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
3M CO COM 88579Y101 24,830 117,840 SH   OTR 1 16,346 101,494 0
58 COM INC SPON ADR REP A 31680Q104 2,658 36,114 SH   OTR 1 1,500 34,600 14
ABBVIE INC COM 00287Y109 57,104 603,764 SH   OTR 1 108,203 495,561 0
ACCELERON PHARMA INC COM 00434H108 1,041 18,183 SH   OTR 1 7,881 10,302 0
ACORDA THERAPEUTICS INC COM 00484M106 383 19,470 SH   OTR 1 8,471 10,999 0
ACTIVISION BLIZZARD INC COM 00507V109 10,116 121,601 SH   OTR 1 16,412 105,189 0
ACUITY BRANDS INC COM 00508Y102 6,653 42,323 SH   OTR 1 2,162 40,161 0
ADOBE SYS INC COM 00724F101 45,621 168,998 SH   OTR 1 26,702 142,296 0
ADVANCE AUTO PARTS INC COM 00751Y106 22,096 131,263 SH   OTR 1 45,045 86,218 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 5,089 1,310,000 PRN   SOLE 1,310,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 21,526 15,060,000 PRN   OTR 1 3,304,000 11,368,000 388,000
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 51 36,000 PRN   OTR 4 0 36,000 0
AES CORP COM 00130H105 25,479 1,819,901 SH   OTR 1 547,082 1,272,819 0
AETNA INC NEW COM 00817Y108 12,112 59,709 SH   OTR 1 7,041 52,668 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,642 51,632 SH   OTR 1 7,005 44,627 0
AIMMUNE THERAPEUTICS INC COM 00900T107 687 25,200 SH   OTR 1 11,600 13,600 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 69,040 43,850,000 PRN   OTR 1 9,530,000 33,239,000 1,081,000
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 149 95,000 PRN   OTR 4 0 95,000 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 422 440,000 PRN   SOLE 440,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 24,540 335,471 SH   OTR 1 66,522 268,949 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,024 1,030,000 PRN   SOLE 1,030,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,890 90,375 SH   OTR 1 9,810 80,540 25
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,147 530,000 PRN   SOLE 530,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 17,509 336,640 SH   OTR 1 16,238 320,402 0
ALPHABET INC CAP STK CL A 02079K305 152,787 126,576 SH   OTR 1 29,824 96,752 0
ALPHABET INC CAP STK CL C 02079K107 137,448 115,167 SH   OTR 1 30,329 84,838 0
ALTRIA GROUP INC COM 02209S103 22,112 366,631 SH   OTR 1 39,773 326,858 0
ALZA CORP SDCV 7/2 02261WAB5 23,117 12,153,000 PRN   SOLE 12,153,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,408 68,700 SH   OTR 1 28,200 40,500 0
AMC NETWORKS INC CL A 00164V103 3,476 52,395 SH   OTR 1 277 52,118 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,702 65,369 SH   OTR 1 8,822 56,547 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5,497 221,390 SH   OTR 1 139,912 81,478 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,677 81,005 SH   OTR 1 32,205 48,800 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 25,389 25,125,000 PRN   OTR 1 10,125,000 15,000,000 0
AMERICAN TOWER CORP NEW COM 03027X100 16,540 113,832 SH   OTR 1 50,220 63,612 0
AMERIPRISE FINL INC COM 03076C106 38,121 258,167 SH   OTR 1 67,961 190,206 0
AMERISOURCEBERGEN CORP COM 03073E105 19,284 209,104 SH   OTR 1 47,730 161,374 0
AMICUS THERAPEUTICS INC COM 03152W109 830 68,632 SH   OTR 1 29,592 39,040 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 3,946 205,100 SH   OTR 1 81,500 123,600 0
ANDEAVOR COM 03349M105 12,483 81,323 SH   OTR 1 8,948 72,375 0
ANGIODYNAMICS INC COM 03475V101 694 31,914 SH   OTR 1 14,014 17,900 0
ANI PHARMACEUTICALS INC COM 00182C103 1,199 21,200 SH   OTR 1 9,200 12,000 0
ANSYS INC COM 03662Q105 2,640 14,144 SH   OTR 1 1,814 12,330 0
ANTERO RES CORP COM 03674X106 13,130 741,400 SH   OTR 1 36,341 705,059 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 67,840 17,950,000 PRN   OTR 1 5,938,000 12,012,000 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,107 25,096 SH   OTR 1 3,387 21,709 0
APPFOLIO INC COM CL A 03783C100 1,176 15,000 SH   OTR 1 6,700 8,300 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 6,687 382,323 SH   OTR 1 24,903 357,420 0
ARCBEST CORP COM 03937C105 3,175 65,400 SH   OTR 1 28,100 37,300 0
ARCONIC INC COM 03965L100 1,509 68,557 SH   OTR 1 9,253 59,304 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 1,591 1,570,000 PRN   SOLE 1,570,000 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,607 88,800 SH   OTR 1 36,500 52,300 0
ARRAY BIOPHARMA INC COM 04269X105 1,221 80,300 SH   OTR 1 35,165 45,135 0
ASCENA RETAIL GROUP INC COM 04351G101 1,024 224,100 SH   OTR 1 49,100 175,000 0
ASSERTIO THERAPEUTICS INC COM 04545L107 459 78,100 SH   OTR 1 5,300 72,800 0
ASSURANT INC COM 04621X108 909 8,419 SH   OTR 1 1,136 7,283 0
AT&T INC COM 00206R102 57,359 1,708,128 SH   OTR 1 419,985 1,288,143 0
ATHENAHEALTH INC COM 04685W103 6,964 52,123 SH   OTR 1 2,348 49,775 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 47,323 40,888,000 PRN   OTR 1 8,505,000 31,531,000 852,000
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 91 79,000 PRN   OTR 4 0 79,000 0
ATN INTL INC COM 00215F107 709 9,600 SH   OTR 1 4,100 5,500 0
AUDENTES THERAPEUTICS INC COM 05070R104 546 13,800 SH   OTR 1 6,200 7,600 0
AVANGRID INC COM 05351W103 2,769 57,766 SH   OTR 1 1,511 56,255 0
BAKER HUGHES A GE CO CL A 05722G100 5,309 156,934 SH   OTR 1 8,963 147,971 0
BANCORP INC DEL COM 05969A105 3,028 315,704 SH   OTR 1 121,704 194,000 0
BANK AMER CORP 7.25%CNV PFD L 060505682 8,446 6,526 SH   OTR 1 0 5,384 1,142
BANK AMER CORP 7.25%CNV PFD L 060505682 145 112 SH   OTR 4 0 112 0
BANK OZK COM 06417N103 4,749 125,109 SH   OTR 1 10,443 114,666 0
BARNES & NOBLE ED INC COM 06777U101 92 15,900 SH   OTR 1 6,500 9,400 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 595 59,600 SH   OTR 1 25,800 33,800 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 6,324 96,762 SH   OTR 1 0 79,561 17,201
BECTON DICKINSON & CO PFD SHS CONV A 075887208 105 1,611 SH   OTR 4 0 1,611 0
BG STAFFING INC COM 05544A109 416 15,300 SH   OTR 1 6,600 8,700 0
BIOGEN INC COM 09062X103 34,762 98,390 SH   OTR 1 16,396 81,994 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 56,918 53,295,000 PRN   OTR 1 6,228,000 46,056,000 1,011,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 99 93,000 PRN   OTR 4 0 93,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,780 2,308,000 PRN   SOLE 2,308,000 0 0
BJS RESTAURANTS INC COM 09180C106 4,408 61,051 SH   OTR 1 23,551 37,500 0
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2,672 187,485 SH   SOLE 187,485 0 0
BLACKROCK INC COM 09247X101 10,744 22,796 SH   OTR 1 2,646 20,150 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 923 81,807 SH   SOLE 81,807 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3,473 167,704 SH   SOLE 167,704 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 10,464 800,000 SH   SOLE 800,000 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 1,668 132,807 SH   SOLE 132,807 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 115 10,000 SH   SOLE 10,000 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 5,604 451,928 SH   SOLE 451,928 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,108 14,200 SH   OTR 1 6,200 8,000 0
BMC STK HLDGS INC COM 05591B109 931 49,900 SH   OTR 1 21,800 28,100 0
BOOKING HLDGS INC COM 09857L108 45,440 22,903 SH   OTR 1 4,911 17,992 0
BOSTON BEER INC CL A 100557107 2,530 8,800 SH   OTR 1 3,900 4,900 0
BOSTON PROPERTIES INC COM 101121101 3,510 28,514 SH   OTR 1 3,324 25,190 0
BOSTON SCIENTIFIC CORP COM 101137107 9,822 255,123 SH   OTR 1 29,768 225,355 0
BOTTOMLINE TECH DEL INC COM 101388106 3,468 47,700 SH   OTR 1 20,900 26,800 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 1,178 100,100 SH   OTR 1 44,200 55,900 0
BRIDGE BANCORP INC COM 108035106 1,024 30,843 SH   OTR 1 13,353 17,490 0
BRIGHTHOUSE FINL INC COM 10922N103 1,393 31,480 SH   OTR 1 2,579 28,901 0
BRISTOL MYERS SQUIBB CO COM 110122108 23,089 371,926 SH   OTR 1 96,406 275,520 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 2,174 2,159,000 PRN   OTR 1 0 1,786,000 373,000
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 36 36,000 PRN   OTR 4 0 36,000 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 552 547,000 PRN   SOLE 547,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,623 435,338 SH   OTR 1 28,791 406,547 0
BROADCOM INC COM 11135F101 24,211 98,128 SH   OTR 1 17,582 80,546 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,717 73,643 SH   OTR 1 15,613 58,030 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 3,746 178,981 SH   OTR 1 11,730 167,251 0
BROWN FORMAN CORP CL B 115637209 1,359 26,880 SH   OTR 1 3,628 23,252 0
BRUNSWICK CORP COM 117043109 9,561 142,663 SH   OTR 1 6,750 135,913 0
BURLINGTON STORES INC COM 122017106 8,763 53,788 SH   OTR 1 3,420 50,368 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,164 22,098 SH   OTR 1 2,983 19,115 0
CA INC COM 12673P105 2,209 50,023 SH   OTR 1 6,751 43,272 0
CABOT CORP COM 127055101 417 6,643 SH   OTR 1 602 6,041 0
CABOT OIL & GAS CORP COM 127097103 1,585 70,365 SH   OTR 1 9,496 60,869 0
CADENCE BANCORPORATION CL A 12739A100 1,335 51,100 SH   OTR 1 20,900 30,200 0
CADENCE DESIGN SYSTEM INC COM 127387108 8,047 177,550 SH   OTR 1 16,292 161,258 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 15,264 9,358,000 PRN   OTR 1 3,001,000 6,357,000 0
CALIFORNIA WTR SVC GROUP COM 130788102 957 22,300 SH   OTR 1 9,800 12,500 0
CAMPBELL SOUP CO COM 134429109 1,124 30,689 SH   OTR 1 4,142 26,547 0
CANNAE HLDGS INC COM 13765N107 845 40,350 SH   OTR 1 16,450 23,900 0
CAPITAL ONE FINL CORP COM 14040H105 8,763 92,312 SH   OTR 1 10,298 82,014 0
CARDINAL HEALTH INC COM 14149Y108 6,642 122,996 SH   OTR 1 6,648 116,348 0
CARE COM INC COM 141633107 4,339 196,224 SH   OTR 1 74,524 121,700 0
CARGURUS INC COM CL A 141788109 769 13,800 SH   OTR 1 6,500 7,300 0
CARLISLE COS INC COM 142339100 1,424 11,690 SH   OTR 1 0 11,690 0
CARMAX INC COM 143130102 2,103 28,161 SH   OTR 1 3,800 24,361 0
CARNIVAL CORP UNIT 99/99/9999 143658300 8,341 130,805 SH   OTR 1 26,097 104,708 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,742 256,316 SH   OTR 1 100,516 155,800 0
CARTERS INC COM 146229109 9,258 93,898 SH   OTR 1 13,373 80,525 0
CATERPILLAR INC DEL COM 149123101 22,055 144,633 SH   OTR 1 15,211 129,422 0
CBOE GLOBAL MARKETS INC COM 12503M108 6,080 63,359 SH   OTR 1 7,735 55,624 0
CBRE GROUP INC CL A 12504L109 6,028 136,687 SH   OTR 1 12,087 124,600 0
CBS CORP NEW CL B 124857202 3,102 53,993 SH   OTR 1 7,287 46,706 0
CDK GLOBAL INC COM 12508E101 13,302 212,630 SH   OTR 1 47,865 164,765 0
CDW CORP COM 12514G108 12,109 136,176 SH   OTR 1 36,425 99,751 0
CELGENE CORP COM 151020104 18,025 201,417 SH   OTR 1 22,328 179,089 0
CENTENE CORP DEL COM 15135B101 39,554 273,204 SH   OTR 1 75,845 197,359 0
CENTERPOINT ENERGY INC COM 15189T107 15,686 567,309 SH   OTR 1 149,749 417,560 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 434 20,063 SH   OTR 1 9,063 11,000 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 505 6,993 SH   OTR 1 3,093 3,900 0
CENTURYLINK INC COM 156700106 12,203 575,609 SH   OTR 1 45,460 530,149 0
CERIDIAN HCM HLDG INC COM 15677J108 749 17,822 SH   OTR 1 3,238 14,584 0
CERNER CORP COM 156782104 12,107 187,961 SH   OTR 1 20,908 167,053 0
CF INDS HLDGS INC COM 125269100 27,420 503,675 SH   OTR 1 150,776 352,899 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,811 33,175 SH   OTR 1 3,843 29,332 0
CHEMOURS CO COM 163851108 10,712 271,604 SH   OTR 1 47,118 224,486 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 981 1,215,000 PRN   SOLE 1,215,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 1,513 83,600 SH   OTR 1 36,600 47,000 0
CHESAPEAKE ENERGY CORP COM 165167107 9,737 2,168,641 SH   OTR 1 155,362 2,013,279 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2,080 2,100,000 PRN   SOLE 2,100,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 654 20,399 SH   OTR 1 9,399 11,000 0
CHESAPEAKE UTILS CORP COM 165303108 555 6,616 SH   OTR 1 2,916 3,700 0
CHEVRON CORP NEW COM 166764100 90,311 738,557 SH   OTR 1 226,568 511,989 0
CHICOS FAS INC COM 168615102 1,972 227,400 SH   OTR 1 99,000 128,400 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 14,648 32,228 SH   OTR 1 5,792 26,436 0
CHURCH & DWIGHT INC COM 171340102 2,324 39,141 SH   OTR 1 5,283 33,858 0
CIENA CORP COM NEW 171779309 3,824 122,398 SH   OTR 1 68,173 54,225 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 1,601 1,035,000 PRN   SOLE 1,035,000 0 0
CIGNA CORPORATION COM 125509109 31,576 151,627 SH   OTR 1 49,640 101,987 0
CIMAREX ENERGY CO COM 171798101 1,413 15,208 SH   OTR 1 2,052 13,156 0
CINCINNATI BELL INC NEW COM NEW 171871502 721 45,192 SH   OTR 1 18,574 26,618 0
CINCINNATI FINL CORP COM 172062101 3,783 49,248 SH   OTR 1 3,256 45,992 0
CINEMARK HOLDINGS INC COM 17243V102 1,556 38,715 SH   OTR 1 0 38,715 0
CINTAS CORP COM 172908105 3,001 15,173 SH   OTR 1 2,132 13,041 0
CISCO SYS INC COM 17275R102 62,109 1,276,647 SH   OTR 1 342,047 934,600 0
CIT GROUP INC COM NEW 125581801 3,338 64,669 SH   OTR 1 0 64,669 0
CITI TRENDS INC COM 17306X102 1,159 40,300 SH   OTR 1 17,700 22,600 0
CITIGROUP INC COM NEW 172967424 60,111 837,894 SH   OTR 1 277,269 560,625 0
CITIZENS FINL GROUP INC COM 174610105 2,928 75,911 SH   OTR 1 10,245 65,666 0
CITRIX SYS INC COM 177376100 34,366 309,160 SH   OTR 1 94,063 215,097 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 115 75,000 PRN   OTR 4 0 75,000 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 34,167 22,217,000 PRN   OTR 1 7,955,000 13,448,000 814,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 212 8,800 SH   OTR 1 4,100 4,700 0
CIVITAS SOLUTIONS INC COM 17887R102 266 18,000 SH   OTR 1 8,400 9,600 0
CLEAN HARBORS INC COM 184496107 11,938 166,782 SH   OTR 1 11,372 155,410 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 12,115 7,372,000 PRN   OTR 1 2,444,000 4,928,000 0
CLOROX CO DEL COM 189054109 3,073 20,428 SH   OTR 1 2,757 17,671 0
CLOUD PEAK ENERGY INC COM 18911Q102 903 392,800 SH   OTR 1 174,900 217,900 0
CLOVIS ONCOLOGY INC COM 189464100 533 18,133 SH   OTR 1 7,985 10,148 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 776 1,000,000 PRN   SOLE 1,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 774 825,000 PRN   SOLE 825,000 0 0
CME GROUP INC COM CL A 12572Q105 10,759 63,211 SH   OTR 1 7,332 55,879 0
CMS ENERGY CORP COM 125896100 7,140 145,705 SH   OTR 1 9,316 136,389 0
CNA FINL CORP COM 126117100 6,917 151,516 SH   OTR 1 10,253 141,263 0
CNX RESOURCES CORPORATION COM 12653C108 6,086 425,283 SH   OTR 1 43,061 382,222 0
COCA COLA BOTTLING CO CONS COM 191098102 3,730 20,461 SH   OTR 1 8,961 11,500 0
COCA COLA CO COM 191216100 41,983 908,912 SH   OTR 1 160,974 747,938 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,618 176,517 SH   OTR 1 49,062 127,455 0
COLGATE PALMOLIVE CO COM 194162103 10,595 158,253 SH   OTR 1 18,679 139,574 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 332 22,500 SH   OTR 1 0 22,500 0
COLONY CAP INC NEW CL A COM 19626G108 1,183 194,277 SH   OTR 1 0 194,277 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1,949 1,765,000 PRN   SOLE 1,765,000 0 0
COMCAST CORP NEW CL A 20030N101 56,461 1,594,483 SH   OTR 1 619,054 975,429 0
COMERICA INC COM 200340107 4,358 48,310 SH   OTR 1 5,204 43,106 0
COMMERCE BANCSHARES INC COM 200525103 9,095 137,756 SH   OTR 1 10,028 127,728 0
COMMSCOPE HLDG CO INC COM 20337X109 1,371 44,559 SH   OTR 1 4,607 39,952 0
CONAGRA BRANDS INC COM 205887102 2,122 62,465 SH   OTR 1 8,430 54,035 0
CONCHO RES INC COM 20605P101 4,926 32,248 SH   OTR 1 4,310 27,938 0
CONDUENT INC COM 206787103 22,585 1,002,895 SH   OTR 1 43,820 959,075 0
CONMED CORP COM 207410101 658 8,300 SH   OTR 1 3,400 4,900 0
CONOCOPHILLIPS COM 20825C104 46,423 599,786 SH   OTR 1 179,447 420,339 0
CONSOL ENERGY INC NEW COM 20854L108 482 11,800 SH   OTR 1 0 11,800 0
CONSOLIDATED EDISON INC COM 209115104 10,670 140,051 SH   OTR 1 12,333 127,718 0
CONSTELLATION BRANDS INC CL A 21036P108 5,773 26,773 SH   OTR 1 3,613 23,160 0
CONTINENTAL RESOURCES INC COM 212015101 16,783 245,804 SH   OTR 1 10,788 235,016 0
COOPER COS INC COM NEW 216648402 2,172 7,838 SH   OTR 1 1,058 6,780 0
COPART INC COM 217204106 1,680 32,601 SH   OTR 1 4,400 28,201 0
CORE MARK HOLDING CO INC COM 218681104 1,749 51,500 SH   OTR 1 22,700 28,800 0
CORELOGIC INC COM 21871D103 12,123 245,357 SH   OTR 1 13,158 232,199 0
COREPOINT LODGING INC COM 21872L104 671 34,500 SH   OTR 1 16,200 18,300 0
CORNING INC COM 219350105 7,109 201,374 SH   OTR 1 17,594 183,780 0
COSTCO WHSL CORP NEW COM 22160K105 65,087 277,107 SH   OTR 1 75,844 201,263 0
COTY INC COM CL A 222070203 902 71,847 SH   OTR 1 9,696 62,151 0
COUPA SOFTWARE INC COM 22266L106 2,120 26,800 SH   OTR 1 12,600 14,200 0
CRA INTL INC COM 12618T105 482 9,588 SH   OTR 1 3,957 5,631 0
CRAFT BREW ALLIANCE INC COM 224122101 1,063 65,000 SH   OTR 1 28,500 36,500 0
CRANE CO COM 224399105 790 8,031 SH   OTR 1 0 8,031 0
CRAWFORD & CO CL B 224633107 202 21,900 SH   OTR 1 10,000 11,900 0
CREDIT ACCEP CORP MICH COM 225310101 9,719 22,186 SH   OTR 1 749 21,437 0
CROCS INC COM 227046109 2,725 128,000 SH   OTR 1 57,500 70,500 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 16,307 15,094 SH   OTR 1 256 14,838 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,720 78,327 SH   OTR 1 8,930 69,397 0
CSX CORP COM 126408103 16,232 219,200 SH   OTR 1 14,683 204,517 0
CUMMINS INC COM 231021106 38,210 261,590 SH   OTR 1 79,816 181,774 0
CURO GROUP HLDGS CORP COM 23131L107 2,878 95,200 SH   OTR 1 38,300 56,900 0
CURTISS WRIGHT CORP COM 231561101 1,447 10,533 SH   OTR 1 913 9,620 0
CUSTOMERS BANCORP INC COM 23204G100 3,993 169,714 SH   OTR 1 65,014 104,700 0
CVR ENERGY INC COM 12662P108 370 9,200 SH   OTR 1 4,300 4,900 0
CVS HEALTH CORP COM 126650100 14,513 184,357 SH   OTR 1 21,914 162,443 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 13,207 911,480 SH   OTR 1 137,410 774,070 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 2,428 1,932,000 PRN   OTR 1 0 1,596,000 336,000
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 39 31,000 PRN   OTR 4 0 31,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 1,609 1,278,000 PRN   SOLE 1,278,000 0 0
D R HORTON INC COM 23331A109 2,308 54,726 SH   OTR 1 7,385 47,341 0
DANAHER CORP DEL COM 235851102 12,207 112,338 SH   OTR 1 13,254 99,084 0
DANAHER CORP DEL DBCV 1/2 235851AF9 224 54,000 PRN   OTR 4 0 54,000 0
DANAHER CORP DEL DBCV 1/2 235851AF9 98,134 23,645,000 PRN   OTR 1 5,372,000 17,716,000 557,000
DARDEN RESTAURANTS INC COM 237194105 39,960 359,382 SH   OTR 1 80,650 278,732 0
DAVITA INC COM 23918K108 3,519 49,124 SH   OTR 1 4,191 44,933 0
DEAN FOODS CO NEW COM NEW 242370203 231 32,600 SH   OTR 1 0 32,600 0
DECKERS OUTDOOR CORP COM 243537107 3,095 26,100 SH   OTR 1 11,000 15,100 0
DEERE & CO COM 244199105 7,713 51,306 SH   OTR 1 6,925 44,381 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 1,293 155,800 SH   OTR 1 66,700 89,100 0
DEL TACO RESTAURANTS INC COM 245496104 129 10,900 SH   OTR 1 5,100 5,800 0
DELAWARE INV MN MUN INC FD I COM 24610V103 6,716 564,399 SH   SOLE 564,399 0 0
DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3,105 256,199 SH   SOLE 256,199 0 0
DELEK US HLDGS INC NEW COM 24665A103 4,556 107,366 SH   OTR 1 42,466 64,900 0
DELL TECHNOLOGIES INC COM CL V 24703L103 30,986 319,052 SH   OTR 1 42,326 276,726 0
DELTA AIR LINES INC DEL COM NEW 247361702 29,605 511,928 SH   OTR 1 15,096 496,832 0
DENBURY RES INC COM NEW 247916208 5,238 844,900 SH   OTR 1 327,200 517,700 0
DENTSPLY SIRONA INC COM 24906P109 3,840 101,739 SH   OTR 1 31,518 70,221 0
DEVON ENERGY CORP NEW COM 25179M103 7,510 188,036 SH   OTR 1 13,040 174,996 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 585 380,000 PRN   SOLE 380,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 908 77,846 SH   OTR 1 33,346 44,500 0
DICKS SPORTING GOODS INC COM 253393102 15,009 423,040 SH   OTR 1 28,068 394,972 0
DIGITAL RLTY TR INC COM 253868103 3,705 32,940 SH   OTR 1 4,436 28,504 0
DIME CMNTY BANCSHARES COM 253922108 2,860 160,235 SH   OTR 1 70,635 89,600 0
DIODES INC COM 254543101 1,668 50,100 SH   OTR 1 21,500 28,600 0
DIPLOMAT PHARMACY INC COM 25456K101 2,350 121,050 SH   OTR 1 55,050 66,000 0
DISCOVER FINL SVCS COM 254709108 14,814 193,778 SH   OTR 1 15,873 177,905 0
DISCOVERY INC COM SER A 25470F104 7,253 226,643 SH   OTR 1 55,636 171,007 0
DISCOVERY INC COM SER C 25470F302 8,514 287,813 SH   OTR 1 55,315 232,498 0
DISH NETWORK CORP CL A 25470M109 7,801 218,155 SH   OTR 1 18,359 199,796 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 104 109,000 PRN   OTR 4 0 109,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 88,694 92,767,000 PRN   OTR 1 20,614,000 70,971,000 1,182,000
DISNEY WALT CO COM DISNEY 254687106 41,905 358,342 SH   OTR 1 60,530 297,812 0
DOLLAR GEN CORP NEW COM 256677105 4,629 42,351 SH   OTR 1 5,715 36,636 0
DOLLAR TREE INC COM 256746108 3,094 37,942 SH   OTR 1 5,120 32,822 0
DOMINION ENERGY INC COM 25746U109 8,675 123,432 SH   OTR 1 14,072 109,360 0
DOMTAR CORP COM NEW 257559203 15,975 306,204 SH   OTR 1 19,565 286,639 0
DOVER CORP COM 260003108 3,439 38,841 SH   OTR 1 3,178 35,663 0
DOWDUPONT INC COM 26078J100 29,232 454,551 SH   OTR 1 89,958 364,593 0
DTE ENERGY CO COM 233331107 14,264 130,706 SH   OTR 1 10,007 120,699 0
DUCOMMUN INC DEL COM 264147109 1,254 30,705 SH   OTR 1 13,405 17,300 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,435 130,399 SH   OTR 1 15,333 115,066 0
DUKE REALTY CORP COM NEW 264411505 1,617 56,982 SH   OTR 1 7,690 49,292 0
DURECT CORP COM 266605104 227 206,000 SH   OTR 1 86,400 119,600 0
DWS MUN INCOME TR NEW COM 233368109 1,306 124,496 SH   OTR 1 0 124,496 0
DXC TECHNOLOGY CO COM 23355L106 19,489 208,389 SH   OTR 1 32,334 176,055 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 899 807,000 PRN   SOLE 807,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,170 41,417 SH   OTR 1 5,590 35,827 0
EAGLE BANCORP INC MD COM 268948106 3,689 72,900 SH   OTR 1 31,900 41,000 0
EAST WEST BANCORP INC COM 27579R104 850 14,083 SH   OTR 1 0 14,083 0
EASTMAN CHEM CO COM 277432100 5,136 53,659 SH   OTR 1 3,041 50,618 0
EATON VANCE MUN INCOME 2028 SHS 27829U105 1,615 82,787 SH   SOLE 82,787 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,472 494,730 SH   OTR 1 481,489 13,241 0
EBAY INC COM 278642103 34,995 1,059,827 SH   OTR 1 261,836 797,991 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 21,587 20,316,000 PRN   OTR 1 1,075,000 19,241,000 0
ECHOSTAR CORP CL A 278768106 1,080 23,293 SH   OTR 1 550 22,743 0
ECLIPSE RES CORP COM 27890G100 41 34,400 SH   OTR 1 0 34,400 0
ECOLAB INC COM 278865100 7,681 48,994 SH   OTR 1 5,472 43,522 0
EDISON INTL COM 281020107 3,517 51,965 SH   OTR 1 7,013 44,952 0
EDITAS MEDICINE INC COM 28106W103 713 22,400 SH   OTR 1 9,700 12,700 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,814 33,396 SH   OTR 1 4,507 28,889 0
ELECTRO SCIENTIFIC INDS COM 285229100 1,138 65,200 SH   OTR 1 26,800 38,400 0
ELECTRONIC ARTS INC COM 285512109 5,858 48,616 SH   OTR 1 6,561 42,055 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 555 562,000 PRN   SOLE 562,000 0 0
ELEVATE CREDIT INC COM 28621V101 301 37,400 SH   OTR 1 16,100 21,300 0
ELLIS PERRY INTL INC COM 288853104 212 7,750 SH   OTR 1 3,650 4,100 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,500 22,780 SH   OTR 1 9,988 12,792 0
EMERSON ELEC CO COM 291011104 9,200 120,133 SH   OTR 1 13,527 106,606 0
EMPIRE ST RLTY TR INC CL A 292104106 1,190 71,664 SH   OTR 1 0 71,664 0
ENANTA PHARMACEUTICALS INC COM 29251M106 555 6,500 SH   OTR 1 2,800 3,700 0
ENCOMPASS HEALTH CORP COM 29261A100 24,265 311,285 SH   OTR 1 72,533 238,752 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 594 590,000 PRN   SOLE 590,000 0 0
ENCORE WIRE CORP COM 292562105 256 5,100 SH   OTR 1 2,400 2,700 0
ENERGEN CORP COM 29265N108 445 5,159 SH   OTR 1 394 4,765 0
ENERGIZER HLDGS INC NEW COM 29272W109 10,827 184,603 SH   OTR 1 10,783 173,820 0
ENERSYS COM 29275Y102 4,217 48,400 SH   OTR 1 21,200 27,200 0
ENGILITY HLDGS INC NEW COM 29286C107 1,368 38,000 SH   OTR 1 16,900 21,100 0
ENOVA INTL INC COM 29357K103 3,923 136,227 SH   OTR 1 52,227 84,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 41,301 41,394,000 PRN   OTR 1 3,877,000 36,398,000 1,119,000
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 104 104,000 PRN   OTR 4 0 104,000 0
ENTERGY CORP NEW COM 29364G103 3,082 37,992 SH   OTR 1 3,893 34,099 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,831 373,700 SH   OTR 1 154,500 219,200 0
ENVISION HEALTHCARE CORP COM 29414D100 883 19,319 SH   OTR 1 2,607 16,712 0
EOG RES INC COM 26875P101 13,927 109,173 SH   OTR 1 12,731 96,442 0
EPLUS INC COM 294268107 1,659 17,900 SH   OTR 1 8,000 9,900 0
EPR PPTYS COM SH BEN INT 26884U109 292 4,265 SH   OTR 1 0 4,265 0
EQT CORP COM 26884L109 1,862 42,106 SH   OTR 1 5,682 36,424 0
EQUIFAX INC COM 294429105 2,508 19,206 SH   OTR 1 2,592 16,614 0
EQUINIX INC COM PAR $0.001 29444U700 10,286 23,761 SH   OTR 1 2,391 21,370 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,526 98,496 SH   OTR 1 8,968 89,528 0
ESSENDANT INC COM 296689102 3,028 236,200 SH   OTR 1 87,300 148,900 0
ESSEX PPTY TR INC COM 297178105 2,599 10,535 SH   OTR 1 1,422 9,113 0
ETSY INC COM 29786A106 385 7,500 SH   OTR 1 3,100 4,400 0
EURONET WORLDWIDE INC COM 298736109 10,088 100,654 SH   OTR 1 9,018 91,636 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 879 630,000 PRN   SOLE 630,000 0 0
EVERCORE INC CLASS A 29977A105 30,755 305,864 SH   OTR 1 67,278 238,586 0
EVERGY INC COM 30034W106 2,542 46,294 SH   OTR 1 5,848 40,446 0
EVERSOURCE ENERGY COM 30040W108 3,105 50,542 SH   OTR 1 6,821 43,721 0
EVERTEC INC COM 30040P103 1,123 46,585 SH   OTR 1 19,085 27,500 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 11,710 9,458,000 PRN   OTR 1 2,569,000 6,889,000 0
EXELON CORP COM 30161N101 23,211 531,624 SH   OTR 1 238,925 292,699 0
EXPEDIA GROUP INC COM NEW 30212P303 42,026 322,091 SH   OTR 1 85,987 236,104 0
EXPEDITORS INTL WASH INC COM 302130109 2,044 27,804 SH   OTR 1 3,752 24,052 0
EXPRESS INC COM 30219E103 3,120 282,100 SH   OTR 1 111,200 170,900 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,452 120,530 SH   OTR 1 12,101 108,429 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,314 64,962 SH   OTR 1 0 64,962 0
EXTERRAN CORP COM 30227H106 2,994 112,862 SH   OTR 1 49,762 63,100 0
EXTRA SPACE STORAGE INC COM 30225T102 1,748 20,177 SH   OTR 1 2,723 17,454 0
EXXON MOBIL CORP COM 30231G102 105,897 1,245,553 SH   OTR 1 416,981 828,572 0
EZCORP INC CL A NON VTG 302301106 4,065 379,900 SH   OTR 1 145,500 234,400 0
F M C CORP COM NEW 302491303 1,872 21,472 SH   OTR 1 2,898 18,574 0
F5 NETWORKS INC COM 315616102 9,201 46,139 SH   OTR 1 4,261 41,878 0
FACEBOOK INC CL A 30303M102 169,545 1,030,921 SH   OTR 1 228,081 802,840 0
FAIR ISAAC CORP COM 303250104 632 2,766 SH   OTR 1 1,243 1,523 0
FANG HLDGS LTD ADR 30711Y102 209 80,700 SH   OTR 1 13,700 67,000 0
FARMERS NATL BANC CORP COM 309627107 570 37,230 SH   OTR 1 16,430 20,800 0
FASTENAL CO COM 311900104 2,655 45,766 SH   OTR 1 6,176 39,590 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,482 11,722 SH   OTR 1 1,582 10,140 0
FEDEX CORP COM 31428X106 10,114 42,002 SH   OTR 1 8,436 33,566 0
FEDNAT HLDG CO COM 31431B109 405 15,900 SH   OTR 1 6,900 9,000 0
FIBROGEN INC COM 31572Q808 1,743 28,690 SH   OTR 1 12,571 16,119 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,438 61,961 SH   OTR 1 2,228 59,733 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,418 95,520 SH   OTR 1 9,282 86,238 0
FIFTH THIRD BANCORP COM 316773100 36,146 1,294,615 SH   OTR 1 373,711 920,904 0
FINANCIAL INSTNS INC COM 317585404 1,545 49,195 SH   OTR 1 21,495 27,700 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,359 1,365,000 PRN   SOLE 1,365,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 17,159 18,681,000 PRN   OTR 1 2,953,000 15,728,000 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1,537 1,605,000 PRN   SOLE 1,605,000 0 0
FIRST AMERN FINL CORP COM 31847R102 18,253 353,800 SH   OTR 1 112,130 241,670 0
FIRST BANCORP P R COM NEW 318672706 4,075 447,837 SH   OTR 1 196,137 251,700 0
FIRST BUS FINL SVCS INC WIS COM 319390100 308 13,290 SH   OTR 1 6,090 7,200 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,824 6,243 SH   OTR 1 100 6,143 0
FIRST DATA CORP NEW COM CL A 32008D106 22,458 917,758 SH   OTR 1 146,060 771,698 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 341 20,572 SH   OTR 1 8,872 11,700 0
FIRST FNDTN INC COM 32026V104 1,806 115,610 SH   OTR 1 50,610 65,000 0
FIRST HAWAIIAN INC COM 32051X108 1,154 42,491 SH   OTR 1 0 42,491 0
FIRST INTERNET BANCORP COM 320557101 1,409 46,270 SH   OTR 1 20,470 25,800 0
FIRST LONG IS CORP COM 320734106 224 10,300 SH   OTR 1 4,300 6,000 0
FIRST NORTHWEST BANCORP COM 335834107 191 12,425 SH   OTR 1 5,725 6,700 0
FIRST SOLAR INC COM 336433107 4,370 90,257 SH   OTR 1 7,139 83,118 0
FIRSTCASH INC COM 33767D105 890 10,850 SH   OTR 1 4,450 6,400 0
FIRSTENERGY CORP COM 337932107 2,898 77,966 SH   OTR 1 10,462 67,504 0
FISERV INC COM 337738108 5,759 69,902 SH   OTR 1 8,634 61,268 0
FIVE BELOW INC COM 33829M101 1,249 9,600 SH   OTR 1 4,200 5,400 0
FIVE9 INC COM 338307101 4,487 102,700 SH   OTR 1 39,800 62,900 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,614 114,844 SH   OTR 1 50,244 64,600 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,427 15,040 SH   OTR 1 1,945 13,095 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 457 450,000 PRN   SOLE 450,000 0 0
FLIR SYS INC COM 302445101 1,353 22,013 SH   OTR 1 2,971 19,042 0
FLOWSERVE CORP COM 34354P105 1,141 20,871 SH   OTR 1 2,817 18,054 0
FLUOR CORP NEW COM 343412102 1,303 22,428 SH   OTR 1 3,027 19,401 0
FLUSHING FINL CORP COM 343873105 1,174 48,107 SH   OTR 1 21,407 26,700 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,313 196,047 SH   OTR 1 76,147 119,900 0
FONAR CORP COM NEW 344437405 538 21,600 SH   OTR 1 9,400 12,200 0
FOOT LOCKER INC COM 344849104 34,555 677,814 SH   OTR 1 153,635 524,179 0
FORD MTR CO DEL COM PAR $0.01 345370860 9,512 1,028,360 SH   OTR 1 100,088 928,272 0
FORTINET INC COM 34959E109 21,991 238,332 SH   OTR 1 37,496 200,836 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 6,185 5,733 SH   OTR 1 0 4,732 1,001
FORTIVE CORP 5% PFD CNV SER A 34959J207 99 92 SH   OTR 4 0 92 0
FORTIVE CORP COM 34959J108 4,131 49,056 SH   OTR 1 6,620 42,436 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,189 22,716 SH   OTR 1 3,066 19,650 0
FOSSIL GROUP INC COM 34988V106 3,541 152,100 SH   OTR 1 56,200 95,900 0
FOSTER L B CO COM 350060109 779 37,900 SH   OTR 1 16,800 21,100 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,857 73,071 SH   OTR 1 31,771 41,300 0
FRANKLIN RES INC COM 354613101 1,483 48,756 SH   OTR 1 6,580 42,176 0
FREEPORT-MCMORAN INC CL B 35671D857 14,692 1,055,451 SH   OTR 1 144,267 911,184 0
FREIGHTCAR AMER INC COM 357023100 829 51,600 SH   OTR 1 22,800 28,800 0
FTI CONSULTING INC COM 302941109 432 5,900 SH   OTR 1 2,400 3,500 0
FTS INTERNATIONAL INC COM 30283W104 1,528 129,600 SH   OTR 1 42,000 87,600 0
GALLAGHER ARTHUR J & CO COM 363576109 9,563 128,469 SH   OTR 1 10,749 117,720 0
GAMING & LEISURE PPTYS INC COM 36467J108 8,226 233,356 SH   OTR 1 13,188 220,168 0
GANNETT CO INC COM 36473H104 3,790 378,600 SH   OTR 1 166,400 212,200 0
GAP INC DEL COM 364760108 32,150 1,114,402 SH   OTR 1 343,377 771,025 0
GARRETT MOTION INC COM 366505105 435 23,510 SH   OTR 1 9,301 14,209 0
GARTNER INC COM 366651107 2,296 14,485 SH   OTR 1 1,955 12,530 0
GENERAC HLDGS INC COM 368736104 1,376 24,400 SH   OTR 1 10,600 13,800 0
GENERAL DYNAMICS CORP COM 369550108 10,435 50,973 SH   OTR 1 5,994 44,979 0
GENERAL ELECTRIC CO COM 369604103 16,952 1,501,531 SH   OTR 1 187,525 1,314,006 0
GENERAL MLS INC COM 370334104 5,604 130,566 SH   OTR 1 12,828 117,738 0
GENERAL MTRS CO COM 37045V100 18,734 556,394 SH   OTR 1 127,486 428,908 0
GENESCO INC COM 371532102 3,702 78,600 SH   OTR 1 34,400 44,200 0
GENESEE & WYO INC CL A 371559105 6,542 71,895 SH   OTR 1 20,081 51,814 0
GENUINE PARTS CO COM 372460105 2,327 23,407 SH   OTR 1 3,159 20,248 0
GENWORTH FINL INC COM CL A 37247D106 4,336 1,039,900 SH   OTR 1 402,100 637,800 0
GEO GROUP INC NEW COM 36162J106 4,272 169,800 SH   OTR 1 74,500 95,300 0
GILEAD SCIENCES INC COM 375558103 65,864 853,044 SH   OTR 1 228,447 624,597 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 692 18,200 SH   OTR 1 7,900 10,300 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,121 57,474 SH   OTR 1 24,674 32,800 0
GLOBAL PMTS INC COM 37940X102 3,441 27,013 SH   OTR 1 3,488 23,525 0
GLU MOBILE INC COM 379890106 475 63,800 SH   OTR 1 28,100 35,700 0
GODADDY INC CL A 380237107 6,427 77,072 SH   OTR 1 5,191 71,881 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 546 580,000 PRN   SOLE 580,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 13,862 61,819 SH   OTR 1 7,558 54,261 0
GOODYEAR TIRE & RUBR CO COM 382550101 884 37,802 SH   OTR 1 5,102 32,700 0
GRAINGER W W INC COM 384802104 33,813 94,607 SH   OTR 1 22,837 71,770 0
GREEN DOT CORP CL A 39304D102 2,589 29,149 SH   OTR 1 12,549 16,600 0
GREENBRIER COS INC COM 393657101 3,999 66,541 SH   OTR 1 29,134 37,407 0
GROUPON INC COM 399473107 2,236 593,100 SH   OTR 1 200,200 392,900 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 601 560,000 PRN   SOLE 560,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 816 21,600 SH   OTR 1 9,300 12,300 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,252 78,500 SH   OTR 1 34,000 44,500 0
HAEMONETICS CORP COM 405024100 8,415 73,442 SH   OTR 1 31,089 42,353 0
HALLADOR ENERGY COMPANY COM 40609P105 171 27,500 SH   OTR 1 12,200 15,300 0
HALLIBURTON CO COM 406216101 29,879 737,210 SH   OTR 1 203,960 533,250 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,179 64,863 SH   OTR 1 28,563 36,300 0
HANESBRANDS INC COM 410345102 1,268 68,789 SH   OTR 1 19,050 49,739 0
HANMI FINL CORP COM NEW 410495204 2,353 94,500 SH   OTR 1 42,000 52,500 0
HARLEY DAVIDSON INC COM 412822108 8,242 181,933 SH   OTR 1 9,123 172,810 0
HARRIS CORP DEL COM 413875105 3,171 18,741 SH   OTR 1 2,529 16,212 0
HARSCO CORP COM 415864107 1,382 48,400 SH   OTR 1 22,100 26,300 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,856 57,166 SH   OTR 1 7,715 49,451 0
HARVARD BIOSCIENCE INC COM 416906105 128 24,400 SH   OTR 1 12,500 11,900 0
HASBRO INC COM 418056107 1,958 18,627 SH   OTR 1 2,514 16,113 0
HCA HEALTHCARE INC COM 40412C101 33,486 240,696 SH   OTR 1 66,191 174,505 0
HCP INC COM 40414L109 5,204 197,720 SH   OTR 1 13,994 183,726 0
HEALTHEQUITY INC COM 42226A107 727 7,700 SH   OTR 1 3,400 4,300 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,789 52,850 SH   OTR 1 23,550 29,300 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 85 79,000 PRN   OTR 4 0 79,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 40,320 37,519,000 PRN   OTR 1 6,527,000 30,150,000 842,000
HELMERICH & PAYNE INC COM 423452101 1,195 17,375 SH   OTR 1 2,344 15,031 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1,916 1,470,000 PRN   SOLE 1,470,000 0 0
HERON THERAPEUTICS INC COM 427746102 709 22,400 SH   OTR 1 9,800 12,600 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,052 46,400 SH   OTR 1 20,500 25,900 0
HERSHEY CO COM 427866108 2,274 22,292 SH   OTR 1 3,008 19,284 0
HESS CORP COM 42809H107 2,874 40,151 SH   OTR 1 5,419 34,732 0
HESS CORP DEP PDF SR A 42809H404 58,923 740,653 SH   OTR 1 123,700 601,375 15,578
HESS CORP DEP PDF SR A 42809H404 117 1,472 SH   OTR 4 0 1,472 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,156 316,100 SH   OTR 1 31,678 284,422 0
HFF INC CL A 40418F108 973 22,900 SH   OTR 1 10,100 12,800 0
HIBBETT SPORTS INC COM 428567101 395 21,000 SH   OTR 1 8,600 12,400 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,842 47,558 SH   OTR 1 6,418 41,140 0
HOLLYFRONTIER CORP COM 436106108 39,901 570,831 SH   OTR 1 118,990 451,841 0
HOLOGIC INC COM 436440101 10,746 262,231 SH   OTR 1 93,242 168,989 0
HOME DEPOT INC COM 437076102 68,602 331,172 SH   OTR 1 60,207 270,965 0
HONEYWELL INTL INC COM 438516106 48,579 295,223 SH   OTR 1 101,566 193,657 0
HORMEL FOODS CORP COM 440452100 1,709 43,364 SH   OTR 1 5,852 37,512 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 15,362 532,656 SH   OTR 1 71,236 461,420 0
HOST HOTELS & RESORTS INC COM 44107P104 33,807 1,602,250 SH   OTR 1 395,455 1,206,795 0
HOVNANIAN ENTERPRISES INC CL A 442487203 234 146,266 SH   OTR 1 68,666 77,600 0
HP INC COM 40434L105 21,560 836,628 SH   OTR 1 223,247 613,381 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 2,173 1,320,000 PRN   SOLE 1,320,000 0 0
HUMANA INC COM 444859102 46,094 136,163 SH   OTR 1 39,087 97,076 0
HUNT J B TRANS SVCS INC COM 445658107 2,051 17,244 SH   OTR 1 2,076 15,168 0
HUNTINGTON BANCSHARES INC COM 446150104 2,730 182,950 SH   OTR 1 23,768 159,182 0
HUNTINGTON INGALLS INDS INC COM 446413106 27,555 107,605 SH   OTR 1 27,642 79,963 0
HUNTSMAN CORP COM 447011107 14,835 544,805 SH   OTR 1 27,310 517,495 0
HURCO COMPANIES INC COM 447324104 302 6,700 SH   OTR 1 3,300 3,400 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,509 24,532 SH   OTR 1 10,432 14,100 0
IAC INTERACTIVECORP COM 44919P508 20,539 94,773 SH   OTR 1 6,067 88,706 0
IBERIABANK CORP COM 450828108 4,360 53,600 SH   OTR 1 23,400 30,200 0
ICU MED INC COM 44930G107 6,975 24,668 SH   OTR 1 1,383 23,285 0
IDEXX LABS INC COM 45168D104 3,448 13,809 SH   OTR 1 1,863 11,946 0
II VI INC NOTE 0.250% 9/0 902104AB4 589 500,000 PRN   SOLE 500,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,944 49,207 SH   OTR 1 6,640 42,567 0
ILLUMINA INC COM 452327109 19,009 51,786 SH   OTR 1 11,122 40,664 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 41,937 27,740,000 PRN   OTR 1 9,026,000 17,888,000 826,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 109 72,000 PRN   OTR 4 0 72,000 0
ILLUMINA INC NOTE 6/1 452327AF6 15,070 10,352,000 PRN   OTR 1 3,353,000 6,999,000 0
IMMERSION CORP COM 452521107 2,862 270,800 SH   OTR 1 108,900 161,900 0
IMMUNOGEN INC COM 45253H101 528 55,800 SH   OTR 1 24,800 31,000 0
IMMUNOMEDICS INC COM 452907108 921 44,200 SH   OTR 1 19,300 24,900 0
INCYTE CORP COM 45337C102 1,944 28,140 SH   OTR 1 3,797 24,343 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 14,780 598,500 SH   OTR 3 598,500 598,500 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 29,580 1,198,300 SH   OTR 3 1,198,300 1,198,300 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,729 80,000 SH   OTR 3 80,000 80,000 0
INDEXIQ ETF TR HDGD FTSE EURO 45409B552 2,030 103,182 SH   OTR 3 103,182 103,182 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 29,940 1,327,287 SH   OTR 3 1,327,287 1,327,287 0
INDEXIQ ETF TR IQ CHAIKIN US 45409B388 2,086 79,957 SH   OTR 3 79,957 79,957 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 29,378 1,216,508 SH   OTR 3 1,216,508 1,216,508 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 48,494 1,994,000 SH   OTR 3 1,994,000 1,994,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,778 80,000 SH   OTR 3 80,000 80,000 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 609 600,000 PRN   SOLE 600,000 0 0
INGLES MKTS INC CL A 457030104 212 6,200 SH   OTR 1 3,300 2,900 0
INGREDION INC COM 457187102 6,367 60,658 SH   OTR 1 27,558 33,100 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,744 1,766,000 PRN   SOLE 1,766,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 36,535 31,586,000 PRN   OTR 1 4,134,000 26,859,000 593,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 67 58,000 PRN   OTR 4 0 58,000 0
INSIGHT ENTERPRISES INC COM 45765U103 4,380 80,974 SH   OTR 1 31,874 49,100 0
INSMED INC COM PAR $.01 457669307 688 34,008 SH   OTR 1 15,018 18,990 0
INSMED INC NOTE 1.750% 1/1 457669AA7 528 625,000 PRN   SOLE 625,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,692 920,000 PRN   SOLE 920,000 0 0
INTEGER HLDGS CORP COM 45826H109 4,720 56,900 SH   OTR 1 22,000 34,900 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 906 602,000 PRN   SOLE 602,000 0 0
INTEL CORP COM 458140100 72,021 1,522,964 SH   OTR 1 542,725 980,239 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 52,963 23,051,000 PRN   OTR 1 10,109,000 12,309,000 633,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 140 61,000 PRN   OTR 4 0 61,000 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 986 7,800 SH   OTR 1 3,400 4,400 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 34 34,000 PRN   OTR 4 0 34,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 17,935 17,669,000 PRN   OTR 1 3,974,000 13,364,000 331,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,375 111,837 SH   OTR 1 12,343 99,494 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 615 523,000 PRN   SOLE 523,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 62,982 416,522 SH   OTR 1 139,340 277,182 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,831 13,163 SH   OTR 1 1,771 11,392 0
INTERPUBLIC GROUP COS INC COM 460690100 1,400 61,212 SH   OTR 1 8,262 52,950 0
INTL PAPER CO COM 460146103 3,205 65,212 SH   OTR 1 8,800 56,412 0
INTRICON CORP COM 46121H109 230 4,100 SH   OTR 1 1,700 2,400 0
INTUIT COM 461202103 11,285 49,626 SH   OTR 1 5,790 43,836 0
INTUITIVE SURGICAL INC COM NEW 46120E602 24,116 42,014 SH   OTR 1 8,690 33,324 0
INVESCO MUN TR COM 46131J103 278 24,087 SH   SOLE 24,087 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,156 99,857 SH   SOLE 99,857 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 388 34,500 SH   OTR 1 15,100 19,400 0
IPG PHOTONICS CORP COM 44980X109 897 5,746 SH   OTR 1 776 4,970 0
IQVIA HLDGS INC COM 46266C105 13,067 100,719 SH   OTR 1 27,961 72,758 0
IRON MTN INC NEW COM 46284V101 1,578 45,722 SH   OTR 1 6,158 39,564 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,039 56,269 SH   OTR 1 24,617 31,652 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,106 849,000 PRN   SOLE 849,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 7,177 627,900 SH   OTR 1 9,200 618,700 0
ISHARES INC MSCI TURKEY ETF 464286715 2,155 90,500 SH   OTR 1 1,800 88,700 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,719 86,638 SH   OTR 1 0 86,638 0
ISHARES TR RUS 1000 GRW ETF 464287614 20,668 132,503 SH   OTR 1 0 132,503 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,569 27,106 SH   OTR 1 6,299 20,807 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 33,873 32,191,000 PRN   OTR 1 6,438,000 25,230,000 523,000
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 53 50,000 PRN   OTR 4 0 50,000 0
J ALEXANDERS HLDGS INC COM 46609J106 407 34,200 SH   OTR 1 15,200 19,000 0
J JILL INC COM 46620W102 792 128,100 SH   OTR 1 55,900 72,200 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,079 830,000 PRN   SOLE 830,000 0 0
JABIL INC COM 466313103 25,182 929,919 SH   OTR 1 240,127 689,792 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,454 19,012 SH   OTR 1 2,566 16,446 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,567 1,459,000 PRN   SOLE 1,459,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,016 46,253 SH   OTR 1 6,242 40,011 0
JETBLUE AIRWAYS CORP COM 477143101 1,734 89,541 SH   OTR 1 0 89,541 0
JOHNSON & JOHNSON COM 478160104 126,304 914,121 SH   OTR 1 265,438 648,683 0
JOHNSON OUTDOORS INC CL A 479167108 1,462 15,721 SH   OTR 1 7,021 8,700 0
JONES LANG LASALLE INC COM 48020Q107 7,862 54,477 SH   OTR 1 2,738 51,739 0
JPMORGAN CHASE & CO COM 46625H100 136,011 1,205,344 SH   OTR 1 370,189 835,155 0
JUNIPER NETWORKS INC COM 48203R104 5,244 174,982 SH   OTR 1 18,487 156,495 0
K12 INC COM 48273U102 3,008 169,953 SH   OTR 1 67,753 102,200 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,846 16,293 SH   OTR 1 2,198 14,095 0
KAR AUCTION SVCS INC COM 48238T109 1,152 19,298 SH   OTR 1 3,527 15,771 0
KELLOGG CO COM 487836108 2,826 40,363 SH   OTR 1 5,447 34,916 0
KELLY SVCS INC CL A 488152208 442 18,400 SH   OTR 1 8,600 9,800 0
KEMET CORP COM NEW 488360207 1,371 73,900 SH   OTR 1 34,700 39,200 0
KEYCORP NEW COM 493267108 7,464 375,250 SH   OTR 1 38,288 336,962 0
KIMBERLY CLARK CORP COM 494368103 8,085 71,142 SH   OTR 1 9,522 61,620 0
KIMCO RLTY CORP COM 49446R109 2,187 130,619 SH   OTR 1 9,303 121,316 0
KINDER MORGAN INC DEL COM 49456B101 7,115 401,296 SH   OTR 1 40,852 360,444 0
KIRKLANDS INC COM 497498105 1,459 144,612 SH   OTR 1 65,012 79,600 0
KLA-TENCOR CORP COM 482480100 20,145 198,064 SH   OTR 1 35,034 163,030 0
KLX INC COM 482539103 2,191 34,900 SH   OTR 1 16,000 18,900 0
KOHLS CORP COM 500255104 18,659 250,283 SH   OTR 1 54,415 195,868 0
KRAFT HEINZ CO COM 500754106 6,792 123,248 SH   OTR 1 13,386 109,862 0
KRATON CORPORATION COM 50077C106 2,480 52,600 SH   OTR 1 23,300 29,300 0
KROGER CO COM 501044101 24,832 853,028 SH   OTR 1 218,259 634,769 0
L BRANDS INC COM 501797104 1,103 36,412 SH   OTR 1 4,914 31,498 0
L3 TECHNOLOGIES INC COM 502413107 2,656 12,493 SH   OTR 1 1,686 10,807 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,823 16,252 SH   OTR 1 2,193 14,059 0
LADDER CAP CORP CL A 505743104 1,044 61,600 SH   OTR 1 28,400 33,200 0
LAM RESEARCH CORP COM 512807108 4,330 28,543 SH   OTR 1 3,607 24,936 0
LAMAR ADVERTISING CO NEW CL A 512816109 8,475 108,928 SH   OTR 1 7,329 101,599 0
LANDS END INC NEW COM 51509F105 656 37,400 SH   OTR 1 14,700 22,700 0
LANTHEUS HLDGS INC COM 516544103 3,917 262,000 SH   OTR 1 100,000 162,000 0
LAS VEGAS SANDS CORP COM 517834107 1,517 25,570 SH   OTR 1 0 25,570 0
LATTICE SEMICONDUCTOR CORP COM 518415104 495 61,900 SH   OTR 1 25,400 36,500 0
LAUDER ESTEE COS INC CL A 518439104 6,435 44,282 SH   OTR 1 5,773 38,509 0
LCNB CORP COM 50181P100 201 10,800 SH   OTR 1 4,700 6,100 0
LEGG MASON INC COM 524901105 9,184 294,062 SH   OTR 1 20,685 273,377 0
LEGGETT & PLATT INC COM 524660107 909 20,759 SH   OTR 1 2,800 17,959 0
LEIDOS HLDGS INC COM 525327102 13,186 190,662 SH   OTR 1 53,994 136,668 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 39 31,000 PRN   OTR 4 0 31,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 15,081 11,856,000 PRN   OTR 1 2,627,000 8,871,000 358,000
LENNAR CORP CL A 526057104 2,809 60,157 SH   OTR 1 6,279 53,878 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 235 157,000 PRN   SOLE 157,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 238 5,487 SH   OTR 1 0 5,487 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 487 11,215 SH   OTR 1 0 11,215 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 442 805,000 PRN   SOLE 805,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 24,165 20,635,000 PRN   OTR 1 4,530,000 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 32,149 26,432,000 PRN   OTR 1 4,775,000 20,810,000 847,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 95 78,000 PRN   OTR 4 0 78,000 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 270 18,200 SH   OTR 1 0 18,200 0
LIFE STORAGE INC COM 53223X107 641 6,733 SH   OTR 1 0 6,733 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,952 7,113 SH   OTR 1 3,086 4,027 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 1,966 537,000 PRN   SOLE 537,000 0 0
LILLY ELI & CO COM 532457108 26,150 243,682 SH   OTR 1 62,840 180,842 0
LINCOLN NATL CORP IND COM 534187109 3,440 50,845 SH   OTR 1 4,665 46,180 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 4,643 190,357 SH   OTR 1 17,399 172,958 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,171 50,262 SH   OTR 1 3,462 46,800 0
LIVEPERSON INC COM 538146101 3,451 133,000 SH   OTR 1 58,500 74,500 0
LKQ CORP COM 501889208 1,607 50,732 SH   OTR 1 6,846 43,886 0
LOCKHEED MARTIN CORP COM 539830109 26,434 76,407 SH   OTR 1 9,997 66,410 0
LOEWS CORP COM 540424108 2,228 44,351 SH   OTR 1 5,986 38,365 0
LOGMEIN INC COM 54142L109 18,201 204,278 SH   OTR 1 17,606 186,672 0
LOUISIANA PAC CORP COM 546347105 1,172 44,232 SH   OTR 1 18,153 26,079 0
LOWES COS INC COM 548661107 24,727 215,357 SH   OTR 1 52,081 163,276 0
LOXO ONCOLOGY INC COM 548862101 1,418 8,300 SH   OTR 1 3,700 4,600 0
LPL FINL HLDGS INC COM 50212V100 21,524 333,655 SH   OTR 1 26,191 307,464 0
LSC COMMUNICATIONS INC COM 50218P107 762 68,900 SH   OTR 1 28,500 40,400 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 51,757 43,078,000 PRN   OTR 1 9,138,000 33,081,000 859,000
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 96 80,000 PRN   OTR 4 0 80,000 0
M & T BK CORP COM 55261F104 3,793 23,052 SH   OTR 1 3,095 19,957 0
MACERICH CO COM 554382101 933 16,873 SH   OTR 1 2,277 14,596 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 2,289 2,540,000 PRN   SOLE 2,540,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49,332 49,671,000 PRN   OTR 1 8,886,000 39,942,000 843,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 74 75,000 PRN   OTR 4 0 75,000 0
MACYS INC COM 55616P104 32,419 933,446 SH   OTR 1 211,308 722,138 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 514 2,400 SH   OTR 1 1,100 1,300 0
MAGELLAN HEALTH INC COM NEW 559079207 2,673 37,100 SH   OTR 1 12,900 24,200 0
MAMMOTH ENERGY SVCS INC COM 56155L108 3,731 128,200 SH   OTR 1 46,800 81,400 0
MANHATTAN ASSOCS INC COM 562750109 8,705 159,424 SH   OTR 1 11,834 147,590 0
MANPOWERGROUP INC COM 56418H100 9,323 108,459 SH   OTR 1 34,961 73,498 0
MARATHON OIL CORP COM 565849106 8,550 367,276 SH   OTR 1 32,104 335,172 0
MARATHON PETE CORP COM 56585A102 33,643 420,693 SH   OTR 1 146,070 274,623 0
MARCUS & MILLICHAP INC COM 566324109 3,377 97,300 SH   OTR 1 42,300 55,000 0
MARCUS CORP COM 566330106 702 16,700 SH   OTR 1 7,300 9,400 0
MARRIOTT INTL INC NEW CL A 571903202 6,065 45,935 SH   OTR 1 6,199 39,736 0
MARSH & MCLENNAN COS INC COM 571748102 7,977 96,438 SH   OTR 1 10,869 85,569 0
MARTIN MARIETTA MATLS INC COM 573284106 1,828 10,049 SH   OTR 1 1,356 8,693 0
MASCO CORP COM 574599106 1,795 49,041 SH   OTR 1 6,619 42,422 0
MASTERCARD INCORPORATED CL A 57636Q104 85,580 384,439 SH   OTR 1 82,050 302,389 0
MATRIX SVC CO COM 576853105 4,499 182,500 SH   OTR 1 68,500 114,000 0
MATSON INC COM 57686G105 2,553 64,400 SH   OTR 1 28,100 36,300 0
MATTEL INC COM 577081102 862 54,891 SH   OTR 1 7,408 47,483 0
MAXIMUS INC COM 577933104 5,933 91,193 SH   OTR 1 55,830 35,363 0
MCCORMICK & CO INC COM NON VTG 579780206 2,549 19,344 SH   OTR 1 2,611 16,733 0
MCDONALDS CORP COM 580135101 23,703 141,687 SH   OTR 1 22,649 119,038 0
MCKESSON CORP COM 58155Q103 5,766 43,464 SH   OTR 1 4,300 39,164 0
MEDICAL PPTYS TRUST INC COM 58463J304 343 23,028 SH   OTR 1 0 23,028 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 18,387 20,179,000 PRN   OTR 1 2,085,000 17,588,000 506,000
MEDICINES CO NOTE 2.750% 7/1 584688AG0 45 50,000 PRN   OTR 4 0 50,000 0
MEDNAX INC COM 58502B106 3,141 67,317 SH   OTR 1 0 67,317 0
MEDPACE HLDGS INC COM 58506Q109 2,073 34,600 SH   OTR 1 10,400 24,200 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 341 16,100 SH   OTR 1 0 16,100 0
MERCANTILE BANK CORP COM 587376104 259 7,753 SH   OTR 1 3,853 3,900 0
MERCK & CO INC COM 58933Y105 38,679 545,235 SH   OTR 1 117,646 427,589 0
MERITOR INC COM 59001K100 3,737 193,039 SH   OTR 1 81,339 111,700 0
METLIFE INC COM 59156R108 15,285 327,169 SH   OTR 1 78,680 248,489 0
METROPOLITAN BK HLDG CORP COM 591774104 526 12,800 SH   OTR 1 4,700 8,100 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,449 4,021 SH   OTR 1 542 3,479 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1,500 303,705 SH   SOLE 303,705 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,895 446,137 SH   OTR 1 347,524 98,613 0
MGM RESORTS INTERNATIONAL COM 552953101 2,477 88,756 SH   OTR 1 12,317 76,439 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,965 37,569 SH   OTR 1 5,070 32,499 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 60,937 40,204,000 PRN   OTR 1 5,323,000 33,982,000 899,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 129 85,000 PRN   OTR 4 0 85,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 26,248 24,572,000 PRN   OTR 1 12,245,000 12,327,000 0
MICRON TECHNOLOGY INC COM 595112103 44,760 989,600 SH   OTR 1 229,230 760,370 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 43,291 27,890,000 PRN   OTR 1 7,095,000 20,795,000 0
MICROSOFT CORP COM 594918104 332,127 2,903,968 SH   OTR 1 651,685 2,252,283 0
MID AMER APT CMNTYS INC COM 59522J103 1,818 18,151 SH   OTR 1 2,449 15,702 0
MIDSTATES PETE CO INC COM PAR 59804T407 581 65,200 SH   OTR 1 28,200 37,000 0
MIDWESTONE FINL GROUP INC NE COM 598511103 828 24,855 SH   OTR 1 10,955 13,900 0
MILLER INDS INC TENN COM NEW 600551204 511 19,000 SH   OTR 1 8,300 10,700 0
MKS INSTRUMENT INC COM 55306N104 7,154 89,252 SH   OTR 1 6,601 82,651 0
MOHAWK INDS INC COM 608190104 1,773 10,114 SH   OTR 1 1,365 8,749 0
MOLINA HEALTHCARE INC COM 60855R100 41,463 278,834 SH   OTR 1 60,964 217,870 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 43,279 11,858,000 PRN   OTR 1 2,448,000 8,905,000 505,000
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 182 50,000 PRN   OTR 4 0 50,000 0
MOLSON COORS BREWING CO CL B 60871R209 12,181 198,059 SH   OTR 1 49,490 148,569 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 830 31,575 SH   OTR 1 14,006 17,569 0
MOMO INC ADR 60879B107 5,013 114,436 SH   OTR 1 56,700 57,700 36
MONDELEZ INTL INC CL A 609207105 11,370 264,668 SH   OTR 1 31,568 233,100 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,698 63,450 SH   OTR 1 8,563 54,887 0
MOODYS CORP COM 615369105 4,452 26,628 SH   OTR 1 3,593 23,035 0
MORGAN STANLEY COM NEW 617446448 11,141 239,229 SH   OTR 1 28,543 210,686 0
MOSAIC CO NEW COM 61945C103 29,068 894,961 SH   OTR 1 260,375 634,586 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,368 25,879 SH   OTR 1 3,492 22,387 0
MSCI INC COM 55354G100 2,514 14,168 SH   OTR 1 1,912 12,256 0
MURPHY OIL CORP COM 626717102 22,468 673,915 SH   OTR 1 216,265 457,650 0
MYRIAD GENETICS INC COM 62855J104 1,003 21,802 SH   OTR 1 9,492 12,310 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 982 1,255,000 PRN   SOLE 1,255,000 0 0
NASDAQ INC COM 631103108 16,979 197,895 SH   OTR 1 56,854 141,041 0
NATIONAL GEN HLDGS CORP COM 636220303 2,324 86,600 SH   OTR 1 38,100 48,500 0
NATIONAL OILWELL VARCO INC COM 637071101 2,629 61,026 SH   OTR 1 8,236 52,790 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 177 10,500 SH   OTR 1 4,300 6,200 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 696 685,000 PRN   SOLE 685,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 3,707 244,700 SH   OTR 1 99,300 145,400 0
NEKTAR THERAPEUTICS COM 640268108 1,983 32,527 SH   OTR 1 4,194 28,333 0
NETAPP INC COM 64110D104 23,664 275,514 SH   OTR 1 63,039 212,475 0
NETFLIX INC COM 64110L106 61,130 163,393 SH   OTR 1 33,596 129,797 0
NETSCOUT SYS INC COM 64115T104 1,884 74,600 SH   OTR 1 32,900 41,700 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 36,749 21,534,000 PRN   OTR 1 3,458,000 17,276,000 800,000
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 128 75,000 PRN   OTR 4 0 75,000 0
NEW JERSEY RES COM 646025106 256 5,550 SH   OTR 1 2,650 2,900 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,704 172,330 SH   OTR 1 74,530 97,800 0
NEW RELIC INC COM 64829B100 4,297 45,600 SH   OTR 1 19,900 25,700 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 11,228 630,091 SH   OTR 1 45,644 584,447 0
NEW YORK & CO INC COM 649295102 286 74,000 SH   OTR 1 30,800 43,200 0
NEW YORK CMNTY BANCORP INC COM 649445103 494 47,639 SH   SOLE 47,639 0 0
NEWELL BRANDS INC COM 651229106 1,407 69,333 SH   OTR 1 9,357 59,976 0
NEWFIELD EXPL CO COM 651290108 2,999 104,027 SH   OTR 1 6,574 97,453 0
NEWMONT MINING CORP COM 651639106 3,200 105,951 SH   OTR 1 12,617 93,334 0
NEWS CORP NEW CL A 65249B109 1,146 86,889 SH   OTR 1 8,252 78,637 0
NEWS CORP NEW CL B 65249B208 897 65,966 SH   OTR 1 2,664 63,302 0
NEXEO SOLUTIONS INC COM SHS 65342H102 1,348 110,000 SH   OTR 1 45,900 64,100 0
NEXTERA ENERGY INC COM 65339F101 22,950 136,935 SH   OTR 1 13,469 123,466 0
NIC INC COM 62914B100 1,891 127,800 SH   OTR 1 55,100 72,700 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 69,397 48,398,000 PRN   OTR 1 9,205,000 38,336,000 857,000
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 113 79,000 PRN   OTR 4 0 79,000 0
NIKE INC CL B 654106103 20,161 237,970 SH   OTR 1 27,562 210,408 0
NISOURCE INC COM 65473P105 1,443 57,903 SH   OTR 1 7,815 50,088 0
NOBLE ENERGY INC COM 655044105 2,403 77,054 SH   OTR 1 10,399 66,655 0
NORDSTROM INC COM 655664100 27,906 466,585 SH   OTR 1 118,327 348,258 0
NORFOLK SOUTHERN CORP COM 655844108 9,574 53,043 SH   OTR 1 6,028 47,015 0
NORTHERN TR CORP COM 665859104 7,119 69,706 SH   OTR 1 8,446 61,260 0
NORTHROP GRUMMAN CORP COM 666807102 24,289 76,532 SH   OTR 1 12,590 63,942 0
NORTHWESTERN CORP COM NEW 668074305 463 7,900 SH   OTR 1 3,200 4,700 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,940 8,000,000 PRN   OTR 1 700,000 7,300,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12,163 2,652,000 PRN   OTR 1 852,000 1,800,000 0
NRG ENERGY INC COM NEW 629377508 30,942 827,324 SH   OTR 1 256,018 571,306 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,670 44,526 SH   OTR 1 2,726 41,800 0
NUANCE COMMUNICATIONS INC COM 67020Y100 8,097 467,472 SH   OTR 1 23,870 443,602 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 23,293 22,520,000 PRN   OTR 1 2,911,000 19,609,000 0
NUCOR CORP COM 670346105 3,201 50,454 SH   OTR 1 6,809 43,645 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 23,285 18,358,000 PRN   OTR 1 3,023,000 14,466,000 869,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 104 82,000 PRN   OTR 4 0 82,000 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 16,457 1,130,278 SH   SOLE 1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 22,726 1,795,140 SH   SOLE 1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,356 200,000 SH   SOLE 200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 3,705 300,000 SH   SOLE 300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 18,233 1,265,291 SH   SOLE 1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,718 648,590 SH   OTR 1 548,590 100,000 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,009 563,000 SH   SOLE 563,000 0 0
NVIDIA CORP COM 67066G104 64,217 228,515 SH   OTR 1 46,948 181,567 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,698 22,165 SH   OTR 1 2,005 20,160 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 152 113,000 PRN   OTR 4 0 113,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 56,563 42,061,000 PRN   OTR 1 7,005,000 33,849,000 1,207,000
OCCIDENTAL PETE CORP DEL COM 674599105 11,569 140,794 SH   OTR 1 16,461 124,333 0
OFFICE DEPOT INC COM 676220106 1,986 618,700 SH   OTR 1 230,600 388,100 0
OFG BANCORP COM 67103X102 4,122 255,231 SH   OTR 1 96,831 158,400 0
OLD REP INTL CORP COM 680223104 3,246 145,053 SH   OTR 1 0 145,053 0
OLIN CORP COM PAR $1 680665205 235 9,140 SH   OTR 1 0 9,140 0
OMEGA HEALTHCARE INVS INC COM 681936100 20,983 640,301 SH   OTR 1 201,009 439,292 0
OMNICOM GROUP INC COM 681919106 6,387 93,898 SH   OTR 1 6,488 87,410 0
ON SEMICONDUCTOR CORP COM 682189105 5,164 280,176 SH   OTR 1 38,545 241,631 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 34,765 29,913,000 PRN   OTR 1 4,638,000 24,434,000 841,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 89 77,000 PRN   OTR 4 0 77,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,984 2,650,000 PRN   SOLE 2,650,000 0 0
ONE GAS INC COM 68235P108 333 4,050 SH   OTR 1 1,650 2,400 0
ONEOK INC NEW COM 682680103 12,519 184,678 SH   OTR 1 13,555 171,123 0
OPKO HEALTH INC COM 68375N103 448 129,600 SH   OTR 1 57,600 72,000 0
ORACLE CORP COM 68389X105 61,533 1,193,430 SH   OTR 1 348,320 845,110 0
ORION GROUP HOLDINGS INC COM 68628V308 683 90,500 SH   OTR 1 39,800 50,700 0
ORTHOFIX MED INC COM 68752M108 4,034 69,785 SH   OTR 1 30,385 39,400 0
OSHKOSH CORP COM 688239201 2,246 31,530 SH   OTR 1 2,630 28,900 0
OUTFRONT MEDIA INC COM 69007J106 1,223 61,297 SH   OTR 1 0 61,297 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 683 216,900 SH   OTR 1 95,000 121,900 0
OWENS CORNING NEW COM 690742101 2,701 49,769 SH   OTR 1 2,969 46,800 0
PACCAR INC COM 693718108 16,117 236,353 SH   OTR 1 46,657 189,696 0
PACIRA PHARMACEUTICALS INC COM 695127100 4,610 93,800 SH   OTR 1 35,900 57,900 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 23,614 22,285,000 PRN   OTR 1 4,571,000 17,156,000 558,000
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 56 53,000 PRN   OTR 4 0 53,000 0
PACKAGING CORP AMER COM 695156109 1,653 15,072 SH   OTR 1 2,034 13,038 0
PALO ALTO NETWORKS INC COM 697435105 8,062 35,790 SH   OTR 1 3,465 32,325 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1,341 658,000 PRN   OTR 1 658,000 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,033 197,700 SH   OTR 1 74,500 123,200 0
PARK HOTELS RESORTS INC COM 700517105 16,286 496,222 SH   OTR 1 32,778 463,444 0
PARK OHIO HLDGS CORP COM 700666100 384 10,000 SH   OTR 1 4,100 5,900 0
PARKER HANNIFIN CORP COM 701094104 3,883 21,112 SH   OTR 1 2,850 18,262 0
PATRICK INDS INC COM 703343103 693 11,700 SH   OTR 1 4,800 6,900 0
PATTERSON UTI ENERGY INC COM 703481101 6,727 393,133 SH   OTR 1 22,233 370,900 0
PAYCHEX INC COM 704326107 4,047 54,951 SH   OTR 1 7,084 47,867 0
PAYLOCITY HLDG CORP COM 70438V106 201 2,500 SH   OTR 1 1,000 1,500 0
PAYPAL HLDGS INC COM 70450Y103 40,167 457,279 SH   OTR 1 88,764 368,515 0
PBF ENERGY INC CL A 69318G106 29,164 584,323 SH   OTR 1 139,566 444,757 0
PEABODY ENERGY CORP NEW COM 704551100 4,120 115,600 SH   OTR 1 44,700 70,900 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,297 41,974 SH   OTR 1 18,274 23,700 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 523 11,031 SH   OTR 1 1,271 9,760 0
PEOPLES UNITED FINANCIAL INC COM 712704105 953 55,639 SH   OTR 1 7,510 48,129 0
PEPSICO INC COM 713448108 76,650 685,603 SH   OTR 1 198,909 486,694 0
PERKINELMER INC COM 714046109 1,718 17,662 SH   OTR 1 2,384 15,278 0
PERSPECTA INC COM 715347100 952 37,000 SH   OTR 1 16,200 20,800 0
PFIZER INC COM 717081103 74,260 1,685,054 SH   OTR 1 491,155 1,193,899 0
PG&E CORP COM 69331C108 11,576 251,593 SH   OTR 1 27,356 224,237 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 4,166 97,121 SH   OTR 1 37,221 59,900 0
PHILIP MORRIS INTL INC COM 718172109 22,452 275,354 SH   OTR 1 37,055 238,299 0
PHILLIPS 66 COM 718546104 22,839 202,616 SH   OTR 1 92,674 109,942 0
PILGRIMS PRIDE CORP NEW COM 72147K108 14,901 823,705 SH   OTR 1 60,138 763,567 0
PINNACLE WEST CAP CORP COM 723484101 1,414 17,860 SH   OTR 1 2,411 15,449 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 945 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 6,281 36,061 SH   OTR 1 3,668 32,393 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 726 29,600 SH   SOLE 29,600 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,399 83,698 SH   OTR 1 9,994 73,704 0
POLARIS INDS INC COM 731068102 6,749 66,855 SH   OTR 1 6,050 60,805 0
PORTOLA PHARMACEUTICALS INC COM 737010108 632 23,714 SH   OTR 1 10,472 13,242 0
POST HLDGS INC COM 737446104 1,023 10,439 SH   OTR 1 0 10,439 0
POTBELLY CORP COM 73754Y100 919 74,700 SH   OTR 1 32,500 42,200 0
POTLATCHDELTIC CORPORATION COM 737630103 2,521 61,553 SH   OTR 1 27,575 33,978 0
PPG INDS INC COM 693506107 5,539 50,755 SH   OTR 1 5,210 45,545 0
PPL CORP COM 69351T106 3,265 111,578 SH   OTR 1 15,059 96,519 0
PRA HEALTH SCIENCES INC COM 69354M108 3,211 29,140 SH   OTR 1 1,418 27,722 0
PRAXAIR INC COM 74005P104 8,684 54,026 SH   OTR 1 6,190 47,836 0
PREMIER INC CL A 74051N102 11,824 258,274 SH   OTR 1 13,380 244,894 0
PRESIDIO INC COM 74102M103 674 44,200 SH   OTR 1 19,200 25,000 0
PRICE T ROWE GROUP INC COM 74144T108 4,235 38,787 SH   OTR 1 5,234 33,553 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,154 6,032,000 PRN   OTR 1 0 4,960,000 1,072,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 149 98,000 PRN   OTR 4 0 98,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 59,698 50,211,000 PRN   OTR 1 17,375,000 32,836,000 0
PRIMO WTR CORP COM 74165N105 1,433 79,400 SH   OTR 1 35,100 44,300 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,894 117,663 SH   OTR 1 9,109 108,554 0
PROCTER AND GAMBLE CO COM 742718109 65,998 792,963 SH   OTR 1 275,295 517,668 0
PROGRESS SOFTWARE CORP COM 743312100 3,804 107,800 SH   OTR 1 41,300 66,500 0
PROGRESSIVE CORP OHIO COM 743315103 37,073 521,859 SH   OTR 1 134,999 386,860 0
PROLOGIS INC COM 74340W103 8,158 120,338 SH   OTR 1 13,551 106,787 0
PROOFPOINT INC COM 743424103 20,113 189,153 SH   OTR 1 9,360 169,341 10,452
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1,788 1,770,000 PRN   SOLE 1,770,000 0 0
PRUDENTIAL FINL INC COM 744320102 20,548 202,800 SH   OTR 1 52,574 150,226 0
PTC THERAPEUTICS INC COM 69366J200 837 17,800 SH   OTR 1 7,700 10,100 0
PUBLIC STORAGE COM 74460D109 19,347 95,953 SH   OTR 1 39,311 56,642 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,706 145,983 SH   OTR 1 13,508 132,475 0
PULTE GROUP INC COM 745867101 1,069 43,160 SH   OTR 1 5,626 37,534 0
PUMA BIOTECHNOLOGY INC COM 74587V107 569 12,407 SH   OTR 1 5,633 6,774 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 14,104 1,234,990 SH   SOLE 1,234,990 0 0
PVH CORP COM 693656100 1,767 12,236 SH   OTR 1 1,652 10,584 0
PYXUS INTL INC COM 74737V106 446 19,400 SH   OTR 1 8,600 10,800 0
QEP RES INC COM 74733V100 3,146 277,877 SH   OTR 1 16,458 261,419 0
QORVO INC COM 74736K101 24,017 312,359 SH   OTR 1 95,818 216,541 0
QUAD / GRAPHICS INC COM CL A 747301109 3,516 168,707 SH   OTR 1 74,076 94,631 0
QUALCOMM INC COM 747525103 23,793 330,326 SH   OTR 1 79,543 250,783 0
QUANTA SVCS INC COM 74762E102 792 23,734 SH   OTR 1 3,203 20,531 0
QUEST DIAGNOSTICS INC COM 74834L100 2,352 21,797 SH   OTR 1 2,941 18,856 0
QUINSTREET INC COM 74874Q100 981 72,300 SH   OTR 1 29,900 42,400 0
QUORUM HEALTH CORP COM 74909E106 275 46,900 SH   OTR 1 20,000 26,900 0
QURATE RETAIL INC COM SER A 74915M100 12,677 570,769 SH   OTR 1 154,947 415,822 0
RADIUS HEALTH INC COM NEW 750469207 436 24,505 SH   OTR 1 12,072 12,433 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,223 1,590,000 PRN   OTR 1 486,000 1,104,000 0
RADNET INC COM 750491102 4,243 281,900 SH   OTR 1 108,000 173,900 0
RALPH LAUREN CORP CL A 751212101 39,591 287,833 SH   OTR 1 77,877 209,956 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,928 20,941 SH   OTR 1 2,826 18,115 0
RAYONIER INC COM 754907103 3,834 113,410 SH   OTR 1 5,568 107,842 0
RAYTHEON CO COM NEW 755111507 26,952 130,419 SH   OTR 1 41,591 88,828 0
RBB BANCORP COM 74930B105 838 34,200 SH   OTR 1 14,800 19,400 0
REALOGY HLDGS CORP COM 75605Y106 2,206 106,876 SH   OTR 1 6,868 100,008 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 901 550,000 PRN   SOLE 550,000 0 0
REALTY INCOME CORP COM 756109104 2,632 46,261 SH   OTR 1 6,243 40,018 0
RED HAT INC COM 756577102 3,855 28,290 SH   OTR 1 3,818 24,472 0
RED HAT INC NOTE 0.250%10/0 756577AD4 39,055 21,101,000 PRN   OTR 1 8,204,000 11,817,000 1,080,000
RED HAT INC NOTE 0.250%10/0 756577AD4 183 99,000 PRN   OTR 4 0 99,000 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,474 36,700 SH   OTR 1 13,500 23,200 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 360 375,000 PRN   SOLE 375,000 0 0
REGAL BELOIT CORP COM 758750103 2,489 30,187 SH   OTR 1 0 30,187 0
REGENCY CTRS CORP COM 758849103 1,748 27,025 SH   OTR 1 3,648 23,377 0
REGENERON PHARMACEUTICALS COM 75886F107 4,994 12,359 SH   OTR 1 1,668 10,691 0
REGENXBIO INC COM 75901B107 823 10,900 SH   OTR 1 4,800 6,100 0
REGIONAL MGMT CORP COM 75902K106 265 9,200 SH   OTR 1 4,200 5,000 0
REGIONS FINL CORP NEW COM 7591EP100 3,227 175,838 SH   OTR 1 23,731 152,107 0
REINSURANCE GROUP AMER INC COM NEW 759351604 5,121 35,426 SH   OTR 1 744 34,682 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,999 138,856 SH   OTR 1 57,356 81,500 0
REPLIGEN CORP COM 759916109 1,492 26,906 SH   OTR 1 11,730 15,176 0
REPUBLIC BANCORP KY CL A 760281204 761 16,497 SH   OTR 1 7,297 9,200 0
REPUBLIC SVCS INC COM 760759100 30,778 423,594 SH   OTR 1 140,060 283,534 0
RESMED INC COM 761152107 4,919 42,647 SH   OTR 1 5,627 37,020 0
RETAIL PPTYS AMER INC CL A 76131V202 1,034 84,846 SH   OTR 1 0 84,846 0
RETROPHIN INC COM 761299106 664 23,100 SH   OTR 1 10,000 13,100 0
RINGCENTRAL INC CL A 76680R206 2,205 23,700 SH   OTR 1 9,900 13,800 0
RMR GROUP INC CL A 74967R106 3,678 39,638 SH   OTR 1 17,338 22,300 0
ROBERT HALF INTL INC COM 770323103 27,259 387,309 SH   OTR 1 99,844 287,465 0
ROCKWELL AUTOMATION INC COM 773903109 3,683 19,643 SH   OTR 1 2,650 16,993 0
ROCKWELL COLLINS INC COM 774341101 3,683 26,216 SH   OTR 1 3,538 22,678 0
ROCKY BRANDS INC COM 774515100 671 23,700 SH   OTR 1 10,100 13,600 0
ROLLINS INC COM 775711104 951 15,676 SH   OTR 1 2,115 13,561 0
ROPER TECHNOLOGIES INC COM 776696106 4,883 16,484 SH   OTR 1 2,225 14,259 0
ROSS STORES INC COM 778296103 5,952 60,056 SH   OTR 1 8,105 51,951 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 957 945,000 PRN   SOLE 945,000 0 0
RPC INC COM 749660106 4,386 283,315 SH   OTR 1 8,351 274,964 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 36 29,000 PRN   OTR 4 0 29,000 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 7,776 6,297,000 PRN   SOLE 6,297,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,163 1,757,000 PRN   OTR 1 0 1,451,000 306,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 700 685,000 PRN   SOLE 685,000 0 0
RUSH ENTERPRISES INC CL A 781846209 3,515 89,426 SH   OTR 1 39,026 50,400 0
RUSH ENTERPRISES INC CL B 781846308 543 13,610 SH   OTR 1 6,110 7,500 0
RYDER SYS INC COM 783549108 6,781 92,806 SH   OTR 1 6,606 86,200 0
RYERSON HLDG CORP COM 783754104 727 64,300 SH   OTR 1 17,400 46,900 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,435 51,467 SH   OTR 1 22,703 28,764 0
S&P GLOBAL INC COM 78409V104 7,837 40,112 SH   OTR 1 5,413 34,699 0
SABRE CORP COM 78573M104 36,864 1,413,515 SH   OTR 1 372,824 1,040,691 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 2,170 63,800 SH   OTR 1 26,200 37,600 0
SALESFORCE COM INC COM 79466L302 49,581 311,773 SH   OTR 1 63,068 248,705 0
SANDRIDGE ENERGY INC COM NEW 80007P869 889 81,800 SH   OTR 1 28,100 53,700 0
SANGAMO THERAPEUTICS INC COM 800677106 737 43,500 SH   OTR 1 19,100 24,400 0
SANMINA CORPORATION COM 801056102 4,127 149,540 SH   OTR 1 57,866 91,674 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,641 22,668 SH   OTR 1 6,588 16,080 0
SCANA CORP NEW COM 80589M102 3,144 80,847 SH   OTR 1 61,170 19,677 0
SCANSOURCE INC COM 806037107 2,870 71,934 SH   OTR 1 31,534 40,400 0
SCHEIN HENRY INC COM 806407102 2,076 24,420 SH   OTR 1 3,296 21,124 0
SCHLUMBERGER LTD COM 806857108 14,970 245,740 SH   OTR 1 29,795 215,945 0
SCHNITZER STL INDS CL A 806882106 1,804 66,700 SH   OTR 1 28,100 38,600 0
SCHWAB CHARLES CORP NEW COM 808513105 9,426 191,784 SH   OTR 1 25,883 165,901 0
SEABOARD CORP COM 811543107 605 163 SH   OTR 1 72 91 0
SEALED AIR CORP NEW COM 81211K100 1,017 25,329 SH   OTR 1 3,418 21,911 0
SEAWORLD ENTMT INC COM 81282V100 1,773 56,400 SH   OTR 1 25,300 31,100 0
SEMPRA ENERGY COM 816851109 5,545 48,743 SH   OTR 1 5,886 42,857 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 7,254 413,071 SH   OTR 1 151,424 261,647 0
SERVICENOW INC NOTE 6/0 81762PAC6 37,140 24,843,000 PRN   OTR 1 5,765,000 18,336,000 742,000
SERVICENOW INC NOTE 6/0 81762PAC6 103 69,000 PRN   OTR 4 0 69,000 0
SHERWIN WILLIAMS CO COM 824348106 5,966 13,107 SH   OTR 1 1,770 11,337 0
SHILOH INDS INC COM 824543102 223 20,300 SH   OTR 1 8,500 11,800 0
SHOE CARNIVAL INC COM 824889109 1,598 41,500 SH   OTR 1 19,000 22,500 0
SIGNATURE BK NEW YORK N Y COM 82669G104 564 4,910 SH   OTR 1 1,210 3,700 0
SILICON LABORATORIES INC COM 826919102 487 5,300 SH   OTR 1 2,500 2,800 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 30,907 26,994,000 PRN   OTR 1 1,917,000 24,687,000 390,000
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 43 38,000 PRN   OTR 4 0 38,000 0
SILVERBOW RES INC COM 82836G102 256 9,600 SH   OTR 1 3,900 5,700 0
SIMON PPTY GROUP INC NEW COM 828806109 18,224 103,105 SH   OTR 1 37,838 65,267 0
SIRIUS XM HLDGS INC COM 82968B103 5,255 831,507 SH   OTR 1 74,008 757,499 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 14,488 207,501 SH   OTR 1 32,590 174,911 0
SJW GROUP COM 784305104 1,066 17,437 SH   OTR 1 7,537 9,900 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,473 82,379 SH   OTR 1 8,622 73,757 0
SL GREEN RLTY CORP COM 78440X101 1,346 13,805 SH   OTR 1 1,862 11,943 0
SM ENERGY CO COM 78454L100 3,842 121,844 SH   OTR 1 2,283 119,561 0
SMART & FINAL STORES INC COM 83190B101 128 22,400 SH   OTR 1 10,500 11,900 0
SMITH A O COM 831865209 1,230 23,053 SH   OTR 1 3,110 19,943 0
SMUCKER J M CO COM NEW 832696405 1,861 18,140 SH   OTR 1 2,448 15,692 0
SNAP ON INC COM 833034101 4,079 22,217 SH   OTR 1 2,978 19,239 0
SOUTHERN CO COM 842587107 8,388 192,388 SH   OTR 1 21,830 170,558 0
SOUTHWEST AIRLS CO COM 844741108 6,861 109,859 SH   OTR 1 11,100 98,759 0
SPARK ENERGY INC CL A COM 846511103 129 15,600 SH   OTR 1 6,900 8,700 0
SPARK THERAPEUTICS INC COM 84652J103 638 11,689 SH   OTR 1 5,373 6,316 0
SPDR GOLD TRUST GOLD SHS 78463V107 21,312 189,000 SH   OTR 1 0 189,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 521,801 1,794,856 SH   OTR 1 3 1,720,512 1,723,959 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 19,268 52,435 SH   OTR 1 2,035 50,400 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6,106 108,515 SH   SOLE 108,515 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 613 36,497 SH   OTR 1 16,082 20,415 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6,789 74,060 SH   OTR 1 6,945 67,115 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,141 761,857 SH   OTR 1 78,787 683,070 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1,541 1,525,000 PRN   SOLE 1,525,000 0 0
SPRINT CORP COM SER 1 85207U105 4,484 685,657 SH   OTR 1 64,137 621,520 0
SPS COMM INC COM 78463M107 4,178 42,100 SH   OTR 1 17,800 24,300 0
SQUARE INC CL A 852234103 7,073 71,439 SH   OTR 1 4,273 67,166 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 2,727 630,000 PRN   SOLE 630,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,574 24,405 SH   OTR 1 3,294 21,111 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 27,624 249,344 SH   OTR 1 48,860 192,015 8,469
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 87 796 SH   OTR 4 0 796 0
STARBUCKS CORP COM 855244109 22,931 403,432 SH   OTR 1 125,241 278,191 0
STATE STR CORP COM 857477103 9,962 118,902 SH   OTR 1 12,523 106,379 0
STERICYCLE INC COM 858912108 7,919 134,951 SH   OTR 1 31,475 103,476 0
STEWART INFORMATION SVCS COR COM 860372101 621 13,800 SH   OTR 1 5,900 7,900 0
STRYKER CORP COM 863667101 8,797 49,509 SH   OTR 1 6,682 42,827 0
SUNCOKE ENERGY INC COM 86722A103 2,158 185,700 SH   OTR 1 82,000 103,700 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 931 1,135,000 PRN   SOLE 1,135,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,420 270,201 SH   OTR 1 118,601 151,600 0
SUNTRUST BKS INC COM 867914103 8,695 130,188 SH   OTR 1 13,280 116,908 0
SURMODICS INC COM 868873100 1,023 13,700 SH   OTR 1 5,800 7,900 0
SVB FINL GROUP COM 78486Q101 2,638 8,487 SH   OTR 1 1,145 7,342 0
SYMANTEC CORP COM 871503108 15,683 736,991 SH   OTR 1 58,867 678,124 0
SYNAPTICS INC COM 87157D109 4,319 94,681 SH   OTR 1 36,561 58,120 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 796 830,000 PRN   SOLE 830,000 0 0
SYNCHRONY FINL COM 87165B103 38,631 1,242,966 SH   OTR 1 372,778 870,188 0
SYNEOS HEALTH INC CL A 87166B102 3,145 61,000 SH   OTR 1 22,700 38,300 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 344 202,600 SH   OTR 1 84,100 118,500 0
SYNNEX CORP COM 87162W100 508 6,000 SH   OTR 1 2,700 3,300 0
SYNOPSYS INC COM 871607107 2,445 24,798 SH   OTR 1 3,197 21,601 0
SYSCO CORP COM 871829107 5,587 76,269 SH   OTR 1 10,293 65,976 0
T MOBILE US INC COM 872590104 1,521 21,676 SH   OTR 1 0 21,676 0
TAILORED BRANDS INC COM 87403A107 4,491 178,300 SH   OTR 1 67,900 110,400 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 42,545 963,424 SH   OTR 1 455,461 507,847 116
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,505 18,156 SH   OTR 1 2,451 15,705 0
TALOS ENERGY INC COM 87484T108 124,725 3,800,266 SH   OTR 1 945,327 2,854,939 0
TAPESTRY INC COM 876030107 21,315 424,003 SH   OTR 1 122,516 301,487 0
TARGET CORP COM 87612E106 21,566 244,486 SH   OTR 1 95,364 149,122 0
TECHTARGET INC COM 87874R100 3,752 193,200 SH   OTR 1 74,600 118,600 0
TELEFLEX INC COM 879369106 14,494 54,471 SH   OTR 1 0 54,471 0
TELEPHONE & DATA SYS INC COM NEW 879433829 7,474 245,623 SH   OTR 1 12,855 232,768 0
TENET HEALTHCARE CORP COM NEW 88033G407 270 9,500 SH   OTR 1 4,300 5,200 0
TERADATA CORP DEL COM 88076W103 10,982 291,234 SH   OTR 1 40,854 250,380 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 1,442 1,108,000 PRN   SOLE 1,108,000 0 0
TEREX CORP NEW COM 880779103 10,798 270,560 SH   OTR 1 14,580 255,980 0
TERRITORIAL BANCORP INC COM 88145X108 308 10,417 SH   OTR 1 4,517 5,900 0
TESARO INC NOTE 3.000%10/0 881569AA5 600 450,000 PRN   SOLE 450,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,346 3,490,000 PRN   SOLE 3,490,000 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 198 43,900 SH   OTR 1 0 43,900 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,757 128,000 SH   OTR 1 18,100 109,900 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,701 32,676 SH   OTR 1 296 32,380 0
TEXAS INSTRS INC COM 882508104 24,973 232,764 SH   OTR 1 22,256 210,508 0
TEXAS ROADHOUSE INC COM 882681109 2,509 36,213 SH   OTR 1 19,008 17,205 0
TEXTRON INC COM 883203101 8,530 119,357 SH   OTR 1 12,061 107,296 0
TG THERAPEUTICS INC COM 88322Q108 227 40,600 SH   OTR 1 18,800 21,800 0
THERMO FISHER SCIENTIFIC INC COM 883556102 17,207 70,497 SH   OTR 1 8,670 61,827 0
THOR INDS INC COM 885160101 2,710 32,374 SH   OTR 1 1,874 30,500 0
TIFFANY & CO NEW COM 886547108 2,241 17,375 SH   OTR 1 2,344 15,031 0
TILLYS INC CL A 886885102 714 37,700 SH   OTR 1 16,600 21,100 0
TITAN MACHY INC COM 88830R101 1,349 87,104 SH   OTR 1 37,504 49,600 0
TJX COS INC NEW COM 872540109 11,204 100,015 SH   OTR 1 13,498 86,517 0
TORCHMARK CORP COM 891027104 8,931 103,028 SH   OTR 1 23,837 79,191 0
TOTAL SYS SVCS INC COM 891906109 3,071 31,100 SH   OTR 1 3,845 27,255 0
TOWER INTL INC COM 891826109 348 11,500 SH   OTR 1 4,700 6,800 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 716 82,800 SH   OTR 1 36,000 46,800 0
TPI COMPOSITES INC COM 87266J104 4,300 150,600 SH   OTR 1 56,800 93,800 0
TRACTOR SUPPLY CO COM 892356106 13,570 149,318 SH   OTR 1 24,255 125,063 0
TRANSDIGM GROUP INC COM 893641100 2,875 7,722 SH   OTR 1 1,042 6,680 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 29,357 19,772,000 PRN   OTR 1 2,395,000 17,007,000 370,000
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 49 33,000 PRN   OTR 4 0 33,000 0
TRAVELERS COMPANIES INC COM 89417E109 20,438 157,565 SH   OTR 1 64,987 92,578 0
TRAVELZOO COM NEW 89421Q205 511 43,100 SH   OTR 1 18,900 24,200 0
TREEHOUSE FOODS INC COM 89469A104 14,510 303,245 SH   OTR 1 19,747 283,498 0
TRIBUNE MEDIA CO CL A 896047503 1,063 27,652 SH   OTR 1 0 27,652 0
TRINITY INDS INC COM 896522109 27,862 760,423 SH   OTR 1 196,134 564,289 0
TRIPADVISOR INC COM 896945201 1,012 19,822 SH   OTR 1 2,202 17,620 0
TRIPLE-S MGMT CORP CL B 896749108 2,227 117,910 SH   OTR 1 41,072 76,838 0
TRONC INC COM 89703P107 3,064 187,601 SH   OTR 1 70,801 116,800 0
TRUEBLUE INC COM 89785X101 3,122 119,829 SH   OTR 1 51,621 68,208 0
TURNING PT BRANDS INC COM 90041L105 1,198 28,902 SH   OTR 1 9,100 19,802 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 9,128 197,015 SH   OTR 1 22,687 174,328 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,894 106,814 SH   OTR 1 10,485 96,329 0
TWITTER INC COM 90184L102 13,398 470,773 SH   OTR 1 39,054 431,719 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 22,753 23,439,000 PRN   OTR 1 4,876,000 18,563,000 0
TYSON FOODS INC CL A 902494103 25,233 423,877 SH   OTR 1 95,454 328,423 0
UDR INC COM 902653104 1,726 42,691 SH   OTR 1 5,761 36,930 0
UGI CORP NEW COM 902681105 2,618 47,180 SH   OTR 1 0 47,180 0
ULTA BEAUTY INC COM 90384S303 4,661 16,520 SH   OTR 1 3,836 12,684 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,321 17,298 SH   OTR 1 7,654 9,644 0
UNDER ARMOUR INC CL A 904311107 2,220 104,604 SH   OTR 1 6,832 97,772 0
UNDER ARMOUR INC CL C 904311206 592 30,425 SH   OTR 1 4,106 26,319 0
UNION PAC CORP COM 907818108 25,137 154,373 SH   OTR 1 19,148 135,225 0
UNISYS CORP COM NEW 909214306 3,027 148,400 SH   OTR 1 64,400 84,000 0
UNIT CORP COM 909218109 1,225 47,000 SH   OTR 1 20,400 26,600 0
UNITED CONTL HLDGS INC COM 910047109 30,881 346,749 SH   OTR 1 97,058 249,691 0
UNITED PARCEL SERVICE INC CL B 911312106 13,633 116,770 SH   OTR 1 14,926 101,844 0
UNITED RENTALS INC COM 911363109 27,174 166,100 SH   OTR 1 25,363 140,737 0
UNITED STATES CELLULAR CORP COM 911684108 2,446 54,614 SH   OTR 1 1,633 52,981 0
UNITED STATES STL CORP NEW COM 912909108 3,147 103,246 SH   OTR 1 12,817 90,429 0
UNITED TECHNOLOGIES CORP COM 913017109 25,521 182,541 SH   OTR 1 16,188 166,353 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,836 76,913 SH   OTR 1 40,030 36,883 0
UNITEDHEALTH GROUP INC COM 91324P102 126,855 476,827 SH   OTR 1 115,040 361,787 0
UNITI GROUP INC COM 91325V108 17,177 852,454 SH   OTR 1 49,722 802,732 0
UNIVERSAL CORP VA COM 913456109 3,679 56,600 SH   OTR 1 25,000 31,600 0
UNIVERSAL HLTH SVCS INC CL B 913903100 9,539 74,620 SH   OTR 1 6,858 67,762 0
UNIVERSAL INS HLDGS INC COM 91359V107 2,806 57,800 SH   OTR 1 25,400 32,400 0
UNUM GROUP COM 91529Y106 5,771 147,716 SH   OTR 1 7,561 140,155 0
URBAN OUTFITTERS INC COM 917047102 9,217 225,351 SH   OTR 1 6,682 218,669 0
US BANCORP DEL COM NEW 902973304 14,423 273,104 SH   OTR 1 32,962 240,142 0
US FOODS HLDG CORP COM 912008109 16,125 523,209 SH   OTR 1 34,303 488,906 0
USA TRUCK INC COM 902925106 326 16,100 SH   OTR 1 7,100 9,000 0
USANA HEALTH SCIENCES INC COM 90328M107 3,773 31,300 SH   OTR 1 13,700 17,600 0
V F CORP COM 918204108 5,669 60,668 SH   OTR 1 7,910 52,758 0
VAIL RESORTS INC COM 91879Q109 366 1,333 SH   OTR 1 0 1,333 0
VALERO ENERGY CORP NEW COM 91913Y100 40,383 355,018 SH   OTR 1 115,217 239,801 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 476,517 1,784,375 SH   OTR 3 1,784,375 1,784,375 0
VAREX IMAGING CORP COM 92214X106 1,774 61,900 SH   OTR 1 20,600 41,300 0
VARIAN MED SYS INC COM 92220P105 38,251 341,737 SH   OTR 1 95,808 245,929 0
VECTRUS INC COM 92242T101 2,877 92,243 SH   OTR 1 40,243 52,000 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 628 737,000 PRN   SOLE 737,000 0 0
VENTAS INC COM 92276F100 11,579 212,930 SH   OTR 1 21,835 191,095 0
VERA BRADLEY INC COM 92335C106 1,529 100,200 SH   OTR 1 43,500 56,700 0
VEREIT INC COM 92339V100 6,223 857,219 SH   OTR 1 50,630 806,589 0
VERINT SYS INC COM 92343X100 681 13,600 SH   OTR 1 6,500 7,100 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 44,402 42,927,000 PRN   OTR 1 8,986,000 33,092,000 849,000
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 83 81,000 PRN   OTR 4 0 81,000 0
VERISIGN INC COM 92343E102 9,593 59,910 SH   OTR 1 5,312 54,598 0
VERISK ANALYTICS INC COM 92345Y106 3,167 26,269 SH   OTR 1 3,545 22,724 0
VERITIV CORP COM 923454102 593 16,300 SH   OTR 1 6,100 10,200 0
VERIZON COMMUNICATIONS INC COM 92343V104 50,375 943,532 SH   OTR 1 215,943 727,589 0
VERSO CORP CL A 92531L207 4,333 128,700 SH   OTR 1 56,700 72,000 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,856 40,762 SH   OTR 1 5,502 35,260 0
VIACOM INC NEW CL A 92553P102 290 7,946 SH   OTR 1 165 7,781 0
VIACOM INC NEW CL B 92553P201 35,692 1,057,220 SH   OTR 1 265,604 791,616 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 54 50,000 PRN   OTR 4 0 50,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 34,054 31,471,000 PRN   OTR 1 4,277,000 26,682,000 512,000
VIRTU FINL INC CL A 928254101 436 21,337 SH   OTR 1 3,143 18,194 0
VISA INC COM CL A 92826C839 115,502 769,551 SH   OTR 1 158,861 610,690 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,795 186,500 SH   OTR 1 81,300 105,200 0
VISTA OUTDOOR INC COM 928377100 388 21,700 SH   OTR 1 0 21,700 0
VISTRA ENERGY CORP COM 92840M102 1,824 73,308 SH   OTR 1 13,918 59,390 0
VMWARE INC CL A COM 928563402 15,135 96,980 SH   OTR 1 2,983 93,997 0
VONAGE HLDGS CORP COM 92886T201 3,482 245,922 SH   OTR 1 106,222 139,700 0
VORNADO RLTY TR SH BEN INT 929042109 2,668 36,553 SH   OTR 1 3,727 32,826 0
VULCAN MATLS CO COM 929160109 2,346 21,097 SH   OTR 1 2,848 18,249 0
W & T OFFSHORE INC COM 92922P106 1,620 168,100 SH   OTR 1 42,300 125,800 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 16,607 227,805 SH   OTR 1 60,132 167,673 0
WALMART INC COM 931142103 57,866 616,189 SH   OTR 1 218,301 397,888 0
WARRIOR MET COAL INC COM 93627C101 3,261 120,600 SH   OTR 1 52,100 68,500 0
WASTE MGMT INC DEL COM 94106L109 41,601 460,396 SH   OTR 1 131,323 329,073 0
WATERS CORP COM 941848103 2,393 12,292 SH   OTR 1 1,659 10,633 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 938 620,000 PRN   SOLE 620,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 123 131,000 PRN   OTR 4 0 131,000 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 63,633 67,413,000 PRN   OTR 1 13,332,000 52,668,000 1,413,000
WEB COM GROUP INC COM 94733A104 444 15,900 SH   OTR 1 6,500 9,400 0
WEC ENERGY GROUP INC COM 92939U106 12,522 187,569 SH   OTR 1 15,850 171,719 0
WELLCARE HEALTH PLANS INC COM 94946T106 41,758 130,294 SH   OTR 1 25,040 105,254 0
WELLS FARGO CO NEW COM 949746101 73,703 1,402,266 SH   OTR 1 441,471 960,795 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 44,731 34,738 SH   OTR 1 11,674 22,516 548
WELLS FARGO CO NEW PERP PFD CNV A 949746804 72 56 SH   OTR 4 0 56 0
WELLTOWER INC COM 95040Q104 7,023 109,196 SH   OTR 1 11,256 97,940 0
WESBANCO INC COM 950810101 1,687 37,842 SH   OTR 1 16,642 21,200 0
WEST BANCORPORATION INC CAP STK 95123P106 349 14,840 SH   OTR 1 6,490 8,350 0
WESTERN DIGITAL CORP COM 958102105 15,361 262,407 SH   OTR 1 61,146 201,261 0
WESTERN UN CO COM 959802109 23,254 1,220,027 SH   OTR 1 386,526 833,501 0
WESTLAKE CHEM CORP COM 960413102 5,030 60,521 SH   OTR 1 3,721 56,800 0
WESTROCK CO COM 96145D105 2,624 49,100 SH   OTR 1 5,490 43,610 0
WEYERHAEUSER CO COM 962166104 6,971 216,032 SH   OTR 1 21,771 194,261 0
WHIRLPOOL CORP COM 963320106 1,223 10,299 SH   OTR 1 1,391 8,908 0
WHITING PETE CORP NEW COM NEW 966387409 18,412 347,126 SH   OTR 1 14,011 333,115 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 8,851 9,205,000 PRN   OTR 1 6,205,000 3,000,000 0
WILEY JOHN & SONS INC CL A 968223206 947 15,619 SH   OTR 1 0 15,619 0
WILLIAMS COS INC DEL COM 969457100 12,800 470,746 SH   OTR 1 32,405 438,341 0
WILLIAMS SONOMA INC COM 969904101 23,561 358,511 SH   OTR 1 78,999 279,512 0
WORKDAY INC CL A 98138H101 230 1,573 SH   OTR 1 73 1,500 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1,524 845,000 PRN   SOLE 845,000 0 0
WORKIVA INC COM CL A 98139A105 454 11,500 SH   OTR 1 4,700 6,800 0
WORLDPAY INC CL A 981558109 528 5,218 SH   OTR 1 201 5,017 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,629 5,141,000 PRN   OTR 1 0 4,235,000 906,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 95 87,000 PRN   OTR 4 0 87,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,153 1,962,000 PRN   SOLE 1,962,000 0 0
WYNN RESORTS LTD COM 983134107 2,344 18,447 SH   OTR 1 2,257 16,190 0
XCEL ENERGY INC COM 98389B100 21,443 454,215 SH   OTR 1 76,633 377,582 0
XENCOR INC COM 98401F105 835 21,421 SH   OTR 1 9,590 11,831 0
XENIA HOTELS & RESORTS INC COM 984017103 4,111 173,468 SH   OTR 1 75,368 98,100 0
XEROX CORP COM NEW 984121608 955 35,398 SH   OTR 1 4,777 30,621 0
XILINX INC COM 983919101 3,234 40,337 SH   OTR 1 5,443 34,894 0
XO GROUP INC COM 983772104 1,245 36,100 SH   OTR 1 16,000 20,100 0
XPERI CORP COM 98421B100 1,564 105,350 SH   OTR 1 41,550 63,800 0
XPO LOGISTICS INC COM 983793100 46,954 411,260 SH   OTR 1 11,295 399,965 0
XYLEM INC COM 98419M100 2,288 28,648 SH   OTR 1 3,866 24,782 0
YAHOO INC NOTE 12/0 984332AF3 3,056 2,400,000 PRN   SOLE 2,400,000 0 0
YUM BRANDS INC COM 988498101 5,935 65,285 SH   OTR 1 6,832 58,453 0
YUM CHINA HLDGS INC COM 98850P109 25,246 719,049 SH   OTR 1 38,248 680,801 0
ZAGG INC COM 98884U108 3,836 260,100 SH   OTR 1 98,800 161,300 0
ZAYO GROUP HLDGS INC COM 98919V105 4,957 142,766 SH   OTR 1 15,413 127,353 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 16,770 94,835 SH   OTR 1 4,538 90,297 0
ZENDESK INC COM 98936J101 2,279 32,100 SH   OTR 1 13,500 18,600 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 13,770 14,870,000 PRN   OTR 1 384,000 14,486,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 88 81,000 PRN   OTR 4 0 81,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1,868 1,720,000 PRN   SOLE 1,720,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 5,298 4,900,000 PRN   OTR 1 0 4,035,000 865,000
ZIMMER BIOMET HLDGS INC COM 98956P102 5,896 44,848 SH   OTR 1 5,847 39,001 0
ZIONS BANCORPORATION COM 989701107 1,555 31,007 SH   OTR 1 4,185 26,822 0
ZIX CORP COM 98974P100 696 125,400 SH   OTR 1 57,200 68,200 0
ZOETIS INC CL A 98978V103 7,036 76,847 SH   OTR 1 10,371 66,476 0