0001085146-19-002223.txt : 20190813
0001085146-19-002223.hdr.sgml : 20190813
20190813102445
ACCESSION NUMBER: 0001085146-19-002223
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190630
FILED AS OF DATE: 20190813
DATE AS OF CHANGE: 20190813
EFFECTIVENESS DATE: 20190813
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MACKAY SHIELDS LLC
CENTRAL INDEX KEY: 0000061227
IRS NUMBER: 134080466
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00046
FILM NUMBER: 191018636
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 212-230-3811
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP
DATE OF NAME CHANGE: 19920929
13F-HR
1
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06-30-2019
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MACKAY SHIELDS LLC
1345 AVENUE OF THE AMERICAS
42ND FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-00046
N
Rene A. Bustamante
Chief Compliance Officer
212-230-3811
/s/ Rene A. Bustamante
New York
NY
07-23-2019
6
2991
14667670
1
0001133639
028-06325
NEW YORK LIFE INVESTMENT MANAGEMENT LLC
2
0001125816
028-06487
FIRST TRUST ADVISORS LP
3
0000071633
028-00065
NEW YORK LIFE INSURANCE CO
4
0001269119
028-10748
OPPENHEIMER ASSET MANAGEMENT INC.
5
0001162695
028-10044
MCMORGAN & CO LLC
6
0001447578
028-13256
RIVERNORTH CAPITAL MANAGEMENT, LLC
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
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COM
336901103
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SH
SOLE
1300
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1ST SOURCE CORP
COM
336901103
334
7200
SH
OTR
1
0
7200
0
3M CO
COM
88579Y101
19351
111635
SH
OTR
1
0
111635
0
3M CO
COM
88579Y101
471
2718
SH
OTR
5
0
2718
0
3M CO
COM
88579Y101
2816
16247
SH
SOLE
16247
0
0
AARONS INC
COM PAR $0.50
002535300
1336
21751
SH
OTR
1
0
21751
0
AARONS INC
COM PAR $0.50
002535300
677
11018
SH
OTR
5
0
11018
0
AARONS INC
COM PAR $0.50
002535300
1039
16916
SH
SOLE
16916
0
0
ABBOTT LABS
COM
002824100
10543
125357
SH
SOLE
125357
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ABBOTT LABS
COM
002824100
32616
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1
0
387819
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ABBOTT LABS
COM
002824100
3850
45779
SH
OTR
5
0
45779
0
ABBVIE INC
COM
00287Y109
8612
118421
SH
SOLE
118421
0
0
ABBVIE INC
COM
00287Y109
39099
537669
SH
OTR
1
0
537669
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ABBVIE INC
COM
00287Y109
3709
51010
SH
OTR
5
0
51010
0
ABIOMED INC
COM
003654100
4394
16868
SH
OTR
1
0
16868
0
ABIOMED INC
COM
003654100
235
902
SH
OTR
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0
902
0
ABIOMED INC
COM
003654100
647
2485
SH
SOLE
2485
0
0
ABM INDS INC
COM
000957100
4107
102682
SH
OTR
1
0
102682
0
ABM INDS INC
COM
000957100
736
18400
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SOLE
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0
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ACADIA PHARMACEUTICALS INC
COM
004225108
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73472
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OTR
1
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73472
0
ACADIA PHARMACEUTICALS INC
COM
004225108
353
13205
SH
SOLE
13205
0
0
ACCELERON PHARMA INC
COM
00434H108
327
7968
SH
SOLE
7968
0
0
ACCELERON PHARMA INC
COM
00434H108
1845
44922
SH
OTR
1
0
44922
0
ACCURAY INC
COM
004397105
371
95782
SH
SOLE
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0
0
ACCURAY INC
COM
004397105
2029
524244
SH
OTR
1
0
524244
0
ACI WORLDWIDE INC
COM
004498101
1775
51690
SH
OTR
1
0
51690
0
ACI WORLDWIDE INC
COM
004498101
323
9400
SH
SOLE
9400
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
7676
162628
SH
OTR
1
0
162628
0
ACTIVISION BLIZZARD INC
COM
00507V109
2714
57508
SH
SOLE
57508
0
0
ACUITY BRANDS INC
COM
00508Y102
3350
24291
SH
OTR
1
0
24291
0
ACUITY BRANDS INC
COM
00508Y102
211
1527
SH
SOLE
1527
0
0
ADAMS RES & ENERGY INC
COM NEW
006351308
174
5083
SH
OTR
1
0
5083
0
ADAMS RES & ENERGY INC
COM NEW
006351308
31
900
SH
SOLE
900
0
0
ADOBE INC
COM
00724F101
36524
123956
SH
OTR
1
0
123956
0
ADOBE INC
COM
00724F101
1999
6783
SH
OTR
5
0
6783
0
ADOBE INC
COM
00724F101
5872
19930
SH
SOLE
19930
0
0
ADT INC
COM
00090Q103
3859
630510
SH
OTR
1
0
630510
0
ADT INC
COM
00090Q103
400
65438
SH
SOLE
65438
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
14314
92863
SH
OTR
1
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92863
0
ADVANCE AUTO PARTS INC
COM
00751Y106
1902
12338
SH
OTR
5
0
12338
0
ADVANCE AUTO PARTS INC
COM
00751Y106
4021
26085
SH
SOLE
26085
0
0
ADVANCED ENERGY INDS
COM
007973100
1028
18275
SH
OTR
1
0
18275
0
ADVANCED ENERGY INDS
COM
007973100
180
3200
SH
SOLE
3200
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
3840
126434
SH
OTR
1
0
126434
0
ADVANCED MICRO DEVICES INC
COM
007903107
626
20618
SH
SOLE
20618
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
3905
1007000
PRN
SOLE
1007000
0
0
ADVANSIX INC
COM
00773T101
555
22700
SH
SOLE
22700
0
0
ADVANSIX INC
COM
00773T101
3093
126620
SH
OTR
1
0
126620
0
AECOM
COM
00766T100
7791
205847
SH
OTR
1
0
205847
0
AECOM
COM
00766T100
1150
30376
SH
OTR
5
0
30376
0
AECOM
COM
00766T100
1786
47193
SH
SOLE
47193
0
0
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
4509
100719
SH
OTR
1
0
100719
0
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
816
18227
SH
SOLE
18227
0
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
31285
17570000
PRN
OTR
1
0
17570000
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
60
34000
PRN
OTR
4
4000
30000
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
7792
4375000
PRN
SOLE
4375000
0
0
AES CORP
COM
00130H105
6302
376012
SH
OTR
1
0
376012
0
AES CORP
COM
00130H105
1344
80220
SH
OTR
5
0
80220
0
AES CORP
COM
00130H105
1556
92855
SH
SOLE
92855
0
0
AFFILIATED MANAGERS GROUP IN
COM
008252108
609
6609
SH
OTR
1
0
6609
0
AFFILIATED MANAGERS GROUP IN
COM
008252108
90
982
SH
SOLE
982
0
0
AFLAC INC
COM
001055102
7501
136862
SH
OTR
1
0
136862
0
AFLAC INC
COM
001055102
32
587
SH
OTR
5
0
587
0
AFLAC INC
COM
001055102
948
17287
SH
SOLE
17287
0
0
AGCO CORP
COM
001084102
16450
212068
SH
OTR
1
0
212068
0
AGCO CORP
COM
001084102
1784
23000
SH
OTR
5
0
23000
0
AGCO CORP
COM
001084102
3475
44803
SH
SOLE
44803
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
8
113
SH
OTR
5
0
113
0
AGILENT TECHNOLOGIES INC
COM
00846U101
780
10442
SH
SOLE
10442
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
5739
76858
SH
OTR
1
0
76858
0
AGILYSYS INC
COM
00847J105
182
8500
SH
OTR
1
0
8500
0
AGILYSYS INC
COM
00847J105
34
1600
SH
SOLE
1600
0
0
AIMMUNE THERAPEUTICS INC
COM
00900T107
1220
58612
SH
OTR
1
0
58612
0
AIMMUNE THERAPEUTICS INC
COM
00900T107
220
10579
SH
SOLE
10579
0
0
AIR PRODS & CHEMS INC
COM
009158106
9809
43333
SH
OTR
1
0
43333
0
AIR PRODS & CHEMS INC
COM
009158106
306
1353
SH
OTR
5
0
1353
0
AIR PRODS & CHEMS INC
COM
009158106
1537
6789
SH
SOLE
6789
0
0
AIR TRANSPORT SERVICES GRP I
NOTE 1.125%10/1
00922RAB1
382
373000
PRN
SOLE
373000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
4461
55664
SH
SOLE
55664
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
20232
252452
SH
OTR
1
0
252452
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1998
24934
SH
OTR
5
0
24934
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
1977
1842000
PRN
SOLE
1842000
0
0
AKORN INC
COM
009728106
12
2300
SH
SOLE
2300
0
0
AKORN INC
COM
009728106
48
9300
SH
OTR
1
0
9300
0
ALARM COM HLDGS INC
COM
011642105
944
17646
SH
OTR
1
0
17646
0
ALARM COM HLDGS INC
COM
011642105
171
3200
SH
SOLE
3200
0
0
ALASKA AIR GROUP INC
COM
011659109
4170
65248
SH
OTR
1
0
65248
0
ALASKA AIR GROUP INC
COM
011659109
1
13
SH
OTR
5
0
13
0
ALASKA AIR GROUP INC
COM
011659109
341
5333
SH
SOLE
5333
0
0
ALBEMARLE CORP
COM
012653101
963
13677
SH
OTR
1
0
13677
0
ALBEMARLE CORP
COM
012653101
162
2299
SH
SOLE
2299
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
327
2315
SH
SOLE
2315
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
2113
14979
SH
OTR
1
0
14979
0
ALEXION PHARMACEUTICALS INC
COM
015351109
726
5540
SH
SOLE
5540
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
5909
45116
SH
OTR
1
0
45116
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
12017
70920
SH
OTR
1
0
70920
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
712
4200
SH
SOLE
4200
0
0
ALIGN TECHNOLOGY INC
COM
016255101
11900
43478
SH
OTR
1
0
43478
0
ALIGN TECHNOLOGY INC
COM
016255101
1095
4000
SH
SOLE
4000
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
748
400000
PRN
SOLE
400000
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
2309
16478
SH
OTR
1
0
16478
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
218
1559
SH
OTR
5
0
1559
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
782
5583
SH
SOLE
5583
0
0
ALLIANCEBERNSTEIN GBL HGH IN
COM
01879R106
832
70623
SH
SOLE
70623
0
0
ALLIANT ENERGY CORP
COM
018802108
1497
30506
SH
OTR
1
0
30506
0
ALLIANT ENERGY CORP
COM
018802108
224
4554
SH
SOLE
4554
0
0
ALLIED MOTION TECHNOLOGIES I
COM
019330109
246
6501
SH
OTR
1
0
6501
0
ALLIED MOTION TECHNOLOGIES I
COM
019330109
44
1149
SH
SOLE
1149
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
10827
233598
SH
OTR
1
0
233598
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
609
13138
SH
SOLE
13138
0
0
ALLSTATE CORP
COM
020002101
11222
110359
SH
OTR
1
0
110359
0
ALLSTATE CORP
COM
020002101
2245
22081
SH
OTR
5
0
22081
0
ALLSTATE CORP
COM
020002101
3026
29753
SH
SOLE
29753
0
0
ALPHABET INC
CAP STK CL A
02079K305
7520
6945
SH
OTR
5
0
6945
0
ALPHABET INC
CAP STK CL A
02079K305
20170
18628
SH
SOLE
18628
0
0
ALPHABET INC
CAP STK CL A
02079K305
97625
90160
SH
OTR
1
0
90160
0
ALPHABET INC
CAP STK CL C
02079K107
7670
7096
SH
OTR
5
0
7096
0
ALPHABET INC
CAP STK CL C
02079K107
100187
92688
SH
OTR
1
0
92688
0
ALPHABET INC
CAP STK CL C
02079K107
20701
19151
SH
SOLE
19151
0
0
ALTERYX INC
COM CL A
02156B103
1746
16000
SH
OTR
1
0
16000
0
ALTERYX INC
COM CL A
02156B103
327
3000
SH
SOLE
3000
0
0
ALTICE USA INC
CL A
02156K103
5497
225767
SH
OTR
1
0
225767
0
ALTICE USA INC
CL A
02156K103
286
11740
SH
SOLE
11740
0
0
ALTRIA GROUP INC
COM
02209S103
27229
575058
SH
OTR
1
0
575058
0
ALTRIA GROUP INC
COM
02209S103
3149
66514
SH
OTR
5
0
66514
0
ALTRIA GROUP INC
COM
02209S103
2495
52687
SH
SOLE
52687
0
0
ALZA CORP
SDCV 7/2
02261WAB5
23210
12090000
PRN
SOLE
12090000
0
0
AMALGAMATED BK NEW YORK N Y
CLASS A
022663108
218
12500
SH
OTR
1
0
12500
0
AMALGAMATED BK NEW YORK N Y
CLASS A
022663108
40
2300
SH
SOLE
2300
0
0
AMAZON COM INC
COM
023135106
224814
118721
SH
OTR
1
0
118721
0
AMAZON COM INC
COM
023135106
15596
8236
SH
OTR
5
0
8236
0
AMAZON COM INC
COM
023135106
44211
23347
SH
SOLE
23347
0
0
AMC NETWORKS INC
CL A
00164V103
288
5281
SH
OTR
1
0
5281
0
AMC NETWORKS INC
CL A
00164V103
36
668
SH
SOLE
668
0
0
AMEDISYS INC
COM
023436108
1044
8600
SH
OTR
1
0
8600
0
AMEDISYS INC
COM
023436108
206
1700
SH
SOLE
1700
0
0
AMEREN CORP
COM
023608102
1692
22525
SH
SOLE
22525
0
0
AMEREN CORP
COM
023608102
9797
130437
SH
OTR
1
0
130437
0
AMEREN CORP
COM
023608102
816
10868
SH
OTR
5
0
10868
0
AMERICAN AIRLS GROUP INC
COM
02376R102
284
8699
SH
SOLE
8699
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1667
51111
SH
OTR
1
0
51111
0
AMERICAN ASSETS TR INC
COM
024013104
3506
74400
SH
OTR
1
0
74400
0
AMERICAN ASSETS TR INC
COM
024013104
631
13400
SH
SOLE
13400
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
2331
50492
SH
OTR
1
0
50492
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
83
1799
SH
SOLE
1799
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
10170
115553
SH
OTR
1
0
115553
0
AMERICAN ELEC PWR CO INC
COM
025537101
1145
13012
SH
OTR
5
0
13012
0
AMERICAN ELEC PWR CO INC
COM
025537101
2122
24115
SH
SOLE
24115
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
259
9537
SH
SOLE
9537
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
1351
49735
SH
OTR
1
0
49735
0
AMERICAN EXPRESS CO
COM
025816109
2115
17131
SH
SOLE
17131
0
0
AMERICAN EXPRESS CO
COM
025816109
14468
117205
SH
OTR
1
0
117205
0
AMERICAN EXPRESS CO
COM
025816109
49
400
SH
OTR
5
0
400
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
1601
15622
SH
OTR
1
0
15622
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
181
1769
SH
SOLE
1769
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
4834
198832
SH
OTR
1
0
198832
0
AMERICAN HOMES 4 RENT
CL A
02665T306
481
19770
SH
SOLE
19770
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
19333
362851
SH
OTR
1
0
362851
0
AMERICAN INTL GROUP INC
COM NEW
026874784
2626
49278
SH
OTR
5
0
49278
0
AMERICAN INTL GROUP INC
COM NEW
026874784
5615
105387
SH
SOLE
105387
0
0
AMERICAN NATL INS CO
COM
028591105
192
1652
SH
SOLE
1652
0
0
AMERICAN NATL INS CO
COM
028591105
1671
14348
SH
OTR
1
0
14348
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
9163
9090000
PRN
SOLE
9090000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
13609
13500000
PRN
OTR
1
0
13500000
0
AMERICAN STS WTR CO
COM
029899101
4145
55089
SH
OTR
1
0
55089
0
AMERICAN STS WTR CO
COM
029899101
744
9884
SH
SOLE
9884
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
1093
117800
SH
OTR
1
0
117800
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
197
21200
SH
SOLE
21200
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
34390
168205
SH
OTR
1
0
168205
0
AMERICAN TOWER CORP NEW
COM
03027X100
3464
16945
SH
OTR
5
0
16945
0
AMERICAN TOWER CORP NEW
COM
03027X100
7826
38278
SH
SOLE
38278
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
3161
27247
SH
OTR
1
0
27247
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
453
3901
SH
SOLE
3901
0
0
AMERICOLD RLTY TR
COM
03064D108
5993
184851
SH
OTR
1
0
184851
0
AMERICOLD RLTY TR
COM
03064D108
755
23285
SH
SOLE
23285
0
0
AMERIPRISE FINL INC
COM
03076C106
2064
14217
SH
OTR
5
0
14217
0
AMERIPRISE FINL INC
COM
03076C106
2927
20165
SH
SOLE
20165
0
0
AMERIPRISE FINL INC
COM
03076C106
12455
85805
SH
OTR
1
0
85805
0
AMERISOURCEBERGEN CORP
COM
03073E105
19784
232049
SH
OTR
1
0
232049
0
AMERISOURCEBERGEN CORP
COM
03073E105
2044
23971
SH
OTR
5
0
23971
0
AMERISOURCEBERGEN CORP
COM
03073E105
4661
54671
SH
SOLE
54671
0
0
AMETEK INC NEW
COM
031100100
2817
31013
SH
OTR
1
0
31013
0
AMETEK INC NEW
COM
031100100
458
5046
SH
SOLE
5046
0
0
AMGEN INC
COM
031162100
5273
28616
SH
SOLE
28616
0
0
AMGEN INC
COM
031162100
33295
180678
SH
OTR
1
0
180678
0
AMGEN INC
COM
031162100
2587
14038
SH
OTR
5
0
14038
0
AMICUS THERAPEUTICS INC
COM
03152W109
401
32165
SH
SOLE
32165
0
0
AMICUS THERAPEUTICS INC
COM
03152W109
2226
178341
SH
OTR
1
0
178341
0
AMKOR TECHNOLOGY INC
COM
031652100
330
44224
SH
OTR
1
0
44224
0
AMKOR TECHNOLOGY INC
COM
031652100
65
8701
SH
SOLE
8701
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
797
14700
SH
OTR
1
0
14700
0
AMN HEALTHCARE SERVICES INC
COM
001744101
130
2400
SH
SOLE
2400
0
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
3243
153636
SH
OTR
1
0
153636
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
586
27742
SH
SOLE
27742
0
0
AMPHENOL CORP NEW
CL A
032095101
3863
40265
SH
OTR
1
0
40265
0
AMPHENOL CORP NEW
CL A
032095101
630
6569
SH
SOLE
6569
0
0
ANADARKO PETE CORP
COM
032511107
6577
93214
SH
OTR
1
0
93214
0
ANADARKO PETE CORP
COM
032511107
760
10766
SH
SOLE
10766
0
0
ANALOG DEVICES INC
COM
032654105
1012
8964
SH
SOLE
8964
0
0
ANALOG DEVICES INC
COM
032654105
8619
76364
SH
OTR
1
0
76364
0
ANAPTYSBIO INC
COM
032724106
1181
20931
SH
OTR
1
0
20931
0
ANAPTYSBIO INC
COM
032724106
214
3796
SH
SOLE
3796
0
0
ANI PHARMACEUTICALS INC
COM
00182C103
3363
40914
SH
OTR
1
0
40914
0
ANI PHARMACEUTICALS INC
COM
00182C103
609
7413
SH
SOLE
7413
0
0
ANIXTER INTL INC
COM
035290105
852
14272
SH
OTR
1
0
14272
0
ANIXTER INTL INC
COM
035290105
162
2710
SH
SOLE
2710
0
0
ANSYS INC
COM
03662Q105
2240
10934
SH
OTR
1
0
10934
0
ANSYS INC
COM
03662Q105
359
1755
SH
SOLE
1755
0
0
ANTHEM INC
COM
036752103
12239
43369
SH
OTR
1
0
43369
0
ANTHEM INC
COM
036752103
3711
13149
SH
SOLE
13149
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
71073
18191000
PRN
OTR
1
0
18191000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
121
31000
PRN
OTR
4
3000
28000
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
28162
7207000
PRN
SOLE
7207000
0
0
APACHE CORP
COM
037411105
3300
113906
SH
OTR
1
0
113906
0
APACHE CORP
COM
037411105
603
20802
SH
OTR
5
0
20802
0
APACHE CORP
COM
037411105
524
18075
SH
SOLE
18075
0
0
APARTMENT INVT & MGMT CO
CL A
03748R754
2913
58130
SH
OTR
1
0
58130
0
APARTMENT INVT & MGMT CO
CL A
03748R754
4
74
SH
OTR
5
0
74
0
APARTMENT INVT & MGMT CO
CL A
03748R754
228
4554
SH
SOLE
4554
0
0
APPFOLIO INC
COM CL A
03783C100
715
6992
SH
OTR
1
0
6992
0
APPFOLIO INC
COM CL A
03783C100
123
1200
SH
SOLE
1200
0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
33
2086
SH
SOLE
2086
0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
1793
113071
SH
OTR
1
0
113071
0
APPLE INC
COM
037833100
230837
1166314
SH
OTR
1
0
1166314
0
APPLE INC
COM
037833100
16402
82874
SH
OTR
5
0
82874
0
APPLE INC
COM
037833100
46271
233785
SH
SOLE
233785
0
0
APPLIED MATLS INC
COM
038222105
23338
519661
SH
OTR
1
0
519661
0
APPLIED MATLS INC
COM
038222105
2358
52511
SH
OTR
5
0
52511
0
APPLIED MATLS INC
COM
038222105
3807
84774
SH
SOLE
84774
0
0
ARAMARK
COM
03852U106
8699
241247
SH
OTR
1
0
241247
0
ARAMARK
COM
03852U106
921
25535
SH
SOLE
25535
0
0
ARBOR RLTY TR INC
COM
038923108
633
52200
SH
OTR
1
0
52200
0
ARBOR RLTY TR INC
COM
038923108
125
10300
SH
SOLE
10300
0
0
ARCH COAL INC
CL A
039380407
2817
29900
SH
OTR
1
0
29900
0
ARCH COAL INC
CL A
039380407
480
5100
SH
SOLE
5100
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
3432
84118
SH
OTR
1
0
84118
0
ARCHER DANIELS MIDLAND CO
COM
039483102
587
14375
SH
SOLE
14375
0
0
ARCONIC INC
COM
03965L100
1841
71304
SH
OTR
1
0
71304
0
ARCONIC INC
COM
03965L100
229
8851
SH
SOLE
8851
0
0
ARCOSA INC
COM
039653100
1970
52340
SH
OTR
1
0
52340
0
ARCOSA INC
COM
039653100
223
5928
SH
SOLE
5928
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
364
6208
SH
SOLE
6208
0
0
ARENA PHARMACEUTICALS INC
COM NEW
040047607
2009
34272
SH
OTR
1
0
34272
0
ARES CAP CORP
NOTE 3.750% 2/0
04010LAT0
676
669000
PRN
SOLE
669000
0
0
ARES CAP CORP
NOTE 4.625% 3/0
04010LAW3
6342
6142000
PRN
SOLE
6142000
0
0
ARISTA NETWORKS INC
COM
040413106
2765
10650
SH
OTR
1
0
10650
0
ARISTA NETWORKS INC
COM
040413106
140
540
SH
OTR
5
0
540
0
ARISTA NETWORKS INC
COM
040413106
366
1410
SH
SOLE
1410
0
0
ARMSTRONG FLOORING INC
COM
04238R106
1188
120654
SH
OTR
1
0
120654
0
ARMSTRONG FLOORING INC
COM
04238R106
217
22058
SH
SOLE
22058
0
0
ARRAY BIOPHARMA INC
COM
04269X105
5569
120199
SH
OTR
1
0
120199
0
ARRAY BIOPHARMA INC
COM
04269X105
1002
21622
SH
SOLE
21622
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
1628
61426
SH
OTR
1
0
61426
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
297
11200
SH
SOLE
11200
0
0
ARTESIAN RESOURCES CORP
CL A
043113208
193
5184
SH
OTR
1
0
5184
0
ARTESIAN RESOURCES CORP
CL A
043113208
33
900
SH
SOLE
900
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
2809
33300
SH
OTR
1
0
33300
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
489
5800
SH
SOLE
5800
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
1222
411459
SH
OTR
1
0
411459
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
223
75152
SH
SOLE
75152
0
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
407
117869
SH
OTR
1
0
117869
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
75
21800
SH
SOLE
21800
0
0
ASSERTIO THERAPEUTICS INC
NOTE 2.500% 9/0
249908AA2
558
775000
PRN
SOLE
775000
0
0
ASSURANT INC
COM
04621X108
844
7934
SH
OTR
1
0
7934
0
ASSURANT INC
COM
04621X108
138
1293
SH
SOLE
1293
0
0
AT&T INC
COM
00206R102
3195
95355
SH
OTR
5
0
95355
0
AT&T INC
COM
00206R102
10724
320016
SH
SOLE
320016
0
0
AT&T INC
COM
00206R102
44101
1316055
SH
OTR
1
0
1316055
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
163
8092
SH
SOLE
8092
0
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
908
45139
SH
OTR
1
0
45139
0
ATKORE INTL GROUP INC
COM
047649108
3426
132424
SH
OTR
1
0
132424
0
ATKORE INTL GROUP INC
COM
047649108
620
23954
SH
SOLE
23954
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
1271
525215
SH
OTR
1
0
525215
0
ATLANTIC PWR CORP
COM NEW
04878Q863
230
95200
SH
SOLE
95200
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
32915
33177000
PRN
OTR
1
0
33177000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
76
77000
PRN
OTR
4
7000
70000
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 2.250% 6/0
049164BH8
9541
9610000
PRN
SOLE
9610000
0
0
ATMOS ENERGY CORP
COM
049560105
256
2426
SH
SOLE
2426
0
0
ATMOS ENERGY CORP
COM
049560105
1594
15103
SH
OTR
1
0
15103
0
ATN INTL INC
COM
00215F107
234
4062
SH
SOLE
4062
0
0
ATN INTL INC
COM
00215F107
1348
23349
SH
OTR
1
0
23349
0
AUDENTES THERAPEUTICS INC
COM
05070R104
1277
33741
SH
OTR
1
0
33741
0
AUDENTES THERAPEUTICS INC
COM
05070R104
229
6053
SH
SOLE
6053
0
0
AUTODESK INC
COM
052769106
6805
41772
SH
OTR
1
0
41772
0
AUTODESK INC
COM
052769106
849
5211
SH
SOLE
5211
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
12470
75426
SH
OTR
1
0
75426
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
3817
23085
SH
SOLE
23085
0
0
AUTOZONE INC
COM
053332102
5296
4817
SH
SOLE
4817
0
0
AUTOZONE INC
COM
053332102
25083
22814
SH
OTR
1
0
22814
0
AUTOZONE INC
COM
053332102
2298
2090
SH
OTR
5
0
2090
0
AVALONBAY CMNTYS INC
COM
053484101
1010
4972
SH
SOLE
4972
0
0
AVALONBAY CMNTYS INC
COM
053484101
8315
40924
SH
OTR
1
0
40924
0
AVALONBAY CMNTYS INC
COM
053484101
118
581
SH
OTR
5
0
581
0
AVANGRID INC
COM
05351W103
728
14413
SH
OTR
1
0
14413
0
AVANGRID INC
COM
05351W103
41
817
SH
SOLE
817
0
0
AVAYA HLDGS CORP
COM
05351X101
1570
131829
SH
OTR
1
0
131829
0
AVAYA HLDGS CORP
COM
05351X101
283
23740
SH
SOLE
23740
0
0
AVERY DENNISON CORP
COM
053611109
1261
10897
SH
OTR
1
0
10897
0
AVERY DENNISON CORP
COM
053611109
214
1849
SH
SOLE
1849
0
0
AVID TECHNOLOGY INC
COM
05367P100
350
38400
SH
SOLE
38400
0
0
AVID TECHNOLOGY INC
COM
05367P100
1956
214508
SH
OTR
1
0
214508
0
AVNET INC
COM
053807103
753
16628
SH
SOLE
16628
0
0
AVNET INC
COM
053807103
7509
165879
SH
OTR
1
0
165879
0
AVX CORP NEW
COM
002444107
351
21151
SH
OTR
1
0
21151
0
AVX CORP NEW
COM
002444107
68
4100
SH
SOLE
4100
0
0
AXA EQUITABLE HLDGS INC
COM
054561105
7090
339251
SH
OTR
1
0
339251
0
AXA EQUITABLE HLDGS INC
COM
054561105
2022
96739
SH
SOLE
96739
0
0
AZZ INC
COM
002474104
891
19359
SH
OTR
1
0
19359
0
AZZ INC
COM
002474104
152
3300
SH
SOLE
3300
0
0
BADGER METER INC
COM
056525108
179
3000
SH
OTR
1
0
3000
0
BADGER METER INC
COM
056525108
36
600
SH
SOLE
600
0
0
BAIDU INC
SPON ADR REP A
056752108
1176
10023
SH
OTR
1
0
10023
0
BAKER HUGHES A GE CO
CL A
05722G100
1637
66472
SH
OTR
1
0
66472
0
BAKER HUGHES A GE CO
CL A
05722G100
277
11252
SH
SOLE
11252
0
0
BALL CORP
COM
058498106
18026
257554
SH
OTR
1
0
257554
0
BALL CORP
COM
058498106
1683
24048
SH
OTR
5
0
24048
0
BALL CORP
COM
058498106
3356
47953
SH
SOLE
47953
0
0
BANCORP INC DEL
COM
05969A105
3009
337355
SH
OTR
1
0
337355
0
BANCORP INC DEL
COM
05969A105
541
60651
SH
SOLE
60651
0
0
BANDWIDTH INC
COM CL A
05988J103
2191
29200
SH
OTR
1
0
29200
0
BANDWIDTH INC
COM CL A
05988J103
405
5400
SH
SOLE
5400
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
37177
27106
SH
OTR
1
0
27106
0
BANK AMER CORP
7.25%CNV PFD L
060505682
22527
16426
SH
SOLE
16426
0
0
BANK AMER CORP
7.25%CNV PFD L
060505682
148
108
SH
OTR
4
10
98
0
BANK AMER CORP
COM
060505104
6921
238656
SH
OTR
5
0
238656
0
BANK AMER CORP
COM
060505104
74544
2570496
SH
OTR
1
0
2570496
0
BANK AMER CORP
COM
060505104
17753
612184
SH
SOLE
612184
0
0
BANK COMM HLDGS
COM
06424J103
315
29498
SH
OTR
1
0
29498
0
BANK COMM HLDGS
COM
06424J103
57
5331
SH
SOLE
5331
0
0
BANK NEW YORK MELLON CORP
COM
064058100
11930
270210
SH
OTR
1
0
270210
0
BANK NEW YORK MELLON CORP
COM
064058100
1206
27307
SH
OTR
5
0
27307
0
BANK NEW YORK MELLON CORP
COM
064058100
2698
61108
SH
SOLE
61108
0
0
BANK OZK
COM
06417N103
7228
240212
SH
OTR
1
0
240212
0
BANK OZK
COM
06417N103
1612
53581
SH
SOLE
53581
0
0
BARNES & NOBLE ED INC
COM
06777U101
85
25200
SH
SOLE
25200
0
0
BARNES & NOBLE ED INC
COM
06777U101
511
152000
SH
OTR
1
0
152000
0
BARNES & NOBLE INC
COM
067774109
248
37000
SH
OTR
1
0
37000
0
BARNES & NOBLE INC
COM
067774109
49
7300
SH
SOLE
7300
0
0
BARRETT BUSINESS SERVICES IN
COM
068463108
3148
38107
SH
OTR
1
0
38107
0
BARRETT BUSINESS SERVICES IN
COM
068463108
564
6834
SH
SOLE
6834
0
0
BASSETT FURNITURE INDS INC
COM
070203104
156
10200
SH
OTR
1
0
10200
0
BASSETT FURNITURE INDS INC
COM
070203104
27
1800
SH
SOLE
1800
0
0
BAXTER INTL INC
COM
071813109
7771
94888
SH
OTR
1
0
94888
0
BAXTER INTL INC
COM
071813109
230
2804
SH
OTR
5
0
2804
0
BAXTER INTL INC
COM
071813109
1173
14322
SH
SOLE
14322
0
0
BAYCOM CORP
COM
07272M107
324
14802
SH
OTR
1
0
14802
0
BAYCOM CORP
COM
07272M107
57
2600
SH
SOLE
2600
0
0
BB&T CORP
COM
054937107
6721
136803
SH
OTR
1
0
136803
0
BB&T CORP
COM
054937107
842
17129
SH
SOLE
17129
0
0
BCB BANCORP INC
COM
055298103
743
53617
SH
OTR
1
0
53617
0
BCB BANCORP INC
COM
055298103
136
9805
SH
SOLE
9805
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
1263
131400
SH
OTR
1
0
131400
0
BEAZER HOMES USA INC
COM NEW
07556Q881
219
22800
SH
SOLE
22800
0
0
BECTON DICKINSON & CO
COM
075887109
11055
43867
SH
OTR
1
0
43867
0
BECTON DICKINSON & CO
COM
075887109
1608
6380
SH
SOLE
6380
0
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
34553
556142
SH
OTR
1
0
556142
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
97
1566
SH
OTR
4
154
1412
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
10439
167895
SH
SOLE
167895
0
0
BED BATH & BEYOND INC
COM
075896100
108
9300
SH
SOLE
9300
0
0
BED BATH & BEYOND INC
COM
075896100
586
50400
SH
OTR
1
0
50400
0
BELDEN INC
COM
077454106
2272
38134
SH
OTR
1
0
38134
0
BELDEN INC
COM
077454106
405
6800
SH
SOLE
6800
0
0
BENCHMARK ELECTRS INC
COM
08160H101
507
20190
SH
OTR
1
0
20190
0
BENCHMARK ELECTRS INC
COM
08160H101
93
3700
SH
SOLE
3700
0
0
BERKLEY W R CORP
COM
084423102
1367
20733
SH
OTR
1
0
20733
0
BERKLEY W R CORP
COM
084423102
74
1117
SH
SOLE
1117
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
76493
358836
SH
OTR
1
0
358836
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
6730
31570
SH
OTR
5
0
31570
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
21311
99974
SH
SOLE
99974
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
6162
117177
SH
OTR
1
0
117177
0
BERRY GLOBAL GROUP INC
COM
08579W103
548
10415
SH
SOLE
10415
0
0
BEST BUY INC
COM
086516101
4757
68224
SH
SOLE
68224
0
0
BEST BUY INC
COM
086516101
2053
29441
SH
OTR
5
0
29441
0
BEST BUY INC
COM
086516101
20913
299917
SH
OTR
1
0
299917
0
BG STAFFING INC
COM
05544A109
292
15466
SH
SOLE
15466
0
0
BG STAFFING INC
COM
05544A109
1610
85272
SH
OTR
1
0
85272
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
1440
309700
SH
OTR
1
0
309700
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
260
56000
SH
SOLE
56000
0
0
BIOGEN INC
COM
09062X103
17152
73342
SH
OTR
1
0
73342
0
BIOGEN INC
COM
09062X103
2116
9048
SH
OTR
5
0
9048
0
BIOGEN INC
COM
09062X103
5191
22195
SH
SOLE
22195
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
240
2800
SH
OTR
1
0
2800
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
43
497
SH
SOLE
497
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
49013
47114000
PRN
OTR
1
0
47114000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
11260
10820000
PRN
SOLE
10820000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
98
94000
PRN
OTR
4
9000
85000
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
2036
1812000
PRN
SOLE
1812000
0
0
BLACK HILLS CORP
COM
092113109
1602
20500
SH
OTR
1
0
20500
0
BLACK HILLS CORP
COM
092113109
313
4000
SH
SOLE
4000
0
0
BLACKBAUD INC
COM
09227Q100
1936
23187
SH
OTR
1
0
23187
0
BLACKBAUD INC
COM
09227Q100
367
4400
SH
SOLE
4400
0
0
BLACKLINE INC
COM
09239B109
1079
20156
SH
OTR
1
0
20156
0
BLACKLINE INC
COM
09239B109
193
3600
SH
SOLE
3600
0
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
269
25100
SH
SOLE
25100
0
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
2689
187485
SH
SOLE
187485
0
0
BLACKROCK FLA MUN 2020 TERM
COM SHS
09250M109
500
34857
SH
OTR
1
0
34857
0
BLACKROCK INC
COM
09247X101
1343
2861
SH
SOLE
2861
0
0
BLACKROCK INC
COM
09247X101
9472
20183
SH
OTR
1
0
20183
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
604
40431
SH
OTR
1
0
40431
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
1027
68763
SH
SOLE
68763
0
0
BLACKROCK LONG-TERM MUNI ADV
COM
09250B103
1033
81807
SH
SOLE
81807
0
0
BLACKROCK MUN 2030 TAR TERM
COM SHS BEN IN
09257P105
3896
167704
SH
SOLE
167704
0
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
258
18120
SH
OTR
1
0
18120
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
69
4861
SH
SOLE
4861
0
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
11240
800000
SH
SOLE
800000
0
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
785
70702
SH
OTR
1
0
70702
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
180
16204
SH
SOLE
16204
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
2320
166407
SH
SOLE
166407
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
937
70458
SH
OTR
1
0
70458
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
258
19372
SH
SOLE
19372
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
460
31029
SH
SOLE
31029
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
127
10000
SH
SOLE
10000
0
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
330
23851
SH
OTR
1
0
23851
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
76
5476
SH
SOLE
5476
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
6209
451928
SH
SOLE
451928
0
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
398
28807
SH
OTR
1
0
28807
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
601
43470
SH
SOLE
43470
0
0
BLOCK H & R INC
COM
093671105
4278
146000
SH
SOLE
146000
0
0
BLOCK H & R INC
COM
093671105
17722
604848
SH
OTR
1
0
604848
0
BLOCK H & R INC
COM
093671105
1911
65221
SH
OTR
5
0
65221
0
BLOOMIN BRANDS INC
COM
094235108
399
21114
SH
SOLE
21114
0
0
BLOOMIN BRANDS INC
COM
094235108
2229
117876
SH
OTR
1
0
117876
0
BLUE BIRD CORP
COM
095306106
761
38674
SH
OTR
1
0
38674
0
BLUE BIRD CORP
COM
095306106
138
7000
SH
SOLE
7000
0
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
2742
29069
SH
OTR
1
0
29069
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
505
5353
SH
SOLE
5353
0
0
BLUEROCK RESIDENTIAL GRW REI
COM CL A
09627J102
210
17900
SH
OTR
1
0
17900
0
BLUEROCK RESIDENTIAL GRW REI
COM CL A
09627J102
45
3800
SH
SOLE
3800
0
0
BMC STK HLDGS INC
COM
05591B109
3561
167966
SH
OTR
1
0
167966
0
BMC STK HLDGS INC
COM
05591B109
642
30300
SH
SOLE
30300
0
0
BOEING CO
COM
097023105
64345
176767
SH
OTR
1
0
176767
0
BOEING CO
COM
097023105
5533
15201
SH
OTR
5
0
15201
0
BOEING CO
COM
097023105
13764
37811
SH
SOLE
37811
0
0
BONANZA CREEK ENERGY INC
COM NEW
097793400
407
19500
SH
OTR
1
0
19500
0
BONANZA CREEK ENERGY INC
COM NEW
097793400
79
3800
SH
SOLE
3800
0
0
BOOKING HLDGS INC
COM
09857L108
27196
14507
SH
OTR
1
0
14507
0
BOOKING HLDGS INC
COM
09857L108
1470
784
SH
OTR
5
0
784
0
BOOKING HLDGS INC
COM
09857L108
2998
1599
SH
SOLE
1599
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
5584
84336
SH
OTR
1
0
84336
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1415
21376
SH
SOLE
21376
0
0
BORGWARNER INC
COM
099724106
1123
26757
SH
OTR
1
0
26757
0
BORGWARNER INC
COM
099724106
165
3932
SH
SOLE
3932
0
0
BOSTON BEER INC
CL A
100557107
4495
11900
SH
OTR
1
0
11900
0
BOSTON BEER INC
CL A
100557107
756
2000
SH
SOLE
2000
0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
1785
147900
SH
OTR
1
0
147900
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
311
25800
SH
SOLE
25800
0
0
BOSTON PROPERTIES INC
COM
101121101
2927
22692
SH
OTR
1
0
22692
0
BOSTON PROPERTIES INC
COM
101121101
468
3630
SH
SOLE
3630
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
8345
194164
SH
OTR
1
0
194164
0
BOSTON SCIENTIFIC CORP
COM
101137107
1387
32274
SH
SOLE
32274
0
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
2512
253697
SH
OTR
1
0
253697
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
457
46193
SH
SOLE
46193
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
596
41616
SH
OTR
1
0
41616
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
4
307
SH
SOLE
307
0
0
BRIDGE BANCORP INC
COM
108035106
2317
78664
SH
OTR
1
0
78664
0
BRIDGE BANCORP INC
COM
108035106
417
14151
SH
SOLE
14151
0
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
76
6600
SH
SOLE
6600
0
0
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
415
35934
SH
OTR
1
0
35934
0
BRIGHTCOVE INC
COM
10921T101
271
26200
SH
OTR
1
0
26200
0
BRIGHTCOVE INC
COM
10921T101
49
4700
SH
SOLE
4700
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
10914
297467
SH
OTR
1
0
297467
0
BRIGHTHOUSE FINL INC
COM
10922N103
1237
33719
SH
OTR
5
0
33719
0
BRIGHTHOUSE FINL INC
COM
10922N103
2647
72135
SH
SOLE
72135
0
0
BRINKS CO
COM
109696104
305
3762
SH
SOLE
3762
0
0
BRINKS CO
COM
109696104
288
3552
SH
OTR
1
0
3552
0
BRINKS CO
COM
109696104
185
2280
SH
OTR
5
0
2280
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1778
39208
SH
SOLE
39208
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
6
129
SH
OTR
5
0
129
0
BRISTOL MYERS SQUIBB CO
COM
110122108
12296
271142
SH
OTR
1
0
271142
0
BRIXMOR PPTY GROUP INC
COM
11120U105
1044
58367
SH
OTR
1
0
58367
0
BRIXMOR PPTY GROUP INC
COM
11120U105
18
983
SH
SOLE
983
0
0
BROADCOM INC
COM
11135F101
39253
136363
SH
OTR
1
0
136363
0
BROADCOM INC
COM
11135F101
3947
13710
SH
OTR
5
0
13710
0
BROADCOM INC
COM
11135F101
9061
31477
SH
SOLE
31477
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
1953
15293
SH
OTR
1
0
15293
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
337
2638
SH
SOLE
2638
0
0
BROOKFIELD PROPERTY REIT INC
CL A
11282X103
7216
381996
SH
OTR
1
0
381996
0
BROOKFIELD PROPERTY REIT INC
CL A
11282X103
436
23071
SH
SOLE
23071
0
0
BROWN FORMAN CORP
CL B
115637209
1190
21474
SH
OTR
1
0
21474
0
BROWN FORMAN CORP
CL B
115637209
250
4516
SH
SOLE
4516
0
0
BRUKER CORP
COM
116794108
1371
27440
SH
SOLE
27440
0
0
BRUKER CORP
COM
116794108
2900
58057
SH
OTR
1
0
58057
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
3967
235300
SH
OTR
1
0
235300
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
717
42500
SH
SOLE
42500
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
1487
17629
SH
OTR
1
0
17629
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
248
2941
SH
SOLE
2941
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
1280
108700
SH
OTR
1
0
108700
0
C&J ENERGY SVCS INC NEW
COM
12674R100
232
19700
SH
SOLE
19700
0
0
CABLE ONE INC
COM
12685J105
97
83
SH
SOLE
83
0
0
CABLE ONE INC
COM
12685J105
2712
2316
SH
OTR
1
0
2316
0
CABOT OIL & GAS CORP
COM
127097103
2511
109359
SH
SOLE
109359
0
0
CABOT OIL & GAS CORP
COM
127097103
1749
76197
SH
OTR
5
0
76197
0
CABOT OIL & GAS CORP
COM
127097103
15691
683411
SH
OTR
1
0
683411
0
CACI INTL INC
CL A
127190304
6581
32167
SH
OTR
1
0
32167
0
CACI INTL INC
CL A
127190304
1146
5601
SH
OTR
5
0
5601
0
CACI INTL INC
CL A
127190304
1513
7395
SH
SOLE
7395
0
0
CADENCE BANCORPORATION
CL A
12739A100
4114
197800
SH
OTR
1
0
197800
0
CADENCE BANCORPORATION
CL A
12739A100
745
35800
SH
SOLE
35800
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
16868
238209
SH
OTR
1
0
238209
0
CADENCE DESIGN SYSTEM INC
COM
127387108
240
3389
SH
OTR
5
0
3389
0
CADENCE DESIGN SYSTEM INC
COM
127387108
1549
21870
SH
SOLE
21870
0
0
CAESARS ENTMT CORP
COM
127686103
758
64129
SH
OTR
1
0
64129
0
CAESARS ENTMT CORP
COM
127686103
34
2868
SH
SOLE
2868
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
5896
3439638
PRN
SOLE
3439638
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
10897
6357000
PRN
OTR
1
0
6357000
0
CALAMP CORP
COM
128126109
180
15383
SH
OTR
1
0
15383
0
CALAMP CORP
COM
128126109
34
2938
SH
SOLE
2938
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
1615
31900
SH
OTR
1
0
31900
0
CALIFORNIA WTR SVC GROUP
COM
130788102
309
6100
SH
SOLE
6100
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
1930
18484
SH
OTR
1
0
18484
0
CAMDEN PPTY TR
SH BEN INT
133131102
92
880
SH
SOLE
880
0
0
CAMPBELL SOUP CO
COM
134429109
1701
42454
SH
OTR
5
0
42454
0
CAMPBELL SOUP CO
COM
134429109
2231
55670
SH
SOLE
55670
0
0
CAMPBELL SOUP CO
COM
134429109
10454
260903
SH
OTR
1
0
260903
0
CANNAE HLDGS INC
COM
13765N107
2326
80249
SH
OTR
1
0
80249
0
CANNAE HLDGS INC
COM
13765N107
418
14436
SH
SOLE
14436
0
0
CAPITAL ONE FINL CORP
COM
14040H105
7878
86814
SH
OTR
1
0
86814
0
CAPITAL ONE FINL CORP
COM
14040H105
972
10707
SH
SOLE
10707
0
0
CARBONITE INC
COM
141337105
193
7400
SH
OTR
1
0
7400
0
CARBONITE INC
COM
141337105
36
1400
SH
SOLE
1400
0
0
CARDINAL HEALTH INC
COM
14149Y108
5756
122215
SH
OTR
1
0
122215
0
CARDINAL HEALTH INC
COM
14149Y108
747
15856
SH
OTR
5
0
15856
0
CARDINAL HEALTH INC
COM
14149Y108
1351
28683
SH
SOLE
28683
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
3383
78800
SH
OTR
1
0
78800
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
601
14000
SH
SOLE
14000
0
0
CAREER EDUCATION CORP
COM
141665109
557
29200
SH
SOLE
29200
0
0
CAREER EDUCATION CORP
COM
141665109
3110
163100
SH
OTR
1
0
163100
0
CARETRUST REIT INC
COM
14174T107
3848
161832
SH
OTR
1
0
161832
0
CARETRUST REIT INC
COM
14174T107
694
29200
SH
SOLE
29200
0
0
CARLISLE COS INC
COM
142339100
11442
81493
SH
OTR
1
0
81493
0
CARLISLE COS INC
COM
142339100
1173
8351
SH
OTR
5
0
8351
0
CARLISLE COS INC
COM
142339100
1709
12171
SH
SOLE
12171
0
0
CARMAX INC
COM
143130102
1863
21455
SH
OTR
1
0
21455
0
CARMAX INC
COM
143130102
310
3574
SH
SOLE
3574
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
1222
26242
SH
SOLE
26242
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
4613
99094
SH
OTR
1
0
99094
0
CARROLS RESTAURANT GROUP INC
COM
14574X104
412
45630
SH
OTR
1
0
45630
0
CARROLS RESTAURANT GROUP INC
COM
14574X104
75
8268
SH
SOLE
8268
0
0
CATERPILLAR INC DEL
COM
149123101
14297
104904
SH
OTR
1
0
104904
0
CATERPILLAR INC DEL
COM
149123101
70
517
SH
OTR
5
0
517
0
CATERPILLAR INC DEL
COM
149123101
3423
25119
SH
SOLE
25119
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
1494
14421
SH
OTR
1
0
14421
0
CBOE GLOBAL MARKETS INC
COM
12503M108
233
2252
SH
SOLE
2252
0
0
CBRE GROUP INC
CL A
12504L109
2435
47473
SH
OTR
1
0
47473
0
CBRE GROUP INC
CL A
12504L109
826
16102
SH
SOLE
16102
0
0
CBS CORP NEW
CL B
124857202
402
8048
SH
SOLE
8048
0
0
CBS CORP NEW
CL B
124857202
2267
45436
SH
OTR
1
0
45436
0
CDK GLOBAL INC
COM
12508E101
815
16480
SH
SOLE
16480
0
0
CDK GLOBAL INC
COM
12508E101
11844
239553
SH
OTR
1
0
239553
0
CDK GLOBAL INC
COM
12508E101
409
8265
SH
OTR
5
0
8265
0
CDW CORP
COM
12514G108
13288
119713
SH
OTR
1
0
119713
0
CDW CORP
COM
12514G108
2235
20139
SH
SOLE
20139
0
0
CECO ENVIRONMENTAL CORP
COM
125141101
181
18900
SH
OTR
1
0
18900
0
CECO ENVIRONMENTAL CORP
COM
125141101
34
3500
SH
SOLE
3500
0
0
CELANESE CORP DEL
COM
150870103
3660
33950
SH
OTR
1
0
33950
0
CELANESE CORP DEL
COM
150870103
415
3846
SH
SOLE
3846
0
0
CELGENE CORP
COM
151020104
8416
91047
SH
OTR
1
0
91047
0
CELGENE CORP
COM
151020104
1409
15245
SH
SOLE
15245
0
0
CENTENE CORP DEL
COM
15135B101
2904
55384
SH
OTR
1
0
55384
0
CENTENE CORP DEL
COM
15135B101
479
9129
SH
SOLE
9129
0
0
CENTERPOINT ENERGY INC
COM
15189T107
347
12111
SH
OTR
5
0
12111
0
CENTERPOINT ENERGY INC
COM
15189T107
1218
42544
SH
SOLE
42544
0
0
CENTERPOINT ENERGY INC
COM
15189T107
10433
364404
SH
OTR
1
0
364404
0
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
2530
50200
SH
SOLE
50200
0
0
CENTRAL VALLEY CMNTY BANCORP
COM
155685100
222
10347
SH
OTR
1
0
10347
0
CENTRAL VALLEY CMNTY BANCORP
COM
155685100
41
1889
SH
SOLE
1889
0
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
1447
16465
SH
OTR
1
0
16465
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
257
2921
SH
SOLE
2921
0
0
CENTURY CASINOS INC
COM
156492100
742
76500
SH
OTR
1
0
76500
0
CENTURY CASINOS INC
COM
156492100
131
13500
SH
SOLE
13500
0
0
CENTURYLINK INC
COM
156700106
2323
197537
SH
OTR
1
0
197537
0
CENTURYLINK INC
COM
156700106
266
22652
SH
OTR
5
0
22652
0
CENTURYLINK INC
COM
156700106
391
33227
SH
SOLE
33227
0
0
CERNER CORP
COM
156782104
15522
211758
SH
OTR
1
0
211758
0
CERNER CORP
COM
156782104
1648
22488
SH
OTR
5
0
22488
0
CERNER CORP
COM
156782104
3049
41591
SH
SOLE
41591
0
0
CF INDS HLDGS INC
COM
125269100
15045
322092
SH
OTR
1
0
322092
0
CF INDS HLDGS INC
COM
125269100
2005
42915
SH
OTR
5
0
42915
0
CF INDS HLDGS INC
COM
125269100
2807
60085
SH
SOLE
60085
0
0
CHARLES RIV LABS INTL INC
COM
159864107
738
5203
SH
SOLE
5203
0
0
CHARLES RIV LABS INTL INC
COM
159864107
5792
40821
SH
OTR
1
0
40821
0
CHARLES RIV LABS INTL INC
COM
159864107
512
3611
SH
OTR
5
0
3611
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
4701
11897
SH
SOLE
11897
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
27656
69983
SH
OTR
1
0
69983
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
3096
7834
SH
OTR
5
0
7834
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
732
477000
PRN
SOLE
477000
0
0
CHEMOURS CO
COM
163851108
1152
48000
SH
OTR
1
0
48000
0
CHEMOURS CO
COM
163851108
187
7782
SH
SOLE
7782
0
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
1149
1458000
PRN
SOLE
1458000
0
0
CHERRY HILL MTG INVT CORP
COM
164651101
2633
164539
SH
OTR
1
0
164539
0
CHERRY HILL MTG INVT CORP
COM
164651101
468
29245
SH
SOLE
29245
0
0
CHESAPEAKE ENERGY CORP
NOTE 5.500% 9/1
165167CY1
1267
1583000
PRN
SOLE
1583000
0
0
CHESAPEAKE UTILS CORP
COM
165303108
38
400
SH
SOLE
400
0
0
CHESAPEAKE UTILS CORP
COM
165303108
209
2200
SH
OTR
1
0
2200
0
CHEVRON CORP NEW
COM
166764100
16146
129751
SH
SOLE
129751
0
0
CHEVRON CORP NEW
COM
166764100
50291
404138
SH
OTR
1
0
404138
0
CHEVRON CORP NEW
COM
166764100
6430
51675
SH
OTR
5
0
51675
0
CHIASMA INC
COM
16706W102
413
55300
SH
OTR
1
0
55300
0
CHIASMA INC
COM
16706W102
75
10100
SH
SOLE
10100
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
8968
12237
SH
OTR
1
0
12237
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
2261
3085
SH
SOLE
3085
0
0
CHURCH & DWIGHT INC
COM
171340102
2660
36413
SH
OTR
1
0
36413
0
CHURCH & DWIGHT INC
COM
171340102
459
6283
SH
SOLE
6283
0
0
CIGNA CORP NEW
COM
125523100
9832
62406
SH
OTR
1
0
62406
0
CIGNA CORP NEW
COM
125523100
1401
8890
SH
SOLE
8890
0
0
CIMAREX ENERGY CO
COM
171798101
777
13095
SH
OTR
1
0
13095
0
CIMAREX ENERGY CO
COM
171798101
121
2033
SH
SOLE
2033
0
0
CINCINNATI FINL CORP
COM
172062101
4157
40097
SH
OTR
1
0
40097
0
CINCINNATI FINL CORP
COM
172062101
300
2898
SH
OTR
5
0
2898
0
CINCINNATI FINL CORP
COM
172062101
902
8704
SH
SOLE
8704
0
0
CINEMARK HOLDINGS INC
COM
17243V102
6904
191259
SH
OTR
1
0
191259
0
CINEMARK HOLDINGS INC
COM
17243V102
936
25932
SH
OTR
5
0
25932
0
CINEMARK HOLDINGS INC
COM
17243V102
1957
54204
SH
SOLE
54204
0
0
CINTAS CORP
COM
172908105
10346
43601
SH
OTR
1
0
43601
0
CINTAS CORP
COM
172908105
1088
4583
SH
SOLE
4583
0
0
CIRRUS LOGIC INC
COM
172755100
232
5300
SH
SOLE
5300
0
0
CIRRUS LOGIC INC
COM
172755100
1283
29359
SH
OTR
1
0
29359
0
CISCO SYS INC
COM
17275R102
13169
240626
SH
SOLE
240626
0
0
CISCO SYS INC
COM
17275R102
54480
995429
SH
OTR
1
0
995429
0
CISCO SYS INC
COM
17275R102
3318
60631
SH
OTR
5
0
60631
0
CIT GROUP INC
COM NEW
125581801
5884
111991
SH
OTR
1
0
111991
0
CIT GROUP INC
COM NEW
125581801
503
9568
SH
SOLE
9568
0
0
CITIGROUP INC
COM NEW
172967424
36523
521531
SH
OTR
1
0
521531
0
CITIGROUP INC
COM NEW
172967424
5061
72267
SH
OTR
5
0
72267
0
CITIGROUP INC
COM NEW
172967424
12104
172839
SH
SOLE
172839
0
0
CITIZENS FINL GROUP INC
COM
174610105
4714
133328
SH
OTR
1
0
133328
0
CITIZENS FINL GROUP INC
COM
174610105
491
13892
SH
SOLE
13892
0
0
CITRIX SYS INC
COM
177376100
1610
16410
SH
OTR
5
0
16410
0
CITRIX SYS INC
COM
177376100
2419
24653
SH
SOLE
24653
0
0
CITRIX SYS INC
COM
177376100
11077
112866
SH
OTR
1
0
112866
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
1220
54329
SH
OTR
1
0
54329
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
217
9670
SH
SOLE
9670
0
0
CLARUS CORP NEW
COM
18270P109
152
10500
SH
OTR
1
0
10500
0
CLARUS CORP NEW
COM
18270P109
30
2100
SH
SOLE
2100
0
0
CLEAN ENERGY FUELS CORP
COM
184499101
1812
678540
SH
OTR
1
0
678540
0
CLEAN ENERGY FUELS CORP
COM
184499101
326
122000
SH
SOLE
122000
0
0
CLEAN HARBORS INC
COM
184496107
9918
139496
SH
OTR
1
0
139496
0
CLEAN HARBORS INC
COM
184496107
1625
22851
SH
SOLE
22851
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
7124
4928000
PRN
OTR
1
0
4928000
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
3287
2274000
PRN
SOLE
2274000
0
0
CLOROX CO DEL
COM
189054109
2579
16843
SH
OTR
1
0
16843
0
CLOROX CO DEL
COM
189054109
488
3185
SH
SOLE
3185
0
0
CLOVIS ONCOLOGY INC
COM
189464100
140
9400
SH
SOLE
9400
0
0
CLOVIS ONCOLOGY INC
COM
189464100
768
51678
SH
OTR
1
0
51678
0
CLOVIS ONCOLOGY INC
NOTE 1.250% 5/0
189464AC4
495
790000
PRN
SOLE
790000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
562
630000
PRN
SOLE
630000
0
0
CME GROUP INC
COM
12572Q105
11327
58354
SH
OTR
1
0
58354
0
CME GROUP INC
COM
12572Q105
1651
8505
SH
SOLE
8505
0
0
CMS ENERGY CORP
COM
125896100
4323
74651
SH
OTR
1
0
74651
0
CMS ENERGY CORP
COM
125896100
530
9154
SH
SOLE
9154
0
0
CNA FINL CORP
COM
126117100
149
3162
SH
SOLE
3162
0
0
CNA FINL CORP
COM
126117100
1971
41872
SH
OTR
1
0
41872
0
COCA COLA CO
COM
191216100
9313
182890
SH
SOLE
182890
0
0
COCA COLA CO
COM
191216100
2200
43213
SH
OTR
5
0
43213
0
COCA COLA CO
COM
191216100
42836
841238
SH
OTR
1
0
841238
0
COCA COLA CONSOLIDATED INC
COM
191098102
3477
11618
SH
OTR
1
0
11618
0
COCA COLA CONSOLIDATED INC
COM
191098102
603
2014
SH
SOLE
2014
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
7608
120026
SH
OTR
1
0
120026
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
420
6629
SH
OTR
5
0
6629
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1095
17267
SH
SOLE
17267
0
0
COHERENT INC
COM
192479103
948
6953
SH
OTR
1
0
6953
0
COHERENT INC
COM
192479103
120
879
SH
SOLE
879
0
0
COLGATE PALMOLIVE CO
COM
194162103
1546
21569
SH
SOLE
21569
0
0
COLGATE PALMOLIVE CO
COM
194162103
10092
140812
SH
OTR
1
0
140812
0
COLLECTORS UNIVERSE INC
COM NEW
19421R200
531
24900
SH
OTR
1
0
24900
0
COLLECTORS UNIVERSE INC
COM NEW
19421R200
94
4400
SH
SOLE
4400
0
0
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
2178
165636
SH
OTR
1
0
165636
0
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
395
30000
SH
SOLE
30000
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
741
758000
PRN
SOLE
758000
0
0
COLONY CAP INC NEW
CL A COM
19626G108
10282
2056489
SH
OTR
1
0
2056489
0
COLONY CAP INC NEW
CL A COM
19626G108
440
87932
SH
SOLE
87932
0
0
COLONY STARWOOD HOMES
NOTE 3.500% 1/1
19625XAB8
1640
1342000
PRN
SOLE
1342000
0
0
COMCAST CORP NEW
CL A
20030N101
45816
1083638
SH
OTR
1
0
1083638
0
COMCAST CORP NEW
CL A
20030N101
4954
117181
SH
OTR
5
0
117181
0
COMCAST CORP NEW
CL A
20030N101
13372
316266
SH
SOLE
316266
0
0
COMERICA INC
COM
200340107
6824
93940
SH
OTR
1
0
93940
0
COMERICA INC
COM
200340107
816
11233
SH
SOLE
11233
0
0
COMERICA INC
COM
200340107
4
60
SH
OTR
5
0
60
0
COMFORT SYS USA INC
COM
199908104
2512
49257
SH
OTR
1
0
49257
0
COMFORT SYS USA INC
COM
199908104
459
9000
SH
SOLE
9000
0
0
COMMERCIAL VEH GROUP INC
COM
202608105
2968
370081
SH
OTR
1
0
370081
0
COMMERCIAL VEH GROUP INC
COM
202608105
534
66600
SH
SOLE
66600
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
551
35033
SH
OTR
1
0
35033
0
COMMVAULT SYSTEMS INC
COM
204166102
799
16101
SH
OTR
1
0
16101
0
COMMVAULT SYSTEMS INC
COM
204166102
139
2800
SH
SOLE
2800
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
295
10600
SH
SOLE
10600
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
1647
59250
SH
OTR
1
0
59250
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
312
11100
SH
OTR
1
0
11100
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
56
2000
SH
SOLE
2000
0
0
CONAGRA BRANDS INC
COM
205887102
1664
62730
SH
OTR
1
0
62730
0
CONAGRA BRANDS INC
COM
205887102
304
11459
SH
SOLE
11459
0
0
CONCHO RES INC
COM
20605P101
2843
27555
SH
OTR
1
0
27555
0
CONCHO RES INC
COM
20605P101
458
4441
SH
SOLE
4441
0
0
CONDUENT INC
COM
206787103
4314
449863
SH
OTR
1
0
449863
0
CONDUENT INC
COM
206787103
498
51922
SH
SOLE
51922
0
0
CONFORMIS INC
COM
20717E101
336
77000
SH
OTR
1
0
77000
0
CONFORMIS INC
COM
20717E101
65
15000
SH
SOLE
15000
0
0
CONMED CORP
COM
207410101
710
8300
SH
SOLE
8300
0
0
CONMED CORP
COM
207410101
3936
46000
SH
OTR
1
0
46000
0
CONNECTONE BANCORP INC NEW
COM
20786W107
213
9400
SH
SOLE
9400
0
0
CONNECTONE BANCORP INC NEW
COM
20786W107
1178
52000
SH
OTR
1
0
52000
0
CONOCOPHILLIPS
COM
20825C104
19231
315262
SH
OTR
1
0
315262
0
CONOCOPHILLIPS
COM
20825C104
3054
50061
SH
OTR
5
0
50061
0
CONOCOPHILLIPS
COM
20825C104
4952
81184
SH
SOLE
81184
0
0
CONSOL ENERGY INC NEW
COM
20854L108
3193
120009
SH
OTR
1
0
120009
0
CONSOL ENERGY INC NEW
COM
20854L108
577
21700
SH
SOLE
21700
0
0
CONSOLIDATED EDISON INC
COM
209115104
6936
79105
SH
OTR
1
0
79105
0
CONSOLIDATED EDISON INC
COM
209115104
888
10125
SH
SOLE
10125
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
768
3898
SH
SOLE
3898
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
6071
30827
SH
OTR
1
0
30827
0
CONTINENTAL RESOURCES INC
COM
212015101
4786
113710
SH
OTR
1
0
113710
0
CONTINENTAL RESOURCES INC
COM
212015101
465
11051
SH
SOLE
11051
0
0
COOPER COS INC
COM NEW
216648402
19466
57781
SH
OTR
1
0
57781
0
COOPER COS INC
COM NEW
216648402
2186
6490
SH
OTR
5
0
6490
0
COOPER COS INC
COM NEW
216648402
4986
14800
SH
SOLE
14800
0
0
COOPER TIRE & RUBR CO
COM
216831107
369
11700
SH
OTR
1
0
11700
0
COOPER TIRE & RUBR CO
COM
216831107
69
2200
SH
SOLE
2200
0
0
COPART INC
COM
217204106
3313
44333
SH
OTR
1
0
44333
0
COPART INC
COM
217204106
503
6727
SH
SOLE
6727
0
0
CORE MARK HOLDING CO INC
COM
218681104
3790
95416
SH
OTR
1
0
95416
0
CORE MARK HOLDING CO INC
COM
218681104
676
17019
SH
SOLE
17019
0
0
CORELOGIC INC
COM
21871D103
3546
84781
SH
OTR
1
0
84781
0
CORELOGIC INC
COM
21871D103
428
10242
SH
SOLE
10242
0
0
COREPOINT LODGING INC
COM
21872L104
184
14879
SH
SOLE
14879
0
0
COREPOINT LODGING INC
COM
21872L104
1075
86795
SH
OTR
1
0
86795
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
2185
37719
SH
OTR
1
0
37719
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
382
6600
SH
SOLE
6600
0
0
CORNING INC
COM
219350105
3808
114596
SH
OTR
1
0
114596
0
CORNING INC
COM
219350105
573
17251
SH
SOLE
17251
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
541
20500
SH
OTR
1
0
20500
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
10
384
SH
SOLE
384
0
0
CORTEVA INC
COM
22052L104
833
28154
SH
SOLE
28154
0
0
CORTEVA INC
COM
22052L104
4065
137485
SH
OTR
1
0
137485
0
CORTEVA INC
COM
22052L104
230
7770
SH
OTR
5
0
7770
0
COSTCO WHSL CORP NEW
COM
22160K105
7519
28454
SH
SOLE
28454
0
0
COSTCO WHSL CORP NEW
COM
22160K105
28734
108735
SH
OTR
1
0
108735
0
COSTCO WHSL CORP NEW
COM
22160K105
1471
5565
SH
OTR
5
0
5565
0
COTY INC
COM CL A
222070203
520
38802
SH
OTR
1
0
38802
0
COTY INC
COM CL A
222070203
93
6976
SH
SOLE
6976
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
5653
33113
SH
OTR
1
0
33113
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1727
10118
SH
OTR
5
0
10118
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
2136
12512
SH
SOLE
12512
0
0
CRAFT BREW ALLIANCE INC
COM
224122101
1019
72822
SH
OTR
1
0
72822
0
CRAFT BREW ALLIANCE INC
COM
224122101
182
13006
SH
SOLE
13006
0
0
CRAWFORD & CO
CL A
224633206
227
21600
SH
OTR
1
0
21600
0
CRAWFORD & CO
CL A
224633206
40
3800
SH
SOLE
3800
0
0
CRAWFORD & CO
CL B
224633107
48
5157
SH
SOLE
5157
0
0
CRAWFORD & CO
CL B
224633107
284
30529
SH
OTR
1
0
30529
0
CROSS CTRY HEALTHCARE INC
COM
227483104
19
2000
SH
SOLE
2000
0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
95
10100
SH
OTR
1
0
10100
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
17761
14838
SH
OTR
1
0
14838
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
3846
3213
SH
SOLE
3213
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
8091
62073
SH
OTR
1
0
62073
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
3123
23962
SH
SOLE
23962
0
0
CROWN HOLDINGS INC
COM
228368106
183
3000
SH
OTR
1
0
3000
0
CROWN HOLDINGS INC
COM
228368106
35
568
SH
SOLE
568
0
0
CSG SYS INTL INC
COM
126349109
757
15500
SH
OTR
1
0
15500
0
CSG SYS INTL INC
COM
126349109
137
2800
SH
SOLE
2800
0
0
CSX CORP
COM
126408103
97
1255
SH
OTR
5
0
1255
0
CSX CORP
COM
126408103
1375
17770
SH
SOLE
17770
0
0
CSX CORP
COM
126408103
10998
142154
SH
OTR
1
0
142154
0
CUMMINS INC
COM
231021106
21605
126094
SH
OTR
1
0
126094
0
CUMMINS INC
COM
231021106
2236
13051
SH
OTR
5
0
13051
0
CUMMINS INC
COM
231021106
5379
31394
SH
SOLE
31394
0
0
CURTISS WRIGHT CORP
COM
231561101
848
6670
SH
OTR
1
0
6670
0
CURTISS WRIGHT CORP
COM
231561101
44
345
SH
SOLE
345
0
0
CUSTOMERS BANCORP INC
COM
23204G100
3160
150478
SH
OTR
1
0
150478
0
CUSTOMERS BANCORP INC
COM
23204G100
562
26783
SH
SOLE
26783
0
0
CVR ENERGY INC
COM
12662P108
3611
72233
SH
OTR
1
0
72233
0
CVR ENERGY INC
COM
12662P108
657
13144
SH
SOLE
13144
0
0
CVS HEALTH CORP
COM
126650100
11509
211212
SH
OTR
1
0
211212
0
CVS HEALTH CORP
COM
126650100
2989
54846
SH
SOLE
54846
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
8604
386878
SH
OTR
1
0
386878
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
190
8562
SH
OTR
5
0
8562
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
563
25297
SH
SOLE
25297
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
1343
1134000
PRN
SOLE
1134000
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 2.000% 2/0
232806AP4
11933
10074000
PRN
OTR
1
0
10074000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
3050
1817000
PRN
OTR
1
0
1817000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
47
28000
PRN
OTR
4
3000
25000
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
1180
702000
PRN
SOLE
702000
0
0
D R HORTON INC
COM
23331A109
1891
43841
SH
OTR
1
0
43841
0
D R HORTON INC
COM
23331A109
309
7154
SH
SOLE
7154
0
0
DANA INCORPORATED
COM
235825205
2963
148600
SH
OTR
1
0
148600
0
DANA INCORPORATED
COM
235825205
512
25700
SH
SOLE
25700
0
0
DANAHER CORPORATION
COM
235851102
14931
104468
SH
OTR
1
0
104468
0
DANAHER CORPORATION
COM
235851102
37
260
SH
OTR
5
0
260
0
DANAHER CORPORATION
COM
235851102
2276
15927
SH
SOLE
15927
0
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
99311
18195000
PRN
OTR
1
0
18195000
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
278
51000
PRN
OTR
4
5000
46000
0
DANAHER CORPORATION
DBCV 1/2
235851AF9
27582
5053000
PRN
SOLE
5053000
0
0
DARDEN RESTAURANTS INC
COM
237194105
4726
38826
SH
SOLE
38826
0
0
DARDEN RESTAURANTS INC
COM
237194105
2011
16524
SH
OTR
5
0
16524
0
DARDEN RESTAURANTS INC
COM
237194105
20526
168617
SH
OTR
1
0
168617
0
DAVE & BUSTERS ENTMT INC
COM
238337109
97
2400
SH
SOLE
2400
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
486
12000
SH
OTR
1
0
12000
0
DAVITA INC
COM
23918K108
919
16326
SH
OTR
1
0
16326
0
DAVITA INC
COM
23918K108
159
2825
SH
SOLE
2825
0
0
DECKERS OUTDOOR CORP
COM
243537107
9049
51423
SH
OTR
1
0
51423
0
DECKERS OUTDOOR CORP
COM
243537107
1877
10668
SH
OTR
5
0
10668
0
DECKERS OUTDOOR CORP
COM
243537107
2735
15544
SH
SOLE
15544
0
0
DEERE & CO
COM
244199105
9247
55804
SH
OTR
1
0
55804
0
DEERE & CO
COM
244199105
1313
7925
SH
SOLE
7925
0
0
DELAWARE INV MN MUN INC FD I
COM
24610V103
7258
564399
SH
SOLE
564399
0
0
DELAWARE INVT NAT MUNI INC F
SH BEN INT
24610T108
3384
256199
SH
SOLE
256199
0
0
DELEK US HLDGS INC NEW
COM
24665A103
4471
110332
SH
OTR
1
0
110332
0
DELEK US HLDGS INC NEW
COM
24665A103
807
19919
SH
SOLE
19919
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
9416
185364
SH
OTR
1
0
185364
0
DELL TECHNOLOGIES INC
CL C
24703L202
1065
20966
SH
SOLE
20966
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
28413
500671
SH
OTR
1
0
500671
0
DELTA AIR LINES INC DEL
COM NEW
247361702
3
46
SH
OTR
5
0
46
0
DELTA AIR LINES INC DEL
COM NEW
247361702
824
14514
SH
SOLE
14514
0
0
DELTA APPAREL INC
COM
247368103
248
10700
SH
OTR
1
0
10700
0
DELTA APPAREL INC
COM
247368103
44
1900
SH
SOLE
1900
0
0
DENNYS CORP
COM
24869P104
90
4400
SH
SOLE
4400
0
0
DENNYS CORP
COM
24869P104
534
26000
SH
OTR
1
0
26000
0
DENTSPLY SIRONA INC
COM
24906P109
3894
66730
SH
SOLE
66730
0
0
DENTSPLY SIRONA INC
COM
24906P109
976
16725
SH
OTR
5
0
16725
0
DENTSPLY SIRONA INC
COM
24906P109
9962
170707
SH
OTR
1
0
170707
0
DEVON ENERGY CORP NEW
COM
25179M103
11571
405709
SH
OTR
1
0
405709
0
DEVON ENERGY CORP NEW
COM
25179M103
1394
48881
SH
OTR
5
0
48881
0
DEVON ENERGY CORP NEW
COM
25179M103
1981
69473
SH
SOLE
69473
0
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
735
460000
PRN
SOLE
460000
0
0
DHI GROUP INC
COM
23331S100
577
161700
SH
OTR
1
0
161700
0
DHI GROUP INC
COM
23331S100
104
29000
SH
SOLE
29000
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
2178
19983
SH
OTR
1
0
19983
0
DIAMONDBACK ENERGY INC
COM
25278X109
367
3364
SH
SOLE
3364
0
0
DICKS SPORTING GOODS INC
COM
253393102
10498
303155
SH
OTR
1
0
303155
0
DICKS SPORTING GOODS INC
COM
253393102
504
14553
SH
SOLE
14553
0
0
DIEBOLD NXDF INC
COM
253651103
60
6500
SH
SOLE
6500
0
0
DIEBOLD NXDF INC
COM
253651103
326
35600
SH
OTR
1
0
35600
0
DIGITAL RLTY TR INC
COM
253868103
4132
35083
SH
OTR
1
0
35083
0
DIGITAL RLTY TR INC
COM
253868103
571
4848
SH
SOLE
4848
0
0
DIGITAL TURBINE INC
COM NEW
25400W102
181
36100
SH
OTR
1
0
36100
0
DIGITAL TURBINE INC
COM NEW
25400W102
33
6500
SH
SOLE
6500
0
0
DIME CMNTY BANCSHARES
COM
253922108
3022
159112
SH
OTR
1
0
159112
0
DIME CMNTY BANCSHARES
COM
253922108
541
28513
SH
SOLE
28513
0
0
DIODES INC
COM
254543101
697
19159
SH
OTR
1
0
19159
0
DIODES INC
COM
254543101
128
3527
SH
SOLE
3527
0
0
DISCOVER FINL SVCS
COM
254709108
19252
248119
SH
OTR
1
0
248119
0
DISCOVER FINL SVCS
COM
254709108
3459
44579
SH
SOLE
44579
0
0
DISCOVER FINL SVCS
COM
254709108
2186
28177
SH
OTR
5
0
28177
0
DISCOVERY INC
COM SER A
25470F104
10620
345913
SH
OTR
1
0
345913
0
DISCOVERY INC
COM SER A
25470F104
1581
51507
SH
OTR
5
0
51507
0
DISCOVERY INC
COM SER A
25470F104
1973
64278
SH
SOLE
64278
0
0
DISCOVERY INC
COM SER C
25470F302
7801
274185
SH
OTR
1
0
274185
0
DISCOVERY INC
COM SER C
25470F302
991
34836
SH
OTR
5
0
34836
0
DISCOVERY INC
COM SER C
25470F302
1676
58913
SH
SOLE
58913
0
0
DISH NETWORK CORP
CL A
25470M109
2335
60802
SH
SOLE
60802
0
0
DISH NETWORK CORP
CL A
25470M109
11474
298724
SH
OTR
1
0
298724
0
DISH NETWORK CORP
CL A
25470M109
1347
35073
SH
OTR
5
0
35073
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
325
350000
PRN
SOLE
350000
0
0
DISH NETWORK CORP
NOTE 2.375% 3/1
25470MAD1
4313
4650000
PRN
OTR
1
0
4650000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
17168
17614000
PRN
SOLE
17614000
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
50820
52156000
PRN
OTR
1
0
52156000
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
99
102000
PRN
OTR
4
10000
92000
0
DISNEY WALT CO
COM DISNEY
254687106
48959
350611
SH
OTR
1
0
350611
0
DISNEY WALT CO
COM DISNEY
254687106
3158
22615
SH
OTR
5
0
22615
0
DISNEY WALT CO
COM DISNEY
254687106
13087
93719
SH
SOLE
93719
0
0
DOLLAR GEN CORP NEW
COM
256677105
9238
68350
SH
OTR
1
0
68350
0
DOLLAR GEN CORP NEW
COM
256677105
1
9
SH
OTR
5
0
9
0
DOLLAR GEN CORP NEW
COM
256677105
1323
9792
SH
SOLE
9792
0
0
DOLLAR TREE INC
COM
256746108
9568
89096
SH
OTR
1
0
89096
0
DOLLAR TREE INC
COM
256746108
1097
10218
SH
SOLE
10218
0
0
DOLLAR TREE INC
COM
256746108
83
776
SH
OTR
5
0
776
0
DOMINION ENERGY INC
COM
25746U109
10564
136630
SH
OTR
1
0
136630
0
DOMINION ENERGY INC
COM
25746U109
1556
20123
SH
SOLE
20123
0
0
DOMTAR CORP
COM NEW
257559203
2478
55648
SH
OTR
1
0
55648
0
DOMTAR CORP
COM NEW
257559203
225
5063
SH
SOLE
5063
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
200
15000
SH
OTR
1
0
15000
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
32
2400
SH
SOLE
2400
0
0
DONNELLEY R R & SONS CO
COM
257867200
931
472451
SH
OTR
1
0
472451
0
DONNELLEY R R & SONS CO
COM
257867200
167
84800
SH
SOLE
84800
0
0
DOUGLAS EMMETT INC
COM
25960P109
445
11168
SH
OTR
1
0
11168
0
DOVER CORP
COM
260003108
2734
27289
SH
OTR
1
0
27289
0
DOVER CORP
COM
260003108
325
3240
SH
SOLE
3240
0
0
DOW INC
COM
260557103
742
15039
SH
OTR
5
0
15039
0
DOW INC
COM
260557103
1680
34068
SH
SOLE
34068
0
0
DOW INC
COM
260557103
8978
182068
SH
OTR
1
0
182068
0
DROPBOX INC
CL A
26210C104
2134
85192
SH
OTR
1
0
85192
0
DROPBOX INC
CL A
26210C104
268
10696
SH
SOLE
10696
0
0
DTE ENERGY CO
COM
233331107
13313
104109
SH
OTR
1
0
104109
0
DTE ENERGY CO
COM
233331107
1048
8199
SH
OTR
5
0
8199
0
DTE ENERGY CO
COM
233331107
2329
18215
SH
SOLE
18215
0
0
DUCOMMUN INC DEL
COM
264147109
3035
67336
SH
OTR
1
0
67336
0
DUCOMMUN INC DEL
COM
264147109
540
11992
SH
SOLE
11992
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
11577
131198
SH
OTR
1
0
131198
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
2093
23723
SH
SOLE
23723
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
296
3358
SH
OTR
5
0
3358
0
DUKE REALTY CORP
COM NEW
264411505
1467
46401
SH
OTR
1
0
46401
0
DUKE REALTY CORP
COM NEW
264411505
235
7447
SH
SOLE
7447
0
0
DUPONT DE NEMOURS INC
COM
26614N102
11443
152435
SH
OTR
1
0
152435
0
DUPONT DE NEMOURS INC
COM
26614N102
1127
15015
SH
OTR
5
0
15015
0
DUPONT DE NEMOURS INC
COM
26614N102
3107
41391
SH
SOLE
41391
0
0
DWS MUN INCOME TR NEW
COM
233368109
1403
124496
SH
OTR
1
0
124496
0
DXC TECHNOLOGY CO
COM
23355L106
8359
151572
SH
OTR
1
0
151572
0
DXC TECHNOLOGY CO
COM
23355L106
964
17476
SH
SOLE
17476
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
555
566000
PRN
SOLE
566000
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
2499
56023
SH
SOLE
56023
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
11336
254179
SH
OTR
1
0
254179
0
E TRADE FINANCIAL CORP
COM NEW
269246401
901
20200
SH
OTR
5
0
20200
0
EAGLE MATERIALS INC
COM
26969P108
4701
50713
SH
OTR
1
0
50713
0
EAGLE MATERIALS INC
COM
26969P108
405
4371
SH
SOLE
4371
0
0
EASTGROUP PPTY INC
COM
277276101
4834
41683
SH
OTR
1
0
41683
0
EASTGROUP PPTY INC
COM
277276101
881
7600
SH
SOLE
7600
0
0
EASTMAN CHEMICAL CO
COM
277432100
1392
17889
SH
OTR
1
0
17889
0
EASTMAN CHEMICAL CO
COM
277432100
254
3267
SH
SOLE
3267
0
0
EATON VANCE MUN BD FD
COM
27827X101
1970
158461
SH
OTR
1
0
158461
0
EATON VANCE MUN BD FD
COM
27827X101
11
858
SH
SOLE
858
0
0
EATON VANCE MUN INCOME 2028
SHS
27829U105
1703
82787
SH
SOLE
82787
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
5768
481489
SH
SOLE
481489
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
159
13241
SH
OTR
1
0
13241
0
EBAY INC
COM
278642103
11252
284862
SH
OTR
1
0
284862
0
EBAY INC
COM
278642103
663
16797
SH
OTR
5
0
16797
0
EBAY INC
COM
278642103
1872
47404
SH
SOLE
47404
0
0
EBIX INC
COM NEW
278715206
2814
56039
SH
OTR
1
0
56039
0
EBIX INC
COM NEW
278715206
500
9962
SH
SOLE
9962
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
19133
19241000
PRN
OTR
1
0
19241000
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
2563
2578000
PRN
SOLE
2578000
0
0
ECHOSTAR CORP
CL A
278768106
5433
122581
SH
OTR
1
0
122581
0
ECHOSTAR CORP
CL A
278768106
604
13629
SH
SOLE
13629
0
0
ECOLAB INC
COM
278865100
7275
36846
SH
OTR
1
0
36846
0
ECOLAB INC
COM
278865100
1200
6079
SH
SOLE
6079
0
0
EDISON INTL
COM
281020107
503
7456
SH
SOLE
7456
0
0
EDISON INTL
COM
281020107
3343
49599
SH
OTR
1
0
49599
0
EDITAS MEDICINE INC
COM
28106W103
1265
51134
SH
OTR
1
0
51134
0
EDITAS MEDICINE INC
COM
28106W103
227
9192
SH
SOLE
9192
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
5692
30813
SH
OTR
1
0
30813
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
939
5084
SH
SOLE
5084
0
0
EGAIN CORP
COM NEW
28225C806
68
8400
SH
OTR
1
0
8400
0
EGAIN CORP
COM NEW
28225C806
14
1700
SH
SOLE
1700
0
0
EHEALTH INC
COM
28238P109
3986
46300
SH
OTR
1
0
46300
0
EHEALTH INC
COM
28238P109
732
8500
SH
SOLE
8500
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
649
19207
SH
OTR
1
0
19207
0
ELECTRONIC ARTS INC
COM
285512109
694
6857
SH
SOLE
6857
0
0
ELECTRONIC ARTS INC
COM
285512109
5647
55767
SH
OTR
1
0
55767
0
ELECTRONICS FOR IMAGING INC
NOTE 0.750% 9/0
286082AC6
680
682000
PRN
SOLE
682000
0
0
ELEVATE CREDIT INC
COM
28621V101
380
92257
SH
OTR
1
0
92257
0
ELEVATE CREDIT INC
COM
28621V101
70
17070
SH
SOLE
17070
0
0
ELLINGTON FINANCIAL INC
COM
28852N109
446
24800
SH
OTR
1
0
24800
0
ELLINGTON FINANCIAL INC
COM
28852N109
86
4800
SH
SOLE
4800
0
0
EMCOR GROUP INC
COM
29084Q100
5242
59500
SH
OTR
1
0
59500
0
EMCOR GROUP INC
COM
29084Q100
943
10700
SH
SOLE
10700
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
316
6548
SH
SOLE
6548
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
1736
35929
SH
OTR
1
0
35929
0
EMERSON ELEC CO
COM
291011104
7714
115622
SH
OTR
1
0
115622
0
EMERSON ELEC CO
COM
291011104
1022
15324
SH
SOLE
15324
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
2029
137035
SH
OTR
1
0
137035
0
EMPIRE ST RLTY TR INC
CL A
292104106
83
5584
SH
SOLE
5584
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
3445
81504
SH
OTR
1
0
81504
0
EMPLOYERS HOLDINGS INC
COM
292218104
621
14700
SH
SOLE
14700
0
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
1290
15283
SH
OTR
1
0
15283
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
227
2692
SH
SOLE
2692
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
5732
90465
SH
OTR
1
0
90465
0
ENCOMPASS HEALTH CORP
COM
29261A100
863
13619
SH
OTR
5
0
13619
0
ENCOMPASS HEALTH CORP
COM
29261A100
1795
28330
SH
SOLE
28330
0
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
464
462000
PRN
SOLE
462000
0
0
ENCORE WIRE CORP
COM
292562105
637
10879
SH
SOLE
10879
0
0
ENCORE WIRE CORP
COM
292562105
3552
60635
SH
OTR
1
0
60635
0
ENERSYS
COM
29275Y102
4311
62934
SH
OTR
1
0
62934
0
ENERSYS
COM
29275Y102
780
11392
SH
SOLE
11392
0
0
ENOVA INTL INC
COM
29357K103
3164
137268
SH
OTR
1
0
137268
0
ENOVA INTL INC
COM
29357K103
570
24736
SH
SOLE
24736
0
0
ENPHASE ENERGY INC
COM
29355A107
1247
68400
SH
OTR
1
0
68400
0
ENPHASE ENERGY INC
COM
29355A107
222
12200
SH
SOLE
12200
0
0
ENPRO INDS INC
COM
29355X107
3428
53700
SH
OTR
1
0
53700
0
ENPRO INDS INC
COM
29355X107
619
9700
SH
SOLE
9700
0
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
29202
37367000
PRN
OTR
1
0
37367000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
78
100000
PRN
OTR
4
10000
90000
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3
29359WAB1
4829
6172000
PRN
SOLE
6172000
0
0
ENSIGN GROUP INC
COM
29358P101
4227
74261
SH
OTR
1
0
74261
0
ENSIGN GROUP INC
COM
29358P101
768
13500
SH
SOLE
13500
0
0
ENTERGY CORP NEW
COM
29364G103
8679
84324
SH
OTR
1
0
84324
0
ENTERGY CORP NEW
COM
29364G103
941
9142
SH
SOLE
9142
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
1654
530028
SH
OTR
1
0
530028
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
300
96119
SH
SOLE
96119
0
0
ENVESTNET INC
COM
29404K106
1492
21819
SH
OTR
1
0
21819
0
ENVESTNET INC
COM
29404K106
273
4000
SH
SOLE
4000
0
0
ENVESTNET INC
NOTE 1.750% 6/0
29404KAB2
723
605000
PRN
SOLE
605000
0
0
EOG RES INC
COM
26875P101
9706
104186
SH
OTR
1
0
104186
0
EOG RES INC
COM
26875P101
1492
16017
SH
SOLE
16017
0
0
EOG RES INC
COM
26875P101
168
1807
SH
OTR
5
0
1807
0
EPAM SYS INC
COM
29414B104
208
1200
SH
OTR
1
0
1200
0
EPAM SYS INC
COM
29414B104
24
139
SH
SOLE
139
0
0
EPLUS INC
COM
294268107
439
6367
SH
OTR
1
0
6367
0
EPLUS INC
COM
294268107
78
1131
SH
SOLE
1131
0
0
EPR PPTYS
COM SH BEN INT
26884U109
5952
79798
SH
OTR
1
0
79798
0
EPR PPTYS
COM SH BEN INT
26884U109
245
3283
SH
OTR
5
0
3283
0
EPR PPTYS
COM SH BEN INT
26884U109
805
10786
SH
SOLE
10786
0
0
EQT CORP
COM
26884L109
433
27381
SH
SOLE
27381
0
0
EQT CORP
COM
26884L109
3761
237889
SH
OTR
1
0
237889
0
EQUIFAX INC
COM
294429105
2109
15598
SH
OTR
1
0
15598
0
EQUIFAX INC
COM
294429105
374
2764
SH
SOLE
2764
0
0
EQUINIX INC
COM
29444U700
6699
13285
SH
OTR
1
0
13285
0
EQUINIX INC
COM
29444U700
195
387
SH
OTR
5
0
387
0
EQUINIX INC
COM
29444U700
3087
6121
SH
SOLE
6121
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
7947
65490
SH
OTR
1
0
65490
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
587
4839
SH
SOLE
4839
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
9331
122909
SH
OTR
1
0
122909
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
442
5823
SH
OTR
5
0
5823
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1208
15916
SH
SOLE
15916
0
0
ESSEX PPTY TR INC
COM
297178105
28
95
SH
OTR
5
0
95
0
ESSEX PPTY TR INC
COM
297178105
614
2102
SH
SOLE
2102
0
0
ESSEX PPTY TR INC
COM
297178105
5350
18328
SH
OTR
1
0
18328
0
ETHAN ALLEN INTERIORS INC
COM
297602104
3116
147944
SH
OTR
1
0
147944
0
ETHAN ALLEN INTERIORS INC
COM
297602104
564
26800
SH
SOLE
26800
0
0
ETSY INC
NOTE 3/0
29786AAC0
38740
21377000
PRN
OTR
1
0
21377000
0
ETSY INC
NOTE 3/0
29786AAC0
94
52000
PRN
OTR
4
5000
47000
0
ETSY INC
NOTE 3/0
29786AAC0
12498
6894000
PRN
SOLE
6894000
0
0
EURONET WORLDWIDE INC
COM
298736109
9627
57224
SH
OTR
1
0
57224
0
EURONET WORLDWIDE INC
COM
298736109
1758
10448
SH
SOLE
10448
0
0
EVERCORE INC
CLASS A
29977A105
6868
77547
SH
OTR
1
0
77547
0
EVERCORE INC
CLASS A
29977A105
1366
15427
SH
SOLE
15427
0
0
EVERGY INC
COM
30034W106
331
5507
SH
SOLE
5507
0
0
EVERGY INC
COM
30034W106
2161
35923
SH
OTR
1
0
35923
0
EVERI HLDGS INC
COM
30034T103
3247
272178
SH
OTR
1
0
272178
0
EVERI HLDGS INC
COM
30034T103
585
49000
SH
SOLE
49000
0
0
EVERSOURCE ENERGY
COM
30040W108
4695
61967
SH
OTR
1
0
61967
0
EVERSOURCE ENERGY
COM
30040W108
587
7747
SH
SOLE
7747
0
0
EVERTEC INC
COM
30040P103
927
28361
SH
OTR
1
0
28361
0
EVERTEC INC
COM
30040P103
169
5167
SH
SOLE
5167
0
0
EXACT SCIENCES CORP
COM
30063P105
1849
15664
SH
OTR
1
0
15664
0
EXACT SCIENCES CORP
COM
30063P105
225
1905
SH
SOLE
1905
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
35793
20707000
PRN
OTR
1
0
20707000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
136
79000
PRN
OTR
4
8000
71000
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
11983
6930000
PRN
SOLE
6930000
0
0
EXELON CORP
COM
30161N101
13426
280062
SH
OTR
1
0
280062
0
EXELON CORP
COM
30161N101
5265
109822
SH
SOLE
109822
0
0
EXELON CORP
COM
30161N101
2554
53266
SH
OTR
5
0
53266
0
EXPEDIA GROUP INC
COM NEW
30212P303
19439
146123
SH
OTR
1
0
146123
0
EXPEDIA GROUP INC
COM NEW
30212P303
2111
15871
SH
OTR
5
0
15871
0
EXPEDIA GROUP INC
COM NEW
30212P303
4867
36584
SH
SOLE
36584
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1684
22203
SH
OTR
1
0
22203
0
EXPEDITORS INTL WASH INC
COM
302130109
276
3640
SH
SOLE
3640
0
0
EXTERRAN CORP
COM
30227H106
262
18400
SH
OTR
1
0
18400
0
EXTERRAN CORP
COM
30227H106
43
3000
SH
SOLE
3000
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
368
3472
SH
SOLE
3472
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
2302
21695
SH
OTR
1
0
21695
0
EXXON MOBIL CORP
COM
30231G102
19998
260963
SH
SOLE
260963
0
0
EXXON MOBIL CORP
COM
30231G102
65310
852281
SH
OTR
1
0
852281
0
EXXON MOBIL CORP
COM
30231G102
7911
103241
SH
OTR
5
0
103241
0
EZCORP INC
CL A NON VTG
302301106
2639
278634
SH
OTR
1
0
278634
0
EZCORP INC
CL A NON VTG
302301106
472
49875
SH
SOLE
49875
0
0
F M C CORP
COM NEW
302491303
2035
24532
SH
OTR
1
0
24532
0
F M C CORP
COM NEW
302491303
239
2884
SH
SOLE
2884
0
0
F5 NETWORKS INC
COM
315616102
1582
10860
SH
OTR
1
0
10860
0
F5 NETWORKS INC
COM
315616102
241
1652
SH
SOLE
1652
0
0
FACEBOOK INC
CL A
30303M102
28061
145392
SH
SOLE
145392
0
0
FACEBOOK INC
CL A
30303M102
131469
681185
SH
OTR
1
0
681185
0
FACEBOOK INC
CL A
30303M102
10938
56674
SH
OTR
5
0
56674
0
FACTSET RESH SYS INC
COM
303075105
273
951
SH
SOLE
951
0
0
FACTSET RESH SYS INC
COM
303075105
2406
8396
SH
OTR
1
0
8396
0
FAIR ISAAC CORP
COM
303250104
7727
24608
SH
OTR
1
0
24608
0
FAIR ISAAC CORP
COM
303250104
451
1437
SH
SOLE
1437
0
0
FARMERS NATL BANC CORP
COM
309627107
559
37663
SH
OTR
1
0
37663
0
FARMERS NATL BANC CORP
COM
309627107
100
6759
SH
SOLE
6759
0
0
FASTENAL CO
COM
311900104
2665
81785
SH
OTR
1
0
81785
0
FASTENAL CO
COM
311900104
414
12694
SH
SOLE
12694
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1245
9669
SH
OTR
1
0
9669
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
211
1642
SH
SOLE
1642
0
0
FEDEX CORP
COM
31428X106
904
5504
SH
SOLE
5504
0
0
FEDEX CORP
COM
31428X106
6647
40485
SH
OTR
1
0
40485
0
FEDNAT HLDG CO
COM
31431B109
964
67586
SH
OTR
1
0
67586
0
FEDNAT HLDG CO
COM
31431B109
174
12218
SH
SOLE
12218
0
0
FIBROGEN INC
COM
31572Q808
2266
50166
SH
OTR
1
0
50166
0
FIBROGEN INC
COM
31572Q808
408
9039
SH
SOLE
9039
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
6856
170131
SH
OTR
1
0
170131
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
570
14139
SH
SOLE
14139
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
9864
80407
SH
OTR
1
0
80407
0
FIDELITY NATL INFORMATION SV
COM
31620M106
1065
8685
SH
SOLE
8685
0
0
FIFTH THIRD BANCORP
COM
316773100
6299
225754
SH
OTR
1
0
225754
0
FIFTH THIRD BANCORP
COM
316773100
780
27951
SH
SOLE
27951
0
0
FINANCIAL INSTNS INC
COM
317585404
487
16723
SH
SOLE
16723
0
0
FINANCIAL INSTNS INC
COM
317585404
2741
94031
SH
OTR
1
0
94031
0
FINISAR CORP
NOTE 0.500%12/1
31787AAP6
2886
2953000
PRN
SOLE
2953000
0
0
FINISAR CORP
NOTE 0.500%12/1
31787AAP6
15373
15728000
PRN
OTR
1
0
15728000
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
8884
9068000
PRN
OTR
1
0
9068000
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
3516
3589000
PRN
SOLE
3589000
0
0
FIREEYE INC
NOTE 1.000% 6/0
31816QAB7
1198
1229000
PRN
SOLE
1229000
0
0
FIRST AMERN FINL CORP
COM
31847R102
13912
259076
SH
OTR
1
0
259076
0
FIRST AMERN FINL CORP
COM
31847R102
1642
30578
SH
OTR
5
0
30578
0
FIRST AMERN FINL CORP
COM
31847R102
3312
61680
SH
SOLE
61680
0
0
FIRST BANCORP P R
COM NEW
318672706
3049
276200
SH
OTR
1
0
276200
0
FIRST BANCORP P R
COM NEW
318672706
571
51700
SH
SOLE
51700
0
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
604
25699
SH
OTR
1
0
25699
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
105
4467
SH
SOLE
4467
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
16
36
SH
SOLE
36
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
951
2113
SH
OTR
1
0
2113
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
554
39129
SH
OTR
1
0
39129
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
95
6744
SH
SOLE
6744
0
0
FIRST FINL CORP IND
COM
320218100
215
5359
SH
OTR
1
0
5359
0
FIRST FINL CORP IND
COM
320218100
44
1100
SH
SOLE
1100
0
0
FIRST FNDTN INC
COM
32026V104
3061
227760
SH
OTR
1
0
227760
0
FIRST FNDTN INC
COM
32026V104
554
41210
SH
SOLE
41210
0
0
FIRST HAWAIIAN INC
COM
32051X108
2362
91304
SH
OTR
1
0
91304
0
FIRST HAWAIIAN INC
COM
32051X108
133
5143
SH
SOLE
5143
0
0
FIRST INTERNET BANCORP
COM
320557101
2043
94856
SH
OTR
1
0
94856
0
FIRST INTERNET BANCORP
COM
320557101
364
16921
SH
SOLE
16921
0
0
FIRST LONG IS CORP
COM
320734106
709
35285
SH
OTR
1
0
35285
0
FIRST LONG IS CORP
COM
320734106
129
6414
SH
SOLE
6414
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
3868
188973
SH
OTR
1
0
188973
0
FIRST MIDWEST BANCORP DEL
COM
320867104
696
34000
SH
SOLE
34000
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
2077
21273
SH
OTR
1
0
21273
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
342
3507
SH
SOLE
3507
0
0
FIRSTENERGY CORP
COM
337932107
3436
80266
SH
OTR
1
0
80266
0
FIRSTENERGY CORP
COM
337932107
480
11212
SH
SOLE
11212
0
0
FISERV INC
COM
337738108
5540
60772
SH
OTR
1
0
60772
0
FISERV INC
COM
337738108
855
9382
SH
SOLE
9382
0
0
FIVE9 INC
COM
338307101
1414
27576
SH
OTR
1
0
27576
0
FIVE9 INC
COM
338307101
264
5145
SH
SOLE
5145
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
601
18124
SH
SOLE
18124
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
3340
100798
SH
OTR
1
0
100798
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
5288
18828
SH
OTR
1
0
18828
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
630
2243
SH
SOLE
2243
0
0
FLEXION THERAPEUTICS INC
NOTE 3.375% 5/0
33938JAB2
232
266000
PRN
SOLE
266000
0
0
FLEXSTEEL INDS INC
COM
339382103
649
38054
SH
OTR
1
0
38054
0
FLEXSTEEL INDS INC
COM
339382103
116
6800
SH
SOLE
6800
0
0
FLIR SYS INC
COM
302445101
946
17483
SH
OTR
1
0
17483
0
FLIR SYS INC
COM
302445101
147
2725
SH
SOLE
2725
0
0
FLOWERS FOODS INC
COM
343498101
399
17132
SH
SOLE
17132
0
0
FLOWERS FOODS INC
COM
343498101
4911
211049
SH
OTR
1
0
211049
0
FLOWSERVE CORP
COM
34354P105
165
3127
SH
SOLE
3127
0
0
FLOWSERVE CORP
COM
34354P105
1075
20396
SH
OTR
1
0
20396
0
FLUENT INC
COM
34380C102
1296
240800
SH
OTR
1
0
240800
0
FLUENT INC
COM
34380C102
230
42800
SH
SOLE
42800
0
0
FLUIDIGM CORP DEL
COM
34385P108
3152
255878
SH
OTR
1
0
255878
0
FLUIDIGM CORP DEL
COM
34385P108
573
46500
SH
SOLE
46500
0
0
FLUSHING FINL CORP
COM
343873105
2095
94353
SH
OTR
1
0
94353
0
FLUSHING FINL CORP
COM
343873105
376
16955
SH
SOLE
16955
0
0
FLWS/1-800 FLOWERS
CL A
68243Q106
2963
156950
SH
OTR
1
0
156950
0
FLWS/1-800 FLOWERS
CL A
68243Q106
534
28296
SH
SOLE
28296
0
0
FOOT LOCKER INC
COM
344849104
6653
158705
SH
OTR
1
0
158705
0
FOOT LOCKER INC
COM
344849104
681
16235
SH
OTR
5
0
16235
0
FOOT LOCKER INC
COM
344849104
686
16357
SH
SOLE
16357
0
0
FORD MTR CO DEL
COM
345370860
7539
736949
SH
OTR
1
0
736949
0
FORD MTR CO DEL
COM
345370860
925
90415
SH
SOLE
90415
0
0
FORMFACTOR INC
COM
346375108
149
9500
SH
OTR
1
0
9500
0
FORMFACTOR INC
COM
346375108
24
1500
SH
SOLE
1500
0
0
FORTINET INC
COM
34959E109
17198
223851
SH
OTR
1
0
223851
0
FORTINET INC
COM
34959E109
1860
24208
SH
OTR
5
0
24208
0
FORTINET INC
COM
34959E109
2821
36715
SH
SOLE
36715
0
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
97
95
SH
OTR
4
10
85
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
5979
5834
SH
OTR
1
0
5834
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
175
170
SH
SOLE
170
0
0
FORTIVE CORP
COM
34959J108
528
6481
SH
SOLE
6481
0
0
FORTIVE CORP
COM
34959J108
3254
39915
SH
OTR
1
0
39915
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1032
18057
SH
OTR
1
0
18057
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
187
3281
SH
SOLE
3281
0
0
FOSSIL GROUP INC
COM
34988V106
1218
105920
SH
OTR
1
0
105920
0
FOSSIL GROUP INC
COM
34988V106
220
19168
SH
SOLE
19168
0
0
FOSTER L B CO
COM
350060109
3156
115436
SH
OTR
1
0
115436
0
FOSTER L B CO
COM
350060109
571
20901
SH
SOLE
20901
0
0
FOUNDATION BLDG MATLS INC
COM
350392106
3186
179163
SH
OTR
1
0
179163
0
FOUNDATION BLDG MATLS INC
COM
350392106
576
32400
SH
SOLE
32400
0
0
FOX CORP
CL A COM
35137L105
1780
48588
SH
OTR
1
0
48588
0
FOX CORP
CL A COM
35137L105
303
8281
SH
SOLE
8281
0
0
FOX CORP
CL B COM
35137L204
103
2822
SH
SOLE
2822
0
0
FOX CORP
CL B COM
35137L204
766
20961
SH
OTR
1
0
20961
0
FRANKLIN FINL NETWORK INC
COM
35352P104
3039
109095
SH
OTR
1
0
109095
0
FRANKLIN FINL NETWORK INC
COM
35352P104
548
19666
SH
SOLE
19666
0
0
FRANKLIN RES INC
COM
354613101
1695
48703
SH
OTR
1
0
48703
0
FRANKLIN RES INC
COM
354613101
267
7675
SH
SOLE
7675
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
2174
187271
SH
OTR
1
0
187271
0
FREEPORT-MCMORAN INC
CL B
35671D857
363
31272
SH
SOLE
31272
0
0
FRONTDOOR INC
COM
35905A109
4997
114745
SH
OTR
1
0
114745
0
FRONTDOOR INC
COM
35905A109
483
11101
SH
SOLE
11101
0
0
FS BANCORP INC
COM
30263Y104
1144
22053
SH
OTR
1
0
22053
0
FS BANCORP INC
COM
30263Y104
202
3892
SH
SOLE
3892
0
0
FTS INTERNATIONAL INC
COM
30283W104
570
102200
SH
OTR
1
0
102200
0
FTS INTERNATIONAL INC
COM
30283W104
110
19700
SH
SOLE
19700
0
0
FULTON FINL CORP PA
COM
360271100
174
10600
SH
OTR
1
0
10600
0
FULTON FINL CORP PA
COM
360271100
34
2100
SH
SOLE
2100
0
0
FUTUREFUEL CORPORATION
COM
36116M106
692
59186
SH
OTR
1
0
59186
0
FUTUREFUEL CORPORATION
COM
36116M106
137
11700
SH
SOLE
11700
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
3449
39377
SH
OTR
1
0
39377
0
GALLAGHER ARTHUR J & CO
COM
363576109
427
4880
SH
SOLE
4880
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
407
10429
SH
SOLE
10429
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
5155
132243
SH
OTR
1
0
132243
0
GAP INC
COM
364760108
491
27325
SH
OTR
1
0
27325
0
GAP INC
COM
364760108
90
4997
SH
SOLE
4997
0
0
GARTNER INC
COM
366651107
1872
11630
SH
OTR
1
0
11630
0
GARTNER INC
COM
366651107
332
2064
SH
SOLE
2064
0
0
GENERAC HLDGS INC
COM
368736104
4893
70491
SH
OTR
1
0
70491
0
GENERAC HLDGS INC
COM
368736104
883
12723
SH
SOLE
12723
0
0
GENERAL DYNAMICS CORP
COM
369550108
8633
47480
SH
OTR
1
0
47480
0
GENERAL DYNAMICS CORP
COM
369550108
1192
6557
SH
SOLE
6557
0
0
GENERAL ELECTRIC CO
COM
369604103
13593
1294611
SH
OTR
1
0
1294611
0
GENERAL ELECTRIC CO
COM
369604103
137
13010
SH
OTR
5
0
13010
0
GENERAL ELECTRIC CO
COM
369604103
2174
207077
SH
SOLE
207077
0
0
GENERAL FIN CORP DEL
COM
369822101
546
65237
SH
OTR
1
0
65237
0
GENERAL FIN CORP DEL
COM
369822101
99
11814
SH
SOLE
11814
0
0
GENERAL MLS INC
COM
370334104
9269
176484
SH
OTR
1
0
176484
0
GENERAL MLS INC
COM
370334104
1675
31897
SH
OTR
5
0
31897
0
GENERAL MLS INC
COM
370334104
2511
47805
SH
SOLE
47805
0
0
GENERAL MTRS CO
COM
37045V100
8909
231222
SH
OTR
1
0
231222
0
GENERAL MTRS CO
COM
37045V100
3004
77964
SH
SOLE
77964
0
0
GENESCO INC
COM
371532102
3086
72982
SH
OTR
1
0
72982
0
GENESCO INC
COM
371532102
555
13115
SH
SOLE
13115
0
0
GENESEE & WYO INC
CL A
371559105
2700
27002
SH
OTR
1
0
27002
0
GENESEE & WYO INC
CL A
371559105
486
4856
SH
OTR
5
0
4856
0
GENESEE & WYO INC
CL A
371559105
249
2492
SH
SOLE
2492
0
0
GENIE ENERGY LTD
CL B
372284208
1014
95200
SH
OTR
1
0
95200
0
GENIE ENERGY LTD
CL B
372284208
181
17000
SH
SOLE
17000
0
0
GENUINE PARTS CO
COM
372460105
349
3368
SH
SOLE
3368
0
0
GENUINE PARTS CO
COM
372460105
1953
18856
SH
OTR
1
0
18856
0
GENWORTH FINL INC
COM CL A
37247D106
3862
1040994
SH
OTR
1
0
1040994
0
GENWORTH FINL INC
COM CL A
37247D106
698
188101
SH
SOLE
188101
0
0
GEO GROUP INC NEW
COM
36162J106
3943
187665
SH
OTR
1
0
187665
0
GEO GROUP INC NEW
COM
36162J106
708
33707
SH
SOLE
33707
0
0
GILEAD SCIENCES INC
COM
375558103
28860
427174
SH
OTR
1
0
427174
0
GILEAD SCIENCES INC
COM
375558103
2639
39058
SH
OTR
5
0
39058
0
GILEAD SCIENCES INC
COM
375558103
6935
102652
SH
SOLE
102652
0
0
GLAUKOS CORP
COM
377322102
166
2200
SH
SOLE
2200
0
0
GLAUKOS CORP
COM
377322102
844
11200
SH
OTR
1
0
11200
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
1939
36854
SH
OTR
1
0
36854
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
346
6583
SH
SOLE
6583
0
0
GLOBAL PMTS INC
COM
37940X102
3623
22628
SH
OTR
1
0
22628
0
GLOBAL PMTS INC
COM
37940X102
606
3783
SH
SOLE
3783
0
0
GLU MOBILE INC
COM
379890106
3210
447127
SH
OTR
1
0
447127
0
GLU MOBILE INC
COM
379890106
578
80500
SH
SOLE
80500
0
0
GODADDY INC
CL A
380237107
12417
177000
SH
OTR
1
0
177000
0
GODADDY INC
CL A
380237107
2074
29568
SH
SOLE
29568
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
11348
55464
SH
OTR
1
0
55464
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1653
8080
SH
SOLE
8080
0
0
GRAFTECH INTL LTD
COM
384313508
86
7472
SH
SOLE
7472
0
0
GRAFTECH INTL LTD
COM
384313508
987
85789
SH
OTR
1
0
85789
0
GRAHAM HLDGS CO
COM
384637104
4915
7123
SH
OTR
1
0
7123
0
GRAHAM HLDGS CO
COM
384637104
512
742
SH
SOLE
742
0
0
GRAINGER W W INC
COM
384802104
1985
7400
SH
OTR
1
0
7400
0
GRAINGER W W INC
COM
384802104
299
1113
SH
SOLE
1113
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
3153
285563
SH
OTR
1
0
285563
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
573
51900
SH
SOLE
51900
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
1881
31434
SH
OTR
1
0
31434
0
GREAT SOUTHN BANCORP INC
COM
390905107
335
5600
SH
SOLE
5600
0
0
GREEN PLAINS INC
COM
393222104
819
75949
SH
OTR
1
0
75949
0
GREEN PLAINS INC
COM
393222104
142
13200
SH
SOLE
13200
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
647
7900
SH
SOLE
7900
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
3611
44100
SH
OTR
1
0
44100
0
GROUPON INC
COM
399473107
307
85700
SH
SOLE
85700
0
0
GROUPON INC
COM
399473107
1701
475100
SH
OTR
1
0
475100
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
766
680000
PRN
SOLE
680000
0
0
HABIT RESTAURANTS INC
COM CL A
40449J103
1561
148803
SH
OTR
1
0
148803
0
HABIT RESTAURANTS INC
COM CL A
40449J103
282
26915
SH
SOLE
26915
0
0
HALLADOR ENERGY COMPANY
COM
40609P105
725
128806
SH
OTR
1
0
128806
0
HALLADOR ENERGY COMPANY
COM
40609P105
130
23149
SH
SOLE
23149
0
0
HALLIBURTON CO
COM
406216101
2704
118891
SH
OTR
1
0
118891
0
HALLIBURTON CO
COM
406216101
456
20074
SH
SOLE
20074
0
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
769
54068
SH
OTR
1
0
54068
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
135
9500
SH
SOLE
9500
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
2665
155123
SH
OTR
1
0
155123
0
HALOZYME THERAPEUTICS INC
COM
40637H109
475
27655
SH
SOLE
27655
0
0
HANESBRANDS INC
COM
410345102
139
8052
SH
SOLE
8052
0
0
HANESBRANDS INC
COM
410345102
804
46664
SH
OTR
1
0
46664
0
HANMI FINL CORP
COM NEW
410495204
2928
131474
SH
OTR
1
0
131474
0
HANMI FINL CORP
COM NEW
410495204
521
23393
SH
SOLE
23393
0
0
HANOVER INS GROUP INC
COM
410867105
2689
20957
SH
OTR
1
0
20957
0
HANOVER INS GROUP INC
COM
410867105
172
1342
SH
SOLE
1342
0
0
HARLEY DAVIDSON INC
COM
412822108
736
20535
SH
OTR
1
0
20535
0
HARLEY DAVIDSON INC
COM
412822108
125
3502
SH
SOLE
3502
0
0
HARSCO CORP
COM
415864107
702
25597
SH
SOLE
25597
0
0
HARSCO CORP
COM
415864107
3885
141585
SH
OTR
1
0
141585
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
2369
42518
SH
SOLE
42518
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
7993
143450
SH
OTR
1
0
143450
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
259
4650
SH
OTR
5
0
4650
0
HASBRO INC
COM
418056107
1580
14947
SH
OTR
1
0
14947
0
HASBRO INC
COM
418056107
243
2304
SH
SOLE
2304
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
2362
54241
SH
OTR
1
0
54241
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
89
2040
SH
SOLE
2040
0
0
HAWKINS INC
COM
420261109
1604
36939
SH
OTR
1
0
36939
0
HAWKINS INC
COM
420261109
287
6600
SH
SOLE
6600
0
0
HCA HEALTHCARE INC
COM
40412C101
20286
150081
SH
OTR
1
0
150081
0
HCA HEALTHCARE INC
COM
40412C101
2542
18805
SH
OTR
5
0
18805
0
HCA HEALTHCARE INC
COM
40412C101
3383
25026
SH
SOLE
25026
0
0
HCI GROUP INC
COM
40416E103
347
8566
SH
OTR
1
0
8566
0
HCI GROUP INC
COM
40416E103
61
1500
SH
SOLE
1500
0
0
HCP INC
COM
40414L109
394
12331
SH
SOLE
12331
0
0
HCP INC
COM
40414L109
2300
71906
SH
OTR
1
0
71906
0
HD SUPPLY HLDGS INC
COM
40416M105
1002
24881
SH
OTR
1
0
24881
0
HD SUPPLY HLDGS INC
COM
40416M105
22
541
SH
SOLE
541
0
0
HEALTHEQUITY INC
COM
42226A107
1344
20550
SH
OTR
1
0
20550
0
HEALTHEQUITY INC
COM
42226A107
239
3661
SH
SOLE
3661
0
0
HEALTHSTREAM INC
COM
42222N103
1076
41626
SH
OTR
1
0
41626
0
HEALTHSTREAM INC
COM
42222N103
194
7500
SH
SOLE
7500
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
525
17532
SH
SOLE
17532
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
2891
96452
SH
OTR
1
0
96452
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
5478
4541000
PRN
SOLE
4541000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
15988
13254000
PRN
OTR
1
0
13254000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
10030
9968000
PRN
OTR
1
0
9968000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
75
75000
PRN
OTR
4
8000
67000
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.250% 5/0
42330PAH0
1947
1930000
PRN
SOLE
1930000
0
0
HELMERICH & PAYNE INC
COM
423452101
1496
29561
SH
OTR
1
0
29561
0
HELMERICH & PAYNE INC
COM
423452101
123
2433
SH
SOLE
2433
0
0
HENRY JACK & ASSOC INC
COM
426281101
1335
9966
SH
OTR
1
0
9966
0
HENRY JACK & ASSOC INC
COM
426281101
209
1564
SH
SOLE
1564
0
0
HENRY SCHEIN INC
COM
806407102
2009
28736
SH
OTR
1
0
28736
0
HENRY SCHEIN INC
COM
806407102
230
3290
SH
SOLE
3290
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
1126
1092000
PRN
SOLE
1092000
0
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
15585
16025000
PRN
OTR
1
0
16025000
0
HERBALIFE LTD
NOTE 2.625% 3/1
42703MAD5
4994
5135000
PRN
SOLE
5135000
0
0
HERC HLDGS INC
COM
42704L104
3474
75800
SH
OTR
1
0
75800
0
HERC HLDGS INC
COM
42704L104
628
13700
SH
SOLE
13700
0
0
HERITAGE INS HLDGS INC
COM
42727J102
2948
191291
SH
OTR
1
0
191291
0
HERITAGE INS HLDGS INC
COM
42727J102
530
34400
SH
SOLE
34400
0
0
HERON THERAPEUTICS INC
COM
427746102
1180
63451
SH
OTR
1
0
63451
0
HERON THERAPEUTICS INC
COM
427746102
213
11475
SH
SOLE
11475
0
0
HERSHEY CO
COM
427866108
2517
18782
SH
OTR
1
0
18782
0
HERSHEY CO
COM
427866108
517
3854
SH
SOLE
3854
0
0
HESS CORP
COM
42809H107
2105
33115
SH
OTR
1
0
33115
0
HESS CORP
COM
42809H107
344
5419
SH
SOLE
5419
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
3238
216576
SH
OTR
1
0
216576
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
69
4633
SH
OTR
5
0
4633
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
961
64293
SH
SOLE
64293
0
0
HEXCEL CORP NEW
COM
428291108
432
5336
SH
OTR
1
0
5336
0
HIBBETT SPORTS INC
COM
428567101
2049
112600
SH
OTR
1
0
112600
0
HIBBETT SPORTS INC
COM
428567101
360
19800
SH
SOLE
19800
0
0
HILL ROM HLDGS INC
COM
431475102
10818
103402
SH
OTR
1
0
103402
0
HILL ROM HLDGS INC
COM
431475102
155
1485
SH
OTR
5
0
1485
0
HILL ROM HLDGS INC
COM
431475102
1691
16165
SH
SOLE
16165
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
155
1586
SH
OTR
5
0
1586
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
1220
12481
SH
SOLE
12481
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
8533
87300
SH
OTR
1
0
87300
0
HMS HLDGS CORP
COM
40425J101
761
23500
SH
SOLE
23500
0
0
HMS HLDGS CORP
COM
40425J101
4235
130759
SH
OTR
1
0
130759
0
HNI CORP
COM
404251100
354
10000
SH
OTR
1
0
10000
0
HNI CORP
COM
404251100
71
2000
SH
SOLE
2000
0
0
HOLLYFRONTIER CORP
COM
436106108
11962
258461
SH
OTR
1
0
258461
0
HOLLYFRONTIER CORP
COM
436106108
1568
33888
SH
OTR
5
0
33888
0
HOLLYFRONTIER CORP
COM
436106108
3422
73951
SH
SOLE
73951
0
0
HOLOGIC INC
COM
436440101
2658
55357
SH
SOLE
55357
0
0
HOLOGIC INC
COM
436440101
6206
129229
SH
OTR
1
0
129229
0
HOLOGIC INC
COM
436440101
493
10265
SH
OTR
5
0
10265
0
HOME DEPOT INC
COM
437076102
11214
53919
SH
SOLE
53919
0
0
HOME DEPOT INC
COM
437076102
57065
274389
SH
OTR
1
0
274389
0
HOME DEPOT INC
COM
437076102
3418
16434
SH
OTR
5
0
16434
0
HONEYWELL INTL INC
COM
438516106
26208
150114
SH
OTR
1
0
150114
0
HONEYWELL INTL INC
COM
438516106
2078
11902
SH
OTR
5
0
11902
0
HONEYWELL INTL INC
COM
438516106
7293
41771
SH
SOLE
41771
0
0
HOPE BANCORP INC
COM
43940T109
455
33000
SH
OTR
1
0
33000
0
HOPE BANCORP INC
COM
43940T109
72
5200
SH
SOLE
5200
0
0
HORMEL FOODS CORP
COM
440452100
1425
35148
SH
OTR
1
0
35148
0
HORMEL FOODS CORP
COM
440452100
331
8153
SH
SOLE
8153
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
116
4630
SH
SOLE
4630
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
2451
98027
SH
OTR
1
0
98027
0
HOST HOTELS & RESORTS INC
COM
44107P104
2831
155381
SH
SOLE
155381
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
12996
713256
SH
OTR
1
0
713256
0
HOST HOTELS & RESORTS INC
COM
44107P104
1899
104231
SH
OTR
5
0
104231
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
1281
222352
SH
OTR
1
0
222352
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
242
42000
SH
SOLE
42000
0
0
HP INC
COM
40434L105
6044
290724
SH
OTR
1
0
290724
0
HP INC
COM
40434L105
744
35780
SH
SOLE
35780
0
0
HUBBELL INC
COM
443510607
499
3826
SH
OTR
1
0
3826
0
HUBBELL INC
COM
443510607
55
425
SH
SOLE
425
0
0
HUBSPOT INC
NOTE 0.250% 6/0
443573AB6
1027
550000
PRN
SOLE
550000
0
0
HUMANA INC
COM
444859102
803
3025
SH
SOLE
3025
0
0
HUMANA INC
COM
444859102
6408
24152
SH
OTR
1
0
24152
0
HUNT J B TRANS SVCS INC
COM
445658107
204
2230
SH
SOLE
2230
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1209
13229
SH
OTR
1
0
13229
0
HUNTINGTON BANCSHARES INC
COM
446150104
1867
135093
SH
OTR
1
0
135093
0
HUNTINGTON BANCSHARES INC
COM
446150104
330
23888
SH
SOLE
23888
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
5256
23388
SH
OTR
1
0
23388
0
HUNTINGTON INGALLS INDS INC
COM
446413106
143
636
SH
OTR
5
0
636
0
HUNTINGTON INGALLS INDS INC
COM
446413106
699
3109
SH
SOLE
3109
0
0
HUNTSMAN CORP
COM
447011107
1138
55668
SH
OTR
1
0
55668
0
HUNTSMAN CORP
COM
447011107
39
1900
SH
SOLE
1900
0
0
I3 VERTICALS INC
COM CL A
46571Y107
94
3200
SH
SOLE
3200
0
0
I3 VERTICALS INC
COM CL A
46571Y107
492
16700
SH
OTR
1
0
16700
0
IAA INC
COM
449253103
2885
74388
SH
OTR
1
0
74388
0
IAA INC
COM
449253103
339
8740
SH
SOLE
8740
0
0
IAC INTERACTIVECORP
COM
44919P508
14196
65261
SH
OTR
1
0
65261
0
IAC INTERACTIVECORP
COM
44919P508
2361
10852
SH
SOLE
10852
0
0
IBERIABANK CORP
COM
450828108
4634
61093
SH
OTR
1
0
61093
0
IBERIABANK CORP
COM
450828108
851
11214
SH
SOLE
11214
0
0
IDEXX LABS INC
COM
45168D104
3139
11402
SH
OTR
1
0
11402
0
IDEXX LABS INC
COM
45168D104
526
1910
SH
SOLE
1910
0
0
IDT CORP
CL B NEW
448947507
375
39600
SH
OTR
1
0
39600
0
IDT CORP
CL B NEW
448947507
67
7100
SH
SOLE
7100
0
0
II VI INC
NOTE 0.250% 9/0
902104AB4
639
605000
PRN
SOLE
605000
0
0
ILLINOIS TOOL WKS INC
COM
452308109
6811
45165
SH
OTR
1
0
45165
0
ILLINOIS TOOL WKS INC
COM
452308109
1170
7759
SH
SOLE
7759
0
0
ILLINOIS TOOL WKS INC
COM
452308109
1
5
SH
OTR
5
0
5
0
ILLUMINA INC
COM
452327109
14791
40176
SH
OTR
1
0
40176
0
ILLUMINA INC
COM
452327109
1085
2948
SH
OTR
5
0
2948
0
ILLUMINA INC
COM
452327109
2345
6371
SH
SOLE
6371
0
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
33510
21672000
PRN
OTR
1
0
21672000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
111
72000
PRN
OTR
4
7000
65000
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
15431
9973000
PRN
SOLE
9973000
0
0
IMMUNOMEDICS INC
COM
452907108
1612
116191
SH
OTR
1
0
116191
0
IMMUNOMEDICS INC
COM
452907108
290
20905
SH
SOLE
20905
0
0
INCYTE CORP
COM
45337C102
604
7112
SH
SOLE
7112
0
0
INCYTE CORP
COM
45337C102
4310
50728
SH
OTR
1
0
50728
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INSRED
45409F843
41491
1592750
SH
OTR
3
0
1592750
0
INDEXIQ ACTIVE ETF TR
IQ MACKAY INTRME
45409F827
41590
1596150
SH
OTR
3
0
1596150
0
INDEXIQ ETF TR
HDG EVE DRIV
45409B404
1709
80000
SH
OTR
3
0
80000
0
INDEXIQ ETF TR
HDGD FTSE JAPN
45409B537
2034
103287
SH
OTR
3
0
103287
0
INDEXIQ ETF TR
IQ 500 INT ETF
45409B362
5366
200025
SH
OTR
3
0
200025
0
INDEXIQ ETF TR
IQ LEADERS GTA
45409B511
29392
1216508
SH
OTR
3
0
1216508
0
INDEXIQ ETF TR
IQ S&P HGH YLD
45409B412
20425
813158
SH
OTR
3
0
813158
0
INDEXIQ ETF TR
IQ SHORT DURAT
45409B339
3070
120000
SH
OTR
3
0
120000
0
INDEXIQ ETF TR
LNG SHT TRACK
45409B305
1746
80000
SH
OTR
3
0
80000
0
INFINERA CORPORATION
NOTE 2.125% 9/0
45667GAC7
500
730000
PRN
SOLE
730000
0
0
INGREDION INC
COM
457187102
171
2077
SH
SOLE
2077
0
0
INGREDION INC
COM
457187102
1656
20070
SH
OTR
1
0
20070
0
INNOVATIVE INDL PPTYS INC
COM
45781V101
210
1700
SH
SOLE
1700
0
0
INNOVATIVE INDL PPTYS INC
COM
45781V101
1063
8600
SH
OTR
1
0
8600
0
INOVALON HLDGS INC
COM CL A
45781D101
2403
165600
SH
OTR
1
0
165600
0
INOVALON HLDGS INC
COM CL A
45781D101
444
30600
SH
SOLE
30600
0
0
INPHI CORP
NOTE 0.750% 9/0
45772FAC1
1507
1356000
PRN
SOLE
1356000
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
36739
27319000
PRN
OTR
1
0
27319000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
72
54000
PRN
OTR
4
5000
49000
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
8129
6042000
PRN
SOLE
6042000
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
3381
58092
SH
OTR
1
0
58092
0
INSIGHT ENTERPRISES INC
COM
45765U103
611
10494
SH
SOLE
10494
0
0
INSMED INC
COM PAR $.01
457669307
1437
56126
SH
OTR
1
0
56126
0
INSMED INC
COM PAR $.01
457669307
257
10054
SH
SOLE
10054
0
0
INSMED INC
NOTE 1.750% 1/1
457669AA7
523
536000
PRN
SOLE
536000
0
0
INSPERITY INC
COM
45778Q107
6664
54563
SH
OTR
1
0
54563
0
INSPERITY INC
COM
45778Q107
1585
12973
SH
OTR
5
0
12973
0
INSPERITY INC
COM
45778Q107
2072
16963
SH
SOLE
16963
0
0
INSULET CORP
NOTE 1.250% 9/1
45784PAF8
2297
1120000
PRN
SOLE
1120000
0
0
INTEGER HLDGS CORP
COM
45826H109
4152
49474
SH
OTR
1
0
49474
0
INTEGER HLDGS CORP
COM
45826H109
740
8819
SH
SOLE
8819
0
0
INTEL CORP
COM
458140100
46468
970709
SH
OTR
1
0
970709
0
INTEL CORP
COM
458140100
5854
122299
SH
OTR
5
0
122299
0
INTEL CORP
COM
458140100
12201
254882
SH
SOLE
254882
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
1493
18765
SH
OTR
1
0
18765
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
267
3361
SH
SOLE
3361
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
12192
13608000
PRN
OTR
1
0
13608000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
28
31000
PRN
OTR
4
4000
27000
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
4826
5383000
PRN
SOLE
5383000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
8444
98255
SH
OTR
1
0
98255
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
1105
12857
SH
SOLE
12857
0
0
INTERDIGITAL INC
COM
45867G101
985
15300
SH
OTR
1
0
15300
0
INTERDIGITAL INC
COM
45867G101
180
2800
SH
SOLE
2800
0
0
INTERDIGITAL INC
NOTE 1.500% 3/0
458660AD9
413
397000
PRN
SOLE
397000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
9880
71644
SH
SOLE
71644
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
35969
260837
SH
OTR
1
0
260837
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
4163
30190
SH
OTR
5
0
30190
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1899
13085
SH
OTR
1
0
13085
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
310
2134
SH
SOLE
2134
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
6577
291157
SH
OTR
1
0
291157
0
INTERPUBLIC GROUP COS INC
COM
460690100
1067
47228
SH
OTR
5
0
47228
0
INTERPUBLIC GROUP COS INC
COM
460690100
1519
67237
SH
SOLE
67237
0
0
INTL FCSTONE INC
COM
46116V105
1125
28419
SH
OTR
1
0
28419
0
INTL FCSTONE INC
COM
46116V105
202
5100
SH
SOLE
5100
0
0
INTL PAPER CO
COM
460146103
2399
55373
SH
OTR
1
0
55373
0
INTL PAPER CO
COM
460146103
410
9458
SH
SOLE
9458
0
0
INTUIT
COM
461202103
13698
52415
SH
OTR
1
0
52415
0
INTUIT
COM
461202103
3641
13933
SH
SOLE
13933
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
16553
31556
SH
OTR
1
0
31556
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2578
4914
SH
SOLE
4914
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
1198
2283
SH
OTR
5
0
2283
0
INVESCO EXCHNG TRADED FD TR
NATL AMT MUNI
46138E537
48863
1870000
SH
OTR
1
0
1870000
0
INVESCO MUN TR
COM
46131J103
297
24087
SH
SOLE
24087
0
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
1240
99857
SH
SOLE
99857
0
0
INVITAE CORP
COM
46185L103
1424
60600
SH
OTR
1
0
60600
0
INVITAE CORP
COM
46185L103
254
10800
SH
SOLE
10800
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
988
15375
SH
OTR
1
0
15375
0
IONIS PHARMACEUTICALS INC
COM
462222100
119
1845
SH
SOLE
1845
0
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
322
13118
SH
SOLE
13118
0
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
1798
73320
SH
OTR
1
0
73320
0
IPG PHOTONICS CORP
COM
44980X109
709
4597
SH
OTR
1
0
4597
0
IPG PHOTONICS CORP
COM
44980X109
108
702
SH
SOLE
702
0
0
IQVIA HLDGS INC
COM
46266C105
6641
41277
SH
OTR
1
0
41277
0
IQVIA HLDGS INC
COM
46266C105
45
278
SH
OTR
5
0
278
0
IQVIA HLDGS INC
COM
46266C105
1002
6226
SH
SOLE
6226
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
1349
58000
SH
OTR
1
0
58000
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
247
10600
SH
SOLE
10600
0
0
IRON MTN INC NEW
COM
46284V101
4480
143131
SH
OTR
1
0
143131
0
IRON MTN INC NEW
COM
46284V101
499
15939
SH
OTR
5
0
15939
0
IRON MTN INC NEW
COM
46284V101
1075
34336
SH
SOLE
34336
0
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
218
19967
SH
SOLE
19967
0
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
1241
113424
SH
OTR
1
0
113424
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
677
632000
PRN
SOLE
632000
0
0
ISHARES GOLD TRUST
ISHARES
464285105
8352
618700
SH
OTR
1
0
618700
0
ISHARES TR
MSCI QATAR ETF
46434V779
1892
105754
SH
OTR
1
0
105754
0
ISHARES TR
RUS 1000 GRW ETF
464287614
19671
125021
SH
OTR
1
0
125021
0
ISHARES TR
RUSSELL 2000 ETF
464287655
19089
122758
SH
OTR
1
0
122758
0
ISHARES TR
RUSSELL 2000 ETF
464287655
1197
7699
SH
SOLE
7699
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
30504
25747000
PRN
OTR
1
0
25747000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
56
47000
PRN
OTR
4
4000
43000
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
9632
8128000
PRN
SOLE
8128000
0
0
ITERIS INC
COM
46564T107
71
13700
SH
OTR
1
0
13700
0
ITERIS INC
COM
46564T107
12
2400
SH
SOLE
2400
0
0
ITRON INC
COM
465741106
1014
16200
SH
OTR
1
0
16200
0
ITRON INC
COM
465741106
181
2900
SH
SOLE
2900
0
0
ITT INC
COM
45073V108
22
329
SH
SOLE
329
0
0
ITT INC
COM
45073V108
318
4849
SH
OTR
1
0
4849
0
J ALEXANDERS HLDGS INC
COM
46609J106
710
63214
SH
OTR
1
0
63214
0
J ALEXANDERS HLDGS INC
COM
46609J106
126
11197
SH
SOLE
11197
0
0
J2 GLOBAL INC
COM
48123V102
7832
88112
SH
OTR
1
0
88112
0
J2 GLOBAL INC
COM
48123V102
1735
19519
SH
OTR
5
0
19519
0
J2 GLOBAL INC
COM
48123V102
2493
28043
SH
SOLE
28043
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
841
602000
PRN
SOLE
602000
0
0
JABIL INC
COM
466313103
2800
88617
SH
SOLE
88617
0
0
JABIL INC
COM
466313103
12350
390838
SH
OTR
1
0
390838
0
JABIL INC
COM
466313103
754
23865
SH
OTR
5
0
23865
0
JACOBS ENGR GROUP INC
COM
469814107
1250
14814
SH
OTR
1
0
14814
0
JACOBS ENGR GROUP INC
COM
469814107
210
2493
SH
SOLE
2493
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
1225
1199000
PRN
SOLE
1199000
0
0
JD COM INC
SPON ADR CL A
47215P106
1837
60640
SH
OTR
1
0
60640
0
JEFFERIES FINL GROUP INC
COM
47233W109
629
32710
SH
OTR
1
0
32710
0
JEFFERIES FINL GROUP INC
COM
47233W109
112
5800
SH
SOLE
5800
0
0
JETBLUE AWYS CORP
COM
477143101
765
41367
SH
OTR
1
0
41367
0
JOHNSON & JOHNSON
COM
478160104
69356
497961
SH
OTR
1
0
497961
0
JOHNSON & JOHNSON
COM
478160104
6152
44167
SH
OTR
5
0
44167
0
JOHNSON & JOHNSON
COM
478160104
20556
147591
SH
SOLE
147591
0
0
JPMORGAN CHASE & CO
COM
46625H100
66303
593047
SH
OTR
1
0
593047
0
JPMORGAN CHASE & CO
COM
46625H100
9021
80693
SH
OTR
5
0
80693
0
JPMORGAN CHASE & CO
COM
46625H100
22342
199837
SH
SOLE
199837
0
0
JUMEI INTL HLDG LTD
SPONSORED ADR
48138L107
262
106378
SH
OTR
1
0
106378
0
JUNIPER NETWORKS INC
COM
48203R104
1184
44451
SH
OTR
1
0
44451
0
JUNIPER NETWORKS INC
COM
48203R104
191
7166
SH
SOLE
7166
0
0
K12 INC
COM
48273U102
3428
112718
SH
OTR
1
0
112718
0
K12 INC
COM
48273U102
618
20327
SH
SOLE
20327
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
1862
15285
SH
OTR
1
0
15285
0
KANSAS CITY SOUTHERN
COM NEW
485170302
294
2411
SH
SOLE
2411
0
0
KAR AUCTION SVCS INC
COM
48238T109
1860
74388
SH
OTR
1
0
74388
0
KAR AUCTION SVCS INC
COM
48238T109
219
8740
SH
SOLE
8740
0
0
KB HOME
COM
48666K109
3857
149900
SH
OTR
1
0
149900
0
KB HOME
COM
48666K109
697
27100
SH
SOLE
27100
0
0
KBR INC
COM
48242W106
297
11900
SH
SOLE
11900
0
0
KBR INC
COM
48242W106
1668
66900
SH
OTR
1
0
66900
0
KEANE GROUP INC
COM
48669A108
1437
213875
SH
OTR
1
0
213875
0
KEANE GROUP INC
COM
48669A108
265
39500
SH
SOLE
39500
0
0
KELLOGG CO
COM
487836108
2200
41059
SH
OTR
1
0
41059
0
KELLOGG CO
COM
487836108
381
7107
SH
SOLE
7107
0
0
KELLY SVCS INC
CL A
488152208
3327
127046
SH
OTR
1
0
127046
0
KELLY SVCS INC
CL A
488152208
600
22900
SH
SOLE
22900
0
0
KEMET CORP
COM NEW
488360207
68
3600
SH
SOLE
3600
0
0
KEMET CORP
COM NEW
488360207
343
18258
SH
OTR
1
0
18258
0
KEMPER CORP DEL
COM
488401100
1175
13617
SH
SOLE
13617
0
0
KEMPER CORP DEL
COM
488401100
5918
68584
SH
OTR
1
0
68584
0
KEMPER CORP DEL
COM
488401100
992
11491
SH
OTR
5
0
11491
0
KEURIG DR PEPPER INC
COM
49271V100
4845
167656
SH
OTR
1
0
167656
0
KEURIG DR PEPPER INC
COM
49271V100
228
7893
SH
SOLE
7893
0
0
KEYCORP NEW
COM
493267108
2636
148509
SH
OTR
1
0
148509
0
KEYCORP NEW
COM
493267108
436
24572
SH
SOLE
24572
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
2246
25006
SH
OTR
1
0
25006
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
355
3949
SH
SOLE
3949
0
0
KFORCE INC
COM
493732101
2963
84436
SH
OTR
1
0
84436
0
KFORCE INC
COM
493732101
537
15300
SH
SOLE
15300
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
187
11500
SH
OTR
1
0
11500
0
KIMBALL ELECTRONICS INC
COM
49428J109
32
2000
SH
SOLE
2000
0
0
KIMBALL INTL INC
CL B
494274103
565
32400
SH
OTR
1
0
32400
0
KIMBALL INTL INC
CL B
494274103
98
5600
SH
SOLE
5600
0
0
KIMBERLY CLARK CORP
COM
494368103
14303
107316
SH
OTR
1
0
107316
0
KIMBERLY CLARK CORP
COM
494368103
2281
17112
SH
OTR
5
0
17112
0
KIMBERLY CLARK CORP
COM
494368103
5572
41804
SH
SOLE
41804
0
0
KIMCO RLTY CORP
COM
49446R109
1246
67434
SH
OTR
1
0
67434
0
KIMCO RLTY CORP
COM
49446R109
203
11006
SH
SOLE
11006
0
0
KINDER MORGAN INC DEL
COM
49456B101
8067
386328
SH
OTR
1
0
386328
0
KINDER MORGAN INC DEL
COM
49456B101
1127
53952
SH
SOLE
53952
0
0
KLA-TENCOR CORP
COM
482480100
13708
115975
SH
OTR
1
0
115975
0
KLA-TENCOR CORP
COM
482480100
1032
8727
SH
OTR
5
0
8727
0
KLA-TENCOR CORP
COM
482480100
1742
14736
SH
SOLE
14736
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
519
15800
SH
OTR
1
0
15800
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
75
2283
SH
SOLE
2283
0
0
KNOLL INC
COM NEW
498904200
480
20900
SH
OTR
1
0
20900
0
KNOLL INC
COM NEW
498904200
78
3400
SH
SOLE
3400
0
0
KNOWLES CORP
COM
49926D109
685
37400
SH
OTR
1
0
37400
0
KNOWLES CORP
COM
49926D109
128
7000
SH
SOLE
7000
0
0
KOHLS CORP
COM
500255104
995
20917
SH
OTR
1
0
20917
0
KOHLS CORP
COM
500255104
179
3764
SH
SOLE
3764
0
0
KOPPERS HOLDINGS INC
COM
50060P106
267
9100
SH
SOLE
9100
0
0
KOPPERS HOLDINGS INC
COM
50060P106
1518
51700
SH
OTR
1
0
51700
0
KRAFT HEINZ CO
COM
500754106
528
17022
SH
SOLE
17022
0
0
KRAFT HEINZ CO
COM
500754106
4268
137496
SH
OTR
1
0
137496
0
KROGER CO
COM
501044101
3127
144031
SH
OTR
1
0
144031
0
KROGER CO
COM
501044101
334
15378
SH
OTR
5
0
15378
0
KROGER CO
COM
501044101
545
25107
SH
SOLE
25107
0
0
L BRANDS INC
COM
501797104
4372
167514
SH
OTR
1
0
167514
0
L BRANDS INC
COM
501797104
112
4285
SH
OTR
5
0
4285
0
L BRANDS INC
COM
501797104
1948
74644
SH
SOLE
74644
0
0
L3 TECHNOLOGIES INC
COM
502413107
2854
11640
SH
OTR
1
0
11640
0
L3 TECHNOLOGIES INC
COM
502413107
434
1770
SH
SOLE
1770
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
351
2030
SH
SOLE
2030
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2198
12715
SH
OTR
1
0
12715
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
395
115200
SH
OTR
1
0
115200
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
73
21200
SH
SOLE
21200
0
0
LAKELAND BANCORP INC
COM
511637100
767
47500
SH
OTR
1
0
47500
0
LAKELAND BANCORP INC
COM
511637100
137
8500
SH
SOLE
8500
0
0
LAM RESEARCH CORP
COM
512807108
25747
137067
SH
OTR
1
0
137067
0
LAM RESEARCH CORP
COM
512807108
2253
11993
SH
OTR
5
0
11993
0
LAM RESEARCH CORP
COM
512807108
4051
21565
SH
SOLE
21565
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
5137
63649
SH
OTR
1
0
63649
0
LAMAR ADVERTISING CO NEW
CL A
512816109
523
6482
SH
SOLE
6482
0
0
LAMB WESTON HLDGS INC
COM
513272104
1196
18883
SH
OTR
1
0
18883
0
LAMB WESTON HLDGS INC
COM
513272104
243
3839
SH
SOLE
3839
0
0
LANDS END INC NEW
COM
51509F105
2836
232090
SH
OTR
1
0
232090
0
LANDS END INC NEW
COM
51509F105
512
41884
SH
SOLE
41884
0
0
LANDSTAR SYS INC
COM
515098101
924
8556
SH
OTR
1
0
8556
0
LANDSTAR SYS INC
COM
515098101
105
976
SH
OTR
5
0
976
0
LANDSTAR SYS INC
COM
515098101
60
556
SH
SOLE
556
0
0
LANTHEUS HLDGS INC
COM
516544103
3430
121205
SH
OTR
1
0
121205
0
LANTHEUS HLDGS INC
COM
516544103
619
21865
SH
SOLE
21865
0
0
LAS VEGAS SANDS CORP
COM
517834107
1882
31849
SH
OTR
1
0
31849
0
LAS VEGAS SANDS CORP
COM
517834107
11
181
SH
SOLE
181
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
1428
97846
SH
OTR
1
0
97846
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
267
18300
SH
SOLE
18300
0
0
LAUDER ESTEE COS INC
CL A
518439104
8002
43703
SH
OTR
1
0
43703
0
LAUDER ESTEE COS INC
CL A
518439104
3093
16890
SH
SOLE
16890
0
0
LAUREATE EDUCATION INC
CL A
518613203
643
40900
SH
SOLE
40900
0
0
LAUREATE EDUCATION INC
CL A
518613203
3563
226767
SH
OTR
1
0
226767
0
LAWSON PRODS INC
COM
520776105
452
12300
SH
OTR
1
0
12300
0
LAWSON PRODS INC
COM
520776105
81
2200
SH
SOLE
2200
0
0
LCNB CORP
COM
50181P100
359
18914
SH
OTR
1
0
18914
0
LCNB CORP
COM
50181P100
67
3548
SH
SOLE
3548
0
0
LEAR CORP
COM NEW
521865204
4469
32088
SH
OTR
1
0
32088
0
LEAR CORP
COM NEW
521865204
1042
7480
SH
SOLE
7480
0
0
LEE ENTERPRISES INC
COM
523768109
266
118600
SH
OTR
1
0
118600
0
LEE ENTERPRISES INC
COM
523768109
47
21200
SH
SOLE
21200
0
0
LEGGETT & PLATT INC
COM
524660107
650
16946
SH
OTR
1
0
16946
0
LEGGETT & PLATT INC
COM
524660107
118
3069
SH
SOLE
3069
0
0
LEIDOS HLDGS INC
COM
525327102
14915
186782
SH
OTR
1
0
186782
0
LEIDOS HLDGS INC
COM
525327102
1751
21928
SH
OTR
5
0
21928
0
LEIDOS HLDGS INC
COM
525327102
3948
49440
SH
SOLE
49440
0
0
LENDINGTREE INC NEW
COM
52603B107
4475
10653
SH
OTR
1
0
10653
0
LENDINGTREE INC NEW
COM
52603B107
586
1396
SH
SOLE
1396
0
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
17682
8470000
PRN
OTR
1
0
8470000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
58
28000
PRN
OTR
4
3000
25000
0
LENDINGTREE INC NEW
NOTE 0.625% 6/0
52603BAA5
5007
2398000
PRN
SOLE
2398000
0
0
LENNAR CORP
CL A
526057104
3480
71810
SH
OTR
1
0
71810
0
LENNAR CORP
CL A
526057104
504
10402
SH
SOLE
10402
0
0
LEXICON PHARMACEUTICALS INC
NOTE 5.250%12/0
528872AB0
201
187000
PRN
SOLE
187000
0
0
LEXINGTON REALTY TRUST
COM
529043101
3834
407451
SH
OTR
1
0
407451
0
LEXINGTON REALTY TRUST
COM
529043101
691
73400
SH
SOLE
73400
0
0
LIBERTY MEDIA CORP DELAWARE
COM A SIRIUSXM
531229409
611
16157
SH
OTR
1
0
16157
0
LIBERTY MEDIA CORP DELAWARE
DEB 2.250% 9/3
531229AE2
355
659000
PRN
SOLE
659000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
19000
16105000
PRN
OTR
1
0
16105000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.000% 1/3
531229AF9
6932
5876000
PRN
SOLE
5876000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
24215
21536000
PRN
OTR
1
0
21536000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
86
77000
PRN
OTR
4
8000
69000
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
6734
5986000
PRN
SOLE
5986000
0
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
3311
267033
SH
OTR
1
0
267033
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
598
48200
SH
SOLE
48200
0
0
LIFEVANTAGE CORP
COM NEW
53222K205
488
37600
SH
OTR
1
0
37600
0
LIFEVANTAGE CORP
COM NEW
53222K205
88
6800
SH
SOLE
6800
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
1565
13710
SH
OTR
1
0
13710
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
273
2394
SH
SOLE
2394
0
0
LILLY ELI & CO
COM
532457108
17059
153974
SH
OTR
1
0
153974
0
LILLY ELI & CO
COM
532457108
310
2797
SH
OTR
5
0
2797
0
LILLY ELI & CO
COM
532457108
2612
23572
SH
SOLE
23572
0
0
LIMELIGHT NETWORKS INC
COM
53261M104
38
14100
SH
OTR
1
0
14100
0
LIMELIGHT NETWORKS INC
COM
53261M104
6
2300
SH
SOLE
2300
0
0
LINCOLN NATL CORP IND
COM
534187109
3818
59235
SH
SOLE
59235
0
0
LINCOLN NATL CORP IND
COM
534187109
9691
150367
SH
OTR
1
0
150367
0
LINCOLN NATL CORP IND
COM
534187109
1558
24175
SH
OTR
5
0
24175
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
1573
135500
SH
OTR
1
0
135500
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
272
23429
SH
SOLE
23429
0
0
LITHIA MTRS INC
CL A
536797103
2756
23200
SH
OTR
1
0
23200
0
LITHIA MTRS INC
CL A
536797103
475
4000
SH
SOLE
4000
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
11506
173682
SH
OTR
1
0
173682
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
247
3733
SH
OTR
5
0
3733
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2472
37313
SH
SOLE
37313
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
4176
3521000
PRN
OTR
1
0
3521000
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
2279
1921000
PRN
SOLE
1921000
0
0
LIVEPERSON INC
COM
538146101
767
27359
SH
OTR
1
0
27359
0
LIVEPERSON INC
COM
538146101
140
4985
SH
SOLE
4985
0
0
LIVERAMP HLDGS INC
COM
53815P108
1528
31523
SH
OTR
1
0
31523
0
LIVERAMP HLDGS INC
COM
53815P108
281
5800
SH
SOLE
5800
0
0
LKQ CORP
COM
501889208
1079
40536
SH
OTR
1
0
40536
0
LKQ CORP
COM
501889208
179
6740
SH
SOLE
6740
0
0
LOCKHEED MARTIN CORP
COM
539830109
20988
57733
SH
OTR
1
0
57733
0
LOCKHEED MARTIN CORP
COM
539830109
26
71
SH
OTR
5
0
71
0
LOCKHEED MARTIN CORP
COM
539830109
4587
12617
SH
SOLE
12617
0
0
LOEWS CORP
COM
540424108
1894
34636
SH
OTR
1
0
34636
0
LOEWS CORP
COM
540424108
291
5325
SH
SOLE
5325
0
0
LOGMEIN INC
COM
54142L109
13166
178691
SH
OTR
1
0
178691
0
LOGMEIN INC
COM
54142L109
815
11055
SH
OTR
5
0
11055
0
LOGMEIN INC
COM
54142L109
1014
13759
SH
SOLE
13759
0
0
LOWES COS INC
COM
548661107
32322
320306
SH
OTR
1
0
320306
0
LOWES COS INC
COM
548661107
3257
32276
SH
OTR
5
0
32276
0
LOWES COS INC
COM
548661107
5430
53807
SH
SOLE
53807
0
0
LPL FINL HLDGS INC
COM
50212V100
11995
147047
SH
OTR
1
0
147047
0
LPL FINL HLDGS INC
COM
50212V100
1698
20821
SH
SOLE
20821
0
0
LSC COMMUNICATIONS INC
COM
50218P107
306
83500
SH
OTR
1
0
83500
0
LSC COMMUNICATIONS INC
COM
50218P107
57
15600
SH
SOLE
15600
0
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
49494
41993000
PRN
OTR
1
0
41993000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
90
77000
PRN
OTR
4
8000
69000
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
16537
14024000
PRN
SOLE
14024000
0
0
LUTHER BURBANK CORP
COM
550550107
1242
114036
SH
OTR
1
0
114036
0
LUTHER BURBANK CORP
COM
550550107
223
20500
SH
SOLE
20500
0
0
M & T BK CORP
COM
55261F104
3403
20012
SH
OTR
1
0
20012
0
M & T BK CORP
COM
55261F104
529
3111
SH
SOLE
3111
0
0
M D C HLDGS INC
COM
552676108
652
19900
SH
SOLE
19900
0
0
M D C HLDGS INC
COM
552676108
3629
110700
SH
OTR
1
0
110700
0
M/I HOMES INC
COM
55305B101
2668
93500
SH
OTR
1
0
93500
0
M/I HOMES INC
COM
55305B101
482
16900
SH
SOLE
16900
0
0
MACERICH CO
COM
554382101
458
13673
SH
OTR
1
0
13673
0
MACERICH CO
COM
554382101
97
2888
SH
SOLE
2888
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
5287
130418
SH
OTR
1
0
130418
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
453
11164
SH
SOLE
11164
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
1717
1943000
PRN
SOLE
1943000
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
11135
11130000
PRN
SOLE
11130000
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
74
74000
PRN
OTR
4
8000
66000
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
40693
40693000
PRN
OTR
1
0
40693000
0
MACYS INC
COM
55616P104
156
7258
SH
SOLE
7258
0
0
MACYS INC
COM
55616P104
856
39875
SH
OTR
1
0
39875
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
887
8467
SH
OTR
1
0
8467
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
153
1461
SH
SOLE
1461
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
2457
33100
SH
OTR
1
0
33100
0
MAGELLAN HEALTH INC
COM NEW
559079207
438
5900
SH
SOLE
5900
0
0
MALIBU BOATS INC
COM CL A
56117J100
1049
27000
SH
OTR
1
0
27000
0
MALIBU BOATS INC
COM CL A
56117J100
194
5000
SH
SOLE
5000
0
0
MANHATTAN ASSOCS INC
COM
562750109
488
7040
SH
SOLE
7040
0
0
MANHATTAN ASSOCS INC
COM
562750109
7386
106532
SH
OTR
1
0
106532
0
MANPOWERGROUP INC
COM
56418H100
3824
39586
SH
SOLE
39586
0
0
MANPOWERGROUP INC
COM
56418H100
1725
17861
SH
OTR
5
0
17861
0
MANPOWERGROUP INC
COM
56418H100
12237
126676
SH
OTR
1
0
126676
0
MANTECH INTL CORP
CL A
564563104
191
2900
SH
OTR
1
0
2900
0
MANTECH INTL CORP
CL A
564563104
40
600
SH
SOLE
600
0
0
MARATHON OIL CORP
COM
565849106
4331
304803
SH
OTR
1
0
304803
0
MARATHON OIL CORP
COM
565849106
396
27901
SH
SOLE
27901
0
0
MARATHON PETE CORP
COM
56585A102
6849
122569
SH
OTR
1
0
122569
0
MARATHON PETE CORP
COM
56585A102
857
15330
SH
SOLE
15330
0
0
MARCHEX INC
CL B
56624R108
368
78200
SH
OTR
1
0
78200
0
MARCHEX INC
CL B
56624R108
67
14200
SH
SOLE
14200
0
0
MARCUS & MILLICHAP INC
COM
566324109
1505
48779
SH
OTR
1
0
48779
0
MARCUS & MILLICHAP INC
COM
566324109
265
8606
SH
SOLE
8606
0
0
MARCUS CORP
COM
566330106
557
16914
SH
SOLE
16914
0
0
MARCUS CORP
COM
566330106
3097
93950
SH
OTR
1
0
93950
0
MARKETAXESS HLDGS INC
COM
57060D108
1634
5084
SH
OTR
1
0
5084
0
MARKETAXESS HLDGS INC
COM
57060D108
276
858
SH
SOLE
858
0
0
MARRIOTT INTL INC NEW
CL A
571903202
5314
37880
SH
OTR
1
0
37880
0
MARRIOTT INTL INC NEW
CL A
571903202
872
6215
SH
SOLE
6215
0
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
2935
3040000
PRN
OTR
1
0
3040000
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
47
49000
PRN
OTR
4
5000
44000
0
MARRIOTT VACTINS WORLDWID CO
NOTE 1.500% 9/1
57164YAB3
764
787000
PRN
SOLE
787000
0
0
MARSH & MCLENNAN COS INC
COM
571748102
1190
11925
SH
SOLE
11925
0
0
MARSH & MCLENNAN COS INC
COM
571748102
8573
85944
SH
OTR
1
0
85944
0
MARTIN MARIETTA MATLS INC
COM
573284106
530
2304
SH
SOLE
2304
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
4816
20929
SH
OTR
1
0
20929
0
MASCO CORP
COM
574599106
12698
323595
SH
OTR
1
0
323595
0
MASCO CORP
COM
574599106
1972
50267
SH
OTR
5
0
50267
0
MASCO CORP
COM
574599106
2838
72332
SH
SOLE
72332
0
0
MASIMO CORP
COM
574795100
329
2209
SH
OTR
1
0
2209
0
MASIMO CORP
COM
574795100
39
265
SH
SOLE
265
0
0
MASTERCARD INC
CL A
57636Q104
68369
258454
SH
OTR
1
0
258454
0
MASTERCARD INC
CL A
57636Q104
4769
18029
SH
OTR
5
0
18029
0
MASTERCARD INC
CL A
57636Q104
13331
50395
SH
SOLE
50395
0
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
1349
68854
SH
OTR
1
0
68854
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
243
12400
SH
SOLE
12400
0
0
MATCH GROUP INC
COM
57665R106
121
1805
SH
SOLE
1805
0
0
MATCH GROUP INC
COM
57665R106
1988
29557
SH
OTR
1
0
29557
0
MATERION CORP
COM
576690101
1980
29200
SH
OTR
1
0
29200
0
MATERION CORP
COM
576690101
359
5300
SH
SOLE
5300
0
0
MATRIX SVC CO
COM
576853105
2972
146685
SH
OTR
1
0
146685
0
MATRIX SVC CO
COM
576853105
534
26333
SH
SOLE
26333
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2104
35170
SH
OTR
1
0
35170
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
366
6117
SH
SOLE
6117
0
0
MAXIMUS INC
COM
577933104
2033
28022
SH
SOLE
28022
0
0
MAXIMUS INC
COM
577933104
5523
76135
SH
OTR
1
0
76135
0
MAXIMUS INC
COM
577933104
1660
22888
SH
OTR
5
0
22888
0
MCCORMICK & CO INC
COM NON VTG
579780206
482
3112
SH
SOLE
3112
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
2544
16411
SH
OTR
1
0
16411
0
MCDONALDS CORP
COM
580135101
27728
133526
SH
OTR
1
0
133526
0
MCDONALDS CORP
COM
580135101
1436
6914
SH
OTR
5
0
6914
0
MCDONALDS CORP
COM
580135101
5835
28100
SH
SOLE
28100
0
0
MCKESSON CORP
COM
58155Q103
20086
149461
SH
OTR
1
0
149461
0
MCKESSON CORP
COM
58155Q103
2260
16816
SH
OTR
5
0
16816
0
MCKESSON CORP
COM
58155Q103
5052
37595
SH
SOLE
37595
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
810
46456
SH
OTR
1
0
46456
0
MEDICAL PPTYS TRUST INC
COM
58463J304
83
4762
SH
SOLE
4762
0
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
48
48000
PRN
OTR
4
4000
44000
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
3521
3503000
PRN
SOLE
3503000
0
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
18202
18122000
PRN
OTR
1
0
18122000
0
MEDPACE HLDGS INC
COM
58506Q109
698
10666
SH
SOLE
10666
0
0
MEDPACE HLDGS INC
COM
58506Q109
3848
58813
SH
OTR
1
0
58813
0
MEET GROUP INC
COM
58513U101
792
227715
SH
OTR
1
0
227715
0
MEET GROUP INC
COM
58513U101
153
43900
SH
SOLE
43900
0
0
MELCO RESORTS AND ENTMT LTD
ADR
585464100
1553
71500
SH
OTR
1
0
71500
0
MELCO RESORTS AND ENTMT LTD
ADR
585464100
1299
59800
SH
SOLE
59800
0
0
MERCANTILE BANK CORP
COM
587376104
319
9800
SH
OTR
1
0
9800
0
MERCANTILE BANK CORP
COM
587376104
55
1700
SH
SOLE
1700
0
0
MERCHANTS BANCORP IND
COM
58844R108
39
2300
SH
SOLE
2300
0
0
MERCHANTS BANCORP IND
COM
58844R108
237
13900
SH
OTR
1
0
13900
0
MERCK & CO INC
COM
58933Y105
13620
162430
SH
SOLE
162430
0
0
MERCK & CO INC
COM
58933Y105
4592
54760
SH
OTR
5
0
54760
0
MERCK & CO INC
COM
58933Y105
51357
612487
SH
OTR
1
0
612487
0
MERCURY GENL CORP NEW
COM
589400100
6593
105488
SH
OTR
1
0
105488
0
MERCURY GENL CORP NEW
COM
589400100
593
9480
SH
SOLE
9480
0
0
MERIDIAN BIOSCIENCE INC
COM
589584101
735
61891
SH
OTR
1
0
61891
0
MERIDIAN BIOSCIENCE INC
COM
589584101
144
12100
SH
SOLE
12100
0
0
MERITAGE HOMES CORP
COM
59001A102
3671
71500
SH
OTR
1
0
71500
0
MERITAGE HOMES CORP
COM
59001A102
667
13000
SH
SOLE
13000
0
0
MERITOR INC
COM
59001K100
3810
157130
SH
OTR
1
0
157130
0
MERITOR INC
COM
59001K100
688
28360
SH
SOLE
28360
0
0
METHODE ELECTRS INC
COM
591520200
494
17300
SH
OTR
1
0
17300
0
METHODE ELECTRS INC
COM
591520200
91
3200
SH
SOLE
3200
0
0
METLIFE INC
COM
59156R108
2678
53924
SH
OTR
5
0
53924
0
METLIFE INC
COM
59156R108
5663
114008
SH
SOLE
114008
0
0
METLIFE INC
COM
59156R108
15134
304687
SH
OTR
1
0
304687
0
METROPOLITAN BK HLDG CORP
COM
591774104
1672
38003
SH
OTR
1
0
38003
0
METROPOLITAN BK HLDG CORP
COM
591774104
298
6779
SH
SOLE
6779
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
4305
5125
SH
OTR
1
0
5125
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
438
522
SH
SOLE
522
0
0
MFS HIGH INCOME MUN TR
SH BEN INT
59318D104
1582
303705
SH
SOLE
303705
0
0
MFS MUN INCOME TR
SH BEN INT
552738106
688
98613
SH
OTR
1
0
98613
0
MFS MUN INCOME TR
SH BEN INT
552738106
2426
347524
SH
SOLE
347524
0
0
MGIC INVT CORP WIS
COM
552848103
7626
580329
SH
OTR
1
0
580329
0
MGIC INVT CORP WIS
COM
552848103
735
55906
SH
SOLE
55906
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
3191
111691
SH
OTR
1
0
111691
0
MGM RESORTS INTERNATIONAL
COM
552953101
334
11703
SH
SOLE
11703
0
0
MICHAELS COS INC
COM
59408Q106
1488
170984
SH
OTR
1
0
170984
0
MICHAELS COS INC
COM
59408Q106
93
10736
SH
SOLE
10736
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
5284
60946
SH
OTR
1
0
60946
0
MICROCHIP TECHNOLOGY INC
COM
595017104
748
8624
SH
SOLE
8624
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
61357
34724000
PRN
OTR
1
0
34724000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
145
82000
PRN
OTR
4
9000
73000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
11528
6523000
PRN
SOLE
6523000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
14553
12327000
PRN
OTR
1
0
12327000
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AF1
14348
12153000
PRN
SOLE
12153000
0
0
MICRON TECHNOLOGY INC
COM
595112103
2658
68871
SH
OTR
5
0
68871
0
MICRON TECHNOLOGY INC
COM
595112103
3948
102306
SH
SOLE
102306
0
0
MICRON TECHNOLOGY INC
COM
595112103
18969
491547
SH
OTR
1
0
491547
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
14686
3809000
PRN
OTR
1
0
3809000
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
5930
1538000
PRN
SOLE
1538000
0
0
MICROSOFT CORP
COM
594918104
288123
2150811
SH
OTR
1
0
2150811
0
MICROSOFT CORP
COM
594918104
19503
145586
SH
OTR
5
0
145586
0
MICROSOFT CORP
COM
594918104
57288
427647
SH
SOLE
427647
0
0
MICROSTRATEGY INC
CL A NEW
594972408
556
3878
SH
OTR
1
0
3878
0
MICROSTRATEGY INC
CL A NEW
594972408
115
800
SH
SOLE
800
0
0
MID AMER APT CMNTYS INC
COM
59522J103
6955
59062
SH
OTR
1
0
59062
0
MID AMER APT CMNTYS INC
COM
59522J103
854
7249
SH
SOLE
7249
0
0
MID AMER APT CMNTYS INC
COM
59522J103
600
5096
SH
OTR
5
0
5096
0
MIDDLESEX WATER CO
COM
596680108
2645
44647
SH
OTR
1
0
44647
0
MIDDLESEX WATER CO
COM
596680108
492
8300
SH
SOLE
8300
0
0
MIDSTATES PETE CO INC
COM PAR
59804T407
1594
270552
SH
OTR
1
0
270552
0
MIDSTATES PETE CO INC
COM PAR
59804T407
286
48635
SH
SOLE
48635
0
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
1496
53503
SH
OTR
1
0
53503
0
MIDWESTONE FINL GROUP INC NE
COM
598511103
270
9674
SH
SOLE
9674
0
0
MILLER HERMAN INC
COM
600544100
3239
72457
SH
OTR
1
0
72457
0
MILLER HERMAN INC
COM
600544100
568
12700
SH
SOLE
12700
0
0
MILLER INDS INC TENN
COM NEW
600551204
2077
67549
SH
OTR
1
0
67549
0
MILLER INDS INC TENN
COM NEW
600551204
378
12296
SH
SOLE
12296
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
288
2800
SH
SOLE
2800
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
1658
16100
SH
OTR
1
0
16100
0
MKS INSTRUMENT INC
COM
55306N104
5918
75980
SH
OTR
1
0
75980
0
MKS INSTRUMENT INC
COM
55306N104
395
5067
SH
SOLE
5067
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
379
40665
SH
OTR
1
0
40665
0
MOHAWK INDS INC
COM
608190104
1172
7946
SH
OTR
1
0
7946
0
MOHAWK INDS INC
COM
608190104
191
1298
SH
SOLE
1298
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
32787
9421000
PRN
OTR
1
0
9421000
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
160
46000
PRN
OTR
4
4000
42000
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
9164
2632000
PRN
SOLE
2632000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
4767
85121
SH
OTR
1
0
85121
0
MOLSON COORS BREWING CO
CL B
60871R209
1205
21520
SH
SOLE
21520
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1160
20706
SH
OTR
5
0
20706
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
1007
80886
SH
OTR
1
0
80886
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
181
14562
SH
SOLE
14562
0
0
MOMO INC
ADR
60879B107
906
25300
SH
OTR
1
0
25300
0
MOMO INC
ADR
60879B107
347
9700
SH
SOLE
9700
0
0
MONDELEZ INTL INC
CL A
609207105
12508
232063
SH
OTR
1
0
232063
0
MONDELEZ INTL INC
CL A
609207105
2008
37248
SH
SOLE
37248
0
0
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
317
18852
SH
OTR
1
0
18852
0
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
59
3500
SH
SOLE
3500
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
589
9221
SH
SOLE
9221
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
3372
52825
SH
OTR
1
0
52825
0
MOODYS CORP
COM
615369105
4618
23647
SH
OTR
1
0
23647
0
MOODYS CORP
COM
615369105
744
3808
SH
SOLE
3808
0
0
MOOG INC
CL A
615394202
4081
43600
SH
OTR
1
0
43600
0
MOOG INC
CL A
615394202
740
7900
SH
SOLE
7900
0
0
MORGAN STANLEY
COM NEW
617446448
9479
216366
SH
OTR
1
0
216366
0
MORGAN STANLEY
COM NEW
617446448
1319
30105
SH
SOLE
30105
0
0
MOSAIC CO NEW
COM
61945C103
4244
169568
SH
OTR
1
0
169568
0
MOSAIC CO NEW
COM
61945C103
736
29420
SH
OTR
5
0
29420
0
MOSAIC CO NEW
COM
61945C103
975
38960
SH
SOLE
38960
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
4162
24961
SH
OTR
1
0
24961
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1644
9862
SH
SOLE
9862
0
0
MSCI INC
COM
55354G100
9504
39800
SH
OTR
1
0
39800
0
MSCI INC
COM
55354G100
1596
6685
SH
SOLE
6685
0
0
MSCI INC
COM
55354G100
576
2411
SH
OTR
5
0
2411
0
MUELLER INDS INC
COM
624756102
3664
125184
SH
OTR
1
0
125184
0
MUELLER INDS INC
COM
624756102
653
22300
SH
SOLE
22300
0
0
MURPHY USA INC
COM
626755102
4020
47846
SH
OTR
1
0
47846
0
MURPHY USA INC
COM
626755102
723
8600
SH
SOLE
8600
0
0
MYERS INDS INC
COM
628464109
917
47600
SH
OTR
1
0
47600
0
MYERS INDS INC
COM
628464109
166
8600
SH
SOLE
8600
0
0
MYR GROUP INC DEL
COM
55405W104
3243
86835
SH
OTR
1
0
86835
0
MYR GROUP INC DEL
COM
55405W104
583
15600
SH
SOLE
15600
0
0
MYRIAD GENETICS INC
COM
62855J104
1423
51223
SH
OTR
1
0
51223
0
MYRIAD GENETICS INC
COM
62855J104
256
9221
SH
SOLE
9221
0
0
NABORS INDS INC NEW
NOTE 0.750% 1/1
62957HAB1
361
503000
PRN
SOLE
503000
0
0
NACCO INDS INC
CL A
629579103
708
13625
SH
OTR
1
0
13625
0
NACCO INDS INC
CL A
629579103
130
2500
SH
SOLE
2500
0
0
NANOMETRICS INC
COM
630077105
372
10722
SH
OTR
1
0
10722
0
NANOMETRICS INC
COM
630077105
69
2000
SH
SOLE
2000
0
0
NANOSTRING TECHNOLOGIES INC
COM
63009R109
3605
118793
SH
OTR
1
0
118793
0
NANOSTRING TECHNOLOGIES INC
COM
63009R109
653
21500
SH
SOLE
21500
0
0
NASDAQ INC
COM
631103108
1440
14974
SH
OTR
1
0
14974
0
NASDAQ INC
COM
631103108
241
2505
SH
SOLE
2505
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
733
13893
SH
OTR
1
0
13893
0
NATIONAL GEN HLDGS CORP
COM
636220303
3352
146112
SH
OTR
1
0
146112
0
NATIONAL GEN HLDGS CORP
COM
636220303
605
26358
SH
SOLE
26358
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1108
49822
SH
OTR
1
0
49822
0
NATIONAL OILWELL VARCO INC
COM
637071101
183
8219
SH
SOLE
8219
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
551
10390
SH
OTR
1
0
10390
0
NATIONAL RETAIL PPTYS INC
COM
637417106
28
523
SH
SOLE
523
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
1967
195740
SH
OTR
1
0
195740
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
356
35440
SH
SOLE
35440
0
0
NCR CORP NEW
COM
62886E108
5898
189634
SH
OTR
1
0
189634
0
NCR CORP NEW
COM
62886E108
285
9178
SH
SOLE
9178
0
0
NEKTAR THERAPEUTICS
COM
640268108
801
22503
SH
OTR
1
0
22503
0
NEKTAR THERAPEUTICS
COM
640268108
130
3648
SH
SOLE
3648
0
0
NEOGENOMICS INC
COM NEW
64049M209
3574
162883
SH
OTR
1
0
162883
0
NEOGENOMICS INC
COM NEW
64049M209
647
29500
SH
SOLE
29500
0
0
NETAPP INC
COM
64110D104
349
5664
SH
SOLE
5664
0
0
NETAPP INC
COM
64110D104
2017
32684
SH
OTR
1
0
32684
0
NETEASE INC
SPONSORED ADR
64110W102
1638
6402
SH
OTR
1
0
6402
0
NETEASE INC
SPONSORED ADR
64110W102
1867
7300
SH
SOLE
7300
0
0
NETFLIX INC
COM
64110L106
45218
123103
SH
OTR
1
0
123103
0
NETFLIX INC
COM
64110L106
3202
8718
SH
OTR
5
0
8718
0
NETFLIX INC
COM
64110L106
7709
20987
SH
SOLE
20987
0
0
NETSCOUT SYS INC
COM
64115T104
2763
108814
SH
OTR
1
0
108814
0
NETSCOUT SYS INC
COM
64115T104
490
19280
SH
SOLE
19280
0
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
5716
4340000
PRN
SOLE
4340000
0
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
98
75000
PRN
OTR
4
7000
68000
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
23743
18045000
PRN
OTR
1
0
18045000
0
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
732
683000
PRN
SOLE
683000
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
6372
638522
SH
OTR
1
0
638522
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1449
145213
SH
SOLE
145213
0
0
NEWELL BRANDS INC
COM
651229106
866
56158
SH
OTR
1
0
56158
0
NEWELL BRANDS INC
COM
651229106
134
8680
SH
SOLE
8680
0
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
5111
132858
SH
OTR
1
0
132858
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
697
18106
SH
SOLE
18106
0
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
14325
12861000
PRN
OTR
1
0
12861000
0
NEWPARK RES INC
NOTE 4.000%12/0
651718AE8
2805
2518000
PRN
SOLE
2518000
0
0
NEWS CORP NEW
CL A
65249B109
1338
99192
SH
OTR
1
0
99192
0
NEWS CORP NEW
CL A
65249B109
4
324
SH
OTR
5
0
324
0
NEWS CORP NEW
CL A
65249B109
189
14028
SH
SOLE
14028
0
0
NEWS CORP NEW
CL B
65249B208
973
69697
SH
OTR
1
0
69697
0
NEWS CORP NEW
CL B
65249B208
12
841
SH
OTR
5
0
841
0
NEWS CORP NEW
CL B
65249B208
280
20027
SH
SOLE
20027
0
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
803
19400
SH
OTR
1
0
19400
0
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
149
3600
SH
SOLE
3600
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
7631
75554
SH
OTR
1
0
75554
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
655
6489
SH
SOLE
6489
0
0
NEXTERA ENERGY INC
COM
65339F101
3418
16686
SH
SOLE
16686
0
0
NEXTERA ENERGY INC
COM
65339F101
16181
78985
SH
OTR
1
0
78985
0
NEXTERA ENERGY INC
COM
65339F101
271
1321
SH
OTR
5
0
1321
0
NEXTGEN HEALTHCARE INC
COM
65343C102
623
31292
SH
SOLE
31292
0
0
NEXTGEN HEALTHCARE INC
COM
65343C102
3447
173235
SH
OTR
1
0
173235
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
71336
41838000
PRN
OTR
1
0
41838000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
133
78000
PRN
OTR
4
8000
70000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
20815
12204000
PRN
SOLE
12204000
0
0
NIKE INC
CL B
654106103
22544
268543
SH
OTR
1
0
268543
0
NIKE INC
CL B
654106103
436
5191
SH
OTR
5
0
5191
0
NIKE INC
CL B
654106103
2995
35673
SH
SOLE
35673
0
0
NISOURCE INC
COM
65473P105
1387
48167
SH
OTR
1
0
48167
0
NISOURCE INC
COM
65473P105
236
8200
SH
SOLE
8200
0
0
NMI HLDGS INC
CL A
629209305
659
23200
SH
SOLE
23200
0
0
NMI HLDGS INC
CL A
629209305
3645
128382
SH
OTR
1
0
128382
0
NOBLE ENERGY INC
COM
655044105
1383
61738
SH
OTR
1
0
61738
0
NOBLE ENERGY INC
COM
655044105
228
10187
SH
SOLE
10187
0
0
NORDSTROM INC
COM
655664100
433
13577
SH
OTR
1
0
13577
0
NORDSTROM INC
COM
655664100
83
2591
SH
SOLE
2591
0
0
NORFOLK SOUTHERN CORP
COM
655844108
11370
57043
SH
OTR
1
0
57043
0
NORFOLK SOUTHERN CORP
COM
655844108
818
4102
SH
OTR
5
0
4102
0
NORFOLK SOUTHERN CORP
COM
655844108
1844
9249
SH
SOLE
9249
0
0
NORTHEAST BK LEWISTON ME
COM
66405S100
566
20523
SH
OTR
1
0
20523
0
NORTHEAST BK LEWISTON ME
COM
66405S100
97
3500
SH
SOLE
3500
0
0
NORTHERN TR CORP
COM
665859104
713
7925
SH
SOLE
7925
0
0
NORTHERN TR CORP
COM
665859104
4190
46557
SH
OTR
1
0
46557
0
NORTHROP GRUMMAN CORP
COM
666807102
2208
6833
SH
SOLE
6833
0
0
NORTHROP GRUMMAN CORP
COM
666807102
650
2013
SH
OTR
5
0
2013
0
NORTHROP GRUMMAN CORP
COM
666807102
14590
45155
SH
OTR
1
0
45155
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
10474
1800000
PRN
OTR
1
0
1800000
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
5255
903000
PRN
SOLE
903000
0
0
NRG ENERGY INC
COM NEW
629377508
12644
360036
SH
OTR
1
0
360036
0
NRG ENERGY INC
COM NEW
629377508
1858
52896
SH
OTR
5
0
52896
0
NRG ENERGY INC
COM NEW
629377508
2864
81549
SH
SOLE
81549
0
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
21862
20421000
PRN
OTR
1
0
20421000
0
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
4643
4337000
PRN
SOLE
4337000
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
322
6538
SH
SOLE
6538
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
1948
39500
SH
OTR
1
0
39500
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
11276
706091
SH
OTR
1
0
706091
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
1481
92754
SH
SOLE
92754
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
19313
19609000
PRN
OTR
1
0
19609000
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
3744
3801000
PRN
SOLE
3801000
0
0
NUCOR CORP
COM
670346105
2902
52673
SH
OTR
1
0
52673
0
NUCOR CORP
COM
670346105
422
7658
SH
SOLE
7658
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
4279
4571000
PRN
OTR
1
0
4571000
0
NUTANIX INC
NOTE 1/1
67059NAB4
1942
2074000
PRN
SOLE
2074000
0
0
NUVASIVE INC
COM
670704105
4282
73154
SH
OTR
1
0
73154
0
NUVASIVE INC
COM
670704105
779
13300
SH
SOLE
13300
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
4869
4278000
PRN
SOLE
4278000
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
88
78000
PRN
OTR
4
8000
70000
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
17251
15173000
PRN
OTR
1
0
15173000
0
NUVEEN AMT FREE MUN CR INC F
COM
67071L106
17938
1130278
SH
SOLE
1130278
0
0
NUVEEN AMT FREE QLTY MUN INC
COM
670657105
24791
1795140
SH
SOLE
1795140
0
0
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
2592
200000
SH
SOLE
200000
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
4068
300000
SH
SOLE
300000
0
0
NUVEEN MUNICIPAL CREDIT INC
COM SH BEN INT
67070X101
19928
1265291
SH
SOLE
1265291
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
1309
100000
SH
OTR
1
0
100000
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
7181
548590
SH
SOLE
548590
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
7685
563000
SH
SOLE
563000
0
0
NVIDIA CORP
COM
67066G104
1111
6766
SH
OTR
5
0
6766
0
NVIDIA CORP
COM
67066G104
3460
21071
SH
SOLE
21071
0
0
NVIDIA CORP
COM
67066G104
22839
139068
SH
OTR
1
0
139068
0
NVR INC
COM
62944T105
863
256
SH
OTR
5
0
256
0
NVR INC
COM
62944T105
974
289
SH
SOLE
289
0
0
NVR INC
COM
62944T105
12736
3779
SH
OTR
1
0
3779
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
12793
34639
SH
OTR
1
0
34639
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
134
362
SH
OTR
5
0
362
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
1646
4456
SH
SOLE
4456
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
15408
16814000
PRN
OTR
1
0
16814000
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
94
103000
PRN
OTR
4
10000
93000
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
2918
3181000
PRN
SOLE
3181000
0
0
OCCIDENTAL PETE CORP
COM
674599105
845
16807
SH
SOLE
16807
0
0
OCCIDENTAL PETE CORP
COM
674599105
6648
132218
SH
OTR
1
0
132218
0
OFFICE DEPOT INC
COM
676220106
274
132978
SH
SOLE
132978
0
0
OFFICE DEPOT INC
COM
676220106
1508
732265
SH
OTR
1
0
732265
0
OFG BANCORP
COM
67103X102
1351
56817
SH
OTR
1
0
56817
0
OFG BANCORP
COM
67103X102
254
10684
SH
SOLE
10684
0
0
OGE ENERGY CORP
COM
670837103
653
15345
SH
OTR
1
0
15345
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
29906
33437000
PRN
OTR
1
0
33437000
0
OIL STS INTL INC
NOTE 1.500% 2/1
678026AH8
10115
11309000
PRN
SOLE
11309000
0
0
OKTA INC
NOTE 0.250% 2/1
679295AB1
26758
10317000
PRN
OTR
1
0
10317000
0
OKTA INC
NOTE 0.250% 2/1
679295AB1
9135
3522000
PRN
SOLE
3522000
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
41
276
SH
SOLE
276
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
239
1600
SH
OTR
1
0
1600
0
OLD REP INTL CORP
COM
680223104
1075
48035
SH
SOLE
48035
0
0
OLD REP INTL CORP
COM
680223104
7150
319502
SH
OTR
1
0
319502
0
OLD REP INTL CORP
COM
680223104
274
12239
SH
OTR
5
0
12239
0
OLIN CORP
COM PAR $1
680665205
754
34400
SH
OTR
1
0
34400
0
OLIN CORP
COM PAR $1
680665205
128
5855
SH
SOLE
5855
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
6789
184726
SH
OTR
1
0
184726
0
OMEGA HEALTHCARE INVS INC
COM
681936100
387
10530
SH
OTR
5
0
10530
0
OMEGA HEALTHCARE INVS INC
COM
681936100
808
21986
SH
SOLE
21986
0
0
OMNICELL INC
COM
68213N109
4475
52021
SH
OTR
1
0
52021
0
OMNICELL INC
COM
68213N109
800
9300
SH
SOLE
9300
0
0
OMNICOM GROUP INC
COM
681919106
2099
25613
SH
OTR
5
0
25613
0
OMNICOM GROUP INC
COM
681919106
3148
38412
SH
SOLE
38412
0
0
OMNICOM GROUP INC
COM
681919106
17542
214055
SH
OTR
1
0
214055
0
OMNOVA SOLUTIONS INC
COM
682129101
675
108318
SH
OTR
1
0
108318
0
OMNOVA SOLUTIONS INC
COM
682129101
122
19600
SH
SOLE
19600
0
0
ON SEMICONDUCTOR CORP
COM
682189105
9627
476351
SH
OTR
1
0
476351
0
ON SEMICONDUCTOR CORP
COM
682189105
742
36690
SH
SOLE
36690
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
30983
25178000
PRN
OTR
1
0
25178000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
91
74000
PRN
OTR
4
7000
67000
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
7619
6189000
PRN
SOLE
6189000
0
0
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
2476
2028000
PRN
SOLE
2028000
0
0
ONEOK INC NEW
COM
682680103
4344
63124
SH
OTR
1
0
63124
0
ONEOK INC NEW
COM
682680103
726
10547
SH
SOLE
10547
0
0
ONESPAN INC
COM
68287N100
180
12733
SH
OTR
1
0
12733
0
ONESPAN INC
COM
68287N100
37
2600
SH
SOLE
2600
0
0
OPKO HEALTH INC
COM
68375N103
163
66881
SH
SOLE
66881
0
0
OPKO HEALTH INC
COM
68375N103
897
367469
SH
OTR
1
0
367469
0
ORACLE CORP
COM
68389X105
39751
697750
SH
OTR
1
0
697750
0
ORACLE CORP
COM
68389X105
4631
81283
SH
OTR
5
0
81283
0
ORACLE CORP
COM
68389X105
10623
186459
SH
SOLE
186459
0
0
ORRSTOWN FINL SVCS INC
COM
687380105
464
21101
SH
OTR
1
0
21101
0
ORRSTOWN FINL SVCS INC
COM
687380105
86
3892
SH
SOLE
3892
0
0
ORTHOFIX MED INC
COM
68752M108
1957
37000
SH
OTR
1
0
37000
0
ORTHOFIX MED INC
COM
68752M108
344
6500
SH
SOLE
6500
0
0
OSHKOSH CORP
COM
688239201
1491
17862
SH
OTR
5
0
17862
0
OSHKOSH CORP
COM
688239201
1847
22125
SH
SOLE
22125
0
0
OSHKOSH CORP
COM
688239201
10700
128154
SH
OTR
1
0
128154
0
OSI SYSTEMS INC
COM
671044105
1016
9025
SH
OTR
1
0
9025
0
OSI SYSTEMS INC
COM
671044105
203
1800
SH
SOLE
1800
0
0
OUTFRONT MEDIA INC
COM
69007J106
2453
95109
SH
OTR
1
0
95109
0
OUTFRONT MEDIA INC
COM
69007J106
267
10364
SH
SOLE
10364
0
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
869
462151
SH
OTR
1
0
462151
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
158
84051
SH
SOLE
84051
0
0
OWENS CORNING NEW
COM
690742101
1228
21096
SH
OTR
1
0
21096
0
OWENS CORNING NEW
COM
690742101
23
392
SH
SOLE
392
0
0
PACCAR INC
COM
693718108
519
7237
SH
OTR
5
0
7237
0
PACCAR INC
COM
693718108
3220
44938
SH
SOLE
44938
0
0
PACCAR INC
COM
693718108
8778
122492
SH
OTR
1
0
122492
0
PACIRA BIOSCIENCES
COM
695127100
657
15097
SH
SOLE
15097
0
0
PACIRA BIOSCIENCES
COM
695127100
3600
82788
SH
OTR
1
0
82788
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
18125
17667000
PRN
OTR
1
0
17667000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
52
51000
PRN
OTR
4
5000
46000
0
PACIRA BIOSCIENCES
NOTE 2.375% 4/0
695127AD2
5214
5080000
PRN
SOLE
5080000
0
0
PACKAGING CORP AMER
COM
695156109
3107
32597
SH
OTR
1
0
32597
0
PACKAGING CORP AMER
COM
695156109
406
4263
SH
OTR
5
0
4263
0
PACKAGING CORP AMER
COM
695156109
771
8088
SH
SOLE
8088
0
0
PALO ALTO NETWORKS INC
COM
697435105
12241
60075
SH
OTR
1
0
60075
0
PALO ALTO NETWORKS INC
COM
697435105
1023
5022
SH
SOLE
5022
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
506
24662
SH
OTR
1
0
24662
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
92
4507
SH
SOLE
4507
0
0
PARK HOTELS RESORTS INC
COM
700517105
4173
151409
SH
OTR
1
0
151409
0
PARK HOTELS RESORTS INC
COM
700517105
365
13240
SH
SOLE
13240
0
0
PARK OHIO HLDGS CORP
COM
700666100
1635
50173
SH
OTR
1
0
50173
0
PARK OHIO HLDGS CORP
COM
700666100
294
9009
SH
SOLE
9009
0
0
PARKER HANNIFIN CORP
COM
701094104
3471
20416
SH
OTR
1
0
20416
0
PARKER HANNIFIN CORP
COM
701094104
561
3300
SH
SOLE
3300
0
0
PATRICK INDS INC
COM
703343103
2038
41439
SH
OTR
1
0
41439
0
PATRICK INDS INC
COM
703343103
362
7351
SH
SOLE
7351
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
92
102000
PRN
OTR
4
10000
92000
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
8115
8901000
PRN
SOLE
8901000
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
27118
29780000
PRN
OTR
1
0
29780000
0
PATTERSON UTI ENERGY INC
COM
703481101
169
14710
SH
SOLE
14710
0
0
PATTERSON UTI ENERGY INC
COM
703481101
2580
224121
SH
OTR
1
0
224121
0
PAYCHEX INC
COM
704326107
3702
44993
SH
OTR
1
0
44993
0
PAYCHEX INC
COM
704326107
629
7643
SH
SOLE
7643
0
0
PAYCOM SOFTWARE INC
COM
70432V102
2824
12458
SH
OTR
1
0
12458
0
PAYCOM SOFTWARE INC
COM
70432V102
328
1445
SH
SOLE
1445
0
0
PAYLOCITY HLDG CORP
COM
70438V106
2288
24386
SH
OTR
1
0
24386
0
PAYLOCITY HLDG CORP
COM
70438V106
413
4400
SH
SOLE
4400
0
0
PAYPAL HLDGS INC
COM
70450Y103
10456
91349
SH
SOLE
91349
0
0
PAYPAL HLDGS INC
COM
70450Y103
48737
425798
SH
OTR
1
0
425798
0
PAYPAL HLDGS INC
COM
70450Y103
4380
38267
SH
OTR
5
0
38267
0
PBF ENERGY INC
CL A
69318G106
419
13373
SH
SOLE
13373
0
0
PBF ENERGY INC
CL A
69318G106
5046
161206
SH
OTR
1
0
161206
0
PC CONNECTION INC
COM
69318J100
388
11092
SH
OTR
1
0
11092
0
PC CONNECTION INC
COM
69318J100
70
2000
SH
SOLE
2000
0
0
PDF SOLUTIONS INC
COM
693282105
171
13000
SH
OTR
1
0
13000
0
PDF SOLUTIONS INC
COM
693282105
31
2400
SH
SOLE
2400
0
0
PEABODY ENERGY CORP NEW
COM
704551100
3736
155033
SH
OTR
1
0
155033
0
PEABODY ENERGY CORP NEW
COM
704551100
673
27915
SH
SOLE
27915
0
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
2551
90708
SH
OTR
1
0
90708
0
PEAPACK-GLADSTONE FINL CORP
COM
704699107
455
16176
SH
SOLE
16176
0
0
PENNYMAC MTG INVT TR
COM
70931T103
3299
151135
SH
OTR
1
0
151135
0
PENNYMAC MTG INVT TR
COM
70931T103
589
27000
SH
SOLE
27000
0
0
PEOPLES UTD FINL INC
COM
712704105
134
7974
SH
SOLE
7974
0
0
PEOPLES UTD FINL INC
COM
712704105
854
50912
SH
OTR
1
0
50912
0
PEPSICO INC
COM
713448108
49891
380467
SH
OTR
1
0
380467
0
PEPSICO INC
COM
713448108
5355
40838
SH
OTR
5
0
40838
0
PEPSICO INC
COM
713448108
13288
101332
SH
SOLE
101332
0
0
PERFICIENT INC
COM
71375U101
2363
68861
SH
OTR
1
0
68861
0
PERFICIENT INC
COM
71375U101
415
12100
SH
SOLE
12100
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
4778
119353
SH
OTR
1
0
119353
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
857
21400
SH
SOLE
21400
0
0
PERKINELMER INC
COM
714046109
207
2147
SH
SOLE
2147
0
0
PERKINELMER INC
COM
714046109
1379
14319
SH
OTR
1
0
14319
0
PERSPECTA INC
COM
715347100
1573
67183
SH
OTR
1
0
67183
0
PERSPECTA INC
COM
715347100
285
12179
SH
SOLE
12179
0
0
PFIZER INC
COM
717081103
44032
1016441
SH
OTR
1
0
1016441
0
PFIZER INC
COM
717081103
3518
81212
SH
OTR
5
0
81212
0
PFIZER INC
COM
717081103
10639
245599
SH
SOLE
245599
0
0
PG&E CORP
COM
69331C108
2297
100230
SH
OTR
1
0
100230
0
PG&E CORP
COM
69331C108
230
10043
SH
SOLE
10043
0
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
3202
100792
SH
OTR
1
0
100792
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
577
18162
SH
SOLE
18162
0
0
PHILIP MORRIS INTL INC
COM
718172109
1998
25444
SH
SOLE
25444
0
0
PHILIP MORRIS INTL INC
COM
718172109
20976
267105
SH
OTR
1
0
267105
0
PHILIP MORRIS INTL INC
COM
718172109
914
11640
SH
OTR
5
0
11640
0
PHILLIPS 66
COM
718546104
3204
34250
SH
SOLE
34250
0
0
PHILLIPS 66
COM
718546104
8537
91264
SH
OTR
1
0
91264
0
PHILLIPS 66
COM
718546104
307
3285
SH
OTR
5
0
3285
0
PHOTRONICS INC
COM
719405102
2267
276437
SH
OTR
1
0
276437
0
PHOTRONICS INC
COM
719405102
405
49400
SH
SOLE
49400
0
0
PHYSICIANS RLTY TR
COM
71943U104
678
38900
SH
OTR
1
0
38900
0
PHYSICIANS RLTY TR
COM
71943U104
122
7000
SH
SOLE
7000
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
10414
410168
SH
OTR
1
0
410168
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
1558
61379
SH
SOLE
61379
0
0
PINNACLE WEST CAP CORP
COM
723484101
326
3470
SH
SOLE
3470
0
0
PINNACLE WEST CAP CORP
COM
723484101
3240
34439
SH
OTR
1
0
34439
0
PINNACLE WEST CAP CORP
COM
723484101
31
330
SH
OTR
5
0
330
0
PIONEER MUN HIGH INCOME TR
COM SHS
723763108
1037
84969
SH
OTR
1
0
84969
0
PIONEER NAT RES CO
COM
723787107
569
3698
SH
SOLE
3698
0
0
PIONEER NAT RES CO
COM
723787107
3499
22742
SH
OTR
1
0
22742
0
PIVOTAL SOFTWARE INC
COM CL A
72582H107
1702
161165
SH
OTR
1
0
161165
0
PIVOTAL SOFTWARE INC
COM CL A
72582H107
215
20385
SH
SOLE
20385
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
1346
53900
SH
SOLE
53900
0
0
PLEXUS CORP
COM
729132100
839
14373
SH
OTR
1
0
14373
0
PLEXUS CORP
COM
729132100
146
2500
SH
SOLE
2500
0
0
PNC FINL SVCS GROUP INC
COM
693475105
10199
74293
SH
OTR
1
0
74293
0
PNC FINL SVCS GROUP INC
COM
693475105
1471
10712
SH
SOLE
10712
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
915
16896
SH
SOLE
16896
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
5080
93772
SH
OTR
1
0
93772
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
1421
52394
SH
OTR
1
0
52394
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
249
9196
SH
SOLE
9196
0
0
POST HLDGS INC
COM
737446104
12284
118152
SH
OTR
1
0
118152
0
POST HLDGS INC
COM
737446104
1255
12075
SH
OTR
5
0
12075
0
POST HLDGS INC
COM
737446104
2252
21656
SH
SOLE
21656
0
0
POTBELLY CORP
COM
73754Y100
394
77502
SH
OTR
1
0
77502
0
POTBELLY CORP
COM
73754Y100
72
14150
SH
SOLE
14150
0
0
POWELL INDS INC
COM
739128106
642
16900
SH
OTR
1
0
16900
0
POWELL INDS INC
COM
739128106
118
3100
SH
SOLE
3100
0
0
PPG INDS INC
COM
693506107
5917
50702
SH
OTR
1
0
50702
0
PPG INDS INC
COM
693506107
655
5611
SH
SOLE
5611
0
0
PPL CORP
COM
69351T106
4417
142449
SH
OTR
1
0
142449
0
PPL CORP
COM
69351T106
529
17059
SH
SOLE
17059
0
0
PPL CORP
COM
69351T106
1
23
SH
OTR
5
0
23
0
PRA HEALTH SCIENCES INC
COM
69354M108
14455
145793
SH
OTR
1
0
145793
0
PRA HEALTH SCIENCES INC
COM
69354M108
1379
13913
SH
OTR
5
0
13913
0
PRA HEALTH SCIENCES INC
COM
69354M108
1909
19257
SH
SOLE
19257
0
0
PREFERRED APT CMNTYS INC
COM
74039L103
736
49224
SH
OTR
1
0
49224
0
PREFERRED APT CMNTYS INC
COM
74039L103
144
9600
SH
SOLE
9600
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
1852
39200
SH
OTR
1
0
39200
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
335
7100
SH
SOLE
7100
0
0
PREFORMED LINE PRODS CO
COM
740444104
254
4567
SH
OTR
1
0
4567
0
PREFORMED LINE PRODS CO
COM
740444104
48
870
SH
SOLE
870
0
0
PRESIDIO INC
COM
74102M103
2662
194728
SH
OTR
1
0
194728
0
PRESIDIO INC
COM
74102M103
485
35475
SH
SOLE
35475
0
0
PRICE T ROWE GROUP INC
COM
74144T108
580
5286
SH
SOLE
5286
0
0
PRICE T ROWE GROUP INC
COM
74144T108
3503
31927
SH
OTR
1
0
31927
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
8602
5977000
PRN
OTR
1
0
5977000
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
140
97000
PRN
OTR
4
9000
88000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
37643
32836000
PRN
OTR
1
0
32836000
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
20697
18054000
PRN
SOLE
18054000
0
0
PRIMO WTR CORP
COM
74165N105
531
43200
SH
OTR
1
0
43200
0
PRIMO WTR CORP
COM
74165N105
103
8400
SH
SOLE
8400
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
266
4586
SH
SOLE
4586
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
4014
69307
SH
OTR
1
0
69307
0
PROCTER AND GAMBLE CO
COM
742718109
18547
169144
SH
SOLE
169144
0
0
PROCTER AND GAMBLE CO
COM
742718109
7119
64925
SH
OTR
5
0
64925
0
PROCTER AND GAMBLE CO
COM
742718109
58182
530617
SH
OTR
1
0
530617
0
PROGRESS SOFTWARE CORP
COM
743312100
3424
78506
SH
OTR
1
0
78506
0
PROGRESS SOFTWARE CORP
COM
743312100
621
14226
SH
SOLE
14226
0
0
PROGRESSIVE CORP OHIO
COM
743315103
24407
305351
SH
OTR
1
0
305351
0
PROGRESSIVE CORP OHIO
COM
743315103
2673
33441
SH
OTR
5
0
33441
0
PROGRESSIVE CORP OHIO
COM
743315103
5792
72460
SH
SOLE
72460
0
0
PROLOGIS INC
COM
74340W103
8719
108852
SH
OTR
1
0
108852
0
PROLOGIS INC
COM
74340W103
1191
14863
SH
SOLE
14863
0
0
PROPETRO HLDG CORP
COM
74347M108
691
33400
SH
SOLE
33400
0
0
PROPETRO HLDG CORP
COM
74347M108
3843
185644
SH
OTR
1
0
185644
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
1361
1346000
PRN
SOLE
1346000
0
0
PRUDENTIAL FINL INC
COM
744320102
750
7425
SH
OTR
5
0
7425
0
PRUDENTIAL FINL INC
COM
744320102
1892
18731
SH
SOLE
18731
0
0
PRUDENTIAL FINL INC
COM
744320102
9579
94843
SH
OTR
1
0
94843
0
PS BUSINESS PKS INC CALIF
COM
69360J107
4352
25821
SH
OTR
1
0
25821
0
PS BUSINESS PKS INC CALIF
COM
69360J107
809
4800
SH
SOLE
4800
0
0
PTC THERAPEUTICS INC
COM
69366J200
1835
40783
SH
OTR
1
0
40783
0
PTC THERAPEUTICS INC
COM
69366J200
339
7527
SH
SOLE
7527
0
0
PUBLIC STORAGE
COM
74460D109
16600
69699
SH
OTR
1
0
69699
0
PUBLIC STORAGE
COM
74460D109
2423
10175
SH
OTR
5
0
10175
0
PUBLIC STORAGE
COM
74460D109
3964
16644
SH
SOLE
16644
0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
6738
114550
SH
OTR
1
0
114550
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
876
14891
SH
SOLE
14891
0
0
PULTE GROUP INC
COM
745867101
17998
569191
SH
OTR
1
0
569191
0
PULTE GROUP INC
COM
745867101
1807
57160
SH
OTR
5
0
57160
0
PULTE GROUP INC
COM
745867101
4091
129383
SH
SOLE
129383
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
6558
6813000
PRN
OTR
1
0
6813000
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
2865
2977000
PRN
SOLE
2977000
0
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
15635
1234990
SH
SOLE
1234990
0
0
PVH CORP
COM
693656100
915
9671
SH
OTR
1
0
9671
0
PVH CORP
COM
693656100
147
1548
SH
SOLE
1548
0
0
Q2 HLDGS INC
COM
74736L109
252
3300
SH
SOLE
3300
0
0
Q2 HLDGS INC
COM
74736L109
1383
18110
SH
OTR
1
0
18110
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
571
399000
PRN
SOLE
399000
0
0
QEP RES INC
COM
74733V100
256
35387
SH
SOLE
35387
0
0
QEP RES INC
COM
74733V100
1257
173900
SH
OTR
1
0
173900
0
QORVO INC
COM
74736K101
13445
201854
SH
OTR
1
0
201854
0
QORVO INC
COM
74736K101
1797
26974
SH
OTR
5
0
26974
0
QORVO INC
COM
74736K101
2673
40126
SH
SOLE
40126
0
0
QUALCOMM INC
COM
747525103
19406
255103
SH
OTR
1
0
255103
0
QUALCOMM INC
COM
747525103
213
2803
SH
OTR
5
0
2803
0
QUALCOMM INC
COM
747525103
2400
31544
SH
SOLE
31544
0
0
QUALYS INC
COM
74758T303
1393
16000
SH
OTR
1
0
16000
0
QUALYS INC
COM
74758T303
253
2900
SH
SOLE
2900
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
3145
166472
SH
OTR
1
0
166472
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
565
29900
SH
SOLE
29900
0
0
QUANTA SVCS INC
COM
74762E102
126
3306
SH
SOLE
3306
0
0
QUANTA SVCS INC
COM
74762E102
754
19742
SH
OTR
1
0
19742
0
QUEST DIAGNOSTICS INC
COM
74834L100
1766
17346
SH
OTR
1
0
17346
0
QUEST DIAGNOSTICS INC
COM
74834L100
307
3017
SH
SOLE
3017
0
0
QUINSTREET INC
COM
74874Q100
802
50600
SH
OTR
1
0
50600
0
QUINSTREET INC
COM
74874Q100
159
10000
SH
SOLE
10000
0
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
14076
14543000
PRN
OTR
1
0
14543000
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
3605
3725000
PRN
SOLE
3725000
0
0
RADIAN GROUP INC
COM
750236101
914
40000
SH
SOLE
40000
0
0
RADIAN GROUP INC
COM
750236101
5071
221907
SH
OTR
1
0
221907
0
RADIANT LOGISTICS INC
COM
75025X100
980
159687
SH
OTR
1
0
159687
0
RADIANT LOGISTICS INC
COM
75025X100
182
29700
SH
SOLE
29700
0
0
RADIUS HEALTH INC
COM NEW
750469207
1329
54539
SH
OTR
1
0
54539
0
RADIUS HEALTH INC
COM NEW
750469207
242
9949
SH
SOLE
9949
0
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
1002
1104000
PRN
OTR
1
0
1104000
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
532
586000
PRN
SOLE
586000
0
0
RADNET INC
COM
750491102
348
25206
SH
OTR
1
0
25206
0
RADNET INC
COM
750491102
58
4186
SH
SOLE
4186
0
0
RALPH LAUREN CORP
CL A
751212101
9018
79387
SH
OTR
1
0
79387
0
RALPH LAUREN CORP
CL A
751212101
1542
13573
SH
OTR
5
0
13573
0
RALPH LAUREN CORP
CL A
751212101
3293
28993
SH
SOLE
28993
0
0
RAMBUS INC DEL
COM
750917106
624
51857
SH
OTR
1
0
51857
0
RAMBUS INC DEL
COM
750917106
110
9100
SH
SOLE
9100
0
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
16313
16548000
PRN
OTR
1
0
16548000
0
RAMBUS INC DEL
NOTE 1.375% 2/0
750917AG1
1744
1769000
PRN
SOLE
1769000
0
0
RAPID7 INC
COM
753422104
185
3200
SH
OTR
1
0
3200
0
RAPID7 INC
COM
753422104
35
600
SH
SOLE
600
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
8724
103183
SH
OTR
1
0
103183
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1245
14722
SH
OTR
5
0
14722
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
3256
38508
SH
SOLE
38508
0
0
RAYONIER INC
COM
754907103
529
17462
SH
SOLE
17462
0
0
RAYONIER INC
COM
754907103
2822
93149
SH
OTR
1
0
93149
0
RAYONIER INC
COM
754907103
112
3684
SH
OTR
5
0
3684
0
RAYTHEON CO
COM NEW
755111507
8872
51022
SH
OTR
1
0
51022
0
RAYTHEON CO
COM NEW
755111507
1233
7091
SH
SOLE
7091
0
0
RBB BANCORP
COM
74930B105
1829
94586
SH
OTR
1
0
94586
0
RBB BANCORP
COM
74930B105
328
16949
SH
SOLE
16949
0
0
REALOGY HLDGS CORP
COM
75605Y106
244
33756
SH
OTR
1
0
33756
0
REALOGY HLDGS CORP
COM
75605Y106
26
3600
SH
SOLE
3600
0
0
REALPAGE INC
NOTE 1.500%11/1
75606NAB5
652
434000
PRN
SOLE
434000
0
0
REALTY INCOME CORP
COM
756109104
4757
68974
SH
OTR
1
0
68974
0
REALTY INCOME CORP
COM
756109104
563
8168
SH
SOLE
8168
0
0
RED HAT INC
COM
756577102
4309
22947
SH
OTR
1
0
22947
0
RED HAT INC
COM
756577102
731
3894
SH
SOLE
3894
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
32659
12828000
PRN
OTR
1
0
12828000
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
19542
7669000
PRN
SOLE
7669000
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
244
96000
PRN
OTR
4
9000
87000
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
446
455000
PRN
SOLE
455000
0
0
REGAL BELOIT CORP
COM
758750103
2875
35182
SH
OTR
1
0
35182
0
REGAL BELOIT CORP
COM
758750103
172
2104
SH
SOLE
2104
0
0
REGENCY CTRS CORP
COM
758849103
1453
21773
SH
OTR
1
0
21773
0
REGENCY CTRS CORP
COM
758849103
248
3710
SH
SOLE
3710
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
8298
26512
SH
OTR
1
0
26512
0
REGENERON PHARMACEUTICALS
COM
75886F107
603
1928
SH
SOLE
1928
0
0
REGENXBIO INC
COM
75901B107
224
4357
SH
SOLE
4357
0
0
REGENXBIO INC
COM
75901B107
1249
24312
SH
OTR
1
0
24312
0
REGIONS FINL CORP NEW
COM
7591EP100
1954
130803
SH
OTR
1
0
130803
0
REGIONS FINL CORP NEW
COM
7591EP100
339
22683
SH
SOLE
22683
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
10332
66219
SH
OTR
1
0
66219
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1043
6685
SH
OTR
5
0
6685
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1937
12412
SH
SOLE
12412
0
0
RENASANT CORP
COM
75970E107
190
5300
SH
OTR
1
0
5300
0
RENASANT CORP
COM
75970E107
36
1000
SH
SOLE
1000
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
1227
77386
SH
OTR
1
0
77386
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
222
13990
SH
SOLE
13990
0
0
RENT A CTR INC NEW
COM
76009N100
3560
133671
SH
OTR
1
0
133671
0
RENT A CTR INC NEW
COM
76009N100
644
24200
SH
SOLE
24200
0
0
REPLIGEN CORP
COM
759916109
2863
33313
SH
OTR
1
0
33313
0
REPLIGEN CORP
COM
759916109
516
5998
SH
SOLE
5998
0
0
REPUBLIC BANCORP KY
CL A
760281204
1504
30231
SH
OTR
1
0
30231
0
REPUBLIC BANCORP KY
CL A
760281204
269
5411
SH
SOLE
5411
0
0
REPUBLIC SVCS INC
COM
760759100
9177
105921
SH
OTR
1
0
105921
0
REPUBLIC SVCS INC
COM
760759100
1205
13904
SH
OTR
5
0
13904
0
REPUBLIC SVCS INC
COM
760759100
2101
24253
SH
SOLE
24253
0
0
RESMED INC
COM
761152107
2259
18511
SH
OTR
1
0
18511
0
RESMED INC
COM
761152107
395
3235
SH
SOLE
3235
0
0
RETROPHIN INC
COM
761299106
1293
64373
SH
OTR
1
0
64373
0
RETROPHIN INC
COM
761299106
232
11527
SH
SOLE
11527
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
306
4200
SH
SOLE
4200
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
1786
24501
SH
OTR
1
0
24501
0
REXFORD INDL RLTY INC
COM
76169C100
2333
57800
SH
OTR
1
0
57800
0
REXFORD INDL RLTY INC
COM
76169C100
416
10300
SH
SOLE
10300
0
0
RINGCENTRAL INC
CL A
76680R206
2292
19946
SH
OTR
1
0
19946
0
RINGCENTRAL INC
CL A
76680R206
418
3635
SH
SOLE
3635
0
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
34369
22867000
PRN
OTR
1
0
22867000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
108
72000
PRN
OTR
4
7000
65000
0
RINGCENTRAL INC
NOTE 3/1
76680RAD9
10185
6772000
PRN
SOLE
6772000
0
0
RIVERVIEW BANCORP INC
COM
769397100
84
9894
SH
OTR
1
0
9894
0
RIVERVIEW BANCORP INC
COM
769397100
15
1700
SH
SOLE
1700
0
0
RMR GROUP INC
CL A
74967R106
1353
28809
SH
OTR
1
0
28809
0
RMR GROUP INC
CL A
74967R106
238
5070
SH
SOLE
5070
0
0
ROBERT HALF INTL INC
COM
770323103
11043
193705
SH
OTR
1
0
193705
0
ROBERT HALF INTL INC
COM
770323103
3231
56682
SH
SOLE
56682
0
0
ROBERT HALF INTL INC
COM
770323103
1353
23726
SH
OTR
5
0
23726
0
ROCKWELL AUTOMATION INC
COM
773903109
2667
16280
SH
OTR
1
0
16280
0
ROCKWELL AUTOMATION INC
COM
773903109
487
2973
SH
SOLE
2973
0
0
ROCKY BRANDS INC
COM
774515100
2137
78345
SH
OTR
1
0
78345
0
ROCKY BRANDS INC
COM
774515100
390
14279
SH
SOLE
14279
0
0
ROGERS CORP
COM
775133101
1519
8800
SH
OTR
1
0
8800
0
ROGERS CORP
COM
775133101
276
1600
SH
SOLE
1600
0
0
ROLLINS INC
COM
775711104
682
19027
SH
OTR
1
0
19027
0
ROLLINS INC
COM
775711104
110
3053
SH
SOLE
3053
0
0
ROPER TECHNOLOGIES INC
COM
776696106
8590
23454
SH
OTR
1
0
23454
0
ROPER TECHNOLOGIES INC
COM
776696106
947
2585
SH
SOLE
2585
0
0
ROSETTA STONE INC
COM
777780107
416
18200
SH
SOLE
18200
0
0
ROSETTA STONE INC
COM
777780107
2281
99711
SH
OTR
1
0
99711
0
ROSS STORES INC
COM
778296103
5302
53490
SH
OTR
1
0
53490
0
ROSS STORES INC
COM
778296103
881
8892
SH
SOLE
8892
0
0
RPC INC
COM
749660106
1194
165660
SH
OTR
1
0
165660
0
RPC INC
COM
749660106
71
9906
SH
SOLE
9906
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
841
830000
PRN
SOLE
830000
0
0
RTI SURGICAL HOLDINGS INC
COM
74975N105
738
173732
SH
OTR
1
0
173732
0
RTI SURGICAL HOLDINGS INC
COM
74975N105
132
31100
SH
SOLE
31100
0
0
RTW RETAILWINDS INC
COM
74980D100
28
16706
SH
SOLE
16706
0
0
RTW RETAILWINDS INC
COM
74980D100
157
92084
SH
OTR
1
0
92084
0
RUBICON PROJ INC
COM
78112V102
158
24800
SH
SOLE
24800
0
0
RUBICON PROJ INC
COM
78112V102
860
135200
SH
OTR
1
0
135200
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
171
6200
SH
OTR
1
0
6200
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
39
1400
SH
SOLE
1400
0
0
RUSH ENTERPRISES INC
CL A
781846209
349
9558
SH
OTR
1
0
9558
0
RUSH ENTERPRISES INC
CL A
781846209
60
1637
SH
SOLE
1637
0
0
RUSH ENTERPRISES INC
CL B
781846308
471
12756
SH
OTR
1
0
12756
0
RUSH ENTERPRISES INC
CL B
781846308
87
2348
SH
SOLE
2348
0
0
RYDER SYS INC
COM
783549108
595
10200
SH
OTR
1
0
10200
0
RYDER SYS INC
COM
783549108
731
12538
SH
SOLE
12538
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
806
9934
SH
SOLE
9934
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
4495
55435
SH
OTR
1
0
55435
0
S&P GLOBAL INC
COM
78409V104
7937
34842
SH
OTR
1
0
34842
0
S&P GLOBAL INC
COM
78409V104
1307
5737
SH
SOLE
5737
0
0
SABRE CORP
COM
78573M104
3167
142674
SH
OTR
1
0
142674
0
SABRE CORP
COM
78573M104
377
16974
SH
SOLE
16974
0
0
SALESFORCE COM INC
COM
79466L302
34557
227754
SH
OTR
1
0
227754
0
SALESFORCE COM INC
COM
79466L302
2321
15295
SH
OTR
5
0
15295
0
SALESFORCE COM INC
COM
79466L302
5276
34774
SH
SOLE
34774
0
0
SANDERSON FARMS INC
COM
800013104
4124
30200
SH
OTR
1
0
30200
0
SANDERSON FARMS INC
COM
800013104
751
5500
SH
SOLE
5500
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
1025
148182
SH
OTR
1
0
148182
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
186
26893
SH
SOLE
26893
0
0
SANFILIPPO JOHN B & SON INC
COM
800422107
3088
38750
SH
OTR
1
0
38750
0
SANFILIPPO JOHN B & SON INC
COM
800422107
550
6900
SH
SOLE
6900
0
0
SANGAMO THERAPEUTICS INC
COM
800677106
1033
95933
SH
OTR
1
0
95933
0
SANGAMO THERAPEUTICS INC
COM
800677106
188
17449
SH
SOLE
17449
0
0
SANMINA CORPORATION
COM
801056102
3372
111347
SH
OTR
1
0
111347
0
SANMINA CORPORATION
COM
801056102
613
20228
SH
SOLE
20228
0
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
12136
5446000
PRN
OTR
1
0
5446000
0
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
2801
1257000
PRN
SOLE
1257000
0
0
SB ONE BANCORP
COM
78413T103
172
7700
SH
OTR
1
0
7700
0
SB ONE BANCORP
COM
78413T103
29
1300
SH
SOLE
1300
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
1312
5836
SH
OTR
5
0
5836
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
3090
13743
SH
SOLE
13743
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
16060
71430
SH
OTR
1
0
71430
0
SCANSOURCE INC
COM
806037107
49
1500
SH
SOLE
1500
0
0
SCANSOURCE INC
COM
806037107
254
7800
SH
OTR
1
0
7800
0
SCHLUMBERGER LTD
COM
806857108
9363
235605
SH
OTR
1
0
235605
0
SCHLUMBERGER LTD
COM
806857108
1310
32972
SH
SOLE
32972
0
0
SCHNEIDER NATIONAL INC
CL B
80689H102
695
38100
SH
OTR
1
0
38100
0
SCHNEIDER NATIONAL INC
CL B
80689H102
123
6767
SH
SOLE
6767
0
0
SCHNITZER STL INDS
CL A
806882106
3279
125279
SH
OTR
1
0
125279
0
SCHNITZER STL INDS
CL A
806882106
594
22689
SH
SOLE
22689
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
234
2700
SH
OTR
1
0
2700
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
35
400
SH
SOLE
400
0
0
SCRIPPS E W CO OHIO
CL A NEW
811054402
2113
138399
SH
OTR
1
0
138399
0
SCRIPPS E W CO OHIO
CL A NEW
811054402
388
25400
SH
SOLE
25400
0
0
SEABOARD CORP
COM
811543107
943
228
SH
OTR
1
0
228
0
SEABOARD CORP
COM
811543107
199
48
SH
SOLE
48
0
0
SEALED AIR CORP NEW
COM
81211K100
860
20101
SH
OTR
1
0
20101
0
SEALED AIR CORP NEW
COM
81211K100
148
3459
SH
SOLE
3459
0
0
SEASPINE HLDGS CORP
COM
81255T108
1420
107183
SH
OTR
1
0
107183
0
SEASPINE HLDGS CORP
COM
81255T108
257
19400
SH
SOLE
19400
0
0
SEAWORLD ENTMT INC
COM
81282V100
3611
116470
SH
OTR
1
0
116470
0
SEAWORLD ENTMT INC
COM
81282V100
648
20911
SH
SOLE
20911
0
0
SELECT ENERGY SVCS INC
CL A COM
81617J301
639
55000
SH
OTR
1
0
55000
0
SELECT ENERGY SVCS INC
CL A COM
81617J301
103
8900
SH
SOLE
8900
0
0
SEMPRA ENERGY
COM
816851109
7802
56766
SH
OTR
1
0
56766
0
SEMPRA ENERGY
COM
816851109
1010
7350
SH
SOLE
7350
0
0
SENECA FOODS CORP NEW
CL A
817070501
86
3100
SH
SOLE
3100
0
0
SENECA FOODS CORP NEW
CL A
817070501
478
17167
SH
OTR
1
0
17167
0
SERVICE CORP INTL
COM
817565104
7699
164569
SH
OTR
1
0
164569
0
SERVICE CORP INTL
COM
817565104
545
11656
SH
SOLE
11656
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
4343
83379
SH
OTR
1
0
83379
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
497
9542
SH
SOLE
9542
0
0
SERVICENOW INC
COM
81762P102
5683
20699
SH
OTR
1
0
20699
0
SERVICENOW INC
COM
81762P102
452
1645
SH
SOLE
1645
0
0
SERVICENOW INC
NOTE 6/0
81762PAC6
13331
6422000
PRN
SOLE
6422000
0
0
SERVICENOW INC
NOTE 6/0
81762PAC6
39772
19165000
PRN
OTR
1
0
19165000
0
SERVICENOW INC
NOTE 6/0
81762PAC6
147
71000
PRN
OTR
4
7000
64000
0
SHERWIN WILLIAMS CO
COM
824348106
905
1974
SH
SOLE
1974
0
0
SHERWIN WILLIAMS CO
COM
824348106
5356
11687
SH
OTR
1
0
11687
0
SIGA TECHNOLOGIES INC
COM
826917106
2012
354207
SH
OTR
1
0
354207
0
SIGA TECHNOLOGIES INC
COM
826917106
362
63700
SH
SOLE
63700
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
3396
28101
SH
OTR
1
0
28101
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1648
13637
SH
SOLE
13637
0
0
SILGAN HOLDINGS INC
COM
827048109
4414
144233
SH
OTR
1
0
144233
0
SILGAN HOLDINGS INC
COM
827048109
361
11797
SH
SOLE
11797
0
0
SILICON LABORATORIES INC
COM
826919102
2151
20800
SH
OTR
1
0
20800
0
SILICON LABORATORIES INC
COM
826919102
372
3600
SH
SOLE
3600
0
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
31008
24882000
PRN
OTR
1
0
24882000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
41
33000
PRN
OTR
4
4000
29000
0
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
4293
3444000
PRN
SOLE
3444000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
10624
66498
SH
OTR
1
0
66498
0
SIMON PPTY GROUP INC NEW
COM
828806109
578
3619
SH
OTR
5
0
3619
0
SIMON PPTY GROUP INC NEW
COM
828806109
1597
9994
SH
SOLE
9994
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
8282
154432
SH
OTR
1
0
154432
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
756
14098
SH
SOLE
14098
0
0
SITE CENTERS CORP
COM
82981J109
3584
270674
SH
OTR
1
0
270674
0
SITE CENTERS CORP
COM
82981J109
429
32436
SH
SOLE
32436
0
0
SJW GROUP
COM
784305104
705
11603
SH
OTR
1
0
11603
0
SJW GROUP
COM
784305104
121
1999
SH
SOLE
1999
0
0
SKECHERS U S A INC
CL A
830566105
14287
453711
SH
OTR
1
0
453711
0
SKECHERS U S A INC
CL A
830566105
1972
62626
SH
SOLE
62626
0
0
SKECHERS U S A INC
CL A
830566105
926
29416
SH
OTR
5
0
29416
0
SKYWEST INC
COM
830879102
3391
55900
SH
OTR
1
0
55900
0
SKYWEST INC
COM
830879102
595
9800
SH
SOLE
9800
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
3461
44789
SH
OTR
1
0
44789
0
SKYWORKS SOLUTIONS INC
COM
83088M102
25
329
SH
OTR
5
0
329
0
SKYWORKS SOLUTIONS INC
COM
83088M102
312
4036
SH
SOLE
4036
0
0
SL GREEN RLTY CORP
COM
78440X101
875
10886
SH
OTR
1
0
10886
0
SL GREEN RLTY CORP
COM
78440X101
149
1850
SH
SOLE
1850
0
0
SLM CORP
COM
78442P106
5525
568452
SH
OTR
1
0
568452
0
SLM CORP
COM
78442P106
473
48709
SH
SOLE
48709
0
0
SMARTFINANCIAL INC
COM NEW
83190L208
472
21764
SH
OTR
1
0
21764
0
SMARTFINANCIAL INC
COM NEW
83190L208
87
4001
SH
SOLE
4001
0
0
SMITH A O CORP
COM
831865209
151
3196
SH
SOLE
3196
0
0
SMITH A O CORP
COM
831865209
859
18220
SH
OTR
1
0
18220
0
SMUCKER J M CO
COM NEW
832696405
7922
68769
SH
OTR
1
0
68769
0
SMUCKER J M CO
COM NEW
832696405
912
7918
SH
OTR
5
0
7918
0
SMUCKER J M CO
COM NEW
832696405
2029
17612
SH
SOLE
17612
0
0
SNAP ON INC
COM
833034101
1185
7152
SH
OTR
1
0
7152
0
SNAP ON INC
COM
833034101
203
1225
SH
SOLE
1225
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
913
39100
SH
OTR
1
0
39100
0
SONIC AUTOMOTIVE INC
CL A
83545G102
149
6400
SH
SOLE
6400
0
0
SOUTHERN CO
COM
842587107
2550
46135
SH
SOLE
46135
0
0
SOUTHERN CO
COM
842587107
630
11393
SH
OTR
5
0
11393
0
SOUTHERN CO
COM
842587107
11439
206920
SH
OTR
1
0
206920
0
SOUTHERN COPPER CORP
COM
84265V105
1756
45189
SH
OTR
1
0
45189
0
SOUTHERN NATL BANCORP OF VA
COM
843395104
312
20380
SH
OTR
1
0
20380
0
SOUTHERN NATL BANCORP OF VA
COM
843395104
55
3615
SH
SOLE
3615
0
0
SOUTHWEST AIRLS CO
COM
844741108
10323
203298
SH
OTR
1
0
203298
0
SOUTHWEST AIRLS CO
COM
844741108
1723
33927
SH
OTR
5
0
33927
0
SOUTHWEST AIRLS CO
COM
844741108
2544
50090
SH
SOLE
50090
0
0
SPARK ENERGY INC
CL A COM
846511103
2540
226964
SH
OTR
1
0
226964
0
SPARK ENERGY INC
CL A COM
846511103
457
40801
SH
SOLE
40801
0
0
SPARK THERAPEUTICS INC
COM
84652J103
390
3806
SH
SOLE
3806
0
0
SPARK THERAPEUTICS INC
COM
84652J103
2212
21603
SH
OTR
1
0
21603
0
SPDR GOLD TRUST
GOLD SHS
78463V107
25175
189000
SH
OTR
1
0
189000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
605728
2067332
SH
OTR
3
0
2067332
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
4054
13837
SH
OTR
5
0
13837
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
14708
50199
SH
SOLE
50199
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
26284
89705
SH
OTR
1
0
89705
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
22988
64831
SH
OTR
1
0
64831
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
885
2496
SH
SOLE
2496
0
0
SPDR SERIES TRUST
NUV HGHYLD MUN
78464A284
6343
108515
SH
SOLE
108515
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
902
104712
SH
OTR
1
0
104712
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
163
18887
SH
SOLE
18887
0
0
SPEEDWAY MOTORSPORTS INC
COM
847788106
50
2700
SH
SOLE
2700
0
0
SPEEDWAY MOTORSPORTS INC
COM
847788106
271
14600
SH
OTR
1
0
14600
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1618
19881
SH
SOLE
19881
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
9658
118691
SH
OTR
1
0
118691
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
1202
1179000
PRN
SOLE
1179000
0
0
SPRINT CORPORATION
COM
85207U105
942
143400
SH
OTR
1
0
143400
0
SPRINT CORPORATION
COM
85207U105
140
21282
SH
SOLE
21282
0
0
SPS COMMERCE INC
COM
78463M107
3179
31104
SH
OTR
1
0
31104
0
SPS COMMERCE INC
COM
78463M107
576
5632
SH
SOLE
5632
0
0
SQUARE INC
CL A
852234103
4842
66753
SH
OTR
1
0
66753
0
SQUARE INC
CL A
852234103
328
4523
SH
SOLE
4523
0
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
505
160000
PRN
SOLE
160000
0
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
6197
5171000
PRN
SOLE
5171000
0
0
SQUARE INC
NOTE 0.500% 5/1
852234AD5
11611
9689000
PRN
OTR
1
0
9689000
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
1945
33770
SH
OTR
1
0
33770
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
226
3918
SH
SOLE
3918
0
0
STANLEY BLACK & DECKER INC
COM
854502101
3427
23701
SH
OTR
1
0
23701
0
STANLEY BLACK & DECKER INC
COM
854502101
535
3700
SH
SOLE
3700
0
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
20388
199774
SH
OTR
1
0
199774
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
78
773
SH
OTR
4
75
698
0
STANLEY BLACK & DECKER INC
UNIT 05/15/2020
854502887
7450
72795
SH
SOLE
72795
0
0
STARBUCKS CORP
COM
855244109
40104
478391
SH
OTR
1
0
478391
0
STARBUCKS CORP
COM
855244109
3836
45756
SH
OTR
5
0
45756
0
STARBUCKS CORP
COM
855244109
9075
108252
SH
SOLE
108252
0
0
STATE AUTO FINL CORP
COM
855707105
109
3100
SH
SOLE
3100
0
0
STATE AUTO FINL CORP
COM
855707105
581
16600
SH
OTR
1
0
16600
0
STATE STR CORP
COM
857477103
473
8438
SH
SOLE
8438
0
0
STATE STR CORP
COM
857477103
2878
51344
SH
OTR
1
0
51344
0
STEEL DYNAMICS INC
COM
858119100
2797
92625
SH
OTR
1
0
92625
0
STEEL DYNAMICS INC
COM
858119100
242
8010
SH
SOLE
8010
0
0
STEELCASE INC
CL A
858155203
3648
213328
SH
OTR
1
0
213328
0
STEELCASE INC
CL A
858155203
655
38300
SH
SOLE
38300
0
0
STEPAN CO
COM
858586100
3747
40766
SH
OTR
1
0
40766
0
STEPAN CO
COM
858586100
671
7300
SH
SOLE
7300
0
0
STERLING BANCORP INC
COM
85917W102
591
59322
SH
OTR
1
0
59322
0
STERLING BANCORP INC
COM
85917W102
109
10900
SH
SOLE
10900
0
0
STERLING CONSTRUCTION CO INC
COM
859241101
3023
225226
SH
OTR
1
0
225226
0
STERLING CONSTRUCTION CO INC
COM
859241101
545
40600
SH
SOLE
40600
0
0
STEWART INFORMATION SVCS COR
COM
860372101
248
6118
SH
SOLE
6118
0
0
STEWART INFORMATION SVCS COR
COM
860372101
1351
33362
SH
OTR
1
0
33362
0
STRATEGIC ED INC
COM
86272C103
552
3100
SH
OTR
1
0
3100
0
STRATEGIC ED INC
COM
86272C103
107
600
SH
SOLE
600
0
0
STRYKER CORP
COM
863667101
16874
82078
SH
OTR
1
0
82078
0
STRYKER CORP
COM
863667101
18
89
SH
OTR
5
0
89
0
STRYKER CORP
COM
863667101
1801
8763
SH
SOLE
8763
0
0
SUN CMNTYS INC
COM
866674104
381
2973
SH
OTR
1
0
2973
0
SUN CMNTYS INC
COM
866674104
28
219
SH
SOLE
219
0
0
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
679
742000
PRN
SOLE
742000
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
3466
252798
SH
OTR
1
0
252798
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
617
45023
SH
SOLE
45023
0
0
SUNTRUST BKS INC
COM
867914103
5658
90025
SH
OTR
1
0
90025
0
SUNTRUST BKS INC
COM
867914103
617
9810
SH
SOLE
9810
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
320
245900
SH
OTR
1
0
245900
0
SUPERIOR ENERGY SVCS INC
COM
868157108
52
39800
SH
SOLE
39800
0
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
10206
10405000
PRN
OTR
1
0
10405000
0
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
1613
1645000
PRN
SOLE
1645000
0
0
SVB FINL GROUP
COM
78486Q101
1517
6755
SH
OTR
1
0
6755
0
SVB FINL GROUP
COM
78486Q101
267
1190
SH
SOLE
1190
0
0
SYKES ENTERPRISES INC
COM
871237103
473
17225
SH
OTR
1
0
17225
0
SYKES ENTERPRISES INC
COM
871237103
99
3600
SH
SOLE
3600
0
0
SYMANTEC CORP
COM
871503108
12163
558962
SH
OTR
1
0
558962
0
SYMANTEC CORP
COM
871503108
1101
50576
SH
OTR
5
0
50576
0
SYMANTEC CORP
COM
871503108
1635
75134
SH
SOLE
75134
0
0
SYNAPTICS INC
COM
87157D109
2335
80129
SH
OTR
1
0
80129
0
SYNAPTICS INC
COM
87157D109
418
14336
SH
SOLE
14336
0
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
574
641000
PRN
SOLE
641000
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
108
13600
SH
OTR
1
0
13600
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
19
2400
SH
SOLE
2400
0
0
SYNCHRONY FINL
COM
87165B103
24294
700727
SH
OTR
1
0
700727
0
SYNCHRONY FINL
COM
87165B103
2146
61889
SH
OTR
5
0
61889
0
SYNCHRONY FINL
COM
87165B103
4899
141305
SH
SOLE
141305
0
0
SYNEOS HEALTH INC
CL A
87166B102
781
15283
SH
SOLE
15283
0
0
SYNEOS HEALTH INC
CL A
87166B102
4335
84849
SH
OTR
1
0
84849
0
SYNOPSYS INC
COM
871607107
809
6287
SH
SOLE
6287
0
0
SYNOPSYS INC
COM
871607107
4835
37571
SH
OTR
1
0
37571
0
SYNOVUS FINL CORP
COM NEW
87161C501
745
21295
SH
OTR
1
0
21295
0
SYNOVUS FINL CORP
COM NEW
87161C501
789
22556
SH
SOLE
22556
0
0
SYSCO CORP
COM
871829107
11535
163113
SH
OTR
1
0
163113
0
SYSCO CORP
COM
871829107
1495
21144
SH
OTR
5
0
21144
0
SYSCO CORP
COM
871829107
2072
29297
SH
SOLE
29297
0
0
T MOBILE US INC
COM
872590104
1901
25641
SH
OTR
1
0
25641
0
T MOBILE US INC
COM
872590104
11
151
SH
SOLE
151
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
9357
238874
SH
SOLE
238874
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
11359
289982
SH
OTR
1
0
289982
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
6498
57237
SH
OTR
1
0
57237
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
785
6914
SH
SOLE
6914
0
0
TALOS ENERGY INC
COM
87484T108
68370
2842839
SH
OTR
1
0
2842839
0
TALOS ENERGY INC
COM
87484T108
149
6187
SH
OTR
5
0
6187
0
TALOS ENERGY INC
COM
87484T108
19804
823469
SH
SOLE
823469
0
0
TANDEM DIABETES CARE INC
COM NEW
875372203
4426
68600
SH
OTR
1
0
68600
0
TANDEM DIABETES CARE INC
COM NEW
875372203
800
12400
SH
SOLE
12400
0
0
TAPESTRY INC
COM
876030107
1188
37456
SH
OTR
1
0
37456
0
TAPESTRY INC
COM
876030107
205
6447
SH
SOLE
6447
0
0
TARGET CORP
COM
87612E106
4375
50517
SH
SOLE
50517
0
0
TARGET CORP
COM
87612E106
10820
124923
SH
OTR
1
0
124923
0
TARGET CORP
COM
87612E106
985
11374
SH
OTR
5
0
11374
0
TAUBMAN CTRS INC
COM
876664103
93
2288
SH
SOLE
2288
0
0
TAUBMAN CTRS INC
COM
876664103
877
21469
SH
OTR
1
0
21469
0
TAYLOR MORRISON HOME CORP
COM
87724P106
4005
191100
SH
OTR
1
0
191100
0
TAYLOR MORRISON HOME CORP
COM
87724P106
723
34500
SH
SOLE
34500
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
3757
75257
SH
OTR
1
0
75257
0
TD AMERITRADE HLDG CORP
COM
87236Y108
5
101
SH
SOLE
101
0
0
TECH DATA CORP
COM
878237106
3184
30441
SH
OTR
1
0
30441
0
TECH DATA CORP
COM
878237106
565
5400
SH
SOLE
5400
0
0
TEGNA INC
COM
87901J105
4430
292400
SH
OTR
1
0
292400
0
TEGNA INC
COM
87901J105
798
52700
SH
SOLE
52700
0
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
46458
31223000
PRN
OTR
1
0
31223000
0
TELADOC HEALTH INC
NOTE 1.375% 5/1
87918AAC9
10538
7082000
PRN
SOLE
7082000
0
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
115
68000
PRN
OTR
4
6000
62000
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
7029
4140000
PRN
OTR
1
0
4140000
0
TELADOC HEALTH INC
NOTE 3.000%12/1
87918AAB1
32
19000
PRN
SOLE
19000
0
0
TELARIA INC
COM
879181105
2470
328430
SH
OTR
1
0
328430
0
TELARIA INC
COM
879181105
444
59100
SH
SOLE
59100
0
0
TELEFLEX INC
COM
879369106
20011
60429
SH
OTR
1
0
60429
0
TELEFLEX INC
COM
879369106
337
1017
SH
SOLE
1017
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
4681
153973
SH
OTR
1
0
153973
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
466
15324
SH
SOLE
15324
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
89
4300
SH
SOLE
4300
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
444
21500
SH
OTR
1
0
21500
0
TERADATA CORP DEL
COM
88076W103
531
14803
SH
SOLE
14803
0
0
TERADATA CORP DEL
COM
88076W103
85
2381
SH
OTR
5
0
2381
0
TERADATA CORP DEL
COM
88076W103
8219
229261
SH
OTR
1
0
229261
0
TERADYNE INC
COM
880770102
14617
305101
SH
OTR
1
0
305101
0
TERADYNE INC
COM
880770102
1239
25863
SH
OTR
5
0
25863
0
TERADYNE INC
COM
880770102
2104
43912
SH
SOLE
43912
0
0
TERADYNE INC
NOTE 1.250%12/1
880770AG7
1344
827000
PRN
SOLE
827000
0
0
TERRENO RLTY CORP
COM
88146M101
1658
33800
SH
OTR
1
0
33800
0
TERRENO RLTY CORP
COM
88146M101
299
6100
SH
SOLE
6100
0
0
TERRITORIAL BANCORP INC
COM
88145X108
517
16745
SH
OTR
1
0
16745
0
TERRITORIAL BANCORP INC
COM
88145X108
91
2936
SH
SOLE
2936
0
0
TESLA INC
COM
88160R101
212
950
SH
OTR
1
0
950
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
2139
2252000
PRN
SOLE
2252000
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
1279
1299000
PRN
SOLE
1299000
0
0
TETRA TECH INC NEW
COM
88162G103
4854
61800
SH
OTR
1
0
61800
0
TETRA TECH INC NEW
COM
88162G103
872
11100
SH
SOLE
11100
0
0
TEXAS INSTRS INC
COM
882508104
21697
189060
SH
OTR
1
0
189060
0
TEXAS INSTRS INC
COM
882508104
404
3517
SH
OTR
5
0
3517
0
TEXAS INSTRS INC
COM
882508104
3097
26989
SH
SOLE
26989
0
0
TEXAS ROADHOUSE INC
COM
882681109
334
6215
SH
OTR
1
0
6215
0
TEXAS ROADHOUSE INC
COM
882681109
59
1100
SH
SOLE
1100
0
0
TEXTRON INC
COM
883203101
2937
55373
SH
OTR
1
0
55373
0
TEXTRON INC
COM
883203101
346
6529
SH
SOLE
6529
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
11823
294181
SH
OTR
1
0
294181
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
1310
32603
SH
SOLE
32603
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
324
8071
SH
OTR
5
0
8071
0
THE TRADE DESK INC
COM CL A
88339J105
888
3900
SH
OTR
1
0
3900
0
THE TRADE DESK INC
COM CL A
88339J105
159
700
SH
SOLE
700
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
27956
95193
SH
OTR
1
0
95193
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
3451
11750
SH
OTR
5
0
11750
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
6011
20468
SH
SOLE
20468
0
0
TIFFANY & CO NEW
COM
886547108
1306
13949
SH
OTR
1
0
13949
0
TIFFANY & CO NEW
COM
886547108
226
2415
SH
SOLE
2415
0
0
TIMKEN CO
COM
887389104
523
10182
SH
SOLE
10182
0
0
TIMKEN CO
COM
887389104
5886
114646
SH
OTR
1
0
114646
0
TIPTREE INC
COM
88822Q103
173
27479
SH
OTR
1
0
27479
0
TIPTREE INC
COM
88822Q103
31
4879
SH
SOLE
4879
0
0
TITAN MACHY INC
COM
88830R101
3316
161123
SH
OTR
1
0
161123
0
TITAN MACHY INC
COM
88830R101
602
29274
SH
SOLE
29274
0
0
TIVO CORP
COM
88870P106
421
57100
SH
OTR
1
0
57100
0
TIVO CORP
COM
88870P106
74
10100
SH
SOLE
10100
0
0
TJX COS INC NEW
COM
872540109
11151
210865
SH
OTR
1
0
210865
0
TJX COS INC NEW
COM
872540109
211
3991
SH
OTR
5
0
3991
0
TJX COS INC NEW
COM
872540109
1603
30314
SH
SOLE
30314
0
0
TOLL BROTHERS INC
COM
889478103
2303
62898
SH
SOLE
62898
0
0
TOLL BROTHERS INC
COM
889478103
15647
427280
SH
OTR
1
0
427280
0
TOLL BROTHERS INC
COM
889478103
1547
42240
SH
OTR
5
0
42240
0
TOPBUILD CORP
COM
89055F103
430
5200
SH
SOLE
5200
0
0
TOPBUILD CORP
COM
89055F103
2408
29100
SH
OTR
1
0
29100
0
TORCHMARK CORP
COM
891027104
1168
13057
SH
OTR
1
0
13057
0
TORCHMARK CORP
COM
891027104
174
1946
SH
SOLE
1946
0
0
TORO CO
COM
891092108
934
13968
SH
OTR
1
0
13968
0
TORO CO
COM
891092108
16
240
SH
SOLE
240
0
0
TOTAL SYS SVCS INC
COM
891906109
4518
35222
SH
OTR
1
0
35222
0
TOTAL SYS SVCS INC
COM
891906109
662
5161
SH
SOLE
5161
0
0
TOWER INTL INC
COM
891826109
837
42899
SH
OTR
1
0
42899
0
TOWER INTL INC
COM
891826109
153
7840
SH
SOLE
7840
0
0
TRACTOR SUPPLY CO
COM
892356106
2640
24264
SH
OTR
1
0
24264
0
TRACTOR SUPPLY CO
COM
892356106
410
3767
SH
SOLE
3767
0
0
TRANSDIGM GROUP INC
COM
893641100
604
1249
SH
SOLE
1249
0
0
TRANSDIGM GROUP INC
COM
893641100
3848
7953
SH
OTR
1
0
7953
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
17084
17212000
PRN
OTR
1
0
17212000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
29
29000
PRN
OTR
4
2000
27000
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
4083
4112000
PRN
SOLE
4112000
0
0
TRANSUNION
COM
89400J107
309
4200
SH
OTR
1
0
4200
0
TRANSUNION
COM
89400J107
46
622
SH
SOLE
622
0
0
TRAVELERS COMPANIES INC
COM
89417E109
12526
83776
SH
OTR
1
0
83776
0
TRAVELERS COMPANIES INC
COM
89417E109
2478
16576
SH
OTR
5
0
16576
0
TRAVELERS COMPANIES INC
COM
89417E109
3384
22633
SH
SOLE
22633
0
0
TRAVELZOO
COM NEW
89421Q205
2442
158140
SH
OTR
1
0
158140
0
TRAVELZOO
COM NEW
89421Q205
440
28492
SH
SOLE
28492
0
0
TREDEGAR CORP
COM
894650100
3056
183903
SH
OTR
1
0
183903
0
TREDEGAR CORP
COM
894650100
551
33175
SH
SOLE
33175
0
0
TREEHOUSE FOODS INC
COM
89469A104
12213
225755
SH
OTR
1
0
225755
0
TREEHOUSE FOODS INC
COM
89469A104
763
14095
SH
SOLE
14095
0
0
TRIBUNE MEDIA CO
CL A
896047503
1439
31135
SH
OTR
1
0
31135
0
TRIBUNE PUBG CO NEW
COM
89609W107
174
21883
SH
OTR
1
0
21883
0
TRIBUNE PUBG CO NEW
COM
89609W107
31
3912
SH
SOLE
3912
0
0
TRIMAS CORP
COM NEW
896215209
3366
108679
SH
OTR
1
0
108679
0
TRIMAS CORP
COM NEW
896215209
601
19400
SH
SOLE
19400
0
0
TRIPADVISOR INC
COM
896945201
231
4992
SH
OTR
5
0
4992
0
TRIPADVISOR INC
COM
896945201
654
14123
SH
SOLE
14123
0
0
TRIPADVISOR INC
COM
896945201
7655
165360
SH
OTR
1
0
165360
0
TRIPLE-S MGMT CORP
CL B
896749108
256
10745
SH
SOLE
10745
0
0
TRIPLE-S MGMT CORP
CL B
896749108
1433
60067
SH
OTR
1
0
60067
0
TRISTATE CAP HLDGS INC
COM
89678F100
1323
62006
SH
OTR
1
0
62006
0
TRISTATE CAP HLDGS INC
COM
89678F100
237
11100
SH
SOLE
11100
0
0
TRUEBLUE INC
COM
89785X101
2711
122895
SH
OTR
1
0
122895
0
TRUEBLUE INC
COM
89785X101
482
21831
SH
SOLE
21831
0
0
TTEC HLDGS INC
COM
89854H102
304
6520
SH
OTR
1
0
6520
0
TTEC HLDGS INC
COM
89854H102
56
1200
SH
SOLE
1200
0
0
TTM TECHNOLOGIES INC
COM
87305R109
453
44442
SH
OTR
1
0
44442
0
TTM TECHNOLOGIES INC
COM
87305R109
83
8100
SH
SOLE
8100
0
0
TURNING PT BRANDS INC
COM
90041L105
3349
68372
SH
OTR
1
0
68372
0
TURNING PT BRANDS INC
COM
90041L105
538
10988
SH
SOLE
10988
0
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
11110
5532000
PRN
OTR
1
0
5532000
0
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
5139
2559000
PRN
SOLE
2559000
0
0
TWITTER INC
COM
90184L102
15400
441269
SH
OTR
1
0
441269
0
TWITTER INC
COM
90184L102
3051
87411
SH
SOLE
87411
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
1507
1540000
PRN
SOLE
1540000
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
18501
18563000
PRN
OTR
1
0
18563000
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
5026
5043000
PRN
SOLE
5043000
0
0
TYSON FOODS INC
CL A
902494103
5381
66648
SH
SOLE
66648
0
0
TYSON FOODS INC
CL A
902494103
19982
247490
SH
OTR
1
0
247490
0
TYSON FOODS INC
CL A
902494103
2174
26929
SH
OTR
5
0
26929
0
U S CONCRETE INC
COM NEW
90333L201
2360
47500
SH
OTR
1
0
47500
0
U S CONCRETE INC
COM NEW
90333L201
417
8400
SH
SOLE
8400
0
0
UBER TECHNOLOGIES INC
COM
90353T100
1924
41490
SH
OTR
1
0
41490
0
UDR INC
COM
902653104
1927
42933
SH
OTR
1
0
42933
0
UDR INC
COM
902653104
273
6077
SH
SOLE
6077
0
0
UFP TECHNOLOGIES INC
COM
902673102
350
8400
SH
OTR
1
0
8400
0
UFP TECHNOLOGIES INC
COM
902673102
58
1400
SH
SOLE
1400
0
0
UGI CORP NEW
COM
902681105
1699
31819
SH
OTR
1
0
31819
0
UGI CORP NEW
COM
902681105
86
1614
SH
SOLE
1614
0
0
ULTA BEAUTY INC
COM
90384S303
829
2389
SH
SOLE
2389
0
0
ULTA BEAUTY INC
COM
90384S303
8790
25339
SH
OTR
1
0
25339
0
ULTA BEAUTY INC
COM
90384S303
143
413
SH
OTR
5
0
413
0
ULTRA CLEAN HLDGS INC
COM
90385V107
33
2400
SH
SOLE
2400
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
196
14100
SH
OTR
1
0
14100
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
2570
40480
SH
OTR
1
0
40480
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
463
7291
SH
SOLE
7291
0
0
UNDER ARMOUR INC
CL A
904311107
615
24272
SH
OTR
1
0
24272
0
UNDER ARMOUR INC
CL A
904311107
141
5579
SH
SOLE
5579
0
0
UNDER ARMOUR INC
CL C
904311206
557
25078
SH
OTR
1
0
25078
0
UNDER ARMOUR INC
CL C
904311206
48
2165
SH
SOLE
2165
0
0
UNION PACIFIC CORP
COM
907818108
5820
34416
SH
SOLE
34416
0
0
UNION PACIFIC CORP
COM
907818108
34002
201066
SH
OTR
1
0
201066
0
UNION PACIFIC CORP
COM
907818108
2275
13451
SH
OTR
5
0
13451
0
UNISYS CORP
COM NEW
909214306
230
23700
SH
OTR
1
0
23700
0
UNISYS CORP
COM NEW
909214306
43
4400
SH
SOLE
4400
0
0
UNITED CONTL HLDGS INC
COM
910047109
12444
142139
SH
OTR
1
0
142139
0
UNITED CONTL HLDGS INC
COM
910047109
813
9286
SH
OTR
5
0
9286
0
UNITED CONTL HLDGS INC
COM
910047109
2388
27272
SH
SOLE
27272
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
13244
128248
SH
OTR
1
0
128248
0
UNITED PARCEL SERVICE INC
CL B
911312106
112
1084
SH
OTR
5
0
1084
0
UNITED PARCEL SERVICE INC
CL B
911312106
1894
18342
SH
SOLE
18342
0
0
UNITED RENTALS INC
COM
911363109
9478
71461
SH
OTR
1
0
71461
0
UNITED RENTALS INC
COM
911363109
1084
8170
SH
OTR
5
0
8170
0
UNITED RENTALS INC
COM
911363109
1910
14399
SH
SOLE
14399
0
0
UNITED STATES CELLULAR CORP
COM
911684108
303
6772
SH
OTR
1
0
6772
0
UNITED STATES CELLULAR CORP
COM
911684108
30
667
SH
SOLE
667
0
0
UNITED STATES STL CORP NEW
COM
912909108
426
27800
SH
OTR
1
0
27800
0
UNITED STATES STL CORP NEW
COM
912909108
51
3339
SH
SOLE
3339
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
25297
194292
SH
OTR
1
0
194292
0
UNITED TECHNOLOGIES CORP
COM
913017109
499
3834
SH
OTR
5
0
3834
0
UNITED TECHNOLOGIES CORP
COM
913017109
3148
24178
SH
SOLE
24178
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
2711
34732
SH
OTR
1
0
34732
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
102
1308
SH
OTR
5
0
1308
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
288
3684
SH
SOLE
3684
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
3198
13104
SH
OTR
5
0
13104
0
UNITEDHEALTH GROUP INC
COM
91324P102
10027
41091
SH
SOLE
41091
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
53302
218443
SH
OTR
1
0
218443
0
UNIVERSAL CORP VA
COM
913456109
642
10567
SH
SOLE
10567
0
0
UNIVERSAL CORP VA
COM
913456109
3553
58460
SH
OTR
1
0
58460
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
6713
51483
SH
OTR
1
0
51483
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1996
15308
SH
OTR
5
0
15308
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
2245
17220
SH
SOLE
17220
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
1436
51466
SH
OTR
1
0
51466
0
UNIVERSAL INS HLDGS INC
COM
91359V107
264
9445
SH
SOLE
9445
0
0
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
575
25600
SH
OTR
1
0
25600
0
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
99
4400
SH
SOLE
4400
0
0
UNUM GROUP
COM
91529Y106
190
5661
SH
SOLE
5661
0
0
UNUM GROUP
COM
91529Y106
2177
64901
SH
OTR
1
0
64901
0
UPLAND SOFTWARE INC
COM
91544A109
91
2000
SH
SOLE
2000
0
0
UPLAND SOFTWARE INC
COM
91544A109
485
10661
SH
OTR
1
0
10661
0
URBAN OUTFITTERS INC
COM
917047102
576
25331
SH
OTR
1
0
25331
0
URBAN OUTFITTERS INC
COM
917047102
37
1644
SH
SOLE
1644
0
0
US BANCORP DEL
COM NEW
902973304
12646
241342
SH
OTR
1
0
241342
0
US BANCORP DEL
COM NEW
902973304
1891
36088
SH
SOLE
36088
0
0
V F CORP
COM
918204108
3856
44142
SH
OTR
1
0
44142
0
V F CORP
COM
918204108
643
7363
SH
SOLE
7363
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
14552
169980
SH
OTR
1
0
169980
0
VALERO ENERGY CORP NEW
COM
91913Y100
2487
29056
SH
OTR
5
0
29056
0
VALERO ENERGY CORP NEW
COM
91913Y100
5596
65371
SH
SOLE
65371
0
0
VALVOLINE INC
COM
92047W101
1501
76870
SH
OTR
1
0
76870
0
VALVOLINE INC
COM
92047W101
106
5449
SH
SOLE
5449
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
138
9800
SH
SOLE
9800
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
781
55422
SH
OTR
1
0
55422
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
456411
1695748
SH
OTR
3
0
1695748
0
VAREX IMAGING CORP
COM
92214X106
3442
112300
SH
OTR
1
0
112300
0
VAREX IMAGING CORP
COM
92214X106
619
20200
SH
SOLE
20200
0
0
VARIAN MED SYS INC
COM
92220P105
3819
28056
SH
OTR
1
0
28056
0
VARIAN MED SYS INC
COM
92220P105
628
4615
SH
SOLE
4615
0
0
VECTOR GROUP LTD
COM
92240M108
1610
165100
SH
OTR
1
0
165100
0
VECTOR GROUP LTD
COM
92240M108
266
27300
SH
SOLE
27300
0
0
VECTRUS INC
COM
92242T101
567
13979
SH
SOLE
13979
0
0
VECTRUS INC
COM
92242T101
3176
78303
SH
OTR
1
0
78303
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
486
545000
PRN
SOLE
545000
0
0
VEEVA SYS INC
CL A COM
922475108
6959
42928
SH
OTR
1
0
42928
0
VEEVA SYS INC
CL A COM
922475108
417
2575
SH
SOLE
2575
0
0
VENTAS INC
COM
92276F100
12233
178969
SH
OTR
1
0
178969
0
VENTAS INC
COM
92276F100
527
7707
SH
OTR
5
0
7707
0
VENTAS INC
COM
92276F100
1501
21955
SH
SOLE
21955
0
0
VERA BRADLEY INC
COM
92335C106
2098
174808
SH
OTR
1
0
174808
0
VERA BRADLEY INC
COM
92335C106
376
31322
SH
SOLE
31322
0
0
VEREIT INC
COM
92339V100
2199
244025
SH
OTR
1
0
244025
0
VEREIT INC
COM
92339V100
85
9419
SH
SOLE
9419
0
0
VERINT SYS INC
COM
92343X100
1670
31056
SH
OTR
1
0
31056
0
VERINT SYS INC
COM
92343X100
301
5588
SH
SOLE
5588
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
83
77000
PRN
OTR
4
8000
69000
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
11635
10807000
PRN
SOLE
10807000
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
36379
33813000
PRN
OTR
1
0
33813000
0
VERISIGN INC
COM
92343E102
12224
58441
SH
OTR
1
0
58441
0
VERISIGN INC
COM
92343E102
740
3537
SH
OTR
5
0
3537
0
VERISIGN INC
COM
92343E102
3960
18931
SH
SOLE
18931
0
0
VERISK ANALYTICS INC
COM
92345Y106
12587
85942
SH
OTR
1
0
85942
0
VERISK ANALYTICS INC
COM
92345Y106
1248
8520
SH
SOLE
8520
0
0
VERITIV CORP
COM
923454102
816
41995
SH
OTR
1
0
41995
0
VERITIV CORP
COM
923454102
153
7866
SH
SOLE
7866
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
48351
846337
SH
OTR
1
0
846337
0
VERIZON COMMUNICATIONS INC
COM
92343V104
15313
268034
SH
SOLE
268034
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
6017
105313
SH
OTR
5
0
105313
0
VERSO CORP
CL A
92531L207
698
36664
SH
OTR
1
0
36664
0
VERSO CORP
CL A
92531L207
136
7154
SH
SOLE
7154
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
7017
38264
SH
OTR
1
0
38264
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1162
6337
SH
SOLE
6337
0
0
VIACOM INC NEW
CL A
92553P102
2122
62217
SH
OTR
1
0
62217
0
VIACOM INC NEW
CL A
92553P102
289
8465
SH
SOLE
8465
0
0
VIACOM INC NEW
CL B
92553P201
10821
362259
SH
OTR
1
0
362259
0
VIACOM INC NEW
CL B
92553P201
645
21610
SH
OTR
5
0
21610
0
VIACOM INC NEW
CL B
92553P201
3006
100641
SH
SOLE
100641
0
0
VIAVI SOLUTIONS INC
COM
925550105
1446
108791
SH
OTR
1
0
108791
0
VIAVI SOLUTIONS INC
COM
925550105
258
19400
SH
SOLE
19400
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
55
47000
PRN
OTR
4
4000
43000
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
6923
5879000
PRN
SOLE
5879000
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
32017
27200000
PRN
OTR
1
0
27200000
0
VILLAGE SUPER MKT INC
CL A NEW
927107409
323
12200
SH
OTR
1
0
12200
0
VILLAGE SUPER MKT INC
CL A NEW
927107409
61
2300
SH
SOLE
2300
0
0
VISA INC
COM CL A
92826C839
80915
466233
SH
OTR
1
0
466233
0
VISA INC
COM CL A
92826C839
6067
34960
SH
OTR
5
0
34960
0
VISA INC
COM CL A
92826C839
15900
91619
SH
SOLE
91619
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
187
11299
SH
SOLE
11299
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
1039
62902
SH
OTR
1
0
62902
0
VISTRA ENERGY CORP
COM
92840M102
399
17773
SH
SOLE
17773
0
0
VISTRA ENERGY CORP
COM
92840M102
319
13918
SH
OTR
2
0
13918
0
VISTRA ENERGY CORP
COM
92840M102
4818
212820
SH
OTR
1
0
212820
0
VMWARE INC
CL A COM
928563402
6379
38148
SH
OTR
1
0
38148
0
VMWARE INC
CL A COM
928563402
1246
7453
SH
SOLE
7453
0
0
VOCERA COMMUNICATIONS INC
NOTE 1.500% 5/1
92857FAB3
222
185000
PRN
SOLE
185000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
1436
22410
SH
OTR
1
0
22410
0
VORNADO RLTY TR
SH BEN INT
929042109
272
4247
SH
SOLE
4247
0
0
VOYA FINL INC
COM
929089100
5908
106838
SH
OTR
1
0
106838
0
VOYA FINL INC
COM
929089100
1210
21885
SH
SOLE
21885
0
0
VULCAN MATLS CO
COM
929160109
575
4188
SH
SOLE
4188
0
0
VULCAN MATLS CO
COM
929160109
3924
28581
SH
OTR
1
0
28581
0
WABASH NATL CORP
COM
929566107
3354
206126
SH
OTR
1
0
206126
0
WABASH NATL CORP
COM
929566107
605
37200
SH
SOLE
37200
0
0
WABTEC CORP
COM
929740108
1499
20885
SH
OTR
1
0
20885
0
WABTEC CORP
COM
929740108
253
3524
SH
SOLE
3524
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
7681
140491
SH
OTR
1
0
140491
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1002
18323
SH
SOLE
18323
0
0
WALMART INC
COM
931142103
33253
300956
SH
OTR
1
0
300956
0
WALMART INC
COM
931142103
4303
38947
SH
OTR
5
0
38947
0
WALMART INC
COM
931142103
11429
103439
SH
SOLE
103439
0
0
WARRIOR MET COAL INC
COM
93627C101
3414
130714
SH
OTR
1
0
130714
0
WARRIOR MET COAL INC
COM
93627C101
610
23346
SH
SOLE
23346
0
0
WASTE MGMT INC DEL
COM
94106L109
14111
122307
SH
OTR
1
0
122307
0
WASTE MGMT INC DEL
COM
94106L109
5505
47718
SH
SOLE
47718
0
0
WASTE MGMT INC DEL
COM
94106L109
2651
22981
SH
OTR
5
0
22981
0
WATERS CORP
COM
941848103
2291
10644
SH
OTR
1
0
10644
0
WATERS CORP
COM
941848103
91
423
SH
OTR
5
0
423
0
WATERS CORP
COM
941848103
371
1724
SH
SOLE
1724
0
0
WAYFAIR INC
NOTE 0.375% 9/0
94419LAB7
770
508000
PRN
SOLE
508000
0
0
WEC ENERGY GROUP INC
COM
92939U106
10543
126466
SH
OTR
1
0
126466
0
WEC ENERGY GROUP INC
COM
92939U106
225
2697
SH
OTR
5
0
2697
0
WEC ENERGY GROUP INC
COM
92939U106
1450
17389
SH
SOLE
17389
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
12
422
SH
SOLE
422
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
481
17538
SH
OTR
1
0
17538
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1852
6495
SH
OTR
1
0
6495
0
WELLCARE HEALTH PLANS INC
COM
94946T106
332
1163
SH
SOLE
1163
0
0
WELLS FARGO CO NEW
COM
949746101
34886
737239
SH
OTR
1
0
737239
0
WELLS FARGO CO NEW
COM
949746101
2462
52039
SH
OTR
5
0
52039
0
WELLS FARGO CO NEW
COM
949746101
7962
168249
SH
SOLE
168249
0
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
31368
22960
SH
OTR
1
0
22960
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
72
53
SH
OTR
4
5
48
0
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
22729
16633
SH
SOLE
16633
0
0
WELLTOWER INC
COM
95040Q104
13115
160867
SH
OTR
1
0
160867
0
WELLTOWER INC
COM
95040Q104
101
1244
SH
OTR
5
0
1244
0
WELLTOWER INC
COM
95040Q104
1526
18719
SH
SOLE
18719
0
0
WESBANCO INC
COM
950810101
3891
100937
SH
OTR
1
0
100937
0
WESBANCO INC
COM
950810101
703
18225
SH
SOLE
18225
0
0
WESCO AIRCRAFT HLDGS INC
COM
950814103
2624
236400
SH
OTR
1
0
236400
0
WESCO AIRCRAFT HLDGS INC
COM
950814103
472
42500
SH
SOLE
42500
0
0
WESCO INTL INC
COM
95082P105
1022
20186
SH
OTR
1
0
20186
0
WESCO INTL INC
COM
95082P105
6
113
SH
SOLE
113
0
0
WESTERN DIGITAL CORP
COM
958102105
1814
38152
SH
OTR
1
0
38152
0
WESTERN DIGITAL CORP
COM
958102105
318
6681
SH
SOLE
6681
0
0
WESTERN UN CO
COM
959802109
2651
133276
SH
OTR
1
0
133276
0
WESTERN UN CO
COM
959802109
278
13966
SH
SOLE
13966
0
0
WESTROCK CO
COM
96145D105
313
8577
SH
SOLE
8577
0
0
WESTROCK CO
COM
96145D105
2279
62491
SH
OTR
1
0
62491
0
WEYERHAEUSER CO
COM
962166104
3038
115347
SH
OTR
1
0
115347
0
WEYERHAEUSER CO
COM
962166104
512
19431
SH
SOLE
19431
0
0
WHIRLPOOL CORP
COM
963320106
6923
48632
SH
OTR
1
0
48632
0
WHIRLPOOL CORP
COM
963320106
107
752
SH
OTR
5
0
752
0
WHIRLPOOL CORP
COM
963320106
664
4664
SH
SOLE
4664
0
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
970
1000000
PRN
OTR
1
0
1000000
0
WHITING PETE CORP NEW
NOTE 1.250% 4/0
966387AL6
1266
1305000
PRN
SOLE
1305000
0
0
WILLIAMS COS INC DEL
COM
969457100
6363
226922
SH
OTR
1
0
226922
0
WILLIAMS COS INC DEL
COM
969457100
854
30472
SH
SOLE
30472
0
0
WILLIAMS SONOMA INC
COM
969904101
1849
28443
SH
SOLE
28443
0
0
WILLIAMS SONOMA INC
COM
969904101
8343
128349
SH
OTR
1
0
128349
0
WILLIAMS SONOMA INC
COM
969904101
877
13496
SH
OTR
5
0
13496
0
WILLIS LEASE FINANCE CORP
COM
970646105
76
1300
SH
SOLE
1300
0
0
WILLIS LEASE FINANCE CORP
COM
970646105
432
7400
SH
OTR
1
0
7400
0
WINGSTOP INC
COM
974155103
663
7000
SH
OTR
1
0
7000
0
WINGSTOP INC
COM
974155103
114
1200
SH
SOLE
1200
0
0
WIX COM LTD
NOTE 7/0
92940WAB5
34197
27916000
PRN
OTR
1
0
27916000
0
WIX COM LTD
NOTE 7/0
92940WAB5
5963
4868000
PRN
SOLE
4868000
0
0
WOODWARD INC
COM
980745103
2824
24952
SH
OTR
1
0
24952
0
WOODWARD INC
COM
980745103
498
4400
SH
SOLE
4400
0
0
WORKDAY INC
CL A
98138H101
2042
9935
SH
OTR
1
0
9935
0
WORKDAY INC
CL A
98138H101
232
1130
SH
SOLE
1130
0
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
48388
32221000
PRN
OTR
1
0
32221000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
124
83000
PRN
OTR
4
8000
75000
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
15218
10128000
PRN
SOLE
10128000
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
1657
657000
PRN
SOLE
657000
0
0
WORKIVA INC
COM CL A
98139A105
1245
21427
SH
OTR
1
0
21427
0
WORKIVA INC
COM CL A
98139A105
221
3800
SH
SOLE
3800
0
0
WORLD FUEL SVCS CORP
COM
981475106
4078
113400
SH
OTR
1
0
113400
0
WORLD FUEL SVCS CORP
COM
981475106
730
20300
SH
SOLE
20300
0
0
WORLDPAY INC
CL A
981558109
3543
28910
SH
OTR
1
0
28910
0
WORLDPAY INC
CL A
981558109
49
397
SH
SOLE
397
0
0
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
5339
4938000
PRN
OTR
1
0
4938000
0
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
89
82000
PRN
OTR
4
8000
74000
0
WYNDHAM DESTINATIONS INC
COM
98310W108
266
6051
SH
SOLE
6051
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
2316
52765
SH
OTR
1
0
52765
0
WYNN RESORTS LTD
COM
983134107
623
5023
SH
SOLE
5023
0
0
WYNN RESORTS LTD
COM
983134107
3783
30508
SH
OTR
1
0
30508
0
XCEL ENERGY INC
COM
98389B100
10793
181421
SH
OTR
1
0
181421
0
XCEL ENERGY INC
COM
98389B100
1167
19614
SH
SOLE
19614
0
0
XENCOR INC
COM
98401F105
1669
40774
SH
OTR
1
0
40774
0
XENCOR INC
COM
98401F105
295
7206
SH
SOLE
7206
0
0
XENIA HOTELS & RESORTS INC
COM
984017103
3919
187974
SH
OTR
1
0
187974
0
XENIA HOTELS & RESORTS INC
COM
984017103
704
33787
SH
SOLE
33787
0
0
XEROX CORP
COM NEW
984121608
4136
116797
SH
SOLE
116797
0
0
XEROX CORP
COM NEW
984121608
16394
462986
SH
OTR
1
0
462986
0
XEROX CORP
COM NEW
984121608
1939
54753
SH
OTR
5
0
54753
0
XILINX INC
COM
983919101
4337
36781
SH
OTR
1
0
36781
0
XILINX INC
COM
983919101
709
6010
SH
SOLE
6010
0
0
XPERI CORP
COM
98421B100
2835
137699
SH
OTR
1
0
137699
0
XPERI CORP
COM
98421B100
510
24775
SH
SOLE
24775
0
0
XPO LOGISTICS INC
COM
983793100
12295
212688
SH
OTR
1
0
212688
0
XYLEM INC
COM
98419M100
1943
23229
SH
OTR
1
0
23229
0
XYLEM INC
COM
98419M100
313
3739
SH
SOLE
3739
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
224
55700
SH
OTR
1
0
55700
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
44
11000
SH
SOLE
11000
0
0
YUM BRANDS INC
COM
988498101
6148
55550
SH
OTR
1
0
55550
0
YUM BRANDS INC
COM
988498101
760
6869
SH
SOLE
6869
0
0
YUM CHINA HLDGS INC
COM
98850P109
17018
368345
SH
OTR
1
0
368345
0
YUM CHINA HLDGS INC
COM
98850P109
1095
23696
SH
SOLE
23696
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
5066
24184
SH
OTR
1
0
24184
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
266
1270
SH
SOLE
1270
0
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
5405
3521000
PRN
OTR
1
0
3521000
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
2754
1794000
PRN
SOLE
1794000
0
0
ZILLOW GROUP INC
NOTE 1.500% 7/0
98954MAC5
14293
14486000
PRN
OTR
1
0
14486000
0
ZILLOW GROUP INC
NOTE 1.500% 7/0
98954MAC5
1535
1556000
PRN
SOLE
1556000
0
0
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
5379
4753000
PRN
OTR
1
0
4753000
0
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
88
78000
PRN
OTR
4
8000
70000
0
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
1527
1346000
PRN
SOLE
1346000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
792
6724
SH
SOLE
6724
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
5847
49659
SH
OTR
1
0
49659
0
ZIONS BANCORPORATION N A
COM
989701107
1084
23568
SH
OTR
1
0
23568
0
ZIONS BANCORPORATION N A
COM
989701107
173
3771
SH
SOLE
3771
0
0
ZIX CORP
COM
98974P100
2561
281690
SH
OTR
1
0
281690
0
ZIX CORP
COM
98974P100
462
50868
SH
SOLE
50868
0
0
ZOETIS INC
CL A
98978V103
7478
65894
SH
OTR
1
0
65894
0
ZOETIS INC
CL A
98978V103
1241
10937
SH
SOLE
10937
0
0
ZSCALER INC
COM
98980G102
529
6900
SH
OTR
1
0
6900
0
ZSCALER INC
COM
98980G102
107
1400
SH
SOLE
1400
0
0
ZYNEX INC
COM
98986M103
790
87900
SH
OTR
1
0
87900
0
ZYNEX INC
COM
98986M103
145
16100
SH
SOLE
16100
0
0
ZYNGA INC
CL A
98986T108
230
37521
SH
SOLE
37521
0
0
ZYNGA INC
CL A
98986T108
1409
229800
SH
OTR
1
0
229800
0