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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 2,689 15,240 SH   SOLE   15,240 0 0
3M CO COM 88579Y101 14,535 82,391 SH   OTR 1 0 82,391 0
AAR CORP COM 000361105 3,184 70,600 SH   OTR 1 0 70,600 0
AAR CORP COM 000361105 677 15,000 SH   SOLE   15,000 0 0
AARONS INC COM PAR $0.50 002535300 1,085 19,000 SH   OTR 1 0 19,000 0
AARONS INC COM PAR $0.50 002535300 228 4,000 SH   SOLE   4,000 0 0
ABBOTT LABS COM 002824100 22,241 256,060 SH   OTR 1 0 256,060 0
ABBOTT LABS COM 002824100 333 3,839 SH   OTR 5 0 3,839 0
ABBOTT LABS COM 002824100 4,293 49,427 SH   SOLE   49,427 0 0
ABBVIE INC COM 00287Y109 2,513 28,379 SH   OTR 5 0 28,379 0
ABBVIE INC COM 00287Y109 6,513 73,560 SH   SOLE   73,560 0 0
ABBVIE INC COM 00287Y109 48,325 545,793 SH   OTR 1 0 545,793 0
ABIOMED INC COM 003654100 216 1,264 SH   SOLE   1,264 0 0
ABIOMED INC COM 003654100 986 5,779 SH   OTR 1 0 5,779 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,228 52,072 SH   OTR 1 0 52,072 0
ACADIA PHARMACEUTICALS INC COM 004225108 475 11,105 SH   SOLE   11,105 0 0
ACCELERON PHARMA INC COM 00434H108 2,042 38,522 SH   OTR 1 0 38,522 0
ACCELERON PHARMA INC COM 00434H108 433 8,168 SH   SOLE   8,168 0 0
ACCURAY INC COM 004397105 53 18,844 SH   OTR 1 0 18,844 0
ACCURAY INC COM 004397105 11 3,882 SH   SOLE   3,882 0 0
ACI WORLDWIDE INC COM 004498101 4,413 116,490 SH   OTR 1 0 116,490 0
ACI WORLDWIDE INC COM 004498101 936 24,700 SH   SOLE   24,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,238 121,817 SH   OTR 1 0 121,817 0
ACTIVISION BLIZZARD INC COM 00507V109 1,208 20,322 SH   SOLE   20,322 0 0
ACUITY BRANDS INC COM 00508Y102 9,155 66,339 SH   OTR 1 0 66,339 0
ACUITY BRANDS INC COM 00508Y102 949 6,875 SH   SOLE   6,875 0 0
ADOBE INC COM 00724F101 42,241 128,077 SH   OTR 1 0 128,077 0
ADOBE INC COM 00724F101 330 1,002 SH   OTR 5 0 1,002 0
ADOBE INC COM 00724F101 5,107 15,486 SH   SOLE   15,486 0 0
ADT INC COM 00090Q103 1,805 227,647 SH   OTR 1 0 227,647 0
ADT INC COM 00090Q103 115 14,466 SH   SOLE   14,466 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,098 6,858 SH   SOLE   6,858 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 9,436 58,919 SH   OTR 1 0 58,919 0
ADVANCE AUTO PARTS INC COM 00751Y106 409 2,551 SH   OTR 5 0 2,551 0
ADVANCED ENERGY INDS COM 007973100 3,487 48,975 SH   OTR 1 0 48,975 0
ADVANCED ENERGY INDS COM 007973100 726 10,200 SH   SOLE   10,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6,538 142,565 SH   OTR 1 0 142,565 0
ADVANCED MICRO DEVICES INC COM 007903107 1,332 29,050 SH   SOLE   29,050 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 35 6,000 PRN   DFND 1 0 6,000 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 522 90,000 PRN   SOLE   90,000 0 0
ADVANSIX INC COM 00773T101 1,835 91,920 SH   OTR 1 0 91,920 0
ADVANSIX INC COM 00773T101 391 19,600 SH   SOLE   19,600 0 0
AECOM COM 00766T100 529 12,262 SH   SOLE   12,262 0 0
AECOM COM 00766T100 4,936 114,444 SH   OTR 1 0 114,444 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 7,110 3,909,000 PRN   SOLE   3,909,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 60 33,000 PRN   OTR 4 0 33,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 32,952 18,118,000 PRN   OTR 1 0 18,118,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 3,530 1,944,000 PRN   DFND 1 0 1,944,000 0
AES CORP COM 00130H105 17,845 896,731 SH   OTR 1 0 896,731 0
AES CORP COM 00130H105 1,356 68,136 SH   OTR 5 0 68,136 0
AES CORP COM 00130H105 2,675 134,441 SH   SOLE   134,441 0 0
AFLAC INC COM 001055102 6,622 125,188 SH   OTR 1 0 125,188 0
AFLAC INC COM 001055102 998 18,862 SH   SOLE   18,862 0 0
AGCO CORP COM 001084102 1,281 16,577 SH   SOLE   16,577 0 0
AGCO CORP COM 001084102 10,319 133,578 SH   OTR 1 0 133,578 0
AGCO CORP COM 001084102 707 9,151 SH   OTR 5 0 9,151 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,391 39,751 SH   OTR 1 0 39,751 0
AGILENT TECHNOLOGIES INC COM 00846U101 708 8,294 SH   SOLE   8,294 0 0
AGREE REALTY CORP COM 008492100 1,179 16,800 SH   OTR 1 0 16,800 0
AGREE REALTY CORP COM 008492100 253 3,600 SH   SOLE   3,600 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,102 32,912 SH   OTR 1 0 32,912 0
AIMMUNE THERAPEUTICS INC COM 00900T107 234 6,979 SH   SOLE   6,979 0 0
AIR PRODS & CHEMS INC COM 009158106 8,258 35,140 SH   OTR 1 0 35,140 0
AIR PRODS & CHEMS INC COM 009158106 1,358 5,778 SH   SOLE   5,778 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 63 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,350 15,623 SH   OTR 5 0 15,623 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,938 34,007 SH   SOLE   34,007 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 16,005 185,288 SH   OTR 1 0 185,288 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,662 5,125,000 PRN   DFND 1 0 5,125,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 87 79,000 PRN   OTR 4 0 79,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 366 330,000 PRN   SOLE   330,000 0 0
ALASKA AIR GROUP INC COM 011659109 1,066 15,740 SH   OTR 1 0 15,740 0
ALASKA AIR GROUP INC COM 011659109 198 2,916 SH   SOLE   2,916 0 0
ALBEMARLE CORP COM 012653101 988 13,522 SH   OTR 1 0 13,522 0
ALBEMARLE CORP COM 012653101 227 3,106 SH   SOLE   3,106 0 0
ALEXANDERS INC COM 014752109 297 900 SH   SOLE   900 0 0
ALEXANDERS INC COM 014752109 1,553 4,700 SH   OTR 1 0 4,700 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,690 22,836 SH   OTR 1 0 22,836 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 604 3,741 SH   SOLE   3,741 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,262 48,655 SH   OTR 1 0 48,655 0
ALEXION PHARMACEUTICALS INC COM 015351109 773 7,143 SH   SOLE   7,143 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6 26 SH   DFND 1 0 26 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,702 69,315 SH   OTR 1 0 69,315 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,036 9,600 SH   SOLE   9,600 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,301 15,414 SH   OTR 1 0 15,414 0
ALIGN TECHNOLOGY INC COM 016255101 774 2,773 SH   SOLE   2,773 0 0
ALLAKOS INC COM 01671P100 191 2,000 SH   SOLE   2,000 0 0
ALLAKOS INC COM 01671P100 915 9,600 SH   OTR 1 0 9,600 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 112 70,000 PRN   SOLE   70,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,072 18,470 SH   OTR 1 0 18,470 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 611 5,442 SH   SOLE   5,442 0 0
ALLIANT ENERGY CORP COM 018802108 1,714 31,328 SH   OTR 1 0 31,328 0
ALLIANT ENERGY CORP COM 018802108 372 6,797 SH   SOLE   6,797 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 514 10,600 SH   OTR 1 0 10,600 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 112 2,300 SH   SOLE   2,300 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,416 70,697 SH   OTR 1 0 70,697 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 385 7,962 SH   SOLE   7,962 0 0
ALLSTATE CORP COM 020002101 1,565 13,914 SH   OTR 5 0 13,914 0
ALLSTATE CORP COM 020002101 2,109 18,757 SH   SOLE   18,757 0 0
ALLSTATE CORP COM 020002101 12,786 113,700 SH   OTR 1 0 113,700 0
ALPHABET INC CAP STK CL A 02079K305 101,002 75,409 SH   OTR 1 0 75,409 0
ALPHABET INC CAP STK CL A 02079K305 3,902 2,913 SH   OTR 5 0 2,913 0
ALPHABET INC CAP STK CL A 02079K305 16,465 12,293 SH   SOLE   12,293 0 0
ALPHABET INC CAP STK CL C 02079K107 5,216 3,901 SH   OTR 5 0 3,901 0
ALPHABET INC CAP STK CL C 02079K107 15,322 11,460 SH   SOLE   11,460 0 0
ALPHABET INC CAP STK CL C 02079K107 109,229 81,696 SH   OTR 1 0 81,696 0
ALTICE USA INC CL A 02156K103 1,990 72,798 SH   OTR 1 0 72,798 0
ALTICE USA INC CL A 02156K103 576 21,055 SH   SOLE   21,055 0 0
ALTRIA GROUP INC COM 02209S103 375 7,516 SH   OTR 5 0 7,516 0
ALTRIA GROUP INC COM 02209S103 1,604 32,145 SH   SOLE   32,145 0 0
ALTRIA GROUP INC COM 02209S103 15,014 300,831 SH   OTR 1 0 300,831 0
ALZA CORP SDCV 7/2 02261WAB5 22,796 11,340,000 PRN   SOLE   11,340,000 0 0
AMAZON COM INC COM 023135106 199,099 107,747 SH   OTR 1 0 107,747 0
AMAZON COM INC COM 023135106 7,693 4,163 SH   OTR 5 0 4,163 0
AMAZON COM INC COM 023135106 27,653 14,965 SH   SOLE   14,965 0 0
AMEREN CORP COM 023608102 2,620 34,117 SH   OTR 1 0 34,117 0
AMEREN CORP COM 023608102 489 6,368 SH   SOLE   6,368 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,450 50,563 SH   OTR 1 0 50,563 0
AMERICAN AIRLS GROUP INC COM 02376R102 266 9,291 SH   SOLE   9,291 0 0
AMERICAN ASSETS TR INC COM 024013104 555 12,100 SH   SOLE   12,100 0 0
AMERICAN ASSETS TR INC COM 024013104 2,648 57,700 SH   OTR 1 0 57,700 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,051 43,613 SH   OTR 1 0 43,613 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 169 3,598 SH   SOLE   3,598 0 0
AMERICAN ELEC PWR CO INC COM 025537101 7,619 80,620 SH   OTR 1 0 80,620 0
AMERICAN ELEC PWR CO INC COM 025537101 1,227 12,981 SH   SOLE   12,981 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 794 26,535 SH   OTR 1 0 26,535 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 157 5,237 SH   SOLE   5,237 0 0
AMERICAN EXPRESS CO COM 025816109 19,734 158,521 SH   OTR 1 0 158,521 0
AMERICAN EXPRESS CO COM 025816109 1,389 11,160 SH   OTR 5 0 11,160 0
AMERICAN EXPRESS CO COM 025816109 3,770 30,283 SH   SOLE   30,283 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 125 9,400 SH   SOLE   9,400 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 586 44,200 SH   OTR 1 0 44,200 0
AMERICAN FINL GROUP INC OHIO COM 025932104 389 3,544 SH   OTR 1 0 3,544 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,696 102,872 SH   OTR 1 0 102,872 0
AMERICAN HOMES 4 RENT CL A 02665T306 270 10,283 SH   SOLE   10,283 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 23,827 464,184 SH   OTR 1 0 464,184 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,630 31,755 SH   OTR 5 0 31,755 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,654 71,188 SH   SOLE   71,188 0 0
AMERICAN NATL INS CO COM 028591105 4,106 34,887 SH   OTR 1 0 34,887 0
AMERICAN NATL INS CO COM 028591105 448 3,806 SH   SOLE   3,806 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 13,693 13,500,000 PRN   OTR 1 0 13,500,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 8,378 8,260,000 PRN   SOLE   8,260,000 0 0
AMERICAN STS WTR CO COM 029899101 3,872 44,689 SH   OTR 1 0 44,689 0
AMERICAN STS WTR CO COM 029899101 822 9,484 SH   SOLE   9,484 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 16 2,000 SH   SOLE   2,000 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 71 9,000 SH   OTR 1 0 9,000 0
AMERICAN TOWER CORP NEW COM 03027X100 37,272 162,181 SH   OTR 1 0 162,181 0
AMERICAN TOWER CORP NEW COM 03027X100 1,446 6,293 SH   OTR 5 0 6,293 0
AMERICAN TOWER CORP NEW COM 03027X100 4,912 21,372 SH   SOLE   21,372 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 2,498 23,900 SH   OTR 1 0 23,900 0
AMERICAN WOODMARK CORPORATIO COM 030506109 523 5,000 SH   SOLE   5,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,832 23,049 SH   OTR 1 0 23,049 0
AMERICAN WTR WKS CO INC NEW COM 030420103 583 4,743 SH   SOLE   4,743 0 0
AMERICAS CAR MART INC COM 03062T105 2,040 18,600 SH   OTR 1 0 18,600 0
AMERICAS CAR MART INC COM 03062T105 472 4,300 SH   SOLE   4,300 0 0
AMERICOLD RLTY TR COM 03064D108 287 8,179 SH   SOLE   8,179 0 0
AMERICOLD RLTY TR COM 03064D108 2,197 62,656 SH   OTR 1 0 62,656 0
AMERIPRISE FINL INC COM 03076C106 18,921 113,585 SH   OTR 1 0 113,585 0
AMERIPRISE FINL INC COM 03076C106 1,403 8,425 SH   OTR 5 0 8,425 0
AMERIPRISE FINL INC COM 03076C106 2,924 17,552 SH   SOLE   17,552 0 0
AMERISOURCEBERGEN CORP COM 03073E105 24,203 284,671 SH   OTR 1 0 284,671 0
AMERISOURCEBERGEN CORP COM 03073E105 1,283 15,090 SH   OTR 5 0 15,090 0
AMERISOURCEBERGEN CORP COM 03073E105 3,178 37,385 SH   SOLE   37,385 0 0
AMETEK INC NEW COM 031100100 607 6,087 SH   SOLE   6,087 0 0
AMETEK INC NEW COM 031100100 2,904 29,119 SH   OTR 1 0 29,119 0
AMGEN INC COM 031162100 6,619 27,455 SH   SOLE   27,455 0 0
AMGEN INC COM 031162100 52,706 218,633 SH   OTR 1 0 218,633 0
AMGEN INC COM 031162100 2,660 11,033 SH   OTR 5 0 11,033 0
AMICUS THERAPEUTICS INC COM 03152W109 1,833 188,241 SH   OTR 1 0 188,241 0
AMICUS THERAPEUTICS INC COM 03152W109 388 39,865 SH   SOLE   39,865 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,016 232,024 SH   OTR 1 0 232,024 0
AMKOR TECHNOLOGY INC COM 031652100 636 48,901 SH   SOLE   48,901 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 3,115 646,300 SH   OTR 1 0 646,300 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 669 138,900 SH   SOLE   138,900 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,858 148,136 SH   OTR 1 0 148,136 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 605 31,342 SH   SOLE   31,342 0 0
AMPHENOL CORP NEW CL A 032095101 4,114 38,011 SH   OTR 1 0 38,011 0
AMPHENOL CORP NEW CL A 032095101 876 8,094 SH   SOLE   8,094 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 668 101,052 SH   OTR 1 0 101,052 0
AMPLIFY ENERGY CORP NEW COM 03212B103 150 22,635 SH   SOLE   22,635 0 0
ANALOG DEVICES INC COM 032654105 7,227 60,811 SH   OTR 1 0 60,811 0
ANALOG DEVICES INC COM 032654105 1,162 9,780 SH   SOLE   9,780 0 0
ANGIODYNAMICS INC COM 03475V101 1,579 98,600 SH   OTR 1 0 98,600 0
ANGIODYNAMICS INC COM 03475V101 331 20,700 SH   SOLE   20,700 0 0
ANI PHARMACEUTICALS INC COM 00182C103 266 4,314 SH   OTR 1 0 4,314 0
ANI PHARMACEUTICALS INC COM 00182C103 44 713 SH   SOLE   713 0 0
ANIXTER INTL INC COM 035290105 249 2,700 SH   SOLE   2,700 0 0
ANIXTER INTL INC COM 035290105 1,124 12,200 SH   OTR 1 0 12,200 0
ANSYS INC COM 03662Q105 2,782 10,806 SH   OTR 1 0 10,806 0
ANSYS INC COM 03662Q105 615 2,391 SH   SOLE   2,391 0 0
ANTHEM INC COM 036752103 32,695 108,252 SH   OTR 1 0 108,252 0
ANTHEM INC COM 036752103 2,026 6,708 SH   OTR 5 0 6,708 0
ANTHEM INC COM 036752103 5,024 16,634 SH   SOLE   16,634 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 7,841 1,867,000 PRN   DFND 1 0 1,867,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 80,066 19,042,000 PRN   OTR 1 0 19,042,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 109 26,000 PRN   OTR 4 0 26,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 28,693 6,824,000 PRN   SOLE   6,824,000 0 0
APACHE CORP COM 037411105 270 10,544 SH   SOLE   10,544 0 0
APACHE CORP COM 037411105 1,228 47,978 SH   OTR 1 0 47,978 0
APARTMENT INVT & MGMT CO CL A 03748R754 209 4,037 SH   SOLE   4,037 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,240 24,003 SH   OTR 1 0 24,003 0
APPLE INC COM 037833100 330,619 1,125,896 SH   OTR 1 0 1,125,896 0
APPLE INC COM 037833100 13,793 46,970 SH   OTR 5 0 46,970 0
APPLE INC COM 037833100 45,754 155,812 SH   SOLE   155,812 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,988 44,800 SH   OTR 1 0 44,800 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 647 9,700 SH   SOLE   9,700 0 0
APPLIED MATLS INC COM 038222105 24,524 401,765 SH   OTR 1 0 401,765 0
APPLIED MATLS INC COM 038222105 1,833 30,031 SH   OTR 5 0 30,031 0
APPLIED MATLS INC COM 038222105 3,475 56,929 SH   SOLE   56,929 0 0
ARAMARK COM 03852U106 10,102 232,764 SH   OTR 1 0 232,764 0
ARAMARK COM 03852U106 2,030 46,765 SH   SOLE   46,765 0 0
ARCBEST CORP COM 03937C105 569 20,600 SH   SOLE   20,600 0 0
ARCBEST CORP COM 03937C105 2,691 97,500 SH   OTR 1 0 97,500 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,300 71,205 SH   OTR 1 0 71,205 0
ARCHER DANIELS MIDLAND CO COM 039483102 697 15,037 SH   SOLE   15,037 0 0
ARCONIC INC COM 03965L100 1,689 54,891 SH   OTR 1 0 54,891 0
ARCONIC INC COM 03965L100 325 10,561 SH   SOLE   10,561 0 0
ARCOSA INC COM 039653100 267 6,000 SH   OTR 1 0 6,000 0
ARCOSA INC COM 039653100 45 1,000 SH   SOLE   1,000 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 282 6,208 SH   SOLE   6,208 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,357 29,872 SH   OTR 1 0 29,872 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 125 120,000 PRN   SOLE   120,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 6,546 6,142,000 PRN   SOLE   6,142,000 0 0
ARISTA NETWORKS INC COM 040413106 1,414 6,952 SH   OTR 1 0 6,952 0
ARISTA NETWORKS INC COM 040413106 302 1,484 SH   SOLE   1,484 0 0
ARMSTRONG FLOORING INC COM 04238R106 269 63,100 SH   OTR 1 0 63,100 0
ARMSTRONG FLOORING INC COM 04238R106 58 13,600 SH   SOLE   13,600 0 0
ARROW ELECTRS INC COM 042735100 13,286 156,790 SH   OTR 1 0 156,790 0
ARROW ELECTRS INC COM 042735100 1,052 12,411 SH   OTR 5 0 12,411 0
ARROW ELECTRS INC COM 042735100 2,518 29,720 SH   SOLE   29,720 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 634 10,000 SH   SOLE   10,000 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,002 47,326 SH   OTR 1 0 47,326 0
ARTESIAN RESOURCES CORP CL A 043113208 327 8,784 SH   OTR 1 0 8,784 0
ARTESIAN RESOURCES CORP CL A 043113208 71 1,900 SH   SOLE   1,900 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,410 30,500 SH   OTR 1 0 30,500 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 727 6,500 SH   SOLE   6,500 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 431 154,600 SH   OTR 1 0 154,600 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 93 33,200 SH   SOLE   33,200 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 149 119,500 SH   OTR 1 0 119,500 0
ASSERTIO THERAPEUTICS INC COM 04545L107 35 27,900 SH   SOLE   27,900 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 88 118,000 PRN   SOLE   118,000 0 0
ASSURANT INC COM 04621X108 190 1,448 SH   SOLE   1,448 0 0
ASSURANT INC COM 04621X108 1,024 7,814 SH   OTR 1 0 7,814 0
AT&T INC COM 00206R102 10,629 271,980 SH   SOLE   271,980 0 0
AT&T INC COM 00206R102 2,089 53,449 SH   OTR 5 0 53,449 0
AT&T INC COM 00206R102 47,715 1,220,962 SH   OTR 1 0 1,220,962 0
ATARA BIOTHERAPEUTICS INC COM 046513107 971 58,939 SH   OTR 1 0 58,939 0
ATARA BIOTHERAPEUTICS INC COM 046513107 206 12,492 SH   SOLE   12,492 0 0
ATKORE INTL GROUP INC COM 047649108 3,270 80,824 SH   OTR 1 0 80,824 0
ATKORE INTL GROUP INC COM 047649108 686 16,954 SH   SOLE   16,954 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 856 367,415 SH   OTR 1 0 367,415 0
ATLANTIC PWR CORP COM NEW 04878Q863 179 76,700 SH   SOLE   76,700 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 25,986 28,439,000 PRN   OTR 1 0 28,439,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 65 72,000 PRN   OTR 4 0 72,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,218 4,642,000 PRN   DFND 1 0 4,642,000 0
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CDW CORP COM 12514G108 3,261 22,832 SH   SOLE   22,832 0 0
CELANESE CORP DEL COM 150870103 1,910 15,513 SH   OTR 1 0 15,513 0
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CENTENE CORP DEL COM 15135B101 3,527 56,104 SH   OTR 1 0 56,104 0
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CENTERPOINT ENERGY INC COM 15189T107 1,272 46,644 SH   OTR 5 0 46,644 0
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CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,200 109,000 SH   OTR 1 0 109,000 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 678 23,100 SH   SOLE   23,100 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,427 15,865 SH   OTR 1 0 15,865 0
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CENTURY CASINOS INC COM 156492100 363 45,800 SH   OTR 1 0 45,800 0
CENTURY CASINOS INC COM 156492100 77 9,700 SH   SOLE   9,700 0 0
CENTURYLINK INC COM 156700106 4,108 311,012 SH   OTR 1 0 311,012 0
CENTURYLINK INC COM 156700106 543 41,106 SH   SOLE   41,106 0 0
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CERNER CORP COM 156782104 4,116 56,082 SH   OTR 1 0 56,082 0
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CF INDS HLDGS INC COM 125269100 1,397 29,272 SH   OTR 1 0 29,272 0
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CHANNELADVISOR CORP COM 159179100 101 11,200 SH   OTR 1 0 11,200 0
CHANNELADVISOR CORP COM 159179100 20 2,200 SH   SOLE   2,200 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,487 9,736 SH   SOLE   9,736 0 0
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CHARLES RIV LABS INTL INC COM 159864107 104 683 SH   OTR 5 0 683 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,956 10,216 SH   SOLE   10,216 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 34,582 71,291 SH   OTR 1 0 71,291 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,021 4,167 SH   OTR 5 0 4,167 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 5 3,000 PRN   DFND 1 0 3,000 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 129 85,000 PRN   SOLE   85,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 16 20,000 PRN   DFND 1 0 20,000 0
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CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 136 280,000 PRN   SOLE   280,000 0 0
CHEVRON CORP NEW COM 166764100 10,749 89,193 SH   SOLE   89,193 0 0
CHEVRON CORP NEW COM 166764100 49,148 407,834 SH   OTR 1 0 407,834 0
CHEVRON CORP NEW COM 166764100 3,495 29,003 SH   OTR 5 0 29,003 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 745 890 SH   SOLE   890 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,956 4,726 SH   OTR 1 0 4,726 0
CHURCH & DWIGHT INC COM 171340102 2,216 31,500 SH   OTR 1 0 31,500 0
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CIGNA CORP NEW COM 125523100 31,523 154,153 SH   OTR 1 0 154,153 0
CIGNA CORP NEW COM 125523100 1,693 8,279 SH   OTR 5 0 8,279 0
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CIMAREX ENERGY CO COM 171798101 680 12,946 SH   OTR 1 0 12,946 0
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CINCINNATI FINL CORP COM 172062101 418 3,973 SH   SOLE   3,973 0 0
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CINTAS CORP COM 172908105 2,895 10,760 SH   OTR 1 0 10,760 0
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CITI TRENDS INC COM 17306X102 1,172 50,700 SH   OTR 1 0 50,700 0
CITI TRENDS INC COM 17306X102 252 10,900 SH   SOLE   10,900 0 0
CITIGROUP INC COM NEW 172967424 5,774 72,270 SH   SOLE   72,270 0 0
CITIGROUP INC COM NEW 172967424 571 7,142 SH   OTR 5 0 7,142 0
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CITIZENS FINL GROUP INC COM 174610105 491 12,083 SH   SOLE   12,083 0 0
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CITRIX SYS INC COM 177376100 6,804 61,353 SH   OTR 1 0 61,353 0
CITRIX SYS INC COM 177376100 858 7,735 SH   SOLE   7,735 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 1,484 61,829 SH   OTR 1 0 61,829 0
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CLEAN HARBORS INC COM 184496107 1,209 14,099 SH   OTR 5 0 14,099 0
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CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 3,116 2,605,000 PRN   DFND 1 0 2,605,000 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 2,658 2,219,000 PRN   SOLE   2,219,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 11,751 9,810,000 PRN   OTR 1 0 9,810,000 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 48 40,000 PRN   OTR 4 0 40,000 0
CLOROX CO DEL COM 189054109 2,474 16,111 SH   OTR 1 0 16,111 0
CLOROX CO DEL COM 189054109 532 3,464 SH   SOLE   3,464 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 90 140,000 PRN   SOLE   140,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 96 110,000 PRN   SOLE   110,000 0 0
CME GROUP INC COM 12572Q105 10,823 53,921 SH   OTR 1 0 53,921 0
CME GROUP INC COM 12572Q105 1,879 9,362 SH   SOLE   9,362 0 0
CMS ENERGY CORP COM 125896100 477 7,583 SH   SOLE   7,583 0 0
CMS ENERGY CORP COM 125896100 2,546 40,523 SH   OTR 1 0 40,523 0
COCA COLA CO COM 191216100 7,191 129,920 SH   SOLE   129,920 0 0
COCA COLA CO COM 191216100 925 16,708 SH   OTR 5 0 16,708 0
COCA COLA CO COM 191216100 38,274 691,482 SH   OTR 1 0 691,482 0
COCA COLA CONSOLIDATED INC COM 191098102 3,158 11,118 SH   OTR 1 0 11,118 0
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,008 96,871 SH   OTR 1 0 96,871 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 909 14,652 SH   SOLE   14,652 0 0
COLGATE PALMOLIVE CO COM 194162103 8,948 129,985 SH   OTR 1 0 129,985 0
COLGATE PALMOLIVE CO COM 194162103 1,572 22,840 SH   SOLE   22,840 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 502 24,400 SH   SOLE   24,400 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 2,328 113,100 SH   OTR 1 0 113,100 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 133 135,000 PRN   SOLE   135,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 329 69,269 SH   SOLE   69,269 0 0
COLONY CAP INC NEW CL A COM 19626G108 9,034 1,901,894 SH   OTR 1 0 1,901,894 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 12 9,000 PRN   DFND 1 0 9,000 0
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COLUMBIA PPTY TR INC COM NEW 198287203 1,944 92,973 SH   OTR 1 0 92,973 0
COLUMBIA PPTY TR INC COM NEW 198287203 177 8,461 SH   SOLE   8,461 0 0
COMCAST CORP NEW CL A 20030N101 45,722 1,016,721 SH   OTR 1 0 1,016,721 0
COMCAST CORP NEW CL A 20030N101 3,281 72,962 SH   OTR 5 0 72,962 0
COMCAST CORP NEW CL A 20030N101 9,812 218,188 SH   SOLE   218,188 0 0
COMERICA INC COM 200340107 1,786 24,898 SH   OTR 1 0 24,898 0
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COMFORT SYS USA INC COM 199908104 3,255 65,300 SH   OTR 1 0 65,300 0
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COMMERCIAL VEH GROUP INC COM 202608105 2,325 366,181 SH   OTR 1 0 366,181 0
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COMMVAULT SYSTEMS INC COM 204166102 3,098 69,401 SH   OTR 1 0 69,401 0
COMMVAULT SYSTEMS INC COM 204166102 661 14,800 SH   SOLE   14,800 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 878 33,250 SH   OTR 1 0 33,250 0
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CONAGRA BRANDS INC COM 205887102 449 13,122 SH   SOLE   13,122 0 0
CONAGRA BRANDS INC COM 205887102 2,125 62,072 SH   OTR 1 0 62,072 0
CONCHO RES INC COM 20605P101 2,245 25,642 SH   OTR 1 0 25,642 0
CONCHO RES INC COM 20605P101 474 5,412 SH   SOLE   5,412 0 0
CONMED CORP COM 207410101 3,769 33,700 SH   OTR 1 0 33,700 0
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CONNECTONE BANCORP INC NEW COM 20786W107 1,692 65,800 SH   OTR 1 0 65,800 0
CONNECTONE BANCORP INC NEW COM 20786W107 358 13,900 SH   SOLE   13,900 0 0
CONOCOPHILLIPS COM 20825C104 16,699 256,784 SH   OTR 1 0 256,784 0
CONOCOPHILLIPS COM 20825C104 974 14,977 SH   OTR 5 0 14,977 0
CONOCOPHILLIPS COM 20825C104 3,377 51,928 SH   SOLE   51,928 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 10 2,700 SH   SOLE   2,700 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 60 15,500 SH   OTR 1 0 15,500 0
CONSOLIDATED EDISON INC COM 209115104 2,311 25,549 SH   SOLE   25,549 0 0
CONSOLIDATED EDISON INC COM 209115104 1,277 14,120 SH   OTR 5 0 14,120 0
CONSOLIDATED EDISON INC COM 209115104 17,371 192,007 SH   OTR 1 0 192,007 0
CONSTELLATION BRANDS INC CL A 21036P108 5,514 29,061 SH   OTR 1 0 29,061 0
CONSTELLATION BRANDS INC CL A 21036P108 841 4,430 SH   SOLE   4,430 0 0
CONTURA ENERGY INC COM 21241B100 402 44,400 SH   OTR 1 0 44,400 0
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COOPER COS INC COM NEW 216648402 2,031 6,322 SH   OTR 1 0 6,322 0
COOPER COS INC COM NEW 216648402 442 1,375 SH   SOLE   1,375 0 0
COOPER STD HLDGS INC COM 21676P103 159 4,800 SH   SOLE   4,800 0 0
COOPER STD HLDGS INC COM 21676P103 865 26,100 SH   OTR 1 0 26,100 0
COPART INC COM 217204106 2,388 26,255 SH   OTR 1 0 26,255 0
COPART INC COM 217204106 495 5,441 SH   SOLE   5,441 0 0
CORCEPT THERAPEUTICS INC COM 218352102 2,518 208,100 SH   OTR 1 0 208,100 0
CORCEPT THERAPEUTICS INC COM 218352102 546 45,100 SH   SOLE   45,100 0 0
CORE MARK HOLDING CO INC COM 218681104 433 15,916 SH   OTR 1 0 15,916 0
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COREPOINT LODGING INC COM 21872L104 1,538 143,995 SH   OTR 1 0 143,995 0
COREPOINT LODGING INC COM 21872L104 307 28,779 SH   SOLE   28,779 0 0
CORESITE RLTY CORP COM 21870Q105 373 3,329 SH   OTR 1 0 3,329 0
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CORNERSTONE ONDEMAND INC COM 21925Y103 3,906 66,719 SH   OTR 1 0 66,719 0
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CORNING INC COM 219350105 2,874 98,716 SH   OTR 1 0 98,716 0
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CORTEVA INC COM 22052L104 4,174 141,210 SH   OTR 1 0 141,210 0
CORTEVA INC COM 22052L104 521 17,614 SH   SOLE   17,614 0 0
CORVEL CORP COM 221006109 210 2,400 SH   OTR 1 0 2,400 0
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COSTCO WHSL CORP NEW COM 22160K105 2,195 7,469 SH   OTR 5 0 7,469 0
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COSTCO WHSL CORP NEW COM 22160K105 46,312 157,565 SH   OTR 1 0 157,565 0
COTY INC COM CL A 222070203 79 7,024 SH   SOLE   7,024 0 0
COTY INC COM CL A 222070203 425 37,790 SH   OTR 1 0 37,790 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 233 71,000 PRN   SOLE   71,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 799 5,200 SH   OTR 1 0 5,200 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 184 1,200 SH   SOLE   1,200 0 0
CRANE CO COM 224399105 1,367 15,826 SH   OTR 1 0 15,826 0
CRANE CO COM 224399105 30 344 SH   SOLE   344 0 0
CRAWFORD & CO CL A 224633206 587 51,200 SH   OTR 1 0 51,200 0
CRAWFORD & CO CL A 224633206 124 10,800 SH   SOLE   10,800 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 112 105,000 PRN   SOLE   105,000 0 0
CROCS INC COM 227046109 591 14,100 SH   SOLE   14,100 0 0
CROCS INC COM 227046109 2,828 67,500 SH   OTR 1 0 67,500 0
CROSS CTRY HEALTHCARE INC COM 227483104 873 75,100 SH   OTR 1 0 75,100 0
CROSS CTRY HEALTHCARE INC COM 227483104 193 16,600 SH   SOLE   16,600 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 28 22 SH   DFND 1 0 22 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 19,036 14,838 SH   OTR 1 0 14,838 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4,449 3,468 SH   SOLE   3,468 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,941 62,895 SH   OTR 1 0 62,895 0
CROWN CASTLE INTL CORP NEW COM 22822V101 176 1,236 SH   OTR 5 0 1,236 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,900 13,365 SH   SOLE   13,365 0 0
CSX CORP COM 126408103 9,218 127,395 SH   OTR 1 0 127,395 0
CSX CORP COM 126408103 1,397 19,311 SH   SOLE   19,311 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 27 27,000 PRN   DFND 1 0 27,000 0
CUMMINS INC COM 231021106 9,233 51,595 SH   OTR 1 0 51,595 0
CUMMINS INC COM 231021106 328 1,835 SH   OTR 5 0 1,835 0
CUMMINS INC COM 231021106 1,326 7,411 SH   SOLE   7,411 0 0
CUMULUS MEDIA INC COM CLASS A 231082801 383 21,800 SH   OTR 1 0 21,800 0
CUMULUS MEDIA INC COM CLASS A 231082801 79 4,500 SH   SOLE   4,500 0 0
CURO GROUP HLDGS CORP COM 23131L107 515 42,300 SH   OTR 1 0 42,300 0
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CURTISS WRIGHT CORP COM 231561101 1,239 8,792 SH   SOLE   8,792 0 0
CURTISS WRIGHT CORP COM 231561101 9,075 64,412 SH   OTR 1 0 64,412 0
CURTISS WRIGHT CORP COM 231561101 733 5,205 SH   OTR 5 0 5,205 0
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CUSTOMERS BANCORP INC COM 23204G100 2,830 118,878 SH   OTR 1 0 118,878 0
CUTERA INC COM 232109108 2,081 58,100 SH   OTR 1 0 58,100 0
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CVR ENERGY INC COM 12662P108 2,888 71,433 SH   OTR 1 0 71,433 0
CVR ENERGY INC COM 12662P108 612 15,144 SH   SOLE   15,144 0 0
CVS HEALTH CORP COM 126650100 13,987 188,270 SH   OTR 1 0 188,270 0
CVS HEALTH CORP COM 126650100 2,544 34,241 SH   SOLE   34,241 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 12,257 10,074,000 PRN   OTR 1 0 10,074,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 1,380 1,134,000 PRN   SOLE   1,134,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 47 27,000 PRN   OTR 4 0 27,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3,126 1,793,000 PRN   DFND 1 0 1,793,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 251 144,000 PRN   SOLE   144,000 0 0
CYRUSONE INC COM 23283R100 3,166 48,384 SH   OTR 1 0 48,384 0
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D R HORTON INC COM 23331A109 2,602 49,331 SH   OTR 1 0 49,331 0
D R HORTON INC COM 23331A109 487 9,239 SH   SOLE   9,239 0 0
DANA INCORPORATED COM 235825205 1,301 71,500 SH   OTR 1 0 71,500 0
DANA INCORPORATED COM 235825205 291 16,000 SH   SOLE   16,000 0 0
DANAHER CORPORATION COM 235851102 13,972 91,035 SH   OTR 1 0 91,035 0
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DANAHER CORPORATION DBCV 1/2 235851AF9 18,330 3,132,000 PRN   DFND 1 0 3,132,000 0
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DANAHER CORPORATION DBCV 1/2 235851AF9 287 49,000 PRN   OTR 4 0 49,000 0
DANAHER CORPORATION DBCV 1/2 235851AF9 88,066 15,041,000 PRN   OTR 1 0 15,041,000 0
DARDEN RESTAURANTS INC COM 237194105 17,047 156,379 SH   OTR 1 0 156,379 0
DARDEN RESTAURANTS INC COM 237194105 58 529 SH   OTR 5 0 529 0
DARDEN RESTAURANTS INC COM 237194105 1,602 14,696 SH   SOLE   14,696 0 0
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DAVITA INC COM 23918K108 2,369 31,578 SH   SOLE   31,578 0 0
DAVITA INC COM 23918K108 14,199 189,244 SH   OTR 1 0 189,244 0
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DCP MIDSTREAM LP COM UT LTD PTN 23311P100 373 15,228 SH   SOLE   15,228 0 0
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DEERE & CO COM 244199105 8,388 48,415 SH   OTR 1 0 48,415 0
DEERE & CO COM 244199105 1,440 8,311 SH   SOLE   8,311 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 7,416 564,399 SH   SOLE   564,399 0 0
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DELEK US HLDGS INC NEW COM 24665A103 3,515 104,832 SH   OTR 1 0 104,832 0
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DELL TECHNOLOGIES INC CL C 24703L202 10,139 197,302 SH   OTR 1 0 197,302 0
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DELTA AIR LINES INC DEL COM NEW 247361702 33,205 567,809 SH   OTR 1 0 567,809 0
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DERMIRA INC COM 24983L104 603 39,800 SH   OTR 1 0 39,800 0
DERMIRA INC COM 24983L104 136 9,000 SH   SOLE   9,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 398 15,335 SH   SOLE   15,335 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,641 63,172 SH   OTR 1 0 63,172 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 16 7,000 PRN   DFND 1 0 7,000 0
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DEXCOM INC NOTE 0.750%12/0 252131AH0 15,135 10,201,000 PRN   OTR 1 0 10,201,000 0
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DHI GROUP INC COM 23331S100 1,044 346,700 SH   OTR 1 0 346,700 0
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DIAMONDBACK ENERGY INC COM 25278X109 1,934 20,831 SH   OTR 1 0 20,831 0
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DIEBOLD NXDF INC COM 253651103 1,206 114,200 SH   OTR 1 0 114,200 0
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DIGI INTL INC COM 253798102 900 50,800 SH   OTR 1 0 50,800 0
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DIME CMNTY BANCSHARES COM 253922108 132 6,313 SH   SOLE   6,313 0 0
DIPLOMAT PHARMACY INC COM 25456K101 481 120,300 SH   OTR 1 0 120,300 0
DIPLOMAT PHARMACY INC COM 25456K101 106 26,500 SH   SOLE   26,500 0 0
DISCOVER FINL SVCS COM 254709108 8,437 99,475 SH   OTR 1 0 99,475 0
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DISCOVERY INC COM SER A 25470F104 181 5,526 SH   SOLE   5,526 0 0
DISCOVERY INC COM SER A 25470F104 660 20,161 SH   OTR 1 0 20,161 0
DISCOVERY INC COM SER C 25470F302 1,313 43,052 SH   OTR 1 0 43,052 0
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DISH NETWORK CORP CL A 25470M109 1,164 32,818 SH   OTR 1 0 32,818 0
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DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29,523 32,200,000 PRN   OTR 1 0 32,200,000 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 2,475 2,700,000 PRN   SOLE   2,700,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 5,928 6,163,000 PRN   DFND 1 0 6,163,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 44,253 45,887,000 PRN   OTR 1 0 45,887,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 87 90,000 PRN   OTR 4 0 90,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 12,403 12,861,000 PRN   SOLE   12,861,000 0 0
DISNEY WALT CO COM DISNEY 254687106 41,101 284,182 SH   OTR 1 0 284,182 0
DISNEY WALT CO COM DISNEY 254687106 8,362 57,819 SH   SOLE   57,819 0 0
DISNEY WALT CO COM DISNEY 254687106 1,448 10,011 SH   OTR 5 0 10,011 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 11 9,000 PRN   DFND 1 0 9,000 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 168 135,000 PRN   SOLE   135,000 0 0
DOLLAR GEN CORP NEW COM 256677105 20,367 130,574 SH   OTR 1 0 130,574 0
DOLLAR GEN CORP NEW COM 256677105 1,163 7,454 SH   OTR 5 0 7,454 0
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DOLLAR TREE INC COM 256746108 2,844 30,235 SH   OTR 1 0 30,235 0
DOLLAR TREE INC COM 256746108 598 6,359 SH   SOLE   6,359 0 0
DOMINION ENERGY INC COM 25746U109 89 1,070 SH   OTR 5 0 1,070 0
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DOMINION ENERGY INC COM 25746U109 10,721 129,452 SH   OTR 1 0 129,452 0
DOMTAR CORP COM NEW 257559203 1,000 26,159 SH   SOLE   26,159 0 0
DOMTAR CORP COM NEW 257559203 11,675 305,298 SH   OTR 1 0 305,298 0
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DOUGLAS DYNAMICS INC COM 25960R105 385 7,000 SH   OTR 1 0 7,000 0
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DOVER CORP COM 260003108 2,139 18,556 SH   OTR 1 0 18,556 0
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DOW INC COM 260557103 409 7,468 SH   OTR 5 0 7,468 0
DOW INC COM 260557103 1,422 25,985 SH   SOLE   25,985 0 0
DOW INC COM 260557103 8,898 162,587 SH   OTR 1 0 162,587 0
DROPBOX INC CL A 26210C104 1,153 64,380 SH   SOLE   64,380 0 0
DROPBOX INC CL A 26210C104 15,021 838,692 SH   OTR 1 0 838,692 0
DTE ENERGY CO COM 233331107 8,221 63,301 SH   OTR 1 0 63,301 0
DTE ENERGY CO COM 233331107 281 2,164 SH   OTR 5 0 2,164 0
DTE ENERGY CO COM 233331107 1,085 8,354 SH   SOLE   8,354 0 0
DUCOMMUN INC DEL COM 264147109 2,837 56,136 SH   OTR 1 0 56,136 0
DUCOMMUN INC DEL COM 264147109 601 11,892 SH   SOLE   11,892 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,902 108,566 SH   OTR 1 0 108,566 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,741 19,090 SH   SOLE   19,090 0 0
DUKE REALTY CORP COM NEW 264411505 2,675 77,168 SH   OTR 1 0 77,168 0
DUKE REALTY CORP COM NEW 264411505 430 12,393 SH   SOLE   12,393 0 0
DUPONT DE NEMOURS INC COM 26614N102 480 7,484 SH   OTR 5 0 7,484 0
DUPONT DE NEMOURS INC COM 26614N102 1,756 27,352 SH   SOLE   27,352 0 0
DUPONT DE NEMOURS INC COM 26614N102 9,889 154,035 SH   OTR 1 0 154,035 0
DWS MUN INCOME TR NEW COM 233368109 1,411 124,496 SH   OTR 1 0 124,496 0
DWS MUN INCOME TR NEW COM 233368109 1,082 95,537 SH   SOLE   95,537 0 0
DXC TECHNOLOGY CO COM 23355L106 23,439 623,556 SH   OTR 1 0 623,556 0
DXC TECHNOLOGY CO COM 23355L106 1,331 35,400 SH   OTR 5 0 35,400 0
DXC TECHNOLOGY CO COM 23355L106 2,213 58,870 SH   SOLE   58,870 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 97 100,000 PRN   SOLE   100,000 0 0
E L F BEAUTY INC COM 26856L103 358 22,200 SH   OTR 1 0 22,200 0
E L F BEAUTY INC COM 26856L103 79 4,900 SH   SOLE   4,900 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,314 28,965 SH   OTR 1 0 28,965 0
E TRADE FINANCIAL CORP COM NEW 269246401 293 6,447 SH   SOLE   6,447 0 0
EAGLE BANCORP INC MD COM 268948106 2,791 57,400 SH   OTR 1 0 57,400 0
EAGLE BANCORP INC MD COM 268948106 603 12,400 SH   SOLE   12,400 0 0
EAST WEST BANCORP INC COM 27579R104 1,503 30,853 SH   OTR 1 0 30,853 0
EAST WEST BANCORP INC COM 27579R104 49 1,000 SH   SOLE   1,000 0 0
EASTGROUP PPTY INC COM 277276101 4,535 34,183 SH   OTR 1 0 34,183 0
EASTGROUP PPTY INC COM 277276101 968 7,300 SH   SOLE   7,300 0 0
EASTMAN CHEMICAL CO COM 277432100 328 4,133 SH   SOLE   4,133 0 0
EASTMAN CHEMICAL CO COM 277432100 1,470 18,546 SH   OTR 1 0 18,546 0
EATON VANCE MUN BD FD COM 27827X101 1,709 132,688 SH   OTR 1 0 132,688 0
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EATON VANCE MUN INCOME 2028 SHS 27829U105 1,814 82,787 SH   SOLE   82,787 0 0
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EBAY INC COM 278642103 22,300 617,564 SH   OTR 1 0 617,564 0
EBAY INC COM 278642103 1,508 41,754 SH   OTR 5 0 41,754 0
EBAY INC COM 278642103 2,405 66,605 SH   SOLE   66,605 0 0
EBIX INC COM NEW 278715206 2,888 86,439 SH   OTR 1 0 86,439 0
EBIX INC COM NEW 278715206 610 18,262 SH   SOLE   18,262 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19,269 19,241,000 PRN   OTR 1 0 19,241,000 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,829 1,826,000 PRN   SOLE   1,826,000 0 0
ECHOSTAR CORP CL A 278768106 2,112 48,754 SH   OTR 1 0 48,754 0
ECHOSTAR CORP CL A 278768106 265 6,128 SH   SOLE   6,128 0 0
ECOLAB INC COM 278865100 6,481 33,584 SH   OTR 1 0 33,584 0
ECOLAB INC COM 278865100 1,363 7,061 SH   SOLE   7,061 0 0
EDISON INTL COM 281020107 3,450 45,749 SH   OTR 1 0 45,749 0
EDISON INTL COM 281020107 719 9,528 SH   SOLE   9,528 0 0
EDITAS MEDICINE INC COM 28106W103 1,570 53,034 SH   OTR 1 0 53,034 0
EDITAS MEDICINE INC COM 28106W103 331 11,192 SH   SOLE   11,192 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,359 5,826 SH   SOLE   5,826 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,383 27,362 SH   OTR 1 0 27,362 0
ELANCO ANIMAL HEALTH INC COM 28414H103 668 22,697 SH   OTR 1 0 22,697 0
ELANCO ANIMAL HEALTH INC COM 28414H103 35 1,200 SH   SOLE   1,200 0 0
ELECTRONIC ARTS INC COM 285512109 5,941 55,259 SH   OTR 1 0 55,259 0
ELECTRONIC ARTS INC COM 285512109 842 7,829 SH   SOLE   7,829 0 0
ELEVATE CREDIT INC COM 28621V101 767 172,257 SH   OTR 1 0 172,257 0
ELEVATE CREDIT INC COM 28621V101 162 36,470 SH   SOLE   36,470 0 0
EMCOR GROUP INC COM 29084Q100 4,470 51,800 SH   OTR 1 0 51,800 0
EMCOR GROUP INC COM 29084Q100 949 11,000 SH   SOLE   11,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,388 25,729 SH   OTR 1 0 25,729 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 294 5,448 SH   SOLE   5,448 0 0
EMERSON ELEC CO COM 291011104 1,251 16,398 SH   SOLE   16,398 0 0
EMERSON ELEC CO COM 291011104 7,613 99,825 SH   OTR 1 0 99,825 0
EMPIRE ST RLTY TR INC CL A 292104106 243 17,375 SH   SOLE   17,375 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,275 162,944 SH   OTR 1 0 162,944 0
EMPLOYERS HOLDINGS INC COM 292218104 2,355 56,404 SH   OTR 1 0 56,404 0
EMPLOYERS HOLDINGS INC COM 292218104 488 11,700 SH   SOLE   11,700 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 373 37,188 SH   SOLE   37,188 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 913 14,783 SH   OTR 1 0 14,783 0
ENANTA PHARMACEUTICALS INC COM 29251M106 197 3,192 SH   SOLE   3,192 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 81 80,000 PRN   SOLE   80,000 0 0
ENCORE WIRE CORP COM 292562105 2,924 50,935 SH   OTR 1 0 50,935 0
ENCORE WIRE CORP COM 292562105 624 10,879 SH   SOLE   10,879 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 370 28,827 SH   SOLE   28,827 0 0
ENERSYS COM 29275Y102 1,250 16,700 SH   OTR 1 0 16,700 0
ENERSYS COM 29275Y102 284 3,800 SH   SOLE   3,800 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 389 63,420 SH   SOLE   63,420 0 0
ENOVA INTL INC COM 29357K103 2,424 100,768 SH   OTR 1 0 100,768 0
ENOVA INTL INC COM 29357K103 530 22,036 SH   SOLE   22,036 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,195 5,913,000 PRN   DFND 1 0 5,913,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 22,430 31,180,000 PRN   OTR 1 0 31,180,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 56 79,000 PRN   OTR 4 0 79,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,430 6,158,000 PRN   SOLE   6,158,000 0 0
ENTEGRIS INC COM 29362U104 976 19,490 SH   SOLE   19,490 0 0
ENTEGRIS INC COM 29362U104 11,573 231,036 SH   OTR 1 0 231,036 0
ENTERGY CORP NEW COM 29364G103 2,381 19,874 SH   SOLE   19,874 0 0
ENTERGY CORP NEW COM 29364G103 1,375 11,481 SH   OTR 5 0 11,481 0
ENTERGY CORP NEW COM 29364G103 18,131 151,345 SH   OTR 1 0 151,345 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 957 365,128 SH   OTR 1 0 365,128 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 201 76,819 SH   SOLE   76,819 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 18,895 15,724,000 PRN   OTR 1 0 15,724,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,895 1,577,000 PRN   SOLE   1,577,000 0 0
EOG RES INC COM 26875P101 8,375 99,987 SH   OTR 1 0 99,987 0
EOG RES INC COM 26875P101 1,514 18,071 SH   SOLE   18,071 0 0
EPLUS INC COM 294268107 618 7,331 SH   SOLE   7,331 0 0
EPLUS INC COM 294268107 3,015 35,767 SH   OTR 1 0 35,767 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 431 14,412 SH   SOLE   14,412 0 0
EQUIFAX INC COM 294429105 455 3,246 SH   SOLE   3,246 0 0
EQUIFAX INC COM 294429105 2,161 15,423 SH   OTR 1 0 15,423 0
EQUINIX INC COM 29444U700 7,312 12,527 SH   OTR 1 0 12,527 0
EQUINIX INC COM 29444U700 84 144 SH   OTR 5 0 144 0
EQUINIX INC COM 29444U700 1,570 2,690 SH   SOLE   2,690 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,842 40,378 SH   OTR 1 0 40,378 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 388 5,515 SH   SOLE   5,515 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,513 18,701 SH   SOLE   18,701 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,613 143,517 SH   OTR 1 0 143,517 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 289 3,575 SH   OTR 5 0 3,575 0
ESSEX PPTY TR INC COM 297178105 708 2,354 SH   SOLE   2,354 0 0
ESSEX PPTY TR INC COM 297178105 4,498 14,950 SH   OTR 1 0 14,950 0
ETSY INC NOTE 3/0 29786AAC0 4,262 3,027,000 PRN   DFND 1 0 3,027,000 0
ETSY INC NOTE 3/0 29786AAC0 21,907 15,503,000 PRN   OTR 1 0 15,503,000 0
ETSY INC NOTE 3/0 29786AAC0 59 42,000 PRN   OTR 4 0 42,000 0
ETSY INC NOTE 3/0 29786AAC0 7,874 5,572,000 PRN   SOLE   5,572,000 0 0
EURONET WORLDWIDE INC COM 298736109 15,053 95,539 SH   OTR 1 0 95,539 0
EURONET WORLDWIDE INC COM 298736109 940 5,965 SH   SOLE   5,965 0 0
EVERCORE INC CLASS A 29977A105 1,208 16,163 SH   SOLE   16,163 0 0
EVERCORE INC CLASS A 29977A105 8,559 114,486 SH   OTR 1 0 114,486 0
EVERGY INC COM 30034W106 6,751 103,720 SH   OTR 1 0 103,720 0
EVERGY INC COM 30034W106 688 10,568 SH   SOLE   10,568 0 0
EVERI HLDGS INC COM 30034T103 2,942 219,078 SH   OTR 1 0 219,078 0
EVERI HLDGS INC COM 30034T103 626 46,600 SH   SOLE   46,600 0 0
EVERSOURCE ENERGY COM 30040W108 3,529 41,486 SH   OTR 1 0 41,486 0
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EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 106 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP COM 30063P105 176 1,900 SH   OTR 1 0 1,900 0
EXACT SCIENCES CORP COM 30063P105 73 790 SH   SOLE   790 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 108 75,000 PRN   OTR 4 0 75,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 8,407 5,813,000 PRN   SOLE   5,813,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 6,849 4,744,000 PRN   DFND 1 0 4,744,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 27,808 19,228,000 PRN   OTR 1 0 19,228,000 0
EXELIXIS INC COM 30161Q104 3,726 211,440 SH   OTR 1 0 211,440 0
EXELIXIS INC COM 30161Q104 421 23,904 SH   SOLE   23,904 0 0
EXELON CORP COM 30161N101 7,115 156,054 SH   OTR 1 0 156,054 0
EXELON CORP COM 30161N101 1,169 25,642 SH   SOLE   25,642 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,924 17,792 SH   OTR 1 0 17,792 0
EXPEDIA GROUP INC COM NEW 30212P303 408 3,771 SH   SOLE   3,771 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,704 21,836 SH   OTR 1 0 21,836 0
EXPEDITORS INTL WASH INC COM 302130109 385 4,934 SH   SOLE   4,934 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7,994 537,987 SH   OTR 1 0 537,987 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 956 64,357 SH   SOLE   64,357 0 0
EXTERRAN CORP COM 30227H106 41 5,200 SH   SOLE   5,200 0 0
EXTERRAN CORP COM 30227H106 188 24,000 SH   OTR 1 0 24,000 0
EXTRA SPACE STORAGE INC COM 30225T102 2,005 18,982 SH   OTR 1 0 18,982 0
EXTRA SPACE STORAGE INC COM 30225T102 444 4,201 SH   SOLE   4,201 0 0
EXXON MOBIL CORP COM 30231G102 47,264 677,324 SH   OTR 1 0 677,324 0
EXXON MOBIL CORP COM 30231G102 1,773 25,415 SH   OTR 5 0 25,415 0
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EZCORP INC CL A NON VTG 302301106 450 66,034 SH   OTR 1 0 66,034 0
EZCORP INC CL A NON VTG 302301106 84 12,375 SH   SOLE   12,375 0 0
F M C CORP COM NEW 302491303 308 3,087 SH   SOLE   3,087 0 0
F M C CORP COM NEW 302491303 2,464 24,681 SH   OTR 1 0 24,681 0
F5 NETWORKS INC COM 315616102 255 1,829 SH   SOLE   1,829 0 0
F5 NETWORKS INC COM 315616102 1,069 7,656 SH   OTR 1 0 7,656 0
FACEBOOK INC CL A 30303M102 140,546 684,753 SH   OTR 1 0 684,753 0
FACEBOOK INC CL A 30303M102 6,152 29,972 SH   OTR 5 0 29,972 0
FACEBOOK INC CL A 30303M102 18,885 92,012 SH   SOLE   92,012 0 0
FAIR ISAAC CORP COM 303250104 2,200 5,872 SH   OTR 1 0 5,872 0
FAIR ISAAC CORP COM 303250104 319 851 SH   SOLE   851 0 0
FARMER BROS CO COM 307675108 375 24,900 SH   OTR 1 0 24,900 0
FARMER BROS CO COM 307675108 78 5,200 SH   SOLE   5,200 0 0
FARMERS NATL BANC CORP COM 309627107 66 4,059 SH   SOLE   4,059 0 0
FARMERS NATL BANC CORP COM 309627107 314 19,263 SH   OTR 1 0 19,263 0
FASTENAL CO COM 311900104 2,702 73,138 SH   OTR 1 0 73,138 0
FASTENAL CO COM 311900104 565 15,278 SH   SOLE   15,278 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 217 2,600 SH   OTR 1 0 2,600 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,359 10,555 SH   OTR 1 0 10,555 0
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FEDERATED INVS INC PA CL B 314211103 3,767 115,600 SH   OTR 1 0 115,600 0
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FEDEX CORP COM 31428X106 5,913 39,103 SH   OTR 1 0 39,103 0
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FIBROGEN INC COM 31572Q808 1,984 46,266 SH   OTR 1 0 46,266 0
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FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 583 12,851 SH   SOLE   12,851 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,834 150,698 SH   OTR 1 0 150,698 0
FIDELITY NATL INFORMATION SV COM 31620M106 13,999 100,647 SH   OTR 1 0 100,647 0
FIDELITY NATL INFORMATION SV COM 31620M106 251 1,808 SH   OTR 5 0 1,808 0
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FIFTH THIRD BANCORP COM 316773100 5,226 170,016 SH   OTR 1 0 170,016 0
FIFTH THIRD BANCORP COM 316773100 784 25,490 SH   SOLE   25,490 0 0
FINANCIAL INSTNS INC COM 317585404 2,547 79,331 SH   OTR 1 0 79,331 0
FINANCIAL INSTNS INC COM 317585404 543 16,923 SH   SOLE   16,923 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 9,160 9,068,000 PRN   OTR 1 0 9,068,000 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3,049 3,018,000 PRN   SOLE   3,018,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 219 220,000 PRN   SOLE   220,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 36 37,000 PRN   DFND 1 0 37,000 0
FIRST AMERN FINL CORP COM 31847R102 8,548 146,569 SH   OTR 1 0 146,569 0
FIRST AMERN FINL CORP COM 31847R102 595 10,198 SH   OTR 5 0 10,198 0
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FIRST BANCORP P R COM NEW 318672706 1,956 184,700 SH   OTR 1 0 184,700 0
FIRST BANCORP P R COM NEW 318672706 396 37,400 SH   SOLE   37,400 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 948 35,999 SH   OTR 1 0 35,999 0
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FIRST FINANCIAL NORTHWEST IN COM 32022K102 434 29,029 SH   OTR 1 0 29,029 0
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FIRST FNDTN INC COM 32026V104 2,912 167,360 SH   OTR 1 0 167,360 0
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FIRST INTERNET BANCORP COM 320557101 1,810 76,356 SH   OTR 1 0 76,356 0
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FIRST LONG IS CORP COM 320734106 226 9,014 SH   SOLE   9,014 0 0
FIRST LONG IS CORP COM 320734106 1,088 43,385 SH   OTR 1 0 43,385 0
FIRST MIDWEST BANCORP DEL COM 320867104 3,659 158,673 SH   OTR 1 0 158,673 0
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FIRST NORTHWEST BANCORP COM 335834107 270 14,900 SH   OTR 1 0 14,900 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 2,524 21,491 SH   OTR 1 0 21,491 0
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FIRSTENERGY CORP COM 337932107 12,706 261,431 SH   OTR 1 0 261,431 0
FIRSTENERGY CORP COM 337932107 395 8,124 SH   OTR 5 0 8,124 0
FIRSTENERGY CORP COM 337932107 1,589 32,705 SH   SOLE   32,705 0 0
FISERV INC COM 337738108 2,255 19,504 SH   SOLE   19,504 0 0
FISERV INC COM 337738108 12,564 108,659 SH   OTR 1 0 108,659 0
FIVE9 INC COM 338307101 184 2,800 SH   SOLE   2,800 0 0
FIVE9 INC COM 338307101 780 11,900 SH   OTR 1 0 11,900 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 20 12,000 PRN   DFND 1 0 12,000 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,048 79,698 SH   OTR 1 0 79,698 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 647 16,924 SH   SOLE   16,924 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,174 11,033 SH   OTR 1 0 11,033 0
FLEETCOR TECHNOLOGIES INC COM 339041105 671 2,332 SH   SOLE   2,332 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 48 45,000 PRN   SOLE   45,000 0 0
FLIR SYS INC COM 302445101 901 17,299 SH   OTR 1 0 17,299 0
FLIR SYS INC COM 302445101 170 3,258 SH   SOLE   3,258 0 0
FLOWERS FOODS INC COM 343498101 177 8,142 SH   OTR 1 0 8,142 0
FLOWERS FOODS INC COM 343498101 45 2,077 SH   SOLE   2,077 0 0
FLOWSERVE CORP COM 34354P105 154 3,087 SH   SOLE   3,087 0 0
FLOWSERVE CORP COM 34354P105 833 16,737 SH   OTR 1 0 16,737 0
FLUENT INC COM 34380C102 367 146,800 SH   OTR 1 0 146,800 0
FLUENT INC COM 34380C102 78 31,300 SH   SOLE   31,300 0 0
FLUOR CORP NEW COM 343412102 1,075 56,940 SH   OTR 1 0 56,940 0
FLUOR CORP NEW COM 343412102 171 9,040 SH   SOLE   9,040 0 0
FLUSHING FINL CORP COM 343873105 2,298 106,353 SH   OTR 1 0 106,353 0
FLUSHING FINL CORP COM 343873105 483 22,355 SH   SOLE   22,355 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,862 197,350 SH   OTR 1 0 197,350 0
FLWS/1-800 FLOWERS CL A 68243Q106 616 42,496 SH   SOLE   42,496 0 0
FORD MTR CO DEL COM 345370860 6,068 652,459 SH   OTR 1 0 652,459 0
FORD MTR CO DEL COM 345370860 959 103,103 SH   SOLE   103,103 0 0
FORMFACTOR INC COM 346375108 1,163 44,800 SH   OTR 1 0 44,800 0
FORMFACTOR INC COM 346375108 213 8,200 SH   SOLE   8,200 0 0
FORTERRA INC COM 34960W106 295 25,500 SH   OTR 1 0 25,500 0
FORTERRA INC COM 34960W106 51 4,400 SH   SOLE   4,400 0 0
FORTINET INC COM 34959E109 24,111 225,843 SH   OTR 1 0 225,843 0
FORTINET INC COM 34959E109 1,362 12,762 SH   OTR 5 0 12,762 0
FORTINET INC COM 34959E109 2,787 26,102 SH   SOLE   26,102 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 5,583 5,739 SH   DFND 1 0 5,739 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 87 89 SH   OTR 4 0 89 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 166 170 SH   SOLE   170 0 0
FORTIVE CORP COM 34959J108 598 7,823 SH   SOLE   7,823 0 0
FORTIVE CORP COM 34959J108 2,877 37,667 SH   OTR 1 0 37,667 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,338 20,484 SH   OTR 1 0 20,484 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 307 4,704 SH   SOLE   4,704 0 0
FOSTER L B CO COM 350060109 1,782 91,936 SH   OTR 1 0 91,936 0
FOSTER L B CO COM 350060109 380 19,601 SH   SOLE   19,601 0 0
FOUNDATION BLDG MATLS INC COM 350392106 1,522 78,663 SH   OTR 1 0 78,663 0
FOUNDATION BLDG MATLS INC COM 350392106 337 17,400 SH   SOLE   17,400 0 0
FOX CORP CL A COM 35137L105 1,677 45,229 SH   OTR 1 0 45,229 0
FOX CORP CL A COM 35137L105 300 8,099 SH   SOLE   8,099 0 0
FOX CORP CL B COM 35137L204 4,505 123,760 SH   OTR 1 0 123,760 0
FOX CORP CL B COM 35137L204 909 24,964 SH   SOLE   24,964 0 0
FOX CORP CL B COM 35137L204 12 332 SH   OTR 5 0 332 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,719 79,195 SH   OTR 1 0 79,195 0
FRANKLIN FINL NETWORK INC COM 35352P104 579 16,866 SH   SOLE   16,866 0 0
FRANKLIN RES INC COM 354613101 936 36,038 SH   OTR 1 0 36,038 0
FRANKLIN RES INC COM 354613101 171 6,569 SH   SOLE   6,569 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,429 185,150 SH   OTR 1 0 185,150 0
FREEPORT-MCMORAN INC CL B 35671D857 511 38,920 SH   SOLE   38,920 0 0
FRONTDOOR INC COM 35905A109 1,175 24,788 SH   OTR 1 0 24,788 0
FRONTDOOR INC COM 35905A109 192 4,058 SH   SOLE   4,058 0 0
FS BANCORP INC COM 30263Y104 1,528 23,953 SH   OTR 1 0 23,953 0
FS BANCORP INC COM 30263Y104 331 5,192 SH   SOLE   5,192 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 107 85,000 PRN   SOLE   85,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 23 18,000 PRN   DFND 1 0 18,000 0
FUTUREFUEL CORPORATION COM 36116M106 277 22,386 SH   OTR 1 0 22,386 0
FUTUREFUEL CORPORATION COM 36116M106 63 5,100 SH   SOLE   5,100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,280 23,940 SH   OTR 1 0 23,940 0
GALLAGHER ARTHUR J & CO COM 363576109 468 4,917 SH   SOLE   4,917 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,436 79,822 SH   OTR 1 0 79,822 0
GAMING & LEISURE PPTYS INC COM 36467J108 327 7,589 SH   SOLE   7,589 0 0
GAP INC COM 364760108 88 4,974 SH   SOLE   4,974 0 0
GAP INC COM 364760108 482 27,237 SH   OTR 1 0 27,237 0
GARTNER INC COM 366651107 388 2,517 SH   SOLE   2,517 0 0
GARTNER INC COM 366651107 1,772 11,502 SH   OTR 1 0 11,502 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 22 18,000 PRN   DFND 1 0 18,000 0
GENERAC HLDGS INC COM 368736104 3,732 37,100 SH   OTR 1 0 37,100 0
GENERAC HLDGS INC COM 368736104 775 7,700 SH   SOLE   7,700 0 0
GENERAL DYNAMICS CORP COM 369550108 6,866 38,935 SH   OTR 1 0 38,935 0
GENERAL DYNAMICS CORP COM 369550108 1,092 6,194 SH   SOLE   6,194 0 0
GENERAL ELECTRIC CO COM 369604103 13,834 1,239,644 SH   OTR 1 0 1,239,644 0
GENERAL ELECTRIC CO COM 369604103 2,568 230,074 SH   SOLE   230,074 0 0
GENERAL FIN CORP DEL COM 369822101 18 1,614 SH   SOLE   1,614 0 0
GENERAL FIN CORP DEL COM 369822101 100 9,037 SH   OTR 1 0 9,037 0
GENERAL MLS INC COM 370334104 1,735 32,401 SH   SOLE   32,401 0 0
GENERAL MLS INC COM 370334104 6,942 129,603 SH   OTR 1 0 129,603 0
GENERAL MLS INC COM 370334104 345 6,444 SH   OTR 5 0 6,444 0
GENERAL MTRS CO COM 37045V100 7,318 199,959 SH   OTR 1 0 199,959 0
GENERAL MTRS CO COM 37045V100 1,213 33,143 SH   SOLE   33,143 0 0
GENUINE PARTS CO COM 372460105 1,980 18,641 SH   OTR 1 0 18,641 0
GENUINE PARTS CO COM 372460105 407 3,827 SH   SOLE   3,827 0 0
GEO GROUP INC NEW COM 36162J106 3,752 225,865 SH   OTR 1 0 225,865 0
GEO GROUP INC NEW COM 36162J106 799 48,107 SH   SOLE   48,107 0 0
GILEAD SCIENCES INC COM 375558103 1,963 30,215 SH   OTR 5 0 30,215 0
GILEAD SCIENCES INC COM 375558103 4,421 68,037 SH   SOLE   68,037 0 0
GILEAD SCIENCES INC COM 375558103 30,040 462,298 SH   OTR 1 0 462,298 0
GLADSTONE COML CORP COM 376536108 245 11,200 SH   OTR 1 0 11,200 0
GLADSTONE COML CORP COM 376536108 55 2,500 SH   SOLE   2,500 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,771 34,854 SH   OTR 1 0 34,854 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 587 7,383 SH   SOLE   7,383 0 0
GLOBAL NET LEASE INC COM NEW 379378201 523 25,800 SH   OTR 1 0 25,800 0
GLOBAL NET LEASE INC COM NEW 379378201 120 5,900 SH   SOLE   5,900 0 0
GLOBAL PMTS INC COM 37940X102 12,710 69,621 SH   OTR 1 0 69,621 0
GLOBAL PMTS INC COM 37940X102 2,227 12,201 SH   SOLE   12,201 0 0
GLOBE LIFE INC COM 37959E102 251 2,387 SH   SOLE   2,387 0 0
GLOBE LIFE INC COM 37959E102 1,351 12,838 SH   OTR 1 0 12,838 0
GLOBUS MED INC CL A 379577208 3,992 67,800 SH   OTR 1 0 67,800 0
GLOBUS MED INC CL A 379577208 836 14,200 SH   SOLE   14,200 0 0
GMS INC COM 36251C103 2,686 99,200 SH   OTR 1 0 99,200 0
GMS INC COM 36251C103 571 21,100 SH   SOLE   21,100 0 0
GODADDY INC CL A 380237107 9,608 141,465 SH   OTR 1 0 141,465 0
GODADDY INC CL A 380237107 1,009 14,857 SH   SOLE   14,857 0 0
GOLDEN ENTMT INC COM 381013101 669 34,800 SH   OTR 1 0 34,800 0
GOLDEN ENTMT INC COM 381013101 146 7,600 SH   SOLE   7,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,841 47,149 SH   OTR 1 0 47,149 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,935 8,416 SH   SOLE   8,416 0 0
GRAINGER W W INC COM 384802104 1,912 5,647 SH   OTR 1 0 5,647 0
GRAINGER W W INC COM 384802104 419 1,237 SH   SOLE   1,237 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,883 254,463 SH   OTR 1 0 254,463 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 611 53,900 SH   SOLE   53,900 0 0
GREAT SOUTHN BANCORP INC COM 390905107 642 10,134 SH   OTR 1 0 10,134 0
GREAT SOUTHN BANCORP INC COM 390905107 133 2,100 SH   SOLE   2,100 0 0
GREEN DOT CORP CL A 39304D102 380 16,300 SH   OTR 1 0 16,300 0
GREEN DOT CORP CL A 39304D102 86 3,700 SH   SOLE   3,700 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 3,170 31,700 SH   OTR 1 0 31,700 0
GROUP 1 AUTOMOTIVE INC COM 398905109 670 6,700 SH   SOLE   6,700 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 142 120,000 PRN   SOLE   120,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,019 60,400 SH   OTR 1 0 60,400 0
H & E EQUIPMENT SERVICES INC COM 404030108 418 12,500 SH   SOLE   12,500 0 0
HAEMONETICS CORP COM 405024100 850 7,400 SH   SOLE   7,400 0 0
HAEMONETICS CORP COM 405024100 3,999 34,800 SH   OTR 1 0 34,800 0
HALLADOR ENERGY COMPANY COM 40609P105 320 107,606 SH   OTR 1 0 107,606 0
HALLADOR ENERGY COMPANY COM 40609P105 72 24,149 SH   SOLE   24,149 0 0
HALLIBURTON CO COM 406216101 2,734 111,709 SH   OTR 1 0 111,709 0
HALLIBURTON CO COM 406216101 592 24,181 SH   SOLE   24,181 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,456 139,768 SH   OTR 1 0 139,768 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 522 29,700 SH   SOLE   29,700 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 393 22,155 SH   SOLE   22,155 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,843 103,923 SH   OTR 1 0 103,923 0
HANCOCK WHITNEY CORPORATION COM 410120109 790 18,000 SH   SOLE   18,000 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,620 82,500 SH   OTR 1 0 82,500 0
HANESBRANDS INC COM 410345102 685 46,138 SH   OTR 1 0 46,138 0
HANESBRANDS INC COM 410345102 126 8,517 SH   SOLE   8,517 0 0
HANGER INC COM NEW 41043F208 2,789 101,000 SH   OTR 1 0 101,000 0
HANGER INC COM NEW 41043F208 585 21,200 SH   SOLE   21,200 0 0
HANMI FINL CORP COM NEW 410495204 1,931 96,574 SH   OTR 1 0 96,574 0
HANMI FINL CORP COM NEW 410495204 402 20,093 SH   SOLE   20,093 0 0
HARLEY DAVIDSON INC COM 412822108 747 20,095 SH   OTR 1 0 20,095 0
HARLEY DAVIDSON INC COM 412822108 139 3,726 SH   SOLE   3,726 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 13,638 224,417 SH   OTR 1 0 224,417 0
HARTFORD FINL SVCS GROUP INC COM 416515104 760 12,513 SH   OTR 5 0 12,513 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,637 26,937 SH   SOLE   26,937 0 0
HASBRO INC COM 418056107 1,725 16,333 SH   OTR 1 0 16,333 0
HASBRO INC COM 418056107 360 3,409 SH   SOLE   3,409 0 0
HAWAIIAN HOLDINGS INC COM 419879101 211 7,200 SH   OTR 1 0 7,200 0
HAWAIIAN HOLDINGS INC COM 419879101 47 1,600 SH   SOLE   1,600 0 0
HAWKINS INC COM 420261109 748 16,339 SH   OTR 1 0 16,339 0
HAWKINS INC COM 420261109 147 3,200 SH   SOLE   3,200 0 0
HCA HEALTHCARE INC COM 40412C101 8,225 55,643 SH   OTR 1 0 55,643 0
HCA HEALTHCARE INC COM 40412C101 1,484 10,043 SH   SOLE   10,043 0 0
HEALTHPEAK PPTYS INC COM 42250P103 3,350 97,182 SH   OTR 1 0 97,182 0
HEALTHPEAK PPTYS INC COM 42250P103 574 16,661 SH   SOLE   16,661 0 0
HEALTHSTREAM INC COM 42222N103 2,582 94,926 SH   OTR 1 0 94,926 0
HEALTHSTREAM INC COM 42222N103 541 19,900 SH   SOLE   19,900 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 687 21,152 SH   OTR 1 0 21,152 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 141 4,332 SH   SOLE   4,332 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 20,442 15,785,000 PRN   OTR 1 0 15,785,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 5,998 4,632,000 PRN   SOLE   4,632,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4,979 4,669,000 PRN   DFND 1 0 4,669,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 75 70,000 PRN   OTR 4 0 70,000 0
HELMERICH & PAYNE INC COM 423452101 420 9,237 SH   OTR 5 0 9,237 0
HELMERICH & PAYNE INC COM 423452101 1,089 23,971 SH   SOLE   23,971 0 0
HELMERICH & PAYNE INC COM 423452101 9,982 219,724 SH   OTR 1 0 219,724 0
HENRY JACK & ASSOC INC COM 426281101 322 2,209 SH   SOLE   2,209 0 0
HENRY JACK & ASSOC INC COM 426281101 1,433 9,834 SH   OTR 1 0 9,834 0
HENRY SCHEIN INC COM 806407102 1,791 26,838 SH   OTR 1 0 26,838 0
HENRY SCHEIN INC COM 806407102 234 3,501 SH   SOLE   3,501 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 16,663 16,025,000 PRN   OTR 1 0 16,025,000 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4,848 4,662,000 PRN   SOLE   4,662,000 0 0
HERON THERAPEUTICS INC COM 427746102 1,207 51,351 SH   OTR 1 0 51,351 0
HERON THERAPEUTICS INC COM 427746102 253 10,775 SH   SOLE   10,775 0 0
HERSHEY CO COM 427866108 1,375 9,353 SH   OTR 5 0 9,353 0
HERSHEY CO COM 427866108 2,357 16,039 SH   SOLE   16,039 0 0
HERSHEY CO COM 427866108 16,371 111,384 SH   OTR 1 0 111,384 0
HESS CORP COM 42809H107 2,209 33,065 SH   OTR 1 0 33,065 0
HESS CORP COM 42809H107 475 7,106 SH   SOLE   7,106 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,648 166,986 SH   OTR 1 0 166,986 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 578 36,441 SH   SOLE   36,441 0 0
HIBBETT SPORTS INC COM 428567101 1,873 66,800 SH   OTR 1 0 66,800 0
HIBBETT SPORTS INC COM 428567101 379 13,500 SH   SOLE   13,500 0 0
HILL ROM HLDGS INC COM 431475102 13,705 120,716 SH   OTR 1 0 120,716 0
HILL ROM HLDGS INC COM 431475102 1,234 10,873 SH   OTR 5 0 10,873 0
HILL ROM HLDGS INC COM 431475102 2,197 19,356 SH   SOLE   19,356 0 0
HILLTOP HOLDINGS INC COM 432748101 1,476 59,200 SH   OTR 1 0 59,200 0
HILLTOP HOLDINGS INC COM 432748101 339 13,600 SH   SOLE   13,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 839 7,564 SH   SOLE   7,564 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,017 36,216 SH   OTR 1 0 36,216 0
HMS HLDGS CORP COM 40425J101 1,631 55,100 SH   OTR 1 0 55,100 0
HMS HLDGS CORP COM 40425J101 358 12,100 SH   SOLE   12,100 0 0
HNI CORP COM 404251100 1,008 26,900 SH   OTR 1 0 26,900 0
HNI CORP COM 404251100 225 6,000 SH   SOLE   6,000 0 0
HOLLYFRONTIER CORP COM 436106108 17,255 340,262 SH   OTR 1 0 340,262 0
HOLLYFRONTIER CORP COM 436106108 1,267 24,992 SH   OTR 5 0 24,992 0
HOLLYFRONTIER CORP COM 436106108 2,605 51,361 SH   SOLE   51,361 0 0
HOLOGIC INC COM 436440101 663 12,699 SH   OTR 5 0 12,699 0
HOLOGIC INC COM 436440101 1,521 29,139 SH   SOLE   29,139 0 0
HOLOGIC INC COM 436440101 9,245 177,078 SH   OTR 1 0 177,078 0
HOME DEPOT INC COM 437076102 54,479 249,468 SH   OTR 1 0 249,468 0
HOME DEPOT INC COM 437076102 3,588 16,428 SH   OTR 5 0 16,428 0
HOME DEPOT INC COM 437076102 10,191 46,665 SH   SOLE   46,665 0 0
HONEYWELL INTL INC COM 438516106 18,623 105,217 SH   OTR 1 0 105,217 0
HONEYWELL INTL INC COM 438516106 82 462 SH   OTR 5 0 462 0
HONEYWELL INTL INC COM 438516106 3,544 20,023 SH   SOLE   20,023 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 2,248 51,500 SH   OTR 1 0 51,500 0
HORACE MANN EDUCATORS CORP N COM 440327104 458 10,500 SH   SOLE   10,500 0 0
HORMEL FOODS CORP COM 440452100 347 7,703 SH   SOLE   7,703 0 0
HORMEL FOODS CORP COM 440452100 1,600 35,475 SH   OTR 1 0 35,475 0
HOST HOTELS & RESORTS INC COM 44107P104 1,127 60,779 SH   SOLE   60,779 0 0
HOST HOTELS & RESORTS INC COM 44107P104 7,863 423,907 SH   OTR 1 0 423,907 0
HOST HOTELS & RESORTS INC COM 44107P104 542 29,239 SH   OTR 5 0 29,239 0
HP INC COM 40434L105 13,440 654,008 SH   OTR 1 0 654,008 0
HP INC COM 40434L105 1,374 66,839 SH   OTR 5 0 66,839 0
HP INC COM 40434L105 1,631 79,380 SH   SOLE   79,380 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 165 95,000 PRN   SOLE   95,000 0 0
HUMANA INC COM 444859102 27,476 74,964 SH   OTR 1 0 74,964 0
HUMANA INC COM 444859102 1,747 4,766 SH   OTR 5 0 4,766 0
HUMANA INC COM 444859102 3,939 10,748 SH   SOLE   10,748 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,280 10,962 SH   OTR 1 0 10,962 0
HUNT J B TRANS SVCS INC COM 445658107 237 2,027 SH   SOLE   2,027 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,002 132,790 SH   OTR 1 0 132,790 0
HUNTINGTON BANCSHARES INC COM 446150104 429 28,478 SH   SOLE   28,478 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 23,310 92,912 SH   OTR 1 0 92,912 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,275 5,081 SH   OTR 5 0 5,081 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,978 7,885 SH   SOLE   7,885 0 0
HUNTSMAN CORP COM 447011107 9,529 394,393 SH   OTR 1 0 394,393 0
HUNTSMAN CORP COM 447011107 698 28,890 SH   SOLE   28,890 0 0
IAC INTERACTIVECORP COM 44919P508 3,559 14,285 SH   OTR 1 0 14,285 0
IAC INTERACTIVECORP COM 44919P508 510 2,049 SH   SOLE   2,049 0 0
IDACORP INC COM 451107106 487 4,561 SH   OTR 1 0 4,561 0
IDEX CORP COM 45167R104 1,663 9,671 SH   OTR 1 0 9,671 0
IDEX CORP COM 45167R104 359 2,086 SH   SOLE   2,086 0 0
IDEXX LABS INC COM 45168D104 2,868 10,982 SH   OTR 1 0 10,982 0
IDEXX LABS INC COM 45168D104 608 2,330 SH   SOLE   2,330 0 0
IDT CORP CL B NEW 448947507 1,324 183,700 SH   OTR 1 0 183,700 0
IDT CORP CL B NEW 448947507 281 39,000 SH   SOLE   39,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 10 10,000 PRN   DFND 1 0 10,000 0
II VI INC NOTE 0.250% 9/0 902104AB4 107 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,756 37,610 SH   OTR 1 0 37,610 0
ILLINOIS TOOL WKS INC COM 452308109 1,422 7,915 SH   SOLE   7,915 0 0
ILLUMINA INC COM 452327109 6,223 18,760 SH   OTR 1 0 18,760 0
ILLUMINA INC COM 452327109 1,280 3,857 SH   SOLE   3,857 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6,276 4,514,000 PRN   DFND 1 0 4,514,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 23,931 17,151,000 PRN   OTR 1 0 17,151,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 95 68,000 PRN   OTR 4 0 68,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 12,135 8,697,000 PRN   SOLE   8,697,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 22,648 20,459,000 PRN   OTR 1 0 20,459,000 0
ILLUMINA INC NOTE 8/1 452327AK5 1,889 1,706,000 PRN   SOLE   1,706,000 0 0
IMMUNOMEDICS INC COM 452907108 432 20,405 SH   SOLE   20,405 0 0
IMMUNOMEDICS INC COM 452907108 2,025 95,691 SH   OTR 1 0 95,691 0
INCYTE CORP COM 45337C102 1,681 19,250 SH   SOLE   19,250 0 0
INCYTE CORP COM 45337C102 20,171 230,998 SH   OTR 1 0 230,998 0
INCYTE CORP COM 45337C102 638 7,301 SH   OTR 5 0 7,301 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 41,881 1,592,750 SH   OTR 3 0 1,592,750 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41,260 1,596,150 SH   OTR 3 0 1,596,150 0
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 25,037 499,900 SH   OTR 3 0 499,900 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,732 80,000 SH   OTR 3 0 80,000 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2,235 103,287 SH   OTR 3 0 103,287 0
INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5,703 200,025 SH   OTR 3 0 200,025 0
INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5,057 198,400 SH   OTR 3 0 198,400 0
INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 10,038 397,300 SH   OTR 3 0 397,300 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 15,432 608,254 SH   OTR 3 0 608,254 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20,679 813,158 SH   OTR 3 0 813,158 0
INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3,080 120,000 SH   OTR 3 0 120,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,823 80,000 SH   OTR 3 0 80,000 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 138 130,000 PRN   SOLE   130,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 2 225 SH   DFND 1 0 225 0
INFOSYS LTD SPONSORED ADR 456788108 360 34,900 SH   SOLE   34,900 0 0
INGLES MKTS INC CL A 457030104 1,672 35,200 SH   OTR 1 0 35,200 0
INGLES MKTS INC CL A 457030104 371 7,800 SH   SOLE   7,800 0 0
INGREDION INC COM 457187102 107 1,146 SH   SOLE   1,146 0 0
INGREDION INC COM 457187102 762 8,201 SH   OTR 1 0 8,201 0
INNOSPEC INC COM 45768S105 1,521 14,700 SH   OTR 1 0 14,700 0
INNOSPEC INC COM 45768S105 310 3,000 SH   SOLE   3,000 0 0
INNOVIVA INC COM 45781M101 2,824 199,400 SH   OTR 1 0 199,400 0
INNOVIVA INC COM 45781M101 596 42,100 SH   SOLE   42,100 0 0
INPHI CORP COM 45772F107 1,377 18,600 SH   OTR 1 0 18,600 0
INPHI CORP COM 45772F107 289 3,900 SH   SOLE   3,900 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 20 14,000 PRN   DFND 1 0 14,000 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 340 240,000 PRN   SOLE   240,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 6,156 3,311,000 PRN   DFND 1 0 3,311,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 44,635 23,973,000 PRN   OTR 1 0 23,973,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 95 51,000 PRN   OTR 4 0 51,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 11,250 6,042,000 PRN   SOLE   6,042,000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 3,711 52,792 SH   OTR 1 0 52,792 0
INSIGHT ENTERPRISES INC COM 45765U103 787 11,194 SH   SOLE   11,194 0 0
INSMED INC COM PAR $.01 457669307 1,897 79,426 SH   OTR 1 0 79,426 0
INSMED INC COM PAR $.01 457669307 400 16,754 SH   SOLE   16,754 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 92 95,000 PRN   SOLE   95,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,078 44,700 SH   OTR 1 0 44,700 0
INSTALLED BLDG PRODS INC COM 45780R101 654 9,500 SH   SOLE   9,500 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 32 17,000 PRN   DFND 1 0 17,000 0
INTEGER HLDGS CORP COM 45826H109 3,730 46,374 SH   OTR 1 0 46,374 0
INTEGER HLDGS CORP COM 45826H109 790 9,819 SH   SOLE   9,819 0 0
INTEL CORP COM 458140100 1,471 24,573 SH   OTR 5 0 24,573 0
INTEL CORP COM 458140100 8,649 144,506 SH   SOLE   144,506 0 0
INTEL CORP COM 458140100 42,244 705,825 SH   OTR 1 0 705,825 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 50 75,000 PRN   SOLE   75,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,090 16,865 SH   OTR 1 0 16,865 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 441 3,561 SH   SOLE   3,561 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,867 1,852,000 PRN   DFND 1 0 1,852,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11,862 11,735,000 PRN   OTR 1 0 11,735,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 30 30,000 PRN   OTR 4 0 30,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,370 4,323,000 PRN   SOLE   4,323,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,413 26,070 SH   SOLE   26,070 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 14,834 160,280 SH   OTR 1 0 160,280 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,699 18,355 SH   OTR 5 0 18,355 0
INTERDIGITAL INC COM 45867G101 223 4,100 SH   SOLE   4,100 0 0
INTERDIGITAL INC COM 45867G101 986 18,100 SH   OTR 1 0 18,100 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 70 70,000 PRN   SOLE   70,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,616 123,962 SH   OTR 1 0 123,962 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12 90 SH   OTR 5 0 90 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,139 23,416 SH   SOLE   23,416 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,760 13,641 SH   OTR 1 0 13,641 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 363 2,815 SH   SOLE   2,815 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,318 57,035 SH   OTR 1 0 57,035 0
INTERPUBLIC GROUP COS INC COM 460690100 261 11,299 SH   SOLE   11,299 0 0
INTERSECT ENT INC COM 46071F103 256 10,300 SH   OTR 1 0 10,300 0
INTERSECT ENT INC COM 46071F103 45 1,800 SH   SOLE   1,800 0 0
INTL FCSTONE INC COM 46116V105 684 14,000 SH   SOLE   14,000 0 0
INTL FCSTONE INC COM 46116V105 3,209 65,719 SH   OTR 1 0 65,719 0
INTL PAPER CO COM 460146103 2,317 50,312 SH   OTR 1 0 50,312 0
INTL PAPER CO COM 460146103 499 10,839 SH   SOLE   10,839 0 0
INTUIT COM 461202103 9,547 36,450 SH   OTR 1 0 36,450 0
INTUIT COM 461202103 2,087 7,969 SH   SOLE   7,969 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 17,617 29,801 SH   OTR 1 0 29,801 0
INTUITIVE SURGICAL INC COM NEW 46120E602 683 1,155 SH   OTR 5 0 1,155 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,270 3,840 SH   SOLE   3,840 0 0
INVACARE CORP COM 461203101 474 52,600 SH   OTR 1 0 52,600 0
INVACARE CORP COM 461203101 96 10,600 SH   SOLE   10,600 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 4,457 399,055 SH   SOLE   399,055 0 0
INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 45,000 1,700,663 SH   OTR 1 0 1,700,663 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 4,478 362,330 SH   SOLE   362,330 0 0
INVESCO MUN TR COM 46131J103 4,776 386,429 SH   SOLE   386,429 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 3,186 241,518 SH   SOLE   241,518 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 5,704 453,399 SH   SOLE   453,399 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 4,580 356,390 SH   SOLE   356,390 0 0
INVESTORS BANCORP INC NEW COM 46146L101 2,818 236,500 SH   OTR 1 0 236,500 0
INVESTORS BANCORP INC NEW COM 46146L101 589 49,400 SH   SOLE   49,400 0 0
INVITAE CORP COM 46185L103 995 61,700 SH   OTR 1 0 61,700 0
INVITAE CORP COM 46185L103 218 13,500 SH   SOLE   13,500 0 0
INVITATION HOMES INC COM 46187W107 222 7,419 SH   SOLE   7,419 0 0
INVITATION HOMES INC COM 46187W107 2,350 78,417 SH   OTR 1 0 78,417 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,786 64,520 SH   OTR 1 0 64,520 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 385 13,918 SH   SOLE   13,918 0 0
IPG PHOTONICS CORP COM 44980X109 659 4,547 SH   OTR 1 0 4,547 0
IPG PHOTONICS CORP COM 44980X109 124 856 SH   SOLE   856 0 0
IQVIA HLDGS INC COM 46266C105 14,341 92,815 SH   OTR 1 0 92,815 0
IQVIA HLDGS INC COM 46266C105 726 4,699 SH   OTR 5 0 4,699 0
IQVIA HLDGS INC COM 46266C105 2,430 15,726 SH   SOLE   15,726 0 0
IRON MTN INC NEW COM 46284V101 1,380 43,287 SH   OTR 1 0 43,287 0
IRON MTN INC NEW COM 46284V101 297 9,313 SH   SOLE   9,313 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,371 103,024 SH   OTR 1 0 103,024 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 291 21,867 SH   SOLE   21,867 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 129 110,000 PRN   SOLE   110,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,971 618,700 SH   OTR 1 0 618,700 0
ISHARES TR CORE S&P MCP ETF 464287507 13,248 64,367 SH   OTR 1 0 64,367 0
ISHARES TR CORE S&P MCP ETF 464287507 210 1,022 SH   SOLE   1,022 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 1,815 58,696 SH   OTR 1 0 58,696 0
ISHARES TR RUS 1000 GRW ETF 464287614 19,291 109,655 SH   OTR 1 0 109,655 0
ISHARES TR RUS MID CAP ETF 464287499 6,816 114,330 SH   OTR 1 0 114,330 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,982 11,961 SH   SOLE   11,961 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 20,617 124,444 SH   OTR 1 0 124,444 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 26,173 22,826,000 PRN   OTR 1 0 22,826,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 50 44,000 PRN   OTR 4 0 44,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8,049 7,020,000 PRN   SOLE   7,020,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,325 2,906,000 PRN   DFND 1 0 2,906,000 0
ITRON INC COM 465741106 437 5,200 SH   OTR 1 0 5,200 0
ITRON INC COM 465741106 101 1,200 SH   SOLE   1,200 0 0
J ALEXANDERS HLDGS INC COM 46609J106 753 78,814 SH   OTR 1 0 78,814 0
J ALEXANDERS HLDGS INC COM 46609J106 168 17,597 SH   SOLE   17,597 0 0
J2 GLOBAL INC COM 48123V102 4,317 46,064 SH   OTR 1 0 46,064 0
J2 GLOBAL INC COM 48123V102 912 9,731 SH   SOLE   9,731 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 152 105,000 PRN   SOLE   105,000 0 0
JABIL INC COM 466313103 1,239 29,984 SH   OTR 5 0 29,984 0
JABIL INC COM 466313103 2,281 55,184 SH   SOLE   55,184 0 0
JABIL INC COM 466313103 21,949 531,058 SH   OTR 1 0 531,058 0
JACOBS ENGR GROUP INC COM 469814107 1,555 17,311 SH   OTR 1 0 17,311 0
JACOBS ENGR GROUP INC COM 469814107 333 3,705 SH   SOLE   3,705 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 222 215,000 PRN   SOLE   215,000 0 0
JD COM INC SPON ADR CL A 47215P106 2 56 SH   DFND 1 0 56 0
JD COM INC SPON ADR CL A 47215P106 2,114 59,998 SH   OTR 1 0 59,998 0
JD COM INC SPON ADR CL A 47215P106 469 13,300 SH   SOLE   13,300 0 0
JEFFERIES FINL GROUP INC COM 47233W109 36 1,678 SH   SOLE   1,678 0 0
JEFFERIES FINL GROUP INC COM 47233W109 622 29,083 SH   OTR 1 0 29,083 0
JOHNSON & JOHNSON COM 478160104 14,322 98,182 SH   SOLE   98,182 0 0
JOHNSON & JOHNSON COM 478160104 67,066 459,763 SH   OTR 1 0 459,763 0
JOHNSON & JOHNSON COM 478160104 3,386 23,214 SH   OTR 5 0 23,214 0
JONES LANG LASALLE INC COM 48020Q107 1,140 6,548 SH   OTR 1 0 6,548 0
JONES LANG LASALLE INC COM 48020Q107 147 842 SH   SOLE   842 0 0
JPMORGAN CHASE & CO COM 46625H100 76,651 549,864 SH   OTR 1 0 549,864 0
JPMORGAN CHASE & CO COM 46625H100 5,113 36,677 SH   OTR 5 0 36,677 0
JPMORGAN CHASE & CO COM 46625H100 16,426 117,831 SH   SOLE   117,831 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1 439 SH   DFND 1 0 439 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 196 95,500 SH   OTR 1 0 95,500 0
JUNIPER NETWORKS INC COM 48203R104 1,058 42,960 SH   OTR 1 0 42,960 0
JUNIPER NETWORKS INC COM 48203R104 244 9,900 SH   SOLE   9,900 0 0
K12 INC COM 48273U102 851 41,818 SH   OTR 1 0 41,818 0
K12 INC COM 48273U102 155 7,627 SH   SOLE   7,627 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,966 12,835 SH   OTR 1 0 12,835 0
KANSAS CITY SOUTHERN COM NEW 485170302 422 2,756 SH   SOLE   2,756 0 0
KAR AUCTION SVCS INC COM 48238T109 3,342 153,396 SH   OTR 1 0 153,396 0
KAR AUCTION SVCS INC COM 48238T109 413 18,954 SH   SOLE   18,954 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 133 93,000 PRN   SOLE   93,000 0 0
KB HOME COM 48666K109 2,748 80,200 SH   OTR 1 0 80,200 0
KB HOME COM 48666K109 624 18,200 SH   SOLE   18,200 0 0
KBR INC COM 48242W106 1,774 58,174 SH   OTR 1 0 58,174 0
KBR INC COM 48242W106 331 10,860 SH   OTR 5 0 10,860 0
KBR INC COM 48242W106 445 14,605 SH   SOLE   14,605 0 0
KELLOGG CO COM 487836108 2,194 31,728 SH   OTR 1 0 31,728 0
KELLOGG CO COM 487836108 473 6,841 SH   SOLE   6,841 0 0
KELLY SVCS INC CL A 488152208 391 17,300 SH   OTR 1 0 17,300 0
KELLY SVCS INC CL A 488152208 88 3,900 SH   SOLE   3,900 0 0
KEMPER CORP DEL COM 488401100 1,225 15,800 SH   OTR 1 0 15,800 0
KEMPER CORP DEL COM 488401100 383 4,937 SH   SOLE   4,937 0 0
KEURIG DR PEPPER INC COM 49271V100 1,632 56,385 SH   OTR 1 0 56,385 0
KEYCORP NEW COM 493267108 542 26,800 SH   SOLE   26,800 0 0
KEYCORP NEW COM 493267108 2,559 126,420 SH   OTR 1 0 126,420 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 558 5,438 SH   SOLE   5,438 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,582 25,162 SH   OTR 1 0 25,162 0
KIMBALL ELECTRONICS INC COM 49428J109 416 23,700 SH   OTR 1 0 23,700 0
KIMBALL ELECTRONICS INC COM 49428J109 86 4,900 SH   SOLE   4,900 0 0
KIMBALL INTL INC CL B 494274103 2,011 97,300 SH   OTR 1 0 97,300 0
KIMBALL INTL INC CL B 494274103 420 20,300 SH   SOLE   20,300 0 0
KIMBERLY CLARK CORP COM 494368103 7,681 55,841 SH   OTR 1 0 55,841 0
KIMBERLY CLARK CORP COM 494368103 1,364 9,913 SH   SOLE   9,913 0 0
KIMCO RLTY CORP COM 49446R109 1,181 57,047 SH   OTR 1 0 57,047 0
KIMCO RLTY CORP COM 49446R109 261 12,598 SH   SOLE   12,598 0 0
KINDER MORGAN INC DEL COM 49456B101 7,427 350,836 SH   OTR 1 0 350,836 0
KINDER MORGAN INC DEL COM 49456B101 1,227 57,963 SH   SOLE   57,963 0 0
KLA CORPORATION COM NEW 482480100 215 1,204 SH   OTR 5 0 1,204 0
KLA CORPORATION COM NEW 482480100 1,973 11,075 SH   SOLE   11,075 0 0
KLA CORPORATION COM NEW 482480100 22,705 127,437 SH   OTR 1 0 127,437 0
KNOLL INC COM NEW 498904200 2,822 111,700 SH   OTR 1 0 111,700 0
KNOLL INC COM NEW 498904200 599 23,700 SH   SOLE   23,700 0 0
KODIAK SCIENCES INC COM 50015M109 288 4,000 SH   OTR 1 0 4,000 0
KODIAK SCIENCES INC COM 50015M109 50 700 SH   SOLE   700 0 0
KOHLS CORP COM 500255104 1,041 20,422 SH   OTR 1 0 20,422 0
KOHLS CORP COM 500255104 191 3,745 SH   SOLE   3,745 0 0
KOPPERS HOLDINGS INC COM 50060P106 164 4,300 SH   OTR 1 0 4,300 0
KOPPERS HOLDINGS INC COM 50060P106 38 1,000 SH   SOLE   1,000 0 0
KRAFT HEINZ CO COM 500754106 3,981 123,895 SH   OTR 1 0 123,895 0
KRAFT HEINZ CO COM 500754106 539 16,769 SH   SOLE   16,769 0 0
KROGER CO COM 501044101 18,960 654,018 SH   OTR 1 0 654,018 0
KROGER CO COM 501044101 1,454 50,141 SH   OTR 5 0 50,141 0
KROGER CO COM 501044101 2,482 85,610 SH   SOLE   85,610 0 0
L BRANDS INC COM 501797104 535 29,519 SH   OTR 1 0 29,519 0
L BRANDS INC COM 501797104 98 5,421 SH   SOLE   5,421 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 5,701 28,814 SH   OTR 1 0 28,814 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,184 5,982 SH   SOLE   5,982 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,114 12,499 SH   OTR 1 0 12,499 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 441 2,605 SH   SOLE   2,605 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 29 8,300 SH   SOLE   8,300 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 128 36,700 SH   OTR 1 0 36,700 0
LAM RESEARCH CORP COM 512807108 37,272 127,469 SH   OTR 1 0 127,469 0
LAM RESEARCH CORP COM 512807108 1,700 5,814 SH   OTR 5 0 5,814 0
LAM RESEARCH CORP COM 512807108 4,518 15,450 SH   SOLE   15,450 0 0
LAMB WESTON HLDGS INC COM 513272104 1,601 18,613 SH   OTR 1 0 18,613 0
LAMB WESTON HLDGS INC COM 513272104 355 4,127 SH   SOLE   4,127 0 0
LANDS END INC NEW COM 51509F105 277 16,490 SH   OTR 1 0 16,490 0
LANDS END INC NEW COM 51509F105 52 3,084 SH   SOLE   3,084 0 0
LANNET INC COM 516012101 319 36,200 SH   OTR 1 0 36,200 0
LANNET INC COM 516012101 77 8,700 SH   SOLE   8,700 0 0
LANTHEUS HLDGS INC COM 516544103 2,826 137,805 SH   OTR 1 0 137,805 0
LANTHEUS HLDGS INC COM 516544103 596 29,065 SH   SOLE   29,065 0 0
LAREDO PETROLEUM INC COM 516806106 59 20,400 SH   OTR 1 0 20,400 0
LAREDO PETROLEUM INC COM 516806106 10 3,500 SH   SOLE   3,500 0 0
LAS VEGAS SANDS CORP COM 517834107 4,391 63,598 SH   OTR 1 0 63,598 0
LAS VEGAS SANDS CORP COM 517834107 639 9,256 SH   SOLE   9,256 0 0
LAUDER ESTEE COS INC CL A 518439104 5,920 28,665 SH   OTR 1 0 28,665 0
LAUDER ESTEE COS INC CL A 518439104 1,219 5,900 SH   SOLE   5,900 0 0
LAUREATE EDUCATION INC CL A 518613203 1,201 68,200 SH   OTR 1 0 68,200 0
LAUREATE EDUCATION INC CL A 518613203 282 16,000 SH   SOLE   16,000 0 0
LEAR CORP COM NEW 521865204 1,691 12,326 SH   OTR 1 0 12,326 0
LEAR CORP COM NEW 521865204 470 3,427 SH   SOLE   3,427 0 0
LEE ENTERPRISES INC COM 523768109 30 21,200 SH   SOLE   21,200 0 0
LEE ENTERPRISES INC COM 523768109 154 108,600 SH   OTR 1 0 108,600 0
LEGG MASON INC COM 524901105 3,363 93,658 SH   OTR 1 0 93,658 0
LEGG MASON INC COM 524901105 320 8,904 SH   SOLE   8,904 0 0
LEGGETT & PLATT INC COM 524660107 852 16,769 SH   OTR 1 0 16,769 0
LEGGETT & PLATT INC COM 524660107 157 3,088 SH   SOLE   3,088 0 0
LEIDOS HLDGS INC COM 525327102 2,811 28,712 SH   SOLE   28,712 0 0
LEIDOS HLDGS INC COM 525327102 16,404 167,574 SH   OTR 1 0 167,574 0
LEIDOS HLDGS INC COM 525327102 1,418 14,481 SH   OTR 5 0 14,481 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3,027 1,932,000 PRN   SOLE   1,932,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 42 27,000 PRN   OTR 4 0 27,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 10,312 6,581,000 PRN   OTR 1 0 6,581,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,904 1,856,000 PRN   DFND 1 0 1,856,000 0
LENNAR CORP CL A 526057104 4,228 75,786 SH   OTR 1 0 75,786 0
LENNAR CORP CL A 526057104 625 11,194 SH   SOLE   11,194 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 22 30,000 PRN   SOLE   30,000 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 803 57,800 SH   OTR 1 0 57,800 0
LEXINGTON REALTY TRUST COM 529043101 3,461 325,851 SH   OTR 1 0 325,851 0
LEXINGTON REALTY TRUST COM 529043101 734 69,100 SH   SOLE   69,100 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 284 9,600 SH   OTR 1 0 9,600 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 59 2,000 SH   SOLE   2,000 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 214 4,450 SH   OTR 1 0 4,450 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 63 1,300 SH   SOLE   1,300 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 67 115,000 PRN   SOLE   115,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6,476 4,859,000 PRN   SOLE   4,859,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19 14,000 PRN   DFND 1 0 14,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 21,463 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,285 4,671,000 PRN   DFND 1 0 4,671,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 22,725 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 98 73,000 PRN   OTR 4 0 73,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,626 4,915,000 PRN   SOLE   4,915,000 0 0
LIFE STORAGE INC COM 53223X107 1,562 14,424 SH   OTR 1 0 14,424 0
LIFE STORAGE INC COM 53223X107 115 1,065 SH   SOLE   1,065 0 0
LIFEVANTAGE CORP COM NEW 53222K205 771 49,400 SH   OTR 1 0 49,400 0
LIFEVANTAGE CORP COM NEW 53222K205 172 11,000 SH   SOLE   11,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,169 11,210 SH   OTR 1 0 11,210 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 250 2,394 SH   SOLE   2,394 0 0
LILLY ELI & CO COM 532457108 16,999 129,337 SH   OTR 1 0 129,337 0
LILLY ELI & CO COM 532457108 2,965 22,557 SH   SOLE   22,557 0 0
LINCOLN NATL CORP IND COM 534187109 1,979 33,534 SH   OTR 1 0 33,534 0
LINCOLN NATL CORP IND COM 534187109 474 8,040 SH   SOLE   8,040 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 6,227 627,072 SH   OTR 1 0 627,072 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 923 92,946 SH   SOLE   92,946 0 0
LITHIA MTRS INC CL A 536797103 779 5,300 SH   SOLE   5,300 0 0
LITHIA MTRS INC CL A 536797103 3,660 24,900 SH   OTR 1 0 24,900 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,570 35,964 SH   OTR 1 0 35,964 0
LIVE NATION ENTERTAINMENT IN COM 538034109 336 4,701 SH   SOLE   4,701 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22 18,000 PRN   DFND 1 0 18,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 13,773 11,272,000 PRN   OTR 1 0 11,272,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,455 2,009,000 PRN   SOLE   2,009,000 0 0
LKQ CORP COM 501889208 3,130 87,684 SH   SOLE   87,684 0 0
LKQ CORP COM 501889208 24,741 693,028 SH   OTR 1 0 693,028 0
LKQ CORP COM 501889208 1,292 36,199 SH   OTR 5 0 36,199 0
LOCKHEED MARTIN CORP COM 539830109 5,487 14,092 SH   SOLE   14,092 0 0
LOCKHEED MARTIN CORP COM 539830109 40,110 103,011 SH   OTR 1 0 103,011 0
LOCKHEED MARTIN CORP COM 539830109 2,160 5,547 SH   OTR 5 0 5,547 0
LOEWS CORP COM 540424108 1,723 32,832 SH   OTR 1 0 32,832 0
LOEWS CORP COM 540424108 358 6,822 SH   SOLE   6,822 0 0
LOGMEIN INC COM 54142L109 5,729 66,815 SH   OTR 1 0 66,815 0
LOGMEIN INC COM 54142L109 917 10,691 SH   SOLE   10,691 0 0
LOWES COS INC COM 548661107 16,612 138,708 SH   OTR 1 0 138,708 0
LOWES COS INC COM 548661107 3,371 28,145 SH   SOLE   28,145 0 0
LPL FINL HLDGS INC COM 50212V100 16,030 173,771 SH   OTR 1 0 173,771 0
LPL FINL HLDGS INC COM 50212V100 1,397 15,143 SH   SOLE   15,143 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6,807 4,670,000 PRN   DFND 1 0 4,670,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,803 12,173,000 PRN   SOLE   12,173,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 61,327 41,933,000 PRN   OTR 1 0 41,933,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 103 71,000 PRN   OTR 4 0 71,000 0
LUTHER BURBANK CORP COM 550550107 1,092 94,736 SH   OTR 1 0 94,736 0
LUTHER BURBANK CORP COM 550550107 231 20,000 SH   SOLE   20,000 0 0
LYDALL INC DEL COM 550819106 2,107 102,700 SH   OTR 1 0 102,700 0
LYDALL INC DEL COM 550819106 456 22,200 SH   SOLE   22,200 0 0
M & T BK CORP COM 55261F104 2,875 16,937 SH   OTR 1 0 16,937 0
M & T BK CORP COM 55261F104 597 3,514 SH   SOLE   3,514 0 0
M/I HOMES INC COM 55305B101 354 9,000 SH   SOLE   9,000 0 0
M/I HOMES INC COM 55305B101 1,688 42,900 SH   OTR 1 0 42,900 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 331 345,000 PRN   SOLE   345,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 18 19,000 PRN   DFND 1 0 19,000 0
MACYS INC COM 55616P104 670 39,422 SH   OTR 1 0 39,422 0
MACYS INC COM 55616P104 122 7,169 SH   SOLE   7,169 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 790 8,667 SH   OTR 1 0 8,667 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 170 1,861 SH   SOLE   1,861 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,549 19,800 SH   OTR 1 0 19,800 0
MAGELLAN HEALTH INC COM NEW 559079207 329 4,200 SH   SOLE   4,200 0 0
MALIBU BOATS INC COM CL A 56117J100 3,006 73,400 SH   OTR 1 0 73,400 0
MALIBU BOATS INC COM CL A 56117J100 639 15,600 SH   SOLE   15,600 0 0
MANPOWERGROUP INC COM 56418H100 13,559 139,635 SH   OTR 1 0 139,635 0
MANPOWERGROUP INC COM 56418H100 1,204 12,401 SH   OTR 5 0 12,401 0
MANPOWERGROUP INC COM 56418H100 2,448 25,209 SH   SOLE   25,209 0 0
MARATHON OIL CORP COM 565849106 3,332 245,396 SH   OTR 1 0 245,396 0
MARATHON OIL CORP COM 565849106 309 22,772 SH   SOLE   22,772 0 0
MARATHON PETE CORP COM 56585A102 7,136 118,438 SH   OTR 1 0 118,438 0
MARATHON PETE CORP COM 56585A102 1,628 27,025 SH   SOLE   27,025 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,850 4,880 SH   OTR 1 0 4,880 0
MARKETAXESS HLDGS INC COM 57060D108 376 992 SH   SOLE   992 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,279 34,861 SH   OTR 1 0 34,861 0
MARRIOTT INTL INC NEW CL A 571903202 1,108 7,318 SH   SOLE   7,318 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,235 3,034,000 PRN   DFND 1 0 3,034,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 150 140,000 PRN   SOLE   140,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 50 47,000 PRN   OTR 4 0 47,000 0
MARSH & MCLENNAN COS INC COM 571748102 8,841 79,355 SH   OTR 1 0 79,355 0
MARSH & MCLENNAN COS INC COM 571748102 1,471 13,207 SH   SOLE   13,207 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,228 7,969 SH   OTR 1 0 7,969 0
MARTIN MARIETTA MATLS INC COM 573284106 466 1,667 SH   SOLE   1,667 0 0
MASCO CORP COM 574599106 1,918 39,964 SH   OTR 1 0 39,964 0
MASCO CORP COM 574599106 435 9,063 SH   SOLE   9,063 0 0
MASONITE INTL CORP NEW COM 575385109 823 11,400 SH   OTR 1 0 11,400 0
MASONITE INTL CORP NEW COM 575385109 144 2,000 SH   SOLE   2,000 0 0
MASTEC INC COM 576323109 3,984 62,100 SH   OTR 1 0 62,100 0
MASTEC INC COM 576323109 847 13,200 SH   SOLE   13,200 0 0
MASTERCARD INC CL A 57636Q104 2,671 8,946 SH   OTR 5 0 8,946 0
MASTERCARD INC CL A 57636Q104 10,529 35,262 SH   SOLE   35,262 0 0
MASTERCARD INC CL A 57636Q104 72,408 242,500 SH   OTR 1 0 242,500 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 2,312 146,800 SH   OTR 1 0 146,800 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 480 30,500 SH   SOLE   30,500 0 0
MATRIX SVC CO COM 576853105 1,976 86,385 SH   OTR 1 0 86,385 0
MATRIX SVC CO COM 576853105 424 18,533 SH   SOLE   18,533 0 0
MATSON INC COM 57686G105 371 9,100 SH   OTR 1 0 9,100 0
MATSON INC COM 57686G105 86 2,100 SH   SOLE   2,100 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,132 34,667 SH   OTR 1 0 34,667 0
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MAXIMUS INC COM 577933104 2,885 38,784 SH   OTR 1 0 38,784 0
MAXIMUS INC COM 577933104 107 1,444 SH   OTR 5 0 1,444 0
MAXIMUS INC COM 577933104 500 6,725 SH   SOLE   6,725 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,692 15,861 SH   OTR 1 0 15,861 0
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MCDONALDS CORP COM 580135101 22,896 115,864 SH   OTR 1 0 115,864 0
MCDONALDS CORP COM 580135101 312 1,579 SH   OTR 5 0 1,579 0
MCDONALDS CORP COM 580135101 4,602 23,289 SH   SOLE   23,289 0 0
MCGRATH RENTCORP COM 580589109 712 9,300 SH   SOLE   9,300 0 0
MCGRATH RENTCORP COM 580589109 3,375 44,100 SH   OTR 1 0 44,100 0
MCKESSON CORP COM 58155Q103 3,804 27,503 SH   SOLE   27,503 0 0
MCKESSON CORP COM 58155Q103 29,645 214,322 SH   OTR 1 0 214,322 0
MCKESSON CORP COM 58155Q103 1,395 10,087 SH   OTR 5 0 10,087 0
MDU RES GROUP INC COM 552690109 1,638 55,120 SH   OTR 1 0 55,120 0
MDU RES GROUP INC COM 552690109 155 5,225 SH   SOLE   5,225 0 0
MEDICINES CO COM 584688105 3,236 38,100 SH   OTR 1 0 38,100 0
MEDICINES CO COM 584688105 680 8,000 SH   SOLE   8,000 0 0
MEDNAX INC COM 58502B106 5,129 184,580 SH   OTR 1 0 184,580 0
MEDNAX INC COM 58502B106 432 15,549 SH   SOLE   15,549 0 0
MEDPACE HLDGS INC COM 58506Q109 787 9,366 SH   SOLE   9,366 0 0
MEDPACE HLDGS INC COM 58506Q109 3,700 44,013 SH   OTR 1 0 44,013 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 1,958 81,000 SH   OTR 1 0 81,000 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 13 9,000 PRN   DFND 1 0 9,000 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 14,401 9,630,000 PRN   OTR 1 0 9,630,000 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 4,050 2,708,000 PRN   SOLE   2,708,000 0 0
MERCHANTS BANCORP IND COM 58844R108 1,039 52,700 SH   OTR 1 0 52,700 0
MERCHANTS BANCORP IND COM 58844R108 221 11,200 SH   SOLE   11,200 0 0
MERCK & CO INC COM 58933Y105 50,946 560,152 SH   OTR 1 0 560,152 0
MERCK & CO INC COM 58933Y105 1,387 15,255 SH   OTR 5 0 15,255 0
MERCK & CO INC COM 58933Y105 7,733 85,025 SH   SOLE   85,025 0 0
MERCURY GENL CORP NEW COM 589400100 383 7,852 SH   SOLE   7,852 0 0
MERCURY GENL CORP NEW COM 589400100 2,024 41,527 SH   OTR 1 0 41,527 0
MERIDIAN BIOSCIENCE INC COM 589584101 291 29,791 SH   OTR 1 0 29,791 0
MERIDIAN BIOSCIENCE INC COM 589584101 65 6,700 SH   SOLE   6,700 0 0
MERITAGE HOMES CORP COM 59001A102 1,595 26,100 SH   OTR 1 0 26,100 0
MERITAGE HOMES CORP COM 59001A102 354 5,800 SH   SOLE   5,800 0 0
MERITOR INC COM 59001K100 3,526 134,630 SH   OTR 1 0 134,630 0
MERITOR INC COM 59001K100 748 28,560 SH   SOLE   28,560 0 0
METHODE ELECTRS INC COM 591520200 1,023 26,000 SH   OTR 1 0 26,000 0
METHODE ELECTRS INC COM 591520200 197 5,000 SH   SOLE   5,000 0 0
METLIFE INC COM 59156R108 3,480 68,275 SH   SOLE   68,275 0 0
METLIFE INC COM 59156R108 15,560 305,276 SH   OTR 1 0 305,276 0
METLIFE INC COM 59156R108 1,623 31,849 SH   OTR 5 0 31,849 0
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METROPOLITAN BK HLDG CORP COM 591774104 2,035 42,203 SH   OTR 1 0 42,203 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,496 3,146 SH   OTR 1 0 3,146 0
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MFA FINL INC COM 55272X102 923 120,617 SH   OTR 1 0 120,617 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 2,592 481,847 SH   SOLE   481,847 0 0
MFS MUN INCOME TR SH BEN INT 552738106 697 98,613 SH   OTR 1 0 98,613 0
MFS MUN INCOME TR SH BEN INT 552738106 3,667 518,642 SH   SOLE   518,642 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,525 105,959 SH   SOLE   105,959 0 0
MGM RESORTS INTERNATIONAL COM 552953101 27,275 819,797 SH   OTR 1 0 819,797 0
MGM RESORTS INTERNATIONAL COM 552953101 1,396 41,968 SH   OTR 5 0 41,968 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,181 30,373 SH   OTR 1 0 30,373 0
MICROCHIP TECHNOLOGY INC COM 595017104 671 6,411 SH   SOLE   6,411 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 10,627 4,940,000 PRN   DFND 1 0 4,940,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 64,087 29,756,000 PRN   OTR 1 0 29,756,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 166 77,000 PRN   OTR 4 0 77,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,821 6,417,000 PRN   SOLE   6,417,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 17,597 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 8,008 5,610,000 PRN   SOLE   5,610,000 0 0
MICRON TECHNOLOGY INC COM 595112103 4,144 77,059 SH   SOLE   77,059 0 0
MICRON TECHNOLOGY INC COM 595112103 19,268 358,274 SH   OTR 1 0 358,274 0
MICRON TECHNOLOGY INC COM 595112103 1,928 35,842 SH   OTR 5 0 35,842 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 8,298 1,540,000 PRN   SOLE   1,540,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 27,889 5,176,000 PRN   OTR 1 0 5,176,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 16 3,000 PRN   DFND 1 0 3,000 0
MICROSOFT CORP COM 594918104 324,417 2,057,180 SH   OTR 1 0 2,057,180 0
MICROSOFT CORP COM 594918104 13,301 84,341 SH   OTR 5 0 84,341 0
MICROSOFT CORP COM 594918104 48,973 310,544 SH   SOLE   310,544 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,907 20,378 SH   OTR 1 0 20,378 0
MICROSTRATEGY INC CL A NEW 594972408 613 4,300 SH   SOLE   4,300 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,193 9,047 SH   SOLE   9,047 0 0
MID AMER APT CMNTYS INC COM 59522J103 8,268 62,700 SH   OTR 1 0 62,700 0
MID AMER APT CMNTYS INC COM 59522J103 533 4,041 SH   OTR 5 0 4,041 0
MIDDLESEX WATER CO COM 596680108 184 2,900 SH   OTR 1 0 2,900 0
MIDDLESEX WATER CO COM 596680108 38 600 SH   SOLE   600 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 663 18,303 SH   OTR 1 0 18,303 0
MIDWESTONE FINL GROUP INC NE COM 598511103 133 3,674 SH   SOLE   3,674 0 0
MILLER HERMAN INC COM 600544100 3,201 76,857 SH   OTR 1 0 76,857 0
MILLER HERMAN INC COM 600544100 675 16,200 SH   SOLE   16,200 0 0
MILLER INDS INC TENN COM NEW 600551204 1,688 45,449 SH   OTR 1 0 45,449 0
MILLER INDS INC TENN COM NEW 600551204 371 9,996 SH   SOLE   9,996 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,972 15,300 SH   OTR 1 0 15,300 0
MIRATI THERAPEUTICS INC COM 60468T105 399 3,100 SH   SOLE   3,100 0 0
MKS INSTRUMENT INC COM 55306N104 7,924 72,027 SH   OTR 1 0 72,027 0
MKS INSTRUMENT INC COM 55306N104 1,063 9,659 SH   SOLE   9,659 0 0
MOHAWK INDS INC COM 608190104 1,051 7,708 SH   OTR 1 0 7,708 0
MOHAWK INDS INC COM 608190104 234 1,719 SH   SOLE   1,719 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9,419 2,836,000 PRN   DFND 1 0 2,836,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 146 44,000 PRN   OTR 4 0 44,000 0
MOLSON COORS BREWING CO CL B 60871R209 1,292 23,970 SH   OTR 1 0 23,970 0
MOLSON COORS BREWING CO CL B 60871R209 279 5,184 SH   SOLE   5,184 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,462 74,086 SH   OTR 1 0 74,086 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 311 15,762 SH   SOLE   15,762 0 0
MOMO INC ADR 60879B107 214 6,400 SH   SOLE   6,400 0 0
MOMO INC ADR 60879B107 1,226 36,604 SH   OTR 1 0 36,604 0
MONDELEZ INTL INC CL A 609207105 11,588 210,388 SH   OTR 1 0 210,388 0
MONDELEZ INTL INC CL A 609207105 2,082 37,805 SH   SOLE   37,805 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 71 35,000 PRN   SOLE   35,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,314 52,150 SH   OTR 1 0 52,150 0
MONSTER BEVERAGE CORP NEW COM 61174X109 723 11,382 SH   SOLE   11,382 0 0
MOODYS CORP COM 615369105 4,936 20,789 SH   OTR 1 0 20,789 0
MOODYS CORP COM 615369105 1,029 4,334 SH   SOLE   4,334 0 0
MOOG INC CL A 615394202 2,987 35,000 SH   OTR 1 0 35,000 0
MOOG INC CL A 615394202 623 7,300 SH   SOLE   7,300 0 0
MORGAN STANLEY COM NEW 617446448 1,667 32,607 SH   SOLE   32,607 0 0
MORGAN STANLEY COM NEW 617446448 9,941 194,459 SH   OTR 1 0 194,459 0
MORNINGSTAR INC COM 617700109 253 1,672 SH   SOLE   1,672 0 0
MORNINGSTAR INC COM 617700109 2,016 13,326 SH   OTR 1 0 13,326 0
MOSAIC CO NEW COM 61945C103 980 45,304 SH   OTR 1 0 45,304 0
MOSAIC CO NEW COM 61945C103 218 10,069 SH   SOLE   10,069 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,624 22,491 SH   OTR 1 0 22,491 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 760 4,714 SH   SOLE   4,714 0 0
MPLX LP COM UNIT REP LTD 55336V100 377 14,794 SH   SOLE   14,794 0 0
MRC GLOBAL INC COM 55345K103 2,937 215,300 SH   OTR 1 0 215,300 0
MRC GLOBAL INC COM 55345K103 621 45,500 SH   SOLE   45,500 0 0
MSCI INC COM 55354G100 592 2,294 SH   SOLE   2,294 0 0
MSCI INC COM 55354G100 2,791 10,809 SH   OTR 1 0 10,809 0
MUELLER INDS INC COM 624756102 2,257 71,084 SH   OTR 1 0 71,084 0
MUELLER INDS INC COM 624756102 467 14,700 SH   SOLE   14,700 0 0
MURPHY USA INC COM 626755102 3,995 34,146 SH   OTR 1 0 34,146 0
MURPHY USA INC COM 626755102 854 7,300 SH   SOLE   7,300 0 0
MYR GROUP INC DEL COM 55405W104 2,713 83,235 SH   OTR 1 0 83,235 0
MYR GROUP INC DEL COM 55405W104 570 17,500 SH   SOLE   17,500 0 0
MYRIAD GENETICS INC COM 62855J104 1,188 43,623 SH   OTR 1 0 43,623 0
MYRIAD GENETICS INC COM 62855J104 248 9,121 SH   SOLE   9,121 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 67 90,000 PRN   SOLE   90,000 0 0
NASDAQ INC COM 631103108 1,578 14,738 SH   OTR 1 0 14,738 0
NASDAQ INC COM 631103108 291 2,721 SH   SOLE   2,721 0 0
NATERA INC COM 632307104 1,129 33,500 SH   OTR 1 0 33,500 0
NATERA INC COM 632307104 232 6,900 SH   SOLE   6,900 0 0
NATIONAL GEN HLDGS CORP COM 636220303 3,220 145,712 SH   OTR 1 0 145,712 0
NATIONAL GEN HLDGS CORP COM 636220303 686 31,058 SH   SOLE   31,058 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,538 17,800 SH   OTR 1 0 17,800 0
NATIONAL HEALTHCARE CORP COM 635906100 320 3,700 SH   SOLE   3,700 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,234 49,249 SH   OTR 1 0 49,249 0
NATIONAL OILWELL VARCO INC COM 637071101 277 11,049 SH   SOLE   11,049 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 996 100,940 SH   OTR 1 0 100,940 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 204 20,640 SH   SOLE   20,640 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 18 2,000 SH   SOLE   2,000 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 78 8,700 SH   OTR 1 0 8,700 0
NATUS MEDICAL INC COM 639050103 3,091 93,700 SH   OTR 1 0 93,700 0
NATUS MEDICAL INC COM 639050103 657 19,900 SH   SOLE   19,900 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,937 101,500 SH   OTR 1 0 101,500 0
NAVISTAR INTL CORP NEW COM 63934E108 616 21,300 SH   SOLE   21,300 0 0
NETAPP INC COM 64110D104 1,823 29,292 SH   OTR 1 0 29,292 0
NETAPP INC COM 64110D104 398 6,398 SH   SOLE   6,398 0 0
NETEASE INC SPONSORED ADS 64110W102 2 6 SH   DFND 1 0 6 0
NETEASE INC SPONSORED ADS 64110W102 1,595 5,200 SH   OTR 1 0 5,200 0
NETEASE INC SPONSORED ADS 64110W102 644 2,100 SH   SOLE   2,100 0 0
NETFLIX INC COM 64110L106 4,270 13,195 SH   SOLE   13,195 0 0
NETFLIX INC COM 64110L106 123 381 SH   OTR 5 0 381 0
NETFLIX INC COM 64110L106 24,940 77,079 SH   OTR 1 0 77,079 0
NETSCOUT SYS INC COM 64115T104 686 28,480 SH   SOLE   28,480 0 0
NETSCOUT SYS INC COM 64115T104 3,245 134,814 SH   OTR 1 0 134,814 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 321 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,903 4,508,000 PRN   DFND 1 0 4,508,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 25,077 16,323,000 PRN   OTR 1 0 16,323,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 109 71,000 PRN   OTR 4 0 71,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,693 3,706,000 PRN   SOLE   3,706,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 20 15,000 PRN   DFND 1 0 15,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 117 120,000 PRN   SOLE   120,000 0 0
NEW SR INVT GROUP INC COM 648691103 517 67,600 SH   OTR 1 0 67,600 0
NEW SR INVT GROUP INC COM 648691103 106 13,900 SH   SOLE   13,900 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 241 20,060 SH   SOLE   20,060 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,610 217,132 SH   OTR 1 0 217,132 0
NEWELL BRANDS INC COM 651229106 3,017 156,973 SH   OTR 1 0 156,973 0
NEWELL BRANDS INC COM 651229106 233 12,113 SH   SOLE   12,113 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 12,283 282,703 SH   OTR 1 0 282,703 0
NEWMONT GOLDCORP CORPORATION COM 651639106 1,602 36,876 SH   SOLE   36,876 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 13,259 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2,071 2,009,000 PRN   SOLE   2,009,000 0 0
NEWS CORP NEW CL A 65249B109 43 3,006 SH   OTR 5 0 3,006 0
NEWS CORP NEW CL A 65249B109 101 7,153 SH   SOLE   7,153 0 0
NEWS CORP NEW CL A 65249B109 838 59,285 SH   OTR 1 0 59,285 0
NEWS CORP NEW CL B 65249B208 266 18,309 SH   OTR 5 0 18,309 0
NEWS CORP NEW CL B 65249B208 620 42,704 SH   SOLE   42,704 0 0
NEWS CORP NEW CL B 65249B208 2,587 178,286 SH   OTR 1 0 178,286 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,178 48,400 SH   OTR 1 0 48,400 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 482 10,707 SH   SOLE   10,707 0 0
NEXTERA ENERGY INC COM 65339F101 20,030 82,713 SH   OTR 1 0 82,713 0
NEXTERA ENERGY INC COM 65339F101 939 3,876 SH   OTR 5 0 3,876 0
NEXTERA ENERGY INC COM 65339F101 3,600 14,868 SH   SOLE   14,868 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6,395 124,800 SH   SOLE   124,800 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 27 526 SH   DFND 1 0 526 0
NEXTGEN HEALTHCARE INC COM 65343C102 2,606 162,135 SH   OTR 1 0 162,135 0
NEXTGEN HEALTHCARE INC COM 65343C102 543 33,792 SH   SOLE   33,792 0 0
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 827 123,369 SH   OTR 1 0 123,369 0
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 188 28,043 SH   SOLE   28,043 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 8,981 4,713,000 PRN   DFND 1 0 4,713,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 70,896 37,106,000 PRN   OTR 1 0 37,106,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 141 74,000 PRN   OTR 4 0 74,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 23,031 12,054,000 PRN   SOLE   12,054,000 0 0
NIKE INC CL B 654106103 4,170 41,161 SH   SOLE   41,161 0 0
NIKE INC CL B 654106103 36,750 362,751 SH   OTR 1 0 362,751 0
NIKE INC CL B 654106103 572 5,649 SH   OTR 5 0 5,649 0
NISOURCE INC COM 65473P105 244 8,778 SH   SOLE   8,778 0 0
NISOURCE INC COM 65473P105 1,326 47,637 SH   OTR 1 0 47,637 0
NMI HLDGS INC CL A 629209305 2,263 68,200 SH   OTR 1 0 68,200 0
NMI HLDGS INC CL A 629209305 518 15,600 SH   SOLE   15,600 0 0
NOBLE ENERGY INC COM 655044105 1,516 61,035 SH   OTR 1 0 61,035 0
NOBLE ENERGY INC COM 655044105 330 13,273 SH   SOLE   13,273 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 383 14,412 SH   SOLE   14,412 0 0
NORDSTROM INC COM 655664100 556 13,573 SH   OTR 1 0 13,573 0
NORDSTROM INC COM 655664100 103 2,515 SH   SOLE   2,515 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,344 6,925 SH   SOLE   6,925 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,172 42,094 SH   OTR 1 0 42,094 0
NORTHEAST BK LEWISTON ME COM 66405S100 291 13,223 SH   OTR 1 0 13,223 0
NORTHEAST BK LEWISTON ME COM 66405S100 66 3,000 SH   SOLE   3,000 0 0
NORTHERN TR CORP COM 665859104 2,889 27,195 SH   OTR 1 0 27,195 0
NORTHERN TR CORP COM 665859104 607 5,711 SH   SOLE   5,711 0 0
NORTHROP GRUMMAN CORP COM 666807102 27,805 80,835 SH   OTR 1 0 80,835 0
NORTHROP GRUMMAN CORP COM 666807102 1,715 4,987 SH   OTR 5 0 4,987 0
NORTHROP GRUMMAN CORP COM 666807102 3,549 10,318 SH   SOLE   10,318 0 0
NORTONLIFELOCK INC COM 668771108 3,301 129,343 SH   OTR 1 0 129,343 0
NORTONLIFELOCK INC COM 668771108 874 34,239 SH   SOLE   34,239 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 16,431 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5,669 621,000 PRN   SOLE   621,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 27 3,000 PRN   DFND 1 0 3,000 0
NOW INC COM 67011P100 88 7,800 SH   SOLE   7,800 0 0
NOW INC COM 67011P100 397 35,300 SH   OTR 1 0 35,300 0
NRG ENERGY INC COM NEW 629377508 10,875 273,584 SH   OTR 1 0 273,584 0
NRG ENERGY INC COM NEW 629377508 1,258 31,647 SH   OTR 5 0 31,647 0
NRG ENERGY INC COM NEW 629377508 1,466 36,893 SH   SOLE   36,893 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,821 5,134,000 PRN   DFND 1 0 5,134,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27,845 24,506,000 PRN   OTR 1 0 24,506,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 91 80,000 PRN   OTR 4 0 80,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,059 3,572,000 PRN   SOLE   3,572,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,487 36,283 SH   SOLE   36,283 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 11,679 284,985 SH   OTR 1 0 284,985 0
NUANCE COMMUNICATIONS INC COM 67020Y100 724 40,594 SH   OTR 1 0 40,594 0
NUANCE COMMUNICATIONS INC COM 67020Y100 76 4,240 SH   SOLE   4,240 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 21,880 19,609,000 PRN   OTR 1 0 19,609,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,285 2,048,000 PRN   SOLE   2,048,000 0 0
NUCOR CORP COM 670346105 2,288 40,654 SH   OTR 1 0 40,654 0
NUCOR CORP COM 670346105 508 9,034 SH   SOLE   9,034 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,558 4,571,000 PRN   OTR 1 0 4,571,000 0
NUTANIX INC NOTE 1/1 67059NAB4 1,480 1,484,000 PRN   SOLE   1,484,000 0 0
NUVASIVE INC COM 670704105 905 11,700 SH   SOLE   11,700 0 0
NUVASIVE INC COM 670704105 4,312 55,754 SH   OTR 1 0 55,754 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,290 3,214,000 PRN   SOLE   3,214,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 97 73,000 PRN   OTR 4 0 73,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 6,256 4,700,000 PRN   DFND 1 0 4,700,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 13,929 10,435,000 PRN   OTR 1 0 10,435,000 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 18,842 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 25,814 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,690 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 4,242 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 20,713 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,357 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,444 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,966 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 4,833 20,541 SH   SOLE   20,541 0 0
NVIDIA CORP COM 67066G104 36,351 154,487 SH   OTR 1 0 154,487 0
NVIDIA CORP COM 67066G104 789 3,354 SH   OTR 5 0 3,354 0
NVR INC COM 62944T105 9,487 2,491 SH   OTR 1 0 2,491 0
NVR INC COM 62944T105 114 30 SH   OTR 5 0 30 0
NVR INC COM 62944T105 1,638 430 SH   SOLE   430 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 31,121 71,011 SH   OTR 1 0 71,011 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,502 3,427 SH   OTR 5 0 3,427 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,057 9,258 SH   SOLE   9,258 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4,819 6,208,000 PRN   DFND 1 0 6,208,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1,304 1,658,000 PRN   SOLE   1,658,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 65 84,000 PRN   OTR 4 0 84,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 5,074 6,454,000 PRN   OTR 1 0 6,454,000 0
OCCIDENTAL PETE CORP COM 674599105 6,242 151,470 SH   OTR 1 0 151,470 0
OCCIDENTAL PETE CORP COM 674599105 972 23,583 SH   SOLE   23,583 0 0
OFFICE DEPOT INC COM 676220106 3,568 1,302,265 SH   OTR 1 0 1,302,265 0
OFFICE DEPOT INC COM 676220106 763 278,578 SH   SOLE   278,578 0 0
OFG BANCORP COM 67103X102 420 17,800 SH   OTR 1 0 17,800 0
OFG BANCORP COM 67103X102 99 4,200 SH   SOLE   4,200 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 30,180 33,437,000 PRN   OTR 1 0 33,437,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 8,599 9,527,000 PRN   SOLE   9,527,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 1,551 8,172 SH   OTR 1 0 8,172 0
OLD DOMINION FREIGHT LINE IN COM 679580100 285 1,504 SH   SOLE   1,504 0 0
OLD REP INTL CORP COM 680223104 478 21,384 SH   OTR 5 0 21,384 0
OLD REP INTL CORP COM 680223104 791 35,366 SH   SOLE   35,366 0 0
OLD REP INTL CORP COM 680223104 7,452 333,136 SH   OTR 1 0 333,136 0
OLIN CORP COM PAR $1 680665205 2,530 146,694 SH   OTR 1 0 146,694 0
OLIN CORP COM PAR $1 680665205 386 22,351 SH   SOLE   22,351 0 0
OLYMPIC STEEL INC COM 68162K106 837 46,700 SH   OTR 1 0 46,700 0
OLYMPIC STEEL INC COM 68162K106 176 9,800 SH   SOLE   9,800 0 0
OMNICELL INC COM 68213N109 3,973 48,621 SH   OTR 1 0 48,621 0
OMNICELL INC COM 68213N109 834 10,200 SH   SOLE   10,200 0 0
OMNICOM GROUP INC COM 681919106 2,258 27,865 SH   OTR 1 0 27,865 0
OMNICOM GROUP INC COM 681919106 485 5,981 SH   SOLE   5,981 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,299 4,635,000 PRN   DFND 1 0 4,635,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27,917 20,505,000 PRN   OTR 1 0 20,505,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 94 69,000 PRN   OTR 4 0 69,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8,459 6,213,000 PRN   SOLE   6,213,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 497 360,000 PRN   SOLE   360,000 0 0
ONEMAIN HLDGS INC COM 68268W103 1,205 28,600 SH   OTR 1 0 28,600 0
ONEMAIN HLDGS INC COM 68268W103 401 9,511 SH   SOLE   9,511 0 0
ONEOK INC NEW COM 682680103 3,987 52,694 SH   OTR 1 0 52,694 0
ONEOK INC NEW COM 682680103 833 11,013 SH   SOLE   11,013 0 0
OOMA INC COM 683416101 142 10,700 SH   OTR 1 0 10,700 0
OOMA INC COM 683416101 24 1,800 SH   SOLE   1,800 0 0
OP BANCORP COM 67109R109 31 3,000 SH   SOLE   3,000 0 0
OP BANCORP COM 67109R109 142 13,700 SH   OTR 1 0 13,700 0
OPKO HEALTH INC COM 68375N103 573 389,569 SH   OTR 1 0 389,569 0
OPKO HEALTH INC COM 68375N103 125 84,781 SH   SOLE   84,781 0 0
ORACLE CORP COM 68389X105 36,525 689,420 SH   OTR 1 0 689,420 0
ORACLE CORP COM 68389X105 885 16,703 SH   OTR 5 0 16,703 0
ORACLE CORP COM 68389X105 4,412 83,278 SH   SOLE   83,278 0 0
ORMAT TECHNOLOGIES INC COM 686688102 1,870 25,100 SH   OTR 1 0 25,100 0
ORMAT TECHNOLOGIES INC COM 686688102 380 5,100 SH   SOLE   5,100 0 0
ORRSTOWN FINL SVCS INC COM 687380105 509 22,501 SH   OTR 1 0 22,501 0
ORRSTOWN FINL SVCS INC COM 687380105 108 4,792 SH   SOLE   4,792 0 0
ORTHOFIX MED INC COM 68752M108 46 1,000 SH   SOLE   1,000 0 0
ORTHOFIX MED INC COM 68752M108 208 4,500 SH   OTR 1 0 4,500 0
OSHKOSH CORP COM 688239201 6,744 71,247 SH   OTR 1 0 71,247 0
OSHKOSH CORP COM 688239201 46 491 SH   OTR 5 0 491 0
OSHKOSH CORP COM 688239201 821 8,673 SH   SOLE   8,673 0 0
OSI SYSTEMS INC COM 671044105 3,246 32,225 SH   OTR 1 0 32,225 0
OSI SYSTEMS INC COM 671044105 675 6,700 SH   SOLE   6,700 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 15 14,000 PRN   DFND 1 0 14,000 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 95 87,000 PRN   SOLE   87,000 0 0
OUTFRONT MEDIA INC COM 69007J106 8,163 304,373 SH   OTR 1 0 304,373 0
OUTFRONT MEDIA INC COM 69007J106 449 16,749 SH   SOLE   16,749 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 19 8,051 SH   SOLE   8,051 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 84 36,651 SH   OTR 1 0 36,651 0
OWENS CORNING NEW COM 690742101 10,242 157,285 SH   OTR 1 0 157,285 0
OWENS CORNING NEW COM 690742101 449 6,893 SH   OTR 5 0 6,893 0
OWENS CORNING NEW COM 690742101 1,940 29,789 SH   SOLE   29,789 0 0
PACCAR INC COM 693718108 3,870 48,920 SH   OTR 1 0 48,920 0
PACCAR INC COM 693718108 731 9,246 SH   SOLE   9,246 0 0
PACIRA BIOSCIENCES COM 695127100 3,261 71,988 SH   OTR 1 0 71,988 0
PACIRA BIOSCIENCES COM 695127100 688 15,197 SH   SOLE   15,197 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 51 49,000 PRN   OTR 4 0 49,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 4,347 4,172,000 PRN   SOLE   4,172,000 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3,248 3,125,000 PRN   DFND 1 0 3,125,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 15,134 14,524,000 PRN   OTR 1 0 14,524,000 0
PACKAGING CORP AMER COM 695156109 1,352 12,074 SH   OTR 1 0 12,074 0
PACKAGING CORP AMER COM 695156109 316 2,818 SH   SOLE   2,818 0 0
PALO ALTO NETWORKS INC COM 697435105 17,452 75,469 SH   OTR 1 0 75,469 0
PALO ALTO NETWORKS INC COM 697435105 1,062 4,594 SH   SOLE   4,594 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25,034 22,645,000 PRN   OTR 1 0 22,645,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 8,217 7,433,000 PRN   SOLE   7,433,000 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 579 24,907 SH   SOLE   24,907 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2,758 118,662 SH   OTR 1 0 118,662 0
PARAMOUNT GROUP INC COM 69924R108 911 65,467 SH   OTR 1 0 65,467 0
PARAMOUNT GROUP INC COM 69924R108 47 3,383 SH   SOLE   3,383 0 0
PARK OHIO HLDGS CORP COM 700666100 1,308 38,873 SH   OTR 1 0 38,873 0
PARK OHIO HLDGS CORP COM 700666100 276 8,209 SH   SOLE   8,209 0 0
PARKER HANNIFIN CORP COM 701094104 3,608 17,528 SH   OTR 1 0 17,528 0
PARKER HANNIFIN CORP COM 701094104 726 3,525 SH   SOLE   3,525 0 0
PATRICK INDS INC COM 703343103 1,135 21,639 SH   OTR 1 0 21,639 0
PATRICK INDS INC COM 703343103 202 3,851 SH   SOLE   3,851 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,146 7,400,000 PRN   SOLE   7,400,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 92 96,000 PRN   OTR 4 0 96,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 27,905 28,898,000 PRN   OTR 1 0 28,898,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6,033 6,280,000 PRN   DFND 1 0 6,280,000 0
PATTERSON UTI ENERGY INC COM 703481101 667 63,481 SH   SOLE   63,481 0 0
PATTERSON UTI ENERGY INC COM 703481101 7,076 673,876 SH   OTR 1 0 673,876 0
PAYCHEX INC COM 704326107 3,472 40,818 SH   OTR 1 0 40,818 0
PAYCHEX INC COM 704326107 724 8,509 SH   SOLE   8,509 0 0
PAYPAL HLDGS INC COM 70450Y103 34,540 319,316 SH   OTR 1 0 319,316 0
PAYPAL HLDGS INC COM 70450Y103 1,275 11,785 SH   OTR 5 0 11,785 0
PAYPAL HLDGS INC COM 70450Y103 4,636 42,858 SH   SOLE   42,858 0 0
PBF ENERGY INC CL A 69318G106 941 29,985 SH   SOLE   29,985 0 0
PBF ENERGY INC CL A 69318G106 15,393 490,696 SH   OTR 1 0 490,696 0
PC CONNECTION INC COM 69318J100 531 10,692 SH   OTR 1 0 10,692 0
PC CONNECTION INC COM 69318J100 99 2,000 SH   SOLE   2,000 0 0
PCB BANCORP COM 69320M109 696 40,266 SH   OTR 1 0 40,266 0
PCB BANCORP COM 69320M109 147 8,488 SH   SOLE   8,488 0 0
PDC ENERGY INC COM 69327R101 892 34,100 SH   OTR 1 0 34,100 0
PDC ENERGY INC COM 69327R101 170 6,500 SH   SOLE   6,500 0 0
PEABODY ENERGY CORP NEW COM 704551100 256 28,033 SH   OTR 1 0 28,033 0
PEABODY ENERGY CORP NEW COM 704551100 53 5,815 SH   SOLE   5,815 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,234 72,308 SH   OTR 1 0 72,308 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 481 15,576 SH   SOLE   15,576 0 0
PENNYMAC MTG INVT TR COM 70931T103 477 21,400 SH   SOLE   21,400 0 0
PENNYMAC MTG INVT TR COM 70931T103 2,328 104,435 SH   OTR 1 0 104,435 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 206 4,097 SH   SOLE   4,097 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,250 64,718 SH   OTR 1 0 64,718 0
PEOPLES UTD FINL INC COM 712704105 935 55,355 SH   OTR 1 0 55,355 0
PEOPLES UTD FINL INC COM 712704105 224 13,229 SH   SOLE   13,229 0 0
PEPSICO INC COM 713448108 35,962 263,130 SH   OTR 1 0 263,130 0
PEPSICO INC COM 713448108 736 5,384 SH   OTR 5 0 5,384 0
PEPSICO INC COM 713448108 5,762 42,158 SH   SOLE   42,158 0 0
PERFICIENT INC COM 71375U101 3,011 65,361 SH   OTR 1 0 65,361 0
PERFICIENT INC COM 71375U101 636 13,800 SH   SOLE   13,800 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,050 20,400 SH   SOLE   20,400 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 4,955 96,253 SH   OTR 1 0 96,253 0
PERKINELMER INC COM 714046109 1,376 14,168 SH   OTR 1 0 14,168 0
PERKINELMER INC COM 714046109 303 3,122 SH   SOLE   3,122 0 0
PERSPECTA INC COM 715347100 4,061 153,583 SH   OTR 1 0 153,583 0
PERSPECTA INC COM 715347100 864 32,679 SH   SOLE   32,679 0 0
PFIZER INC COM 717081103 33,270 849,165 SH   OTR 1 0 849,165 0
PFIZER INC COM 717081103 976 24,911 SH   OTR 5 0 24,911 0
PFIZER INC COM 717081103 6,617 168,890 SH   SOLE   168,890 0 0
PG&E CORP COM 69331C108 981 90,272 SH   OTR 1 0 90,272 0
PG&E CORP COM 69331C108 79 7,304 SH   SOLE   7,304 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 600 24,162 SH   SOLE   24,162 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,813 113,292 SH   OTR 1 0 113,292 0
PHILIP MORRIS INTL INC COM 718172109 2,311 27,161 SH   SOLE   27,161 0 0
PHILIP MORRIS INTL INC COM 718172109 860 10,108 SH   OTR 5 0 10,108 0
PHILIP MORRIS INTL INC COM 718172109 21,875 257,078 SH   OTR 1 0 257,078 0
PHILLIPS 66 COM 718546104 8,196 73,568 SH   OTR 1 0 73,568 0
PHILLIPS 66 COM 718546104 1,875 16,826 SH   SOLE   16,826 0 0
PHOTRONICS INC COM 719405102 3,392 215,237 SH   OTR 1 0 215,237 0
PHOTRONICS INC COM 719405102 722 45,800 SH   SOLE   45,800 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 16,664 509,357 SH   OTR 1 0 509,357 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,509 46,135 SH   SOLE   46,135 0 0
PINNACLE WEST CAP CORP COM 723484101 602 6,693 SH   SOLE   6,693 0 0
PINNACLE WEST CAP CORP COM 723484101 5,181 57,606 SH   OTR 1 0 57,606 0
PINNACLE WEST CAP CORP COM 723484101 214 2,376 SH   OTR 5 0 2,376 0
PIONEER MUN HIGH INCOME ADV COM 723762100 5,460 505,056 SH   SOLE   505,056 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 1,026 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 3,236 21,381 SH   OTR 1 0 21,381 0
PIONEER NAT RES CO COM 723787107 671 4,431 SH   SOLE   4,431 0 0
PIPER JAFFRAY COS COM 724078100 1,743 21,800 SH   OTR 1 0 21,800 0
PIPER JAFFRAY COS COM 724078100 384 4,800 SH   SOLE   4,800 0 0
PLEXUS CORP COM 729132100 3,445 44,773 SH   OTR 1 0 44,773 0
PLEXUS CORP COM 729132100 731 9,500 SH   SOLE   9,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,392 65,101 SH   OTR 1 0 65,101 0
PNC FINL SVCS GROUP INC COM 693475105 1,842 11,540 SH   SOLE   11,540 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,254 40,400 SH   OTR 1 0 40,400 0
PORTLAND GEN ELEC CO COM NEW 736508847 502 9,000 SH   SOLE   9,000 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,163 48,694 SH   OTR 1 0 48,694 0
PORTOLA PHARMACEUTICALS INC COM 737010108 251 10,496 SH   SOLE   10,496 0 0
POWELL INDS INC COM 739128106 2,925 59,700 SH   OTR 1 0 59,700 0
POWELL INDS INC COM 739128106 617 12,600 SH   SOLE   12,600 0 0
PPG INDS INC COM 693506107 5,652 42,338 SH   OTR 1 0 42,338 0
PPG INDS INC COM 693506107 848 6,352 SH   SOLE   6,352 0 0
PPL CORP COM 69351T106 11,099 309,334 SH   OTR 1 0 309,334 0
PPL CORP COM 69351T106 249 6,932 SH   OTR 5 0 6,932 0
PPL CORP COM 69351T106 1,743 48,573 SH   SOLE   48,573 0 0
PRA HEALTH SCIENCES INC COM 69354M108 18,279 164,451 SH   OTR 1 0 164,451 0
PRA HEALTH SCIENCES INC COM 69354M108 515 4,632 SH   OTR 5 0 4,632 0
PRA HEALTH SCIENCES INC COM 69354M108 1,989 17,896 SH   SOLE   17,896 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,640 27,300 SH   OTR 1 0 27,300 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 343 5,700 SH   SOLE   5,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,667 30,097 SH   OTR 1 0 30,097 0
PRICE T ROWE GROUP INC COM 74144T108 760 6,236 SH   SOLE   6,236 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,284 5,985,000 PRN   DFND 1 0 5,985,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 141 91,000 PRN   OTR 4 0 91,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17,892 15,493,000 PRN   SOLE   15,493,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 43 37,000 PRN   DFND 1 0 37,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 37,921 32,836,000 PRN   OTR 1 0 32,836,000 0
PRICESMART INC COM 741511109 298 4,200 SH   SOLE   4,200 0 0
PRICESMART INC COM 741511109 1,385 19,500 SH   OTR 1 0 19,500 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,819 33,081 SH   OTR 1 0 33,081 0
PRINCIPAL FINL GROUP INC COM 74251V102 254 4,626 SH   SOLE   4,626 0 0
PROCTER & GAMBLE CO COM 742718109 64,227 514,225 SH   OTR 1 0 514,225 0
PROCTER & GAMBLE CO COM 742718109 4,316 34,555 SH   OTR 5 0 34,555 0
PROCTER & GAMBLE CO COM 742718109 14,097 112,863 SH   SOLE   112,863 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,299 79,406 SH   OTR 1 0 79,406 0
PROGRESS SOFTWARE CORP COM 743312100 691 16,626 SH   SOLE   16,626 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,505 20,794 SH   SOLE   20,794 0 0
PROGRESSIVE CORP OHIO COM 743315103 8,090 111,756 SH   OTR 1 0 111,756 0
PROLOGIS INC COM 74340W103 1,821 20,434 SH   SOLE   20,434 0 0
PROLOGIS INC COM 74340W103 10,543 118,271 SH   OTR 1 0 118,271 0
PROLOGIS INC COM 74340W103 183 2,053 SH   OTR 5 0 2,053 0
PROPETRO HLDG CORP COM 74347M108 1,380 122,644 SH   OTR 1 0 122,644 0
PROPETRO HLDG CORP COM 74347M108 295 26,200 SH   SOLE   26,200 0 0
PROSIGHT GLOBAL INC COM 74349J103 419 26,000 SH   OTR 1 0 26,000 0
PROSIGHT GLOBAL INC COM 74349J103 85 5,300 SH   SOLE   5,300 0 0
PRUDENTIAL FINL INC COM 744320102 8,678 92,580 SH   OTR 1 0 92,580 0
PRUDENTIAL FINL INC COM 744320102 2,205 23,523 SH   SOLE   23,523 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 495 3,000 SH   SOLE   3,000 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,345 14,221 SH   OTR 1 0 14,221 0
PTC THERAPEUTICS INC COM 69366J200 390 8,127 SH   SOLE   8,127 0 0
PTC THERAPEUTICS INC COM 69366J200 1,829 38,083 SH   OTR 1 0 38,083 0
PUBLIC STORAGE COM 74460D109 9,033 42,417 SH   OTR 1 0 42,417 0
PUBLIC STORAGE COM 74460D109 714 3,355 SH   OTR 5 0 3,355 0
PUBLIC STORAGE COM 74460D109 1,411 6,628 SH   SOLE   6,628 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6,411 108,572 SH   OTR 1 0 108,572 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 940 15,912 SH   SOLE   15,912 0 0
PULTE GROUP INC COM 745867101 12,625 325,395 SH   OTR 1 0 325,395 0
PULTE GROUP INC COM 745867101 745 19,209 SH   OTR 5 0 19,209 0
PULTE GROUP INC COM 745867101 2,147 55,337 SH   SOLE   55,337 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6,790 6,813,000 PRN   OTR 1 0 6,813,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 2,343 2,351,000 PRN   SOLE   2,351,000 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 16,240 1,234,990 SH   SOLE   1,234,990 0 0
PVH CORP COM 693656100 998 9,492 SH   OTR 1 0 9,492 0
PVH CORP COM 693656100 184 1,752 SH   SOLE   1,752 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 106 70,000 PRN   SOLE   70,000 0 0
QCR HOLDINGS INC COM 74727A104 719 16,400 SH   OTR 1 0 16,400 0
QCR HOLDINGS INC COM 74727A104 149 3,400 SH   SOLE   3,400 0 0
QORVO INC COM 74736K101 17,668 152,013 SH   OTR 1 0 152,013 0
QORVO INC COM 74736K101 1,382 11,886 SH   OTR 5 0 11,886 0
QORVO INC COM 74736K101 2,910 25,040 SH   SOLE   25,040 0 0
QTS RLTY TR INC COM CL A 74736A103 1,221 22,500 SH   OTR 1 0 22,500 0
QTS RLTY TR INC COM CL A 74736A103 255 4,700 SH   SOLE   4,700 0 0
QUAD / GRAPHICS INC COM CL A 747301109 704 150,731 SH   OTR 1 0 150,731 0
QUAD / GRAPHICS INC COM CL A 747301109 134 28,734 SH   SOLE   28,734 0 0
QUALCOMM INC COM 747525103 42,371 480,235 SH   OTR 1 0 480,235 0
QUALCOMM INC COM 747525103 2,244 25,431 SH   OTR 5 0 25,431 0
QUALCOMM INC COM 747525103 5,883 66,677 SH   SOLE   66,677 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,465 85,772 SH   OTR 1 0 85,772 0
QUANEX BUILDING PRODUCTS COR COM 747619104 295 17,300 SH   SOLE   17,300 0 0
QUANTA SVCS INC COM 74762E102 739 18,141 SH   OTR 1 0 18,141 0
QUANTA SVCS INC COM 74762E102 136 3,351 SH   SOLE   3,351 0 0
QUDIAN INC ADR 747798106 65 13,800 SH   OTR 1 0 13,800 0
QUEST DIAGNOSTICS INC COM 74834L100 1,834 17,174 SH   OTR 1 0 17,174 0
QUEST DIAGNOSTICS INC COM 74834L100 391 3,662 SH   SOLE   3,662 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 14,367 14,543,000 PRN   OTR 1 0 14,543,000 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3,680 3,725,000 PRN   SOLE   3,725,000 0 0
QURATE RETAIL INC COM SER A 74915M100 2,618 310,601 SH   OTR 1 0 310,601 0
QURATE RETAIL INC COM SER A 74915M100 99 11,757 SH   SOLE   11,757 0 0
RA PHARMACEUTICALS INC COM 74933V108 835 17,800 SH   OTR 1 0 17,800 0
RA PHARMACEUTICALS INC COM 74933V108 169 3,600 SH   SOLE   3,600 0 0
RADIAN GROUP INC COM 750236101 4,003 159,107 SH   OTR 1 0 159,107 0
RADIAN GROUP INC COM 750236101 838 33,300 SH   SOLE   33,300 0 0
RADIANT LOGISTICS INC COM 75025X100 58 10,400 SH   OTR 1 0 10,400 0
RADIANT LOGISTICS INC COM 75025X100 13 2,400 SH   SOLE   2,400 0 0
RADIUS HEALTH INC COM NEW 750469207 761 37,739 SH   OTR 1 0 37,739 0
RADIUS HEALTH INC COM NEW 750469207 162 8,049 SH   SOLE   8,049 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 938 1,104,000 PRN   OTR 1 0 1,104,000 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 103 121,000 PRN   SOLE   121,000 0 0
RADNET INC COM 750491102 1,638 80,706 SH   OTR 1 0 80,706 0
RADNET INC COM 750491102 327 16,086 SH   SOLE   16,086 0 0
RALPH LAUREN CORP CL A 751212101 748 6,383 SH   OTR 1 0 6,383 0
RALPH LAUREN CORP CL A 751212101 138 1,174 SH   SOLE   1,174 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1,801 1,769,000 PRN   SOLE   1,769,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16,848 16,548,000 PRN   OTR 1 0 16,548,000 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 82 55,000 PRN   SOLE   55,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 453 5,069 SH   SOLE   5,069 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,877 20,987 SH   OTR 1 0 20,987 0
RAYTHEON CO COM NEW 755111507 28,901 131,525 SH   OTR 1 0 131,525 0
RAYTHEON CO COM NEW 755111507 1,805 8,213 SH   OTR 5 0 8,213 0
RAYTHEON CO COM NEW 755111507 3,023 13,755 SH   SOLE   13,755 0 0
RBB BANCORP COM 74930B105 2,138 100,986 SH   OTR 1 0 100,986 0
RBB BANCORP COM 74930B105 454 21,449 SH   SOLE   21,449 0 0
REALOGY HLDGS CORP COM 75605Y106 2,723 281,300 SH   OTR 1 0 281,300 0
REALOGY HLDGS CORP COM 75605Y106 573 59,200 SH   SOLE   59,200 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 105 75,000 PRN   SOLE   75,000 0 0
REALTY INCOME CORP COM 756109104 811 11,013 SH   SOLE   11,013 0 0
REALTY INCOME CORP COM 756109104 5,353 72,695 SH   OTR 1 0 72,695 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,431 7,000 SH   OTR 1 0 7,000 0
REATA PHARMACEUTICALS INC CL A 75615P103 327 1,600 SH   SOLE   1,600 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 82 80,000 PRN   SOLE   80,000 0 0
REGAL BELOIT CORP COM 758750103 2,814 32,868 SH   OTR 1 0 32,868 0
REGAL BELOIT CORP COM 758750103 271 3,164 SH   SOLE   3,164 0 0
REGENCY CTRS CORP COM 758849103 1,663 26,356 SH   OTR 1 0 26,356 0
REGENCY CTRS CORP COM 758849103 343 5,443 SH   SOLE   5,443 0 0
REGENERON PHARMACEUTICALS COM 75886F107 945 2,516 SH   SOLE   2,516 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,066 16,154 SH   OTR 1 0 16,154 0
REGENXBIO INC COM 75901B107 971 23,712 SH   OTR 1 0 23,712 0
REGENXBIO INC COM 75901B107 211 5,157 SH   SOLE   5,157 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,125 123,812 SH   OTR 1 0 123,812 0
REGIONS FINL CORP NEW COM 7591EP100 461 26,893 SH   SOLE   26,893 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 8,422 51,650 SH   OTR 1 0 51,650 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 122 747 SH   OTR 5 0 747 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 787 4,829 SH   SOLE   4,829 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 12,649 105,617 SH   OTR 1 0 105,617 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,169 9,765 SH   OTR 5 0 9,765 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,664 13,896 SH   SOLE   13,896 0 0
RENT A CTR INC NEW COM 76009N100 3,206 111,171 SH   OTR 1 0 111,171 0
RENT A CTR INC NEW COM 76009N100 678 23,500 SH   SOLE   23,500 0 0
REPLIGEN CORP COM 759916109 0 1 SH   DFND 1 0 1 0
REPLIGEN CORP COM 759916109 629 6,800 SH   OTR 1 0 6,800 0
REPLIGEN CORP COM 759916109 139 1,500 SH   SOLE   1,500 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 19 18,000 PRN   DFND 1 0 18,000 0
REPUBLIC BANCORP KY CL A 760281204 1,354 28,931 SH   OTR 1 0 28,931 0
REPUBLIC BANCORP KY CL A 760281204 291 6,211 SH   SOLE   6,211 0 0
REPUBLIC SVCS INC COM 760759100 13,294 148,325 SH   OTR 1 0 148,325 0
REPUBLIC SVCS INC COM 760759100 1,164 12,991 SH   OTR 5 0 12,991 0
REPUBLIC SVCS INC COM 760759100 2,293 25,580 SH   SOLE   25,580 0 0
RESMED INC COM 761152107 6,426 41,465 SH   OTR 1 0 41,465 0
RESMED INC COM 761152107 1,043 6,729 SH   SOLE   6,729 0 0
RETAIL PPTYS AMER INC CL A 76131V202 193 14,395 SH   SOLE   14,395 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,092 156,097 SH   OTR 1 0 156,097 0
RETAIL VALUE INC COM 76133Q102 2,675 72,700 SH   OTR 1 0 72,700 0
RETAIL VALUE INC COM 76133Q102 567 15,400 SH   SOLE   15,400 0 0
RETROPHIN INC COM 761299106 944 66,473 SH   OTR 1 0 66,473 0
RETROPHIN INC COM 761299106 199 14,027 SH   SOLE   14,027 0 0
RH COM 74967X103 1,473 6,900 SH   OTR 1 0 6,900 0
RH COM 74967X103 342 1,600 SH   SOLE   1,600 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 145 69,000 PRN   OTR 4 0 69,000 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 23,569 11,211,000 PRN   OTR 1 0 11,211,000 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 9,408 4,486,000 PRN   DFND 1 0 4,486,000 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 5,947 2,829,000 PRN   SOLE   2,829,000 0 0
RIVERVIEW BANCORP INC COM 769397100 275 33,500 SH   OTR 1 0 33,500 0
RIVERVIEW BANCORP INC COM 769397100 62 7,600 SH   SOLE   7,600 0 0
RLJ LODGING TR COM 74965L101 1,271 71,700 SH   OTR 1 0 71,700 0
RLJ LODGING TR COM 74965L101 243 13,700 SH   SOLE   13,700 0 0
RMR GROUP INC CL A 74967R106 2,816 61,709 SH   OTR 1 0 61,709 0
RMR GROUP INC CL A 74967R106 597 13,070 SH   SOLE   13,070 0 0
ROBERT HALF INTL INC COM 770323103 10,601 167,872 SH   OTR 1 0 167,872 0
ROBERT HALF INTL INC COM 770323103 1,016 16,096 SH   SOLE   16,096 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,037 14,986 SH   OTR 1 0 14,986 0
ROCKWELL AUTOMATION INC COM 773903109 659 3,252 SH   SOLE   3,252 0 0
ROCKY BRANDS INC COM 774515100 509 17,279 SH   SOLE   17,279 0 0
ROCKY BRANDS INC COM 774515100 2,359 80,145 SH   OTR 1 0 80,145 0
ROGERS CORP COM 775133101 524 4,200 SH   OTR 1 0 4,200 0
ROGERS CORP COM 775133101 100 800 SH   SOLE   800 0 0
ROKU INC COM CL A 77543R102 2,353 17,573 SH   OTR 1 0 17,573 0
ROKU INC COM CL A 77543R102 161 1,204 SH   SOLE   1,204 0 0
ROLLINS INC COM 775711104 597 17,993 SH   OTR 1 0 17,993 0
ROLLINS INC COM 775711104 110 3,332 SH   SOLE   3,332 0 0
ROPER TECHNOLOGIES INC COM 776696106 973 2,747 SH   SOLE   2,747 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,119 17,273 SH   OTR 1 0 17,273 0
ROSS STORES INC COM 778296103 1,137 9,770 SH   SOLE   9,770 0 0
ROSS STORES INC COM 778296103 5,431 46,653 SH   OTR 1 0 46,653 0
RYERSON HLDG CORP COM 783754104 1,533 129,600 SH   OTR 1 0 129,600 0
RYERSON HLDG CORP COM 783754104 323 27,300 SH   SOLE   27,300 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,134 47,700 SH   OTR 1 0 47,700 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 875 10,100 SH   SOLE   10,100 0 0
S&P GLOBAL INC COM 78409V104 11,592 42,452 SH   OTR 1 0 42,452 0
S&P GLOBAL INC COM 78409V104 84 306 SH   OTR 5 0 306 0
S&P GLOBAL INC COM 78409V104 1,794 6,571 SH   SOLE   6,571 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 180 8,414 SH   OTR 5 0 8,414 0
SABRA HEALTH CARE REIT INC COM 78573L106 936 43,875 SH   SOLE   43,875 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,899 229,579 SH   OTR 1 0 229,579 0
SALESFORCE COM INC COM 79466L302 1,429 8,785 SH   OTR 5 0 8,785 0
SALESFORCE COM INC COM 79466L302 5,218 32,086 SH   SOLE   32,086 0 0
SALESFORCE COM INC COM 79466L302 38,260 235,244 SH   OTR 1 0 235,244 0
SALLY BEAUTY HLDGS INC COM 79546E104 287 15,700 SH   OTR 1 0 15,700 0
SALLY BEAUTY HLDGS INC COM 79546E104 49 2,700 SH   SOLE   2,700 0 0
SANDERSON FARMS INC COM 800013104 1,568 8,900 SH   OTR 1 0 8,900 0
SANDERSON FARMS INC COM 800013104 317 1,800 SH   SOLE   1,800 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 1,005 237,082 SH   OTR 1 0 237,082 0
SANDRIDGE ENERGY INC COM NEW 80007P869 215 50,593 SH   SOLE   50,593 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,706 29,650 SH   OTR 1 0 29,650 0
SANFILIPPO JOHN B & SON INC COM 800422107 575 6,300 SH   SOLE   6,300 0 0
SANGAMO THERAPEUTICS INC COM 800677106 798 95,333 SH   OTR 1 0 95,333 0
SANGAMO THERAPEUTICS INC COM 800677106 167 19,949 SH   SOLE   19,949 0 0
SANMINA CORPORATION COM 801056102 3,617 105,647 SH   OTR 1 0 105,647 0
SANMINA CORPORATION COM 801056102 768 22,428 SH   SOLE   22,428 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 263 135,000 PRN   SOLE   135,000 0 0
SB ONE BANCORP COM 78413T103 242 9,700 SH   OTR 1 0 9,700 0
SB ONE BANCORP COM 78413T103 52 2,100 SH   SOLE   2,100 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 8,089 33,567 SH   OTR 1 0 33,567 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,392 5,778 SH   SOLE   5,778 0 0
SCANSOURCE INC COM 806037107 927 25,100 SH   OTR 1 0 25,100 0
SCANSOURCE INC COM 806037107 192 5,200 SH   SOLE   5,200 0 0
SCHLUMBERGER LTD COM 806857108 634 15,779 SH   OTR 5 0 15,779 0
SCHLUMBERGER LTD COM 806857108 2,220 55,212 SH   SOLE   55,212 0 0
SCHLUMBERGER LTD COM 806857108 12,361 307,477 SH   OTR 1 0 307,477 0
SCHNEIDER NATIONAL INC CL B 80689H102 3,425 156,974 SH   OTR 1 0 156,974 0
SCHNEIDER NATIONAL INC CL B 80689H102 445 20,389 SH   SOLE   20,389 0 0
SCHNITZER STL INDS CL A 806882106 2,716 125,279 SH   OTR 1 0 125,279 0
SCHNITZER STL INDS CL A 806882106 576 26,589 SH   SOLE   26,589 0 0
SCHOLASTIC CORP COM 807066105 608 15,800 SH   OTR 1 0 15,800 0
SCHOLASTIC CORP COM 807066105 127 3,300 SH   SOLE   3,300 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 15 12,000 PRN   DFND 1 0 12,000 0
SEABOARD CORP COM 811543107 259 61 SH   SOLE   61 0 0
SEABOARD CORP COM 811543107 1,165 274 SH   OTR 1 0 274 0
SEALED AIR CORP NEW COM 81211K100 787 19,769 SH   OTR 1 0 19,769 0
SEALED AIR CORP NEW COM 81211K100 145 3,644 SH   SOLE   3,644 0 0
SEASPINE HLDGS CORP COM 81255T108 346 28,783 SH   OTR 1 0 28,783 0
SEASPINE HLDGS CORP COM 81255T108 76 6,300 SH   SOLE   6,300 0 0
SEATTLE GENETICS INC COM 812578102 144 1,260 SH   OTR 1 0 1,260 0
SEATTLE GENETICS INC COM 812578102 56 487 SH   SOLE   487 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 1,066 118,600 SH   OTR 1 0 118,600 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 235 26,100 SH   SOLE   26,100 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,695 158,300 SH   OTR 1 0 158,300 0
SELECT MED HLDGS CORP COM 81619Q105 782 33,500 SH   SOLE   33,500 0 0
SEMPRA ENERGY COM 816851109 1,112 7,344 SH   SOLE   7,344 0 0
SEMPRA ENERGY COM 816851109 6,379 42,113 SH   OTR 1 0 42,113 0
SENECA FOODS CORP NEW CL A 817070501 1,235 30,267 SH   OTR 1 0 30,267 0
SENECA FOODS CORP NEW CL A 817070501 269 6,600 SH   SOLE   6,600 0 0
SERVICENOW INC COM 81762P102 7,389 26,173 SH   OTR 1 0 26,173 0
SERVICENOW INC COM 81762P102 1,592 5,639 SH   SOLE   5,639 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 9,177 4,350,000 PRN   DFND 1 0 4,350,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 31,435 14,883,000 PRN   OTR 1 0 14,883,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 141 67,000 PRN   OTR 4 0 67,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 10,516 4,979,000 PRN   SOLE   4,979,000 0 0
SHERWIN WILLIAMS CO COM 824348106 26,591 45,568 SH   OTR 1 0 45,568 0
SHERWIN WILLIAMS CO COM 824348106 1,677 2,873 SH   OTR 5 0 2,873 0
SHERWIN WILLIAMS CO COM 824348106 2,900 4,969 SH   SOLE   4,969 0 0
SIGA TECHNOLOGIES INC COM 826917106 1,004 210,507 SH   OTR 1 0 210,507 0
SIGA TECHNOLOGIES INC COM 826917106 213 44,600 SH   SOLE   44,600 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 13,737 100,555 SH   OTR 1 0 100,555 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,204 8,811 SH   OTR 5 0 8,811 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,656 19,444 SH   SOLE   19,444 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 3,366 2,528,000 PRN   SOLE   2,528,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2,648 1,994,000 PRN   DFND 1 0 1,994,000 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 30,388 22,821,000 PRN   OTR 1 0 22,821,000 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 42 32,000 PRN   OTR 4 0 32,000 0
SIMON PPTY GROUP INC NEW COM 828806109 1,447 9,716 SH   SOLE   9,716 0 0
SIMON PPTY GROUP INC NEW COM 828806109 8,678 58,254 SH   OTR 1 0 58,254 0
SIMON PPTY GROUP INC NEW COM 828806109 90 604 SH   OTR 5 0 604 0
SITE CENTERS CORP COM 82981J109 1,644 117,275 SH   OTR 1 0 117,275 0
SITE CENTERS CORP COM 82981J109 135 9,654 SH   SOLE   9,654 0 0
SJW GROUP COM 784305104 3,312 46,603 SH   OTR 1 0 46,603 0
SJW GROUP COM 784305104 689 9,699 SH   SOLE   9,699 0 0
SKECHERS U S A INC CL A 830566105 22,419 519,086 SH   OTR 1 0 519,086 0
SKECHERS U S A INC CL A 830566105 1,253 29,016 SH   OTR 5 0 29,016 0
SKECHERS U S A INC CL A 830566105 2,150 49,770 SH   SOLE   49,770 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 945 29,800 SH   OTR 1 0 29,800 0
SKYLINE CHAMPION CORPORATION COM 830830105 178 5,600 SH   SOLE   5,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 10,643 88,045 SH   OTR 1 0 88,045 0
SKYWORKS SOLUTIONS INC COM 83088M102 73 607 SH   OTR 5 0 607 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,338 11,066 SH   SOLE   11,066 0 0
SL GREEN RLTY CORP COM 78440X101 977 10,632 SH   OTR 1 0 10,632 0
SL GREEN RLTY CORP COM 78440X101 232 2,528 SH   SOLE   2,528 0 0
SLM CORP COM 78442P106 6,168 692,257 SH   OTR 1 0 692,257 0
SLM CORP COM 78442P106 740 83,092 SH   SOLE   83,092 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 14 15,000 PRN   DFND 1 0 15,000 0
SMARTFINANCIAL INC COM NEW 83190L208 298 12,601 SH   SOLE   12,601 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,411 59,664 SH   OTR 1 0 59,664 0
SMITH A O CORP COM 831865209 842 17,676 SH   OTR 1 0 17,676 0
SMITH A O CORP COM 831865209 154 3,234 SH   SOLE   3,234 0 0
SMUCKER J M CO COM NEW 832696405 1,514 14,542 SH   OTR 1 0 14,542 0
SMUCKER J M CO COM NEW 832696405 319 3,062 SH   SOLE   3,062 0 0
SNAP ON INC COM 833034101 1,195 7,053 SH   OTR 1 0 7,053 0
SNAP ON INC COM 833034101 220 1,298 SH   SOLE   1,298 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,598 83,800 SH   OTR 1 0 83,800 0
SONIC AUTOMOTIVE INC CL A 83545G102 555 17,900 SH   SOLE   17,900 0 0
SOUTHERN CO COM 842587107 14,817 232,611 SH   OTR 1 0 232,611 0
SOUTHERN CO COM 842587107 1,147 18,009 SH   OTR 5 0 18,009 0
SOUTHERN CO COM 842587107 2,789 43,779 SH   SOLE   43,779 0 0
SOUTHERN COPPER CORP COM 84265V105 1,660 39,084 SH   OTR 1 0 39,084 0
SOUTHWEST AIRLS CO COM 844741108 647 11,983 SH   SOLE   11,983 0 0
SOUTHWEST AIRLS CO COM 844741108 5,270 97,622 SH   OTR 1 0 97,622 0
SPARK ENERGY INC CL A COM 846511103 2,104 227,964 SH   OTR 1 0 227,964 0
SPARK ENERGY INC CL A COM 846511103 447 48,401 SH   SOLE   48,401 0 0
SPARTAN MTRS INC COM 846819100 579 32,000 SH   OTR 1 0 32,000 0
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UNITED RENTALS INC COM 911363109 369 2,213 SH   SOLE   2,213 0 0
UNITED RENTALS INC COM 911363109 1,652 9,905 SH   OTR 1 0 9,905 0
UNITED STATES CELLULAR CORP COM 911684108 54 1,500 SH   SOLE   1,500 0 0
UNITED STATES CELLULAR CORP COM 911684108 152 4,200 SH   OTR 1 0 4,200 0
UNITED TECHNOLOGIES CORP COM 913017109 30,973 206,815 SH   OTR 1 0 206,815 0
UNITED TECHNOLOGIES CORP COM 913017109 1,301 8,689 SH   OTR 5 0 8,689 0
UNITED TECHNOLOGIES CORP COM 913017109 5,142 34,335 SH   SOLE   34,335 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,543 108,342 SH   OTR 1 0 108,342 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 556 6,316 SH   OTR 5 0 6,316 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 715 8,118 SH   SOLE   8,118 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,524 35,798 SH   SOLE   35,798 0 0
UNITEDHEALTH GROUP INC COM 91324P102 81,761 278,118 SH   OTR 1 0 278,118 0
UNITEDHEALTH GROUP INC COM 91324P102 3,204 10,898 SH   OTR 5 0 10,898 0
UNITI GROUP INC COM 91325V108 2,669 325,100 SH   OTR 1 0 325,100 0
UNITI GROUP INC COM 91325V108 593 72,200 SH   SOLE   72,200 0 0
UNIVERSAL CORP VA COM 913456109 3,273 57,360 SH   OTR 1 0 57,360 0
UNIVERSAL CORP VA COM 913456109 700 12,267 SH   SOLE   12,267 0 0
UNIVERSAL ELECTRS INC COM 913483103 2,200 42,100 SH   OTR 1 0 42,100 0
UNIVERSAL ELECTRS INC COM 913483103 470 9,000 SH   SOLE   9,000 0 0
UNIVERSAL FST PRODS INC COM 913543104 3,654 76,600 SH   OTR 1 0 76,600 0
UNIVERSAL FST PRODS INC COM 913543104 773 16,200 SH   SOLE   16,200 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,489 10,379 SH   OTR 1 0 10,379 0
UNIVERSAL HLTH SVCS INC CL B 913903100 273 1,902 SH   SOLE   1,902 0 0
UNUM GROUP COM 91529Y106 12,702 435,583 SH   OTR 1 0 435,583 0
UNUM GROUP COM 91529Y106 1,978 67,837 SH   SOLE   67,837 0 0
UNUM GROUP COM 91529Y106 978 33,536 SH   OTR 5 0 33,536 0
US BANCORP DEL COM NEW 902973304 12,383 208,855 SH   OTR 1 0 208,855 0
US BANCORP DEL COM NEW 902973304 2,191 36,956 SH   SOLE   36,956 0 0
US FOODS HLDG CORP COM 912008109 10,270 245,175 SH   OTR 1 0 245,175 0
US FOODS HLDG CORP COM 912008109 1,673 39,940 SH   SOLE   39,940 0 0
V F CORP COM 918204108 4,149 41,635 SH   OTR 1 0 41,635 0
V F CORP COM 918204108 865 8,680 SH   SOLE   8,680 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,009 32,127 SH   SOLE   32,127 0 0
VALERO ENERGY CORP NEW COM 91913Y100 12,413 132,543 SH   OTR 1 0 132,543 0
VALERO ENERGY CORP NEW COM 91913Y100 1,225 13,082 SH   OTR 5 0 13,082 0
VALVOLINE INC COM 92047W101 851 39,732 SH   OTR 1 0 39,732 0
VALVOLINE INC COM 92047W101 214 10,000 SH   SOLE   10,000 0 0
VANDA PHARMACEUTICALS INC COM 921659108 752 45,822 SH   OTR 1 0 45,822 0
VANDA PHARMACEUTICALS INC COM 921659108 161 9,800 SH   SOLE   9,800 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 1,498 23,393 SH   OTR 1 0 23,393 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 484 7,561 SH   SOLE   7,561 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 521,419 1,762,743 SH   OTR 3 0 1,762,743 0
VAREX IMAGING CORP COM 92214X106 1,750 58,700 SH   OTR 1 0 58,700 0
VAREX IMAGING CORP COM 92214X106 385 12,900 SH   SOLE   12,900 0 0
VARIAN MED SYS INC COM 92220P105 3,418 24,067 SH   OTR 1 0 24,067 0
VARIAN MED SYS INC COM 92220P105 946 6,660 SH   SOLE   6,660 0 0
VECTOR GROUP LTD COM 92240M108 3,257 243,268 SH   OTR 1 0 243,268 0
VECTOR GROUP LTD COM 92240M108 687 51,275 SH   SOLE   51,275 0 0
VECTRUS INC COM 92242T101 2,758 53,803 SH   OTR 1 0 53,803 0
VECTRUS INC COM 92242T101 583 11,379 SH   SOLE   11,379 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 90 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 10,831 187,582 SH   OTR 1 0 187,582 0
VENTAS INC COM 92276F100 615 10,649 SH   OTR 5 0 10,649 0
VENTAS INC COM 92276F100 1,520 26,320 SH   SOLE   26,320 0 0
VEREIT INC COM 92339V100 3,523 381,305 SH   OTR 1 0 381,305 0
VEREIT INC COM 92339V100 387 41,852 SH   SOLE   41,852 0 0
VERINT SYS INC COM 92343X100 907 16,388 SH   SOLE   16,388 0 0
VERINT SYS INC COM 92343X100 4,288 77,456 SH   OTR 1 0 77,456 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 10,006 9,256,000 PRN   SOLE   9,256,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 77 72,000 PRN   OTR 4 0 72,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4,957 4,607,000 PRN   DFND 1 0 4,607,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 31,547 29,182,000 PRN   OTR 1 0 29,182,000 0
VERISIGN INC COM 92343E102 2,567 13,321 SH   OTR 1 0 13,321 0
VERISIGN INC COM 92343E102 549 2,851 SH   SOLE   2,851 0 0
VERISK ANALYTICS INC COM 92345Y106 3,117 20,872 SH   OTR 1 0 20,872 0
VERISK ANALYTICS INC COM 92345Y106 619 4,146 SH   SOLE   4,146 0 0
VERITIV CORP COM 923454102 1,038 52,795 SH   OTR 1 0 52,795 0
VERITIV CORP COM 923454102 224 11,366 SH   SOLE   11,366 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 51,893 845,166 SH   OTR 1 0 845,166 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,313 184,254 SH   SOLE   184,254 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,725 60,666 SH   OTR 5 0 60,666 0
VERSO CORP CL A 92531L207 1,691 93,800 SH   OTR 1 0 93,800 0
VERSO CORP CL A 92531L207 364 20,200 SH   SOLE   20,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,863 35,914 SH   OTR 1 0 35,914 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,718 7,846 SH   SOLE   7,846 0 0
VIACOMCBS INC CL A 92556H107 195 4,346 SH   OTR 1 0 4,346 0
VIACOMCBS INC CL A 92556H107 25 558 SH   SOLE   558 0 0
VIACOMCBS INC CL B 92556H206 2,885 68,733 SH   OTR 1 0 68,733 0
VIACOMCBS INC CL B 92556H206 622 14,817 SH   SOLE   14,817 0 0
VIAD CORP COM NEW 92552R406 662 9,800 SH   OTR 1 0 9,800 0
VIAD CORP COM NEW 92552R406 149 2,200 SH   SOLE   2,200 0 0
VIAVI SOLUTIONS INC COM 925550105 507 33,800 SH   SOLE   33,800 0 0
VIAVI SOLUTIONS INC COM 925550105 2,445 162,991 SH   OTR 1 0 162,991 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3,824 2,967,000 PRN   DFND 1 0 2,967,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31,340 24,248,000 PRN   OTR 1 0 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 58 45,000 PRN   OTR 4 0 45,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,710 4,418,000 PRN   SOLE   4,418,000 0 0
VICI PPTYS INC COM 925652109 262 10,247 SH   OTR 1 0 10,247 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 2 153 SH   DFND 1 0 153 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1,486 104,900 SH   OTR 1 0 104,900 0
VISA INC COM CL A 92826C839 84,060 447,363 SH   OTR 1 0 447,363 0
VISA INC COM CL A 92826C839 11,408 60,715 SH   SOLE   60,715 0 0
VISA INC COM CL A 92826C839 3,252 17,307 SH   OTR 5 0 17,307 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,851 180,902 SH   OTR 1 0 180,902 0
VISHAY INTERTECHNOLOGY INC COM 928298108 815 38,299 SH   SOLE   38,299 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 136 135,000 PRN   SOLE   135,000 0 0
VISTRA ENERGY CORP COM 92840M102 8,070 351,011 SH   OTR 1 0 351,011 0
VISTRA ENERGY CORP COM 92840M102 320 13,918 SH   OTR 2 0 13,918 0
VISTRA ENERGY CORP COM 92840M102 1,346 58,558 SH   SOLE   58,558 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 30 30,000 PRN   SOLE   30,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 354 5,316 SH   SOLE   5,316 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,742 26,195 SH   OTR 1 0 26,195 0
VOYA FINL INC COM 929089100 3,382 55,468 SH   OTR 1 0 55,468 0
VOYA FINL INC COM 929089100 536 8,782 SH   SOLE   8,782 0 0
VULCAN MATLS CO COM 929160109 2,430 16,875 SH   OTR 1 0 16,875 0
VULCAN MATLS CO COM 929160109 503 3,496 SH   SOLE   3,496 0 0
W P CAREY INC COM 92936U109 695 8,683 SH   OTR 1 0 8,683 0
W P CAREY INC COM 92936U109 133 1,656 SH   SOLE   1,656 0 0
WABASH NATL CORP COM 929566107 2,699 183,726 SH   OTR 1 0 183,726 0
WABASH NATL CORP COM 929566107 570 38,800 SH   SOLE   38,800 0 0
WABTEC CORP COM 929740108 1,808 23,237 SH   OTR 1 0 23,237 0
WABTEC CORP COM 929740108 380 4,881 SH   SOLE   4,881 0 0
WADDELL & REED FINL INC CL A 930059100 2,896 173,200 SH   OTR 1 0 173,200 0
WADDELL & REED FINL INC CL A 930059100 622 37,200 SH   SOLE   37,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,147 121,221 SH   OTR 1 0 121,221 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,185 20,094 SH   SOLE   20,094 0 0
WALMART INC COM 931142103 34,976 294,315 SH   OTR 1 0 294,315 0
WALMART INC COM 931142103 2,725 22,932 SH   OTR 5 0 22,932 0
WALMART INC COM 931142103 7,599 63,946 SH   SOLE   63,946 0 0
WARRIOR MET COAL INC COM 93627C101 268 12,700 SH   OTR 1 0 12,700 0
WARRIOR MET COAL INC COM 93627C101 57 2,700 SH   SOLE   2,700 0 0
WASTE MGMT INC DEL COM 94106L109 1,558 13,672 SH   SOLE   13,672 0 0
WASTE MGMT INC DEL COM 94106L109 9,282 81,451 SH   OTR 1 0 81,451 0
WASTE MGMT INC DEL COM 94106L109 664 5,823 SH   OTR 5 0 5,823 0
WATERS CORP COM 941848103 1,932 8,270 SH   OTR 1 0 8,270 0
WATERS CORP COM 941848103 403 1,726 SH   SOLE   1,726 0 0
WEC ENERGY GROUP INC COM 92939U106 5,892 63,888 SH   OTR 1 0 63,888 0
WEC ENERGY GROUP INC COM 92939U106 838 9,084 SH   SOLE   9,084 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 50 53,000 PRN   DFND 1 0 53,000 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 317 10,148 SH   OTR 1 0 10,148 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 15 479 SH   SOLE   479 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 9,029 27,343 SH   OTR 1 0 27,343 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,263 3,824 SH   SOLE   3,824 0 0
WELLS FARGO CO NEW COM 949746101 984 18,292 SH   OTR 5 0 18,292 0
WELLS FARGO CO NEW COM 949746101 7,431 138,123 SH   SOLE   138,123 0 0
WELLS FARGO CO NEW COM 949746101 32,305 600,466 SH   OTR 1 0 600,466 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,550 3,138 SH   DFND 1 0 3,138 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 28,727 19,816 SH   OTR 1 0 19,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 71 49 SH   OTR 4 0 49 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 18,291 12,617 SH   SOLE   12,617 0 0
WELLTOWER INC COM 95040Q104 14,164 173,192 SH   OTR 1 0 173,192 0
WELLTOWER INC COM 95040Q104 557 6,817 SH   OTR 5 0 6,817 0
WELLTOWER INC COM 95040Q104 2,002 24,475 SH   SOLE   24,475 0 0
WESBANCO INC COM 950810101 1,838 48,637 SH   OTR 1 0 48,637 0
WESBANCO INC COM 950810101 375 9,925 SH   SOLE   9,925 0 0
WEST BANCORPORATION INC CAP STK 95123P106 241 9,400 SH   OTR 1 0 9,400 0
WEST BANCORPORATION INC CAP STK 95123P106 54 2,100 SH   SOLE   2,100 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 548 3,644 SH   SOLE   3,644 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,404 35,948 SH   OTR 1 0 35,948 0
WESTERN DIGITAL CORP COM 958102105 2,390 37,657 SH   OTR 1 0 37,657 0
WESTERN DIGITAL CORP COM 958102105 505 7,952 SH   SOLE   7,952 0 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 26 27,000 PRN   DFND 1 0 27,000 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 11,074 11,250,000 PRN   OTR 1 0 11,250,000 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 11,045 11,220,000 PRN   SOLE   11,220,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 359 18,256 SH   SOLE   18,256 0 0
WESTERN UN CO COM 959802109 329 12,291 SH   SOLE   12,291 0 0
WESTERN UN CO COM 959802109 1,456 54,367 SH   OTR 1 0 54,367 0
WESTROCK CO COM 96145D105 1,148 26,760 SH   SOLE   26,760 0 0
WESTROCK CO COM 96145D105 547 12,737 SH   OTR 5 0 12,737 0
WESTROCK CO COM 96145D105 5,841 136,120 SH   OTR 1 0 136,120 0
WEYERHAEUSER CO COM 962166104 5,575 184,587 SH   OTR 1 0 184,587 0
WEYERHAEUSER CO COM 962166104 848 28,063 SH   SOLE   28,063 0 0
WHIRLPOOL CORP COM 963320106 1,195 8,101 SH   OTR 1 0 8,101 0
WHIRLPOOL CORP COM 963320106 264 1,788 SH   SOLE   1,788 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 142 145,000 PRN   SOLE   145,000 0 0
WILEY JOHN & SONS INC CL A 968223206 420 8,654 SH   OTR 1 0 8,654 0
WILEY JOHN & SONS INC CL A 968223206 97 2,000 SH   SOLE   2,000 0 0
WILLIAMS COS INC DEL COM 969457100 3,759 158,486 SH   OTR 1 0 158,486 0
WILLIAMS COS INC DEL COM 969457100 763 32,146 SH   SOLE   32,146 0 0
WINGSTOP INC COM 974155103 138 1,600 SH   SOLE   1,600 0 0
WINGSTOP INC COM 974155103 586 6,800 SH   OTR 1 0 6,800 0
WINNEBAGO INDS INC COM 974637100 2,585 48,800 SH   OTR 1 0 48,800 0
WINNEBAGO INDS INC COM 974637100 540 10,200 SH   SOLE   10,200 0 0
WIX COM LTD NOTE 7/0 92940WAB5 31,894 27,916,000 PRN   OTR 1 0 27,916,000 0
WIX COM LTD NOTE 7/0 92940WAB5 5,607 4,908,000 PRN   SOLE   4,908,000 0 0
WOODWARD INC COM 980745103 662 5,593 SH   OTR 1 0 5,593 0
WOODWARD INC COM 980745103 94 794 SH   SOLE   794 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 6,344 4,966,000 PRN   DFND 1 0 4,966,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 11,173 8,712,000 PRN   SOLE   8,712,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 98 77,000 PRN   OTR 4 0 77,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 34,833 27,162,000 PRN   OTR 1 0 27,162,000 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 121 60,000 PRN   SOLE   60,000 0 0
WORLD FUEL SVCS CORP COM 981475106 3,712 85,500 SH   OTR 1 0 85,500 0
WORLD FUEL SVCS CORP COM 981475106 786 18,100 SH   SOLE   18,100 0 0
WORTHINGTON INDS INC COM 981811102 165 3,900 SH   OTR 1 0 3,900 0
WORTHINGTON INDS INC COM 981811102 38 900 SH   SOLE   900 0 0
WSFS FINL CORP COM 929328102 167 3,800 SH   OTR 1 0 3,800 0
WSFS FINL CORP COM 929328102 35 800 SH   SOLE   800 0 0
WYNN RESORTS LTD COM 983134107 1,153 8,300 SH   SOLE   8,300 0 0
WYNN RESORTS LTD COM 983134107 2,994 21,560 SH   OTR 1 0 21,560 0
XCEL ENERGY INC COM 98389B100 4,619 72,755 SH   OTR 1 0 72,755 0
XCEL ENERGY INC COM 98389B100 880 13,859 SH   SOLE   13,859 0 0
XENCOR INC COM 98401F105 1,072 31,174 SH   OTR 1 0 31,174 0
XENCOR INC COM 98401F105 227 6,606 SH   SOLE   6,606 0 0
XENIA HOTELS & RESORTS INC COM 984017103 936 43,300 SH   OTR 1 0 43,300 0
XENIA HOTELS & RESORTS INC COM 984017103 218 10,100 SH   SOLE   10,100 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 3,435 93,169 SH   OTR 1 0 93,169 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,005 27,266 SH   SOLE   27,266 0 0
XILINX INC COM 983919101 3,157 32,290 SH   OTR 1 0 32,290 0
XILINX INC COM 983919101 649 6,639 SH   SOLE   6,639 0 0
XPO LOGISTICS INC COM 983793100 10,114 126,902 SH   OTR 1 0 126,902 0
XYLEM INC COM 98419M100 380 4,829 SH   SOLE   4,829 0 0
XYLEM INC COM 98419M100 1,810 22,971 SH   OTR 1 0 22,971 0
YUM BRANDS INC COM 988498101 5,550 55,096 SH   OTR 1 0 55,096 0
YUM BRANDS INC COM 988498101 811 8,048 SH   SOLE   8,048 0 0
YUM CHINA HLDGS INC COM 98850P109 9,129 190,154 SH   OTR 1 0 190,154 0
YUM CHINA HLDGS INC COM 98850P109 1,184 24,663 SH   SOLE   24,663 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,763 6,903 SH   OTR 1 0 6,903 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 297 1,164 SH   SOLE   1,164 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4,816 3,521,000 PRN   OTR 1 0 3,521,000 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,600 1,170,000 PRN   SOLE   1,170,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 183 163,000 PRN   SOLE   163,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,211 28,136 SH   OTR 1 0 28,136 0
ZIMMER BIOMET HLDGS INC COM 98956P102 836 5,582 SH   SOLE   5,582 0 0
ZIONS BANCORPORATION N A COM 989701107 1,136 21,879 SH   OTR 1 0 21,879 0
ZIONS BANCORPORATION N A COM 989701107 268 5,158 SH   SOLE   5,158 0 0
ZIX CORP COM 98974P100 178 26,300 SH   OTR 1 0 26,300 0
ZIX CORP COM 98974P100 40 5,900 SH   SOLE   5,900 0 0
ZOETIS INC CL A 98978V103 8,072 60,992 SH   OTR 1 0 60,992 0
ZOETIS INC CL A 98978V103 1,685 12,728 SH   SOLE   12,728 0 0
ZUMIEZ INC COM 989817101 2,998 86,800 SH   OTR 1 0 86,800 0
ZUMIEZ INC COM 989817101 636 18,400 SH   SOLE   18,400 0 0
ZYNGA INC CL A 98986T108 233 38,130 SH   SOLE   38,130 0 0
ZYNGA INC CL A 98986T108 1,780 290,834 SH   OTR 1 0 290,834 0