The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
2U INC COM 90214J101 664 7,900 SH   OTR 1 3,200 4,700 0
3M CO COM 88579Y101 41,487 188,991 SH   OTR 1 42,047 146,944 0
ABBOTT LABS COM 002824100 43,369 723,786 SH   OTR 1 217,933 505,853 0
ABBVIE INC COM 00287Y109 69,341 732,607 SH   OTR 1 211,668 520,939 0
ABERCROMBIE & FITCH CO CL A 002896207 4,336 179,100 SH   OTR 1 67,800 111,300 0
ACCELERON PHARMA INC COM 00434H108 629 16,083 SH   OTR 1 6,481 9,602 0
ACCURAY INC COM 004397105 827 165,400 SH   OTR 1 62,900 102,500 0
ACI WORLDWIDE INC COM 004498101 757 31,900 SH   OTR 1 13,100 18,800 0
ACORDA THERAPEUTICS INC COM 00484M106 486 20,570 SH   OTR 1 8,471 12,099 0
ACTIVISION BLIZZARD INC COM 00507V109 8,624 127,837 SH   OTR 1 22,013 105,824 0
ACUITY BRANDS INC COM 00508Y102 8,443 60,660 SH   OTR 1 11,008 49,652 0
ADOBE SYS INC COM 00724F101 35,294 163,339 SH   OTR 1 28,318 135,021 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,475 12,442 SH   OTR 1 2,144 10,298 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 363 14,000 SH   OTR 1 5,700 8,300 0
ADVANCED ENERGY INDS COM 007973100 4,690 73,400 SH   OTR 1 27,100 46,300 0
ADVANCED MICRO DEVICES INC COM 007903107 1,387 138,036 SH   OTR 1 23,769 114,267 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 1,818 1,240,000 PRN   SOLE   1,240,000 0 0
ADVANSIX INC COM 00773T101 2,995 86,100 SH   OTR 1 37,900 48,200 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 16,219 12,747,000 PRN   OTR 1 3,191,000 9,556,000 0
AES CORP COM 00130H105 10,014 880,755 SH   OTR 1 304,287 576,468 0
AETNA INC NEW COM 00817Y108 10,782 63,801 SH   OTR 1 9,452 54,349 0
AFFILIATED MANAGERS GROUP COM 008252108 5,864 30,930 SH   OTR 1 3,033 27,897 0
AFLAC INC COM 001055102 26,767 611,668 SH   OTR 1 199,039 412,629 0
AGCO CORP COM 001084102 13,099 201,987 SH   OTR 1 47,100 154,887 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,724 70,620 SH   OTR 1 10,980 59,640 0
AIR LEASE CORP CL A 00912X302 494 11,581 SH   OTR 1 0 11,581 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 53,185 35,664,000 PRN   OTR 1 7,456,000 28,208,000 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 8,935 6,012,000 PRN   SOLE   5,000,000 0 1,012,000
AIR PRODS & CHEMS INC COM 009158106 7,353 46,234 SH   OTR 1 6,319 39,915 0
AKAMAI TECHNOLOGIES INC COM 00971T101 32,475 457,525 SH   OTR 1 146,563 310,962 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 848 825,000 PRN   SOLE   825,000 0 0
ALASKA AIR GROUP INC COM 011659109 1,283 20,713 SH   OTR 1 3,567 17,146 0
ALBEMARLE CORP COM 012653101 1,725 18,600 SH   OTR 1 3,204 15,396 0
ALCOA CORP COM 013872106 12,513 278,312 SH   OTR 1 17,754 260,558 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 460 36,220 SH   OTR 1 13,713 22,507 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,127 17,031 SH   OTR 1 2,932 14,099 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 13 103 SH   SOLE   0 0 103
ALEXION PHARMACEUTICALS INC COM 015351109 5,713 51,257 SH   OTR 1 6,475 44,782 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22,155 120,710 SH   OTR 1 16,710 104,000 0
ALIGN TECHNOLOGY INC COM 016255101 3,051 12,148 SH   OTR 1 2,093 10,055 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 777 425,000 PRN   SOLE   425,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 18,494 86,884 SH   OTR 1 17,332 69,552 0
ALLIANT ENERGY CORP COM 018802108 2,549 62,388 SH   OTR 1 10,203 52,185 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 1,690 42,506 SH   OTR 1 21,106 21,400 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 11,460 293,401 SH   OTR 1 16,007 277,394 0
ALLSTATE CORP COM 020002101 24,808 261,693 SH   OTR 1 89,695 171,998 0
ALPHABET INC CAP STK CL A 02079K305 132,165 127,432 SH   OTR 1 29,882 97,550 0
ALPHABET INC CAP STK CL C 02079K107 117,905 114,272 SH   OTR 1 29,386 84,886 0
ALTRIA GROUP INC COM 02209S103 25,526 409,603 SH   OTR 1 62,325 347,278 0
ALZA CORP SDCV 7/2 02261WAB5 15,811 8,929,000 PRN   SOLE   8,929,000 0 0
AMAZON COM INC COM 023135106 248,912 171,979 SH   OTR 1 39,821 132,158 0
AMERCO COM 023586100 2,194 6,359 SH   OTR 1 359 6,000 0
AMEREN CORP COM 023608102 13,922 245,841 SH   OTR 1 17,951 227,890 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,688 70,979 SH   OTR 1 12,239 58,740 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11,476 575,817 SH   OTR 1 28,796 547,021 0
AMERICAN ELEC PWR INC COM 025537101 14,416 210,171 SH   OTR 1 80,961 129,210 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,669 90,900 SH   OTR 1 35,400 55,500 0
AMERICAN EXPRESS CO COM 025816109 13,065 140,064 SH   OTR 1 20,880 119,184 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,323 65,256 SH   OTR 1 5,989 59,267 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,742 179,013 SH   OTR 1 26,057 152,956 0
AMERICAN NATL INS CO COM 028591105 631 5,393 SH   OTR 1 0 5,393 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,733 40,305 SH   OTR 1 16,305 24,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 3,394 3,390,000 PRN   OTR 1 800,000 2,590,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 26,363 26,085,000 PRN   OTR 1 10,085,000 16,000,000 0
AMERICAN STS WTR CO COM 029899101 1,974 37,200 SH   OTR 1 15,200 22,000 0
AMERICAN TOWER CORP NEW COM 03027X100 25,008 172,067 SH   OTR 1 80,078 91,989 0
AMERICAN TOWER CORP NEW COM 03027X100 7 48 SH   SOLE   0 0 48
AMERICAN WTR WKS CO INC NEW COM 030420103 2,466 30,024 SH   OTR 1 5,170 24,854 0
AMERIPRISE FINL INC COM 03076C106 34,945 236,213 SH   OTR 1 55,234 180,979 0
AMERISOURCEBERGEN CORP COM 03073E105 26,841 311,342 SH   OTR 1 84,428 226,914 0
AMETEK INC NEW COM 031100100 2,956 38,904 SH   OTR 1 6,700 32,204 0
AMGEN INC COM 031162100 38,479 225,707 SH   OTR 1 45,096 180,611 0
AMICUS THERAPEUTICS INC COM 03152W109 993 66,032 SH   OTR 1 27,492 38,540 0
AMKOR TECHNOLOGY INC COM 031652100 1,077 106,367 SH   OTR 1 54,467 51,900 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 4,294 229,000 SH   OTR 1 76,400 152,600 0
AMPHENOL CORP NEW CL A 032095101 4,427 51,396 SH   OTR 1 8,852 42,544 0
ANADARKO PETE CORP COM 032511107 7,348 121,636 SH   OTR 1 15,875 105,761 0
ANALOG DEVICES INC COM 032654105 5,655 62,050 SH   OTR 1 10,686 51,364 0
ANALOGIC CORP COM PAR $0.05 032657207 494 5,150 SH   OTR 1 2,150 3,000 0
ANAPTYSBIO INC COM 032724106 739 7,100 SH   OTR 1 2,900 4,200 0
ANDEAVOR COM 03349M105 14,711 146,295 SH   OTR 1 35,993 110,302 0
ANGIODYNAMICS INC COM 03475V101 1,144 66,314 SH   OTR 1 34,214 32,100 0
ANI PHARMACEUTICALS INC COM 00182C103 1,619 27,800 SH   OTR 1 6,400 21,400 0
ANIXTER INTL INC COM 035290105 4,000 52,800 SH   OTR 1 21,900 30,900 0
ANSYS INC COM 03662Q105 2,238 14,282 SH   OTR 1 2,459 11,823 0
ANTHEM INC COM 036752103 30,330 138,050 SH   OTR 1 42,334 95,716 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 54,555 18,082,000 PRN   OTR 1 5,910,000 12,172,000 0
APACHE CORP COM 037411105 2,467 64,121 SH   OTR 1 11,043 53,078 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,077 26,430 SH   OTR 1 4,551 21,879 0
APARTMENT INVT & MGMT CO CL A 03748R101 9 230 SH   SOLE   0 0 230
APOLLO COML REAL EST FIN INC COM 03762U105 1,487 82,686 SH   OTR 1 33,486 49,200 0
APPFOLIO INC COM CL A 03783C100 1,789 43,800 SH   OTR 1 17,900 25,900 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 8,614 490,286 SH   OTR 1 27,194 463,092 0
APPLE INC COM 037833100 332,905 1,984,177 SH   OTR 1 449,680 1,534,497 0
APPLIED MATLS INC COM 038222105 36,824 662,183 SH   OTR 1 111,991 550,192 0
ARAMARK COM 03852U106 550 13,902 SH   OTR 1 12,202 1,700 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 213 96,900 SH   OTR 1 58,800 38,100 0
ARCBEST CORP COM 03937C105 4,263 133,000 SH   OTR 1 48,500 84,500 0
ARCHER DANIELS MIDLAND CO COM 039483102 22,128 510,217 SH   OTR 1 255,159 255,058 0
ARCHROCK INC COM 03957W106 197 22,500 SH   SOLE   22,500 0 0
ARCONIC INC COM 03965L100 6,070 263,444 SH   OTR 1 121,426 142,018 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 669 16,942 SH   OTR 1 6,959 9,983 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 1,291 1,260,000 PRN   SOLE   1,260,000 0 0
ARISTA NETWORKS INC COM 040413106 3,252 12,736 SH   OTR 1 756 11,980 0
ARMSTRONG FLOORING INC COM 04238R106 457 33,700 SH   OTR 1 20,500 13,200 0
ARRAY BIOPHARMA INC COM 04269X105 1,134 69,500 SH   OTR 1 28,565 40,935 0
ASCENA RETAIL GROUP INC COM 04351G101 830 412,900 SH   OTR 1 92,200 320,700 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 163 16,800 SH   OTR 1 6,700 10,100 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,475 228,402 SH   OTR 1 93,502 134,900 0
ASHLAND GLOBAL HLDGS INC COM 044186104 601 8,613 SH   OTR 1 0 8,613 0
ASPEN TECHNOLOGY INC COM 045327103 2,138 27,100 SH   OTR 1 11,000 16,100 0
ASSURANT INC COM 04621X108 3,600 39,386 SH   OTR 1 1,690 37,696 0
AT&T INC COM 00206R102 75,866 2,128,077 SH   OTR 1 676,241 1,451,836 0
ATKORE INTL GROUP INC COM 047649108 4,269 215,082 SH   OTR 1 82,482 132,600 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,555 4,878,000 PRN   SOLE   4,068,000 0 810,000
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 36,970 32,321,000 PRN   OTR 1 7,346,000 24,975,000 0
AUTODESK INC COM 052769106 4,633 36,895 SH   OTR 1 6,354 30,541 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,160 13,500 SH   OTR 1 400 13,100 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,471 74,650 SH   OTR 1 12,855 61,795 0
AUTOZONE INC COM 053332102 3,893 6,001 SH   OTR 1 1,042 4,959 0
AVALONBAY CMNTYS INC COM 053484101 4,342 26,403 SH   OTR 1 4,166 22,237 0
AVALONBAY CMNTYS INC COM 053484101 16 97 SH   SOLE   0 0 97
AVANGRID INC COM 05351W103 879 17,193 SH   OTR 1 0 17,193 0
AVERY DENNISON CORP COM 053611109 1,581 14,877 SH   OTR 1 2,561 12,316 0
AVEXIS INC COM 05366U100 1,162 9,400 SH   OTR 1 3,800 5,600 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 258 10,500 SH   OTR 1 4,300 6,200 0
BAIDU INC SPON ADR REP A 056752108 2,477 11,100 SH   OTR 1 400 10,700 0
BAKER HUGHES A GE CO CL A 05722G100 3,428 123,428 SH   OTR 1 12,411 111,017 0
BALL CORP COM 058498106 2,340 58,922 SH   OTR 1 10,146 48,776 0
BANCORP INC DEL COM 05969A105 4,358 403,504 SH   OTR 1 142,004 261,500 0
BANK AMER CORP 7.25%CNV PFD L 060505682 41,270 32,066 SH   OTR 1 10,958 21,108 0
BANK AMER CORP 7.25%CNV PFD L 060505682 8,387 6,504 SH   SOLE   5,424 0 1,080
BANK AMER CORP COM 060505104 119,831 3,995,712 SH   OTR 1 960,352 3,035,360 0
BANK COMM HLDGS COM 06424J103 142 12,200 SH   OTR 1 5,100 7,100 0
BANK NEW YORK MELLON CORP COM 064058100 12,207 236,898 SH   OTR 1 39,866 197,032 0
BANKWELL FINL GROUP INC COM 06654A103 289 8,952 SH   OTR 1 3,652 5,300 0
BARNES & NOBLE ED INC COM 06777U101 201 29,200 SH   SOLE   29,200 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 3,699 44,631 SH   OTR 1 16,931 27,700 0
BASSETT FURNITURE INDS INC COM 070203104 813 26,798 SH   OTR 1 13,998 12,800 0
BAXTER INTL INC COM 071813109 23,258 357,595 SH   OTR 1 153,831 203,764 0
BB&T CORP COM 054937107 8,796 169,022 SH   OTR 1 22,597 146,425 0
BCB BANCORP INC COM 055298103 211 13,500 SH   OTR 1 5,100 8,400 0
BEAZER HOMES USA INC COM NEW 07556Q881 952 59,700 SH   OTR 1 29,600 30,100 0
BECTON DICKINSON & CO COM 075887109 18,814 86,819 SH   OTR 1 26,106 60,713 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 22,788 390,981 SH   OTR 1 118,728 272,253 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 5,595 95,752 SH   SOLE   79,626 0 16,126
BEMIS INC COM 081437105 391 8,974 SH   OTR 1 0 8,974 0
BENCHMARK ELECTRS INC COM 08160H101 394 13,200 SH   OTR 1 5,400 7,800 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 110,774 555,315 SH   OTR 1 168,539 386,776 0
BERKSHIRE HILLS BANCORP INC COM 084680107 3,219 84,824 SH   OTR 1 34,324 50,500 0
BERRY GLOBAL GROUP INC COM 08579W103 6,537 119,275 SH   OTR 1 11,628 107,647 0
BEST BUY INC COM 086516101 38,919 556,064 SH   OTR 1 129,023 427,041 0
BGC PARTNERS INC CL A 05541T101 14,111 1,049,135 SH   OTR 1 45,821 1,003,314 0
BIO RAD LABS INC CL A 090572207 3,337 13,342 SH   OTR 1 942 12,400 0
BIOGEN INC COM 09062X103 18,264 66,702 SH   OTR 1 18,156 48,546 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 35,234 34,378,000 PRN   OTR 1 5,575,000 28,803,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 4,720 4,628,000 PRN   SOLE   3,843,000 0 785,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1,657 1,498,000 PRN   SOLE   1,498,000 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 260 12,300 SH   OTR 1 1,700 10,600 0
BJS RESTAURANTS INC COM 09180C106 2,750 61,251 SH   OTR 1 24,851 36,400 0
BLACKBAUD INC COM 09227Q100 743 7,300 SH   OTR 1 2,900 4,400 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 29,769 26,895,000 PRN   OTR 1 5,253,000 21,642,000 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 5,417 4,911,000 PRN   SOLE   4,094,000 0 817,000
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2,664 187,485 SH   SOLE   187,485 0 0
BLACKROCK INC COM 09247X101 13,071 24,128 SH   OTR 1 3,582 20,546 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 926 81,807 SH   SOLE   81,807 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3,574 167,704 SH   SOLE   167,704 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 10,488 800,000 SH   SOLE   800,000 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 1,778 132,807 SH   SOLE   132,807 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 121 10,000 SH   SOLE   10,000 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6,006 451,928 SH   SOLE   451,928 0 0
BLOCK H & R INC COM 093671105 5,349 210,512 SH   OTR 1 33,671 176,841 0
BLOOMIN BRANDS INC COM 094235108 4,283 176,381 SH   OTR 1 76,804 99,577 0
BLUCORA INC COM 095229100 848 34,479 SH   OTR 1 13,879 20,600 0
BLUE BIRD CORP COM 095306106 315 13,300 SH   OTR 1 5,300 8,000 0
BLUEBIRD BIO INC COM 09609G100 2,502 14,655 SH   OTR 1 5,938 8,717 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,311 14,300 SH   OTR 1 6,000 8,300 0
BOEING CO COM 097023105 100,442 306,338 SH   OTR 1 79,297 227,041 0
BOOKING HLDGS INC COM 09857L108 23,190 11,147 SH   OTR 1 2,623 8,524 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 6,435 166,199 SH   OTR 1 7,999 158,200 0
BORGWARNER INC COM 099724106 1,676 33,359 SH   OTR 1 5,744 27,615 0
BOSTON PROPERTIES INC COM 101121101 3,201 25,976 SH   OTR 1 4,474 21,502 0
BOSTON PROPERTIES INC COM 101121101 5 40 SH   SOLE   0 0 40
BOSTON SCIENTIFIC CORP COM 101137107 6,315 231,137 SH   OTR 1 39,802 191,335 0
BOTTOMLINE TECH DEL INC COM 101388106 996 25,700 SH   OTR 1 10,400 15,300 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 928 58,410 SH   OTR 1 0 58,410 0
BRIDGE BANCORP INC COM 108035106 532 15,843 SH   OTR 1 6,353 9,490 0
BRIGGS & STRATTON CORP COM 109043109 1,280 59,800 SH   OTR 1 24,500 35,300 0
BRIGHTHOUSE FINL INC COM 10922N103 2,350 45,715 SH   OTR 1 2,776 42,939 0
BRISTOL MYERS SQUIBB CO COM 110122108 19,726 311,867 SH   OTR 1 53,172 258,695 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 459 415,000 PRN   SOLE   415,000 0 0
BROOKS AUTOMATION INC COM 114340102 200 7,400 SH   SOLE   7,400 0 0
BROWN FORMAN CORP CL B 115637209 2,394 44,000 SH   OTR 1 7,577 36,423 0
BRUKER CORP COM 116794108 1,332 44,509 SH   OTR 1 2,509 42,000 0
BRUNSWICK CORP COM 117043109 9,464 159,347 SH   OTR 1 9,159 150,188 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,835 193,300 SH   OTR 1 68,600 124,700 0
BURLINGTON STORES INC COM 122017106 656 4,926 SH   OTR 1 860 4,066 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,199 23,467 SH   OTR 1 4,042 19,425 0
CA INC COM 12673P105 18,261 538,668 SH   OTR 1 120,012 418,656 0
CABOT OIL & GAS CORP COM 127097103 1,867 77,846 SH   OTR 1 13,404 64,442 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,748 47,526 SH   OTR 1 8,184 39,342 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 15,897 9,094,000 PRN   OTR 1 2,737,000 6,357,000 0
CALAMP CORP COM 128126109 1,387 60,600 SH   OTR 1 24,600 36,000 0
CALIFORNIA WTR SVC GROUP COM 130788102 779 20,900 SH   OTR 1 8,400 12,500 0
CAMPBELL SOUP CO COM 134429109 1,402 32,372 SH   OTR 1 5,573 26,799 0
CANNAE HLDGS INC COM 13765N107 1,905 101,000 SH   OTR 1 40,900 60,100 0
CAPITAL ONE FINL CORP COM 14040H105 9,353 97,610 SH   OTR 1 14,050 83,560 0
CARBONITE INC COM 141337105 1,428 49,600 SH   OTR 1 17,700 31,900 0
CARDINAL HEALTH INC COM 14149Y108 3,352 53,485 SH   OTR 1 9,119 44,366 0
CARE COM INC COM 141633107 3,507 215,524 SH   OTR 1 76,824 138,700 0
CARLISLE COS INC COM 142339100 8,673 83,065 SH   OTR 1 3,009 80,056 0
CARMAX INC COM 143130102 1,901 30,691 SH   OTR 1 5,286 25,405 0
CARNIVAL CORP UNIT 99/99/9999 143658300 22,609 344,759 SH   OTR 1 156,862 187,897 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 30,647 23,294,000 PRN   OTR 1 5,124,000 18,170,000 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,613 233,316 SH   OTR 1 97,216 136,100 0
CARTER INC COM 146229109 22,042 211,740 SH   OTR 1 51,858 159,882 0
CATALENT INC COM 148806102 5,734 139,644 SH   OTR 1 48,619 91,025 0
CATERPILLAR INC DEL COM 149123101 29,909 202,938 SH   OTR 1 37,361 165,577 0
CATO CORP NEW CL A 149205106 445 30,200 SH   OTR 1 12,300 17,900 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,007 26,350 SH   OTR 1 5,276 21,074 0
CBRE GROUP INC CL A 12504L109 2,401 50,855 SH   OTR 1 8,758 42,097 0
CBS CORP NEW CL B 124857202 3,007 58,506 SH   OTR 1 10,069 48,437 0
CDW CORP COM 12514G108 17,336 246,562 SH   OTR 1 34,497 212,065 0
CELGENE CORP COM 151020104 24,137 270,562 SH   OTR 1 65,039 205,523 0
CENTENE CORP DEL COM 15135B101 46,698 436,957 SH   OTR 1 102,338 334,619 0
CENTERPOINT ENERGY INC COM 15189T107 13,728 501,012 SH   OTR 1 48,946 452,066 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 627 32,063 SH   OTR 1 14,063 18,000 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 714 8,993 SH   OTR 1 3,693 5,300 0
CENTURY CASINOS INC COM 156492100 457 61,272 SH   OTR 1 36,135 25,137 0
CENTURYLINK INC COM 156700106 2,690 163,741 SH   OTR 1 28,196 135,545 0
CERNER CORP COM 156782104 13,278 228,933 SH   OTR 1 21,800 207,133 0
CF INDS HLDGS INC COM 125269100 30,773 815,616 SH   OTR 1 183,187 632,429 0
CHARLES RIV LABS INTL INC COM 159864107 1,324 12,401 SH   OTR 1 1,124 11,277 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3,267 3,219,000 PRN   SOLE   2,683,000 0 536,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 16,367 52,589 SH   OTR 1 6,279 46,310 0
CHARTER FINL CORP MD COM 16122W108 707 34,690 SH   OTR 1 14,390 20,300 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 762 975,000 PRN   SOLE   975,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 1,559 88,900 SH   OTR 1 35,800 53,100 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1,459 1,685,000 PRN   SOLE   1,685,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 437 15,699 SH   OTR 1 6,399 9,300 0
CHEVRON CORP NEW COM 166764100 89,444 784,319 SH   OTR 1 258,040 526,279 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,036 6,302 SH   OTR 1 840 5,462 0
CHURCH & DWIGHT INC COM 171340102 2,071 41,128 SH   OTR 1 7,100 34,028 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 1,096 830,000 PRN   SOLE   830,000 0 0
CIGNA CORPORATION COM 125509109 33,761 201,267 SH   OTR 1 52,130 149,137 0
CIMAREX ENERGY CO COM 171798101 1,499 16,033 SH   OTR 1 2,760 13,273 0
CINCINNATI FINL CORP COM 172062101 9,741 131,179 SH   OTR 1 9,012 122,167 0
CINTAS CORP COM 172908105 2,542 14,901 SH   OTR 1 2,495 12,406 0
CISCO SYS INC COM 17275R102 51,556 1,202,041 SH   OTR 1 279,734 922,307 0
CIT GROUP INC COM NEW 125581801 10,372 201,398 SH   OTR 1 12,290 189,108 0
CITI TRENDS INC COM 17306X102 1,110 35,900 SH   OTR 1 14,500 21,400 0
CITIGROUP INC COM NEW 172967424 56,677 839,656 SH   OTR 1 275,668 563,988 0
CITIZENS FINL GROUP INC COM 174610105 8,164 194,480 SH   OTR 1 20,544 173,936 0
CITRIX SYS INC COM 177376100 5,397 58,152 SH   OTR 1 5,913 52,239 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 28,327 21,478,000 PRN   OTR 1 7,574,000 13,904,000 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6,037 4,586,000 PRN   SOLE   3,825,000 0 761,000
CIVITAS SOLUTIONS INC COM 17887R102 333 21,600 SH   OTR 1 12,000 9,600 0
CLEAN HARBORS INC COM 184496107 941 19,277 SH   OTR 1 2,256 17,021 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 7,746 7,162,000 PRN   OTR 1 2,234,000 4,928,000 0
CLOROX CO DEL COM 189054109 2,888 21,700 SH   OTR 1 3,735 17,965 0
CLOUD PEAK ENERGY INC COM 18911Q102 982 337,500 SH   OTR 1 172,100 165,400 0
CLOVIS ONCOLOGY INC COM 189464100 831 15,733 SH   OTR 1 6,485 9,248 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 768 660,000 PRN   SOLE   660,000 0 0
CME GROUP INC COM CL A 12572Q105 15,229 94,159 SH   OTR 1 24,056 70,103 0
CMS ENERGY CORP COM 125896100 8,640 190,777 SH   OTR 1 15,381 175,396 0
CNA FINL CORP COM 126117100 8,700 176,283 SH   OTR 1 11,019 165,264 0
CNB FINL CORP PA COM 126128107 223 7,683 SH   OTR 1 3,783 3,900 0
COCA COLA BOTTLING CO CONS COM 191098102 3,533 20,461 SH   OTR 1 8,961 11,500 0
COCA COLA CO COM 191216100 62,937 1,449,164 SH   OTR 1 472,549 976,615 0
COEUR MNG INC COM NEW 192108504 761 95,100 SH   OTR 1 0 95,100 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17,750 220,500 SH   OTR 1 39,596 180,904 0
COLGATE PALMOLIVE CO COM 194162103 12,124 169,134 SH   OTR 1 25,453 143,681 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 743 790,000 PRN   SOLE   790,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1,584 1,415,000 PRN   SOLE   1,415,000 0 0
COMCAST CORP NEW CL A 20030N101 47,947 1,403,190 SH   OTR 1 252,869 1,150,321 0
COMERICA INC COM 200340107 2,808 29,274 SH   OTR 1 5,041 24,233 0
COMMERCIAL VEH GROUP INC COM 202608105 754 97,291 SH   OTR 1 41,491 55,800 0
COMSTOCK RES INC NOTE 7.750% 4/0 205768AM6 22,596 24,190,554 PRN   OTR 1 5,275,237 18,915,317 0
COMSTOCK RES INC NOTE 9.500% 6/1 205768AN4 48,862 52,022,706 PRN   OTR 1 9,289,751 42,732,955 0
CONAGRA BRANDS INC COM 205887102 6,224 168,757 SH   OTR 1 14,442 154,315 0
CONCHO RES INC COM 20605P101 3,831 25,485 SH   OTR 1 4,311 21,174 0
CONDUENT INC COM 206787103 6,461 346,620 SH   OTR 1 10,762 335,858 0
CONOCOPHILLIPS COM 20825C104 38,267 645,426 SH   OTR 1 182,175 463,251 0
CONSOLIDATED EDISON INC COM 209115104 21,139 271,223 SH   OTR 1 30,887 240,336 0
CONSTELLATION BRANDS INC CL A 21036P108 9,328 40,925 SH   OTR 1 5,394 35,531 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 93 26,200 SH   SOLE   26,200 0 0
CONVERGYS CORP COM 212485106 1,726 76,300 SH   OTR 1 30,900 45,400 0
COOPER COS INC COM NEW 216648402 1,886 8,241 SH   OTR 1 1,420 6,821 0
COPART INC COM 217204106 4,156 81,611 SH   OTR 1 1,560 80,051 0
CORCEPT THERAPEUTICS INC COM 218352102 811 49,300 SH   OTR 1 5,200 44,100 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 257 14,400 SH   OTR 1 9,800 4,600 0
CORELOGIC INC COM 21871D103 8,595 190,029 SH   OTR 1 9,002 181,027 0
CORNING INC COM 219350105 6,074 217,854 SH   OTR 1 25,190 192,664 0
COSTCO WHSL CORP NEW COM 22160K105 42,680 226,502 SH   OTR 1 65,578 160,924 0
COTY INC COM CL A 222070203 1,454 79,479 SH   OTR 1 13,687 65,792 0
CRA INTL INC COM 12618T105 1,601 30,615 SH   OTR 1 12,615 18,000 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 4,609 28,949 SH   OTR 1 16,681 12,268 0
CRAFT BREW ALLIANCE INC COM 224122101 1,090 58,600 SH   OTR 1 29,900 28,700 0
CRAWFORD & CO CL B 224633107 221 26,900 SH   OTR 1 10,700 16,200 0
CRAY INC COM NEW 225223304 629 30,400 SH   OTR 1 9,700 20,700 0
CREDIT ACCEP CORP MICH COM 225310101 3,533 10,694 SH   OTR 1 693 10,001 0
CROCS INC COM 227046109 5,059 311,300 SH   OTR 1 112,900 198,400 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 17,701 15,886 SH   OTR 1 1,048 14,838 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,681 70,078 SH   OTR 1 12,234 57,844 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4 36 SH   SOLE   0 0 36
CSRA INC COM 12650T104 1,137 27,569 SH   OTR 1 4,748 22,821 0
CSX CORP COM 126408103 9,692 173,977 SH   OTR 1 22,407 151,570 0
CUBESMART COM 229663109 2,645 93,786 SH   OTR 1 133 93,653 0
CUBESMART COM 229663109 5 162 SH   SOLE   0 0 162
CUMMINS INC COM 231021106 48,754 300,784 SH   OTR 1 72,471 228,313 0
CURTISS WRIGHT CORP COM 231561101 4,235 31,357 SH   OTR 1 18,770 12,587 0
CUSTOMERS BANCORP INC COM 23204G100 3,930 134,814 SH   OTR 1 48,514 86,300 0
CUTERA INC COM 232109108 3,372 67,100 SH   OTR 1 24,300 42,800 0
CVR ENERGY INC COM 12662P108 1,741 57,600 SH   OTR 1 26,200 31,400 0
CVS HEALTH CORP COM 126650100 12,105 194,587 SH   OTR 1 29,360 165,227 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,312 195,268 SH   OTR 1 18,428 176,840 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4,167 2,985,000 PRN   SOLE   2,651,000 0 334,000
D R HORTON INC COM 23331A109 2,518 57,446 SH   OTR 1 9,892 47,554 0
DANAHER CORP DEL COM 235851102 11,887 121,406 SH   OTR 1 17,814 103,592 0
DANAHER CORP DEL DBCV 1/2 235851AF9 12,008 3,206,000 PRN   SOLE   2,677,000 0 529,000
DANAHER CORP DEL DBCV 1/2 235851AF9 73,401 19,584,000 PRN   OTR 1 4,277,000 15,307,000 0
DARDEN RESTAURANTS INC COM 237194105 34,898 409,364 SH   OTR 1 109,449 299,915 0
DAVITA INC COM 23918K108 13,335 202,230 SH   OTR 1 17,970 184,260 0
DDR CORP COM 23317H102 714 97,405 SH   OTR 1 0 97,405 0
DDR CORP COM 23317H102 2 213 SH   SOLE   0 0 213
DEAN FOODS CO NEW COM NEW 242370203 197 22,800 SH   SOLE   22,800 0 0
DECKERS OUTDOOR CORP COM 243537107 4,330 48,100 SH   OTR 1 20,600 27,500 0
DEERE & CO COM 244199105 8,473 54,554 SH   OTR 1 9,395 45,159 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 191 12,500 SH   OTR 1 5,000 7,500 0
DEL TACO RESTAURANTS INC COM 245496104 280 27,000 SH   OTR 1 10,900 16,100 0
DELAWARE INV MN MUN INC FD I COM 24610V103 7,128 564,399 SH   SOLE   564,399 0 0
DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3,234 256,199 SH   SOLE   256,199 0 0
DELEK US HLDGS INC NEW COM 24665A103 5,526 135,766 SH   OTR 1 51,066 84,700 0
DELL TECHNOLOGIES INC COM CL V 24703L103 26,842 366,638 SH   OTR 1 52,606 314,032 0
DELTA AIR LINES INC DEL COM NEW 247361702 28,542 520,742 SH   OTR 1 18,875 501,867 0
DENTSPLY SIRONA INC COM 24906P109 1,945 38,660 SH   OTR 1 6,656 32,004 0
DEPOMED INC COM 249908104 544 82,500 SH   OTR 1 18,100 64,400 0
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DEVON ENERGY CORP NEW COM 25179M103 6,408 201,579 SH   OTR 1 18,646 182,933 0
DIAMONDROCK HOSPITALITY CO COM 252784301 493 47,246 SH   OTR 1 18,946 28,300 0
DICKS SPORTING GOODS INC COM 253393102 3,523 100,523 SH   OTR 1 5,980 94,543 0
DIGITAL RLTY TR INC COM 253868103 3,644 34,581 SH   OTR 1 5,955 28,626 0
DIME CMNTY BANCSHARES COM 253922108 2,829 153,735 SH   OTR 1 62,035 91,700 0
DIODES INC COM 254543101 204 6,700 SH   SOLE   6,700 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,242 111,250 SH   OTR 1 51,050 60,200 0
DISCOVER FINL SVCS COM 254709108 5,945 82,649 SH   OTR 1 10,295 72,354 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,957 137,976 SH   OTR 1 4,466 133,510 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,459 177,202 SH   OTR 1 8,859 168,343 0
DISH NETWORK CORP CL A 25470M109 2,982 78,701 SH   OTR 1 6,606 72,095 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 90,407 93,618,000 PRN   OTR 1 24,926,000 68,692,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 6,330 6,572,000 PRN   SOLE   5,442,000 0 1,130,000
DISNEY WALT CO COM DISNEY 254687106 35,524 353,683 SH   OTR 1 71,683 282,000 0
DOLLAR GEN CORP NEW COM 256677105 4,102 43,850 SH   OTR 1 7,551 36,299 0
DOLLAR TREE INC COM 256746108 3,787 39,907 SH   OTR 1 6,871 33,036 0
DOMINION ENERGY INC COM 25746U109 8,905 132,069 SH   OTR 1 18,908 113,161 0
DOMTAR CORP COM NEW 257559203 15,332 360,404 SH   OTR 1 21,820 338,584 0
DOVER CORP COM 260003108 2,576 26,225 SH   OTR 1 4,517 21,708 0
DOWDUPONT INC COM 26078J100 32,139 504,453 SH   OTR 1 113,045 391,408 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 14,939 126,194 SH   OTR 1 26,292 99,902 0
DTE ENERGY CO COM 233331107 12,725 121,883 SH   OTR 1 9,716 112,167 0
DUCOMMUN INC DEL COM 264147109 1,249 41,105 SH   OTR 1 17,405 23,700 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,656 137,546 SH   OTR 1 20,521 117,025 0
DUKE REALTY CORP COM NEW 264411505 1,587 59,945 SH   OTR 1 10,322 49,623 0
DUKE REALTY CORP COM NEW 264411505 7 280 SH   SOLE   0 0 280
DURECT CORP COM 266605104 367 171,400 SH   OTR 1 69,200 102,200 0
DXC TECHNOLOGY CO COM 23355L106 38,216 380,142 SH   OTR 1 88,437 291,705 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 822 647,000 PRN   SOLE   647,000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 597 30,100 SH   OTR 1 12,600 17,500 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,953 53,289 SH   OTR 1 7,848 45,441 0
EAGLE BANCORP INC MD COM 268948106 2,412 40,300 SH   OTR 1 16,200 24,100 0
EAGLE PHARMACEUTICALS INC COM 269796108 336 6,371 SH   OTR 1 2,687 3,684 0
EASTGROUP PPTY INC COM 277276101 347 4,200 SH   OTR 1 1,700 2,500 0
EASTMAN CHEM CO COM 277432100 7,526 71,283 SH   OTR 1 7,653 63,630 0
EATON VANCE MUN INCOME 2028 SHS 27829U105 1,569 82,787 SH   SOLE   82,787 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,537 481,489 SH   SOLE   481,489 0 0
EBAY INC COM 278642103 29,205 725,780 SH   OTR 1 287,962 437,818 0
EBIX INC COM NEW 278715206 1,043 14,000 SH   OTR 1 5,700 8,300 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 17,376 17,040,000 PRN   OTR 1 656,000 16,384,000 0
ECHOSTAR CORP CL A 278768106 3,738 70,839 SH   OTR 1 3,826 67,013 0
ECLIPSE RES CORP COM 27890G100 139 96,600 SH   SOLE   96,600 0 0
ECOLAB INC COM 278865100 5,999 43,767 SH   OTR 1 7,537 36,230 0
EDISON INTL COM 281020107 3,491 54,843 SH   OTR 1 9,444 45,399 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,970 35,622 SH   OTR 1 6,135 29,487 0
ELECTRO SCIENTIFIC INDS COM 285229100 213 11,000 SH   SOLE   11,000 0 0
ELECTRONIC ARTS INC COM 285512109 6,284 51,832 SH   OTR 1 8,927 42,905 0
ELECTRONICS FOR IMAGING INC COM 286082102 2,911 106,500 SH   OTR 1 47,400 59,100 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 439 452,000 PRN   SOLE   452,000 0 0
ELEVATE CREDIT INC COM 28621V101 303 42,800 SH   OTR 1 17,300 25,500 0
ELLIE MAE INC COM 28849P100 276 3,000 SH   OTR 1 1,200 1,800 0
ELLIS PERRY INTL INC COM 288853104 1,022 39,600 SH   OTR 1 16,000 23,600 0
EMCOR GROUP INC COM 29084Q100 2,356 30,236 SH   OTR 1 11,000 19,236 0
EMCORE CORP COM NEW 290846203 773 135,700 SH   OTR 1 55,100 80,600 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 926 17,580 SH   OTR 1 6,888 10,692 0
EMERSON ELEC CO COM 291011104 9,066 132,741 SH   OTR 1 18,424 114,317 0
EMPIRE ST RLTY TR INC CL A 292104106 7,233 430,809 SH   OTR 1 22,026 408,783 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 545 475,000 PRN   SOLE   475,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 10,903 182,997 SH   OTR 1 11,335 171,662 0
ENERSYS COM 29275Y102 2,039 29,400 SH   OTR 1 13,200 16,200 0
ENOVA INTL INC COM 29357K103 3,831 173,727 SH   OTR 1 67,027 106,700 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 14,391 17,905,000 PRN   OTR 1 3,736,000 14,169,000 0
ENTERGY CORP NEW COM 29364G103 3,926 49,838 SH   OTR 1 5,263 44,575 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,585 550,100 SH   OTR 1 195,100 355,000 0
ENVISION HEALTHCARE CORP COM 29414D100 783 20,365 SH   OTR 1 3,508 16,857 0
EOG RES INC COM 26875P101 11,777 111,871 SH   OTR 1 16,758 95,113 0
EPAM SYS INC COM 29414B104 1,592 13,900 SH   OTR 1 5,600 8,300 0
EPLUS INC COM 294268107 3,279 42,200 SH   OTR 1 18,700 23,500 0
EQT CORP COM 26884L109 1,958 41,209 SH   OTR 1 7,096 34,113 0
EQUIFAX INC COM 294429105 2,381 20,212 SH   OTR 1 3,481 16,731 0
EQUINIX INC COM PAR $0.001 29444U700 5,583 13,351 SH   OTR 1 2,299 11,052 0
EQUINIX INC COM PAR $0.001 29444U700 21 51 SH   SOLE   0 0 51
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,347 15,346 SH   OTR 1 932 14,414 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5 52 SH   SOLE   0 0 52
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,323 86,392 SH   OTR 1 10,652 75,740 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4 57 SH   SOLE   0 0 57
ERA GROUP INC COM 26885G109 215 23,000 SH   OTR 1 21,100 1,900 0
ESSENDANT INC COM 296689102 1,512 193,900 SH   OTR 1 90,600 103,300 0
ESSEX PPTY TR INC COM 297178105 2,675 11,115 SH   OTR 1 1,914 9,201 0
ESSEX PPTY TR INC COM 297178105 16 67 SH   SOLE   0 0 67
ETSY INC COM 29786A106 348 12,400 SH   OTR 1 5,000 7,400 0
EURONET WORLDWIDE INC COM 298736109 8,181 103,668 SH   OTR 1 5,035 98,633 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 598 505,000 PRN   SOLE   505,000 0 0
EVERCORE INC CLASS A 29977A105 277 3,180 SH   OTR 1 1,280 1,900 0
EVERSOURCE ENERGY COM 30040W108 3,143 53,336 SH   OTR 1 9,182 44,154 0
EVERTEC INC COM 30040P103 2,099 128,371 SH   OTR 1 51,671 76,700 0
EXACT SCIENCES CORP COM 30063P105 1,499 37,161 SH   OTR 1 14,975 22,186 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 8,338 9,333,000 PRN   OTR 1 2,444,000 6,889,000 0
EXELON CORP COM 30161N101 10,018 256,818 SH   OTR 1 57,964 198,854 0
EXPEDIA GROUP INC COM NEW 30212P303 29,337 265,711 SH   OTR 1 90,938 174,773 0
EXPEDITORS INTL WASH INC COM 302130109 1,893 29,911 SH   OTR 1 5,150 24,761 0
EXPRESS INC COM 30219E103 2,184 305,000 SH   OTR 1 99,200 205,800 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 28,830 417,339 SH   OTR 1 129,504 287,835 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 12,210 617,581 SH   OTR 1 31,476 586,105 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2 113 SH   SOLE   0 0 113
EXTERRAN CORP COM 30227H106 4,028 150,862 SH   OTR 1 53,962 96,900 0
EXTRA SPACE STORAGE INC COM 30225T102 2,191 25,079 SH   OTR 1 6,404 18,675 0
EXTRA SPACE STORAGE INC COM 30225T102 8 93 SH   SOLE   0 0 93
EXXON MOBIL CORP COM 30231G102 102,580 1,374,879 SH   OTR 1 523,766 851,113 0
EZCORP INC CL A NON VTG 302301106 3,622 274,400 SH   OTR 1 110,300 164,100 0
F M C CORP COM NEW 302491303 2,251 29,400 SH   OTR 1 3,893 25,507 0
F5 NETWORKS INC COM 315616102 26,726 184,815 SH   OTR 1 47,954 136,861 0
FACEBOOK INC CL A 30303M102 166,590 1,042,555 SH   OTR 1 245,165 797,390 0
FAIR ISAAC CORP COM 303250104 1,942 11,466 SH   OTR 1 4,643 6,823 0
FARMERS NATL BANC CORP COM 309627107 671 48,430 SH   OTR 1 19,930 28,500 0
FASTENAL CO COM 311900104 2,641 48,374 SH   OTR 1 8,331 40,043 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,418 12,215 SH   OTR 1 2,105 10,110 0
FEDERATED INVS INC PA CL B 314211103 5,531 165,608 SH   OTR 1 10,884 154,724 0
FEDEX CORP COM 31428X106 18,446 76,825 SH   OTR 1 7,151 69,674 0
FIBROGEN INC COM 31572Q808 1,081 23,390 SH   OTR 1 9,471 13,919 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,989 74,676 SH   OTR 1 3,762 70,914 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,647 79,404 SH   OTR 1 11,486 67,918 0
FIFTH THIRD BANCORP COM 316773100 12,929 407,221 SH   OTR 1 29,853 377,368 0
FINANCIAL INSTNS INC COM 317585404 1,791 60,495 SH   OTR 1 24,395 36,100 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,079 1,095,000 PRN   SOLE   1,095,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 17,248 19,145,000 PRN   OTR 1 3,417,000 15,728,000 0
FINISH LINE INC CL A 317923100 1,300 96,000 SH   OTR 1 30,300 65,700 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1,225 1,285,000 PRN   SOLE   1,285,000 0 0
FIRST AMERN FINL CORP COM 31847R102 15,247 259,835 SH   OTR 1 66,126 193,709 0
FIRST BANCORP P R COM NEW 318672706 1,250 207,637 SH   OTR 1 84,337 123,300 0
FIRST BUS FINL SVCS INC WIS COM 319390100 435 17,290 SH   OTR 1 6,990 10,300 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,953 4,725 SH   OTR 1 1,925 2,800 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 356 21,272 SH   OTR 1 9,072 12,200 0
FIRST FNDTN INC COM 32026V104 1,634 88,110 SH   OTR 1 35,510 52,600 0
FIRST HAWAIIAN INC COM 32051X108 2,860 102,761 SH   OTR 1 5,703 97,058 0
FIRST INTERNET BANCORP COM 320557101 1,423 38,470 SH   OTR 1 16,570 21,900 0
FIRST NORTHWEST BANCORP COM 335834107 338 20,025 SH   OTR 1 8,025 12,000 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,149 12,402 SH   OTR 1 702 11,700 0
FIRST SOLAR INC COM 336433107 29,159 410,810 SH   OTR 1 96,352 314,458 0
FIRSTCASH INC COM 33767D105 1,556 19,150 SH   OTR 1 7,750 11,400 0
FIRSTENERGY CORP COM 337932107 17,553 516,126 SH   OTR 1 164,732 351,394 0
FISERV INC COM 337738108 7,190 100,822 SH   OTR 1 11,700 89,122 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 317 18,427 SH   OTR 1 7,692 10,735 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,556 100,444 SH   OTR 1 40,944 59,500 0
FLIR SYS INC COM 302445101 1,166 23,323 SH   OTR 1 4,014 19,309 0
FLOWSERVE CORP COM 34354P105 953 21,990 SH   OTR 1 3,787 18,203 0
FLUOR CORP NEW COM 343412102 14,701 256,928 SH   OTR 1 74,257 182,671 0
FLUSHING FINL CORP COM 343873105 1,135 42,107 SH   OTR 1 16,907 25,200 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,261 191,647 SH   OTR 1 83,647 108,000 0
FONAR CORP COM NEW 344437405 542 18,200 SH   OTR 1 11,900 6,300 0
FOOT LOCKER INC COM 344849104 29,985 658,438 SH   OTR 1 135,491 522,947 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,817 795,759 SH   OTR 1 113,082 682,677 0
FORTINET INC COM 34959E109 19,776 369,099 SH   OTR 1 25,788 343,311 0
FORTIVE CORP COM 34959J108 3,991 51,481 SH   OTR 1 8,865 42,616 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,527 25,925 SH   OTR 1 4,466 21,459 0
FOSSIL GROUP INC COM 34988V106 569 44,800 SH   OTR 1 8,200 36,600 0
FOSTER L B CO COM 350060109 1,036 44,000 SH   OTR 1 22,900 21,100 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,275 100,471 SH   OTR 1 34,871 65,600 0
FRANKLIN RES INC COM 354613101 3,443 99,282 SH   OTR 1 9,472 89,810 0
FREEPORT-MCMORAN INC CL B 35671D857 38,069 2,166,677 SH   OTR 1 489,684 1,676,993 0
FREIGHTCAR AMER INC COM 357023100 1,124 83,900 SH   OTR 1 40,000 43,900 0
FTD COS INC COM 30281V108 466 127,900 SH   OTR 1 68,900 59,000 0
GALLAGHER ARTHUR J & CO COM 363576109 15,498 225,495 SH   OTR 1 58,535 166,960 0
GAMESTOP CORP NEW CL A 36467W109 5,899 467,410 SH   OTR 1 23,310 444,100 0
GAMING & LEISURE PPTYS INC COM 36467J108 9,234 275,889 SH   OTR 1 18,316 257,573 0
GANNETT CO INC COM 36473H104 4,788 479,800 SH   OTR 1 174,800 305,000 0
GAP INC DEL COM 364760108 32,327 1,036,132 SH   OTR 1 308,185 727,947 0
GARTNER INC COM 366651107 1,795 15,258 SH   OTR 1 2,627 12,631 0
GENERAC HLDGS INC COM 368736104 1,042 22,700 SH   OTR 1 9,100 13,600 0
GENERAL CABLE CORP DEL NEW COM 369300108 474 16,000 SH   SOLE   16,000 0 0
GENERAL DYNAMICS CORP COM 369550108 19,448 88,040 SH   OTR 1 30,151 57,889 0
GENERAL ELECTRIC CO COM 369604103 22,877 1,697,103 SH   OTR 1 325,293 1,371,810 0
GENERAL MLS INC COM 370334104 6,444 143,018 SH   OTR 1 23,157 119,861 0
GENERAL MTRS CO COM 37045V100 20,909 575,375 SH   OTR 1 133,220 442,155 0
GENESCO INC COM 371532102 3,488 85,900 SH   OTR 1 28,400 57,500 0
GENOMIC HEALTH INC COM 37244C101 417 13,337 SH   OTR 1 5,442 7,895 0
GENUINE PARTS CO COM 372460105 2,217 24,679 SH   OTR 1 4,250 20,429 0
GENWORTH FINL INC COM CL A 37247D106 3,979 1,406,100 SH   OTR 1 608,200 797,900 0
GGP INC COM 36174X101 2 80 SH   SOLE   0 0 80
GGP INC COM 36174X101 2,177 106,408 SH   OTR 1 18,299 88,109 0
GILEAD SCIENCES INC COM 375558103 54,956 728,956 SH   OTR 1 235,243 493,713 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 729 15,100 SH   OTR 1 5,700 9,400 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 3,000 89,674 SH   OTR 1 39,174 50,500 0
GLOBAL PMTS INC COM 37940X102 2,987 26,787 SH   OTR 1 4,613 22,174 0
GODADDY INC CL A 380237107 10,190 165,914 SH   OTR 1 5,341 160,573 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 414 465,000 PRN   SOLE   465,000 0 0
GOLDEN ENTMT INC COM 381013101 311 13,393 SH   OTR 1 5,493 7,900 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,519 65,590 SH   OTR 1 10,253 55,337 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,102 41,462 SH   OTR 1 7,140 34,322 0
GRAHAM HLDGS CO COM 384637104 4,159 6,906 SH   OTR 1 316 6,590 0
GRAINGER W W INC COM 384802104 33,928 120,198 SH   OTR 1 27,044 93,154 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,789 442,266 SH   OTR 1 38,100 404,166 0
GREAT PLAINS ENERGY INC COM 391164100 2,759 86,782 SH   OTR 1 0 86,782 0
GREEN DOT CORP CL A 39304D102 4,129 64,349 SH   OTR 1 26,049 38,300 0
GREENBRIER COS INC COM 393657101 3,712 73,867 SH   OTR 1 29,967 43,900 0
GROUPON INC COM 399473107 485 111,700 SH   OTR 1 73,000 38,700 0
GRUBHUB INC COM 400110102 1,806 17,800 SH   OTR 1 7,200 10,600 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 442 450,000 PRN   SOLE   450,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 3,418 88,800 SH   OTR 1 34,700 54,100 0
HABIT RESTAURANTS INC COM CL A 40449J103 537 61,000 SH   OTR 1 37,700 23,300 0
HACKETT GROUP INC COM 404609109 164 10,200 SH   OTR 1 4,100 6,100 0
HAEMONETICS CORP COM 405024100 4,741 64,800 SH   OTR 1 28,300 36,500 0
HALCON RES CORP COM PAR NEW 40537Q605 171 35,100 SH   SOLE   35,100 0 0
HALLADOR ENERGY COMPANY COM 40609P105 138 20,100 SH   OTR 1 17,800 2,300 0
HALLIBURTON CO COM 406216101 17,426 371,237 SH   OTR 1 25,291 345,946 0
HALOZYME THERAPEUTICS INC COM 40637H109 879 44,863 SH   OTR 1 18,363 26,500 0
HALYARD HEALTH INC COM 40650V100 1,086 23,564 SH   OTR 1 9,611 13,953 0
HANESBRANDS INC COM 410345102 1,130 61,368 SH   OTR 1 10,569 50,799 0
HARLEY DAVIDSON INC COM 412822108 1,215 28,327 SH   OTR 1 4,878 23,449 0
HARRIS CORP DEL COM 413875105 3,897 24,162 SH   OTR 1 3,873 20,289 0
HARSCO CORP COM 415864107 2,635 127,600 SH   OTR 1 58,200 69,400 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,093 60,044 SH   OTR 1 10,339 49,705 0
HASBRO INC COM 418056107 1,608 19,079 SH   OTR 1 3,286 15,793 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 747 28,000 SH   OTR 1 13,900 14,100 0
HC2 HLDGS INC COM 404139107 522 99,300 SH   OTR 1 59,600 39,700 0
HCA HEALTHCARE INC COM 40412C101 16,767 172,852 SH   OTR 1 45,361 127,491 0
HCP INC COM 40414L109 1,834 78,960 SH   OTR 1 13,596 65,364 0
HCP INC COM 40414L109 3 118 SH   SOLE   0 0 118
HD SUPPLY HLDGS INC COM 40416M105 18,458 486,508 SH   OTR 1 23,169 463,339 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,206 38,600 SH   OTR 1 19,700 18,900 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 27,760 29,246,000 PRN   OTR 1 6,406,000 22,840,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4,598 4,870,000 PRN   SOLE   4,073,000 0 797,000
HELMERICH & PAYNE INC COM 423452101 1,217 18,284 SH   OTR 1 3,151 15,133 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1,432 1,180,000 PRN   SOLE   1,180,000 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 350 14,878 SH   OTR 1 6,078 8,800 0
HERSHEY CO COM 427866108 6,233 62,985 SH   OTR 1 23,735 39,250 0
HESS CORP COM 42809H107 2,301 45,460 SH   OTR 1 7,827 37,633 0
HESS CORP DEP PDF SR A 42809H404 38,046 634,520 SH   OTR 1 129,661 504,859 0
HESS CORP DEP PDF SR A 42809H404 5,264 88,382 SH   SOLE   73,670 0 14,712
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,427 594,463 SH   OTR 1 135,092 459,371 0
HFF INC CL A 40418F108 4,006 80,600 SH   OTR 1 32,900 47,700 0
HIGHPOINT RES CORP COM 43114K108 143 28,100 SH   SOLE   28,100 0 0
HIGHWOODS PPTYS INC COM 431284108 3,293 75,138 SH   OTR 1 0 75,138 0
HILL ROM HLDGS INC COM 431475102 12,796 147,085 SH   OTR 1 9,299 137,786 0
HILLENBRAND INC COM 431571108 656 14,300 SH   OTR 1 5,800 8,500 0
HILTON GRAND VACATIONS INC COM 43283X105 5,392 125,336 SH   OTR 1 6,375 118,961 0
HILTON GRAND VACATIONS INC COM 43283X105 2 50 SH   SOLE   0 0 50
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,655 59,104 SH   OTR 1 7,458 51,646 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 8 102 SH   SOLE   0 0 102
HOLLYFRONTIER CORP COM 436106108 38,079 779,350 SH   OTR 1 166,825 612,525 0
HOLOGIC INC COM 436440101 1,734 46,403 SH   OTR 1 7,990 38,413 0
HOME DEPOT INC COM 437076102 80,918 453,986 SH   OTR 1 91,021 362,965 0
HONEYWELL INTL INC COM 438516106 35,559 246,065 SH   OTR 1 86,113 159,952 0
HOOKER FURNITURE CORP COM 439038100 397 10,815 SH   OTR 1 4,415 6,400 0
HORIZON BANCORP IND COM 440407104 386 12,877 SH   OTR 1 5,227 7,650 0
HORMEL FOODS CORP COM 440452100 1,555 45,310 SH   OTR 1 7,802 37,508 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 16,925 667,922 SH   OTR 1 68,022 599,900 0
HOST HOTELS & RESORTS INC COM 44107P104 33,925 1,820,012 SH   OTR 1 459,483 1,360,529 0
HOST HOTELS & RESORTS INC COM 44107P104 2 111 SH   SOLE   0 0 111
HOVNANIAN ENTERPRISES INC CL A 442487203 1,142 624,132 SH   OTR 1 311,532 312,600 0
HP INC COM 40434L105 25,548 1,165,516 SH   OTR 1 343,065 822,451 0
HUBSPOT INC COM 443573100 1,018 9,400 SH   OTR 1 3,800 5,600 0
HUMANA INC COM 444859102 43,324 161,156 SH   OTR 1 45,214 115,942 0
HUNT J B TRANS SVCS INC COM 445658107 1,688 14,409 SH   OTR 1 2,482 11,927 0
HUNTINGTON BANCSHARES INC COM 446150104 3,591 237,798 SH   OTR 1 31,991 205,807 0
HUNTINGTON INGALLS INDS INC COM 446413106 22,514 87,343 SH   OTR 1 16,031 71,312 0
HUNTSMAN CORP COM 447011107 22,719 776,720 SH   OTR 1 24,367 752,353 0
HURCO COMPANIES INC COM 447324104 473 10,300 SH   OTR 1 4,200 6,100 0
HYATT HOTELS CORP COM CL A 448579102 8,605 112,843 SH   OTR 1 7,113 105,730 0
HYSTER YALE MATLS HANDLING I CL A 449172105 3,149 45,032 SH   OTR 1 16,132 28,900 0
IAC INTERACTIVECORP COM 44919P508 5,497 35,152 SH   OTR 1 1,396 33,756 0
IBERIABANK CORP COM 450828108 4,259 54,600 SH   OTR 1 22,200 32,400 0
IDEXX LABS INC COM 45168D104 2,810 14,681 SH   OTR 1 2,528 12,153 0
IDT CORP CL B NEW 448947507 67 10,700 SH   SOLE   10,700 0 0
ILG INC COM 44967H101 902 29,000 SH   OTR 1 11,800 17,200 0
ILLINOIS TOOL WKS INC COM 452308109 8,131 51,900 SH   OTR 1 8,937 42,963 0
ILLUMINA INC COM 452327109 5,855 24,767 SH   OTR 1 4,261 20,506 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 27,499 22,461,000 PRN   OTR 1 8,331,000 14,130,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,505 4,515,000 PRN   SOLE   3,739,000 0 776,000
ILLUMINA INC NOTE 6/1 452327AF6 12,167 10,948,000 PRN   OTR 1 3,949,000 6,999,000 0
IMMERSION CORP COM 452521107 606 50,700 SH   OTR 1 20,500 30,200 0
IMMUNOMEDICS INC COM 452907108 614 42,000 SH   OTR 1 17,100 24,900 0
IMPAX LABORATORIES INC COM 45256B101 1,097 56,400 SH   OTR 1 10,000 46,400 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 761 765,000 PRN   SOLE   765,000 0 0
INCYTE CORP COM 45337C102 2,457 29,485 SH   OTR 1 5,079 24,406 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 300 8,428 SH   OTR 1 3,528 4,900 0
INDEXIQ ACTIVE ETF TR IQ MACKAY SHLD 45409F827 29,514 1,198,300 SH   OTR 3 0 1,198,300 0
INDEXIQ ACTIVE ETF TR IQ MACKAY SHLD 45409F843 14,965 598,500 SH   OTR 3 0 598,500 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,673 80,000 SH   OTR 3 0 80,000 0
INDEXIQ ETF TR HDGD FTSE EURO 45409B552 152,595 7,768,589 SH   OTR 01 03 0 7,768,589 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 480,748 22,838,379 SH   OTR 1 0 22,838,379 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 29,100 1,327,287 SH   OTR 3 0 1,327,287 0
INDEXIQ ETF TR IQ CHAIKIN US 45409B388 283,035 11,289,792 SH   OTR 01 03 0 11,289,792 0
INDEXIQ ETF TR IQ CHAIKIN US 45409B396 283,728 10,400,603 SH   OTR 01 03 0 10,400,603 0
INDEXIQ ETF TR IQ ENCH BD US 45409B487 28,124 1,491,985 SH   OTR 1 0 1,491,985 0
INDEXIQ ETF TR IQ ENCH COR PL 45409B479 132,040 6,845,612 SH   OTR 1 0 6,845,612 0
INDEXIQ ETF TR IQ GLB RES ETF 45409B883 128,213 4,653,828 SH   OTR 1 0 4,653,828 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 34,460 1,422,810 SH   OTR 3 0 1,422,810 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 99,479 4,052,107 SH   OTR 01 03 0 4,052,107 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,758 80,000 SH   OTR 3 0 80,000 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,334 1,416,000 PRN   SOLE   1,416,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 29,868 28,458,000 PRN   OTR 1 4,485,000 23,973,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 3,655 3,499,000 PRN   SOLE   2,936,000 0 563,000
INSIGHT ENTERPRISES INC COM 45765U103 3,705 106,074 SH   OTR 1 43,674 62,400 0
INSMED INC COM PAR $.01 457669307 651 28,908 SH   OTR 1 12,218 16,690 0
INSMED INC NOTE 1.750% 1/1 457669AA7 442 500,000 PRN   SOLE   500,000 0 0
INSPERITY INC COM 45778Q107 3,044 43,770 SH   OTR 1 17,570 26,200 0
INSTRUCTURE INC COM 45781U103 422 10,000 SH   OTR 1 4,000 6,000 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,149 740,000 PRN   SOLE   740,000 0 0
INTEGER HLDGS CORP COM 45826H109 4,117 72,800 SH   OTR 1 31,800 41,000 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 544 482,000 PRN   SOLE   482,000 0 0
INTEL CORP COM 458140100 81,051 1,556,280 SH   OTR 1 568,318 987,962 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,358 3,762,000 PRN   SOLE   3,123,000 0 639,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 49,769 19,993,000 PRN   OTR 1 10,695,000 9,298,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,614 15,645,000 PRN   OTR 1 3,909,000 11,736,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,582 1,975,000 PRN   SOLE   1,660,000 0 315,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 20,084 276,939 SH   OTR 1 50,391 226,548 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 486 418,000 PRN   SOLE   418,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 67,850 442,224 SH   OTR 1 150,703 291,521 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,820 13,292 SH   OTR 1 2,288 11,004 0
INTERPUBLIC GROUP COS INC COM 460690100 3,109 134,998 SH   OTR 1 11,265 123,733 0
INTERSECT ENT INC COM 46071F103 1,509 38,400 SH   OTR 1 15,500 22,900 0
INTEVAC INC COM 461148108 126 18,300 SH   OTR 1 14,700 3,600 0
INTL PAPER CO COM 460146103 3,713 69,502 SH   OTR 1 11,970 57,532 0
INTUIT COM 461202103 7,086 40,878 SH   OTR 1 7,039 33,839 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,514 40,001 SH   OTR 1 9,286 30,715 0
INVESCO MUN TR COM 46131J103 282 24,087 SH   SOLE   24,087 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,188 99,857 SH   SOLE   99,857 0 0
IPG PHOTONICS CORP COM 44980X109 1,474 6,317 SH   OTR 1 1,087 5,230 0
IQVIA HLDGS INC COM 46266C105 20,073 204,595 SH   OTR 1 43,853 160,742 0
IRON MTN INC NEW COM 46284V101 8,428 256,491 SH   OTR 1 19,933 236,558 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 868 56,269 SH   OTR 1 22,917 33,352 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 803 679,000 PRN   SOLE   679,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 7,993 627,900 SH   OTR 1 9,200 618,700 0
ISHARES INC MSCI FRNTR100ETF 464286145 3,356 95,596 SH   OTR 1 0 95,596 0
ISHARES INC MSCI RUSSIA ETF 46434G798 2,452 67,300 SH   OTR 1 0 67,300 0
ISHARES INC MSCI SWITZERLAND 464286749 5,119 148,946 SH   OTR 1 0 148,946 0
ISHARES TR EAFE SML CP ETF 464288273 26,008 398,963 SH   OTR 1 0 398,963 0
ISHARES TR INTRM GOV CR ETF 464288612 4,951 45,727 SH   OTR 1 0 45,727 0
ISHARES TR MSCI AC ASIA ETF 464288182 22,902 295,392 SH   OTR 1 0 295,392 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,137 23,559 SH   OTR 1 1,600 21,959 0
ISHARES TR MSCI INDIA ETF 46429B598 5,046 147,845 SH   OTR 1 0 147,845 0
ISHARES TR MSCI INDONIA ETF 46429B309 3,304 122,552 SH   OTR 1 0 122,552 0
ISHARES TR MSCI PHILIPS ETF 46429B408 2,826 80,885 SH   OTR 1 0 80,885 0
ISHARES TR MSCI POLAND ETF 46429B606 1,469 58,526 SH   OTR 1 0 58,526 0
ISHARES TR RUS 1000 GRW ETF 464287614 22,263 163,588 SH   OTR 1 0 163,588 0
ISHARES TR RUS 1000 VAL ETF 464287598 18,137 151,189 SH   OTR 1 0 151,189 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,350 94,515 SH   OTR 1 5,175 89,340 0
ISHARES TR TIPS BD ETF 464287176 4,196 37,120 SH   OTR 1 0 37,120 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 21,314 21,520,000 PRN   OTR 1 5,476,000 16,044,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,810 2,844,000 PRN   SOLE   2,353,000 0 491,000
J ALEXANDERS HLDGS INC COM 46609J106 337 29,400 SH   OTR 1 13,700 15,700 0
J JILL INC COM 46620W102 252 57,000 SH   OTR 1 22,900 34,100 0
J2 GLOBAL INC COM 48123V102 426 5,400 SH   OTR 1 2,200 3,200 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 849 665,000 PRN   SOLE   665,000 0 0
JABIL INC COM 466313103 21,349 743,100 SH   OTR 1 118,629 624,471 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,200 20,279 SH   OTR 1 3,493 16,786 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,226 1,169,000 PRN   SOLE   1,169,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,522 74,895 SH   OTR 1 0 74,895 0
JOHNSON & JOHNSON COM 478160104 110,301 860,716 SH   OTR 1 272,277 588,439 0
JOHNSON OUTDOORS INC CL A 479167108 1,682 27,121 SH   OTR 1 10,921 16,200 0
JONES LANG LASALLE INC COM 48020Q107 29,057 166,383 SH   OTR 1 40,114 126,269 0
JPMORGAN CHASE & CO COM 46625H100 139,822 1,271,456 SH   OTR 1 398,748 872,708 0
JUNIPER NETWORKS INC COM 48203R104 7,265 298,619 SH   OTR 1 121,567 177,052 0
JUPAI HLDGS LTD ADS 48205B107 395 19,400 SH   OTR 1 2,800 16,600 0
K12 INC COM 48273U102 1,911 134,753 SH   OTR 1 54,553 80,200 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,915 17,429 SH   OTR 1 3,001 14,428 0
KAR AUCTION SVCS INC COM 48238T109 7,530 138,935 SH   OTR 1 12,477 126,458 0
KB HOME COM 48666K109 3,434 120,700 SH   OTR 1 53,100 67,600 0
KELLOGG CO COM 487836108 2,722 41,866 SH   OTR 1 7,208 34,658 0
KELLY SVCS INC CL A 488152208 1,162 40,000 SH   OTR 1 16,200 23,800 0
KEMET CORP COM NEW 488360207 3,854 212,600 SH   OTR 1 80,900 131,700 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 294 71,800 SH   OTR 1 30,400 41,400 0
KEYCORP NEW COM 493267108 10,345 529,173 SH   OTR 1 45,915 483,258 0
KIMBERLY CLARK CORP COM 494368103 8,040 73,002 SH   OTR 1 10,195 62,807 0
KIMCO RLTY CORP COM 49446R109 1,032 71,647 SH   OTR 1 12,337 59,310 0
KINDER MORGAN INC DEL COM 49456B101 6,351 421,682 SH   OTR 1 55,059 366,623 0
KIRBY CORP COM 497266106 1,470 19,099 SH   OTR 1 0 19,099 0
KIRKLANDS INC COM 497498105 1,374 141,812 SH   OTR 1 71,112 70,700 0
KLA-TENCOR CORP COM 482480100 16,481 151,188 SH   OTR 1 21,168 130,020 0
KOHLS CORP COM 500255104 28,587 436,371 SH   OTR 1 112,526 323,845 0
KOPPERS HOLDINGS INC COM 50060P106 2,449 59,586 SH   OTR 1 24,186 35,400 0
KRAFT HEINZ CO COM 500754106 7,793 125,104 SH   OTR 1 17,306 107,798 0
KRATON CORPORATION COM 50077C106 2,061 43,200 SH   OTR 1 20,300 22,900 0
KROGER CO COM 501044101 5,342 223,134 SH   OTR 1 25,784 197,350 0
L BRANDS INC COM 501797104 7,800 204,135 SH   OTR 1 19,459 184,676 0
L3 TECHNOLOGIES INC COM 502413107 3,479 16,725 SH   OTR 1 2,723 14,002 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,772 17,137 SH   OTR 1 2,953 14,184 0
LAM RESEARCH CORP COM 512807108 18,298 90,066 SH   OTR 1 27,042 63,024 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 53,088 15,715,000 PRN   OTR 1 1,003,000 14,712,000 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 10,956 3,248,000 PRN   SOLE   2,713,000 0 535,000
LAMAR ADVERTISING CO NEW CL A 512816109 9,449 148,435 SH   OTR 1 17,826 130,609 0
LANNET INC COM 516012101 836 52,100 SH   OTR 1 4,400 47,700 0
LANTHEUS HLDGS INC COM 516544103 4,303 270,600 SH   OTR 1 98,000 172,600 0
LAS VEGAS SANDS CORP COM 517834107 9,174 127,596 SH   OTR 1 0 127,596 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,399 48,225 SH   OTR 1 19,769 28,456 0
LAUDER ESTEE COS INC CL A 518439104 39,228 262,011 SH   OTR 1 79,691 182,320 0
LEAR CORP COM NEW 521865204 5,273 28,337 SH   OTR 1 2,711 25,626 0
LEGG MASON INC COM 524901105 17,757 436,835 SH   OTR 1 28,271 408,564 0
LEGGETT & PLATT INC COM 524660107 984 22,187 SH   OTR 1 3,820 18,367 0
LENDINGTREE INC NEW COM 52603B107 3,741 11,400 SH   OTR 1 4,600 6,800 0
LENNAR CORP CL A 526057104 6,893 116,942 SH   OTR 1 11,537 105,405 0
LEUCADIA NATL CORP COM 527288104 2,370 104,247 SH   OTR 1 15,414 88,833 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 165 127,000 PRN   SOLE   127,000 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 14,497 369,078 SH   OTR 1 20,498 348,580 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 26,136 1,038,387 SH   OTR 1 144,866 893,521 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 674 645,000 PRN   SOLE   645,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 21,735 20,630,000 PRN   OTR 1 4,525,000 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,498 4,795,000 PRN   SOLE   3,992,000 0 803,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 24,827 21,557,000 PRN   OTR 1 4,700,000 16,857,000 0
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LIFE STORAGE INC COM 53223X107 3,621 43,360 SH   OTR 1 0 43,360 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,538 9,313 SH   OTR 1 3,786 5,527 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 947 432,000 PRN   SOLE   432,000 0 0
LILLY ELI & CO COM 532457108 44,035 569,149 SH   OTR 1 152,364 416,785 0
LINCOLN NATL CORP IND COM 534187109 16,145 220,984 SH   OTR 1 32,969 188,015 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,362 130,178 SH   OTR 1 0 130,178 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,646 68,342 SH   OTR 1 5,742 62,600 0
LIVE NATION ENTERTAINMENT IN COM 538034109 22,209 527,032 SH   OTR 1 108,491 418,541 0
LIVEPERSON INC COM 538146101 1,445 88,400 SH   OTR 1 34,400 54,000 0
LKQ CORP COM 501889208 1,974 52,019 SH   OTR 1 8,958 43,061 0
LOCKHEED MARTIN CORP COM 539830109 48,259 142,808 SH   OTR 1 37,392 105,416 0
LOEWS CORP COM 540424108 2,260 45,439 SH   OTR 1 7,826 37,613 0
LOUISIANA PAC CORP COM 546347105 496 17,250 SH   SOLE   17,250 0 0
LOWES COS INC COM 548661107 44,299 504,828 SH   OTR 1 132,069 372,759 0
LOXO ONCOLOGY INC COM 548862101 992 8,600 SH   OTR 1 3,500 5,100 0
LPL FINL HLDGS INC COM 50212V100 20,947 342,996 SH   OTR 1 18,012 324,984 0
LSC COMMUNICATIONS INC COM 50218P107 529 30,300 SH   OTR 1 19,500 10,800 0
LSI INDS INC COM 50216C108 880 108,478 SH   OTR 1 58,878 49,600 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 48,415 38,131,000 PRN   OTR 1 9,032,000 29,099,000 0
LYON WILLIAM HOMES CL A NEW 552074700 888 32,300 SH   OTR 1 17,700 14,600 0
M & T BK CORP COM 55261F104 5,360 29,075 SH   OTR 1 4,363 24,712 0
MACERICH CO COM 554382101 1,022 18,246 SH   OTR 1 3,142 15,104 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,821 2,040,000 PRN   SOLE   2,040,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 45,561 45,848,000 PRN   OTR 1 9,786,000 36,062,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 4,645 4,698,000 PRN   SOLE   3,907,000 0 791,000
MACROGENICS INC COM 556099109 519 20,638 SH   OTR 1 7,950 12,688 0
MACYS INC COM 55616P104 10,971 368,890 SH   OTR 1 47,183 321,707 0
MAGELLAN HEALTH INC COM NEW 559079207 4,134 38,600 SH   OTR 1 16,800 21,800 0
MANHATTAN ASSOCS INC COM 562750109 4,897 116,922 SH   OTR 1 7,365 109,557 0
MANITOWOC CO INC COM NEW 563571405 953 33,500 SH   OTR 1 7,200 26,300 0
MANPOWERGROUP INC COM 56418H100 9,523 82,733 SH   OTR 1 25,933 56,800 0
MARATHON OIL CORP COM 565849106 7,865 487,631 SH   OTR 1 97,489 390,142 0
MARATHON PETE CORP COM 56585A102 43,821 599,389 SH   OTR 1 178,810 420,579 0
MARCUS & MILLICHAP INC COM 566324109 1,615 44,800 SH   OTR 1 18,200 26,600 0
MARRIOTT INTL INC NEW CL A 571903202 18,619 136,925 SH   OTR 1 12,227 124,698 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 786 5,900 SH   OTR 1 2,400 3,500 0
MARSH & MCLENNAN COS INC COM 571748102 7,095 85,903 SH   OTR 1 14,792 71,111 0
MARTIN MARIETTA MATLS INC COM 573284106 2,193 10,581 SH   OTR 1 1,822 8,759 0
MASCO CORP COM 574599106 2,141 52,949 SH   OTR 1 9,119 43,830 0
MASIMO CORP COM 574795100 2,159 24,548 SH   OTR 1 10,708 13,840 0
MASTERCARD INCORPORATED CL A 57636Q104 67,150 383,366 SH   OTR 1 89,976 293,390 0
MATERION CORP COM 576690101 1,874 36,700 SH   OTR 1 17,200 19,500 0
MATRIX SVC CO COM 576853105 1,814 132,400 SH   OTR 1 58,100 74,300 0
MATSON INC COM 57686G105 1,194 41,700 SH   OTR 1 14,400 27,300 0
MATTEL INC COM 577081102 761 57,858 SH   OTR 1 9,963 47,895 0
MAUI LD & PINEAPPLE INC COM 577345101 322 27,600 SH   OTR 1 15,400 12,200 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,199 69,724 SH   OTR 1 6,797 62,927 0
MAXIMUS INC COM 577933104 7,264 108,847 SH   OTR 1 59,658 49,189 0
MCCORMICK & CO INC COM NON VTG 579780206 2,170 20,401 SH   OTR 1 3,508 16,893 0
MCDERMOTT INTL INC COM 580037109 2,084 342,171 SH   OTR 1 114,106 228,065 0
MCDONALDS CORP COM 580135101 28,231 180,526 SH   OTR 1 33,115 147,411 0
MCKESSON CORP COM 58155Q103 6,411 45,508 SH   OTR 1 5,989 39,519 0
MDC PARTNERS INC CL A SUB VTG 552697104 916 127,200 SH   OTR 1 49,200 78,000 0
MDU RES GROUP INC COM 552690109 902 32,029 SH   OTR 1 4,691 27,338 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,677 2,788,000 PRN   SOLE   2,325,000 0 463,000
MEDICINES CO NOTE 2.750% 7/1 584688AG0 13,956 14,460,000 PRN   OTR 1 1,859,000 12,601,000 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 812 720,000 PRN   SOLE   720,000 0 0
MEDNAX INC COM 58502B106 1,711 30,762 SH   OTR 1 0 30,762 0
MEET GROUP INC COM 58513U101 335 160,300 SH   OTR 1 90,000 70,300 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 3,498 120,700 SH   OTR 1 99,000 21,700 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 25,828 9,120,000 PRN   OTR 1 1,709,000 7,411,000 0
MERCANTILE BANK CORP COM 587376104 770 23,153 SH   OTR 1 9,553 13,600 0
MERCK & CO INC COM 58933Y105 30,310 556,448 SH   OTR 1 124,203 432,245 0
MERCURY GENL CORP NEW COM 589400100 2,171 47,338 SH   OTR 1 0 47,338 0
MERIDIAN BIOSCIENCE INC COM 589584101 446 31,400 SH   OTR 1 21,200 10,200 0
MERIT MED SYS INC COM 589889104 4,018 88,600 SH   OTR 1 35,900 52,700 0
MERITOR INC COM 59001K100 3,977 193,439 SH   OTR 1 77,939 115,500 0
METLIFE INC COM 59156R108 16,233 353,748 SH   OTR 1 89,154 264,594 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,476 4,306 SH   OTR 1 742 3,564 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1,494 303,705 SH   SOLE   303,705 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,909 446,137 SH   OTR 1 347,524 98,613 0
MGM RESORTS INTERNATIONAL COM 552953101 8,357 238,630 SH   OTR 1 90,388 148,242 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,597 39,372 SH   OTR 1 6,780 32,592 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 63,012 35,490,000 PRN   OTR 1 5,734,000 29,756,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,138 5,154,000 PRN   SOLE   4,297,000 0 857,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 26,831 22,600,000 PRN   OTR 1 10,273,000 12,327,000 0
MICRON TECHNOLOGY INC COM 595112103 49,609 951,453 SH   OTR 1 236,831 714,622 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 51,227 28,548,000 PRN   OTR 1 7,753,000 20,795,000 0
MICROSOFT CORP COM 594918104 308,968 3,385,204 SH   OTR 1 824,016 2,561,188 0
MID AMER APT CMNTYS INC COM 59522J103 1,745 19,126 SH   OTR 1 3,294 15,832 0
MIDSTATES PETE CO INC COM PAR 59804T407 801 60,100 SH   OTR 1 33,500 26,600 0
MIDWESTONE FINL GROUP INC NE COM 598511103 931 27,955 SH   OTR 1 11,355 16,600 0
MILLER INDS INC TENN COM NEW 600551204 835 33,400 SH   OTR 1 17,000 16,400 0
MIMEDX GROUP INC COM 602496101 421 60,332 SH   OTR 1 24,418 35,914 0
MKS INSTRUMENT INC COM 55306N104 7,524 65,057 SH   OTR 1 30,345 34,712 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4,082 358,400 SH   OTR 1 158,100 200,300 0
MOHAWK INDS INC COM 608190104 2,470 10,638 SH   OTR 1 1,834 8,804 0
MOLINA HEALTHCARE INC COM 60855R100 5,564 68,533 SH   OTR 1 24,533 44,000 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 4,790 3,367,000 PRN   SOLE   2,812,000 0 555,000
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 17,755 8,808,000 PRN   OTR 1 2,313,000 6,495,000 0
MOLSON COORS BREWING CO CL B 60871R209 7,081 93,994 SH   OTR 1 10,898 83,096 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 618 34,075 SH   OTR 1 14,006 20,069 0
MONDELEZ INTL INC CL A 609207105 12,030 288,281 SH   OTR 1 43,309 244,972 0
MONOLITHIC PWR SYS INC COM 609839105 347 3,000 SH   OTR 1 1,300 1,700 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 397 17,700 SH   OTR 1 7,300 10,400 0
MONSANTO CO NEW COM 61166W101 14,053 120,427 SH   OTR 1 36,067 84,360 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,514 78,906 SH   OTR 1 11,934 66,972 0
MOODYS CORP COM 615369105 4,514 27,985 SH   OTR 1 4,820 23,165 0
MORGAN STANLEY COM NEW 617446448 14,314 265,274 SH   OTR 1 40,042 225,232 0
MORNINGSTAR INC COM 617700109 2,047 21,431 SH   OTR 1 896 20,535 0
MOSAIC CO NEW COM 61945C103 7,931 326,655 SH   OTR 1 30,445 296,210 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,035 66,812 SH   OTR 1 11,440 55,372 0
MURPHY OIL CORP COM 626717102 11,312 437,767 SH   OTR 1 78,933 358,834 0
MYRIAD GENETICS INC COM 62855J104 727 24,602 SH   OTR 1 9,892 14,710 0
NASDAQ INC COM 631103108 12,316 142,847 SH   OTR 1 30,598 112,249 0
NATIONAL FUEL GAS CO N J COM 636180101 1,230 23,901 SH   OTR 1 0 23,901 0
NATIONAL OILWELL VARCO INC COM 637071101 2,355 63,970 SH   OTR 1 11,017 52,953 0
NATIONAL RETAIL PPTYS INC COM 637417106 3,154 80,343 SH   OTR 1 0 80,343 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 466 24,500 SH   OTR 1 15,800 8,700 0
NAVIENT CORPORATION COM 63938C108 581 44,271 SH   OTR 1 7,623 36,648 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 567 550,000 PRN   SOLE   550,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 1,993 112,600 SH   OTR 1 52,300 60,300 0
NEKTAR THERAPEUTICS COM 640268108 6,590 62,018 SH   OTR 1 18,770 43,248 0
NETAPP INC COM 64110D104 30,223 489,918 SH   OTR 1 120,354 369,564 0
NETEASE INC SPONSORED ADR 64110W102 15,103 53,864 SH   OTR 1 25,899 27,965 0
NETFLIX INC COM 64110L106 48,562 164,421 SH   OTR 1 34,730 129,691 0
NEW MEDIA INVT GROUP INC COM 64704V106 3,574 208,530 SH   OTR 1 85,030 123,500 0
NEW RELIC INC COM 64829B100 800 10,800 SH   OTR 1 4,400 6,400 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,580 96,024 SH   OTR 1 0 96,024 0
NEW YORK & CO INC COM 649295102 66 19,500 SH   SOLE   19,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 214 16,417 SH   SOLE   16,417 0 0
NEWELL BRANDS INC COM 651229106 2,102 82,494 SH   OTR 1 14,206 68,288 0
NEWFIELD EXPL CO COM 651290108 819 33,530 SH   OTR 1 5,774 27,756 0
NEWMONT MINING CORP COM 651639106 15,054 385,303 SH   OTR 1 42,424 342,879 0
NEWS CORP NEW CL A 65249B109 13,707 867,539 SH   OTR 1 327,236 540,303 0
NEWS CORP NEW CL B 65249B208 4,405 273,587 SH   OTR 1 8,885 264,702 0
NEXTERA ENERGY INC COM 65339F101 21,007 128,614 SH   OTR 1 36,977 91,637 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 9,293 127,390 SH   SOLE   127,390 0 0
NIC INC COM 62914B100 1,035 77,800 SH   OTR 1 31,700 46,100 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 54,630 43,957,000 PRN   OTR 1 9,594,000 34,363,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 5,928 4,789,000 PRN   SOLE   3,985,000 0 804,000
NIKE INC CL B 654106103 15,754 237,115 SH   OTR 1 37,665 199,450 0
NISOURCE INC COM 65473P105 1,355 56,690 SH   OTR 1 9,763 46,927 0
NOBLE ENERGY INC COM 655044105 2,482 81,905 SH   OTR 1 14,103 67,802 0
NORDSTROM INC COM 655664100 14,055 290,326 SH   OTR 1 74,239 216,087 0
NORFOLK SOUTHERN CORP COM 655844108 8,070 59,436 SH   OTR 1 8,293 51,143 0
NORTHERN TR CORP COM 665859104 6,899 66,898 SH   OTR 1 7,438 59,460 0
NORTHROP GRUMMAN CORP COM 666807102 13,201 37,812 SH   OTR 1 5,045 32,767 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21,269 3,511,000 PRN   SOLE   3,511,000 0 0
NRG ENERGY INC COM NEW 629377508 12,722 416,721 SH   OTR 1 102,013 314,708 0
NU SKIN ENTERPRISES INC CL A 67018T105 23,903 324,283 SH   OTR 1 25,439 298,844 0
NUANCE COMMUNICATIONS INC COM 67020Y100 13,926 884,176 SH   OTR 1 63,225 820,951 0
NUCOR CORP COM 670346105 3,269 53,513 SH   OTR 1 9,216 44,297 0
NUTANIX INC CL A 67059N108 894 18,200 SH   OTR 1 7,400 10,800 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 12,291 11,139,000 PRN   OTR 1 2,905,000 8,234,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,431 4,944,000 PRN   SOLE   4,119,000 0 825,000
NUVEEN AMT FREE MUN CR INC F COM 67071L106 16,400 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 23,337 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,416 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 3,801 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 17,891 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,887 648,590 SH   OTR 1 548,590 100,000 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,049 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 63,993 276,322 SH   OTR 1 94,199 182,123 0
NVR INC COM 62944T105 2,131 761 SH   OTR 1 50 711 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,488 14,099 SH   OTR 1 2,428 11,671 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 29,109 28,118,000 PRN   OTR 1 6,391,000 21,727,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 7,173 6,946,000 PRN   SOLE   5,777,000 0 1,169,000
OCCIDENTAL PETE CORP DEL COM 674599105 10,151 156,264 SH   OTR 1 22,182 134,082 0
OCEANEERING INTL INC COM 675232102 1,296 69,883 SH   OTR 1 18,183 51,700 0
OFFICE DEPOT INC COM 676220106 174 81,100 SH   SOLE   81,100 0 0
OFG BANCORP COM 67103X102 3,794 363,031 SH   OTR 1 131,331 231,700 0
OLD LINE BANCSHARES INC COM 67984M100 234 7,100 SH   OTR 1 3,000 4,100 0
OLD REP INTL CORP COM 680223104 11,402 531,552 SH   OTR 1 108,869 422,683 0
OLIN CORP COM PAR $1 680665205 13,649 449,132 SH   OTR 1 29,208 419,924 0
OMNICOM GROUP INC COM 681919106 3,120 42,936 SH   OTR 1 7,404 35,532 0
ON SEMICONDUCTOR CORP COM 682189105 18,508 756,670 SH   OTR 1 39,557 717,113 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 36,270 25,325,000 PRN   OTR 1 4,820,000 20,505,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,743 4,725,000 PRN   SOLE   3,932,000 0 793,000
ONE GAS INC COM 68235P108 386 5,850 SH   OTR 1 2,350 3,500 0
ONEMAIN HLDGS INC COM 68268W103 1,232 41,142 SH   OTR 1 0 41,142 0
ONEOK INC NEW COM 682680103 7,677 134,878 SH   OTR 1 15,632 119,246 0
OPKO HEALTH INC COM 68375N103 8,873 2,799,098 SH   OTR 1 168,014 2,631,084 0
ORACLE CORP COM 68389X105 51,026 1,115,317 SH   OTR 1 408,732 706,585 0
ORION GROUP HOLDINGS INC COM 68628V308 258 39,100 SH   OTR 1 32,500 6,600 0
OUTFRONT MEDIA INC COM 69007J106 1,676 89,417 SH   OTR 1 1,970 87,447 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 271 95,400 SH   SOLE   95,400 0 0
OWENS CORNING NEW COM 690742101 10,864 135,130 SH   OTR 1 8,066 127,064 0
PACCAR INC COM 693718108 10,843 163,872 SH   OTR 1 61,337 102,535 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 500 166,695 SH   OTR 1 80,295 86,400 0
PACIRA PHARMACEUTICALS INC COM 695127100 327 10,500 SH   OTR 1 2,200 8,300 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 12,081 13,185,000 PRN   OTR 1 4,237,000 8,948,000 0
PACKAGING CORP AMER COM 695156109 1,790 15,881 SH   OTR 1 2,735 13,146 0
PALO ALTO NETWORKS INC COM 697435105 5,881 32,400 SH   OTR 1 3,311 29,089 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 18,899 11,419,000 PRN   OTR 1 2,979,000 8,440,000 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 3,973 231,400 SH   OTR 1 82,500 148,900 0
PARK HOTELS RESORTS INC COM 700517105 7,433 275,103 SH   OTR 1 16,501 258,602 0
PARK OHIO HLDGS CORP COM 700666100 633 16,300 SH   OTR 1 6,800 9,500 0
PARKER HANNIFIN CORP COM 701094104 3,835 22,424 SH   OTR 1 3,861 18,563 0
PAYCHEX INC COM 704326107 3,315 53,827 SH   OTR 1 9,268 44,559 0
PAYCOM SOFTWARE INC COM 70432V102 1,997 18,600 SH   OTR 1 7,500 11,100 0
PAYPAL HLDGS INC COM 70450Y103 32,460 427,842 SH   OTR 1 95,001 332,841 0
PBF ENERGY INC CL A 69318G106 19,082 562,901 SH   OTR 1 38,958 523,943 0
PDL BIOPHARMA INC COM 69329Y104 645 219,296 SH   OTR 1 88,888 130,408 0
PEABODY ENERGY CORP NEW COM 704551100 3,723 102,000 SH   OTR 1 41,700 60,300 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,879 56,274 SH   OTR 1 22,674 33,600 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,132 32,950 SH   OTR 1 13,150 19,800 0
PEGASYSTEMS INC COM 705573103 813 13,400 SH   OTR 1 5,500 7,900 0
PENN NATL GAMING INC COM 707569109 247 9,400 SH   OTR 1 3,800 5,600 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,090 112,003 SH   OTR 1 12,642 99,361 0
PEPSICO INC COM 713448108 87,632 802,856 SH   OTR 1 213,948 588,908 0
PERKINELMER INC COM 714046109 1,405 18,555 SH   OTR 1 3,197 15,358 0
PETROQUEST ENERGY INC COM NEW 716748306 867 1,493,209 SH   OTR 1 292,496 1,200,713 0
PFIZER INC COM 717081103 66,159 1,864,171 SH   OTR 1 605,265 1,258,906 0
PG&E CORP COM 69331C108 11,138 253,540 SH   OTR 1 54,061 199,479 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 4,435 111,721 SH   OTR 1 37,121 74,600 0
PHILIP MORRIS INTL INC COM 718172109 43,162 434,227 SH   OTR 1 120,377 313,850 0
PHILLIPS 66 COM 718546104 20,800 216,849 SH   OTR 1 94,864 121,985 0
PHOTRONICS INC COM 719405102 173 21,000 SH   SOLE   21,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,390 192,742 SH   OTR 1 0 192,742 0
PILGRIMS PRIDE CORP NEW COM 72147K108 11,719 476,187 SH   OTR 1 57,176 419,011 0
PINNACLE WEST CAP CORP COM 723484101 1,501 18,807 SH   OTR 1 3,239 15,568 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 956 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 6,469 37,657 SH   OTR 1 4,933 32,724 0
PITNEY BOWES INC COM 724479100 13,128 1,205,518 SH   OTR 1 82,411 1,123,107 0
PLANTRONICS INC NEW COM 727493108 5,023 83,200 SH   OTR 1 31,300 51,900 0
PNC FINL SVCS GROUP INC COM 693475105 13,547 89,573 SH   OTR 1 13,686 75,887 0
POLARIS INDS INC COM 731068102 29,230 255,240 SH   OTR 1 53,156 202,084 0
PORTOLA PHARMACEUTICALS INC COM 737010108 660 20,214 SH   OTR 1 8,172 12,042 0
POTLATCHDELTIC CORPORATION COM 737630103 3,938 75,653 SH   OTR 1 30,475 45,178 0
POWELL INDS INC COM 739128106 487 18,156 SH   OTR 1 7,756 10,400 0
PPG INDS INC COM 693506107 6,545 58,647 SH   OTR 1 7,384 51,263 0
PPL CORP COM 69351T106 3,309 116,957 SH   OTR 1 20,142 96,815 0
PRA HEALTH SCIENCES INC COM 69354M108 207 2,500 SH   OTR 1 1,000 1,500 0
PRAXAIR INC COM 74005P104 8,714 60,387 SH   OTR 1 8,298 52,089 0
PRESIDIO INC COM 74102M103 805 51,500 SH   OTR 1 21,300 30,200 0
PRICE T ROWE GROUP INC COM 74144T108 28,318 262,277 SH   OTR 1 66,656 195,621 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,509 5,923,000 PRN   SOLE   4,921,000 0 1,002,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 52,912 42,309,000 PRN   OTR 1 11,834,000 30,475,000 0
PRIMERICA INC COM 74164M108 2,023 20,940 SH   OTR 1 9,882 11,058 0
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PVH CORP COM 693656100 1,973 13,032 SH   OTR 1 2,244 10,788 0
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U S G CORP COM NEW 903293405 10,787 266,885 SH   OTR 1 16,406 250,479 0
UDR INC COM 902653104 1,604 45,038 SH   OTR 1 7,756 37,282 0
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UNITED TECHNOLOGIES CORP COM 913017109 24,434 194,199 SH   OTR 1 23,179 171,020 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 14,199 126,374 SH   OTR 1 43,100 83,274 0
UNITEDHEALTH GROUP INC COM 91324P102 92,381 431,688 SH   OTR 1 100,036 331,652 0
UNIVAR INC COM 91336L107 834 30,056 SH   OTR 1 1,783 28,273 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,747 14,750 SH   OTR 1 2,539 12,211 0
UNUM GROUP COM 91529Y106 7,438 156,233 SH   OTR 1 9,048 147,185 0
URBAN OUTFITTERS INC COM 917047102 18,370 497,036 SH   OTR 1 18,781 478,255 0
US BANCORP DEL COM NEW 902973304 15,104 299,092 SH   OTR 1 45,557 253,535 0
US FOODS HLDG CORP COM 912008109 5,417 165,302 SH   OTR 1 606 164,696 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 382 42,450 SH   OTR 1 17,450 25,000 0
USANA HEALTH SCIENCES INC COM 90328M107 3,780 44,000 SH   OTR 1 17,800 26,200 0
V F CORP COM 918204108 12,315 166,145 SH   OTR 1 15,559 150,586 0
VALERO ENERGY CORP NEW COM 91913Y100 35,921 387,200 SH   OTR 1 134,110 253,090 0
VALHI INC NEW COM 918905100 142 23,400 SH   OTR 1 18,100 5,300 0
VALVOLINE INC COM 92047W101 621 28,078 SH   OTR 1 0 28,078 0
VANECK VECTORS ETF TR AFRICA INDEX ETF 92189F866 1,773 69,207 SH   OTR 1 0 69,207 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 7,481 241,386 SH   SOLE   241,386 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 2,566 44,860 SH   OTR 1 0 44,860 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 12,017 613,121 SH   OTR 1 0 613,121 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,414 62,200 SH   OTR 1 24,600 37,600 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 12,437 113,693 SH   OTR 1 0 113,693 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 417,430 1,724,347 SH   OTR 3 0 1,724,347 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 9,835 201,083 SH   OTR 1 0 201,083 0
VARIAN MED SYS INC COM 92220P105 3,545 28,905 SH   OTR 1 3,975 24,930 0
VECTRUS INC COM 92242T101 3,457 92,843 SH   OTR 1 40,843 52,000 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,084 61,700 SH   SOLE   61,700 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 540 592,000 PRN   SOLE   592,000 0 0
VENTAS INC COM 92276F100 2,969 59,946 SH   OTR 1 10,322 49,624 0
VERA BRADLEY INC COM 92335C106 117 11,000 SH   OTR 1 10,800 200 0
VEREIT INC COM 92339V100 3,790 544,609 SH   OTR 1 45,977 498,632 0
VERINT SYS INC COM 92343X100 1,368 32,101 SH   OTR 1 13,001 19,100 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 37,178 37,994,000 PRN   OTR 1 8,812,000 29,182,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4,620 4,746,000 PRN   SOLE   3,947,000 0 799,000
VERISIGN INC COM 92343E102 16,196 136,606 SH   OTR 1 8,478 128,128 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8,627 2,500,000 PRN   OTR 1 1,525,000 975,000 0
VERISK ANALYTICS INC COM 92345Y106 2,721 26,161 SH   OTR 1 4,506 21,655 0
VERIZON COMMUNICATIONS INC COM 92343V104 47,865 1,000,937 SH   OTR 1 230,338 770,599 0
VERSO CORP CL A 92531L207 2,573 152,800 SH   OTR 1 61,900 90,900 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,938 42,568 SH   OTR 1 7,330 35,238 0
VIACOM INC NEW CL B 92553P201 1,845 59,388 SH   OTR 1 10,226 49,162 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 29,143 28,588,000 PRN   OTR 1 4,340,000 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,864 2,823,000 PRN   SOLE   2,354,000 0 469,000
VISA INC COM CL A 92826C839 91,331 763,509 SH   OTR 1 175,411 588,098 0
VISTRA ENERGY CORP COM 92840M102 5,147 247,110 SH   OTR 1 15,137 231,973 0
VONAGE HLDGS CORP COM 92886T201 3,170 297,622 SH   OTR 1 131,422 166,200 0
VORNADO RLTY TR SH BEN INT 929042109 5,257 78,106 SH   OTR 1 7,469 70,637 0
VORNADO RLTY TR SH BEN INT 929042109 3 39 SH   SOLE   0 0 39
VULCAN MATLS CO COM 929160109 2,542 22,266 SH   OTR 1 3,835 18,431 0
W & T OFFSHORE INC COM 92922P106 1,630 367,900 SH   OTR 1 100,900 267,000 0
W P CAREY INC COM 92936U109 6,290 101,464 SH   OTR 1 5,507 95,957 0
W R BERKLEY CORPORATION COM 084423102 9,527 131,040 SH   OTR 1 9,371 121,669 0
WABASH NATL CORP COM 929566107 4,639 222,944 SH   OTR 1 81,544 141,400 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 21,586 12,161,000 PRN   OTR 1 2,479,000 9,682,000 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 5,675 3,206,000 PRN   SOLE   2,678,000 0 528,000
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,503 190,968 SH   OTR 1 36,664 154,304 0
WALMART INC COM 931142103 56,652 636,752 SH   OTR 1 225,263 411,489 0
WARRIOR MET COAL INC COM 93627C101 3,521 125,700 SH   OTR 1 55,100 70,600 0
WASTE MGMT INC DEL COM 94106L109 17,981 213,760 SH   OTR 1 88,663 125,097 0
WATERS CORP COM 941848103 2,660 13,388 SH   OTR 1 2,306 11,082 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 476 500,000 PRN   SOLE   500,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 49,773 55,369,000 PRN   OTR 1 12,949,000 42,420,000 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 7,189 8,020,000 PRN   SOLE   6,686,000 0 1,334,000
WEB COM GROUP INC COM 94733A104 2,302 127,200 SH   OTR 1 42,200 85,000 0
WEC ENERGY GROUP INC COM 92939U106 15,358 244,943 SH   OTR 1 19,669 225,274 0
WELLCARE HEALTH PLANS INC COM 94946T106 37,206 192,150 SH   OTR 1 41,242 150,908 0
WELLS FARGO CO NEW COM 949746101 82,544 1,574,970 SH   OTR 1 457,133 1,117,837 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 39,559 30,642 SH   OTR 1 10,426 20,216 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,249 3,294 SH   SOLE   2,775 0 519
WELLTOWER INC COM 95040Q104 3,503 64,365 SH   OTR 1 10,900 53,465 0
WELLTOWER INC COM 95040Q104 9 168 SH   SOLE   0 0 168
WESBANCO INC COM 950810101 3,352 79,242 SH   OTR 1 32,142 47,100 0
WEST BANCORPORATION INC CAP STK 95123P106 562 21,940 SH   OTR 1 8,790 13,150 0
WESTERN DIGITAL CORP COM 958102105 47,276 512,366 SH   OTR 1 130,622 381,744 0
WESTERN UN CO COM 959802109 20,280 1,054,598 SH   OTR 1 266,077 788,521 0
WESTLAKE CHEM CORP COM 960413102 22,351 201,093 SH   OTR 1 8,375 192,718 0
WESTROCK CO COM 96145D105 2,750 42,857 SH   OTR 1 7,381 35,476 0
WEYERHAEUSER CO COM 962166104 5,786 165,322 SH   OTR 1 40,776 124,546 0
WEYERHAEUSER CO COM 962166104 4 108 SH   SOLE   0 0 108
WHIRLPOOL CORP COM 963320106 13,744 89,763 SH   OTR 1 7,281 82,482 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 904 955,000 PRN   SOLE   955,000 0 0
WILEY JOHN & SONS INC CL A 968223206 6,388 100,286 SH   OTR 1 5,834 94,452 0
WILLIAMS COS INC DEL COM 969457100 5,238 210,720 SH   OTR 1 31,406 179,314 0
WILLIAMS SONOMA INC COM 969904101 8,131 154,121 SH   OTR 1 51,218 102,903 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1,094 675,000 PRN   SOLE   675,000 0 0
WORLD ACCEP CORP DEL COM 981419104 1,776 16,862 SH   OTR 1 6,862 10,000 0
WORLD FUEL SVCS CORP COM 981475106 3,788 154,317 SH   OTR 1 6,359 147,958 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 6,726 6,778,000 PRN   SOLE   5,899,000 0 879,000
WYNDHAM WORLDWIDE CORP COM 98310W108 20,147 176,060 SH   OTR 1 43,938 132,122 0
WYNN RESORTS LTD COM 983134107 40,358 221,310 SH   OTR 1 54,034 167,276 0
XCEL ENERGY INC COM 98389B100 25,074 551,312 SH   OTR 1 111,186 440,126 0
XENCOR INC COM 98401F105 600 20,021 SH   OTR 1 8,090 11,931 0
XENIA HOTELS & RESORTS INC COM 984017103 3,385 171,668 SH   OTR 1 69,468 102,200 0
XEROX CORP COM NEW 984121608 1,695 58,882 SH   OTR 1 6,189 52,693 0
XILINX INC COM 983919101 3,100 42,913 SH   OTR 1 7,377 35,536 0
XO GROUP INC COM 983772104 359 17,300 SH   OTR 1 6,900 10,400 0
XPERI CORP COM 98421B100 923 43,650 SH   OTR 1 22,650 21,000 0
XPO LOGISTICS INC COM 983793100 49,972 490,838 SH   OTR 1 21,650 469,188 0
XYLEM INC COM 98419M100 2,655 34,510 SH   OTR 1 5,774 28,736 0
YAHOO INC NOTE 12/0 984332AF3 2,233 1,595,000 PRN   SOLE   1,595,000 0 0
YELP INC CL A 985817105 359 8,600 SH   OTR 1 3,500 5,100 0
YRC WORLDWIDE INC COM PAR $.01 984249607 335 37,950 SH   OTR 1 26,350 11,600 0
YUM BRANDS INC COM 988498101 4,770 56,034 SH   OTR 1 9,650 46,384 0
YY INC ADS REPCOM CLA 98426T106 2,635 25,050 SH   OTR 1 900 24,150 0
ZAGG INC COM 98884U108 2,711 222,200 SH   OTR 1 78,500 143,700 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 7,301 52,451 SH   OTR 1 2,336 50,115 0
ZENDESK INC COM 98936J101 1,297 27,100 SH   OTR 1 11,000 16,100 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 26,941 22,199,000 PRN   OTR 1 5,198,000 17,001,000 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,914 35,891 SH   OTR 1 5,869 30,022 0
ZIONS BANCORPORATION COM 989701107 1,773 33,620 SH   OTR 1 5,789 27,831 0
ZIOPHARM ONCOLOGY INC COM 98973P101 359 91,597 SH   OTR 1 38,641 52,956 0
ZIX CORP COM 98974P100 753 176,400 SH   OTR 1 81,000 95,400 0
ZOETIS INC CL A 98978V103 6,974 83,506 SH   OTR 1 14,242 69,264 0