0 39800 0 MSCI INC COM 55354G100 1596 6685 SH SOLE 6685 0 0 MSCI INC COM 55354G100 576 2411 SH OTR 5 0 2411 0 MUELLER INDS INC COM 624756102 3664 125184 SH OTR 1 0 125184 0 MUELLER INDS INC COM 624756102 653 22300 SH SOLE 22300 0 0 MURPHY USA INC COM 626755102 4020 47846 SH OTR 1 0 47846 0 MURPHY USA INC COM 626755102 723 8600 SH SOLE 8600 0 0 MYERS INDS INC COM 628464109 917 47600 SH OTR 1 0 47600 0 MYERS INDS INC COM 628464109 166 8600 SH SOLE 8600 0 0 MYR GROUP INC DEL COM 55405W104 3243 86835 SH OTR 1 0 86835 0 MYR GROUP INC DEL COM 55405W104 583 15600 SH SOLE 15600 0 0 MYRIAD GENETICS INC COM 62855J104 1423 51223 SH OTR 1 0 51223 0 MYRIAD GENETICS INC COM 62855J104 256 9221 SH SOLE 9221 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 361 503000 PRN SOLE 503000 0 0 NACCO INDS INC CL A 629579103 708 13625 SH OTR 1 0 13625 0 NACCO INDS INC CL A 629579103 130 2500 SH SOLE 2500 0 0 NANOMETRICS INC COM 630077105 372 10722 SH OTR 1 0 10722 0 NANOMETRICS INC COM 630077105 69 2000 SH SOLE 2000 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 3605 118793 SH OTR 1 0 118793 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 653 21500 SH SOLE 21500 0 0 NASDAQ INC COM 631103108 1440 14974 SH OTR 1 0 14974 0 NASDAQ INC COM 631103108 241 2505 SH SOLE 2505 0 0 NATIONAL FUEL GAS CO N J COM 636180101 733 13893 SH OTR 1 0 13893 0 NATIONAL GEN HLDGS CORP COM 636220303 3352 146112 SH OTR 1 0 146112 0 NATIONAL GEN HLDGS CORP COM 636220303 605 26358 SH SOLE 26358 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1108 49822 SH OTR 1 0 49822 0 NATIONAL OILWELL VARCO INC COM 637071101 183 8219 SH SOLE 8219 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 551 10390 SH OTR 1 0 10390 0 NATIONAL RETAIL PPTYS INC COM 637417106 28 523 SH SOLE 523 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 1967 195740 SH OTR 1 0 195740 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 356 35440 SH SOLE 35440 0 0 NCR CORP NEW COM 62886E108 5898 189634 SH OTR 1 0 189634 0 NCR CORP NEW COM 62886E108 285 9178 SH SOLE 9178 0 0 NEKTAR THERAPEUTICS COM 640268108 801 22503 SH OTR 1 0 22503 0 NEKTAR THERAPEUTICS COM 640268108 130 3648 SH SOLE 3648 0 0 NEOGENOMICS INC COM NEW 64049M209 3574 162883 SH OTR 1 0 162883 0 NEOGENOMICS INC COM NEW 64049M209 647 29500 SH SOLE 29500 0 0 NETAPP INC COM 64110D104 349 5664 SH SOLE 5664 0 0 NETAPP INC COM 64110D104 2017 32684 SH OTR 1 0 32684 0 NETEASE INC SPONSORED ADR 64110W102 1638 6402 SH OTR 1 0 6402 0 NETEASE INC SPONSORED ADR 64110W102 1867 7300 SH SOLE 7300 0 0 NETFLIX INC COM 64110L106 45218 123103 SH OTR 1 0 123103 0 NETFLIX INC COM 64110L106 3202 8718 SH OTR 5 0 8718 0 NETFLIX INC COM 64110L106 7709 20987 SH SOLE 20987 0 0 NETSCOUT SYS INC COM 64115T104 2763 108814 SH OTR 1 0 108814 0 NETSCOUT SYS INC COM 64115T104 490 19280 SH SOLE 19280 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5716 4340000 PRN SOLE 4340000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 98 75000 PRN OTR 4 7000 68000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 23743 18045000 PRN OTR 1 0 18045000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 732 683000 PRN SOLE 683000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 6372 638522 SH OTR 1 0 638522 0 NEW YORK CMNTY BANCORP INC COM 649445103 1449 145213 SH SOLE 145213 0 0 NEWELL BRANDS INC COM 651229106 866 56158 SH OTR 1 0 56158 0 NEWELL BRANDS INC COM 651229106 134 8680 SH SOLE 8680 0 0 NEWMONT GOLDCORP CORPORATION COM 651639106 5111 132858 SH OTR 1 0 132858 0 NEWMONT GOLDCORP CORPORATION COM 651639106 697 18106 SH SOLE 18106 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 14325 12861000 PRN OTR 1 0 12861000 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2805 2518000 PRN SOLE 2518000 0 0 NEWS CORP NEW CL A 65249B109 1338 99192 SH OTR 1 0 99192 0 NEWS CORP NEW CL A 65249B109 4 324 SH OTR 5 0 324 0 NEWS CORP NEW CL A 65249B109 189 14028 SH SOLE 14028 0 0 NEWS CORP NEW CL B 65249B208 973 69697 SH OTR 1 0 69697 0 NEWS CORP NEW CL B 65249B208 12 841 SH OTR 5 0 841 0 NEWS CORP NEW CL B 65249B208 280 20027 SH SOLE 20027 0 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 803 19400 SH OTR 1 0 19400 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 149 3600 SH SOLE 3600 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 7631 75554 SH OTR 1 0 75554 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 655 6489 SH SOLE 6489 0 0 NEXTERA ENERGY INC COM 65339F101 3418 16686 SH SOLE 16686 0 0 NEXTERA ENERGY INC COM 65339F101 16181 78985 SH OTR 1 0 78985 0 NEXTERA ENERGY INC COM 65339F101 271 1321 SH OTR 5 0 1321 0 NEXTGEN HEALTHCARE INC COM 65343C102 623 31292 SH SOLE 31292 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 3447 173235 SH OTR 1 0 173235 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 71336 41838000 PRN OTR 1 0 41838000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 133 78000 PRN OTR 4 8000 70000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 20815 12204000 PRN SOLE 12204000 0 0 NIKE INC CL B 654106103 22544 268543 SH OTR 1 0 268543 0 NIKE INC CL B 654106103 436 5191 SH OTR 5 0 5191 0 NIKE INC CL B 654106103 2995 35673 SH SOLE 35673 0 0 NISOURCE INC COM 65473P105 1387 48167 SH OTR 1 0 48167 0 NISOURCE INC COM 65473P105 236 8200 SH SOLE 8200 0 0 NMI HLDGS INC CL A 629209305 659 23200 SH SOLE 23200 0 0 NMI HLDGS INC CL A 629209305 3645 128382 SH OTR 1 0 128382 0 NOBLE ENERGY INC COM 655044105 1383 61738 SH OTR 1 0 61738 0 NOBLE ENERGY INC COM 655044105 228 10187 SH SOLE 10187 0 0 NORDSTROM INC COM 655664100 433 13577 SH OTR 1 0 13577 0 NORDSTROM INC COM 655664100 83 2591 SH SOLE 2591 0 0 NORFOLK SOUTHERN CORP COM 655844108 11370 57043 SH OTR 1 0 57043 0 NORFOLK SOUTHERN CORP COM 655844108 818 4102 SH OTR 5 0 4102 0 NORFOLK SOUTHERN CORP COM 655844108 1844 9249 SH SOLE 9249 0 0 NORTHEAST BK LEWISTON ME COM 66405S100 566 20523 SH OTR 1 0 20523 0 NORTHEAST BK LEWISTON ME COM 66405S100 97 3500 SH SOLE 3500 0 0 NORTHERN TR CORP COM 665859104 713 7925 SH SOLE 7925 0 0 NORTHERN TR CORP COM 665859104 4190 46557 SH OTR 1 0 46557 0 NORTHROP GRUMMAN CORP COM 666807102 2208 6833 SH SOLE 6833 0 0 NORTHROP GRUMMAN CORP COM 666807102 650 2013 SH OTR 5 0 2013 0 NORTHROP GRUMMAN CORP COM 666807102 14590 45155 SH OTR 1 0 45155 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10474 1800000 PRN OTR 1 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5255 903000 PRN SOLE 903000 0 0 NRG ENERGY INC COM NEW 629377508 12644 360036 SH OTR 1 0 360036 0 NRG ENERGY INC COM NEW 629377508 1858 52896 SH OTR 5 0 52896 0 NRG ENERGY INC COM NEW 629377508 2864 81549 SH SOLE 81549 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 21862 20421000 PRN OTR 1 0 20421000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4643 4337000 PRN SOLE 4337000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 322 6538 SH SOLE 6538 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1948 39500 SH OTR 1 0 39500 0 NUANCE COMMUNICATIONS INC COM 67020Y100 11276 706091 SH OTR 1 0 706091 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1481 92754 SH SOLE 92754 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 19313 19609000 PRN OTR 1 0 19609000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3744 3801000 PRN SOLE 3801000 0 0 NUCOR CORP COM 670346105 2902 52673 SH OTR 1 0 52673 0 NUCOR CORP COM 670346105 422 7658 SH SOLE 7658 0 0 NUTANIX INC NOTE 1/1 67059NAB4 4279 4571000 PRN OTR 1 0 4571000 0 NUTANIX INC NOTE 1/1 67059NAB4 1942 2074000 PRN SOLE 2074000 0 0 NUVASIVE INC COM 670704105 4282 73154 SH OTR 1 0 73154 0 NUVASIVE INC COM 670704105 779 13300 SH SOLE 13300 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4869 4278000 PRN SOLE 4278000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 88 78000 PRN OTR 4 8000 70000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17251 15173000 PRN OTR 1 0 15173000 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 17938 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 24791 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2592 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 4068 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 19928 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1309 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7181 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7685 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 1111 6766 SH OTR 5 0 6766 0 NVIDIA CORP COM 67066G104 3460 21071 SH SOLE 21071 0 0 NVIDIA CORP COM 67066G104 22839 139068 SH OTR 1 0 139068 0 NVR INC COM 62944T105 863 256 SH OTR 5 0 256 0 NVR INC COM 62944T105 974 289 SH SOLE 289 0 0 NVR INC COM 62944T105 12736 3779 SH OTR 1 0 3779 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 12793 34639 SH OTR 1 0 34639 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 134 362 SH OTR 5 0 362 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1646 4456 SH SOLE 4456 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 15408 16814000 PRN OTR 1 0 16814000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 94 103000 PRN OTR 4 10000 93000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 2918 3181000 PRN SOLE 3181000 0 0 OCCIDENTAL PETE CORP COM 674599105 845 16807 SH SOLE 16807 0 0 OCCIDENTAL PETE CORP COM 674599105 6648 132218 SH OTR 1 0 132218 0 OFFICE DEPOT INC COM 676220106 274 132978 SH SOLE 132978 0 0 OFFICE DEPOT INC COM 676220106 1508 732265 SH OTR 1 0 732265 0 OFG BANCORP COM 67103X102 1351 56817 SH OTR 1 0 56817 0 OFG BANCORP COM 67103X102 254 10684 SH SOLE 10684 0 0 OGE ENERGY CORP COM 670837103 653 15345 SH OTR 1 0 15345 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 29906 33437000 PRN OTR 1 0 33437000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 10115 11309000 PRN SOLE 11309000 0 0 OKTA INC NOTE 0.250% 2/1 679295AB1 26758 10317000 PRN OTR 1 0 10317000 0 OKTA INC NOTE 0.250% 2/1 679295AB1 9135 3522000 PRN SOLE 3522000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 41 276 SH SOLE 276 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 239 1600 SH OTR 1 0 1600 0 OLD REP INTL CORP COM 680223104 1075 48035 SH SOLE 48035 0 0 OLD REP INTL CORP COM 680223104 7150 319502 SH OTR 1 0 319502 0 OLD REP INTL CORP COM 680223104 274 12239 SH OTR 5 0 12239 0 OLIN CORP COM PAR $1 680665205 754 34400 SH OTR 1 0 34400 0 OLIN CORP COM PAR $1 680665205 128 5855 SH SOLE 5855 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 6789 184726 SH OTR 1 0 184726 0 OMEGA HEALTHCARE INVS INC COM 681936100 387 10530 SH OTR 5 0 10530 0 OMEGA HEALTHCARE INVS INC COM 681936100 808 21986 SH SOLE 21986 0 0 OMNICELL INC COM 68213N109 4475 52021 SH OTR 1 0 52021 0 OMNICELL INC COM 68213N109 800 9300 SH SOLE 9300 0 0 OMNICOM GROUP INC COM 681919106 2099 25613 SH OTR 5 0 25613 0 OMNICOM GROUP INC COM 681919106 3148 38412 SH SOLE 38412 0 0 OMNICOM GROUP INC COM 681919106 17542 214055 SH OTR 1 0 214055 0 OMNOVA SOLUTIONS INC COM 682129101 675 108318 SH OTR 1 0 108318 0 OMNOVA SOLUTIONS INC COM 682129101 122 19600 SH SOLE 19600 0 0 ON SEMICONDUCTOR CORP COM 682189105 9627 476351 SH OTR 1 0 476351 0 ON SEMICONDUCTOR CORP COM 682189105 742 36690 SH SOLE 36690 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 30983 25178000 PRN OTR 1 0 25178000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 91 74000 PRN OTR 4 7000 67000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7619 6189000 PRN SOLE 6189000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2476 2028000 PRN SOLE 2028000 0 0 ONEOK INC NEW COM 682680103 4344 63124 SH OTR 1 0 63124 0 ONEOK INC NEW COM 682680103 726 10547 SH SOLE 10547 0 0 ONESPAN INC COM 68287N100 180 12733 SH OTR 1 0 12733 0 ONESPAN INC COM 68287N100 37 2600 SH SOLE 2600 0 0 OPKO HEALTH INC COM 68375N103 163 66881 SH SOLE 66881 0 0 OPKO HEALTH INC COM 68375N103 897 367469 SH OTR 1 0 367469 0 ORACLE CORP COM 68389X105 39751 697750 SH OTR 1 0 697750 0 ORACLE CORP COM 68389X105 4631 81283 SH OTR 5 0 81283 0 ORACLE CORP COM 68389X105 10623 186459 SH SOLE 186459 0 0 ORRSTOWN FINL SVCS INC COM 687380105 464 21101 SH OTR 1 0 21101 0 ORRSTOWN FINL SVCS INC COM 687380105 86 3892 SH SOLE 3892 0 0 ORTHOFIX MED INC COM 68752M108 1957 37000 SH OTR 1 0 37000 0 ORTHOFIX MED INC COM 68752M108 344 6500 SH SOLE 6500 0 0 OSHKOSH CORP COM 688239201 1491 17862 SH OTR 5 0 17862 0 OSHKOSH CORP COM 688239201 1847 22125 SH SOLE 22125 0 0 OSHKOSH CORP COM 688239201 10700 128154 SH OTR 1 0 128154 0 OSI SYSTEMS INC COM 671044105 1016 9025 SH OTR 1 0 9025 0 OSI SYSTEMS INC COM 671044105 203 1800 SH SOLE 1800 0 0 OUTFRONT MEDIA INC COM 69007J106 2453 95109 SH OTR 1 0 95109 0 OUTFRONT MEDIA INC COM 69007J106 267 10364 SH SOLE 10364 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 869 462151 SH OTR 1 0 462151 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 158 84051 SH SOLE 84051 0 0 OWENS CORNING NEW COM 690742101 1228 21096 SH OTR 1 0 21096 0 OWENS CORNING NEW COM 690742101 23 392 SH SOLE 392 0 0 PACCAR INC COM 693718108 519 7237 SH OTR 5 0 7237 0 PACCAR INC COM 693718108 3220 44938 SH SOLE 44938 0 0 PACCAR INC COM 693718108 8778 122492 SH OTR 1 0 122492 0 PACIRA BIOSCIENCES COM 695127100 657 15097 SH SOLE 15097 0 0 PACIRA BIOSCIENCES COM 695127100 3600 82788 SH OTR 1 0 82788 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 18125 17667000 PRN OTR 1 0 17667000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 52 51000 PRN OTR 4 5000 46000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 5214 5080000 PRN SOLE 5080000 0 0 PACKAGING CORP AMER COM 695156109 3107 32597 SH OTR 1 0 32597 0 PACKAGING CORP AMER COM 695156109 406 4263 SH OTR 5 0 4263 0 PACKAGING CORP AMER COM 695156109 771 8088 SH SOLE 8088 0 0 PALO ALTO NETWORKS INC COM 697435105 12241 60075 SH OTR 1 0 60075 0 PALO ALTO NETWORKS INC COM 697435105 1023 5022 SH SOLE 5022 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 506 24662 SH OTR 1 0 24662 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 92 4507 SH SOLE 4507 0 0 PARK HOTELS RESORTS INC COM 700517105 4173 151409 SH OTR 1 0 151409 0 PARK HOTELS RESORTS INC COM 700517105 365 13240 SH SOLE 13240 0 0 PARK OHIO HLDGS CORP COM 700666100 1635 50173 SH OTR 1 0 50173 0 PARK OHIO HLDGS CORP COM 700666100 294 9009 SH SOLE 9009 0 0 PARKER HANNIFIN CORP COM 701094104 3471 20416 SH OTR 1 0 20416 0 PARKER HANNIFIN CORP COM 701094104 561 3300 SH SOLE 3300 0 0 PATRICK INDS INC COM 703343103 2038 41439 SH OTR 1 0 41439 0 PATRICK INDS INC COM 703343103 362 7351 SH SOLE 7351 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 92 102000 PRN OTR 4 10000 92000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 8115 8901000 PRN SOLE 8901000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 27118 29780000 PRN OTR 1 0 29780000 0 PATTERSON UTI ENERGY INC COM 703481101 169 14710 SH SOLE 14710 0 0 PATTERSON UTI ENERGY INC COM 703481101 2580 224121 SH OTR 1 0 224121 0 PAYCHEX INC COM 704326107 3702 44993 SH OTR 1 0 44993 0 PAYCHEX INC COM 704326107 629 7643 SH SOLE 7643 0 0 PAYCOM SOFTWARE INC COM 70432V102 2824 12458 SH OTR 1 0 12458 0 PAYCOM SOFTWARE INC COM 70432V102 328 1445 SH SOLE 1445 0 0 PAYLOCITY HLDG CORP COM 70438V106 2288 24386 SH OTR 1 0 24386 0 PAYLOCITY HLDG CORP COM 70438V106 413 4400 SH SOLE 4400 0 0 PAYPAL HLDGS INC COM 70450Y103 10456 91349 SH SOLE 91349 0 0 PAYPAL HLDGS INC COM 70450Y103 48737 425798 SH OTR 1 0 425798 0 PAYPAL HLDGS INC COM 70450Y103 4380 38267 SH OTR 5 0 38267 0 PBF ENERGY INC CL A 69318G106 419 13373 SH SOLE 13373 0 0 PBF ENERGY INC CL A 69318G106 5046 161206 SH OTR 1 0 161206 0 PC CONNECTION INC COM 69318J100 388 11092 SH OTR 1 0 11092 0 PC CONNECTION INC COM 69318J100 70 2000 SH SOLE 2000 0 0 PDF SOLUTIONS INC COM 693282105 171 13000 SH OTR 1 0 13000 0 PDF SOLUTIONS INC COM 693282105 31 2400 SH SOLE 2400 0 0 PEABODY ENERGY CORP NEW COM 704551100 3736 155033 SH OTR 1 0 155033 0 PEABODY ENERGY CORP NEW COM 704551100 673 27915 SH SOLE 27915 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 2551 90708 SH OTR 1 0 90708 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 455 16176 SH SOLE 16176 0 0 PENNYMAC MTG INVT TR COM 70931T103 3299 151135 SH OTR 1 0 151135 0 PENNYMAC MTG INVT TR COM 70931T103 589 27000 SH SOLE 27000 0 0 PEOPLES UTD FINL INC COM 712704105 134 7974 SH SOLE 7974 0 0 PEOPLES UTD FINL INC COM 712704105 854 50912 SH OTR 1 0 50912 0 PEPSICO INC COM 713448108 49891 380467 SH OTR 1 0 380467 0 PEPSICO INC COM 713448108 5355 40838 SH OTR 5 0 40838 0 PEPSICO INC COM 713448108 13288 101332 SH SOLE 101332 0 0 PERFICIENT INC COM 71375U101 2363 68861 SH OTR 1 0 68861 0 PERFICIENT INC COM 71375U101 415 12100 SH SOLE 12100 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 4778 119353 SH OTR 1 0 119353 0 PERFORMANCE FOOD GROUP CO COM 71377A103 857 21400 SH SOLE 21400 0 0 PERKINELMER INC COM 714046109 207 2147 SH SOLE 2147 0 0 PERKINELMER INC COM 714046109 1379 14319 SH OTR 1 0 14319 0 PERSPECTA INC COM 715347100 1573 67183 SH OTR 1 0 67183 0 PERSPECTA INC COM 715347100 285 12179 SH SOLE 12179 0 0 PFIZER INC COM 717081103 44032 1016441 SH OTR 1 0 1016441 0 PFIZER INC COM 717081103 3518 81212 SH OTR 5 0 81212 0 PFIZER INC COM 717081103 10639 245599 SH SOLE 245599 0 0 PG&E CORP COM 69331C108 2297 100230 SH OTR 1 0 100230 0 PG&E CORP COM 69331C108 230 10043 SH SOLE 10043 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3202 100792 SH OTR 1 0 100792 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 577 18162 SH SOLE 18162 0 0 PHILIP MORRIS INTL INC COM 718172109 1998 25444 SH SOLE 25444 0 0 PHILIP MORRIS INTL INC COM 718172109 20976 267105 SH OTR 1 0 267105 0 PHILIP MORRIS INTL INC COM 718172109 914 11640 SH OTR 5 0 11640 0 PHILLIPS 66 COM 718546104 3204 34250 SH SOLE 34250 0 0 PHILLIPS 66 COM 718546104 8537 91264 SH OTR 1 0 91264 0 PHILLIPS 66 COM 718546104 307 3285 SH OTR 5 0 3285 0 PHOTRONICS INC COM 719405102 2267 276437 SH OTR 1 0 276437 0 PHOTRONICS INC COM 719405102 405 49400 SH SOLE 49400 0 0 PHYSICIANS RLTY TR COM 71943U104 678 38900 SH OTR 1 0 38900 0 PHYSICIANS RLTY TR COM 71943U104 122 7000 SH SOLE 7000 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 10414 410168 SH OTR 1 0 410168 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1558 61379 SH SOLE 61379 0 0 PINNACLE WEST CAP CORP COM 723484101 326 3470 SH SOLE 3470 0 0 PINNACLE WEST CAP CORP COM 723484101 3240 34439 SH OTR 1 0 34439 0 PINNACLE WEST CAP CORP COM 723484101 31 330 SH OTR 5 0 330 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 1037 84969 SH OTR 1 0 84969 0 PIONEER NAT RES CO COM 723787107 569 3698 SH SOLE 3698 0 0 PIONEER NAT RES CO COM 723787107 3499 22742 SH OTR 1 0 22742 0 PIVOTAL SOFTWARE INC COM CL A 72582H107 1702 161165 SH OTR 1 0 161165 0 PIVOTAL SOFTWARE INC COM CL A 72582H107 215 20385 SH SOLE 20385 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1346 53900 SH SOLE 53900 0 0 PLEXUS CORP COM 729132100 839 14373 SH OTR 1 0 14373 0 PLEXUS CORP COM 729132100 146 2500 SH SOLE 2500 0 0 PNC FINL SVCS GROUP INC COM 693475105 10199 74293 SH OTR 1 0 74293 0 PNC FINL SVCS GROUP INC COM 693475105 1471 10712 SH SOLE 10712 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 915 16896 SH SOLE 16896 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 5080 93772 SH OTR 1 0 93772 0 PORTOLA PHARMACEUTICALS INC COM 737010108 1421 52394 SH OTR 1 0 52394 0 PORTOLA PHARMACEUTICALS INC COM 737010108 249 9196 SH SOLE 9196 0 0 POST HLDGS INC COM 737446104 12284 118152 SH OTR 1 0 118152 0 POST HLDGS INC COM 737446104 1255 12075 SH OTR 5 0 12075 0 POST HLDGS INC COM 737446104 2252 21656 SH SOLE 21656 0 0 POTBELLY CORP COM 73754Y100 394 77502 SH OTR 1 0 77502 0 POTBELLY CORP COM 73754Y100 72 14150 SH SOLE 14150 0 0 POWELL INDS INC COM 739128106 642 16900 SH OTR 1 0 16900 0 POWELL INDS INC COM 739128106 118 3100 SH SOLE 3100 0 0 PPG INDS INC COM 693506107 5917 50702 SH OTR 1 0 50702 0 PPG INDS INC COM 693506107 655 5611 SH SOLE 5611 0 0 PPL CORP COM 69351T106 4417 142449 SH OTR 1 0 142449 0 PPL CORP COM 69351T106 529 17059 SH SOLE 17059 0 0 PPL CORP COM 69351T106 1 23 SH OTR 5 0 23 0 PRA HEALTH SCIENCES INC COM 69354M108 14455 145793 SH OTR 1 0 145793 0 PRA HEALTH SCIENCES INC COM 69354M108 1379 13913 SH OTR 5 0 13913 0 PRA HEALTH SCIENCES INC COM 69354M108 1909 19257 SH SOLE 19257 0 0 PREFERRED APT CMNTYS INC COM 74039L103 736 49224 SH OTR 1 0 49224 0 PREFERRED APT CMNTYS INC COM 74039L103 144 9600 SH SOLE 9600 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1852 39200 SH OTR 1 0 39200 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 335 7100 SH SOLE 7100 0 0 PREFORMED LINE PRODS CO COM 740444104 254 4567 SH OTR 1 0 4567 0 PREFORMED LINE PRODS CO COM 740444104 48 870 SH SOLE 870 0 0 PRESIDIO INC COM 74102M103 2662 194728 SH OTR 1 0 194728 0 PRESIDIO INC COM 74102M103 485 35475 SH SOLE 35475 0 0 PRICE T ROWE GROUP INC COM 74144T108 580 5286 SH SOLE 5286 0 0 PRICE T ROWE GROUP INC COM 74144T108 3503 31927 SH OTR 1 0 31927 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8602 5977000 PRN OTR 1 0 5977000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 140 97000 PRN OTR 4 9000 88000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 37643 32836000 PRN OTR 1 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 20697 18054000 PRN SOLE 18054000 0 0 PRIMO WTR CORP COM 74165N105 531 43200 SH OTR 1 0 43200 0 PRIMO WTR CORP COM 74165N105 103 8400 SH SOLE 8400 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 266 4586 SH SOLE 4586 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 4014 69307 SH OTR 1 0 69307 0 PROCTER AND GAMBLE CO COM 742718109 18547 169144 SH SOLE 169144 0 0 PROCTER AND GAMBLE CO COM 742718109 7119 64925 SH OTR 5 0 64925 0 PROCTER AND GAMBLE CO COM 742718109 58182 530617 SH OTR 1 0 530617 0 PROGRESS SOFTWARE CORP COM 743312100 3424 78506 SH OTR 1 0 78506 0 PROGRESS SOFTWARE CORP COM 743312100 621 14226 SH SOLE 14226 0 0 PROGRESSIVE CORP OHIO COM 743315103 24407 305351 SH OTR 1 0 305351 0 PROGRESSIVE CORP OHIO COM 743315103 2673 33441 SH OTR 5 0 33441 0 PROGRESSIVE CORP OHIO COM 743315103 5792 72460 SH SOLE 72460 0 0 PROLOGIS INC COM 74340W103 8719 108852 SH OTR 1 0 108852 0 PROLOGIS INC COM 74340W103 1191 14863 SH SOLE 14863 0 0 PROPETRO HLDG CORP COM 74347M108 691 33400 SH SOLE 33400 0 0 PROPETRO HLDG CORP COM 74347M108 3843 185644 SH OTR 1 0 185644 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1361 1346000 PRN SOLE 1346000 0 0 PRUDENTIAL FINL INC COM 744320102 750 7425 SH OTR 5 0 7425 0 PRUDENTIAL FINL INC COM 744320102 1892 18731 SH SOLE 18731 0 0 PRUDENTIAL FINL INC COM 744320102 9579 94843 SH OTR 1 0 94843 0 PS BUSINESS PKS INC CALIF COM 69360J107 4352 25821 SH OTR 1 0 25821 0 PS BUSINESS PKS INC CALIF COM 69360J107 809 4800 SH SOLE 4800 0 0 PTC THERAPEUTICS INC COM 69366J200 1835 40783 SH OTR 1 0 40783 0 PTC THERAPEUTICS INC COM 69366J200 339 7527 SH SOLE 7527 0 0 PUBLIC STORAGE COM 74460D109 16600 69699 SH OTR 1 0 69699 0 PUBLIC STORAGE COM 74460D109 2423 10175 SH OTR 5 0 10175 0 PUBLIC STORAGE COM 74460D109 3964 16644 SH SOLE 16644 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6738 114550 SH OTR 1 0 114550 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 876 14891 SH SOLE 14891 0 0 PULTE GROUP INC COM 745867101 17998 569191 SH OTR 1 0 569191 0 PULTE GROUP INC COM 745867101 1807 57160 SH OTR 5 0 57160 0 PULTE GROUP INC COM 745867101 4091 129383 SH SOLE 129383 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6558 6813000 PRN OTR 1 0 6813000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 2865 2977000 PRN SOLE 2977000 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 15635 1234990 SH SOLE 1234990 0 0 PVH CORP COM 693656100 915 9671 SH OTR 1 0 9671 0 PVH CORP COM 693656100 147 1548 SH SOLE 1548 0 0 Q2 HLDGS INC COM 74736L109 252 3300 SH SOLE 3300 0 0 Q2 HLDGS INC COM 74736L109 1383 18110 SH OTR 1 0 18110 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 571 399000 PRN SOLE 399000 0 0 QEP RES INC COM 74733V100 256 35387 SH SOLE 35387 0 0 QEP RES INC COM 74733V100 1257 173900 SH OTR 1 0 173900 0 QORVO INC COM 74736K101 13445 201854 SH OTR 1 0 201854 0 QORVO INC COM 74736K101 1797 26974 SH OTR 5 0 26974 0 QORVO INC COM 74736K101 2673 40126 SH SOLE 40126 0 0 QUALCOMM INC COM 747525103 19406 255103 SH OTR 1 0 255103 0 QUALCOMM INC COM 747525103 213 2803 SH OTR 5 0 2803 0 QUALCOMM INC COM 747525103 2400 31544 SH SOLE 31544 0 0 QUALYS INC COM 74758T303 1393 16000 SH OTR 1 0 16000 0 QUALYS INC COM 74758T303 253 2900 SH SOLE 2900 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 3145 166472 SH OTR 1 0 166472 0 QUANEX BUILDING PRODUCTS COR COM 747619104 565 29900 SH SOLE 29900 0 0 QUANTA SVCS INC COM 74762E102 126 3306 SH SOLE 3306 0 0 QUANTA SVCS INC COM 74762E102 754 19742 SH OTR 1 0 19742 0 QUEST DIAGNOSTICS INC COM 74834L100 1766 17346 SH OTR 1 0 17346 0 QUEST DIAGNOSTICS INC COM 74834L100 307 3017 SH SOLE 3017 0 0 QUINSTREET INC COM 74874Q100 802 50600 SH OTR 1 0 50600 0 QUINSTREET INC COM 74874Q100 159 10000 SH SOLE 10000 0 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 14076 14543000 PRN OTR 1 0 14543000 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3605 3725000 PRN SOLE 3725000 0 0 RADIAN GROUP INC COM 750236101 914 40000 SH SOLE 40000 0 0 RADIAN GROUP INC COM 750236101 5071 221907 SH OTR 1 0 221907 0 RADIANT LOGISTICS INC COM 75025X100 980 159687 SH OTR 1 0 159687 0 RADIANT LOGISTICS INC COM 75025X100 182 29700 SH SOLE 29700 0 0 RADIUS HEALTH INC COM NEW 750469207 1329 54539 SH OTR 1 0 54539 0 RADIUS HEALTH INC COM NEW 750469207 242 9949 SH SOLE 9949 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1002 1104000 PRN OTR 1 0 1104000 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 532 586000 PRN SOLE 586000 0 0 RADNET INC COM 750491102 348 25206 SH OTR 1 0 25206 0 RADNET INC COM 750491102 58 4186 SH SOLE 4186 0 0 RALPH LAUREN CORP CL A 751212101 9018 79387 SH OTR 1 0 79387 0 RALPH LAUREN CORP CL A 751212101 1542 13573 SH OTR 5 0 13573 0 RALPH LAUREN CORP CL A 751212101 3293 28993 SH SOLE 28993 0 0 RAMBUS INC DEL COM 750917106 624 51857 SH OTR 1 0 51857 0 RAMBUS INC DEL COM 750917106 110 9100 SH SOLE 9100 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16313 16548000 PRN OTR 1 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1744 1769000 PRN SOLE 1769000 0 0 RAPID7 INC COM 753422104 185 3200 SH OTR 1 0 3200 0 RAPID7 INC COM 753422104 35 600 SH SOLE 600 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 8724 103183 SH OTR 1 0 103183 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1245 14722 SH OTR 5 0 14722 0 RAYMOND JAMES FINANCIAL INC COM 754730109 3256 38508 SH SOLE 38508 0 0 RAYONIER INC COM 754907103 529 17462 SH SOLE 17462 0 0 RAYONIER INC COM 754907103 2822 93149 SH OTR 1 0 93149 0 RAYONIER INC COM 754907103 112 3684 SH OTR 5 0 3684 0 RAYTHEON CO COM NEW 755111507 8872 51022 SH OTR 1 0 51022 0 RAYTHEON CO COM NEW 755111507 1233 7091 SH SOLE 7091 0 0 RBB BANCORP COM 74930B105 1829 94586 SH OTR 1 0 94586 0 RBB BANCORP COM 74930B105 328 16949 SH SOLE 16949 0 0 REALOGY HLDGS CORP COM 75605Y106 244 33756 SH OTR 1 0 33756 0 REALOGY HLDGS CORP COM 75605Y106 26 3600 SH SOLE 3600 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 652 434000 PRN SOLE 434000 0 0 REALTY INCOME CORP COM 756109104 4757 68974 SH OTR 1 0 68974 0 REALTY INCOME CORP COM 756109104 563 8168 SH SOLE 8168 0 0 RED HAT INC COM 756577102 4309 22947 SH OTR 1 0 22947 0 RED HAT INC COM 756577102 731 3894 SH SOLE 3894 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 32659 12828000 PRN OTR 1 0 12828000 0 RED HAT INC NOTE 0.250%10/0 756577AD4 19542 7669000 PRN SOLE 7669000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 244 96000 PRN OTR 4 9000 87000 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 446 455000 PRN SOLE 455000 0 0 REGAL BELOIT CORP COM 758750103 2875 35182 SH OTR 1 0 35182 0 REGAL BELOIT CORP COM 758750103 172 2104 SH SOLE 2104 0 0 REGENCY CTRS CORP COM 758849103 1453 21773 SH OTR 1 0 21773 0 REGENCY CTRS CORP COM 758849103 248 3710 SH SOLE 3710 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8298 26512 SH OTR 1 0 26512 0 REGENERON PHARMACEUTICALS COM 75886F107 603 1928 SH SOLE 1928 0 0 REGENXBIO INC COM 75901B107 224 4357 SH SOLE 4357 0 0 REGENXBIO INC COM 75901B107 1249 24312 SH OTR 1 0 24312 0 REGIONS FINL CORP NEW COM 7591EP100 1954 130803 SH OTR 1 0 130803 0 REGIONS FINL CORP NEW COM 7591EP100 339 22683 SH SOLE 22683 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 10332 66219 SH OTR 1 0 66219 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1043 6685 SH OTR 5 0 6685 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1937 12412 SH SOLE 12412 0 0 RENASANT CORP COM 75970E107 190 5300 SH OTR 1 0 5300 0 RENASANT CORP COM 75970E107 36 1000 SH SOLE 1000 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1227 77386 SH OTR 1 0 77386 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 222 13990 SH SOLE 13990 0 0 RENT A CTR INC NEW COM 76009N100 3560 133671 SH OTR 1 0 133671 0 RENT A CTR INC NEW COM 76009N100 644 24200 SH SOLE 24200 0 0 REPLIGEN CORP COM 759916109 2863 33313 SH OTR 1 0 33313 0 REPLIGEN CORP COM 759916109 516 5998 SH SOLE 5998 0 0 REPUBLIC BANCORP KY CL A 760281204 1504 30231 SH OTR 1 0 30231 0 REPUBLIC BANCORP KY CL A 760281204 269 5411 SH SOLE 5411 0 0 REPUBLIC SVCS INC COM 760759100 9177 105921 SH OTR 1 0 105921 0 REPUBLIC SVCS INC COM 760759100 1205 13904 SH OTR 5 0 13904 0 REPUBLIC SVCS INC COM 760759100 2101 24253 SH SOLE 24253 0 0 RESMED INC COM 761152107 2259 18511 SH OTR 1 0 18511 0 RESMED INC COM 761152107 395 3235 SH SOLE 3235 0 0 RETROPHIN INC COM 761299106 1293 64373 SH OTR 1 0 64373 0 RETROPHIN INC COM 761299106 232 11527 SH SOLE 11527 0 0 REX AMERICAN RESOURCES CORP COM 761624105 306 4200 SH SOLE 4200 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1786 24501 SH OTR 1 0 24501 0 REXFORD INDL RLTY INC COM 76169C100 2333 57800 SH OTR 1 0 57800 0 REXFORD INDL RLTY INC COM 76169C100 416 10300 SH SOLE 10300 0 0 RINGCENTRAL INC CL A 76680R206 2292 19946 SH OTR 1 0 19946 0 RINGCENTRAL INC CL A 76680R206 418 3635 SH SOLE 3635 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 34369 22867000 PRN OTR 1 0 22867000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 108 72000 PRN OTR 4 7000 65000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 10185 6772000 PRN SOLE 6772000 0 0 RIVERVIEW BANCORP INC COM 769397100 84 9894 SH OTR 1 0 9894 0 RIVERVIEW BANCORP INC COM 769397100 15 1700 SH SOLE 1700 0 0 RMR GROUP INC CL A 74967R106 1353 28809 SH OTR 1 0 28809 0 RMR GROUP INC CL A 74967R106 238 5070 SH SOLE 5070 0 0 ROBERT HALF INTL INC COM 770323103 11043 193705 SH OTR 1 0 193705 0 ROBERT HALF INTL INC COM 770323103 3231 56682 SH SOLE 56682 0 0 ROBERT HALF INTL INC COM 770323103 1353 23726 SH OTR 5 0 23726 0 ROCKWELL AUTOMATION INC COM 773903109 2667 16280 SH OTR 1 0 16280 0 ROCKWELL AUTOMATION INC COM 773903109 487 2973 SH SOLE 2973 0 0 ROCKY BRANDS INC COM 774515100 2137 78345 SH OTR 1 0 78345 0 ROCKY BRANDS INC COM 774515100 390 14279 SH SOLE 14279 0 0 ROGERS CORP COM 775133101 1519 8800 SH OTR 1 0 8800 0 ROGERS CORP COM 775133101 276 1600 SH SOLE 1600 0 0 ROLLINS INC COM 775711104 682 19027 SH OTR 1 0 19027 0 ROLLINS INC COM 775711104 110 3053 SH SOLE 3053 0 0 ROPER TECHNOLOGIES INC COM 776696106 8590 23454 SH OTR 1 0 23454 0 ROPER TECHNOLOGIES INC COM 776696106 947 2585 SH SOLE 2585 0 0 ROSETTA STONE INC COM 777780107 416 18200 SH SOLE 18200 0 0 ROSETTA STONE INC COM 777780107 2281 99711 SH OTR 1 0 99711 0 ROSS STORES INC COM 778296103 5302 53490 SH OTR 1 0 53490 0 ROSS STORES INC COM 778296103 881 8892 SH SOLE 8892 0 0 RPC INC COM 749660106 1194 165660 SH OTR 1 0 165660 0 RPC INC COM 749660106 71 9906 SH SOLE 9906 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 841 830000 PRN SOLE 830000 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 738 173732 SH OTR 1 0 173732 0 RTI SURGICAL HOLDINGS INC COM 74975N105 132 31100 SH SOLE 31100 0 0 RTW RETAILWINDS INC COM 74980D100 28 16706 SH SOLE 16706 0 0 RTW RETAILWINDS INC COM 74980D100 157 92084 SH OTR 1 0 92084 0 RUBICON PROJ INC COM 78112V102 158 24800 SH SOLE 24800 0 0 RUBICON PROJ INC COM 78112V102 860 135200 SH OTR 1 0 135200 0 RUDOLPH TECHNOLOGIES INC COM 781270103 171 6200 SH OTR 1 0 6200 0 RUDOLPH TECHNOLOGIES INC COM 781270103 39 1400 SH SOLE 1400 0 0 RUSH ENTERPRISES INC CL A 781846209 349 9558 SH OTR 1 0 9558 0 RUSH ENTERPRISES INC CL A 781846209 60 1637 SH SOLE 1637 0 0 RUSH ENTERPRISES INC CL B 781846308 471 12756 SH OTR 1 0 12756 0 RUSH ENTERPRISES INC CL B 781846308 87 2348 SH SOLE 2348 0 0 RYDER SYS INC COM 783549108 595 10200 SH OTR 1 0 10200 0 RYDER SYS INC COM 783549108 731 12538 SH SOLE 12538 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 806 9934 SH SOLE 9934 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 4495 55435 SH OTR 1 0 55435 0 S&P GLOBAL INC COM 78409V104 7937 34842 SH OTR 1 0 34842 0 S&P GLOBAL INC COM 78409V104 1307 5737 SH SOLE 5737 0 0 SABRE CORP COM 78573M104 3167 142674 SH OTR 1 0 142674 0 SABRE CORP COM 78573M104 377 16974 SH SOLE 16974 0 0 SALESFORCE COM INC COM 79466L302 34557 227754 SH OTR 1 0 227754 0 SALESFORCE COM INC COM 79466L302 2321 15295 SH OTR 5 0 15295 0 SALESFORCE COM INC COM 79466L302 5276 34774 SH SOLE 34774 0 0 SANDERSON FARMS INC COM 800013104 4124 30200 SH OTR 1 0 30200 0 SANDERSON FARMS INC COM 800013104 751 5500 SH SOLE 5500 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 1025 148182 SH OTR 1 0 148182 0 SANDRIDGE ENERGY INC COM NEW 80007P869 186 26893 SH SOLE 26893 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 3088 38750 SH OTR 1 0 38750 0 SANFILIPPO JOHN B & SON INC COM 800422107 550 6900 SH SOLE 6900 0 0 SANGAMO THERAPEUTICS INC COM 800677106 1033 95933 SH OTR 1 0 95933 0 SANGAMO THERAPEUTICS INC COM 800677106 188 17449 SH SOLE 17449 0 0 SANMINA CORPORATION COM 801056102 3372 111347 SH OTR 1 0 111347 0 SANMINA CORPORATION COM 801056102 613 20228 SH SOLE 20228 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 12136 5446000 PRN OTR 1 0 5446000 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 2801 1257000 PRN SOLE 1257000 0 0 SB ONE BANCORP COM 78413T103 172 7700 SH OTR 1 0 7700 0 SB ONE BANCORP COM 78413T103 29 1300 SH SOLE 1300 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1312 5836 SH OTR 5 0 5836 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 3090 13743 SH SOLE 13743 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 16060 71430 SH OTR 1 0 71430 0 SCANSOURCE INC COM 806037107 49 1500 SH SOLE 1500 0 0 SCANSOURCE INC COM 806037107 254 7800 SH OTR 1 0 7800 0 SCHLUMBERGER LTD COM 806857108 9363 235605 SH OTR 1 0 235605 0 SCHLUMBERGER LTD COM 806857108 1310 32972 SH SOLE 32972 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 695 38100 SH OTR 1 0 38100 0 SCHNEIDER NATIONAL INC CL B 80689H102 123 6767 SH SOLE 6767 0 0 SCHNITZER STL INDS CL A 806882106 3279 125279 SH OTR 1 0 125279 0 SCHNITZER STL INDS CL A 806882106 594 22689 SH SOLE 22689 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 234 2700 SH OTR 1 0 2700 0 SCIENCE APPLICATNS INTL CP N COM 808625107 35 400 SH SOLE 400 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 2113 138399 SH OTR 1 0 138399 0 SCRIPPS E W CO OHIO CL A NEW 811054402 388 25400 SH SOLE 25400 0 0 SEABOARD CORP COM 811543107 943 228 SH OTR 1 0 228 0 SEABOARD CORP COM 811543107 199 48 SH SOLE 48 0 0 SEALED AIR CORP NEW COM 81211K100 860 20101 SH OTR 1 0 20101 0 SEALED AIR CORP NEW COM 81211K100 148 3459 SH SOLE 3459 0 0 SEASPINE HLDGS CORP COM 81255T108 1420 107183 SH OTR 1 0 107183 0 SEASPINE HLDGS CORP COM 81255T108 257 19400 SH SOLE 19400 0 0 SEAWORLD ENTMT INC COM 81282V100 3611 116470 SH OTR 1 0 116470 0 SEAWORLD ENTMT INC COM 81282V100 648 20911 SH SOLE 20911 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 639 55000 SH OTR 1 0 55000 0 SELECT ENERGY SVCS INC CL A COM 81617J301 103 8900 SH SOLE 8900 0 0 SEMPRA ENERGY COM 816851109 7802 56766 SH OTR 1 0 56766 0 SEMPRA ENERGY COM 816851109 1010 7350 SH SOLE 7350 0 0 SENECA FOODS CORP NEW CL A 817070501 86 3100 SH SOLE 3100 0 0 SENECA FOODS CORP NEW CL A 817070501 478 17167 SH OTR 1 0 17167 0 SERVICE CORP INTL COM 817565104 7699 164569 SH OTR 1 0 164569 0 SERVICE CORP INTL COM 817565104 545 11656 SH SOLE 11656 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4343 83379 SH OTR 1 0 83379 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 497 9542 SH SOLE 9542 0 0 SERVICENOW INC COM 81762P102 5683 20699 SH OTR 1 0 20699 0 SERVICENOW INC COM 81762P102 452 1645 SH SOLE 1645 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 13331 6422000 PRN SOLE 6422000 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 39772 19165000 PRN OTR 1 0 19165000 0 SERVICENOW INC NOTE 6/0 81762PAC6 147 71000 PRN OTR 4 7000 64000 0 SHERWIN WILLIAMS CO COM 824348106 905 1974 SH SOLE 1974 0 0 SHERWIN WILLIAMS CO COM 824348106 5356 11687 SH OTR 1 0 11687 0 SIGA TECHNOLOGIES INC COM 826917106 2012 354207 SH OTR 1 0 354207 0 SIGA TECHNOLOGIES INC COM 826917106 362 63700 SH SOLE 63700 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 3396 28101 SH OTR 1 0 28101 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1648 13637 SH SOLE 13637 0 0 SILGAN HOLDINGS INC COM 827048109 4414 144233 SH OTR 1 0 144233 0 SILGAN HOLDINGS INC COM 827048109 361 11797 SH SOLE 11797 0 0 SILICON LABORATORIES INC COM 826919102 2151 20800 SH OTR 1 0 20800 0 SILICON LABORATORIES INC COM 826919102 372 3600 SH SOLE 3600 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 31008 24882000 PRN OTR 1 0 24882000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 41 33000 PRN OTR 4 4000 29000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 4293 3444000 PRN SOLE 3444000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 10624 66498 SH OTR 1 0 66498 0 SIMON PPTY GROUP INC NEW COM 828806109 578 3619 SH OTR 5 0 3619 0 SIMON PPTY GROUP INC NEW COM 828806109 1597 9994 SH SOLE 9994 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 8282 154432 SH OTR 1 0 154432 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 756 14098 SH SOLE 14098 0 0 SITE CENTERS CORP COM 82981J109 3584 270674 SH OTR 1 0 270674 0 SITE CENTERS CORP COM 82981J109 429 32436 SH SOLE 32436 0 0 SJW GROUP COM 784305104 705 11603 SH OTR 1 0 11603 0 SJW GROUP COM 784305104 121 1999 SH SOLE 1999 0 0 SKECHERS U S A INC CL A 830566105 14287 453711 SH OTR 1 0 453711 0 SKECHERS U S A INC CL A 830566105 1972 62626 SH SOLE 62626 0 0 SKECHERS U S A INC CL A 830566105 926 29416 SH OTR 5 0 29416 0 SKYWEST INC COM 830879102 3391 55900 SH OTR 1 0 55900 0 SKYWEST INC COM 830879102 595 9800 SH SOLE 9800 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3461 44789 SH OTR 1 0 44789 0 SKYWORKS SOLUTIONS INC COM 83088M102 25 329 SH OTR 5 0 329 0 SKYWORKS SOLUTIONS INC COM 83088M102 312 4036 SH SOLE 4036 0 0 SL GREEN RLTY CORP COM 78440X101 875 10886 SH OTR 1 0 10886 0 SL GREEN RLTY CORP COM 78440X101 149 1850 SH SOLE 1850 0 0 SLM CORP COM 78442P106 5525 568452 SH OTR 1 0 568452 0 SLM CORP COM 78442P106 473 48709 SH SOLE 48709 0 0 SMARTFINANCIAL INC COM NEW 83190L208 472 21764 SH OTR 1 0 21764 0 SMARTFINANCIAL INC COM NEW 83190L208 87 4001 SH SOLE 4001 0 0 SMITH A O CORP COM 831865209 151 3196 SH SOLE 3196 0 0 SMITH A O CORP COM 831865209 859 18220 SH OTR 1 0 18220 0 SMUCKER J M CO COM NEW 832696405 7922 68769 SH OTR 1 0 68769 0 SMUCKER J M CO COM NEW 832696405 912 7918 SH OTR 5 0 7918 0 SMUCKER J M CO COM NEW 832696405 2029 17612 SH SOLE 17612 0 0 SNAP ON INC COM 833034101 1185 7152 SH OTR 1 0 7152 0 SNAP ON INC COM 833034101 203 1225 SH SOLE 1225 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 913 39100 SH OTR 1 0 39100 0 SONIC AUTOMOTIVE INC CL A 83545G102 149 6400 SH SOLE 6400 0 0 SOUTHERN CO COM 842587107 2550 46135 SH SOLE 46135 0 0 SOUTHERN CO COM 842587107 630 11393 SH OTR 5 0 11393 0 SOUTHERN CO COM 842587107 11439 206920 SH OTR 1 0 206920 0 SOUTHERN COPPER CORP COM 84265V105 1756 45189 SH OTR 1 0 45189 0 SOUTHERN NATL BANCORP OF VA COM 843395104 312 20380 SH OTR 1 0 20380 0 SOUTHERN NATL BANCORP OF VA COM 843395104 55 3615 SH SOLE 3615 0 0 SOUTHWEST AIRLS CO COM 844741108 10323 203298 SH OTR 1 0 203298 0 SOUTHWEST AIRLS CO COM 844741108 1723 33927 SH OTR 5 0 33927 0 SOUTHWEST AIRLS CO COM 844741108 2544 50090 SH SOLE 50090 0 0 SPARK ENERGY INC CL A COM 846511103 2540 226964 SH OTR 1 0 226964 0 SPARK ENERGY INC CL A COM 846511103 457 40801 SH SOLE 40801 0 0 SPARK THERAPEUTICS INC COM 84652J103 390 3806 SH SOLE 3806 0 0 SPARK THERAPEUTICS INC COM 84652J103 2212 21603 SH OTR 1 0 21603 0 SPDR GOLD TRUST GOLD SHS 78463V107 25175 189000 SH OTR 1 0 189000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 605728 2067332 SH OTR 3 0 2067332 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4054 13837 SH OTR 5 0 13837 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 14708 50199 SH SOLE 50199 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 26284 89705 SH OTR 1 0 89705 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 22988 64831 SH OTR 1 0 64831 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 885 2496 SH SOLE 2496 0 0 SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6343 108515 SH SOLE 108515 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 902 104712 SH OTR 1 0 104712 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 163 18887 SH SOLE 18887 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 50 2700 SH SOLE 2700 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 271 14600 SH OTR 1 0 14600 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1618 19881 SH SOLE 19881 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9658 118691 SH OTR 1 0 118691 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1202 1179000 PRN SOLE 1179000 0 0 SPRINT CORPORATION COM 85207U105 942 143400 SH OTR 1 0 143400 0 SPRINT CORPORATION COM 85207U105 140 21282 SH SOLE 21282 0 0 SPS COMMERCE INC COM 78463M107 3179 31104 SH OTR 1 0 31104 0 SPS COMMERCE INC COM 78463M107 576 5632 SH SOLE 5632 0 0 SQUARE INC CL A 852234103 4842 66753 SH OTR 1 0 66753 0 SQUARE INC CL A 852234103 328 4523 SH SOLE 4523 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 505 160000 PRN SOLE 160000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 6197 5171000 PRN SOLE 5171000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 11611 9689000 PRN OTR 1 0 9689000 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1945 33770 SH OTR 1 0 33770 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 226 3918 SH SOLE 3918 0 0 STANLEY BLACK & DECKER INC COM 854502101 3427 23701 SH OTR 1 0 23701 0 STANLEY BLACK & DECKER INC COM 854502101 535 3700 SH SOLE 3700 0 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 20388 199774 SH OTR 1 0 199774 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 78 773 SH OTR 4 75 698 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 7450 72795 SH SOLE 72795 0 0 STARBUCKS CORP COM 855244109 40104 478391 SH OTR 1 0 478391 0 STARBUCKS CORP COM 855244109 3836 45756 SH OTR 5 0 45756 0 STARBUCKS CORP COM 855244109 9075 108252 SH SOLE 108252 0 0 STATE AUTO FINL CORP COM 855707105 109 3100 SH SOLE 3100 0 0 STATE AUTO FINL CORP COM 855707105 581 16600 SH OTR 1 0 16600 0 STATE STR CORP COM 857477103 473 8438 SH SOLE 8438 0 0 STATE STR CORP COM 857477103 2878 51344 SH OTR 1 0 51344 0 STEEL DYNAMICS INC COM 858119100 2797 92625 SH OTR 1 0 92625 0 STEEL DYNAMICS INC COM 858119100 242 8010 SH SOLE 8010 0 0 STEELCASE INC CL A 858155203 3648 213328 SH OTR 1 0 213328 0 STEELCASE INC CL A 858155203 655 38300 SH SOLE 38300 0 0 STEPAN CO COM 858586100 3747 40766 SH OTR 1 0 40766 0 STEPAN CO COM 858586100 671 7300 SH SOLE 7300 0 0 STERLING BANCORP INC COM 85917W102 591 59322 SH OTR 1 0 59322 0 STERLING BANCORP INC COM 85917W102 109 10900 SH SOLE 10900 0 0 STERLING CONSTRUCTION CO INC COM 859241101 3023 225226 SH OTR 1 0 225226 0 STERLING CONSTRUCTION CO INC COM 859241101 545 40600 SH SOLE 40600 0 0 STEWART INFORMATION SVCS COR COM 860372101 248 6118 SH SOLE 6118 0 0 STEWART INFORMATION SVCS COR COM 860372101 1351 33362 SH OTR 1 0 33362 0 STRATEGIC ED INC COM 86272C103 552 3100 SH OTR 1 0 3100 0 STRATEGIC ED INC COM 86272C103 107 600 SH SOLE 600 0 0 STRYKER CORP COM 863667101 16874 82078 SH OTR 1 0 82078 0 STRYKER CORP COM 863667101 18 89 SH OTR 5 0 89 0 STRYKER CORP COM 863667101 1801 8763 SH SOLE 8763 0 0 SUN CMNTYS INC COM 866674104 381 2973 SH OTR 1 0 2973 0 SUN CMNTYS INC COM 866674104 28 219 SH SOLE 219 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 679 742000 PRN SOLE 742000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3466 252798 SH OTR 1 0 252798 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 617 45023 SH SOLE 45023 0 0 SUNTRUST BKS INC COM 867914103 5658 90025 SH OTR 1 0 90025 0 SUNTRUST BKS INC COM 867914103 617 9810 SH SOLE 9810 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 320 245900 SH OTR 1 0 245900 0 SUPERIOR ENERGY SVCS INC COM 868157108 52 39800 SH SOLE 39800 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10206 10405000 PRN OTR 1 0 10405000 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 1613 1645000 PRN SOLE 1645000 0 0 SVB FINL GROUP COM 78486Q101 1517 6755 SH OTR 1 0 6755 0 SVB FINL GROUP COM 78486Q101 267 1190 SH SOLE 1190 0 0 SYKES ENTERPRISES INC COM 871237103 473 17225 SH OTR 1 0 17225 0 SYKES ENTERPRISES INC COM 871237103 99 3600 SH SOLE 3600 0 0 SYMANTEC CORP COM 871503108 12163 558962 SH OTR 1 0 558962 0 SYMANTEC CORP COM 871503108 1101 50576 SH OTR 5 0 50576 0 SYMANTEC CORP COM 871503108 1635 75134 SH SOLE 75134 0 0 SYNAPTICS INC COM 87157D109 2335 80129 SH OTR 1 0 80129 0 SYNAPTICS INC COM 87157D109 418 14336 SH SOLE 14336 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 574 641000 PRN SOLE 641000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 108 13600 SH OTR 1 0 13600 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 19 2400 SH SOLE 2400 0 0 SYNCHRONY FINL COM 87165B103 24294 700727 SH OTR 1 0 700727 0 SYNCHRONY FINL COM 87165B103 2146 61889 SH OTR 5 0 61889 0 SYNCHRONY FINL COM 87165B103 4899 141305 SH SOLE 141305 0 0 SYNEOS HEALTH INC CL A 87166B102 781 15283 SH SOLE 15283 0 0 SYNEOS HEALTH INC CL A 87166B102 4335 84849 SH OTR 1 0 84849 0 SYNOPSYS INC COM 871607107 809 6287 SH SOLE 6287 0 0 SYNOPSYS INC COM 871607107 4835 37571 SH OTR 1 0 37571 0 SYNOVUS FINL CORP COM NEW 87161C501 745 21295 SH OTR 1 0 21295 0 SYNOVUS FINL CORP COM NEW 87161C501 789 22556 SH SOLE 22556 0 0 SYSCO CORP COM 871829107 11535 163113 SH OTR 1 0 163113 0 SYSCO CORP COM 871829107 1495 21144 SH OTR 5 0 21144 0 SYSCO CORP COM 871829107 2072 29297 SH SOLE 29297 0 0 T MOBILE US INC COM 872590104 1901 25641 SH OTR 1 0 25641 0 T MOBILE US INC COM 872590104 11 151 SH SOLE 151 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 9357 238874 SH SOLE 238874 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 11359 289982 SH OTR 1 0 289982 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6498 57237 SH OTR 1 0 57237 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 785 6914 SH SOLE 6914 0 0 TALOS ENERGY INC COM 87484T108 68370 2842839 SH OTR 1 0 2842839 0 TALOS ENERGY INC COM 87484T108 149 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 19804 823469 SH SOLE 823469 0 0 TANDEM DIABETES CARE INC COM NEW 875372203 4426 68600 SH OTR 1 0 68600 0 TANDEM DIABETES CARE INC COM NEW 875372203 800 12400 SH SOLE 12400 0 0 TAPESTRY INC COM 876030107 1188 37456 SH OTR 1 0 37456 0 TAPESTRY INC COM 876030107 205 6447 SH SOLE 6447 0 0 TARGET CORP COM 87612E106 4375 50517 SH SOLE 50517 0 0 TARGET CORP COM 87612E106 10820 124923 SH OTR 1 0 124923 0 TARGET CORP COM 87612E106 985 11374 SH OTR 5 0 11374 0 TAUBMAN CTRS INC COM 876664103 93 2288 SH SOLE 2288 0 0 TAUBMAN CTRS INC COM 876664103 877 21469 SH OTR 1 0 21469 0 TAYLOR MORRISON HOME CORP COM 87724P106 4005 191100 SH OTR 1 0 191100 0 TAYLOR MORRISON HOME CORP COM 87724P106 723 34500 SH SOLE 34500 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 3757 75257 SH OTR 1 0 75257 0 TD AMERITRADE HLDG CORP COM 87236Y108 5 101 SH SOLE 101 0 0 TECH DATA CORP COM 878237106 3184 30441 SH OTR 1 0 30441 0 TECH DATA CORP COM 878237106 565 5400 SH SOLE 5400 0 0 TEGNA INC COM 87901J105 4430 292400 SH OTR 1 0 292400 0 TEGNA INC COM 87901J105 798 52700 SH SOLE 52700 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 46458 31223000 PRN OTR 1 0 31223000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10538 7082000 PRN SOLE 7082000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 115 68000 PRN OTR 4 6000 62000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 7029 4140000 PRN OTR 1 0 4140000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 32 19000 PRN SOLE 19000 0 0 TELARIA INC COM 879181105 2470 328430 SH OTR 1 0 328430 0 TELARIA INC COM 879181105 444 59100 SH SOLE 59100 0 0 TELEFLEX INC COM 879369106 20011 60429 SH OTR 1 0 60429 0 TELEFLEX INC COM 879369106 337 1017 SH SOLE 1017 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4681 153973 SH OTR 1 0 153973 0 TELEPHONE & DATA SYS INC COM NEW 879433829 466 15324 SH SOLE 15324 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 89 4300 SH SOLE 4300 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 444 21500 SH OTR 1 0 21500 0 TERADATA CORP DEL COM 88076W103 531 14803 SH SOLE 14803 0 0 TERADATA CORP DEL COM 88076W103 85 2381 SH OTR 5 0 2381 0 TERADATA CORP DEL COM 88076W103 8219 229261 SH OTR 1 0 229261 0 TERADYNE INC COM 880770102 14617 305101 SH OTR 1 0 305101 0 TERADYNE INC COM 880770102 1239 25863 SH OTR 5 0 25863 0 TERADYNE INC COM 880770102 2104 43912 SH SOLE 43912 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 1344 827000 PRN SOLE 827000 0 0 TERRENO RLTY CORP COM 88146M101 1658 33800 SH OTR 1 0 33800 0 TERRENO RLTY CORP COM 88146M101 299 6100 SH SOLE 6100 0 0 TERRITORIAL BANCORP INC COM 88145X108 517 16745 SH OTR 1 0 16745 0 TERRITORIAL BANCORP INC COM 88145X108 91 2936 SH SOLE 2936 0 0 TESLA INC COM 88160R101 212 950 SH OTR 1 0 950 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 2139 2252000 PRN SOLE 2252000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 1279 1299000 PRN SOLE 1299000 0 0 TETRA TECH INC NEW COM 88162G103 4854 61800 SH OTR 1 0 61800 0 TETRA TECH INC NEW COM 88162G103 872 11100 SH SOLE 11100 0 0 TEXAS INSTRS INC COM 882508104 21697 189060 SH OTR 1 0 189060 0 TEXAS INSTRS INC COM 882508104 404 3517 SH OTR 5 0 3517 0 TEXAS INSTRS INC COM 882508104 3097 26989 SH SOLE 26989 0 0 TEXAS ROADHOUSE INC COM 882681109 334 6215 SH OTR 1 0 6215 0 TEXAS ROADHOUSE INC COM 882681109 59 1100 SH SOLE 1100 0 0 TEXTRON INC COM 883203101 2937 55373 SH OTR 1 0 55373 0 TEXTRON INC COM 883203101 346 6529 SH SOLE 6529 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 11823 294181 SH OTR 1 0 294181 0 THE CHARLES SCHWAB CORPORATI COM 808513105 1310 32603 SH SOLE 32603 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 324 8071 SH OTR 5 0 8071 0 THE TRADE DESK INC COM CL A 88339J105 888 3900 SH OTR 1 0 3900 0 THE TRADE DESK INC COM CL A 88339J105 159 700 SH SOLE 700 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 27956 95193 SH OTR 1 0 95193 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3451 11750 SH OTR 5 0 11750 0 THERMO FISHER SCIENTIFIC INC COM 883556102 6011 20468 SH SOLE 20468 0 0 TIFFANY & CO NEW COM 886547108 1306 13949 SH OTR 1 0 13949 0 TIFFANY & CO NEW COM 886547108 226 2415 SH SOLE 2415 0 0 TIMKEN CO COM 887389104 523 10182 SH SOLE 10182 0 0 TIMKEN CO COM 887389104 5886 114646 SH OTR 1 0 114646 0 TIPTREE INC COM 88822Q103 173 27479 SH OTR 1 0 27479 0 TIPTREE INC COM 88822Q103 31 4879 SH SOLE 4879 0 0 TITAN MACHY INC COM 88830R101 3316 161123 SH OTR 1 0 161123 0 TITAN MACHY INC COM 88830R101 602 29274 SH SOLE 29274 0 0 TIVO CORP COM 88870P106 421 57100 SH OTR 1 0 57100 0 TIVO CORP COM 88870P106 74 10100 SH SOLE 10100 0 0 TJX COS INC NEW COM 872540109 11151 210865 SH OTR 1 0 210865 0 TJX COS INC NEW COM 872540109 211 3991 SH OTR 5 0 3991 0 TJX COS INC NEW COM 872540109 1603 30314 SH SOLE 30314 0 0 TOLL BROTHERS INC COM 889478103 2303 62898 SH SOLE 62898 0 0 TOLL BROTHERS INC COM 889478103 15647 427280 SH OTR 1 0 427280 0 TOLL BROTHERS INC COM 889478103 1547 42240 SH OTR 5 0 42240 0 TOPBUILD CORP COM 89055F103 430 5200 SH SOLE 5200 0 0 TOPBUILD CORP COM 89055F103 2408 29100 SH OTR 1 0 29100 0 TORCHMARK CORP COM 891027104 1168 13057 SH OTR 1 0 13057 0 TORCHMARK CORP COM 891027104 174 1946 SH SOLE 1946 0 0 TORO CO COM 891092108 934 13968 SH OTR 1 0 13968 0 TORO CO COM 891092108 16 240 SH SOLE 240 0 0 TOTAL SYS SVCS INC COM 891906109 4518 35222 SH OTR 1 0 35222 0 TOTAL SYS SVCS INC COM 891906109 662 5161 SH SOLE 5161 0 0 TOWER INTL INC COM 891826109 837 42899 SH OTR 1 0 42899 0 TOWER INTL INC COM 891826109 153 7840 SH SOLE 7840 0 0 TRACTOR SUPPLY CO COM 892356106 2640 24264 SH OTR 1 0 24264 0 TRACTOR SUPPLY CO COM 892356106 410 3767 SH SOLE 3767 0 0 TRANSDIGM GROUP INC COM 893641100 604 1249 SH SOLE 1249 0 0 TRANSDIGM GROUP INC COM 893641100 3848 7953 SH OTR 1 0 7953 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 17084 17212000 PRN OTR 1 0 17212000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 29 29000 PRN OTR 4 2000 27000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 4083 4112000 PRN SOLE 4112000 0 0 TRANSUNION COM 89400J107 309 4200 SH OTR 1 0 4200 0 TRANSUNION COM 89400J107 46 622 SH SOLE 622 0 0 TRAVELERS COMPANIES INC COM 89417E109 12526 83776 SH OTR 1 0 83776 0 TRAVELERS COMPANIES INC COM 89417E109 2478 16576 SH OTR 5 0 16576 0 TRAVELERS COMPANIES INC COM 89417E109 3384 22633 SH SOLE 22633 0 0 TRAVELZOO COM NEW 89421Q205 2442 158140 SH OTR 1 0 158140 0 TRAVELZOO COM NEW 89421Q205 440 28492 SH SOLE 28492 0 0 TREDEGAR CORP COM 894650100 3056 183903 SH OTR 1 0 183903 0 TREDEGAR CORP COM 894650100 551 33175 SH SOLE 33175 0 0 TREEHOUSE FOODS INC COM 89469A104 12213 225755 SH OTR 1 0 225755 0 TREEHOUSE FOODS INC COM 89469A104 763 14095 SH SOLE 14095 0 0 TRIBUNE MEDIA CO CL A 896047503 1439 31135 SH OTR 1 0 31135 0 TRIBUNE PUBG CO NEW COM 89609W107 174 21883 SH OTR 1 0 21883 0 TRIBUNE PUBG CO NEW COM 89609W107 31 3912 SH SOLE 3912 0 0 TRIMAS CORP COM NEW 896215209 3366 108679 SH OTR 1 0 108679 0 TRIMAS CORP COM NEW 896215209 601 19400 SH SOLE 19400 0 0 TRIPADVISOR INC COM 896945201 231 4992 SH OTR 5 0 4992 0 TRIPADVISOR INC COM 896945201 654 14123 SH SOLE 14123 0 0 TRIPADVISOR INC COM 896945201 7655 165360 SH OTR 1 0 165360 0 TRIPLE-S MGMT CORP CL B 896749108 256 10745 SH SOLE 10745 0 0 TRIPLE-S MGMT CORP CL B 896749108 1433 60067 SH OTR 1 0 60067 0 TRISTATE CAP HLDGS INC COM 89678F100 1323 62006 SH OTR 1 0 62006 0 TRISTATE CAP HLDGS INC COM 89678F100 237 11100 SH SOLE 11100 0 0 TRUEBLUE INC COM 89785X101 2711 122895 SH OTR 1 0 122895 0 TRUEBLUE INC COM 89785X101 482 21831 SH SOLE 21831 0 0 TTEC HLDGS INC COM 89854H102 304 6520 SH OTR 1 0 6520 0 TTEC HLDGS INC COM 89854H102 56 1200 SH SOLE 1200 0 0 TTM TECHNOLOGIES INC COM 87305R109 453 44442 SH OTR 1 0 44442 0 TTM TECHNOLOGIES INC COM 87305R109 83 8100 SH SOLE 8100 0 0 TURNING PT BRANDS INC COM 90041L105 3349 68372 SH OTR 1 0 68372 0 TURNING PT BRANDS INC COM 90041L105 538 10988 SH SOLE 10988 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 11110 5532000 PRN OTR 1 0 5532000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 5139 2559000 PRN SOLE 2559000 0 0 TWITTER INC COM 90184L102 15400 441269 SH OTR 1 0 441269 0 TWITTER INC COM 90184L102 3051 87411 SH SOLE 87411 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 1507 1540000 PRN SOLE 1540000 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 18501 18563000 PRN OTR 1 0 18563000 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 5026 5043000 PRN SOLE 5043000 0 0 TYSON FOODS INC CL A 902494103 5381 66648 SH SOLE 66648 0 0 TYSON FOODS INC CL A 902494103 19982 247490 SH OTR 1 0 247490 0 TYSON FOODS INC CL A 902494103 2174 26929 SH OTR 5 0 26929 0 U S CONCRETE INC COM NEW 90333L201 2360 47500 SH OTR 1 0 47500 0 U S CONCRETE INC COM NEW 90333L201 417 8400 SH SOLE 8400 0 0 UBER TECHNOLOGIES INC COM 90353T100 1924 41490 SH OTR 1 0 41490 0 UDR INC COM 902653104 1927 42933 SH OTR 1 0 42933 0 UDR INC COM 902653104 273 6077 SH SOLE 6077 0 0 UFP TECHNOLOGIES INC COM 902673102 350 8400 SH OTR 1 0 8400 0 UFP TECHNOLOGIES INC COM 902673102 58 1400 SH SOLE 1400 0 0 UGI CORP NEW COM 902681105 1699 31819 SH OTR 1 0 31819 0 UGI CORP NEW COM 902681105 86 1614 SH SOLE 1614 0 0 ULTA BEAUTY INC COM 90384S303 829 2389 SH SOLE 2389 0 0 ULTA BEAUTY INC COM 90384S303 8790 25339 SH OTR 1 0 25339 0 ULTA BEAUTY INC COM 90384S303 143 413 SH OTR 5 0 413 0 ULTRA CLEAN HLDGS INC COM 90385V107 33 2400 SH SOLE 2400 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 196 14100 SH OTR 1 0 14100 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2570 40480 SH OTR 1 0 40480 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 463 7291 SH SOLE 7291 0 0 UNDER ARMOUR INC CL A 904311107 615 24272 SH OTR 1 0 24272 0 UNDER ARMOUR INC CL A 904311107 141 5579 SH SOLE 5579 0 0 UNDER ARMOUR INC CL C 904311206 557 25078 SH OTR 1 0 25078 0 UNDER ARMOUR INC CL C 904311206 48 2165 SH SOLE 2165 0 0 UNION PACIFIC CORP COM 907818108 5820 34416 SH SOLE 34416 0 0 UNION PACIFIC CORP COM 907818108 34002 201066 SH OTR 1 0 201066 0 UNION PACIFIC CORP COM 907818108 2275 13451 SH OTR 5 0 13451 0 UNISYS CORP COM NEW 909214306 230 23700 SH OTR 1 0 23700 0 UNISYS CORP COM NEW 909214306 43 4400 SH SOLE 4400 0 0 UNITED CONTL HLDGS INC COM 910047109 12444 142139 SH OTR 1 0 142139 0 UNITED CONTL HLDGS INC COM 910047109 813 9286 SH OTR 5 0 9286 0 UNITED CONTL HLDGS INC COM 910047109 2388 27272 SH SOLE 27272 0 0 UNITED PARCEL SERVICE INC CL B 911312106 13244 128248 SH OTR 1 0 128248 0 UNITED PARCEL SERVICE INC CL B 911312106 112 1084 SH OTR 5 0 1084 0 UNITED PARCEL SERVICE INC CL B 911312106 1894 18342 SH SOLE 18342 0 0 UNITED RENTALS INC COM 911363109 9478 71461 SH OTR 1 0 71461 0 UNITED RENTALS INC COM 911363109 1084 8170 SH OTR 5 0 8170 0 UNITED RENTALS INC COM 911363109 1910 14399 SH SOLE 14399 0 0 UNITED STATES CELLULAR CORP COM 911684108 303 6772 SH OTR 1 0 6772 0 UNITED STATES CELLULAR CORP COM 911684108 30 667 SH SOLE 667 0 0 UNITED STATES STL CORP NEW COM 912909108 426 27800 SH OTR 1 0 27800 0 UNITED STATES STL CORP NEW COM 912909108 51 3339 SH SOLE 3339 0 0 UNITED TECHNOLOGIES CORP COM 913017109 25297 194292 SH OTR 1 0 194292 0 UNITED TECHNOLOGIES CORP COM 913017109 499 3834 SH OTR 5 0 3834 0 UNITED TECHNOLOGIES CORP COM 913017109 3148 24178 SH SOLE 24178 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2711 34732 SH OTR 1 0 34732 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 102 1308 SH OTR 5 0 1308 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 288 3684 SH SOLE 3684 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3198 13104 SH OTR 5 0 13104 0 UNITEDHEALTH GROUP INC COM 91324P102 10027 41091 SH SOLE 41091 0 0 UNITEDHEALTH GROUP INC COM 91324P102 53302 218443 SH OTR 1 0 218443 0 UNIVERSAL CORP VA COM 913456109 642 10567 SH SOLE 10567 0 0 UNIVERSAL CORP VA COM 913456109 3553 58460 SH OTR 1 0 58460 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6713 51483 SH OTR 1 0 51483 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1996 15308 SH OTR 5 0 15308 0 UNIVERSAL HLTH SVCS INC CL B 913903100 2245 17220 SH SOLE 17220 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 1436 51466 SH OTR 1 0 51466 0 UNIVERSAL INS HLDGS INC COM 91359V107 264 9445 SH SOLE 9445 0 0 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 575 25600 SH OTR 1 0 25600 0 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 99 4400 SH SOLE 4400 0 0 UNUM GROUP COM 91529Y106 190 5661 SH SOLE 5661 0 0 UNUM GROUP COM 91529Y106 2177 64901 SH OTR 1 0 64901 0 UPLAND SOFTWARE INC COM 91544A109 91 2000 SH SOLE 2000 0 0 UPLAND SOFTWARE INC COM 91544A109 485 10661 SH OTR 1 0 10661 0 URBAN OUTFITTERS INC COM 917047102 576 25331 SH OTR 1 0 25331 0 URBAN OUTFITTERS INC COM 917047102 37 1644 SH SOLE 1644 0 0 US BANCORP DEL COM NEW 902973304 12646 241342 SH OTR 1 0 241342 0 US BANCORP DEL COM NEW 902973304 1891 36088 SH SOLE 36088 0 0 V F CORP COM 918204108 3856 44142 SH OTR 1 0 44142 0 V F CORP COM 918204108 643 7363 SH SOLE 7363 0 0 VALERO ENERGY CORP NEW COM 91913Y100 14552 169980 SH OTR 1 0 169980 0 VALERO ENERGY CORP NEW COM 91913Y100 2487 29056 SH OTR 5 0 29056 0 VALERO ENERGY CORP NEW COM 91913Y100 5596 65371 SH SOLE 65371 0 0 VALVOLINE INC COM 92047W101 1501 76870 SH OTR 1 0 76870 0 VALVOLINE INC COM 92047W101 106 5449 SH SOLE 5449 0 0 VANDA PHARMACEUTICALS INC COM 921659108 138 9800 SH SOLE 9800 0 0 VANDA PHARMACEUTICALS INC COM 921659108 781 55422 SH OTR 1 0 55422 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 456411 1695748 SH OTR 3 0 1695748 0 VAREX IMAGING CORP COM 92214X106 3442 112300 SH OTR 1 0 112300 0 VAREX IMAGING CORP COM 92214X106 619 20200 SH SOLE 20200 0 0 VARIAN MED SYS INC COM 92220P105 3819 28056 SH OTR 1 0 28056 0 VARIAN MED SYS INC COM 92220P105 628 4615 SH SOLE 4615 0 0 VECTOR GROUP LTD COM 92240M108 1610 165100 SH OTR 1 0 165100 0 VECTOR GROUP LTD COM 92240M108 266 27300 SH SOLE 27300 0 0 VECTRUS INC COM 92242T101 567 13979 SH SOLE 13979 0 0 VECTRUS INC COM 92242T101 3176 78303 SH OTR 1 0 78303 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 486 545000 PRN SOLE 545000 0 0 VEEVA SYS INC CL A COM 922475108 6959 42928 SH OTR 1 0 42928 0 VEEVA SYS INC CL A COM 922475108 417 2575 SH SOLE 2575 0 0 VENTAS INC COM 92276F100 12233 178969 SH OTR 1 0 178969 0 VENTAS INC COM 92276F100 527 7707 SH OTR 5 0 7707 0 VENTAS INC COM 92276F100 1501 21955 SH SOLE 21955 0 0 VERA BRADLEY INC COM 92335C106 2098 174808 SH OTR 1 0 174808 0 VERA BRADLEY INC COM 92335C106 376 31322 SH SOLE 31322 0 0 VEREIT INC COM 92339V100 2199 244025 SH OTR 1 0 244025 0 VEREIT INC COM 92339V100 85 9419 SH SOLE 9419 0 0 VERINT SYS INC COM 92343X100 1670 31056 SH OTR 1 0 31056 0 VERINT SYS INC COM 92343X100 301 5588 SH SOLE 5588 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 83 77000 PRN OTR 4 8000 69000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 11635 10807000 PRN SOLE 10807000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 36379 33813000 PRN OTR 1 0 33813000 0 VERISIGN INC COM 92343E102 12224 58441 SH OTR 1 0 58441 0 VERISIGN INC COM 92343E102 740 3537 SH OTR 5 0 3537 0 VERISIGN INC COM 92343E102 3960 18931 SH SOLE 18931 0 0 VERISK ANALYTICS INC COM 92345Y106 12587 85942 SH OTR 1 0 85942 0 VERISK ANALYTICS INC COM 92345Y106 1248 8520 SH SOLE 8520 0 0 VERITIV CORP COM 923454102 816 41995 SH OTR 1 0 41995 0 VERITIV CORP COM 923454102 153 7866 SH SOLE 7866 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 48351 846337 SH OTR 1 0 846337 0 VERIZON COMMUNICATIONS INC COM 92343V104 15313 268034 SH SOLE 268034 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 6017 105313 SH OTR 5 0 105313 0 VERSO CORP CL A 92531L207 698 36664 SH OTR 1 0 36664 0 VERSO CORP CL A 92531L207 136 7154 SH SOLE 7154 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7017 38264 SH OTR 1 0 38264 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1162 6337 SH SOLE 6337 0 0 VIACOM INC NEW CL A 92553P102 2122 62217 SH OTR 1 0 62217 0 VIACOM INC NEW CL A 92553P102 289 8465 SH SOLE 8465 0 0 VIACOM INC NEW CL B 92553P201 10821 362259 SH OTR 1 0 362259 0 VIACOM INC NEW CL B 92553P201 645 21610 SH OTR 5 0 21610 0 VIACOM INC NEW CL B 92553P201 3006 100641 SH SOLE 100641 0 0 VIAVI SOLUTIONS INC COM 925550105 1446 108791 SH OTR 1 0 108791 0 VIAVI SOLUTIONS INC COM 925550105 258 19400 SH SOLE 19400 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 55 47000 PRN OTR 4 4000 43000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 6923 5879000 PRN SOLE 5879000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 32017 27200000 PRN OTR 1 0 27200000 0 VILLAGE SUPER MKT INC CL A NEW 927107409 323 12200 SH OTR 1 0 12200 0 VILLAGE SUPER MKT INC CL A NEW 927107409 61 2300 SH SOLE 2300 0 0 VISA INC COM CL A 92826C839 80915 466233 SH OTR 1 0 466233 0 VISA INC COM CL A 92826C839 6067 34960 SH OTR 5 0 34960 0 VISA INC COM CL A 92826C839 15900 91619 SH SOLE 91619 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 187 11299 SH SOLE 11299 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1039 62902 SH OTR 1 0 62902 0 VISTRA ENERGY CORP COM 92840M102 399 17773 SH SOLE 17773 0 0 VISTRA ENERGY CORP COM 92840M102 319 13918 SH OTR 2 0 13918 0 VISTRA ENERGY CORP COM 92840M102 4818 212820 SH OTR 1 0 212820 0 VMWARE INC CL A COM 928563402 6379 38148 SH OTR 1 0 38148 0 VMWARE INC CL A COM 928563402 1246 7453 SH SOLE 7453 0 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 222 185000 PRN SOLE 185000 0 0 VORNADO RLTY TR SH BEN INT 929042109 1436 22410 SH OTR 1 0 22410 0 VORNADO RLTY TR SH BEN INT 929042109 272 4247 SH SOLE 4247 0 0 VOYA FINL INC COM 929089100 5908 106838 SH OTR 1 0 106838 0 VOYA FINL INC COM 929089100 1210 21885 SH SOLE 21885 0 0 VULCAN MATLS CO COM 929160109 575 4188 SH SOLE 4188 0 0 VULCAN MATLS CO COM 929160109 3924 28581 SH OTR 1 0 28581 0 WABASH NATL CORP COM 929566107 3354 206126 SH OTR 1 0 206126 0 WABASH NATL CORP COM 929566107 605 37200 SH SOLE 37200 0 0 WABTEC CORP COM 929740108 1499 20885 SH OTR 1 0 20885 0 WABTEC CORP COM 929740108 253 3524 SH SOLE 3524 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 7681 140491 SH OTR 1 0 140491 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1002 18323 SH SOLE 18323 0 0 WALMART INC COM 931142103 33253 300956 SH OTR 1 0 300956 0 WALMART INC COM 931142103 4303 38947 SH OTR 5 0 38947 0 WALMART INC COM 931142103 11429 103439 SH SOLE 103439 0 0 WARRIOR MET COAL INC COM 93627C101 3414 130714 SH OTR 1 0 130714 0 WARRIOR MET COAL INC COM 93627C101 610 23346 SH SOLE 23346 0 0 WASTE MGMT INC DEL COM 94106L109 14111 122307 SH OTR 1 0 122307 0 WASTE MGMT INC DEL COM 94106L109 5505 47718 SH SOLE 47718 0 0 WASTE MGMT INC DEL COM 94106L109 2651 22981 SH OTR 5 0 22981 0 WATERS CORP COM 941848103 2291 10644 SH OTR 1 0 10644 0 WATERS CORP COM 941848103 91 423 SH OTR 5 0 423 0 WATERS CORP COM 941848103 371 1724 SH SOLE 1724 0 0 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 770 508000 PRN SOLE 508000 0 0 WEC ENERGY GROUP INC COM 92939U106 10543 126466 SH OTR 1 0 126466 0 WEC ENERGY GROUP INC COM 92939U106 225 2697 SH OTR 5 0 2697 0 WEC ENERGY GROUP INC COM 92939U106 1450 17389 SH SOLE 17389 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 12 422 SH SOLE 422 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 481 17538 SH OTR 1 0 17538 0 WELLCARE HEALTH PLANS INC COM 94946T106 1852 6495 SH OTR 1 0 6495 0 WELLCARE HEALTH PLANS INC COM 94946T106 332 1163 SH SOLE 1163 0 0 WELLS FARGO CO NEW COM 949746101 34886 737239 SH OTR 1 0 737239 0 WELLS FARGO CO NEW COM 949746101 2462 52039 SH OTR 5 0 52039 0 WELLS FARGO CO NEW COM 949746101 7962 168249 SH SOLE 168249 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 31368 22960 SH OTR 1 0 22960 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 72 53 SH OTR 4 5 48 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 22729 16633 SH SOLE 16633 0 0 WELLTOWER INC COM 95040Q104 13115 160867 SH OTR 1 0 160867 0 WELLTOWER INC COM 95040Q104 101 1244 SH OTR 5 0 1244 0 WELLTOWER INC COM 95040Q104 1526 18719 SH SOLE 18719 0 0 WESBANCO INC COM 950810101 3891 100937 SH OTR 1 0 100937 0 WESBANCO INC COM 950810101 703 18225 SH SOLE 18225 0 0 WESCO AIRCRAFT HLDGS INC COM 950814103 2624 236400 SH OTR 1 0 236400 0 WESCO AIRCRAFT HLDGS INC COM 950814103 472 42500 SH SOLE 42500 0 0 WESCO INTL INC COM 95082P105 1022 20186 SH OTR 1 0 20186 0 WESCO INTL INC COM 95082P105 6 113 SH SOLE 113 0 0 WESTERN DIGITAL CORP COM 958102105 1814 38152 SH OTR 1 0 38152 0 WESTERN DIGITAL CORP COM 958102105 318 6681 SH SOLE 6681 0 0 WESTERN UN CO COM 959802109 2651 133276 SH OTR 1 0 133276 0 WESTERN UN CO COM 959802109 278 13966 SH SOLE 13966 0 0 WESTROCK CO COM 96145D105 313 8577 SH SOLE 8577 0 0 WESTROCK CO COM 96145D105 2279 62491 SH OTR 1 0 62491 0 WEYERHAEUSER CO COM 962166104 3038 115347 SH OTR 1 0 115347 0 WEYERHAEUSER CO COM 962166104 512 19431 SH SOLE 19431 0 0 WHIRLPOOL CORP COM 963320106 6923 48632 SH OTR 1 0 48632 0 WHIRLPOOL CORP COM 963320106 107 752 SH OTR 5 0 752 0 WHIRLPOOL CORP COM 963320106 664 4664 SH SOLE 4664 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 970 1000000 PRN OTR 1 0 1000000 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1266 1305000 PRN SOLE 1305000 0 0 WILLIAMS COS INC DEL COM 969457100 6363 226922 SH OTR 1 0 226922 0 WILLIAMS COS INC DEL COM 969457100 854 30472 SH SOLE 30472 0 0 WILLIAMS SONOMA INC COM 969904101 1849 28443 SH SOLE 28443 0 0 WILLIAMS SONOMA INC COM 969904101 8343 128349 SH OTR 1 0 128349 0 WILLIAMS SONOMA INC COM 969904101 877 13496 SH OTR 5 0 13496 0 WILLIS LEASE FINANCE CORP COM 970646105 76 1300 SH SOLE 1300 0 0 WILLIS LEASE FINANCE CORP COM 970646105 432 7400 SH OTR 1 0 7400 0 WINGSTOP INC COM 974155103 663 7000 SH OTR 1 0 7000 0 WINGSTOP INC COM 974155103 114 1200 SH SOLE 1200 0 0 WIX COM LTD NOTE 7/0 92940WAB5 34197 27916000 PRN OTR 1 0 27916000 0 WIX COM LTD NOTE 7/0 92940WAB5 5963 4868000 PRN SOLE 4868000 0 0 WOODWARD INC COM 980745103 2824 24952 SH OTR 1 0 24952 0 WOODWARD INC COM 980745103 498 4400 SH SOLE 4400 0 0 WORKDAY INC CL A 98138H101 2042 9935 SH OTR 1 0 9935 0 WORKDAY INC CL A 98138H101 232 1130 SH SOLE 1130 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 48388 32221000 PRN OTR 1 0 32221000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 124 83000 PRN OTR 4 8000 75000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 15218 10128000 PRN SOLE 10128000 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1657 657000 PRN SOLE 657000 0 0 WORKIVA INC COM CL A 98139A105 1245 21427 SH OTR 1 0 21427 0 WORKIVA INC COM CL A 98139A105 221 3800 SH SOLE 3800 0 0 WORLD FUEL SVCS CORP COM 981475106 4078 113400 SH OTR 1 0 113400 0 WORLD FUEL SVCS CORP COM 981475106 730 20300 SH SOLE 20300 0 0 WORLDPAY INC CL A 981558109 3543 28910 SH OTR 1 0 28910 0 WORLDPAY INC CL A 981558109 49 397 SH SOLE 397 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5339 4938000 PRN OTR 1 0 4938000 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 89 82000 PRN OTR 4 8000 74000 0 WYNDHAM DESTINATIONS INC COM 98310W108 266 6051 SH SOLE 6051 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 2316 52765 SH OTR 1 0 52765 0 WYNN RESORTS LTD COM 983134107 623 5023 SH SOLE 5023 0 0 WYNN RESORTS LTD COM 983134107 3783 30508 SH OTR 1 0 30508 0 XCEL ENERGY INC COM 98389B100 10793 181421 SH OTR 1 0 181421 0 XCEL ENERGY INC COM 98389B100 1167 19614 SH SOLE 19614 0 0 XENCOR INC COM 98401F105 1669 40774 SH OTR 1 0 40774 0 XENCOR INC COM 98401F105 295 7206 SH SOLE 7206 0 0 XENIA HOTELS & RESORTS INC COM 984017103 3919 187974 SH OTR 1 0 187974 0 XENIA HOTELS & RESORTS INC COM 984017103 704 33787 SH SOLE 33787 0 0 XEROX CORP COM NEW 984121608 4136 116797 SH SOLE 116797 0 0 XEROX CORP COM NEW 984121608 16394 462986 SH OTR 1 0 462986 0 XEROX CORP COM NEW 984121608 1939 54753 SH OTR 5 0 54753 0 XILINX INC COM 983919101 4337 36781 SH OTR 1 0 36781 0 XILINX INC COM 983919101 709 6010 SH SOLE 6010 0 0 XPERI CORP COM 98421B100 2835 137699 SH OTR 1 0 137699 0 XPERI CORP COM 98421B100 510 24775 SH SOLE 24775 0 0 XPO LOGISTICS INC COM 983793100 12295 212688 SH OTR 1 0 212688 0 XYLEM INC COM 98419M100 1943 23229 SH OTR 1 0 23229 0 XYLEM INC COM 98419M100 313 3739 SH SOLE 3739 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 224 55700 SH OTR 1 0 55700 0 YRC WORLDWIDE INC COM PAR $.01 984249607 44 11000 SH SOLE 11000 0 0 YUM BRANDS INC COM 988498101 6148 55550 SH OTR 1 0 55550 0 YUM BRANDS INC COM 988498101 760 6869 SH SOLE 6869 0 0 YUM CHINA HLDGS INC COM 98850P109 17018 368345 SH OTR 1 0 368345 0 YUM CHINA HLDGS INC COM 98850P109 1095 23696 SH SOLE 23696 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 5066 24184 SH OTR 1 0 24184 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 266 1270 SH SOLE 1270 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5405 3521000 PRN OTR 1 0 3521000 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 2754 1794000 PRN SOLE 1794000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 14293 14486000 PRN OTR 1 0 14486000 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 1535 1556000 PRN SOLE 1556000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 5379 4753000 PRN OTR 1 0 4753000 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 88 78000 PRN OTR 4 8000 70000 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1527 1346000 PRN SOLE 1346000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 792 6724 SH SOLE 6724 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 5847 49659 SH OTR 1 0 49659 0 ZIONS BANCORPORATION N A COM 989701107 1084 23568 SH OTR 1 0 23568 0 ZIONS BANCORPORATION N A COM 989701107 173 3771 SH SOLE 3771 0 0 ZIX CORP COM 98974P100 2561 281690 SH OTR 1 0 281690 0 ZIX CORP COM 98974P100 462 50868 SH SOLE 50868 0 0 ZOETIS INC CL A 98978V103 7478 65894 SH OTR 1 0 65894 0 ZOETIS INC CL A 98978V103 1241 10937 SH SOLE 10937 0 0 ZSCALER INC COM 98980G102 529 6900 SH OTR 1 0 6900 0 ZSCALER INC COM 98980G102 107 1400 SH SOLE 1400 0 0 ZYNEX INC COM 98986M103 790 87900 SH OTR 1 0 87900 0 ZYNEX INC COM 98986M103 145 16100 SH SOLE 16100 0 0 ZYNGA INC CL A 98986T108 230 37521 SH SOLE 37521 0 0 ZYNGA INC CL A 98986T108 1409 229800 SH OTR 1 0 229800 0