0001085146-20-000539.txt : 20200211
0001085146-20-000539.hdr.sgml : 20200211
20200210173650
ACCESSION NUMBER: 0001085146-20-000539
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200211
DATE AS OF CHANGE: 20200210
EFFECTIVENESS DATE: 20200211
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: 20593162
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 212-230-3811
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP
DATE OF NAME CHANGE: 19920929
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000061227
XXXXXXXX
12-31-2019
12-31-2019
false
MACKAY SHIELDS LLC
1345 AVENUE OF THE AMERICAS
42ND FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-00046
N
Rene A. Bustamante
Chief Compliance Officer
212-230-3811
/s/ Rene A. Bustamante
New York
NY
02-04-2020
7
2832
14506997
1
0001133639
028-06325
NEW YORK LIFE INVESTMENT MANAGEMENT LLC
2
0001125816
028-06487
FIRST TRUST ADVISORS LP
3
0000071633
028-00065
NEW YORK LIFE INSURANCE CO
4
0001269119
028-10748
OPPENHEIMER ASSET MANAGEMENT INC.
5
0001162695
028-10044
MCMORGAN & CO LLC
6
0001447578
028-13256
RIVERNORTH CAPITAL MANAGEMENT, LLC
7
0001415996
028-13712
IndexIQ Advisors LLC
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
3M CO
COM
88579Y101
2689
15240
SH
SOLE
15240
0
0
3M CO
COM
88579Y101
14535
82391
SH
OTR
1
0
82391
0
AAR CORP
COM
000361105
3184
70600
SH
OTR
1
0
70600
0
AAR CORP
COM
000361105
677
15000
SH
SOLE
15000
0
0
AARONS INC
COM PAR $0.50
002535300
1085
19000
SH
OTR
1
0
19000
0
AARONS INC
COM PAR $0.50
002535300
228
4000
SH
SOLE
4000
0
0
ABBOTT LABS
COM
002824100
22241
256060
SH
OTR
1
0
256060
0
ABBOTT LABS
COM
002824100
333
3839
SH
OTR
5
0
3839
0
ABBOTT LABS
COM
002824100
4293
49427
SH
SOLE
49427
0
0
ABBVIE INC
COM
00287Y109
2513
28379
SH
OTR
5
0
28379
0
ABBVIE INC
COM
00287Y109
6513
73560
SH
SOLE
73560
0
0
ABBVIE INC
COM
00287Y109
48325
545793
SH
OTR
1
0
545793
0
ABIOMED INC
COM
003654100
216
1264
SH
SOLE
1264
0
0
ABIOMED INC
COM
003654100
986
5779
SH
OTR
1
0
5779
0
ACADIA PHARMACEUTICALS INC
COM
004225108
2228
52072
SH
OTR
1
0
52072
0
ACADIA PHARMACEUTICALS INC
COM
004225108
475
11105
SH
SOLE
11105
0
0
ACCELERON PHARMA INC
COM
00434H108
2042
38522
SH
OTR
1
0
38522
0
ACCELERON PHARMA INC
COM
00434H108
433
8168
SH
SOLE
8168
0
0
ACCURAY INC
COM
004397105
53
18844
SH
OTR
1
0
18844
0
ACCURAY INC
COM
004397105
11
3882
SH
SOLE
3882
0
0
ACI WORLDWIDE INC
COM
004498101
4413
116490
SH
OTR
1
0
116490
0
ACI WORLDWIDE INC
COM
004498101
936
24700
SH
SOLE
24700
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
7238
121817
SH
OTR
1
0
121817
0
ACTIVISION BLIZZARD INC
COM
00507V109
1208
20322
SH
SOLE
20322
0
0
ACUITY BRANDS INC
COM
00508Y102
9155
66339
SH
OTR
1
0
66339
0
ACUITY BRANDS INC
COM
00508Y102
949
6875
SH
SOLE
6875
0
0
ADOBE INC
COM
00724F101
42241
128077
SH
OTR
1
0
128077
0
ADOBE INC
COM
00724F101
330
1002
SH
OTR
5
0
1002
0
ADOBE INC
COM
00724F101
5107
15486
SH
SOLE
15486
0
0
ADT INC
COM
00090Q103
1805
227647
SH
OTR
1
0
227647
0
ADT INC
COM
00090Q103
115
14466
SH
SOLE
14466
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
1098
6858
SH
SOLE
6858
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
9436
58919
SH
OTR
1
0
58919
0
ADVANCE AUTO PARTS INC
COM
00751Y106
409
2551
SH
OTR
5
0
2551
0
ADVANCED ENERGY INDS
COM
007973100
3487
48975
SH
OTR
1
0
48975
0
ADVANCED ENERGY INDS
COM
007973100
726
10200
SH
SOLE
10200
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
6538
142565
SH
OTR
1
0
142565
0
ADVANCED MICRO DEVICES INC
COM
007903107
1332
29050
SH
SOLE
29050
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
35
6000
PRN
DFND
1
0
6000
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
522
90000
PRN
SOLE
90000
0
0
ADVANSIX INC
COM
00773T101
1835
91920
SH
OTR
1
0
91920
0
ADVANSIX INC
COM
00773T101
391
19600
SH
SOLE
19600
0
0
AECOM
COM
00766T100
529
12262
SH
SOLE
12262
0
0
AECOM
COM
00766T100
4936
114444
SH
OTR
1
0
114444
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
7110
3909000
PRN
SOLE
3909000
0
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
60
33000
PRN
OTR
4
0
33000
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
32952
18118000
PRN
OTR
1
0
18118000
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
3530
1944000
PRN
DFND
1
0
1944000
0
AES CORP
COM
00130H105
17845
896731
SH
OTR
1
0
896731
0
AES CORP
COM
00130H105
1356
68136
SH
OTR
5
0
68136
0
AES CORP
COM
00130H105
2675
134441
SH
SOLE
134441
0
0
AFLAC INC
COM
001055102
6622
125188
SH
OTR
1
0
125188
0
AFLAC INC
COM
001055102
998
18862
SH
SOLE
18862
0
0
AGCO CORP
COM
001084102
1281
16577
SH
SOLE
16577
0
0
AGCO CORP
COM
001084102
10319
133578
SH
OTR
1
0
133578
0
AGCO CORP
COM
001084102
707
9151
SH
OTR
5
0
9151
0
AGILENT TECHNOLOGIES INC
COM
00846U101
3391
39751
SH
OTR
1
0
39751
0
AGILENT TECHNOLOGIES INC
COM
00846U101
708
8294
SH
SOLE
8294
0
0
AGREE REALTY CORP
COM
008492100
1179
16800
SH
OTR
1
0
16800
0
AGREE REALTY CORP
COM
008492100
253
3600
SH
SOLE
3600
0
0
AIMMUNE THERAPEUTICS INC
COM
00900T107
1102
32912
SH
OTR
1
0
32912
0
AIMMUNE THERAPEUTICS INC
COM
00900T107
234
6979
SH
SOLE
6979
0
0
AIR PRODS & CHEMS INC
COM
009158106
8258
35140
SH
OTR
1
0
35140
0
AIR PRODS & CHEMS INC
COM
009158106
1358
5778
SH
SOLE
5778
0
0
AIR TRANSPORT SERVICES GRP I
NOTE 1.125%10/1
00922RAB1
63
65000
PRN
SOLE
65000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1350
15623
SH
OTR
5
0
15623
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
2938
34007
SH
SOLE
34007
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
16005
185288
SH
OTR
1
0
185288
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
5662
5125000
PRN
DFND
1
0
5125000
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
87
79000
PRN
OTR
4
0
79000
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
366
330000
PRN
SOLE
330000
0
0
ALASKA AIR GROUP INC
COM
011659109
1066
15740
SH
OTR
1
0
15740
0
ALASKA AIR GROUP INC
COM
011659109
198
2916
SH
SOLE
2916
0
0
ALBEMARLE CORP
COM
012653101
988
13522
SH
OTR
1
0
13522
0
ALBEMARLE CORP
COM
012653101
227
3106
SH
SOLE
3106
0
0
ALEXANDERS INC
COM
014752109
297
900
SH
SOLE
900
0
0
ALEXANDERS INC
COM
014752109
1553
4700
SH
OTR
1
0
4700
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
3690
22836
SH
OTR
1
0
22836
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
604
3741
SH
SOLE
3741
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
5262
48655
SH
OTR
1
0
48655
0
ALEXION PHARMACEUTICALS INC
COM
015351109
773
7143
SH
SOLE
7143
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
6
26
SH
DFND
1
0
26
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
14702
69315
SH
OTR
1
0
69315
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
2036
9600
SH
SOLE
9600
0
0
ALIGN TECHNOLOGY INC
COM
016255101
4301
15414
SH
OTR
1
0
15414
0
ALIGN TECHNOLOGY INC
COM
016255101
774
2773
SH
SOLE
2773
0
0
ALLAKOS INC
COM
01671P100
191
2000
SH
SOLE
2000
0
0
ALLAKOS INC
COM
01671P100
915
9600
SH
OTR
1
0
9600
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
112
70000
PRN
SOLE
70000
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
2072
18470
SH
OTR
1
0
18470
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
611
5442
SH
SOLE
5442
0
0
ALLIANT ENERGY CORP
COM
018802108
1714
31328
SH
OTR
1
0
31328
0
ALLIANT ENERGY CORP
COM
018802108
372
6797
SH
SOLE
6797
0
0
ALLIED MOTION TECHNOLOGIES I
COM
019330109
514
10600
SH
OTR
1
0
10600
0
ALLIED MOTION TECHNOLOGIES I
COM
019330109
112
2300
SH
SOLE
2300
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
3416
70697
SH
OTR
1
0
70697
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
385
7962
SH
SOLE
7962
0
0
ALLSTATE CORP
COM
020002101
1565
13914
SH
OTR
5
0
13914
0
ALLSTATE CORP
COM
020002101
2109
18757
SH
SOLE
18757
0
0
ALLSTATE CORP
COM
020002101
12786
113700
SH
OTR
1
0
113700
0
ALPHABET INC
CAP STK CL A
02079K305
101002
75409
SH
OTR
1
0
75409
0
ALPHABET INC
CAP STK CL A
02079K305
3902
2913
SH
OTR
5
0
2913
0
ALPHABET INC
CAP STK CL A
02079K305
16465
12293
SH
SOLE
12293
0
0
ALPHABET INC
CAP STK CL C
02079K107
5216
3901
SH
OTR
5
0
3901
0
ALPHABET INC
CAP STK CL C
02079K107
15322
11460
SH
SOLE
11460
0
0
ALPHABET INC
CAP STK CL C
02079K107
109229
81696
SH
OTR
1
0
81696
0
ALTICE USA INC
CL A
02156K103
1990
72798
SH
OTR
1
0
72798
0
ALTICE USA INC
CL A
02156K103
576
21055
SH
SOLE
21055
0
0
ALTRIA GROUP INC
COM
02209S103
375
7516
SH
OTR
5
0
7516
0
ALTRIA GROUP INC
COM
02209S103
1604
32145
SH
SOLE
32145
0
0
ALTRIA GROUP INC
COM
02209S103
15014
300831
SH
OTR
1
0
300831
0
ALZA CORP
SDCV 7/2
02261WAB5
22796
11340000
PRN
SOLE
11340000
0
0
AMAZON COM INC
COM
023135106
199099
107747
SH
OTR
1
0
107747
0
AMAZON COM INC
COM
023135106
7693
4163
SH
OTR
5
0
4163
0
AMAZON COM INC
COM
023135106
27653
14965
SH
SOLE
14965
0
0
AMEREN CORP
COM
023608102
2620
34117
SH
OTR
1
0
34117
0
AMEREN CORP
COM
023608102
489
6368
SH
SOLE
6368
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1450
50563
SH
OTR
1
0
50563
0
AMERICAN AIRLS GROUP INC
COM
02376R102
266
9291
SH
SOLE
9291
0
0
AMERICAN ASSETS TR INC
COM
024013104
555
12100
SH
SOLE
12100
0
0
AMERICAN ASSETS TR INC
COM
024013104
2648
57700
SH
OTR
1
0
57700
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
2051
43613
SH
OTR
1
0
43613
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
169
3598
SH
SOLE
3598
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
7619
80620
SH
OTR
1
0
80620
0
AMERICAN ELEC PWR CO INC
COM
025537101
1227
12981
SH
SOLE
12981
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
794
26535
SH
OTR
1
0
26535
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
157
5237
SH
SOLE
5237
0
0
AMERICAN EXPRESS CO
COM
025816109
19734
158521
SH
OTR
1
0
158521
0
AMERICAN EXPRESS CO
COM
025816109
1389
11160
SH
OTR
5
0
11160
0
AMERICAN EXPRESS CO
COM
025816109
3770
30283
SH
SOLE
30283
0
0
AMERICAN FIN TR INC
COM CLASS A
02607T109
125
9400
SH
SOLE
9400
0
0
AMERICAN FIN TR INC
COM CLASS A
02607T109
586
44200
SH
OTR
1
0
44200
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
389
3544
SH
OTR
1
0
3544
0
AMERICAN HOMES 4 RENT
CL A
02665T306
2696
102872
SH
OTR
1
0
102872
0
AMERICAN HOMES 4 RENT
CL A
02665T306
270
10283
SH
SOLE
10283
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
23827
464184
SH
OTR
1
0
464184
0
AMERICAN INTL GROUP INC
COM NEW
026874784
1630
31755
SH
OTR
5
0
31755
0
AMERICAN INTL GROUP INC
COM NEW
026874784
3654
71188
SH
SOLE
71188
0
0
AMERICAN NATL INS CO
COM
028591105
4106
34887
SH
OTR
1
0
34887
0
AMERICAN NATL INS CO
COM
028591105
448
3806
SH
SOLE
3806
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
13693
13500000
PRN
OTR
1
0
13500000
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
8378
8260000
PRN
SOLE
8260000
0
0
AMERICAN STS WTR CO
COM
029899101
3872
44689
SH
OTR
1
0
44689
0
AMERICAN STS WTR CO
COM
029899101
822
9484
SH
SOLE
9484
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
16
2000
SH
SOLE
2000
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
71
9000
SH
OTR
1
0
9000
0
AMERICAN TOWER CORP NEW
COM
03027X100
37272
162181
SH
OTR
1
0
162181
0
AMERICAN TOWER CORP NEW
COM
03027X100
1446
6293
SH
OTR
5
0
6293
0
AMERICAN TOWER CORP NEW
COM
03027X100
4912
21372
SH
SOLE
21372
0
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
2498
23900
SH
OTR
1
0
23900
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
523
5000
SH
SOLE
5000
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
2832
23049
SH
OTR
1
0
23049
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
583
4743
SH
SOLE
4743
0
0
AMERICAS CAR MART INC
COM
03062T105
2040
18600
SH
OTR
1
0
18600
0
AMERICAS CAR MART INC
COM
03062T105
472
4300
SH
SOLE
4300
0
0
AMERICOLD RLTY TR
COM
03064D108
287
8179
SH
SOLE
8179
0
0
AMERICOLD RLTY TR
COM
03064D108
2197
62656
SH
OTR
1
0
62656
0
AMERIPRISE FINL INC
COM
03076C106
18921
113585
SH
OTR
1
0
113585
0
AMERIPRISE FINL INC
COM
03076C106
1403
8425
SH
OTR
5
0
8425
0
AMERIPRISE FINL INC
COM
03076C106
2924
17552
SH
SOLE
17552
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
24203
284671
SH
OTR
1
0
284671
0
AMERISOURCEBERGEN CORP
COM
03073E105
1283
15090
SH
OTR
5
0
15090
0
AMERISOURCEBERGEN CORP
COM
03073E105
3178
37385
SH
SOLE
37385
0
0
AMETEK INC NEW
COM
031100100
607
6087
SH
SOLE
6087
0
0
AMETEK INC NEW
COM
031100100
2904
29119
SH
OTR
1
0
29119
0
AMGEN INC
COM
031162100
6619
27455
SH
SOLE
27455
0
0
AMGEN INC
COM
031162100
52706
218633
SH
OTR
1
0
218633
0
AMGEN INC
COM
031162100
2660
11033
SH
OTR
5
0
11033
0
AMICUS THERAPEUTICS INC
COM
03152W109
1833
188241
SH
OTR
1
0
188241
0
AMICUS THERAPEUTICS INC
COM
03152W109
388
39865
SH
SOLE
39865
0
0
AMKOR TECHNOLOGY INC
COM
031652100
3016
232024
SH
OTR
1
0
232024
0
AMKOR TECHNOLOGY INC
COM
031652100
636
48901
SH
SOLE
48901
0
0
AMNEAL PHARMACEUTICALS INC
COM STK CL A
03168L105
3115
646300
SH
OTR
1
0
646300
0
AMNEAL PHARMACEUTICALS INC
COM STK CL A
03168L105
669
138900
SH
SOLE
138900
0
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
2858
148136
SH
OTR
1
0
148136
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
605
31342
SH
SOLE
31342
0
0
AMPHENOL CORP NEW
CL A
032095101
4114
38011
SH
OTR
1
0
38011
0
AMPHENOL CORP NEW
CL A
032095101
876
8094
SH
SOLE
8094
0
0
AMPLIFY ENERGY CORP NEW
COM
03212B103
668
101052
SH
OTR
1
0
101052
0
AMPLIFY ENERGY CORP NEW
COM
03212B103
150
22635
SH
SOLE
22635
0
0
ANALOG DEVICES INC
COM
032654105
7227
60811
SH
OTR
1
0
60811
0
ANALOG DEVICES INC
COM
032654105
1162
9780
SH
SOLE
9780
0
0
ANGIODYNAMICS INC
COM
03475V101
1579
98600
SH
OTR
1
0
98600
0
ANGIODYNAMICS INC
COM
03475V101
331
20700
SH
SOLE
20700
0
0
ANI PHARMACEUTICALS INC
COM
00182C103
266
4314
SH
OTR
1
0
4314
0
ANI PHARMACEUTICALS INC
COM
00182C103
44
713
SH
SOLE
713
0
0
ANIXTER INTL INC
COM
035290105
249
2700
SH
SOLE
2700
0
0
ANIXTER INTL INC
COM
035290105
1124
12200
SH
OTR
1
0
12200
0
ANSYS INC
COM
03662Q105
2782
10806
SH
OTR
1
0
10806
0
ANSYS INC
COM
03662Q105
615
2391
SH
SOLE
2391
0
0
ANTHEM INC
COM
036752103
32695
108252
SH
OTR
1
0
108252
0
ANTHEM INC
COM
036752103
2026
6708
SH
OTR
5
0
6708
0
ANTHEM INC
COM
036752103
5024
16634
SH
SOLE
16634
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
7841
1867000
PRN
DFND
1
0
1867000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
80066
19042000
PRN
OTR
1
0
19042000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
109
26000
PRN
OTR
4
0
26000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
28693
6824000
PRN
SOLE
6824000
0
0
APACHE CORP
COM
037411105
270
10544
SH
SOLE
10544
0
0
APACHE CORP
COM
037411105
1228
47978
SH
OTR
1
0
47978
0
APARTMENT INVT & MGMT CO
CL A
03748R754
209
4037
SH
SOLE
4037
0
0
APARTMENT INVT & MGMT CO
CL A
03748R754
1240
24003
SH
OTR
1
0
24003
0
APPLE INC
COM
037833100
330619
1125896
SH
OTR
1
0
1125896
0
APPLE INC
COM
037833100
13793
46970
SH
OTR
5
0
46970
0
APPLE INC
COM
037833100
45754
155812
SH
SOLE
155812
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
2988
44800
SH
OTR
1
0
44800
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
647
9700
SH
SOLE
9700
0
0
APPLIED MATLS INC
COM
038222105
24524
401765
SH
OTR
1
0
401765
0
APPLIED MATLS INC
COM
038222105
1833
30031
SH
OTR
5
0
30031
0
APPLIED MATLS INC
COM
038222105
3475
56929
SH
SOLE
56929
0
0
ARAMARK
COM
03852U106
10102
232764
SH
OTR
1
0
232764
0
ARAMARK
COM
03852U106
2030
46765
SH
SOLE
46765
0
0
ARCBEST CORP
COM
03937C105
569
20600
SH
SOLE
20600
0
0
ARCBEST CORP
COM
03937C105
2691
97500
SH
OTR
1
0
97500
0
ARCHER DANIELS MIDLAND CO
COM
039483102
3300
71205
SH
OTR
1
0
71205
0
ARCHER DANIELS MIDLAND CO
COM
039483102
697
15037
SH
SOLE
15037
0
0
ARCONIC INC
COM
03965L100
1689
54891
SH
OTR
1
0
54891
0
ARCONIC INC
COM
03965L100
325
10561
SH
SOLE
10561
0
0
ARCOSA INC
COM
039653100
267
6000
SH
OTR
1
0
6000
0
ARCOSA INC
COM
039653100
45
1000
SH
SOLE
1000
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
282
6208
SH
SOLE
6208
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
1357
29872
SH
OTR
1
0
29872
0
ARES CAP CORP
NOTE 3.750% 2/0
04010LAT0
125
120000
PRN
SOLE
120000
0
0
ARES CAP CORP
NOTE 4.625% 3/0
04010LAW3
6546
6142000
PRN
SOLE
6142000
0
0
ARISTA NETWORKS INC
COM
040413106
1414
6952
SH
OTR
1
0
6952
0
ARISTA NETWORKS INC
COM
040413106
302
1484
SH
SOLE
1484
0
0
ARMSTRONG FLOORING INC
COM
04238R106
269
63100
SH
OTR
1
0
63100
0
ARMSTRONG FLOORING INC
COM
04238R106
58
13600
SH
SOLE
13600
0
0
ARROW ELECTRS INC
COM
042735100
13286
156790
SH
OTR
1
0
156790
0
ARROW ELECTRS INC
COM
042735100
1052
12411
SH
OTR
5
0
12411
0
ARROW ELECTRS INC
COM
042735100
2518
29720
SH
SOLE
29720
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
634
10000
SH
SOLE
10000
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
3002
47326
SH
OTR
1
0
47326
0
ARTESIAN RESOURCES CORP
CL A
043113208
327
8784
SH
OTR
1
0
8784
0
ARTESIAN RESOURCES CORP
CL A
043113208
71
1900
SH
SOLE
1900
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
3410
30500
SH
OTR
1
0
30500
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
727
6500
SH
SOLE
6500
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
431
154600
SH
OTR
1
0
154600
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
93
33200
SH
SOLE
33200
0
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
149
119500
SH
OTR
1
0
119500
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
35
27900
SH
SOLE
27900
0
0
ASSERTIO THERAPEUTICS INC
NOTE 2.500% 9/0
249908AA2
88
118000
PRN
SOLE
118000
0
0
ASSURANT INC
COM
04621X108
190
1448
SH
SOLE
1448
0
0
ASSURANT INC
COM
04621X108
1024
7814
SH
OTR
1
0
7814
0
AT&T INC
COM
00206R102
10629
271980
SH
SOLE
271980
0
0
AT&T INC
COM
00206R102
2089
53449
SH
OTR
5
0
53449
0
AT&T INC
COM
00206R102
47715
1220962
SH
OTR
1
0
1220962
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
971
58939
SH
OTR
1
0
58939
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
206
12492
SH
SOLE
12492
0
0
ATKORE INTL GROUP INC
COM
047649108
3270
80824
SH
OTR
1
0
80824
0
ATKORE INTL GROUP INC
COM
047649108
686
16954
SH
SOLE
16954
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
856
367415
SH
OTR
1
0
367415
0
ATLANTIC PWR CORP
COM NEW
04878Q863
179
76700
SH
SOLE
76700
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
25986
28439000
PRN
OTR
1
0
28439000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
65
72000
PRN
OTR
4
0
72000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
4218
4642000
PRN
DFND
1
0
4642000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
7453
8156000
PRN
SOLE
8156000
0
0
ATMOS ENERGY CORP
COM
049560105
1714
15319
SH
OTR
1
0
15319
0
ATMOS ENERGY CORP
COM
049560105
360
3220
SH
SOLE
3220
0
0
AUDENTES THERAPEUTICS INC
COM
05070R104
2516
42041
SH
OTR
1
0
42041
0
AUDENTES THERAPEUTICS INC
COM
05070R104
530
8853
SH
SOLE
8853
0
0
AUTODESK INC
COM
052769106
7277
39665
SH
OTR
1
0
39665
0
AUTODESK INC
COM
052769106
1169
6371
SH
SOLE
6371
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
10013
58730
SH
OTR
1
0
58730
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
2132
12507
SH
SOLE
12507
0
0
AUTONATION INC
COM
05329W102
15765
324189
SH
OTR
1
0
324189
0
AUTONATION INC
COM
05329W102
1411
29018
SH
SOLE
29018
0
0
AUTOZONE INC
COM
053332102
28684
24078
SH
OTR
1
0
24078
0
AUTOZONE INC
COM
053332102
1411
1184
SH
OTR
5
0
1184
0
AUTOZONE INC
COM
053332102
3493
2932
SH
SOLE
2932
0
0
AVALONBAY CMNTYS INC
COM
053484101
7714
36784
SH
OTR
1
0
36784
0
AVALONBAY CMNTYS INC
COM
053484101
1119
5337
SH
SOLE
5337
0
0
AVANTOR INC
COM
05352A100
12106
667004
SH
OTR
1
0
667004
0
AVANTOR INC
COM
05352A100
1064
58627
SH
SOLE
58627
0
0
AVAYA HLDGS CORP
COM
05351X101
3460
256329
SH
OTR
1
0
256329
0
AVAYA HLDGS CORP
COM
05351X101
734
54340
SH
SOLE
54340
0
0
AVAYA HLDGS CORP
NOTE 2.250% 6/1
05351XAB7
76
85000
PRN
SOLE
85000
0
0
AVERY DENNISON CORP
COM
053611109
2900
22171
SH
OTR
1
0
22171
0
AVERY DENNISON CORP
COM
053611109
464
3545
SH
SOLE
3545
0
0
AVNET INC
COM
053807103
21612
509227
SH
OTR
1
0
509227
0
AVNET INC
COM
053807103
1217
28668
SH
OTR
5
0
28668
0
AVNET INC
COM
053807103
1939
45687
SH
SOLE
45687
0
0
AXA EQUITABLE HLDGS INC
COM
054561105
10222
412519
SH
OTR
1
0
412519
0
AXA EQUITABLE HLDGS INC
COM
054561105
2016
81350
SH
SOLE
81350
0
0
AXSOME THERAPEUTICS INC
COM
05464T104
300
2900
SH
OTR
1
0
2900
0
AXSOME THERAPEUTICS INC
COM
05464T104
52
500
SH
SOLE
500
0
0
AZZ INC
COM
002474104
482
10500
SH
SOLE
10500
0
0
AZZ INC
COM
002474104
2176
47359
SH
OTR
1
0
47359
0
BAIDU INC
SPON ADR REP A
056752108
155
1223
SH
OTR
1
0
1223
0
BAIDU INC
SPON ADR REP A
056752108
114
900
SH
SOLE
900
0
0
BAKER HUGHES COMPANY
CL A
05722G100
2124
82857
SH
OTR
1
0
82857
0
BAKER HUGHES COMPANY
CL A
05722G100
438
17072
SH
SOLE
17072
0
0
BALL CORP
COM
058498106
2715
41987
SH
OTR
1
0
41987
0
BALL CORP
COM
058498106
558
8629
SH
SOLE
8629
0
0
BANCO MACRO SA
SPON ADR B
05961W105
1
29
SH
DFND
1
0
29
0
BANCO MACRO SA
SPON ADR B
05961W105
439
12100
SH
SOLE
12100
0
0
BANCORP INC DEL
COM
05969A105
3031
233655
SH
OTR
1
0
233655
0
BANCORP INC DEL
COM
05969A105
647
49851
SH
SOLE
49851
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
19029
13126
SH
SOLE
13126
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
145
100
SH
OTR
4
0
100
0
BANK AMER CORP
7.25%CNV PFD L
060505682
9201
6350
SH
DFND
1
0
6350
0
BANK AMER CORP
7.25%CNV PFD L
060505682
30021
20708
SH
OTR
1
0
20708
0
BANK AMER CORP
COM
060505104
82542
2343608
SH
OTR
1
0
2343608
0
BANK AMER CORP
COM
060505104
4115
116834
SH
OTR
5
0
116834
0
BANK AMER CORP
COM
060505104
13340
378773
SH
SOLE
378773
0
0
BANK NEW YORK MELLON CORP
COM
064058100
7046
140000
SH
OTR
1
0
140000
0
BANK NEW YORK MELLON CORP
COM
064058100
1122
22289
SH
SOLE
22289
0
0
BANK OZK
COM
06417N103
6676
218856
SH
OTR
1
0
218856
0
BANK OZK
COM
06417N103
1028
33712
SH
SOLE
33712
0
0
BARNES & NOBLE ED INC
COM
06777U101
683
159900
SH
OTR
1
0
159900
0
BARNES & NOBLE ED INC
COM
06777U101
147
34500
SH
SOLE
34500
0
0
BARRETT BUSINESS SERVICES IN
COM
068463108
2841
31407
SH
OTR
1
0
31407
0
BARRETT BUSINESS SERVICES IN
COM
068463108
600
6634
SH
SOLE
6634
0
0
BASSETT FURNITURE INDS INC
COM
070203104
150
9000
SH
OTR
1
0
9000
0
BASSETT FURNITURE INDS INC
COM
070203104
32
1900
SH
SOLE
1900
0
0
BAXTER INTL INC
COM
071813109
7070
84544
SH
OTR
1
0
84544
0
BAXTER INTL INC
COM
071813109
1125
13453
SH
SOLE
13453
0
0
BAYCOM CORP
COM
07272M107
400
17602
SH
OTR
1
0
17602
0
BAYCOM CORP
COM
07272M107
75
3300
SH
SOLE
3300
0
0
BCB BANCORP INC
COM
055298103
207
15005
SH
SOLE
15005
0
0
BCB BANCORP INC
COM
055298103
971
70417
SH
OTR
1
0
70417
0
BEAZER HOMES USA INC
COM NEW
07556Q881
1941
137400
SH
OTR
1
0
137400
0
BEAZER HOMES USA INC
COM NEW
07556Q881
411
29100
SH
SOLE
29100
0
0
BECTON DICKINSON & CO
COM
075887109
10864
39944
SH
OTR
1
0
39944
0
BECTON DICKINSON & CO
COM
075887109
1958
7198
SH
SOLE
7198
0
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
6227
95128
SH
DFND
1
0
95128
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
30216
460908
SH
OTR
1
0
460908
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
96
1467
SH
OTR
4
0
1467
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
11305
172440
SH
SOLE
172440
0
0
BELDEN INC
COM
077454106
3005
54634
SH
OTR
1
0
54634
0
BELDEN INC
COM
077454106
638
11600
SH
SOLE
11600
0
0
BENCHMARK ELECTRS INC
COM
08160H101
3054
88890
SH
OTR
1
0
88890
0
BENCHMARK ELECTRS INC
COM
08160H101
643
18700
SH
SOLE
18700
0
0
BERKLEY W R CORP
COM
084423102
1277
18482
SH
OTR
1
0
18482
0
BERKLEY W R CORP
COM
084423102
237
3436
SH
SOLE
3436
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
75774
334541
SH
OTR
1
0
334541
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
3637
16056
SH
OTR
5
0
16056
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
16001
70646
SH
SOLE
70646
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
1427
43400
SH
OTR
1
0
43400
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
296
9000
SH
SOLE
9000
0
0
BERRY PETE CORP
COM
08579X101
1857
196900
SH
OTR
1
0
196900
0
BERRY PETE CORP
COM
08579X101
383
40600
SH
SOLE
40600
0
0
BEST BUY INC
COM
086516101
28726
327176
SH
OTR
1
0
327176
0
BEST BUY INC
COM
086516101
1450
16513
SH
OTR
5
0
16513
0
BEST BUY INC
COM
086516101
3764
42872
SH
SOLE
42872
0
0
BG STAFFING INC
COM
05544A109
350
15972
SH
OTR
1
0
15972
0
BG STAFFING INC
COM
05544A109
78
3566
SH
SOLE
3566
0
0
BIGLARI HLDGS INC
COM STK CL B
08986R309
198
1730
SH
OTR
1
0
1730
0
BIGLARI HLDGS INC
COM STK CL B
08986R309
43
380
SH
SOLE
380
0
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
2687
425200
SH
OTR
1
0
425200
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
568
89800
SH
SOLE
89800
0
0
BIOGEN INC
COM
09062X103
25809
86978
SH
OTR
1
0
86978
0
BIOGEN INC
COM
09062X103
1720
5795
SH
OTR
5
0
5795
0
BIOGEN INC
COM
09062X103
3473
11705
SH
SOLE
11705
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
178
2100
SH
OTR
1
0
2100
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
110
1297
SH
SOLE
1297
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
6074
5749000
PRN
DFND
1
0
5749000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
49618
46854000
PRN
OTR
1
0
46854000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
91
86000
PRN
OTR
4
0
86000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
14485
13678000
PRN
SOLE
13678000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
354
325000
PRN
SOLE
325000
0
0
BLACKBAUD INC
COM
09227Q100
3294
41387
SH
OTR
1
0
41387
0
BLACKBAUD INC
COM
09227Q100
716
9000
SH
SOLE
9000
0
0
BLACKLINE INC
COM
09239B109
3426
66456
SH
OTR
1
0
66456
0
BLACKLINE INC
COM
09239B109
727
14100
SH
SOLE
14100
0
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
504
34857
SH
OTR
1
0
34857
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
2713
187485
SH
SOLE
187485
0
0
BLACKROCK INC
COM
09247X101
1541
3066
SH
SOLE
3066
0
0
BLACKROCK INC
COM
09247X101
9180
18261
SH
OTR
1
0
18261
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
630
40431
SH
OTR
1
0
40431
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
4304
276282
SH
SOLE
276282
0
0
BLACKROCK LONG-TERM MUNI ADV
COM
09250B103
1045
81807
SH
SOLE
81807
0
0
BLACKROCK MUN 2030 TAR TERM
COM SHS BEN IN
09257P105
4057
167704
SH
SOLE
167704
0
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
258
18120
SH
OTR
1
0
18120
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
69
4861
SH
SOLE
4861
0
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
11698
821500
SH
SOLE
821500
0
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
789
70702
SH
OTR
1
0
70702
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
1133
101543
SH
SOLE
101543
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
8014
558453
SH
SOLE
558453
0
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
935
68572
SH
SOLE
68572
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
936
70458
SH
OTR
1
0
70458
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
1321
99381
SH
SOLE
99381
0
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
245
19526
SH
SOLE
19526
0
0
BLACKROCK MUNIVEST FD INC
COM
09253R105
4430
486305
SH
SOLE
486305
0
0
BLACKROCK MUNIY QUALITY FD I
COM
09254G108
736
56581
SH
SOLE
56581
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
468
31029
SH
SOLE
31029
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
994
75941
SH
SOLE
75941
0
0
BLACKROCK MUNIYIELD QUALITY
COM
09254F100
1005
66750
SH
SOLE
66750
0
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
323
23851
SH
OTR
1
0
23851
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
6415
451928
SH
SOLE
451928
0
0
BLACKROCK N Y MUN INCOME TR
SH BEN INT
09248L106
359
25594
SH
SOLE
25594
0
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
415
28807
SH
OTR
1
0
28807
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
626
43470
SH
SOLE
43470
0
0
BLOCK H & R INC
COM
093671105
604
25718
SH
OTR
1
0
25718
0
BLOCK H & R INC
COM
093671105
111
4716
SH
SOLE
4716
0
0
BLOOMIN BRANDS INC
COM
094235108
2350
106500
SH
OTR
1
0
106500
0
BLOOMIN BRANDS INC
COM
094235108
508
23000
SH
SOLE
23000
0
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
453
5653
SH
SOLE
5653
0
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
2096
26169
SH
OTR
1
0
26169
0
BMC STK HLDGS INC
COM
05591B109
694
24200
SH
SOLE
24200
0
0
BMC STK HLDGS INC
COM
05591B109
3278
114266
SH
OTR
1
0
114266
0
BNY MELLON MUN INCOME INC
COM
05589T104
3657
411326
SH
SOLE
411326
0
0
BOEING CO
COM
097023105
33992
104346
SH
OTR
1
0
104346
0
BOEING CO
COM
097023105
645
1980
SH
OTR
5
0
1980
0
BOEING CO
COM
097023105
5387
16536
SH
SOLE
16536
0
0
BOINGO WIRELESS INC
NOTE 1.000%10/0
09739CAB8
11173
12576000
PRN
OTR
1
0
12576000
0
BOINGO WIRELESS INC
NOTE 1.000%10/0
09739CAB8
2503
2817000
PRN
SOLE
2817000
0
0
BOISE CASCADE CO DEL
COM
09739D100
3021
82700
SH
OTR
1
0
82700
0
BOISE CASCADE CO DEL
COM
09739D100
639
17500
SH
SOLE
17500
0
0
BOOKING HLDGS INC
COM
09857L108
33307
16218
SH
OTR
1
0
16218
0
BOOKING HLDGS INC
COM
09857L108
939
457
SH
OTR
5
0
457
0
BOOKING HLDGS INC
COM
09857L108
4013
1954
SH
SOLE
1954
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
16025
225292
SH
OTR
1
0
225292
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1194
16789
SH
SOLE
16789
0
0
BORGWARNER INC
COM
099724106
1145
26385
SH
OTR
1
0
26385
0
BORGWARNER INC
COM
099724106
211
4865
SH
SOLE
4865
0
0
BOSTON BEER INC
CL A
100557107
3854
10200
SH
OTR
1
0
10200
0
BOSTON BEER INC
CL A
100557107
756
2000
SH
SOLE
2000
0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
1178
97900
SH
OTR
1
0
97900
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
266
22100
SH
SOLE
22100
0
0
BOSTON PROPERTIES INC
COM
101121101
4714
34191
SH
OTR
1
0
34191
0
BOSTON PROPERTIES INC
COM
101121101
778
5642
SH
SOLE
5642
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
8048
177970
SH
OTR
1
0
177970
0
BOSTON SCIENTIFIC CORP
COM
101137107
1673
36987
SH
SOLE
36987
0
0
BOTTOMLINE TECH DEL INC
COM
101388106
2980
55600
SH
OTR
1
0
55600
0
BOTTOMLINE TECH DEL INC
COM
101388106
611
11400
SH
SOLE
11400
0
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
438
48997
SH
OTR
1
0
48997
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
88
9893
SH
SOLE
9893
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
1757
111559
SH
OTR
1
0
111559
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
156
9903
SH
SOLE
9903
0
0
BRIDGE BANCORP INC
COM
108035106
401
11951
SH
SOLE
11951
0
0
BRIDGE BANCORP INC
COM
108035106
1887
56264
SH
OTR
1
0
56264
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
597
43334
SH
OTR
1
0
43334
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
136
9900
SH
SOLE
9900
0
0
BRIGHTCOVE INC
COM
10921T101
110
12700
SH
OTR
1
0
12700
0
BRIGHTCOVE INC
COM
10921T101
22
2500
SH
SOLE
2500
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
13404
341675
SH
OTR
1
0
341675
0
BRIGHTHOUSE FINL INC
COM
10922N103
1170
29824
SH
OTR
5
0
29824
0
BRIGHTHOUSE FINL INC
COM
10922N103
2198
56033
SH
SOLE
56033
0
0
BRIGHTSPHERE INVT GROUP INC
COM
10948W103
622
60900
SH
OTR
1
0
60900
0
BRIGHTSPHERE INVT GROUP INC
COM
10948W103
118
11500
SH
SOLE
11500
0
0
BRINKS CO
COM
109696104
161
1776
SH
SOLE
1776
0
0
BRINKS CO
COM
109696104
257
2836
SH
OTR
5
0
2836
0
BRINKS CO
COM
109696104
959
10572
SH
OTR
1
0
10572
0
BRISTOL MYERS SQUIBB CO
COM
110122108
294
4584
SH
OTR
5
0
4584
0
BRISTOL MYERS SQUIBB CO
COM
110122108
4127
64295
SH
SOLE
64295
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
21989
342564
SH
OTR
1
0
342564
0
BROADCOM INC
8% CNV PFD SER A
11135F200
13453
11520
SH
SOLE
11520
0
0
BROADCOM INC
8% CNV PFD SER A
11135F200
6747
5728
SH
DFND
1
0
5728
0
BROADCOM INC
8% CNV PFD SER A
11135F200
18311
15680
SH
OTR
1
0
15680
0
BROADCOM INC
8% CNV PFD SER A
11135F200
100
85
SH
OTR
4
0
85
0
BROADCOM INC
COM
11135F101
47659
150810
SH
OTR
1
0
150810
0
BROADCOM INC
COM
11135F101
2438
7716
SH
OTR
5
0
7716
0
BROADCOM INC
COM
11135F101
6712
21240
SH
SOLE
21240
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
1818
14715
SH
OTR
1
0
14715
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
384
3107
SH
SOLE
3107
0
0
BROWN FORMAN CORP
CL B
115637209
1572
23254
SH
OTR
1
0
23254
0
BROWN FORMAN CORP
CL B
115637209
363
5376
SH
SOLE
5376
0
0
BRUKER CORP
COM
116794108
12744
250039
SH
OTR
1
0
250039
0
BRUKER CORP
COM
116794108
1321
25908
SH
SOLE
25908
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
3740
147200
SH
OTR
1
0
147200
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
788
31000
SH
SOLE
31000
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
1355
17322
SH
OTR
1
0
17322
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
297
3796
SH
SOLE
3796
0
0
CABOT CORP
COM
127055101
3614
76057
SH
OTR
1
0
76057
0
CABOT CORP
COM
127055101
544
11458
SH
SOLE
11458
0
0
CABOT OIL & GAS CORP
COM
127097103
4345
249595
SH
OTR
1
0
249595
0
CABOT OIL & GAS CORP
COM
127097103
386
22153
SH
SOLE
22153
0
0
CACI INTL INC
CL A
127190304
14288
57153
SH
OTR
1
0
57153
0
CACI INTL INC
CL A
127190304
1239
4957
SH
OTR
5
0
4957
0
CACI INTL INC
CL A
127190304
2137
8547
SH
SOLE
8547
0
0
CADENCE BANCORPORATION
CL A
12739A100
3699
204000
SH
OTR
1
0
204000
0
CADENCE BANCORPORATION
CL A
12739A100
787
43400
SH
SOLE
43400
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
2855
41169
SH
SOLE
41169
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
25777
371637
SH
OTR
1
0
371637
0
CADENCE DESIGN SYSTEM INC
COM
127387108
1433
20664
SH
OTR
5
0
20664
0
CAESARS ENTMT CORP
COM
127686103
5870
431598
SH
OTR
1
0
431598
0
CAESARS ENTMT CORP
COM
127686103
740
54436
SH
SOLE
54436
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
12245
6357000
PRN
OTR
1
0
6357000
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
4411
2290000
PRN
SOLE
2290000
0
0
CALAMP CORP
COM
128126109
1014
105883
SH
OTR
1
0
105883
0
CALAMP CORP
COM
128126109
220
22938
SH
SOLE
22938
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
3233
62700
SH
OTR
1
0
62700
0
CALIFORNIA WTR SVC GROUP
COM
130788102
696
13500
SH
SOLE
13500
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
1862
17551
SH
OTR
1
0
17551
0
CAMDEN PPTY TR
SH BEN INT
133131102
145
1370
SH
SOLE
1370
0
0
CAMPBELL SOUP CO
COM
134429109
1065
21544
SH
OTR
1
0
21544
0
CAMPBELL SOUP CO
COM
134429109
196
3962
SH
SOLE
3962
0
0
CANNAE HLDGS INC
COM
13765N107
2572
69149
SH
OTR
1
0
69149
0
CANNAE HLDGS INC
COM
13765N107
541
14536
SH
SOLE
14536
0
0
CAPITAL ONE FINL CORP
COM
14040H105
11009
106978
SH
OTR
1
0
106978
0
CAPITAL ONE FINL CORP
COM
14040H105
253
2462
SH
OTR
5
0
2462
0
CAPITAL ONE FINL CORP
COM
14040H105
2181
21194
SH
SOLE
21194
0
0
CAPSTAR FINL HLDGS INC
COM
14070T102
338
20300
SH
OTR
1
0
20300
0
CAPSTAR FINL HLDGS INC
COM
14070T102
75
4500
SH
SOLE
4500
0
0
CARDINAL HEALTH INC
COM
14149Y108
8712
172241
SH
OTR
1
0
172241
0
CARDINAL HEALTH INC
COM
14149Y108
1104
21829
SH
SOLE
21829
0
0
CARLISLE COS INC
COM
142339100
2441
15082
SH
OTR
1
0
15082
0
CARLISLE COS INC
COM
142339100
322
1987
SH
SOLE
1987
0
0
CARMAX INC
COM
143130102
394
4495
SH
SOLE
4495
0
0
CARMAX INC
COM
143130102
1855
21156
SH
OTR
1
0
21156
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
4104
80730
SH
OTR
1
0
80730
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
548
10788
SH
SOLE
10788
0
0
CATERPILLAR INC DEL
COM
149123101
11902
80592
SH
OTR
1
0
80592
0
CATERPILLAR INC DEL
COM
149123101
2177
14740
SH
SOLE
14740
0
0
CATO CORP NEW
CL A
149205106
261
15000
SH
OTR
1
0
15000
0
CATO CORP NEW
CL A
149205106
54
3100
SH
SOLE
3100
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
795
6621
SH
SOLE
6621
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
6426
53547
SH
OTR
1
0
53547
0
CBRE GROUP INC
CL A
12504L109
2885
47072
SH
OTR
1
0
47072
0
CBRE GROUP INC
CL A
12504L109
630
10278
SH
SOLE
10278
0
0
CDK GLOBAL INC
COM
12508E101
2446
44732
SH
OTR
1
0
44732
0
CDK GLOBAL INC
COM
12508E101
435
7948
SH
SOLE
7948
0
0
CDW CORP
COM
12514G108
26154
183102
SH
OTR
1
0
183102
0
CDW CORP
COM
12514G108
1443
10100
SH
OTR
5
0
10100
0
CDW CORP
COM
12514G108
3261
22832
SH
SOLE
22832
0
0
CELANESE CORP DEL
COM
150870103
1910
15513
SH
OTR
1
0
15513
0
CELANESE CORP DEL
COM
150870103
426
3463
SH
SOLE
3463
0
0
CENTENE CORP DEL
COM
15135B101
719
11431
SH
SOLE
11431
0
0
CENTENE CORP DEL
COM
15135B101
3527
56104
SH
OTR
1
0
56104
0
CENTERPOINT ENERGY INC
COM
15189T107
2340
85800
SH
SOLE
85800
0
0
CENTERPOINT ENERGY INC
COM
15189T107
14677
538197
SH
OTR
1
0
538197
0
CENTERPOINT ENERGY INC
COM
15189T107
1272
46644
SH
OTR
5
0
46644
0
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
19
380
SH
DFND
1
0
380
0
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
2453
50200
SH
SOLE
50200
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
3200
109000
SH
OTR
1
0
109000
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
678
23100
SH
SOLE
23100
0
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
1427
15865
SH
OTR
1
0
15865
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
299
3321
SH
SOLE
3321
0
0
CENTURY CASINOS INC
COM
156492100
363
45800
SH
OTR
1
0
45800
0
CENTURY CASINOS INC
COM
156492100
77
9700
SH
SOLE
9700
0
0
CENTURYLINK INC
COM
156700106
4108
311012
SH
OTR
1
0
311012
0
CENTURYLINK INC
COM
156700106
543
41106
SH
SOLE
41106
0
0
CENTURYLINK INC
COM
156700106
105
7960
SH
OTR
5
0
7960
0
CERNER CORP
COM
156782104
4116
56082
SH
OTR
1
0
56082
0
CERNER CORP
COM
156782104
770
10496
SH
SOLE
10496
0
0
CF INDS HLDGS INC
COM
125269100
1397
29272
SH
OTR
1
0
29272
0
CF INDS HLDGS INC
COM
125269100
311
6514
SH
SOLE
6514
0
0
CHANNELADVISOR CORP
COM
159179100
101
11200
SH
OTR
1
0
11200
0
CHANNELADVISOR CORP
COM
159179100
20
2200
SH
SOLE
2200
0
0
CHARLES RIV LABS INTL INC
COM
159864107
1487
9736
SH
SOLE
9736
0
0
CHARLES RIV LABS INTL INC
COM
159864107
16916
110739
SH
OTR
1
0
110739
0
CHARLES RIV LABS INTL INC
COM
159864107
104
683
SH
OTR
5
0
683
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
4956
10216
SH
SOLE
10216
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
34582
71291
SH
OTR
1
0
71291
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
2021
4167
SH
OTR
5
0
4167
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
5
3000
PRN
DFND
1
0
3000
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
129
85000
PRN
SOLE
85000
0
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
16
20000
PRN
DFND
1
0
20000
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
206
260000
PRN
SOLE
260000
0
0
CHESAPEAKE ENERGY CORP
NOTE 5.500% 9/1
165167CY1
136
280000
PRN
SOLE
280000
0
0
CHEVRON CORP NEW
COM
166764100
10749
89193
SH
SOLE
89193
0
0
CHEVRON CORP NEW
COM
166764100
49148
407834
SH
OTR
1
0
407834
0
CHEVRON CORP NEW
COM
166764100
3495
29003
SH
OTR
5
0
29003
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
745
890
SH
SOLE
890
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
3956
4726
SH
OTR
1
0
4726
0
CHURCH & DWIGHT INC
COM
171340102
2216
31500
SH
OTR
1
0
31500
0
CHURCH & DWIGHT INC
COM
171340102
471
6701
SH
SOLE
6701
0
0
CIGNA CORP NEW
COM
125523100
31523
154153
SH
OTR
1
0
154153
0
CIGNA CORP NEW
COM
125523100
1693
8279
SH
OTR
5
0
8279
0
CIGNA CORP NEW
COM
125523100
4708
23023
SH
SOLE
23023
0
0
CIMAREX ENERGY CO
COM
171798101
680
12946
SH
OTR
1
0
12946
0
CIMAREX ENERGY CO
COM
171798101
126
2396
SH
SOLE
2396
0
0
CINCINNATI FINL CORP
COM
172062101
418
3973
SH
SOLE
3973
0
0
CINCINNATI FINL CORP
COM
172062101
2038
19378
SH
OTR
1
0
19378
0
CINTAS CORP
COM
172908105
2895
10760
SH
OTR
1
0
10760
0
CINTAS CORP
COM
172908105
588
2186
SH
SOLE
2186
0
0
CIRRUS LOGIC INC
COM
172755100
4801
58259
SH
OTR
1
0
58259
0
CIRRUS LOGIC INC
COM
172755100
1022
12400
SH
SOLE
12400
0
0
CISCO SYS INC
COM
17275R102
42402
884106
SH
OTR
1
0
884106
0
CISCO SYS INC
COM
17275R102
764
15930
SH
OTR
5
0
15930
0
CISCO SYS INC
COM
17275R102
6692
139539
SH
SOLE
139539
0
0
CITI TRENDS INC
COM
17306X102
1172
50700
SH
OTR
1
0
50700
0
CITI TRENDS INC
COM
17306X102
252
10900
SH
SOLE
10900
0
0
CITIGROUP INC
COM NEW
172967424
5774
72270
SH
SOLE
72270
0
0
CITIGROUP INC
COM NEW
172967424
571
7142
SH
OTR
5
0
7142
0
CITIGROUP INC
COM NEW
172967424
28020
350726
SH
OTR
1
0
350726
0
CITIZENS FINL GROUP INC
COM
174610105
491
12083
SH
SOLE
12083
0
0
CITIZENS FINL GROUP INC
COM
174610105
2266
55797
SH
OTR
1
0
55797
0
CITRIX SYS INC
COM
177376100
6804
61353
SH
OTR
1
0
61353
0
CITRIX SYS INC
COM
177376100
858
7735
SH
SOLE
7735
0
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
1484
61829
SH
OTR
1
0
61829
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
309
12870
SH
SOLE
12870
0
0
CLEAN HARBORS INC
COM
184496107
16355
190726
SH
OTR
1
0
190726
0
CLEAN HARBORS INC
COM
184496107
1209
14099
SH
OTR
5
0
14099
0
CLEAN HARBORS INC
COM
184496107
2076
24206
SH
SOLE
24206
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
3116
2605000
PRN
DFND
1
0
2605000
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
2658
2219000
PRN
SOLE
2219000
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
11751
9810000
PRN
OTR
1
0
9810000
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
48
40000
PRN
OTR
4
0
40000
0
CLOROX CO DEL
COM
189054109
2474
16111
SH
OTR
1
0
16111
0
CLOROX CO DEL
COM
189054109
532
3464
SH
SOLE
3464
0
0
CLOVIS ONCOLOGY INC
NOTE 1.250% 5/0
189464AC4
90
140000
PRN
SOLE
140000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
96
110000
PRN
SOLE
110000
0
0
CME GROUP INC
COM
12572Q105
10823
53921
SH
OTR
1
0
53921
0
CME GROUP INC
COM
12572Q105
1879
9362
SH
SOLE
9362
0
0
CMS ENERGY CORP
COM
125896100
477
7583
SH
SOLE
7583
0
0
CMS ENERGY CORP
COM
125896100
2546
40523
SH
OTR
1
0
40523
0
COCA COLA CO
COM
191216100
7191
129920
SH
SOLE
129920
0
0
COCA COLA CO
COM
191216100
925
16708
SH
OTR
5
0
16708
0
COCA COLA CO
COM
191216100
38274
691482
SH
OTR
1
0
691482
0
COCA COLA CONSOLIDATED INC
COM
191098102
3158
11118
SH
OTR
1
0
11118
0
COCA COLA CONSOLIDATED INC
COM
191098102
686
2414
SH
SOLE
2414
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
6008
96871
SH
OTR
1
0
96871
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
909
14652
SH
SOLE
14652
0
0
COLGATE PALMOLIVE CO
COM
194162103
8948
129985
SH
OTR
1
0
129985
0
COLGATE PALMOLIVE CO
COM
194162103
1572
22840
SH
SOLE
22840
0
0
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
502
24400
SH
SOLE
24400
0
0
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
2328
113100
SH
OTR
1
0
113100
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
133
135000
PRN
SOLE
135000
0
0
COLONY CAP INC NEW
CL A COM
19626G108
329
69269
SH
SOLE
69269
0
0
COLONY CAP INC NEW
CL A COM
19626G108
9034
1901894
SH
OTR
1
0
1901894
0
COLONY STARWOOD HOMES
NOTE 3.500% 1/1
19625XAB8
12
9000
PRN
DFND
1
0
9000
0
COLONY STARWOOD HOMES
NOTE 3.500% 1/1
19625XAB8
136
101000
PRN
SOLE
101000
0
0
COLUMBIA PPTY TR INC
COM NEW
198287203
1944
92973
SH
OTR
1
0
92973
0
COLUMBIA PPTY TR INC
COM NEW
198287203
177
8461
SH
SOLE
8461
0
0
COMCAST CORP NEW
CL A
20030N101
45722
1016721
SH
OTR
1
0
1016721
0
COMCAST CORP NEW
CL A
20030N101
3281
72962
SH
OTR
5
0
72962
0
COMCAST CORP NEW
CL A
20030N101
9812
218188
SH
SOLE
218188
0
0
COMERICA INC
COM
200340107
1786
24898
SH
OTR
1
0
24898
0
COMERICA INC
COM
200340107
301
4197
SH
SOLE
4197
0
0
COMFORT SYS USA INC
COM
199908104
3255
65300
SH
OTR
1
0
65300
0
COMFORT SYS USA INC
COM
199908104
693
13900
SH
SOLE
13900
0
0
COMMERCIAL VEH GROUP INC
COM
202608105
2325
366181
SH
OTR
1
0
366181
0
COMMERCIAL VEH GROUP INC
COM
202608105
493
77600
SH
SOLE
77600
0
0
COMMVAULT SYSTEMS INC
COM
204166102
3098
69401
SH
OTR
1
0
69401
0
COMMVAULT SYSTEMS INC
COM
204166102
661
14800
SH
SOLE
14800
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
878
33250
SH
OTR
1
0
33250
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
182
6900
SH
SOLE
6900
0
0
CONAGRA BRANDS INC
COM
205887102
449
13122
SH
SOLE
13122
0
0
CONAGRA BRANDS INC
COM
205887102
2125
62072
SH
OTR
1
0
62072
0
CONCHO RES INC
COM
20605P101
2245
25642
SH
OTR
1
0
25642
0
CONCHO RES INC
COM
20605P101
474
5412
SH
SOLE
5412
0
0
CONMED CORP
COM
207410101
3769
33700
SH
OTR
1
0
33700
0
CONMED CORP
COM
207410101
794
7100
SH
SOLE
7100
0
0
CONNECTONE BANCORP INC NEW
COM
20786W107
1692
65800
SH
OTR
1
0
65800
0
CONNECTONE BANCORP INC NEW
COM
20786W107
358
13900
SH
SOLE
13900
0
0
CONOCOPHILLIPS
COM
20825C104
16699
256784
SH
OTR
1
0
256784
0
CONOCOPHILLIPS
COM
20825C104
974
14977
SH
OTR
5
0
14977
0
CONOCOPHILLIPS
COM
20825C104
3377
51928
SH
SOLE
51928
0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
10
2700
SH
SOLE
2700
0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
60
15500
SH
OTR
1
0
15500
0
CONSOLIDATED EDISON INC
COM
209115104
2311
25549
SH
SOLE
25549
0
0
CONSOLIDATED EDISON INC
COM
209115104
1277
14120
SH
OTR
5
0
14120
0
CONSOLIDATED EDISON INC
COM
209115104
17371
192007
SH
OTR
1
0
192007
0
CONSTELLATION BRANDS INC
CL A
21036P108
5514
29061
SH
OTR
1
0
29061
0
CONSTELLATION BRANDS INC
CL A
21036P108
841
4430
SH
SOLE
4430
0
0
CONTURA ENERGY INC
COM
21241B100
402
44400
SH
OTR
1
0
44400
0
CONTURA ENERGY INC
COM
21241B100
94
10400
SH
SOLE
10400
0
0
COOPER COS INC
COM NEW
216648402
2031
6322
SH
OTR
1
0
6322
0
COOPER COS INC
COM NEW
216648402
442
1375
SH
SOLE
1375
0
0
COOPER STD HLDGS INC
COM
21676P103
159
4800
SH
SOLE
4800
0
0
COOPER STD HLDGS INC
COM
21676P103
865
26100
SH
OTR
1
0
26100
0
COPART INC
COM
217204106
2388
26255
SH
OTR
1
0
26255
0
COPART INC
COM
217204106
495
5441
SH
SOLE
5441
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
2518
208100
SH
OTR
1
0
208100
0
CORCEPT THERAPEUTICS INC
COM
218352102
546
45100
SH
SOLE
45100
0
0
CORE MARK HOLDING CO INC
COM
218681104
433
15916
SH
OTR
1
0
15916
0
CORE MARK HOLDING CO INC
COM
218681104
74
2719
SH
SOLE
2719
0
0
COREPOINT LODGING INC
COM
21872L104
1538
143995
SH
OTR
1
0
143995
0
COREPOINT LODGING INC
COM
21872L104
307
28779
SH
SOLE
28779
0
0
CORESITE RLTY CORP
COM
21870Q105
373
3329
SH
OTR
1
0
3329
0
CORESITE RLTY CORP
COM
21870Q105
71
636
SH
SOLE
636
0
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
3906
66719
SH
OTR
1
0
66719
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
820
14000
SH
SOLE
14000
0
0
CORNING INC
COM
219350105
2874
98716
SH
OTR
1
0
98716
0
CORNING INC
COM
219350105
602
20695
SH
SOLE
20695
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
2439
83024
SH
OTR
1
0
83024
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
237
8080
SH
SOLE
8080
0
0
CORTEVA INC
COM
22052L104
4174
141210
SH
OTR
1
0
141210
0
CORTEVA INC
COM
22052L104
521
17614
SH
SOLE
17614
0
0
CORVEL CORP
COM
221006109
210
2400
SH
OTR
1
0
2400
0
CORVEL CORP
COM
221006109
35
400
SH
SOLE
400
0
0
COSTCO WHSL CORP NEW
COM
22160K105
2195
7469
SH
OTR
5
0
7469
0
COSTCO WHSL CORP NEW
COM
22160K105
5110
17385
SH
SOLE
17385
0
0
COSTCO WHSL CORP NEW
COM
22160K105
46312
157565
SH
OTR
1
0
157565
0
COTY INC
COM CL A
222070203
79
7024
SH
SOLE
7024
0
0
COTY INC
COM CL A
222070203
425
37790
SH
OTR
1
0
37790
0
COUPA SOFTWARE INC
NOTE 0.375% 1/1
22266LAB2
233
71000
PRN
SOLE
71000
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
799
5200
SH
OTR
1
0
5200
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
184
1200
SH
SOLE
1200
0
0
CRANE CO
COM
224399105
1367
15826
SH
OTR
1
0
15826
0
CRANE CO
COM
224399105
30
344
SH
SOLE
344
0
0
CRAWFORD & CO
CL A
224633206
587
51200
SH
OTR
1
0
51200
0
CRAWFORD & CO
CL A
224633206
124
10800
SH
SOLE
10800
0
0
CREE INC
NOTE 0.875% 9/0
225447AB7
112
105000
PRN
SOLE
105000
0
0
CROCS INC
COM
227046109
591
14100
SH
SOLE
14100
0
0
CROCS INC
COM
227046109
2828
67500
SH
OTR
1
0
67500
0
CROSS CTRY HEALTHCARE INC
COM
227483104
873
75100
SH
OTR
1
0
75100
0
CROSS CTRY HEALTHCARE INC
COM
227483104
193
16600
SH
SOLE
16600
0
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
28
22
SH
DFND
1
0
22
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
19036
14838
SH
OTR
1
0
14838
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
4449
3468
SH
SOLE
3468
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
8941
62895
SH
OTR
1
0
62895
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
176
1236
SH
OTR
5
0
1236
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
1900
13365
SH
SOLE
13365
0
0
CSX CORP
COM
126408103
9218
127395
SH
OTR
1
0
127395
0
CSX CORP
COM
126408103
1397
19311
SH
SOLE
19311
0
0
CTRIP COM INTL LTD
NOTE 1.000% 7/0
22943FAF7
27
27000
PRN
DFND
1
0
27000
0
CUMMINS INC
COM
231021106
9233
51595
SH
OTR
1
0
51595
0
CUMMINS INC
COM
231021106
328
1835
SH
OTR
5
0
1835
0
CUMMINS INC
COM
231021106
1326
7411
SH
SOLE
7411
0
0
CUMULUS MEDIA INC
COM CLASS A
231082801
383
21800
SH
OTR
1
0
21800
0
CUMULUS MEDIA INC
COM CLASS A
231082801
79
4500
SH
SOLE
4500
0
0
CURO GROUP HLDGS CORP
COM
23131L107
515
42300
SH
OTR
1
0
42300
0
CURO GROUP HLDGS CORP
COM
23131L107
96
7900
SH
SOLE
7900
0
0
CURTISS WRIGHT CORP
COM
231561101
1239
8792
SH
SOLE
8792
0
0
CURTISS WRIGHT CORP
COM
231561101
9075
64412
SH
OTR
1
0
64412
0
CURTISS WRIGHT CORP
COM
231561101
733
5205
SH
OTR
5
0
5205
0
CUSTOMERS BANCORP INC
COM
23204G100
604
25383
SH
SOLE
25383
0
0
CUSTOMERS BANCORP INC
COM
23204G100
2830
118878
SH
OTR
1
0
118878
0
CUTERA INC
COM
232109108
2081
58100
SH
OTR
1
0
58100
0
CUTERA INC
COM
232109108
437
12200
SH
SOLE
12200
0
0
CVR ENERGY INC
COM
12662P108
2888
71433
SH
OTR
1
0
71433
0
CVR ENERGY INC
COM
12662P108
612
15144
SH
SOLE
15144
0
0
CVS HEALTH CORP
COM
126650100
13987
188270
SH
OTR
1
0
188270
0
CVS HEALTH CORP
COM
126650100
2544
34241
SH
SOLE
34241
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
12257
10074000
PRN
OTR
1
0
10074000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
1380
1134000
PRN
SOLE
1134000
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
47
27000
PRN
OTR
4
0
27000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
3126
1793000
PRN
DFND
1
0
1793000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
251
144000
PRN
SOLE
144000
0
0
CYRUSONE INC
COM
23283R100
3166
48384
SH
OTR
1
0
48384
0
CYRUSONE INC
COM
23283R100
304
4648
SH
SOLE
4648
0
0
D R HORTON INC
COM
23331A109
2602
49331
SH
OTR
1
0
49331
0
D R HORTON INC
COM
23331A109
487
9239
SH
SOLE
9239
0
0
DANA INCORPORATED
COM
235825205
1301
71500
SH
OTR
1
0
71500
0
DANA INCORPORATED
COM
235825205
291
16000
SH
SOLE
16000
0
0
DANAHER CORPORATION
COM
235851102
13972
91035
SH
OTR
1
0
91035
0
DANAHER CORPORATION
COM
235851102
2572
16759
SH
SOLE
16759
0
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
18330
3132000
PRN
DFND
1
0
3132000
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
30429
5197000
PRN
SOLE
5197000
0
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
287
49000
PRN
OTR
4
0
49000
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
88066
15041000
PRN
OTR
1
0
15041000
0
DARDEN RESTAURANTS INC
COM
237194105
17047
156379
SH
OTR
1
0
156379
0
DARDEN RESTAURANTS INC
COM
237194105
58
529
SH
OTR
5
0
529
0
DARDEN RESTAURANTS INC
COM
237194105
1602
14696
SH
SOLE
14696
0
0
DARLING INGREDIENTS INC
COM
237266101
4779
170200
SH
OTR
1
0
170200
0
DARLING INGREDIENTS INC
COM
237266101
1014
36100
SH
SOLE
36100
0
0
DAVITA INC
COM
23918K108
2369
31578
SH
SOLE
31578
0
0
DAVITA INC
COM
23918K108
14199
189244
SH
OTR
1
0
189244
0
DAVITA INC
COM
23918K108
1287
17157
SH
OTR
5
0
17157
0
DBX ETF TR
XTRACK HRVST CSI
233051879
1851
62445
SH
OTR
1
0
62445
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
373
15228
SH
SOLE
15228
0
0
DECKERS OUTDOOR CORP
COM
243537107
4614
27323
SH
OTR
1
0
27323
0
DECKERS OUTDOOR CORP
COM
243537107
980
5805
SH
SOLE
5805
0
0
DEERE & CO
COM
244199105
8388
48415
SH
OTR
1
0
48415
0
DEERE & CO
COM
244199105
1440
8311
SH
SOLE
8311
0
0
DELAWARE INV MN MUN INC FD I
COM
24610V103
7416
564399
SH
SOLE
564399
0
0
DELAWARE INVT NAT MUNI INC F
SH BEN INT
24610T108
3404
256199
SH
SOLE
256199
0
0
DELEK US HLDGS INC NEW
COM
24665A103
3515
104832
SH
OTR
1
0
104832
0
DELEK US HLDGS INC NEW
COM
24665A103
742
22119
SH
SOLE
22119
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
10139
197302
SH
OTR
1
0
197302
0
DELL TECHNOLOGIES INC
CL C
24703L202
625
12163
SH
SOLE
12163
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
33205
567809
SH
OTR
1
0
567809
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1170
20004
SH
OTR
5
0
20004
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1783
30486
SH
SOLE
30486
0
0
DENTSPLY SIRONA INC
COM
24906P109
13810
244030
SH
OTR
1
0
244030
0
DENTSPLY SIRONA INC
COM
24906P109
1277
22564
SH
OTR
5
0
22564
0
DENTSPLY SIRONA INC
COM
24906P109
2319
40983
SH
SOLE
40983
0
0
DERMIRA INC
COM
24983L104
603
39800
SH
OTR
1
0
39800
0
DERMIRA INC
COM
24983L104
136
9000
SH
SOLE
9000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
398
15335
SH
SOLE
15335
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1641
63172
SH
OTR
1
0
63172
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
16
7000
PRN
DFND
1
0
7000
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
178
80000
PRN
SOLE
80000
0
0
DEXCOM INC
NOTE 0.750%12/0
252131AH0
15135
10201000
PRN
OTR
1
0
10201000
0
DEXCOM INC
NOTE 0.750%12/0
252131AH0
1936
1305000
PRN
SOLE
1305000
0
0
DHI GROUP INC
COM
23331S100
1044
346700
SH
OTR
1
0
346700
0
DHI GROUP INC
COM
23331S100
227
75400
SH
SOLE
75400
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
1934
20831
SH
OTR
1
0
20831
0
DIAMONDBACK ENERGY INC
COM
25278X109
412
4436
SH
SOLE
4436
0
0
DIEBOLD NXDF INC
COM
253651103
1206
114200
SH
OTR
1
0
114200
0
DIEBOLD NXDF INC
COM
253651103
267
25300
SH
SOLE
25300
0
0
DIGI INTL INC
COM
253798102
900
50800
SH
OTR
1
0
50800
0
DIGI INTL INC
COM
253798102
202
11400
SH
SOLE
11400
0
0
DIGITAL RLTY TR INC
COM
253868103
5648
47166
SH
OTR
1
0
47166
0
DIGITAL RLTY TR INC
COM
253868103
848
7080
SH
SOLE
7080
0
0
DIME CMNTY BANCSHARES
COM
253922108
631
30212
SH
OTR
1
0
30212
0
DIME CMNTY BANCSHARES
COM
253922108
132
6313
SH
SOLE
6313
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
481
120300
SH
OTR
1
0
120300
0
DIPLOMAT PHARMACY INC
COM
25456K101
106
26500
SH
SOLE
26500
0
0
DISCOVER FINL SVCS
COM
254709108
8437
99475
SH
OTR
1
0
99475
0
DISCOVER FINL SVCS
COM
254709108
1265
14919
SH
SOLE
14919
0
0
DISCOVERY INC
COM SER A
25470F104
181
5526
SH
SOLE
5526
0
0
DISCOVERY INC
COM SER A
25470F104
660
20161
SH
OTR
1
0
20161
0
DISCOVERY INC
COM SER C
25470F302
1313
43052
SH
OTR
1
0
43052
0
DISCOVERY INC
COM SER C
25470F302
247
8110
SH
SOLE
8110
0
0
DISH NETWORK CORP
CL A
25470M109
1164
32818
SH
OTR
1
0
32818
0
DISH NETWORK CORP
CL A
25470M109
215
6064
SH
SOLE
6064
0
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
29523
32200000
PRN
OTR
1
0
32200000
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
2475
2700000
PRN
SOLE
2700000
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
5928
6163000
PRN
DFND
1
0
6163000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
44253
45887000
PRN
OTR
1
0
45887000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
87
90000
PRN
OTR
4
0
90000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
12403
12861000
PRN
SOLE
12861000
0
0
DISNEY WALT CO
COM DISNEY
254687106
41101
284182
SH
OTR
1
0
284182
0
DISNEY WALT CO
COM DISNEY
254687106
8362
57819
SH
SOLE
57819
0
0
DISNEY WALT CO
COM DISNEY
254687106
1448
10011
SH
OTR
5
0
10011
0
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
11
9000
PRN
DFND
1
0
9000
0
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
168
135000
PRN
SOLE
135000
0
0
DOLLAR GEN CORP NEW
COM
256677105
20367
130574
SH
OTR
1
0
130574
0
DOLLAR GEN CORP NEW
COM
256677105
1163
7454
SH
OTR
5
0
7454
0
DOLLAR GEN CORP NEW
COM
256677105
2952
18926
SH
SOLE
18926
0
0
DOLLAR TREE INC
COM
256746108
2844
30235
SH
OTR
1
0
30235
0
DOLLAR TREE INC
COM
256746108
598
6359
SH
SOLE
6359
0
0
DOMINION ENERGY INC
COM
25746U109
89
1070
SH
OTR
5
0
1070
0
DOMINION ENERGY INC
COM
25746U109
1830
22094
SH
SOLE
22094
0
0
DOMINION ENERGY INC
COM
25746U109
10721
129452
SH
OTR
1
0
129452
0
DOMTAR CORP
COM NEW
257559203
1000
26159
SH
SOLE
26159
0
0
DOMTAR CORP
COM NEW
257559203
11675
305298
SH
OTR
1
0
305298
0
DONNELLEY R R & SONS CO
COM
257867200
1293
327251
SH
OTR
1
0
327251
0
DONNELLEY R R & SONS CO
COM
257867200
282
71500
SH
SOLE
71500
0
0
DOUGLAS DYNAMICS INC
COM
25960R105
385
7000
SH
OTR
1
0
7000
0
DOUGLAS DYNAMICS INC
COM
25960R105
88
1600
SH
SOLE
1600
0
0
DOVER CORP
COM
260003108
2139
18556
SH
OTR
1
0
18556
0
DOVER CORP
COM
260003108
395
3427
SH
SOLE
3427
0
0
DOW INC
COM
260557103
409
7468
SH
OTR
5
0
7468
0
DOW INC
COM
260557103
1422
25985
SH
SOLE
25985
0
0
DOW INC
COM
260557103
8898
162587
SH
OTR
1
0
162587
0
DROPBOX INC
CL A
26210C104
1153
64380
SH
SOLE
64380
0
0
DROPBOX INC
CL A
26210C104
15021
838692
SH
OTR
1
0
838692
0
DTE ENERGY CO
COM
233331107
8221
63301
SH
OTR
1
0
63301
0
DTE ENERGY CO
COM
233331107
281
2164
SH
OTR
5
0
2164
0
DTE ENERGY CO
COM
233331107
1085
8354
SH
SOLE
8354
0
0
DUCOMMUN INC DEL
COM
264147109
2837
56136
SH
OTR
1
0
56136
0
DUCOMMUN INC DEL
COM
264147109
601
11892
SH
SOLE
11892
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
9902
108566
SH
OTR
1
0
108566
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
1741
19090
SH
SOLE
19090
0
0
DUKE REALTY CORP
COM NEW
264411505
2675
77168
SH
OTR
1
0
77168
0
DUKE REALTY CORP
COM NEW
264411505
430
12393
SH
SOLE
12393
0
0
DUPONT DE NEMOURS INC
COM
26614N102
480
7484
SH
OTR
5
0
7484
0
DUPONT DE NEMOURS INC
COM
26614N102
1756
27352
SH
SOLE
27352
0
0
DUPONT DE NEMOURS INC
COM
26614N102
9889
154035
SH
OTR
1
0
154035
0
DWS MUN INCOME TR NEW
COM
233368109
1411
124496
SH
OTR
1
0
124496
0
DWS MUN INCOME TR NEW
COM
233368109
1082
95537
SH
SOLE
95537
0
0
DXC TECHNOLOGY CO
COM
23355L106
23439
623556
SH
OTR
1
0
623556
0
DXC TECHNOLOGY CO
COM
23355L106
1331
35400
SH
OTR
5
0
35400
0
DXC TECHNOLOGY CO
COM
23355L106
2213
58870
SH
SOLE
58870
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
97
100000
PRN
SOLE
100000
0
0
E L F BEAUTY INC
COM
26856L103
358
22200
SH
OTR
1
0
22200
0
E L F BEAUTY INC
COM
26856L103
79
4900
SH
SOLE
4900
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1314
28965
SH
OTR
1
0
28965
0
E TRADE FINANCIAL CORP
COM NEW
269246401
293
6447
SH
SOLE
6447
0
0
EAGLE BANCORP INC MD
COM
268948106
2791
57400
SH
OTR
1
0
57400
0
EAGLE BANCORP INC MD
COM
268948106
603
12400
SH
SOLE
12400
0
0
EAST WEST BANCORP INC
COM
27579R104
1503
30853
SH
OTR
1
0
30853
0
EAST WEST BANCORP INC
COM
27579R104
49
1000
SH
SOLE
1000
0
0
EASTGROUP PPTY INC
COM
277276101
4535
34183
SH
OTR
1
0
34183
0
EASTGROUP PPTY INC
COM
277276101
968
7300
SH
SOLE
7300
0
0
EASTMAN CHEMICAL CO
COM
277432100
328
4133
SH
SOLE
4133
0
0
EASTMAN CHEMICAL CO
COM
277432100
1470
18546
SH
OTR
1
0
18546
0
EATON VANCE MUN BD FD
COM
27827X101
1709
132688
SH
OTR
1
0
132688
0
EATON VANCE MUN BD FD
COM
27827X101
9
718
SH
SOLE
718
0
0
EATON VANCE MUN INCOME 2028
SHS
27829U105
1814
82787
SH
SOLE
82787
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
160
13241
SH
OTR
1
0
13241
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
5816
481489
SH
SOLE
481489
0
0
EBAY INC
COM
278642103
22300
617564
SH
OTR
1
0
617564
0
EBAY INC
COM
278642103
1508
41754
SH
OTR
5
0
41754
0
EBAY INC
COM
278642103
2405
66605
SH
SOLE
66605
0
0
EBIX INC
COM NEW
278715206
2888
86439
SH
OTR
1
0
86439
0
EBIX INC
COM NEW
278715206
610
18262
SH
SOLE
18262
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
19269
19241000
PRN
OTR
1
0
19241000
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
1829
1826000
PRN
SOLE
1826000
0
0
ECHOSTAR CORP
CL A
278768106
2112
48754
SH
OTR
1
0
48754
0
ECHOSTAR CORP
CL A
278768106
265
6128
SH
SOLE
6128
0
0
ECOLAB INC
COM
278865100
6481
33584
SH
OTR
1
0
33584
0
ECOLAB INC
COM
278865100
1363
7061
SH
SOLE
7061
0
0
EDISON INTL
COM
281020107
3450
45749
SH
OTR
1
0
45749
0
EDISON INTL
COM
281020107
719
9528
SH
SOLE
9528
0
0
EDITAS MEDICINE INC
COM
28106W103
1570
53034
SH
OTR
1
0
53034
0
EDITAS MEDICINE INC
COM
28106W103
331
11192
SH
SOLE
11192
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1359
5826
SH
SOLE
5826
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
6383
27362
SH
OTR
1
0
27362
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
668
22697
SH
OTR
1
0
22697
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
35
1200
SH
SOLE
1200
0
0
ELECTRONIC ARTS INC
COM
285512109
5941
55259
SH
OTR
1
0
55259
0
ELECTRONIC ARTS INC
COM
285512109
842
7829
SH
SOLE
7829
0
0
ELEVATE CREDIT INC
COM
28621V101
767
172257
SH
OTR
1
0
172257
0
ELEVATE CREDIT INC
COM
28621V101
162
36470
SH
SOLE
36470
0
0
EMCOR GROUP INC
COM
29084Q100
4470
51800
SH
OTR
1
0
51800
0
EMCOR GROUP INC
COM
29084Q100
949
11000
SH
SOLE
11000
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
1388
25729
SH
OTR
1
0
25729
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
294
5448
SH
SOLE
5448
0
0
EMERSON ELEC CO
COM
291011104
1251
16398
SH
SOLE
16398
0
0
EMERSON ELEC CO
COM
291011104
7613
99825
SH
OTR
1
0
99825
0
EMPIRE ST RLTY TR INC
CL A
292104106
243
17375
SH
SOLE
17375
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
2275
162944
SH
OTR
1
0
162944
0
EMPLOYERS HOLDINGS INC
COM
292218104
2355
56404
SH
OTR
1
0
56404
0
EMPLOYERS HOLDINGS INC
COM
292218104
488
11700
SH
SOLE
11700
0
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
373
37188
SH
SOLE
37188
0
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
913
14783
SH
OTR
1
0
14783
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
197
3192
SH
SOLE
3192
0
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
81
80000
PRN
SOLE
80000
0
0
ENCORE WIRE CORP
COM
292562105
2924
50935
SH
OTR
1
0
50935
0
ENCORE WIRE CORP
COM
292562105
624
10879
SH
SOLE
10879
0
0
ENERGY TRANSFER LP
COM UT LTD PTN
29273V100
370
28827
SH
SOLE
28827
0
0
ENERSYS
COM
29275Y102
1250
16700
SH
OTR
1
0
16700
0
ENERSYS
COM
29275Y102
284
3800
SH
SOLE
3800
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
389
63420
SH
SOLE
63420
0
0
ENOVA INTL INC
COM
29357K103
2424
100768
SH
OTR
1
0
100768
0
ENOVA INTL INC
COM
29357K103
530
22036
SH
SOLE
22036
0
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
4195
5913000
PRN
DFND
1
0
5913000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
22430
31180000
PRN
OTR
1
0
31180000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
56
79000
PRN
OTR
4
0
79000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
4430
6158000
PRN
SOLE
6158000
0
0
ENTEGRIS INC
COM
29362U104
976
19490
SH
SOLE
19490
0
0
ENTEGRIS INC
COM
29362U104
11573
231036
SH
OTR
1
0
231036
0
ENTERGY CORP NEW
COM
29364G103
2381
19874
SH
SOLE
19874
0
0
ENTERGY CORP NEW
COM
29364G103
1375
11481
SH
OTR
5
0
11481
0
ENTERGY CORP NEW
COM
29364G103
18131
151345
SH
OTR
1
0
151345
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
957
365128
SH
OTR
1
0
365128
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
201
76819
SH
SOLE
76819
0
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
18895
15724000
PRN
OTR
1
0
15724000
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
1895
1577000
PRN
SOLE
1577000
0
0
EOG RES INC
COM
26875P101
8375
99987
SH
OTR
1
0
99987
0
EOG RES INC
COM
26875P101
1514
18071
SH
SOLE
18071
0
0
EPLUS INC
COM
294268107
618
7331
SH
SOLE
7331
0
0
EPLUS INC
COM
294268107
3015
35767
SH
OTR
1
0
35767
0
EQM MIDSTREAM PARTNERS LP
UNIT LTD PARTN
26885B100
431
14412
SH
SOLE
14412
0
0
EQUIFAX INC
COM
294429105
455
3246
SH
SOLE
3246
0
0
EQUIFAX INC
COM
294429105
2161
15423
SH
OTR
1
0
15423
0
EQUINIX INC
COM
29444U700
7312
12527
SH
OTR
1
0
12527
0
EQUINIX INC
COM
29444U700
84
144
SH
OTR
5
0
144
0
EQUINIX INC
COM
29444U700
1570
2690
SH
SOLE
2690
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
2842
40378
SH
OTR
1
0
40378
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
388
5515
SH
SOLE
5515
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1513
18701
SH
SOLE
18701
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
11613
143517
SH
OTR
1
0
143517
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
289
3575
SH
OTR
5
0
3575
0
ESSEX PPTY TR INC
COM
297178105
708
2354
SH
SOLE
2354
0
0
ESSEX PPTY TR INC
COM
297178105
4498
14950
SH
OTR
1
0
14950
0
ETSY INC
NOTE 3/0
29786AAC0
4262
3027000
PRN
DFND
1
0
3027000
0
ETSY INC
NOTE 3/0
29786AAC0
21907
15503000
PRN
OTR
1
0
15503000
0
ETSY INC
NOTE 3/0
29786AAC0
59
42000
PRN
OTR
4
0
42000
0
ETSY INC
NOTE 3/0
29786AAC0
7874
5572000
PRN
SOLE
5572000
0
0
EURONET WORLDWIDE INC
COM
298736109
15053
95539
SH
OTR
1
0
95539
0
EURONET WORLDWIDE INC
COM
298736109
940
5965
SH
SOLE
5965
0
0
EVERCORE INC
CLASS A
29977A105
1208
16163
SH
SOLE
16163
0
0
EVERCORE INC
CLASS A
29977A105
8559
114486
SH
OTR
1
0
114486
0
EVERGY INC
COM
30034W106
6751
103720
SH
OTR
1
0
103720
0
EVERGY INC
COM
30034W106
688
10568
SH
SOLE
10568
0
0
EVERI HLDGS INC
COM
30034T103
2942
219078
SH
OTR
1
0
219078
0
EVERI HLDGS INC
COM
30034T103
626
46600
SH
SOLE
46600
0
0
EVERSOURCE ENERGY
COM
30040W108
3529
41486
SH
OTR
1
0
41486
0
EVERSOURCE ENERGY
COM
30040W108
725
8518
SH
SOLE
8518
0
0
EVOLENT HEALTH INC
NOTE 1.500%10/1
30050BAD3
106
150000
PRN
SOLE
150000
0
0
EXACT SCIENCES CORP
COM
30063P105
176
1900
SH
OTR
1
0
1900
0
EXACT SCIENCES CORP
COM
30063P105
73
790
SH
SOLE
790
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
108
75000
PRN
OTR
4
0
75000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
8407
5813000
PRN
SOLE
5813000
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
6849
4744000
PRN
DFND
1
0
4744000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
27808
19228000
PRN
OTR
1
0
19228000
0
EXELIXIS INC
COM
30161Q104
3726
211440
SH
OTR
1
0
211440
0
EXELIXIS INC
COM
30161Q104
421
23904
SH
SOLE
23904
0
0
EXELON CORP
COM
30161N101
7115
156054
SH
OTR
1
0
156054
0
EXELON CORP
COM
30161N101
1169
25642
SH
SOLE
25642
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
1924
17792
SH
OTR
1
0
17792
0
EXPEDIA GROUP INC
COM NEW
30212P303
408
3771
SH
SOLE
3771
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1704
21836
SH
OTR
1
0
21836
0
EXPEDITORS INTL WASH INC
COM
302130109
385
4934
SH
SOLE
4934
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
7994
537987
SH
OTR
1
0
537987
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
956
64357
SH
SOLE
64357
0
0
EXTERRAN CORP
COM
30227H106
41
5200
SH
SOLE
5200
0
0
EXTERRAN CORP
COM
30227H106
188
24000
SH
OTR
1
0
24000
0
EXTRA SPACE STORAGE INC
COM
30225T102
2005
18982
SH
OTR
1
0
18982
0
EXTRA SPACE STORAGE INC
COM
30225T102
444
4201
SH
SOLE
4201
0
0
EXXON MOBIL CORP
COM
30231G102
47264
677324
SH
OTR
1
0
677324
0
EXXON MOBIL CORP
COM
30231G102
1773
25415
SH
OTR
5
0
25415
0
EXXON MOBIL CORP
COM
30231G102
9705
139073
SH
SOLE
139073
0
0
EZCORP INC
CL A NON VTG
302301106
450
66034
SH
OTR
1
0
66034
0
EZCORP INC
CL A NON VTG
302301106
84
12375
SH
SOLE
12375
0
0
F M C CORP
COM NEW
302491303
308
3087
SH
SOLE
3087
0
0
F M C CORP
COM NEW
302491303
2464
24681
SH
OTR
1
0
24681
0
F5 NETWORKS INC
COM
315616102
255
1829
SH
SOLE
1829
0
0
F5 NETWORKS INC
COM
315616102
1069
7656
SH
OTR
1
0
7656
0
FACEBOOK INC
CL A
30303M102
140546
684753
SH
OTR
1
0
684753
0
FACEBOOK INC
CL A
30303M102
6152
29972
SH
OTR
5
0
29972
0
FACEBOOK INC
CL A
30303M102
18885
92012
SH
SOLE
92012
0
0
FAIR ISAAC CORP
COM
303250104
2200
5872
SH
OTR
1
0
5872
0
FAIR ISAAC CORP
COM
303250104
319
851
SH
SOLE
851
0
0
FARMER BROS CO
COM
307675108
375
24900
SH
OTR
1
0
24900
0
FARMER BROS CO
COM
307675108
78
5200
SH
SOLE
5200
0
0
FARMERS NATL BANC CORP
COM
309627107
66
4059
SH
SOLE
4059
0
0
FARMERS NATL BANC CORP
COM
309627107
314
19263
SH
OTR
1
0
19263
0
FASTENAL CO
COM
311900104
2702
73138
SH
OTR
1
0
73138
0
FASTENAL CO
COM
311900104
565
15278
SH
SOLE
15278
0
0
FEDERAL AGRIC MTG CORP
CL C
313148306
217
2600
SH
OTR
1
0
2600
0
FEDERAL AGRIC MTG CORP
CL C
313148306
50
600
SH
SOLE
600
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1359
10555
SH
OTR
1
0
10555
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
291
2261
SH
SOLE
2261
0
0
FEDERATED INVS INC PA
CL B
314211103
3767
115600
SH
OTR
1
0
115600
0
FEDERATED INVS INC PA
CL B
314211103
798
24500
SH
SOLE
24500
0
0
FEDEX CORP
COM
31428X106
5913
39103
SH
OTR
1
0
39103
0
FEDEX CORP
COM
31428X106
989
6540
SH
SOLE
6540
0
0
FIBROGEN INC
COM
31572Q808
1984
46266
SH
OTR
1
0
46266
0
FIBROGEN INC
COM
31572Q808
418
9739
SH
SOLE
9739
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
583
12851
SH
SOLE
12851
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
6834
150698
SH
OTR
1
0
150698
0
FIDELITY NATL INFORMATION SV
COM
31620M106
13999
100647
SH
OTR
1
0
100647
0
FIDELITY NATL INFORMATION SV
COM
31620M106
251
1808
SH
OTR
5
0
1808
0
FIDELITY NATL INFORMATION SV
COM
31620M106
2344
16855
SH
SOLE
16855
0
0
FIFTH THIRD BANCORP
COM
316773100
5226
170016
SH
OTR
1
0
170016
0
FIFTH THIRD BANCORP
COM
316773100
784
25490
SH
SOLE
25490
0
0
FINANCIAL INSTNS INC
COM
317585404
2547
79331
SH
OTR
1
0
79331
0
FINANCIAL INSTNS INC
COM
317585404
543
16923
SH
SOLE
16923
0
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
9160
9068000
PRN
OTR
1
0
9068000
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
3049
3018000
PRN
SOLE
3018000
0
0
FIREEYE INC
NOTE 1.000% 6/0
31816QAB7
219
220000
PRN
SOLE
220000
0
0
FIREEYE INC
NOTE 1.625% 6/0
31816QAD3
36
37000
PRN
DFND
1
0
37000
0
FIRST AMERN FINL CORP
COM
31847R102
8548
146569
SH
OTR
1
0
146569
0
FIRST AMERN FINL CORP
COM
31847R102
595
10198
SH
OTR
5
0
10198
0
FIRST AMERN FINL CORP
COM
31847R102
1200
20582
SH
SOLE
20582
0
0
FIRST BANCORP P R
COM NEW
318672706
1956
184700
SH
OTR
1
0
184700
0
FIRST BANCORP P R
COM NEW
318672706
396
37400
SH
SOLE
37400
0
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
948
35999
SH
OTR
1
0
35999
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
205
7767
SH
SOLE
7767
0
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
434
29029
SH
OTR
1
0
29029
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
87
5844
SH
SOLE
5844
0
0
FIRST FNDTN INC
COM
32026V104
2912
167360
SH
OTR
1
0
167360
0
FIRST FNDTN INC
COM
32026V104
620
35610
SH
SOLE
35610
0
0
FIRST HAWAIIAN INC
COM
32051X108
2685
93067
SH
OTR
1
0
93067
0
FIRST HAWAIIAN INC
COM
32051X108
108
3748
SH
SOLE
3748
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
959
23100
SH
OTR
1
0
23100
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
232
5600
SH
SOLE
5600
0
0
FIRST INTERNET BANCORP
COM
320557101
1810
76356
SH
OTR
1
0
76356
0
FIRST INTERNET BANCORP
COM
320557101
385
16221
SH
SOLE
16221
0
0
FIRST LONG IS CORP
COM
320734106
226
9014
SH
SOLE
9014
0
0
FIRST LONG IS CORP
COM
320734106
1088
43385
SH
OTR
1
0
43385
0
FIRST MIDWEST BANCORP DEL
COM
320867104
3659
158673
SH
OTR
1
0
158673
0
FIRST MIDWEST BANCORP DEL
COM
320867104
775
33600
SH
SOLE
33600
0
0
FIRST NORTHWEST BANCORP
COM
335834107
270
14900
SH
OTR
1
0
14900
0
FIRST NORTHWEST BANCORP
COM
335834107
65
3600
SH
SOLE
3600
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
2524
21491
SH
OTR
1
0
21491
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
526
4477
SH
SOLE
4477
0
0
FIRSTENERGY CORP
COM
337932107
12706
261431
SH
OTR
1
0
261431
0
FIRSTENERGY CORP
COM
337932107
395
8124
SH
OTR
5
0
8124
0
FIRSTENERGY CORP
COM
337932107
1589
32705
SH
SOLE
32705
0
0
FISERV INC
COM
337738108
2255
19504
SH
SOLE
19504
0
0
FISERV INC
COM
337738108
12564
108659
SH
OTR
1
0
108659
0
FIVE9 INC
COM
338307101
184
2800
SH
SOLE
2800
0
0
FIVE9 INC
COM
338307101
780
11900
SH
OTR
1
0
11900
0
FIVE9 INC
NOTE 0.125% 5/0
338307AB7
20
12000
PRN
DFND
1
0
12000
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
3048
79698
SH
OTR
1
0
79698
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
647
16924
SH
SOLE
16924
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
3174
11033
SH
OTR
1
0
11033
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
671
2332
SH
SOLE
2332
0
0
FLEXION THERAPEUTICS INC
NOTE 3.375% 5/0
33938JAB2
48
45000
PRN
SOLE
45000
0
0
FLIR SYS INC
COM
302445101
901
17299
SH
OTR
1
0
17299
0
FLIR SYS INC
COM
302445101
170
3258
SH
SOLE
3258
0
0
FLOWERS FOODS INC
COM
343498101
177
8142
SH
OTR
1
0
8142
0
FLOWERS FOODS INC
COM
343498101
45
2077
SH
SOLE
2077
0
0
FLOWSERVE CORP
COM
34354P105
154
3087
SH
SOLE
3087
0
0
FLOWSERVE CORP
COM
34354P105
833
16737
SH
OTR
1
0
16737
0
FLUENT INC
COM
34380C102
367
146800
SH
OTR
1
0
146800
0
FLUENT INC
COM
34380C102
78
31300
SH
SOLE
31300
0
0
FLUOR CORP NEW
COM
343412102
1075
56940
SH
OTR
1
0
56940
0
FLUOR CORP NEW
COM
343412102
171
9040
SH
SOLE
9040
0
0
FLUSHING FINL CORP
COM
343873105
2298
106353
SH
OTR
1
0
106353
0
FLUSHING FINL CORP
COM
343873105
483
22355
SH
SOLE
22355
0
0
FLWS/1-800 FLOWERS
CL A
68243Q106
2862
197350
SH
OTR
1
0
197350
0
FLWS/1-800 FLOWERS
CL A
68243Q106
616
42496
SH
SOLE
42496
0
0
FORD MTR CO DEL
COM
345370860
6068
652459
SH
OTR
1
0
652459
0
FORD MTR CO DEL
COM
345370860
959
103103
SH
SOLE
103103
0
0
FORMFACTOR INC
COM
346375108
1163
44800
SH
OTR
1
0
44800
0
FORMFACTOR INC
COM
346375108
213
8200
SH
SOLE
8200
0
0
FORTERRA INC
COM
34960W106
295
25500
SH
OTR
1
0
25500
0
FORTERRA INC
COM
34960W106
51
4400
SH
SOLE
4400
0
0
FORTINET INC
COM
34959E109
24111
225843
SH
OTR
1
0
225843
0
FORTINET INC
COM
34959E109
1362
12762
SH
OTR
5
0
12762
0
FORTINET INC
COM
34959E109
2787
26102
SH
SOLE
26102
0
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
5583
5739
SH
DFND
1
0
5739
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
87
89
SH
OTR
4
0
89
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
166
170
SH
SOLE
170
0
0
FORTIVE CORP
COM
34959J108
598
7823
SH
SOLE
7823
0
0
FORTIVE CORP
COM
34959J108
2877
37667
SH
OTR
1
0
37667
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1338
20484
SH
OTR
1
0
20484
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
307
4704
SH
SOLE
4704
0
0
FOSTER L B CO
COM
350060109
1782
91936
SH
OTR
1
0
91936
0
FOSTER L B CO
COM
350060109
380
19601
SH
SOLE
19601
0
0
FOUNDATION BLDG MATLS INC
COM
350392106
1522
78663
SH
OTR
1
0
78663
0
FOUNDATION BLDG MATLS INC
COM
350392106
337
17400
SH
SOLE
17400
0
0
FOX CORP
CL A COM
35137L105
1677
45229
SH
OTR
1
0
45229
0
FOX CORP
CL A COM
35137L105
300
8099
SH
SOLE
8099
0
0
FOX CORP
CL B COM
35137L204
4505
123760
SH
OTR
1
0
123760
0
FOX CORP
CL B COM
35137L204
909
24964
SH
SOLE
24964
0
0
FOX CORP
CL B COM
35137L204
12
332
SH
OTR
5
0
332
0
FRANKLIN FINL NETWORK INC
COM
35352P104
2719
79195
SH
OTR
1
0
79195
0
FRANKLIN FINL NETWORK INC
COM
35352P104
579
16866
SH
SOLE
16866
0
0
FRANKLIN RES INC
COM
354613101
936
36038
SH
OTR
1
0
36038
0
FRANKLIN RES INC
COM
354613101
171
6569
SH
SOLE
6569
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
2429
185150
SH
OTR
1
0
185150
0
FREEPORT-MCMORAN INC
CL B
35671D857
511
38920
SH
SOLE
38920
0
0
FRONTDOOR INC
COM
35905A109
1175
24788
SH
OTR
1
0
24788
0
FRONTDOOR INC
COM
35905A109
192
4058
SH
SOLE
4058
0
0
FS BANCORP INC
COM
30263Y104
1528
23953
SH
OTR
1
0
23953
0
FS BANCORP INC
COM
30263Y104
331
5192
SH
SOLE
5192
0
0
FTI CONSULTING INC
NOTE 2.000% 8/1
302941AP4
107
85000
PRN
SOLE
85000
0
0
FTI CONSULTING INC
NOTE 2.000% 8/1
302941AP4
23
18000
PRN
DFND
1
0
18000
0
FUTUREFUEL CORPORATION
COM
36116M106
277
22386
SH
OTR
1
0
22386
0
FUTUREFUEL CORPORATION
COM
36116M106
63
5100
SH
SOLE
5100
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
2280
23940
SH
OTR
1
0
23940
0
GALLAGHER ARTHUR J & CO
COM
363576109
468
4917
SH
SOLE
4917
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
3436
79822
SH
OTR
1
0
79822
0
GAMING & LEISURE PPTYS INC
COM
36467J108
327
7589
SH
SOLE
7589
0
0
GAP INC
COM
364760108
88
4974
SH
SOLE
4974
0
0
GAP INC
COM
364760108
482
27237
SH
OTR
1
0
27237
0
GARTNER INC
COM
366651107
388
2517
SH
SOLE
2517
0
0
GARTNER INC
COM
366651107
1772
11502
SH
OTR
1
0
11502
0
GDS HLDGS LTD
NOTE 2.000% 6/0
36165LAB4
22
18000
PRN
DFND
1
0
18000
0
GENERAC HLDGS INC
COM
368736104
3732
37100
SH
OTR
1
0
37100
0
GENERAC HLDGS INC
COM
368736104
775
7700
SH
SOLE
7700
0
0
GENERAL DYNAMICS CORP
COM
369550108
6866
38935
SH
OTR
1
0
38935
0
GENERAL DYNAMICS CORP
COM
369550108
1092
6194
SH
SOLE
6194
0
0
GENERAL ELECTRIC CO
COM
369604103
13834
1239644
SH
OTR
1
0
1239644
0
GENERAL ELECTRIC CO
COM
369604103
2568
230074
SH
SOLE
230074
0
0
GENERAL FIN CORP DEL
COM
369822101
18
1614
SH
SOLE
1614
0
0
GENERAL FIN CORP DEL
COM
369822101
100
9037
SH
OTR
1
0
9037
0
GENERAL MLS INC
COM
370334104
1735
32401
SH
SOLE
32401
0
0
GENERAL MLS INC
COM
370334104
6942
129603
SH
OTR
1
0
129603
0
GENERAL MLS INC
COM
370334104
345
6444
SH
OTR
5
0
6444
0
GENERAL MTRS CO
COM
37045V100
7318
199959
SH
OTR
1
0
199959
0
GENERAL MTRS CO
COM
37045V100
1213
33143
SH
SOLE
33143
0
0
GENUINE PARTS CO
COM
372460105
1980
18641
SH
OTR
1
0
18641
0
GENUINE PARTS CO
COM
372460105
407
3827
SH
SOLE
3827
0
0
GEO GROUP INC NEW
COM
36162J106
3752
225865
SH
OTR
1
0
225865
0
GEO GROUP INC NEW
COM
36162J106
799
48107
SH
SOLE
48107
0
0
GILEAD SCIENCES INC
COM
375558103
1963
30215
SH
OTR
5
0
30215
0
GILEAD SCIENCES INC
COM
375558103
4421
68037
SH
SOLE
68037
0
0
GILEAD SCIENCES INC
COM
375558103
30040
462298
SH
OTR
1
0
462298
0
GLADSTONE COML CORP
COM
376536108
245
11200
SH
OTR
1
0
11200
0
GLADSTONE COML CORP
COM
376536108
55
2500
SH
SOLE
2500
0
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
2771
34854
SH
OTR
1
0
34854
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
587
7383
SH
SOLE
7383
0
0
GLOBAL NET LEASE INC
COM NEW
379378201
523
25800
SH
OTR
1
0
25800
0
GLOBAL NET LEASE INC
COM NEW
379378201
120
5900
SH
SOLE
5900
0
0
GLOBAL PMTS INC
COM
37940X102
12710
69621
SH
OTR
1
0
69621
0
GLOBAL PMTS INC
COM
37940X102
2227
12201
SH
SOLE
12201
0
0
GLOBE LIFE INC
COM
37959E102
251
2387
SH
SOLE
2387
0
0
GLOBE LIFE INC
COM
37959E102
1351
12838
SH
OTR
1
0
12838
0
GLOBUS MED INC
CL A
379577208
3992
67800
SH
OTR
1
0
67800
0
GLOBUS MED INC
CL A
379577208
836
14200
SH
SOLE
14200
0
0
GMS INC
COM
36251C103
2686
99200
SH
OTR
1
0
99200
0
GMS INC
COM
36251C103
571
21100
SH
SOLE
21100
0
0
GODADDY INC
CL A
380237107
9608
141465
SH
OTR
1
0
141465
0
GODADDY INC
CL A
380237107
1009
14857
SH
SOLE
14857
0
0
GOLDEN ENTMT INC
COM
381013101
669
34800
SH
OTR
1
0
34800
0
GOLDEN ENTMT INC
COM
381013101
146
7600
SH
SOLE
7600
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
10841
47149
SH
OTR
1
0
47149
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1935
8416
SH
SOLE
8416
0
0
GRAINGER W W INC
COM
384802104
1912
5647
SH
OTR
1
0
5647
0
GRAINGER W W INC
COM
384802104
419
1237
SH
SOLE
1237
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
2883
254463
SH
OTR
1
0
254463
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
611
53900
SH
SOLE
53900
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
642
10134
SH
OTR
1
0
10134
0
GREAT SOUTHN BANCORP INC
COM
390905107
133
2100
SH
SOLE
2100
0
0
GREEN DOT CORP
CL A
39304D102
380
16300
SH
OTR
1
0
16300
0
GREEN DOT CORP
CL A
39304D102
86
3700
SH
SOLE
3700
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
3170
31700
SH
OTR
1
0
31700
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
670
6700
SH
SOLE
6700
0
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
142
120000
PRN
SOLE
120000
0
0
H & E EQUIPMENT SERVICES INC
COM
404030108
2019
60400
SH
OTR
1
0
60400
0
H & E EQUIPMENT SERVICES INC
COM
404030108
418
12500
SH
SOLE
12500
0
0
HAEMONETICS CORP
COM
405024100
850
7400
SH
SOLE
7400
0
0
HAEMONETICS CORP
COM
405024100
3999
34800
SH
OTR
1
0
34800
0
HALLADOR ENERGY COMPANY
COM
40609P105
320
107606
SH
OTR
1
0
107606
0
HALLADOR ENERGY COMPANY
COM
40609P105
72
24149
SH
SOLE
24149
0
0
HALLIBURTON CO
COM
406216101
2734
111709
SH
OTR
1
0
111709
0
HALLIBURTON CO
COM
406216101
592
24181
SH
SOLE
24181
0
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
2456
139768
SH
OTR
1
0
139768
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
522
29700
SH
SOLE
29700
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
393
22155
SH
SOLE
22155
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
1843
103923
SH
OTR
1
0
103923
0
HANCOCK WHITNEY CORPORATION
COM
410120109
790
18000
SH
SOLE
18000
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
3620
82500
SH
OTR
1
0
82500
0
HANESBRANDS INC
COM
410345102
685
46138
SH
OTR
1
0
46138
0
HANESBRANDS INC
COM
410345102
126
8517
SH
SOLE
8517
0
0
HANGER INC
COM NEW
41043F208
2789
101000
SH
OTR
1
0
101000
0
HANGER INC
COM NEW
41043F208
585
21200
SH
SOLE
21200
0
0
HANMI FINL CORP
COM NEW
410495204
1931
96574
SH
OTR
1
0
96574
0
HANMI FINL CORP
COM NEW
410495204
402
20093
SH
SOLE
20093
0
0
HARLEY DAVIDSON INC
COM
412822108
747
20095
SH
OTR
1
0
20095
0
HARLEY DAVIDSON INC
COM
412822108
139
3726
SH
SOLE
3726
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
13638
224417
SH
OTR
1
0
224417
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
760
12513
SH
OTR
5
0
12513
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1637
26937
SH
SOLE
26937
0
0
HASBRO INC
COM
418056107
1725
16333
SH
OTR
1
0
16333
0
HASBRO INC
COM
418056107
360
3409
SH
SOLE
3409
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
211
7200
SH
OTR
1
0
7200
0
HAWAIIAN HOLDINGS INC
COM
419879101
47
1600
SH
SOLE
1600
0
0
HAWKINS INC
COM
420261109
748
16339
SH
OTR
1
0
16339
0
HAWKINS INC
COM
420261109
147
3200
SH
SOLE
3200
0
0
HCA HEALTHCARE INC
COM
40412C101
8225
55643
SH
OTR
1
0
55643
0
HCA HEALTHCARE INC
COM
40412C101
1484
10043
SH
SOLE
10043
0
0
HEALTHPEAK PPTYS INC
COM
42250P103
3350
97182
SH
OTR
1
0
97182
0
HEALTHPEAK PPTYS INC
COM
42250P103
574
16661
SH
SOLE
16661
0
0
HEALTHSTREAM INC
COM
42222N103
2582
94926
SH
OTR
1
0
94926
0
HEALTHSTREAM INC
COM
42222N103
541
19900
SH
SOLE
19900
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
687
21152
SH
OTR
1
0
21152
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
141
4332
SH
SOLE
4332
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
20442
15785000
PRN
OTR
1
0
15785000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
5998
4632000
PRN
SOLE
4632000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
4979
4669000
PRN
DFND
1
0
4669000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
75
70000
PRN
OTR
4
0
70000
0
HELMERICH & PAYNE INC
COM
423452101
420
9237
SH
OTR
5
0
9237
0
HELMERICH & PAYNE INC
COM
423452101
1089
23971
SH
SOLE
23971
0
0
HELMERICH & PAYNE INC
COM
423452101
9982
219724
SH
OTR
1
0
219724
0
HENRY JACK & ASSOC INC
COM
426281101
322
2209
SH
SOLE
2209
0
0
HENRY JACK & ASSOC INC
COM
426281101
1433
9834
SH
OTR
1
0
9834
0
HENRY SCHEIN INC
COM
806407102
1791
26838
SH
OTR
1
0
26838
0
HENRY SCHEIN INC
COM
806407102
234
3501
SH
SOLE
3501
0
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
16663
16025000
PRN
OTR
1
0
16025000
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
4848
4662000
PRN
SOLE
4662000
0
0
HERON THERAPEUTICS INC
COM
427746102
1207
51351
SH
OTR
1
0
51351
0
HERON THERAPEUTICS INC
COM
427746102
253
10775
SH
SOLE
10775
0
0
HERSHEY CO
COM
427866108
1375
9353
SH
OTR
5
0
9353
0
HERSHEY CO
COM
427866108
2357
16039
SH
SOLE
16039
0
0
HERSHEY CO
COM
427866108
16371
111384
SH
OTR
1
0
111384
0
HESS CORP
COM
42809H107
2209
33065
SH
OTR
1
0
33065
0
HESS CORP
COM
42809H107
475
7106
SH
SOLE
7106
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
2648
166986
SH
OTR
1
0
166986
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
578
36441
SH
SOLE
36441
0
0
HIBBETT SPORTS INC
COM
428567101
1873
66800
SH
OTR
1
0
66800
0
HIBBETT SPORTS INC
COM
428567101
379
13500
SH
SOLE
13500
0
0
HILL ROM HLDGS INC
COM
431475102
13705
120716
SH
OTR
1
0
120716
0
HILL ROM HLDGS INC
COM
431475102
1234
10873
SH
OTR
5
0
10873
0
HILL ROM HLDGS INC
COM
431475102
2197
19356
SH
SOLE
19356
0
0
HILLTOP HOLDINGS INC
COM
432748101
1476
59200
SH
OTR
1
0
59200
0
HILLTOP HOLDINGS INC
COM
432748101
339
13600
SH
SOLE
13600
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
839
7564
SH
SOLE
7564
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
4017
36216
SH
OTR
1
0
36216
0
HMS HLDGS CORP
COM
40425J101
1631
55100
SH
OTR
1
0
55100
0
HMS HLDGS CORP
COM
40425J101
358
12100
SH
SOLE
12100
0
0
HNI CORP
COM
404251100
1008
26900
SH
OTR
1
0
26900
0
HNI CORP
COM
404251100
225
6000
SH
SOLE
6000
0
0
HOLLYFRONTIER CORP
COM
436106108
17255
340262
SH
OTR
1
0
340262
0
HOLLYFRONTIER CORP
COM
436106108
1267
24992
SH
OTR
5
0
24992
0
HOLLYFRONTIER CORP
COM
436106108
2605
51361
SH
SOLE
51361
0
0
HOLOGIC INC
COM
436440101
663
12699
SH
OTR
5
0
12699
0
HOLOGIC INC
COM
436440101
1521
29139
SH
SOLE
29139
0
0
HOLOGIC INC
COM
436440101
9245
177078
SH
OTR
1
0
177078
0
HOME DEPOT INC
COM
437076102
54479
249468
SH
OTR
1
0
249468
0
HOME DEPOT INC
COM
437076102
3588
16428
SH
OTR
5
0
16428
0
HOME DEPOT INC
COM
437076102
10191
46665
SH
SOLE
46665
0
0
HONEYWELL INTL INC
COM
438516106
18623
105217
SH
OTR
1
0
105217
0
HONEYWELL INTL INC
COM
438516106
82
462
SH
OTR
5
0
462
0
HONEYWELL INTL INC
COM
438516106
3544
20023
SH
SOLE
20023
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
2248
51500
SH
OTR
1
0
51500
0
HORACE MANN EDUCATORS CORP N
COM
440327104
458
10500
SH
SOLE
10500
0
0
HORMEL FOODS CORP
COM
440452100
347
7703
SH
SOLE
7703
0
0
HORMEL FOODS CORP
COM
440452100
1600
35475
SH
OTR
1
0
35475
0
HOST HOTELS & RESORTS INC
COM
44107P104
1127
60779
SH
SOLE
60779
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
7863
423907
SH
OTR
1
0
423907
0
HOST HOTELS & RESORTS INC
COM
44107P104
542
29239
SH
OTR
5
0
29239
0
HP INC
COM
40434L105
13440
654008
SH
OTR
1
0
654008
0
HP INC
COM
40434L105
1374
66839
SH
OTR
5
0
66839
0
HP INC
COM
40434L105
1631
79380
SH
SOLE
79380
0
0
HUBSPOT INC
NOTE 0.250% 6/0
443573AB6
165
95000
PRN
SOLE
95000
0
0
HUMANA INC
COM
444859102
27476
74964
SH
OTR
1
0
74964
0
HUMANA INC
COM
444859102
1747
4766
SH
OTR
5
0
4766
0
HUMANA INC
COM
444859102
3939
10748
SH
SOLE
10748
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1280
10962
SH
OTR
1
0
10962
0
HUNT J B TRANS SVCS INC
COM
445658107
237
2027
SH
SOLE
2027
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2002
132790
SH
OTR
1
0
132790
0
HUNTINGTON BANCSHARES INC
COM
446150104
429
28478
SH
SOLE
28478
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
23310
92912
SH
OTR
1
0
92912
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1275
5081
SH
OTR
5
0
5081
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1978
7885
SH
SOLE
7885
0
0
HUNTSMAN CORP
COM
447011107
9529
394393
SH
OTR
1
0
394393
0
HUNTSMAN CORP
COM
447011107
698
28890
SH
SOLE
28890
0
0
IAC INTERACTIVECORP
COM
44919P508
3559
14285
SH
OTR
1
0
14285
0
IAC INTERACTIVECORP
COM
44919P508
510
2049
SH
SOLE
2049
0
0
IDACORP INC
COM
451107106
487
4561
SH
OTR
1
0
4561
0
IDEX CORP
COM
45167R104
1663
9671
SH
OTR
1
0
9671
0
IDEX CORP
COM
45167R104
359
2086
SH
SOLE
2086
0
0
IDEXX LABS INC
COM
45168D104
2868
10982
SH
OTR
1
0
10982
0
IDEXX LABS INC
COM
45168D104
608
2330
SH
SOLE
2330
0
0
IDT CORP
CL B NEW
448947507
1324
183700
SH
OTR
1
0
183700
0
IDT CORP
CL B NEW
448947507
281
39000
SH
SOLE
39000
0
0
II VI INC
NOTE 0.250% 9/0
902104AB4
10
10000
PRN
DFND
1
0
10000
0
II VI INC
NOTE 0.250% 9/0
902104AB4
107
105000
PRN
SOLE
105000
0
0
ILLINOIS TOOL WKS INC
COM
452308109
6756
37610
SH
OTR
1
0
37610
0
ILLINOIS TOOL WKS INC
COM
452308109
1422
7915
SH
SOLE
7915
0
0
ILLUMINA INC
COM
452327109
6223
18760
SH
OTR
1
0
18760
0
ILLUMINA INC
COM
452327109
1280
3857
SH
SOLE
3857
0
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
6276
4514000
PRN
DFND
1
0
4514000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
23931
17151000
PRN
OTR
1
0
17151000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
95
68000
PRN
OTR
4
0
68000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
12135
8697000
PRN
SOLE
8697000
0
0
ILLUMINA INC
NOTE 8/1
452327AK5
22648
20459000
PRN
OTR
1
0
20459000
0
ILLUMINA INC
NOTE 8/1
452327AK5
1889
1706000
PRN
SOLE
1706000
0
0
IMMUNOMEDICS INC
COM
452907108
432
20405
SH
SOLE
20405
0
0
IMMUNOMEDICS INC
COM
452907108
2025
95691
SH
OTR
1
0
95691
0
INCYTE CORP
COM
45337C102
1681
19250
SH
SOLE
19250
0
0
INCYTE CORP
COM
45337C102
20171
230998
SH
OTR
1
0
230998
0
INCYTE CORP
COM
45337C102
638
7301
SH
OTR
5
0
7301
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INSRED
45409F843
41881
1592750
SH
OTR
3
0
1592750
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INTRME
45409F827
41260
1596150
SH
OTR
3
0
1596150
0
INDEXIQ ACTIVE ETF TR
IQ ULTR SHT DU
45409F819
25037
499900
SH
OTR
3
0
499900
0
INDEXIQ ETF TR
HDG EVE DRIV
45409B404
1732
80000
SH
OTR
3
0
80000
0
INDEXIQ ETF TR
HDGD FTSE JAPN
45409B537
2235
103287
SH
OTR
3
0
103287
0
INDEXIQ ETF TR
IQ 500 INT ETF
45409B362
5703
200025
SH
OTR
3
0
200025
0
INDEXIQ ETF TR
IQ CANDRM ESG US
45409B461
5057
198400
SH
OTR
3
0
198400
0
INDEXIQ ETF TR
IQ CNDRM ESG INT
45409B453
10038
397300
SH
OTR
3
0
397300
0
INDEXIQ ETF TR
IQ LEADERS GTA
45409B511
15432
608254
SH
OTR
3
0
608254
0
INDEXIQ ETF TR
IQ S&P HGH YLD
45409B412
20679
813158
SH
OTR
3
0
813158
0
INDEXIQ ETF TR
IQ SHORT DURAT
45409B339
3080
120000
SH
OTR
3
0
120000
0
INDEXIQ ETF TR
LNG SHT TRACK
45409B305
1823
80000
SH
OTR
3
0
80000
0
INFINERA CORPORATION
NOTE 2.125% 9/0
45667GAC7
138
130000
PRN
SOLE
130000
0
0
INFOSYS LTD
SPONSORED ADR
456788108
2
225
SH
DFND
1
0
225
0
INFOSYS LTD
SPONSORED ADR
456788108
360
34900
SH
SOLE
34900
0
0
INGLES MKTS INC
CL A
457030104
1672
35200
SH
OTR
1
0
35200
0
INGLES MKTS INC
CL A
457030104
371
7800
SH
SOLE
7800
0
0
INGREDION INC
COM
457187102
107
1146
SH
SOLE
1146
0
0
INGREDION INC
COM
457187102
762
8201
SH
OTR
1
0
8201
0
INNOSPEC INC
COM
45768S105
1521
14700
SH
OTR
1
0
14700
0
INNOSPEC INC
COM
45768S105
310
3000
SH
SOLE
3000
0
0
INNOVIVA INC
COM
45781M101
2824
199400
SH
OTR
1
0
199400
0
INNOVIVA INC
COM
45781M101
596
42100
SH
SOLE
42100
0
0
INPHI CORP
COM
45772F107
1377
18600
SH
OTR
1
0
18600
0
INPHI CORP
COM
45772F107
289
3900
SH
SOLE
3900
0
0
INPHI CORP
NOTE 0.750% 9/0
45772FAC1
20
14000
PRN
DFND
1
0
14000
0
INPHI CORP
NOTE 0.750% 9/0
45772FAC1
340
240000
PRN
SOLE
240000
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
6156
3311000
PRN
DFND
1
0
3311000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
44635
23973000
PRN
OTR
1
0
23973000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
95
51000
PRN
OTR
4
0
51000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
11250
6042000
PRN
SOLE
6042000
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
3711
52792
SH
OTR
1
0
52792
0
INSIGHT ENTERPRISES INC
COM
45765U103
787
11194
SH
SOLE
11194
0
0
INSMED INC
COM PAR $.01
457669307
1897
79426
SH
OTR
1
0
79426
0
INSMED INC
COM PAR $.01
457669307
400
16754
SH
SOLE
16754
0
0
INSMED INC
NOTE 1.750% 1/1
457669AA7
92
95000
PRN
SOLE
95000
0
0
INSTALLED BLDG PRODS INC
COM
45780R101
3078
44700
SH
OTR
1
0
44700
0
INSTALLED BLDG PRODS INC
COM
45780R101
654
9500
SH
SOLE
9500
0
0
INSULET CORP
NOTE 1.375%11/1
45784PAH4
32
17000
PRN
DFND
1
0
17000
0
INTEGER HLDGS CORP
COM
45826H109
3730
46374
SH
OTR
1
0
46374
0
INTEGER HLDGS CORP
COM
45826H109
790
9819
SH
SOLE
9819
0
0
INTEL CORP
COM
458140100
1471
24573
SH
OTR
5
0
24573
0
INTEL CORP
COM
458140100
8649
144506
SH
SOLE
144506
0
0
INTEL CORP
COM
458140100
42244
705825
SH
OTR
1
0
705825
0
INTELSAT S A
NOTE 4.500% 6/1
45790VAB6
50
75000
PRN
SOLE
75000
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
2090
16865
SH
OTR
1
0
16865
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
441
3561
SH
SOLE
3561
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
1867
1852000
PRN
DFND
1
0
1852000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
11862
11735000
PRN
OTR
1
0
11735000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
30
30000
PRN
OTR
4
0
30000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
4370
4323000
PRN
SOLE
4323000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
2413
26070
SH
SOLE
26070
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
14834
160280
SH
OTR
1
0
160280
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
1699
18355
SH
OTR
5
0
18355
0
INTERDIGITAL INC
COM
45867G101
223
4100
SH
SOLE
4100
0
0
INTERDIGITAL INC
COM
45867G101
986
18100
SH
OTR
1
0
18100
0
INTERDIGITAL INC
NOTE 1.500% 3/0
458660AD9
70
70000
PRN
SOLE
70000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
16616
123962
SH
OTR
1
0
123962
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
12
90
SH
OTR
5
0
90
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
3139
23416
SH
SOLE
23416
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1760
13641
SH
OTR
1
0
13641
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
363
2815
SH
SOLE
2815
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1318
57035
SH
OTR
1
0
57035
0
INTERPUBLIC GROUP COS INC
COM
460690100
261
11299
SH
SOLE
11299
0
0
INTERSECT ENT INC
COM
46071F103
256
10300
SH
OTR
1
0
10300
0
INTERSECT ENT INC
COM
46071F103
45
1800
SH
SOLE
1800
0
0
INTL FCSTONE INC
COM
46116V105
684
14000
SH
SOLE
14000
0
0
INTL FCSTONE INC
COM
46116V105
3209
65719
SH
OTR
1
0
65719
0
INTL PAPER CO
COM
460146103
2317
50312
SH
OTR
1
0
50312
0
INTL PAPER CO
COM
460146103
499
10839
SH
SOLE
10839
0
0
INTUIT
COM
461202103
9547
36450
SH
OTR
1
0
36450
0
INTUIT
COM
461202103
2087
7969
SH
SOLE
7969
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
17617
29801
SH
OTR
1
0
29801
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
683
1155
SH
OTR
5
0
1155
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2270
3840
SH
SOLE
3840
0
0
INVACARE CORP
COM
461203101
474
52600
SH
OTR
1
0
52600
0
INVACARE CORP
COM
461203101
96
10600
SH
SOLE
10600
0
0
INVESCO ADVANTAGE MUNICIPAL
SH BEN INT
46132E103
4457
399055
SH
SOLE
399055
0
0
INVESCO EXCHNG TRADED FD TR
NATL AMT MUNI
46138E537
45000
1700663
SH
OTR
1
0
1700663
0
INVESCO MUN OPPORTUNITY TR
COM
46132C107
4478
362330
SH
SOLE
362330
0
0
INVESCO MUN TR
COM
46131J103
4776
386429
SH
SOLE
386429
0
0
INVESCO PA VALUE MUN INCOME
COM
46132K109
3186
241518
SH
SOLE
241518
0
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
5704
453399
SH
SOLE
453399
0
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
4580
356390
SH
SOLE
356390
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
2818
236500
SH
OTR
1
0
236500
0
INVESTORS BANCORP INC NEW
COM
46146L101
589
49400
SH
SOLE
49400
0
0
INVITAE CORP
COM
46185L103
995
61700
SH
OTR
1
0
61700
0
INVITAE CORP
COM
46185L103
218
13500
SH
SOLE
13500
0
0
INVITATION HOMES INC
COM
46187W107
222
7419
SH
SOLE
7419
0
0
INVITATION HOMES INC
COM
46187W107
2350
78417
SH
OTR
1
0
78417
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
1786
64520
SH
OTR
1
0
64520
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
385
13918
SH
SOLE
13918
0
0
IPG PHOTONICS CORP
COM
44980X109
659
4547
SH
OTR
1
0
4547
0
IPG PHOTONICS CORP
COM
44980X109
124
856
SH
SOLE
856
0
0
IQVIA HLDGS INC
COM
46266C105
14341
92815
SH
OTR
1
0
92815
0
IQVIA HLDGS INC
COM
46266C105
726
4699
SH
OTR
5
0
4699
0
IQVIA HLDGS INC
COM
46266C105
2430
15726
SH
SOLE
15726
0
0
IRON MTN INC NEW
COM
46284V101
1380
43287
SH
OTR
1
0
43287
0
IRON MTN INC NEW
COM
46284V101
297
9313
SH
SOLE
9313
0
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
1371
103024
SH
OTR
1
0
103024
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
291
21867
SH
SOLE
21867
0
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
129
110000
PRN
SOLE
110000
0
0
ISHARES GOLD TRUST
ISHARES
464285105
8971
618700
SH
OTR
1
0
618700
0
ISHARES TR
CORE S&P MCP ETF
464287507
13248
64367
SH
OTR
1
0
64367
0
ISHARES TR
CORE S&P MCP ETF
464287507
210
1022
SH
SOLE
1022
0
0
ISHARES TR
MSCI SAUDI ARBIA
46434V423
1815
58696
SH
OTR
1
0
58696
0
ISHARES TR
RUS 1000 GRW ETF
464287614
19291
109655
SH
OTR
1
0
109655
0
ISHARES TR
RUS MID CAP ETF
464287499
6816
114330
SH
OTR
1
0
114330
0
ISHARES TR
RUSSELL 2000 ETF
464287655
1982
11961
SH
SOLE
11961
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
20617
124444
SH
OTR
1
0
124444
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
26173
22826000
PRN
OTR
1
0
22826000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
50
44000
PRN
OTR
4
0
44000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
8049
7020000
PRN
SOLE
7020000
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
3325
2906000
PRN
DFND
1
0
2906000
0
ITRON INC
COM
465741106
437
5200
SH
OTR
1
0
5200
0
ITRON INC
COM
465741106
101
1200
SH
SOLE
1200
0
0
J ALEXANDERS HLDGS INC
COM
46609J106
753
78814
SH
OTR
1
0
78814
0
J ALEXANDERS HLDGS INC
COM
46609J106
168
17597
SH
SOLE
17597
0
0
J2 GLOBAL INC
COM
48123V102
4317
46064
SH
OTR
1
0
46064
0
J2 GLOBAL INC
COM
48123V102
912
9731
SH
SOLE
9731
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
152
105000
PRN
SOLE
105000
0
0
JABIL INC
COM
466313103
1239
29984
SH
OTR
5
0
29984
0
JABIL INC
COM
466313103
2281
55184
SH
SOLE
55184
0
0
JABIL INC
COM
466313103
21949
531058
SH
OTR
1
0
531058
0
JACOBS ENGR GROUP INC
COM
469814107
1555
17311
SH
OTR
1
0
17311
0
JACOBS ENGR GROUP INC
COM
469814107
333
3705
SH
SOLE
3705
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
222
215000
PRN
SOLE
215000
0
0
JD COM INC
SPON ADR CL A
47215P106
2
56
SH
DFND
1
0
56
0
JD COM INC
SPON ADR CL A
47215P106
2114
59998
SH
OTR
1
0
59998
0
JD COM INC
SPON ADR CL A
47215P106
469
13300
SH
SOLE
13300
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
36
1678
SH
SOLE
1678
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
622
29083
SH
OTR
1
0
29083
0
JOHNSON & JOHNSON
COM
478160104
14322
98182
SH
SOLE
98182
0
0
JOHNSON & JOHNSON
COM
478160104
67066
459763
SH
OTR
1
0
459763
0
JOHNSON & JOHNSON
COM
478160104
3386
23214
SH
OTR
5
0
23214
0
JONES LANG LASALLE INC
COM
48020Q107
1140
6548
SH
OTR
1
0
6548
0
JONES LANG LASALLE INC
COM
48020Q107
147
842
SH
SOLE
842
0
0
JPMORGAN CHASE & CO
COM
46625H100
76651
549864
SH
OTR
1
0
549864
0
JPMORGAN CHASE & CO
COM
46625H100
5113
36677
SH
OTR
5
0
36677
0
JPMORGAN CHASE & CO
COM
46625H100
16426
117831
SH
SOLE
117831
0
0
JUMEI INTL HLDG LTD
SPONSORED ADR
48138L107
1
439
SH
DFND
1
0
439
0
JUMEI INTL HLDG LTD
SPONSORED ADR
48138L107
196
95500
SH
OTR
1
0
95500
0
JUNIPER NETWORKS INC
COM
48203R104
1058
42960
SH
OTR
1
0
42960
0
JUNIPER NETWORKS INC
COM
48203R104
244
9900
SH
SOLE
9900
0
0
K12 INC
COM
48273U102
851
41818
SH
OTR
1
0
41818
0
K12 INC
COM
48273U102
155
7627
SH
SOLE
7627
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
1966
12835
SH
OTR
1
0
12835
0
KANSAS CITY SOUTHERN
COM NEW
485170302
422
2756
SH
SOLE
2756
0
0
KAR AUCTION SVCS INC
COM
48238T109
3342
153396
SH
OTR
1
0
153396
0
KAR AUCTION SVCS INC
COM
48238T109
413
18954
SH
SOLE
18954
0
0
KARYOPHARM THERAPEUTICS INC
NOTE 3.000%10/1
48576UAA4
133
93000
PRN
SOLE
93000
0
0
KB HOME
COM
48666K109
2748
80200
SH
OTR
1
0
80200
0
KB HOME
COM
48666K109
624
18200
SH
SOLE
18200
0
0
KBR INC
COM
48242W106
1774
58174
SH
OTR
1
0
58174
0
KBR INC
COM
48242W106
331
10860
SH
OTR
5
0
10860
0
KBR INC
COM
48242W106
445
14605
SH
SOLE
14605
0
0
KELLOGG CO
COM
487836108
2194
31728
SH
OTR
1
0
31728
0
KELLOGG CO
COM
487836108
473
6841
SH
SOLE
6841
0
0
KELLY SVCS INC
CL A
488152208
391
17300
SH
OTR
1
0
17300
0
KELLY SVCS INC
CL A
488152208
88
3900
SH
SOLE
3900
0
0
KEMPER CORP DEL
COM
488401100
1225
15800
SH
OTR
1
0
15800
0
KEMPER CORP DEL
COM
488401100
383
4937
SH
SOLE
4937
0
0
KEURIG DR PEPPER INC
COM
49271V100
1632
56385
SH
OTR
1
0
56385
0
KEYCORP NEW
COM
493267108
542
26800
SH
SOLE
26800
0
0
KEYCORP NEW
COM
493267108
2559
126420
SH
OTR
1
0
126420
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
558
5438
SH
SOLE
5438
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
2582
25162
SH
OTR
1
0
25162
0
KIMBALL ELECTRONICS INC
COM
49428J109
416
23700
SH
OTR
1
0
23700
0
KIMBALL ELECTRONICS INC
COM
49428J109
86
4900
SH
SOLE
4900
0
0
KIMBALL INTL INC
CL B
494274103
2011
97300
SH
OTR
1
0
97300
0
KIMBALL INTL INC
CL B
494274103
420
20300
SH
SOLE
20300
0
0
KIMBERLY CLARK CORP
COM
494368103
7681
55841
SH
OTR
1
0
55841
0
KIMBERLY CLARK CORP
COM
494368103
1364
9913
SH
SOLE
9913
0
0
KIMCO RLTY CORP
COM
49446R109
1181
57047
SH
OTR
1
0
57047
0
KIMCO RLTY CORP
COM
49446R109
261
12598
SH
SOLE
12598
0
0
KINDER MORGAN INC DEL
COM
49456B101
7427
350836
SH
OTR
1
0
350836
0
KINDER MORGAN INC DEL
COM
49456B101
1227
57963
SH
SOLE
57963
0
0
KLA CORPORATION
COM NEW
482480100
215
1204
SH
OTR
5
0
1204
0
KLA CORPORATION
COM NEW
482480100
1973
11075
SH
SOLE
11075
0
0
KLA CORPORATION
COM NEW
482480100
22705
127437
SH
OTR
1
0
127437
0
KNOLL INC
COM NEW
498904200
2822
111700
SH
OTR
1
0
111700
0
KNOLL INC
COM NEW
498904200
599
23700
SH
SOLE
23700
0
0
KODIAK SCIENCES INC
COM
50015M109
288
4000
SH
OTR
1
0
4000
0
KODIAK SCIENCES INC
COM
50015M109
50
700
SH
SOLE
700
0
0
KOHLS CORP
COM
500255104
1041
20422
SH
OTR
1
0
20422
0
KOHLS CORP
COM
500255104
191
3745
SH
SOLE
3745
0
0
KOPPERS HOLDINGS INC
COM
50060P106
164
4300
SH
OTR
1
0
4300
0
KOPPERS HOLDINGS INC
COM
50060P106
38
1000
SH
SOLE
1000
0
0
KRAFT HEINZ CO
COM
500754106
3981
123895
SH
OTR
1
0
123895
0
KRAFT HEINZ CO
COM
500754106
539
16769
SH
SOLE
16769
0
0
KROGER CO
COM
501044101
18960
654018
SH
OTR
1
0
654018
0
KROGER CO
COM
501044101
1454
50141
SH
OTR
5
0
50141
0
KROGER CO
COM
501044101
2482
85610
SH
SOLE
85610
0
0
L BRANDS INC
COM
501797104
535
29519
SH
OTR
1
0
29519
0
L BRANDS INC
COM
501797104
98
5421
SH
SOLE
5421
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
5701
28814
SH
OTR
1
0
28814
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
1184
5982
SH
SOLE
5982
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2114
12499
SH
OTR
1
0
12499
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
441
2605
SH
SOLE
2605
0
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
29
8300
SH
SOLE
8300
0
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
128
36700
SH
OTR
1
0
36700
0
LAM RESEARCH CORP
COM
512807108
37272
127469
SH
OTR
1
0
127469
0
LAM RESEARCH CORP
COM
512807108
1700
5814
SH
OTR
5
0
5814
0
LAM RESEARCH CORP
COM
512807108
4518
15450
SH
SOLE
15450
0
0
LAMB WESTON HLDGS INC
COM
513272104
1601
18613
SH
OTR
1
0
18613
0
LAMB WESTON HLDGS INC
COM
513272104
355
4127
SH
SOLE
4127
0
0
LANDS END INC NEW
COM
51509F105
277
16490
SH
OTR
1
0
16490
0
LANDS END INC NEW
COM
51509F105
52
3084
SH
SOLE
3084
0
0
LANNET INC
COM
516012101
319
36200
SH
OTR
1
0
36200
0
LANNET INC
COM
516012101
77
8700
SH
SOLE
8700
0
0
LANTHEUS HLDGS INC
COM
516544103
2826
137805
SH
OTR
1
0
137805
0
LANTHEUS HLDGS INC
COM
516544103
596
29065
SH
SOLE
29065
0
0
LAREDO PETROLEUM INC
COM
516806106
59
20400
SH
OTR
1
0
20400
0
LAREDO PETROLEUM INC
COM
516806106
10
3500
SH
SOLE
3500
0
0
LAS VEGAS SANDS CORP
COM
517834107
4391
63598
SH
OTR
1
0
63598
0
LAS VEGAS SANDS CORP
COM
517834107
639
9256
SH
SOLE
9256
0
0
LAUDER ESTEE COS INC
CL A
518439104
5920
28665
SH
OTR
1
0
28665
0
LAUDER ESTEE COS INC
CL A
518439104
1219
5900
SH
SOLE
5900
0
0
LAUREATE EDUCATION INC
CL A
518613203
1201
68200
SH
OTR
1
0
68200
0
LAUREATE EDUCATION INC
CL A
518613203
282
16000
SH
SOLE
16000
0
0
LEAR CORP
COM NEW
521865204
1691
12326
SH
OTR
1
0
12326
0
LEAR CORP
COM NEW
521865204
470
3427
SH
SOLE
3427
0
0
LEE ENTERPRISES INC
COM
523768109
30
21200
SH
SOLE
21200
0
0
LEE ENTERPRISES INC
COM
523768109
154
108600
SH
OTR
1
0
108600
0
LEGG MASON INC
COM
524901105
3363
93658
SH
OTR
1
0
93658
0
LEGG MASON INC
COM
524901105
320
8904
SH
SOLE
8904
0
0
LEGGETT & PLATT INC
COM
524660107
852
16769
SH
OTR
1
0
16769
0
LEGGETT & PLATT INC
COM
524660107
157
3088
SH
SOLE
3088
0
0
LEIDOS HLDGS INC
COM
525327102
2811
28712
SH
SOLE
28712
0
0
LEIDOS HLDGS INC
COM
525327102
16404
167574
SH
OTR
1
0
167574
0
LEIDOS HLDGS INC
COM
525327102
1418
14481
SH
OTR
5
0
14481
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
3027
1932000
PRN
SOLE
1932000
0
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
42
27000
PRN
OTR
4
0
27000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
10312
6581000
PRN
OTR
1
0
6581000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
2904
1856000
PRN
DFND
1
0
1856000
0
LENNAR CORP
CL A
526057104
4228
75786
SH
OTR
1
0
75786
0
LENNAR CORP
CL A
526057104
625
11194
SH
SOLE
11194
0
0
LEXICON PHARMACEUTICALS INC
NOTE 5.250%12/0
528872AB0
22
30000
PRN
SOLE
30000
0
0
LEXINFINTECH HLDGS LTD
ADR
528877103
803
57800
SH
OTR
1
0
57800
0
LEXINGTON REALTY TRUST
COM
529043101
3461
325851
SH
OTR
1
0
325851
0
LEXINGTON REALTY TRUST
COM
529043101
734
69100
SH
SOLE
69100
0
0
LIBERTY MEDIA CORP DELAWARE
COM C BRAVES GRP
531229888
284
9600
SH
OTR
1
0
9600
0
LIBERTY MEDIA CORP DELAWARE
COM C BRAVES GRP
531229888
59
2000
SH
SOLE
2000
0
0
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM
531229607
214
4450
SH
OTR
1
0
4450
0
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM
531229607
63
1300
SH
SOLE
1300
0
0
LIBERTY MEDIA CORP DELAWARE
DEB 2.250% 9/3
531229AE2
67
115000
PRN
SOLE
115000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
6476
4859000
PRN
SOLE
4859000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
19
14000
PRN
DFND
1
0
14000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
21463
16105000
PRN
OTR
1
0
16105000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
6285
4671000
PRN
DFND
1
0
4671000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
22725
16857000
PRN
OTR
1
0
16857000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
98
73000
PRN
OTR
4
0
73000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
6626
4915000
PRN
SOLE
4915000
0
0
LIFE STORAGE INC
COM
53223X107
1562
14424
SH
OTR
1
0
14424
0
LIFE STORAGE INC
COM
53223X107
115
1065
SH
SOLE
1065
0
0
LIFEVANTAGE CORP
COM NEW
53222K205
771
49400
SH
OTR
1
0
49400
0
LIFEVANTAGE CORP
COM NEW
53222K205
172
11000
SH
SOLE
11000
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
1169
11210
SH
OTR
1
0
11210
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
250
2394
SH
SOLE
2394
0
0
LILLY ELI & CO
COM
532457108
16999
129337
SH
OTR
1
0
129337
0
LILLY ELI & CO
COM
532457108
2965
22557
SH
SOLE
22557
0
0
LINCOLN NATL CORP IND
COM
534187109
1979
33534
SH
OTR
1
0
33534
0
LINCOLN NATL CORP IND
COM
534187109
474
8040
SH
SOLE
8040
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
6227
627072
SH
OTR
1
0
627072
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
923
92946
SH
SOLE
92946
0
0
LITHIA MTRS INC
CL A
536797103
779
5300
SH
SOLE
5300
0
0
LITHIA MTRS INC
CL A
536797103
3660
24900
SH
OTR
1
0
24900
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2570
35964
SH
OTR
1
0
35964
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
336
4701
SH
SOLE
4701
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
22
18000
PRN
DFND
1
0
18000
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
13773
11272000
PRN
OTR
1
0
11272000
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
2455
2009000
PRN
SOLE
2009000
0
0
LKQ CORP
COM
501889208
3130
87684
SH
SOLE
87684
0
0
LKQ CORP
COM
501889208
24741
693028
SH
OTR
1
0
693028
0
LKQ CORP
COM
501889208
1292
36199
SH
OTR
5
0
36199
0
LOCKHEED MARTIN CORP
COM
539830109
5487
14092
SH
SOLE
14092
0
0
LOCKHEED MARTIN CORP
COM
539830109
40110
103011
SH
OTR
1
0
103011
0
LOCKHEED MARTIN CORP
COM
539830109
2160
5547
SH
OTR
5
0
5547
0
LOEWS CORP
COM
540424108
1723
32832
SH
OTR
1
0
32832
0
LOEWS CORP
COM
540424108
358
6822
SH
SOLE
6822
0
0
LOGMEIN INC
COM
54142L109
5729
66815
SH
OTR
1
0
66815
0
LOGMEIN INC
COM
54142L109
917
10691
SH
SOLE
10691
0
0
LOWES COS INC
COM
548661107
16612
138708
SH
OTR
1
0
138708
0
LOWES COS INC
COM
548661107
3371
28145
SH
SOLE
28145
0
0
LPL FINL HLDGS INC
COM
50212V100
16030
173771
SH
OTR
1
0
173771
0
LPL FINL HLDGS INC
COM
50212V100
1397
15143
SH
SOLE
15143
0
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
6807
4670000
PRN
DFND
1
0
4670000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
17803
12173000
PRN
SOLE
12173000
0
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
61327
41933000
PRN
OTR
1
0
41933000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
103
71000
PRN
OTR
4
0
71000
0
LUTHER BURBANK CORP
COM
550550107
1092
94736
SH
OTR
1
0
94736
0
LUTHER BURBANK CORP
COM
550550107
231
20000
SH
SOLE
20000
0
0
LYDALL INC DEL
COM
550819106
2107
102700
SH
OTR
1
0
102700
0
LYDALL INC DEL
COM
550819106
456
22200
SH
SOLE
22200
0
0
M & T BK CORP
COM
55261F104
2875
16937
SH
OTR
1
0
16937
0
M & T BK CORP
COM
55261F104
597
3514
SH
SOLE
3514
0
0
M/I HOMES INC
COM
55305B101
354
9000
SH
SOLE
9000
0
0
M/I HOMES INC
COM
55305B101
1688
42900
SH
OTR
1
0
42900
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
331
345000
PRN
SOLE
345000
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
18
19000
PRN
DFND
1
0
19000
0
MACYS INC
COM
55616P104
670
39422
SH
OTR
1
0
39422
0
MACYS INC
COM
55616P104
122
7169
SH
SOLE
7169
0
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
790
8667
SH
OTR
1
0
8667
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
170
1861
SH
SOLE
1861
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
1549
19800
SH
OTR
1
0
19800
0
MAGELLAN HEALTH INC
COM NEW
559079207
329
4200
SH
SOLE
4200
0
0
MALIBU BOATS INC
COM CL A
56117J100
3006
73400
SH
OTR
1
0
73400
0
MALIBU BOATS INC
COM CL A
56117J100
639
15600
SH
SOLE
15600
0
0
MANPOWERGROUP INC
COM
56418H100
13559
139635
SH
OTR
1
0
139635
0
MANPOWERGROUP INC
COM
56418H100
1204
12401
SH
OTR
5
0
12401
0
MANPOWERGROUP INC
COM
56418H100
2448
25209
SH
SOLE
25209
0
0
MARATHON OIL CORP
COM
565849106
3332
245396
SH
OTR
1
0
245396
0
MARATHON OIL CORP
COM
565849106
309
22772
SH
SOLE
22772
0
0
MARATHON PETE CORP
COM
56585A102
7136
118438
SH
OTR
1
0
118438
0
MARATHON PETE CORP
COM
56585A102
1628
27025
SH
SOLE
27025
0
0
MARKETAXESS HLDGS INC
COM
57060D108
1850
4880
SH
OTR
1
0
4880
0
MARKETAXESS HLDGS INC
COM
57060D108
376
992
SH
SOLE
992
0
0
MARRIOTT INTL INC NEW
CL A
571903202
5279
34861
SH
OTR
1
0
34861
0
MARRIOTT INTL INC NEW
CL A
571903202
1108
7318
SH
SOLE
7318
0
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
3235
3034000
PRN
DFND
1
0
3034000
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
150
140000
PRN
SOLE
140000
0
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
50
47000
PRN
OTR
4
0
47000
0
MARSH & MCLENNAN COS INC
COM
571748102
8841
79355
SH
OTR
1
0
79355
0
MARSH & MCLENNAN COS INC
COM
571748102
1471
13207
SH
SOLE
13207
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
2228
7969
SH
OTR
1
0
7969
0
MARTIN MARIETTA MATLS INC
COM
573284106
466
1667
SH
SOLE
1667
0
0
MASCO CORP
COM
574599106
1918
39964
SH
OTR
1
0
39964
0
MASCO CORP
COM
574599106
435
9063
SH
SOLE
9063
0
0
MASONITE INTL CORP NEW
COM
575385109
823
11400
SH
OTR
1
0
11400
0
MASONITE INTL CORP NEW
COM
575385109
144
2000
SH
SOLE
2000
0
0
MASTEC INC
COM
576323109
3984
62100
SH
OTR
1
0
62100
0
MASTEC INC
COM
576323109
847
13200
SH
SOLE
13200
0
0
MASTERCARD INC
CL A
57636Q104
2671
8946
SH
OTR
5
0
8946
0
MASTERCARD INC
CL A
57636Q104
10529
35262
SH
SOLE
35262
0
0
MASTERCARD INC
CL A
57636Q104
72408
242500
SH
OTR
1
0
242500
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
2312
146800
SH
OTR
1
0
146800
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
480
30500
SH
SOLE
30500
0
0
MATRIX SVC CO
COM
576853105
1976
86385
SH
OTR
1
0
86385
0
MATRIX SVC CO
COM
576853105
424
18533
SH
SOLE
18533
0
0
MATSON INC
COM
57686G105
371
9100
SH
OTR
1
0
9100
0
MATSON INC
COM
57686G105
86
2100
SH
SOLE
2100
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2132
34667
SH
OTR
1
0
34667
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
448
7288
SH
SOLE
7288
0
0
MAXIMUS INC
COM
577933104
2885
38784
SH
OTR
1
0
38784
0
MAXIMUS INC
COM
577933104
107
1444
SH
OTR
5
0
1444
0
MAXIMUS INC
COM
577933104
500
6725
SH
SOLE
6725
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
2692
15861
SH
OTR
1
0
15861
0
MCCORMICK & CO INC
COM NON VTG
579780206
563
3315
SH
SOLE
3315
0
0
MCDONALDS CORP
COM
580135101
22896
115864
SH
OTR
1
0
115864
0
MCDONALDS CORP
COM
580135101
312
1579
SH
OTR
5
0
1579
0
MCDONALDS CORP
COM
580135101
4602
23289
SH
SOLE
23289
0
0
MCGRATH RENTCORP
COM
580589109
712
9300
SH
SOLE
9300
0
0
MCGRATH RENTCORP
COM
580589109
3375
44100
SH
OTR
1
0
44100
0
MCKESSON CORP
COM
58155Q103
3804
27503
SH
SOLE
27503
0
0
MCKESSON CORP
COM
58155Q103
29645
214322
SH
OTR
1
0
214322
0
MCKESSON CORP
COM
58155Q103
1395
10087
SH
OTR
5
0
10087
0
MDU RES GROUP INC
COM
552690109
1638
55120
SH
OTR
1
0
55120
0
MDU RES GROUP INC
COM
552690109
155
5225
SH
SOLE
5225
0
0
MEDICINES CO
COM
584688105
3236
38100
SH
OTR
1
0
38100
0
MEDICINES CO
COM
584688105
680
8000
SH
SOLE
8000
0
0
MEDNAX INC
COM
58502B106
5129
184580
SH
OTR
1
0
184580
0
MEDNAX INC
COM
58502B106
432
15549
SH
SOLE
15549
0
0
MEDPACE HLDGS INC
COM
58506Q109
787
9366
SH
SOLE
9366
0
0
MEDPACE HLDGS INC
COM
58506Q109
3700
44013
SH
OTR
1
0
44013
0
MELCO RESORTS AND ENTMT LTD
ADR
585464100
1958
81000
SH
OTR
1
0
81000
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
13
9000
PRN
DFND
1
0
9000
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
14401
9630000
PRN
OTR
1
0
9630000
0
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
4050
2708000
PRN
SOLE
2708000
0
0
MERCHANTS BANCORP IND
COM
58844R108
1039
52700
SH
OTR
1
0
52700
0
MERCHANTS BANCORP IND
COM
58844R108
221
11200
SH
SOLE
11200
0
0
MERCK & CO INC
COM
58933Y105
50946
560152
SH
OTR
1
0
560152
0
MERCK & CO INC
COM
58933Y105
1387
15255
SH
OTR
5
0
15255
0
MERCK & CO INC
COM
58933Y105
7733
85025
SH
SOLE
85025
0
0
MERCURY GENL CORP NEW
COM
589400100
383
7852
SH
SOLE
7852
0
0
MERCURY GENL CORP NEW
COM
589400100
2024
41527
SH
OTR
1
0
41527
0
MERIDIAN BIOSCIENCE INC
COM
589584101
291
29791
SH
OTR
1
0
29791
0
MERIDIAN BIOSCIENCE INC
COM
589584101
65
6700
SH
SOLE
6700
0
0
MERITAGE HOMES CORP
COM
59001A102
1595
26100
SH
OTR
1
0
26100
0
MERITAGE HOMES CORP
COM
59001A102
354
5800
SH
SOLE
5800
0
0
MERITOR INC
COM
59001K100
3526
134630
SH
OTR
1
0
134630
0
MERITOR INC
COM
59001K100
748
28560
SH
SOLE
28560
0
0
METHODE ELECTRS INC
COM
591520200
1023
26000
SH
OTR
1
0
26000
0
METHODE ELECTRS INC
COM
591520200
197
5000
SH
SOLE
5000
0
0
METLIFE INC
COM
59156R108
3480
68275
SH
SOLE
68275
0
0
METLIFE INC
COM
59156R108
15560
305276
SH
OTR
1
0
305276
0
METLIFE INC
COM
59156R108
1623
31849
SH
OTR
5
0
31849
0
METROPOLITAN BK HLDG CORP
COM
591774104
438
9079
SH
SOLE
9079
0
0
METROPOLITAN BK HLDG CORP
COM
591774104
2035
42203
SH
OTR
1
0
42203
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
2496
3146
SH
OTR
1
0
3146
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
538
678
SH
SOLE
678
0
0
MFA FINL INC
COM
55272X102
923
120617
SH
OTR
1
0
120617
0
MFS HIGH INCOME MUN TR
SH BEN INT
59318D104
2592
481847
SH
SOLE
481847
0
0
MFS MUN INCOME TR
SH BEN INT
552738106
697
98613
SH
OTR
1
0
98613
0
MFS MUN INCOME TR
SH BEN INT
552738106
3667
518642
SH
SOLE
518642
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
3525
105959
SH
SOLE
105959
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
27275
819797
SH
OTR
1
0
819797
0
MGM RESORTS INTERNATIONAL
COM
552953101
1396
41968
SH
OTR
5
0
41968
0
MICROCHIP TECHNOLOGY INC
COM
595017104
3181
30373
SH
OTR
1
0
30373
0
MICROCHIP TECHNOLOGY INC
COM
595017104
671
6411
SH
SOLE
6411
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
10627
4940000
PRN
DFND
1
0
4940000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
64087
29756000
PRN
OTR
1
0
29756000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
166
77000
PRN
OTR
4
0
77000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
13821
6417000
PRN
SOLE
6417000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
17597
12327000
PRN
OTR
1
0
12327000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
8008
5610000
PRN
SOLE
5610000
0
0
MICRON TECHNOLOGY INC
COM
595112103
4144
77059
SH
SOLE
77059
0
0
MICRON TECHNOLOGY INC
COM
595112103
19268
358274
SH
OTR
1
0
358274
0
MICRON TECHNOLOGY INC
COM
595112103
1928
35842
SH
OTR
5
0
35842
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
8298
1540000
PRN
SOLE
1540000
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
27889
5176000
PRN
OTR
1
0
5176000
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
16
3000
PRN
DFND
1
0
3000
0
MICROSOFT CORP
COM
594918104
324417
2057180
SH
OTR
1
0
2057180
0
MICROSOFT CORP
COM
594918104
13301
84341
SH
OTR
5
0
84341
0
MICROSOFT CORP
COM
594918104
48973
310544
SH
SOLE
310544
0
0
MICROSTRATEGY INC
CL A NEW
594972408
2907
20378
SH
OTR
1
0
20378
0
MICROSTRATEGY INC
CL A NEW
594972408
613
4300
SH
SOLE
4300
0
0
MID AMER APT CMNTYS INC
COM
59522J103
1193
9047
SH
SOLE
9047
0
0
MID AMER APT CMNTYS INC
COM
59522J103
8268
62700
SH
OTR
1
0
62700
0
MID AMER APT CMNTYS INC
COM
59522J103
533
4041
SH
OTR
5
0
4041
0
MIDDLESEX WATER CO
COM
596680108
184
2900
SH
OTR
1
0
2900
0
MIDDLESEX WATER CO
COM
596680108
38
600
SH
SOLE
600
0
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
663
18303
SH
OTR
1
0
18303
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
133
3674
SH
SOLE
3674
0
0
MILLER HERMAN INC
COM
600544100
3201
76857
SH
OTR
1
0
76857
0
MILLER HERMAN INC
COM
600544100
675
16200
SH
SOLE
16200
0
0
MILLER INDS INC TENN
COM NEW
600551204
1688
45449
SH
OTR
1
0
45449
0
MILLER INDS INC TENN
COM NEW
600551204
371
9996
SH
SOLE
9996
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
1972
15300
SH
OTR
1
0
15300
0
MIRATI THERAPEUTICS INC
COM
60468T105
399
3100
SH
SOLE
3100
0
0
MKS INSTRUMENT INC
COM
55306N104
7924
72027
SH
OTR
1
0
72027
0
MKS INSTRUMENT INC
COM
55306N104
1063
9659
SH
SOLE
9659
0
0
MOHAWK INDS INC
COM
608190104
1051
7708
SH
OTR
1
0
7708
0
MOHAWK INDS INC
COM
608190104
234
1719
SH
SOLE
1719
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
9419
2836000
PRN
DFND
1
0
2836000
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
146
44000
PRN
OTR
4
0
44000
0
MOLSON COORS BREWING CO
CL B
60871R209
1292
23970
SH
OTR
1
0
23970
0
MOLSON COORS BREWING CO
CL B
60871R209
279
5184
SH
SOLE
5184
0
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
1462
74086
SH
OTR
1
0
74086
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
311
15762
SH
SOLE
15762
0
0
MOMO INC
ADR
60879B107
214
6400
SH
SOLE
6400
0
0
MOMO INC
ADR
60879B107
1226
36604
SH
OTR
1
0
36604
0
MONDELEZ INTL INC
CL A
609207105
11588
210388
SH
OTR
1
0
210388
0
MONDELEZ INTL INC
CL A
609207105
2082
37805
SH
SOLE
37805
0
0
MONGODB INC
NOTE 0.750% 6/1
60937PAB2
71
35000
PRN
SOLE
35000
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
3314
52150
SH
OTR
1
0
52150
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
723
11382
SH
SOLE
11382
0
0
MOODYS CORP
COM
615369105
4936
20789
SH
OTR
1
0
20789
0
MOODYS CORP
COM
615369105
1029
4334
SH
SOLE
4334
0
0
MOOG INC
CL A
615394202
2987
35000
SH
OTR
1
0
35000
0
MOOG INC
CL A
615394202
623
7300
SH
SOLE
7300
0
0
MORGAN STANLEY
COM NEW
617446448
1667
32607
SH
SOLE
32607
0
0
MORGAN STANLEY
COM NEW
617446448
9941
194459
SH
OTR
1
0
194459
0
MORNINGSTAR INC
COM
617700109
253
1672
SH
SOLE
1672
0
0
MORNINGSTAR INC
COM
617700109
2016
13326
SH
OTR
1
0
13326
0
MOSAIC CO NEW
COM
61945C103
980
45304
SH
OTR
1
0
45304
0
MOSAIC CO NEW
COM
61945C103
218
10069
SH
SOLE
10069
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
3624
22491
SH
OTR
1
0
22491
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
760
4714
SH
SOLE
4714
0
0
MPLX LP
COM UNIT REP LTD
55336V100
377
14794
SH
SOLE
14794
0
0
MRC GLOBAL INC
COM
55345K103
2937
215300
SH
OTR
1
0
215300
0
MRC GLOBAL INC
COM
55345K103
621
45500
SH
SOLE
45500
0
0
MSCI INC
COM
55354G100
592
2294
SH
SOLE
2294
0
0
MSCI INC
COM
55354G100
2791
10809
SH
OTR
1
0
10809
0
MUELLER INDS INC
COM
624756102
2257
71084
SH
OTR
1
0
71084
0
MUELLER INDS INC
COM
624756102
467
14700
SH
SOLE
14700
0
0
MURPHY USA INC
COM
626755102
3995
34146
SH
OTR
1
0
34146
0
MURPHY USA INC
COM
626755102
854
7300
SH
SOLE
7300
0
0
MYR GROUP INC DEL
COM
55405W104
2713
83235
SH
OTR
1
0
83235
0
MYR GROUP INC DEL
COM
55405W104
570
17500
SH
SOLE
17500
0
0
MYRIAD GENETICS INC
COM
62855J104
1188
43623
SH
OTR
1
0
43623
0
MYRIAD GENETICS INC
COM
62855J104
248
9121
SH
SOLE
9121
0
0
NABORS INDS INC NEW
NOTE 0.750% 1/1
62957HAB1
67
90000
PRN
SOLE
90000
0
0
NASDAQ INC
COM
631103108
1578
14738
SH
OTR
1
0
14738
0
NASDAQ INC
COM
631103108
291
2721
SH
SOLE
2721
0
0
NATERA INC
COM
632307104
1129
33500
SH
OTR
1
0
33500
0
NATERA INC
COM
632307104
232
6900
SH
SOLE
6900
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
3220
145712
SH
OTR
1
0
145712
0
NATIONAL GEN HLDGS CORP
COM
636220303
686
31058
SH
SOLE
31058
0
0
NATIONAL HEALTHCARE CORP
COM
635906100
1538
17800
SH
OTR
1
0
17800
0
NATIONAL HEALTHCARE CORP
COM
635906100
320
3700
SH
SOLE
3700
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1234
49249
SH
OTR
1
0
49249
0
NATIONAL OILWELL VARCO INC
COM
637071101
277
11049
SH
SOLE
11049
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
996
100940
SH
OTR
1
0
100940
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
204
20640
SH
SOLE
20640
0
0
NATURES SUNSHINE PRODUCTS IN
COM
639027101
18
2000
SH
SOLE
2000
0
0
NATURES SUNSHINE PRODUCTS IN
COM
639027101
78
8700
SH
OTR
1
0
8700
0
NATUS MEDICAL INC
COM
639050103
3091
93700
SH
OTR
1
0
93700
0
NATUS MEDICAL INC
COM
639050103
657
19900
SH
SOLE
19900
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
2937
101500
SH
OTR
1
0
101500
0
NAVISTAR INTL CORP NEW
COM
63934E108
616
21300
SH
SOLE
21300
0
0
NETAPP INC
COM
64110D104
1823
29292
SH
OTR
1
0
29292
0
NETAPP INC
COM
64110D104
398
6398
SH
SOLE
6398
0
0
NETEASE INC
SPONSORED ADS
64110W102
2
6
SH
DFND
1
0
6
0
NETEASE INC
SPONSORED ADS
64110W102
1595
5200
SH
OTR
1
0
5200
0
NETEASE INC
SPONSORED ADS
64110W102
644
2100
SH
SOLE
2100
0
0
NETFLIX INC
COM
64110L106
4270
13195
SH
SOLE
13195
0
0
NETFLIX INC
COM
64110L106
123
381
SH
OTR
5
0
381
0
NETFLIX INC
COM
64110L106
24940
77079
SH
OTR
1
0
77079
0
NETSCOUT SYS INC
COM
64115T104
686
28480
SH
SOLE
28480
0
0
NETSCOUT SYS INC
COM
64115T104
3245
134814
SH
OTR
1
0
134814
0
NEUBERGER BRMAN NY MUNI FD I
COM
64124K102
321
25745
SH
SOLE
25745
0
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
6903
4508000
PRN
DFND
1
0
4508000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
25077
16323000
PRN
OTR
1
0
16323000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
109
71000
PRN
OTR
4
0
71000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
5693
3706000
PRN
SOLE
3706000
0
0
NEVRO CORP
NOTE 1.750% 6/0
64157FAA1
20
15000
PRN
DFND
1
0
15000
0
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
117
120000
PRN
SOLE
120000
0
0
NEW SR INVT GROUP INC
COM
648691103
517
67600
SH
OTR
1
0
67600
0
NEW SR INVT GROUP INC
COM
648691103
106
13900
SH
SOLE
13900
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
241
20060
SH
SOLE
20060
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
2610
217132
SH
OTR
1
0
217132
0
NEWELL BRANDS INC
COM
651229106
3017
156973
SH
OTR
1
0
156973
0
NEWELL BRANDS INC
COM
651229106
233
12113
SH
SOLE
12113
0
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
12283
282703
SH
OTR
1
0
282703
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
1602
36876
SH
SOLE
36876
0
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
13259
12861000
PRN
OTR
1
0
12861000
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
2071
2009000
PRN
SOLE
2009000
0
0
NEWS CORP NEW
CL A
65249B109
43
3006
SH
OTR
5
0
3006
0
NEWS CORP NEW
CL A
65249B109
101
7153
SH
SOLE
7153
0
0
NEWS CORP NEW
CL A
65249B109
838
59285
SH
OTR
1
0
59285
0
NEWS CORP NEW
CL B
65249B208
266
18309
SH
OTR
5
0
18309
0
NEWS CORP NEW
CL B
65249B208
620
42704
SH
SOLE
42704
0
0
NEWS CORP NEW
CL B
65249B208
2587
178286
SH
OTR
1
0
178286
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
2178
48400
SH
OTR
1
0
48400
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
482
10707
SH
SOLE
10707
0
0
NEXTERA ENERGY INC
COM
65339F101
20030
82713
SH
OTR
1
0
82713
0
NEXTERA ENERGY INC
COM
65339F101
939
3876
SH
OTR
5
0
3876
0
NEXTERA ENERGY INC
COM
65339F101
3600
14868
SH
SOLE
14868
0
0
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
6395
124800
SH
SOLE
124800
0
0
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
27
526
SH
DFND
1
0
526
0
NEXTGEN HEALTHCARE INC
COM
65343C102
2606
162135
SH
OTR
1
0
162135
0
NEXTGEN HEALTHCARE INC
COM
65343C102
543
33792
SH
SOLE
33792
0
0
NEXTIER OILFIELD SOLUTIONS I
COM
65290C105
827
123369
SH
OTR
1
0
123369
0
NEXTIER OILFIELD SOLUTIONS I
COM
65290C105
188
28043
SH
SOLE
28043
0
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
8981
4713000
PRN
DFND
1
0
4713000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
70896
37106000
PRN
OTR
1
0
37106000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
141
74000
PRN
OTR
4
0
74000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
23031
12054000
PRN
SOLE
12054000
0
0
NIKE INC
CL B
654106103
4170
41161
SH
SOLE
41161
0
0
NIKE INC
CL B
654106103
36750
362751
SH
OTR
1
0
362751
0
NIKE INC
CL B
654106103
572
5649
SH
OTR
5
0
5649
0
NISOURCE INC
COM
65473P105
244
8778
SH
SOLE
8778
0
0
NISOURCE INC
COM
65473P105
1326
47637
SH
OTR
1
0
47637
0
NMI HLDGS INC
CL A
629209305
2263
68200
SH
OTR
1
0
68200
0
NMI HLDGS INC
CL A
629209305
518
15600
SH
SOLE
15600
0
0
NOBLE ENERGY INC
COM
655044105
1516
61035
SH
OTR
1
0
61035
0
NOBLE ENERGY INC
COM
655044105
330
13273
SH
SOLE
13273
0
0
NOBLE MIDSTREAM PARTNERS LP
COM UNIT REPST
65506L105
383
14412
SH
SOLE
14412
0
0
NORDSTROM INC
COM
655664100
556
13573
SH
OTR
1
0
13573
0
NORDSTROM INC
COM
655664100
103
2515
SH
SOLE
2515
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1344
6925
SH
SOLE
6925
0
0
NORFOLK SOUTHERN CORP
COM
655844108
8172
42094
SH
OTR
1
0
42094
0
NORTHEAST BK LEWISTON ME
COM
66405S100
291
13223
SH
OTR
1
0
13223
0
NORTHEAST BK LEWISTON ME
COM
66405S100
66
3000
SH
SOLE
3000
0
0
NORTHERN TR CORP
COM
665859104
2889
27195
SH
OTR
1
0
27195
0
NORTHERN TR CORP
COM
665859104
607
5711
SH
SOLE
5711
0
0
NORTHROP GRUMMAN CORP
COM
666807102
27805
80835
SH
OTR
1
0
80835
0
NORTHROP GRUMMAN CORP
COM
666807102
1715
4987
SH
OTR
5
0
4987
0
NORTHROP GRUMMAN CORP
COM
666807102
3549
10318
SH
SOLE
10318
0
0
NORTONLIFELOCK INC
COM
668771108
3301
129343
SH
OTR
1
0
129343
0
NORTONLIFELOCK INC
COM
668771108
874
34239
SH
SOLE
34239
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
16431
1800000
PRN
OTR
1
0
1800000
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
5669
621000
PRN
SOLE
621000
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
27
3000
PRN
DFND
1
0
3000
0
NOW INC
COM
67011P100
88
7800
SH
SOLE
7800
0
0
NOW INC
COM
67011P100
397
35300
SH
OTR
1
0
35300
0
NRG ENERGY INC
COM NEW
629377508
10875
273584
SH
OTR
1
0
273584
0
NRG ENERGY INC
COM NEW
629377508
1258
31647
SH
OTR
5
0
31647
0
NRG ENERGY INC
COM NEW
629377508
1466
36893
SH
SOLE
36893
0
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
5821
5134000
PRN
DFND
1
0
5134000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
27845
24506000
PRN
OTR
1
0
24506000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
91
80000
PRN
OTR
4
0
80000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
4059
3572000
PRN
SOLE
3572000
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
1487
36283
SH
SOLE
36283
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
11679
284985
SH
OTR
1
0
284985
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
724
40594
SH
OTR
1
0
40594
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
76
4240
SH
SOLE
4240
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
21880
19609000
PRN
OTR
1
0
19609000
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
2285
2048000
PRN
SOLE
2048000
0
0
NUCOR CORP
COM
670346105
2288
40654
SH
OTR
1
0
40654
0
NUCOR CORP
COM
670346105
508
9034
SH
SOLE
9034
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
4558
4571000
PRN
OTR
1
0
4571000
0
NUTANIX INC
NOTE 1/1
67059NAB4
1480
1484000
PRN
SOLE
1484000
0
0
NUVASIVE INC
COM
670704105
905
11700
SH
SOLE
11700
0
0
NUVASIVE INC
COM
670704105
4312
55754
SH
OTR
1
0
55754
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
4290
3214000
PRN
SOLE
3214000
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
97
73000
PRN
OTR
4
0
73000
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
6256
4700000
PRN
DFND
1
0
4700000
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
13929
10435000
PRN
OTR
1
0
10435000
0
NUVEEN AMT FREE MUN CR INC F
COM
67071L106
18842
1130278
SH
SOLE
1130278
0
0
NUVEEN AMT FREE QLTY MUN INC
COM
670657105
25814
1795140
SH
SOLE
1795140
0
0
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
2690
200000
SH
SOLE
200000
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
4242
300000
SH
SOLE
300000
0
0
NUVEEN MUNICIPAL CREDIT INC
COM SH BEN INT
67070X101
20713
1265291
SH
SOLE
1265291
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
1357
100000
SH
OTR
1
0
100000
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
7444
548590
SH
SOLE
548590
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
7966
563000
SH
SOLE
563000
0
0
NVIDIA CORP
COM
67066G104
4833
20541
SH
SOLE
20541
0
0
NVIDIA CORP
COM
67066G104
36351
154487
SH
OTR
1
0
154487
0
NVIDIA CORP
COM
67066G104
789
3354
SH
OTR
5
0
3354
0
NVR INC
COM
62944T105
9487
2491
SH
OTR
1
0
2491
0
NVR INC
COM
62944T105
114
30
SH
OTR
5
0
30
0
NVR INC
COM
62944T105
1638
430
SH
SOLE
430
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
31121
71011
SH
OTR
1
0
71011
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
1502
3427
SH
OTR
5
0
3427
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
4057
9258
SH
SOLE
9258
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
4819
6208000
PRN
DFND
1
0
6208000
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
1304
1658000
PRN
SOLE
1658000
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
65
84000
PRN
OTR
4
0
84000
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
5074
6454000
PRN
OTR
1
0
6454000
0
OCCIDENTAL PETE CORP
COM
674599105
6242
151470
SH
OTR
1
0
151470
0
OCCIDENTAL PETE CORP
COM
674599105
972
23583
SH
SOLE
23583
0
0
OFFICE DEPOT INC
COM
676220106
3568
1302265
SH
OTR
1
0
1302265
0
OFFICE DEPOT INC
COM
676220106
763
278578
SH
SOLE
278578
0
0
OFG BANCORP
COM
67103X102
420
17800
SH
OTR
1
0
17800
0
OFG BANCORP
COM
67103X102
99
4200
SH
SOLE
4200
0
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
30180
33437000
PRN
OTR
1
0
33437000
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
8599
9527000
PRN
SOLE
9527000
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
1551
8172
SH
OTR
1
0
8172
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
285
1504
SH
SOLE
1504
0
0
OLD REP INTL CORP
COM
680223104
478
21384
SH
OTR
5
0
21384
0
OLD REP INTL CORP
COM
680223104
791
35366
SH
SOLE
35366
0
0
OLD REP INTL CORP
COM
680223104
7452
333136
SH
OTR
1
0
333136
0
OLIN CORP
COM PAR $1
680665205
2530
146694
SH
OTR
1
0
146694
0
OLIN CORP
COM PAR $1
680665205
386
22351
SH
SOLE
22351
0
0
OLYMPIC STEEL INC
COM
68162K106
837
46700
SH
OTR
1
0
46700
0
OLYMPIC STEEL INC
COM
68162K106
176
9800
SH
SOLE
9800
0
0
OMNICELL INC
COM
68213N109
3973
48621
SH
OTR
1
0
48621
0
OMNICELL INC
COM
68213N109
834
10200
SH
SOLE
10200
0
0
OMNICOM GROUP INC
COM
681919106
2258
27865
SH
OTR
1
0
27865
0
OMNICOM GROUP INC
COM
681919106
485
5981
SH
SOLE
5981
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
6299
4635000
PRN
DFND
1
0
4635000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
27917
20505000
PRN
OTR
1
0
20505000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
94
69000
PRN
OTR
4
0
69000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
8459
6213000
PRN
SOLE
6213000
0
0
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
497
360000
PRN
SOLE
360000
0
0
ONEMAIN HLDGS INC
COM
68268W103
1205
28600
SH
OTR
1
0
28600
0
ONEMAIN HLDGS INC
COM
68268W103
401
9511
SH
SOLE
9511
0
0
ONEOK INC NEW
COM
682680103
3987
52694
SH
OTR
1
0
52694
0
ONEOK INC NEW
COM
682680103
833
11013
SH
SOLE
11013
0
0
OOMA INC
COM
683416101
142
10700
SH
OTR
1
0
10700
0
OOMA INC
COM
683416101
24
1800
SH
SOLE
1800
0
0
OP BANCORP
COM
67109R109
31
3000
SH
SOLE
3000
0
0
OP BANCORP
COM
67109R109
142
13700
SH
OTR
1
0
13700
0
OPKO HEALTH INC
COM
68375N103
573
389569
SH
OTR
1
0
389569
0
OPKO HEALTH INC
COM
68375N103
125
84781
SH
SOLE
84781
0
0
ORACLE CORP
COM
68389X105
36525
689420
SH
OTR
1
0
689420
0
ORACLE CORP
COM
68389X105
885
16703
SH
OTR
5
0
16703
0
ORACLE CORP
COM
68389X105
4412
83278
SH
SOLE
83278
0
0
ORMAT TECHNOLOGIES INC
COM
686688102
1870
25100
SH
OTR
1
0
25100
0
ORMAT TECHNOLOGIES INC
COM
686688102
380
5100
SH
SOLE
5100
0
0
ORRSTOWN FINL SVCS INC
COM
687380105
509
22501
SH
OTR
1
0
22501
0
ORRSTOWN FINL SVCS INC
COM
687380105
108
4792
SH
SOLE
4792
0
0
ORTHOFIX MED INC
COM
68752M108
46
1000
SH
SOLE
1000
0
0
ORTHOFIX MED INC
COM
68752M108
208
4500
SH
OTR
1
0
4500
0
OSHKOSH CORP
COM
688239201
6744
71247
SH
OTR
1
0
71247
0
OSHKOSH CORP
COM
688239201
46
491
SH
OTR
5
0
491
0
OSHKOSH CORP
COM
688239201
821
8673
SH
SOLE
8673
0
0
OSI SYSTEMS INC
COM
671044105
3246
32225
SH
OTR
1
0
32225
0
OSI SYSTEMS INC
COM
671044105
675
6700
SH
SOLE
6700
0
0
OSI SYSTEMS INC
NOTE 1.250% 9/0
671044AD7
15
14000
PRN
DFND
1
0
14000
0
OSI SYSTEMS INC
NOTE 1.250% 9/0
671044AD7
95
87000
PRN
SOLE
87000
0
0
OUTFRONT MEDIA INC
COM
69007J106
8163
304373
SH
OTR
1
0
304373
0
OUTFRONT MEDIA INC
COM
69007J106
449
16749
SH
SOLE
16749
0
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
19
8051
SH
SOLE
8051
0
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
84
36651
SH
OTR
1
0
36651
0
OWENS CORNING NEW
COM
690742101
10242
157285
SH
OTR
1
0
157285
0
OWENS CORNING NEW
COM
690742101
449
6893
SH
OTR
5
0
6893
0
OWENS CORNING NEW
COM
690742101
1940
29789
SH
SOLE
29789
0
0
PACCAR INC
COM
693718108
3870
48920
SH
OTR
1
0
48920
0
PACCAR INC
COM
693718108
731
9246
SH
SOLE
9246
0
0
PACIRA BIOSCIENCES
COM
695127100
3261
71988
SH
OTR
1
0
71988
0
PACIRA BIOSCIENCES
COM
695127100
688
15197
SH
SOLE
15197
0
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
51
49000
PRN
OTR
4
0
49000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
4347
4172000
PRN
SOLE
4172000
0
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
3248
3125000
PRN
DFND
1
0
3125000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
15134
14524000
PRN
OTR
1
0
14524000
0
PACKAGING CORP AMER
COM
695156109
1352
12074
SH
OTR
1
0
12074
0
PACKAGING CORP AMER
COM
695156109
316
2818
SH
SOLE
2818
0
0
PALO ALTO NETWORKS INC
COM
697435105
17452
75469
SH
OTR
1
0
75469
0
PALO ALTO NETWORKS INC
COM
697435105
1062
4594
SH
SOLE
4594
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
25034
22645000
PRN
OTR
1
0
22645000
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
8217
7433000
PRN
SOLE
7433000
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
579
24907
SH
SOLE
24907
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
2758
118662
SH
OTR
1
0
118662
0
PARAMOUNT GROUP INC
COM
69924R108
911
65467
SH
OTR
1
0
65467
0
PARAMOUNT GROUP INC
COM
69924R108
47
3383
SH
SOLE
3383
0
0
PARK OHIO HLDGS CORP
COM
700666100
1308
38873
SH
OTR
1
0
38873
0
PARK OHIO HLDGS CORP
COM
700666100
276
8209
SH
SOLE
8209
0
0
PARKER HANNIFIN CORP
COM
701094104
3608
17528
SH
OTR
1
0
17528
0
PARKER HANNIFIN CORP
COM
701094104
726
3525
SH
SOLE
3525
0
0
PATRICK INDS INC
COM
703343103
1135
21639
SH
OTR
1
0
21639
0
PATRICK INDS INC
COM
703343103
202
3851
SH
SOLE
3851
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
7146
7400000
PRN
SOLE
7400000
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
92
96000
PRN
OTR
4
0
96000
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
27905
28898000
PRN
OTR
1
0
28898000
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
6033
6280000
PRN
DFND
1
0
6280000
0
PATTERSON UTI ENERGY INC
COM
703481101
667
63481
SH
SOLE
63481
0
0
PATTERSON UTI ENERGY INC
COM
703481101
7076
673876
SH
OTR
1
0
673876
0
PAYCHEX INC
COM
704326107
3472
40818
SH
OTR
1
0
40818
0
PAYCHEX INC
COM
704326107
724
8509
SH
SOLE
8509
0
0
PAYPAL HLDGS INC
COM
70450Y103
34540
319316
SH
OTR
1
0
319316
0
PAYPAL HLDGS INC
COM
70450Y103
1275
11785
SH
OTR
5
0
11785
0
PAYPAL HLDGS INC
COM
70450Y103
4636
42858
SH
SOLE
42858
0
0
PBF ENERGY INC
CL A
69318G106
941
29985
SH
SOLE
29985
0
0
PBF ENERGY INC
CL A
69318G106
15393
490696
SH
OTR
1
0
490696
0
PC CONNECTION INC
COM
69318J100
531
10692
SH
OTR
1
0
10692
0
PC CONNECTION INC
COM
69318J100
99
2000
SH
SOLE
2000
0
0
PCB BANCORP
COM
69320M109
696
40266
SH
OTR
1
0
40266
0
PCB BANCORP
COM
69320M109
147
8488
SH
SOLE
8488
0
0
PDC ENERGY INC
COM
69327R101
892
34100
SH
OTR
1
0
34100
0
PDC ENERGY INC
COM
69327R101
170
6500
SH
SOLE
6500
0
0
PEABODY ENERGY CORP NEW
COM
704551100
256
28033
SH
OTR
1
0
28033
0
PEABODY ENERGY CORP NEW
COM
704551100
53
5815
SH
SOLE
5815
0
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
2234
72308
SH
OTR
1
0
72308
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
481
15576
SH
SOLE
15576
0
0
PENNYMAC MTG INVT TR
COM
70931T103
477
21400
SH
SOLE
21400
0
0
PENNYMAC MTG INVT TR
COM
70931T103
2328
104435
SH
OTR
1
0
104435
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
206
4097
SH
SOLE
4097
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
3250
64718
SH
OTR
1
0
64718
0
PEOPLES UTD FINL INC
COM
712704105
935
55355
SH
OTR
1
0
55355
0
PEOPLES UTD FINL INC
COM
712704105
224
13229
SH
SOLE
13229
0
0
PEPSICO INC
COM
713448108
35962
263130
SH
OTR
1
0
263130
0
PEPSICO INC
COM
713448108
736
5384
SH
OTR
5
0
5384
0
PEPSICO INC
COM
713448108
5762
42158
SH
SOLE
42158
0
0
PERFICIENT INC
COM
71375U101
3011
65361
SH
OTR
1
0
65361
0
PERFICIENT INC
COM
71375U101
636
13800
SH
SOLE
13800
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
1050
20400
SH
SOLE
20400
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
4955
96253
SH
OTR
1
0
96253
0
PERKINELMER INC
COM
714046109
1376
14168
SH
OTR
1
0
14168
0
PERKINELMER INC
COM
714046109
303
3122
SH
SOLE
3122
0
0
PERSPECTA INC
COM
715347100
4061
153583
SH
OTR
1
0
153583
0
PERSPECTA INC
COM
715347100
864
32679
SH
SOLE
32679
0
0
PFIZER INC
COM
717081103
33270
849165
SH
OTR
1
0
849165
0
PFIZER INC
COM
717081103
976
24911
SH
OTR
5
0
24911
0
PFIZER INC
COM
717081103
6617
168890
SH
SOLE
168890
0
0
PG&E CORP
COM
69331C108
981
90272
SH
OTR
1
0
90272
0
PG&E CORP
COM
69331C108
79
7304
SH
SOLE
7304
0
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
600
24162
SH
SOLE
24162
0
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
2813
113292
SH
OTR
1
0
113292
0
PHILIP MORRIS INTL INC
COM
718172109
2311
27161
SH
SOLE
27161
0
0
PHILIP MORRIS INTL INC
COM
718172109
860
10108
SH
OTR
5
0
10108
0
PHILIP MORRIS INTL INC
COM
718172109
21875
257078
SH
OTR
1
0
257078
0
PHILLIPS 66
COM
718546104
8196
73568
SH
OTR
1
0
73568
0
PHILLIPS 66
COM
718546104
1875
16826
SH
SOLE
16826
0
0
PHOTRONICS INC
COM
719405102
3392
215237
SH
OTR
1
0
215237
0
PHOTRONICS INC
COM
719405102
722
45800
SH
SOLE
45800
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
16664
509357
SH
OTR
1
0
509357
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
1509
46135
SH
SOLE
46135
0
0
PINNACLE WEST CAP CORP
COM
723484101
602
6693
SH
SOLE
6693
0
0
PINNACLE WEST CAP CORP
COM
723484101
5181
57606
SH
OTR
1
0
57606
0
PINNACLE WEST CAP CORP
COM
723484101
214
2376
SH
OTR
5
0
2376
0
PIONEER MUN HIGH INCOME ADV
COM
723762100
5460
505056
SH
SOLE
505056
0
0
PIONEER MUN HIGH INCOME TR
COM SHS
723763108
1026
84969
SH
OTR
1
0
84969
0
PIONEER NAT RES CO
COM
723787107
3236
21381
SH
OTR
1
0
21381
0
PIONEER NAT RES CO
COM
723787107
671
4431
SH
SOLE
4431
0
0
PIPER JAFFRAY COS
COM
724078100
1743
21800
SH
OTR
1
0
21800
0
PIPER JAFFRAY COS
COM
724078100
384
4800
SH
SOLE
4800
0
0
PLEXUS CORP
COM
729132100
3445
44773
SH
OTR
1
0
44773
0
PLEXUS CORP
COM
729132100
731
9500
SH
SOLE
9500
0
0
PNC FINL SVCS GROUP INC
COM
693475105
10392
65101
SH
OTR
1
0
65101
0
PNC FINL SVCS GROUP INC
COM
693475105
1842
11540
SH
SOLE
11540
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
2254
40400
SH
OTR
1
0
40400
0
PORTLAND GEN ELEC CO
COM NEW
736508847
502
9000
SH
SOLE
9000
0
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
1163
48694
SH
OTR
1
0
48694
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
251
10496
SH
SOLE
10496
0
0
POWELL INDS INC
COM
739128106
2925
59700
SH
OTR
1
0
59700
0
POWELL INDS INC
COM
739128106
617
12600
SH
SOLE
12600
0
0
PPG INDS INC
COM
693506107
5652
42338
SH
OTR
1
0
42338
0
PPG INDS INC
COM
693506107
848
6352
SH
SOLE
6352
0
0
PPL CORP
COM
69351T106
11099
309334
SH
OTR
1
0
309334
0
PPL CORP
COM
69351T106
249
6932
SH
OTR
5
0
6932
0
PPL CORP
COM
69351T106
1743
48573
SH
SOLE
48573
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
18279
164451
SH
OTR
1
0
164451
0
PRA HEALTH SCIENCES INC
COM
69354M108
515
4632
SH
OTR
5
0
4632
0
PRA HEALTH SCIENCES INC
COM
69354M108
1989
17896
SH
SOLE
17896
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
1640
27300
SH
OTR
1
0
27300
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
343
5700
SH
SOLE
5700
0
0
PRICE T ROWE GROUP INC
COM
74144T108
3667
30097
SH
OTR
1
0
30097
0
PRICE T ROWE GROUP INC
COM
74144T108
760
6236
SH
SOLE
6236
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
9284
5985000
PRN
DFND
1
0
5985000
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
141
91000
PRN
OTR
4
0
91000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
17892
15493000
PRN
SOLE
15493000
0
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
43
37000
PRN
DFND
1
0
37000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
37921
32836000
PRN
OTR
1
0
32836000
0
PRICESMART INC
COM
741511109
298
4200
SH
SOLE
4200
0
0
PRICESMART INC
COM
741511109
1385
19500
SH
OTR
1
0
19500
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1819
33081
SH
OTR
1
0
33081
0
PRINCIPAL FINL GROUP INC
COM
74251V102
254
4626
SH
SOLE
4626
0
0
PROCTER & GAMBLE CO
COM
742718109
64227
514225
SH
OTR
1
0
514225
0
PROCTER & GAMBLE CO
COM
742718109
4316
34555
SH
OTR
5
0
34555
0
PROCTER & GAMBLE CO
COM
742718109
14097
112863
SH
SOLE
112863
0
0
PROGRESS SOFTWARE CORP
COM
743312100
3299
79406
SH
OTR
1
0
79406
0
PROGRESS SOFTWARE CORP
COM
743312100
691
16626
SH
SOLE
16626
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1505
20794
SH
SOLE
20794
0
0
PROGRESSIVE CORP OHIO
COM
743315103
8090
111756
SH
OTR
1
0
111756
0
PROLOGIS INC
COM
74340W103
1821
20434
SH
SOLE
20434
0
0
PROLOGIS INC
COM
74340W103
10543
118271
SH
OTR
1
0
118271
0
PROLOGIS INC
COM
74340W103
183
2053
SH
OTR
5
0
2053
0
PROPETRO HLDG CORP
COM
74347M108
1380
122644
SH
OTR
1
0
122644
0
PROPETRO HLDG CORP
COM
74347M108
295
26200
SH
SOLE
26200
0
0
PROSIGHT GLOBAL INC
COM
74349J103
419
26000
SH
OTR
1
0
26000
0
PROSIGHT GLOBAL INC
COM
74349J103
85
5300
SH
SOLE
5300
0
0
PRUDENTIAL FINL INC
COM
744320102
8678
92580
SH
OTR
1
0
92580
0
PRUDENTIAL FINL INC
COM
744320102
2205
23523
SH
SOLE
23523
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
495
3000
SH
SOLE
3000
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
2345
14221
SH
OTR
1
0
14221
0
PTC THERAPEUTICS INC
COM
69366J200
390
8127
SH
SOLE
8127
0
0
PTC THERAPEUTICS INC
COM
69366J200
1829
38083
SH
OTR
1
0
38083
0
PUBLIC STORAGE
COM
74460D109
9033
42417
SH
OTR
1
0
42417
0
PUBLIC STORAGE
COM
74460D109
714
3355
SH
OTR
5
0
3355
0
PUBLIC STORAGE
COM
74460D109
1411
6628
SH
SOLE
6628
0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
6411
108572
SH
OTR
1
0
108572
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
940
15912
SH
SOLE
15912
0
0
PULTE GROUP INC
COM
745867101
12625
325395
SH
OTR
1
0
325395
0
PULTE GROUP INC
COM
745867101
745
19209
SH
OTR
5
0
19209
0
PULTE GROUP INC
COM
745867101
2147
55337
SH
SOLE
55337
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
6790
6813000
PRN
OTR
1
0
6813000
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
2343
2351000
PRN
SOLE
2351000
0
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
16240
1234990
SH
SOLE
1234990
0
0
PVH CORP
COM
693656100
998
9492
SH
OTR
1
0
9492
0
PVH CORP
COM
693656100
184
1752
SH
SOLE
1752
0
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
106
70000
PRN
SOLE
70000
0
0
QCR HOLDINGS INC
COM
74727A104
719
16400
SH
OTR
1
0
16400
0
QCR HOLDINGS INC
COM
74727A104
149
3400
SH
SOLE
3400
0
0
QORVO INC
COM
74736K101
17668
152013
SH
OTR
1
0
152013
0
QORVO INC
COM
74736K101
1382
11886
SH
OTR
5
0
11886
0
QORVO INC
COM
74736K101
2910
25040
SH
SOLE
25040
0
0
QTS RLTY TR INC
COM CL A
74736A103
1221
22500
SH
OTR
1
0
22500
0
QTS RLTY TR INC
COM CL A
74736A103
255
4700
SH
SOLE
4700
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
704
150731
SH
OTR
1
0
150731
0
QUAD / GRAPHICS INC
COM CL A
747301109
134
28734
SH
SOLE
28734
0
0
QUALCOMM INC
COM
747525103
42371
480235
SH
OTR
1
0
480235
0
QUALCOMM INC
COM
747525103
2244
25431
SH
OTR
5
0
25431
0
QUALCOMM INC
COM
747525103
5883
66677
SH
SOLE
66677
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
1465
85772
SH
OTR
1
0
85772
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
295
17300
SH
SOLE
17300
0
0
QUANTA SVCS INC
COM
74762E102
739
18141
SH
OTR
1
0
18141
0
QUANTA SVCS INC
COM
74762E102
136
3351
SH
SOLE
3351
0
0
QUDIAN INC
ADR
747798106
65
13800
SH
OTR
1
0
13800
0
QUEST DIAGNOSTICS INC
COM
74834L100
1834
17174
SH
OTR
1
0
17174
0
QUEST DIAGNOSTICS INC
COM
74834L100
391
3662
SH
SOLE
3662
0
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
14367
14543000
PRN
OTR
1
0
14543000
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
3680
3725000
PRN
SOLE
3725000
0
0
QURATE RETAIL INC
COM SER A
74915M100
2618
310601
SH
OTR
1
0
310601
0
QURATE RETAIL INC
COM SER A
74915M100
99
11757
SH
SOLE
11757
0
0
RA PHARMACEUTICALS INC
COM
74933V108
835
17800
SH
OTR
1
0
17800
0
RA PHARMACEUTICALS INC
COM
74933V108
169
3600
SH
SOLE
3600
0
0
RADIAN GROUP INC
COM
750236101
4003
159107
SH
OTR
1
0
159107
0
RADIAN GROUP INC
COM
750236101
838
33300
SH
SOLE
33300
0
0
RADIANT LOGISTICS INC
COM
75025X100
58
10400
SH
OTR
1
0
10400
0
RADIANT LOGISTICS INC
COM
75025X100
13
2400
SH
SOLE
2400
0
0
RADIUS HEALTH INC
COM NEW
750469207
761
37739
SH
OTR
1
0
37739
0
RADIUS HEALTH INC
COM NEW
750469207
162
8049
SH
SOLE
8049
0
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
938
1104000
PRN
OTR
1
0
1104000
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
103
121000
PRN
SOLE
121000
0
0
RADNET INC
COM
750491102
1638
80706
SH
OTR
1
0
80706
0
RADNET INC
COM
750491102
327
16086
SH
SOLE
16086
0
0
RALPH LAUREN CORP
CL A
751212101
748
6383
SH
OTR
1
0
6383
0
RALPH LAUREN CORP
CL A
751212101
138
1174
SH
SOLE
1174
0
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
1801
1769000
PRN
SOLE
1769000
0
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
16848
16548000
PRN
OTR
1
0
16548000
0
RAPID7 INC
NOTE 1.250% 8/0
753422AB0
82
55000
PRN
SOLE
55000
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
453
5069
SH
SOLE
5069
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1877
20987
SH
OTR
1
0
20987
0
RAYTHEON CO
COM NEW
755111507
28901
131525
SH
OTR
1
0
131525
0
RAYTHEON CO
COM NEW
755111507
1805
8213
SH
OTR
5
0
8213
0
RAYTHEON CO
COM NEW
755111507
3023
13755
SH
SOLE
13755
0
0
RBB BANCORP
COM
74930B105
2138
100986
SH
OTR
1
0
100986
0
RBB BANCORP
COM
74930B105
454
21449
SH
SOLE
21449
0
0
REALOGY HLDGS CORP
COM
75605Y106
2723
281300
SH
OTR
1
0
281300
0
REALOGY HLDGS CORP
COM
75605Y106
573
59200
SH
SOLE
59200
0
0
REALPAGE INC
NOTE 1.500%11/1
75606NAB5
105
75000
PRN
SOLE
75000
0
0
REALTY INCOME CORP
COM
756109104
811
11013
SH
SOLE
11013
0
0
REALTY INCOME CORP
COM
756109104
5353
72695
SH
OTR
1
0
72695
0
REATA PHARMACEUTICALS INC
CL A
75615P103
1431
7000
SH
OTR
1
0
7000
0
REATA PHARMACEUTICALS INC
CL A
75615P103
327
1600
SH
SOLE
1600
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
82
80000
PRN
SOLE
80000
0
0
REGAL BELOIT CORP
COM
758750103
2814
32868
SH
OTR
1
0
32868
0
REGAL BELOIT CORP
COM
758750103
271
3164
SH
SOLE
3164
0
0
REGENCY CTRS CORP
COM
758849103
1663
26356
SH
OTR
1
0
26356
0
REGENCY CTRS CORP
COM
758849103
343
5443
SH
SOLE
5443
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
945
2516
SH
SOLE
2516
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
6066
16154
SH
OTR
1
0
16154
0
REGENXBIO INC
COM
75901B107
971
23712
SH
OTR
1
0
23712
0
REGENXBIO INC
COM
75901B107
211
5157
SH
SOLE
5157
0
0
REGIONS FINL CORP NEW
COM
7591EP100
2125
123812
SH
OTR
1
0
123812
0
REGIONS FINL CORP NEW
COM
7591EP100
461
26893
SH
SOLE
26893
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
8422
51650
SH
OTR
1
0
51650
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
122
747
SH
OTR
5
0
747
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
787
4829
SH
SOLE
4829
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
12649
105617
SH
OTR
1
0
105617
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1169
9765
SH
OTR
5
0
9765
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1664
13896
SH
SOLE
13896
0
0
RENT A CTR INC NEW
COM
76009N100
3206
111171
SH
OTR
1
0
111171
0
RENT A CTR INC NEW
COM
76009N100
678
23500
SH
SOLE
23500
0
0
REPLIGEN CORP
COM
759916109
0
1
SH
DFND
1
0
1
0
REPLIGEN CORP
COM
759916109
629
6800
SH
OTR
1
0
6800
0
REPLIGEN CORP
COM
759916109
139
1500
SH
SOLE
1500
0
0
REPLIGEN CORP
NOTE 0.375% 7/1
759916AB5
19
18000
PRN
DFND
1
0
18000
0
REPUBLIC BANCORP KY
CL A
760281204
1354
28931
SH
OTR
1
0
28931
0
REPUBLIC BANCORP KY
CL A
760281204
291
6211
SH
SOLE
6211
0
0
REPUBLIC SVCS INC
COM
760759100
13294
148325
SH
OTR
1
0
148325
0
REPUBLIC SVCS INC
COM
760759100
1164
12991
SH
OTR
5
0
12991
0
REPUBLIC SVCS INC
COM
760759100
2293
25580
SH
SOLE
25580
0
0
RESMED INC
COM
761152107
6426
41465
SH
OTR
1
0
41465
0
RESMED INC
COM
761152107
1043
6729
SH
SOLE
6729
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
193
14395
SH
SOLE
14395
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
2092
156097
SH
OTR
1
0
156097
0
RETAIL VALUE INC
COM
76133Q102
2675
72700
SH
OTR
1
0
72700
0
RETAIL VALUE INC
COM
76133Q102
567
15400
SH
SOLE
15400
0
0
RETROPHIN INC
COM
761299106
944
66473
SH
OTR
1
0
66473
0
RETROPHIN INC
COM
761299106
199
14027
SH
SOLE
14027
0
0
RH
COM
74967X103
1473
6900
SH
OTR
1
0
6900
0
RH
COM
74967X103
342
1600
SH
SOLE
1600
0
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
145
69000
PRN
OTR
4
0
69000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
23569
11211000
PRN
OTR
1
0
11211000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
9408
4486000
PRN
DFND
1
0
4486000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
5947
2829000
PRN
SOLE
2829000
0
0
RIVERVIEW BANCORP INC
COM
769397100
275
33500
SH
OTR
1
0
33500
0
RIVERVIEW BANCORP INC
COM
769397100
62
7600
SH
SOLE
7600
0
0
RLJ LODGING TR
COM
74965L101
1271
71700
SH
OTR
1
0
71700
0
RLJ LODGING TR
COM
74965L101
243
13700
SH
SOLE
13700
0
0
RMR GROUP INC
CL A
74967R106
2816
61709
SH
OTR
1
0
61709
0
RMR GROUP INC
CL A
74967R106
597
13070
SH
SOLE
13070
0
0
ROBERT HALF INTL INC
COM
770323103
10601
167872
SH
OTR
1
0
167872
0
ROBERT HALF INTL INC
COM
770323103
1016
16096
SH
SOLE
16096
0
0
ROCKWELL AUTOMATION INC
COM
773903109
3037
14986
SH
OTR
1
0
14986
0
ROCKWELL AUTOMATION INC
COM
773903109
659
3252
SH
SOLE
3252
0
0
ROCKY BRANDS INC
COM
774515100
509
17279
SH
SOLE
17279
0
0
ROCKY BRANDS INC
COM
774515100
2359
80145
SH
OTR
1
0
80145
0
ROGERS CORP
COM
775133101
524
4200
SH
OTR
1
0
4200
0
ROGERS CORP
COM
775133101
100
800
SH
SOLE
800
0
0
ROKU INC
COM CL A
77543R102
2353
17573
SH
OTR
1
0
17573
0
ROKU INC
COM CL A
77543R102
161
1204
SH
SOLE
1204
0
0
ROLLINS INC
COM
775711104
597
17993
SH
OTR
1
0
17993
0
ROLLINS INC
COM
775711104
110
3332
SH
SOLE
3332
0
0
ROPER TECHNOLOGIES INC
COM
776696106
973
2747
SH
SOLE
2747
0
0
ROPER TECHNOLOGIES INC
COM
776696106
6119
17273
SH
OTR
1
0
17273
0
ROSS STORES INC
COM
778296103
1137
9770
SH
SOLE
9770
0
0
ROSS STORES INC
COM
778296103
5431
46653
SH
OTR
1
0
46653
0
RYERSON HLDG CORP
COM
783754104
1533
129600
SH
OTR
1
0
129600
0
RYERSON HLDG CORP
COM
783754104
323
27300
SH
SOLE
27300
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
4134
47700
SH
OTR
1
0
47700
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
875
10100
SH
SOLE
10100
0
0
S&P GLOBAL INC
COM
78409V104
11592
42452
SH
OTR
1
0
42452
0
S&P GLOBAL INC
COM
78409V104
84
306
SH
OTR
5
0
306
0
S&P GLOBAL INC
COM
78409V104
1794
6571
SH
SOLE
6571
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
180
8414
SH
OTR
5
0
8414
0
SABRA HEALTH CARE REIT INC
COM
78573L106
936
43875
SH
SOLE
43875
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
4899
229579
SH
OTR
1
0
229579
0
SALESFORCE COM INC
COM
79466L302
1429
8785
SH
OTR
5
0
8785
0
SALESFORCE COM INC
COM
79466L302
5218
32086
SH
SOLE
32086
0
0
SALESFORCE COM INC
COM
79466L302
38260
235244
SH
OTR
1
0
235244
0
SALLY BEAUTY HLDGS INC
COM
79546E104
287
15700
SH
OTR
1
0
15700
0
SALLY BEAUTY HLDGS INC
COM
79546E104
49
2700
SH
SOLE
2700
0
0
SANDERSON FARMS INC
COM
800013104
1568
8900
SH
OTR
1
0
8900
0
SANDERSON FARMS INC
COM
800013104
317
1800
SH
SOLE
1800
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
1005
237082
SH
OTR
1
0
237082
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
215
50593
SH
SOLE
50593
0
0
SANFILIPPO JOHN B & SON INC
COM
800422107
2706
29650
SH
OTR
1
0
29650
0
SANFILIPPO JOHN B & SON INC
COM
800422107
575
6300
SH
SOLE
6300
0
0
SANGAMO THERAPEUTICS INC
COM
800677106
798
95333
SH
OTR
1
0
95333
0
SANGAMO THERAPEUTICS INC
COM
800677106
167
19949
SH
SOLE
19949
0
0
SANMINA CORPORATION
COM
801056102
3617
105647
SH
OTR
1
0
105647
0
SANMINA CORPORATION
COM
801056102
768
22428
SH
SOLE
22428
0
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
263
135000
PRN
SOLE
135000
0
0
SB ONE BANCORP
COM
78413T103
242
9700
SH
OTR
1
0
9700
0
SB ONE BANCORP
COM
78413T103
52
2100
SH
SOLE
2100
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
8089
33567
SH
OTR
1
0
33567
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
1392
5778
SH
SOLE
5778
0
0
SCANSOURCE INC
COM
806037107
927
25100
SH
OTR
1
0
25100
0
SCANSOURCE INC
COM
806037107
192
5200
SH
SOLE
5200
0
0
SCHLUMBERGER LTD
COM
806857108
634
15779
SH
OTR
5
0
15779
0
SCHLUMBERGER LTD
COM
806857108
2220
55212
SH
SOLE
55212
0
0
SCHLUMBERGER LTD
COM
806857108
12361
307477
SH
OTR
1
0
307477
0
SCHNEIDER NATIONAL INC
CL B
80689H102
3425
156974
SH
OTR
1
0
156974
0
SCHNEIDER NATIONAL INC
CL B
80689H102
445
20389
SH
SOLE
20389
0
0
SCHNITZER STL INDS
CL A
806882106
2716
125279
SH
OTR
1
0
125279
0
SCHNITZER STL INDS
CL A
806882106
576
26589
SH
SOLE
26589
0
0
SCHOLASTIC CORP
COM
807066105
608
15800
SH
OTR
1
0
15800
0
SCHOLASTIC CORP
COM
807066105
127
3300
SH
SOLE
3300
0
0
SCORPIO TANKERS INC
NOTE 3.000% 5/1
80918TAB5
15
12000
PRN
DFND
1
0
12000
0
SEABOARD CORP
COM
811543107
259
61
SH
SOLE
61
0
0
SEABOARD CORP
COM
811543107
1165
274
SH
OTR
1
0
274
0
SEALED AIR CORP NEW
COM
81211K100
787
19769
SH
OTR
1
0
19769
0
SEALED AIR CORP NEW
COM
81211K100
145
3644
SH
SOLE
3644
0
0
SEASPINE HLDGS CORP
COM
81255T108
346
28783
SH
OTR
1
0
28783
0
SEASPINE HLDGS CORP
COM
81255T108
76
6300
SH
SOLE
6300
0
0
SEATTLE GENETICS INC
COM
812578102
144
1260
SH
OTR
1
0
1260
0
SEATTLE GENETICS INC
COM
812578102
56
487
SH
SOLE
487
0
0
SELECT INTERIOR CONCEPTS INC
CL A
816120307
1066
118600
SH
OTR
1
0
118600
0
SELECT INTERIOR CONCEPTS INC
CL A
816120307
235
26100
SH
SOLE
26100
0
0
SELECT MED HLDGS CORP
COM
81619Q105
3695
158300
SH
OTR
1
0
158300
0
SELECT MED HLDGS CORP
COM
81619Q105
782
33500
SH
SOLE
33500
0
0
SEMPRA ENERGY
COM
816851109
1112
7344
SH
SOLE
7344
0
0
SEMPRA ENERGY
COM
816851109
6379
42113
SH
OTR
1
0
42113
0
SENECA FOODS CORP NEW
CL A
817070501
1235
30267
SH
OTR
1
0
30267
0
SENECA FOODS CORP NEW
CL A
817070501
269
6600
SH
SOLE
6600
0
0
SERVICENOW INC
COM
81762P102
7389
26173
SH
OTR
1
0
26173
0
SERVICENOW INC
COM
81762P102
1592
5639
SH
SOLE
5639
0
0
SERVICENOW INC
NOTE 6/0
81762PAC6
9177
4350000
PRN
DFND
1
0
4350000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
31435
14883000
PRN
OTR
1
0
14883000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
141
67000
PRN
OTR
4
0
67000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
10516
4979000
PRN
SOLE
4979000
0
0
SHERWIN WILLIAMS CO
COM
824348106
26591
45568
SH
OTR
1
0
45568
0
SHERWIN WILLIAMS CO
COM
824348106
1677
2873
SH
OTR
5
0
2873
0
SHERWIN WILLIAMS CO
COM
824348106
2900
4969
SH
SOLE
4969
0
0
SIGA TECHNOLOGIES INC
COM
826917106
1004
210507
SH
OTR
1
0
210507
0
SIGA TECHNOLOGIES INC
COM
826917106
213
44600
SH
SOLE
44600
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
13737
100555
SH
OTR
1
0
100555
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1204
8811
SH
OTR
5
0
8811
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
2656
19444
SH
SOLE
19444
0
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
3366
2528000
PRN
SOLE
2528000
0
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
2648
1994000
PRN
DFND
1
0
1994000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
30388
22821000
PRN
OTR
1
0
22821000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
42
32000
PRN
OTR
4
0
32000
0
SIMON PPTY GROUP INC NEW
COM
828806109
1447
9716
SH
SOLE
9716
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
8678
58254
SH
OTR
1
0
58254
0
SIMON PPTY GROUP INC NEW
COM
828806109
90
604
SH
OTR
5
0
604
0
SITE CENTERS CORP
COM
82981J109
1644
117275
SH
OTR
1
0
117275
0
SITE CENTERS CORP
COM
82981J109
135
9654
SH
SOLE
9654
0
0
SJW GROUP
COM
784305104
3312
46603
SH
OTR
1
0
46603
0
SJW GROUP
COM
784305104
689
9699
SH
SOLE
9699
0
0
SKECHERS U S A INC
CL A
830566105
22419
519086
SH
OTR
1
0
519086
0
SKECHERS U S A INC
CL A
830566105
1253
29016
SH
OTR
5
0
29016
0
SKECHERS U S A INC
CL A
830566105
2150
49770
SH
SOLE
49770
0
0
SKYLINE CHAMPION CORPORATION
COM
830830105
945
29800
SH
OTR
1
0
29800
0
SKYLINE CHAMPION CORPORATION
COM
830830105
178
5600
SH
SOLE
5600
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
10643
88045
SH
OTR
1
0
88045
0
SKYWORKS SOLUTIONS INC
COM
83088M102
73
607
SH
OTR
5
0
607
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1338
11066
SH
SOLE
11066
0
0
SL GREEN RLTY CORP
COM
78440X101
977
10632
SH
OTR
1
0
10632
0
SL GREEN RLTY CORP
COM
78440X101
232
2528
SH
SOLE
2528
0
0
SLM CORP
COM
78442P106
6168
692257
SH
OTR
1
0
692257
0
SLM CORP
COM
78442P106
740
83092
SH
SOLE
83092
0
0
SM ENERGY CO
NOTE 1.500% 7/0
78454LAM2
14
15000
PRN
DFND
1
0
15000
0
SMARTFINANCIAL INC
COM NEW
83190L208
298
12601
SH
SOLE
12601
0
0
SMARTFINANCIAL INC
COM NEW
83190L208
1411
59664
SH
OTR
1
0
59664
0
SMITH A O CORP
COM
831865209
842
17676
SH
OTR
1
0
17676
0
SMITH A O CORP
COM
831865209
154
3234
SH
SOLE
3234
0
0
SMUCKER J M CO
COM NEW
832696405
1514
14542
SH
OTR
1
0
14542
0
SMUCKER J M CO
COM NEW
832696405
319
3062
SH
SOLE
3062
0
0
SNAP ON INC
COM
833034101
1195
7053
SH
OTR
1
0
7053
0
SNAP ON INC
COM
833034101
220
1298
SH
SOLE
1298
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
2598
83800
SH
OTR
1
0
83800
0
SONIC AUTOMOTIVE INC
CL A
83545G102
555
17900
SH
SOLE
17900
0
0
SOUTHERN CO
COM
842587107
14817
232611
SH
OTR
1
0
232611
0
SOUTHERN CO
COM
842587107
1147
18009
SH
OTR
5
0
18009
0
SOUTHERN CO
COM
842587107
2789
43779
SH
SOLE
43779
0
0
SOUTHERN COPPER CORP
COM
84265V105
1660
39084
SH
OTR
1
0
39084
0
SOUTHWEST AIRLS CO
COM
844741108
647
11983
SH
SOLE
11983
0
0
SOUTHWEST AIRLS CO
COM
844741108
5270
97622
SH
OTR
1
0
97622
0
SPARK ENERGY INC
CL A COM
846511103
2104
227964
SH
OTR
1
0
227964
0
SPARK ENERGY INC
CL A COM
846511103
447
48401
SH
SOLE
48401
0
0
SPARTAN MTRS INC
COM
846819100
579
32000
SH
OTR
1
0
32000
0
SPARTAN MTRS INC
COM
846819100
130
7200
SH
SOLE
7200
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
27008
189000
SH
OTR
1
0
189000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
13568
42156
SH
SOLE
42156
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
18391
57141
SH
OTR
1
0
57141
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
665719
2068351
SH
OTR
3
0
2068351
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
2421
7522
SH
OTR
5
0
7522
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
1885
5022
SH
OTR
1
0
5022
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
456
1215
SH
SOLE
1215
0
0
SPDR SERIES TRUST
BLMBRG BRC CNVRT
78464A359
1156
20830
SH
DFND
1
0
20830
0
SPDR SERIES TRUST
BLMBRG BRC CNVRT
78464A359
45
810
SH
OTR
4
0
810
0
SPDR SERIES TRUST
NUVEEN BBG BRCLY
78464A284
6402
108515
SH
SOLE
108515
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
381
104612
SH
OTR
1
0
104612
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
84
23187
SH
SOLE
23187
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
16053
220270
SH
OTR
1
0
220270
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1561
21424
SH
SOLE
21424
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
219
210000
PRN
SOLE
210000
0
0
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
34204
28356000
PRN
OTR
1
0
28356000
0
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
10351
8581000
PRN
SOLE
8581000
0
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
6237
5058000
PRN
DFND
1
0
5058000
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
95
77000
PRN
OTR
4
0
77000
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
1482
184500
SH
OTR
1
0
184500
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
303
37700
SH
SOLE
37700
0
0
SPROUTS FMRS MKT INC
COM
85208M102
6494
335624
SH
OTR
1
0
335624
0
SPROUTS FMRS MKT INC
COM
85208M102
753
38921
SH
SOLE
38921
0
0
SPS COMMERCE INC
COM
78463M107
3287
59308
SH
OTR
1
0
59308
0
SPS COMMERCE INC
COM
78463M107
696
12564
SH
SOLE
12564
0
0
SPX CORP
COM
784635104
351
6900
SH
SOLE
6900
0
0
SPX CORP
COM
784635104
1537
30200
SH
OTR
1
0
30200
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
5
2000
PRN
DFND
1
0
2000
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
68
25000
PRN
SOLE
25000
0
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
10851
9689000
PRN
OTR
1
0
9689000
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
4223
3771000
PRN
SOLE
3771000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
18191
296272
SH
OTR
1
0
296272
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
1277
20800
SH
SOLE
20800
0
0
STAMPS COM INC
COM NEW
852857200
434
5200
SH
OTR
1
0
5200
0
STAMPS COM INC
COM NEW
852857200
109
1300
SH
SOLE
1300
0
0
STANLEY BLACK & DECKER INC
COM
854502101
674
4068
SH
SOLE
4068
0
0
STANLEY BLACK & DECKER INC
COM
854502101
3237
19528
SH
OTR
1
0
19528
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
79
722
SH
OTR
4
0
722
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
5163
47311
SH
DFND
1
0
47311
0
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
7452
68500
SH
SOLE
68500
0
0
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
32330
297200
SH
OTR
1
0
297200
0
STARBUCKS CORP
COM
855244109
41480
471796
SH
OTR
1
0
471796
0
STARBUCKS CORP
COM
855244109
2255
25651
SH
OTR
5
0
25651
0
STARBUCKS CORP
COM
855244109
5649
64246
SH
SOLE
64246
0
0
STARWOOD PPTY TR INC
COM
85571B105
574
23071
SH
OTR
1
0
23071
0
STARWOOD PPTY TR INC
NOTE 4.375% 4/0
85571BAH8
28
27000
PRN
DFND
1
0
27000
0
STATE STR CORP
COM
857477103
3939
49802
SH
SOLE
49802
0
0
STATE STR CORP
COM
857477103
22242
281185
SH
OTR
1
0
281185
0
STATE STR CORP
COM
857477103
1489
18826
SH
OTR
5
0
18826
0
STEEL DYNAMICS INC
COM
858119100
2289
67240
SH
SOLE
67240
0
0
STEEL DYNAMICS INC
COM
858119100
13373
392850
SH
OTR
1
0
392850
0
STEEL DYNAMICS INC
COM
858119100
1147
33698
SH
OTR
5
0
33698
0
STEELCASE INC
CL A
858155203
3411
166728
SH
OTR
1
0
166728
0
STEELCASE INC
CL A
858155203
726
35500
SH
SOLE
35500
0
0
STERLING BANCORP INC
COM
85917W102
640
79022
SH
OTR
1
0
79022
0
STERLING BANCORP INC
COM
85917W102
134
16500
SH
SOLE
16500
0
0
STERLING CONSTRUCTION CO INC
COM
859241101
1268
90026
SH
OTR
1
0
90026
0
STERLING CONSTRUCTION CO INC
COM
859241101
275
19500
SH
SOLE
19500
0
0
STEWART INFORMATION SVCS COR
COM
860372101
596
14618
SH
SOLE
14618
0
0
STEWART INFORMATION SVCS COR
COM
860372101
2801
68662
SH
OTR
1
0
68662
0
STIFEL FINL CORP
COM
860630102
388
6400
SH
SOLE
6400
0
0
STIFEL FINL CORP
COM
860630102
1983
32700
SH
OTR
1
0
32700
0
STRYKER CORP
COM
863667101
8676
41327
SH
OTR
1
0
41327
0
STRYKER CORP
COM
863667101
1789
8522
SH
SOLE
8522
0
0
SUMMIT HOTEL PPTYS INC
COM
866082100
1080
87500
SH
OTR
1
0
87500
0
SUMMIT HOTEL PPTYS INC
COM
866082100
231
18700
SH
SOLE
18700
0
0
SUMMIT MATLS INC
CL A
86614U100
366
15300
SH
OTR
1
0
15300
0
SUMMIT MATLS INC
CL A
86614U100
84
3500
SH
SOLE
3500
0
0
SUN CMNTYS INC
COM
866674104
3820
25449
SH
OTR
1
0
25449
0
SUN CMNTYS INC
COM
866674104
418
2785
SH
SOLE
2785
0
0
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
120
130000
PRN
SOLE
130000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
33
40000
PRN
DFND
1
0
40000
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
787
56523
SH
SOLE
56523
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
3707
266298
SH
OTR
1
0
266298
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
636
26800
SH
OTR
1
0
26800
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
145
6100
SH
SOLE
6100
0
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
9470
10405000
PRN
OTR
1
0
10405000
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
985
1082000
PRN
SOLE
1082000
0
0
SVB FINL GROUP
COM
78486Q101
1659
6608
SH
OTR
1
0
6608
0
SVB FINL GROUP
COM
78486Q101
359
1430
SH
SOLE
1430
0
0
SYNAPTICS INC
COM
87157D109
785
11936
SH
SOLE
11936
0
0
SYNAPTICS INC
COM
87157D109
3692
56129
SH
OTR
1
0
56129
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
128
115000
PRN
SOLE
115000
0
0
SYNCHRONY FINL
COM
87165B103
1351
37526
SH
OTR
5
0
37526
0
SYNCHRONY FINL
COM
87165B103
3638
101023
SH
SOLE
101023
0
0
SYNCHRONY FINL
COM
87165B103
28538
792496
SH
OTR
1
0
792496
0
SYNEOS HEALTH INC
CL A
87166B102
3673
61749
SH
OTR
1
0
61749
0
SYNEOS HEALTH INC
CL A
87166B102
766
12883
SH
SOLE
12883
0
0
SYNNEX CORP
COM
87162W100
10093
78358
SH
OTR
1
0
78358
0
SYNNEX CORP
COM
87162W100
262
2035
SH
OTR
5
0
2035
0
SYNNEX CORP
COM
87162W100
1348
10464
SH
SOLE
10464
0
0
SYNOPSYS INC
COM
871607107
123
882
SH
OTR
5
0
882
0
SYNOPSYS INC
COM
871607107
1677
12046
SH
SOLE
12046
0
0
SYNOPSYS INC
COM
871607107
20421
146700
SH
OTR
1
0
146700
0
SYNOVUS FINL CORP
COM NEW
87161C501
39
1000
SH
SOLE
1000
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
358
9120
SH
OTR
1
0
9120
0
SYSCO CORP
COM
871829107
23875
279109
SH
OTR
1
0
279109
0
SYSCO CORP
COM
871829107
1658
19386
SH
OTR
5
0
19386
0
SYSCO CORP
COM
871829107
2488
29083
SH
SOLE
29083
0
0
T MOBILE US INC
COM
872590104
4624
58966
SH
OTR
1
0
58966
0
T MOBILE US INC
COM
872590104
664
8464
SH
SOLE
8464
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
9869
169858
SH
SOLE
169858
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
6
109
SH
DFND
1
0
109
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
14088
242473
SH
OTR
1
0
242473
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
3271
26714
SH
SOLE
26714
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1315
10743
SH
OTR
5
0
10743
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
25955
211999
SH
OTR
1
0
211999
0
TALOS ENERGY INC
COM
87484T108
85712
2842839
SH
OTR
1
0
2842839
0
TALOS ENERGY INC
COM
87484T108
187
6187
SH
OTR
5
0
6187
0
TALOS ENERGY INC
COM
87484T108
20945
694688
SH
SOLE
694688
0
0
TAPESTRY INC
COM
876030107
955
35416
SH
OTR
1
0
35416
0
TAPESTRY INC
COM
876030107
210
7791
SH
SOLE
7791
0
0
TARGET CORP
COM
87612E106
4528
35320
SH
SOLE
35320
0
0
TARGET CORP
COM
87612E106
28279
220571
SH
OTR
1
0
220571
0
TARGET CORP
COM
87612E106
1856
14473
SH
OTR
5
0
14473
0
TAYLOR MORRISON HOME CORP
COM
87724P106
3364
153900
SH
OTR
1
0
153900
0
TAYLOR MORRISON HOME CORP
COM
87724P106
710
32500
SH
SOLE
32500
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
1548
31148
SH
OTR
1
0
31148
0
TD AMERITRADE HLDG CORP
COM
87236Y108
45
900
SH
SOLE
900
0
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
54307
31223000
PRN
OTR
1
0
31223000
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
13502
7763000
PRN
SOLE
7763000
0
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
8466
4225000
PRN
DFND
1
0
4225000
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
128
64000
PRN
OTR
4
0
64000
0
TELEFLEX INC
COM
879369106
22724
60366
SH
OTR
1
0
60366
0
TELEFLEX INC
COM
879369106
486
1290
SH
SOLE
1290
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
1877
73800
SH
OTR
1
0
73800
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
604
23745
SH
SOLE
23745
0
0
TEMPUR SEALY INTL INC
COM
88023U101
1995
22917
SH
OTR
1
0
22917
0
TEMPUR SEALY INTL INC
COM
88023U101
235
2704
SH
SOLE
2704
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
4385
115300
SH
OTR
1
0
115300
0
TENET HEALTHCARE CORP
COM NEW
88033G407
932
24500
SH
SOLE
24500
0
0
TERADATA CORP DEL
COM
88076W103
11510
429951
SH
OTR
1
0
429951
0
TERADATA CORP DEL
COM
88076W103
532
19875
SH
SOLE
19875
0
0
TERADYNE INC
COM
880770102
3262
47834
SH
OTR
1
0
47834
0
TERADYNE INC
COM
880770102
709
10396
SH
SOLE
10396
0
0
TERADYNE INC
NOTE 1.250%12/1
880770AG7
318
145000
PRN
SOLE
145000
0
0
TERADYNE INC
NOTE 1.250%12/1
880770AG7
18
8000
PRN
DFND
1
0
8000
0
TERRAFORM PWR INC
COM CL A
88104R209
810
52600
SH
OTR
1
0
52600
0
TERRAFORM PWR INC
COM CL A
88104R209
142
9200
SH
SOLE
9200
0
0
TERRITORIAL BANCORP INC
COM
88145X108
323
10445
SH
OTR
1
0
10445
0
TERRITORIAL BANCORP INC
COM
88145X108
63
2036
SH
SOLE
2036
0
0
TESLA INC
COM
88160R101
743
1777
SH
OTR
1
0
1777
0
TESLA INC
COM
88160R101
402
960
SH
SOLE
960
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
501
392000
PRN
SOLE
392000
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
60
40000
PRN
DFND
1
0
40000
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
697
460000
PRN
SOLE
460000
0
0
TETRA TECH INC NEW
COM
88162G103
326
3788
SH
SOLE
3788
0
0
TETRA TECH INC NEW
COM
88162G103
558
6480
SH
OTR
5
0
6480
0
TETRA TECH INC NEW
COM
88162G103
1960
22750
SH
OTR
1
0
22750
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
365
6426
SH
SOLE
6426
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
1953
34396
SH
OTR
1
0
34396
0
TEXAS INSTRS INC
COM
882508104
36839
287156
SH
OTR
1
0
287156
0
TEXAS INSTRS INC
COM
882508104
249
1940
SH
OTR
5
0
1940
0
TEXAS INSTRS INC
COM
882508104
4432
34548
SH
SOLE
34548
0
0
TEXAS ROADHOUSE INC
COM
882681109
3971
70515
SH
OTR
1
0
70515
0
TEXAS ROADHOUSE INC
COM
882681109
839
14900
SH
SOLE
14900
0
0
TEXTRON INC
COM
883203101
1752
39274
SH
OTR
1
0
39274
0
TEXTRON INC
COM
883203101
451
10113
SH
SOLE
10113
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
8300
174507
SH
OTR
1
0
174507
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
1452
30534
SH
SOLE
30534
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
98
302
SH
OTR
5
0
302
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
3576
11007
SH
SOLE
11007
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
19309
59437
SH
OTR
1
0
59437
0
THERMON GROUP HLDGS INC
COM
88362T103
236
8800
SH
OTR
1
0
8800
0
THERMON GROUP HLDGS INC
COM
88362T103
54
2000
SH
SOLE
2000
0
0
TIFFANY & CO NEW
COM
886547108
1851
13847
SH
OTR
1
0
13847
0
TIFFANY & CO NEW
COM
886547108
420
3146
SH
SOLE
3146
0
0
TILLYS INC
CL A
886885102
2424
197900
SH
OTR
1
0
197900
0
TILLYS INC
CL A
886885102
512
41800
SH
SOLE
41800
0
0
TIMKEN CO
COM
887389104
8199
145599
SH
OTR
1
0
145599
0
TIMKEN CO
COM
887389104
1012
17976
SH
SOLE
17976
0
0
TIPTREE INC
COM
88822Q103
382
46979
SH
OTR
1
0
46979
0
TIPTREE INC
COM
88822Q103
84
10379
SH
SOLE
10379
0
0
TITAN MACHY INC
COM
88830R101
624
42223
SH
OTR
1
0
42223
0
TITAN MACHY INC
COM
88830R101
131
8874
SH
SOLE
8874
0
0
TIVO CORP
COM
88870P106
3137
369900
SH
OTR
1
0
369900
0
TIVO CORP
COM
88870P106
663
78200
SH
SOLE
78200
0
0
TJX COS INC NEW
COM
872540109
9429
154427
SH
OTR
1
0
154427
0
TJX COS INC NEW
COM
872540109
1958
32069
SH
SOLE
32069
0
0
TOLL BROTHERS INC
COM
889478103
986
24951
SH
OTR
5
0
24951
0
TOLL BROTHERS INC
COM
889478103
1760
44536
SH
SOLE
44536
0
0
TOLL BROTHERS INC
COM
889478103
12208
308994
SH
OTR
1
0
308994
0
TOPBUILD CORP
COM
89055F103
722
7000
SH
SOLE
7000
0
0
TOPBUILD CORP
COM
89055F103
3299
32000
SH
OTR
1
0
32000
0
TPG RE FIN TR INC
COM
87266M107
373
18400
SH
OTR
1
0
18400
0
TPG RE FIN TR INC
COM
87266M107
65
3200
SH
SOLE
3200
0
0
TRACTOR SUPPLY CO
COM
892356106
8499
90959
SH
OTR
1
0
90959
0
TRACTOR SUPPLY CO
COM
892356106
893
9555
SH
SOLE
9555
0
0
TRANSDIGM GROUP INC
COM
893641100
3551
6341
SH
OTR
1
0
6341
0
TRANSDIGM GROUP INC
COM
893641100
768
1371
SH
SOLE
1371
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
15303
15284000
PRN
OTR
1
0
15284000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
27
27000
PRN
OTR
4
0
27000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
1944
1942000
PRN
SOLE
1942000
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
1825
1830000
PRN
DFND
1
0
1830000
0
TRANSUNION
COM
89400J107
5497
64206
SH
OTR
1
0
64206
0
TRANSUNION
COM
89400J107
731
8543
SH
SOLE
8543
0
0
TRAVELERS COMPANIES INC
COM
89417E109
12271
89602
SH
OTR
1
0
89602
0
TRAVELERS COMPANIES INC
COM
89417E109
1544
11271
SH
OTR
5
0
11271
0
TRAVELERS COMPANIES INC
COM
89417E109
1884
13754
SH
SOLE
13754
0
0
TRAVELZOO
COM NEW
89421Q205
1193
111540
SH
OTR
1
0
111540
0
TRAVELZOO
COM NEW
89421Q205
252
23592
SH
SOLE
23592
0
0
TREDEGAR CORP
COM
894650100
558
24975
SH
SOLE
24975
0
0
TREDEGAR CORP
COM
894650100
2655
118803
SH
OTR
1
0
118803
0
TREEHOUSE FOODS INC
COM
89469A104
2818
58098
SH
OTR
1
0
58098
0
TREEHOUSE FOODS INC
COM
89469A104
246
5072
SH
SOLE
5072
0
0
TRI POINTE GROUP INC
COM
87265H109
1493
95800
SH
OTR
1
0
95800
0
TRI POINTE GROUP INC
COM
87265H109
301
19300
SH
SOLE
19300
0
0
TRIPADVISOR INC
COM
896945201
3814
125551
SH
OTR
1
0
125551
0
TRIPADVISOR INC
COM
896945201
22
710
SH
OTR
5
0
710
0
TRIPADVISOR INC
COM
896945201
367
12064
SH
SOLE
12064
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
175
6706
SH
OTR
1
0
6706
0
TRISTATE CAP HLDGS INC
COM
89678F100
31
1200
SH
SOLE
1200
0
0
TRUEBLUE INC
COM
89785X101
359
14931
SH
SOLE
14931
0
0
TRUEBLUE INC
COM
89785X101
1783
74095
SH
OTR
1
0
74095
0
TRUIST FINL CORP
COM
89832Q109
1900
33742
SH
SOLE
33742
0
0
TRUIST FINL CORP
COM
89832Q109
11052
196229
SH
OTR
1
0
196229
0
TTM TECHNOLOGIES INC
COM
87305R109
3139
208542
SH
OTR
1
0
208542
0
TTM TECHNOLOGIES INC
COM
87305R109
670
44500
SH
SOLE
44500
0
0
TUTOR PERINI CORP
COM
901109108
1100
85500
SH
OTR
1
0
85500
0
TUTOR PERINI CORP
COM
901109108
248
19300
SH
SOLE
19300
0
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
8458
5532000
PRN
OTR
1
0
5532000
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
2913
1905000
PRN
SOLE
1905000
0
0
TWITTER INC
COM
90184L102
3165
98763
SH
OTR
1
0
98763
0
TWITTER INC
COM
90184L102
660
20592
SH
SOLE
20592
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
16
17000
PRN
DFND
1
0
17000
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
266
275000
PRN
SOLE
275000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
32
33000
PRN
DFND
1
0
33000
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
249
255000
PRN
SOLE
255000
0
0
TYSON FOODS INC
CL A
902494103
22475
246874
SH
OTR
1
0
246874
0
TYSON FOODS INC
CL A
902494103
1476
16212
SH
OTR
5
0
16212
0
TYSON FOODS INC
CL A
902494103
3846
42243
SH
SOLE
42243
0
0
U S CONCRETE INC
COM NEW
90333L201
246
5900
SH
OTR
1
0
5900
0
U S CONCRETE INC
COM NEW
90333L201
42
1000
SH
SOLE
1000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
1725
58019
SH
OTR
1
0
58019
0
UBER TECHNOLOGIES INC
COM
90353T100
12
400
SH
SOLE
400
0
0
UDR INC
COM
902653104
2497
53475
SH
OTR
1
0
53475
0
UDR INC
COM
902653104
473
10138
SH
SOLE
10138
0
0
ULTA BEAUTY INC
COM
90384S303
1903
7518
SH
OTR
1
0
7518
0
ULTA BEAUTY INC
COM
90384S303
399
1575
SH
SOLE
1575
0
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
1631
38180
SH
OTR
1
0
38180
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
350
8191
SH
SOLE
8191
0
0
UMPQUA HLDGS CORP
COM
904214103
884
49924
SH
OTR
1
0
49924
0
UNDER ARMOUR INC
CL A
904311107
519
24005
SH
OTR
1
0
24005
0
UNDER ARMOUR INC
CL A
904311107
100
4647
SH
SOLE
4647
0
0
UNDER ARMOUR INC
CL C
904311206
476
24800
SH
OTR
1
0
24800
0
UNDER ARMOUR INC
CL C
904311206
122
6379
SH
SOLE
6379
0
0
UNION PACIFIC CORP
COM
907818108
26587
147061
SH
OTR
1
0
147061
0
UNION PACIFIC CORP
COM
907818108
230
1271
SH
OTR
5
0
1271
0
UNION PACIFIC CORP
COM
907818108
4509
24941
SH
SOLE
24941
0
0
UNISYS CORP
COM NEW
909214306
567
47800
SH
OTR
1
0
47800
0
UNISYS CORP
COM NEW
909214306
123
10400
SH
SOLE
10400
0
0
UNITED AIRLINES HLDGS INC
COM
910047109
9964
113117
SH
OTR
1
0
113117
0
UNITED AIRLINES HLDGS INC
COM
910047109
563
6394
SH
OTR
5
0
6394
0
UNITED AIRLINES HLDGS INC
COM
910047109
1526
17320
SH
SOLE
17320
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
10529
89942
SH
OTR
1
0
89942
0
UNITED PARCEL SERVICE INC
CL B
911312106
2182
18639
SH
SOLE
18639
0
0
UNITED RENTALS INC
COM
911363109
369
2213
SH
SOLE
2213
0
0
UNITED RENTALS INC
COM
911363109
1652
9905
SH
OTR
1
0
9905
0
UNITED STATES CELLULAR CORP
COM
911684108
54
1500
SH
SOLE
1500
0
0
UNITED STATES CELLULAR CORP
COM
911684108
152
4200
SH
OTR
1
0
4200
0
UNITED TECHNOLOGIES CORP
COM
913017109
30973
206815
SH
OTR
1
0
206815
0
UNITED TECHNOLOGIES CORP
COM
913017109
1301
8689
SH
OTR
5
0
8689
0
UNITED TECHNOLOGIES CORP
COM
913017109
5142
34335
SH
SOLE
34335
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
9543
108342
SH
OTR
1
0
108342
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
556
6316
SH
OTR
5
0
6316
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
715
8118
SH
SOLE
8118
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
10524
35798
SH
SOLE
35798
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
81761
278118
SH
OTR
1
0
278118
0
UNITEDHEALTH GROUP INC
COM
91324P102
3204
10898
SH
OTR
5
0
10898
0
UNITI GROUP INC
COM
91325V108
2669
325100
SH
OTR
1
0
325100
0
UNITI GROUP INC
COM
91325V108
593
72200
SH
SOLE
72200
0
0
UNIVERSAL CORP VA
COM
913456109
3273
57360
SH
OTR
1
0
57360
0
UNIVERSAL CORP VA
COM
913456109
700
12267
SH
SOLE
12267
0
0
UNIVERSAL ELECTRS INC
COM
913483103
2200
42100
SH
OTR
1
0
42100
0
UNIVERSAL ELECTRS INC
COM
913483103
470
9000
SH
SOLE
9000
0
0
UNIVERSAL FST PRODS INC
COM
913543104
3654
76600
SH
OTR
1
0
76600
0
UNIVERSAL FST PRODS INC
COM
913543104
773
16200
SH
SOLE
16200
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1489
10379
SH
OTR
1
0
10379
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
273
1902
SH
SOLE
1902
0
0
UNUM GROUP
COM
91529Y106
12702
435583
SH
OTR
1
0
435583
0
UNUM GROUP
COM
91529Y106
1978
67837
SH
SOLE
67837
0
0
UNUM GROUP
COM
91529Y106
978
33536
SH
OTR
5
0
33536
0
US BANCORP DEL
COM NEW
902973304
12383
208855
SH
OTR
1
0
208855
0
US BANCORP DEL
COM NEW
902973304
2191
36956
SH
SOLE
36956
0
0
US FOODS HLDG CORP
COM
912008109
10270
245175
SH
OTR
1
0
245175
0
US FOODS HLDG CORP
COM
912008109
1673
39940
SH
SOLE
39940
0
0
V F CORP
COM
918204108
4149
41635
SH
OTR
1
0
41635
0
V F CORP
COM
918204108
865
8680
SH
SOLE
8680
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
3009
32127
SH
SOLE
32127
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
12413
132543
SH
OTR
1
0
132543
0
VALERO ENERGY CORP NEW
COM
91913Y100
1225
13082
SH
OTR
5
0
13082
0
VALVOLINE INC
COM
92047W101
851
39732
SH
OTR
1
0
39732
0
VALVOLINE INC
COM
92047W101
214
10000
SH
SOLE
10000
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
752
45822
SH
OTR
1
0
45822
0
VANDA PHARMACEUTICALS INC
COM
921659108
161
9800
SH
SOLE
9800
0
0
VANECK VECTORS ETF TR
HIGH YLD MUN ETF
92189H409
1498
23393
SH
OTR
1
0
23393
0
VANECK VECTORS ETF TR
HIGH YLD MUN ETF
92189H409
484
7561
SH
SOLE
7561
0
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
521419
1762743
SH
OTR
3
0
1762743
0
VAREX IMAGING CORP
COM
92214X106
1750
58700
SH
OTR
1
0
58700
0
VAREX IMAGING CORP
COM
92214X106
385
12900
SH
SOLE
12900
0
0
VARIAN MED SYS INC
COM
92220P105
3418
24067
SH
OTR
1
0
24067
0
VARIAN MED SYS INC
COM
92220P105
946
6660
SH
SOLE
6660
0
0
VECTOR GROUP LTD
COM
92240M108
3257
243268
SH
OTR
1
0
243268
0
VECTOR GROUP LTD
COM
92240M108
687
51275
SH
SOLE
51275
0
0
VECTRUS INC
COM
92242T101
2758
53803
SH
OTR
1
0
53803
0
VECTRUS INC
COM
92242T101
583
11379
SH
SOLE
11379
0
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
90
95000
PRN
SOLE
95000
0
0
VENTAS INC
COM
92276F100
10831
187582
SH
OTR
1
0
187582
0
VENTAS INC
COM
92276F100
615
10649
SH
OTR
5
0
10649
0
VENTAS INC
COM
92276F100
1520
26320
SH
SOLE
26320
0
0
VEREIT INC
COM
92339V100
3523
381305
SH
OTR
1
0
381305
0
VEREIT INC
COM
92339V100
387
41852
SH
SOLE
41852
0
0
VERINT SYS INC
COM
92343X100
907
16388
SH
SOLE
16388
0
0
VERINT SYS INC
COM
92343X100
4288
77456
SH
OTR
1
0
77456
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
10006
9256000
PRN
SOLE
9256000
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
77
72000
PRN
OTR
4
0
72000
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
4957
4607000
PRN
DFND
1
0
4607000
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
31547
29182000
PRN
OTR
1
0
29182000
0
VERISIGN INC
COM
92343E102
2567
13321
SH
OTR
1
0
13321
0
VERISIGN INC
COM
92343E102
549
2851
SH
SOLE
2851
0
0
VERISK ANALYTICS INC
COM
92345Y106
3117
20872
SH
OTR
1
0
20872
0
VERISK ANALYTICS INC
COM
92345Y106
619
4146
SH
SOLE
4146
0
0
VERITIV CORP
COM
923454102
1038
52795
SH
OTR
1
0
52795
0
VERITIV CORP
COM
923454102
224
11366
SH
SOLE
11366
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
51893
845166
SH
OTR
1
0
845166
0
VERIZON COMMUNICATIONS INC
COM
92343V104
11313
184254
SH
SOLE
184254
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
3725
60666
SH
OTR
5
0
60666
0
VERSO CORP
CL A
92531L207
1691
93800
SH
OTR
1
0
93800
0
VERSO CORP
CL A
92531L207
364
20200
SH
SOLE
20200
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
7863
35914
SH
OTR
1
0
35914
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1718
7846
SH
SOLE
7846
0
0
VIACOMCBS INC
CL A
92556H107
195
4346
SH
OTR
1
0
4346
0
VIACOMCBS INC
CL A
92556H107
25
558
SH
SOLE
558
0
0
VIACOMCBS INC
CL B
92556H206
2885
68733
SH
OTR
1
0
68733
0
VIACOMCBS INC
CL B
92556H206
622
14817
SH
SOLE
14817
0
0
VIAD CORP
COM NEW
92552R406
662
9800
SH
OTR
1
0
9800
0
VIAD CORP
COM NEW
92552R406
149
2200
SH
SOLE
2200
0
0
VIAVI SOLUTIONS INC
COM
925550105
507
33800
SH
SOLE
33800
0
0
VIAVI SOLUTIONS INC
COM
925550105
2445
162991
SH
OTR
1
0
162991
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
3824
2967000
PRN
DFND
1
0
2967000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
31340
24248000
PRN
OTR
1
0
24248000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
58
45000
PRN
OTR
4
0
45000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
5710
4418000
PRN
SOLE
4418000
0
0
VICI PPTYS INC
COM
925652109
262
10247
SH
OTR
1
0
10247
0
VIPSHOP HLDGS LTD
SPONSORED ADS A
92763W103
2
153
SH
DFND
1
0
153
0
VIPSHOP HLDGS LTD
SPONSORED ADS A
92763W103
1486
104900
SH
OTR
1
0
104900
0
VISA INC
COM CL A
92826C839
84060
447363
SH
OTR
1
0
447363
0
VISA INC
COM CL A
92826C839
11408
60715
SH
SOLE
60715
0
0
VISA INC
COM CL A
92826C839
3252
17307
SH
OTR
5
0
17307
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
3851
180902
SH
OTR
1
0
180902
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
815
38299
SH
SOLE
38299
0
0
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
136
135000
PRN
SOLE
135000
0
0
VISTRA ENERGY CORP
COM
92840M102
8070
351011
SH
OTR
1
0
351011
0
VISTRA ENERGY CORP
COM
92840M102
320
13918
SH
OTR
2
0
13918
0
VISTRA ENERGY CORP
COM
92840M102
1346
58558
SH
SOLE
58558
0
0
VOCERA COMMUNICATIONS INC
NOTE 1.500% 5/1
92857FAB3
30
30000
PRN
SOLE
30000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
354
5316
SH
SOLE
5316
0
0
VORNADO RLTY TR
SH BEN INT
929042109
1742
26195
SH
OTR
1
0
26195
0
VOYA FINL INC
COM
929089100
3382
55468
SH
OTR
1
0
55468
0
VOYA FINL INC
COM
929089100
536
8782
SH
SOLE
8782
0
0
VULCAN MATLS CO
COM
929160109
2430
16875
SH
OTR
1
0
16875
0
VULCAN MATLS CO
COM
929160109
503
3496
SH
SOLE
3496
0
0
W P CAREY INC
COM
92936U109
695
8683
SH
OTR
1
0
8683
0
W P CAREY INC
COM
92936U109
133
1656
SH
SOLE
1656
0
0
WABASH NATL CORP
COM
929566107
2699
183726
SH
OTR
1
0
183726
0
WABASH NATL CORP
COM
929566107
570
38800
SH
SOLE
38800
0
0
WABTEC CORP
COM
929740108
1808
23237
SH
OTR
1
0
23237
0
WABTEC CORP
COM
929740108
380
4881
SH
SOLE
4881
0
0
WADDELL & REED FINL INC
CL A
930059100
2896
173200
SH
OTR
1
0
173200
0
WADDELL & REED FINL INC
CL A
930059100
622
37200
SH
SOLE
37200
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
7147
121221
SH
OTR
1
0
121221
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1185
20094
SH
SOLE
20094
0
0
WALMART INC
COM
931142103
34976
294315
SH
OTR
1
0
294315
0
WALMART INC
COM
931142103
2725
22932
SH
OTR
5
0
22932
0
WALMART INC
COM
931142103
7599
63946
SH
SOLE
63946
0
0
WARRIOR MET COAL INC
COM
93627C101
268
12700
SH
OTR
1
0
12700
0
WARRIOR MET COAL INC
COM
93627C101
57
2700
SH
SOLE
2700
0
0
WASTE MGMT INC DEL
COM
94106L109
1558
13672
SH
SOLE
13672
0
0
WASTE MGMT INC DEL
COM
94106L109
9282
81451
SH
OTR
1
0
81451
0
WASTE MGMT INC DEL
COM
94106L109
664
5823
SH
OTR
5
0
5823
0
WATERS CORP
COM
941848103
1932
8270
SH
OTR
1
0
8270
0
WATERS CORP
COM
941848103
403
1726
SH
SOLE
1726
0
0
WEC ENERGY GROUP INC
COM
92939U106
5892
63888
SH
OTR
1
0
63888
0
WEC ENERGY GROUP INC
COM
92939U106
838
9084
SH
SOLE
9084
0
0
WEIBO CORP
NOTE 1.250%11/1
948596AC5
50
53000
PRN
DFND
1
0
53000
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
317
10148
SH
OTR
1
0
10148
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
15
479
SH
SOLE
479
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
9029
27343
SH
OTR
1
0
27343
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1263
3824
SH
SOLE
3824
0
0
WELLS FARGO CO NEW
COM
949746101
984
18292
SH
OTR
5
0
18292
0
WELLS FARGO CO NEW
COM
949746101
7431
138123
SH
SOLE
138123
0
0
WELLS FARGO CO NEW
COM
949746101
32305
600466
SH
OTR
1
0
600466
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
4550
3138
SH
DFND
1
0
3138
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
28727
19816
SH
OTR
1
0
19816
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
71
49
SH
OTR
4
0
49
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
18291
12617
SH
SOLE
12617
0
0
WELLTOWER INC
COM
95040Q104
14164
173192
SH
OTR
1
0
173192
0
WELLTOWER INC
COM
95040Q104
557
6817
SH
OTR
5
0
6817
0
WELLTOWER INC
COM
95040Q104
2002
24475
SH
SOLE
24475
0
0
WESBANCO INC
COM
950810101
1838
48637
SH
OTR
1
0
48637
0
WESBANCO INC
COM
950810101
375
9925
SH
SOLE
9925
0
0
WEST BANCORPORATION INC
CAP STK
95123P106
241
9400
SH
OTR
1
0
9400
0
WEST BANCORPORATION INC
CAP STK
95123P106
54
2100
SH
SOLE
2100
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
548
3644
SH
SOLE
3644
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
5404
35948
SH
OTR
1
0
35948
0
WESTERN DIGITAL CORP
COM
958102105
2390
37657
SH
OTR
1
0
37657
0
WESTERN DIGITAL CORP
COM
958102105
505
7952
SH
SOLE
7952
0
0
WESTERN DIGITAL CORP
NOTE 1.500% 2/0
958102AP0
26
27000
PRN
DFND
1
0
27000
0
WESTERN DIGITAL CORP
NOTE 1.500% 2/0
958102AP0
11074
11250000
PRN
OTR
1
0
11250000
0
WESTERN DIGITAL CORP
NOTE 1.500% 2/0
958102AP0
11045
11220000
PRN
SOLE
11220000
0
0
WESTERN MIDSTREAM PARTNERS L
COM UNIT LP INT
958669103
359
18256
SH
SOLE
18256
0
0
WESTERN UN CO
COM
959802109
329
12291
SH
SOLE
12291
0
0
WESTERN UN CO
COM
959802109
1456
54367
SH
OTR
1
0
54367
0
WESTROCK CO
COM
96145D105
1148
26760
SH
SOLE
26760
0
0
WESTROCK CO
COM
96145D105
547
12737
SH
OTR
5
0
12737
0
WESTROCK CO
COM
96145D105
5841
136120
SH
OTR
1
0
136120
0
WEYERHAEUSER CO
COM
962166104
5575
184587
SH
OTR
1
0
184587
0
WEYERHAEUSER CO
COM
962166104
848
28063
SH
SOLE
28063
0
0
WHIRLPOOL CORP
COM
963320106
1195
8101
SH
OTR
1
0
8101
0
WHIRLPOOL CORP
COM
963320106
264
1788
SH
SOLE
1788
0
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
142
145000
PRN
SOLE
145000
0
0
WILEY JOHN & SONS INC
CL A
968223206
420
8654
SH
OTR
1
0
8654
0
WILEY JOHN & SONS INC
CL A
968223206
97
2000
SH
SOLE
2000
0
0
WILLIAMS COS INC DEL
COM
969457100
3759
158486
SH
OTR
1
0
158486
0
WILLIAMS COS INC DEL
COM
969457100
763
32146
SH
SOLE
32146
0
0
WINGSTOP INC
COM
974155103
138
1600
SH
SOLE
1600
0
0
WINGSTOP INC
COM
974155103
586
6800
SH
OTR
1
0
6800
0
WINNEBAGO INDS INC
COM
974637100
2585
48800
SH
OTR
1
0
48800
0
WINNEBAGO INDS INC
COM
974637100
540
10200
SH
SOLE
10200
0
0
WIX COM LTD
NOTE 7/0
92940WAB5
31894
27916000
PRN
OTR
1
0
27916000
0
WIX COM LTD
NOTE 7/0
92940WAB5
5607
4908000
PRN
SOLE
4908000
0
0
WOODWARD INC
COM
980745103
662
5593
SH
OTR
1
0
5593
0
WOODWARD INC
COM
980745103
94
794
SH
SOLE
794
0
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
6344
4966000
PRN
DFND
1
0
4966000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
11173
8712000
PRN
SOLE
8712000
0
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
98
77000
PRN
OTR
4
0
77000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
34833
27162000
PRN
OTR
1
0
27162000
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
121
60000
PRN
SOLE
60000
0
0
WORLD FUEL SVCS CORP
COM
981475106
3712
85500
SH
OTR
1
0
85500
0
WORLD FUEL SVCS CORP
COM
981475106
786
18100
SH
SOLE
18100
0
0
WORTHINGTON INDS INC
COM
981811102
165
3900
SH
OTR
1
0
3900
0
WORTHINGTON INDS INC
COM
981811102
38
900
SH
SOLE
900
0
0
WSFS FINL CORP
COM
929328102
167
3800
SH
OTR
1
0
3800
0
WSFS FINL CORP
COM
929328102
35
800
SH
SOLE
800
0
0
WYNN RESORTS LTD
COM
983134107
1153
8300
SH
SOLE
8300
0
0
WYNN RESORTS LTD
COM
983134107
2994
21560
SH
OTR
1
0
21560
0
XCEL ENERGY INC
COM
98389B100
4619
72755
SH
OTR
1
0
72755
0
XCEL ENERGY INC
COM
98389B100
880
13859
SH
SOLE
13859
0
0
XENCOR INC
COM
98401F105
1072
31174
SH
OTR
1
0
31174
0
XENCOR INC
COM
98401F105
227
6606
SH
SOLE
6606
0
0
XENIA HOTELS & RESORTS INC
COM
984017103
936
43300
SH
OTR
1
0
43300
0
XENIA HOTELS & RESORTS INC
COM
984017103
218
10100
SH
SOLE
10100
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
3435
93169
SH
OTR
1
0
93169
0
XEROX HOLDINGS CORP
COM NEW
98421M106
1005
27266
SH
SOLE
27266
0
0
XILINX INC
COM
983919101
3157
32290
SH
OTR
1
0
32290
0
XILINX INC
COM
983919101
649
6639
SH
SOLE
6639
0
0
XPO LOGISTICS INC
COM
983793100
10114
126902
SH
OTR
1
0
126902
0
XYLEM INC
COM
98419M100
380
4829
SH
SOLE
4829
0
0
XYLEM INC
COM
98419M100
1810
22971
SH
OTR
1
0
22971
0
YUM BRANDS INC
COM
988498101
5550
55096
SH
OTR
1
0
55096
0
YUM BRANDS INC
COM
988498101
811
8048
SH
SOLE
8048
0
0
YUM CHINA HLDGS INC
COM
98850P109
9129
190154
SH
OTR
1
0
190154
0
YUM CHINA HLDGS INC
COM
98850P109
1184
24663
SH
SOLE
24663
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
1763
6903
SH
OTR
1
0
6903
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
297
1164
SH
SOLE
1164
0
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
4816
3521000
PRN
OTR
1
0
3521000
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
1600
1170000
PRN
SOLE
1170000
0
0
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
183
163000
PRN
SOLE
163000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
4211
28136
SH
OTR
1
0
28136
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
836
5582
SH
SOLE
5582
0
0
ZIONS BANCORPORATION N A
COM
989701107
1136
21879
SH
OTR
1
0
21879
0
ZIONS BANCORPORATION N A
COM
989701107
268
5158
SH
SOLE
5158
0
0
ZIX CORP
COM
98974P100
178
26300
SH
OTR
1
0
26300
0
ZIX CORP
COM
98974P100
40
5900
SH
SOLE
5900
0
0
ZOETIS INC
CL A
98978V103
8072
60992
SH
OTR
1
0
60992
0
ZOETIS INC
CL A
98978V103
1685
12728
SH
SOLE
12728
0
0
ZUMIEZ INC
COM
989817101
2998
86800
SH
OTR
1
0
86800
0
ZUMIEZ INC
COM
989817101
636
18400
SH
SOLE
18400
0
0
ZYNGA INC
CL A
98986T108
233
38130
SH
SOLE
38130
0
0
ZYNGA INC
CL A
98986T108
1780
290834
SH
OTR
1
0
290834
0