0001085146-19-002701.txt : 20191101
0001085146-19-002701.hdr.sgml : 20191101
20191101171155
ACCESSION NUMBER: 0001085146-19-002701
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191101
DATE AS OF CHANGE: 20191101
EFFECTIVENESS DATE: 20191101
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MACKAY SHIELDS LLC
CENTRAL INDEX KEY: 0000061227
IRS NUMBER: 134080466
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00046
FILM NUMBER: 191187576
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 212-230-3811
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP
DATE OF NAME CHANGE: 19920929
13F-HR
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MACKAY SHIELDS LLC
1345 AVENUE OF THE AMERICAS
42ND FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-00046
N
Rene A. Bustamante
Chief Compliance Officer
212-230-3811
/s/ Rene A. Bustamante
New York
NY
10-18-2019
7
2897
16401499
1
0001133639
028-06325
NEW YORK LIFE INVESTMENT MANAGEMENT LLC
2
0001125816
028-06487
FIRST TRUST ADVISORS LP
3
0000071633
028-00065
NEW YORK LIFE INSURANCE CO
4
0001269119
028-10748
OPPENHEIMER ASSET MANAGEMENT INC.
5
0001162695
028-10044
MCMORGAN & CO LLC
6
0001447578
028-13256
RIVERNORTH CAPITAL MANAGEMENT, LLC
7
0001415996
028-13712
IndexIQ Advisors LLC
INFORMATION TABLE
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form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
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002535300
2223
34587
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05
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002535300
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338052
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COM
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COM
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COM
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COM
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ABIOMED INC
COM
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COM
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COM
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COM
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323
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COM
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COM
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COM
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COM
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COM
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01
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125914
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COM
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ADOBE INC
COM
00724F101
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SH
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01
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159686
0
ADOBE INC
COM
00724F101
2026
7333
SH
OTR
05
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7333
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ADOBE INC
COM
00724F101
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23879
SH
SOLE
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0
0
ADT INC
COM
00090Q103
758
120838
SH
OTR
01
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120838
0
ADT INC
COM
00090Q103
94
15066
SH
SOLE
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0
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ADVANCE AUTO PARTS INC
COM
00751Y106
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9213
SH
OTR
01
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9213
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ADVANCE AUTO PARTS INC
COM
00751Y106
430
2602
SH
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ADVANCED ENERGY INDS
COM
007973100
1003
17475
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01
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17475
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ADVANCED ENERGY INDS
COM
007973100
189
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ADVANCED MICRO DEVICES INC
COM
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1083
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SOLE
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ADVANCED MICRO DEVICES INC
COM
007903107
4059
140000
SH
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01
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NOTE 2.125% 9/0
007903BD8
3755
1007000
PRN
SOLE
1007000
0
0
ADVANSIX INC
COM
00773T101
3020
117420
SH
OTR
01
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COM
00773T101
574
22300
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SOLE
22300
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COM
00766T100
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128467
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OTR
01
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128467
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COM
00766T100
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OTR
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19844
0
AECOM
COM
00766T100
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SH
SOLE
19929
0
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AEROJET ROCKETDYNE HLDGS INC
COM
007800105
3658
72419
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OTR
01
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72419
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COM
007800105
683
13527
SH
SOLE
13527
0
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NOTE 2.250%12/1
007800AB1
35015
17538000
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OTR
01
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17538000
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AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
68
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OTR
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NOTE 2.250%12/1
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19944000
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COM
00130H105
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OTR
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AES CORP
COM
00130H105
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AES CORP
COM
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COM
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COM
008252108
112
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COM
001055102
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SH
OTR
01
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132942
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AFLAC INC
COM
001055102
1309
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SH
SOLE
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AGCO CORP
COM
001084102
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OTR
05
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AGCO CORP
COM
001084102
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SH
SOLE
18735
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AGCO CORP
COM
001084102
6835
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SH
OTR
01
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90291
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AGILENT TECHNOLOGIES INC
COM
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AGILENT TECHNOLOGIES INC
COM
00846U101
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COM
00847J105
279
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SH
OTR
01
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AGILYSYS INC
COM
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SH
SOLE
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COM
00900T107
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01
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COM
00900T107
188
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AIR PRODS & CHEMS INC
COM
009158106
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AIR PRODS & CHEMS INC
COM
009158106
2426
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SH
SOLE
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NOTE 1.125%10/1
00922RAB1
349
373000
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SOLE
373000
0
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AKAMAI TECHNOLOGIES INC
COM
00971T101
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SH
SOLE
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0
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AKAMAI TECHNOLOGIES INC
COM
00971T101
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AKAMAI TECHNOLOGIES INC
COM
00971T101
25926
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SH
OTR
01
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AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
2118
1842000
PRN
SOLE
1842000
0
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AKORN INC
COM
009728106
2307
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SH
OTR
01
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AKORN INC
COM
009728106
439
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SH
SOLE
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ALARM COM HLDGS INC
COM
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01
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COM
011642105
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COM
011659109
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SH
OTR
01
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15896
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ALASKA AIR GROUP INC
COM
011659109
230
3536
SH
SOLE
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0
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COM
012653101
294
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SH
SOLE
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0
0
ALBEMARLE CORP
COM
012653101
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13656
SH
OTR
01
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13656
0
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COM
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23287
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COM
015271109
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SOLE
4694
0
0
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COM
015351109
4979
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SH
OTR
01
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COM
015351109
881
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SH
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01609W102
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64020
SH
OTR
01
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64020
0
ALIBABA GROUP HLDG LTD
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01609W102
2141
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SOLE
12800
0
0
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COM
016255101
2625
14510
SH
OTR
01
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14510
0
ALIGN TECHNOLOGY INC
COM
016255101
482
2665
SH
SOLE
2665
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
628
400000
PRN
SOLE
400000
0
0
ALLETE INC
COM NEW
018522300
253
2897
SH
SOLE
2897
0
0
ALLETE INC
COM NEW
018522300
465
5321
SH
OTR
05
0
5321
0
ALLETE INC
COM NEW
018522300
841
9625
SH
OTR
01
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9625
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
238
1861
SH
SOLE
1861
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
669
5222
SH
OTR
01
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5222
0
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COM
018802108
1653
30646
SH
OTR
01
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30646
0
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COM
018802108
452
8384
SH
SOLE
8384
0
0
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COM
01973R101
2833
60203
SH
OTR
01
0
60203
0
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COM
01973R101
365
7765
SH
SOLE
7765
0
0
ALLSTATE CORP
COM
020002101
12239
112615
SH
OTR
01
0
112615
0
ALLSTATE CORP
COM
020002101
2721
25033
SH
OTR
05
0
25033
0
ALLSTATE CORP
COM
020002101
2866
26369
SH
SOLE
26369
0
0
ALPHABET INC
CAP STK CL A
02079K305
20325
16644
SH
SOLE
16644
0
0
ALPHABET INC
CAP STK CL A
02079K305
7477
6123
SH
OTR
05
0
6123
0
ALPHABET INC
CAP STK CL A
02079K305
98418
80595
SH
OTR
01
0
80595
0
ALPHABET INC
CAP STK CL C
02079K107
97948
80351
SH
OTR
01
0
80351
0
ALPHABET INC
CAP STK CL C
02079K107
8028
6586
SH
OTR
05
0
6586
0
ALPHABET INC
CAP STK CL C
02079K107
20675
16961
SH
SOLE
16961
0
0
ALTICE USA INC
CL A
02156K103
12594
439121
SH
OTR
01
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439121
0
ALTICE USA INC
CL A
02156K103
931
32449
SH
SOLE
32449
0
0
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COM
02209S103
11691
285833
SH
OTR
01
0
285833
0
ALTRIA GROUP INC
COM
02209S103
188
4594
SH
OTR
05
0
4594
0
ALTRIA GROUP INC
COM
02209S103
1350
33014
SH
SOLE
33014
0
0
ALZA CORP
SDCV 7/2
02261WAB5
21563
12090000
PRN
SOLE
12090000
0
0
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COM
023135106
39657
22845
SH
SOLE
22845
0
0
AMAZON COM INC
COM
023135106
205756
118529
SH
OTR
01
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118529
0
AMAZON COM INC
COM
023135106
13993
8061
SH
OTR
05
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8061
0
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COM
023608102
3799
47461
SH
OTR
01
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47461
0
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COM
023608102
703
8780
SH
SOLE
8780
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1377
51058
SH
OTR
01
0
51058
0
AMERICAN AIRLS GROUP INC
COM
02376R102
315
11689
SH
SOLE
11689
0
0
AMERICAN ASSETS TR INC
COM
024013104
3435
73500
SH
OTR
01
0
73500
0
AMERICAN ASSETS TR INC
COM
024013104
650
13900
SH
SOLE
13900
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
954
19832
SH
SOLE
19832
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
5496
114317
SH
OTR
01
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114317
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
1296
26947
SH
OTR
05
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26947
0
AMERICAN ELEC PWR CO INC
COM
025537101
1981
21149
SH
SOLE
21149
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
9429
100639
SH
OTR
01
0
100639
0
AMERICAN ELEC PWR CO INC
COM
025537101
846
9030
SH
OTR
05
0
9030
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
3643
150535
SH
OTR
01
0
150535
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
691
28537
SH
SOLE
28537
0
0
AMERICAN EXPRESS CO
COM
025816109
22613
191178
SH
OTR
01
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191178
0
AMERICAN EXPRESS CO
COM
025816109
3456
29215
SH
OTR
05
0
29215
0
AMERICAN EXPRESS CO
COM
025816109
5371
45405
SH
SOLE
45405
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
914
8471
SH
OTR
01
0
8471
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
46
428
SH
SOLE
428
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
6159
237886
SH
OTR
01
0
237886
0
AMERICAN HOMES 4 RENT
CL A
02665T306
276
10643
SH
SOLE
10643
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
3132
56238
SH
OTR
05
0
56238
0
AMERICAN INTL GROUP INC
COM NEW
026874784
4946
88793
SH
SOLE
88793
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
20639
370530
SH
OTR
01
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370530
0
AMERICAN NATL INS CO
COM
028591105
4275
34555
SH
OTR
01
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34555
0
AMERICAN NATL INS CO
COM
028591105
314
2537
SH
SOLE
2537
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
13692
13500000
PRN
OTR
01
0
13500000
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
22911
22590000
PRN
SOLE
22590000
0
0
AMERICAN STS WTR CO
COM
029899101
4169
46389
SH
OTR
01
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46389
0
AMERICAN STS WTR CO
COM
029899101
798
8884
SH
SOLE
8884
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
156
19900
SH
SOLE
19900
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
842
107400
SH
OTR
01
0
107400
0
AMERICAN TOWER CORP NEW
COM
03027X100
6531
29535
SH
SOLE
29535
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
36794
166391
SH
OTR
01
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166391
0
AMERICAN TOWER CORP NEW
COM
03027X100
2613
11817
SH
OTR
05
0
11817
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
3325
37400
SH
OTR
01
0
37400
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
622
7000
SH
SOLE
7000
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
2892
23276
SH
OTR
01
0
23276
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
724
5829
SH
SOLE
5829
0
0
AMERICAS CAR MART INC
COM
03062T105
2925
31900
SH
OTR
01
0
31900
0
AMERICAS CAR MART INC
COM
03062T105
559
6100
SH
SOLE
6100
0
0
AMERICOLD RLTY TR
COM
03064D108
267
7207
SH
SOLE
7207
0
0
AMERICOLD RLTY TR
COM
03064D108
2184
58905
SH
OTR
01
0
58905
0
AMERIPRISE FINL INC
COM
03076C106
4420
30048
SH
SOLE
30048
0
0
AMERIPRISE FINL INC
COM
03076C106
2701
18361
SH
OTR
05
0
18361
0
AMERIPRISE FINL INC
COM
03076C106
20687
140633
SH
OTR
01
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140633
0
AMERISOURCEBERGEN CORP
COM
03073E105
22948
278727
SH
OTR
01
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278727
0
AMERISOURCEBERGEN CORP
COM
03073E105
2383
28941
SH
OTR
05
0
28941
0
AMERISOURCEBERGEN CORP
COM
03073E105
3659
44439
SH
SOLE
44439
0
0
AMETEK INC NEW
COM
031100100
2865
31207
SH
OTR
01
0
31207
0
AMETEK INC NEW
COM
031100100
752
8187
SH
SOLE
8187
0
0
AMGEN INC
COM
031162100
28640
148003
SH
OTR
01
0
148003
0
AMGEN INC
COM
031162100
2021
10443
SH
OTR
05
0
10443
0
AMGEN INC
COM
031162100
5772
29826
SH
SOLE
29826
0
0
AMICUS THERAPEUTICS INC
COM
03152W109
1499
186941
SH
OTR
01
0
186941
0
AMICUS THERAPEUTICS INC
COM
03152W109
286
35665
SH
SOLE
35665
0
0
AMKOR TECHNOLOGY INC
COM
031652100
79
8701
SH
SOLE
8701
0
0
AMKOR TECHNOLOGY INC
COM
031652100
393
43224
SH
OTR
01
0
43224
0
AMN HEALTHCARE SERVICES INC
COM
001744101
2210
38400
SH
OTR
01
0
38400
0
AMN HEALTHCARE SERVICES INC
COM
001744101
403
7000
SH
SOLE
7000
0
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
2757
139036
SH
OTR
01
0
139036
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
522
26342
SH
SOLE
26342
0
0
AMPHENOL CORP NEW
CL A
032095101
3704
38386
SH
OTR
01
0
38386
0
AMPHENOL CORP NEW
CL A
032095101
1012
10486
SH
SOLE
10486
0
0
AMPLIFY ENERGY CORP NEW
COM
03212B103
258
41835
SH
SOLE
41835
0
0
AMPLIFY ENERGY CORP NEW
COM
03212B103
1358
220052
SH
OTR
01
0
220052
0
ANALOG DEVICES INC
COM
032654105
1540
13779
SH
SOLE
13779
0
0
ANALOG DEVICES INC
COM
032654105
7591
67939
SH
OTR
01
0
67939
0
ANAPTYSBIO INC
COM
032724106
809
23131
SH
OTR
01
0
23131
0
ANAPTYSBIO INC
COM
032724106
154
4396
SH
SOLE
4396
0
0
ANGIODYNAMICS INC
COM
03475V101
809
43900
SH
OTR
01
0
43900
0
ANGIODYNAMICS INC
COM
03475V101
151
8200
SH
SOLE
8200
0
0
ANI PHARMACEUTICALS INC
COM
00182C103
2916
40014
SH
OTR
01
0
40014
0
ANI PHARMACEUTICALS INC
COM
00182C103
548
7513
SH
SOLE
7513
0
0
ANIXTER INTL INC
COM
035290105
1740
25172
SH
OTR
01
0
25172
0
ANIXTER INTL INC
COM
035290105
312
4510
SH
SOLE
4510
0
0
ANNALY CAP MGMT INC
COM
035710409
92
10500
SH
SOLE
10500
0
0
ANSYS INC
COM
03662Q105
2575
11631
SH
OTR
01
0
11631
0
ANSYS INC
COM
03662Q105
719
3246
SH
SOLE
3246
0
0
ANTHEM INC
COM
036752103
24068
100243
SH
OTR
01
0
100243
0
ANTHEM INC
COM
036752103
3220
13412
SH
OTR
05
0
13412
0
ANTHEM INC
COM
036752103
5387
22438
SH
SOLE
22438
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
65053
19421000
PRN
OTR
01
0
19421000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
104
31000
PRN
OTR
04
3000
28000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
83737
24995000
PRN
SOLE
24995000
0
0
APACHE CORP
COM
037411105
1240
48450
SH
OTR
01
0
48450
0
APACHE CORP
COM
037411105
363
14192
SH
SOLE
14192
0
0
APARTMENT INVT & MGMT CO
CL A
03748R754
8832
169396
SH
OTR
01
0
169396
0
APARTMENT INVT & MGMT CO
CL A
03748R754
1807
34657
SH
SOLE
34657
0
0
APARTMENT INVT & MGMT CO
CL A
03748R754
2339
44862
SH
OTR
05
0
44862
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
415
25044
SH
OTR
01
0
25044
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
9
526
SH
SOLE
526
0
0
APPLE INC
COM
037833100
254642
1136949
SH
OTR
01
0
1136949
0
APPLE INC
COM
037833100
20684
92352
SH
OTR
05
0
92352
0
APPLE INC
COM
037833100
50396
225013
SH
SOLE
225013
0
0
APPLIED MATLS INC
COM
038222105
19280
386367
SH
OTR
01
0
386367
0
APPLIED MATLS INC
COM
038222105
2238
44842
SH
OTR
05
0
44842
0
APPLIED MATLS INC
COM
038222105
3449
69116
SH
SOLE
69116
0
0
ARAMARK
COM
03852U106
12987
298000
SH
OTR
01
0
298000
0
ARAMARK
COM
03852U106
2013
46185
SH
SOLE
46185
0
0
ARCBEST CORP
COM
03937C105
371
12200
SH
SOLE
12200
0
0
ARCBEST CORP
COM
03937C105
1949
64000
SH
OTR
01
0
64000
0
ARCHER DANIELS MIDLAND CO
COM
039483102
2953
71909
SH
OTR
01
0
71909
0
ARCHER DANIELS MIDLAND CO
COM
039483102
916
22305
SH
SOLE
22305
0
0
ARCONIC INC
COM
03965L100
5473
210501
SH
OTR
01
0
210501
0
ARCONIC INC
COM
03965L100
488
18787
SH
OTR
05
0
18787
0
ARCONIC INC
COM
03965L100
942
36244
SH
SOLE
36244
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
1491
32572
SH
OTR
01
0
32572
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
284
6208
SH
SOLE
6208
0
0
ARES CAP CORP
NOTE 3.750% 2/0
04010LAT0
693
669000
PRN
SOLE
669000
0
0
ARES CAP CORP
NOTE 4.625% 3/0
04010LAW3
6491
6142000
PRN
SOLE
6142000
0
0
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
286
19191
SH
SOLE
19191
0
0
ARISTA NETWORKS INC
COM
040413106
1677
7021
SH
OTR
01
0
7021
0
ARISTA NETWORKS INC
COM
040413106
453
1896
SH
SOLE
1896
0
0
ARROW ELECTRS INC
COM
042735100
12593
168855
SH
OTR
01
0
168855
0
ARROW ELECTRS INC
COM
042735100
1719
23054
SH
OTR
05
0
23054
0
ARROW ELECTRS INC
COM
042735100
2024
27132
SH
SOLE
27132
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
1593
56526
SH
OTR
01
0
56526
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
302
10700
SH
SOLE
10700
0
0
ARTESIAN RESOURCES CORP
CL A
043113208
196
5284
SH
OTR
01
0
5284
0
ARTESIAN RESOURCES CORP
CL A
043113208
33
900
SH
SOLE
900
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
3643
35600
SH
OTR
01
0
35600
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
686
6700
SH
SOLE
6700
0
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
66
51300
SH
SOLE
51300
0
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
343
267700
SH
OTR
01
0
267700
0
ASSERTIO THERAPEUTICS INC
NOTE 2.500% 9/0
249908AA2
579
775000
PRN
SOLE
775000
0
0
ASSURANT INC
COM
04621X108
4697
37329
SH
OTR
01
0
37329
0
ASSURANT INC
COM
04621X108
525
4175
SH
SOLE
4175
0
0
AT&T INC
COM
00206R102
45852
1211737
SH
OTR
01
0
1211737
0
AT&T INC
COM
00206R102
3132
82779
SH
OTR
05
0
82779
0
AT&T INC
COM
00206R102
14176
374622
SH
SOLE
374622
0
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
151
10692
SH
SOLE
10692
0
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
800
56639
SH
OTR
01
0
56639
0
ATKORE INTL GROUP INC
COM
047649108
627
20654
SH
SOLE
20654
0
0
ATKORE INTL GROUP INC
COM
047649108
3303
108824
SH
OTR
01
0
108824
0
ATLANTIC PWR CORP
COM NEW
04878Q863
954
407715
SH
OTR
01
0
407715
0
ATLANTIC PWR CORP
COM NEW
04878Q863
186
79700
SH
SOLE
79700
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
29486
33185000
PRN
OTR
01
0
33185000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
68
77000
PRN
OTR
04
7000
70000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
33739
37941000
PRN
SOLE
37941000
0
0
ATMOS ENERGY CORP
COM
049560105
1737
15250
SH
OTR
01
0
15250
0
ATMOS ENERGY CORP
COM
049560105
486
4263
SH
SOLE
4263
0
0
ATN INTL INC
COM
00215F107
33
562
SH
SOLE
562
0
0
ATN INTL INC
COM
00215F107
172
2949
SH
OTR
01
0
2949
0
AUDENTES THERAPEUTICS INC
COM
05070R104
1074
38241
SH
OTR
01
0
38241
0
AUDENTES THERAPEUTICS INC
COM
05070R104
204
7253
SH
SOLE
7253
0
0
AUTODESK INC
COM
052769106
6048
40948
SH
OTR
01
0
40948
0
AUTODESK INC
COM
052769106
1157
7833
SH
SOLE
7833
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
9778
60577
SH
OTR
01
0
60577
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
3625
22457
SH
SOLE
22457
0
0
AUTONATION INC
COM
05329W102
13660
269434
SH
OTR
01
0
269434
0
AUTONATION INC
COM
05329W102
1280
25244
SH
SOLE
25244
0
0
AUTOZONE INC
COM
053332102
27466
25323
SH
OTR
01
0
25323
0
AUTOZONE INC
COM
053332102
2626
2421
SH
OTR
05
0
2421
0
AUTOZONE INC
COM
053332102
4434
4088
SH
SOLE
4088
0
0
AVALARA INC
COM
05338G106
659
9800
SH
OTR
01
0
9800
0
AVALARA INC
COM
05338G106
126
1873
SH
SOLE
1873
0
0
AVALONBAY CMNTYS INC
COM
053484101
8132
37765
SH
OTR
01
0
37765
0
AVALONBAY CMNTYS INC
COM
053484101
1357
6300
SH
SOLE
6300
0
0
AVANTOR INC
COM
05352A100
2413
164130
SH
OTR
01
0
164130
0
AVANTOR INC
COM
05352A100
286
19487
SH
SOLE
19487
0
0
AVAYA HLDGS CORP
COM
05351X101
1725
168629
SH
OTR
01
0
168629
0
AVAYA HLDGS CORP
COM
05351X101
332
32440
SH
SOLE
32440
0
0
AVAYA HLDGS CORP
NOTE 2.250% 6/1
05351XAB7
417
487000
PRN
SOLE
487000
0
0
AVERY DENNISON CORP
COM
053611109
1233
10859
SH
OTR
01
0
10859
0
AVERY DENNISON CORP
COM
053611109
293
2578
SH
SOLE
2578
0
0
AVID TECHNOLOGY INC
COM
05367P100
404
65308
SH
OTR
01
0
65308
0
AVID TECHNOLOGY INC
COM
05367P100
74
11900
SH
SOLE
11900
0
0
AVNET INC
COM
053807103
1466
32949
SH
OTR
05
0
32949
0
AVNET INC
COM
053807103
1849
41574
SH
SOLE
41574
0
0
AVNET INC
COM
053807103
13662
307112
SH
OTR
01
0
307112
0
AVX CORP NEW
COM
002444107
238
15651
SH
OTR
01
0
15651
0
AVX CORP NEW
COM
002444107
43
2800
SH
SOLE
2800
0
0
AXA EQUITABLE HLDGS INC
COM
054561105
9887
446150
SH
OTR
01
0
446150
0
AXA EQUITABLE HLDGS INC
COM
054561105
1832
82671
SH
SOLE
82671
0
0
AZZ INC
COM
002474104
1322
30359
SH
OTR
01
0
30359
0
AZZ INC
COM
002474104
240
5500
SH
SOLE
5500
0
0
BAIDU INC
SPON ADR REP A
056752108
639
6223
SH
OTR
01
0
6223
0
BAIDU INC
SPON ADR REP A
056752108
175
1700
SH
SOLE
1700
0
0
BAKER HUGHES A GE CO
CL A
05722G100
464
19998
SH
SOLE
19998
0
0
BAKER HUGHES A GE CO
CL A
05722G100
1714
73890
SH
OTR
01
0
73890
0
BALL CORP
COM
058498106
8987
123433
SH
OTR
01
0
123433
0
BALL CORP
COM
058498106
1568
21542
SH
SOLE
21542
0
0
BANCO MACRO SA
SPON ADR B
05961W105
1
31
SH
OTR
01
0
31
0
BANCO MACRO SA
SPON ADR B
05961W105
554
21300
SH
SOLE
21300
0
0
BANCORP INC DEL
COM
05969A105
2966
299555
SH
OTR
01
0
299555
0
BANCORP INC DEL
COM
05969A105
563
56851
SH
SOLE
56851
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
40624
27109
SH
OTR
01
0
27109
0
BANK AMER CORP
7.25%CNV PFD L
060505682
55639
37134
SH
SOLE
37134
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
159
106
SH
OTR
04
10
96
0
BANK AMER CORP
COM
060505104
6657
228216
SH
OTR
05
0
228216
0
BANK AMER CORP
COM
060505104
72051
2470029
SH
OTR
01
0
2470029
0
BANK AMER CORP
COM
060505104
15777
540852
SH
SOLE
540852
0
0
BANK COMM HLDGS
COM
06424J103
98
8998
SH
OTR
01
0
8998
0
BANK COMM HLDGS
COM
06424J103
21
1931
SH
SOLE
1931
0
0
BANK NEW YORK MELLON CORP
COM
064058100
6450
142677
SH
OTR
01
0
142677
0
BANK NEW YORK MELLON CORP
COM
064058100
2233
49393
SH
SOLE
49393
0
0
BANK OZK
COM
06417N103
4689
171938
SH
OTR
01
0
171938
0
BANK OZK
COM
06417N103
862
31612
SH
SOLE
31612
0
0
BARNES & NOBLE ED INC
COM
06777U101
137
43800
SH
SOLE
43800
0
0
BARNES & NOBLE ED INC
COM
06777U101
721
231100
SH
OTR
01
0
231100
0
BARRETT BUSINESS SERVICES IN
COM
068463108
580
6534
SH
SOLE
6534
0
0
BARRETT BUSINESS SERVICES IN
COM
068463108
3029
34107
SH
OTR
01
0
34107
0
BASSETT FURNITURE INDS INC
COM
070203104
196
12800
SH
OTR
01
0
12800
0
BASSETT FURNITURE INDS INC
COM
070203104
37
2400
SH
SOLE
2400
0
0
BAXTER INTL INC
COM
071813109
7475
85459
SH
OTR
01
0
85459
0
BAXTER INTL INC
COM
071813109
2370
27099
SH
SOLE
27099
0
0
BAYCOM CORP
COM
07272M107
304
13402
SH
OTR
01
0
13402
0
BAYCOM CORP
COM
07272M107
61
2700
SH
SOLE
2700
0
0
BB&T CORP
COM
054937107
6780
127045
SH
OTR
01
0
127045
0
BB&T CORP
COM
054937107
1433
26854
SH
SOLE
26854
0
0
BBX CAP CORP NEW
CL A
05491N104
61
13000
SH
OTR
01
0
13000
0
BBX CAP CORP NEW
CL A
05491N104
12
2600
SH
SOLE
2600
0
0
BCB BANCORP INC
COM
055298103
121
9405
SH
SOLE
9405
0
0
BCB BANCORP INC
COM
055298103
669
52117
SH
OTR
01
0
52117
0
BEAZER HOMES USA INC
COM NEW
07556Q881
3087
207200
SH
OTR
01
0
207200
0
BEAZER HOMES USA INC
COM NEW
07556Q881
584
39200
SH
SOLE
39200
0
0
BECTON DICKINSON & CO
COM
075887109
10279
40633
SH
OTR
01
0
40633
0
BECTON DICKINSON & CO
COM
075887109
2438
9637
SH
SOLE
9637
0
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
34465
556290
SH
OTR
01
0
556290
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
96
1550
SH
OTR
04
154
1396
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
39245
633348
SH
SOLE
633348
0
0
BELDEN INC
COM
077454106
597
11200
SH
SOLE
11200
0
0
BELDEN INC
COM
077454106
3165
59334
SH
OTR
01
0
59334
0
BENCHMARK ELECTRS INC
COM
08160H101
535
18400
SH
SOLE
18400
0
0
BENCHMARK ELECTRS INC
COM
08160H101
2816
96890
SH
OTR
01
0
96890
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
78375
376768
SH
OTR
01
0
376768
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
9359
44991
SH
OTR
05
0
44991
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
21532
103509
SH
SOLE
103509
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
5213
132745
SH
OTR
01
0
132745
0
BERRY GLOBAL GROUP INC
COM
08579W103
560
14254
SH
SOLE
14254
0
0
BEST BUY INC
COM
086516101
24732
358483
SH
OTR
01
0
358483
0
BEST BUY INC
COM
086516101
2313
33526
SH
OTR
05
0
33526
0
BEST BUY INC
COM
086516101
3719
53910
SH
SOLE
53910
0
0
BG STAFFING INC
COM
05544A109
773
40472
SH
OTR
01
0
40472
0
BG STAFFING INC
COM
05544A109
146
7666
SH
SOLE
7666
0
0
BIO RAD LABS INC
CL A
090572207
82
246
SH
SOLE
246
0
0
BIO RAD LABS INC
CL A
090572207
566
1700
SH
OTR
01
0
1700
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
2144
509300
SH
OTR
01
0
509300
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
407
96600
SH
SOLE
96600
0
0
BIOGEN INC
COM
09062X103
12736
54702
SH
OTR
01
0
54702
0
BIOGEN INC
COM
09062X103
2331
10014
SH
OTR
05
0
10014
0
BIOGEN INC
COM
09062X103
2926
12569
SH
SOLE
12569
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
162
2400
SH
OTR
01
0
2400
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
128
1897
SH
SOLE
1897
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
91
93000
PRN
OTR
04
9000
84000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
46435
47133000
PRN
OTR
01
0
47133000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
51354
52110000
PRN
SOLE
52110000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
1871
1812000
PRN
SOLE
1812000
0
0
BLACKBAUD INC
COM
09227Q100
2050
22687
SH
OTR
01
0
22687
0
BLACKBAUD INC
COM
09227Q100
388
4300
SH
SOLE
4300
0
0
BLACKLINE INC
COM
09239B109
3067
64156
SH
OTR
01
0
64156
0
BLACKLINE INC
COM
09239B109
583
12200
SH
SOLE
12200
0
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
502
34857
SH
OTR
01
0
34857
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
2702
187485
SH
SOLE
187485
0
0
BLACKROCK INC
COM
09247X101
1947
4369
SH
SOLE
4369
0
0
BLACKROCK INC
COM
09247X101
9094
20406
SH
OTR
01
0
20406
0
BLACKROCK INC
COM
09247X101
211
474
SH
OTR
05
0
474
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
629
40431
SH
OTR
01
0
40431
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
4299
276282
SH
SOLE
276282
0
0
BLACKROCK LONG-TERM MUNI ADV
COM
09250B103
1032
81807
SH
SOLE
81807
0
0
BLACKROCK MUN 2030 TAR TERM
COM SHS BEN IN
09257P105
3968
167704
SH
SOLE
167704
0
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
260
18120
SH
OTR
01
0
18120
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
70
4861
SH
SOLE
4861
0
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
11649
821500
SH
SOLE
821500
0
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
802
70702
SH
OTR
01
0
70702
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
1151
101543
SH
SOLE
101543
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
7947
558453
SH
SOLE
558453
0
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
933
68572
SH
SOLE
68572
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
1345
99381
SH
SOLE
99381
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
953
70458
SH
OTR
01
0
70458
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
250
19526
SH
SOLE
19526
0
0
BLACKROCK MUNIVEST FD INC
COM
09253R105
4474
486305
SH
SOLE
486305
0
0
BLACKROCK MUNIY QUALITY FD I
COM
09254G108
734
56581
SH
SOLE
56581
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
475
31029
SH
SOLE
31029
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
992
75941
SH
SOLE
75941
0
0
BLACKROCK MUNIYIELD QUALITY
COM
09254F100
1004
66750
SH
SOLE
66750
0
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
330
23851
SH
OTR
01
0
23851
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
6350
451928
SH
SOLE
451928
0
0
BLACKROCK N Y MUN INCOME TR
SH BEN INT
09248L106
362
25594
SH
SOLE
25594
0
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
412
28807
SH
OTR
01
0
28807
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
622
43470
SH
SOLE
43470
0
0
BLOCK H & R INC
COM
093671105
12629
534676
SH
OTR
01
0
534676
0
BLOCK H & R INC
COM
093671105
1003
42475
SH
OTR
05
0
42475
0
BLOCK H & R INC
COM
093671105
1950
82571
SH
SOLE
82571
0
0
BLOOMIN BRANDS INC
COM
094235108
1968
103976
SH
OTR
01
0
103976
0
BLOOMIN BRANDS INC
COM
094235108
377
19914
SH
SOLE
19914
0
0
BLUE BIRD CORP
COM
095306106
485
25474
SH
OTR
01
0
25474
0
BLUE BIRD CORP
COM
095306106
95
5000
SH
SOLE
5000
0
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
2268
30869
SH
OTR
01
0
30869
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
423
5753
SH
SOLE
5753
0
0
BMC STK HLDGS INC
COM
05591B109
3552
135666
SH
OTR
01
0
135666
0
BMC STK HLDGS INC
COM
05591B109
675
25800
SH
SOLE
25800
0
0
BNY MELLON MUN INCOME INC
COM
05589T104
3846
411326
SH
SOLE
411326
0
0
BOEING CO
COM
097023105
43195
113530
SH
OTR
01
0
113530
0
BOEING CO
COM
097023105
1654
4347
SH
OTR
05
0
4347
0
BOEING CO
COM
097023105
10386
27297
SH
SOLE
27297
0
0
BOOKING HLDGS INC
COM
09857L108
13242
6747
SH
OTR
01
0
6747
0
BOOKING HLDGS INC
COM
09857L108
265
135
SH
OTR
05
0
135
0
BOOKING HLDGS INC
COM
09857L108
3317
1690
SH
SOLE
1690
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
15347
216089
SH
OTR
01
0
216089
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1474
20758
SH
SOLE
20758
0
0
BORGWARNER INC
COM
099724106
977
26645
SH
OTR
01
0
26645
0
BORGWARNER INC
COM
099724106
213
5803
SH
SOLE
5803
0
0
BOSTON BEER INC
CL A
100557107
728
2000
SH
SOLE
2000
0
0
BOSTON BEER INC
CL A
100557107
3786
10400
SH
OTR
01
0
10400
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
833
71500
SH
OTR
01
0
71500
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
154
13200
SH
SOLE
13200
0
0
BOSTON PROPERTIES INC
COM
101121101
4473
34500
SH
OTR
01
0
34500
0
BOSTON PROPERTIES INC
COM
101121101
861
6638
SH
SOLE
6638
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
7313
179727
SH
OTR
01
0
179727
0
BOSTON SCIENTIFIC CORP
COM
101137107
1990
48909
SH
SOLE
48909
0
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
271
28893
SH
SOLE
28893
0
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
1456
155097
SH
OTR
01
0
155097
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
135
8883
SH
SOLE
8883
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
1759
116136
SH
OTR
01
0
116136
0
BRIDGE BANCORP INC
COM
108035106
1770
59864
SH
OTR
01
0
59864
0
BRIDGE BANCORP INC
COM
108035106
336
11351
SH
SOLE
11351
0
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
489
40934
SH
OTR
01
0
40934
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
96
8000
SH
SOLE
8000
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
361
2365
SH
OTR
01
0
2365
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
46
300
SH
SOLE
300
0
0
BRIGHTCOVE INC
COM
10921T101
791
75500
SH
OTR
01
0
75500
0
BRIGHTCOVE INC
COM
10921T101
147
14000
SH
SOLE
14000
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
16575
409569
SH
OTR
01
0
409569
0
BRIGHTHOUSE FINL INC
COM
10922N103
1558
38503
SH
OTR
05
0
38503
0
BRIGHTHOUSE FINL INC
COM
10922N103
2846
70330
SH
SOLE
70330
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
12179
240160
SH
OTR
01
0
240160
0
BRISTOL MYERS SQUIBB CO
COM
110122108
2939
57951
SH
SOLE
57951
0
0
BROADCOM INC
COM
11135F101
43346
157010
SH
OTR
01
0
157010
0
BROADCOM INC
COM
11135F101
4226
15307
SH
OTR
05
0
15307
0
BROADCOM INC
COM
11135F101
8079
29263
SH
SOLE
29263
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
1835
14745
SH
OTR
01
0
14745
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
501
4026
SH
SOLE
4026
0
0
BROOKFIELD PROPERTY REIT INC
CL A
11282X103
2413
118337
SH
OTR
01
0
118337
0
BROOKFIELD PROPERTY REIT INC
CL A
11282X103
89
4371
SH
SOLE
4371
0
0
BROWN FORMAN CORP
CL B
115637209
1474
23484
SH
OTR
01
0
23484
0
BROWN FORMAN CORP
CL B
115637209
526
8374
SH
SOLE
8374
0
0
BRUKER CORP
COM
116794108
4574
104117
SH
OTR
01
0
104117
0
BRUKER CORP
COM
116794108
669
15237
SH
SOLE
15237
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
3872
188200
SH
OTR
01
0
188200
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
737
35800
SH
SOLE
35800
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
1483
17493
SH
OTR
01
0
17493
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
454
5350
SH
SOLE
5350
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
1215
113200
SH
OTR
01
0
113200
0
C&J ENERGY SVCS INC NEW
COM
12674R100
233
21700
SH
SOLE
21700
0
0
CABOT CORP
COM
127055101
205
4528
SH
SOLE
4528
0
0
CABOT CORP
COM
127055101
2293
50604
SH
OTR
01
0
50604
0
CABOT MICROELECTRONICS CORP
COM
12709P103
438
3100
SH
OTR
01
0
3100
0
CABOT MICROELECTRONICS CORP
COM
12709P103
85
600
SH
SOLE
600
0
0
CABOT OIL & GAS CORP
COM
127097103
1874
106682
SH
OTR
01
0
106682
0
CABOT OIL & GAS CORP
COM
127097103
269
15309
SH
SOLE
15309
0
0
CACI INTL INC
CL A
127190304
13881
60022
SH
OTR
01
0
60022
0
CACI INTL INC
CL A
127190304
2091
9041
SH
OTR
05
0
9041
0
CACI INTL INC
CL A
127190304
2334
10094
SH
SOLE
10094
0
0
CADENCE BANCORPORATION
CL A
12739A100
3762
214500
SH
OTR
01
0
214500
0
CADENCE BANCORPORATION
CL A
12739A100
712
40600
SH
SOLE
40600
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
3904
59085
SH
SOLE
59085
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
2493
37722
SH
OTR
05
0
37722
0
CADENCE DESIGN SYSTEM INC
COM
127387108
24610
372422
SH
OTR
01
0
372422
0
CAESARS ENTMT CORP
COM
127686103
375
32129
SH
SOLE
32129
0
0
CAESARS ENTMT CORP
COM
127686103
3063
262711
SH
OTR
01
0
262711
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
10812
6357000
PRN
OTR
01
0
6357000
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
16705
9821638
PRN
SOLE
9821638
0
0
CALAMP CORP
COM
128126109
177
15383
SH
OTR
01
0
15383
0
CALAMP CORP
COM
128126109
29
2538
SH
SOLE
2538
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
349
6600
SH
OTR
01
0
6600
0
CALIFORNIA WTR SVC GROUP
COM
130788102
69
1300
SH
SOLE
1300
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
309
2787
SH
SOLE
2787
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
3559
32063
SH
OTR
01
0
32063
0
CAMPBELL SOUP CO
COM
134429109
1021
21758
SH
OTR
01
0
21758
0
CAMPBELL SOUP CO
COM
134429109
277
5903
SH
SOLE
5903
0
0
CANNAE HLDGS INC
COM
13765N107
2122
77249
SH
OTR
01
0
77249
0
CANNAE HLDGS INC
COM
13765N107
397
14436
SH
SOLE
14436
0
0
CAPITAL ONE FINL CORP
COM
14040H105
15436
169665
SH
OTR
01
0
169665
0
CAPITAL ONE FINL CORP
COM
14040H105
2728
29990
SH
OTR
05
0
29990
0
CAPITAL ONE FINL CORP
COM
14040H105
3569
39232
SH
SOLE
39232
0
0
CAPSTAR FINL HLDGS INC
COM
14070T102
295
17800
SH
OTR
01
0
17800
0
CAPSTAR FINL HLDGS INC
COM
14070T102
56
3400
SH
SOLE
3400
0
0
CARDINAL HEALTH INC
COM
14149Y108
1146
24288
SH
SOLE
24288
0
0
CARDINAL HEALTH INC
COM
14149Y108
7106
150575
SH
OTR
01
0
150575
0
CARDINAL HEALTH INC
COM
14149Y108
207
4394
SH
OTR
05
0
4394
0
CAREER EDUCATION CORP
COM
141665109
505
31800
SH
SOLE
31800
0
0
CAREER EDUCATION CORP
COM
141665109
2679
168600
SH
OTR
01
0
168600
0
CARETRUST REIT INC
COM
14174T107
609
25900
SH
OTR
01
0
25900
0
CARETRUST REIT INC
COM
14174T107
125
5300
SH
SOLE
5300
0
0
CARMAX INC
COM
143130102
1880
21364
SH
OTR
01
0
21364
0
CARMAX INC
COM
143130102
537
6107
SH
SOLE
6107
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
3601
82382
SH
OTR
01
0
82382
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
634
14507
SH
SOLE
14507
0
0
CARRIAGE SVCS INC
COM
143905107
329
16100
SH
OTR
01
0
16100
0
CARRIAGE SVCS INC
COM
143905107
61
3000
SH
SOLE
3000
0
0
CASS INFORMATION SYS INC
COM
14808P109
265
4900
SH
OTR
01
0
4900
0
CASS INFORMATION SYS INC
COM
14808P109
49
900
SH
SOLE
900
0
0
CATALENT INC
COM
148806102
204
4286
SH
SOLE
4286
0
0
CATALENT INC
COM
148806102
1015
21300
SH
OTR
01
0
21300
0
CATERPILLAR INC DEL
COM
149123101
10922
86467
SH
OTR
01
0
86467
0
CATERPILLAR INC DEL
COM
149123101
2618
20724
SH
SOLE
20724
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
2969
25839
SH
OTR
01
0
25839
0
CBOE GLOBAL MARKETS INC
COM
12503M108
685
5958
SH
OTR
05
0
5958
0
CBOE GLOBAL MARKETS INC
COM
12503M108
773
6723
SH
SOLE
6723
0
0
CBRE GROUP INC
CL A
12504L109
10223
192846
SH
OTR
01
0
192846
0
CBRE GROUP INC
CL A
12504L109
759
14316
SH
OTR
05
0
14316
0
CBRE GROUP INC
CL A
12504L109
1569
29593
SH
SOLE
29593
0
0
CBS CORP NEW
CL B
124857202
1704
42221
SH
OTR
01
0
42221
0
CBS CORP NEW
CL B
124857202
500
12394
SH
SOLE
12394
0
0
CDK GLOBAL INC
COM
12508E101
18043
375202
SH
OTR
01
0
375202
0
CDK GLOBAL INC
COM
12508E101
1636
34015
SH
OTR
05
0
34015
0
CDK GLOBAL INC
COM
12508E101
2009
41770
SH
SOLE
41770
0
0
CDW CORP
COM
12514G108
18848
152939
SH
OTR
01
0
152939
0
CDW CORP
COM
12514G108
2324
18861
SH
SOLE
18861
0
0
CELANESE CORP DEL
COM
150870103
1952
15965
SH
OTR
01
0
15965
0
CELANESE CORP DEL
COM
150870103
577
4721
SH
SOLE
4721
0
0
CELGENE CORP
COM
151020104
10242
103144
SH
OTR
01
0
103144
0
CELGENE CORP
COM
151020104
2557
25752
SH
SOLE
25752
0
0
CENTENE CORP DEL
COM
15135B101
18315
423381
SH
OTR
01
0
423381
0
CENTENE CORP DEL
COM
15135B101
1650
38152
SH
OTR
05
0
38152
0
CENTENE CORP DEL
COM
15135B101
2888
66758
SH
SOLE
66758
0
0
CENTERPOINT ENERGY INC
COM
15189T107
18046
597943
SH
OTR
01
0
597943
0
CENTERPOINT ENERGY INC
COM
15189T107
2540
84169
SH
OTR
05
0
84169
0
CENTERPOINT ENERGY INC
COM
15189T107
3120
103389
SH
SOLE
103389
0
0
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
2633
50200
SH
SOLE
50200
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
3191
115100
SH
OTR
01
0
115100
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
602
21700
SH
SOLE
21700
0
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
1407
16065
SH
OTR
01
0
16065
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
265
3021
SH
SOLE
3021
0
0
CENTURY CASINOS INC
COM
156492100
136
17600
SH
SOLE
17600
0
0
CENTURY CASINOS INC
COM
156492100
727
94000
SH
OTR
01
0
94000
0
CENTURYLINK INC
COM
156700106
526
42185
SH
SOLE
42185
0
0
CENTURYLINK INC
COM
156700106
2515
201530
SH
OTR
01
0
201530
0
CERNER CORP
COM
156782104
23369
342802
SH
OTR
01
0
342802
0
CERNER CORP
COM
156782104
2207
32373
SH
OTR
05
0
32373
0
CERNER CORP
COM
156782104
3003
44058
SH
SOLE
44058
0
0
CEVA INC
COM
157210105
299
10000
SH
OTR
01
0
10000
0
CEVA INC
COM
157210105
60
2000
SH
SOLE
2000
0
0
CF INDS HLDGS INC
COM
125269100
12996
264154
SH
OTR
01
0
264154
0
CF INDS HLDGS INC
COM
125269100
2160
43896
SH
OTR
05
0
43896
0
CF INDS HLDGS INC
COM
125269100
2471
50218
SH
SOLE
50218
0
0
CHANNELADVISOR CORP
COM
159179100
116
12400
SH
OTR
01
0
12400
0
CHANNELADVISOR CORP
COM
159179100
21
2200
SH
SOLE
2200
0
0
CHARLES RIV LABS INTL INC
COM
159864107
836
6318
SH
SOLE
6318
0
0
CHARLES RIV LABS INTL INC
COM
159864107
8339
62996
SH
OTR
01
0
62996
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
15660
37998
SH
OTR
01
0
37998
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
470
1140
SH
OTR
05
0
1140
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
2345
5690
SH
SOLE
5690
0
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
611
477000
PRN
SOLE
477000
0
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
1132
1458000
PRN
SOLE
1458000
0
0
CHERRY HILL MTG INVT CORP
COM
164651101
121
9239
SH
OTR
01
0
9239
0
CHERRY HILL MTG INVT CORP
COM
164651101
22
1645
SH
SOLE
1645
0
0
CHESAPEAKE ENERGY CORP
NOTE 5.500% 9/1
165167CY1
962
1583000
PRN
SOLE
1583000
0
0
CHEVRON CORP NEW
COM
166764100
49779
419723
SH
OTR
01
0
419723
0
CHEVRON CORP NEW
COM
166764100
6523
55002
SH
OTR
05
0
55002
0
CHEVRON CORP NEW
COM
166764100
14589
123013
SH
SOLE
123013
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
13951
16599
SH
OTR
01
0
16599
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
80
95
SH
OTR
05
0
95
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
1568
1866
SH
SOLE
1866
0
0
CHURCH & DWIGHT INC
COM
171340102
2393
31809
SH
OTR
01
0
31809
0
CHURCH & DWIGHT INC
COM
171340102
721
9578
SH
SOLE
9578
0
0
CHUYS HLDGS INC
COM
171604101
881
35600
SH
OTR
01
0
35600
0
CHUYS HLDGS INC
COM
171604101
168
6800
SH
SOLE
6800
0
0
CIENA CORP
COM NEW
171779309
178
4530
SH
SOLE
4530
0
0
CIENA CORP
COM NEW
171779309
785
20000
SH
OTR
01
0
20000
0
CIGNA CORP NEW
COM
125523100
2179
14356
SH
SOLE
14356
0
0
CIGNA CORP NEW
COM
125523100
9912
65303
SH
OTR
01
0
65303
0
CIGNA CORP NEW
COM
125523100
58
380
SH
OTR
05
0
380
0
CIMAREX ENERGY CO
COM
171798101
627
13074
SH
OTR
01
0
13074
0
CIMAREX ENERGY CO
COM
171798101
137
2851
SH
SOLE
2851
0
0
CINCINNATI FINL CORP
COM
172062101
4035
34582
SH
OTR
01
0
34582
0
CINCINNATI FINL CORP
COM
172062101
725
6214
SH
SOLE
6214
0
0
CINTAS CORP
COM
172908105
11225
41869
SH
OTR
01
0
41869
0
CINTAS CORP
COM
172908105
1463
5456
SH
SOLE
5456
0
0
CIRRUS LOGIC INC
COM
172755100
680
12700
SH
SOLE
12700
0
0
CIRRUS LOGIC INC
COM
172755100
3636
67859
SH
OTR
01
0
67859
0
CISCO SYS INC
COM
17275R102
11187
226403
SH
SOLE
226403
0
0
CISCO SYS INC
COM
17275R102
1990
40279
SH
OTR
05
0
40279
0
CISCO SYS INC
COM
17275R102
48220
975915
SH
OTR
01
0
975915
0
CITIGROUP INC
COM NEW
172967424
26085
377605
SH
OTR
01
0
377605
0
CITIGROUP INC
COM NEW
172967424
854
12364
SH
OTR
05
0
12364
0
CITIGROUP INC
COM NEW
172967424
6783
98185
SH
SOLE
98185
0
0
CITIZENS FINL GROUP INC
COM
174610105
2054
58073
SH
OTR
01
0
58073
0
CITIZENS FINL GROUP INC
COM
174610105
591
16702
SH
SOLE
16702
0
0
CITRIX SYS INC
COM
177376100
1538
15939
SH
OTR
01
0
15939
0
CITRIX SYS INC
COM
177376100
440
4561
SH
SOLE
4561
0
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
241
11070
SH
SOLE
11070
0
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
1307
60129
SH
OTR
01
0
60129
0
CLEAN ENERGY FUELS CORP
COM
184499101
449
217440
SH
OTR
01
0
217440
0
CLEAN ENERGY FUELS CORP
COM
184499101
81
39000
SH
SOLE
39000
0
0
CLEAN HARBORS INC
COM
184496107
14069
182242
SH
OTR
01
0
182242
0
CLEAN HARBORS INC
COM
184496107
728
9427
SH
OTR
05
0
9427
0
CLEAN HARBORS INC
COM
184496107
1753
22701
SH
SOLE
22701
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
10653
9810000
PRN
OTR
01
0
9810000
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
13881
12783000
PRN
SOLE
12783000
0
0
CLOROX CO DEL
COM
189054109
2471
16271
SH
OTR
01
0
16271
0
CLOROX CO DEL
COM
189054109
762
5020
SH
SOLE
5020
0
0
CLOVIS ONCOLOGY INC
NOTE 1.250% 5/0
189464AC4
338
790000
PRN
SOLE
790000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
550
630000
PRN
SOLE
630000
0
0
CME GROUP INC
COM
12572Q105
2593
12269
SH
SOLE
12269
0
0
CME GROUP INC
COM
12572Q105
11465
54250
SH
OTR
01
0
54250
0
CMS ENERGY CORP
COM
125896100
2635
41197
SH
OTR
01
0
41197
0
CMS ENERGY CORP
COM
125896100
657
10281
SH
SOLE
10281
0
0
COCA COLA CO
COM
191216100
40645
746594
SH
OTR
01
0
746594
0
COCA COLA CO
COM
191216100
1979
36348
SH
OTR
05
0
36348
0
COCA COLA CO
COM
191216100
9965
183052
SH
SOLE
183052
0
0
COCA COLA CONSOLIDATED INC
COM
191098102
3409
11218
SH
OTR
01
0
11218
0
COCA COLA CONSOLIDATED INC
COM
191098102
612
2014
SH
SOLE
2014
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1187
19692
SH
SOLE
19692
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
5964
98958
SH
OTR
01
0
98958
0
COLGATE PALMOLIVE CO
COM
194162103
9668
131516
SH
OTR
01
0
131516
0
COLGATE PALMOLIVE CO
COM
194162103
2336
31784
SH
SOLE
31784
0
0
COLLECTORS UNIVERSE INC
COM NEW
19421R200
1247
43800
SH
OTR
01
0
43800
0
COLLECTORS UNIVERSE INC
COM NEW
19421R200
239
8400
SH
SOLE
8400
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
750
758000
PRN
SOLE
758000
0
0
COLONY CAP INC NEW
CL A COM
19626G108
6406
1064193
SH
OTR
01
0
1064193
0
COLONY CAP INC NEW
CL A COM
19626G108
261
43436
SH
SOLE
43436
0
0
COLONY STARWOOD HOMES
NOTE 3.500% 1/1
19625XAB8
761
571000
PRN
SOLE
571000
0
0
COLUMBIA PPTY TR INC
COM NEW
198287203
1893
89508
SH
OTR
01
0
89508
0
COLUMBIA PPTY TR INC
COM NEW
198287203
161
7626
SH
SOLE
7626
0
0
COMCAST CORP NEW
CL A
20030N101
61350
1360917
SH
OTR
01
0
1360917
0
COMCAST CORP NEW
CL A
20030N101
13452
298407
SH
SOLE
298407
0
0
COMCAST CORP NEW
CL A
20030N101
6129
135968
SH
OTR
05
0
135968
0
COMERICA INC
COM
200340107
1456
22058
SH
OTR
01
0
22058
0
COMERICA INC
COM
200340107
396
6008
SH
SOLE
6008
0
0
COMMERCIAL VEH GROUP INC
COM
202608105
2955
409781
SH
OTR
01
0
409781
0
COMMERCIAL VEH GROUP INC
COM
202608105
561
77800
SH
SOLE
77800
0
0
COMMVAULT SYSTEMS INC
COM
204166102
702
15701
SH
OTR
01
0
15701
0
COMMVAULT SYSTEMS INC
COM
204166102
130
2900
SH
SOLE
2900
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
1288
56950
SH
OTR
01
0
56950
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
237
10500
SH
SOLE
10500
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
345
10600
SH
OTR
01
0
10600
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
65
2000
SH
SOLE
2000
0
0
CONAGRA BRANDS INC
COM
205887102
561
18283
SH
SOLE
18283
0
0
CONAGRA BRANDS INC
COM
205887102
1923
62684
SH
OTR
01
0
62684
0
CONCHO RES INC
COM
20605P101
1758
25895
SH
OTR
01
0
25895
0
CONCHO RES INC
COM
20605P101
487
7177
SH
SOLE
7177
0
0
CONMED CORP
COM
207410101
3788
39400
SH
OTR
01
0
39400
0
CONMED CORP
COM
207410101
712
7400
SH
SOLE
7400
0
0
CONNECTONE BANCORP INC NEW
COM
20786W107
1634
73600
SH
OTR
01
0
73600
0
CONNECTONE BANCORP INC NEW
COM
20786W107
315
14200
SH
SOLE
14200
0
0
CONOCOPHILLIPS
COM
20825C104
4821
84611
SH
SOLE
84611
0
0
CONOCOPHILLIPS
COM
20825C104
3421
60036
SH
OTR
05
0
60036
0
CONOCOPHILLIPS
COM
20825C104
20143
353510
SH
OTR
01
0
353510
0
CONSOLIDATED EDISON INC
COM
209115104
1281
13561
SH
OTR
05
0
13561
0
CONSOLIDATED EDISON INC
COM
209115104
2273
24065
SH
SOLE
24065
0
0
CONSOLIDATED EDISON INC
COM
209115104
13427
142134
SH
OTR
01
0
142134
0
CONSTELLATION BRANDS INC
CL A
21036P108
5967
28786
SH
OTR
01
0
28786
0
CONSTELLATION BRANDS INC
CL A
21036P108
1278
6164
SH
SOLE
6164
0
0
COOPER COS INC
COM NEW
216648402
12161
40945
SH
OTR
01
0
40945
0
COOPER COS INC
COM NEW
216648402
1137
3829
SH
OTR
05
0
3829
0
COOPER COS INC
COM NEW
216648402
2471
8321
SH
SOLE
8321
0
0
COPART INC
COM
217204106
568
7066
SH
SOLE
7066
0
0
COPART INC
COM
217204106
2240
27885
SH
OTR
01
0
27885
0
CORE MARK HOLDING CO INC
COM
218681104
3276
102016
SH
OTR
01
0
102016
0
CORE MARK HOLDING CO INC
COM
218681104
617
19219
SH
SOLE
19219
0
0
COREPOINT LODGING INC
COM
21872L104
379
37495
SH
OTR
01
0
37495
0
COREPOINT LODGING INC
COM
21872L104
62
6179
SH
SOLE
6179
0
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
2753
50219
SH
OTR
01
0
50219
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
510
9300
SH
SOLE
9300
0
0
CORNING INC
COM
219350105
2875
100792
SH
OTR
01
0
100792
0
CORNING INC
COM
219350105
777
27254
SH
SOLE
27254
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
2457
82505
SH
OTR
01
0
82505
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
222
7446
SH
SOLE
7446
0
0
CORTEVA INC
COM
22052L104
623
22260
SH
SOLE
22260
0
0
CORTEVA INC
COM
22052L104
4092
146150
SH
OTR
01
0
146150
0
CORVEL CORP
COM
221006109
129
1700
SH
SOLE
1700
0
0
CORVEL CORP
COM
221006109
734
9700
SH
OTR
01
0
9700
0
COSTAR GROUP INC
COM
22160N109
178
300
SH
OTR
01
0
300
0
COSTAR GROUP INC
COM
22160N109
144
243
SH
SOLE
243
0
0
COSTCO WHSL CORP NEW
COM
22160K105
36390
126305
SH
OTR
01
0
126305
0
COSTCO WHSL CORP NEW
COM
22160K105
2409
8362
SH
OTR
05
0
8362
0
COSTCO WHSL CORP NEW
COM
22160K105
7351
25514
SH
SOLE
25514
0
0
COTY INC
COM CL A
222070203
401
38167
SH
OTR
01
0
38167
0
COTY INC
COM CL A
222070203
95
9064
SH
SOLE
9064
0
0
COUPA SOFTWARE INC
NOTE 0.375% 1/1
22266LAB2
1053
361000
PRN
SOLE
361000
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
2901
17837
SH
OTR
01
0
17837
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
106
651
SH
OTR
05
0
651
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
571
3512
SH
SOLE
3512
0
0
CRAFT BREW ALLIANCE INC
COM
224122101
330
40322
SH
OTR
01
0
40322
0
CRAFT BREW ALLIANCE INC
COM
224122101
61
7506
SH
SOLE
7506
0
0
CRAWFORD & CO
CL A
224633206
467
42900
SH
OTR
01
0
42900
0
CRAWFORD & CO
CL A
224633206
90
8300
SH
SOLE
8300
0
0
CRAWFORD & CO
CL B
224633107
119
11829
SH
OTR
01
0
11829
0
CRAWFORD & CO
CL B
224633107
26
2557
SH
SOLE
2557
0
0
CREE INC
NOTE 0.875% 9/0
225447AB7
666
605000
PRN
SOLE
605000
0
0
CROCS INC
COM
227046109
275
9900
SH
OTR
01
0
9900
0
CROCS INC
COM
227046109
44
1600
SH
SOLE
1600
0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
708
68700
SH
OTR
01
0
68700
0
CROSS CTRY HEALTHCARE INC
COM
227483104
137
13300
SH
SOLE
13300
0
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
18775
14838
SH
OTR
01
0
14838
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
23163
18306
SH
SOLE
18306
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
8920
64170
SH
OTR
01
0
64170
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
427
3073
SH
OTR
05
0
3073
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
3294
23695
SH
SOLE
23695
0
0
CRYOLIFE INC
COM
228903100
236
8700
SH
OTR
01
0
8700
0
CRYOLIFE INC
COM
228903100
43
1600
SH
SOLE
1600
0
0
CSG SYS INTL INC
COM
126349109
780
15100
SH
OTR
01
0
15100
0
CSG SYS INTL INC
COM
126349109
145
2800
SH
SOLE
2800
0
0
CSX CORP
COM
126408103
9402
135729
SH
OTR
01
0
135729
0
CSX CORP
COM
126408103
1853
26750
SH
SOLE
26750
0
0
CUBESMART
COM
229663109
94
2692
SH
SOLE
2692
0
0
CUBESMART
COM
229663109
1171
33546
SH
OTR
01
0
33546
0
CUMMINS INC
COM
231021106
21170
130140
SH
OTR
01
0
130140
0
CUMMINS INC
COM
231021106
2739
16835
SH
OTR
05
0
16835
0
CUMMINS INC
COM
231021106
4444
27318
SH
SOLE
27318
0
0
CURTISS WRIGHT CORP
COM
231561101
8706
67292
SH
OTR
01
0
67292
0
CURTISS WRIGHT CORP
COM
231561101
1086
8393
SH
OTR
05
0
8393
0
CURTISS WRIGHT CORP
COM
231561101
1505
11636
SH
SOLE
11636
0
0
CUSTOMERS BANCORP INC
COM
23204G100
3013
145278
SH
OTR
01
0
145278
0
CUSTOMERS BANCORP INC
COM
23204G100
576
27783
SH
SOLE
27783
0
0
CUTERA INC
COM
232109108
1315
45000
SH
OTR
01
0
45000
0
CUTERA INC
COM
232109108
251
8600
SH
SOLE
8600
0
0
CVR ENERGY INC
COM
12662P108
649
14744
SH
SOLE
14744
0
0
CVR ENERGY INC
COM
12662P108
3449
78333
SH
OTR
01
0
78333
0
CVS HEALTH CORP
COM
126650100
12023
190629
SH
OTR
01
0
190629
0
CVS HEALTH CORP
COM
126650100
2893
45867
SH
SOLE
45867
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
2443
104677
SH
OTR
01
0
104677
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
13618
11208000
PRN
SOLE
11208000
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
12240
10074000
PRN
OTR
01
0
10074000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
3152
1808000
PRN
OTR
01
0
1808000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
49
28000
PRN
OTR
04
3000
25000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
1226
702000
PRN
SOLE
702000
0
0
CYRUSONE INC
COM
23283R100
204
2583
SH
OTR
01
0
2583
0
CYRUSONE INC
COM
23283R100
11
145
SH
SOLE
145
0
0
D R HORTON INC
COM
23331A109
2293
43496
SH
OTR
01
0
43496
0
D R HORTON INC
COM
23331A109
638
12109
SH
SOLE
12109
0
0
DANA INCORPORATED
COM
235825205
3549
245800
SH
OTR
01
0
245800
0
DANA INCORPORATED
COM
235825205
671
46500
SH
SOLE
46500
0
0
DANAHER CORPORATION
COM
235851102
21580
149418
SH
OTR
01
0
149418
0
DANAHER CORPORATION
COM
235851102
2848
19722
SH
OTR
05
0
19722
0
DANAHER CORPORATION
COM
235851102
6488
44920
SH
SOLE
44920
0
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
110546
20051000
PRN
SOLE
20051000
0
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
281
51000
PRN
OTR
04
5000
46000
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
100294
18193000
PRN
OTR
01
0
18193000
0
DARDEN RESTAURANTS INC
COM
237194105
2342
19808
SH
OTR
05
0
19808
0
DARDEN RESTAURANTS INC
COM
237194105
3636
30760
SH
SOLE
30760
0
0
DARDEN RESTAURANTS INC
COM
237194105
22807
192924
SH
OTR
01
0
192924
0
DAVITA INC
COM
23918K108
713
12493
SH
OTR
01
0
12493
0
DAVITA INC
COM
23918K108
158
2766
SH
SOLE
2766
0
0
DBX ETF TR
XTRACK HRVST CSI
233051879
1990
73452
SH
OTR
01
0
73452
0
DECKERS OUTDOOR CORP
COM
243537107
4527
30723
SH
OTR
01
0
30723
0
DECKERS OUTDOOR CORP
COM
243537107
870
5905
SH
SOLE
5905
0
0
DEERE & CO
COM
244199105
1872
11099
SH
SOLE
11099
0
0
DEERE & CO
COM
244199105
8385
49709
SH
OTR
01
0
49709
0
DELAWARE INV MN MUN INC FD I
COM
24610V103
7396
564399
SH
SOLE
564399
0
0
DELAWARE INVT NAT MUNI INC F
SH BEN INT
24610T108
3445
256199
SH
SOLE
256199
0
0
DELEK US HLDGS INC NEW
COM
24665A103
3954
108932
SH
OTR
01
0
108932
0
DELEK US HLDGS INC NEW
COM
24665A103
752
20719
SH
SOLE
20719
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
2466
47559
SH
OTR
01
0
47559
0
DELL TECHNOLOGIES INC
CL C
24703L202
154
2963
SH
SOLE
2963
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
29866
518513
SH
OTR
01
0
518513
0
DELTA AIR LINES INC DEL
COM NEW
247361702
280
4868
SH
OTR
05
0
4868
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1496
25968
SH
SOLE
25968
0
0
DENNYS CORP
COM
24869P104
722
31700
SH
OTR
01
0
31700
0
DENNYS CORP
COM
24869P104
132
5800
SH
SOLE
5800
0
0
DENTSPLY SIRONA INC
COM
24906P109
13130
246298
SH
OTR
01
0
246298
0
DENTSPLY SIRONA INC
COM
24906P109
3134
58779
SH
SOLE
58779
0
0
DENTSPLY SIRONA INC
COM
24906P109
1808
33924
SH
OTR
05
0
33924
0
DEVON ENERGY CORP NEW
COM
25179M103
7279
302517
SH
OTR
01
0
302517
0
DEVON ENERGY CORP NEW
COM
25179M103
912
37925
SH
SOLE
37925
0
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
732
460000
PRN
SOLE
460000
0
0
DHI GROUP INC
COM
23331S100
1504
390600
SH
OTR
01
0
390600
0
DHI GROUP INC
COM
23331S100
288
74700
SH
SOLE
74700
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
1891
21036
SH
OTR
01
0
21036
0
DIAMONDBACK ENERGY INC
COM
25278X109
525
5842
SH
SOLE
5842
0
0
DIEBOLD NXDF INC
COM
253651103
75
6700
SH
SOLE
6700
0
0
DIEBOLD NXDF INC
COM
253651103
398
35500
SH
OTR
01
0
35500
0
DIGITAL RLTY TR INC
COM
253868103
6551
50465
SH
OTR
01
0
50465
0
DIGITAL RLTY TR INC
COM
253868103
1197
9222
SH
SOLE
9222
0
0
DIME CMNTY BANCSHARES
COM
253922108
3028
141412
SH
OTR
01
0
141412
0
DIME CMNTY BANCSHARES
COM
253922108
574
26813
SH
SOLE
26813
0
0
DIODES INC
COM
254543101
749
18659
SH
OTR
01
0
18659
0
DIODES INC
COM
254543101
142
3527
SH
SOLE
3527
0
0
DISCOVER FINL SVCS
COM
254709108
21200
261439
SH
OTR
01
0
261439
0
DISCOVER FINL SVCS
COM
254709108
2667
32889
SH
OTR
05
0
32889
0
DISCOVER FINL SVCS
COM
254709108
3523
43449
SH
SOLE
43449
0
0
DISCOVERY INC
COM SER A
25470F104
201
7551
SH
SOLE
7551
0
0
DISCOVERY INC
COM SER A
25470F104
542
20359
SH
OTR
01
0
20359
0
DISCOVERY INC
COM SER C
25470F302
270
10959
SH
SOLE
10959
0
0
DISCOVERY INC
COM SER C
25470F302
1128
45821
SH
OTR
01
0
45821
0
DISH NETWORK CORP
CL A
25470M109
2009
58974
SH
OTR
01
0
58974
0
DISH NETWORK CORP
CL A
25470M109
331
9714
SH
SOLE
9714
0
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
28416
32200000
PRN
OTR
01
0
32200000
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
29916
33900000
PRN
SOLE
33900000
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
47904
52160000
PRN
OTR
01
0
52160000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
93
101000
PRN
OTR
04
10000
91000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
57938
63065000
PRN
SOLE
63065000
0
0
DISNEY WALT CO
COM DISNEY
254687106
2855
21904
SH
OTR
05
0
21904
0
DISNEY WALT CO
COM DISNEY
254687106
12161
93313
SH
SOLE
93313
0
0
DISNEY WALT CO
COM DISNEY
254687106
39649
304244
SH
OTR
01
0
304244
0
DOLLAR GEN CORP NEW
COM
256677105
369
2324
SH
OTR
05
0
2324
0
DOLLAR GEN CORP NEW
COM
256677105
2461
15482
SH
SOLE
15482
0
0
DOLLAR GEN CORP NEW
COM
256677105
13879
87324
SH
OTR
01
0
87324
0
DOLLAR TREE INC
COM
256746108
3486
30533
SH
OTR
01
0
30533
0
DOLLAR TREE INC
COM
256746108
980
8582
SH
SOLE
8582
0
0
DOMINION ENERGY INC
COM
25746U109
10082
124404
SH
OTR
01
0
124404
0
DOMINION ENERGY INC
COM
25746U109
2396
29567
SH
SOLE
29567
0
0
DOMTAR CORP
COM NEW
257559203
444
12400
SH
OTR
01
0
12400
0
DOMTAR CORP
COM NEW
257559203
126
3517
SH
SOLE
3517
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
51
4100
SH
SOLE
4100
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
274
22200
SH
OTR
01
0
22200
0
DONNELLEY R R & SONS CO
COM
257867200
259
68600
SH
SOLE
68600
0
0
DONNELLEY R R & SONS CO
COM
257867200
1375
364751
SH
OTR
01
0
364751
0
DOVER CORP
COM
260003108
2005
20139
SH
OTR
01
0
20139
0
DOVER CORP
COM
260003108
449
4510
SH
SOLE
4510
0
0
DOW INC
COM
260557103
8482
178000
SH
OTR
01
0
178000
0
DOW INC
COM
260557103
698
14656
SH
OTR
05
0
14656
0
DOW INC
COM
260557103
1651
34647
SH
SOLE
34647
0
0
DROPBOX INC
CL A
26210C104
14065
697339
SH
OTR
01
0
697339
0
DROPBOX INC
CL A
26210C104
788
39051
SH
SOLE
39051
0
0
DTE ENERGY CO
COM
233331107
438
3293
SH
OTR
05
0
3293
0
DTE ENERGY CO
COM
233331107
1700
12788
SH
SOLE
12788
0
0
DTE ENERGY CO
COM
233331107
10968
82492
SH
OTR
01
0
82492
0
DUCOMMUN INC DEL
COM
264147109
538
12692
SH
SOLE
12692
0
0
DUCOMMUN INC DEL
COM
264147109
2821
66536
SH
OTR
01
0
66536
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
11050
115270
SH
OTR
01
0
115270
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
188
1965
SH
OTR
05
0
1965
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
2662
27770
SH
SOLE
27770
0
0
DUKE REALTY CORP
COM NEW
264411505
6376
187707
SH
OTR
01
0
187707
0
DUKE REALTY CORP
COM NEW
264411505
801
23577
SH
OTR
05
0
23577
0
DUKE REALTY CORP
COM NEW
264411505
1221
35958
SH
SOLE
35958
0
0
DUPONT DE NEMOURS INC
COM
26614N102
1043
14632
SH
OTR
05
0
14632
0
DUPONT DE NEMOURS INC
COM
26614N102
2956
41456
SH
SOLE
41456
0
0
DUPONT DE NEMOURS INC
COM
26614N102
11313
158649
SH
OTR
01
0
158649
0
DWS MUN INCOME TR NEW
COM
233368109
1107
95537
SH
SOLE
95537
0
0
DWS MUN INCOME TR NEW
COM
233368109
1443
124496
SH
OTR
01
0
124496
0
DXC TECHNOLOGY CO
COM
23355L106
6546
221882
SH
OTR
01
0
221882
0
DXC TECHNOLOGY CO
COM
23355L106
926
31386
SH
OTR
05
0
31386
0
DXC TECHNOLOGY CO
COM
23355L106
1322
44826
SH
SOLE
44826
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
546
566000
PRN
SOLE
566000
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1359
31102
SH
OTR
01
0
31102
0
E TRADE FINANCIAL CORP
COM NEW
269246401
389
8904
SH
SOLE
8904
0
0
EAGLE BANCORP INC MD
COM
268948106
379
8500
SH
SOLE
8500
0
0
EAGLE BANCORP INC MD
COM
268948106
1923
43100
SH
OTR
01
0
43100
0
EAST WEST BANCORP INC
COM
27579R104
2646
59736
SH
OTR
01
0
59736
0
EAST WEST BANCORP INC
COM
27579R104
328
7406
SH
SOLE
7406
0
0
EASTGROUP PPTY INC
COM
277276101
4749
37983
SH
OTR
01
0
37983
0
EASTGROUP PPTY INC
COM
277276101
900
7200
SH
SOLE
7200
0
0
EASTMAN CHEMICAL CO
COM
277432100
1308
17718
SH
OTR
01
0
17718
0
EASTMAN CHEMICAL CO
COM
277432100
421
5708
SH
SOLE
5708
0
0
EATON VANCE MUN BD FD
COM
27827X101
2054
158461
SH
OTR
01
0
158461
0
EATON VANCE MUN BD FD
COM
27827X101
11
858
SH
SOLE
858
0
0
EATON VANCE MUN INCOME 2028
SHS
27829U105
1794
82787
SH
SOLE
82787
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
165
13241
SH
OTR
01
0
13241
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
5990
481489
SH
SOLE
481489
0
0
EBAY INC
COM
278642103
21850
560555
SH
OTR
01
0
560555
0
EBAY INC
COM
278642103
3933
100898
SH
SOLE
100898
0
0
EBAY INC
COM
278642103
2726
69940
SH
OTR
05
0
69940
0
EBIX INC
COM NEW
278715206
2704
64239
SH
OTR
01
0
64239
0
EBIX INC
COM NEW
278715206
512
12162
SH
SOLE
12162
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
19241
19241000
PRN
OTR
01
0
19241000
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
21819
21819000
PRN
SOLE
21819000
0
0
ECHOSTAR CORP
CL A
278768106
4197
105937
SH
OTR
01
0
105937
0
ECHOSTAR CORP
CL A
278768106
372
9393
SH
SOLE
9393
0
0
ECOLAB INC
COM
278865100
3161
15961
SH
SOLE
15961
0
0
ECOLAB INC
COM
278865100
11896
60069
SH
OTR
01
0
60069
0
ECOLAB INC
COM
278865100
2150
10858
SH
OTR
05
0
10858
0
EDISON INTL
COM
281020107
3510
46537
SH
OTR
01
0
46537
0
EDISON INTL
COM
281020107
965
12798
SH
SOLE
12798
0
0
EDITAS MEDICINE INC
COM
28106W103
1165
51234
SH
OTR
01
0
51234
0
EDITAS MEDICINE INC
COM
28106W103
220
9692
SH
SOLE
9692
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
7440
33833
SH
OTR
01
0
33833
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
63
287
SH
OTR
05
0
287
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
2000
9093
SH
SOLE
9093
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
658
24739
SH
OTR
01
0
24739
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
61
2300
SH
SOLE
2300
0
0
ELECTRONIC ARTS INC
COM
285512109
5419
55402
SH
OTR
01
0
55402
0
ELECTRONIC ARTS INC
COM
285512109
1030
10529
SH
SOLE
10529
0
0
ELEVATE CREDIT INC
COM
28621V101
501
119057
SH
OTR
01
0
119057
0
ELEVATE CREDIT INC
COM
28621V101
95
22670
SH
SOLE
22670
0
0
EMCOR GROUP INC
COM
29084Q100
5196
60339
SH
OTR
01
0
60339
0
EMCOR GROUP INC
COM
29084Q100
226
2625
SH
OTR
05
0
2625
0
EMCOR GROUP INC
COM
29084Q100
913
10600
SH
SOLE
10600
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
1727
33029
SH
OTR
01
0
33029
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
337
6448
SH
SOLE
6448
0
0
EMERSON ELEC CO
COM
291011104
6827
102103
SH
OTR
01
0
102103
0
EMERSON ELEC CO
COM
291011104
1499
22420
SH
SOLE
22420
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
2192
153584
SH
OTR
01
0
153584
0
EMPIRE ST RLTY TR INC
CL A
292104106
199
13959
SH
SOLE
13959
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
2693
61804
SH
OTR
01
0
61804
0
EMPLOYERS HOLDINGS INC
COM
292218104
497
11400
SH
SOLE
11400
0
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
198
3292
SH
SOLE
3292
0
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
1050
17483
SH
OTR
01
0
17483
0
ENCOMPASS HEALTH CORP
COM
29261A100
467
7383
SH
OTR
01
0
7383
0
ENCOMPASS HEALTH CORP
COM
29261A100
221
3487
SH
OTR
05
0
3487
0
ENCOMPASS HEALTH CORP
COM
29261A100
158
2497
SH
SOLE
2497
0
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
472
462000
PRN
SOLE
462000
0
0
ENCORE WIRE CORP
COM
292562105
3148
55935
SH
OTR
01
0
55935
0
ENCORE WIRE CORP
COM
292562105
595
10579
SH
SOLE
10579
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
115
30600
SH
OTR
01
0
30600
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
23
6200
SH
SOLE
6200
0
0
ENOVA INTL INC
COM
29357K103
2614
125968
SH
OTR
01
0
125968
0
ENOVA INTL INC
COM
29357K103
497
23936
SH
SOLE
23936
0
0
ENPHASE ENERGY INC
COM
29355A107
929
41800
SH
OTR
01
0
41800
0
ENPHASE ENERGY INC
COM
29355A107
173
7800
SH
SOLE
7800
0
0
ENPRO INDS INC
COM
29355X107
3343
48700
SH
OTR
01
0
48700
0
ENPRO INDS INC
COM
29355X107
625
9100
SH
SOLE
9100
0
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
25375
37362000
PRN
OTR
01
0
37362000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
67
99000
PRN
OTR
04
10000
89000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
25390
37338000
PRN
SOLE
37338000
0
0
ENSIGN GROUP INC
COM
29358P101
3551
74861
SH
OTR
01
0
74861
0
ENSIGN GROUP INC
COM
29358P101
678
14300
SH
SOLE
14300
0
0
ENTEGRIS INC
COM
29362U104
15103
320921
SH
OTR
01
0
320921
0
ENTEGRIS INC
COM
29362U104
1109
23569
SH
SOLE
23569
0
0
ENTERGY CORP NEW
COM
29364G103
1435
12226
SH
OTR
05
0
12226
0
ENTERGY CORP NEW
COM
29364G103
2578
21970
SH
SOLE
21970
0
0
ENTERGY CORP NEW
COM
29364G103
14761
125775
SH
OTR
01
0
125775
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
1540
484328
SH
OTR
01
0
484328
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
294
92419
SH
SOLE
92419
0
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
12509
11556000
PRN
OTR
01
0
11556000
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
14900
13764000
PRN
SOLE
13764000
0
0
EOG RES INC
COM
26875P101
2390
32207
SH
SOLE
32207
0
0
EOG RES INC
COM
26875P101
11064
149066
SH
OTR
01
0
149066
0
EOG RES INC
COM
26875P101
802
10807
SH
OTR
05
0
10807
0
EPAM SYS INC
COM
29414B104
195
1070
SH
SOLE
1070
0
0
EPAM SYS INC
COM
29414B104
109
600
SH
OTR
01
0
600
0
EPLUS INC
COM
294268107
2547
33467
SH
OTR
01
0
33467
0
EPLUS INC
COM
294268107
482
6331
SH
SOLE
6331
0
0
EPR PPTYS
COM SH BEN INT
26884U109
2840
36944
SH
OTR
01
0
36944
0
EPR PPTYS
COM SH BEN INT
26884U109
364
4741
SH
SOLE
4741
0
0
EQUIFAX INC
COM
294429105
2191
15576
SH
OTR
01
0
15576
0
EQUIFAX INC
COM
294429105
603
4286
SH
SOLE
4286
0
0
EQUINIX INC
COM
29444U700
2840
4923
SH
SOLE
4923
0
0
EQUINIX INC
COM
29444U700
7166
12423
SH
OTR
01
0
12423
0
EQUINIX INC
COM
29444U700
197
342
SH
OTR
05
0
342
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
3675
27511
SH
OTR
01
0
27511
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
343
2566
SH
SOLE
2566
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
11321
131245
SH
OTR
01
0
131245
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
353
4087
SH
OTR
05
0
4087
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1759
20390
SH
SOLE
20390
0
0
ESSEX PPTY TR INC
COM
297178105
5803
17766
SH
OTR
01
0
17766
0
ESSEX PPTY TR INC
COM
297178105
19
57
SH
OTR
05
0
57
0
ESSEX PPTY TR INC
COM
297178105
924
2830
SH
SOLE
2830
0
0
ETHAN ALLEN INTERIORS INC
COM
297602104
634
33200
SH
OTR
01
0
33200
0
ETHAN ALLEN INTERIORS INC
COM
297602104
126
6600
SH
SOLE
6600
0
0
ETSY INC
NOTE 3/0
29786AAC0
36856
21848000
PRN
SOLE
21848000
0
0
ETSY INC
NOTE 3/0
29786AAC0
87
52000
PRN
OTR
04
5000
47000
0
ETSY INC
NOTE 3/0
29786AAC0
31509
18688000
PRN
OTR
01
0
18688000
0
EURONET WORLDWIDE INC
COM
298736109
1247
8525
SH
SOLE
8525
0
0
EURONET WORLDWIDE INC
COM
298736109
13197
90203
SH
OTR
01
0
90203
0
EVERCORE INC
CLASS A
29977A105
4691
58567
SH
OTR
01
0
58567
0
EVERCORE INC
CLASS A
29977A105
1024
12782
SH
SOLE
12782
0
0
EVERGY INC
COM
30034W106
2718
40836
SH
OTR
01
0
40836
0
EVERGY INC
COM
30034W106
575
8636
SH
SOLE
8636
0
0
EVERI HLDGS INC
COM
30034T103
2910
343978
SH
OTR
01
0
343978
0
EVERI HLDGS INC
COM
30034T103
552
65200
SH
SOLE
65200
0
0
EVERSOURCE ENERGY
COM
30040W108
917
10732
SH
SOLE
10732
0
0
EVERSOURCE ENERGY
COM
30040W108
3652
42729
SH
OTR
01
0
42729
0
EVERTEC INC
COM
30040P103
860
27561
SH
OTR
01
0
27561
0
EVERTEC INC
COM
30040P103
161
5167
SH
SOLE
5167
0
0
EXACT SCIENCES CORP
COM
30063P105
172
1900
SH
OTR
01
0
1900
0
EXACT SCIENCES CORP
COM
30063P105
99
1090
SH
SOLE
1090
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
29262
20707000
PRN
OTR
01
0
20707000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
111
79000
PRN
OTR
04
8000
71000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
32308
22853000
PRN
SOLE
22853000
0
0
EXELIXIS INC
COM
30161Q104
3120
176410
SH
OTR
01
0
176410
0
EXELIXIS INC
COM
30161Q104
223
12634
SH
OTR
05
0
12634
0
EXELIXIS INC
COM
30161Q104
406
22972
SH
SOLE
22972
0
0
EXELON CORP
COM
30161N101
2690
55679
SH
SOLE
55679
0
0
EXELON CORP
COM
30161N101
705
14583
SH
OTR
05
0
14583
0
EXELON CORP
COM
30161N101
9245
191376
SH
OTR
01
0
191376
0
EXLSERVICE HOLDINGS INC
COM
302081104
47
700
SH
SOLE
700
0
0
EXLSERVICE HOLDINGS INC
COM
302081104
241
3600
SH
OTR
01
0
3600
0
EXPEDIA GROUP INC
COM NEW
30212P303
27785
206718
SH
OTR
01
0
206718
0
EXPEDIA GROUP INC
COM NEW
30212P303
2576
19162
SH
OTR
05
0
19162
0
EXPEDIA GROUP INC
COM NEW
30212P303
4181
31105
SH
SOLE
31105
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1638
22052
SH
OTR
01
0
22052
0
EXPEDITORS INTL WASH INC
COM
302130109
492
6619
SH
SOLE
6619
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
8328
568848
SH
OTR
01
0
568848
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
949
64812
SH
SOLE
64812
0
0
EXTERRAN CORP
COM
30227H106
1194
91400
SH
OTR
01
0
91400
0
EXTERRAN CORP
COM
30227H106
226
17300
SH
SOLE
17300
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
680
5821
SH
SOLE
5821
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3382
28952
SH
OTR
01
0
28952
0
EXTREME NETWORKS INC
COM
30226D106
1330
182800
SH
OTR
01
0
182800
0
EXTREME NETWORKS INC
COM
30226D106
252
34600
SH
SOLE
34600
0
0
EXXON MOBIL CORP
COM
30231G102
50293
712266
SH
OTR
01
0
712266
0
EXXON MOBIL CORP
COM
30231G102
3674
52035
SH
OTR
05
0
52035
0
EXXON MOBIL CORP
COM
30231G102
14204
201166
SH
SOLE
201166
0
0
EZCORP INC
CL A NON VTG
302301106
608
94234
SH
OTR
01
0
94234
0
EZCORP INC
CL A NON VTG
302301106
113
17575
SH
SOLE
17575
0
0
F M C CORP
COM NEW
302491303
329
3755
SH
SOLE
3755
0
0
F M C CORP
COM NEW
302491303
2238
25530
SH
OTR
01
0
25530
0
F5 NETWORKS INC
COM
315616102
337
2400
SH
SOLE
2400
0
0
F5 NETWORKS INC
COM
315616102
1086
7731
SH
OTR
01
0
7731
0
FACEBOOK INC
CL A
30303M102
123651
694354
SH
OTR
01
0
694354
0
FACEBOOK INC
CL A
30303M102
10416
58490
SH
OTR
05
0
58490
0
FACEBOOK INC
CL A
30303M102
23699
133079
SH
SOLE
133079
0
0
FAIR ISAAC CORP
COM
303250104
1501
4946
SH
OTR
01
0
4946
0
FAIR ISAAC CORP
COM
303250104
269
887
SH
SOLE
887
0
0
FARMERS NATL BANC CORP
COM
309627107
632
43663
SH
OTR
01
0
43663
0
FARMERS NATL BANC CORP
COM
309627107
118
8159
SH
SOLE
8159
0
0
FASTENAL CO
COM
311900104
631
19313
SH
SOLE
19313
0
0
FASTENAL CO
COM
311900104
2413
73858
SH
OTR
01
0
73858
0
FEDERAL AGRIC MTG CORP
CL C
313148306
1176
14400
SH
OTR
01
0
14400
0
FEDERAL AGRIC MTG CORP
CL C
313148306
220
2700
SH
SOLE
2700
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1433
10525
SH
OTR
01
0
10525
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
405
2977
SH
SOLE
2977
0
0
FEDERATED INVS INC PA
CL B
314211103
4080
125900
SH
OTR
01
0
125900
0
FEDERATED INVS INC PA
CL B
314211103
775
23900
SH
SOLE
23900
0
0
FEDEX CORP
COM
31428X106
5953
40894
SH
OTR
01
0
40894
0
FEDEX CORP
COM
31428X106
1292
8873
SH
SOLE
8873
0
0
FEDNAT HLDG CO
COM
31431B109
355
25386
SH
OTR
01
0
25386
0
FEDNAT HLDG CO
COM
31431B109
67
4818
SH
SOLE
4818
0
0
FIBROGEN INC
COM
31572Q808
1803
48766
SH
OTR
01
0
48766
0
FIBROGEN INC
COM
31572Q808
345
9339
SH
SOLE
9339
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
8490
191165
SH
OTR
01
0
191165
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
741
16693
SH
SOLE
16693
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
13980
105300
SH
OTR
01
0
105300
0
FIDELITY NATL INFORMATION SV
COM
31620M106
533
4014
SH
OTR
05
0
4014
0
FIDELITY NATL INFORMATION SV
COM
31620M106
3025
22785
SH
SOLE
22785
0
0
FIFTH THIRD BANCORP
COM
316773100
5895
215295
SH
OTR
01
0
215295
0
FIFTH THIRD BANCORP
COM
316773100
962
35133
SH
SOLE
35133
0
0
FINANCIAL INSTNS INC
COM
317585404
2738
90731
SH
OTR
01
0
90731
0
FINANCIAL INSTNS INC
COM
317585404
520
17223
SH
SOLE
17223
0
0
FINISAR CORP
NOTE 0.500%12/1
31787AAP6
15720
15728000
PRN
OTR
01
0
15728000
0
FINISAR CORP
NOTE 0.500%12/1
31787AAP6
18672
18681000
PRN
SOLE
18681000
0
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
8542
9068000
PRN
OTR
01
0
9068000
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
11923
12657000
PRN
SOLE
12657000
0
0
FIREEYE INC
NOTE 1.000% 6/0
31816QAB7
1217
1229000
PRN
SOLE
1229000
0
0
FIRST AMERN FINL CORP
COM
31847R102
12846
217694
SH
OTR
01
0
217694
0
FIRST AMERN FINL CORP
COM
31847R102
1742
29522
SH
OTR
05
0
29522
0
FIRST AMERN FINL CORP
COM
31847R102
2042
34601
SH
SOLE
34601
0
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
746
30999
SH
OTR
01
0
30999
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
144
5967
SH
SOLE
5967
0
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
524
35429
SH
OTR
01
0
35429
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
95
6444
SH
SOLE
6444
0
0
FIRST FNDTN INC
COM
32026V104
3042
199160
SH
OTR
01
0
199160
0
FIRST FNDTN INC
COM
32026V104
582
38110
SH
SOLE
38110
0
0
FIRST HAWAIIAN INC
COM
32051X108
5282
197826
SH
OTR
01
0
197826
0
FIRST HAWAIIAN INC
COM
32051X108
451
16881
SH
SOLE
16881
0
0
FIRST INTERNET BANCORP
COM
320557101
1800
84056
SH
OTR
01
0
84056
0
FIRST INTERNET BANCORP
COM
320557101
341
15921
SH
SOLE
15921
0
0
FIRST LONG IS CORP
COM
320734106
1135
49885
SH
OTR
01
0
49885
0
FIRST LONG IS CORP
COM
320734106
210
9214
SH
SOLE
9214
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
3595
184573
SH
OTR
01
0
184573
0
FIRST MIDWEST BANCORP DEL
COM
320867104
686
35200
SH
SOLE
35200
0
0
FIRST NORTHWEST BANCORP
COM
335834107
35
2000
SH
SOLE
2000
0
0
FIRST NORTHWEST BANCORP
COM
335834107
175
10100
SH
OTR
01
0
10100
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
2099
21704
SH
OTR
01
0
21704
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
550
5689
SH
SOLE
5689
0
0
FIRSTCASH INC
COM
33767D105
1522
16600
SH
OTR
01
0
16600
0
FIRSTCASH INC
COM
33767D105
284
3100
SH
SOLE
3100
0
0
FIRSTENERGY CORP
COM
337932107
4511
93538
SH
OTR
01
0
93538
0
FIRSTENERGY CORP
COM
337932107
964
19993
SH
SOLE
19993
0
0
FISERV INC
COM
337738108
10384
100237
SH
OTR
01
0
100237
0
FISERV INC
COM
337738108
2277
21979
SH
SOLE
21979
0
0
FIVE9 INC
COM
338307101
1670
31076
SH
OTR
01
0
31076
0
FIVE9 INC
COM
338307101
319
5945
SH
SOLE
5945
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
606
16224
SH
SOLE
16224
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
3197
85598
SH
OTR
01
0
85598
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
922
3214
SH
SOLE
3214
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
3424
11941
SH
OTR
01
0
11941
0
FLEXION THERAPEUTICS INC
NOTE 3.375% 5/0
33938JAB2
240
266000
PRN
SOLE
266000
0
0
FLEXSTEEL INDS INC
COM
339382103
348
23454
SH
OTR
01
0
23454
0
FLEXSTEEL INDS INC
COM
339382103
67
4500
SH
SOLE
4500
0
0
FLIR SYS INC
COM
302445101
919
17469
SH
OTR
01
0
17469
0
FLIR SYS INC
COM
302445101
199
3781
SH
SOLE
3781
0
0
FLOWERS FOODS INC
COM
343498101
3255
140730
SH
OTR
01
0
140730
0
FLOWERS FOODS INC
COM
343498101
94
4054
SH
OTR
05
0
4054
0
FLOWERS FOODS INC
COM
343498101
344
14853
SH
SOLE
14853
0
0
FLOWSERVE CORP
COM
34354P105
790
16903
SH
OTR
01
0
16903
0
FLOWSERVE CORP
COM
34354P105
173
3706
SH
SOLE
3706
0
0
FLUENT INC
COM
34380C102
131
47900
SH
SOLE
47900
0
0
FLUENT INC
COM
34380C102
697
255000
SH
OTR
01
0
255000
0
FLUOR CORP NEW
COM
343412102
8153
426177
SH
OTR
01
0
426177
0
FLUOR CORP NEW
COM
343412102
490
25628
SH
SOLE
25628
0
0
FLUSHING FINL CORP
COM
343873105
1430
70753
SH
OTR
01
0
70753
0
FLUSHING FINL CORP
COM
343873105
268
13255
SH
SOLE
13255
0
0
FLWS/1-800 FLOWERS
CL A
68243Q106
2852
192750
SH
OTR
01
0
192750
0
FLWS/1-800 FLOWERS
CL A
68243Q106
541
36596
SH
SOLE
36596
0
0
FORD MTR CO DEL
COM
345370860
1261
137693
SH
SOLE
137693
0
0
FORD MTR CO DEL
COM
345370860
6109
666906
SH
OTR
01
0
666906
0
FORTINET INC
COM
34959E109
1310
17071
SH
SOLE
17071
0
0
FORTINET INC
COM
34959E109
332
4328
SH
OTR
05
0
4328
0
FORTINET INC
COM
34959E109
15771
205461
SH
OTR
01
0
205461
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
5299
5874
SH
OTR
01
0
5874
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
86
95
SH
OTR
04
10
85
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
153
170
SH
SOLE
170
0
0
FORTIVE CORP
COM
34959J108
2608
38038
SH
OTR
01
0
38038
0
FORTIVE CORP
COM
34959J108
703
10256
SH
SOLE
10256
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1625
29699
SH
OTR
01
0
29699
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
378
6911
SH
SOLE
6911
0
0
FOSTER L B CO
COM
350060109
466
21501
SH
SOLE
21501
0
0
FOSTER L B CO
COM
350060109
2454
113236
SH
OTR
01
0
113236
0
FOUNDATION BLDG MATLS INC
COM
350392106
2416
155963
SH
OTR
01
0
155963
0
FOUNDATION BLDG MATLS INC
COM
350392106
457
29500
SH
SOLE
29500
0
0
FOX CORP
CL A COM
35137L105
1440
45676
SH
OTR
01
0
45676
0
FOX CORP
CL A COM
35137L105
495
15701
SH
SOLE
15701
0
0
FOX CORP
CL B COM
35137L204
8230
260940
SH
OTR
01
0
260940
0
FOX CORP
CL B COM
35137L204
930
29498
SH
OTR
05
0
29498
0
FOX CORP
CL B COM
35137L204
1261
39993
SH
SOLE
39993
0
0
FRANKLIN FINL NETWORK INC
COM
35352P104
1885
62395
SH
OTR
01
0
62395
0
FRANKLIN FINL NETWORK INC
COM
35352P104
355
11766
SH
SOLE
11766
0
0
FRANKLIN RES INC
COM
354613101
238
8241
SH
SOLE
8241
0
0
FRANKLIN RES INC
COM
354613101
1
24
SH
OTR
05
0
24
0
FRANKLIN RES INC
COM
354613101
1050
36392
SH
OTR
01
0
36392
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
29
3400
SH
SOLE
3400
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
176
20800
SH
OTR
01
0
20800
0
FREEPORT-MCMORAN INC
CL B
35671D857
1789
186975
SH
OTR
01
0
186975
0
FREEPORT-MCMORAN INC
CL B
35671D857
524
54798
SH
SOLE
54798
0
0
FRONTDOOR INC
COM
35905A109
4773
98265
SH
OTR
01
0
98265
0
FRONTDOOR INC
COM
35905A109
602
12391
SH
SOLE
12391
0
0
FS BANCORP INC
COM
30263Y104
1095
20853
SH
OTR
01
0
20853
0
FS BANCORP INC
COM
30263Y104
204
3892
SH
SOLE
3892
0
0
FTI CONSULTING INC
NOTE 2.000% 8/1
302941AP4
593
485000
PRN
SOLE
485000
0
0
FTS INTERNATIONAL INC
COM
30283W104
409
182400
SH
OTR
01
0
182400
0
FTS INTERNATIONAL INC
COM
30283W104
81
36000
SH
SOLE
36000
0
0
FUTUREFUEL CORPORATION
COM
36116M106
87
7300
SH
SOLE
7300
0
0
FUTUREFUEL CORPORATION
COM
36116M106
428
35886
SH
OTR
01
0
35886
0
GALLAGHER ARTHUR J & CO
COM
363576109
2150
24007
SH
OTR
01
0
24007
0
GALLAGHER ARTHUR J & CO
COM
363576109
584
6518
SH
SOLE
6518
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
3246
84878
SH
OTR
01
0
84878
0
GAMING & LEISURE PPTYS INC
COM
36467J108
293
7674
SH
SOLE
7674
0
0
GAP INC
COM
364760108
477
27503
SH
OTR
01
0
27503
0
GAP INC
COM
364760108
113
6517
SH
SOLE
6517
0
0
GARTNER INC
COM
366651107
1661
11614
SH
OTR
01
0
11614
0
GARTNER INC
COM
366651107
481
3364
SH
SOLE
3364
0
0
GENERAL DYNAMICS CORP
COM
369550108
6961
38093
SH
OTR
01
0
38093
0
GENERAL DYNAMICS CORP
COM
369550108
1524
8338
SH
SOLE
8338
0
0
GENERAL ELECTRIC CO
COM
369604103
11469
1282866
SH
OTR
01
0
1282866
0
GENERAL ELECTRIC CO
COM
369604103
2741
306548
SH
SOLE
306548
0
0
GENERAL FIN CORP DEL
COM
369822101
326
36837
SH
OTR
01
0
36837
0
GENERAL FIN CORP DEL
COM
369822101
66
7414
SH
SOLE
7414
0
0
GENERAL MLS INC
COM
370334104
7109
128966
SH
OTR
01
0
128966
0
GENERAL MLS INC
COM
370334104
614
11138
SH
OTR
05
0
11138
0
GENERAL MLS INC
COM
370334104
2031
36855
SH
SOLE
36855
0
0
GENERAL MTRS CO
COM
37045V100
7564
201821
SH
OTR
01
0
201821
0
GENERAL MTRS CO
COM
37045V100
1650
44030
SH
SOLE
44030
0
0
GENIE ENERGY LTD
CL B
372284208
579
77600
SH
OTR
01
0
77600
0
GENIE ENERGY LTD
CL B
372284208
108
14500
SH
SOLE
14500
0
0
GENUINE PARTS CO
COM
372460105
511
5131
SH
SOLE
5131
0
0
GENUINE PARTS CO
COM
372460105
1875
18825
SH
OTR
01
0
18825
0
GENWORTH FINL INC
COM CL A
37247D106
3617
822094
SH
OTR
01
0
822094
0
GENWORTH FINL INC
COM CL A
37247D106
686
155801
SH
SOLE
155801
0
0
GEO GROUP INC NEW
COM
36162J106
3504
202065
SH
OTR
01
0
202065
0
GEO GROUP INC NEW
COM
36162J106
664
38307
SH
SOLE
38307
0
0
GILEAD SCIENCES INC
COM
375558103
25674
405075
SH
OTR
01
0
405075
0
GILEAD SCIENCES INC
COM
375558103
3672
57937
SH
OTR
05
0
57937
0
GILEAD SCIENCES INC
COM
375558103
6238
98426
SH
SOLE
98426
0
0
GLADSTONE COML CORP
COM
376536108
1208
51400
SH
OTR
01
0
51400
0
GLADSTONE COML CORP
COM
376536108
226
9600
SH
SOLE
9600
0
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
1827
37654
SH
OTR
01
0
37654
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
339
6983
SH
SOLE
6983
0
0
GLOBAL PMTS INC
COM
37940X102
9855
61983
SH
OTR
01
0
61983
0
GLOBAL PMTS INC
COM
37940X102
1989
12509
SH
SOLE
12509
0
0
GLOBE LIFE INC
COM
37959E102
1242
12965
SH
OTR
01
0
12965
0
GLOBE LIFE INC
COM
37959E102
275
2870
SH
SOLE
2870
0
0
GLOBUS MED INC
CL A
379577208
2157
42200
SH
OTR
01
0
42200
0
GLOBUS MED INC
CL A
379577208
419
8200
SH
SOLE
8200
0
0
GMS INC
COM
36251C103
617
21500
SH
SOLE
21500
0
0
GMS INC
COM
36251C103
3237
112700
SH
OTR
01
0
112700
0
GODADDY INC
CL A
380237107
12229
185348
SH
OTR
01
0
185348
0
GODADDY INC
CL A
380237107
1731
26228
SH
SOLE
26228
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
10091
48696
SH
OTR
01
0
48696
0
GOLDMAN SACHS GROUP INC
COM
38141G104
2327
11231
SH
SOLE
11231
0
0
GRAHAM HLDGS CO
COM
384637104
1817
2739
SH
OTR
01
0
2739
0
GRAHAM HLDGS CO
COM
384637104
224
337
SH
SOLE
337
0
0
GRAINGER W W INC
COM
384802104
1695
5703
SH
OTR
01
0
5703
0
GRAINGER W W INC
COM
384802104
453
1526
SH
SOLE
1526
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
3139
300363
SH
OTR
01
0
300363
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
595
56900
SH
SOLE
56900
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
182
3200
SH
SOLE
3200
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
964
16934
SH
OTR
01
0
16934
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
692
7500
SH
SOLE
7500
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
3683
39900
SH
OTR
01
0
39900
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
782
680000
PRN
SOLE
680000
0
0
H & E EQUIPMENT SERVICES INC
COM
404030108
1954
67700
SH
OTR
01
0
67700
0
H & E EQUIPMENT SERVICES INC
COM
404030108
372
12900
SH
SOLE
12900
0
0
HABIT RESTAURANTS INC
COM CL A
40449J103
489
55903
SH
OTR
01
0
55903
0
HABIT RESTAURANTS INC
COM CL A
40449J103
94
10715
SH
SOLE
10715
0
0
HAEMONETICS CORP
COM
405024100
3469
27500
SH
OTR
01
0
27500
0
HAEMONETICS CORP
COM
405024100
669
5300
SH
SOLE
5300
0
0
HALLADOR ENERGY COMPANY
COM
40609P105
95
26249
SH
SOLE
26249
0
0
HALLADOR ENERGY COMPANY
COM
40609P105
478
132106
SH
OTR
01
0
132106
0
HALLIBURTON CO
COM
406216101
2728
144748
SH
OTR
01
0
144748
0
HALLIBURTON CO
COM
406216101
624
33129
SH
SOLE
33129
0
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
2194
114668
SH
OTR
01
0
114668
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
413
21600
SH
SOLE
21600
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
2038
131423
SH
OTR
01
0
131423
0
HALOZYME THERAPEUTICS INC
COM
40637H109
387
24955
SH
SOLE
24955
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
3753
98000
SH
OTR
01
0
98000
0
HANCOCK WHITNEY CORPORATION
COM
410120109
724
18900
SH
SOLE
18900
0
0
HANESBRANDS INC
COM
410345102
714
46592
SH
OTR
01
0
46592
0
HANESBRANDS INC
COM
410345102
163
10619
SH
SOLE
10619
0
0
HANGER INC
COM NEW
41043F208
1357
66600
SH
OTR
01
0
66600
0
HANGER INC
COM NEW
41043F208
261
12800
SH
SOLE
12800
0
0
HANMI FINL CORP
COM NEW
410495204
2833
150874
SH
OTR
01
0
150874
0
HANMI FINL CORP
COM NEW
410495204
539
28693
SH
SOLE
28693
0
0
HANOVER INS GROUP INC
COM
410867105
5368
39603
SH
OTR
01
0
39603
0
HANOVER INS GROUP INC
COM
410867105
444
3279
SH
SOLE
3279
0
0
HARLEY DAVIDSON INC
COM
412822108
730
20293
SH
OTR
01
0
20293
0
HARLEY DAVIDSON INC
COM
412822108
166
4614
SH
SOLE
4614
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
4936
81445
SH
OTR
01
0
81445
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
866
14296
SH
SOLE
14296
0
0
HASBRO INC
COM
418056107
475
4002
SH
SOLE
4002
0
0
HASBRO INC
COM
418056107
1797
15143
SH
OTR
01
0
15143
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
846
18545
SH
OTR
01
0
18545
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
10
226
SH
SOLE
226
0
0
HAWKINS INC
COM
420261109
1400
32939
SH
OTR
01
0
32939
0
HAWKINS INC
COM
420261109
259
6100
SH
SOLE
6100
0
0
HCA HEALTHCARE INC
COM
40412C101
10430
86617
SH
OTR
01
0
86617
0
HCA HEALTHCARE INC
COM
40412C101
1847
15340
SH
OTR
05
0
15340
0
HCA HEALTHCARE INC
COM
40412C101
2398
19917
SH
SOLE
19917
0
0
HCP INC
COM
40414L109
3780
106100
SH
OTR
01
0
106100
0
HCP INC
COM
40414L109
766
21508
SH
SOLE
21508
0
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
1975
67214
SH
OTR
01
0
67214
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
150
5116
SH
SOLE
5116
0
0
HEALTHSTREAM INC
COM
42222N103
2126
82126
SH
OTR
01
0
82126
0
HEALTHSTREAM INC
COM
42222N103
401
15500
SH
SOLE
15500
0
0
HEICO CORP NEW
CL A
422806208
1992
20472
SH
OTR
01
0
20472
0
HEICO CORP NEW
CL A
422806208
234
2406
SH
SOLE
2406
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
2393
87652
SH
OTR
01
0
87652
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
451
16532
SH
SOLE
16532
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
15521
13254000
PRN
OTR
01
0
13254000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
20839
17795000
PRN
SOLE
17795000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
10057
9963000
PRN
OTR
01
0
9963000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
74
73000
PRN
OTR
04
8000
65000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
7268
7183000
PRN
SOLE
7183000
0
0
HELMERICH & PAYNE INC
COM
423452101
1238
30890
SH
OTR
01
0
30890
0
HELMERICH & PAYNE INC
COM
423452101
133
3326
SH
SOLE
3326
0
0
HENRY JACK & ASSOC INC
COM
426281101
430
2946
SH
SOLE
2946
0
0
HENRY JACK & ASSOC INC
COM
426281101
1450
9931
SH
OTR
01
0
9931
0
HENRY SCHEIN INC
COM
806407102
1760
27722
SH
OTR
01
0
27722
0
HENRY SCHEIN INC
COM
806407102
276
4342
SH
SOLE
4342
0
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
14988
16025000
PRN
OTR
01
0
16025000
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
19791
21160000
PRN
SOLE
21160000
0
0
HERC HLDGS INC
COM
42704L104
3288
70700
SH
OTR
01
0
70700
0
HERC HLDGS INC
COM
42704L104
619
13300
SH
SOLE
13300
0
0
HERITAGE INS HLDGS INC
COM
42727J102
250
16700
SH
SOLE
16700
0
0
HERITAGE INS HLDGS INC
COM
42727J102
1326
88691
SH
OTR
01
0
88691
0
HERON THERAPEUTICS INC
COM
427746102
225
12175
SH
SOLE
12175
0
0
HERON THERAPEUTICS INC
COM
427746102
1194
64551
SH
OTR
01
0
64551
0
HERSHEY CO
COM
427866108
17738
114449
SH
OTR
01
0
114449
0
HERSHEY CO
COM
427866108
2057
13271
SH
OTR
05
0
13271
0
HERSHEY CO
COM
427866108
2587
16692
SH
SOLE
16692
0
0
HESS CORP
COM
42809H107
2020
33404
SH
OTR
01
0
33404
0
HESS CORP
COM
42809H107
566
9364
SH
SOLE
9364
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
2632
173532
SH
OTR
01
0
173532
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
801
52820
SH
SOLE
52820
0
0
HEXCEL CORP NEW
COM
428291108
159
1931
SH
SOLE
1931
0
0
HEXCEL CORP NEW
COM
428291108
1741
21198
SH
OTR
01
0
21198
0
HIBBETT SPORTS INC
COM
428567101
3664
160000
SH
OTR
01
0
160000
0
HIBBETT SPORTS INC
COM
428567101
696
30400
SH
SOLE
30400
0
0
HILL ROM HLDGS INC
COM
431475102
16399
155843
SH
OTR
01
0
155843
0
HILL ROM HLDGS INC
COM
431475102
1132
10757
SH
OTR
05
0
10757
0
HILL ROM HLDGS INC
COM
431475102
2411
22910
SH
SOLE
22910
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
6240
67013
SH
OTR
01
0
67013
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
116
1244
SH
OTR
05
0
1244
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
1279
13735
SH
SOLE
13735
0
0
HMS HLDGS CORP
COM
40425J101
3869
112259
SH
OTR
01
0
112259
0
HMS HLDGS CORP
COM
40425J101
734
21300
SH
SOLE
21300
0
0
HOLLYFRONTIER CORP
COM
436106108
2555
47626
SH
OTR
05
0
47626
0
HOLLYFRONTIER CORP
COM
436106108
3463
64559
SH
SOLE
64559
0
0
HOLLYFRONTIER CORP
COM
436106108
13362
249102
SH
OTR
01
0
249102
0
HOLOGIC INC
COM
436440101
18972
375767
SH
OTR
01
0
375767
0
HOLOGIC INC
COM
436440101
2075
41101
SH
OTR
05
0
41101
0
HOLOGIC INC
COM
436440101
2875
56948
SH
SOLE
56948
0
0
HOME DEPOT INC
COM
437076102
53272
229603
SH
OTR
01
0
229603
0
HOME DEPOT INC
COM
437076102
4078
17575
SH
OTR
05
0
17575
0
HOME DEPOT INC
COM
437076102
13001
56035
SH
SOLE
56035
0
0
HONEYWELL INTL INC
COM
438516106
20465
120951
SH
OTR
01
0
120951
0
HONEYWELL INTL INC
COM
438516106
510
3017
SH
OTR
05
0
3017
0
HONEYWELL INTL INC
COM
438516106
4882
28856
SH
SOLE
28856
0
0
HORMEL FOODS CORP
COM
440452100
1567
35825
SH
OTR
01
0
35825
0
HORMEL FOODS CORP
COM
440452100
560
12807
SH
SOLE
12807
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
2480
143460
SH
OTR
05
0
143460
0
HOST HOTELS & RESORTS INC
COM
44107P104
2188
126570
SH
SOLE
126570
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
11163
645627
SH
OTR
01
0
645627
0
HP INC
COM
40434L105
6509
344052
SH
OTR
01
0
344052
0
HP INC
COM
40434L105
481
25440
SH
OTR
05
0
25440
0
HP INC
COM
40434L105
1306
69017
SH
SOLE
69017
0
0
HUBSPOT INC
NOTE 0.250% 6/0
443573AB6
922
550000
PRN
SOLE
550000
0
0
HUMANA INC
COM
444859102
5819
22759
SH
OTR
01
0
22759
0
HUMANA INC
COM
444859102
1201
4698
SH
SOLE
4698
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1225
11070
SH
OTR
01
0
11070
0
HUNT J B TRANS SVCS INC
COM
445658107
285
2572
SH
SOLE
2572
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1914
134101
SH
OTR
01
0
134101
0
HUNTINGTON BANCSHARES INC
COM
446150104
559
39182
SH
SOLE
39182
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1278
6034
SH
OTR
01
0
6034
0
HUNTINGTON INGALLS INDS INC
COM
446413106
281
1325
SH
SOLE
1325
0
0
HUNTSMAN CORP
COM
447011107
4086
175647
SH
OTR
01
0
175647
0
HUNTSMAN CORP
COM
447011107
705
30320
SH
SOLE
30320
0
0
IAA INC
COM
449253103
4992
119620
SH
OTR
01
0
119620
0
IAA INC
COM
449253103
612
14662
SH
SOLE
14662
0
0
IAC INTERACTIVECORP
COM
44919P508
889
4079
SH
SOLE
4079
0
0
IAC INTERACTIVECORP
COM
44919P508
8771
40240
SH
OTR
01
0
40240
0
IBERIABANK CORP
COM
450828108
1986
26293
SH
OTR
01
0
26293
0
IBERIABANK CORP
COM
450828108
364
4814
SH
SOLE
4814
0
0
IDACORP INC
COM
451107106
714
6341
SH
OTR
01
0
6341
0
IDEX CORP
COM
45167R104
1600
9766
SH
OTR
01
0
9766
0
IDEX CORP
COM
45167R104
462
2818
SH
SOLE
2818
0
0
IDEXX LABS INC
COM
45168D104
5134
18879
SH
OTR
01
0
18879
0
IDEXX LABS INC
COM
45168D104
982
3611
SH
SOLE
3611
0
0
IDT CORP
CL B NEW
448947507
1121
106500
SH
OTR
01
0
106500
0
IDT CORP
CL B NEW
448947507
218
20700
SH
SOLE
20700
0
0
II VI INC
NOTE 0.250% 9/0
902104AB4
626
605000
PRN
SOLE
605000
0
0
ILLINOIS TOOL WKS INC
COM
452308109
1767
11294
SH
SOLE
11294
0
0
ILLINOIS TOOL WKS INC
COM
452308109
1
5
SH
OTR
05
0
5
0
ILLINOIS TOOL WKS INC
COM
452308109
6444
41180
SH
OTR
01
0
41180
0
ILLUMINA INC
COM
452327109
873
2871
SH
OTR
05
0
2871
0
ILLUMINA INC
COM
452327109
2025
6657
SH
SOLE
6657
0
0
ILLUMINA INC
COM
452327109
11716
38512
SH
OTR
01
0
38512
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
28807
21677000
PRN
OTR
01
0
21677000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
95
72000
PRN
OTR
04
7000
65000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
36073
27124000
PRN
SOLE
27124000
0
0
ILLUMINA INC
NOTE 8/1
452327AK5
22735
20459000
PRN
OTR
01
0
20459000
0
ILLUMINA INC
NOTE 8/1
452327AK5
25550
22992000
PRN
SOLE
22992000
0
0
IMMUNOMEDICS INC
COM
452907108
1557
117391
SH
OTR
01
0
117391
0
IMMUNOMEDICS INC
COM
452907108
296
22305
SH
SOLE
22305
0
0
INCYTE CORP
COM
45337C102
722
9729
SH
OTR
05
0
9729
0
INCYTE CORP
COM
45337C102
1733
23345
SH
SOLE
23345
0
0
INCYTE CORP
COM
45337C102
17171
231318
SH
OTR
01
0
231318
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INSRED
45409F843
42009
1592750
SH
OTR
03
0
1592750
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INTRME
45409F827
42019
1596150
SH
OTR
03
0
1596150
0
INDEXIQ ACTIVE ETF TR
IQ ULTR SHT DU
45409F819
25055
499900
SH
OTR
03
0
499900
0
INDEXIQ ETF TR
HDG EVE DRIV
45409B404
1718
80000
SH
OTR
03
0
80000
0
INDEXIQ ETF TR
HDGD FTSE JAPN
45409B537
2120
103287
SH
OTR
03
0
103287
0
INDEXIQ ETF TR
IQ 500 INT ETF
45409B362
5339
200025
SH
OTR
03
0
200025
0
INDEXIQ ETF TR
IQ LEADERS GTA
45409B511
14647
608254
SH
OTR
03
0
608254
0
INDEXIQ ETF TR
IQ S&P HGH YLD
45409B412
20589
813158
SH
OTR
03
0
813158
0
INDEXIQ ETF TR
IQ SHORT DURAT
45409B339
3082
120000
SH
OTR
03
0
120000
0
INDEXIQ ETF TR
LNG SHT TRACK
45409B305
1767
80000
SH
OTR
03
0
80000
0
INDUSTRIAL LOGISTICS PPTYS T
COM SHS BEN INT
456237106
839
39500
SH
OTR
01
0
39500
0
INDUSTRIAL LOGISTICS PPTYS T
COM SHS BEN INT
456237106
147
6900
SH
SOLE
6900
0
0
INFINERA CORPORATION
NOTE 2.125% 9/0
45667GAC7
637
730000
PRN
SOLE
730000
0
0
INGLES MKTS INC
CL A
457030104
358
9200
SH
OTR
01
0
9200
0
INGLES MKTS INC
CL A
457030104
74
1900
SH
SOLE
1900
0
0
INGREDION INC
COM
457187102
520
6361
SH
OTR
01
0
6361
0
INGREDION INC
COM
457187102
90
1100
SH
SOLE
1100
0
0
INPHI CORP
COM
45772F107
232
3800
SH
SOLE
3800
0
0
INPHI CORP
COM
45772F107
1264
20700
SH
OTR
01
0
20700
0
INPHI CORP
NOTE 0.750% 9/0
45772FAC1
1686
1356000
PRN
SOLE
1356000
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
46900
30015000
PRN
SOLE
30015000
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
42680
27320000
PRN
OTR
01
0
27320000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
84
54000
PRN
OTR
04
5000
49000
0
INSIGHT ENTERPRISES INC
COM
45765U103
3397
60992
SH
OTR
01
0
60992
0
INSIGHT ENTERPRISES INC
COM
45765U103
646
11594
SH
SOLE
11594
0
0
INSMED INC
COM PAR $.01
457669307
1165
66026
SH
OTR
01
0
66026
0
INSMED INC
COM PAR $.01
457669307
221
12554
SH
SOLE
12554
0
0
INSMED INC
NOTE 1.750% 1/1
457669AA7
449
536000
PRN
SOLE
536000
0
0
INSTALLED BLDG PRODS INC
COM
45780R101
3102
54100
SH
OTR
01
0
54100
0
INSTALLED BLDG PRODS INC
COM
45780R101
579
10100
SH
SOLE
10100
0
0
INSULET CORP
NOTE 1.250% 9/1
45784PAF8
3159
1120000
PRN
SOLE
1120000
0
0
INTEGER HLDGS CORP
COM
45826H109
712
9419
SH
SOLE
9419
0
0
INTEGER HLDGS CORP
COM
45826H109
3806
50374
SH
OTR
01
0
50374
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
1595
26559
SH
OTR
01
0
26559
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
144
2402
SH
SOLE
2402
0
0
INTEL CORP
COM
458140100
38590
748879
SH
OTR
01
0
748879
0
INTEL CORP
COM
458140100
2236
43387
SH
OTR
05
0
43387
0
INTEL CORP
COM
458140100
11785
228711
SH
SOLE
228711
0
0
INTELSAT S A
NOTE 4.500% 6/1
45790VAB6
637
431000
PRN
SOLE
431000
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
1298
19565
SH
OTR
01
0
19565
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
250
3761
SH
SOLE
3761
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
11762
13608000
PRN
OTR
01
0
13608000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
27
31000
PRN
OTR
04
4000
27000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
14807
17118000
PRN
SOLE
17118000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
13203
143088
SH
OTR
01
0
143088
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
2434
26374
SH
OTR
05
0
26374
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
3109
33700
SH
SOLE
33700
0
0
INTERDIGITAL INC
COM
45867G101
766
14600
SH
OTR
01
0
14600
0
INTERDIGITAL INC
COM
45867G101
147
2800
SH
SOLE
2800
0
0
INTERDIGITAL INC
NOTE 1.500% 3/0
458660AD9
397
397000
PRN
SOLE
397000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
9169
63052
SH
SOLE
63052
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
38923
267659
SH
OTR
01
0
267659
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
4790
32938
SH
OTR
05
0
32938
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1690
13776
SH
OTR
01
0
13776
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
470
3830
SH
SOLE
3830
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1331
61725
SH
OTR
01
0
61725
0
INTERPUBLIC GROUP COS INC
COM
460690100
339
15721
SH
SOLE
15721
0
0
INTL FCSTONE INC
COM
46116V105
2797
68119
SH
OTR
01
0
68119
0
INTL FCSTONE INC
COM
46116V105
530
12900
SH
SOLE
12900
0
0
INTL PAPER CO
COM
460146103
2313
55310
SH
OTR
01
0
55310
0
INTL PAPER CO
COM
460146103
670
16015
SH
SOLE
16015
0
0
INTUIT
COM
461202103
2905
10924
SH
SOLE
10924
0
0
INTUIT
COM
461202103
24077
90537
SH
OTR
01
0
90537
0
INTUIT
COM
461202103
267
1003
SH
OTR
05
0
1003
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2896
5363
SH
SOLE
5363
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
16296
30182
SH
OTR
01
0
30182
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
1210
2241
SH
OTR
05
0
2241
0
INVACARE CORP
COM
461203101
380
50700
SH
OTR
01
0
50700
0
INVACARE CORP
COM
461203101
70
9300
SH
SOLE
9300
0
0
INVESCO ADVANTAGE MUNICIPAL
SH BEN INT
46132E103
4485
399055
SH
SOLE
399055
0
0
INVESCO EXCHNG TRADED FD TR
NATL AMT MUNI
46138E537
45136
1700663
SH
OTR
01
0
1700663
0
INVESCO MUN OPPORTUNITY TR
COM
46132C107
4533
362330
SH
SOLE
362330
0
0
INVESCO MUN TR
COM
46131J103
4873
386429
SH
SOLE
386429
0
0
INVESCO PA VALUE MUN INCOME
COM
46132K109
3152
241518
SH
SOLE
241518
0
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
5799
453399
SH
SOLE
453399
0
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
4587
356390
SH
SOLE
356390
0
0
INVITAE CORP
COM
46185L103
210
10900
SH
SOLE
10900
0
0
INVITAE CORP
COM
46185L103
1093
56700
SH
OTR
01
0
56700
0
INVITATION HOMES INC
COM
46187W107
4323
146014
SH
OTR
01
0
146014
0
INVITATION HOMES INC
COM
46187W107
489
16515
SH
SOLE
16515
0
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
1273
69920
SH
OTR
01
0
69920
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
242
13318
SH
SOLE
13318
0
0
IPG PHOTONICS CORP
COM
44980X109
623
4592
SH
OTR
01
0
4592
0
IPG PHOTONICS CORP
COM
44980X109
139
1027
SH
SOLE
1027
0
0
IQVIA HLDGS INC
COM
46266C105
23380
156514
SH
OTR
01
0
156514
0
IQVIA HLDGS INC
COM
46266C105
2124
14220
SH
OTR
05
0
14220
0
IQVIA HLDGS INC
COM
46266C105
3500
23428
SH
SOLE
23428
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
145
6800
SH
SOLE
6800
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
713
33500
SH
OTR
01
0
33500
0
IRON MTN INC NEW
COM
46284V101
1372
42367
SH
OTR
01
0
42367
0
IRON MTN INC NEW
COM
46284V101
398
12299
SH
SOLE
12299
0
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
956
111324
SH
OTR
01
0
111324
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
187
21767
SH
SOLE
21767
0
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
633
632000
PRN
SOLE
632000
0
0
ISHARES GOLD TRUST
ISHARES
464285105
8724
618700
SH
OTR
01
0
618700
0
ISHARES INC
CORE MSCI EMKT
46434G103
533
10876
SH
OTR
01
0
10876
0
ISHARES TR
CORE S&P MCP ETF
464287507
14571
75408
SH
OTR
01
0
75408
0
ISHARES TR
CORE S&P MCP ETF
464287507
51
262
SH
SOLE
262
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
1603
39225
SH
OTR
01
0
39225
0
ISHARES TR
MSCI INDIA ETF
46429B598
2366
70485
SH
OTR
01
0
70485
0
ISHARES TR
MSCI QATAR ETF
46434V779
1857
105754
SH
OTR
01
0
105754
0
ISHARES TR
MSCI SAUDI ARBIA
46434V423
2326
76320
SH
OTR
01
0
76320
0
ISHARES TR
NATIONAL MUN ETF
464288414
2861
25072
SH
SOLE
25072
0
0
ISHARES TR
RUS 1000 GRW ETF
464287614
24931
156180
SH
OTR
01
0
156180
0
ISHARES TR
RUSSELL 2000 ETF
464287655
9392
62062
SH
OTR
01
0
62062
0
ISHARES TR
RUSSELL 2000 ETF
464287655
940
6208
SH
SOLE
6208
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
29423
25749000
PRN
OTR
01
0
25749000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
52
46000
PRN
OTR
04
4000
42000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
35528
31084000
PRN
SOLE
31084000
0
0
ITRON INC
COM
465741106
2877
38900
SH
OTR
01
0
38900
0
ITRON INC
COM
465741106
540
7300
SH
SOLE
7300
0
0
J & J SNACK FOODS CORP
COM
466032109
3898
20300
SH
OTR
01
0
20300
0
J & J SNACK FOODS CORP
COM
466032109
749
3900
SH
SOLE
3900
0
0
J ALEXANDERS HLDGS INC
COM
46609J106
148
12597
SH
SOLE
12597
0
0
J ALEXANDERS HLDGS INC
COM
46609J106
794
67714
SH
OTR
01
0
67714
0
J2 GLOBAL INC
COM
48123V102
5686
62607
SH
OTR
01
0
62607
0
J2 GLOBAL INC
COM
48123V102
681
7499
SH
OTR
05
0
7499
0
J2 GLOBAL INC
COM
48123V102
1071
11789
SH
SOLE
11789
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
855
602000
PRN
SOLE
602000
0
0
JABIL INC
COM
466313103
2178
60902
SH
SOLE
60902
0
0
JABIL INC
COM
466313103
20961
586001
SH
OTR
01
0
586001
0
JABIL INC
COM
466313103
792
22136
SH
OTR
05
0
22136
0
JACOBS ENGR GROUP INC
COM
469814107
1600
17482
SH
OTR
01
0
17482
0
JACOBS ENGR GROUP INC
COM
469814107
435
4759
SH
SOLE
4759
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
1204
1199000
PRN
SOLE
1199000
0
0
JD COM INC
SPON ADR CL A
47215P106
1504
53298
SH
OTR
01
0
53298
0
JD COM INC
SPON ADR CL A
47215P106
968
34300
SH
SOLE
34300
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
800
43500
SH
OTR
01
0
43500
0
JEFFERIES FINL GROUP INC
COM
47233W109
867
47101
SH
SOLE
47101
0
0
JETBLUE AWYS CORP
COM
477143101
557
33269
SH
OTR
01
0
33269
0
JETBLUE AWYS CORP
COM
477143101
40
2399
SH
SOLE
2399
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
557
34900
SH
OTR
01
0
34900
0
JOHNSON & JOHNSON
COM
478160104
61910
478514
SH
OTR
01
0
478514
0
JOHNSON & JOHNSON
COM
478160104
5856
45262
SH
OTR
05
0
45262
0
JOHNSON & JOHNSON
COM
478160104
17465
134992
SH
SOLE
134992
0
0
JONES LANG LASALLE INC
COM
48020Q107
6364
45768
SH
OTR
01
0
45768
0
JONES LANG LASALLE INC
COM
48020Q107
577
4150
SH
SOLE
4150
0
0
JPMORGAN CHASE & CO
COM
46625H100
65994
560742
SH
OTR
01
0
560742
0
JPMORGAN CHASE & CO
COM
46625H100
8108
68896
SH
OTR
05
0
68896
0
JPMORGAN CHASE & CO
COM
46625H100
20234
171924
SH
SOLE
171924
0
0
JUMEI INTL HLDG LTD
SPONSORED ADR
48138L107
224
105753
SH
OTR
01
0
105753
0
JUNIPER NETWORKS INC
COM
48203R104
1102
44508
SH
OTR
01
0
44508
0
JUNIPER NETWORKS INC
COM
48203R104
342
13830
SH
SOLE
13830
0
0
K12 INC
COM
48273U102
3007
113918
SH
OTR
01
0
113918
0
K12 INC
COM
48273U102
571
21627
SH
SOLE
21627
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
1857
13962
SH
OTR
01
0
13962
0
KANSAS CITY SOUTHERN
COM NEW
485170302
491
3694
SH
SOLE
3694
0
0
KAR AUCTION SVCS INC
COM
48238T109
5005
203873
SH
OTR
01
0
203873
0
KAR AUCTION SVCS INC
COM
48238T109
615
25031
SH
SOLE
25031
0
0
KB HOME
COM
48666K109
4410
129700
SH
OTR
01
0
129700
0
KB HOME
COM
48666K109
833
24500
SH
SOLE
24500
0
0
KBR INC
COM
48242W106
2520
102700
SH
OTR
01
0
102700
0
KBR INC
COM
48242W106
488
19900
SH
SOLE
19900
0
0
KEANE GROUP INC
COM
48669A108
199
32900
SH
SOLE
32900
0
0
KEANE GROUP INC
COM
48669A108
1040
171675
SH
OTR
01
0
171675
0
KELLOGG CO
COM
487836108
2062
32042
SH
OTR
01
0
32042
0
KELLOGG CO
COM
487836108
678
10538
SH
SOLE
10538
0
0
KELLY SVCS INC
CL A
488152208
2038
84146
SH
OTR
01
0
84146
0
KELLY SVCS INC
CL A
488152208
397
16400
SH
SOLE
16400
0
0
KEMET CORP
COM NEW
488360207
392
21558
SH
OTR
01
0
21558
0
KEMET CORP
COM NEW
488360207
80
4400
SH
SOLE
4400
0
0
KEMPER CORP DEL
COM
488401100
5828
74761
SH
OTR
01
0
74761
0
KEMPER CORP DEL
COM
488401100
746
9575
SH
SOLE
9575
0
0
KEURIG DR PEPPER INC
COM
49271V100
1712
62659
SH
OTR
01
0
62659
0
KEYCORP NEW
COM
493267108
2310
129500
SH
OTR
01
0
129500
0
KEYCORP NEW
COM
493267108
655
36728
SH
SOLE
36728
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
4720
48535
SH
OTR
01
0
48535
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
972
9990
SH
SOLE
9990
0
0
KFORCE INC
COM
493732101
349
9236
SH
OTR
01
0
9236
0
KFORCE INC
COM
493732101
64
1700
SH
SOLE
1700
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
148
10200
SH
OTR
01
0
10200
0
KIMBALL ELECTRONICS INC
COM
49428J109
29
2000
SH
SOLE
2000
0
0
KIMBALL INTL INC
CL B
494274103
1293
67000
SH
OTR
01
0
67000
0
KIMBALL INTL INC
CL B
494274103
241
12500
SH
SOLE
12500
0
0
KIMBERLY CLARK CORP
COM
494368103
12200
85887
SH
OTR
01
0
85887
0
KIMBERLY CLARK CORP
COM
494368103
2124
14955
SH
OTR
05
0
14955
0
KIMBERLY CLARK CORP
COM
494368103
4080
28720
SH
SOLE
28720
0
0
KIMCO RLTY CORP
COM
49446R109
1265
60590
SH
OTR
01
0
60590
0
KIMCO RLTY CORP
COM
49446R109
1650
79046
SH
SOLE
79046
0
0
KINDER MORGAN INC DEL
COM
49456B101
252
12249
SH
OTR
05
0
12249
0
KINDER MORGAN INC DEL
COM
49456B101
1935
93904
SH
SOLE
93904
0
0
KINDER MORGAN INC DEL
COM
49456B101
9177
445285
SH
OTR
01
0
445285
0
KLA CORPORATION
COM NEW
482480100
5812
36450
SH
OTR
01
0
36450
0
KLA CORPORATION
COM NEW
482480100
1179
7392
SH
SOLE
7392
0
0
KNOLL INC
COM NEW
498904200
2748
108400
SH
OTR
01
0
108400
0
KNOLL INC
COM NEW
498904200
515
20300
SH
SOLE
20300
0
0
KNOWLES CORP
COM
49926D109
171
8400
SH
OTR
01
0
8400
0
KNOWLES CORP
COM
49926D109
33
1600
SH
SOLE
1600
0
0
KOHLS CORP
COM
500255104
1024
20624
SH
OTR
01
0
20624
0
KOHLS CORP
COM
500255104
247
4977
SH
SOLE
4977
0
0
KOPPERS HOLDINGS INC
COM
50060P106
155
5300
SH
SOLE
5300
0
0
KOPPERS HOLDINGS INC
COM
50060P106
832
28500
SH
OTR
01
0
28500
0
KRAFT HEINZ CO
COM
500754106
3713
132927
SH
OTR
01
0
132927
0
KRAFT HEINZ CO
COM
500754106
690
24686
SH
SOLE
24686
0
0
KRATON CORPORATION
COM
50077C106
1540
47700
SH
OTR
01
0
47700
0
KRATON CORPORATION
COM
50077C106
291
9000
SH
SOLE
9000
0
0
KROGER CO
COM
501044101
2701
104772
SH
OTR
01
0
104772
0
KROGER CO
COM
501044101
736
28546
SH
SOLE
28546
0
0
L BRANDS INC
COM
501797104
139
7074
SH
SOLE
7074
0
0
L BRANDS INC
COM
501797104
584
29809
SH
OTR
01
0
29809
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
3539
16960
SH
SOLE
16960
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
16730
80188
SH
OTR
01
0
80188
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
1755
8411
SH
OTR
05
0
8411
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2121
12623
SH
OTR
01
0
12623
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
589
3506
SH
SOLE
3506
0
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
656
276800
SH
OTR
01
0
276800
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
126
53000
SH
SOLE
53000
0
0
LAKELAND BANCORP INC
COM
511637100
275
17800
SH
OTR
01
0
17800
0
LAKELAND BANCORP INC
COM
511637100
56
3600
SH
SOLE
3600
0
0
LAM RESEARCH CORP
COM
512807108
3150
13631
SH
SOLE
13631
0
0
LAM RESEARCH CORP
COM
512807108
13757
59527
SH
OTR
01
0
59527
0
LAM RESEARCH CORP
COM
512807108
725
3135
SH
OTR
05
0
3135
0
LAMAR ADVERTISING CO NEW
CL A
512816109
2566
31324
SH
SOLE
31324
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
2273
27742
SH
OTR
01
0
27742
0
LAMB WESTON HLDGS INC
COM
513272104
1367
18797
SH
OTR
01
0
18797
0
LAMB WESTON HLDGS INC
COM
513272104
446
6137
SH
SOLE
6137
0
0
LANDS END INC NEW
COM
51509F105
772
68090
SH
OTR
01
0
68090
0
LANDS END INC NEW
COM
51509F105
144
12684
SH
SOLE
12684
0
0
LANNET INC
COM
516012101
157
14000
SH
OTR
01
0
14000
0
LANNET INC
COM
516012101
26
2300
SH
SOLE
2300
0
0
LANTHEUS HLDGS INC
COM
516544103
3311
132105
SH
OTR
01
0
132105
0
LANTHEUS HLDGS INC
COM
516544103
631
25165
SH
SOLE
25165
0
0
LAS VEGAS SANDS CORP
COM
517834107
1755
30388
SH
OTR
01
0
30388
0
LAS VEGAS SANDS CORP
COM
517834107
139
2400
SH
SOLE
2400
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
223
12200
SH
SOLE
12200
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
1195
65346
SH
OTR
01
0
65346
0
LAUDER ESTEE COS INC
CL A
518439104
10496
52759
SH
OTR
01
0
52759
0
LAUDER ESTEE COS INC
CL A
518439104
1639
8236
SH
SOLE
8236
0
0
LAUREATE EDUCATION INC
CL A
518613203
2605
157167
SH
OTR
01
0
157167
0
LAUREATE EDUCATION INC
CL A
518613203
486
29300
SH
SOLE
29300
0
0
LCNB CORP
COM
50181P100
236
13314
SH
OTR
01
0
13314
0
LCNB CORP
COM
50181P100
47
2648
SH
SOLE
2648
0
0
LEAR CORP
COM NEW
521865204
841
7136
SH
SOLE
7136
0
0
LEAR CORP
COM NEW
521865204
2733
23177
SH
OTR
01
0
23177
0
LEE ENTERPRISES INC
COM
523768109
42
20700
SH
SOLE
20700
0
0
LEE ENTERPRISES INC
COM
523768109
226
111000
SH
OTR
01
0
111000
0
LEGGETT & PLATT INC
COM
524660107
693
16935
SH
OTR
01
0
16935
0
LEGGETT & PLATT INC
COM
524660107
164
4002
SH
SOLE
4002
0
0
LEIDOS HLDGS INC
COM
525327102
16582
193078
SH
OTR
01
0
193078
0
LEIDOS HLDGS INC
COM
525327102
2386
27778
SH
OTR
05
0
27778
0
LEIDOS HLDGS INC
COM
525327102
3523
41027
SH
SOLE
41027
0
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
13557
8453000
PRN
OTR
01
0
8453000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
45
28000
PRN
OTR
04
3000
25000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
14344
8941000
PRN
SOLE
8941000
0
0
LENNAR CORP
CL A
526057104
2049
36694
SH
OTR
01
0
36694
0
LENNAR CORP
CL A
526057104
582
10425
SH
SOLE
10425
0
0
LEXICON PHARMACEUTICALS INC
NOTE 5.250%12/0
528872AB0
123
187000
PRN
SOLE
187000
0
0
LEXINGTON REALTY TRUST
COM
529043101
3814
372051
SH
OTR
01
0
372051
0
LEXINGTON REALTY TRUST
COM
529043101
4534
442351
SH
SOLE
442351
0
0
LIBERTY MEDIA CORP DELAWARE
DEB 2.250% 9/3
531229AE2
377
659000
PRN
SOLE
659000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
20209
16105000
PRN
OTR
01
0
16105000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
27404
21839000
PRN
SOLE
21839000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
25783
21547000
PRN
OTR
01
0
21547000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
91
76000
PRN
OTR
04
8000
68000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
27345
22843000
PRN
SOLE
22843000
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
153
2974
SH
SOLE
2974
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
137
2672
SH
OTR
01
0
2672
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
21
2200
SH
SOLE
2200
0
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
107
11333
SH
OTR
01
0
11333
0
LIFE STORAGE INC
COM
53223X107
2913
27634
SH
OTR
01
0
27634
0
LIFE STORAGE INC
COM
53223X107
154
1461
SH
OTR
05
0
1461
0
LIFE STORAGE INC
COM
53223X107
3309
31393
SH
SOLE
31393
0
0
LIFEVANTAGE CORP
COM NEW
53222K205
395
28800
SH
OTR
01
0
28800
0
LIFEVANTAGE CORP
COM NEW
53222K205
75
5500
SH
SOLE
5500
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
1285
12910
SH
OTR
01
0
12910
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
258
2594
SH
SOLE
2594
0
0
LILLY ELI & CO
COM
532457108
3374
30168
SH
SOLE
30168
0
0
LILLY ELI & CO
COM
532457108
14073
125844
SH
OTR
01
0
125844
0
LINCOLN NATL CORP IND
COM
534187109
5646
93603
SH
OTR
01
0
93603
0
LINCOLN NATL CORP IND
COM
534187109
930
15419
SH
SOLE
15419
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
3509
401501
SH
OTR
01
0
401501
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
461
52704
SH
SOLE
52704
0
0
LITHIA MTRS INC
CL A
536797103
4038
30500
SH
OTR
01
0
30500
0
LITHIA MTRS INC
CL A
536797103
755
5700
SH
SOLE
5700
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
631
9512
SH
OTR
01
0
9512
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
793
11957
SH
SOLE
11957
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
4137
3521000
PRN
OTR
01
0
3521000
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
6394
5442000
PRN
SOLE
5442000
0
0
LIVEPERSON INC
COM
538146101
46
1300
SH
SOLE
1300
0
0
LIVEPERSON INC
COM
538146101
228
6400
SH
OTR
01
0
6400
0
LIVERAMP HLDGS INC
COM
53815P108
245
5700
SH
SOLE
5700
0
0
LIVERAMP HLDGS INC
COM
53815P108
1303
30323
SH
OTR
01
0
30323
0
LKQ CORP
COM
501889208
1251
39765
SH
OTR
01
0
39765
0
LKQ CORP
COM
501889208
1166
37079
SH
SOLE
37079
0
0
LOCKHEED MARTIN CORP
COM
539830109
39453
101147
SH
OTR
01
0
101147
0
LOCKHEED MARTIN CORP
COM
539830109
4029
10328
SH
OTR
05
0
10328
0
LOCKHEED MARTIN CORP
COM
539830109
7217
18501
SH
SOLE
18501
0
0
LOEWS CORP
COM
540424108
1727
33552
SH
OTR
01
0
33552
0
LOEWS CORP
COM
540424108
448
8707
SH
SOLE
8707
0
0
LOGMEIN INC
COM
54142L109
340
4791
SH
SOLE
4791
0
0
LOGMEIN INC
COM
54142L109
8414
118577
SH
OTR
01
0
118577
0
LOWES COS INC
COM
548661107
19760
179698
SH
OTR
01
0
179698
0
LOWES COS INC
COM
548661107
4270
38833
SH
SOLE
38833
0
0
LPL FINL HLDGS INC
COM
50212V100
16184
197610
SH
OTR
01
0
197610
0
LPL FINL HLDGS INC
COM
50212V100
1643
20063
SH
SOLE
20063
0
0
LSC COMMUNICATIONS INC
COM
50218P107
35
25500
SH
OTR
01
0
25500
0
LSC COMMUNICATIONS INC
COM
50218P107
6
4400
SH
SOLE
4400
0
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
48784
41985000
PRN
OTR
01
0
41985000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
86
74000
PRN
OTR
04
8000
66000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
59346
51050000
PRN
SOLE
51050000
0
0
LUTHER BURBANK CORP
COM
550550107
1359
119936
SH
OTR
01
0
119936
0
LUTHER BURBANK CORP
COM
550550107
253
22300
SH
SOLE
22300
0
0
LYDALL INC DEL
COM
550819106
638
25600
SH
OTR
01
0
25600
0
LYDALL INC DEL
COM
550819106
120
4800
SH
SOLE
4800
0
0
M & T BK CORP
COM
55261F104
2724
17246
SH
OTR
01
0
17246
0
M & T BK CORP
COM
55261F104
742
4697
SH
SOLE
4697
0
0
M D C HLDGS INC
COM
552676108
3879
90000
SH
OTR
01
0
90000
0
M D C HLDGS INC
COM
552676108
737
17100
SH
SOLE
17100
0
0
M/I HOMES INC
COM
55305B101
3212
85300
SH
OTR
01
0
85300
0
M/I HOMES INC
COM
55305B101
614
16300
SH
SOLE
16300
0
0
MACERICH CO
COM
554382101
449
14217
SH
OTR
01
0
14217
0
MACERICH CO
COM
554382101
568
17992
SH
SOLE
17992
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
55
1394
SH
SOLE
1394
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
464
11745
SH
OTR
01
0
11745
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
1778
1943000
PRN
SOLE
1943000
0
0
MACYS INC
COM
55616P104
152
9769
SH
SOLE
9769
0
0
MACYS INC
COM
55616P104
619
39810
SH
OTR
01
0
39810
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
842
9767
SH
OTR
01
0
9767
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
169
1961
SH
SOLE
1961
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
1484
23900
SH
OTR
01
0
23900
0
MAGELLAN HEALTH INC
COM NEW
559079207
286
4600
SH
SOLE
4600
0
0
MANPOWERGROUP INC
COM
56418H100
16941
201101
SH
OTR
01
0
201101
0
MANPOWERGROUP INC
COM
56418H100
2182
25904
SH
OTR
05
0
25904
0
MANPOWERGROUP INC
COM
56418H100
2750
32639
SH
SOLE
32639
0
0
MARATHON OIL CORP
COM
565849106
372
30303
SH
SOLE
30303
0
0
MARATHON OIL CORP
COM
565849106
2001
163083
SH
OTR
01
0
163083
0
MARATHON PETE CORP
COM
56585A102
1432
23570
SH
SOLE
23570
0
0
MARATHON PETE CORP
COM
56585A102
7052
116082
SH
OTR
01
0
116082
0
MARCHEX INC
CL B
56624R108
152
48400
SH
OTR
01
0
48400
0
MARCHEX INC
CL B
56624R108
28
9000
SH
SOLE
9000
0
0
MARCUS & MILLICHAP INC
COM
566324109
1415
39879
SH
OTR
01
0
39879
0
MARCUS & MILLICHAP INC
COM
566324109
263
7406
SH
SOLE
7406
0
0
MARKETAXESS HLDGS INC
COM
57060D108
1615
4931
SH
OTR
01
0
4931
0
MARKETAXESS HLDGS INC
COM
57060D108
409
1249
SH
SOLE
1249
0
0
MARRIOTT INTL INC NEW
CL A
571903202
4397
35352
SH
OTR
01
0
35352
0
MARRIOTT INTL INC NEW
CL A
571903202
1224
9843
SH
SOLE
9843
0
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
3057
3049000
PRN
OTR
01
0
3049000
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
49
49000
PRN
OTR
04
5000
44000
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
793
787000
PRN
SOLE
787000
0
0
MARSH & MCLENNAN COS INC
COM
571748102
8233
82290
SH
OTR
01
0
82290
0
MARSH & MCLENNAN COS INC
COM
571748102
1759
17577
SH
SOLE
17577
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
2206
8048
SH
OTR
01
0
8048
0
MARTIN MARIETTA MATLS INC
COM
573284106
566
2065
SH
SOLE
2065
0
0
MASCO CORP
COM
574599106
10976
263337
SH
OTR
01
0
263337
0
MASCO CORP
COM
574599106
2364
56712
SH
OTR
05
0
56712
0
MASCO CORP
COM
574599106
2206
52925
SH
SOLE
52925
0
0
MASTEC INC
COM
576323109
844
13000
SH
SOLE
13000
0
0
MASTEC INC
COM
576323109
4474
68900
SH
OTR
01
0
68900
0
MASTERCARD INC
CL A
57636Q104
13391
49311
SH
SOLE
49311
0
0
MASTERCARD INC
CL A
57636Q104
68105
250784
SH
OTR
01
0
250784
0
MASTERCARD INC
CL A
57636Q104
4760
17529
SH
OTR
05
0
17529
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
1290
86400
SH
OTR
01
0
86400
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
249
16700
SH
SOLE
16700
0
0
MATERION CORP
COM
576690101
2393
39000
SH
OTR
01
0
39000
0
MATERION CORP
COM
576690101
448
7300
SH
SOLE
7300
0
0
MATRIX SVC CO
COM
576853105
2434
141985
SH
OTR
01
0
141985
0
MATRIX SVC CO
COM
576853105
458
26733
SH
SOLE
26733
0
0
MATSON INC
COM
57686G105
1609
42900
SH
OTR
01
0
42900
0
MATSON INC
COM
57686G105
323
8600
SH
SOLE
8600
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2027
35008
SH
OTR
01
0
35008
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
567
9788
SH
SOLE
9788
0
0
MAXIMUS INC
COM
577933104
1678
21713
SH
OTR
05
0
21713
0
MAXIMUS INC
COM
577933104
1325
17153
SH
SOLE
17153
0
0
MAXIMUS INC
COM
577933104
5742
74317
SH
OTR
01
0
74317
0
MCCORMICK & CO INC
COM NON VTG
579780206
2475
15834
SH
OTR
01
0
15834
0
MCCORMICK & CO INC
COM NON VTG
579780206
752
4810
SH
SOLE
4810
0
0
MCDONALDS CORP
COM
580135101
34011
158406
SH
OTR
01
0
158406
0
MCDONALDS CORP
COM
580135101
3200
14902
SH
OTR
05
0
14902
0
MCDONALDS CORP
COM
580135101
8241
38381
SH
SOLE
38381
0
0
MCGRATH RENTCORP
COM
580589109
466
6700
SH
SOLE
6700
0
0
MCGRATH RENTCORP
COM
580589109
2477
35600
SH
OTR
01
0
35600
0
MCKESSON CORP
COM
58155Q103
4473
32731
SH
SOLE
32731
0
0
MCKESSON CORP
COM
58155Q103
28611
209361
SH
OTR
01
0
209361
0
MCKESSON CORP
COM
58155Q103
2573
18828
SH
OTR
05
0
18828
0
MDU RES GROUP INC
COM
552690109
6295
223304
SH
OTR
01
0
223304
0
MDU RES GROUP INC
COM
552690109
274
9705
SH
OTR
05
0
9705
0
MDU RES GROUP INC
COM
552690109
601
21331
SH
SOLE
21331
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
4933
252214
SH
OTR
01
0
252214
0
MEDICAL PPTYS TRUST INC
COM
58463J304
789
40322
SH
OTR
05
0
40322
0
MEDICAL PPTYS TRUST INC
COM
58463J304
6376
325972
SH
SOLE
325972
0
0
MEDICINES CO
COM
584688105
410
8200
SH
SOLE
8200
0
0
MEDICINES CO
COM
584688105
2185
43700
SH
OTR
01
0
43700
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
22640
18711000
PRN
SOLE
18711000
0
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
21913
18122000
PRN
OTR
01
0
18122000
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
57
47000
PRN
OTR
04
4000
43000
0
MEDNAX INC
COM
58502B106
2046
90453
SH
OTR
01
0
90453
0
MEDNAX INC
COM
58502B106
148
6526
SH
SOLE
6526
0
0
MEDPACE HLDGS INC
COM
58506Q109
3791
45113
SH
OTR
01
0
45113
0
MEDPACE HLDGS INC
COM
58506Q109
711
8466
SH
SOLE
8466
0
0
MELCO RESORTS AND ENTMT LTD
ADR
585464100
1778
91600
SH
OTR
01
0
91600
0
MELCO RESORTS AND ENTMT LTD
ADR
585464100
939
48400
SH
SOLE
48400
0
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
18174
12338000
PRN
SOLE
12338000
0
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
14185
9630000
PRN
OTR
01
0
9630000
0
MERCANTILE BANK CORP
COM
587376104
59
1800
SH
SOLE
1800
0
0
MERCANTILE BANK CORP
COM
587376104
318
9700
SH
OTR
01
0
9700
0
MERCHANTS BANCORP IND
COM
58844R108
334
20200
SH
OTR
01
0
20200
0
MERCHANTS BANCORP IND
COM
58844R108
60
3600
SH
SOLE
3600
0
0
MERCK & CO INC
COM
58933Y105
52131
619283
SH
OTR
01
0
619283
0
MERCK & CO INC
COM
58933Y105
3470
41224
SH
OTR
05
0
41224
0
MERCK & CO INC
COM
58933Y105
11647
138358
SH
SOLE
138358
0
0
MERCURY GENL CORP NEW
COM
589400100
6969
124708
SH
OTR
01
0
124708
0
MERCURY GENL CORP NEW
COM
589400100
854
15279
SH
SOLE
15279
0
0
MERCURY SYS INC
COM
589378108
308
3800
SH
SOLE
3800
0
0
MERCURY SYS INC
COM
589378108
1680
20700
SH
OTR
01
0
20700
0
MERIDIAN BIOSCIENCE INC
COM
589584101
461
48591
SH
OTR
01
0
48591
0
MERIDIAN BIOSCIENCE INC
COM
589584101
86
9100
SH
SOLE
9100
0
0
MERITAGE HOMES CORP
COM
59001A102
3982
56600
SH
OTR
01
0
56600
0
MERITAGE HOMES CORP
COM
59001A102
753
10700
SH
SOLE
10700
0
0
MERITOR INC
COM
59001K100
3225
174330
SH
OTR
01
0
174330
0
MERITOR INC
COM
59001K100
612
33060
SH
SOLE
33060
0
0
METHODE ELECTRS INC
COM
591520200
599
17800
SH
OTR
01
0
17800
0
METHODE ELECTRS INC
COM
591520200
114
3400
SH
SOLE
3400
0
0
METLIFE INC
COM
59156R108
4457
94506
SH
SOLE
94506
0
0
METLIFE INC
COM
59156R108
15780
334611
SH
OTR
01
0
334611
0
METLIFE INC
COM
59156R108
3085
65418
SH
OTR
05
0
65418
0
METROPOLITAN BK HLDG CORP
COM
591774104
278
7079
SH
SOLE
7079
0
0
METROPOLITAN BK HLDG CORP
COM
591774104
1503
38203
SH
OTR
01
0
38203
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
2239
3178
SH
OTR
01
0
3178
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
635
901
SH
SOLE
901
0
0
MFA FINL INC
COM
55272X102
892
121203
SH
OTR
01
0
121203
0
MFA FINL INC
COM
55272X102
892
121203
SH
SOLE
121203
0
0
MFS HIGH INCOME MUN TR
SH BEN INT
59318D104
2650
481847
SH
SOLE
481847
0
0
MFS MUN INCOME TR
SH BEN INT
552738106
694
98613
SH
OTR
01
0
98613
0
MFS MUN INCOME TR
SH BEN INT
552738106
3651
518642
SH
SOLE
518642
0
0
MGIC INVT CORP WIS
COM
552848103
80
6336
SH
SOLE
6336
0
0
MGIC INVT CORP WIS
COM
552848103
1026
81572
SH
OTR
01
0
81572
0
MGM RESORTS INTERNATIONAL
COM
552953101
6501
234513
SH
OTR
01
0
234513
0
MGM RESORTS INTERNATIONAL
COM
552953101
988
35632
SH
SOLE
35632
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
2850
30673
SH
OTR
01
0
30673
0
MICROCHIP TECHNOLOGY INC
COM
595017104
797
8581
SH
SOLE
8581
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
65840
34719000
PRN
OTR
01
0
34719000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
155
82000
PRN
OTR
04
9000
73000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
68811
36279000
PRN
SOLE
36279000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
15900
12327000
PRN
OTR
01
0
12327000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
31575
24480000
PRN
SOLE
24480000
0
0
MICRON TECHNOLOGY INC
COM
595112103
4581
106908
SH
SOLE
106908
0
0
MICRON TECHNOLOGY INC
COM
595112103
22633
528190
SH
OTR
01
0
528190
0
MICRON TECHNOLOGY INC
COM
595112103
2916
68043
SH
OTR
05
0
68043
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
22975
5347000
PRN
SOLE
5347000
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
16367
3809000
PRN
OTR
01
0
3809000
0
MICROSOFT CORP
COM
594918104
309144
2223575
SH
OTR
01
0
2223575
0
MICROSOFT CORP
COM
594918104
22958
165133
SH
OTR
05
0
165133
0
MICROSOFT CORP
COM
594918104
59910
430916
SH
SOLE
430916
0
0
MICROSTRATEGY INC
CL A NEW
594972408
2860
19278
SH
OTR
01
0
19278
0
MICROSTRATEGY INC
CL A NEW
594972408
534
3600
SH
SOLE
3600
0
0
MID AMER APT CMNTYS INC
COM
59522J103
10551
81157
SH
OTR
01
0
81157
0
MID AMER APT CMNTYS INC
COM
59522J103
2115
16267
SH
OTR
05
0
16267
0
MID AMER APT CMNTYS INC
COM
59522J103
14872
114391
SH
SOLE
114391
0
0
MIDDLESEX WATER CO
COM
596680108
831
12800
SH
OTR
01
0
12800
0
MIDDLESEX WATER CO
COM
596680108
169
2600
SH
SOLE
2600
0
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
271
8874
SH
SOLE
8874
0
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
1450
47503
SH
OTR
01
0
47503
0
MILLER HERMAN INC
COM
600544100
4054
87957
SH
OTR
01
0
87957
0
MILLER HERMAN INC
COM
600544100
765
16600
SH
SOLE
16600
0
0
MILLER INDS INC TENN
COM NEW
600551204
2153
64649
SH
OTR
01
0
64649
0
MILLER INDS INC TENN
COM NEW
600551204
416
12496
SH
SOLE
12496
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
1254
16100
SH
OTR
01
0
16100
0
MIRATI THERAPEUTICS INC
COM
60468T105
242
3100
SH
SOLE
3100
0
0
MKS INSTRUMENT INC
COM
55306N104
9203
99729
SH
OTR
01
0
99729
0
MKS INSTRUMENT INC
COM
55306N104
1009
10932
SH
SOLE
10932
0
0
MODEL N INC
COM
607525102
308
11100
SH
OTR
01
0
11100
0
MODEL N INC
COM
607525102
58
2100
SH
SOLE
2100
0
0
MOHAWK INDS INC
COM
608190104
966
7785
SH
OTR
01
0
7785
0
MOHAWK INDS INC
COM
608190104
287
2312
SH
SOLE
2312
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
7872
2916000
PRN
OTR
01
0
2916000
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
124
46000
PRN
OTR
04
4000
42000
0
MOLSON COORS BREWING CO
CL B
60871R209
3591
62448
SH
OTR
01
0
62448
0
MOLSON COORS BREWING CO
CL B
60871R209
341
5924
SH
OTR
05
0
5924
0
MOLSON COORS BREWING CO
CL B
60871R209
884
15373
SH
SOLE
15373
0
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
1043
80486
SH
OTR
01
0
80486
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
195
15062
SH
SOLE
15062
0
0
MOMO INC
ADR
60879B107
567
18300
SH
OTR
01
0
18300
0
MONDELEZ INTL INC
CL A
609207105
11780
212948
SH
OTR
01
0
212948
0
MONDELEZ INTL INC
CL A
609207105
2969
53667
SH
SOLE
53667
0
0
MONGODB INC
NOTE 0.750% 6/1
60937PAB2
386
205000
PRN
SOLE
205000
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
3225
55539
SH
OTR
01
0
55539
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
891
15342
SH
SOLE
15342
0
0
MOODYS CORP
COM
615369105
4300
20994
SH
OTR
01
0
20994
0
MOODYS CORP
COM
615369105
1186
5791
SH
SOLE
5791
0
0
MOOG INC
CL A
615394202
3480
42900
SH
OTR
01
0
42900
0
MOOG INC
CL A
615394202
665
8200
SH
SOLE
8200
0
0
MORGAN STANLEY
COM NEW
617446448
8588
201265
SH
OTR
01
0
201265
0
MORGAN STANLEY
COM NEW
617446448
1895
44416
SH
SOLE
44416
0
0
MORNINGSTAR INC
COM
617700109
2970
20324
SH
OTR
01
0
20324
0
MORNINGSTAR INC
COM
617700109
243
1664
SH
SOLE
1664
0
0
MOSAIC CO NEW
COM
61945C103
938
45749
SH
OTR
01
0
45749
0
MOSAIC CO NEW
COM
61945C103
280
13651
SH
SOLE
13651
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
3903
22905
SH
OTR
01
0
22905
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1035
6071
SH
SOLE
6071
0
0
MSCI INC
COM
55354G100
2377
10915
SH
OTR
01
0
10915
0
MSCI INC
COM
55354G100
665
3053
SH
SOLE
3053
0
0
MUELLER INDS INC
COM
624756102
3435
119784
SH
OTR
01
0
119784
0
MUELLER INDS INC
COM
624756102
657
22900
SH
SOLE
22900
0
0
MURPHY USA INC
COM
626755102
717
8400
SH
SOLE
8400
0
0
MURPHY USA INC
COM
626755102
3740
43846
SH
OTR
01
0
43846
0
MYR GROUP INC DEL
COM
55405W104
2992
95635
SH
OTR
01
0
95635
0
MYR GROUP INC DEL
COM
55405W104
569
18200
SH
SOLE
18200
0
0
MYRIAD GENETICS INC
COM
62855J104
1378
48123
SH
OTR
01
0
48123
0
MYRIAD GENETICS INC
COM
62855J104
261
9121
SH
SOLE
9121
0
0
NABORS INDS INC NEW
NOTE 0.750% 1/1
62957HAB1
323
503000
PRN
SOLE
503000
0
0
NACCO INDS INC
CL A
629579103
941
14725
SH
OTR
01
0
14725
0
NACCO INDS INC
CL A
629579103
173
2700
SH
SOLE
2700
0
0
NANOMETRICS INC
COM
630077105
337
10322
SH
OTR
01
0
10322
0
NANOMETRICS INC
COM
630077105
65
2000
SH
SOLE
2000
0
0
NASDAQ INC
COM
631103108
325
3274
SH
SOLE
3274
0
0
NASDAQ INC
COM
631103108
1479
14884
SH
OTR
01
0
14884
0
NATERA INC
COM
632307104
226
6900
SH
SOLE
6900
0
0
NATERA INC
COM
632307104
1210
36900
SH
OTR
01
0
36900
0
NATIONAL GEN HLDGS CORP
COM
636220303
3225
140112
SH
OTR
01
0
140112
0
NATIONAL GEN HLDGS CORP
COM
636220303
625
27158
SH
SOLE
27158
0
0
NATIONAL HEALTHCARE CORP
COM
635906100
647
7900
SH
OTR
01
0
7900
0
NATIONAL HEALTHCARE CORP
COM
635906100
115
1400
SH
SOLE
1400
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1054
49734
SH
OTR
01
0
49734
0
NATIONAL OILWELL VARCO INC
COM
637071101
320
15077
SH
SOLE
15077
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
238
4219
SH
OTR
01
0
4219
0
NATIONAL RETAIL PPTYS INC
COM
637417106
251
4443
SH
SOLE
4443
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
1426
142740
SH
OTR
01
0
142740
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
269
26940
SH
SOLE
26940
0
0
NATUS MEDICAL INC
COM
639050103
474
14900
SH
SOLE
14900
0
0
NATUS MEDICAL INC
COM
639050103
2464
77400
SH
OTR
01
0
77400
0
NAVISTAR INTL CORP NEW
COM
63934E108
2836
100900
SH
OTR
01
0
100900
0
NAVISTAR INTL CORP NEW
COM
63934E108
531
18900
SH
SOLE
18900
0
0
NETAPP INC
COM
64110D104
1612
30697
SH
OTR
01
0
30697
0
NETAPP INC
COM
64110D104
487
9269
SH
SOLE
9269
0
0
NETEASE INC
SPONSORED ADS
64110W102
1438
5405
SH
OTR
01
0
5405
0
NETEASE INC
SPONSORED ADS
64110W102
1118
4200
SH
SOLE
4200
0
0
NETFLIX INC
COM
64110L106
5918
22113
SH
SOLE
22113
0
0
NETFLIX INC
COM
64110L106
32292
120664
SH
OTR
01
0
120664
0
NETFLIX INC
COM
64110L106
2280
8519
SH
OTR
05
0
8519
0
NETSCOUT SYS INC
COM
64115T104
553
23980
SH
SOLE
23980
0
0
NETSCOUT SYS INC
COM
64115T104
2934
127214
SH
OTR
01
0
127214
0
NEUBERGER BRMAN NY MUNI FD I
COM
64124K102
322
25745
SH
SOLE
25745
0
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
28558
20828000
PRN
OTR
01
0
20828000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
103
75000
PRN
OTR
04
7000
68000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
28573
20830000
PRN
SOLE
20830000
0
0
NEW RELIC INC
COM
64829B100
539
8778
SH
OTR
01
0
8778
0
NEW RELIC INC
COM
64829B100
68
1114
SH
SOLE
1114
0
0
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
648
683000
PRN
SOLE
683000
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
719
57275
SH
SOLE
57275
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1455
115976
SH
OTR
01
0
115976
0
NEWELL BRANDS INC
COM
651229106
920
49166
SH
OTR
01
0
49166
0
NEWELL BRANDS INC
COM
651229106
216
11521
SH
SOLE
11521
0
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
4460
117606
SH
OTR
01
0
117606
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
1110
29285
SH
SOLE
29285
0
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
14352
12861000
PRN
OTR
01
0
12861000
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
17162
15379000
PRN
SOLE
15379000
0
0
NEWS CORP NEW
CL A
65249B109
7514
539833
SH
OTR
01
0
539833
0
NEWS CORP NEW
CL A
65249B109
1007
72328
SH
OTR
05
0
72328
0
NEWS CORP NEW
CL A
65249B109
1874
134662
SH
SOLE
134662
0
0
NEWS CORP NEW
CL B
65249B208
502
35142
SH
OTR
05
0
35142
0
NEWS CORP NEW
CL B
65249B208
1102
77105
SH
SOLE
77105
0
0
NEWS CORP NEW
CL B
65249B208
6102
426891
SH
OTR
01
0
426891
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
2006
42900
SH
OTR
01
0
42900
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
2380
50900
SH
SOLE
50900
0
0
NEXTERA ENERGY INC
COM
65339F101
16715
71743
SH
OTR
01
0
71743
0
NEXTERA ENERGY INC
COM
65339F101
3926
16851
SH
SOLE
16851
0
0
NEXTGEN HEALTHCARE INC
COM
65343C102
1315
83935
SH
OTR
01
0
83935
0
NEXTGEN HEALTHCARE INC
COM
65343C102
251
15992
SH
SOLE
15992
0
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
74814
41842000
PRN
OTR
01
0
41842000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
139
78000
PRN
OTR
04
8000
70000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
87927
49160000
PRN
SOLE
49160000
0
0
NIKE INC
CL B
654106103
41756
444589
SH
OTR
01
0
444589
0
NIKE INC
CL B
654106103
3963
42191
SH
OTR
05
0
42191
0
NIKE INC
CL B
654106103
7003
74563
SH
SOLE
74563
0
0
NISOURCE INC
COM
65473P105
1439
48106
SH
OTR
01
0
48106
0
NISOURCE INC
COM
65473P105
330
11020
SH
SOLE
11020
0
0
NMI HLDGS INC
CL A
629209305
3366
128182
SH
OTR
01
0
128182
0
NMI HLDGS INC
CL A
629209305
635
24200
SH
SOLE
24200
0
0
NOBLE ENERGY INC
COM
655044105
1384
61635
SH
OTR
01
0
61635
0
NOBLE ENERGY INC
COM
655044105
397
17697
SH
SOLE
17697
0
0
NORDSTROM INC
COM
655664100
462
13707
SH
OTR
01
0
13707
0
NORDSTROM INC
COM
655664100
113
3349
SH
SOLE
3349
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1863
10371
SH
SOLE
10371
0
0
NORFOLK SOUTHERN CORP
COM
655844108
8719
48533
SH
OTR
01
0
48533
0
NORTHEAST BK LEWISTON ME
COM
66405S100
377
17023
SH
OTR
01
0
17023
0
NORTHEAST BK LEWISTON ME
COM
66405S100
75
3400
SH
SOLE
3400
0
0
NORTHERN TR CORP
COM
665859104
2587
27726
SH
OTR
01
0
27726
0
NORTHERN TR CORP
COM
665859104
722
7736
SH
SOLE
7736
0
0
NORTHROP GRUMMAN CORP
COM
666807102
19927
53169
SH
OTR
01
0
53169
0
NORTHROP GRUMMAN CORP
COM
666807102
2504
6681
SH
OTR
05
0
6681
0
NORTHROP GRUMMAN CORP
COM
666807102
3608
9626
SH
SOLE
9626
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
12890
1800000
PRN
OTR
01
0
1800000
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
19356
2703000
PRN
SOLE
2703000
0
0
NRG ENERGY INC
COM NEW
629377508
560
14139
SH
SOLE
14139
0
0
NRG ENERGY INC
COM NEW
629377508
3113
78621
SH
OTR
01
0
78621
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
23001
20421000
PRN
OTR
01
0
20421000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
27997
24856000
PRN
SOLE
24856000
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
7283
171250
SH
OTR
01
0
171250
0
NU SKIN ENTERPRISES INC
CL A
67018T105
839
19737
SH
SOLE
19737
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
7605
466271
SH
OTR
01
0
466271
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
805
49378
SH
SOLE
49378
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
19315
19609000
PRN
OTR
01
0
19609000
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
22919
23268000
PRN
SOLE
23268000
0
0
NUCOR CORP
COM
670346105
2025
39776
SH
OTR
01
0
39776
0
NUCOR CORP
COM
670346105
18
362
SH
OTR
05
0
362
0
NUCOR CORP
COM
670346105
613
12047
SH
SOLE
12047
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
4277
4571000
PRN
OTR
01
0
4571000
0
NUTANIX INC
NOTE 1/1
67059NAB4
6217
6645000
PRN
SOLE
6645000
0
0
NUVASIVE INC
COM
670704105
4129
65154
SH
OTR
01
0
65154
0
NUVASIVE INC
COM
670704105
792
12500
SH
SOLE
12500
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
17956
15168000
PRN
OTR
01
0
15168000
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
90
76000
PRN
OTR
04
8000
68000
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
17435
14713000
PRN
SOLE
14713000
0
0
NUVEEN AMT FREE MUN CR INC F
COM
67071L106
18910
1130278
SH
SOLE
1130278
0
0
NUVEEN AMT FREE QLTY MUN INC
COM
670657105
25688
1795140
SH
SOLE
1795140
0
0
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
2670
200000
SH
SOLE
200000
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
4188
300000
SH
SOLE
300000
0
0
NUVEEN MUNICIPAL CREDIT INC
COM SH BEN INT
67070X101
20536
1265291
SH
SOLE
1265291
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
1346
100000
SH
OTR
01
0
100000
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
7384
548590
SH
SOLE
548590
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
7882
563000
SH
SOLE
563000
0
0
NVIDIA CORP
COM
67066G104
21717
124762
SH
OTR
01
0
124762
0
NVIDIA CORP
COM
67066G104
975
5601
SH
OTR
05
0
5601
0
NVIDIA CORP
COM
67066G104
4317
24803
SH
SOLE
24803
0
0
NVR INC
COM
62944T105
21330
5738
SH
OTR
01
0
5738
0
NVR INC
COM
62944T105
1528
411
SH
OTR
05
0
411
0
NVR INC
COM
62944T105
2606
701
SH
SOLE
701
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
1014
2544
SH
SOLE
2544
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
3934
9872
SH
OTR
01
0
9872
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
6279
8452000
PRN
SOLE
8452000
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
76
103000
PRN
OTR
04
10000
93000
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
9614
12965000
PRN
OTR
01
0
12965000
0
OCCIDENTAL PETE CORP
COM
674599105
8068
181423
SH
OTR
01
0
181423
0
OCCIDENTAL PETE CORP
COM
674599105
123
2763
SH
OTR
05
0
2763
0
OCCIDENTAL PETE CORP
COM
674599105
1743
39204
SH
SOLE
39204
0
0
OFFICE DEPOT INC
COM
676220106
1384
788865
SH
OTR
01
0
788865
0
OFFICE DEPOT INC
COM
676220106
261
148578
SH
SOLE
148578
0
0
OFG BANCORP
COM
67103X102
2475
113017
SH
OTR
01
0
113017
0
OFG BANCORP
COM
67103X102
468
21384
SH
SOLE
21384
0
0
OGE ENERGY CORP
COM
670837103
104
2300
SH
SOLE
2300
0
0
OGE ENERGY CORP
COM
670837103
408
8996
SH
OTR
01
0
8996
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
28104
33437000
PRN
OTR
01
0
33437000
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
37609
44746000
PRN
SOLE
44746000
0
0
OKTA INC
NOTE 0.250% 2/1
679295AB1
21714
10317000
PRN
OTR
01
0
10317000
0
OKTA INC
NOTE 0.250% 2/1
679295AB1
29043
13799000
PRN
SOLE
13799000
0
0
OLD REP INTL CORP
COM
680223104
12236
519114
SH
OTR
01
0
519114
0
OLD REP INTL CORP
COM
680223104
1798
76301
SH
OTR
05
0
76301
0
OLD REP INTL CORP
COM
680223104
1984
84158
SH
SOLE
84158
0
0
OLIN CORP
COM PAR $1
680665205
804
42926
SH
OTR
01
0
42926
0
OLIN CORP
COM PAR $1
680665205
22
1162
SH
SOLE
1162
0
0
OLYMPIC STEEL INC
COM
68162K106
23
1600
SH
SOLE
1600
0
0
OLYMPIC STEEL INC
COM
68162K106
122
8500
SH
OTR
01
0
8500
0
OMEGA HEALTHCARE INVS INC
COM
681936100
226
5397
SH
SOLE
5397
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
214
5117
SH
OTR
01
0
5117
0
OMNICELL INC
COM
68213N109
2379
32921
SH
OTR
01
0
32921
0
OMNICELL INC
COM
68213N109
463
6400
SH
SOLE
6400
0
0
OMNICOM GROUP INC
COM
681919106
2203
28140
SH
OTR
01
0
28140
0
OMNICOM GROUP INC
COM
681919106
648
8280
SH
SOLE
8280
0
0
ON SEMICONDUCTOR CORP
COM
682189105
4809
250320
SH
OTR
01
0
250320
0
ON SEMICONDUCTOR CORP
COM
682189105
432
22475
SH
SOLE
22475
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
31226
26694000
PRN
SOLE
26694000
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
29449
25185000
PRN
OTR
01
0
25185000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
85
73000
PRN
OTR
04
7000
66000
0
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
2444
2028000
PRN
SOLE
2028000
0
0
ONEMAIN HLDGS INC
COM
68268W103
551
15011
SH
SOLE
15011
0
0
ONEMAIN HLDGS INC
COM
68268W103
4293
117040
SH
OTR
01
0
117040
0
ONEOK INC NEW
COM
682680103
4224
57322
SH
OTR
01
0
57322
0
ONEOK INC NEW
COM
682680103
1085
14719
SH
SOLE
14719
0
0
ONESPAN INC
COM
68287N100
176
12133
SH
OTR
01
0
12133
0
ONESPAN INC
COM
68287N100
33
2300
SH
SOLE
2300
0
0
OPKO HEALTH INC
COM
68375N103
797
381369
SH
OTR
01
0
381369
0
OPKO HEALTH INC
COM
68375N103
149
71181
SH
SOLE
71181
0
0
ORACLE CORP
COM
68389X105
6255
113662
SH
SOLE
113662
0
0
ORACLE CORP
COM
68389X105
21673
393844
SH
OTR
01
0
393844
0
ORACLE CORP
COM
68389X105
1002
18213
SH
OTR
05
0
18213
0
ORRSTOWN FINL SVCS INC
COM
687380105
116
5292
SH
SOLE
5292
0
0
ORRSTOWN FINL SVCS INC
COM
687380105
607
27701
SH
OTR
01
0
27701
0
ORTHOFIX MED INC
COM
68752M108
3218
60700
SH
OTR
01
0
60700
0
ORTHOFIX MED INC
COM
68752M108
610
11500
SH
SOLE
11500
0
0
OSHKOSH CORP
COM
688239201
728
9600
SH
OTR
01
0
9600
0
OSHKOSH CORP
COM
688239201
135
1783
SH
SOLE
1783
0
0
OSI SYSTEMS INC
COM
671044105
1607
15825
SH
OTR
01
0
15825
0
OSI SYSTEMS INC
COM
671044105
315
3100
SH
SOLE
3100
0
0
OSI SYSTEMS INC
NOTE 1.250% 9/0
671044AD7
555
494000
PRN
SOLE
494000
0
0
OUTFRONT MEDIA INC
COM
69007J106
8535
307220
SH
SOLE
307220
0
0
OUTFRONT MEDIA INC
COM
69007J106
8116
292168
SH
OTR
01
0
292168
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
464
265051
SH
OTR
01
0
265051
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
87
49951
SH
SOLE
49951
0
0
OWENS CORNING NEW
COM
690742101
8867
140305
SH
OTR
01
0
140305
0
OWENS CORNING NEW
COM
690742101
1094
17311
SH
SOLE
17311
0
0
PACCAR INC
COM
693718108
3356
47943
SH
OTR
01
0
47943
0
PACCAR INC
COM
693718108
1665
23777
SH
SOLE
23777
0
0
PACIRA BIOSCIENCES
COM
695127100
3456
90788
SH
OTR
01
0
90788
0
PACIRA BIOSCIENCES
COM
695127100
655
17197
SH
SOLE
17197
0
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
17454
17673000
PRN
OTR
01
0
17673000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
50
51000
PRN
OTR
04
5000
46000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
19378
19604000
PRN
SOLE
19604000
0
0
PACKAGING CORP AMER
COM
695156109
1294
12193
SH
OTR
01
0
12193
0
PACKAGING CORP AMER
COM
695156109
443
4178
SH
SOLE
4178
0
0
PALO ALTO NETWORKS INC
COM
697435105
6372
31262
SH
OTR
01
0
31262
0
PALO ALTO NETWORKS INC
COM
697435105
565
2771
SH
SOLE
2771
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
23925
22645000
PRN
OTR
01
0
22645000
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
33447
31657000
PRN
SOLE
31657000
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
2505
109562
SH
OTR
01
0
109562
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
480
21007
SH
SOLE
21007
0
0
PARK HOTELS RESORTS INC
COM
700517105
1430
57277
SH
OTR
01
0
57277
0
PARK HOTELS RESORTS INC
COM
700517105
1571
62905
SH
SOLE
62905
0
0
PARK OHIO HLDGS CORP
COM
700666100
341
11409
SH
SOLE
11409
0
0
PARK OHIO HLDGS CORP
COM
700666100
1779
59573
SH
OTR
01
0
59573
0
PARKER HANNIFIN CORP
COM
701094104
3223
17846
SH
OTR
01
0
17846
0
PARKER HANNIFIN CORP
COM
701094104
935
5175
SH
SOLE
5175
0
0
PATRICK INDS INC
COM
703343103
3016
70339
SH
OTR
01
0
70339
0
PATRICK INDS INC
COM
703343103
568
13251
SH
SOLE
13251
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
26950
29747000
PRN
OTR
01
0
29747000
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
91
101000
PRN
OTR
04
10000
91000
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
29050
32027000
PRN
SOLE
32027000
0
0
PATTERSON UTI ENERGY INC
COM
703481101
3394
396931
SH
OTR
01
0
396931
0
PATTERSON UTI ENERGY INC
COM
703481101
249
29134
SH
SOLE
29134
0
0
PAYCHEX INC
COM
704326107
957
11558
SH
SOLE
11558
0
0
PAYCHEX INC
COM
704326107
3412
41220
SH
OTR
01
0
41220
0
PAYPAL HLDGS INC
COM
70450Y103
8665
83645
SH
SOLE
83645
0
0
PAYPAL HLDGS INC
COM
70450Y103
4447
42927
SH
OTR
05
0
42927
0
PAYPAL HLDGS INC
COM
70450Y103
47042
454116
SH
OTR
01
0
454116
0
PBF ENERGY INC
CL A
69318G106
12299
452320
SH
OTR
01
0
452320
0
PBF ENERGY INC
CL A
69318G106
888
32660
SH
SOLE
32660
0
0
PC CONNECTION INC
COM
69318J100
805
20692
SH
OTR
01
0
20692
0
PC CONNECTION INC
COM
69318J100
156
4000
SH
SOLE
4000
0
0
PCB BANCORP
COM
69320M109
470
28566
SH
OTR
01
0
28566
0
PCB BANCORP
COM
69320M109
92
5588
SH
SOLE
5588
0
0
PDC ENERGY INC
COM
69327R101
1365
49200
SH
OTR
01
0
49200
0
PDC ENERGY INC
COM
69327R101
250
9000
SH
SOLE
9000
0
0
PEABODY ENERGY CORP NEW
COM
704551100
2200
149433
SH
OTR
01
0
149433
0
PEABODY ENERGY CORP NEW
COM
704551100
418
28415
SH
SOLE
28415
0
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
381
13576
SH
SOLE
13576
0
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
2013
71808
SH
OTR
01
0
71808
0
PENNYMAC MTG INVT TR
COM
70931T103
2553
114835
SH
OTR
01
0
114835
0
PENNYMAC MTG INVT TR
COM
70931T103
3033
136435
SH
SOLE
136435
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
367
7760
SH
OTR
01
0
7760
0
PEOPLES UTD FINL INC
COM
712704105
801
51213
SH
OTR
01
0
51213
0
PEOPLES UTD FINL INC
COM
712704105
266
17022
SH
SOLE
17022
0
0
PEPSICO INC
COM
713448108
9694
70711
SH
SOLE
70711
0
0
PEPSICO INC
COM
713448108
38271
279145
SH
OTR
01
0
279145
0
PEPSICO INC
COM
713448108
1571
11457
SH
OTR
05
0
11457
0
PERFICIENT INC
COM
71375U101
536
13900
SH
SOLE
13900
0
0
PERFICIENT INC
COM
71375U101
2830
73361
SH
OTR
01
0
73361
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
4843
105253
SH
OTR
01
0
105253
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
916
19900
SH
SOLE
19900
0
0
PERKINELMER INC
COM
714046109
1219
14308
SH
OTR
01
0
14308
0
PERKINELMER INC
COM
714046109
341
4009
SH
SOLE
4009
0
0
PERSPECTA INC
COM
715347100
3411
130583
SH
OTR
01
0
130583
0
PERSPECTA INC
COM
715347100
637
24379
SH
SOLE
24379
0
0
PFIZER INC
COM
717081103
8770
244088
SH
SOLE
244088
0
0
PFIZER INC
COM
717081103
31689
881975
SH
OTR
01
0
881975
0
PFIZER INC
COM
717081103
1723
47960
SH
OTR
05
0
47960
0
PG&E CORP
COM
69331C108
960
95994
SH
OTR
01
0
95994
0
PG&E CORP
COM
69331C108
74
7444
SH
SOLE
7444
0
0
PGIM GLOBAL HIGH YIELD FD IN
COM
69346J106
785
54615
SH
SOLE
54615
0
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
2414
113192
SH
OTR
01
0
113192
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
447
20962
SH
SOLE
20962
0
0
PHILIP MORRIS INTL INC
COM
718172109
18255
240418
SH
OTR
01
0
240418
0
PHILIP MORRIS INTL INC
COM
718172109
711
9367
SH
OTR
05
0
9367
0
PHILIP MORRIS INTL INC
COM
718172109
2127
28016
SH
SOLE
28016
0
0
PHILLIPS 66
COM
718546104
7623
74448
SH
OTR
01
0
74448
0
PHILLIPS 66
COM
718546104
1622
15836
SH
SOLE
15836
0
0
PHOTRONICS INC
COM
719405102
2540
233437
SH
OTR
01
0
233437
0
PHOTRONICS INC
COM
719405102
483
44400
SH
SOLE
44400
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
16434
512847
SH
OTR
01
0
512847
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
1528
47676
SH
SOLE
47676
0
0
PINNACLE WEST CAP CORP
COM
723484101
5944
61237
SH
OTR
01
0
61237
0
PINNACLE WEST CAP CORP
COM
723484101
753
7758
SH
SOLE
7758
0
0
PIONEER MUN HIGH INCOME ADV
COM
723762100
5525
505056
SH
SOLE
505056
0
0
PIONEER MUN HIGH INCOME TR
COM SHS
723763108
1059
84969
SH
OTR
01
0
84969
0
PIONEER NAT RES CO
COM
723787107
2716
21592
SH
OTR
01
0
21592
0
PIONEER NAT RES CO
COM
723787107
733
5831
SH
SOLE
5831
0
0
PLANTRONICS INC NEW
COM
727493108
41
1100
SH
SOLE
1100
0
0
PLANTRONICS INC NEW
COM
727493108
224
6000
SH
OTR
01
0
6000
0
PLEXUS CORP
COM
729132100
842
13473
SH
OTR
01
0
13473
0
PLEXUS CORP
COM
729132100
156
2500
SH
SOLE
2500
0
0
PNC FINL SVCS GROUP INC
COM
693475105
9528
67982
SH
OTR
01
0
67982
0
PNC FINL SVCS GROUP INC
COM
693475105
2180
15555
SH
SOLE
15555
0
0
PNM RES INC
COM
69349H107
1418
27223
SH
OTR
01
0
27223
0
PNM RES INC
COM
69349H107
799
15347
SH
OTR
05
0
15347
0
PNM RES INC
COM
69349H107
381
7315
SH
SOLE
7315
0
0
POLARIS INC
COM
731068102
282
3200
SH
SOLE
3200
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
4953
87872
SH
OTR
01
0
87872
0
PORTLAND GEN ELEC CO
COM NEW
736508847
941
16696
SH
SOLE
16696
0
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
1354
50494
SH
OTR
01
0
50494
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
257
9596
SH
SOLE
9596
0
0
POWELL INDS INC
COM
739128106
1625
41500
SH
OTR
01
0
41500
0
POWELL INDS INC
COM
739128106
309
7900
SH
SOLE
7900
0
0
PPG INDS INC
COM
693506107
5309
44797
SH
OTR
01
0
44797
0
PPG INDS INC
COM
693506107
1011
8534
SH
SOLE
8534
0
0
PPL CORP
COM
69351T106
8414
267189
SH
OTR
01
0
267189
0
PPL CORP
COM
69351T106
1370
43516
SH
SOLE
43516
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
7086
71408
SH
OTR
01
0
71408
0
PRA HEALTH SCIENCES INC
COM
69354M108
892
8988
SH
SOLE
8988
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
566
10800
SH
SOLE
10800
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
2996
57200
SH
OTR
01
0
57200
0
PREFORMED LINE PRODS CO
COM
740444104
189
3467
SH
OTR
01
0
3467
0
PREFORMED LINE PRODS CO
COM
740444104
37
670
SH
SOLE
670
0
0
PRICE T ROWE GROUP INC
COM
74144T108
3473
30394
SH
OTR
01
0
30394
0
PRICE T ROWE GROUP INC
COM
74144T108
956
8364
SH
SOLE
8364
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
8964
5997000
PRN
OTR
01
0
5997000
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
145
97000
PRN
OTR
04
9000
88000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
38156
32836000
PRN
OTR
01
0
32836000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
59135
50890000
PRN
SOLE
50890000
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
2058
36023
SH
OTR
01
0
36023
0
PRINCIPAL FINL GROUP INC
COM
74251V102
273
4770
SH
SOLE
4770
0
0
PROCTER & GAMBLE CO
COM
742718109
8299
66726
SH
OTR
05
0
66726
0
PROCTER & GAMBLE CO
COM
742718109
19387
155870
SH
SOLE
155870
0
0
PROCTER & GAMBLE CO
COM
742718109
68463
550438
SH
OTR
01
0
550438
0
PROGRESS SOFTWARE CORP
COM
743312100
2908
76406
SH
OTR
01
0
76406
0
PROGRESS SOFTWARE CORP
COM
743312100
553
14526
SH
SOLE
14526
0
0
PROGRESSIVE CORP OHIO
COM
743315103
25729
333056
SH
OTR
01
0
333056
0
PROGRESSIVE CORP OHIO
COM
743315103
3084
39919
SH
OTR
05
0
39919
0
PROGRESSIVE CORP OHIO
COM
743315103
4713
61006
SH
SOLE
61006
0
0
PROLOGIS INC
COM
74340W103
16198
190075
SH
OTR
01
0
190075
0
PROLOGIS INC
COM
74340W103
3069
36011
SH
OTR
05
0
36011
0
PROLOGIS INC
COM
74340W103
23231
272598
SH
SOLE
272598
0
0
PROPETRO HLDG CORP
COM
74347M108
209
23000
SH
SOLE
23000
0
0
PROPETRO HLDG CORP
COM
74347M108
1099
120944
SH
OTR
01
0
120944
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
1358
1346000
PRN
SOLE
1346000
0
0
PROVIDENCE SVC CORP
COM
743815102
155
2600
SH
SOLE
2600
0
0
PROVIDENCE SVC CORP
COM
743815102
815
13700
SH
OTR
01
0
13700
0
PRUDENTIAL FINL INC
COM
744320102
13665
151921
SH
OTR
01
0
151921
0
PRUDENTIAL FINL INC
COM
744320102
2077
23096
SH
OTR
05
0
23096
0
PRUDENTIAL FINL INC
COM
744320102
4078
45340
SH
SOLE
45340
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
4425
24321
SH
OTR
01
0
24321
0
PS BUSINESS PKS INC CALIF
COM
69360J107
5244
28821
SH
SOLE
28821
0
0
PTC THERAPEUTICS INC
COM
69366J200
1413
41783
SH
OTR
01
0
41783
0
PTC THERAPEUTICS INC
COM
69366J200
265
7827
SH
SOLE
7827
0
0
PUBLIC STORAGE
COM
74460D109
1404
5723
SH
OTR
05
0
5723
0
PUBLIC STORAGE
COM
74460D109
18931
77183
SH
SOLE
77183
0
0
PUBLIC STORAGE
COM
74460D109
15227
62082
SH
OTR
01
0
62082
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
4424
71259
SH
OTR
01
0
71259
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
1118
18012
SH
SOLE
18012
0
0
PULTE GROUP INC
COM
745867101
15215
416292
SH
OTR
01
0
416292
0
PULTE GROUP INC
COM
745867101
1990
54458
SH
OTR
05
0
54458
0
PULTE GROUP INC
COM
745867101
3352
91705
SH
SOLE
91705
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
6734
6813000
PRN
OTR
01
0
6813000
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
9676
9790000
PRN
SOLE
9790000
0
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
16141
1234990
SH
SOLE
1234990
0
0
PVH CORP
COM
693656100
188
2132
SH
SOLE
2132
0
0
PVH CORP
COM
693656100
846
9586
SH
OTR
01
0
9586
0
Q2 HLDGS INC
COM
74736L109
347
4400
SH
OTR
01
0
4400
0
Q2 HLDGS INC
COM
74736L109
71
900
SH
SOLE
900
0
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
586
399000
PRN
SOLE
399000
0
0
QEP RES INC
COM
74733V100
492
133100
SH
OTR
01
0
133100
0
QEP RES INC
COM
74733V100
100
26900
SH
SOLE
26900
0
0
QORVO INC
COM
74736K101
13463
181589
SH
OTR
01
0
181589
0
QORVO INC
COM
74736K101
2130
28735
SH
OTR
05
0
28735
0
QORVO INC
COM
74736K101
2249
30330
SH
SOLE
30330
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
185
17631
SH
OTR
01
0
17631
0
QUAD / GRAPHICS INC
COM CL A
747301109
38
3634
SH
SOLE
3634
0
0
QUALCOMM INC
COM
747525103
3959
51897
SH
OTR
05
0
51897
0
QUALCOMM INC
COM
747525103
6082
79737
SH
SOLE
79737
0
0
QUALCOMM INC
COM
747525103
39059
512044
SH
OTR
01
0
512044
0
QUALYS INC
COM
74758T303
1164
15400
SH
OTR
01
0
15400
0
QUALYS INC
COM
74758T303
227
3000
SH
SOLE
3000
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
2885
159572
SH
OTR
01
0
159572
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
548
30300
SH
SOLE
30300
0
0
QUANTA SVCS INC
COM
74762E102
692
18320
SH
OTR
01
0
18320
0
QUANTA SVCS INC
COM
74762E102
146
3875
SH
SOLE
3875
0
0
QUDIAN INC
ADR
747798106
181
26200
SH
OTR
01
0
26200
0
QUEST DIAGNOSTICS INC
COM
74834L100
1856
17343
SH
OTR
01
0
17343
0
QUEST DIAGNOSTICS INC
COM
74834L100
532
4967
SH
SOLE
4967
0
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
13739
14543000
PRN
OTR
01
0
14543000
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
17258
18268000
PRN
SOLE
18268000
0
0
QURATE RETAIL INC
COM SER A
74915M100
1060
102772
SH
SOLE
102772
0
0
QURATE RETAIL INC
COM SER A
74915M100
6485
628723
SH
OTR
01
0
628723
0
R1 RCM INC
COM
749397105
2349
263000
SH
OTR
01
0
263000
0
R1 RCM INC
COM
749397105
443
49600
SH
SOLE
49600
0
0
RADIAN GROUP INC
COM
750236101
4184
183207
SH
OTR
01
0
183207
0
RADIAN GROUP INC
COM
750236101
786
34400
SH
SOLE
34400
0
0
RADIANT LOGISTICS INC
COM
75025X100
431
83300
SH
OTR
01
0
83300
0
RADIANT LOGISTICS INC
COM
75025X100
85
16500
SH
SOLE
16500
0
0
RADIUS HEALTH INC
COM NEW
750469207
212
8249
SH
SOLE
8249
0
0
RADIUS HEALTH INC
COM NEW
750469207
1113
43239
SH
OTR
01
0
43239
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
1006
1104000
PRN
OTR
01
0
1104000
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
1541
1690000
PRN
SOLE
1690000
0
0
RADNET INC
COM
750491102
1765
122906
SH
OTR
01
0
122906
0
RADNET INC
COM
750491102
327
22786
SH
SOLE
22786
0
0
RALPH LAUREN CORP
CL A
751212101
639
6695
SH
OTR
01
0
6695
0
RALPH LAUREN CORP
CL A
751212101
147
1540
SH
SOLE
1540
0
0
RAMBUS INC DEL
COM
750917106
645
49157
SH
OTR
01
0
49157
0
RAMBUS INC DEL
COM
750917106
119
9100
SH
SOLE
9100
0
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
16478
16548000
PRN
OTR
01
0
16548000
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
18239
18317000
PRN
SOLE
18317000
0
0
RAPID7 INC
NOTE 1.250% 8/0
753422AB0
399
307000
PRN
SOLE
307000
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
3151
38209
SH
SOLE
38209
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
13887
168405
SH
OTR
01
0
168405
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1877
22761
SH
OTR
05
0
22761
0
RAYONIER INC
COM
754907103
2862
101484
SH
OTR
01
0
101484
0
RAYONIER INC
COM
754907103
3169
112370
SH
SOLE
112370
0
0
RAYTHEON CO
COM NEW
755111507
9294
47374
SH
OTR
01
0
47374
0
RAYTHEON CO
COM NEW
755111507
2029
10340
SH
SOLE
10340
0
0
RBB BANCORP
COM
74930B105
1732
87986
SH
OTR
01
0
87986
0
RBB BANCORP
COM
74930B105
324
16449
SH
SOLE
16449
0
0
RCI HOSPITALITY HLDGS INC
COM
74934Q108
703
34000
SH
OTR
01
0
34000
0
RCI HOSPITALITY HLDGS INC
COM
74934Q108
132
6400
SH
SOLE
6400
0
0
REALPAGE INC
NOTE 1.500%11/1
75606NAB5
687
434000
PRN
SOLE
434000
0
0
REALTY INCOME CORP
COM
756109104
7117
92818
SH
SOLE
92818
0
0
REALTY INCOME CORP
COM
756109104
5992
78140
SH
OTR
01
0
78140
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
455
455000
PRN
SOLE
455000
0
0
REGAL BELOIT CORP
COM
758750103
2804
38489
SH
OTR
01
0
38489
0
REGAL BELOIT CORP
COM
758750103
260
3563
SH
SOLE
3563
0
0
REGENCY CTRS CORP
COM
758849103
1903
27391
SH
OTR
01
0
27391
0
REGENCY CTRS CORP
COM
758849103
2383
34288
SH
SOLE
34288
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
5066
18263
SH
OTR
01
0
18263
0
REGENERON PHARMACEUTICALS
COM
75886F107
915
3299
SH
SOLE
3299
0
0
REGENXBIO INC
COM
75901B107
198
5557
SH
SOLE
5557
0
0
REGENXBIO INC
COM
75901B107
1061
29812
SH
OTR
01
0
29812
0
REGIONS FINL CORP NEW
COM
7591EP100
2044
129212
SH
OTR
01
0
129212
0
REGIONS FINL CORP NEW
COM
7591EP100
597
37758
SH
SOLE
37758
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
12352
77260
SH
OTR
01
0
77260
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1232
7707
SH
OTR
05
0
7707
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1539
9623
SH
SOLE
9623
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
2832
28416
SH
OTR
01
0
28416
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1025
10282
SH
OTR
05
0
10282
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
675
6776
SH
SOLE
6776
0
0
RENASANT CORP
COM
75970E107
546
15600
SH
OTR
01
0
15600
0
RENASANT CORP
COM
75970E107
98
2800
SH
SOLE
2800
0
0
RENT A CTR INC NEW
COM
76009N100
3269
126771
SH
OTR
01
0
126771
0
RENT A CTR INC NEW
COM
76009N100
619
24000
SH
SOLE
24000
0
0
REPLIGEN CORP
COM
759916109
2371
30913
SH
OTR
01
0
30913
0
REPLIGEN CORP
COM
759916109
445
5798
SH
SOLE
5798
0
0
REPUBLIC BANCORP KY
CL A
760281204
1088
25031
SH
OTR
01
0
25031
0
REPUBLIC BANCORP KY
CL A
760281204
209
4811
SH
SOLE
4811
0
0
REPUBLIC SVCS INC
COM
760759100
9288
107312
SH
OTR
01
0
107312
0
REPUBLIC SVCS INC
COM
760759100
2166
25029
SH
OTR
05
0
25029
0
REPUBLIC SVCS INC
COM
760759100
2672
30875
SH
SOLE
30875
0
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
337
23500
SH
OTR
01
0
23500
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
71
4938
SH
SOLE
4938
0
0
RESMED INC
COM
761152107
3403
25190
SH
OTR
01
0
25190
0
RESMED INC
COM
761152107
766
5667
SH
SOLE
5667
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
3113
252644
SH
SOLE
252644
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
2784
225954
SH
OTR
01
0
225954
0
RETAIL VALUE INC
COM
76133Q102
704
19000
SH
OTR
01
0
19000
0
RETAIL VALUE INC
COM
76133Q102
837
22600
SH
SOLE
22600
0
0
RETROPHIN INC
COM
761299106
744
64173
SH
OTR
01
0
64173
0
RETROPHIN INC
COM
761299106
139
12027
SH
SOLE
12027
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
1649
21601
SH
OTR
01
0
21601
0
REX AMERICAN RESOURCES CORP
COM
761624105
305
4000
SH
SOLE
4000
0
0
REXFORD INDL RLTY INC
COM
76169C100
4367
99200
SH
OTR
01
0
99200
0
REXFORD INDL RLTY INC
COM
76169C100
5208
118300
SH
SOLE
118300
0
0
RIMINI STR INC DEL
COM
76674Q107
101
23000
SH
OTR
01
0
23000
0
RIMINI STR INC DEL
COM
76674Q107
18
4200
SH
SOLE
4200
0
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
43439
26873000
PRN
OTR
01
0
26873000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
116
72000
PRN
OTR
04
7000
65000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
46940
29024000
PRN
SOLE
29024000
0
0
RIVERVIEW BANCORP INC
COM
769397100
100
13494
SH
OTR
01
0
13494
0
RIVERVIEW BANCORP INC
COM
769397100
19
2600
SH
SOLE
2600
0
0
RMR GROUP INC
CL A
74967R106
2879
63309
SH
OTR
01
0
63309
0
RMR GROUP INC
CL A
74967R106
540
11870
SH
SOLE
11870
0
0
ROBERT HALF INTL INC
COM
770323103
1374
24687
SH
OTR
01
0
24687
0
ROBERT HALF INTL INC
COM
770323103
1030
18504
SH
SOLE
18504
0
0
ROCKWELL AUTOMATION INC
COM
773903109
2494
15134
SH
OTR
01
0
15134
0
ROCKWELL AUTOMATION INC
COM
773903109
735
4458
SH
SOLE
4458
0
0
ROCKY BRANDS INC
COM
774515100
491
14779
SH
SOLE
14779
0
0
ROCKY BRANDS INC
COM
774515100
2564
77145
SH
OTR
01
0
77145
0
ROGERS CORP
COM
775133101
820
6000
SH
OTR
01
0
6000
0
ROGERS CORP
COM
775133101
164
1200
SH
SOLE
1200
0
0
ROKU INC
COM CL A
77543R102
1357
13332
SH
OTR
01
0
13332
0
ROKU INC
COM CL A
77543R102
119
1171
SH
SOLE
1171
0
0
ROLLINS INC
COM
775711104
619
18169
SH
OTR
01
0
18169
0
ROLLINS INC
COM
775711104
134
3926
SH
SOLE
3926
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1331
3732
SH
SOLE
3732
0
0
ROPER TECHNOLOGIES INC
COM
776696106
6605
18522
SH
OTR
01
0
18522
0
ROSETTA STONE INC
COM
777780107
78
4500
SH
SOLE
4500
0
0
ROSETTA STONE INC
COM
777780107
390
22400
SH
OTR
01
0
22400
0
ROSS STORES INC
COM
778296103
5471
49800
SH
OTR
01
0
49800
0
ROSS STORES INC
COM
778296103
63
578
SH
OTR
05
0
578
0
ROSS STORES INC
COM
778296103
1526
13894
SH
SOLE
13894
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
830
830000
PRN
SOLE
830000
0
0
RTI SURGICAL HOLDINGS INC
COM
74975N105
319
111932
SH
OTR
01
0
111932
0
RTI SURGICAL HOLDINGS INC
COM
74975N105
60
21000
SH
SOLE
21000
0
0
RUBICON PROJ INC
COM
78112V102
772
88600
SH
OTR
01
0
88600
0
RUBICON PROJ INC
COM
78112V102
157
18000
SH
SOLE
18000
0
0
RUSH ENTERPRISES INC
CL B
781846308
274
6856
SH
OTR
01
0
6856
0
RUSH ENTERPRISES INC
CL B
781846308
54
1348
SH
SOLE
1348
0
0
RYERSON HLDG CORP
COM
783754104
75
8800
SH
SOLE
8800
0
0
RYERSON HLDG CORP
COM
783754104
389
45600
SH
OTR
01
0
45600
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
3788
46300
SH
OTR
01
0
46300
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
4491
54900
SH
SOLE
54900
0
0
S&P GLOBAL INC
COM
78409V104
13661
55765
SH
OTR
01
0
55765
0
S&P GLOBAL INC
COM
78409V104
468
1909
SH
OTR
05
0
1909
0
S&P GLOBAL INC
COM
78409V104
2210
9021
SH
SOLE
9021
0
0
SALESFORCE COM INC
COM
79466L302
34628
233277
SH
OTR
01
0
233277
0
SALESFORCE COM INC
COM
79466L302
2473
16658
SH
OTR
05
0
16658
0
SALESFORCE COM INC
COM
79466L302
6251
42110
SH
SOLE
42110
0
0
SANDERSON FARMS INC
COM
800013104
3708
24500
SH
OTR
01
0
24500
0
SANDERSON FARMS INC
COM
800013104
711
4700
SH
SOLE
4700
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
799
170082
SH
OTR
01
0
170082
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
153
32593
SH
SOLE
32593
0
0
SANFILIPPO JOHN B & SON INC
COM
800422107
3144
32550
SH
OTR
01
0
32550
0
SANFILIPPO JOHN B & SON INC
COM
800422107
589
6100
SH
SOLE
6100
0
0
SANGAMO THERAPEUTICS INC
COM
800677106
807
89133
SH
OTR
01
0
89133
0
SANGAMO THERAPEUTICS INC
COM
800677106
154
17049
SH
SOLE
17049
0
0
SANMINA CORPORATION
COM
801056102
3248
101147
SH
OTR
01
0
101147
0
SANMINA CORPORATION
COM
801056102
617
19228
SH
SOLE
19228
0
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
999
755000
PRN
SOLE
755000
0
0
SB ONE BANCORP
COM
78413T103
332
14700
SH
OTR
01
0
14700
0
SB ONE BANCORP
COM
78413T103
63
2800
SH
SOLE
2800
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
1205
4998
SH
OTR
05
0
4998
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
24102
99945
SH
SOLE
99945
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
20354
84405
SH
OTR
01
0
84405
0
SCHLUMBERGER LTD
COM
806857108
10824
316781
SH
OTR
01
0
316781
0
SCHLUMBERGER LTD
COM
806857108
1051
30772
SH
OTR
05
0
30772
0
SCHLUMBERGER LTD
COM
806857108
2602
76144
SH
SOLE
76144
0
0
SCHNEIDER NATIONAL INC
CL B
80689H102
2939
135293
SH
OTR
01
0
135293
0
SCHNEIDER NATIONAL INC
CL B
80689H102
189
8698
SH
SOLE
8698
0
0
SCHNITZER STL INDS
CL A
806882106
2545
123179
SH
OTR
01
0
123179
0
SCHNITZER STL INDS
CL A
806882106
483
23389
SH
SOLE
23389
0
0
SCHOLASTIC CORP
COM
807066105
2466
65300
SH
OTR
01
0
65300
0
SCHOLASTIC CORP
COM
807066105
468
12400
SH
SOLE
12400
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
2262
25900
SH
OTR
01
0
25900
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
419
4800
SH
SOLE
4800
0
0
SEABOARD CORP
COM
811543107
1991
455
SH
OTR
01
0
455
0
SEABOARD CORP
COM
811543107
481
110
SH
SOLE
110
0
0
SEALED AIR CORP NEW
COM
81211K100
829
19963
SH
OTR
01
0
19963
0
SEALED AIR CORP NEW
COM
81211K100
189
4556
SH
SOLE
4556
0
0
SEASPINE HLDGS CORP
COM
81255T108
1073
87883
SH
OTR
01
0
87883
0
SEASPINE HLDGS CORP
COM
81255T108
203
16600
SH
SOLE
16600
0
0
SEAWORLD ENTMT INC
COM
81282V100
537
20411
SH
SOLE
20411
0
0
SEAWORLD ENTMT INC
COM
81282V100
2826
107370
SH
OTR
01
0
107370
0
SELECT INTERIOR CONCEPTS INC
CL A
816120307
1372
105800
SH
OTR
01
0
105800
0
SELECT INTERIOR CONCEPTS INC
CL A
816120307
263
20300
SH
SOLE
20300
0
0
SELECTIVE INS GROUP INC
COM
816300107
2331
31000
SH
OTR
01
0
31000
0
SELECTIVE INS GROUP INC
COM
816300107
451
6000
SH
SOLE
6000
0
0
SEMPRA ENERGY
COM
816851109
6176
41842
SH
OTR
01
0
41842
0
SEMPRA ENERGY
COM
816851109
1420
9622
SH
SOLE
9622
0
0
SENECA FOODS CORP NEW
CL A
817070501
651
20867
SH
OTR
01
0
20867
0
SENECA FOODS CORP NEW
CL A
817070501
122
3900
SH
SOLE
3900
0
0
SERVICE CORP INTL
COM
817565104
624
13050
SH
OTR
01
0
13050
0
SERVICE CORP INTL
COM
817565104
37
765
SH
SOLE
765
0
0
SERVICE PPTYS TR
COM SH BEN INT
81761L102
758
29380
SH
SOLE
29380
0
0
SERVICE PPTYS TR
COM SH BEN INT
81761L102
717
27807
SH
OTR
01
0
27807
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
583
10438
SH
SOLE
10438
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
5166
92423
SH
OTR
01
0
92423
0
SERVICENOW INC
COM
81762P102
6864
27038
SH
OTR
01
0
27038
0
SERVICENOW INC
COM
81762P102
420
1656
SH
SOLE
1656
0
0
SERVICENOW INC
NOTE 6/0
81762PAC6
36797
19206000
PRN
OTR
01
0
19206000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
136
71000
PRN
OTR
04
7000
64000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
40917
21350000
PRN
SOLE
21350000
0
0
SHERWIN WILLIAMS CO
COM
824348106
7530
13694
SH
OTR
01
0
13694
0
SHERWIN WILLIAMS CO
COM
824348106
2004
3644
SH
SOLE
3644
0
0
SIGA TECHNOLOGIES INC
COM
826917106
308
60200
SH
SOLE
60200
0
0
SIGA TECHNOLOGIES INC
COM
826917106
1642
320607
SH
OTR
01
0
320607
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
2139
17943
SH
SOLE
17943
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
13172
110487
SH
OTR
01
0
110487
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1031
8648
SH
OTR
05
0
8648
0
SILGAN HOLDINGS INC
COM
827048109
3776
125720
SH
OTR
01
0
125720
0
SILGAN HOLDINGS INC
COM
827048109
386
12845
SH
SOLE
12845
0
0
SILICON LABORATORIES INC
COM
826919102
1848
16600
SH
OTR
01
0
16600
0
SILICON LABORATORIES INC
COM
826919102
345
3100
SH
SOLE
3100
0
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
32404
24847000
PRN
OTR
01
0
24847000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
43
33000
PRN
OTR
04
4000
29000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
34262
26265000
PRN
SOLE
26265000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
9383
60285
SH
OTR
01
0
60285
0
SIMON PPTY GROUP INC NEW
COM
828806109
1
5
SH
OTR
05
0
5
0
SIMON PPTY GROUP INC NEW
COM
828806109
11334
72820
SH
SOLE
72820
0
0
SIMPLY GOOD FOODS CO
COM
82900L102
594
20500
SH
OTR
01
0
20500
0
SIMPLY GOOD FOODS CO
COM
82900L102
122
4200
SH
SOLE
4200
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
2020
47270
SH
OTR
01
0
47270
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
354
8290
SH
SOLE
8290
0
0
SIRIUS XM HLDGS INC
COM
82968B103
97
15500
SH
SOLE
15500
0
0
SITE CENTERS CORP
COM
82981J109
2045
135368
SH
OTR
01
0
135368
0
SITE CENTERS CORP
COM
82981J109
2297
151988
SH
SOLE
151988
0
0
SJW GROUP
COM
784305104
417
6099
SH
SOLE
6099
0
0
SJW GROUP
COM
784305104
2172
31803
SH
OTR
01
0
31803
0
SKECHERS U S A INC
CL A
830566105
1677
44891
SH
SOLE
44891
0
0
SKECHERS U S A INC
CL A
830566105
10648
285100
SH
OTR
01
0
285100
0
SKECHERS U S A INC
CL A
830566105
859
22990
SH
OTR
05
0
22990
0
SKYLINE CHAMPION CORPORATION
COM
830830105
3093
102800
SH
OTR
01
0
102800
0
SKYLINE CHAMPION CORPORATION
COM
830830105
584
19400
SH
SOLE
19400
0
0
SKYWEST INC
COM
830879102
2233
38900
SH
OTR
01
0
38900
0
SKYWEST INC
COM
830879102
402
7000
SH
SOLE
7000
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1907
24069
SH
OTR
01
0
24069
0
SKYWORKS SOLUTIONS INC
COM
83088M102
533
6728
SH
SOLE
6728
0
0
SL GREEN RLTY CORP
COM
78440X101
869
10634
SH
OTR
01
0
10634
0
SL GREEN RLTY CORP
COM
78440X101
1177
14393
SH
SOLE
14393
0
0
SLM CORP
COM
78442P106
14093
1596957
SH
OTR
01
0
1596957
0
SLM CORP
COM
78442P106
1098
124411
SH
SOLE
124411
0
0
SLM CORP
COM
78442P106
546
61926
SH
OTR
05
0
61926
0
SMARTFINANCIAL INC
COM NEW
83190L208
778
37364
SH
OTR
01
0
37364
0
SMARTFINANCIAL INC
COM NEW
83190L208
146
7001
SH
SOLE
7001
0
0
SMITH A O CORP
COM
831865209
852
17850
SH
OTR
01
0
17850
0
SMITH A O CORP
COM
831865209
197
4121
SH
SOLE
4121
0
0
SMUCKER J M CO
COM NEW
832696405
1616
14685
SH
OTR
01
0
14685
0
SMUCKER J M CO
COM NEW
832696405
1
7
SH
OTR
05
0
7
0
SMUCKER J M CO
COM NEW
832696405
501
4557
SH
SOLE
4557
0
0
SNAP ON INC
COM
833034101
258
1649
SH
SOLE
1649
0
0
SNAP ON INC
COM
833034101
1115
7122
SH
OTR
01
0
7122
0
SONIC AUTOMOTIVE INC
CL A
83545G102
3091
98400
SH
OTR
01
0
98400
0
SONIC AUTOMOTIVE INC
CL A
83545G102
581
18500
SH
SOLE
18500
0
0
SOUTHERN CO
COM
842587107
16442
266181
SH
OTR
01
0
266181
0
SOUTHERN CO
COM
842587107
2275
36836
SH
OTR
05
0
36836
0
SOUTHERN CO
COM
842587107
4149
67170
SH
SOLE
67170
0
0
SOUTHERN COPPER CORP
COM
84265V105
1694
49631
SH
OTR
01
0
49631
0
SOUTHWEST AIRLS CO
COM
844741108
6186
114527
SH
OTR
01
0
114527
0
SOUTHWEST AIRLS CO
COM
844741108
404
7481
SH
OTR
05
0
7481
0
SOUTHWEST AIRLS CO
COM
844741108
799
14786
SH
SOLE
14786
0
0
SPARK ENERGY INC
CL A COM
846511103
505
47901
SH
SOLE
47901
0
0
SPARK ENERGY INC
CL A COM
846511103
2673
253364
SH
OTR
01
0
253364
0
SPARK THERAPEUTICS INC
COM
84652J103
369
3806
SH
SOLE
3806
0
0
SPARK THERAPEUTICS INC
COM
84652J103
1959
20203
SH
OTR
01
0
20203
0
SPARTAN MTRS INC
COM
846819100
417
30400
SH
OTR
01
0
30400
0
SPARTAN MTRS INC
COM
846819100
88
6400
SH
SOLE
6400
0
0
SPARTANNASH CO
COM
847215100
211
17800
SH
OTR
01
0
17800
0
SPARTANNASH CO
COM
847215100
43
3600
SH
SOLE
3600
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
26246
189000
SH
OTR
01
0
189000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
13731
46268
SH
SOLE
46268
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
17359
58492
SH
OTR
01
0
58492
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
613646
2067749
SH
OTR
03
0
2067749
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
4413
14869
SH
OTR
05
0
14869
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
2945
8355
SH
OTR
01
0
8355
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
688
1951
SH
SOLE
1951
0
0
SPDR SERIES TRUST
NUV HGHYLD MUN
78464A284
6443
108515
SH
SOLE
108515
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
1005
121112
SH
OTR
01
0
121112
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
191
22987
SH
SOLE
22987
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
16952
206123
SH
OTR
01
0
206123
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1613
19611
SH
SOLE
19611
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
1208
1179000
PRN
SOLE
1179000
0
0
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
22479
20824000
PRN
OTR
01
0
20824000
0
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
29787
27594000
PRN
SOLE
27594000
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
91
17500
SH
OTR
01
0
17500
0
SPROUTS FMRS MKT INC
COM
85208M102
1537
79497
SH
OTR
01
0
79497
0
SPROUTS FMRS MKT INC
COM
85208M102
109
5624
SH
SOLE
5624
0
0
SPS COMMERCE INC
COM
78463M107
2985
63408
SH
OTR
01
0
63408
0
SPS COMMERCE INC
COM
78463M107
568
12064
SH
SOLE
12064
0
0
SPX CORP
COM
784635104
800
20000
SH
OTR
01
0
20000
0
SPX CORP
COM
784635104
160
4000
SH
SOLE
4000
0
0
SQUARE INC
CL A
852234103
4342
70092
SH
OTR
01
0
70092
0
SQUARE INC
CL A
852234103
422
6816
SH
SOLE
6816
0
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
436
160000
PRN
SOLE
160000
0
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
10809
9689000
PRN
OTR
01
0
9689000
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
16578
14860000
PRN
SOLE
14860000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
1091
21154
SH
OTR
01
0
21154
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
643
12465
SH
SOLE
12465
0
0
STANLEY BLACK & DECKER INC
COM
854502101
843
5835
SH
SOLE
5835
0
0
STANLEY BLACK & DECKER INC
COM
854502101
3126
21648
SH
OTR
01
0
21648
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
20077
199842
SH
OTR
01
0
199842
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
77
764
SH
OTR
04
75
689
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
22823
227181
SH
SOLE
227181
0
0
STARBUCKS CORP
COM
855244109
42867
484808
SH
OTR
01
0
484808
0
STARBUCKS CORP
COM
855244109
4131
46716
SH
OTR
05
0
46716
0
STARBUCKS CORP
COM
855244109
7898
89326
SH
SOLE
89326
0
0
STATE AUTO FINL CORP
COM
855707105
49
1500
SH
SOLE
1500
0
0
STATE AUTO FINL CORP
COM
855707105
240
7400
SH
OTR
01
0
7400
0
STATE STR CORP
COM
857477103
1805
30489
SH
SOLE
30489
0
0
STATE STR CORP
COM
857477103
3939
66551
SH
OTR
01
0
66551
0
STEEL DYNAMICS INC
COM
858119100
10154
340745
SH
OTR
01
0
340745
0
STEEL DYNAMICS INC
COM
858119100
2230
74846
SH
OTR
05
0
74846
0
STEEL DYNAMICS INC
COM
858119100
1966
65966
SH
SOLE
65966
0
0
STEELCASE INC
CL A
858155203
3723
202328
SH
OTR
01
0
202328
0
STEELCASE INC
CL A
858155203
708
38500
SH
SOLE
38500
0
0
STEPAN CO
COM
858586100
3054
31466
SH
OTR
01
0
31466
0
STEPAN CO
COM
858586100
582
6000
SH
SOLE
6000
0
0
STERLING BANCORP INC
COM
85917W102
121
12400
SH
SOLE
12400
0
0
STERLING BANCORP INC
COM
85917W102
639
65422
SH
OTR
01
0
65422
0
STERLING CONSTRUCTION CO INC
COM
859241101
3020
229626
SH
OTR
01
0
229626
0
STERLING CONSTRUCTION CO INC
COM
859241101
576
43800
SH
SOLE
43800
0
0
STEWART INFORMATION SVCS COR
COM
860372101
3195
82362
SH
OTR
01
0
82362
0
STEWART INFORMATION SVCS COR
COM
860372101
610
15718
SH
SOLE
15718
0
0
STORE CAP CORP
COM
862121100
113
3018
SH
OTR
01
0
3018
0
STORE CAP CORP
COM
862121100
123
3285
SH
SOLE
3285
0
0
STRYKER CORP
COM
863667101
8955
41399
SH
OTR
01
0
41399
0
STRYKER CORP
COM
863667101
2489
11509
SH
SOLE
11509
0
0
SUMMIT HOTEL PPTYS INC
COM
866082100
2433
209700
SH
OTR
01
0
209700
0
SUMMIT HOTEL PPTYS INC
COM
866082100
2895
249600
SH
SOLE
249600
0
0
SUN CMNTYS INC
COM
866674104
3241
21833
SH
SOLE
21833
0
0
SUN CMNTYS INC
COM
866674104
3009
20268
SH
OTR
01
0
20268
0
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
694
742000
PRN
SOLE
742000
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
4894
356221
SH
SOLE
356221
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
4110
299098
SH
OTR
01
0
299098
0
SUNTRUST BKS INC
COM
867914103
5955
86558
SH
OTR
01
0
86558
0
SUNTRUST BKS INC
COM
867914103
907
13181
SH
SOLE
13181
0
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
9688
10405000
PRN
OTR
01
0
10405000
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
11220
12050000
PRN
SOLE
12050000
0
0
SURMODICS INC
COM
868873100
1322
28900
SH
OTR
01
0
28900
0
SURMODICS INC
COM
868873100
252
5500
SH
SOLE
5500
0
0
SVB FINL GROUP
COM
78486Q101
1395
6674
SH
OTR
01
0
6674
0
SVB FINL GROUP
COM
78486Q101
378
1809
SH
SOLE
1809
0
0
SWITCH INC
CL A
87105L104
313
20023
SH
OTR
01
0
20023
0
SWITCH INC
CL A
87105L104
462
29550
SH
SOLE
29550
0
0
SYKES ENTERPRISES INC
COM
871237103
104
3400
SH
SOLE
3400
0
0
SYKES ENTERPRISES INC
COM
871237103
543
17725
SH
OTR
01
0
17725
0
SYMANTEC CORP
COM
871503108
19070
807012
SH
OTR
01
0
807012
0
SYMANTEC CORP
COM
871503108
1988
84130
SH
OTR
05
0
84130
0
SYMANTEC CORP
COM
871503108
3524
149143
SH
SOLE
149143
0
0
SYNAPTICS INC
COM
87157D109
2218
55529
SH
OTR
01
0
55529
0
SYNAPTICS INC
COM
87157D109
409
10236
SH
SOLE
10236
0
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
599
641000
PRN
SOLE
641000
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
17
3200
SH
SOLE
3200
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
95
17600
SH
OTR
01
0
17600
0
SYNCHRONY FINL
COM
87165B103
4411
129394
SH
SOLE
129394
0
0
SYNCHRONY FINL
COM
87165B103
2658
77957
SH
OTR
05
0
77957
0
SYNCHRONY FINL
COM
87165B103
29032
851624
SH
OTR
01
0
851624
0
SYNEOS HEALTH INC
CL A
87166B102
4174
78449
SH
OTR
01
0
78449
0
SYNEOS HEALTH INC
CL A
87166B102
787
14783
SH
SOLE
14783
0
0
SYNOPSYS INC
COM
871607107
14207
103515
SH
OTR
01
0
103515
0
SYNOPSYS INC
COM
871607107
243
1773
SH
OTR
05
0
1773
0
SYNOPSYS INC
COM
871607107
2623
19112
SH
SOLE
19112
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
377
10545
SH
OTR
01
0
10545
0
SYNOVUS FINL CORP
COM NEW
87161C501
111
3102
SH
SOLE
3102
0
0
SYSCO CORP
COM
871829107
2981
37539
SH
OTR
05
0
37539
0
SYSCO CORP
COM
871829107
3322
41844
SH
SOLE
41844
0
0
SYSCO CORP
COM
871829107
21074
265413
SH
OTR
01
0
265413
0
T MOBILE US INC
COM
872590104
861
10935
SH
SOLE
10935
0
0
T MOBILE US INC
COM
872590104
4659
59149
SH
OTR
01
0
59149
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
11099
238793
SH
OTR
01
0
238793
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
9536
205160
SH
SOLE
205160
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
14300
114093
SH
OTR
01
0
114093
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1160
9255
SH
OTR
05
0
9255
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
2623
20928
SH
SOLE
20928
0
0
TALOS ENERGY INC
COM
87484T108
16741
823469
SH
SOLE
823469
0
0
TALOS ENERGY INC
COM
87484T108
57795
2842839
SH
OTR
01
0
2842839
0
TALOS ENERGY INC
COM
87484T108
126
6187
SH
OTR
05
0
6187
0
TANDEM DIABETES CARE INC
COM NEW
875372203
714
12100
SH
SOLE
12100
0
0
TANDEM DIABETES CARE INC
COM NEW
875372203
3757
63700
SH
OTR
01
0
63700
0
TAPESTRY INC
COM
876030107
966
37101
SH
OTR
01
0
37101
0
TAPESTRY INC
COM
876030107
291
11181
SH
SOLE
11181
0
0
TARGET CORP
COM
87612E106
18583
173821
SH
OTR
01
0
173821
0
TARGET CORP
COM
87612E106
2015
18851
SH
OTR
05
0
18851
0
TARGET CORP
COM
87612E106
4382
40984
SH
SOLE
40984
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
4153
160100
SH
OTR
01
0
160100
0
TAYLOR MORRISON HOME CORP
COM
87724P106
786
30300
SH
SOLE
30300
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
79
1700
SH
SOLE
1700
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
1622
34743
SH
OTR
01
0
34743
0
TECH DATA CORP
COM
878237106
3997
38341
SH
OTR
01
0
38341
0
TECH DATA CORP
COM
878237106
761
7300
SH
SOLE
7300
0
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
46355
31223000
PRN
OTR
01
0
31223000
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
57106
38465000
PRN
SOLE
38465000
0
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
7137
4188000
PRN
OTR
01
0
4188000
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
116
68000
PRN
OTR
04
6000
62000
0
TELARIA INC
COM
879181105
1391
201330
SH
OTR
01
0
201330
0
TELARIA INC
COM
879181105
266
38500
SH
SOLE
38500
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
1022
3175
SH
SOLE
3175
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
6576
20423
SH
OTR
01
0
20423
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
505
1569
SH
OTR
05
0
1569
0
TELEFLEX INC
COM
879369106
685
2017
SH
SOLE
2017
0
0
TELEFLEX INC
COM
879369106
21413
63025
SH
OTR
01
0
63025
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
2721
105452
SH
OTR
01
0
105452
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
465
18013
SH
SOLE
18013
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1871
84600
SH
OTR
01
0
84600
0
TENET HEALTHCARE CORP
COM NEW
88033G407
356
16100
SH
SOLE
16100
0
0
TERADYNE INC
COM
880770102
12298
212361
SH
OTR
01
0
212361
0
TERADYNE INC
COM
880770102
946
16340
SH
SOLE
16340
0
0
TERADYNE INC
NOTE 1.250%12/1
880770AG7
1574
827000
PRN
SOLE
827000
0
0
TERRITORIAL BANCORP INC
COM
88145X108
90
3136
SH
SOLE
3136
0
0
TERRITORIAL BANCORP INC
COM
88145X108
513
17945
SH
OTR
01
0
17945
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
2203
2252000
PRN
SOLE
2252000
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
1566
1538000
PRN
SOLE
1538000
0
0
TETRA TECH INC NEW
COM
88162G103
5347
61629
SH
OTR
01
0
61629
0
TETRA TECH INC NEW
COM
88162G103
387
4455
SH
OTR
05
0
4455
0
TETRA TECH INC NEW
COM
88162G103
1041
11996
SH
SOLE
11996
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
528
9656
SH
OTR
01
0
9656
0
TEXAS INSTRS INC
COM
882508104
32174
248946
SH
OTR
01
0
248946
0
TEXAS INSTRS INC
COM
882508104
1506
11656
SH
OTR
05
0
11656
0
TEXAS INSTRS INC
COM
882508104
5526
42754
SH
SOLE
42754
0
0
TEXAS ROADHOUSE INC
COM
882681109
431
8215
SH
OTR
01
0
8215
0
TEXAS ROADHOUSE INC
COM
882681109
84
1600
SH
SOLE
1600
0
0
TEXTRON INC
COM
883203101
1719
35102
SH
OTR
01
0
35102
0
TEXTRON INC
COM
883203101
462
9429
SH
SOLE
9429
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
7730
184798
SH
OTR
01
0
184798
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
1739
41576
SH
SOLE
41576
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
19382
66543
SH
OTR
01
0
66543
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
80
275
SH
OTR
05
0
275
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
4633
15906
SH
SOLE
15906
0
0
TIFFANY & CO NEW
COM
886547108
1295
13984
SH
OTR
01
0
13984
0
TIFFANY & CO NEW
COM
886547108
402
4341
SH
SOLE
4341
0
0
TILLYS INC
CL A
886885102
472
50000
SH
OTR
01
0
50000
0
TILLYS INC
CL A
886885102
87
9200
SH
SOLE
9200
0
0
TIMKEN CO
COM
887389104
6984
160524
SH
OTR
01
0
160524
0
TIMKEN CO
COM
887389104
795
18277
SH
SOLE
18277
0
0
TIPTREE INC
COM
88822Q103
49
6679
SH
SOLE
6679
0
0
TIPTREE INC
COM
88822Q103
215
29579
SH
OTR
01
0
29579
0
TITAN MACHY INC
COM
88830R101
2130
148523
SH
OTR
01
0
148523
0
TITAN MACHY INC
COM
88830R101
398
27774
SH
SOLE
27774
0
0
TIVO CORP
COM
88870P106
2082
273400
SH
OTR
01
0
273400
0
TIVO CORP
COM
88870P106
396
52000
SH
SOLE
52000
0
0
TJX COS INC NEW
COM
872540109
9384
168353
SH
OTR
01
0
168353
0
TJX COS INC NEW
COM
872540109
2542
45603
SH
SOLE
45603
0
0
TOLL BROTHERS INC
COM
889478103
1248
30396
SH
OTR
05
0
30396
0
TOLL BROTHERS INC
COM
889478103
1887
45976
SH
SOLE
45976
0
0
TOLL BROTHERS INC
COM
889478103
12300
299639
SH
OTR
01
0
299639
0
TOPBUILD CORP
COM
89055F103
3828
39700
SH
OTR
01
0
39700
0
TOPBUILD CORP
COM
89055F103
723
7500
SH
SOLE
7500
0
0
TRACTOR SUPPLY CO
COM
892356106
1395
15425
SH
OTR
01
0
15425
0
TRACTOR SUPPLY CO
COM
892356106
394
4359
SH
SOLE
4359
0
0
TRANSDIGM GROUP INC
COM
893641100
3595
6904
SH
OTR
01
0
6904
0
TRANSDIGM GROUP INC
COM
893641100
933
1792
SH
SOLE
1792
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
14127
17197000
PRN
OTR
01
0
17197000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
24
29000
PRN
OTR
04
2000
27000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
15797
19221000
PRN
SOLE
19221000
0
0
TRANSUNION
COM
89400J107
8880
109480
SH
OTR
01
0
109480
0
TRANSUNION
COM
89400J107
754
9302
SH
SOLE
9302
0
0
TRAVELERS COMPANIES INC
COM
89417E109
1351
9087
SH
SOLE
9087
0
0
TRAVELERS COMPANIES INC
COM
89417E109
7037
47326
SH
OTR
01
0
47326
0
TRAVELZOO
COM NEW
89421Q205
1593
149040
SH
OTR
01
0
149040
0
TRAVELZOO
COM NEW
89421Q205
300
28092
SH
SOLE
28092
0
0
TREDEGAR CORP
COM
894650100
3004
153903
SH
OTR
01
0
153903
0
TREDEGAR CORP
COM
894650100
571
29275
SH
SOLE
29275
0
0
TREEHOUSE FOODS INC
COM
89469A104
2706
48794
SH
OTR
01
0
48794
0
TREEHOUSE FOODS INC
COM
89469A104
60
1078
SH
SOLE
1078
0
0
TRI POINTE GROUP INC
COM
87265H109
221
14700
SH
OTR
01
0
14700
0
TRI POINTE GROUP INC
COM
87265H109
45
3000
SH
SOLE
3000
0
0
TRIMAS CORP
COM NEW
896215209
1342
43779
SH
OTR
01
0
43779
0
TRIMAS CORP
COM NEW
896215209
257
8400
SH
SOLE
8400
0
0
TRINET GROUP INC
COM
896288107
2295
36900
SH
OTR
01
0
36900
0
TRINET GROUP INC
COM
896288107
448
7200
SH
SOLE
7200
0
0
TRIPADVISOR INC
COM
896945201
4151
107319
SH
OTR
01
0
107319
0
TRIPADVISOR INC
COM
896945201
349
9028
SH
SOLE
9028
0
0
TRIPLE-S MGMT CORP
CL B
896749108
270
20118
SH
OTR
01
0
20118
0
TRIPLE-S MGMT CORP
CL B
896749108
50
3761
SH
SOLE
3761
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
1035
49206
SH
OTR
01
0
49206
0
TRISTATE CAP HLDGS INC
COM
89678F100
189
9000
SH
SOLE
9000
0
0
TRUEBLUE INC
COM
89785X101
243
11531
SH
SOLE
11531
0
0
TRUEBLUE INC
COM
89785X101
1310
62095
SH
OTR
01
0
62095
0
TTEC HLDGS INC
COM
89854H102
298
6220
SH
OTR
01
0
6220
0
TTEC HLDGS INC
COM
89854H102
57
1200
SH
SOLE
1200
0
0
TTM TECHNOLOGIES INC
COM
87305R109
2281
187042
SH
OTR
01
0
187042
0
TTM TECHNOLOGIES INC
COM
87305R109
428
35100
SH
SOLE
35100
0
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
9245
5532000
PRN
OTR
01
0
5532000
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
13522
8091000
PRN
SOLE
8091000
0
0
TWITTER INC
COM
90184L102
14644
355426
SH
OTR
01
0
355426
0
TWITTER INC
COM
90184L102
2272
55157
SH
SOLE
55157
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
1634
1540000
PRN
SOLE
1540000
0
0
TYSON FOODS INC
CL A
902494103
4181
48534
SH
SOLE
48534
0
0
TYSON FOODS INC
CL A
902494103
2588
30043
SH
OTR
05
0
30043
0
TYSON FOODS INC
CL A
902494103
18590
215809
SH
OTR
01
0
215809
0
U S CONCRETE INC
COM NEW
90333L201
630
11400
SH
SOLE
11400
0
0
U S CONCRETE INC
COM NEW
90333L201
3350
60600
SH
OTR
01
0
60600
0
UBER TECHNOLOGIES INC
COM
90353T100
1600
52509
SH
OTR
01
0
52509
0
UDR INC
COM
902653104
2691
55512
SH
OTR
01
0
55512
0
UDR INC
COM
902653104
3287
67807
SH
SOLE
67807
0
0
UFP TECHNOLOGIES INC
COM
902673102
181
4700
SH
OTR
01
0
4700
0
UFP TECHNOLOGIES INC
COM
902673102
31
800
SH
SOLE
800
0
0
ULTA BEAUTY INC
COM
90384S303
1903
7592
SH
OTR
01
0
7592
0
ULTA BEAUTY INC
COM
90384S303
528
2105
SH
SOLE
2105
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
250
17100
SH
OTR
01
0
17100
0
ULTRA CLEAN HLDGS INC
COM
90385V107
47
3200
SH
SOLE
3200
0
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
316
7391
SH
SOLE
7391
0
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
1693
39580
SH
OTR
01
0
39580
0
UMPQUA HLDGS CORP
COM
904214103
769
46714
SH
OTR
01
0
46714
0
UNDER ARMOUR INC
CL A
904311107
483
24242
SH
OTR
01
0
24242
0
UNDER ARMOUR INC
CL A
904311107
69
3436
SH
SOLE
3436
0
0
UNDER ARMOUR INC
CL C
904311206
454
25044
SH
OTR
01
0
25044
0
UNDER ARMOUR INC
CL C
904311206
200
11010
SH
SOLE
11010
0
0
UNION PACIFIC CORP
COM
907818108
40522
250165
SH
OTR
01
0
250165
0
UNION PACIFIC CORP
COM
907818108
3960
24449
SH
OTR
05
0
24449
0
UNION PACIFIC CORP
COM
907818108
8101
50012
SH
SOLE
50012
0
0
UNISYS CORP
COM NEW
909214306
169
22800
SH
OTR
01
0
22800
0
UNISYS CORP
COM NEW
909214306
33
4400
SH
SOLE
4400
0
0
UNITED AIRLINES HLDGS INC
COM
910047109
16796
189981
SH
OTR
01
0
189981
0
UNITED AIRLINES HLDGS INC
COM
910047109
782
8840
SH
OTR
05
0
8840
0
UNITED AIRLINES HLDGS INC
COM
910047109
2029
22955
SH
SOLE
22955
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
11829
98720
SH
OTR
01
0
98720
0
UNITED PARCEL SERVICE INC
CL B
911312106
3092
25806
SH
SOLE
25806
0
0
UNITED RENTALS INC
COM
911363109
1247
10003
SH
OTR
01
0
10003
0
UNITED RENTALS INC
COM
911363109
362
2906
SH
SOLE
2906
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
24829
181868
SH
OTR
01
0
181868
0
UNITED TECHNOLOGIES CORP
COM
913017109
4941
36192
SH
SOLE
36192
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
4983
62488
SH
OTR
01
0
62488
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
331
4151
SH
SOLE
4151
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
5124
23579
SH
OTR
05
0
23579
0
UNITEDHEALTH GROUP INC
COM
91324P102
10831
49841
SH
SOLE
49841
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
56087
258087
SH
OTR
01
0
258087
0
UNITI GROUP INC
COM
91325V108
1457
187600
SH
OTR
01
0
187600
0
UNITI GROUP INC
COM
91325V108
1728
222500
SH
SOLE
222500
0
0
UNIVERSAL CORP VA
COM
913456109
3193
58260
SH
OTR
01
0
58260
0
UNIVERSAL CORP VA
COM
913456109
607
11067
SH
SOLE
11067
0
0
UNIVERSAL ELECTRS INC
COM
913483103
1975
38800
SH
OTR
01
0
38800
0
UNIVERSAL ELECTRS INC
COM
913483103
366
7200
SH
SOLE
7200
0
0
UNIVERSAL FST PRODS INC
COM
913543104
698
17500
SH
SOLE
17500
0
0
UNIVERSAL FST PRODS INC
COM
913543104
3669
92000
SH
OTR
01
0
92000
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
348
2337
SH
SOLE
2337
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1559
10481
SH
OTR
01
0
10481
0
UNUM GROUP
COM
91529Y106
3899
131184
SH
OTR
01
0
131184
0
UNUM GROUP
COM
91529Y106
596
20068
SH
SOLE
20068
0
0
UPLAND SOFTWARE INC
COM
91544A109
358
10261
SH
OTR
01
0
10261
0
UPLAND SOFTWARE INC
COM
91544A109
70
2000
SH
SOLE
2000
0
0
US BANCORP DEL
COM NEW
902973304
11943
215816
SH
OTR
01
0
215816
0
US BANCORP DEL
COM NEW
902973304
2717
49094
SH
SOLE
49094
0
0
US FOODS HLDG CORP
COM
912008109
10840
263751
SH
OTR
01
0
263751
0
US FOODS HLDG CORP
COM
912008109
865
21039
SH
SOLE
21039
0
0
V F CORP
COM
918204108
3742
42045
SH
OTR
01
0
42045
0
V F CORP
COM
918204108
1019
11449
SH
SOLE
11449
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
1618
18980
SH
OTR
05
0
18980
0
VALERO ENERGY CORP NEW
COM
91913Y100
3486
40898
SH
SOLE
40898
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
11559
135606
SH
OTR
01
0
135606
0
VALVOLINE INC
COM
92047W101
309
14026
SH
OTR
01
0
14026
0
VANDA PHARMACEUTICALS INC
COM
921659108
659
49622
SH
OTR
01
0
49622
0
VANDA PHARMACEUTICALS INC
COM
921659108
122
9200
SH
SOLE
9200
0
0
VANECK VECTORS ETF TR
HIGH YLD MUN ETF
92189H409
1507
23393
SH
OTR
01
0
23393
0
VANECK VECTORS ETF TR
HIGH YLD MUN ETF
92189H409
487
7561
SH
SOLE
7561
0
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
473323
1736328
SH
OTR
03
0
1736328
0
VAREX IMAGING CORP
COM
92214X106
585
20500
SH
SOLE
20500
0
0
VAREX IMAGING CORP
COM
92214X106
3099
108600
SH
OTR
01
0
108600
0
VARIAN MED SYS INC
COM
92220P105
1020
8564
SH
SOLE
8564
0
0
VARIAN MED SYS INC
COM
92220P105
9571
80368
SH
OTR
01
0
80368
0
VECTOR GROUP LTD
COM
92240M108
3294
276570
SH
OTR
01
0
276570
0
VECTOR GROUP LTD
COM
92240M108
619
51975
SH
SOLE
51975
0
0
VECTRUS INC
COM
92242T101
2825
69503
SH
OTR
01
0
69503
0
VECTRUS INC
COM
92242T101
536
13179
SH
SOLE
13179
0
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
488
545000
PRN
SOLE
545000
0
0
VEEVA SYS INC
CL A COM
922475108
9912
64916
SH
OTR
01
0
64916
0
VEEVA SYS INC
CL A COM
922475108
858
5617
SH
SOLE
5617
0
0
VENTAS INC
COM
92276F100
1075
14718
SH
OTR
05
0
14718
0
VENTAS INC
COM
92276F100
15938
218243
SH
SOLE
218243
0
0
VENTAS INC
COM
92276F100
12745
174524
SH
OTR
01
0
174524
0
VERA BRADLEY INC
COM
92335C106
303
30022
SH
SOLE
30022
0
0
VERA BRADLEY INC
COM
92335C106
1617
160108
SH
OTR
01
0
160108
0
VEREIT INC
COM
92339V100
3012
307960
SH
OTR
01
0
307960
0
VEREIT INC
COM
92339V100
3356
343102
SH
SOLE
343102
0
0
VERINT SYS INC
COM
92343X100
1264
29556
SH
OTR
01
0
29556
0
VERINT SYS INC
COM
92343X100
239
5588
SH
SOLE
5588
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
34150
33820000
PRN
OTR
01
0
33820000
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
77
77000
PRN
OTR
04
8000
69000
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
40293
39876000
PRN
SOLE
39876000
0
0
VERISIGN INC
COM
92343E102
9391
49783
SH
OTR
01
0
49783
0
VERISIGN INC
COM
92343E102
2299
12187
SH
SOLE
12187
0
0
VERISIGN INC
COM
92343E102
687
3644
SH
OTR
05
0
3644
0
VERISK ANALYTICS INC
COM
92345Y106
8519
53870
SH
OTR
01
0
53870
0
VERISK ANALYTICS INC
COM
92345Y106
1481
9366
SH
SOLE
9366
0
0
VERITIV CORP
COM
923454102
877
48495
SH
OTR
01
0
48495
0
VERITIV CORP
COM
923454102
169
9366
SH
SOLE
9366
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
40863
676993
SH
OTR
01
0
676993
0
VERIZON COMMUNICATIONS INC
COM
92343V104
2651
43923
SH
OTR
05
0
43923
0
VERIZON COMMUNICATIONS INC
COM
92343V104
12729
210885
SH
SOLE
210885
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1708
10082
SH
SOLE
10082
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
6347
37463
SH
OTR
01
0
37463
0
VIACOM INC NEW
CL A
92553P102
943
35917
SH
OTR
01
0
35917
0
VIACOM INC NEW
CL A
92553P102
112
4247
SH
SOLE
4247
0
0
VIACOM INC NEW
CL B
92553P201
1096
45605
SH
OTR
01
0
45605
0
VIACOM INC NEW
CL B
92553P201
312
12967
SH
SOLE
12967
0
0
VIAD CORP
COM NEW
92552R406
3371
50200
SH
OTR
01
0
50200
0
VIAD CORP
COM NEW
92552R406
638
9500
SH
SOLE
9500
0
0
VIAVI SOLUTIONS INC
COM
925550105
1465
104591
SH
OTR
01
0
104591
0
VIAVI SOLUTIONS INC
COM
925550105
272
19400
SH
SOLE
19400
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
33492
27211000
PRN
OTR
01
0
27211000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
58
47000
PRN
OTR
04
4000
43000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
36961
30019000
PRN
SOLE
30019000
0
0
VICI PPTYS INC
COM
925652109
219
9654
SH
OTR
01
0
9654
0
VICI PPTYS INC
COM
925652109
219
9654
SH
SOLE
9654
0
0
VIPSHOP HLDGS LTD
SPONSORED ADS A
92763W103
763
85474
SH
OTR
01
0
85474
0
VIPSHOP HLDGS LTD
SPONSORED ADS A
92763W103
481
53900
SH
SOLE
53900
0
0
VISA INC
COM CL A
92826C839
78274
455054
SH
OTR
01
0
455054
0
VISA INC
COM CL A
92826C839
5835
33922
SH
OTR
05
0
33922
0
VISA INC
COM CL A
92826C839
15257
88697
SH
SOLE
88697
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
2675
158002
SH
OTR
01
0
158002
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
491
28999
SH
SOLE
28999
0
0
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
726
775000
PRN
SOLE
775000
0
0
VISTRA ENERGY CORP
COM
92840M102
372
13918
SH
OTR
02
0
13918
0
VISTRA ENERGY CORP
COM
92840M102
99
3700
SH
SOLE
3700
0
0
VISTRA ENERGY CORP
COM
92840M102
239
8959
SH
OTR
01
0
8959
0
VMWARE INC
CL A COM
928563402
114
757
SH
SOLE
757
0
0
VMWARE INC
CL A COM
928563402
3119
20787
SH
OTR
01
0
20787
0
VOCERA COMMUNICATIONS INC
NOTE 1.500% 5/1
92857FAB3
194
185000
PRN
SOLE
185000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
1561
24524
SH
OTR
01
0
24524
0
VORNADO RLTY TR
SH BEN INT
929042109
1997
31365
SH
SOLE
31365
0
0
VOYA FINL INC
COM
929089100
7410
136122
SH
OTR
01
0
136122
0
VOYA FINL INC
COM
929089100
1655
30402
SH
SOLE
30402
0
0
VULCAN MATLS CO
COM
929160109
2577
17041
SH
OTR
01
0
17041
0
VULCAN MATLS CO
COM
929160109
679
4489
SH
SOLE
4489
0
0
W P CAREY INC
COM
92936U109
1332
14887
SH
SOLE
14887
0
0
W P CAREY INC
COM
92936U109
1132
12646
SH
OTR
01
0
12646
0
WABASH NATL CORP
COM
929566107
579
39900
SH
SOLE
39900
0
0
WABASH NATL CORP
COM
929566107
3046
209926
SH
OTR
01
0
209926
0
WABTEC CORP
COM
929740108
1686
23467
SH
OTR
01
0
23467
0
WABTEC CORP
COM
929740108
490
6820
SH
SOLE
6820
0
0
WADDELL & REED FINL INC
CL A
930059100
3175
184800
SH
OTR
01
0
184800
0
WADDELL & REED FINL INC
CL A
930059100
601
35000
SH
SOLE
35000
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
6906
124866
SH
OTR
01
0
124866
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1497
27072
SH
SOLE
27072
0
0
WALMART INC
COM
931142103
10738
90480
SH
SOLE
90480
0
0
WALMART INC
COM
931142103
35910
302581
SH
OTR
01
0
302581
0
WALMART INC
COM
931142103
4808
40514
SH
OTR
05
0
40514
0
WARRIOR MET COAL INC
COM
93627C101
2829
144914
SH
OTR
01
0
144914
0
WARRIOR MET COAL INC
COM
93627C101
538
27546
SH
SOLE
27546
0
0
WASTE MGMT INC DEL
COM
94106L109
13935
121172
SH
OTR
01
0
121172
0
WASTE MGMT INC DEL
COM
94106L109
3000
26084
SH
OTR
05
0
26084
0
WASTE MGMT INC DEL
COM
94106L109
4154
36120
SH
SOLE
36120
0
0
WATERS CORP
COM
941848103
1923
8613
SH
OTR
01
0
8613
0
WATERS CORP
COM
941848103
509
2279
SH
SOLE
2279
0
0
WAYFAIR INC
NOTE 0.375% 9/0
94419LAB7
629
508000
PRN
SOLE
508000
0
0
WEC ENERGY GROUP INC
COM
92939U106
6778
71274
SH
OTR
01
0
71274
0
WEC ENERGY GROUP INC
COM
92939U106
1121
11788
SH
SOLE
11788
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
2306
79158
SH
SOLE
79158
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
2129
73082
SH
OTR
01
0
73082
0
WELLCARE HEALTH PLANS INC
COM
94946T106
385
1485
SH
SOLE
1485
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1680
6483
SH
OTR
01
0
6483
0
WELLS FARGO CO NEW
COM
949746101
32462
643577
SH
OTR
01
0
643577
0
WELLS FARGO CO NEW
COM
949746101
1669
33083
SH
OTR
05
0
33083
0
WELLS FARGO CO NEW
COM
949746101
10257
203342
SH
SOLE
203342
0
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
34866
22952
SH
OTR
01
0
22952
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
79
52
SH
OTR
04
5
47
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
55674
36664
SH
SOLE
36664
0
0
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
514
62370
SH
SOLE
62370
0
0
WELLTOWER INC
COM
95040Q104
612
6753
SH
OTR
05
0
6753
0
WELLTOWER INC
COM
95040Q104
18209
200868
SH
SOLE
200868
0
0
WELLTOWER INC
COM
95040Q104
15144
167062
SH
OTR
01
0
167062
0
WESBANCO INC
COM
950810101
696
18625
SH
SOLE
18625
0
0
WESBANCO INC
COM
950810101
3637
97337
SH
OTR
01
0
97337
0
WESTERN DIGITAL CORP
COM
958102105
2268
38027
SH
OTR
01
0
38027
0
WESTERN DIGITAL CORP
COM
958102105
643
10776
SH
SOLE
10776
0
0
WESTERN DIGITAL CORP
NOTE 1.500% 2/0
958102AP0
10828
11250000
PRN
OTR
01
0
11250000
0
WESTERN DIGITAL CORP
NOTE 1.500% 2/0
958102AP0
22579
23459000
PRN
SOLE
23459000
0
0
WESTERN UN CO
COM
959802109
1272
54905
SH
OTR
01
0
54905
0
WESTERN UN CO
COM
959802109
400
17272
SH
SOLE
17272
0
0
WESTROCK CO
COM
96145D105
569
15609
SH
SOLE
15609
0
0
WESTROCK CO
COM
96145D105
2651
72717
SH
OTR
01
0
72717
0
WEYERHAEUSER CO
COM
962166104
5715
206323
SH
SOLE
206323
0
0
WEYERHAEUSER CO
COM
962166104
4778
172490
SH
OTR
01
0
172490
0
WHIRLPOOL CORP
COM
963320106
1295
8180
SH
OTR
01
0
8180
0
WHIRLPOOL CORP
COM
963320106
383
2416
SH
SOLE
2416
0
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
837
854000
PRN
OTR
01
0
854000
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
1636
1669000
PRN
SOLE
1669000
0
0
WILEY JOHN & SONS INC
CL A
968223206
3372
76750
SH
OTR
01
0
76750
0
WILEY JOHN & SONS INC
CL A
968223206
395
9000
SH
SOLE
9000
0
0
WILLIAMS COS INC DEL
COM
969457100
4419
183669
SH
OTR
01
0
183669
0
WILLIAMS COS INC DEL
COM
969457100
1036
43071
SH
SOLE
43071
0
0
WILLIAMS SONOMA INC
COM
969904101
4984
73315
SH
OTR
01
0
73315
0
WILLIAMS SONOMA INC
COM
969904101
315
4639
SH
SOLE
4639
0
0
WILLIS LEASE FINANCE CORP
COM
970646105
61
1100
SH
SOLE
1100
0
0
WILLIS LEASE FINANCE CORP
COM
970646105
338
6100
SH
OTR
01
0
6100
0
WINGSTOP INC
COM
974155103
724
8300
SH
OTR
01
0
8300
0
WINGSTOP INC
COM
974155103
140
1600
SH
SOLE
1600
0
0
WIX COM LTD
NOTE 7/0
92940WAB5
31060
27916000
PRN
OTR
01
0
27916000
0
WIX COM LTD
NOTE 7/0
92940WAB5
36521
32824000
PRN
SOLE
32824000
0
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
42338
32194000
PRN
OTR
01
0
32194000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
107
82000
PRN
OTR
04
8000
74000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
49010
37245000
PRN
SOLE
37245000
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
695
332000
PRN
SOLE
332000
0
0
WORKIVA INC
COM CL A
98139A105
1583
36127
SH
OTR
01
0
36127
0
WORKIVA INC
COM CL A
98139A105
294
6700
SH
SOLE
6700
0
0
WORLD FUEL SVCS CORP
COM
981475106
735
18400
SH
SOLE
18400
0
0
WORLD FUEL SVCS CORP
COM
981475106
3874
97000
SH
OTR
01
0
97000
0
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
4902
4921000
PRN
OTR
01
0
4921000
0
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
82
82000
PRN
OTR
04
8000
74000
0
WYNN RESORTS LTD
COM
983134107
10667
98118
SH
OTR
01
0
98118
0
WYNN RESORTS LTD
COM
983134107
745
6854
SH
OTR
05
0
6854
0
WYNN RESORTS LTD
COM
983134107
1870
17203
SH
SOLE
17203
0
0
XCEL ENERGY INC
COM
98389B100
4924
75884
SH
OTR
01
0
75884
0
XCEL ENERGY INC
COM
98389B100
1155
17803
SH
SOLE
17803
0
0
XENCOR INC
COM
98401F105
209
6206
SH
SOLE
6206
0
0
XENCOR INC
COM
98401F105
1072
31774
SH
OTR
01
0
31774
0
XENIA HOTELS & RESORTS INC
COM
984017103
2684
127100
SH
OTR
01
0
127100
0
XENIA HOTELS & RESORTS INC
COM
984017103
3219
152400
SH
SOLE
152400
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
4967
166051
SH
OTR
01
0
166051
0
XEROX HOLDINGS CORP
COM NEW
98421M106
1401
46834
SH
SOLE
46834
0
0
XILINX INC
COM
983919101
3367
35109
SH
OTR
01
0
35109
0
XILINX INC
COM
983919101
898
9364
SH
SOLE
9364
0
0
XPERI CORP
COM
98421B100
806
38999
SH
OTR
01
0
38999
0
XPERI CORP
COM
98421B100
148
7175
SH
SOLE
7175
0
0
XPO LOGISTICS INC
COM
983793100
9082
126902
SH
OTR
01
0
126902
0
XYLEM INC
COM
98419M100
522
6556
SH
SOLE
6556
0
0
XYLEM INC
COM
98419M100
1847
23198
SH
OTR
01
0
23198
0
YUM BRANDS INC
COM
988498101
2346
20679
SH
SOLE
20679
0
0
YUM BRANDS INC
COM
988498101
1639
14448
SH
OTR
05
0
14448
0
YUM BRANDS INC
COM
988498101
9817
86548
SH
OTR
01
0
86548
0
YUM CHINA HLDGS INC
COM
98850P109
20461
450375
SH
OTR
01
0
450375
0
YUM CHINA HLDGS INC
COM
98850P109
1397
30744
SH
SOLE
30744
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
103
500
SH
OTR
01
0
500
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
97
470
SH
SOLE
470
0
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
4667
3521000
PRN
OTR
01
0
3521000
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
7045
5315000
PRN
SOLE
5315000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
5107
37203
SH
OTR
01
0
37203
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
1138
8292
SH
SOLE
8292
0
0
ZIONS BANCORPORATION N A
COM
989701107
1017
22833
SH
OTR
01
0
22833
0
ZIONS BANCORPORATION N A
COM
989701107
317
7115
SH
SOLE
7115
0
0
ZIX CORP
COM
98974P100
179
24768
SH
SOLE
24768
0
0
ZIX CORP
COM
98974P100
945
130490
SH
OTR
01
0
130490
0
ZOETIS INC
CL A
98978V103
7674
61591
SH
OTR
01
0
61591
0
ZOETIS INC
CL A
98978V103
2100
16855
SH
SOLE
16855
0
0
ZUMIEZ INC
COM
989817101
732
23100
SH
OTR
01
0
23100
0
ZUMIEZ INC
COM
989817101
149
4700
SH
SOLE
4700
0
0
ZYNEX INC
COM
98986M103
99
10400
SH
OTR
01
0
10400
0
ZYNEX INC
COM
98986M103
20
2100
SH
SOLE
2100
0
0
ZYNGA INC
CL A
98986T108
135
23140
SH
SOLE
23140
0
0
ZYNGA INC
CL A
98986T108
944
162200
SH
OTR
01
0
162200
0