Mackay Shields 13F-HR Quarterly holdings report by institutional manager

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
2U INC	COM	90214J101	664	7,900	SH		OTR	1	3,200	4,700	0
3M CO	COM	88579Y101	41,487	188,991	SH		OTR	1	42,047	146,944	0
ABBOTT LABS	COM	002824100	43,369	723,786	SH		OTR	1	217,933	505,853	0
ABBVIE INC	COM	00287Y109	69,341	732,607	SH		OTR	1	211,668	520,939	0
ABERCROMBIE & FITCH CO	CL A	002896207	4,336	179,100	SH		OTR	1	67,800	111,300	0
ACCELERON PHARMA INC	COM	00434H108	629	16,083	SH		OTR	1	6,481	9,602	0
ACCURAY INC	COM	004397105	827	165,400	SH		OTR	1	62,900	102,500	0
ACI WORLDWIDE INC	COM	004498101	757	31,900	SH		OTR	1	13,100	18,800	0
ACORDA THERAPEUTICS INC	COM	00484M106	486	20,570	SH		OTR	1	8,471	12,099	0
ACTIVISION BLIZZARD INC	COM	00507V109	8,624	127,837	SH		OTR	1	22,013	105,824	0
ACUITY BRANDS INC	COM	00508Y102	8,443	60,660	SH		OTR	1	11,008	49,652	0
ADOBE SYS INC	COM	00724F101	35,294	163,339	SH		OTR	1	28,318	135,021	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,475	12,442	SH		OTR	1	2,144	10,298	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	363	14,000	SH		OTR	1	5,700	8,300	0
ADVANCED ENERGY INDS	COM	007973100	4,690	73,400	SH		OTR	1	27,100	46,300	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,387	138,036	SH		OTR	1	23,769	114,267	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	1,818	1,240,000	PRN		SOLE		1,240,000	0	0
ADVANSIX INC	COM	00773T101	2,995	86,100	SH		OTR	1	37,900	48,200	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	16,219	12,747,000	PRN		OTR	1	3,191,000	9,556,000	0
AES CORP	COM	00130H105	10,014	880,755	SH		OTR	1	304,287	576,468	0
AETNA INC NEW	COM	00817Y108	10,782	63,801	SH		OTR	1	9,452	54,349	0
AFFILIATED MANAGERS GROUP	COM	008252108	5,864	30,930	SH		OTR	1	3,033	27,897	0
AFLAC INC	COM	001055102	26,767	611,668	SH		OTR	1	199,039	412,629	0
AGCO CORP	COM	001084102	13,099	201,987	SH		OTR	1	47,100	154,887	0
AGILENT TECHNOLOGIES INC	COM	00846U101	4,724	70,620	SH		OTR	1	10,980	59,640	0
AIR LEASE CORP	CL A	00912X302	494	11,581	SH		OTR	1	0	11,581	0
AIR LEASE CORP	NOTE 3.875%12/0	00912XAK0	53,185	35,664,000	PRN		OTR	1	7,456,000	28,208,000	0
AIR LEASE CORP	NOTE 3.875%12/0	00912XAK0	8,935	6,012,000	PRN		SOLE		5,000,000	0	1,012,000
AIR PRODS & CHEMS INC	COM	009158106	7,353	46,234	SH		OTR	1	6,319	39,915	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	32,475	457,525	SH		OTR	1	146,563	310,962	0
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	848	825,000	PRN		SOLE		825,000	0	0
ALASKA AIR GROUP INC	COM	011659109	1,283	20,713	SH		OTR	1	3,567	17,146	0
ALBEMARLE CORP	COM	012653101	1,725	18,600	SH		OTR	1	3,204	15,396	0
ALCOA CORP	COM	013872106	12,513	278,312	SH		OTR	1	17,754	260,558	0
ALDER BIOPHARMACEUTICALS INC	COM	014339105	460	36,220	SH		OTR	1	13,713	22,507	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	2,127	17,031	SH		OTR	1	2,932	14,099	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	13	103	SH		SOLE		0	0	103
ALEXION PHARMACEUTICALS INC	COM	015351109	5,713	51,257	SH		OTR	1	6,475	44,782	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	22,155	120,710	SH		OTR	1	16,710	104,000	0
ALIGN TECHNOLOGY INC	COM	016255101	3,051	12,148	SH		OTR	1	2,093	10,055	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	777	425,000	PRN		SOLE		425,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	18,494	86,884	SH		OTR	1	17,332	69,552	0
ALLIANT ENERGY CORP	COM	018802108	2,549	62,388	SH		OTR	1	10,203	52,185	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	1,690	42,506	SH		OTR	1	21,106	21,400	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	11,460	293,401	SH		OTR	1	16,007	277,394	0
ALLSTATE CORP	COM	020002101	24,808	261,693	SH		OTR	1	89,695	171,998	0
ALPHABET INC	CAP STK CL A	02079K305	132,165	127,432	SH		OTR	1	29,882	97,550	0
ALPHABET INC	CAP STK CL C	02079K107	117,905	114,272	SH		OTR	1	29,386	84,886	0
ALTRIA GROUP INC	COM	02209S103	25,526	409,603	SH		OTR	1	62,325	347,278	0
ALZA CORP	SDCV 7/2	02261WAB5	15,811	8,929,000	PRN		SOLE		8,929,000	0	0
AMAZON COM INC	COM	023135106	248,912	171,979	SH		OTR	1	39,821	132,158	0
AMERCO	COM	023586100	2,194	6,359	SH		OTR	1	359	6,000	0
AMEREN CORP	COM	023608102	13,922	245,841	SH		OTR	1	17,951	227,890	0
AMERICAN AIRLS GROUP INC	COM	02376R102	3,688	70,979	SH		OTR	1	12,239	58,740	0
AMERICAN EAGLE OUTFITTERS NE	COM	02553E106	11,476	575,817	SH		OTR	1	28,796	547,021	0
AMERICAN ELEC PWR INC	COM	025537101	14,416	210,171	SH		OTR	1	80,961	129,210	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	2,669	90,900	SH		OTR	1	35,400	55,500	0
AMERICAN EXPRESS CO	COM	025816109	13,065	140,064	SH		OTR	1	20,880	119,184	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	7,323	65,256	SH		OTR	1	5,989	59,267	0
AMERICAN INTL GROUP INC	COM NEW	026874784	9,742	179,013	SH		OTR	1	26,057	152,956	0
AMERICAN NATL INS CO	COM	028591105	631	5,393	SH		OTR	1	0	5,393	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	1,733	40,305	SH		OTR	1	16,305	24,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	3,394	3,390,000	PRN		OTR	1	800,000	2,590,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	26,363	26,085,000	PRN		OTR	1	10,085,000	16,000,000	0
AMERICAN STS WTR CO	COM	029899101	1,974	37,200	SH		OTR	1	15,200	22,000	0
AMERICAN TOWER CORP NEW	COM	03027X100	25,008	172,067	SH		OTR	1	80,078	91,989	0
AMERICAN TOWER CORP NEW	COM	03027X100	7	48	SH		SOLE		0	0	48
AMERICAN WTR WKS CO INC NEW	COM	030420103	2,466	30,024	SH		OTR	1	5,170	24,854	0
AMERIPRISE FINL INC	COM	03076C106	34,945	236,213	SH		OTR	1	55,234	180,979	0
AMERISOURCEBERGEN CORP	COM	03073E105	26,841	311,342	SH		OTR	1	84,428	226,914	0
AMETEK INC NEW	COM	031100100	2,956	38,904	SH		OTR	1	6,700	32,204	0
AMGEN INC	COM	031162100	38,479	225,707	SH		OTR	1	45,096	180,611	0
AMICUS THERAPEUTICS INC	COM	03152W109	993	66,032	SH		OTR	1	27,492	38,540	0
AMKOR TECHNOLOGY INC	COM	031652100	1,077	106,367	SH		OTR	1	54,467	51,900	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	4,294	229,000	SH		OTR	1	76,400	152,600	0
AMPHENOL CORP NEW	CL A	032095101	4,427	51,396	SH		OTR	1	8,852	42,544	0
ANADARKO PETE CORP	COM	032511107	7,348	121,636	SH		OTR	1	15,875	105,761	0
ANALOG DEVICES INC	COM	032654105	5,655	62,050	SH		OTR	1	10,686	51,364	0
ANALOGIC CORP	COM PAR $0.05	032657207	494	5,150	SH		OTR	1	2,150	3,000	0
ANAPTYSBIO INC	COM	032724106	739	7,100	SH		OTR	1	2,900	4,200	0
ANDEAVOR	COM	03349M105	14,711	146,295	SH		OTR	1	35,993	110,302	0
ANGIODYNAMICS INC	COM	03475V101	1,144	66,314	SH		OTR	1	34,214	32,100	0
ANI PHARMACEUTICALS INC	COM	00182C103	1,619	27,800	SH		OTR	1	6,400	21,400	0
ANIXTER INTL INC	COM	035290105	4,000	52,800	SH		OTR	1	21,900	30,900	0
ANSYS INC	COM	03662Q105	2,238	14,282	SH		OTR	1	2,459	11,823	0
ANTHEM INC	COM	036752103	30,330	138,050	SH		OTR	1	42,334	95,716	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	54,555	18,082,000	PRN		OTR	1	5,910,000	12,172,000	0
APACHE CORP	COM	037411105	2,467	64,121	SH		OTR	1	11,043	53,078	0
APARTMENT INVT & MGMT CO	CL A	03748R101	1,077	26,430	SH		OTR	1	4,551	21,879	0
APARTMENT INVT & MGMT CO	CL A	03748R101	9	230	SH		SOLE		0	0	230
APOLLO COML REAL EST FIN INC	COM	03762U105	1,487	82,686	SH		OTR	1	33,486	49,200	0
APPFOLIO INC	COM CL A	03783C100	1,789	43,800	SH		OTR	1	17,900	25,900	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	8,614	490,286	SH		OTR	1	27,194	463,092	0
APPLE INC	COM	037833100	332,905	1,984,177	SH		OTR	1	449,680	1,534,497	0
APPLIED MATLS INC	COM	038222105	36,824	662,183	SH		OTR	1	111,991	550,192	0
ARAMARK	COM	03852U106	550	13,902	SH		OTR	1	12,202	1,700	0
ARC DOCUMENT SOLUTIONS INC	COM	00191G103	213	96,900	SH		OTR	1	58,800	38,100	0
ARCBEST CORP	COM	03937C105	4,263	133,000	SH		OTR	1	48,500	84,500	0
ARCHER DANIELS MIDLAND CO	COM	039483102	22,128	510,217	SH		OTR	1	255,159	255,058	0
ARCHROCK INC	COM	03957W106	197	22,500	SH		SOLE		22,500	0	0
ARCONIC INC	COM	03965L100	6,070	263,444	SH		OTR	1	121,426	142,018	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	669	16,942	SH		OTR	1	6,959	9,983	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	1,291	1,260,000	PRN		SOLE		1,260,000	0	0
ARISTA NETWORKS INC	COM	040413106	3,252	12,736	SH		OTR	1	756	11,980	0
ARMSTRONG FLOORING INC	COM	04238R106	457	33,700	SH		OTR	1	20,500	13,200	0
ARRAY BIOPHARMA INC	COM	04269X105	1,134	69,500	SH		OTR	1	28,565	40,935	0
ASCENA RETAIL GROUP INC	COM	04351G101	830	412,900	SH		OTR	1	92,200	320,700	0
ASHFORD HOSPITALITY PRIME IN	COM	044102101	163	16,800	SH		OTR	1	6,700	10,100	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	1,475	228,402	SH		OTR	1	93,502	134,900	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	601	8,613	SH		OTR	1	0	8,613	0
ASPEN TECHNOLOGY INC	COM	045327103	2,138	27,100	SH		OTR	1	11,000	16,100	0
ASSURANT INC	COM	04621X108	3,600	39,386	SH		OTR	1	1,690	37,696	0
AT&T INC	COM	00206R102	75,866	2,128,077	SH		OTR	1	676,241	1,451,836	0
ATKORE INTL GROUP INC	COM	047649108	4,269	215,082	SH		OTR	1	82,482	132,600	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,555	4,878,000	PRN		SOLE		4,068,000	0	810,000
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	36,970	32,321,000	PRN		OTR	1	7,346,000	24,975,000	0
AUTODESK INC	COM	052769106	4,633	36,895	SH		OTR	1	6,354	30,541	0
AUTOHOME INC	SP ADR RP CL A	05278C107	1,160	13,500	SH		OTR	1	400	13,100	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	8,471	74,650	SH		OTR	1	12,855	61,795	0
AUTOZONE INC	COM	053332102	3,893	6,001	SH		OTR	1	1,042	4,959	0
AVALONBAY CMNTYS INC	COM	053484101	4,342	26,403	SH		OTR	1	4,166	22,237	0
AVALONBAY CMNTYS INC	COM	053484101	16	97	SH		SOLE		0	0	97
AVANGRID INC	COM	05351W103	879	17,193	SH		OTR	1	0	17,193	0
AVERY DENNISON CORP	COM	053611109	1,581	14,877	SH		OTR	1	2,561	12,316	0
AVEXIS INC	COM	05366U100	1,162	9,400	SH		OTR	1	3,800	5,600	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	258	10,500	SH		OTR	1	4,300	6,200	0
BAIDU INC	SPON ADR REP A	056752108	2,477	11,100	SH		OTR	1	400	10,700	0
BAKER HUGHES A GE CO	CL A	05722G100	3,428	123,428	SH		OTR	1	12,411	111,017	0
BALL CORP	COM	058498106	2,340	58,922	SH		OTR	1	10,146	48,776	0
BANCORP INC DEL	COM	05969A105	4,358	403,504	SH		OTR	1	142,004	261,500	0
BANK AMER CORP	7.25%CNV PFD L	060505682	41,270	32,066	SH		OTR	1	10,958	21,108	0
BANK AMER CORP	7.25%CNV PFD L	060505682	8,387	6,504	SH		SOLE		5,424	0	1,080
BANK AMER CORP	COM	060505104	119,831	3,995,712	SH		OTR	1	960,352	3,035,360	0
BANK COMM HLDGS	COM	06424J103	142	12,200	SH		OTR	1	5,100	7,100	0
BANK NEW YORK MELLON CORP	COM	064058100	12,207	236,898	SH		OTR	1	39,866	197,032	0
BANKWELL FINL GROUP INC	COM	06654A103	289	8,952	SH		OTR	1	3,652	5,300	0
BARNES & NOBLE ED INC	COM	06777U101	201	29,200	SH		SOLE		29,200	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	3,699	44,631	SH		OTR	1	16,931	27,700	0
BASSETT FURNITURE INDS INC	COM	070203104	813	26,798	SH		OTR	1	13,998	12,800	0
BAXTER INTL INC	COM	071813109	23,258	357,595	SH		OTR	1	153,831	203,764	0
BB&T CORP	COM	054937107	8,796	169,022	SH		OTR	1	22,597	146,425	0
BCB BANCORP INC	COM	055298103	211	13,500	SH		OTR	1	5,100	8,400	0
BEAZER HOMES USA INC	COM NEW	07556Q881	952	59,700	SH		OTR	1	29,600	30,100	0
BECTON DICKINSON & CO	COM	075887109	18,814	86,819	SH		OTR	1	26,106	60,713	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	22,788	390,981	SH		OTR	1	118,728	272,253	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	5,595	95,752	SH		SOLE		79,626	0	16,126
BEMIS INC	COM	081437105	391	8,974	SH		OTR	1	0	8,974	0
BENCHMARK ELECTRS INC	COM	08160H101	394	13,200	SH		OTR	1	5,400	7,800	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	110,774	555,315	SH		OTR	1	168,539	386,776	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	3,219	84,824	SH		OTR	1	34,324	50,500	0
BERRY GLOBAL GROUP INC	COM	08579W103	6,537	119,275	SH		OTR	1	11,628	107,647	0
BEST BUY INC	COM	086516101	38,919	556,064	SH		OTR	1	129,023	427,041	0
BGC PARTNERS INC	CL A	05541T101	14,111	1,049,135	SH		OTR	1	45,821	1,003,314	0
BIO RAD LABS INC	CL A	090572207	3,337	13,342	SH		OTR	1	942	12,400	0
BIOGEN INC	COM	09062X103	18,264	66,702	SH		OTR	1	18,156	48,546	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.750%10/1	09061GAE1	35,234	34,378,000	PRN		OTR	1	5,575,000	28,803,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.750%10/1	09061GAE1	4,720	4,628,000	PRN		SOLE		3,843,000	0	785,000
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	1,657	1,498,000	PRN		SOLE		1,498,000	0	0
BITAUTO HLDGS LTD	SPONSORED ADS	091727107	260	12,300	SH		OTR	1	1,700	10,600	0
BJS RESTAURANTS INC	COM	09180C106	2,750	61,251	SH		OTR	1	24,851	36,400	0
BLACKBAUD INC	COM	09227Q100	743	7,300	SH		OTR	1	2,900	4,400	0
BLACKHAWK NETWORK HLDGS INC	NOTE 1.500% 1/1	09238EAB0	29,769	26,895,000	PRN		OTR	1	5,253,000	21,642,000	0
BLACKHAWK NETWORK HLDGS INC	NOTE 1.500% 1/1	09238EAB0	5,417	4,911,000	PRN		SOLE		4,094,000	0	817,000
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,664	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	13,071	24,128	SH		OTR	1	3,582	20,546	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	926	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,574	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	10,488	800,000	SH		SOLE		800,000	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	1,778	132,807	SH		SOLE		132,807	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	121	10,000	SH		SOLE		10,000	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,006	451,928	SH		SOLE		451,928	0	0
BLOCK H & R INC	COM	093671105	5,349	210,512	SH		OTR	1	33,671	176,841	0
BLOOMIN BRANDS INC	COM	094235108	4,283	176,381	SH		OTR	1	76,804	99,577	0
BLUCORA INC	COM	095229100	848	34,479	SH		OTR	1	13,879	20,600	0
BLUE BIRD CORP	COM	095306106	315	13,300	SH		OTR	1	5,300	8,000	0
BLUEBIRD BIO INC	COM	09609G100	2,502	14,655	SH		OTR	1	5,938	8,717	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	1,311	14,300	SH		OTR	1	6,000	8,300	0
BOEING CO	COM	097023105	100,442	306,338	SH		OTR	1	79,297	227,041	0
BOOKING HLDGS INC	COM	09857L108	23,190	11,147	SH		OTR	1	2,623	8,524	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	6,435	166,199	SH		OTR	1	7,999	158,200	0
BORGWARNER INC	COM	099724106	1,676	33,359	SH		OTR	1	5,744	27,615	0
BOSTON PROPERTIES INC	COM	101121101	3,201	25,976	SH		OTR	1	4,474	21,502	0
BOSTON PROPERTIES INC	COM	101121101	5	40	SH		SOLE		0	0	40
BOSTON SCIENTIFIC CORP	COM	101137107	6,315	231,137	SH		OTR	1	39,802	191,335	0
BOTTOMLINE TECH DEL INC	COM	101388106	996	25,700	SH		OTR	1	10,400	15,300	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	928	58,410	SH		OTR	1	0	58,410	0
BRIDGE BANCORP INC	COM	108035106	532	15,843	SH		OTR	1	6,353	9,490	0
BRIGGS & STRATTON CORP	COM	109043109	1,280	59,800	SH		OTR	1	24,500	35,300	0
BRIGHTHOUSE FINL INC	COM	10922N103	2,350	45,715	SH		OTR	1	2,776	42,939	0
BRISTOL MYERS SQUIBB CO	COM	110122108	19,726	311,867	SH		OTR	1	53,172	258,695	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	459	415,000	PRN		SOLE		415,000	0	0
BROOKS AUTOMATION INC	COM	114340102	200	7,400	SH		SOLE		7,400	0	0
BROWN FORMAN CORP	CL B	115637209	2,394	44,000	SH		OTR	1	7,577	36,423	0
BRUKER CORP	COM	116794108	1,332	44,509	SH		OTR	1	2,509	42,000	0
BRUNSWICK CORP	COM	117043109	9,464	159,347	SH		OTR	1	9,159	150,188	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	3,835	193,300	SH		OTR	1	68,600	124,700	0
BURLINGTON STORES INC	COM	122017106	656	4,926	SH		OTR	1	860	4,066	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	2,199	23,467	SH		OTR	1	4,042	19,425	0
CA INC	COM	12673P105	18,261	538,668	SH		OTR	1	120,012	418,656	0
CABOT OIL & GAS CORP	COM	127097103	1,867	77,846	SH		OTR	1	13,404	64,442	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,748	47,526	SH		OTR	1	8,184	39,342	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	15,897	9,094,000	PRN		OTR	1	2,737,000	6,357,000	0
CALAMP CORP	COM	128126109	1,387	60,600	SH		OTR	1	24,600	36,000	0
CALIFORNIA WTR SVC GROUP	COM	130788102	779	20,900	SH		OTR	1	8,400	12,500	0
CAMPBELL SOUP CO	COM	134429109	1,402	32,372	SH		OTR	1	5,573	26,799	0
CANNAE HLDGS INC	COM	13765N107	1,905	101,000	SH		OTR	1	40,900	60,100	0
CAPITAL ONE FINL CORP	COM	14040H105	9,353	97,610	SH		OTR	1	14,050	83,560	0
CARBONITE INC	COM	141337105	1,428	49,600	SH		OTR	1	17,700	31,900	0
CARDINAL HEALTH INC	COM	14149Y108	3,352	53,485	SH		OTR	1	9,119	44,366	0
CARE COM INC	COM	141633107	3,507	215,524	SH		OTR	1	76,824	138,700	0
CARLISLE COS INC	COM	142339100	8,673	83,065	SH		OTR	1	3,009	80,056	0
CARMAX INC	COM	143130102	1,901	30,691	SH		OTR	1	5,286	25,405	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	22,609	344,759	SH		OTR	1	156,862	187,897	0
CARRIAGE SVCS INC	NOTE 2.750% 3/1	143905AM9	30,647	23,294,000	PRN		OTR	1	5,124,000	18,170,000	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	2,613	233,316	SH		OTR	1	97,216	136,100	0
CARTER INC	COM	146229109	22,042	211,740	SH		OTR	1	51,858	159,882	0
CATALENT INC	COM	148806102	5,734	139,644	SH		OTR	1	48,619	91,025	0
CATERPILLAR INC DEL	COM	149123101	29,909	202,938	SH		OTR	1	37,361	165,577	0
CATO CORP NEW	CL A	149205106	445	30,200	SH		OTR	1	12,300	17,900	0
CBOE GLOBAL MARKETS INC	COM	12503M108	3,007	26,350	SH		OTR	1	5,276	21,074	0
CBRE GROUP INC	CL A	12504L109	2,401	50,855	SH		OTR	1	8,758	42,097	0
CBS CORP NEW	CL B	124857202	3,007	58,506	SH		OTR	1	10,069	48,437	0
CDW CORP	COM	12514G108	17,336	246,562	SH		OTR	1	34,497	212,065	0
CELGENE CORP	COM	151020104	24,137	270,562	SH		OTR	1	65,039	205,523	0
CENTENE CORP DEL	COM	15135B101	46,698	436,957	SH		OTR	1	102,338	334,619	0
CENTERPOINT ENERGY INC	COM	15189T107	13,728	501,012	SH		OTR	1	48,946	452,066	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	627	32,063	SH		OTR	1	14,063	18,000	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	714	8,993	SH		OTR	1	3,693	5,300	0
CENTURY CASINOS INC	COM	156492100	457	61,272	SH		OTR	1	36,135	25,137	0
CENTURYLINK INC	COM	156700106	2,690	163,741	SH		OTR	1	28,196	135,545	0
CERNER CORP	COM	156782104	13,278	228,933	SH		OTR	1	21,800	207,133	0
CF INDS HLDGS INC	COM	125269100	30,773	815,616	SH		OTR	1	183,187	632,429	0
CHARLES RIV LABS INTL INC	COM	159864107	1,324	12,401	SH		OTR	1	1,124	11,277	0
CHART INDS INC	NOTE 2.000% 8/0	16115QAC4	3,267	3,219,000	PRN		SOLE		2,683,000	0	536,000
CHARTER COMMUNICATIONS INC N	CL A	16119P108	16,367	52,589	SH		OTR	1	6,279	46,310	0
CHARTER FINL CORP MD	COM	16122W108	707	34,690	SH		OTR	1	14,390	20,300	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	762	975,000	PRN		SOLE		975,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	1,559	88,900	SH		OTR	1	35,800	53,100	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	1,459	1,685,000	PRN		SOLE		1,685,000	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	437	15,699	SH		OTR	1	6,399	9,300	0
CHEVRON CORP NEW	COM	166764100	89,444	784,319	SH		OTR	1	258,040	526,279	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	2,036	6,302	SH		OTR	1	840	5,462	0
CHURCH & DWIGHT INC	COM	171340102	2,071	41,128	SH		OTR	1	7,100	34,028	0
CIENA CORP	NOTE 3.750%10/1	171779AJ0	1,096	830,000	PRN		SOLE		830,000	0	0
CIGNA CORPORATION	COM	125509109	33,761	201,267	SH		OTR	1	52,130	149,137	0
CIMAREX ENERGY CO	COM	171798101	1,499	16,033	SH		OTR	1	2,760	13,273	0
CINCINNATI FINL CORP	COM	172062101	9,741	131,179	SH		OTR	1	9,012	122,167	0
CINTAS CORP	COM	172908105	2,542	14,901	SH		OTR	1	2,495	12,406	0
CISCO SYS INC	COM	17275R102	51,556	1,202,041	SH		OTR	1	279,734	922,307	0
CIT GROUP INC	COM NEW	125581801	10,372	201,398	SH		OTR	1	12,290	189,108	0
CITI TRENDS INC	COM	17306X102	1,110	35,900	SH		OTR	1	14,500	21,400	0
CITIGROUP INC	COM NEW	172967424	56,677	839,656	SH		OTR	1	275,668	563,988	0
CITIZENS FINL GROUP INC	COM	174610105	8,164	194,480	SH		OTR	1	20,544	173,936	0
CITRIX SYS INC	COM	177376100	5,397	58,152	SH		OTR	1	5,913	52,239	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	28,327	21,478,000	PRN		OTR	1	7,574,000	13,904,000	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	6,037	4,586,000	PRN		SOLE		3,825,000	0	761,000
CIVITAS SOLUTIONS INC	COM	17887R102	333	21,600	SH		OTR	1	12,000	9,600	0
CLEAN HARBORS INC	COM	184496107	941	19,277	SH		OTR	1	2,256	17,021	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	7,746	7,162,000	PRN		OTR	1	2,234,000	4,928,000	0
CLOROX CO DEL	COM	189054109	2,888	21,700	SH		OTR	1	3,735	17,965	0
CLOUD PEAK ENERGY INC	COM	18911Q102	982	337,500	SH		OTR	1	172,100	165,400	0
CLOVIS ONCOLOGY INC	COM	189464100	831	15,733	SH		OTR	1	6,485	9,248	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	768	660,000	PRN		SOLE		660,000	0	0
CME GROUP INC	COM CL A	12572Q105	15,229	94,159	SH		OTR	1	24,056	70,103	0
CMS ENERGY CORP	COM	125896100	8,640	190,777	SH		OTR	1	15,381	175,396	0
CNA FINL CORP	COM	126117100	8,700	176,283	SH		OTR	1	11,019	165,264	0
CNB FINL CORP PA	COM	126128107	223	7,683	SH		OTR	1	3,783	3,900	0
COCA COLA BOTTLING CO CONS	COM	191098102	3,533	20,461	SH		OTR	1	8,961	11,500	0
COCA COLA CO	COM	191216100	62,937	1,449,164	SH		OTR	1	472,549	976,615	0
COEUR MNG INC	COM NEW	192108504	761	95,100	SH		OTR	1	0	95,100	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	17,750	220,500	SH		OTR	1	39,596	180,904	0
COLGATE PALMOLIVE CO	COM	194162103	12,124	169,134	SH		OTR	1	25,453	143,681	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	743	790,000	PRN		SOLE		790,000	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	1,584	1,415,000	PRN		SOLE		1,415,000	0	0
COMCAST CORP NEW	CL A	20030N101	47,947	1,403,190	SH		OTR	1	252,869	1,150,321	0
COMERICA INC	COM	200340107	2,808	29,274	SH		OTR	1	5,041	24,233	0
COMMERCIAL VEH GROUP INC	COM	202608105	754	97,291	SH		OTR	1	41,491	55,800	0
COMSTOCK RES INC	NOTE 7.750% 4/0	205768AM6	22,596	24,190,554	PRN		OTR	1	5,275,237	18,915,317	0
COMSTOCK RES INC	NOTE 9.500% 6/1	205768AN4	48,862	52,022,706	PRN		OTR	1	9,289,751	42,732,955	0
CONAGRA BRANDS INC	COM	205887102	6,224	168,757	SH		OTR	1	14,442	154,315	0
CONCHO RES INC	COM	20605P101	3,831	25,485	SH		OTR	1	4,311	21,174	0
CONDUENT INC	COM	206787103	6,461	346,620	SH		OTR	1	10,762	335,858	0
CONOCOPHILLIPS	COM	20825C104	38,267	645,426	SH		OTR	1	182,175	463,251	0
CONSOLIDATED EDISON INC	COM	209115104	21,139	271,223	SH		OTR	1	30,887	240,336	0
CONSTELLATION BRANDS INC	CL A	21036P108	9,328	40,925	SH		OTR	1	5,394	35,531	0
CONTANGO OIL & GAS COMPANY	COM NEW	21075N204	93	26,200	SH		SOLE		26,200	0	0
CONVERGYS CORP	COM	212485106	1,726	76,300	SH		OTR	1	30,900	45,400	0
COOPER COS INC	COM NEW	216648402	1,886	8,241	SH		OTR	1	1,420	6,821	0
COPART INC	COM	217204106	4,156	81,611	SH		OTR	1	1,560	80,051	0
CORCEPT THERAPEUTICS INC	COM	218352102	811	49,300	SH		OTR	1	5,200	44,100	0
CORE MOLDING TECHNOLOGIES IN	COM	218683100	257	14,400	SH		OTR	1	9,800	4,600	0
CORELOGIC INC	COM	21871D103	8,595	190,029	SH		OTR	1	9,002	181,027	0
CORNING INC	COM	219350105	6,074	217,854	SH		OTR	1	25,190	192,664	0
COSTCO WHSL CORP NEW	COM	22160K105	42,680	226,502	SH		OTR	1	65,578	160,924	0
COTY INC	COM CL A	222070203	1,454	79,479	SH		OTR	1	13,687	65,792	0
CRA INTL INC	COM	12618T105	1,601	30,615	SH		OTR	1	12,615	18,000	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	4,609	28,949	SH		OTR	1	16,681	12,268	0
CRAFT BREW ALLIANCE INC	COM	224122101	1,090	58,600	SH		OTR	1	29,900	28,700	0
CRAWFORD & CO	CL B	224633107	221	26,900	SH		OTR	1	10,700	16,200	0
CRAY INC	COM NEW	225223304	629	30,400	SH		OTR	1	9,700	20,700	0
CREDIT ACCEP CORP MICH	COM	225310101	3,533	10,694	SH		OTR	1	693	10,001	0
CROCS INC	COM	227046109	5,059	311,300	SH		OTR	1	112,900	198,400	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	17,701	15,886	SH		OTR	1	1,048	14,838	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	7,681	70,078	SH		OTR	1	12,234	57,844	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	4	36	SH		SOLE		0	0	36
CSRA INC	COM	12650T104	1,137	27,569	SH		OTR	1	4,748	22,821	0
CSX CORP	COM	126408103	9,692	173,977	SH		OTR	1	22,407	151,570	0
CUBESMART	COM	229663109	2,645	93,786	SH		OTR	1	133	93,653	0
CUBESMART	COM	229663109	5	162	SH		SOLE		0	0	162
CUMMINS INC	COM	231021106	48,754	300,784	SH		OTR	1	72,471	228,313	0
CURTISS WRIGHT CORP	COM	231561101	4,235	31,357	SH		OTR	1	18,770	12,587	0
CUSTOMERS BANCORP INC	COM	23204G100	3,930	134,814	SH		OTR	1	48,514	86,300	0
CUTERA INC	COM	232109108	3,372	67,100	SH		OTR	1	24,300	42,800	0
CVR ENERGY INC	COM	12662P108	1,741	57,600	SH		OTR	1	26,200	31,400	0
CVS HEALTH CORP	COM	126650100	12,105	194,587	SH		OTR	1	29,360	165,227	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	3,312	195,268	SH		OTR	1	18,428	176,840	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	4,167	2,985,000	PRN		SOLE		2,651,000	0	334,000
D R HORTON INC	COM	23331A109	2,518	57,446	SH		OTR	1	9,892	47,554	0
DANAHER CORP DEL	COM	235851102	11,887	121,406	SH		OTR	1	17,814	103,592	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	12,008	3,206,000	PRN		SOLE		2,677,000	0	529,000
DANAHER CORP DEL	DBCV 1/2	235851AF9	73,401	19,584,000	PRN		OTR	1	4,277,000	15,307,000	0
DARDEN RESTAURANTS INC	COM	237194105	34,898	409,364	SH		OTR	1	109,449	299,915	0
DAVITA INC	COM	23918K108	13,335	202,230	SH		OTR	1	17,970	184,260	0
DDR CORP	COM	23317H102	714	97,405	SH		OTR	1	0	97,405	0
DDR CORP	COM	23317H102	2	213	SH		SOLE		0	0	213
DEAN FOODS CO NEW	COM NEW	242370203	197	22,800	SH		SOLE		22,800	0	0
DECKERS OUTDOOR CORP	COM	243537107	4,330	48,100	SH		OTR	1	20,600	27,500	0
DEERE & CO	COM	244199105	8,473	54,554	SH		OTR	1	9,395	45,159	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	191	12,500	SH		OTR	1	5,000	7,500	0
DEL TACO RESTAURANTS INC	COM	245496104	280	27,000	SH		OTR	1	10,900	16,100	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	7,128	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,234	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	5,526	135,766	SH		OTR	1	51,066	84,700	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	26,842	366,638	SH		OTR	1	52,606	314,032	0
DELTA AIR LINES INC DEL	COM NEW	247361702	28,542	520,742	SH		OTR	1	18,875	501,867	0
DENTSPLY SIRONA INC	COM	24906P109	1,945	38,660	SH		OTR	1	6,656	32,004	0
DEPOMED INC	COM	249908104	544	82,500	SH		OTR	1	18,100	64,400	0
DEUTSCHE MUN INCOME	COM	25160C106	1,394	124,496	SH		OTR	1	0	124,496	0
DEVON ENERGY CORP NEW	COM	25179M103	6,408	201,579	SH		OTR	1	18,646	182,933	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	493	47,246	SH		OTR	1	18,946	28,300	0
DICKS SPORTING GOODS INC	COM	253393102	3,523	100,523	SH		OTR	1	5,980	94,543	0
DIGITAL RLTY TR INC	COM	253868103	3,644	34,581	SH		OTR	1	5,955	28,626	0
DIME CMNTY BANCSHARES	COM	253922108	2,829	153,735	SH		OTR	1	62,035	91,700	0
DIODES INC	COM	254543101	204	6,700	SH		SOLE		6,700	0	0
DIPLOMAT PHARMACY INC	COM	25456K101	2,242	111,250	SH		OTR	1	51,050	60,200	0
DISCOVER FINL SVCS	COM	254709108	5,945	82,649	SH		OTR	1	10,295	72,354	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	2,957	137,976	SH		OTR	1	4,466	133,510	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	3,459	177,202	SH		OTR	1	8,859	168,343	0
DISH NETWORK CORP	CL A	25470M109	2,982	78,701	SH		OTR	1	6,606	72,095	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	90,407	93,618,000	PRN		OTR	1	24,926,000	68,692,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	6,330	6,572,000	PRN		SOLE		5,442,000	0	1,130,000
DISNEY WALT CO	COM DISNEY	254687106	35,524	353,683	SH		OTR	1	71,683	282,000	0
DOLLAR GEN CORP NEW	COM	256677105	4,102	43,850	SH		OTR	1	7,551	36,299	0
DOLLAR TREE INC	COM	256746108	3,787	39,907	SH		OTR	1	6,871	33,036	0
DOMINION ENERGY INC	COM	25746U109	8,905	132,069	SH		OTR	1	18,908	113,161	0
DOMTAR CORP	COM NEW	257559203	15,332	360,404	SH		OTR	1	21,820	338,584	0
DOVER CORP	COM	260003108	2,576	26,225	SH		OTR	1	4,517	21,708	0
DOWDUPONT INC	COM	26078J100	32,139	504,453	SH		OTR	1	113,045	391,408	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	14,939	126,194	SH		OTR	1	26,292	99,902	0
DTE ENERGY CO	COM	233331107	12,725	121,883	SH		OTR	1	9,716	112,167	0
DUCOMMUN INC DEL	COM	264147109	1,249	41,105	SH		OTR	1	17,405	23,700	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,656	137,546	SH		OTR	1	20,521	117,025	0
DUKE REALTY CORP	COM NEW	264411505	1,587	59,945	SH		OTR	1	10,322	49,623	0
DUKE REALTY CORP	COM NEW	264411505	7	280	SH		SOLE		0	0	280
DURECT CORP	COM	266605104	367	171,400	SH		OTR	1	69,200	102,200	0
DXC TECHNOLOGY CO	COM	23355L106	38,216	380,142	SH		OTR	1	88,437	291,705	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	822	647,000	PRN		SOLE		647,000	0	0
DYNAVAX TECHNOLOGIES CORP	COM NEW	268158201	597	30,100	SH		OTR	1	12,600	17,500	0
E TRADE FINANCIAL CORP	COM NEW	269246401	2,953	53,289	SH		OTR	1	7,848	45,441	0
EAGLE BANCORP INC MD	COM	268948106	2,412	40,300	SH		OTR	1	16,200	24,100	0
EAGLE PHARMACEUTICALS INC	COM	269796108	336	6,371	SH		OTR	1	2,687	3,684	0
EASTGROUP PPTY INC	COM	277276101	347	4,200	SH		OTR	1	1,700	2,500	0
EASTMAN CHEM CO	COM	277432100	7,526	71,283	SH		OTR	1	7,653	63,630	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,569	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,537	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	29,205	725,780	SH		OTR	1	287,962	437,818	0
EBIX INC	COM NEW	278715206	1,043	14,000	SH		OTR	1	5,700	8,300	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	17,376	17,040,000	PRN		OTR	1	656,000	16,384,000	0
ECHOSTAR CORP	CL A	278768106	3,738	70,839	SH		OTR	1	3,826	67,013	0
ECLIPSE RES CORP	COM	27890G100	139	96,600	SH		SOLE		96,600	0	0
ECOLAB INC	COM	278865100	5,999	43,767	SH		OTR	1	7,537	36,230	0
EDISON INTL	COM	281020107	3,491	54,843	SH		OTR	1	9,444	45,399	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	4,970	35,622	SH		OTR	1	6,135	29,487	0
ELECTRO SCIENTIFIC INDS	COM	285229100	213	11,000	SH		SOLE		11,000	0	0
ELECTRONIC ARTS INC	COM	285512109	6,284	51,832	SH		OTR	1	8,927	42,905	0
ELECTRONICS FOR IMAGING INC	COM	286082102	2,911	106,500	SH		OTR	1	47,400	59,100	0
ELECTRONICS FOR IMAGING INC	NOTE 0.750% 9/0	286082AC6	439	452,000	PRN		SOLE		452,000	0	0
ELEVATE CREDIT INC	COM	28621V101	303	42,800	SH		OTR	1	17,300	25,500	0
ELLIE MAE INC	COM	28849P100	276	3,000	SH		OTR	1	1,200	1,800	0
ELLIS PERRY INTL INC	COM	288853104	1,022	39,600	SH		OTR	1	16,000	23,600	0
EMCOR GROUP INC	COM	29084Q100	2,356	30,236	SH		OTR	1	11,000	19,236	0
EMCORE CORP	COM NEW	290846203	773	135,700	SH		OTR	1	55,100	80,600	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	926	17,580	SH		OTR	1	6,888	10,692	0
EMERSON ELEC CO	COM	291011104	9,066	132,741	SH		OTR	1	18,424	114,317	0
EMPIRE ST RLTY TR INC	CL A	292104106	7,233	430,809	SH		OTR	1	22,026	408,783	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	545	475,000	PRN		SOLE		475,000	0	0
ENERGIZER HLDGS INC NEW	COM	29272W109	10,903	182,997	SH		OTR	1	11,335	171,662	0
ENERSYS	COM	29275Y102	2,039	29,400	SH		OTR	1	13,200	16,200	0
ENOVA INTL INC	COM	29357K103	3,831	173,727	SH		OTR	1	67,027	106,700	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	14,391	17,905,000	PRN		OTR	1	3,736,000	14,169,000	0
ENTERGY CORP NEW	COM	29364G103	3,926	49,838	SH		OTR	1	5,263	44,575	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	2,585	550,100	SH		OTR	1	195,100	355,000	0
ENVISION HEALTHCARE CORP	COM	29414D100	783	20,365	SH		OTR	1	3,508	16,857	0
EOG RES INC	COM	26875P101	11,777	111,871	SH		OTR	1	16,758	95,113	0
EPAM SYS INC	COM	29414B104	1,592	13,900	SH		OTR	1	5,600	8,300	0
EPLUS INC	COM	294268107	3,279	42,200	SH		OTR	1	18,700	23,500	0
EQT CORP	COM	26884L109	1,958	41,209	SH		OTR	1	7,096	34,113	0
EQUIFAX INC	COM	294429105	2,381	20,212	SH		OTR	1	3,481	16,731	0
EQUINIX INC	COM PAR $0.001	29444U700	5,583	13,351	SH		OTR	1	2,299	11,052	0
EQUINIX INC	COM PAR $0.001	29444U700	21	51	SH		SOLE		0	0	51
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	1,347	15,346	SH		OTR	1	932	14,414	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	5	52	SH		SOLE		0	0	52
EQUITY RESIDENTIAL	SH BEN INT	29476L107	5,323	86,392	SH		OTR	1	10,652	75,740	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	4	57	SH		SOLE		0	0	57
ERA GROUP INC	COM	26885G109	215	23,000	SH		OTR	1	21,100	1,900	0
ESSENDANT INC	COM	296689102	1,512	193,900	SH		OTR	1	90,600	103,300	0
ESSEX PPTY TR INC	COM	297178105	2,675	11,115	SH		OTR	1	1,914	9,201	0
ESSEX PPTY TR INC	COM	297178105	16	67	SH		SOLE		0	0	67
ETSY INC	COM	29786A106	348	12,400	SH		OTR	1	5,000	7,400	0
EURONET WORLDWIDE INC	COM	298736109	8,181	103,668	SH		OTR	1	5,035	98,633	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	598	505,000	PRN		SOLE		505,000	0	0
EVERCORE INC	CLASS A	29977A105	277	3,180	SH		OTR	1	1,280	1,900	0
EVERSOURCE ENERGY	COM	30040W108	3,143	53,336	SH		OTR	1	9,182	44,154	0
EVERTEC INC	COM	30040P103	2,099	128,371	SH		OTR	1	51,671	76,700	0
EXACT SCIENCES CORP	COM	30063P105	1,499	37,161	SH		OTR	1	14,975	22,186	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	8,338	9,333,000	PRN		OTR	1	2,444,000	6,889,000	0
EXELON CORP	COM	30161N101	10,018	256,818	SH		OTR	1	57,964	198,854	0
EXPEDIA GROUP INC	COM NEW	30212P303	29,337	265,711	SH		OTR	1	90,938	174,773	0
EXPEDITORS INTL WASH INC	COM	302130109	1,893	29,911	SH		OTR	1	5,150	24,761	0
EXPRESS INC	COM	30219E103	2,184	305,000	SH		OTR	1	99,200	205,800	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	28,830	417,339	SH		OTR	1	129,504	287,835	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	12,210	617,581	SH		OTR	1	31,476	586,105	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	2	113	SH		SOLE		0	0	113
EXTERRAN CORP	COM	30227H106	4,028	150,862	SH		OTR	1	53,962	96,900	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,191	25,079	SH		OTR	1	6,404	18,675	0
EXTRA SPACE STORAGE INC	COM	30225T102	8	93	SH		SOLE		0	0	93
EXXON MOBIL CORP	COM	30231G102	102,580	1,374,879	SH		OTR	1	523,766	851,113	0
EZCORP INC	CL A NON VTG	302301106	3,622	274,400	SH		OTR	1	110,300	164,100	0
F M C CORP	COM NEW	302491303	2,251	29,400	SH		OTR	1	3,893	25,507	0
F5 NETWORKS INC	COM	315616102	26,726	184,815	SH		OTR	1	47,954	136,861	0
FACEBOOK INC	CL A	30303M102	166,590	1,042,555	SH		OTR	1	245,165	797,390	0
FAIR ISAAC CORP	COM	303250104	1,942	11,466	SH		OTR	1	4,643	6,823	0
FARMERS NATL BANC CORP	COM	309627107	671	48,430	SH		OTR	1	19,930	28,500	0
FASTENAL CO	COM	311900104	2,641	48,374	SH		OTR	1	8,331	40,043	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,418	12,215	SH		OTR	1	2,105	10,110	0
FEDERATED INVS INC PA	CL B	314211103	5,531	165,608	SH		OTR	1	10,884	154,724	0
FEDEX CORP	COM	31428X106	18,446	76,825	SH		OTR	1	7,151	69,674	0
FIBROGEN INC	COM	31572Q808	1,081	23,390	SH		OTR	1	9,471	13,919	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	2,989	74,676	SH		OTR	1	3,762	70,914	0
FIDELITY NATL INFORMATION SV	COM	31620M106	7,647	79,404	SH		OTR	1	11,486	67,918	0
FIFTH THIRD BANCORP	COM	316773100	12,929	407,221	SH		OTR	1	29,853	377,368	0
FINANCIAL INSTNS INC	COM	317585404	1,791	60,495	SH		OTR	1	24,395	36,100	0
FINISAR CORP	NOTE 0.500%12/1	31787AAM3	1,079	1,095,000	PRN		SOLE		1,095,000	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	17,248	19,145,000	PRN		OTR	1	3,417,000	15,728,000	0
FINISH LINE INC	CL A	317923100	1,300	96,000	SH		OTR	1	30,300	65,700	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	1,225	1,285,000	PRN		SOLE		1,285,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	15,247	259,835	SH		OTR	1	66,126	193,709	0
FIRST BANCORP P R	COM NEW	318672706	1,250	207,637	SH		OTR	1	84,337	123,300	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	435	17,290	SH		OTR	1	6,990	10,300	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	1,953	4,725	SH		OTR	1	1,925	2,800	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	356	21,272	SH		OTR	1	9,072	12,200	0
FIRST FNDTN INC	COM	32026V104	1,634	88,110	SH		OTR	1	35,510	52,600	0
FIRST HAWAIIAN INC	COM	32051X108	2,860	102,761	SH		OTR	1	5,703	97,058	0
FIRST INTERNET BANCORP	COM	320557101	1,423	38,470	SH		OTR	1	16,570	21,900	0
FIRST NORTHWEST BANCORP	COM	335834107	338	20,025	SH		OTR	1	8,025	12,000	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	1,149	12,402	SH		OTR	1	702	11,700	0
FIRST SOLAR INC	COM	336433107	29,159	410,810	SH		OTR	1	96,352	314,458	0
FIRSTCASH INC	COM	33767D105	1,556	19,150	SH		OTR	1	7,750	11,400	0
FIRSTENERGY CORP	COM	337932107	17,553	516,126	SH		OTR	1	164,732	351,394	0
FISERV INC	COM	337738108	7,190	100,822	SH		OTR	1	11,700	89,122	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	317	18,427	SH		OTR	1	7,692	10,735	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	3,556	100,444	SH	��	OTR	1	40,944	59,500	0
FLIR SYS INC	COM	302445101	1,166	23,323	SH		OTR	1	4,014	19,309	0
FLOWSERVE CORP	COM	34354P105	953	21,990	SH		OTR	1	3,787	18,203	0
FLUOR CORP NEW	COM	343412102	14,701	256,928	SH		OTR	1	74,257	182,671	0
FLUSHING FINL CORP	COM	343873105	1,135	42,107	SH		OTR	1	16,907	25,200	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,261	191,647	SH		OTR	1	83,647	108,000	0
FONAR CORP	COM NEW	344437405	542	18,200	SH		OTR	1	11,900	6,300	0
FOOT LOCKER INC	COM	344849104	29,985	658,438	SH		OTR	1	135,491	522,947	0
FORD MTR CO DEL	COM PAR $0.01	345370860	8,817	795,759	SH		OTR	1	113,082	682,677	0
FORTINET INC	COM	34959E109	19,776	369,099	SH		OTR	1	25,788	343,311	0
FORTIVE CORP	COM	34959J108	3,991	51,481	SH		OTR	1	8,865	42,616	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,527	25,925	SH		OTR	1	4,466	21,459	0
FOSSIL GROUP INC	COM	34988V106	569	44,800	SH		OTR	1	8,200	36,600	0
FOSTER L B CO	COM	350060109	1,036	44,000	SH		OTR	1	22,900	21,100	0
FRANKLIN FINL NETWORK INC	COM	35352P104	3,275	100,471	SH		OTR	1	34,871	65,600	0
FRANKLIN RES INC	COM	354613101	3,443	99,282	SH		OTR	1	9,472	89,810	0
FREEPORT-MCMORAN INC	CL B	35671D857	38,069	2,166,677	SH		OTR	1	489,684	1,676,993	0
FREIGHTCAR AMER INC	COM	357023100	1,124	83,900	SH		OTR	1	40,000	43,900	0
FTD COS INC	COM	30281V108	466	127,900	SH		OTR	1	68,900	59,000	0
GALLAGHER ARTHUR J & CO	COM	363576109	15,498	225,495	SH		OTR	1	58,535	166,960	0
GAMESTOP CORP NEW	CL A	36467W109	5,899	467,410	SH		OTR	1	23,310	444,100	0
GAMING & LEISURE PPTYS INC	COM	36467J108	9,234	275,889	SH		OTR	1	18,316	257,573	0
GANNETT CO INC	COM	36473H104	4,788	479,800	SH		OTR	1	174,800	305,000	0
GAP INC DEL	COM	364760108	32,327	1,036,132	SH		OTR	1	308,185	727,947	0
GARTNER INC	COM	366651107	1,795	15,258	SH		OTR	1	2,627	12,631	0
GENERAC HLDGS INC	COM	368736104	1,042	22,700	SH		OTR	1	9,100	13,600	0
GENERAL CABLE CORP DEL NEW	COM	369300108	474	16,000	SH		SOLE		16,000	0	0
GENERAL DYNAMICS CORP	COM	369550108	19,448	88,040	SH		OTR	1	30,151	57,889	0
GENERAL ELECTRIC CO	COM	369604103	22,877	1,697,103	SH		OTR	1	325,293	1,371,810	0
GENERAL MLS INC	COM	370334104	6,444	143,018	SH		OTR	1	23,157	119,861	0
GENERAL MTRS CO	COM	37045V100	20,909	575,375	SH		OTR	1	133,220	442,155	0
GENESCO INC	COM	371532102	3,488	85,900	SH		OTR	1	28,400	57,500	0
GENOMIC HEALTH INC	COM	37244C101	417	13,337	SH		OTR	1	5,442	7,895	0
GENUINE PARTS CO	COM	372460105	2,217	24,679	SH		OTR	1	4,250	20,429	0
GENWORTH FINL INC	COM CL A	37247D106	3,979	1,406,100	SH		OTR	1	608,200	797,900	0
GGP INC	COM	36174X101	2	80	SH		SOLE		0	0	80
GGP INC	COM	36174X101	2,177	106,408	SH		OTR	1	18,299	88,109	0
GILEAD SCIENCES INC	COM	375558103	54,956	728,956	SH		OTR	1	235,243	493,713	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	729	15,100	SH		OTR	1	5,700	9,400	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	3,000	89,674	SH		OTR	1	39,174	50,500	0
GLOBAL PMTS INC	COM	37940X102	2,987	26,787	SH		OTR	1	4,613	22,174	0
GODADDY INC	CL A	380237107	10,190	165,914	SH		OTR	1	5,341	160,573	0
GOGO INC	NOTE 3.750% 3/0	38046CAB5	414	465,000	PRN		SOLE		465,000	0	0
GOLDEN ENTMT INC	COM	381013101	311	13,393	SH		OTR	1	5,493	7,900	0
GOLDMAN SACHS GROUP INC	COM	38141G104	16,519	65,590	SH		OTR	1	10,253	55,337	0
GOODYEAR TIRE & RUBR CO	COM	382550101	1,102	41,462	SH		OTR	1	7,140	34,322	0
GRAHAM HLDGS CO	COM	384637104	4,159	6,906	SH		OTR	1	316	6,590	0
GRAINGER W W INC	COM	384802104	33,928	120,198	SH		OTR	1	27,044	93,154	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	6,789	442,266	SH		OTR	1	38,100	404,166	0
GREAT PLAINS ENERGY INC	COM	391164100	2,759	86,782	SH		OTR	1	0	86,782	0
GREEN DOT CORP	CL A	39304D102	4,129	64,349	SH		OTR	1	26,049	38,300	0
GREENBRIER COS INC	COM	393657101	3,712	73,867	SH		OTR	1	29,967	43,900	0
GROUPON INC	COM	399473107	485	111,700	SH		OTR	1	73,000	38,700	0
GRUBHUB INC	COM	400110102	1,806	17,800	SH		OTR	1	7,200	10,600	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	442	450,000	PRN		SOLE		450,000	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	3,418	88,800	SH		OTR	1	34,700	54,100	0
HABIT RESTAURANTS INC	COM CL A	40449J103	537	61,000	SH		OTR	1	37,700	23,300	0
HACKETT GROUP INC	COM	404609109	164	10,200	SH		OTR	1	4,100	6,100	0
HAEMONETICS CORP	COM	405024100	4,741	64,800	SH		OTR	1	28,300	36,500	0
HALCON RES CORP	COM PAR NEW	40537Q605	171	35,100	SH		SOLE		35,100	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	138	20,100	SH		OTR	1	17,800	2,300	0
HALLIBURTON CO	COM	406216101	17,426	371,237	SH		OTR	1	25,291	345,946	0
HALOZYME THERAPEUTICS INC	COM	40637H109	879	44,863	SH		OTR	1	18,363	26,500	0
HALYARD HEALTH INC	COM	40650V100	1,086	23,564	SH		OTR	1	9,611	13,953	0
HANESBRANDS INC	COM	410345102	1,130	61,368	SH		OTR	1	10,569	50,799	0
HARLEY DAVIDSON INC	COM	412822108	1,215	28,327	SH		OTR	1	4,878	23,449	0
HARRIS CORP DEL	COM	413875105	3,897	24,162	SH		OTR	1	3,873	20,289	0
HARSCO CORP	COM	415864107	2,635	127,600	SH		OTR	1	58,200	69,400	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,093	60,044	SH		OTR	1	10,339	49,705	0
HASBRO INC	COM	418056107	1,608	19,079	SH		OTR	1	3,286	15,793	0
HAWAIIAN TELCOM HOLDCO INC	COM	420031106	747	28,000	SH		OTR	1	13,900	14,100	0
HC2 HLDGS INC	COM	404139107	522	99,300	SH		OTR	1	59,600	39,700	0
HCA HEALTHCARE INC	COM	40412C101	16,767	172,852	SH		OTR	1	45,361	127,491	0
HCP INC	COM	40414L109	1,834	78,960	SH		OTR	1	13,596	65,364	0
HCP INC	COM	40414L109	3	118	SH		SOLE		0	0	118
HD SUPPLY HLDGS INC	COM	40416M105	18,458	486,508	SH		OTR	1	23,169	463,339	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	1,206	38,600	SH		OTR	1	19,700	18,900	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	27,760	29,246,000	PRN		OTR	1	6,406,000	22,840,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	4,598	4,870,000	PRN		SOLE		4,073,000	0	797,000
HELMERICH & PAYNE INC	COM	423452101	1,217	18,284	SH		OTR	1	3,151	15,133	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	1,432	1,180,000	PRN		SOLE		1,180,000	0	0
HERITAGE CRYSTAL CLEAN INC	COM	42726M106	350	14,878	SH		OTR	1	6,078	8,800	0
HERSHEY CO	COM	427866108	6,233	62,985	SH		OTR	1	23,735	39,250	0
HESS CORP	COM	42809H107	2,301	45,460	SH		OTR	1	7,827	37,633	0
HESS CORP	DEP PDF SR A	42809H404	38,046	634,520	SH		OTR	1	129,661	504,859	0
HESS CORP	DEP PDF SR A	42809H404	5,264	88,382	SH		SOLE		73,670	0	14,712
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	10,427	594,463	SH		OTR	1	135,092	459,371	0
HFF INC	CL A	40418F108	4,006	80,600	SH		OTR	1	32,900	47,700	0
HIGHPOINT RES CORP	COM	43114K108	143	28,100	SH		SOLE		28,100	0	0
HIGHWOODS PPTYS INC	COM	431284108	3,293	75,138	SH		OTR	1	0	75,138	0
HILL ROM HLDGS INC	COM	431475102	12,796	147,085	SH		OTR	1	9,299	137,786	0
HILLENBRAND INC	COM	431571108	656	14,300	SH		OTR	1	5,800	8,500	0
HILTON GRAND VACATIONS INC	COM	43283X105	5,392	125,336	SH		OTR	1	6,375	118,961	0
HILTON GRAND VACATIONS INC	COM	43283X105	2	50	SH		SOLE		0	0	50
HILTON WORLDWIDE HLDGS INC	COM	43300A203	4,655	59,104	SH		OTR	1	7,458	51,646	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	8	102	SH		SOLE		0	0	102
HOLLYFRONTIER CORP	COM	436106108	38,079	779,350	SH		OTR	1	166,825	612,525	0
HOLOGIC INC	COM	436440101	1,734	46,403	SH		OTR	1	7,990	38,413	0
HOME DEPOT INC	COM	437076102	80,918	453,986	SH		OTR	1	91,021	362,965	0
HONEYWELL INTL INC	COM	438516106	35,559	246,065	SH		OTR	1	86,113	159,952	0
HOOKER FURNITURE CORP	COM	439038100	397	10,815	SH		OTR	1	4,415	6,400	0
HORIZON BANCORP IND	COM	440407104	386	12,877	SH		OTR	1	5,227	7,650	0
HORMEL FOODS CORP	COM	440452100	1,555	45,310	SH		OTR	1	7,802	37,508	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	16,925	667,922	SH		OTR	1	68,022	599,900	0
HOST HOTELS & RESORTS INC	COM	44107P104	33,925	1,820,012	SH		OTR	1	459,483	1,360,529	0
HOST HOTELS & RESORTS INC	COM	44107P104	2	111	SH		SOLE		0	0	111
HOVNANIAN ENTERPRISES INC	CL A	442487203	1,142	624,132	SH		OTR	1	311,532	312,600	0
HP INC	COM	40434L105	25,548	1,165,516	SH		OTR	1	343,065	822,451	0
HUBSPOT INC	COM	443573100	1,018	9,400	SH		OTR	1	3,800	5,600	0
HUMANA INC	COM	444859102	43,324	161,156	SH		OTR	1	45,214	115,942	0
HUNT J B TRANS SVCS INC	COM	445658107	1,688	14,409	SH		OTR	1	2,482	11,927	0
HUNTINGTON BANCSHARES INC	COM	446150104	3,591	237,798	SH		OTR	1	31,991	205,807	0
HUNTINGTON INGALLS INDS INC	COM	446413106	22,514	87,343	SH		OTR	1	16,031	71,312	0
HUNTSMAN CORP	COM	447011107	22,719	776,720	SH		OTR	1	24,367	752,353	0
HURCO COMPANIES INC	COM	447324104	473	10,300	SH		OTR	1	4,200	6,100	0
HYATT HOTELS CORP	COM CL A	448579102	8,605	112,843	SH		OTR	1	7,113	105,730	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	3,149	45,032	SH		OTR	1	16,132	28,900	0
IAC INTERACTIVECORP	COM	44919P508	5,497	35,152	SH		OTR	1	1,396	33,756	0
IBERIABANK CORP	COM	450828108	4,259	54,600	SH		OTR	1	22,200	32,400	0
IDEXX LABS INC	COM	45168D104	2,810	14,681	SH		OTR	1	2,528	12,153	0
IDT CORP	CL B NEW	448947507	67	10,700	SH		SOLE		10,700	0	0
ILG INC	COM	44967H101	902	29,000	SH		OTR	1	11,800	17,200	0
ILLINOIS TOOL WKS INC	COM	452308109	8,131	51,900	SH		OTR	1	8,937	42,963	0
ILLUMINA INC	COM	452327109	5,855	24,767	SH		OTR	1	4,261	20,506	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	27,499	22,461,000	PRN		OTR	1	8,331,000	14,130,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	5,505	4,515,000	PRN		SOLE		3,739,000	0	776,000
ILLUMINA INC	NOTE 6/1	452327AF6	12,167	10,948,000	PRN		OTR	1	3,949,000	6,999,000	0
IMMERSION CORP	COM	452521107	606	50,700	SH		OTR	1	20,500	30,200	0
IMMUNOMEDICS INC	COM	452907108	614	42,000	SH		OTR	1	17,100	24,900	0
IMPAX LABORATORIES INC	COM	45256B101	1,097	56,400	SH		OTR	1	10,000	46,400	0
IMPAX LABORATORIES INC	NOTE 2.000% 6/1	45256BAE1	761	765,000	PRN		SOLE		765,000	0	0
INCYTE CORP	COM	45337C102	2,457	29,485	SH		OTR	1	5,079	24,406	0
INDEPENDENCE HLDG CO NEW	COM NEW	453440307	300	8,428	SH		OTR	1	3,528	4,900	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY SHLD	45409F827	29,514	1,198,300	SH		OTR	3	0	1,198,300	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY SHLD	45409F843	14,965	598,500	SH		OTR	3	0	598,500	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,673	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE EURO	45409B552	152,595	7,768,589	SH		OTR	01 03	0	7,768,589	0
INDEXIQ ETF TR	HDGD FTSE INTL	45409B560	480,748	22,838,379	SH		OTR	1	0	22,838,379	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	29,100	1,327,287	SH		OTR	3	0	1,327,287	0
INDEXIQ ETF TR	IQ CHAIKIN US	45409B388	283,035	11,289,792	SH		OTR	01 03	0	11,289,792	0
INDEXIQ ETF TR	IQ CHAIKIN US	45409B396	283,728	10,400,603	SH		OTR	01 03	0	10,400,603	0
INDEXIQ ETF TR	IQ ENCH BD US	45409B487	28,124	1,491,985	SH		OTR	1	0	1,491,985	0
INDEXIQ ETF TR	IQ ENCH COR PL	45409B479	132,040	6,845,612	SH		OTR	1	0	6,845,612	0
INDEXIQ ETF TR	IQ GLB RES ETF	45409B883	128,213	4,653,828	SH		OTR	1	0	4,653,828	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	34,460	1,422,810	SH		OTR	3	0	1,422,810	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	99,479	4,052,107	SH		OTR	01 03	0	4,052,107	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,758	80,000	SH		OTR	3	0	80,000	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,334	1,416,000	PRN		SOLE		1,416,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	29,868	28,458,000	PRN		OTR	1	4,485,000	23,973,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	3,655	3,499,000	PRN		SOLE		2,936,000	0	563,000
INSIGHT ENTERPRISES INC	COM	45765U103	3,705	106,074	SH		OTR	1	43,674	62,400	0
INSMED INC	COM PAR $.01	457669307	651	28,908	SH		OTR	1	12,218	16,690	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	442	500,000	PRN		SOLE		500,000	0	0
INSPERITY INC	COM	45778Q107	3,044	43,770	SH		OTR	1	17,570	26,200	0
INSTRUCTURE INC	COM	45781U103	422	10,000	SH		OTR	1	4,000	6,000	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	1,149	740,000	PRN		SOLE		740,000	0	0
INTEGER HLDGS CORP	COM	45826H109	4,117	72,800	SH		OTR	1	31,800	41,000	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	544	482,000	PRN		SOLE		482,000	0	0
INTEL CORP	COM	458140100	81,051	1,556,280	SH		OTR	1	568,318	987,962	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	9,358	3,762,000	PRN		SOLE		3,123,000	0	639,000
INTEL CORP	SDCV 3.250% 8/0	458140AF7	49,769	19,993,000	PRN		OTR	1	10,695,000	9,298,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	12,614	15,645,000	PRN		OTR	1	3,909,000	11,736,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,582	1,975,000	PRN		SOLE		1,660,000	0	315,000
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	20,084	276,939	SH		OTR	1	50,391	226,548	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	486	418,000	PRN		SOLE		418,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	67,850	442,224	SH		OTR	1	150,703	291,521	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,820	13,292	SH		OTR	1	2,288	11,004	0
INTERPUBLIC GROUP COS INC	COM	460690100	3,109	134,998	SH		OTR	1	11,265	123,733	0
INTERSECT ENT INC	COM	46071F103	1,509	38,400	SH		OTR	1	15,500	22,900	0
INTEVAC INC	COM	461148108	126	18,300	SH		OTR	1	14,700	3,600	0
INTL PAPER CO	COM	460146103	3,713	69,502	SH		OTR	1	11,970	57,532	0
INTUIT	COM	461202103	7,086	40,878	SH		OTR	1	7,039	33,839	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	16,514	40,001	SH		OTR	1	9,286	30,715	0
INVESCO MUN TR	COM	46131J103	282	24,087	SH		SOLE		24,087	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	1,188	99,857	SH		SOLE		99,857	0	0
IPG PHOTONICS CORP	COM	44980X109	1,474	6,317	SH		OTR	1	1,087	5,230	0
IQVIA HLDGS INC	COM	46266C105	20,073	204,595	SH		OTR	1	43,853	160,742	0
IRON MTN INC NEW	COM	46284V101	8,428	256,491	SH		OTR	1	19,933	236,558	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	868	56,269	SH		OTR	1	22,917	33,352	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	803	679,000	PRN		SOLE		679,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	7,993	627,900	SH		OTR	1	9,200	618,700	0
ISHARES INC	MSCI FRNTR100ETF	464286145	3,356	95,596	SH		OTR	1	0	95,596	0
ISHARES INC	MSCI RUSSIA ETF	46434G798	2,452	67,300	SH		OTR	1	0	67,300	0
ISHARES INC	MSCI SWITZERLAND	464286749	5,119	148,946	SH		OTR	1	0	148,946	0
ISHARES TR	EAFE SML CP ETF	464288273	26,008	398,963	SH		OTR	1	0	398,963	0
ISHARES TR	INTRM GOV CR ETF	464288612	4,951	45,727	SH		OTR	1	0	45,727	0
ISHARES TR	MSCI AC ASIA ETF	464288182	22,902	295,392	SH		OTR	1	0	295,392	0
ISHARES TR	MSCI EMG MKT ETF	464287234	1,137	23,559	SH		OTR	1	1,600	21,959	0
ISHARES TR	MSCI INDIA ETF	46429B598	5,046	147,845	SH		OTR	1	0	147,845	0
ISHARES TR	MSCI INDONIA ETF	46429B309	3,304	122,552	SH		OTR	1	0	122,552	0
ISHARES TR	MSCI PHILIPS ETF	46429B408	2,826	80,885	SH		OTR	1	0	80,885	0
ISHARES TR	MSCI POLAND ETF	46429B606	1,469	58,526	SH		OTR	1	0	58,526	0
ISHARES TR	RUS 1000 GRW ETF	464287614	22,263	163,588	SH		OTR	1	0	163,588	0
ISHARES TR	RUS 1000 VAL ETF	464287598	18,137	151,189	SH		OTR	1	0	151,189	0
ISHARES TR	RUSSELL 2000 ETF	464287655	14,350	94,515	SH		OTR	1	5,175	89,340	0
ISHARES TR	TIPS BD ETF	464287176	4,196	37,120	SH		OTR	1	0	37,120	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	21,314	21,520,000	PRN		OTR	1	5,476,000	16,044,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	2,810	2,844,000	PRN		SOLE		2,353,000	0	491,000
J ALEXANDERS HLDGS INC	COM	46609J106	337	29,400	SH		OTR	1	13,700	15,700	0
J JILL INC	COM	46620W102	252	57,000	SH		OTR	1	22,900	34,100	0
J2 GLOBAL INC	COM	48123V102	426	5,400	SH		OTR	1	2,200	3,200	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	849	665,000	PRN		SOLE		665,000	0	0
JABIL INC	COM	466313103	21,349	743,100	SH		OTR	1	118,629	624,471	0
JACOBS ENGR GROUP INC DEL	COM	469814107	1,200	20,279	SH		OTR	1	3,493	16,786	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,226	1,169,000	PRN		SOLE		1,169,000	0	0
JETBLUE AIRWAYS CORP	COM	477143101	1,522	74,895	SH		OTR	1	0	74,895	0
JOHNSON & JOHNSON	COM	478160104	110,301	860,716	SH		OTR	1	272,277	588,439	0
JOHNSON OUTDOORS INC	CL A	479167108	1,682	27,121	SH		OTR	1	10,921	16,200	0
JONES LANG LASALLE INC	COM	48020Q107	29,057	166,383	SH		OTR	1	40,114	126,269	0
JPMORGAN CHASE & CO	COM	46625H100	139,822	1,271,456	SH		OTR	1	398,748	872,708	0
JUNIPER NETWORKS INC	COM	48203R104	7,265	298,619	SH		OTR	1	121,567	177,052	0
JUPAI HLDGS LTD	ADS	48205B107	395	19,400	SH		OTR	1	2,800	16,600	0
K12 INC	COM	48273U102	1,911	134,753	SH		OTR	1	54,553	80,200	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,915	17,429	SH		OTR	1	3,001	14,428	0
KAR AUCTION SVCS INC	COM	48238T109	7,530	138,935	SH		OTR	1	12,477	126,458	0
KB HOME	COM	48666K109	3,434	120,700	SH		OTR	1	53,100	67,600	0
KELLOGG CO	COM	487836108	2,722	41,866	SH		OTR	1	7,208	34,658	0
KELLY SVCS INC	CL A	488152208	1,162	40,000	SH		OTR	1	16,200	23,800	0
KEMET CORP	COM NEW	488360207	3,854	212,600	SH		OTR	1	80,900	131,700	0
KERYX BIOPHARMACEUTICALS INC	COM	492515101	294	71,800	SH		OTR	1	30,400	41,400	0
KEYCORP NEW	COM	493267108	10,345	529,173	SH		OTR	1	45,915	483,258	0
KIMBERLY CLARK CORP	COM	494368103	8,040	73,002	SH		OTR	1	10,195	62,807	0
KIMCO RLTY CORP	COM	49446R109	1,032	71,647	SH		OTR	1	12,337	59,310	0
KINDER MORGAN INC DEL	COM	49456B101	6,351	421,682	SH		OTR	1	55,059	366,623	0
KIRBY CORP	COM	497266106	1,470	19,099	SH		OTR	1	0	19,099	0
KIRKLANDS INC	COM	497498105	1,374	141,812	SH		OTR	1	71,112	70,700	0
KLA-TENCOR CORP	COM	482480100	16,481	151,188	SH		OTR	1	21,168	130,020	0
KOHLS CORP	COM	500255104	28,587	436,371	SH		OTR	1	112,526	323,845	0
KOPPERS HOLDINGS INC	COM	50060P106	2,449	59,586	SH		OTR	1	24,186	35,400	0
KRAFT HEINZ CO	COM	500754106	7,793	125,104	SH		OTR	1	17,306	107,798	0
KRATON CORPORATION	COM	50077C106	2,061	43,200	SH		OTR	1	20,300	22,900	0
KROGER CO	COM	501044101	5,342	223,134	SH		OTR	1	25,784	197,350	0
L BRANDS INC	COM	501797104	7,800	204,135	SH		OTR	1	19,459	184,676	0
L3 TECHNOLOGIES INC	COM	502413107	3,479	16,725	SH		OTR	1	2,723	14,002	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,772	17,137	SH		OTR	1	2,953	14,184	0
LAM RESEARCH CORP	COM	512807108	18,298	90,066	SH		OTR	1	27,042	63,024	0
LAM RESEARCH CORP	NOTE 1.250% 5/1	512807AL2	53,088	15,715,000	PRN		OTR	1	1,003,000	14,712,000	0
LAM RESEARCH CORP	NOTE 1.250% 5/1	512807AL2	10,956	3,248,000	PRN		SOLE		2,713,000	0	535,000
LAMAR ADVERTISING CO NEW	CL A	512816109	9,449	148,435	SH		OTR	1	17,826	130,609	0
LANNET INC	COM	516012101	836	52,100	SH		OTR	1	4,400	47,700	0
LANTHEUS HLDGS INC	COM	516544103	4,303	270,600	SH		OTR	1	98,000	172,600	0
LAS VEGAS SANDS CORP	COM	517834107	9,174	127,596	SH		OTR	1	0	127,596	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	1,399	48,225	SH		OTR	1	19,769	28,456	0
LAUDER ESTEE COS INC	CL A	518439104	39,228	262,011	SH		OTR	1	79,691	182,320	0
LEAR CORP	COM NEW	521865204	5,273	28,337	SH		OTR	1	2,711	25,626	0
LEGG MASON INC	COM	524901105	17,757	436,835	SH		OTR	1	28,271	408,564	0
LEGGETT & PLATT INC	COM	524660107	984	22,187	SH		OTR	1	3,820	18,367	0
LENDINGTREE INC NEW	COM	52603B107	3,741	11,400	SH		OTR	1	4,600	6,800	0
LENNAR CORP	CL A	526057104	6,893	116,942	SH		OTR	1	11,537	105,405	0
LEUCADIA NATL CORP	COM	527288104	2,370	104,247	SH		OTR	1	15,414	88,833	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	165	127,000	PRN		SOLE		127,000	0	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	14,497	369,078	SH		OTR	1	20,498	348,580	0
LIBERTY INTERACTIVE CORP	QVC GP COM SER A	53071M104	26,136	1,038,387	SH		OTR	1	144,866	893,521	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	674	645,000	PRN		SOLE		645,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	21,735	20,630,000	PRN		OTR	1	4,525,000	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	5,498	4,795,000	PRN		SOLE		3,992,000	0	803,000
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	24,827	21,557,000	PRN		OTR	1	4,700,000	16,857,000	0
LIBERTY TAX INC	CL A	53128T102	398	39,400	SH		OTR	1	20,100	19,300	0
LIFE STORAGE INC	COM	53223X107	3,621	43,360	SH		OTR	1	0	43,360	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,538	9,313	SH		OTR	1	3,786	5,527	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 8/1	53220KAD0	947	432,000	PRN		SOLE		432,000	0	0
LILLY ELI & CO	COM	532457108	44,035	569,149	SH		OTR	1	152,364	416,785	0
LINCOLN NATL CORP IND	COM	534187109	16,145	220,984	SH		OTR	1	32,969	188,015	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	3,362	130,178	SH		OTR	1	0	130,178	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	1,646	68,342	SH		OTR	1	5,742	62,600	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	22,209	527,032	SH		OTR	1	108,491	418,541	0
LIVEPERSON INC	COM	538146101	1,445	88,400	SH		OTR	1	34,400	54,000	0
LKQ CORP	COM	501889208	1,974	52,019	SH		OTR	1	8,958	43,061	0
LOCKHEED MARTIN CORP	COM	539830109	48,259	142,808	SH		OTR	1	37,392	105,416	0
LOEWS CORP	COM	540424108	2,260	45,439	SH		OTR	1	7,826	37,613	0
LOUISIANA PAC CORP	COM	546347105	496	17,250	SH		SOLE		17,250	0	0
LOWES COS INC	COM	548661107	44,299	504,828	SH		OTR	1	132,069	372,759	0
LOXO ONCOLOGY INC	COM	548862101	992	8,600	SH		OTR	1	3,500	5,100	0
LPL FINL HLDGS INC	COM	50212V100	20,947	342,996	SH		OTR	1	18,012	324,984	0
LSC COMMUNICATIONS INC	COM	50218P107	529	30,300	SH		OTR	1	19,500	10,800	0
LSI INDS INC	COM	50216C108	880	108,478	SH		OTR	1	58,878	49,600	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	48,415	38,131,000	PRN		OTR	1	9,032,000	29,099,000	0
LYON WILLIAM HOMES	CL A NEW	552074700	888	32,300	SH		OTR	1	17,700	14,600	0
M & T BK CORP	COM	55261F104	5,360	29,075	SH		OTR	1	4,363	24,712	0
MACERICH CO	COM	554382101	1,022	18,246	SH		OTR	1	3,142	15,104	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	1,821	2,040,000	PRN		SOLE		2,040,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	45,561	45,848,000	PRN		OTR	1	9,786,000	36,062,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	4,645	4,698,000	PRN		SOLE		3,907,000	0	791,000
MACROGENICS INC	COM	556099109	519	20,638	SH		OTR	1	7,950	12,688	0
MACYS INC	COM	55616P104	10,971	368,890	SH		OTR	1	47,183	321,707	0
MAGELLAN HEALTH INC	COM NEW	559079207	4,134	38,600	SH		OTR	1	16,800	21,800	0
MANHATTAN ASSOCS INC	COM	562750109	4,897	116,922	SH		OTR	1	7,365	109,557	0
MANITOWOC CO INC	COM NEW	563571405	953	33,500	SH		OTR	1	7,200	26,300	0
MANPOWERGROUP INC	COM	56418H100	9,523	82,733	SH		OTR	1	25,933	56,800	0
MARATHON OIL CORP	COM	565849106	7,865	487,631	SH		OTR	1	97,489	390,142	0
MARATHON PETE CORP	COM	56585A102	43,821	599,389	SH		OTR	1	178,810	420,579	0
MARCUS & MILLICHAP INC	COM	566324109	1,615	44,800	SH		OTR	1	18,200	26,600	0
MARRIOTT INTL INC NEW	CL A	571903202	18,619	136,925	SH		OTR	1	12,227	124,698	0
MARRIOTT VACATIONS WRLDWDE C	COM	57164Y107	786	5,900	SH		OTR	1	2,400	3,500	0
MARSH & MCLENNAN COS INC	COM	571748102	7,095	85,903	SH		OTR	1	14,792	71,111	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,193	10,581	SH		OTR	1	1,822	8,759	0
MASCO CORP	COM	574599106	2,141	52,949	SH		OTR	1	9,119	43,830	0
MASIMO CORP	COM	574795100	2,159	24,548	SH		OTR	1	10,708	13,840	0
MASTERCARD INCORPORATED	CL A	57636Q104	67,150	383,366	SH		OTR	1	89,976	293,390	0
MATERION CORP	COM	576690101	1,874	36,700	SH		OTR	1	17,200	19,500	0
MATRIX SVC CO	COM	576853105	1,814	132,400	SH		OTR	1	58,100	74,300	0
MATSON INC	COM	57686G105	1,194	41,700	SH		OTR	1	14,400	27,300	0
MATTEL INC	COM	577081102	761	57,858	SH		OTR	1	9,963	47,895	0
MAUI LD & PINEAPPLE INC	COM	577345101	322	27,600	SH		OTR	1	15,400	12,200	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	4,199	69,724	SH		OTR	1	6,797	62,927	0
MAXIMUS INC	COM	577933104	7,264	108,847	SH		OTR	1	59,658	49,189	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,170	20,401	SH		OTR	1	3,508	16,893	0
MCDERMOTT INTL INC	COM	580037109	2,084	342,171	SH		OTR	1	114,106	228,065	0
MCDONALDS CORP	COM	580135101	28,231	180,526	SH		OTR	1	33,115	147,411	0
MCKESSON CORP	COM	58155Q103	6,411	45,508	SH		OTR	1	5,989	39,519	0
MDC PARTNERS INC	CL A SUB VTG	552697104	916	127,200	SH		OTR	1	49,200	78,000	0
MDU RES GROUP INC	COM	552690109	902	32,029	SH		OTR	1	4,691	27,338	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	2,677	2,788,000	PRN		SOLE		2,325,000	0	463,000
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	13,956	14,460,000	PRN		OTR	1	1,859,000	12,601,000	0
MEDIDATA SOLUTIONS INC	NOTE 1.000% 8/0	58471AAB1	812	720,000	PRN		SOLE		720,000	0	0
MEDNAX INC	COM	58502B106	1,711	30,762	SH		OTR	1	0	30,762	0
MEET GROUP INC	COM	58513U101	335	160,300	SH		OTR	1	90,000	70,300	0
MELCO RESORT ENTERTAINMENT L	ADR	585464100	3,498	120,700	SH		OTR	1	99,000	21,700	0
MERCADOLIBRE INC	NOTE 2.250% 7/0	58733RAB8	25,828	9,120,000	PRN		OTR	1	1,709,000	7,411,000	0
MERCANTILE BANK CORP	COM	587376104	770	23,153	SH		OTR	1	9,553	13,600	0
MERCK & CO INC	COM	58933Y105	30,310	556,448	SH		OTR	1	124,203	432,245	0
MERCURY GENL CORP NEW	COM	589400100	2,171	47,338	SH		OTR	1	0	47,338	0
MERIDIAN BIOSCIENCE INC	COM	589584101	446	31,400	SH		OTR	1	21,200	10,200	0
MERIT MED SYS INC	COM	589889104	4,018	88,600	SH		OTR	1	35,900	52,700	0
MERITOR INC	COM	59001K100	3,977	193,439	SH		OTR	1	77,939	115,500	0
METLIFE INC	COM	59156R108	16,233	353,748	SH		OTR	1	89,154	264,594	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,476	4,306	SH		OTR	1	742	3,564	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	1,494	303,705	SH		SOLE		303,705	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,909	446,137	SH		OTR	1	347,524	98,613	0
MGM RESORTS INTERNATIONAL	COM	552953101	8,357	238,630	SH		OTR	1	90,388	148,242	0
MICROCHIP TECHNOLOGY INC	COM	595017104	3,597	39,372	SH		OTR	1	6,780	32,592	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	63,012	35,490,000	PRN		OTR	1	5,734,000	29,756,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	9,138	5,154,000	PRN		SOLE		4,297,000	0	857,000
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	26,831	22,600,000	PRN		OTR	1	10,273,000	12,327,000	0
MICRON TECHNOLOGY INC	COM	595112103	49,609	951,453	SH		OTR	1	236,831	714,622	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	51,227	28,548,000	PRN		OTR	1	7,753,000	20,795,000	0
MICROSOFT CORP	COM	594918104	308,968	3,385,204	SH		OTR	1	824,016	2,561,188	0
MID AMER APT CMNTYS INC	COM	59522J103	1,745	19,126	SH		OTR	1	3,294	15,832	0
MIDSTATES PETE CO INC	COM PAR	59804T407	801	60,100	SH		OTR	1	33,500	26,600	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	931	27,955	SH		OTR	1	11,355	16,600	0
MILLER INDS INC TENN	COM NEW	600551204	835	33,400	SH		OTR	1	17,000	16,400	0
MIMEDX GROUP INC	COM	602496101	421	60,332	SH		OTR	1	24,418	35,914	0
MKS INSTRUMENT INC	COM	55306N104	7,524	65,057	SH		OTR	1	30,345	34,712	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	4,082	358,400	SH		OTR	1	158,100	200,300	0
MOHAWK INDS INC	COM	608190104	2,470	10,638	SH		OTR	1	1,834	8,804	0
MOLINA HEALTHCARE INC	COM	60855R100	5,564	68,533	SH		OTR	1	24,533	44,000	0
MOLINA HEALTHCARE INC	DBCV 1.625% 8/1	60855RAD2	4,790	3,367,000	PRN		SOLE		2,812,000	0	555,000
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	17,755	8,808,000	PRN		OTR	1	2,313,000	6,495,000	0
MOLSON COORS BREWING CO	CL B	60871R209	7,081	93,994	SH		OTR	1	10,898	83,096	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	618	34,075	SH		OTR	1	14,006	20,069	0
MONDELEZ INTL INC	CL A	609207105	12,030	288,281	SH		OTR	1	43,309	244,972	0
MONOLITHIC PWR SYS INC	COM	609839105	347	3,000	SH		OTR	1	1,300	1,700	0
MONOTYPE IMAGING HOLDINGS IN	COM	61022P100	397	17,700	SH	��	OTR	1	7,300	10,400	0
MONSANTO CO NEW	COM	61166W101	14,053	120,427	SH		OTR	1	36,067	84,360	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,514	78,906	SH		OTR	1	11,934	66,972	0
MOODYS CORP	COM	615369105	4,514	27,985	SH		OTR	1	4,820	23,165	0
MORGAN STANLEY	COM NEW	617446448	14,314	265,274	SH		OTR	1	40,042	225,232	0
MORNINGSTAR INC	COM	617700109	2,047	21,431	SH		OTR	1	896	20,535	0
MOSAIC CO NEW	COM	61945C103	7,931	326,655	SH		OTR	1	30,445	296,210	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	7,035	66,812	SH		OTR	1	11,440	55,372	0
MURPHY OIL CORP	COM	626717102	11,312	437,767	SH		OTR	1	78,933	358,834	0
MYRIAD GENETICS INC	COM	62855J104	727	24,602	SH		OTR	1	9,892	14,710	0
NASDAQ INC	COM	631103108	12,316	142,847	SH		OTR	1	30,598	112,249	0
NATIONAL FUEL GAS CO N J	COM	636180101	1,230	23,901	SH		OTR	1	0	23,901	0
NATIONAL OILWELL VARCO INC	COM	637071101	2,355	63,970	SH		OTR	1	11,017	52,953	0
NATIONAL RETAIL PPTYS INC	COM	637417106	3,154	80,343	SH		OTR	1	0	80,343	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	466	24,500	SH		OTR	1	15,800	8,700	0
NAVIENT CORPORATION	COM	63938C108	581	44,271	SH		OTR	1	7,623	36,648	0
NAVISTAR INTL CORP NEW	NOTE 4.750% 4/1	63934EAS7	567	550,000	PRN		SOLE		550,000	0	0
NCI BUILDING SYS INC	COM NEW	628852204	1,993	112,600	SH		OTR	1	52,300	60,300	0
NEKTAR THERAPEUTICS	COM	640268108	6,590	62,018	SH		OTR	1	18,770	43,248	0
NETAPP INC	COM	64110D104	30,223	489,918	SH		OTR	1	120,354	369,564	0
NETEASE INC	SPONSORED ADR	64110W102	15,103	53,864	SH		OTR	1	25,899	27,965	0
NETFLIX INC	COM	64110L106	48,562	164,421	SH		OTR	1	34,730	129,691	0
NEW MEDIA INVT GROUP INC	COM	64704V106	3,574	208,530	SH		OTR	1	85,030	123,500	0
NEW RELIC INC	COM	64829B100	800	10,800	SH		OTR	1	4,400	6,400	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	1,580	96,024	SH		OTR	1	0	96,024	0
NEW YORK & CO INC	COM	649295102	66	19,500	SH		SOLE		19,500	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	214	16,417	SH		SOLE		16,417	0	0
NEWELL BRANDS INC	COM	651229106	2,102	82,494	SH		OTR	1	14,206	68,288	0
NEWFIELD EXPL CO	COM	651290108	819	33,530	SH		OTR	1	5,774	27,756	0
NEWMONT MINING CORP	COM	651639106	15,054	385,303	SH		OTR	1	42,424	342,879	0
NEWS CORP NEW	CL A	65249B109	13,707	867,539	SH		OTR	1	327,236	540,303	0
NEWS CORP NEW	CL B	65249B208	4,405	273,587	SH		OTR	1	8,885	264,702	0
NEXTERA ENERGY INC	COM	65339F101	21,007	128,614	SH		OTR	1	36,977	91,637	0
NEXTERA ENERGY INC	UNIT 08/31/2018	65339F846	9,293	127,390	SH		SOLE		127,390	0	0
NIC INC	COM	62914B100	1,035	77,800	SH		OTR	1	31,700	46,100	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	54,630	43,957,000	PRN		OTR	1	9,594,000	34,363,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	5,928	4,789,000	PRN		SOLE		3,985,000	0	804,000
NIKE INC	CL B	654106103	15,754	237,115	SH		OTR	1	37,665	199,450	0
NISOURCE INC	COM	65473P105	1,355	56,690	SH		OTR	1	9,763	46,927	0
NOBLE ENERGY INC	COM	655044105	2,482	81,905	SH		OTR	1	14,103	67,802	0
NORDSTROM INC	COM	655664100	14,055	290,326	SH		OTR	1	74,239	216,087	0
NORFOLK SOUTHERN CORP	COM	655844108	8,070	59,436	SH		OTR	1	8,293	51,143	0
NORTHERN TR CORP	COM	665859104	6,899	66,898	SH		OTR	1	7,438	59,460	0
NORTHROP GRUMMAN CORP	COM	666807102	13,201	37,812	SH		OTR	1	5,045	32,767	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	21,269	3,511,000	PRN		SOLE		3,511,000	0	0
NRG ENERGY INC	COM NEW	629377508	12,722	416,721	SH		OTR	1	102,013	314,708	0
NU SKIN ENTERPRISES INC	CL A	67018T105	23,903	324,283	SH		OTR	1	25,439	298,844	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	13,926	884,176	SH		OTR	1	63,225	820,951	0
NUCOR CORP	COM	670346105	3,269	53,513	SH		OTR	1	9,216	44,297	0
NUTANIX INC	CL A	67059N108	894	18,200	SH		OTR	1	7,400	10,800	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	12,291	11,139,000	PRN		OTR	1	2,905,000	8,234,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	5,431	4,944,000	PRN		SOLE		4,119,000	0	825,000
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	16,400	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	23,337	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,416	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	3,801	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	17,891	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,887	648,590	SH		OTR	1	548,590	100,000	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,049	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	63,993	276,322	SH		OTR	1	94,199	182,123	0
NVR INC	COM	62944T105	2,131	761	SH		OTR	1	50	711	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	3,488	14,099	SH		OTR	1	2,428	11,671	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	29,109	28,118,000	PRN		OTR	1	6,391,000	21,727,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	7,173	6,946,000	PRN		SOLE		5,777,000	0	1,169,000
OCCIDENTAL PETE CORP DEL	COM	674599105	10,151	156,264	SH		OTR	1	22,182	134,082	0
OCEANEERING INTL INC	COM	675232102	1,296	69,883	SH		OTR	1	18,183	51,700	0
OFFICE DEPOT INC	COM	676220106	174	81,100	SH		SOLE		81,100	0	0
OFG BANCORP	COM	67103X102	3,794	363,031	SH		OTR	1	131,331	231,700	0
OLD LINE BANCSHARES INC	COM	67984M100	234	7,100	SH		OTR	1	3,000	4,100	0
OLD REP INTL CORP	COM	680223104	11,402	531,552	SH		OTR	1	108,869	422,683	0
OLIN CORP	COM PAR $1	680665205	13,649	449,132	SH		OTR	1	29,208	419,924	0
OMNICOM GROUP INC	COM	681919106	3,120	42,936	SH		OTR	1	7,404	35,532	0
ON SEMICONDUCTOR CORP	COM	682189105	18,508	756,670	SH		OTR	1	39,557	717,113	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	36,270	25,325,000	PRN		OTR	1	4,820,000	20,505,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	6,743	4,725,000	PRN		SOLE		3,932,000	0	793,000
ONE GAS INC	COM	68235P108	386	5,850	SH		OTR	1	2,350	3,500	0
ONEMAIN HLDGS INC	COM	68268W103	1,232	41,142	SH		OTR	1	0	41,142	0
ONEOK INC NEW	COM	682680103	7,677	134,878	SH		OTR	1	15,632	119,246	0
OPKO HEALTH INC	COM	68375N103	8,873	2,799,098	SH		OTR	1	168,014	2,631,084	0
ORACLE CORP	COM	68389X105	51,026	1,115,317	SH		OTR	1	408,732	706,585	0
ORION GROUP HOLDINGS INC	COM	68628V308	258	39,100	SH		OTR	1	32,500	6,600	0
OUTFRONT MEDIA INC	COM	69007J106	1,676	89,417	SH		OTR	1	1,970	87,447	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	271	95,400	SH		SOLE		95,400	0	0
OWENS CORNING NEW	COM	690742101	10,864	135,130	SH		OTR	1	8,066	127,064	0
PACCAR INC	COM	693718108	10,843	163,872	SH		OTR	1	61,337	102,535	0
PACIFIC ETHANOL INC	COM PAR $.001	69423U305	500	166,695	SH		OTR	1	80,295	86,400	0
PACIRA PHARMACEUTICALS INC	COM	695127100	327	10,500	SH		OTR	1	2,200	8,300	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	12,081	13,185,000	PRN		OTR	1	4,237,000	8,948,000	0
PACKAGING CORP AMER	COM	695156109	1,790	15,881	SH		OTR	1	2,735	13,146	0
PALO ALTO NETWORKS INC	COM	697435105	5,881	32,400	SH		OTR	1	3,311	29,089	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	18,899	11,419,000	PRN		OTR	1	2,979,000	8,440,000	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	3,973	231,400	SH		OTR	1	82,500	148,900	0
PARK HOTELS RESORTS INC	COM	700517105	7,433	275,103	SH		OTR	1	16,501	258,602	0
PARK OHIO HLDGS CORP	COM	700666100	633	16,300	SH		OTR	1	6,800	9,500	0
PARKER HANNIFIN CORP	COM	701094104	3,835	22,424	SH		OTR	1	3,861	18,563	0
PAYCHEX INC	COM	704326107	3,315	53,827	SH		OTR	1	9,268	44,559	0
PAYCOM SOFTWARE INC	COM	70432V102	1,997	18,600	SH		OTR	1	7,500	11,100	0
PAYPAL HLDGS INC	COM	70450Y103	32,460	427,842	SH		OTR	1	95,001	332,841	0
PBF ENERGY INC	CL A	69318G106	19,082	562,901	SH		OTR	1	38,958	523,943	0
PDL BIOPHARMA INC	COM	69329Y104	645	219,296	SH		OTR	1	88,888	130,408	0
PEABODY ENERGY CORP NEW	COM	704551100	3,723	102,000	SH		OTR	1	41,700	60,300	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	1,879	56,274	SH		OTR	1	22,674	33,600	0
PEBBLEBROOK HOTEL TR	COM	70509V100	1,132	32,950	SH		OTR	1	13,150	19,800	0
PEGASYSTEMS INC	COM	705573103	813	13,400	SH		OTR	1	5,500	7,900	0
PENN NATL GAMING INC	COM	707569109	247	9,400	SH		OTR	1	3,800	5,600	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	2,090	112,003	SH		OTR	1	12,642	99,361	0
PEPSICO INC	COM	713448108	87,632	802,856	SH		OTR	1	213,948	588,908	0
PERKINELMER INC	COM	714046109	1,405	18,555	SH		OTR	1	3,197	15,358	0
PETROQUEST ENERGY INC	COM NEW	716748306	867	1,493,209	SH		OTR	1	292,496	1,200,713	0
PFIZER INC	COM	717081103	66,159	1,864,171	SH		OTR	1	605,265	1,258,906	0
PG&E CORP	COM	69331C108	11,138	253,540	SH		OTR	1	54,061	199,479	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	4,435	111,721	SH		OTR	1	37,121	74,600	0
PHILIP MORRIS INTL INC	COM	718172109	43,162	434,227	SH		OTR	1	120,377	313,850	0
PHILLIPS 66	COM	718546104	20,800	216,849	SH		OTR	1	94,864	121,985	0
PHOTRONICS INC	COM	719405102	173	21,000	SH		SOLE		21,000	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	3,390	192,742	SH		OTR	1	0	192,742	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	11,719	476,187	SH		OTR	1	57,176	419,011	0
PINNACLE WEST CAP CORP	COM	723484101	1,501	18,807	SH		OTR	1	3,239	15,568	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	956	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	6,469	37,657	SH		OTR	1	4,933	32,724	0
PITNEY BOWES INC	COM	724479100	13,128	1,205,518	SH		OTR	1	82,411	1,123,107	0
PLANTRONICS INC NEW	COM	727493108	5,023	83,200	SH		OTR	1	31,300	51,900	0
PNC FINL SVCS GROUP INC	COM	693475105	13,547	89,573	SH		OTR	1	13,686	75,887	0
POLARIS INDS INC	COM	731068102	29,230	255,240	SH		OTR	1	53,156	202,084	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	660	20,214	SH		OTR	1	8,172	12,042	0
POTLATCHDELTIC CORPORATION	COM	737630103	3,938	75,653	SH		OTR	1	30,475	45,178	0
POWELL INDS INC	COM	739128106	487	18,156	SH		OTR	1	7,756	10,400	0
PPG INDS INC	COM	693506107	6,545	58,647	SH		OTR	1	7,384	51,263	0
PPL CORP	COM	69351T106	3,309	116,957	SH		OTR	1	20,142	96,815	0
PRA HEALTH SCIENCES INC	COM	69354M108	207	2,500	SH		OTR	1	1,000	1,500	0
PRAXAIR INC	COM	74005P104	8,714	60,387	SH		OTR	1	8,298	52,089	0
PRESIDIO INC	COM	74102M103	805	51,500	SH		OTR	1	21,300	30,200	0
PRICE T ROWE GROUP INC	COM	74144T108	28,318	262,277	SH		OTR	1	66,656	195,621	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	9,509	5,923,000	PRN		SOLE		4,921,000	0	1,002,000
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	52,912	42,309,000	PRN		OTR	1	11,834,000	30,475,000	0
PRIMERICA INC	COM	74164M108	2,023	20,940	SH		OTR	1	9,882	11,058	0
PRIMORIS SVCS CORP	COM	74164F103	637	25,500	SH		OTR	1	11,900	13,600	0
PRINCIPAL FINL GROUP INC	COM	74251V102	5,055	82,985	SH		OTR	1	9,799	73,186	0
PROCTER AND GAMBLE CO	COM	742718109	68,871	868,700	SH		OTR	1	328,673	540,027	0
PROGRESS SOFTWARE CORP	COM	743312100	2,146	55,800	SH		OTR	1	22,600	33,200	0
PROGRESSIVE CORP OHIO	COM	743315103	40,078	657,777	SH		OTR	1	163,134	494,643	0
PROLOGIS INC	COM	74340W103	10,466	166,157	SH		OTR	1	19,001	147,156	0
PROLOGIS INC	COM	74340W103	15	233	SH		SOLE		0	0	233
PROOFPOINT INC	DBCV 0.750% 6/1	743424AD5	28,623	19,543,000	PRN		OTR	1	4,917,000	14,626,000	0
PROOFPOINT INC	DBCV 0.750% 6/1	743424AD5	6,759	4,631,000	PRN		SOLE		3,847,000	0	784,000
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,425	1,420,000	PRN		SOLE		1,420,000	0	0
PROVIDENCE SVC CORP	COM	743815102	277	4,000	SH		OTR	1	1,600	2,400	0
PRUDENTIAL FINL INC	COM	744320102	21,675	209,317	SH		OTR	1	55,188	154,129	0
PS BUSINESS PKS INC CALIF	COM	69360J107	1,948	17,230	SH		OTR	1	6,971	10,259	0
PUBLIC STORAGE	COM	74460D109	19,309	96,356	SH		OTR	1	40,647	55,709	0
PUBLIC STORAGE	COM	74460D109	6	31	SH		SOLE		0	0	31
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	9,619	191,461	SH		OTR	1	20,220	171,241	0
PULTE GROUP INC	COM	745867101	1,343	45,525	SH		OTR	1	7,841	37,684	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	776	11,407	SH		OTR	1	4,633	6,774	0
PURE STORAGE INC	CL A	74624M102	2,835	142,100	SH		OTR	1	57,900	84,200	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	14,400	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	1,973	13,032	SH		OTR	1	2,244	10,788	0
QEP RES INC	COM	74733V100	1,204	123,000	SH		OTR	1	23,600	99,400	0
QORVO INC	COM	74736K101	14,950	212,211	SH		OTR	1	11,623	200,588	0
QUAD / GRAPHICS INC	COM CL A	747301109	3,266	128,834	SH		OTR	1	51,803	77,031	0
QUALCOMM INC	COM	747525103	18,788	339,068	SH		OTR	1	75,555	263,513	0
QUALITY SYS INC	COM	747582104	217	15,900	SH		SOLE		15,900	0	0
QUANTA SVCS INC	COM	74762E102	895	26,045	SH		OTR	1	4,486	21,559	0
QUANTUM CORP	COM NEW	747906501	49	13,500	SH		OTR	1	5,400	8,100	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,301	22,939	SH		OTR	1	3,949	18,990	0
QUIDEL CORP	COM	74838J101	202	3,900	SH		SOLE		3,900	0	0
QUINSTREET INC	COM	74874Q100	994	77,800	SH		OTR	1	40,900	36,900	0
RADIANT LOGISTICS INC	COM	75025X100	48	12,400	SH		SOLE		12,400	0	0
RADIUS HEALTH INC	COM NEW	750469207	604	16,805	SH		OTR	1	6,772	10,033	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,515	1,500,000	PRN		OTR	1	396,000	1,104,000	0
RADNET INC	COM	750491102	3,250	225,700	SH		OTR	1	88,200	137,500	0
RALPH LAUREN CORP	CL A	751212101	23,025	205,952	SH		OTR	1	62,572	143,380	0
RANGE RES CORP	COM	75281A109	553	38,008	SH		OTR	1	6,546	31,462	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,995	22,314	SH		OTR	1	3,756	18,558	0
RAYONIER ADVANCED MATLS INC	COM	75508B104	1,632	76,031	SH		OTR	1	37,031	39,000	0
RAYTHEON CO	COM NEW	755111507	12,322	57,094	SH		OTR	1	8,584	48,510	0
RBB BANCORP	COM	74930B105	398	15,100	SH		OTR	1	6,100	9,000	0
REALOGY HLDGS CORP	COM	75605Y106	7,541	276,442	SH		OTR	1	14,645	261,797	0
REALPAGE INC	COM	75606N109	232	4,500	SH		OTR	1	1,800	2,700	0
REALTY INCOME CORP	COM	756109104	2,454	47,431	SH		OTR	1	8,167	39,264	0
RED HAT INC	COM	756577102	4,453	29,784	SH		OTR	1	5,130	24,654	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	59,742	29,472,000	PRN		OTR	1	9,389,000	20,083,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	12,252	6,059,000	PRN		SOLE		5,049,000	0	1,010,000
RED ROBIN GOURMET BURGERS IN	COM	75689M101	3,776	65,100	SH		OTR	1	28,500	36,600	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	243	250,000	PRN		SOLE		250,000	0	0
REGAL BELOIT CORP	COM	758750103	2,338	31,875	SH		OTR	1	0	31,875	0
REGENCY CTRS CORP	COM	758849103	1,469	24,906	SH		OTR	1	4,288	20,618	0
REGENCY CTRS CORP	COM	758849103	9	147	SH		SOLE		0	0	147
REGENERON PHARMACEUTICALS	COM	75886F107	11,215	32,569	SH		OTR	1	3,335	29,234	0
REGIONS FINL CORP NEW	COM	7591EP100	3,588	193,104	SH		OTR	1	32,578	160,526	0
REGIS CORP MINN	COM	758932107	2,065	136,465	SH		OTR	1	62,665	73,800	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	10,057	65,305	SH		OTR	1	1,577	63,728	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	883	69,013	SH		OTR	1	27,513	41,500	0
REPLIGEN CORP	COM	759916109	749	20,706	SH		OTR	1	8,430	12,276	0
REPUBLIC BANCORP KY	CL A	760281204	820	21,397	SH		OTR	1	8,697	12,700	0
REPUBLIC SVCS INC	COM	760759100	2,534	38,257	SH		OTR	1	6,589	31,668	0
RESMED INC	COM	761152107	2,371	24,081	SH		OTR	1	4,143	19,938	0
RETAIL PPTYS AMER INC	CL A	76131V202	1,186	101,697	SH		OTR	1	0	101,697	0
REX AMERICAN RESOURCES CORP	COM	761624105	1,302	17,889	SH		OTR	1	7,289	10,600	0
REX ENERGY CORPORATION	COM NEW	761565506	129	141,701	SH		OTR	1	18,701	123,000	0
RIGNET INC	COM	766582100	408	29,971	SH		OTR	1	18,871	11,100	0
RINGCENTRAL INC	CL A	76680R206	1,410	22,200	SH		OTR	1	9,000	13,200	0
RIVERVIEW BANCORP INC	COM	769397100	97	10,400	SH		OTR	1	4,200	6,200	0
RMR GROUP INC	CL A	74967R106	3,004	42,938	SH		OTR	1	17,438	25,500	0
ROBERT HALF INTL INC	COM	770323103	33,850	584,724	SH		OTR	1	130,249	454,475	0
ROCKWELL AUTOMATION INC	COM	773903109	3,768	21,628	SH		OTR	1	3,724	17,904	0
ROCKWELL COLLINS INC	COM	774341101	3,695	27,403	SH		OTR	1	4,719	22,684	0
ROPER TECHNOLOGIES INC	COM	776696106	4,828	17,202	SH		OTR	1	2,963	14,239	0
ROSS STORES INC	COM	778296103	5,061	64,903	SH		OTR	1	11,176	53,727	0
ROYAL GOLD INC	NOTE 2.875% 6/1	780287AA6	797	755,000	PRN		SOLE		755,000	0	0
RPM INTL INC	NOTE 2.250%12/1	749685AT0	7,129	6,328,000	PRN		SOLE		6,035,000	0	293,000
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	581	550,000	PRN		SOLE		550,000	0	0
RTI SURGICAL INC	COM	74975N105	151	32,800	SH		SOLE		32,800	0	0
RUSH ENTERPRISES INC	CL A	781846209	4,658	109,626	SH		OTR	1	38,526	71,100	0
RUSH ENTERPRISES INC	CL B	781846308	683	16,910	SH		OTR	1	7,810	9,100	0
RYDER SYS INC	COM	783549108	7,115	97,749	SH		OTR	1	6,501	91,248	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	4,397	56,767	SH		OTR	1	22,903	33,864	0
S&P GLOBAL INC	COM	78409V104	14,558	76,197	SH		OTR	1	9,951	66,246	0
SABRE CORP	COM	78573M104	19,215	895,790	SH		OTR	1	157,822	737,968	0
SAGE THERAPEUTICS INC	COM	78667J108	2,036	12,638	SH		OTR	1	5,118	7,520	0
SALESFORCE COM INC	COM	79466L302	20,279	174,370	SH		OTR	1	22,095	152,275	0
SALLY BEAUTY HLDGS INC	COM	79546E104	1,561	94,908	SH		OTR	1	16,394	78,514	0
SANDERSON FARMS INC	COM	800013104	3,829	32,167	SH		OTR	1	13,067	19,100	0
SANGAMO THERAPEUTICS INC	COM	800677106	640	33,700	SH		OTR	1	13,900	19,800	0
SANMINA CORPORATION	COM	801056102	2,736	104,640	SH		OTR	1	37,966	66,674	0
SAREPTA THERAPEUTICS INC	COM	803607100	1,548	20,894	SH		OTR	1	8,343	12,551	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	11,641	68,110	SH		OTR	1	9,638	58,472	0
SCANA CORP NEW	COM	80589M102	901	24,006	SH		OTR	1	4,134	19,872	0
SCANSOURCE INC	COM	806037107	2,678	75,334	SH		OTR	1	31,734	43,600	0
SCHEIN HENRY INC	COM	806407102	1,776	26,419	SH		OTR	1	4,549	21,870	0
SCHLUMBERGER LTD	COM	806857108	16,882	260,600	SH		OTR	1	40,153	220,447	0
SCHNITZER STL INDS	CL A	806882106	3,749	115,900	SH		OTR	1	50,900	65,000	0
SCHWAB CHARLES CORP NEW	COM	808513105	12,324	236,005	SH		OTR	1	34,778	201,227	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	392	4,969	SH		OTR	1	1,969	3,000	0
SCOTTS MIRACLE GRO CO	CL A	810186106	210	2,448	SH		OTR	1	0	2,448	0
SEABOARD CORP	COM	811543107	1,578	370	SH		OTR	1	126	244	0
SEALED AIR CORP NEW	COM	81211K100	1,208	28,233	SH		OTR	1	4,873	23,360	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	5,068	96,290	SH		OTR	1	0	96,290	0
SEMPRA ENERGY	COM	816851109	5,676	51,031	SH		OTR	1	7,410	43,621	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	1,701	108,620	SH		OTR	1	4,931	103,689	0
SERVICENOW INC	NOTE 11/0	81762PAB8	21,711	9,704,000	PRN		OTR	1	2,863,000	6,841,000	0
SERVICENOW INC	NOTE 11/0	81762PAB8	10,137	4,541,000	PRN		SOLE		3,762,000	0	779,000
SHERWIN WILLIAMS CO	COM	824348106	5,431	13,851	SH		OTR	1	2,385	11,466	0
SHILOH INDS INC	COM	824543102	553	63,600	SH		OTR	1	34,000	29,600	0
SHOE CARNIVAL INC	COM	824889109	1,285	54,000	SH		OTR	1	21,800	32,200	0
SHORE BANCSHARES INC	COM	825107105	275	14,604	SH		OTR	1	6,304	8,300	0
SHUTTERFLY INC	COM	82568P304	4,274	52,600	SH		OTR	1	22,800	29,800	0
SHUTTERSTOCK INC	COM	825690100	1,199	24,900	SH		OTR	1	11,700	13,200	0
SI FINL GROUP INC MD	COM	78425V104	170	11,800	SH		OTR	1	4,800	7,000	0
SIERRA BANCORP	COM	82620P102	241	9,031	SH		OTR	1	3,631	5,400	0
SILICON LABORATORIES INC	COM	826919102	485	5,400	SH		OTR	1	2,200	3,200	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	28,803	24,830,000	PRN		OTR	1	2,009,000	22,821,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	13,699	88,755	SH		OTR	1	27,394	61,361	0
SIMON PPTY GROUP INC NEW	COM	828806109	23	150	SH		SOLE		0	0	150
SJW GROUP	COM	784305104	3,207	60,837	SH		OTR	1	24,537	36,300	0
SKECHERS U S A INC	CL A	830566105	8,379	215,456	SH		OTR	1	10,372	205,084	0
SKYWORKS SOLUTIONS INC	COM	83088M102	7,543	75,237	SH		OTR	1	26,278	48,959	0
SL GREEN RLTY CORP	COM	78440X101	7	68	SH		SOLE		0	0	68
SL GREEN RLTY CORP	COM	78440X101	2,038	21,048	SH		OTR	1	2,752	18,296	0
SMART SAND INC	COM	83191H107	128	22,000	SH		SOLE		22,000	0	0
SMITH A O	COM	831865209	1,561	24,544	SH		OTR	1	4,227	20,317	0
SMUCKER J M CO	COM NEW	832696405	2,371	19,121	SH		OTR	1	3,294	15,827	0
SNAP ON INC	COM	833034101	1,416	9,595	SH		OTR	1	1,651	7,944	0
SOUTHERN CO	COM	842587107	9,098	203,718	SH		OTR	1	29,258	174,460	0
SOUTHWEST AIRLS CO	COM	844741108	9,171	160,100	SH		OTR	1	56,023	104,077	0
SOUTHWESTERN ENERGY CO	COM	845467109	1,083	250,161	SH		OTR	1	35,861	214,300	0
SPARK THERAPEUTICS INC	COM	84652J103	778	11,689	SH		OTR	1	4,773	6,916	0
SPARTAN MTRS INC	COM	846819100	737	42,850	SH		OTR	1	17,350	25,500	0
SPARTON CORP	COM	847235108	192	11,000	SH		OTR	1	6,000	5,000	0
SPDR GOLD TRUST	GOLD SHS	78463V107	23,774	189,000	SH		OTR	1	0	189,000	0
SPDR INDEX SHS FDS	S&P EMKTSC ETF	78463X756	12,410	236,418	SH		OTR	1	0	236,418	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	458,410	1,742,009	SH		OTR	01 03	141,181	1,600,828	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	20,144	58,946	SH		OTR	1	2,532	56,414	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,049	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	549	34,097	SH		OTR	1	14,082	20,015	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	10,632	127,023	SH		OTR	1	7,641	119,382	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	6,376	821,666	SH		OTR	1	39,721	781,945	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	3	401	SH		SOLE		0	0	401
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	1,245	1,225,000	PRN		SOLE		1,225,000	0	0
SPRINT CORP	COM SER 1	85207U105	1,741	356,773	SH		OTR	1	0	356,773	0
SPROUTS FMRS MKT INC	COM	85208M102	3,517	149,859	SH		OTR	1	21,820	128,039	0
SPS COMM INC	COM	78463M107	436	6,800	SH		OTR	1	2,700	4,100	0
SQUARE INC	CL A	852234103	2,876	58,455	SH		OTR	1	3,490	54,965	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	1,107	505,000	PRN		SOLE		505,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	7,874	146,796	SH		OTR	1	13,585	133,211	0
STAMPS COM INC	COM NEW	852857200	1,468	7,300	SH		OTR	1	3,000	4,300	0
STANLEY BLACK & DECKER INC	COM	854502101	3,992	26,059	SH		OTR	1	4,445	21,614	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	18,789	163,124	SH		OTR	1	37,383	125,741	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	5,480	47,735	SH		SOLE		39,785	0	7,950
STARBUCKS CORP	COM	855244109	16,972	293,184	SH		OTR	1	68,089	225,095	0
STARWOOD PPTY TR INC	COM	85571B105	5,691	271,668	SH		OTR	1	15,202	256,466	0
STARWOOD PPTY TR INC	NOTE 4.000% 1/1	85571BAB1	1,440	1,332,000	PRN		SOLE		1,332,000	0	0
STATE STR CORP	COM	857477103	29,761	298,420	SH		OTR	1	95,055	203,365	0
STEEL DYNAMICS INC	COM	858119100	4,456	100,761	SH		OTR	1	7,501	93,260	0
STEPAN CO	COM	858586100	496	5,965	SH		OTR	1	2,465	3,500	0
STERICYCLE INC	COM	858912108	841	14,371	SH		OTR	1	2,475	11,896	0
STEWART INFORMATION SVCS COR	COM	860372101	404	9,200	SH		OTR	1	3,700	5,500	0
STIFEL FINL CORP	COM	860630102	9,703	163,814	SH		OTR	1	91,697	72,117	0
STONE ENERGY CORP	COM PAR	861642403	149,990	4,042,851	SH		OTR	1	1,122,212	2,920,639	0
STRYKER CORP	COM	863667101	8,717	54,172	SH		OTR	1	9,327	44,845	0
SUNCOKE ENERGY INC	COM	86722A103	2,641	245,400	SH		OTR	1	94,800	150,600	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	704	910,000	PRN		SOLE		910,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	3,968	260,701	SH		OTR	1	105,601	155,100	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	5	355	SH		SOLE		0	0	355
SUNTRUST BKS INC	COM	867914103	15,360	225,750	SH		OTR	1	20,123	205,627	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	4,145	90,500	SH		OTR	1	30,600	59,900	0
SVB FINL GROUP	COM	78486Q101	2,127	8,863	SH		OTR	1	1,526	7,337	0
SYKES ENTERPRISES INC	COM	871237103	1,444	49,900	SH		OTR	1	20,500	29,400	0
SYMANTEC CORP	COM	871503108	2,698	104,356	SH		OTR	1	17,970	86,386	0
SYNAPTICS INC	COM	87157D109	4,130	90,321	SH		OTR	1	39,361	50,960	0
SYNCHRONY FINL	COM	87165B103	25,400	757,541	SH		OTR	1	174,027	583,514	0
SYNERGY PHARMACEUTICALS DEL	COM NEW	871639308	295	160,959	SH		OTR	1	71,021	89,938	0
SYNOPSYS INC	COM	871607107	2,361	28,358	SH		OTR	1	4,889	23,469	0
SYSCO CORP	COM	871829107	16,241	270,868	SH		OTR	1	84,338	186,530	0
T MOBILE US INC	COM	872590104	11,212	183,683	SH		OTR	1	48,698	134,985	0
TAILORED BRANDS INC	COM	87403A107	5,112	204,000	SH		OTR	1	74,500	129,500	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	37,832	864,534	SH		OTR	1	408,295	456,239	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,885	19,277	SH		OTR	1	3,320	15,957	0
TAPESTRY INC	COM	876030107	2,518	47,866	SH		OTR	1	8,242	39,624	0
TARGET CORP	COM	87612E106	21,633	311,579	SH		OTR	1	121,896	189,683	0
TCF FINL CORP	COM	872275102	4,931	216,187	SH		OTR	1	14,295	201,892	0
TECHTARGET INC	COM	87874R100	708	35,600	SH		OTR	1	15,600	20,000	0
TELEFLEX INC	COM	879369106	20,963	82,214	SH		OTR	1	0	82,214	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	1,689	60,246	SH		OTR	1	0	60,246	0
TELIGENT INC NEW	COM	87960W104	87	25,900	SH		SOLE		25,900	0	0
TEMPUR SEALY INTL INC	COM	88023U101	1,049	23,169	SH		OTR	1	0	23,169	0
TERADATA CORP DEL	COM	88076W103	20,801	524,359	SH		OTR	1	148,997	375,362	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,356	888,000	PRN		SOLE		888,000	0	0
TEREX CORP NEW	COM	880779103	3,067	81,988	SH		OTR	1	2,936	79,052	0
TERRITORIAL BANCORP INC	COM	88145X108	377	12,717	SH		OTR	1	5,417	7,300	0
TESARO INC	NOTE 3.000%10/0	881569AA5	649	360,000	PRN		SOLE		360,000	0	0
TESLA INC	COM	88160R101	3,327	12,500	SH		OTR	1	0	12,500	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	2,787	2,800,000	PRN		SOLE		2,800,000	0	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	1,002	267,100	SH		OTR	1	60,300	206,800	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	260	295,000	PRN		OTR	1	0	295,000	0
TEXAS INSTRS INC	COM	882508104	20,355	195,924	SH		OTR	1	29,067	166,857	0
TEXTRON INC	COM	883203101	5,737	97,283	SH		OTR	1	20,802	76,481	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	15,491	75,032	SH		OTR	1	11,653	63,379	0
THOR INDS INC	COM	885160101	7,213	62,631	SH		OTR	1	3,131	59,500	0
TIFFANY & CO NEW	COM	886547108	1,678	17,186	SH		OTR	1	2,959	14,227	0
TILLYS INC	CL A	886885102	730	64,600	SH		OTR	1	28,300	36,300	0
TIME WARNER INC	COM NEW	887317303	13,911	147,083	SH		OTR	1	22,567	124,516	0
TITAN MACHY INC	COM	88830R101	4,227	179,404	SH		OTR	1	62,204	117,200	0
TJX COS INC NEW	COM	872540109	8,691	106,564	SH		OTR	1	18,363	88,201	0
TORCHMARK CORP	COM	891027104	1,521	18,074	SH		OTR	1	3,114	14,960	0
TOTAL SYS SVCS INC	COM	891906109	6,861	79,544	SH		OTR	1	10,661	68,883	0
TOWER INTL INC	COM	891826109	749	26,981	SH		OTR	1	11,281	15,700	0
TPI COMPOSITES INC	COM	87266J104	4,519	201,300	SH		OTR	1	73,400	127,900	0
TRACTOR SUPPLY CO	COM	892356106	9,282	147,282	SH		OTR	1	58,225	89,057	0
TRANSDIGM GROUP INC	COM	893641100	8,771	28,575	SH		OTR	1	2,904	25,671	0
TRAVELERS COMPANIES INC	COM	89417E109	21,509	154,900	SH		OTR	1	62,336	92,564	0
TREEHOUSE FOODS INC	COM	89469A104	7,532	196,822	SH		OTR	1	5,495	191,327	0
TRINET GROUP INC	COM	896288107	4,169	90,000	SH		OTR	1	39,100	50,900	0
TRINITY INDS INC	COM	896522109	18,879	578,584	SH		OTR	1	102,824	475,760	0
TRINITY INDS INC	NOTE 3.875% 6/0	896522AF6	1,108	810,000	PRN		SOLE		810,000	0	0
TRIPADVISOR INC	COM	896945201	746	18,252	SH		OTR	1	3,144	15,108	0
TRIPLE-S MGMT CORP	CL B	896749108	3,992	152,710	SH		OTR	1	55,072	97,638	0
TRONC INC	COM	89703P107	2,947	179,501	SH		OTR	1	66,101	113,400	0
TRUEBLUE INC	COM	89785X101	3,614	139,529	SH		OTR	1	61,021	78,508	0
TTEC HLDGS INC	COM	89854H102	264	8,600	SH		OTR	1	3,500	5,100	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	8,054	219,503	SH		OTR	1	30,550	188,953	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	4,237	116,492	SH		OTR	1	12,731	103,761	0
TWITTER INC	COM	90184L102	10,912	376,144	SH		OTR	1	14,584	361,560	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	21,998	22,817,000	PRN		OTR	1	4,254,000	18,563,000	0
TYSON FOODS INC	CL A	902494103	28,194	385,221	SH		OTR	1	102,945	282,276	0
U S G CORP	COM NEW	903293405	10,787	266,885	SH		OTR	1	16,406	250,479	0
UDR INC	COM	902653104	1,604	45,038	SH		OTR	1	7,756	37,282	0
ULTA BEAUTY INC	COM	90384S303	2,007	9,826	SH		OTR	1	1,694	8,132	0
ULTRA CLEAN HLDGS INC	COM	90385V107	200	10,400	SH		SOLE		10,400	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	800	15,698	SH		OTR	1	6,154	9,544	0
UNDER ARMOUR INC	CL A	904311107	509	31,162	SH		OTR	1	5,366	25,796	0
UNDER ARMOUR INC	CL C	904311206	445	31,029	SH		OTR	1	5,343	25,686	0
UNION PAC CORP	COM	907818108	21,800	162,164	SH		OTR	1	23,512	138,652	0
UNIT CORP	COM	909218109	211	10,700	SH		SOLE		10,700	0	0
UNITED CONTL HLDGS INC	COM	910047109	2,827	40,689	SH		OTR	1	7,009	33,680	0
UNITED PARCEL SERVICE INC	CL B	911312106	12,128	115,881	SH		OTR	1	19,915	95,966	0
UNITED RENTALS INC	COM	911363109	34,819	201,579	SH		OTR	1	45,305	156,274	0
UNITED STATES STL CORP NEW	COM	912909108	26,425	750,914	SH		OTR	1	180,651	570,263	0
UNITED TECHNOLOGIES CORP	COM	913017109	24,434	194,199	SH		OTR	1	23,179	171,020	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	14,199	126,374	SH		OTR	1	43,100	83,274	0
UNITEDHEALTH GROUP INC	COM	91324P102	92,381	431,688	SH		OTR	1	100,036	331,652	0
UNIVAR INC	COM	91336L107	834	30,056	SH		OTR	1	1,783	28,273	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,747	14,750	SH		OTR	1	2,539	12,211	0
UNUM GROUP	COM	91529Y106	7,438	156,233	SH		OTR	1	9,048	147,185	0
URBAN OUTFITTERS INC	COM	917047102	18,370	497,036	SH		OTR	1	18,781	478,255	0
US BANCORP DEL	COM NEW	902973304	15,104	299,092	SH		OTR	1	45,557	253,535	0
US FOODS HLDG CORP	COM	912008109	5,417	165,302	SH		OTR	1	606	164,696	0
USA TECHNOLOGIES INC	COM NO PAR	90328S500	382	42,450	SH		OTR	1	17,450	25,000	0
USANA HEALTH SCIENCES INC	COM	90328M107	3,780	44,000	SH		OTR	1	17,800	26,200	0
V F CORP	COM	918204108	12,315	166,145	SH		OTR	1	15,559	150,586	0
VALERO ENERGY CORP NEW	COM	91913Y100	35,921	387,200	SH		OTR	1	134,110	253,090	0
VALHI INC NEW	COM	918905100	142	23,400	SH		OTR	1	18,100	5,300	0
VALVOLINE INC	COM	92047W101	621	28,078	SH		OTR	1	0	28,078	0
VANECK VECTORS ETF TR	AFRICA INDEX ETF	92189F866	1,773	69,207	SH		OTR	1	0	69,207	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189F361	7,481	241,386	SH		SOLE		241,386	0	0
VANECK VECTORS ETF TR	INDIA SMALL CAP	92189F767	2,566	44,860	SH		OTR	1	0	44,860	0
VANECK VECTORS ETF TR	JP MORGAN MKTS	92189F494	12,017	613,121	SH		OTR	1	0	613,121	0
VANECK VECTORS ETF TR	RUSSIA ETF	92189F403	1,414	62,200	SH		OTR	1	24,600	37,600	0
VANGUARD INDEX FDS	MCAP VL IDXVIP	922908512	12,437	113,693	SH		OTR	1	0	113,693	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	417,430	1,724,347	SH		OTR	3	0	1,724,347	0
VANGUARD MALVERN FDS	STRM INFPROIDX	922020805	9,835	201,083	SH		OTR	1	0	201,083	0
VARIAN MED SYS INC	COM	92220P105	3,545	28,905	SH		OTR	1	3,975	24,930	0
VECTRUS INC	COM	92242T101	3,457	92,843	SH		OTR	1	40,843	52,000	0
VEDANTA LTD	SPONSORED ADR	92242Y100	1,084	61,700	SH		SOLE		61,700	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	540	592,000	PRN		SOLE		592,000	0	0
VENTAS INC	COM	92276F100	2,969	59,946	SH		OTR	1	10,322	49,624	0
VERA BRADLEY INC	COM	92335C106	117	11,000	SH		OTR	1	10,800	200	0
VEREIT INC	COM	92339V100	3,790	544,609	SH		OTR	1	45,977	498,632	0
VERINT SYS INC	COM	92343X100	1,368	32,101	SH		OTR	1	13,001	19,100	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	37,178	37,994,000	PRN		OTR	1	8,812,000	29,182,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	4,620	4,746,000	PRN		SOLE		3,947,000	0	799,000
VERISIGN INC	COM	92343E102	16,196	136,606	SH		OTR	1	8,478	128,128	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	8,627	2,500,000	PRN		OTR	1	1,525,000	975,000	0
VERISK ANALYTICS INC	COM	92345Y106	2,721	26,161	SH		OTR	1	4,506	21,655	0
VERIZON COMMUNICATIONS INC	COM	92343V104	47,865	1,000,937	SH		OTR	1	230,338	770,599	0
VERSO CORP	CL A	92531L207	2,573	152,800	SH		OTR	1	61,900	90,900	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	6,938	42,568	SH		OTR	1	7,330	35,238	0
VIACOM INC NEW	CL B	92553P201	1,845	59,388	SH		OTR	1	10,226	49,162	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	29,143	28,588,000	PRN		OTR	1	4,340,000	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,864	2,823,000	PRN		SOLE		2,354,000	0	469,000
VISA INC	COM CL A	92826C839	91,331	763,509	SH		OTR	1	175,411	588,098	0
VISTRA ENERGY CORP	COM	92840M102	5,147	247,110	SH		OTR	1	15,137	231,973	0
VONAGE HLDGS CORP	COM	92886T201	3,170	297,622	SH		OTR	1	131,422	166,200	0
VORNADO RLTY TR	SH BEN INT	929042109	5,257	78,106	SH		OTR	1	7,469	70,637	0
VORNADO RLTY TR	SH BEN INT	929042109	3	39	SH		SOLE		0	0	39
VULCAN MATLS CO	COM	929160109	2,542	22,266	SH		OTR	1	3,835	18,431	0
W & T OFFSHORE INC	COM	92922P106	1,630	367,900	SH		OTR	1	100,900	267,000	0
W P CAREY INC	COM	92936U109	6,290	101,464	SH		OTR	1	5,507	95,957	0
W R BERKLEY CORPORATION	COM	084423102	9,527	131,040	SH		OTR	1	9,371	121,669	0
WABASH NATL CORP	COM	929566107	4,639	222,944	SH		OTR	1	81,544	141,400	0
WABASH NATL CORP	NOTE 3.375% 5/0	929566AH0	21,586	12,161,000	PRN		OTR	1	2,479,000	9,682,000	0
WABASH NATL CORP	NOTE 3.375% 5/0	929566AH0	5,675	3,206,000	PRN		SOLE		2,678,000	0	528,000
WALGREENS BOOTS ALLIANCE INC	COM	931427108	12,503	190,968	SH		OTR	1	36,664	154,304	0
WALMART INC	COM	931142103	56,652	636,752	SH		OTR	1	225,263	411,489	0
WARRIOR MET COAL INC	COM	93627C101	3,521	125,700	SH		OTR	1	55,100	70,600	0
WASTE MGMT INC DEL	COM	94106L109	17,981	213,760	SH		OTR	1	88,663	125,097	0
WATERS CORP	COM	941848103	2,660	13,388	SH		OTR	1	2,306	11,082	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAA9	476	500,000	PRN		SOLE		500,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	49,773	55,369,000	PRN		OTR	1	12,949,000	42,420,000	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	7,189	8,020,000	PRN		SOLE		6,686,000	0	1,334,000
WEB COM GROUP INC	COM	94733A104	2,302	127,200	SH		OTR	1	42,200	85,000	0
WEC ENERGY GROUP INC	COM	92939U106	15,358	244,943	SH		OTR	1	19,669	225,274	0
WELLCARE HEALTH PLANS INC	COM	94946T106	37,206	192,150	SH		OTR	1	41,242	150,908	0
WELLS FARGO CO NEW	COM	949746101	82,544	1,574,970	SH		OTR	1	457,133	1,117,837	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	39,559	30,642	SH		OTR	1	10,426	20,216	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,249	3,294	SH		SOLE		2,775	0	519
WELLTOWER INC	COM	95040Q104	3,503	64,365	SH		OTR	1	10,900	53,465	0
WELLTOWER INC	COM	95040Q104	9	168	SH		SOLE		0	0	168
WESBANCO INC	COM	950810101	3,352	79,242	SH		OTR	1	32,142	47,100	0
WEST BANCORPORATION INC	CAP STK	95123P106	562	21,940	SH		OTR	1	8,790	13,150	0
WESTERN DIGITAL CORP	COM	958102105	47,276	512,366	SH		OTR	1	130,622	381,744	0
WESTERN UN CO	COM	959802109	20,280	1,054,598	SH		OTR	1	266,077	788,521	0
WESTLAKE CHEM CORP	COM	960413102	22,351	201,093	SH		OTR	1	8,375	192,718	0
WESTROCK CO	COM	96145D105	2,750	42,857	SH		OTR	1	7,381	35,476	0
WEYERHAEUSER CO	COM	962166104	5,786	165,322	SH		OTR	1	40,776	124,546	0
WEYERHAEUSER CO	COM	962166104	4	108	SH		SOLE		0	0	108
WHIRLPOOL CORP	COM	963320106	13,744	89,763	SH		OTR	1	7,281	82,482	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	904	955,000	PRN		SOLE		955,000	0	0
WILEY JOHN & SONS INC	CL A	968223206	6,388	100,286	SH		OTR	1	5,834	94,452	0
WILLIAMS COS INC DEL	COM	969457100	5,238	210,720	SH		OTR	1	31,406	179,314	0
WILLIAMS SONOMA INC	COM	969904101	8,131	154,121	SH		OTR	1	51,218	102,903	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,094	675,000	PRN		SOLE		675,000	0	0
WORLD ACCEP CORP DEL	COM	981419104	1,776	16,862	SH		OTR	1	6,862	10,000	0
WORLD FUEL SVCS CORP	COM	981475106	3,788	154,317	SH		OTR	1	6,359	147,958	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	6,726	6,778,000	PRN		SOLE		5,899,000	0	879,000
WYNDHAM WORLDWIDE CORP	COM	98310W108	20,147	176,060	SH		OTR	1	43,938	132,122	0
WYNN RESORTS LTD	COM	983134107	40,358	221,310	SH		OTR	1	54,034	167,276	0
XCEL ENERGY INC	COM	98389B100	25,074	551,312	SH		OTR	1	111,186	440,126	0
XENCOR INC	COM	98401F105	600	20,021	SH		OTR	1	8,090	11,931	0
XENIA HOTELS & RESORTS INC	COM	984017103	3,385	171,668	SH		OTR	1	69,468	102,200	0
XEROX CORP	COM NEW	984121608	1,695	58,882	SH		OTR	1	6,189	52,693	0
XILINX INC	COM	983919101	3,100	42,913	SH		OTR	1	7,377	35,536	0
XO GROUP INC	COM	983772104	359	17,300	SH		OTR	1	6,900	10,400	0
XPERI CORP	COM	98421B100	923	43,650	SH		OTR	1	22,650	21,000	0
XPO LOGISTICS INC	COM	983793100	49,972	490,838	SH		OTR	1	21,650	469,188	0
XYLEM INC	COM	98419M100	2,655	34,510	SH		OTR	1	5,774	28,736	0
YAHOO INC	NOTE 12/0	984332AF3	2,233	1,595,000	PRN		SOLE		1,595,000	0	0
YELP INC	CL A	985817105	359	8,600	SH		OTR	1	3,500	5,100	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	335	37,950	SH		OTR	1	26,350	11,600	0
YUM BRANDS INC	COM	988498101	4,770	56,034	SH		OTR	1	9,650	46,384	0
YY INC	ADS REPCOM CLA	98426T106	2,635	25,050	SH		OTR	1	900	24,150	0
ZAGG INC	COM	98884U108	2,711	222,200	SH		OTR	1	78,500	143,700	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	7,301	52,451	SH		OTR	1	2,336	50,115	0
ZENDESK INC	COM	98936J101	1,297	27,100	SH		OTR	1	11,000	16,100	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	26,941	22,199,000	PRN		OTR	1	5,198,000	17,001,000	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	3,914	35,891	SH		OTR	1	5,869	30,022	0
ZIONS BANCORPORATION	COM	989701107	1,773	33,620	SH		OTR	1	5,789	27,831	0
ZIOPHARM ONCOLOGY INC	COM	98973P101	359	91,597	SH		OTR	1	38,641	52,956	0
ZIX CORP	COM	98974P100	753	176,400	SH		OTR	1	81,000	95,400	0
ZOETIS INC	CL A	98978V103	6,974	83,506	SH		OTR	1	14,242	69,264	0